Efficient circular Dyson Brownian motion algorithm

Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it describes the level dynamics of unitary (“circular”) matrices. A common scenario is that one wants to know about an initial configuration evolved over a certain interval of time, without being interested in the intermediate dynamics. Numerical evaluation of this is computationally expensive as the time-evolution algorithm is accurate only on short time intervals because of an underlying perturbative approximation. This work proposes an efficient and easy-to-implement improved circular Dyson Brownian motion algorithm for the unitary class (Dyson index <a:math xmlns:a="http://www.w3.org/1998/Math/MathML"><a:mrow><a:mi>β</a:mi><a:mo>=</a:mo><a:mn>2</a:mn></a:mrow></a:math>, physically corresponding to broken time-reversal symmetry). The algorithm allows one to study time evolution over arbitrarily large intervals of time at a fixed computational cost, with no approximations being involved.