A multiconfigurational time-dependent Hartree-Fock method for excited electronic states. I. General formalism and application to open-shell states

The solution of the time-dependent Schrodinger equation for systems of interacting electrons is generally a prohibitive task, for which approximate methods are necessary. Popular approaches, such as the time-dependent Hartree-Fock (TDHF) approximation and time-dependent density functional theory (TDDFT), are essentially single-configurational schemes. TDHF is by construction incapable of fully accounting for the excited character of the electronic states involved in many physical processes of interest; TDDFT, although exact in principle, is limited by the currently available exchange-correlation functionals. On the other hand, multiconfigurational methods, such as the multiconfigurational time-dependent Hartree-Fock (MCTDHF) approach, provide an accurate description of the excited states and can be systematically improved. However, the computational cost becomes prohibitive as the number of degrees of freedom increases, and thus, at present, the MCTDHF method is only practical for few-electron systems. In this work, we propose an alternative approach which effectively establishes a compromise between efficiency and accuracy, by retaining the smallest possible number of configurations that catches the essential features of the electronic wavefunction. Based on a time-dependent variational principle, we derive the MCTDHF working equation for a multiconfigurational expansion with fixed coefficients and specialise to the case of general open-shell states, which are relevant for many physical processes of interest. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3600397]

Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates

Reducible diffusions (RDs) are nonlinear transformations of analytically solvable Basic Diffusions (BDs). Hence, by construction RDs are analytically tractable and flexible diffusion processes. Existing literature on RDs has mostly focused on time-homogeneous transformations, which to a significant extent fail to explore the full potential of RDs from both theoretical and practical points of view. In this paper, we propose flexible and economically justifiable time variations to the transformations of RDs. Concentrating on the Constant Elasticity Variance (CEV) RDs, we consider nonlinear dynamics for our time-varying transformations with both deterministic and stochastic designs. Such time variations can greatly enhance the flexibility of RDs while maintaining sufficient tractability of the resulting models. In the meantime, our modeling approach enjoys the benefits of classical inferential techniques such as the Maximum Likelihood (ML). Our application to the UK and the US short-term interest rates suggests that from an empirical point of view time-varying transformations are highly relevant and statistically significant. We expect that the proposed models can describe more truthfully the dynamic time-varying behavior of economic and financial variables and potentially improve out-of-sample forecasts significantly.

Late-time spectral line formation in Type IIb supernovae, with application to SN 1993J, SN 2008ax, and SN 2011dh

We investigate line formation processes in Type IIb supernovae (SNe) from 100 to 500 days post-explosion using spectral synthesis calculations. The modelling identifies the nuclear burning layers and physical mechanisms that produce the major emission lines, and the diagnostic potential of these. We compare the model calculations with data on the three best observed Type IIb SNe to-date - SN 1993J, SN 2008ax, and SN 2011dh. Oxygen nucleosynthesis depends sensitively on the main-sequence mass of the star and modelling of the [O I] lambda lambda 6300, 6364 lines constrains the progenitors of these three SNe to the M-ZAMS = 12-16 M-circle dot range (ejected oxygen masses 0.3-0.9 M-circle dot), with SN 2011dh towards the lower end and SN 1993J towards the upper end of the range. The high ejecta masses from M-ZAMS greater than or similar to 17 M-circle dot progenitors give rise to brighter nebular phase emission lines than observed. Nucleosynthesis analysis thus supports a scenario of low-to-moderate mass progenitors for Type IIb SNe, and by implication an origin in binary systems. We demonstrate how oxygen and magnesium recombination lines may be combined to diagnose the magnesium mass in the SN ejecta. For SN 2011dh, a magnesium mass of 0.02-0.14 M-circle dot is derived, which gives a Mg/O production ratio consistent with the solar value. Nitrogen left in the He envelope from CNO burning gives strong [N II] lambda lambda 6548, 6583 emission lines that dominate over Ha emission in our models. The hydrogen envelopes of Type IIb SNe are too small and dilute to produce any noticeable H alpha emission or absorption after similar to 150 days, and nebular phase emission seen around 6550 angstrom is in many cases likely caused by [N II] lambda lambda 6548, 6583. Finally, the influence of radiative transport on the emergent line profiles is investigated. Significant line blocking in the metal core remains for several hundred days, which affects the emergent spectrum. These radiative transfer effects lead to early-time blueshifts of the emission line peaks, which gradually disappear as the optical depths decrease with time. The modelled evolution of this effect matches the observed evolution in SN 2011dh.

