Related papers: Time-dependent Heston model
We show that there exist infinitely many particular choices of parameters for which the three-term recurrence relations governing the expansions of the solutions of the general Heun equation in terms of the Gauss hypergeometric functions…
We derive five classes of quantum time-dependent two-state models solvable in terms of the double confluent Heun functions, five other classes solvable in terms of the biconfluent Heun functions, and a class solvable in terms of the…
The work deals with a study of a nonlinear parabolic equation with hysteresis, containing a nonlinear monotone operator in the diffusion term. The well-posedness of the model equation is addressed by using an implicit time discretization…
The alternation of existential and universal quantifiers in a quantified boolean formula (QBF) generates dependencies among variables that must be respected when evaluating the formula. Dependency schemes provide a general framework for…
Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…
We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation,…
A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…
In this paper we show how an infinite system of coupled Toda-type nonlinear differential equations derived by one of us can be used efficiently to calculate the time-dependent pair-correlations in the Ising chain in a transverse field. The…
In this article we develop an analogue of Aubry Mather theory for time periodic dissipative equation \[ \left\{ \begin{aligned} \dot x&=\partial_p H(x,p,t),\\ \dot p&=-\partial_x H(x,p,t)-f(t)p \end{aligned} \right. \] with $(x,p,t)\in…
Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…
The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or…
This tutorial provides an exposition of a flexible geometric framework for high dimensional estimation problems with constraints. The tutorial develops geometric intuition about high dimensional sets, justifies it with some results of…
We consider a spin-boson Hamiltonian which is generalized such that the Hamiltonians for the system ($\hat{H}_{\cal S}$) and the interaction with the environment ($\hat{H}_{\rm int}$) do not commute with each other. Considering a…
Time evolution of macroscopic systems is re-examined primarily through further analysis and extension of the equation of motion for the density matrix $\rho(t)$. Because $\rho$ contains both classical and quantum-mechanical probabilities it…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square…
A generalized non-Hermitian oscillator Hamiltonian is proposed that consists of additional linear terms which break PT-symmetry explicitly. The model is put into an equivalent Hermitian form by means of a similarity transformation and the…
We obtain the complexity geometry associated with the Hamiltonian of a quantum mechanical system, specifically in cases where the Hamiltonian is explicitly time-dependent. Using Nielsen's geometric formulation of circuit complexity, we…
We investigate quantum mechanical Hamiltonians with explicit time dependence. We find a class of models in which an analogue of the time independent \S equation exists. Among the models in this class is a new exactly soluble model, the…
In this paper, a method to solve functionally commutative time- dependent linear homogeneous differential equation is discussed. We apply this technique to solve some dynamical quantum problems.
The theory of Lie-Hamilton systems is used to construct generalized time-dependent SIS epidemic Hamiltonians with a variable infection rate from the 'book' Lie algebra. Although these are characterized by a set of non-autonomous nonlinear…