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Monte carlo integration with oscillatory integrands: implications for feynman path integration in real time

✍ Scribed by Nancy Makri; William H. Miller

Publisher: Elsevier Science
Year: 1987
Tongue: English
Weight: 355 KB
Volume: 139
Category: Article
ISSN: 0009-2614
DOI: 10.1016/0009-2614(87)80142-2

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✦ Synopsis

A new method is described for the Monte Carlo evaluation of integrals of the form J?Qlx exp [ is(x)] that occur in the Feynman path integral representation of the time evolution operator, exp( -iHt/A). The method is general, strictly Monte Carlo based (and thus applicable to high dimensionality), and has the desirable feature that the stationary phase (i.e. semiclassical) approximation to the integral is obtained in its worst limit. Application to a non-trivial test case (the Airy integral) illustrates these features.

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