PHYSICAL REVIEW VOLUME 150, Derivation of the Schrédinger Equation from Newtonian Mechanics* ‘Bowano Netsow Department of Mathomates, Princeton University, Princeton, New Jersey (Received 21 April 1966; revised manuscript received 21 June 1966) We examine the hypothesis that every patile of mass m i subject toa Brownian motion with diffusion cocicient 2m and no frietion, The influence of an external Geld Is expres by means of Newton’ lw Fema as the Ornstein Ublenbeck theory of macroscopic Brownian motion with fiction, The hypotheds lends in a natural way to the Schrodinger equation, but the physical interpretation is entirely clasisl, Particles have continious trajectories and the wave function is not a complete description ofthe stat, Despite ‘opposition to quantim mechanic, an examination of the measurement process suggests that, ‘within a imited framework, the two theories are equivalent. 1 INTRODUCTION E shall attempt to show in this paper that the radical departure from classical physies produced by the introduction of quantum mechanics forty years ‘ago was unnecessary. An entirely classical derivation and interpretation of the Schrédinger equation will be given, following a line of thought which is a natural development of reasoning used in statistical mechanics and in the theory of Brownian motion. Consider an electron in an external field. The electron is regarded as a point particle of mass m in the sense of Newtonian mechanics. Our basic assumption is that any particle of mass m constantly undergoes a Brownian ‘motion with difusion coefficient inversely proportional ‘tom. We write the diffusion coefficient as #/2m and later identify # with Planck’s constant divided by 2 AAs in the theory of macroscopic Brownian motion, the influence of the external force is expressed by means of Newrton’s law F=ma, where a is the mean acceleration of the particle, The chief difference is that in the study of macroscopic Brownian motion in a fluid, friction plays an important role, For the electron we must as- sume that there is no friction in order to. preserve Galilean covariance. The kinematical description of Brownian motion with zero fr the same as the description used in the Einstein-Smoluchowski theory! (the approximate theory of macroscopic Brownian, ‘motion in the limiting case of infinite friction). The picture which emerges is the following. If we have, for example, a hydrogen atom in the ground state, the electron is in dynamical equilibrium between the random force causing the Brownian motion and the attractive Coulomb force of the nucleus. Its trajectory is very irregular. Most of the time the electron is near the nucleus, sometimes it goes farther away, but it always shows a general tendency to move toward the rmucleus, and this is true no matter which direction we take for time. This behavior is quite analogous to that, ‘This work was supported in part by the National Science Foundation. TWA Einsein, Dmeenigtions on the Theory of the Brownian Mogens rated by'AD, Cowper Math and Company, {Leds Condon, 1926); Mv, Smeluchowski, Abiandlangen Wer tie hivensche Beetorg nd erondieErschenungen (Bkae- ‘mlache Veragngeslischal, Leip 1929) 150 of a particle in a colloidal suspension, in dynamical ‘equilibrium between osmotic forces and gravity. How- ever, the electron in the hydrogen atom has other states ‘of dynamical equilibrium, at the usual discrete energy levels of the atom. ‘The equations of motion which we derive are non- linear, but if the wave function y is introduced, in a way simply related to the kinematical description of the motion, we find that y satisfies the Schridinger equa- tion. Every solution of the Schrédinger equation arises in this way. Our theory is by no means a causal theory, but proba- bilistic concepts enter in a classical way. The descr tion of atomic processes is by means of classical ideas of motion in space-time, and so is contrary to quantum mechanics. However, we show that for observations which may be reduced to position measurements, the ‘two theories give the same predictions. This, and a dis- cussion of von Neumann’ theorem on the impossibility of hidden variables, is contained in Sec. IV. The same argument shows that some features of our description are incapable of observation. It is well known? that ‘macroscopic Brownian motion imposes limits on the precision of measurements if the measuring instruments are subject to it. If, as we are assuming, every system is subject toa Brownian motion, this implies an absolute limit restricting some measurements, ‘The discussion in this paper is restricted to the non- relativistic mechanics of particles without spin, in the presence of external fields. ‘Our work has close connections with some previous work on classical interpretations of the Schrédinger equation, A comparison with other hidden-variable ‘theories is contained in Sec. V. II, STOCHASTIC MECHANICS Stochastic processes occur in a number of classical physical theories. Statistical mechanics is based on a J. von Newans, Mottenatis! Foundations of Quatum archon saad by He Beyer (ncion Unive Py Aa TY ISS aa, Rey Mod Pye 616 (190 ci barnes Sod Siverna, Rev, ‘Amore dtd scnan oft suboe scontied i ete {Beacon "iment Bin ‘Pinccton, Sen fomay, ts he Cine Uaveraly tos Newey, toe abled. 