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Mathematics of the Feynman path integral

Vassili Nikitich Kolokoltsov

Published Jan 1, 2001• 2 citations
OpenAlex

Abstract

(and its generalisations that include magnetic fields) can be roughly divided into two classes. In the aproaches of the first class that we shall not discuss here in detail the Feynman integral is not supposed to be a genuine integral, but is specified as some generalised functional on an appropriate space of functions, which can be defined, for example, as the limit of certain discrete approximations (see e.g. [16], [44] and more recent papers [24], [25], [34]), by means of analytical continuation (see e.g. [26], [23] and references therein), by extensions of Parceval’s identity and by related axiomatic definitions (see [2], [5], [30], [11], [42] and references therein) or by means of the white noise analysis (see [22]), see also [46] for the discussion of path integral applied to the Dirac equation. These approaches still cover only a very restrictive class of potentials, for example, singular potentials were considered only by white noise analysis approach but only in one-dimensional case (see e.g. [6] and references therein). In the approaches of the second class, one tries to define the infinite-dimensional Feynmann integral as a genuine integral over a bona fide σ-additive measure on an appropriate space of trajectories. The first attempt made in [19] to construct such a measure was erronious and led to understanding that there is no direct generalisation of Wiener measure that can give an analog of FeynmanKac formula for the case of Schrodinger operators. A correct construction of the Feynman integral in terms of the Wiener measure was proposed in [15] and was based on the idea of the rotation of the classical trajectories in complex

