SUMMARYThis paper focuses on comparing different heterogeneous computational designs for the calculation of rainbow options prices using the Fourier‐cosine series expansion (COS) method. We also propose a simple enough way to automatically decide the ratio of load balancing at runtime. A...

We model colloid-dispersed fluids using the real-coded lattice gas, in which colloidal particles are treated as hard spheres interacting with solvents of the lattice gas particles. We simulate the Brownian motion of a colloidal particle and compare its velocity distribution with that from the...

We develop a discrete model for multi-component viscoelastic fluids based on the lattice Boltzmann method. The model newly introduces the kinetics of polymers so that viscoelasticity is included. We perform three-dimensional simulations of a Newtonian drop in shear flow of a viscoelastic fluid...