An asymptotic radius of convergence for the Loewner equation and simulation of $SLE_k$ traces via splitting

TL;DR

This paper investigates the convergence properties of Taylor approximations for the backward Loewner equation driven by Brownian motion, establishing an asymptotic radius of convergence and proposing an efficient splitting method for simulating SLE traces.

Contribution

It introduces an asymptotic radius of convergence for Taylor approximations of the Loewner equation and demonstrates the effectiveness of Ninomiya-Victoir splitting for SLE trace simulation.

Findings

Taylor approximations have an $O( ext{initial condition})$ error within a specific time horizon.

Higher degree terms dominate lower degree terms beyond the optimal approximation time scale.

Ninomiya-Victoir splitting is effective for high-order simulation of SLE traces.

Abstract

In this paper, we shall study the convergence of Taylor approximations for the backward Loewner differential equation (driven by Brownian motion) near the origin. More concretely, whenever the initial condition of the backward Loewner equation (which lies in the upper half plane) is small and has the form $Z_{0} = \varepsilon i$, we show these approximations exhibit an $O(\varepsilon)$ error provided the time horizon is $\varepsilon^{2+\delta}$ for $\delta > 0$. Statements of this theorem will be given using both rough path and $L^{2}(\mathbb{P})$ estimates. Furthermore, over the time horizon of $\varepsilon^{2-\delta}$, we shall see that "higher degree" terms within the Taylor expansion become larger than "lower degree" terms for small $\varepsilon$. In this sense, the time horizon on which approximations are accurate scales like $\varepsilon^{2}$. This scaling comes naturally from the Loewner equation when growing vector field derivatives are balanced against decaying iterated integrals of the Brownian motion. As well as being of theoretical interest, this scaling may be used as a guiding principle for developing adaptive step size strategies which perform efficiently near the origin. In addition, this result highlights the limitations of using stochastic Taylor methods (such as the Euler-Maruyama and Milstein methods) for approximating $SLE_{\kappa}$ traces. Due to the analytically tractable vector fields of the Loewner equation, we will show Ninomiya-Victoir (or Strang) splitting is particularly well suited for SLE simulation. As the singularity at the origin can lead to large numerical errors, we shall employ the adaptive step size proposed by Tom Kennedy to discretize $SLE_{\kappa}$ traces using this splitting. We believe that the Ninomiya-Victoir scheme is the first high order numerical method that has been successfully applied to $SLE_{\kappa}$ traces.