This paper explores the implications of modifying the canonical Heisenberg commutation relations over two simple systems, such as the free particle and the tunnel effect generated by a step-like potential. The modified commutation relations include position-dependent and momentum-dependent terms analyzed separately. For the position deformation case, the corresponding free wave functions are sinusoidal functions with a variable wave vector k(x). In the momentum deformation case, the wave function has the usual sinusoidal behavior, but the energy spectrum becomes non-symmetric in terms of momentum. Tunneling probabilities depend on the deformation strength for both cases. Also, surprisingly, the quantum mechanical model generated by these modified commutation relations is related to the Black–Scholes model in finance. In fact, by taking a particular form of a linear position deformation, one can derive a Black–Scholes equation for the wave function when an external electromagnetic potential is acting on the particle. In this way, the Scholes model can be interpreted as a quantum-deformed model. Furthermore, by identifying the position coordinate x in quantum mechanics with the underlying asset S, which in finance satisfies stochastic dynamics, this analogy implies that the Black–Scholes equation becomes a quantum mechanical system defined over a random spatial geometry. If the spatial coordinate oscillates randomly about its mean value, the quantum particle’s mass would correspond to the inverse of the variance of this stochastic coordinate. Further, because this random geometry is nothing more than gravity at the microscopic level, the Black–Scholes equation becomes a possible simple model for understanding quantum gravity.
This paper explores the implications of modifying the canonical Heisenberg commutation relations over two simple systems, such as the free particle and the tunnel effect generated by a step-like potential. The modified commutation relations include position-dependent and momentum-dependent terms analyzed separately. For the position deformation case, the corresponding free wave functions are sinusoidal functions with a variable wave vector k(x). In the momentum deformation case, the wave function has the usual sinusoidal behavior, but the energy spectrum becomes non-symmetric in terms of momentum. Tunneling probabilities depend on the deformation strength for both cases. Also, surprisingly, the quantum mechanical model generated by these modified commutation relations is related to the Black–Scholes model in finance. In fact, by taking a particular form of a linear position deformation, one can derive a Black–Scholes equation for the wave function when an external electromagnetic potential is acting on the particle. In this way, the Scholes model can be interpreted as a quantum-deformed model. Furthermore, by identifying the position coordinate x in quantum mechanics with the underlying asset S, which in finance satisfies stochastic dynamics, this analogy implies that the Black–Scholes equation becomes a quantum mechanical system defined over a random spatial geometry. If the spatial coordinate oscillates randomly about its mean value, the quantum particle’s mass would correspond to the inverse of the variance of this stochastic coordinate. Further, because this random geometry is nothing more than gravity at the microscopic level, the Black–Scholes equation becomes a possible simple model for understanding quantum gravity.
We explore some consequences of modifying the usual Heisenberg commutation relations of two simple systems: first, the one-dimensional quantum system given by the infinite square-well potential, and second, the case of a gas of N non-interacting particles in a box of volume V, which permit obtaining analytical solutions. We analyse two possible cases of modified Heisenberg commutation relations: one with a linear and non-linear dependence on the position and another with a linear and quadratic dependence on the momentum. We determine the eigenfunctions, probability densities, and energy eigenvalues for the one-dimensional square well for both deformation cases. For linear and non-linear x deformation dependence, the wave functions and energy levels change substantially when the weight factor associated with the modification term increases. Here, the energy levels are rescaled homogeneously. Instead, for linear and quadratic momentum p deformation dependence, the changes in the energy spectrum depend on the energy level. However, the probability densities are the same as those without any modification. For the non-interacting gas, the position deformation implies that the ideal gas state equation is modified, acquiring the form of a virial expansion in the volume, whereas the internal energy is unchanged. Instead, the ideal gas state equation remains unchanged at the lowest order in β for the momentum modification case. However, the temperature modifies the internal energy at the lowest order in β. Thus, this study indicates that gravity could generate forces on particles by modifying the Heisenberg commutation relations. Therefore, gravitation could be the cause of the other three forces of nature.