Comments on “Wirtinger-based integral inequality: Application to time-delay systems [Automatica 49 (2013) 2860–2866]”

In a recent paper (Automatica 49 (2013) 2860–2866), the Wirtinger-based inequality has been introduced to derive tractable stability conditions for time-delay or sampled-data systems. We point out that there exist two errors in Theorem 8 for the stability analysis of sampled-data systems, and the correct theorem is presented.

Optimal alarms systems and its application to financial time series

This thesis focuses on the application of optimal alarm systems to non linear time series models. The most common classes of models in the analysis of real-valued and integer-valued time series are described. The construction of optimal alarm systems is covered and its applications explored. Considering models with conditional heteroscedasticity, particular attention is given to the Fractionally Integrated Asymmetric Power ARCH, FIAPARCH(p; d; q) model and an optimal alarm system is implemented, following both classical and Bayesian methodologies. Taking into consideration the particular characteristics of the APARCH(p; q) representation for financial time series, the introduction of a possible counterpart for modelling time series of counts is proposed: the INteger-valued Asymmetric Power ARCH, INAPARCH(p; q). The probabilistic properties of the INAPARCH(1; 1) model are comprehensively studied, the conditional maximum likelihood (ML) estimation method is applied and the asymptotic properties of the conditional ML estimator are obtained. The final part of the work consists on the implementation of an optimal alarm system to the INAPARCH(1; 1) model. An application is presented to real data series.

Energy efficient scheduling for cluster-tree wireless sensor networks with time-bounded data flows: application to IEEE 802.15.4/ZigBee

Cluster scheduling and collision avoidance are crucial issues in large-scale cluster-tree Wireless Sensor Networks (WSNs). The paper presents a methodology that provides a Time Division Cluster Scheduling (TDCS) mechanism based on the cyclic extension of RCPS/TC (Resource Constrained Project Scheduling with Temporal Constraints) problem for a cluster-tree WSN, assuming bounded communication errors. The objective is to meet all end-to-end deadlines of a predefined set of time-bounded data flows while minimizing the energy consumption of the nodes by setting the TDCS period as long as possible. Sinceeach cluster is active only once during the period, the end-to-end delay of a given flow may span over several periods when there are the flows with opposite direction. The scheduling tool enables system designers to efficiently configure all required parameters of the IEEE 802.15.4/ZigBee beaconenabled cluster-tree WSNs in the network design time. The performance evaluation of thescheduling tool shows that the problems with dozens of nodes can be solved while using optimal solvers.

Real-Time Application Mapping for Many-Cores Using a Limited Migrative Model

Many-core platforms are an emerging technology in the real-time embedded domain. These devices offer various options for power savings, cost reductions and contribute to the overall system flexibility, however, issues such as unpredictability, scalability and analysis pessimism are serious challenges to their integration into the aforementioned area. The focus of this work is on many-core platforms using a limited migrative model (LMM). LMM is an approach based on the fundamental concepts of the multi-kernel paradigm, which is a promising step towards scalable and predictable many-cores. In this work, we formulate the problem of real-time application mapping on a many-core platform using LMM, and propose a three-stage method to solve it. An extended version of the existing analysis is used to assure that derived mappings (i) guarantee the fulfilment of timing constraints posed on worst-case communication delays of individual applications, and (ii) provide an environment to perform load balancing for e.g. energy/thermal management, fault tolerance and/or performance reasons.