Kinetic equations within the formalism of non-equilibrium thermo field dynamics

After reviewing the real-time formalism of dissipative quantum field theory, i.e. non-equilibrium thermo field dynamics (NETFD), a kinetic equation, a self-consistent equation for the dissipation coefficient and a “mass” or “chemical potential” renormalization equation for non-equilibrium transient situations are extracted out of the two-point Green's function of the Heisenberg field, in their most general forms upon the basic requirements of NETFD. The formulation is applied to the electron-phonon system, as an example, where the gradient expansion and the quasi-particle approximation are performed. The formalism of NETFD is reinvestigated in connection with the kinetic equations.     

Thermo-Quantum Diffusion

A new approach to the thermo-quantum diffusion is proposed and a nonlinear quantum Smoluchowski equation is derived, which describes classical diffusion in the field of the Bohm quantum potential. A nonlinear thermo-quantum expression for the diffusion front is obtained, being a quantum generalization of the classical Einstein law. The quantum diffusion at zero temperature is also described and a new dependence of the position dispersion on time is derived. A stochastic Bohm-Langevin equation is also proposed.     

On the quantum langevin equation

The quantum Langevin equation is the Heisenberg equation of motion for the (operator) coordinate of a Brownian particle coupled to a heat bath. We give an elementary derivation of this equation for a simple coupled-oscillator model of the heat bath.Deceased.     

Green functions in stochastic field theory

Functional representations are reviewed for the generating function of Green functions of stochastic problems stated either with the use of the Fokker-Planck equation or the master equation. Both cases are treated in a unified manner based on the operator approach similar to quantum mechanics. Solution of a second-order stochastic differential equation in the framework of stochastic field theory is constructed. Ambiguities in the mathematical formulation of stochastic field theory are discussed. The Schwinger-Keldysh representation is constructed for the Green functions of the stochastic field theory which yields a functional-integral representation with local action but without the explicit functional Jacobi determinant or ghost fields.     

Quantum stochastic differential equation for squeezed light

In this paper, the quantum stochastic differential equation (QSDE) is derived which is based on explanatory for interaction of open quantum system with squeezed quantum noise. This equation describes the stochastic evolution of unitary operator and is used to compute the evolution of quantum observable and output field. Our QSDE has complete form with respect to previous QSDE for squeezed light, because it bears three fundamental quantum noises for its evolution and the scattering between quantum channels is included. Meanwhile, when squeezed noise reduces to vacuum noise, our QSDE reveals the famous Hudson-Parthasarathy QSDE. Our equations may have application for quantum network analysis of squeezed noise interferometer for gravitational wave detection.     

Fractional Stochastic Differential Equation Approach for Spreading of Diseases

The nonlinear fractional stochastic differential equation approach with Hurst parameter H within interval H∈(0,1) to study the time evolution of the number of those infected by the coronavirus in countries where the number of cases is large as Brazil is studied. The rises and falls of novel cases daily or the fluctuations in the official data are treated as a random term in the stochastic differential equation for the fractional Brownian motion. The projection of novel cases in the future is treated as quadratic mean deviation in the official data of novel cases daily since the beginning of the pandemic up to the present. Moreover, the rescaled range analysis (RS) is employed to determine the Hurst index for the time series of novel cases and some statistical tests are performed with the aim to determine the shape of the probability density of novel cases in the future.     

Information in asset pricing: a wave function approach

This paper introduces a quantum‐like wave function as an information wave function. We show how the option pricing partial differential equation can be re‐written when we account for such information wave function. We use two stochastic differential equations, one of which relates to Nelson's hypothesis of Universal Brownian motion. We also provide for two examples which further highlight the proposed theory.     