10791080 EDWARD stationary stochate procs, the measire pres flowin, phise space. The’ Einsteln-Smoticiowski theory of Brownian motion involves a Markl procs in coordinate space, and the more refined. Omsel Unlenbedtt theory of Brownian motion is expressed fn terms of a Markoff process in phase space. Tet 2() bea static proces Gor ample, the & coordinate of a particle at time /). It is well known. that for many important proceses (0) @ not Ge ferentiable. This is the case for the Wiener process, teh isthe proces occuring in Biaste's theory af Brownian motion. The same difclty our withthe elocity inthe Ornstein Unlenbeck theory. To discus the Kibematics of stochastic processes, theeor, we need a aubaitate forthe derivative. ‘We define the mean forward derivative Dz() by ete a= Da(= jim, BTA HO pore w where E; denotes the conditional expectation (average) given the state of the system at time J. Thus Dz() is again a stochastic process. The symbol 0-+ means that Ai tends to 0 through positive values. Similarity, we define the mean backward derivative Dax() by zea) O= Jim, Z-————. 2) Dax(t) ial @® If 2() is differentiable, then of course Da(i)=Dex(() = dx/at, but in general Dux) isnot the same as De(). ‘The Ornstein-Unlenbeck Theory ‘As an example, consider the Ornstein-Uhlenbeck theory of Brownian motion with friction in the presence of a potential V. We denote by x(#) the position of the Brownian particle at time f, by v(i) its velocity, by m its mass, and by —(/m) grad, @) the acceleration of the particle produced by V. We assume that the system is in equilibrium, having the ‘Marwell-Boltzmann distribution. We let’ mp be the friction coeficient. Then the Langevin equations are dx()=v(tdt, (4a) av(=—Bv()dl+KE\ai+ dBW). (4b) Here B is a Wiener process representing the residual random impacts. The dB(®) are Gaussian with mean 0, mutually independent, and EaB()#=6(68T/m)at, ® ‘See S. Chandrasekhar, G, Ey Ulenbeck, and L, 8. Omstein, ‘Ming Chen Wang and G. E. Uhlenbeck, and J. L,’Doob, in Sided Papers on Notse nd Stchasie Prosi, dived by N. War (Dover Publications, Tae, New York, 103). he Wiener process ig dscaseed under the name “Brownian J. L- Doo, Slocasie Processes Goin Wiley & Sons, ork, 1958). ney New NELSON 150 where E denotes expectation (average), bis Boltz- mann’s constant, and Tis the absolute temperature. ‘The dB) are independent of all of the x(s), v(s) with Si (see Doob's discussion), There is clearly an as retry in time here: we may also write the Langevin ‘equations with (4b) replaced by v= Bv(Dd+ROWe+aBo(), (6) where the dBs(0) are independent of all of the x(s), ¥(6) with st If we apply our definitions (1) and (2), we find Dx())=Dex()=V(0), since x(() is differentiable with dx/d!= v(). By (5), dB() is of the order di, so that B(), and consequently v(0), is not. differentiable, However, DB(!)=0, since B(!-+-41)—B(#) for At>0, isindependent ofthe paie x(),v() (the state of the system at time ), and has expectation 0. Since D is a linear operation, (4b) implies that a Dv()=—Bv()+ KG). @) Similasy, we find from (6) that Dev(t)= BvO+ RG). o In the case of a free particle (K=0), we see that Dv(i)=—Dav()=—8v(0). Because of ‘the damping clfect of friction, the velocity has a general trend toward 0, no matter which direction of time we take. It follows from (8) and (9) that PD-x()4D-Dx()= K(x). (10) We define the mean second derivative of a stochastic process to be a()=4DDex()+H4D-Dx). an) If x() isa position vector, we call Dx() the mean for- ward velocity, Dex(t) the mean backward velocity, and (i) the mean acceleration. ‘Thus we see that in the Ornstein-Uhlenbeck theory, ‘Newton's law F=ma holds if F is the external force and ais the mean acceleration. Kinematics of Markoff Processes For a time scale large compared to the relaxation time 6+, the macroscopic Brownian motion of a free particle in a fluid is adequately described by the Wiener process w(). The dw(#) are Gaussian with mean 0, ‘mutually independent, and Eadw.