Random Series and Discrete Path Integral methods: The Levy-Ciesielski implementation
Cristian Predescu, J. D. Doll

TL;DR
This paper analyzes the relationship between discrete and series path integral methods, introduces a new interpretation of discrete techniques, and establishes convergence rates for Levy-Ciesielski-based approaches in quantum simulations.
Contribution
It provides a novel interpretation linking discrete and series path integral methods and derives convergence rates for Levy-Ciesielski techniques.
Findings
Discrete and series methods are directly connected.
Levy-Ciesielski methods achieve O(1/n^2) convergence.
Sharp estimates for convergence rates of random series methods.
Abstract
We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the so-called standard discrete path integral methods is derived by direct discretization of the Feynman-Kac formula. Second, we consider a particular random series technique based upon the Levy-Ciesielski representation of the Brownian bridge and analyze its main implementations, namely the primitive, the partial averaging, and the reweighted versions. It is shown that the n=2^k-1 subsequence of each of these methods can also be interpreted as a discrete path integral method with appropriate short-time approximations. We therefore establish a direct connection between the discrete and the random series approaches. In the end, we give sharp estimates on…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
