Conditional Expectations and Renormalization

DOI10.1137/S1540345902405556zbMath1064.65004arXivmath-ph/0204038OpenAlexW1979927673MaRDI QIDQ4653955

Alexandre Joel Chorin

Publication date: 1 March 2005

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0204038

zbMATH Keywords

numerical examplesMonte Carlo methodcritical exponentsrenormalizationHamiltonian systemspinsconditional expectationsoptimal predictionaveragingparameter flow

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Dynamic renormalization group methods applied to problems in time-dependent statistical mechanics (82C28) Prediction theory (aspects of stochastic processes) (60G25)

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