The classical field limit of scattering theory for non-relativistic many-boson systems. II

We study the classical field limit of non relativistic many-boson theories in space dimensionn3, extending the results of a previous paper to more singular interactions. We prove the expected results: when tends to zero, the quantum theory tends in a suitable sense to the corresponding classical field theory, and the quantum fluctuations are governed by the equation obtained by linearizing the quantum evolution equation around the classical solution. These results hold uniformly in time and therefore apply to scattering theory. The interactions considered here are so singular as to require a change of domain in order to define the generator of the evolution of the fluctuations, but sufficiently regular so that no energy renormalization is needed.     

A Boltzmann equation approach to transport in finite modular quantum systems

We investigate the transport behavior of finite modular quantum systems. Such systems have recently been analyzed by different methods. These approaches indicate diffusive behavior even and especially for finite systems. Inspired by these results we analyze analytically and numerically if and in which sense the dynamics of those systems are in agreement with an appropriate Boltzmann equation. We find that the transport behavior of a certain type of finite modular quantum systems may indeed be described in terms of a Boltzmann equation. However, the applicability of the Boltzmann equation appears to be rather limited to a very specific type of model.     

Laser cooling of trapped particles III: The Lamb-Dicke limit

In this paper we consider the laser cooling of a trapped particle when the discrete nature of the quantum levels must be taken into account. We particularize the equations to the Lamb-Dicke limit when the oscillational, amplitude is much less than the optical wavelength. Then the quantum levels are coupled only to the neighbouring ones, and we can also find a small parameter to use for adiabatic elimination of rapidly varying terms. There emerges one rate equation for the probability distribution over the quantum states. The ultimate distribution is found to be of the Planckian type independently of the initial one. We solve the equation, generally and obtain the time evolution for an arbitrary initial distribution. In particular we look at an initially thermal, Poisson, or pure state distribution. For the thermal one we find that its shape is preserved during the cooling. The results are discussed.     

Quantum speed limit for qubit systems: Exact results

Given an initial state, a target state, and a driving Hamiltonian, how fast can the initial state evolve into the target state according to the Schröchinger dynamics? This problem arises in a variety of contexts such as quantum computation, quantum control, and in particular, the problem of maximum information processing rate of quantum systems, and has been studied extensively due to its fundamental importance. In this paper, we purse further the study in the qubit case in which the particular structure admits stronger results. We use the quantum fidelity as well as relative entropy as a figure of merit to characterize the closeness between a fixed initial qubit state and another one undergoing unitary evolution. We work out explicitly maximal and minimal fidelity and relative entropy by determining the closest and the farthest states to the target state and show that these results are unique for qubit systems. We also determine the minimal time for a state to evolve to the extremal states (that is, the farthest one evolved from the initial state in the sense of minimal fidelity or maximal relative entropy), which generalizes the celebrated Mandelstam–Tamm bound and the Margolus–Levitin bound for qubit systems. We further reveal an interesting fact that this minimal time is independent of the initial states.     

A quantum model of option pricing: When Black-Scholes meets Schrödinger and its semi-classical limit

The Black-Scholes equation can be interpreted from the point of view of quantum mechanics, as the imaginary time Schrödinger equation of a free particle. When deviations of this state of equilibrium are considered, as a product of some market imperfection, such as: Transaction cost, asymmetric information issues, short-term volatility, extreme discontinuities, or serial correlations; the classical non-arbitrage assumption of the Black-Scholes model is violated, implying a non-risk-free portfolio. From Haven (2002) [1] we know that an arbitrage environment is a necessary condition to embedding the Black-Scholes option pricing model in a more general quantum physics setting. The aim of this paper is to propose a new Black-Scholes-Schrödinger model based on the endogenous arbitrage option pricing formulation introduced by Contreras et al. (2010) [2]. Hence, we derive a more general quantum model of option pricing, that incorporates arbitrage as an external time dependent force, which has an associated potential related to the random dynamic of the underlying asset price. This new resultant model can be interpreted as a Schrödinger equation in imaginary time for a particle of mass 1/σ² with a wave function in an external field force generated by the arbitrage potential. As pointed out above, this new model can be seen as a more general formulation, where the perfect market equilibrium state postulated by the Black-Scholes model represent a particular case. Finally, since the Schrödinger equation is in place, we can apply semiclassical methods, of common use in theoretical physics, to find an approximate analytical solution of the Black-Scholes equation in the presence of market imperfections, as it is the case of an arbitrage bubble. Here, as a numerical illustration of the potential of this Schrödinger equation analogy, the semiclassical approximation is performed for different arbitrage bubble forms (step, linear and parabolic) and compare with the exact solution of our general quantum model of option pricing.     