(i)dw5(0)= 2vbyit, (12) where » is the diffusion coefficient #7/m8. (We write » instead of D to avoid confusion, with mean forward derivatives.) In general, if there are external forces or currents in the containing fluid, the position x(¢) of the150 Brownian particle satisfies x)= b(a(,Dartaw(), (13) where w is as before and b is a vector-valued function ‘on space-time. This is the description used in the ap- proximate theory of Brownian and Smoluchowski, and is the li stein-Uhlenbeck theory for large g. The dw(i) are independent of the x(s) with s<, so by (1) bis themean forward veloc © Dx(=be,). a4) ‘This description is asymmetrical in time, We may also write dx()=bo(x() a+ ame(i), (as) here we has the same properties as w except that the dvwo() are independent of the x(s) with si, Thus Dex(t)=be(x(0,)) is the mean backward velocity. We wish to study this type of process in some detail, ‘swe shall use this kinematical description for the mor tion of an electron, Let a(x) be the probability density of x(). Then p satisies the forward Fokker-Planck equation ap/at= —div(bp)-+ 9p, a) where A=V, and the backward Fokker-Planck equation 8p/dt= —div(bep)— vp. (1s) ‘The average of (17) and (18) yields the equation of continuity (19) (16) dp/dt=—div(ve), where we define v by (20) Let f be a function of x and f. To compute D/(x(0)), expand f in a Taylor series up to terms of order tivo in ax(: afa),D= : (x), aa HE eeuninsoe S604 ), (21) plus terms of higher order. By (13), we may replace the dzs() by dio) in the last term. When we take the average [piven x()], we may replace dx(0)-¥/(x(0),) by b(x(H),)- ¥/(x(H),), since dw(}) is independent of (0) and has mean 0. Using (12), we obtain Dj(a(),D= @/a-eb-+sA)fX(D,0. (22) In the same way we obtain Def(x d= (8/dt--be ¥— vA) (RU. (23) DERIVATION OF SCHRODINGER EQUATION 1081 ‘Thedistribution pi dtisinvariant on space-time. For this reason,’ (9/a1-+b- V+ A) and (—3/2/—be-V-+»A) are adjoints ofeach other with respect to pte at. That P°G/O+b V+ s)tp=—a/aI—b VHA, (24) here the superscript + denotes the Lagrange adjoint (with respect to dz di). If we compute the left-hand le of (24) and use the forward Fokker-Planck equa- mn (17), we find b.=b—2e(srado/) 25) us »(gradp/o), (26) where we define 4b-b). @ According to Einstein's theory! of Brownian motion, (26) is the velocity acquired by a Brownian particle, in equilibrium with respect to an external force, t0 balance the osmotic force. For this reason, we call w the osmotic velocity. Notice that by subtracting (17) from (18) we obtain 0=—t, Under time inversion, y——v and H—>—H, so that this is the case. Note that u—+u under time inversion.) To solve (34) with this force, we proceed as before except that instead of assuming themiomentum mv to bea gradient, we assume the generalized momentum my-+eA/c to be a gradient. ‘This assumption is gauge-independent. We set ‘sradS= (m/)Lv++(e/me) A], (52) and define p= exp(R++iS) as before, where R is given by o), ‘We claim that y satisfies the Schrodinger equation be a Onl [As before, a(/) must be real, and we can choose S so that a(!)=0.] That is, we claim that mite “A yor tia (8) aR 9S) (Fey ers ias+cenacesisipy aa om e le Fed Rist — divay WS ortiatoy. (5 Divide (54) by and take gradients, The real part then yields (34a), a5 the two terms involving grad divA cancel and the two terms involving grad(A-u) cancel If we use (50), the imaginary part yields, after simpliication, aoe & E+ — auth grad(u!)—J grad(v?). (55) atm 2m By the vector identity 4 grad(v)= vx (curl )+(-¥)v, and the fact that w isa gradient, this becomes awe a Brg b YX (early) a-v)a= (ww r+ An. (7) Now eurl(v-+eA/me)=0, so that (56) vx (curl v)=—L9x (curt A) == “vxtt) (8) ne me ‘Therefore (57) is (34b) with the force (S1). As before, every solution of (58) arises in this way. IV. COMPARISON WITH QUANTUM ‘MECHANICS ‘The theory we are proposing is so radically different from quantum mechanics, and the latter is so well1084 EDWARD verified, that it should be a simple matter to show that it is wrong. Consider, however, an experiment which right distinguish between the two theories, It can be maintained that all measurements are reducible to position measurements (pointer readings). We consider an experiment which can be described within the frame- work of the nonrelativistic mechanics of systems of finitely many degrees of freedom. ‘At time fy we have 1 particles with wave function ¥. We assume that they interact through given two-body ‘and n-body potentials. We apply an external field and at a later time fs we measure the positions of the JV particles (pointer readings, which may include a reeord of readings made at previous times). We call U the unitary operator (depending on the external field chosen) which takes ¥ into ¥(j), and if xis any coordi- nate of one of the particles we call the value of x at time 4, which we denote by & a primary observable, If it is true that alll measurements can be reduced to position measurements, then only primary observables have an operational meaning as observables. In quantum ‘mechanics is represented by the self-adjoint operator U-AeU.In stochastic