Abhijit Ghosh, Joseph Samuel, Supurna Sinha
We present an analytical closed form expression, which gives a good approximate propagator for di?ffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diff?usion on the plane. While the analytical formula is derived using saddle point methods for short times, it works well even for intermediate times. Our formula goes beyond conventional "short time heat kernel expansions" in that it is nonperturbative in the spatial coordinate, a feature that is ideal for studying large deviations. Our work suggests a new and e?fficient algorithm for numerical integration of the diff?usion equation on a sphere. We perform Monte Carlo simulations to compare the numerical e?fficiency of the new algorithm with the older Gaussian one.
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http://arxiv.org/abs/1303.1278
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