Convergence of Ninomiya-Victoir Splitting Scheme to Schramm-Loewner Evolutions

arXiv2110.10631MaRDI QIDQ6380864FDOQ6380864

Authors: Jiaming Chen, Vlad Margarint 

Publication date: 20 October 2021

Abstract: In the first part of the paper we study the approximation of the $SL{E}_{k}appa$ traces via the Ninomiya-Victoir Splitting Scheme. We prove a strong convergence in probability extit{w.r.t.} the $sup$-norm to the distance between the $SLE$ trace and the output of the Ninomiya-Victoir Splitting Scheme when applied in the context of the Loewner differential equation. We show also that an $L^p$ convergence of the scheme can be achieved under a set of assumptions. In the last section, we show the uniform convergence of the approximation of the $SLE$ trace obtained using a different scheme that is based on the linear interpolation of the Brownian driving force.

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Functions of a complex variable (30-XX)

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