The Partial Averaging method
Mathematical Physics
2009-11-07 v3 Statistical Mechanics
math.MP
Numerical Analysis
Probability
Abstract
The partial averaging technique is defined and used in conjunction with the random series implementation of the Feynman-Kac formula. It enjoys certain properties such as good rates of convergence and convergence for potentials with coulombic singularities. In this work, I introduce the reader to the technique and I analyze the basic mathematical properties of the method. I show that the method is convergent for all Kato-class potentials that have finite Gaussian transform.
Cite
@article{arxiv.math-ph/0209058,
title = {The Partial Averaging method},
author = {Cristian Predescu},
journal= {arXiv preprint arXiv:math-ph/0209058},
year = {2009}
}
Comments
9 pages, no figures; one reference corrected