We again note that Langevin equations written for observables (– operators in quantum mechanics) conform to the Heisenberg view. On the other hand, an entity that embodies the wave function of the Schrödinger picture is the von Neumann density operator, usually denoted by t( )ρ , whose classical counterpart is the probability distribution function (pdf) discussed earlier. It is helpful to introduce a formalism for the pdf completely at par with the Langevin description. The resultant Fokker-Planck (FP) equations serve as the subjects of this chapter. The simplest FP equation can be derived from the master equation (2.25) for a stationary Markov process, as shown below (Agarwal 1983, Risken 1996).
We again note that Langevin equations written for observables (– operators in quantum mechanics) conform to the Heisenberg view. On the other hand, an entity that embodies the wave function of the Schrödinger picture is the von Neumann density operator, usually denoted by t( )ρ , whose classical counterpart is the probability distribution function (pdf) discussed earlier. It is helpful to introduce a formalism for the pdf completely at par with the Langevin description. The resultant Fokker-Planck (FP) equations serve as the subjects of this chapter. The simplest FP equation can be derived from the master equation (2.25) for a stationary Markov process, as shown below (Agarwal 1983, Risken 1996).
Classical mechanics traces a particle’s movement through space and time through x(t). For example, one may consider the case of a particle moving at constant speed (momentum p) in one direction or a particle bouncing back and forth at constant speed in a box. These problems are described in time and have direction and position associated with time etc. It is possible to define a probability P(x,t) in the classical picture based on delta time, the amount of time a particle spends in a little region of space dx. P(x,t), by itself, loses much relevant information present in the x(t) scenario because a particle moving to the right, or to the left, or bouncing back and forth all have the same probability, 1/L, where L is length. Furthermore, this probability is the same for all p (momentum) values. Thus a probability description, without extra information, is a subset of the relevant information in the problem. As a result, to describe the classical picture fully, one might say that a particle has a probability of 1/L, but also a mass mo and velocity +v (i.e. momentum mov nonrelativistically). For the particle bouncing back and forth in a box with constant p, one needs to give the initial position at time=0 and then a subsequent time (as well as the initial velocity and mo) in order to fully describe the problem, even though probability = 1/L. In the literature (see (1)), there have been many attempts to derive the quantum Schrodinger equation from a classical Fockker-Planck equation or a continuity equation (which follows from the Fokker-Planck equation as shown in (1)). The continuity equation contains a probability P(x,t) and a velocity(x,t) and is generally argued to represent classical physics. It does, if one retains appropriate classical conditions such as the discontinuity of density for a particle in a box (i.e. density=0 outside the box, but 1/L inside) and the notion of differing directions within the box. In fact, one may write density=W*(x,t)W(x,t) where W(x,t) is an ad hoc complex function and still retain compatibility with classical physics. If one does not, however, retain the classical conditions completely, nonclassical physics is introduced, even if density(x,t)=1/L. For example, in quantum mechanics density(x) is considered to be continuous in all x. Thus for a particle moving in a box, density outside the box is 0 so at the box wall it must also be 0. In the classical case, the density is 1 inside the box and 0 outside. There is a discontinuity classically and this cannot be changed and this contradicts the quantum mechanical picture. Thus quantum mechanics does not follow form classical Fokker-Planck or continuity equations which retain classical conditions.. Furthermore, because time is completely removed in the FP-continuity approach as applied to quantum mechanics, one cannot distinguish between forwards and backwards motion. As seen by the velocity field given in (1), v is zero for a bound particle which completely removes the sense of time and violates the classical physics conditions. It is, however, not zero for a particle moving in one direction. Thus there seems to be no issue in describing a Fokker-Planck-continuity equation as describing classical physics. One may even introduce density(x,t)= W*(x,t)W(x,t) provided one retains classical conditions allowing for discontinuity in density and different W(x,t) values at different times i.e. a discontinuity in W(x,t) at a box wall. If these conditions, however, are not met, then one no longer describes classical physics, but a new kind of physics (quantum physics). Thus one cannot argue that quantum mechanics follows from classical statistical Fokker-Planck-continuity equations. It may follow from these if one adds a set of extra conditions. Given these extra conditions, however, one could derive quantum mechanics without starting with classical density.
