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We present an algorithm to solve the CASSCF linear response equations that is both simple and efficient. The algorithm makes use of the well established symmetric and antisymmetric combinations of trial vectors, but further orthogonalizes…

Chemical Physics · Physics 2023-07-27 Riccardo Alessandro , Ivan Giannì , Federica Pes , Tommaso Nottoli , Filippo Lipparini

In this paper, a novel convexification approach for Small-Signal Stability Constraint Optimal Power Flow (SSSC-OPF) has been presented that does not rely on eigenvalue analysis. The proposed methodology is based on the sufficient condition…

Optimization and Control · Mathematics 2021-09-17 Parikshit Pareek , Hung D. Nguyen

Strongly correlated fermionic systems are of great interest in condensed matter physics and numerical methods are indispensable tools for their study. However, existing approaches such as exact diagonalization (ED) and stochastic quantum…

Strongly Correlated Electrons · Physics 2026-03-19 Finn L. Temmen , Martina Gisti , David J. Luitz , Thomas Luu , Johann Ostmeyer

The combined influence of disorder and interactions on the transport properties of electrons in one dimension is investigated. The numerical simulations are carried out by means of the Hartree-Fock-based diagonalization (HFD), a very…

Mesoscale and Nanoscale Physics · Physics 2015-06-25 Michael Schreiber , Frank Epperlein , Thomas Vojta

We develop circuit implementations for digital-level quantum Hamiltonian dynamics simulation algorithms suitable for implementation on a reconfigurable quantum computer, such as trapped ions. Our focus is on the co-design of a problem, its…

Quantum Physics · Physics 2020-04-09 Yunseong Nam , Dmitri Maslov

The alternating current (AC) chance-constrained optimal power flow (CC-OPF) problem addresses the economic efficiency of electricity generation and delivery under generation uncertainty. The latter is intrinsic to modern power grids because…

Systems and Control · Electrical Eng. & Systems 2022-09-01 Mile Mitrovic , Aleksandr Lukashevich , Petr Vorobev , Vladimir Terzija , Yury Maximov , Deepjyoti Deka

The increase in renewable energy sources (RESs), like wind or solar power, results in growing uncertainty also in transmission grids. This affects grid stability through fluctuating energy supply and an increased probability of overloaded…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Rebecca Bauer , Tillmann Mühlpfordt , Nicole Ludwig , Veit Hagenmeyer

This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their scalability of trading time horizon. Based on the…

Mathematical Finance · Quantitative Finance 2022-12-29 Xiaofei Shi , Daran Xu , Zhanhao Zhang

This paper studies the problem of developing computationally efficient solutions for steering the distribution of the state of a stochastic, linear dynamical system between two boundary Gaussian distributions in the presence of…

Systems and Control · Electrical Eng. & Systems 2024-03-25 Joshua Pilipovsky , Panagiotis Tsiotras

The implementation of an efficient self-consistent field (SCF) method including both scalar relativistic effects and spin-orbit interaction in density functional theory (DFT) is presented. We make use of Gaussian-type orbitals (GTOs) and…

Chemical Physics · Physics 2024-05-03 Yannick J. Franzke , Werner M. Schosser , Fabian Pauly

We present the time-dependent complete-active-space self-consistent-field (TD-CASSCF) method to simulate multielectron dynamics in ultrafast intense laser fields from the first principles. While based on multiconfiguration expansion, it…

Atomic Physics · Physics 2018-04-24 Takeshi Sato , Yuki Orimo , Takuma Teramura , Oyunbileg Tugs , Kenichi L. Ishikawa

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

Variational calculations of excited electronic states are carried out by finding saddle points on the surface that describes how the energy of the system varies as a function of the electronic degrees of freedom. This approach has several…

Chemical Physics · Physics 2023-02-15 Yorick L. A. Schmerwitz , Gianluca Levi , Hannes Jónsson

This paper studies two fundamental problems in power systems: the economic dispatch problem (EDP) and load shedding. For the EDP, an extension of the problem considering the transmission losses is presented. Because the optimization problem…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ismi Rosyiana Fitri , Jung-Su Kim

In this work, a higher order compact (HOC) discretization is developed on the nonuniform polar grid. The discretization conceptualized using the unsteady convection-diffusion equation (CDE) is further extended to flow problems governed by…

Fluid Dynamics · Physics 2024-09-27 Dharmaraj Deka , Shuvam Sen

Best rank-one approximation is one of the most fundamental tasks in tensor computation. In order to fully exploit modern multi-core parallel computers, it is necessary to develop decoupling algorithms for computing the best rank-one…

Numerical Analysis · Mathematics 2024-03-05 Chuanfu Xiao , Zeyu Li , Chao Yang

We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…

Computational Finance · Quantitative Finance 2025-04-22 Christoph Reisinger , Maria Olympia Tsianni

Subspace clustering (SC) is a popular method for dimensionality reduction of high-dimensional data, where it generalizes Principal Component Analysis (PCA). Recently, several methods have been proposed to enhance the robustness of PCA and…

Data Structures and Algorithms · Computer Science 2015-06-09 Sanghyuk Chun , Yung-Kyun Noh , Jinwoo Shin

In this paper, we propose a new methodology for state constrained stochastic optimal control (SOC) problems. The solution is based on past work in solving SOC problems using forward-backward stochastic differential equations (FBSDE). Our…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Bolun Dai , Prashanth Krishnamurthy , Andrew Papanicolaou , Farshad Khorrami

This chapter concerns with the recent development of a new DFT methodology for accurate, reliable prediction of many-electron systems. Background, need for such a scheme, major difficulties encountered, as well as their potential remedies…

Chemical Physics · Physics 2019-04-19 Amlan K. Roy