Published February 15, 1990 | Version v1
Journal article

Convergence of the Langevin simulation for complex Gaussian integrals

  • 1. Department of Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (USA)
  • 2. Department of Physics

Description

We solve the two-variable Fokker-Planck equation for the real probability distribution generated by the complex Langevin equation for a complex Gaussian integral. We find the eigenvalues, eigenvectors, and time-dependent behavior

Additional details

Publishing Information

Journal Title
Physical Review, D
Journal Volume
41
Journal Issue
4
Series
Phys. Rev., D.
Journal Page Range
1269-1275
ISSN
0556-2821
CODEN
PRVDA