Dynamics of Langevin Simulations

  • Kronfeld A
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Abstract

This chapter of a supplement to Prog. Theo. Phys. reviews numerical simulations of quantum field theories based on stochastic quantization and the Langevin equation. The topics discussed include renormalization of finite step-size algorithms, Fourier acceleration, and the relation of the Langevin equation to hybrid stochastic algorithms and hybrid Monte Carlo.

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Kronfeld, A. S. (1993). Dynamics of Langevin Simulations. Progress of Theoretical Physics Supplement, 111, 293–311. https://doi.org/10.1143/ptps.111.293

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