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Journal of the Physical Society of Japan

Stochastic Mechanics & Classical Mechanics with Finite Differences

Robert F. Bordley

Published Oct 15, 1997• 0 citations
Publisher

Abstract

Stochastic mechanics develops a formulation of quantum physics by assuming that a classical particle is also subjected to Brownian-like motion. Because this presumes that a particle's path is non-differentiable, making this transformation often involves implicitly replacing time-derivatives in classical mechanics by finite differences. In this paper, we will develop a stochastic mechanics by explicitly replacing time-derivatives in classical mechanics by finite differences, deriving the resulting dynamics and then introducing stochasticity. Like Nelson's original version of stochastic mechanics, our stochastic mechanics is also consistent with the Schrödinger Equation.

DOI
10.1143/jpsj.66.3026

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Stochastic mechanics develops a formulation of quantum physics by assuming that a classical particle is also subjected to Brownian-like motion. Because this presumes that a particle's path is non-differentiable, making this transformation often involves implicitly replacing time-derivatives in classical mechanics by finite differences. In this paper, we will develop a stochastic mechanics by explicitly replacing time-derivatives in classical mechanics by finite differences, deriving the resulting dynamics and then introducing stochasticity. Like Nelson's original version of stochastic mechanics, our stochastic mechanics is also consistent with the Schrödinger Equation.
Among the famous formulations of quantum mechanics, the stochastic picture developed since the middle of the last century remains one of the less known ones. It is possible to describe quantum mechanical systems with kinetic equations of motion in configuration space based on conservative diffusion processes. This leads to the representation of physical observables through stochastic processes instead of self-adjoint operators. The mathematical foundations of this approach were laid by Edward Nelson in 1966. It allows a different perspective on quantum phenomena without necessarily using the wave-function. This article recaps the development of stochastic mechanics with a focus on variational and extremal principles. Furthermore, based on recent developments of optimal control theory, the derivation of generalized canonical equations of motion for quantum systems within the stochastic picture are discussed. These so-called quantum Hamilton equations add another layer to the different formalisms from classical mechanics that find their counterpart in quantum mechanics.
We first point out that nonrelativistic quantum mechanics formulated at imaginary time s = it can formally be recognized as the Fokker-Planck description of a classical Brownian motion, which occurs (in general) in a medium where particles are absorbed and emitted. We next offer a new formulation of quantum dynamics, which is basically the Langevin treatment of that Brownian motion. More explicitly, we derive a noise average representation of the transition probability W ( X", s"|X', s' ) in terms of the solutions to a Langevin equation with a Gaussian white noise. Upon analytic continuation back to real time W ( X", s"|X', s' ) becomes the propagator of the original Schrödinger equation, namely we have ⟨ X", t"|X', t' ⟩ = W ( X", it"|X', it' ). The main advantage of this approach is to permit a systematic application to quantum-dynamical problems of the mathematical techniques developed in the theory of classical stochastic processes, even when vector potentials and/or time-dependent potentials are present.
We present a modified version of Nelson's seminal paper on the derivation of the time-dependent Schrödinger equation which draws on the equation of motion of a particle that moves under the influence of a classical force field and additional stochastic forces. The emphasis of our elaboration is focused on the implication of allowing stochastic forces to occur, viz. that the energy E of the particle is no longer conserved on its trajectory in a conservative force field. We correlate this departure Δ E from its classical energy with the energy/time uncertainty relation where Δ t is the average time for Δ E to persist. The stability of atoms, the zero-point energy of oscillators, the tunneling effect and the diffraction at slits are shown to be directly connected with the occurrence of such energy fluctuations. We discuss and rederive Nelson's theory entirely from this point of view and generalize his approach to systems of N particles which interact via pair forces. Achieving reversibility in a description of particle motion that is akin to Brownian motion, represents a salient point of the derivation. We demonstrate that certain objections raised against Nelson's theory are without substance. We also try to put the particular worldview of this version of stochastic quantum mechanics into perspective with regard to the established Copenhagen interpretation.
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.
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.
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.