We first point out that nonrelativistic quantum mechanics formulated at imaginary time s = it can formally be recognized as the Fokker-Planck description of a classical Brownian motion, which occurs (in general) in a medium where particles are absorbed and emitted. We next offer a new formulation of quantum dynamics, which is basically the Langevin treatment of that Brownian motion. More explicitly, we derive a noise average representation of the transition probability W ( X", s"|X', s' ) in terms of the solutions to a Langevin equation with a Gaussian white noise. Upon analytic continuation back to real time W ( X", s"|X', s' ) becomes the propagator of the original Schrödinger equation, namely we have ⟨ X", t"|X', t' ⟩ = W ( X", it"|X', it' ). The main advantage of this approach is to permit a systematic application to quantum-dynamical problems of the mathematical techniques developed in the theory of classical stochastic processes, even when vector potentials and/or time-dependent potentials are present.
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck-like equation is derived. The latter was examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space description of a mechanical system thus leading to a new treatment of this problem different from the Wigner presentation. The equilibrium probability density obtained in the mixed coordinate-momentum space is a reasonable extension of the Gibbs canonical distribution.
The reader may gather from Chapters 4 to 6 that the sequence in which we developed the classical formalism of diffusion was to first introduce the equation of motion for dynamical variables. This was achieved through Langevin equations for position and momentum. Diffusive effects were incorporated through heat bath-induced thermal noise and systematic damping parameters. This approach follows the Heisenberg picture of quantum mechanics in which the operators evolve in time whereas the wave function stays constant. Contrast this with the Schrödinger picture in which the wave functions are taken to satisfy the time-dependent Schrödinger equation while the operators remain frozen in time.
This chapter begins by exploiting the Einstein–de Broglie relation and the notion of symbol. The following steps are the local and global conservation laws associated with the Schrödinger equation, probabilistic interpretation of the wave function and probability distribution, the spreading of wave packets and transformation properties of wave functions. In the last part, the Heisenberg picture is outlined at an introductory level. From classical to wave mechanics In the previous chapter we have seen how to go from wave equations on space–time to Hamilton equations on phase space by means of an appropriate approximation requirement on wave solutions. In more formal language, we could say we have considered a procedure to associate a Hamiltonian ordinary differential equation on phase space starting with a partial differential equation on configuration space. This association produces a correspondence between differential operators and polynomials on phase space, which relies on the notion of symbol (see below). Now we are aiming to pass from a function on phase space, i.e. the classical Hamiltonian, to an operator which, by analogy, is called the Hamiltonian operator. Such a transition is physically non-trivial because it amounts to building a wave equation from the equation on rays. From the formal point of view it appears to contain some ambiguities. Such a transition is always possible if polynomials in p have constant coefficients.
In the first two chapters we have examined the basic principles – superposition (p. 18), complementarity (p. 19), quantization (p. 44), statistical algorithm (p. 57), and correspondence (p. 72) (see also Subsec. 2.3.4) – and the basic entities, observables and states, of quantum mechanics, as well as the main differences with respect to classical mechanics. While what we have discussed so far is rather a static picture of observables and states, in this chapter we shall deal with quantum dynamics, i.e. with the time evolution of quantum-mechanical systems. Historically, after Bohr had provided a quantized description of the atom (see Subsec. 1.5.4), Einstein showed the quantized nature of photons (see Subsec. 1.2.1), and de Broglie hypothized the wave-like nature of matter (see Subsec. 1.5.5), the first building block of quantum mechanics was provided by the commutation relations, proposed by Heisenberg in 1925, whose consequence is represented by the uncertainty relation (see Subsec. 2.2.7 and Sec. 2.3). This was the subject of the previous chapters. The dynamical part of the theory was proposed by Schrödinger in 1926, and is known as the Schrödinger equation. It is also known as wave mechanics (see Subsec. 1.5.7). In this chapter we shall show that Heisenberg's and Schrödinger's formulations are only two different aspects of the same theory. We shall also come back to this point in Sec. 8.1.1. Here, first we shall derive the fundamental equation which rules quantum dynamics (Sec. 3.1), and, in Sec. 3.2, we shall summarize the main properties of the Schrödinger equation.