THE MECHANISM OF COMPLEX LANGEVIN SIMULATIONS

Authors
Citation
H. Gausterer et S. Lee, THE MECHANISM OF COMPLEX LANGEVIN SIMULATIONS, Journal of statistical physics, 73(1-2), 1993, pp. 147-157
Citations number
13
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
ISSN journal
00224715
Volume
73
Issue
1-2
Year of publication
1993
Pages
147 - 157
Database
ISI
SICI code
0022-4715(1993)73:1-2<147:TMOCLS>2.0.ZU;2-D
Abstract
We discuss conditions under which expectation values computed from a c omplex Langevin process Z will converge to integral averages over a gi ven complex-valued weight function. The difficulties in proving a gene ral result are pointed out. For complex-valued polynomial actions, it is shown that for a process converging to a strongly stationary proces s 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 describe d by a complex Fokker-Planck equation. The result is illustrated with the exactly solvable complex frequency harmonic oscillator.