Branching random walk solutions to the Wigner equation

DOI10.1137/19M1272408MaRDI QIDQ4970508zbMATH OpenFDO

Publication date 14 October 2020

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.01897

branching random walk nonlocal operator sign problem stationary phase approximation variance reduction Wigner equation

Asymptotic expansions of solutions to ordinary differential equations (34E05) Pseudodifferential operators as generalizations of partial differential operators (35S05) Applications of branching processes (60J85) Analysis of variance and covariance (ANOVA) (62J10) Stochastic particle methods (65C35) Phase-space methods including Wigner distributions, etc. applied to problems in quantum mechanics (81S30)

Abstract: The stochastic solutions to the Wigner equation, which explain the nonlocal oscillatory integral operator

T h e t a_{V}

with an anti-symmetric kernel as {the generator of two branches of jump processes}, are analyzed. All existing branching random walk solutions are formulated based on the Hahn-Jordan decomposition

T h e t a_{V} = T h e t a_{V}^{+} - T h e t a_{V}^{-}

, i.e., treating

T h e t a_{V}

as the difference of two positive operators

T h e t a^{p} m_{V}

, each of which characterizes the transition of states for one branch of particles. Despite the fact that the first moments of such models solve the Wigner equation, we prove that the bounds of corresponding variances grow exponentially in time with the rate depending on the upper bound of

T h e t a^{p} m_{V}

, instead of

T h e t a_{V}

. In other words, the decay of high-frequency components is totally ignored, resulting in a severe {numerical sign problem}. {To fully utilize such decay property}, we have recourse to the stationary phase approximation for

T h e t a_{V}

, which captures essential contributions from the stationary phase points as well as the near-cancelation of positive and negative weights. The resulting branching random walk solutions are then proved to asymptotically solve the Wigner equation, but {gain} a substantial reduction in variances, thereby ameliorating the sign problem. Numerical experiments in 4-D phase space validate our theoretical findings.

Recommendations

Cites work

Cited in

(8)

This page was built for publication: Branching random walk solutions to the Wigner equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4970508)