Large-eddy simulations described here have included the effect of canopy drag through the depth of a plant canopy. Specifically, we have considered the simulation of flow through a forest. Drag forces enter the simulation with the inclusion of form and viscous drag forces in the momentum equation. In addition, we have carried a variable to represent the kinetic energy (KE) associated with the t...

The tractability of discrete time affine term structure models (DTATSM) is fully preserved when adding squared Gaussian shocks (SGS) to factor processes. SGS guarantee non-negative factors under parameter restrictions that do not affect market prices risk. Feller conditions are needed. Changes measure can alter the conditional covariance and yields through flexible second-order Esscher transfor...

This study applies variogram analyses of normalized difference vegetation index (NDVI) images derived from SPOT HRV images obtained before and after the ChiChi earthquake in the Chenyulan watershed, Taiwan, as well as images after four large typhoons, to delineate the spatial patterns, spatial structures and spatial variability of landscapes caused by these large disturbances. The conditional L...

In this paper we propose a novel approach called the stochastic coherent adaptive large eddy simulation ~SCALES! method which takes advantage of both the coherent vortex simulation ~CVS! and large eddy simulation ~LES! methods. With the SCALES method a wavelet filter is applied to a turbulent field such that the maximum number of modes are resolved in the simulation, given the balance between c...

The sequential parameter optimization (spot) package for R (R Development Core Team, 2008) is a toolbox for tuning and understanding simulation and optimization algorithms. Model-based investigations are common approaches in simulation and optimization. Sequential parameter optimization has been developed, because there is a strong need for sound statistical analysis of simulation and optimizat...

The sequential parameter optimization (spot) package for R (R Development Core Team, 2008) is a toolbox for tuning and understanding simulation and optimization algorithms. Model-based investigations are common approaches in simulation and optimization. Sequential parameter optimization has been developed, because there is a strong need for sound statistical analysis of simulation and optimizat...