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For any linear system with unreduced dynamics governed by invertible propagators, we derive a closed, time-delayed, linear system for a reduced-dimensional quantity of interest. This method does not target dimensionality reduction: rather, this method helps shed light on the memory-dependence of 1-electron reduced density matrices in time-dependent configuration interaction (TDCI), a scheme to solve for the correlated dynamics of electrons in molecules. Though time-dependent density functional theory has established that the 1-electron reduced density possesses memory-dependence, the precise nature of this memory-dependence has not been understood. We derive a symmetry/constraint-preserving method to propagate reduced TDCI electron density matrices. In numerical tests on two model systems (H2 and HeH+), we show that with sufficiently large time-delay (or memory-dependence), our method propagates reduced TDCI density matrices with high quantitative accuracy. We study the dependence of our results on time step and basis set. To implement our method, we derive the 4-index tensor that relates reduced and full TDCI density matrices. Our derivation applies to any TDCI system, regardless of basis set, number of electrons, or choice of Slater determinants in the wave function. 

We develop algorithms to automate discovery of stochastic dynamical system models from noisy, vector-valued time series. By discovery, we mean learning both a nonlinear drift vector field and a diagonal diffusion matrix for an Itô stochastic differential equation in Rd . We parameterize the vector field using tensor products of Hermite polynomials, enabling the model to capture highly nonlinear and/or coupled dynamics. We solve the resulting estimation problem using expectation maximization (EM). This involves two steps. We augment the data via diffusion bridge sampling, with the goal of producing time series observed at a higher frequency than the original data. With this augmented data, the resulting expected log likelihood maximization problem reduces to a least squares problem. We provide an open-source implementation of this algorithm. Through experiments on systems with dimensions one through eight, we show that this EM approach enables accurate estimation for multiple time series with possibly irregular observation times. We study how the EM method performs as a function of the amount of data augmentation, as well as the volume and noisiness of the data. 

In this paper, we develop methods to find the most sparse perturbation to a given Markov chain (either discrete- or continuous-time) such that the perturbed Markov chain achieves a desired equilibrium.