Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Look up keyword
Like this
1Activity
0 of .
Results for:
No results containing your search query
P. 1
Talk

Talk

Ratings: (0)|Views: 11 |Likes:
Published by Epic Win

More info:

Published by: Epic Win on Nov 03, 2011
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

11/03/2011

pdf

text

original

 
THE MYSTERY OF STOCHASTIC MECHANICS
Edward NelsonDepartment of MathematicsPrinceton University1
 
Classical Hamilton-Jacobi theory
particles of various masses on a Euclideanspace.Incorporate the masses in the flat Riemannianmetric
m
ij
, the
mass tensor 
. Then if 
v
i
is a veloc-ity,
v
i
=
m
ij
v
j
is a momentum.Kinetic energy:
12
v
i
v
i
.Potential energy:
.Lagrangian:
L
=
12
v
i
v
i
.Position at time
t
of the configuration:
ξ
(
t
).Initial time:
t
.Final time:
t
1
.Hamilton’s principal function:
(
x,t
) =
 
t
1
t
L
ξ
(
s
)
ds.
Substantial derivative (derivative along trajec-tories):
D
=
∂ t
+
v
i
i
.
Then
DS 
=
L.
2
 
Vector field:
v
with
dt
=
v
.Principle of least action in Hamilton-Jacobitheory:
v
is a critical point for
, for unconstrainedvariations.That is, let
v
be another vector field, let
δv
=
v
v
, and denote by a prime quantities with
v
replaced by
v
. Then
D
(
) =
D
DS 
+ (
D
D
)
=
L
L
δv
i
i
=
L
L
δv
i
i
+ o(
δv
)
.
Now
L
L
=
v
i
δv
i
+ o(
δv
)
,
=
 
t
1
t
(
v
i
i
)
δv
i
ds
+ o(
δv
)
.
Since this is true for all variations, we have theHamilton-Jacobi condition:
v
i
=
i
S.
3

You're Reading a Free Preview

Download
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->