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Journal of Mathematical Physics

Maupertuis’ principle of least action in stochastic calculus of variations

Jean-Claude Zambrini

Published May 1, 1984• 15 citations
Publisher

Abstract

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.

DOI
10.1063/1.526288

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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.
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.
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.
Abstract Time-dependent variational principle (TDVP) provides powerful methods in solving the time-dependent Schröinger equation. As such Kan developed a TDVP (Kan 1981 Phys. Rev. A 24, 2831) and found that there is no Legendre transformation in quantum variational principle, suggesting that there is no place for the Maupertuis reduced action to appear in quantum dynamics. This claim is puzzling for the study of quantum–classical correspondence, since the Maupertuis least action principle practically sets the very basic foundation of classical mechanics. Zambrini showed within the theory of stochastic calculus of variations that the Maupertuis least action principle can lead to the Nelson stochastic quantization theory (Zambrini 1984 J. Math. Phys. 25, 1314). We here revisit the basic aspect of TDVP and reveal the hidden roles of Maupertuis-Hamilton least action in the Schrödinger wavepacket dynamics. On this basis we propose a dual least (stationary) action principle, which is composed of two variational functionals; one responsible for ‘energy related dynamics’ and the other for ‘dynamics of wave-flow’. The former is mainly a manifestation of particle nature in wave-particle duality, while the latter represents that of matter wave. It is also shown that by representing the TDVP in terms of these inseparably linked variational functionals the problem of singularity, which is inherent to the standard TDVPs, is resolved. The structure and properties of this TDVP are also discussed.
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.
We review the development and practical uses of a generalized Maupertuis least action principle in classical mechanics in which the action is varied under the constraint of fixed mean energy for the trial trajectory. The original Maupertuis (Euler–Lagrange) principle constrains the energy at every point along the trajectory. The generalized Maupertuis principle is equivalent to Hamilton's principle. Reciprocal principles are also derived for both the generalized Maupertuis and the Hamilton principles. The reciprocal Maupertuis principle is the classical limit of Schrödinger's variational principle of wave mechanics and is also very useful to solve practical problems in both classical and semiclassical mechanics, in complete analogy with the quantum Rayleigh–Ritz method. Classical, semiclassical and quantum variational calculations are carried out for a number of systems, and the results are compared. Pedagogical as well as research problems are used as examples, which include nonconservative as well as relativistic systems. '... the most beautiful and important discovery of Mechanics.' Lagrange to Maupertuis (November 1756)
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.