The underlying Brownian motion of nonrelativistic quantum mechanics

Nonrelativistic quantum mechanics can be derived from real Markov diffusion processes by extending the concept of probability measure to the complex domain. This appears as the only natural way of introducing formally classical probabilistic concepts into quantum mechanics. To every quantum state there is a corresponding complex Fokker-Planck equation. The particle drift is conditioned by an auxiliary equation which is obtained through stochastic energy conservation; the logarithmic transform of this equation is the Schrödinger equation. To every quantum mechanical operator there is a stochastic process; the replacement of operators by processes leads to all the well-known results of quantum mechanics, using stochastic calculus instead of formal quantum rules. Comparison is made with the classical stochastic approaches and the Feynman path integral formulation.     

Quantum Retrodiction in Non-Equilibrium Thermo Field Dynamics

The quantum retrodiction for open systems which obey the quantum Markovian dynamics is investigated by means of non-equilibrium thermo Field dynamics (NETFD) which can easily derive the retrodictive time-evolution generators. NETFD can formulate the quantum retrodiction for open systems in the same way as that for closed systems.     

Torsion Fields, Cartan–Weyl Space–Time and State-Space Quantum Geometries, their Brownian Motions, and the Time Variables

We review the relation between spacetime geometries with trace-torsion fields, the so-called Riemann–Cartan–Weyl (RCW) geometries, and their associated Brownian motions. In this setting, the drift vector field is the metric conjugate of the trace-torsion one-form, and the laplacian defined by the RCW connection is the differential generator of the Brownian motions. We extend this to the state-space of non-relativistic quantum mechanics and discuss the relation between a non-canonical quantum RCW geometry in state-space associated with the gradient of the quantum-mechanical expectation value of a self-adjoint operator given by the generalized laplacian operator defined by a RCW geometry. We discuss the reduction of the wave function in terms of a RCW quantum geometry in state-space. We characterize the Schroedinger equation in terms of the RCW geometries and Brownian motions. Thus, in this work, the Schroedinger field is a torsion generating field, both for the linear and non-linear cases. We discuss the problem of the many times variables and the relation with dissipative processes, and the role of time as an active field, following Kozyrev and a recent experiment in non-relativistic quantum systems. We associate the Hodge dual of the drift vector field with a possible angular-momentum source for the phenomenae observed by Kozyrev.     

Stochastic Spacetime and Brownian Motion of Test Particles

The operational meaning of spacetime fluctuations is discussed. Classical spacetime geometry can be viewed as encoding the relations between the motions of test particles in the geometry. By analogy, quantum fluctuations of spacetime geometry can be interpreted in terms of the fluctuations of these motions. Thus, one can give meaning to spacetime fluctuations in terms of observables which describe the Brownian motion of test particles. We will first discuss some electromagnetic analogies, where quantum fluctuations of the electromagnetic field induce Brownian motion of test particles. We next discuss several explicit examples of Brownian motion caused by a fluctuating gravitational field. These examples include lightcone fluctuations, variations in the flight times of photons through the fluctuating geometry, and fluctuations in the expansion parameter given by a Langevin version of the Raychaudhuri equation. The fluctuations in this parameter lead to variations in the luminosity of sources. Other phenomena that can be linked to spacetime fluctuations are spectral line broadening and angular blurring of distant sources.     

A gas of Brownian particles in statistical dynamics

We consider a large number of particles on a one-dimensional latticel Z in interaction with a heat particle; the latter is located on the bond linking the position of the particle to the point to which it jumps. The energy of a single particle is given by a potentialV(x), x∈Z. In the continuum limit, the classical version leads to Brownian motion with drift. A quantum version leads to a local drift velocity which is independent of the applied force. Both these models obey Einstein's relation between drift, diffusion, and applied force. The system obeys the first and second laws of thermodynamics, with the time evolution given by a pair of coupled non linear heat equations, one for the density of the Brownian particles and one for the heat occupation number; the equation for a tagged Brownian particle can be written as a stochastic differential equation.     

Brownian motion of a classical particle in quantum environment

The Klein–Kramers equation, governing the Brownian motion of a classical particle in a quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large friction the corresponding Smoluchowski equation is obtained. Introducing the Bohm quantum potential, this Smoluchowski equation is extended to describe the Brownian motion of a quantum particle in quantum environment.     