mechanics it is represented by the random variable x(t). If fis a bounded real function, ‘we can make the measurement and then compute f(@). Quantum mechanics represents /(@) by the self-adjoint operator f(U-'xU)=U-4/(2)U, so that the expected yalucol 0) is AUVCS)ODI=[¥ (0, fC], which is equal to frermesinicas, ” wheres represents the remaining coordinates. Stochastic mechanics represents. j(@) by the random variable x(t), $0 that the expected value of f(@) is again (59). So far, therefore, the statistical interpretations of the two theories agree. If one accepts the view that all ‘measurements are reducible to position measurements, this means that the two theories give the same predictions ‘Suppose now that we had performed @ different experiment, applying a different external field giving the unitary operator V, and observing a possibly dif- ferent coordinate y at time f. Call this observation ‘Quantum mechanics represents this observable by the seléadjoint operator V~'yV, stochastic mechanics by a random variable y(t), and again the statistical in- texpretations agre. Now consider +1. This has no clear operational ‘meaning, If we perform an experiment to measure & it {snot clear that the question of what would have hap- ppened had we performed a different experiment to measure 7 has meaning. However, in quantum me- chanics it is customary to consider the operator UA2V+VyV as corresponding to the “observable” ttn. (Considerations of domains of operators are irrelevant here. We may replace 2 and y by bounded NELSON 150 functions of x and y,) The statistical interpretation is the same as for primary observables: If is a bounded real function, the expected value of f(G+a) is [y, (U-2U-+4V-y)]. No. operational meaning is assigned to this definition of fn. It is the natural definition in the framework of operators on Hilbert space. Stochastic mechanics also leads to natural interpre- tation of £41. The observable £ is represented by the random variable(t) and misrepresented by the random variable y(:), so we may represent é+y by the random variable 2(l)-+y(h). The random variables 2(h), 9(h) depend on the diferent external fields, but they are defined on the same probability space, that of the Weiner processes for the N’ particles, so that it is ‘meaningful to add them. If fs a bounded real function, the expectation of x(h)-+y(4)] is well-defined. No operational meaning is assigned to this definition of Ef9. It is the natural definition in the framework of stochastic processes. However, the statistical interpretations of the two definitions of ¢-+n do not agree. In fact, we may easily find U and ¥ (unitary operators, arising from external fields, which connect the wave functions at time fe and 44) such that U's and VyV do not commute. This ‘means (and this is the content of von Neuman’s proof? of the impossibility of hidden variables) that for a ble y there is no pair of random variables x(l), y(t) such that aU“'zU+aV-yV in the state with wave function y has the same probability distribution 5 c(t) +8y(), for all real « and ‘The situation is clarified by considering the motion ofa free particle. Let £() be the position of the particle at time /, In the quantum-mechanical description, let X(@) be the position operator at time ¢ and in’ the stochastic description, let x() be the random variable giving the position at time /, The x(0) are the random variables of a Markoff process, the precise form of which depends on the wave function y at a given time, ‘Now consider two diferent times fy and fy. We know, by von Neumann's theorem, that aX(4)-+(1—a)X(l) cannot give the same statistics as ax(ti)+ (1—a)x(t) for all e, On the other hand, since the particle is free, 0X (14) +(1—a)x(ts) =X), where f4=alr+(1~a)fa, and we have seen that X(l) gives the same statistics as x(,), There is no contradic- tion because axt()+(1—a)x() and x() are diferent random variables, although their expectations are the same, for any ¥. ‘The quantum and stochastic descriptions give dif- ferent statistics for the triple £(h), E(t), £(la) but the question as to which description is correct is moot unless fn operational meaning can be given to af{)+ (1—a) X(t). Von Neumann, in his proof ofthe impossibility of hidden variables, explicitly assumes that there is a ‘one-to-one correspondence between observables and seli- )150 adjoint operators, but this is not a necessary require- ment for a physical theory. It should be remarked, however, that the class of Hamiltonians that we have been able to treat by the stochastic method is quite limited, all of them being of second order in the ‘momentum. One conclusion which may be drawn from this is that the additional information which stochastic ‘mechanics seems to provide, such as continuous tra- jectories, is useless, because itis not