The potential role of resummation techniques in the kinetic-theory approach to subgrid turbulence modeling is discussed.

Based on the well-known mapping between the Burgers equation with noise and the Kardar–Parisi–Zhang (KPZ) equation for fluctuating interfaces, we develop a fluctuating lattice Boltzmann (LB) scheme for growth phenomena, as described by the KPZ formalism. A very simple LB-KPZ scheme is...

A mean-field approach (filtering out subgrid scales) is applied to the Boltzmann equation in order to derive a subgrid turbulence model based on kinetic theory. It is demonstrated that the only Smagorinsky type model which survives in the hydrodynamic limit on the viscosity time scale is the...

A direct numerical simulation of a turbulent flow field with a lattice BGK method is presented. A spatial coarse graining of the numerical results is compared with the expected LBGK dynamics for a flow field on a reduced lattice size. This comparison permits to exhibit subgrid properties of the...

This paper examines whether we can improve the predictability of financial return series by exploiting the effect of cross-correlations among different financial markets. We forecast financial return series based on the support vector machines (SVM) method, which can surpass the random-walk...

The unique scaling behavior of financial time series have attracted the research interest of physicists. Variables such as stock returns, share volume, and number of trades have been found to display distributions that are consistent with a power-law tail. We present an overview of recent...

We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits Lévy stability for the probability density, and hence shows scaling properties (as observed in empirical data); it has the advantage...

We discuss the possible utility of statistical physics in elucidating some of the puzzling phenomena that seem to occur in the brains of patients affected with Alzheimer’s disease. Further, we report three specific results from this approach: (i) The size distribution of senile plaques appears...

We present numerical simulations of two-dimensional models of electric breakdown and fracture in disordered systems subject to an increasing external stress. We provide a geometrical characterization of the damage by studying the scaling behavior of connected bonds clusters. The average cluster...

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning...