Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Log inSign up
Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Blog
Job Board
Q3AS

© 2026 Aqora Quantum S.A.S.

TermsPrivacyLegal Notice

Journal of Mathematical Physics

Quantum mechanics and stochastic control theory

Kunio Yasue

Published May 1, 1981• 75 citations
Publisher

Abstract

A time-symmetric stochastic control theory is proposed as one of the representatives of quantum mechanics. The main idea is based on Nelson’s probability theoretical approach to quantum mechanics. His approach is reformulated as a time-symmetric stochastic control problem. Several different control constraints equivalent to Nelson’s are obtained. One of them has a close connection to the Lagrangian formalism of classical mechanics. This suggests to us the use of stochastic calculus of variations. Within the realm of this time-symmetric stochastic control theory it is shown why Schrödinger’s original variational method of quantization was successful. Several advantageous points of the stochastic control theoretical approach to quantum mechanics, including the analysis of the classical limit, are also discussed.

DOI
10.1063/1.525006

Related papers

Maupertuis’ principle of least action in stochastic calculus of variations

Jean-Claude Zambrini

Within the framework of stochastic calculus of variations for time-symmetric semimartingales X(t,ω), we consider two different stochastic versions of Maupertuis’ least action principle, in Lagrangian and Hamiltonian terms. The general results are applied to classical statistical mechanics, where they coincide with those of classical calculus of variations, and to Nelson’s stochastic mechanics, an approach to quantum mechanics where a time-symmetric semimartingale represents the position of a particle and the dynamics is expressed by a stochastic version of Hamilton’s principle of least action. Some historic examples of old quantum theory are discussed.

Journal of Mathematical Physics•May 1, 1984•15 citations

Quantization of dynamical systems and stochastic control theory

Francesco Guerra, Laura M. Morato

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.

Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields•Apr 15, 1983•249 citations

Derivation of the Schrödinger Equation in Quantum Mechanics from Stochastic Control Theory

Akira Ohsumi

In this paper, the Schrödinger equation in quantum mechanics is derived as stochastic quantization from the stochastic optimal control theory based on the Nelson stochastic mechanics.

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications•Jul 31, 2019•0 citations

On the Stochastic Mechanics Foundation of Quantum Mechanics

Michael Beyer, Wolfgang Paul

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.

Universe•May 27, 2021•14 citations

Origin of the quantum observable operator algebra in the frame of stochastic mechanics

Francesco Guerra, R. Marra

In previous work the approach to stochastic quantization, originally proposed by Nelson, has been formulated in the frame of the stochastic variational principles of control theory. Then the Hamilton-Jacobi-Madelung equation is interpreted as the programming equation of the controlled problem, to be associated with the hydrodynamical continuity equation. Here we point out explicitly the canonical Hamiltonian structure of these equations, by introducing a suitable symplectic structure on the underlying phase space in various representations. One possible representation leads to the Schr\"odinger equation, which, together with its complex conjugate, can be recognized as a particular form of the Hamilton canonical equations in this frame. Then a suitably selected time-invariant subalgebra of the classical hydrodynamical algebra, closed under Poisson bracket pairing, is shown to be connected to the standard quantum observable operator algebra. In this correspondence Poisson brackets for hydrodynamical observables become averages of quantum observables in the given state. From this point of view stochastic quantization can be interpreted as giving an explanation for the standard quantization procedure of replacing the classical particle (or field) observables with operators, according to the scheme $p\ensuremath{\rightarrow}(\frac{h}{i})\frac{\ensuremath{\partial}}{\ensuremath{\partial}x}$, $l\ensuremath{\rightarrow}(\frac{h}{i})\frac{\ensuremath{\partial}}{\ensuremath{\partial}\ensuremath{\varphi}}$, etc. This discussion shows also the relevance of the canonical symplectic structure of the quantum state space, a feature which seems to have been overlooked in the axiomatic approaches to quantum mechanics.

Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields•Oct 15, 1983•35 citations

Variational principle for stochastic mechanics based on information measures

Jianhao M. Yang

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.

arXiv:2102.00392•Journal of Mathematical Physics•Oct 1, 2021•6 citations
A time-symmetric stochastic control theory is proposed as one of the representatives of quantum mechanics. The main idea is based on Nelson’s probability theoretical approach to quantum mechanics. His approach is reformulated as a time-symmetric stochastic control problem. Several different control constraints equivalent to Nelson’s are obtained. One of them has a close connection to the Lagrangian formalism of classical mechanics. This suggests to us the use of stochastic calculus of variations. Within the realm of this time-symmetric stochastic control theory it is shown why Schrödinger’s original variational method of quantization was successful. Several advantageous points of the stochastic control theoretical approach to quantum mechanics, including the analysis of the classical limit, are also discussed.
Within the framework of stochastic calculus of variations for time-symmetric semimartingales X(t,ω), we consider two different stochastic versions of Maupertuis’ least action principle, in Lagrangian and Hamiltonian terms. The general results are applied to classical statistical mechanics, where they coincide with those of classical calculus of variations, and to Nelson’s stochastic mechanics, an approach to quantum mechanics where a time-symmetric semimartingale represents the position of a particle and the dynamics is expressed by a stochastic version of Hamilton’s principle of least action. Some historic examples of old quantum theory are discussed.
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.
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.
In previous work the approach to stochastic quantization, originally proposed by Nelson, has been formulated in the frame of the stochastic variational principles of control theory. Then the Hamilton-Jacobi-Madelung equation is interpreted as the programming equation of the controlled problem, to be associated with the hydrodynamical continuity equation. Here we point out explicitly the canonical Hamiltonian structure of these equations, by introducing a suitable symplectic structure on the underlying phase space in various representations. One possible representation leads to the Schr\"odinger equation, which, together with its complex conjugate, can be recognized as a particular form of the Hamilton canonical equations in this frame. Then a suitably selected time-invariant subalgebra of the classical hydrodynamical algebra, closed under Poisson bracket pairing, is shown to be connected to the standard quantum observable operator algebra. In this correspondence Poisson brackets for hydrodynamical observables become averages of quantum observables in the given state. From this point of view stochastic quantization can be interpreted as giving an explanation for the standard quantization procedure of replacing the classical particle (or field) observables with operators, according to the scheme $p\ensuremath{\rightarrow}(\frac{h}{i})\frac{\ensuremath{\partial}}{\ensuremath{\partial}x}$, $l\ensuremath{\rightarrow}(\frac{h}{i})\frac{\ensuremath{\partial}}{\ensuremath{\partial}\ensuremath{\varphi}}$, etc. This discussion shows also the relevance of the canonical symplectic structure of the quantum state space, a feature which seems to have been overlooked in the axiomatic approaches to quantum mechanics.
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.