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The use of factor stochastic volatility models requires choosing the number of latent factors used to describe the dynamics of the financial returns process; however, empirical evidence suggests that the number and makeup of pertinent…

Applications · Statistics 2019-03-06 Taylor R. Brown

Motivated by the successes of relativistic theories in studies of atomic/molecular and nuclear systems and the need for a relativistic chiral force in relativistic nuclear structure studies, we explore a new relativistic scheme to construct…

Nuclear Theory · Physics 2017-11-28 Xiu-Lei Ren , Kai-Wen Li , Li-Sheng Geng , Bing-Wei Long , Peter Ring , Jie Meng

Dynamics in correlated quantum matter is a hard problem, as its exact solution generally involves a computational effort that grows exponentially with the number of constituents. While a remarkable progress has been witnessed in recent…

Strongly Correlated Electrons · Physics 2021-04-28 Roberto Verdel , Markus Schmitt , Yi-Ping Huang , Petr Karpov , Markus Heyl

A variational technique to describe the ground and scattering states below the break-up threshold for a three-nucleon system is developed. The method consists in expanding the wave function in terms of correlated Harmonic Hyperspherical…

Nuclear Theory · Physics 2009-10-30 A. Kievsky , M. Viviani , S. Rosati

An asynchronous, variational method for simulating elastica in complex contact and impact scenarios is developed. Asynchronous Variational Integrators (AVIs) are extended to handle contact forces by associating different time steps to…

Numerical Analysis · Mathematics 2015-05-19 Etienne Vouga , David Harmon , Rasmus Tamstorf , Eitan Grinspun

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

Analysis of PDEs · Mathematics 2025-03-18 Jesus Correa , Christian Olivera

Given a set of inelastic material models, a microstructure, a macroscopic structural geometry, and a set of boundary conditions, one can in principle always solve the governing equations to determine the system's mechanical response.…

Computational Engineering, Finance, and Science · Computer Science 2023-06-27 Ghina Jezdan , Sanjay Govindjee , Klaus Hackl

We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…

We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…

Analysis of PDEs · Mathematics 2022-08-24 Eduard Feireisl

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

Recent experimental advances have inspired the development of theoretical tools to describe the non-equilibrium dynamics of quantum systems. Among them an exact representation of quantum spin systems in terms of classical stochastic…

Quantum Physics · Physics 2023-04-19 Gennaro Tucci , Stefano De Nicola , Sascha Wald , Andrea Gambassi

A review of methods for finding general expressions for matrix elements (non-diagonal with respect to configurations included) of any one- and two-particle operator for an arbitrary number of shells in an atomic configuration is given.…

Atomic Physics · Physics 2007-05-23 G. Gaigalas

There exist methods for determining effective conservative interactions in coarse grained particle based mesoscopic simulations. The resulting models can be used to capture thermal equilibrium behavior, but in the model system we study do…

Soft Condensed Matter · Physics 2016-03-28 Anders Eriksson , Martin Nilsson Jacobi , Johan Nyström , Kolbjørn Tunstrøm

We apply the variational approach to solitons in highly nonlocal nonlinear media in $D=1,2,3$ dimensions. We compare results obtained by the variational approach with those obtained in the accessible soliton approximation, by considering…

Pattern Formation and Solitons · Physics 2015-06-23 Branislav N. Aleksić , Najdan B. Aleksić , Milan S. Petrović , Aleksandra I. Strinić , Milivoj R. Belić

The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…

Probability · Mathematics 2020-12-29 Lu-Jing Huang , Yong-Hua Mao

The stochastic variational method is applied to particle systems and continuum mediums. As the brief review of this method, we first discuss the application to particle Lagrangians and derive a diffusion-type equation and the…

Statistical Mechanics · Physics 2013-05-24 T. Koide , T. Kodama

This paper proposes a semiparametric stochastic volatility (SV) model that relaxes the restrictive Gaussian assumption in both the return and volatility error terms, allowing them to follow flexible, nonparametric distributions with…

Computation · Statistics 2025-06-03 Yudong Feng , Ashis Gangopadhyay

This paper describes a method for deriving approximate equations for irrotational water waves. The method is based on a 'relaxed' variational principle, i.e., on a Lagrangian involving as many variables as possible. This formulation is…

Classical Physics · Physics 2020-02-20 Didier Clamond , Denys Dutykh

This thesis has been devoted to the study of different properties of hadrons with one and two heavy quarks $c$ and/or $b$. All calculations have been done in the framework of a nonrelativistic constituent quark model. In order to check the…

High Energy Physics - Phenomenology · Physics 2007-10-10 J. M. Verde-Velasco

This paper is concerned with a stochastic dissipativity theory using quadratic-exponential storage functions for open quantum systems with canonically commuting dynamic variables governed by quantum stochastic differential equations. The…

Quantum Physics · Physics 2012-05-21 Igor G. Vladimirov , Ian R. Petersen