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We present a variational principle for the extraction of a time-dependent orthonormal basis from random realizations of transient systems. The optimality condition of the variational principle leads to a closed-form evolution equation for…

Numerical Analysis · Mathematics 2020-07-01 Hessam Babaee

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly…

Machine Learning · Statistics 2019-08-19 Hao Wu , Frank Noé

Variational time integrators are derived in the context of discrete mechanical systems. In this area, the governing equations for the motion of the mechanical system are built following two steps: (a) Postulating a discrete action; (b)…

Computational Physics · Physics 2018-05-04 Leandro Tavares da Silva , Gilson Antonio Giraldi

Because of the finiteness of the life span and boundedness of the physical space, the more reasonable or physical choice is the tempered power-law instead of pure power-law for the CTRW model in characterizing the waiting time and jump…

Numerical Analysis · Mathematics 2018-05-01 Weihua Deng , Zhijiang Zhang

A simple variational Lagrangian is proposed for the time development of an arbitrary density matrix, employing the "factorization" of the density. Only the "kinetic energy" appears in the Lagrangian. The formalism applies to pure and mixed…

Fluid Dynamics · Physics 2009-11-10 R. Englman , A. Yahalom

We focus on the spatial discretization produced by the Variational Particle-Mesh (VPM) method for a prototype fluid equation the known as the EPDiff equation}, which is short for Euler-Poincar\'e equation associated with the diffeomorphism…

Numerical Analysis · Mathematics 2013-10-29 Colin J Cotter , Darryl D Holm

We revisit macroeconomic time-varying parameter vector autoregressions (TVP-VARs), whose persistent coefficients may adapt too slowly to large, abrupt shifts such as those during major crises. We explore the performance of an…

Econometrics · Economics 2025-12-04 Nicolas Hardy , Dimitris Korobilis

We discuss and analyze the virtual element method on general polygonal meshes for the time-dependent Poisson-Nernst-Planck equations, which are a nonlinear coupled system widely used in semiconductors and ion channels. The spatial…

Numerical Analysis · Mathematics 2022-07-18 Ying Yang , Ya Liu , Shi Shu

We introduce a novel hybrid algorithm to simulate the real-time evolution of quantum systems using parameterized quantum circuits. The method, named "projected - Variational Quantum Dynamics" (p-VQD) realizes an iterative, global projection…

Quantum Physics · Physics 2021-07-28 Stefano Barison , Filippo Vicentini , Giuseppe Carleo

We propose, as an alternative theory of quantum mechanics, a relativistically covariant variational principle (VP) capable of describing both wavefunction collapse and, as an appropriate limiting case, evolution of the wavefunction…

Quantum Physics · Physics 2012-04-19 Alan K. Harrison

One of the unitary forms of the quantum mechanical time evolution operator is given by Cayley's approximation. A numerical implementation of the same involves the replacement of second derivatives in Hamiltonian with the three-point…

Quantum Physics · Physics 2023-09-07 Ankit Kumar

We present a scheme to perform an iterative variational optimization with infinite projected entangled-pair states (iPEPS), a tensor network ansatz for a two-dimensional wave function in the thermodynamic limit, to compute the ground state…

Strongly Correlated Electrons · Physics 2017-05-02 Philippe Corboz

We introduce a variational hybrid classical-quantum algorithm to simulate the Lindblad master equation and its adjoint for time-evolving Markovian open quantum systems and quantum observables. Our method is based on a direct representation…

Quantum Physics · Physics 2023-05-19 Tasneem Watad , Netanel H. Lindner

We systematically extend Bogoliubov theory beyond the mean field approximation of the Bose-Hubbard model in the superfluid phase. Our approach is based on the time dependent variational principle applied to the family of all Gaussian states…

Quantum Gases · Physics 2019-10-02 Tommaso Guaita , Lucas Hackl , Tao Shi , Claudius Hubig , Eugene Demler , J. Ignacio Cirac

We present a variational method which uses a quartic exponential function as a trial wave-function to describe time-dependent quantum mechanical systems. We introduce a new physical variable $y$ which is appropriate to describe the shape of…

High Energy Physics - Theory · Physics 2009-11-07 Hyeong-Chan Kim , Jae Hyung Yee

Time-varying parameter VARs with stochastic volatility are routinely used for structural analysis and forecasting in settings involving a few endogenous variables. Applying these models to high-dimensional datasets has proved to be…

Econometrics · Economics 2022-06-20 Joshua C. C. Chan

Time-varying parameter vector autoregression provides a flexible framework to capture structural changes within time series. However, when applied to high-dimensional data, this model encounters challenges of over-parametrization and…

Methodology · Statistics 2025-05-14 Yiyong Luo , Jim E. Griffin

We propose moment-based variational inference as a flexible framework for approximate smoothing of latent Markov jump processes. The main ingredient of our approach is to partition the set of all transitions of the latent process into…

Machine Learning · Computer Science 2019-05-15 Christian Wildner , Heinz Koeppl

Random-matrix eigenvalues have a well-known interpretation as a gas of like-charge particles. We make use of this to introduce a model of vortex dynamics by defining a time-dependent wave function as the characteristic polynomial of a…

Mathematical Physics · Physics 2018-12-12 Anthony Mays , Anita K. Ponsaing , David M. Paganin