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Journal of Mathematical Physics

Canonical stochastic dynamical systems

Tetsuya Misawa, Kunio Yasue

Published Nov 1, 1987• 13 citations
Publisher

Abstract

A canonical stochastic dynamical system for time-symmetric semimartingales is formulated by the stochastic least action principle in a new stochastic calculus of variations. A certain class of stochastic dynamical systems gives a Hamiltonian formalism of Nelson’s stochastic mechanics. In a manner analogous to classical mechanics, the notions of a stochastic Poisson bracket and canonical transformation are introduced to the stochastic dynamical systems. It is shown that the phase factor of the wave function plays the role of a generating function of the canonical transformation.

DOI
10.1063/1.527747

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A canonical stochastic dynamical system for time-symmetric semimartingales is formulated by the stochastic least action principle in a new stochastic calculus of variations. A certain class of stochastic dynamical systems gives a Hamiltonian formalism of Nelson’s stochastic mechanics. In a manner analogous to classical mechanics, the notions of a stochastic Poisson bracket and canonical transformation are introduced to the stochastic dynamical systems. It is shown that the phase factor of the wave function plays the role of a generating function of the canonical transformation.
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 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.
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.
Markov diffusions corresponding to solutions of the Klein-Gordon equation are introduced in a similar way as in Nelson's stochastic mechanics. A relativistic version of the Nelson-Newton law for Markov diffusions is established. Stochastic generalizations of the proper time and of the relativistic action functional are proposed and a stochastic version of the relativistic principle of least action is stated. The formalism can be regarded as a quantization procedure leading from classical special relativity to the Klein-Gordon equation.
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.