The Mechanism of Complex Langevin Simulations

Details The Mechanism of Complex Langevin Simulations The Mechanism of Complex Langevin Simulations

1992-11-18

arxiv.org/abs/hep-lat/9211050v1

Physics

High Energy Physics

High Energy Physics - Lattice

12 p, UNIGRAZ-UTP-290992

Scientific paper

10.1007/BF01052754

We discuss conditions under which expectation values computed from a complex Langevin process $Z$ will converge to integral averages over a given complex valued weight function. The difficulties in proving a general result are pointed out. For complex valued polynomial actions, it is shown that for a process converging to a strongly stationary process one gets the correct answer for averages of polynomials if $c_{\tau}(k) \equiv E(e^{ikZ(\tau)}) $ satisfies certain conditions. If these conditions are not satisfied, then the stochastic process is not necessarily described by a complex Fokker Planck equation. The result is illustrated with the exactly solvable complex frequency harmonic oscillator.

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