Convergence of an algorithm simulating Loewner curves
Abstract
The development of Schramm--Loewner evolution (SLE) as the scaling limits of discrete models from statistical physics makes direct simulation of SLE an important task. The most common method, suggested by Marshall and Rohde \cite{MR05}, is to sample Brownian motion at discrete times, interpolate appropriately in between and solve explicitly the Loewner equation with this approximation. This algorithm always produces piecewise smooth non self-intersecting curves whereas SLE has been proven to be simple for , self-touching for and space-filling for . In this paper we show that this sequence of curves converges to SLE for all by giving a condition on deterministic driving functions to ensure the sup-norm convergence of simulated curves when we use this algorithm.
Keywords
Cite
@article{arxiv.1303.3685,
title = {Convergence of an algorithm simulating Loewner curves},
author = {Huy Tran},
journal= {arXiv preprint arXiv:1303.3685},
year = {2013}
}
Comments
18 pages, 2 figures