Spectrum of certain non-self-adjoint operators and solutions of Langevin equations with complex drift

摘要: As part of a program to evaluate expectations in complex distributions by longterm averages solutions Langevin equations with dirft, simple one-dimensional example is examined some detail. The validity and rate convergence this scheme depends on the spectrum an associated non-selfadjoint Hamiltonian which found numerically. In regime where stochastic evaluation should be accurate numerical solution equation shows case.