Probabilistic analysis of the single particle Wigner Monte-Carlo method

DOI10.1016/J.MATCOM.2020.01.008OpenAlexW3003846914MaRDI QIDQ1998035FDOQ1998035

Authors: Yanyan Li 

Publication date: 6 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2020.01.008

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zbMATH Keywords

Monte Carlo methodprobabilistic analysisWigner equation

Mathematics Subject Classification ID

Special functions (33-XX)

Cites Work

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• Some Limit Theorems for Large Deviations
• A benchmark study of the Wigner Monte Carlo method
• Small time two-sided LIL behavior for Lévy processes at zero
• A class of stochastic algorithms for the Wigner equation
• Small time one-sided LIL behavior for Lévy processes at zero

Cited In (9)

• A stochastic algorithm without time discretization error for the Wigner equation
• Numerical analysis for inchworm Monte Carlo method: Sign problem and error growth
• Comparison of deterministic and stochastic methods for time-dependent Wigner simulations
• A sensitivity study of the Wigner Monte Carlo method
• Solution of the Space-dependent Wigner Equation Using a Particle Model
• THE APPLICATION OF THSR WAVE FUNCTION USING MONTE CARLO TECHNIQUE
• A benchmark study of the signed-particle Monte Carlo algorithm for the Wigner equation
• Numerical Analysis of the Deterministic Particle Method Applied to the Wigner Equation
• An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism

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