IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v173y2020icp32-50.html
   My bibliography  Save this article

Probabilistic analysis of the Single Particle Wigner Monte-Carlo method

Author

Listed:
  • Dimov, I.
  • Savov, M.

Abstract

In this work we formulate the Wigner equation as an operator equation in a suitable L2 space. This allows us to rigorously express its solution and functionals thereof in terms of von Neumann series and in an already established fashion to represent each term of this series as the contribution of a single signed particle. Then by applying classical Berry–Esseen bounds and majorizing the times of sign change by the particle by Gamma random variables we are able to estimate the theoretical error of the so-called Single Particle Wigner Monte-Carlo method (SPWMC) for the Wigner equation in terms of the supremum of the potential of the Wigner equation, say γ∗. We have shown that if τ>0 is the time-length of the simulation then one needs to consider 27γ∗τ terms of the von Neumann series to ensure the theoretical stability of the SPWMC. Since γ∗ may be of the order of 1015 and for the Monte-Carlo scheme one would need a multiple of 27γ∗τ iterations to estimate each term in the series, this explains the numerical unstability which SPWMC has been observed to exhibit in some numerical simulations.

Suggested Citation

  • Dimov, I. & Savov, M., 2020. "Probabilistic analysis of the Single Particle Wigner Monte-Carlo method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 173(C), pages 32-50.
  • Handle: RePEc:eee:matcom:v:173:y:2020:i:c:p:32-50
    DOI: 10.1016/j.matcom.2020.01.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S037847542030015X
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.matcom.2020.01.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Sellier Jean Michel & Nedjalkov Mihail & Dimov Ivan & Selberherr Siegfried, 2014. "A benchmark study of the Wigner Monte Carlo method," Monte Carlo Methods and Applications, De Gruyter, vol. 20(1), pages 43-51, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Sellier, J.M. & Nedjalkov, M. & Dimov, I. & Selberherr, S., 2015. "A comparison of approaches for the solution of the Wigner equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 107(C), pages 108-119.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:173:y:2020:i:c:p:32-50. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.