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

DOI10.1007/BF01007974zbMath0642.60058MaRDI QIDQ1101795

John R. Klauder, Wesley P. Petersen

Publication date: 1985

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

zbMATH Keywords

rate of convergenceFokker-Planck equationLangevin equationsnumerical solution of the Langevin equation

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)

Related Items (12)

Complex Langevin and other approaches to the sign problem in quantum many-body physics ⋮ Complex Langevin dynamics and supersymmetric quantum mechanics ⋮ Stochastic quantization of topological field theory: Generalized Langevin equation with memory kernel ⋮ Temporal breakdown and Borel resummation in the complex Langevin method ⋮ Unnamed Item ⋮ 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 ⋮ Markovian versus non-Markovian stochastic quantization of a complex-action model ⋮ The mechanism of complex Langevin simulations ⋮ Complex Langevin equations and Schwinger-Dyson equations ⋮ Stochastic quantization for complex actions ⋮ Stochastic quantization of real-time thermal field theory

Uses Software

• NAG
• QUADPACK
• LINPACK

Cites Work

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• Stochastic phenomena in physics
• Bifurcations in fluctuating systems: The center-manifold approach
• Computing eigenvalues of very large symmetric matrices. An implementation of a Lanczos algorithm with no reorthogonalization
• The QR and QL algorithms for symmetric matrices
• Tridiagonalization of a symmetric band matrix
• Similarity reduction of a general matrix to Hessenberg form

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