Non-Markovian weak coupling limit of quantum Brownian motion

We derive and solve analytically the non-Markovian master equation for harmonic quantum Brownian motion proving that, for weak system-reservoir couplings and high temperatures, it can be recast in the form of the master equation for a harmonic oscillator interacting with a squeezed thermal bath. This equivalence guarantees preservation of positivity of the density operator during the time evolution and allows one to establish a connection between the dynamics of Schrödinger cat states in squeezed environments and environment-induced decoherence in quantum Brownian motion.

     

Non-Markovian relaxation of a three-level system: quantum trajectory approach

The non-Markovian dynamics of a three-level quantum system coupled to a bosonic environment is a difficult problem due to the lack of an exact dynamic equation such as a master equation. We present for the first time an exact quantum trajectory approach to a dissipative three-level model. We have established a convolutionless stochastic Schr?dinger equation called the time-local quantum state diffusion (QSD) equation without any approximations, in particular, without Markov approximation. Our exact time-local QSD equation opens a new avenue for exploring quantum dynamics for a higher dimensional quantum system coupled to a non-Markovian environment.     

Conditional probabilities with a quantal and a kolmogorovian limit

We give a definition for the conditional probability that is applicable to quantum situations as well as classical ones. We show that the application of this definition to a two-dimensional probabilistic model, known as the epsilon model, allows one to evolve continuously from the quantum mechanical probabilities to the classical ones. Between the classical and the quantum mechanical, we identify a region that is neither classical nor quantum mechanical, thus emphasizing the need for a probabilistic theory that allows for a broader spectrum of probabilities.     

Bi-Confluent Heun Potentials for a Stationary Relativistic Wave Equation for a Spinless Particle

The variety of bi-confluent Heun potentials for a stationary relativistic wave equation for a spinless particle is presented. The physical potentials and energy spectrum of this wave equation are related to those for a corresponding Schrödinger equation in the sense that all the potentials derived for the latter equation are also applicable for the wave equation under consideration. We show that in contrast to the Schrödinger equation the characteristic spatial length of the potential imposes a restriction on the energy spectrum that directly reflects the uncertainty principle. Studying the inversesquare- root bi-confluent Heun potential, it is shown that the uncertainty principle limits, from below, the principal quantum number for the bound states, i.e., physically feasible states have an infimum cut so that the ground state adopts a higher quantum number as compared to the Schrödinger case.     

The number process as low density limit of Hamiltonian models

We study a nonrelativistic quantum system coupled, via a quadratic interaction [cf. formula (1.10) below], to a free Boson gas in the Fock state. We prove that, in the low density limit (z ²=fugacity0), the matrix elements of the wave operator of the system at timet/z ² in the collective coherent vectors converge to the matrix elements, in suitable coherent vectors of the quantum Brownian motion process, of a unitary Markovian cocycle satisfying a quantum stochastic differential equation driven by some pure number process (i.e. no quantum diffusion part and only the quantum analogue of the purely discontinuous, or jump, processes). This proves that the number (or quantum Poisson) processes, introduced by Hudson and Parthasarathy and studied by Frigerio and Maassen, arise effectively as conjectured by the latter two authors as low density limits of Hamiltonian models.     

Semiclassical limit of the Dirac equation and the g minus 2 experiment

A relativistic mechanics for a Dirac particle is derived as the semi-classical limit of the Dirac equation. The theory resembles ordinary mechanics, except that some of the phase space variables are four by four matrices. We are able to derive from QED the spin precession equation of Bargmann, Michel, and Telegdi and find quantum corrections for inhomogeneous fields.     