accessible to experi- ‘mental vatification, ‘Another conclusion which this analysis suggests is that the practice of regarding the sum of two non- ‘commuting operators corresponding to two observables as being the operator corresponding to the sum of the ‘observables is a matter of convention which is not ac- cessible to experimental verification. If one wishes, for convenience, to add observables, stochastic mechanics provides a simpler (although by now less familiar) framework than does Hilbert space, a framework in which observables are represented by random variables which may be freely added and multiplied together, and which all have joint probability distributions. V. DISCUSSION Jn this paper we have made no attempt at mathe- matical rigor. In deriving the Schréidinger equation we assumed u, ¥, and g to be smooth functions. This s the case if and only if yi smooth and p=|y|* does not vanish [see Eq. (40)]. For real solutions of the time- independent Schrddinger equation, other than the ground-state solution, p has nodal surfaces on which Becomes infinite. The definition (41) produces an equiva Jence between Eqs. (37) and (42) only within a region hounded by nodal surfaces. However, it can be shown that the associated Marko process is well defined in each such region, and that a particle performing the Markoff process ‘never reaches a nodal surface. The question remains as_to the proper definition ‘of throughout space, which is essential for the identiica- tion of the constant as the mean energy. Let us take the smooth solution of the Schrédinger equation (42), let Yo be the ground state solution, and let Y= Ytigd/(L+e)*. (1) ‘The solution of the time-dependent Schrodinger equa- tion with Ye as initial value corresponds to a Markoft process in which u becomes infinite on a surface only at isolated times, and there is no problem with unique- ness. The probability density is p.= |pe|* As etends to O, this Markoff process becomes approximately station- ary, and has as limit the Markoff process associated with, ¥ and probability density = ||. We could also think of taking a different wave function Ys which in each region bounded by nodal surfaces is a constant multiple DERIVATION OF SCHRODINGER EQUATION 1085 of expR, but then if we approximate ys by a smooth Pe with nonvanishing |Yiel?, the corresponding Markoft process will no lmger be approximately stationary. For this reason we take the usual probability density p= |¥[?, and so have the usual energy levels. ‘An interpretation of the Schrédinger equation in terms of particle trajectories was first proposed by de Broglie and later developed by Bohm? In this work the particle velocity was identified with what we call the current velocity ¥, and Bohm interpreted the deviation from the Newtonian equations of motion as being due to 1 quantum-mechanical potential associated with the ‘wave function, Bohm and Vigier* introduced the notion of random fluctuations arising from interaction with a subquantum medium. Since completing this work, the author became aware of the work of Fényes, Weize, and Kershaw. Fényes showed that instead of assuming quantum-mechanical potential the motion could be understood in terms of a Markoft process. This work was developed by Weizel, who also proposed 1 model for the random aspects of the motion in terms of interaction with hypothetical particles, which he calls zerons. The case ¥=0 was also discussed by Kershaw. The theory which we have developed is just the Fényes-Weizel ‘theory from a different point of view. Our aim has been to show how close it is to classical theories of Brownian motion and Newtonian mechanics, and how the Schridinger equation might have been discovered from this point of view. ‘A formal analogy between Brownian motion and the Schrédinger equation was noticed by Furth" and de- veloped recently by Comisar* In this work the diffusion coeficient is imaginary. A parallelism between quantum ‘mechanics and stochastie processes has been noticed in a number of recent papers! Only a-very small part of the subject matter of quan- tum mechanics has been discussed here. Relativity, spin, statistics of identical particles, and systems of infinitely many degrees of freedom have all been ignored. Consequently, no firm conclusions can be drawn. However, it appears that the phenomena which first led to the abandonment of classical physics admit simple classical interpretation which is only in a limited sense equivalent to quantum mechanics, 1H rae, Compt, Rend 18 4A 02); 14, a3 a 195,360 (0h) Bind osc ds Po oan Secs te mses dete Cae il Ey 190) DER pean ea ay, SL Feayen Payee 81 (952). CHAR ZBL, sn oa, 2 LP ay, Bom Re 86 BS ™“R. Forth, Z. Physik 81, iy ees EB Sri ag Chae Cot eal 29) ans Brafort Me Surdn, and Ago Tar “ho nds, ei Sen Ae re 28h 9 Heaters