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You are on page 1of 18

Edward Nelson

Department of Mathematics

Princeton University

1

Classical Hamilton-Jacobi theory

N particles of various masses on a Euclidean

space.

Incorporate the masses in the at Riemannian

metric m

ij

, the mass tensor. Then if v

i

is a veloc-

ity, v

i

= m

ij

v

j

is a momentum.

Kinetic energy:

1

2

v

i

v

i

.

Potential energy: V .

Lagrangian: L =

1

2

v

i

v

i

V .

Position at time t of the conguration: (t).

Initial time: t.

Final time: t

1

.

Hamiltons principal function:

S(x, t) =

_

t

1

t

L

_

(s)

_

ds.

Substantial derivative (derivative along trajec-

tories):

D =

t

+v

i

i

.

Then DS = L.

2

Vector eld: v with

d

dt

= v.

Principle of least action in Hamilton-Jacobi

theory: v is a critical point for S, for unconstrained

variations.

That is, let v

v = v

v replaced by v

. Then

D(S

S) = D

DS + (D D

)S

= L

L v

i

i

S

= L

L v

i

i

S + o(v).

Now

L

L = v

i

v

i

+ o(v),

S

S =

_

t

1

t

(v

i

i

S)v

i

ds + o(v).

Since this is true for all variations, we have the

Hamilton-Jacobi condition:

v

i

=

i

S.

3

Together with DS = L; i.e.,

s

t

+v

i

i

S =

1

2

v

i

v

i

V,

this gives the Hamilton-Jacobi equation

S

t

+

1

2

i

S +V = 0.

If we take the gradient we obtain Newtons

equation F = ma.

4

Stochastic Hamilton-Jacobi theory

Following Guerra and Morato, construct a

conservative Markovian dynamics for a Markov

process .

Wiener process (Brownian motion) w with

Edw

i

(t)dw

i

(t) = hdt.

Kinematics:

d(t) = b

_

(t), t

_

dt +dw(t).

Dynamics: E

_

Ldt = 0 (heuristically).

The trajectories are non-dierentiable, so what

is the meaning of

1

2

d

i

dt

d

i

dt

in the Lagrangian L?

5

Let dt > 0 and d(t) = (t + dt) (t), so

d

dt

is a quotient, not a derivative.

Compute E

1

2

d

i

dt

d

i

dt

up to o(1).

d

i

=

_

t+dt

t

b

i

_

(r), r

_

dr +dw

i

.

Note: dw is of order dt

1/2

.

d

i

=

_

t+dt

t

b

i

_

(t) +

_

r

t

b

_

(s), s)ds +w(r) w(t), r

_

dr

+dw

i

= b

i

dt +

k

b

i

W

k

+dw

i

+ O(dt

2

)

where

W

k

=

_

t+dt

t

[w

k

(r) w

k

(t)] dr.

Therefore

6

1

2

d

i

d

i

=

1

2

b

i

b

i

dt +b

i

dw

i

dt +

k

b

i

W

k

dw

i

+

1

2

dw

i

dw

i

+ o(dt

2

).

Now

EW

k

dw

i

= h

k

i

_

t+dt

t

(r t)dt =

h

2

k

i

,

so

k

b

i

W

k

=

h

2

i

b

i

.

The term b

i

dw

i

dt is singular, of order dt

3/2

,

but its expectation is 0.

Finally, Edw

i

dw

i

=

h

2

ndt. Hence we have the

sought-for result:

E

1

2

d

i

dt

d

i

dt

=

1

2

b

i

b

i

+

h

2

i

b

i

+

h

2

n

dt

+ o(1).

7

The singular term

h

2

n

dt

is a constant, not de-

pending on the trajectory, and it drops out of the

variation.

Let

L

+

=

1

2

b

i

b

i

+

h

2

i

b

i

V

and

I = E

_

t

1

t

L

+

_

(s)

_

ds.

Let b be a vector eld, b

= b + b, and as

before denote by primes quantities with b replaced

by b

. Let

satisfy

d

(t) = b

(t), t

_

dt +dw(t)

with

Denition: is critical for L in case

I

I = o(b).

8

Stochastic Hamiltons principal function:

S(x, t) = E

x,t

_

t

1

t

L

+

_

(s), s

_

ds.

Then

DS = L

+

where now D is the mean forward derivative:

Df = lim

dt0+

E

t

_

df(t)

dt

_

.

As before,

D(S

S) = D

DS + (D D

)S

= L

+

L

+

b

i

i

S

= L

+

L

+

b

i

i

S + o(b).

