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arXiv:2506.20012

A stochastic approach to time-dependent BEC

Luigi Borasi, Francesco C. De Vecchi, Stefania Ugolini

Published Jun 24, 2025• 0 citations
arXivHTMLPDF

Abstract

We propose a stochastic description of the dynamics of a Bose-Einstein condensate within the context of Nelson stochastic mechanics. We start from the $N$ interacting conservative diffusions, associated with the $N$ Bose particles, and take an infinite particle limit. We address several aspects of this formulation. First, we consider the problem of extending to a system with self-interaction the variational formulation of Nelson stochastic mechanics due to Guerra and Morato. In this regard we discuss two possible extensions, one based on a doubling procedure and another based on a constraint Eulerian type variational principle. Then we consider the infinite particle limit from the point of view of the $N$-particles Madelung equations. Since conservative diffusions can be identified with proper infinitesimal characteristics pairs $(ρ_N(t), v_N(t))$, a time marginal probability density and a current velocity field, respectively, we consider a finite Madelung hierarchy for the marginals pairs $(ρ_{N,n}(t), v_{N,n}(t))$, obtained by properly conditioning the processes. The infinite Madelung hierarchy arises from the finite one by performing, for each fixed $n$, a mean-field scaling limit in $N$. Finally, we introduce a $n$-particle conditioned diffusions which naturally parallels the quantum mechanical approach and is a new approach within the context of Nelson stochastic mechanics. We then prove the convergence, in the infinite particle limit, of the law of such a conditioned process to the law of a self-interacting diffusion which describes the condensate.

DOI
10.48550/arxiv.2506.20012

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We propose a stochastic description of the dynamics of a Bose-Einstein condensate within the context of Nelson stochastic mechanics. We start from the NNN interacting conservative diffusions, associated with the NNN Bose particles, and take an infinite particle limit. We address several aspects of this formulation. First, we consider the problem of extending to a system with self-interaction the variational formulation of Nelson stochastic mechanics due to Guerra and Morato. In this regard we discuss two possible extensions, one based on a doubling procedure and another based on a constraint Eulerian type variational principle. Then we consider the infinite particle limit from the point of view of the NNN-particles Madelung equations. Since conservative diffusions can be identified with proper infinitesimal characteristics pairs (ρN(t),vN(t))(ρ_N(t), v_N(t))(ρN​(t),vN​(t)), a time marginal probability density and a current velocity field, respectively, we consider a finite Madelung hierarchy for the marginals pairs (ρN,n(t),vN,n(t))(ρ_{N,n}(t), v_{N,n}(t))(ρN,n​(t),vN,n​(t)), obtained by properly conditioning the processes. The infinite Madelung hierarchy arises from the finite one by performing, for each fixed nnn, a mean-field scaling limit in NNN. Finally, we introduce a nnn-particle conditioned diffusions which naturally parallels the quantum mechanical approach and is a new approach within the context of Nelson stochastic mechanics. We then prove the convergence, in the infinite particle limit, of the law of such a conditioned process to the law of a self-interacting diffusion which describes the condensate.
In this work we give a positive answer to the following question: does Stochastic Mechanics uniquely define a three-dimensional stochastic process which describes the motion of a particle in a Bose–Einstein condensate? To this extent we study a system of N trapped bosons with pair interaction at zero temperature under the Gross–Pitaevskii scaling, which allows to give a theoretical proof of Bose–Einstein condensation for interacting trapped gases in the limit of N going to infinity. We show that under the assumption of strictly positivity and continuous differentiability of the many-body ground state wave function it is possible to rigorously define a one-particle stochastic process, unique in law, which describes the motion of a single particle in the gas and we show that, in the scaling limit, the one-particle process continuously remains outside a time dependent random “interaction-set” with probability one. Moreover, we prove that its stopped version converges, in a relative entropy sense, toward a Markov diffusion whose drift is uniquely determined by the order parameter, that is the wave function of the condensate.
This thesis proves certain results concerning an important question in non-equilibrium quantum statistical mechanics which is the derivation of effective evolution equations approximating the dynamics of a system of large number of bosons initially at equilibrium (ground state at very low temperatures). The dynamics of such systems are governed by the time-dependent linear many-body Schroedinger equation from which it is typically difficult to extract useful information due to the number of particles being large. We will study quantitatively (i.e. with explicit bounds on the error) how a suitable one particle non-linear Schroedinger equation arises in the mean field limit as number of particles N → ∞ and how the appropriate corrections to the mean field will provide better approximations of the exact dynamics. In the first part of this thesis we consider the evolution of N bosons, where N is large, with two-body interactions of the form N³ᵝv(Nᵝ⋅), 0≤β≤1. The parameter β measures the strength and the range of interactions. We compare the exact evolution with an approximation which considers the evolution of a mean field coupled with an appropriate description of pair excitations, see [18,19] by Grillakis-Machedon-Margetis. We extend the results for 0 ≤ β < 1/3 in [19, 20] to the case of β < 1/2 and obtain an error bound of the form p(t)/Nᵅ, where α>0 and p(t) is a polynomial, which implies a specific rate of convergence as N → ∞. In the second part, utilizing estimates of the type discussed in the first part, we compare the exact evolution with the mean field approximation in the sense of marginals. We prove that the exact evolution is close to the approximate in trace norm for times of the order o(1)√N compared to log(o(1)N) as obtained in Chen-Lee-Schlein [6] for the Hartree evolution. Estimates of similar type are obtained for stronger interactions as well.
The properties of systems with Bose-Einstein condensate in external time-independent random potentials are investigated in the frame of a self-consistent stochastic mean-field approximation. General considerations are presented, which are valid for finite temperatures, arbitrary strengths of the interaction potential, and for arbitrarily strong disorder potentials. The special case of a spatially uncorrelated random field is then treated in more detail. It is shown that the system consists of three components, condensed particles, uncondensed particles, and a glassy density fraction, but that the pure Bose glass phase with only a glassy density does not appear. The theory predicts a first-order phase transition for increasing disorder parameter, where the condensate fraction and the superfluid fraction simultaneously jump to zero. The influence of disorder on the ground-state energy, the stability conditions, the compressibility, the structure factor, and the sound velocity are analyzed. The uniform ideal condensed gas is shown to be always stochastically unstable, in the sense that an infinitesimally weak disorder destroys the Bose-Einstein condensate, returning the system to the normal state; but the uniform Bose-condensed system with finite repulsive interactions becomes stochastically stable and exists in a finite interval of the disorder parameter.
Abstract Fragmented Bose–Einstein condensates are large systems of identical bosons displaying multiple macroscopic occupations of one-body states, in a suitable sense. The quest for an effective dynamics of the fragmented condensate at the leading order in the number of particles, in analogy to the much more controlled scenario for complete condensation in one single state, is deceptive both because characterising fragmentation solely in terms of reduced density matrices is unsatisfactory and ambiguous, and because as soon as the time evolution starts the rank of the reduced marginals generically passes from finite to infinite, which is a signature of a transfer of occupations on infinitely many more one-body states. In this work we review these difficulties, we refine previous characterisations of fragmented condensates in terms of marginals, and we provide a quantitative rate of convergence to the leading effective dynamics in the double limit of infinitely many particles and infinite energy gap.
In this paper we establish three variational principles that provide new foundations for Nelson’s stochastic mechanics in the case of nonrelativistic particles without spin. The resulting variational picture is much richer and of a different nature with respect to the one previously considered in the literature. We first develop two stochastic variational principles whose Hamilton–Jacobi-like equations are precisely the two coupled partial differential equations that are obtained from the Schrödinger equation (Madelung equations). The two problems are zero-sum, noncooperative, stochastic differential games that are familiar in the control theory literature. They are solved here by means of a new, absolutely elementary method based on Lagrange functionals. For both games the saddle-point equilibrium solution is given by the Nelson’s process and the optimal controls for the two competing players are precisely Nelson’s current velocity v and osmotic velocity u, respectively. The first variational principle includes as special cases both the Guerra–Morato variational principle [Phys. Rev. D 27, 1774 (1983)] and Schrödinger original variational derivation of the time-independent equation. It also reduces to the classical least action principle when the intensity of the underlying noise tends to zero. It appears as a saddle-point action principle. In the second variational principle the action is simply the difference between the initial and final configurational entropy. It is therefore a saddle-point entropy production principle. From the variational principles it follows, in particular, that both v(x,t) and u(x,t) are gradients of appropriate principal functions. In the variational principles, the role of the background noise has the intuitive meaning of attempting to contrast the more classical mechanical features of the system by trying to maximize the action in the first principle and by trying to increase the entropy in the second. Combining the two variational principles, we get the quantum Hamilton principle, i.e., a variational characterization of the logarithm of the wave function ψ. The Lagrangian is the Lagrangian of classical mechanics with the complex-valued velocity v−iu replacing the classical velocity. The dynamics is given by a stochastic differential equation for real-valued diffusions with complex-valued drift and driving noise processes. From the variational principle we derive a Newton-type law. We finally define the momentum process and show that its mean and variance coincide with those of the quantum momentum operator.
The dynamics and kinematics of reciprocal diffusions were examined in a previous paper [J. Math. Phys. 34, 1846 (1993)], where it was shown that reciprocal diffusions admit a chain of conservation laws, which close after the first two laws for two disjoint subclasses of reciprocal diffusions, the Markov and quantum diffusions. For the case of quantum diffusions, the conservation laws are equivalent to Schrödinger’s equation. The Markov diffusions were employed by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math Kl. 144 (1931); Ann. Inst. H. Poincaré 2, 269 (1932)], Nelson [Dynamical Theories of Brownian Motion (Princeton University, Princeton, NJ, 1967); Quantum Fluctuations (Princeton University, Princeton, NJ, 1985)], and other researchers to develop stochastic formulations of quantum mechanics, called stochastic mechanics. We propose here an alternative version of stochastic mechanics based on quantum diffusions. A procedure is presented for constructing the quantum diffusion associated to a given wave function. It is shown that quantum diffusions satisfy the uncertainty principle, and have a locality property, whereby given two dynamically uncoupled but statistically correlated particles, the marginal statistics of each particle depend only on the local fields to which the particle is subjected. However, like Wigner’s joint probability distribution for the position and momentum of a particle, the finite joint probability densities of quantum diffusions may take negative values.