An extended numerical scheme for the simulation of fluid flows by means of a lattice Boltzmann (LB) method is introduced. It is conceptually related to the lattice BGK scheme, which it enhances by a regularization step. The result is a numerical scheme that is both more accurate and more stable...

We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for state contraction of Intrinsic Network, we show that it...

We present a qualitative analysis of the flow pattern in cerebral aneurysms and the effect on the velocity reduction of stent implantation. We use the Lattice Boltzmann (LB) method, which implements a mesoscopic dynamics of the interactions between fictitious particles. LB provides an efficient...

We describe the clotting process in stented aneurysms with a lattice Boltzmann (LB) model. In addition to model the haemodynamic properties of blood flow, our model includes the transport of idealized red blood cells and platelets as well as an aggregation mechanism at low shear rate. This model...

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...

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there exists a subset of the space of stochastic matrices for which...

We discuss a cellular automata model to study the competition between an emergent better fitted species against an existing majority species. The model implements local fights among small group of individuals and a synchronous random walk on a 2D lattice. The faith of the system, i.e., the...

We discuss the cellular automata approach and its extensions, the lattice Boltzmann and multiparticle methods. The potential of these techniques is demonstrated in the case of modeling complex systems. In particular, we consider applications taken from various fields of physics, such as...

In this study, optimal indicators and strategies for foreign exchange trading models are investigated in the framework of genetic algorithms. We first explain how the relevant quantities of our application can be encoded in quot;genesquot; so as to fit the requirements of the genetic...