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arXiv:2505.22693

Derivation of Fokker-Planck equation from Schrodinger dynamics

Irfan Lone

Published May 28, 2025• 0 citations
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Abstract

The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the reversible Schrodinger dynamics. We also give a brief discussion of the path integral representation of the Fokker_Planck equation in light of our derivation. We conclude that, because of the use of the representation of eigenstates of the time-independent Hamiltonian in our derivation, the thermodynamical entropy in this case must correspond to a coarse-graining of the quantum entropy.

DOI
10.48550/arxiv.2505.22693

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The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the reversible Schrodinger dynamics. We also give a brief discussion of the path integral representation of the Fokker_Planck equation in light of our derivation. We conclude that, because of the use of the representation of eigenstates of the time-independent Hamiltonian in our derivation, the thermodynamical entropy in this case must correspond to a coarse-graining of the quantum entropy.
Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels more transparent by presenting a quantum mechanics-like formalism for deriving a path integral description of systems described by stochastic differential equations. Our formalism expediently recovers the usual path integrals (the Martin-Siggia-Rose-Janssen-De Dominicis and Onsager-Machlup forms) and is flexible enough to account for different variable domains (e.g. real line versus compact interval), stochastic interpretations, arbitrary numbers of variables, explicit time-dependence, dimensionful control parameters, and more. We discuss the implications of our formalism for stochastic biology.
It is shown how the time-dependent Schrödinger equation may be simply derived from the dynamical postulate of Feynman's path integral formulation of quantum mechanics and the Hamilton–Jacobi equation of classical mechanics. Schrödinger's own published derivations of quantum wave equations, the first of which was also based on the Hamilton–Jacobi equation, are also reviewed. The derivation of the time-dependent equation is based on an a priori assumption equivalent to Feynman's dynamical postulate. de Broglie's concepts of ‘matter waves’ and their phase and group velocities are also critically discussed.
Based on the well-known relation between Fokker-Planck equations and Schrödinger equations of quantum mechanics (QM), we propose new deformed Fokker-Planck (FP) equations associated with the Schrödinger equations of “discrete” QM. The latter is a natural discretization of QM and its Schrödinger equations are difference instead of differential equations. Exactly solvable FP equations are obtained corresponding to exactly solvable “discrete”QM, whose eigenfunctions include various deformations of the classical orthogonal polynomials.
An explicit model allowing a unified description of microscopic and macroscopic systems is exhibited. First, a modified quantum dynamics for the description of macroscopic objects is constructed and it is shown that it forbids the occurrence of linear superpositions of states localized in far-away spatial regions and induces an evolution agreeing with classical mechanics. This dynamics also allows a description of the evolution in terms of trajectories. To set up a unified description of all physical phenomena, a modification of the dynamics, with respect to the standard Hamiltonian one, is then postulated also for microscopic systems. It is shown that one can consistently deduce from it the previously considered dynamics for the center of mass of macroscopic systems. Choosing in an appropriate way the parameters of the so-obtained model one can show that both the standard quantum theory for microscopic objects and the classical behavior for macroscopic objects can all be derived in a consistent way. In the case of a macroscopic system one can obtain, by means of appropriate approximations, a description of the evolution in terms of a phase-space density distribution obeying a Fokker-Planck diffusion equation. The model also provides the basis for a conceptually appealing description of quantum measurement.
In the companion Letter we have highlighted the dynamical universality class of the Nagle-Kardar model, where a mean-field interaction is added to the one-dimensional nearest-neighbor Ising model. Starting from the microscopic Glauber dynamics, this paper provides a complete derivation of the Fokker-Planck equation that describes the time evolution of the macroscopic variables (magnetization and defect density) appearing in the model's Hamiltonian. The study of the Langevin equation, associated with the Fokker-Planck equation, allowed us to prove that the model belongs to the universal class of systems with diffusive dynamics and non-conserved order parameter (model A). To this goal, we used several features of the model at equilibrium, including the phase diagram and the fluctuations of macroscopic variables, which are here discussed for completeness. The derivation of the Fokker-Planck equation requires the solution of some combinatorial problems that appear in the counting of configurations at an intermediate level between the microscopic Glauber dynamics and the macroscopic Fokker-Planck one. Finally, we apply both the Glauber and the Langevin dynamics to the study of the average first passage time between local equilibrium states. We confirm that this time obeys an exponential Arrhenius law in terms of system's size, offering a direct link between microscopic energy landscapes and macroscopic relaxation mechanisms.
A nonlinear Schrodinger equation describing how a quantum particle interacts with its surrounding reservoir is derived from the Wigner–Fokker–Planck equation (WFPE) via stochastic (Nelsonian) mechanical techniques. This model can be reduced just to a logarithmic Schrodinger equation through a suitable gauge transformation that allows one to explore its steady state dynamics and makes its mathematical and numerical analysis more tractable. The transient behavior of the standard deviation from the mean position associated with its solutions is also studied numerically and compared with that stemming from the WFPE.