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Journal of Physics A Mathematical and General

Lagrangians of stochastic mechanics

Marc-Thierry Jaekel

Published Aug 7, 1990• 5 citations
Publisher

Abstract

The stochastic variational principle which applies to diffusions and extremises the mean value of the classical action is generalised to include non-Markovian diffusions. A whole family of different stochastic actions, labelled by a time-dependent parameter, is obtained and all of them are shown to lead to the Shrodinger equation. As a result, the well known degeneracy of the class of stochastic processes which correspond to a single quantum state is recovered. It is also related to an arbitrariness in the choice of the noise which can occur in two places: in the definition of the noise, through the time-dependent parameter, and in the auto-correlations of the noise which, although constant during the variational method, remain undetermined. The whole scheme is given a covariant form.

DOI
10.1088/0305-4470/23/15/022

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The stochastic variational principle which applies to diffusions and extremises the mean value of the classical action is generalised to include non-Markovian diffusions. A whole family of different stochastic actions, labelled by a time-dependent parameter, is obtained and all of them are shown to lead to the Shrodinger equation. As a result, the well known degeneracy of the class of stochastic processes which correspond to a single quantum state is recovered. It is also related to an arbitrariness in the choice of the noise which can occur in two places: in the definition of the noise, through the time-dependent parameter, and in the auto-correlations of the noise which, although constant during the variational method, remain undetermined. The whole scheme is given a covariant form.
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.
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
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.
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We consider stochastic variational principles for random processes taking values on a discrete configuration space. For a suitable time-reversal-invariant choice of the stochastic action, the resulting programming equations can be related to the Schr\"odinger equation for a discrete system. If the discrete system is considered as an approximation of a continuous system, then the limit reproduces Nelson's stochastic mechanics and allows one to derive the assumptions on the random noise acting on the system. In fact, the variational principle also gives information about the osmotic behavior of the process. Finally, we show that there are also critical processes whose behavior can be interpreted as a model for quantum measurement, because they relax in time to mixtures of processes. Therefore, stochastic variational principles can provide a very simple conceptual model simulating quantum behavior, both from the point of view of unperturbed time evolution and of the measurement phenomena leading to wave-function collapse.