This paper analyzes the modified canonical Heisenberg commutation relations or GUP, from a standard Hamiltonian point of view. For a one-dimensional system, a such modified canonical Heisenberg commutation relation is defined by the commutator between a position x^ and a momentum operator p^ (called the deformed momentum), which becomes a function F of the same operators: x^,p^=F(x^,p^), that is, the Heisenberg algebra closes itself in general in a nonlinear way. The function F also depends on a parameter that controls the deformation of the Heisenberg algebra in such a way that for a null parameter value, one recovers the usual Heisenberg algebra x^,p^0=iℏI. Thus, it naturally raises the following questions: What does a relation of this type mean in Hamiltonian theory from a standard point of view? Is the deformed momentum the canonical variable conjugate to the position in such a relation? Moreover, what are the canonical variables in this model? The answer to these questions comes from the existence of two different phase spaces: The first one, called the non-deformed phase (which is obtained for control parameter value equal to zero), is defined by the Cartesian x^ coordinate and its non-deformed conjugate momentum p^0, which satisfies the standard quantum mechanical Heisenberg commutation relation. The second phase space, the deformed one, is given by the deformed momentum p^ and a new position coordinate y^, which is its canonical conjugate variable, so y^ and p^ also satisfy standard commutation relations. We construct a classical canonical transformation that maps the non-deformed phase space into the deformed one for a specific class of deformation functions F. Additionally, a quantum mechanical operator transformation is found between the two non-commutative phase spaces, which allows the Schrödinger equation to be written in both spaces. Thus, there are two equivalent quantum mechanical descriptions of the same physical process associated with a deformed commutation relation.
In this article we model a financial derivative price as an observable on a market state function, with a view to understanding how some of the non-commutative behaviour of the financial market impacts the dynamics.We integrate the Heisenberg Equation of Motion, by using a Riemannian metric, and illustrate how the non-commutative nature of the model introduces quantum interference effects that can act as either a drag or a boost on the resulting return.The ultimate objective is to investigate the nature of quantum drift in the Accardi-Boukas quantum Black-Scholes framework ([1]) which involves modelling the financial market as a quantum observable, and introduces randomness through the Hudson-Parthasarathy quantum stochastic calculus ([15]).In particular we aim to differentiate between randomness that is introduced through external noise (quantum stochastic calculus) and randomness that is intrinsic to a quantum system (Heisenberg Equation of Motion).
Effective Geometry and Position-Dependent Mass in Dual-q Quantum Mechanics
This work investigates the deformed-derivative formalism introduced by Borges, with emphasis on the relation between the linear operator D(q) and its nonlinear dual counterpart D(q). Directly inserting the dual derivative into the kinetic term leads to a nonlinear Schrödinger equation and obscures the usual interpretation of superposition and probability. We show that this nonlinearity can be removed by a simultaneous transformation of the coordinate and of the wave function. The transformed problem is an ordinary linear Schrödinger equation in a deformed coordinate, and its representation in the physical coordinate is equivalent to a Hermitian position-dependent-mass (PDM) Hamiltonian. In this formulation, the deformation parameter q determines both the effective mass profile and the associated metric. The formalism is applied to the free particle, the infinite square well, the rectangular barrier, and the harmonic oscillator in the weak-deformation regime. Comparison with the nonadditive-translation approach of Costa Filho \emph{et al.} shows that the Borges dual-q framework provides an alternative route to the same effective geometric structure. For q<1, the effective confinement length is reduced, which raises the bound-state spectrum and enhances tunneling; for q>1, the effective length is increased, which lowers the spectrum and suppresses tunneling relative to the undeformed limit q=1.
In this article we model a financial derivative price as an observable on the market state function. We apply geometric techniques to integrating the Heisenberg Equation of Motion. We illustrate how the non-commutative nature of the model introduces quantum interference effects that can act as either a drag or a boost on the resulting return. The ultimate objective is to investigate the nature of quantum drift in the Accardi-Boukas quantum Black-Scholes framework which involves modelling the financial market as a quantum observable, and introduces randomness through the Hudson-Parthasarathy quantum stochastic calculus. In particular we aim to differentiate randomness that is introduced through external noise (quantum stochastic calculus) and randomness that is fundamental to a quantum system (Heisenberg Equation of Motion).
An algebraic approach is used to obtain the canonical form of the position-dependent mass Schrödinger equation from where a couple of canonical quantum variables, the q-deformed operators for the position xq, and the hermitian linear momentum operator pq are derived. In this q-deformed coordinate space, the commutator remains invariant namely [xq, pq] = iħ. By taking advantage of these q-deformed variables, one gets to a q-deformed exponential function expq(x) as well as its corresponding q-deformed logarithm function lnq(x). From these q-deformed mathematical relations and from the fact that thermodynamic properties such as the internal energy U, entropy S, free energy F, heat capacity C, and others are related to the partition function Z and ln(Z), it is proposed their generalizations in terms of the q-deformed exponential and q-deformed logarithmic functions. As a result, the structure of Legendre transformations between these statistical properties remains invariant. The usefulness of the proposal is exemplified by considering two specific position-dependent mass distributions. In the same way, other possibilities could be used to generalize the statistical properties straightforwardly.