A Fast Algorithm for Simulating the Chordal Schramm-Loewner Evolution
Kennedy, Tom
arXiv, 0508002 / Harvested from arXiv
Text on arXiv
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.
Publié le : 2005-07-29
Classification:  Mathematics - Probability,  Mathematical Physics,  30C30,  60G18,  60J99,  60K35 
@article{0508002,
     author = {Kennedy, Tom},
     title = {A Fast Algorithm for Simulating the Chordal Schramm-Loewner Evolution},
     journal = {arXiv},
     volume = {2005},
     number = {0},
     year = {2005},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0508002}
}

Kennedy, Tom. A Fast Algorithm for Simulating the Chordal Schramm-Loewner Evolution. arXiv, Tome 2005 (2005) no. 0, . http://gdmltest.u-ga.fr/item/0508002/