sedimentation is one of the most important problems in harbors that results in considerable economic costs. harbor planforms affects the flow pattern in the harbor basin and consequently, plays an important role in sediment transport and sedimentation. in the present study, a two dimensional depth-averaged hydrodynamic and sediment transport model has been developed to investigate the effect of...

"Monte Carlo simulation" in the context of option pricing refers to a set of techniques to generate underlying values–typically stock prices or interest rates–over time. Typically the dynamics of these stock prices and interest rates are assumed to be driven by a continuous-time stochastic process. Simulation, however, is done at discrete time steps. Hence, the …rst step in any simulation schem...

Abstract In this work we consider the surface quasi-geostrophic (SQG) system under location uncertainty (LU) and propose a Milstein-type scheme for these equations, which is then used in multi-step method. The SQG considered here consists of one stochastic partial differential equation, models transport buoyancy, linear operator linking velocity buoyancy. LU setting, Euler-Maruyama converges wi...