English

Convergence of an algorithm simulating Loewner curves

Complex Variables 2013-03-18 v1 Probability

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 SLEκ_\kappa has been proven to be simple for κ[0,4]\kappa\in[0,4], self-touching for κ(4,8)\kappa\in(4,8) and space-filling for κ8\kappa\geq 8. In this paper we show that this sequence of curves converges to SLEκ_\kappa for all κ8\kappa\neq 8 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

R2 v1 2026-06-21T23:42:30.537Z