Spectrum of certain non-self-adjoint operators and solutions of Langevin equations with complex drift

DOI10.1007/BF01007974MaRDI QIDQ1101795zbMATH OpenFDO

Authors J. R. Klauder, Wesley P. Petersen

Publication date 1985

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01007974

zbMATH Keywords

Fokker-Planck equationLangevin equationsnumerical solution of the Langevin equationrate of convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• Bifurcations in fluctuating systems: The center-manifold approach
• Computing eigenvalues of very large symmetric matrices. An implementation of a Lanczos algorithm with no reorthogonalization
• scientific article; zbMATH DE number 3676222 (Why is no real title available?)
• scientific article; zbMATH DE number 3802727 (Why is no real title available?)
• scientific article; zbMATH DE number 3239038 (Why is no real title available?)
• Similarity reduction of a general matrix to Hessenberg form
• Stochastic phenomena in physics
• The QR and QL algorithms for symmetric matrices
• Tridiagonalization of a symmetric band matrix

Cited in

(12)

• Temporal breakdown and Borel resummation in the complex Langevin method
• On the convergence of complex Langevin dynamics: the three-dimensional XY model at finite chemical potential
• Degenerate distributions in complex Langevin dynamics: one-dimensional QCD at finite chemical potential
• The mechanism of complex Langevin simulations
• Complex probabilistics on \(\mathbb{R}^N\) as real probabilities on \(\mathbb{C}^N\) and an application to path integrals
• Stochastic quantization of topological field theory: Generalized Langevin equation with memory kernel
• Stochastic quantization of real-time thermal field theory
• Markovian versus non-Markovian stochastic quantization of a complex-action model
• Stochastic quantization for complex actions
• Complex Langevin and other approaches to the sign problem in quantum many-body physics
• Complex Langevin dynamics and supersymmetric quantum mechanics
• Complex Langevin equations and Schwinger-Dyson equations

Describes a project that uses

Uses Software

• QUADPACK
• NAG
• LINPACK

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