
arXiv: math-ph/0209058
The partial averaging technique is defined and used in conjunction with the random series implementation of the Feynman–Kaç formula. It enjoys certain properties such as good rates of convergence and convergence for potentials with coulombic singularities. In this work, I introduce the reader to the technique and I analyze the basic mathematical properties of the method. I show that the method is convergent for all Kato class potentials that have finite Gaussian transform.
Statistical Mechanics (cond-mat.stat-mech), Path integrals in quantum mechanics, Probability (math.PR), FOS: Physical sciences, Mathematical Physics (math-ph), Numerical Analysis (math.NA), Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics, FOS: Mathematics, Mathematics - Numerical Analysis, Mathematical Physics, Condensed Matter - Statistical Mechanics, Mathematics - Probability
Statistical Mechanics (cond-mat.stat-mech), Path integrals in quantum mechanics, Probability (math.PR), FOS: Physical sciences, Mathematical Physics (math-ph), Numerical Analysis (math.NA), Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics, FOS: Mathematics, Mathematics - Numerical Analysis, Mathematical Physics, Condensed Matter - Statistical Mechanics, Mathematics - Probability
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