CONVERGENCE OF THE LANGEVIN SIMULATION FOR COMPLEX GAUSSIAN INTEGRALS

被引:8
作者
HAYMAKER, RW
PENG, YC
机构
[1] Department of Physics and Astronomy, Louisiana State University, Baton Rouge
来源
PHYSICAL REVIEW D | 1990年 / 41卷 / 04期
关键词
D O I
10.1103/PhysRevD.41.1269
中图分类号
P1 [天文学];
学科分类号
0704 ;
摘要
We solve the two-variable Fokker-Planck equation for the real probability distribution generated by the complex Langevin equation for a complex Gaussian integral. We find the eigenvalues, eigen-vectors, and time-dependent behavior. © 1990 The American Physical Society.
引用
收藏
页码:1269 / 1275
页数:7
相关论文
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[11]  
Pesquera L., 1985, STOCHASTIC PROCESSES