We derive two risk-adjusted performance measures for investors with risk averse preferences. Maximizing these measures is equivalent to maximizing the expected utility of an investor. The first measure, Xeff, is derived assuming a constant risk aversion while the second measure, Reff, is based...

In this work, we propose the use of a genetic algorithm (GA) for the determination of the optimal fraction of mass flow rate to be extracted from each stage of the turbines of a typical pressurized-water reactor (PWR) secondary side, in order to increase cycle efficiency. Here, we show some...

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...

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...

The simulation of a stationary fluid flow past an obstacle by means of a lattice Boltzmann method is discussed. The problem of finding appropriate boundary conditions on the boundaries of the truncated numerical domain is addressed by a method recently discussed in the literature, based on a...

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...