Now

L

+

L

+

= b

i

b

i

+

h

2

i

b

i

+ o(b)

and

()

I

I = E

_

t

1

t

_

b

i

i

S +

h

2

i

_

b

i

ds + o(b).

9

Digression on Markovian kinematics:

Markov process: given the present, past and

future are independent.

The two directions of time are on an equal

footing.

In addition to the forward drift b there is the

backward drift b

.

v =

b +b

2

current velocity,

u =

b b

2

osmotic velocity.

Let be the probability density of . Then

v

t

= (v) current equation,

u

t

=

h

2

osmotic equation.

End of digression.

10

The equation (*), namely

I

I = E

_

t

1

t

_

b

i

i

S +

h

2

i

_

b

i

ds + o(b),

is awkward because it involves

i

b

i

. Integrate by

parts:

E

h

2

i

b

i

_

(s), s

_

=

_

R

n

h

2

_

i

b

i

_

dx

=

_

R

n

b

i

u

i

dx.

Since b u = v,

I

I = E

_

t

1

t

(v

i

i

S)b

i

ds + o(b).

This is true for all variations, so is critical

for L if and only if the stochastic Hamilton-Jacobi

condition holds:

v

i

=

i

S.

11

Let

R =

h

2

log ,

so

i

R = u

i

.

If we write out DS = L

+

and express every-

thing in terms of R and S, we obtain the stochastic

Hamilton-Jacobi equation:

(1)

S

t

+

1

2

i

S

i

S +V

1

2

i

R

i

R

h

2

R = 0.

Expressing the current equation

v

t

= (v)

in terms of R and S we obtain:

(2)

R

t

+

i

R

i

S +

h

2

S = 0.

These two equations are a system of coupled

nonlinear partial dierential equations expressing

necessary and sucient conditions for a Markov

process to be critical.

How can we solve them?

12

Let

= e

1

h

(R+iS)

.

Then the system is equivalent to the Schrodinger

equation

t

=

i

h

_

h

2

+V

_

.

13

magnetic elds

Riemannian manifolds

spin

Bose-Einstein and Fermi-Dirac statistics

existence of nite-energy Markov processes

momentum

interference

14

Non-locality

Consider two particles on R

1

with initial wave

function

(0) =

1

2

e

1

4

1

(0)xx

where

1

(0) =

_

1 1

1 2

_

and

x =

_

x

1

x

2

_

.

The x

1

and x

2

axes are unrelated; the par-

ticles may be separated by an arbitrarily large

amount a.

At time 0, turn on a linear restoring force

(harmonic oscillator with circular frequency ) for

the second particle. Then the particles are dynami-

cally uncoupled.

15

Since the particles are very widely separated

and dynamically uncoupled, we should expect that

E

1

(t)

1

(0)

does not depend on .

In fact it does not to fourth order in t, but

nevertheless the trajectory of the rst particle is

immediately aected by the choice of in a far

distant place.

For me this is unphysical, especially since the

eect does not depend on the separation a.

16

A wrong prediction

Consider two harmonic oscillators, about two

widely separated points a

1

and a

2

, with circular

frequency 1, and let X

i

be the Heisenberg position

operator, in units of distance from a

i

, with Heisen-

berg momentum operator P

i

.

Then

X

i

(t) = cos t X

i

(0) + sin t P

i

(0)

P

i

(t) = sin t X

i

(0) + cos t P

i

(0)

for i = 1, 2.

Let the Heisenberg state vector

0

be a real

Gaussian centered at (0, 0), and write A = (

0

, A

0

).

Then X

i

(t) = P

i

(t) = 0 since this is true for

t = 0. The operators X

1

(t) and X

2

(s) commute.

Choose

0

so that the correlation X

1

(0)X

2

(0)

is 90%. Thus the oscillators are entangled but dy-

namically uncoupled. The quantum mechanical

correlation function X

1

(t)X

2

(0) is periodic of pe-

riod 2 since X

1

(t) is.

Hence X

1

(t)X

2

(0) = .9 whenever t is a mul-

tiple of 2.

17

But let (

1

,

2

) be the corresponding Markov

process of stochastic mechanics.

This is a diusion process and it eventually

loses all memory of where it started.

Thus

lim

n

E

_

1

(2n)

2

(0)

_

= 0

whereas

X

1

(2n)X

2

(0) = .9.

Here we have an empirical dierence between

the predictions of quantum mechanics and sto-

chastic mechanics. Measurements of the position

of the rst particle at time t and of the second par-

ticle at time 0 do not interfere with each other, and

the two theories predict totally dierent statistics.

Does anyone doubt that quantum mechanics is

right and stochastic mechanics is wrong?

18

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