THE MECHANISM OF COMPLEX LANGEVIN SIMULATIONS

被引：15

作者：

GAUSTERER, H ^{[1
]}

LEE, S ^{[1
]}

机构：

[1] UNIV FLORIDA,DEPT PHYS,GAINESVILLE,FL 32611

来源：

JOURNAL OF STATISTICAL PHYSICS | 1993年 / 73卷 / 1-2期

关键词：

COMPLEX LANGEVIN METHODS; FOKKER-PLANCK EQUATION;

D O I：

10.1007/BF01052754

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We discuss conditions under which expectation values computed from a complex Langevin process Z will converge to integral averages over a given complex-valued weight function. The difficulties in proving a general result are pointed out. For complex-valued polynomial actions, it is shown that for a process converging to a strongly stationary process one gets the correct answer for averages of polynomials if c(tau)(k)=E(e(ikZ(tau))) satisfies certain conditions. If these conditions are not satisfied, then the stochastic process is not necessarily described by a complex Fokker-Planck equation. The result is illustrated with the exactly solvable complex frequency harmonic oscillator.

引用

页码：147 / 157

页数：11

共 13 条

[1]

[Anonymous], 1987, SCHRODINGER OPERATOR

[2]

Arnold L., 1974, STOCHASTIC DIFFERENT

[3] CONVERGENCE OF THE LANGEVIN SIMULATION FOR COMPLEX GAUSSIAN INTEGRALS [J].