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In this paper we propose a time-varying parameter (TVP) vector error correction model (VECM) with heteroskedastic disturbances. We propose tools to carry out dynamic model specification in an automatic fashion. This involves using…

Econometrics · Economics 2023-04-18 Niko Hauzenberger , Michael Pfarrhofer , Luca Rossini

In this paper, we present a variational treatment of the linear dependence for a non-orthogonal time-dependent basis set in solving the Schr\"odinger equation. The method is based on: i) the definition of a linearly independent working…

Quantum Physics · Physics 2022-10-12 Loïc Joubert-Doriol

An antiproton plasma confined in a quasi-1D device is described in terms of a self-consistent fluid formulation using a variational approach. Unlike previous treatments, the use of the time-dependent variational method allows to retain the…

Plasma Physics · Physics 2024-06-19 Luiz Gustavo F. Soares , Fernando Haas

This paper proposes a straightforward algorithm to carry out inference in large time-varying parameter vector autoregressions (TVP-VARs) with mixture innovation components for each coefficient in the system. We significantly decrease the…

Methodology · Statistics 2019-08-07 Florian Huber , Gregor Kastner , Martin Feldkircher

The time-evolving matrix product operator (TEMPO) method is a powerful tool for simulating open system quantum dynamics. Typically, it is used in problems with diagonal system-bath coupling, where analytical expressions for discretized…

Quantum Physics · Physics 2025-09-12 Shuocang Zhang , Qiang Shi

We consider the motion of spinning test particles with nonzero rest mass in the "pole-dipole" approximation, as described by the Mathisson-Papapetrou-Dixon (MPD) equations, and examine its properties in dependence on the spin supplementary…

General Relativity and Quantum Cosmology · Physics 2015-09-25 O. Semerák , M. Šrámek

Within the framework of a model universe with time variable space dimension (TVSD), known as decrumpling or TVSD model, we study the time variation of the fine structure constant. Using observational bounds on the present time variation of…

High Energy Physics - Theory · Physics 2008-11-26 Forough Nasseri

We present an approach based upon binary tree tensor network (BTTN) states for computing steady-state current statistics for a many-particle 1D ratchet subject to volume exclusion interactions. The ratcheted particles, which move on a…

Statistical Mechanics · Physics 2023-01-02 Nils E. Strand , Hadrien Vroylandt , Todd R. Gingrich

We have examined the validity of the time-dependent variational approximation (TDVA) to the Gaussian wavepacket method (GWM) for quantum double-well (DW) systems, by using the quasi-exact spectral method (SM). Comparisons between results of…

Quantum Physics · Physics 2015-06-12 Hideo Hasegawa

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…

Optimization and Control · Mathematics 2017-09-28 Alice Cleynen , Benoîte de Saporta

We propose a correlated spin-singlet-pairs wave function to describe the spin-gap phase of the one-dimensional $t-J$ model at low density. Adding a Jastrow factor with a variational parameter, $\nu$, first introduced by Hellberg and Mele,…

Condensed Matter · Physics 2009-10-28 Y. C. Chen , T. K. Lee

We compare accuracy of two prime time evolution algorithms involving Matrix Product States - tDMRG (time-dependent density matrix renormalization group) and TDVP (time-dependent variational principle). The latter is supposed to be superior…

Statistical Mechanics · Physics 2020-02-05 Titas Chanda , Piotr Sierant , Jakub Zakrzewski

We present a program to simulate the dynamics of a wave packet interacting with a time-dependent potential. The time-dependent Schr\"odinger equation is solved on a one-, two-, or three-dimensional spatial grid using the split operator…

Computational Physics · Physics 2013-11-21 C. M. Dion , A. Hashemloo , G. Rahali

We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…

Probability · Mathematics 2013-03-13 Nikita Ratanov

This paper introduces a novel method for approximating the dynamics of a large autonomous system projected onto a fixed subspace. The core contribution is a novel recursive algorithm to construct an effective time-dependent generator that…

Quantum Physics · Physics 2025-10-24 Tommaso Grigoletto

Theoretical studies of photochemical processes require a description of the energy surfaces of excited electronic states, especially near degeneracies, where transitions between states are most likely. Systems relevant to photochemical…

We propose a first-principles time-dependent density functional theoretical (TDDFT) approach in momentum (P) space for quantitative study of electron transport in molecular devices under arbitrary biases. In this approach, the basic…

Mesoscale and Nanoscale Physics · Physics 2009-02-10 Zhongyuan Zhou , Shih-I Chu

A new variational technique for investigation of the ground state and correlation functions in 1D quantum magnets is proposed. A spin Hamiltonian is reduced to a fermionic representation by the Jordan-Wigner transformation. The ground state…

Strongly Correlated Electrons · Physics 2018-04-04 Yu. B. Kudasov , R. V. Kozabaranov

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

Pricing of Securities · Quantitative Finance 2010-10-07 Wolfgang Putschoegl

Classical simulation of open quantum system dynamics remains challenging due to the exponential growth of the Hilbert space, the need to accurately capture dissipation and decoherence, and the added complexity of memory effects in the…

Quantum Physics · Physics 2025-10-31 Sujay Mondal , Siddhartha Dutta , Abhijit Bandyopadhyay