On the approximation of Feynman-Kac path integrals

DOI10.1016/S0021-9991(02)00066-9zbMath1017.65005OpenAlexW2019104139MaRDI QIDQ1873322

Stephen D. Bond, Brian B. Laird, Benedict J. Leimkuhler

Publication date: 20 May 2003

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0021-9991(02)00066-9

zbMATH Keywords

functionalconvergencesubspace methodsintegrationnumerical experimentpath integral methodsdouble well potentialharmonic oscillatorquantum statistical mechanicsshort-time approximationFourier discretizationFeynman-Kac path integrals

Mathematics Subject Classification ID

Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Many-body theory; quantum Hall effect (81V70) Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10) Algorithms for approximation of functions (65D15)

Related Items (3)

Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations ⋮ Path integrals and symmetry breaking for optimal control theory ⋮ Applying reproducing kernels to the evaluation and approximation of the simple and time-dependent imaginary time harmonic oscillator path integrals

Cites Work

• Generalized Trotter's formula and systematic approximants of exponential operators and inner derivations with applications to many-body problems
• A ``Simpson's rule for the numerical evaluation of Wiener's integrals in function space
• On Feynmann’s ‘integral over all paths’
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