The aim of this chapter is to present and to discuss the general concept and mathematical structure of path integrals, introduced for the first time by N Wiener (1921, 1923, 1924, 1930), as a tool for solving problems in the theory of classical systems subject to random influences from the surrounding medium. The most famous and basic example of such a system is a particle performing the so-called Brownian motion. This phenomenon was discovered in 1828 by the British botanist R Brown, who investigated the pollen of different plants dispersed in water. Later, scientists realized that small fractions of any kind of substance exhibit the same behaviour, as a result of random fluctuations driven by the medium. The theory of Brownian motion emerged in the beginning of the last century as a result of an interplay between physics and mathematics and at present it has a wide range of applications in different areas, e.g., diffusion in stellar dynamics, colloid chemistry, polymer physics, quantum mechanics.
The aim of this chapter is to present and to discuss the general concept and mathematical structure of path integrals, introduced for the first time by N Wiener (1921, 1923, 1924, 1930), as a tool for solving problems in the theory of classical systems subject to random influences from the surrounding medium. The most famous and basic example of such a system is a particle performing the so-called Brownian motion. This phenomenon was discovered in 1828 by the British botanist R Brown, who investigated the pollen of different plants dispersed in water. Later, scientists realized that small fractions of any kind of substance exhibit the same behaviour, as a result of random fluctuations driven by the medium. The theory of Brownian motion emerged in the beginning of the last century as a result of an interplay between physics and mathematics and at present it has a wide range of applications in different areas, e.g., diffusion in stellar dynamics, colloid chemistry, polymer physics, quantum mechanics.
The aim of this book is to present and explain the concept of the path integral which is intensively used nowadays in almost all the branches of theoretical physics. The notion of path integral (sometimes also called functional integral or integral over trajectories or integral over histories or continuous integral) was introduced, for the first time, in the 1920s by Norbert Wiener (1921, 1923, 1924, 1930) as a method to solve problems in the theory of diffusion and Brownian motion. This integral, which is now also called the Wiener integral, has played a central role in the further development of the subject of path integration.
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.
One usually refers the concept of Feynman path integral to the work of Norbert Wiener on Brownian motion in the early 1920s. This view is not false and we show in this article that Wiener used the first path integral of the history of physics to describe the Brownian motion. That said, Wiener, as he pointed out, was inspired by the work of some French mathematicians, particularly Gateaux and Levy. Moreover, although Richard Feynman has independently found this notion, we show that in the course of the 1930s, while searching a kind of geometrization of quantum mechanics, another French mathematician, Adolphe Buhl, noticed by the philosopher Gaston Bachelard, had himself been close to forge such a notion. This reminder does not detract from the remarkable discovery of Feynman, which must undeniably be attributed to him. We also show, however, that the difficulties of this notion had to wait many years before being resolved, and it was only recently that the path integral could be rigorously established from a mathematical point of view.
This book studies the mathematical aspect of path integrals and Hamiltonians – which emerge from the formulation of quantum mechanics. The theoretical framework of quantum mechanics provides the mathematical tools for studying both quantum indeterminacy and classical randomness . Many problems arising in quantum mechanics as well as in vastly different fields such as finance and economics can be addressed by the mathematics of quantum mechanics, or quantum mathematics in short. All the topics and subjects in the various chapters have been specifically chosen to illustrate the structure of quantum mathematics, and are not tied to any specific discipline, be it quantum mechanics or stochastic systems. The book is divided into the following six parts, in accordance with the Chapter dependency flowchart given below. Part one addresses the Fundamental principles of path integrals and (Hamiltonian) operators and consists of five chapters. Chapter 2 is on the Mathematical structure of quantum mechanics and introduces the mathematical framework that emerges from the quantum principle. Chapters 3 to 6 discuss the mathematical pillars of quantum mathematics, starting from the Feynman path integral, summarizing Hamiltonian mechanics and introducing path integral quantization. Part two is on Stochastic processes . Stochastic systems are dissipative and are shown to be effectively modeled by the path integral. Chapter 7 is focused on the application of quantum mathematics to classical random systems and to stochastic processes.
In the first three chapters we have considered problems related to the physical behaviour of one or a few particles (or some other physical objects which can be effectively described by one or a few (quasi)particles as, e.g., the random walk model in polymer physics considered in chapter 1). Though quantum field theory describes systems with an arbitrary number of degrees of freedom (an arbitrary number of (quasi)particles), in chapter 3 we actually applied it to systems with a restricted and small number of particles (e.g., for the description of the scattering process for a few particles). Another way to express this fact is to say that in chapter 3 we have considered field theories at zero temperature. However, the majority of realistic systems contain many identical (indistinguishable) particles such as atoms, electrons, photons etc. An attempt to describe these systems in terms of the individual trajectories of all particles is absolutely hopeless. Instead, we are interested in the collective behaviour of systems and describe them in terms of partition functions, mean values, correlation functions, etc. The methods of derivation, analysis and calculation of such collective characteristics constitute the subject of classical and quantum statistical mechanics.
Abstract Feynman developed the path integral approach to quantum mechanics as an alternative to wave or matrix mechanics that has found fruitful implementation in quantum mechanics, quantum electrodynamics, and statistical physics. Despite its many successes, the usual Feynman path integral formalism suffers from a lack of mathematical rigor. Questions of mathematical rigor still exist, but Mark Kac provided a rigorous path integral approach to quantum mechanics. The Kac formulation for quantum systems is given in terms of Wiener measure for a path integral and employs the Brownian motion distribution. In this paper, we review the Feynman–Kac approach and other stochastic processes related to Brownian motion. We also give an account of the successes and difficulties we faced during our journey through numerical path integral problems involved in physics.