Computing the Loewner driving process of random curves in the half plane

被引:20
|
作者
Kennedy, Tom [1 ]
机构
[1] Univ Arizona, Dept Math, Tucson, AZ 85721 USA
基金
美国国家科学基金会;
关键词
loewner equation; SLE; random curves; zipper algorithm;
D O I
10.1007/s10955-008-9535-x
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We simulate several models of random curves in the half plane and numerically compute the stochastic driving processes that produce the curves through the Loewner equation. Our models include models whose scaling limit is the Schramm-Loewner evolution (SLE) and models for which it is not. We study several tests of whether the driving process is Brownian motion, as it is for SLE. We find that testing only the normality of the process at a fixed time is not effective at determining if the random curves are an SLE. Tests that involve the independence of the increments of Brownian motion are much more effective. We also study the zipper algorithm for numerically computing the driving function of a simple curve. We give an implementation of this algorithm which runs in a time O(NI1.35) rather than the usual O(N-2), where N is the number of points on the curve.
引用
收藏
页码:803 / 819
页数:17
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