discrete element method (dem) is extensively used for mathematical modeling and simulating the behavior of discrete discs and discrete spheres in two and three dimensional space, respectively. prediction of particles flow regime, power draw and kinetic energy for a laboratory or an industrial mill is possible by dem simulation. in this article, a new approach was used to assess the main paramet...

estimation of parameters of a hydrologic model is undertaken using a procedure called “calibration” in order to obtain predictions as close as possible to observed values. this study aimed to use the particle swarm optimization (pso) algorithm for automatic calibration of the hec-hms hydrologic model, which includes a library of different event-based models for simulating the rainfall-runoff pr...

interest rate ad valorem tariffs are considered as the most prominent trade tools extensively used in the framework of spatial equilibrium models (sems) to analyze agricultural and food trade policies around the world. however the results obtained from such models have been criticized because of their inadequacy in producing any observed data within the base period. hence a positive spatial and...

runoff and sediment measurement is difficult in mountain watershed because of many different problems such as time and financial limitations. so using simulation model is necessary in this regard. accuracy and precision evaluation of models for different watershed of iran is necessary. the aim of this study was the evaluation of swat model efficiency in simulation of runoff and sediment yield i...

proposing a model to explain the concurrent decision making process in the labor and commodities markets in iranian urban households is the main objective of the present paper. the paper starts with introduction of the concepts of modem theories of family economics, with the view of expanding the scope of economics well into the households and it comes to conclusion with specification and fitti...

We consider a general calibration problem for derivative pricing models, which we reformulate into a Bayesian framework to attain posterior distributions for model parameters. It is then shown how the posterior distribution can be used to estimate prices for exotic options. We apply the procedure to a discrete local volatility model and work in great detail through numerical examples to clarify...