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Journal of Mathematical Physics

Lagrangian variational principle in stochastic mechanics: Gauge structure and stability

Maria I. Loffredo, Laura M. Morato

Published Feb 1, 1989• 26 citations
Publisher

Abstract

The Lagrangian variational principle with the classical action leads, in stochastic mechanics, to Madelung’s fluid equations, if only irrotational velocity fields are allowed, while new dynamical equations arise if rotational velocity fields are also taken into account. The new equations are shown to be equivalent to the (gauge invariant) system of a Schrödinger equation involving a four-vector potential (A,Φ) and the coupled evolution equation (of magnetohydrodynamical type) for the vector field A. A general energy theorem can be proved and the stability properties of irrotational and rotational solutions investigated.

DOI
10.1063/1.528452

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The Lagrangian variational principle with the classical action leads, in stochastic mechanics, to Madelung’s fluid equations, if only irrotational velocity fields are allowed, while new dynamical equations arise if rotational velocity fields are also taken into account. The new equations are shown to be equivalent to the (gauge invariant) system of a Schrödinger equation involving a four-vector potential (A,Φ) and the coupled evolution equation (of magnetohydrodynamical type) for the vector field A. A general energy theorem can be proved and the stability properties of irrotational and rotational solutions investigated.
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.
In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. A variational principle gives all the main features of Nelson's stochastic mechanics. In particular, we derive the expression for the current velocity field as the gradient of the phase action. Moreover, the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum-mechanical form of the Madelung fluid (equivalent to the Schr\"odinger equation). Therefore, stochastic control theory can provide a very simple model simulating quantum-mechanical behavior.
Stochastic mechanics is regarded as a physical theory to explain quantum mechanics with classical terms such that some of the quantum mechanics paradoxes can be avoided. Here, we propose a new variational principle to uncover more insights on stochastic mechanics. According to this principle, information measures, such as relative entropy and Fisher information, are imposed as constraints on top of the least action principle. This principle not only recovers Nelson’s theory and, consequently, the Schrödinger equation but also clears an unresolved issue in stochastic mechanics on why multiple Lagrangians can be used in the variational method and yield the same theory. The concept of forward and backward paths provides an intuitive physical picture for stochastic mechanics. Each path configuration is considered as a degree of freedom and has its own law of dynamics. Thus, the variation principle proposed here can be a new tool to derive more advanced stochastic theory by including additional degrees of freedom in the theory. The structure of Lagrangian developed here shows that some terms in the Lagrangian are originated from information constraints. This suggests that a Lagrangian may need to include both physical and informational terms in order to have a complete description of the dynamics of a physical system.
A quantal-dissipative system described by the Schr\"odinger equation with an additional nonlinear term is formulated in the Lagrangian stochastic mechanics on the basis of the symmetric stochastic calculus of variations (SSCV). A certain class of stochastic Lagrangian dynamical systems defined through the least-action principle in SSCV is associated with solutions of the nonlinear Schr\"odinger equations, and thereby the quantal-dissipative system described by the equation is connected with a stochastic Lagrangian dynamical system. The long-time behavior of momentum, angular momentum, and energy, and the virial theorem for the stochastic Lagrangian system corresponding to the quantal-dissipative system, are investigated through the conserved quantities and the first variations of the functional induced by one-parameter transformations. Examples are given for a free particle and for the harmonic oscillator.
We propose an extension to the relativistic case of the stochastic variational principles both of Lagrangian and Eulerian type. The action we use is the mean classical action evaluated on the paths of relativistic covariant diffusions. The resulting equations of motion are the relativistic stochastic Lagrange equations Nous proposons une extension au cas relativiste des principes variationnels de type lagrangien et eulerien. Nous utilisons comme action l'action moyenne classique evaluee sur les trajectoires des diffusions covariantes relativistes. Les equations du mouvement obtenues sont les equations de Lagrange stochastiques relativistes
The Lagrangian could be written in terms of kinetic and potential energy, functions of coordinates and velocity and the amplitude of the fields at that point. The essential condition is that the Lagrangian assumed for the field, when studied with Lagrange’s equation, gives Maxwell’s equations as solution and leads to the same wave equation. There are many other fields of physics and many mechanical systems to which the Lagrangian approach can be applied. The goal of the present text is to introduce the beginner to the least action principle and the Lagrangian approach in an elementary way. The chapter argues that the Lagrangian chosen for the fields involved must be an expression that leads to those fields and equations. In wave mechanics, particle properties are described by a so-called wave representing the classical matter field ψ used in Schrodinger’s approach of wave mechanics.