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(and its generalisations that include magnetic fields) can be roughly divided into two classes. In the aproaches of the first class that we shall not discuss here in detail the Feynman integral is not supposed to be a genuine integral, but is specified as some generalised functional on an appropriate space of functions, which can be defined, for example, as the limit of certain discrete approximations (see e.g. [16], [44] and more recent papers [24], [25], [34]), by means of analytical continuation (see e.g. [26], [23] and references therein), by extensions of Parceval’s identity and by related axiomatic definitions (see [2], [5], [30], [11], [42] and references therein) or by means of the white noise analysis (see [22]), see also [46] for the discussion of path integral applied to the Dirac equation. These approaches still cover only a very restrictive class of potentials, for example, singular potentials were considered only by white noise analysis approach but only in one-dimensional case (see e.g. [6] and references therein). In the approaches of the second class, one tries to define the infinite-dimensional Feynmann integral as a genuine integral over a bona fide σ-additive measure on an appropriate space of trajectories. The first attempt made in [19] to construct such a measure was erronious and led to understanding that there is no direct generalisation of Wiener measure that can give an analog of FeynmanKac formula for the case of Schrodinger operators. A correct construction of the Feynman integral in terms of the Wiener measure was proposed in [15] and was based on the idea of the rotation of the classical trajectories in complex
"Feynman path integrals are ubiquitous in quantum physics, even if a large part of the scientific community still considers them as a heuristic tool that lacks a sound mathematical definition. Our book aims to refute this prejudice, providing an extensive and self-contained description of the mathematical theory of Feynman path integration, from the earlier attempts to the latest developments, as well as its applications to quantum mechanics. This second edition presents a detailed discussion of the general theory of complex integration on infinite dimensional spaces, providing on one hand a unified view of the various existing approaches to the mathematical construction of Feynman path integrals and on the other hand a connection with the classical theory of stochastic processes. Moreover, new chapters containing recent applications to several dynamical systems have been added. This book bridges between the realms of stochastic analysis and the theory of Feynman path integration. It is accessible to both mathematicians and physicists"--
Introduction Preliminary remarks The path integral formalism is one of the most important tools in modern theoretical physics. Integration in functional spaces was considered for the first time by Norbert Wiener in his studies of diffusion processes [60, 61]. The corresponding integration measure is now known as the Wiener measure, i.e. the so-called Gaussian path integrals were studied. In quantum mechanics, functional integrals were introduced by R. Feynmann [62, 63] who was inspired by important observations due to P. A. M. Dirac concerning a relation between wave function and classical action [64, 65]. In modern physics the path integral formalism is applied not only to developing a quantum description for systems with infinitely many degrees of freedom as, for example, in quantum field theories or condensed matter physics, but also to ordinary quantum mechanical problems. Moreover there is a tendency to reformulate standard quantum mechanical problems (such as a particle in a “box” or potential well [66, 67], or a particle in the Coulomb field [68]) within the framework of the path integral method. The reason for doing this is rather obvious: physicists develop a new mathematical tool, a new language and, in order to comprehend all of its subtleties, it is necessary to investigate as many concrete examples as possible. Use of the path integral formalism is widespread in quantum field theory because it is the most adequate mathematical tool for a wide range of problems which allows, not only for elegant formulation of problems, but also for a great deal of simplification of their theoretical analysis.
The definitions of the Feynman path integral for the Pauli equation and more general equations in configuration space and in phase space are proposed, probably for the first time. Then it is proved rigorously that the Feynman path integrals are well-defined and are the solutions to the corresponding equations. These Feynman path integrals are defined by the time-slicing method through broken line paths, which is familiar in physics. Our definitions of these Feynman path integrals and our results give the extension of ones for the Schrödinger equation.
In 1948, Richard Feynman published the first paper on his new approach to non-relativistic quantum mechanics. Before Feynman's work there were two mathematical formulations of quantum mechanics. Schrödinger's formulation was based on PDE (the Schrödinger equation) and states representation by wave functions, so it was in the framework of analysis and differential equations. The other formulation was Heisenberg's matrix algebra. Initially, they were thought to be competing. The proponents of one claimed that the other was “ wrong. ” Within a couple of years, John von Neumann had proved that they are equivalent.\nAlthough Feynman's theory was not fundamentally new, it nonetheless offered an entirely fresh and different perspective: via a precise formulation of Bohr's correspondence principle, it made quantum mechanics similar to classical mechanics in a precise sense. In addition, Feynman's approach made it possible to explain physical experiments, and, via diagrams, link them directly to computations. What resulted was a very powerful device for computing energies and scattering amplitudes - the famous Feynman's diagrams.\nIn his formulation, Feynman aimed at representing the solution to the non-relativistic Schrödinger equation in the form of an “ average ” over histories or paths of a particle. This solution is commonly known as the Feynman path integral. It plays an important role in the theory but appears as a postulate based on intuition coming from physics rather than a justified mathematical object. This is why Feynman's vision has caught the attention of many mathematicians as well as physicists.\nThe papers of Gelfand, Cameron, and Nelson are among the first, and more substantial, attempts to supply Feynman's theory with a rigorous mathematical foundation. These attempts were followed by many others, but unfortunately all of them were not quite satisfactory. The difficulty comes from a need to define a measure on an infinite-dimensional space of continuous functions that represent all possible paths of a particle. This Feynman's measure has to produce an integral with the properties requested by Feynman. In particular, the expression for the Feynman measure has to involve the non-absolutely integrable Fresnel integrands. The non-absolute integrability of the Fresnel integrands makes the measure fail to be positive and to have the countably additive property. Thus, a well-defined measure in the case of the Feynman path integral does not exist.\nExtensive research has been done on the methods of relating the Feynman path integral to the integral with respect to the Wiener measure. The method of analytic continuation in mass defines the Feynman path integral as a certain limit of the Wiener integrals. Unfortunately, this method can be used as definition for only almost all values of the mass parameter in the Schrödinger equation. For physicists, this is not a satisfactory result and needs to be improved.\nIn this work we examine those questions which originally led to the Feynman path integral. By now we know that Feynman's “ dream ” cannot be realized as a positive and countably additive measure on the path-space. Here, we offer a new way out by modifying Feynman's question, and thereby achieving a solution to the Schrödinger equation via a different kind of averages in the path-space.\nWe give our version of the question that Feynman “ should have asked ” in order to realize the elusive path integral. In our formulation, we get a Feynman path integral as a limit of linear functionals, as opposed to the more familiar inductive limits of positive measures, traditionally used for constructing the Wiener measure, and related Gaussian families. We adapt here an approach pioneered by Patrick Muldowney. In it, Muldowney suggested a Henstock integration technique in order to deal with the non-absolute integrability of the kind of Fresnel integrals which we need in our solution to Feynman's question. By applying Henstock's theory to Fresnel integrals, we construct a complex-valued “ probability distribution functions ” on the path-space. Then we use this “ probability ” distribution function to define the Feynman path integral as an inductive limit. This establishes a mathematically rigorous Feynman limit, and at the same time, preserves Feynman's intuitive idea in resulting functional. In addition, our definition, and our solution, do not place any restrictions on any of the parameters in the Schrödinger equation, and have a potential to offer useful computational experiments, and other theoretical insights.