نتایج جستجو برای: layer boussinesq primitive equation models on the sphere
تعداد نتایج: 17631217 فیلتر نتایج به سال:
abstract the current research tried to examine the impact of multiple intelligence (mi) and its components on multiple choice (mc) and open ended (oe) reading comprehension tests. ninety six students of high school in grade four took part in this study. to collect data, participants completed multiple intelligence (mi) questionnaires along with a multiple choice (mc) and open ended (oe) forms ...
In the present study, the nonlinear Boussinesq type equation describe the bi-directional propagation of small amplitude long capillary–gravity waves on the surface of shallow water. By using the extended auxiliary equation method, we obtained some new soliton like solutions for the two-dimensional fourth-order nonlinear Boussinesq equation with constant coefficient. These solutions include symm...
this study was conducted to investigate the effect of favorite-text on iranian intermediate efl learners’ vocabulary development. sixty learners from nour-al-mahdi english institute participated in the present study. having been homogenized by oxford placement test (opt), they were randomly assigned into two groups of 30, control and experimental. then both groups sat for a pre-test which was a...
Double criticality and its nonlinear implications are considered for stratified N−layer shallow water flows with N = 1, 2, 3. Double criticality arises when the linearization of the steady problem about a uniform flow has a double zero eigenvalue. We find that there are two types of double criticality: non-semisimple (one eigenvector, and one generalized eigenvector), and semi-simple (two indep...
We propose a novel approach for bridging the Boussinesq equations and the primitive equations. This approach uses spatio-temporal filtering as an alternative to traditional scaling arguments. © 2009 Elsevier Ltd. All rights reserved.
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید