These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics.
These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics.
In the framework of Nelson’s stochastic mechanics [E. Nelson, Dynamical Theories of Brownian Motion (Princeton University, Princeton, 1967); F. Guerra, Phys. Rep. 77, 263 (1981); E. Nelson, Quantum Fluctuations (Princeton University, Princeton, 1985)] we seek to develop the particle counterpart of the hydrodynamic results of M. Pavon [J. Math. Phys. 36, 6774 (1995); Phys. Lett. A 209, 143 (1995)]. In particular, a first form of Hamilton’s principle is established. We show that this variational principle leads to the correct equations of motion for the classical particle, the Brownian particle in thermodynamical equilibrium, and the quantum particle. In the latter case, the critical process q satisfies a stochastic Newton law. We then introduce the momentum process p, and show that the pair (q,p) satisfies canonical-like equations.
Quantum mechanics is our most successful physical theory. However, it raises conceptual issues that have perplexed physicists and philosophers of science for decades. This 2004 book develops an approach, based on the proposal that quantum theory is not a complete, final theory, but is in fact an emergent phenomenon arising from a deeper level of dynamics. The dynamics at this deeper level are taken to be an extension of classical dynamics to non-commuting matrix variables, with cyclic permutation inside a trace used as the basic calculational tool. With plausible assumptions, quantum theory is shown to emerge as the statistical thermodynamics of this underlying theory, with the canonical commutation/anticommutation relations derived from a generalized equipartition theorem. Brownian motion corrections to this thermodynamics are argued to lead to state vector reduction and to the probabilistic interpretation of quantum theory, making contact with phenomenological proposals for stochastic modifications to Schrödinger dynamics.
A simple scheme of unified description of different physical phenomena by using the Langevin type equations is reviewed. Within this approach much attention is being paid to the study of Brownian and quantum motions. Stochastic equations with a white noise term give all characteristics of the Brownian motion. Some generalization of the Langevin type equations allows us to obtain nonlinear equations of particles' motion, which are formally equivalent to the Schrödinger equation. Thus, we establish Nelson's stochastic mechanics on the basis of the Langevin equation.
Introduction The apparent generality of the title to this chapter is appropriately reduced by sufficiently precisely defining the terms used. We have in mind the natural extension to quantum mechanical settings of the ideas usually covered in a discussion of stochastic processes in classical mechanical settings. In classical mechanical settings, the fundamental process is Brownian motion, which describes the influence of external fluctuating forces on a small particle. The mathematical apparatus developed for the study of Brownian motion has been generalized and applied to irreversible thermodynamics (Onsager and Machlup, 1953), fluctuating hydrodynamics (Fox and Uhlenbeck, 1970), light scattering from fluids and mixtures (Berne and Pecora, 1976) and chemical reactions (McQuarrie and Keizer, 1981). In each case, the stochastic process involves fluctuations generated by thermal motions. We are not considering the stochastic trajectories (chaos) of classically deterministic motion in non-linear systems (Lichtenberg and Lieberman, 1983), which is an entirely separate context for stochastic processes. Our goal in this chapter is to study the effects of thermal fluctuations in quantum mechanical settings. Therefore, we exclude a discussion of interpreting quantum mechanics as a classical stochastic motion (Nelson, 1966), an idea which should have been put to rest by Grabert, Hänggi and Talkner (1979). We also exclude a discussion of quantum chaos, which is currently a very active area of research (Zaslavsky, 1981). Just as Brownian motion provides the paradigm for stochastic processes in classical mechanical settings, the Anderson–Kubo oscillator (Anderson, 1954; Kubo, 1954; Kubo, Toda and Nashitsume, 1985) is the paradigm for stochastic processes in quantum mechanical settings.
The aim of this chapter is to present and to discuss the general concept and mathematical structure of path integrals, introduced for the first time by N Wiener (1921, 1923, 1924, 1930), as a tool for solving problems in the theory of classical systems subject to random influences from the surrounding medium. The most famous and basic example of such a system is a particle performing the so-called Brownian motion. This phenomenon was discovered in 1828 by the British botanist R Brown, who investigated the pollen of different plants dispersed in water. Later, scientists realized that small fractions of any kind of substance exhibit the same behaviour, as a result of random fluctuations driven by the medium. The theory of Brownian motion emerged in the beginning of the last century as a result of an interplay between physics and mathematics and at present it has a wide range of applications in different areas, e.g., diffusion in stellar dynamics, colloid chemistry, polymer physics, quantum mechanics.