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Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE

Some remarks on quantum physics, stochastic processes, and nonlinear filtering theory

Bhashyam Balaji

Published May 17, 2016• 2 citations
Publisher

Abstract

The mathematical similarities between quantum mechanics and stochastic processes has been studied in the literature. Some of the major results are reviewed, such as the relationship between the Fokker-Planck equation and the Schrödinger equation. Also reviewed are more recent results that show the mathematical similarities between quantum many particle systems and concepts in other areas of applied science, such as stochastic Petri nets. Some connections to filtering theory are discussed.

DOI
10.1117/12.2228385

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The mathematical similarities between quantum mechanics and stochastic processes has been studied in the literature. Some of the major results are reviewed, such as the relationship between the Fokker-Planck equation and the Schrödinger equation. Also reviewed are more recent results that show the mathematical similarities between quantum many particle systems and concepts in other areas of applied science, such as stochastic Petri nets. Some connections to filtering theory are discussed.
In this paper, the relations between theories of the quantum mechanics and the stochastic control are briefly surveyed based on the recent works of the author (Ohsumi, $1989a(Ohsumi, $ ,$ $1989b(Ohsumi, $ $ , 1992)).Concretely, two types of (nonlinear) Schr\"odinger eqations from the stochsatic control theory by introducing wavefunctions which connect two solutions of nonlinear filtering equation and stochastic optimal control problem.Furthermore, an inverse prob- lem is investigated to derive the optimal control problem from a given Schr\"odinger equation.
Introduction. There exists a very comprehensive theory concerning the time development of probabilistic systems. This is the Theory of Stochastic processes (1). Quantum mechanics as described by the Schrödinger equation rests very heavily on probabilistic interpretation, and yet, after forty years of remarkably rapid advances and successes, it is not clear how it is related to stochastic theory. The formal similarity of certain aspects of, and equations used in these two theories are well known. The diffusion equation corresponds to the Schrödinger equation, a correspondence only marred by a square root of minus unity appearing with the time derivative in the latter equation. The Kolmogoroff–Chapman relation for probabilities in Brownian motion has an analogue (2) in quantum mechanics, not for probabilities though, but for the complex probability amplitudes. The uncertainty relation also has a stochastic analogue (3). Some of these analogous characteristics are actually symptomatic of the gulf which separates these two theories. There are solutions to the diffusion equation which have a very clear physical probabilistic meaning. This is not the case with the corresponding and formally similar solutions to the Schrödinger equation and is partly due to the √ − 1 mentioned earlier. The probabilistic interpretation of the solutions to the diffusion equation is direct and immediate. On the other hand, the probabilistic interpretation of the solutions, ψ of the Schrödinger equation involve the introduction of the probability density, p = ψ*ψ. One great difference between these two theories lies in their each having distinct principles of linear superposition. In Stochastic Theory probabilities are superposed and in quantum mechanics amplitudes or wave functions are superposed.
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the classical trajectories of the particles are identical to the sample functions of a diffusion Markov process, whose conditional probability density is proposed as a substitute for the wave function. The Schroedinger equation and the so-called Nelson equations are used to determine the diffusion tensor and the drift vectors characteristic of such a process. It is then possible to write down the forward and backward Kolmogorov equations that are used to determine the conditional probability density, as well as the Fokker-Planck equation that is used to determine the normal probability density. This method is applied to several simple cases and the results obtained are compared with those of the orthodox theory. Among the most important differences let us mention that any system evolving freely from any original state returns spontaneously to its ground state, that the definitions of the particles velocities and momenta are impossible because the sample functions of a diffusion Markov process nowhere possess a derivative with respect to time and that the so-called collapse of the wave function is a mere mirage explained by the updating choice between new and older initial conditions in the resolution of partial differential equations. We finally attempt to extend the proposed theory to the domain of the relativistic quantum mechanics. It is promising but is clearly unfinished because it has not been possible up to now to solve the Nelson and Kolmogorov equations, except in the very simple case of a free particle.
Some ideas from quantum theory are just beginning to percolate back to classical probability theory. For example, there is a widely used and successful theory of "chemical reaction networks", which describes the interactions of molecules in a stochastic rather than quantum way. Computer science and population biology use the same ideas under a different name: "stochastic Petri nets". But if we look at these theories from the perspective of quantum theory, they turn out to involve creation and annihilation operators, coherent states and other well-known ideas - but in a context where probabilities replace amplitudes. We explain this connection as part of a detailed analogy between quantum mechanics and stochastic mechanics. We use this analogy to present new proofs of two major results in the theory of chemical reaction networks: the deficiency zero theorem and the Anderson-Craciun-Kurtz theorem. We also study the overlap of quantum mechanics and stochastic mechanics, which involves Hamiltonians that can generate either unitary or stochastic time evolution. These Hamiltonians are called "Dirichlet forms", and they arise naturally from electrical circuits made only of resistors.