A Fast Algorithm for Simulating the Chordal Schramm-Loewner Evolution
Probability
2010-10-27 v2 Mathematical Physics
math.MP
Abstract
The Schramm-Loewner evolution (SLE) can be simulated by dividing the time interval into N subintervals and approximating the random conformal map of the SLE by the composition of N random, but relatively simple, conformal maps. In the usual implementation the time required to compute a single point on the SLE curve is O(N). We give an algorithm for which the time to compute a single point is O(N^p) with p<1. Simulations with kappa=8/3 and kappa=6 both give a value of p of approximately 0.4.
Cite
@article{arxiv.math/0508002,
title = {A Fast Algorithm for Simulating the Chordal Schramm-Loewner Evolution},
author = {Tom Kennedy},
journal= {arXiv preprint arXiv:math/0508002},
year = {2010}
}
Comments
17 pages, 10 figures. Version 2 revisions: added a paragraph to introduction, added 5 references and corrected a few typos