Decoherence of quantum Brownian motion in noncommutative space

The decoherence of a harmonic oscillator under two-dimensional quantum Brownian motion on a noncommutative plane is investigated. The interaction with the environment is considered by two separate models so-called coupled and uncoupled. The two-dimensional master equation and its noncommutative counterpart are derived for both employed models. The rate of the linear entropy (predictability sieve) is chosen as a criterion to investigate the purity in the presence of the space noncommutativity. Besides, a two-dimensional charged harmonic oscillator on a plane which is imposed by a perpendicular magnetic field is introduced as a realization of our model. Therefore, our approach provides a formalism to investigate the influence of the magnetic field on the decoherence of the pure states. We show that in the high magnetic field limit the rate of the decoherence will be decreased.     

Stochastic quantization and detailed balance in Fokker-Planck dynamics

The path integral and operator formulations of the Fokker-Planck equation are considered as stochastic quantizations of underlying Euler-Lagrange equations. The operator formalism is derived from the path integral formalism. It is proved that the Euler-Lagrange equations are invariant under time reversal if detailed balance holds and it is shown that the irreversible behavior is introduced through the stochastic quantization. To obtain these results for the nonconstant diffusion Fokker-Planck equation, a transformation is introduced to reduce it to a constant diffusion Fokker-Planck equation. Critical comments are made on the stochastic formulation of quantum mechanics.     

Nonlinear Theory of Quantum Brownian Motion

A nonlinear theory of quantum Brownian motion in classical environment is developed based on a thermodynamically enhanced nonlinear Schrödinger equation. The latter is transformed via the Madelung transformation into a nonlinear quantum Smoluchowski-like equation, which is proven to reproduce key results from the quantum and classical physics. The application of the theory to a free quantum Brownian particle results in a nonlinear dependence of the position dispersion on time, being quantum generalization of the Einstein law of Brownian motion. It is shown that the time of decoherence from quantum to classical diffusion is proportional to the square of the thermal de Broglie wavelength divided by the classical Einstein diffusion constant.     

On a Liouville-master equation formulation of open quantum systems

The dynamics of open quantum systems is formulated in terms of a probability distribution on the underlying Hilbert space. Defining the time-evolution of this probability distribution by means of a Liouvillemaster equation the time-dependent wave function of the system becomes a stochastic Markov process in the sense of classical probability theory. It is shown that the equation of motion for the two-point correlation function of the random wave function yields the quantum master equation for the statistical operator. Stochastic simulations of the Liouville-master equation are performed for a simple example from quantum optics and are shown to be in perfect agreement with the analytical solution of the corresponding equation for the statistical operator.     

Dynamics of driven Brownian inverted oscillator

In this paper, we derive the quantum Langevin equation for a driven Brownian inverted oscillator in the framework of the Heisenberg picture for the Caldeira-Leggett model. We describe the influence of an arbitrary time-dependent force on an open inverted oscillator dynamics. We take into account environment through the integral operator of relaxation and the force correlation function. The resulting behavior of the system is represented as a combination the time evolution of the position expectation and the variance, being induced simultaneously by spreading the wave packet and the chaotic Brownian motion. We discuss the possibility of stabilization of an open inverted oscillator, when applying external alternating force.     

LINEARIZATION OF A SECOND-ORDER STOCHASTIC ORDINARY DIFFERENTIAL EQUATION

Necessary and sufficient conditions which allow a second-order stochastic ordinary differential equation to be transformed to linear form are presented. The transformation can be chosen in a way so that all but one of the coefficients in the stochastic integral part vanish. The linearization criteria thus obtained are used to determine the general form of a linearizable Langevin equation.     

Pilot-Wave Theory and Financial Option Pricing

This paper tries to argue why pilot-wave theory could be of use in financial economics. We introduce the notion of information wave. We consider a stochastic guidance equation and part of the drift term of that equation makes reference to the phase of the wave. In order to embed information in financial option pricing we could use such a drift. We also briefly argue how we could embed information in the pricing kernel of the option price. PACS: 03, 89.65.Gh.