Quantum fidelity in the thermodynamic limit

We study quantum fidelity, the overlap between two ground states of a many-body system, focusing on the thermodynamic regime. We show how a drop in fidelity near a critical point encodes universal information about a quantum phase transition. Our general scaling results are illustrated in the quantum Ising chain for which a remarkably simple expression for fidelity is found.     

The classical field limit of scattering theory for non-relativistic many-boson systems. I

We study the classical field limit of non-relativistic many-boson theories in space dimensionn≧3. When ?→0, the correlation functions, which are the averages of products of bounded functions of field operators at different times taken in suitable states, converge to the corresponding functions of the appropriate solutions of the classical field equation, and the quantum fluctuations are described by the equation obtained by linearizing the field equation around the classical solution. These properties were proved by Hepp [6] for suitably regular potentials and in finite time intervals. Using a general theory of existence of global solutions and a general scattering theory for the classical equation, we extend these results in two directions: (1) we consider more singular potentials, (2) more important, we prove that for dispersive classical solutions, the ?→0 limit is uniform in time in an appropriate representation of the field operators. As a consequence we obtain the convergence of suitable matrix elements of the wave operators and, if asymptotic completeness holds, of theS-matrix.     

Markovian evolution of Gaussian states in the semiclassical limit

We derive an approximate Gaussian solution of the Lindblad equation in the semiclassical limit, given a general Hamiltonian and linear coupling with the environment. The theory is carried out in the chord representation and describes the evolved quantum characteristic function, which gives direct access to the Wigner function and the position representation of the density operator by Fourier transforms. The propagation is based on a system of non-linear equations taking place in a double phase space, which coincides with Heller's theory of unitary evolution of Gaussian wave packets when the Lindbladian part is zero. The example of a double well is worked out.     

A Stochastic Mechanics Based on Bohm‧s Theory and its Connection with Quantum Mechanics

We construct a stochastic mechanics by replacing Bohm‧s first-order ordinary differential equation of motion with a stochastic differential equation where the stochastic process is defined by the set of Bohmian momentum time histories from an ensemble of particles. We show that, if the stochastic process is a purely random process with n-th order joint probability density in the form of products of delta functions, then the stochastic mechanics is equivalent to quantum mechanics in the sense that the former yields the same position probability density as the latter. However, for a particular non-purely random process, we show that the stochastic mechanics is not equivalent to quantum mechanics. Whether the equivalence between the stochastic mechanics and quantum mechanics holds for all purely random processes but breaks down for all non-purely random processes remains an open question.     

The weakly nonlocal limit of a one-population Wilson-Cowan model

We derive the weakly nonlocal limit of a one-population neuronal field model of the Wilson-Cowan type in one spatial dimension. By transforming this equation to an equation in the firing rate variable, it is shown that stationary periodic solutions exist by appealing to a pseudo-potential analysis. The solutions of the full nonlocal equation obey a uniform bound, and the stationary periodic solutions in the weakly nonlocal limit satisfying the same uniform bound are characterized by finite ranges of pseudo energy constants. The time dependent version of the model is reformulated as a Ginzburg-Landau-Khalatnikov type of equation in the firing rate variable where the maximum (minimum) points correspond stable (unstable) homogeneous solutions of the weakly nonlocal limit. Based on this formulation it is also conjectured that the stationary periodic solutions are unstable. We implement a numerical method for the weakly nonlocal limit of the Wilson-Cowan type of model based on the wavelet-Galerkin approach. We perform some numerical tests to illustrate the stability of homogeneous solutions and the evolution of the bumps.     

Boundary field theory approach to the renormalization of SQUID devices

We show that the quantum properties of some Josephson SQUID devices are described by a boundary sine-Gordon model. Our approach naturally describes multi-junction SQUID devices and, when applied to a single junction SQUID (the rf-SQUID), it reproduces the known results of Glazman and Hekking. We provide a detailed analysis of the regimes accessible to an rf-SQUID and to a two-Josephson junction SQUID device (the dc-SQUID). We then compute the normal component of the current-response of a SQUID device to an externally applied voltage and show that the equation describing the current-voltage characteristic function reduces to well-known results when the infrared cutoff is suitably chosen. Our approach helps in establishing new and interesting connections between superconducting devices, quantum Brownian motion, fermionic quantum wires and, more generally, quantum impurity problems.