December 25th, 2017

лошадь, диаграмма, Фейнман

Интегралы по траекториям и метод Монте-Карло для их оценки

Вдруг пригодится?

User's guide to Monte Carlo methods for evaluating path integrals: https://arxiv.org/abs/1712.08508

We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular attention to the existence of autocorrelations and the calculation of reliable errors. The over-relaxation technique is presented as a way to counter strong autocorrelations. The simulation methods can be extended to compute observables for path integrals in other settings.