Fermionic path integration and Grassmann Brownian motion

A Grassmann probability theory, with anticommuting random variables and stochastic processes, is developed using an extension of Berezin integration to infinite dimensional spaces. A Kolmogorov-type consistency condition allows integration on spaces of paths in anticommuting space. One particular stochastic process, Grassmann Brownian motion, is described and the associated measure used to give a path-integral formula for the kernel of the evolution operator in fermionic quantum mechanics. The Fourier mode expansion of Grassmann Brownian motion is derived.Research supported by the Science and Engineering Research Council of Great Britain under advanced research fellowship number B/AF/687     

The dynamical-quantization approach to open quantum systems

The dynamical-quantization approach to open quantum systems does consist in quantizing the Brownian motion starting directly from its stochastic dynamics under the framework of both Langevin and Fokker–Planck equations, without alluding to any model Hamiltonian. On the ground of this non-Hamiltonian quantization method, we can derive a non-Markovian Caldeira–Leggett quantum master equation as well as a non-Markovian quantum Smoluchowski equation. The former is solved for the case of a quantum Brownian particle in a gravitational field whilst the latter for a harmonic oscillator. In both physical situations, we come up with the existence of a non-equilibrium thermal quantum force and investigate its classical limit at high temperatures as well as its quantum limit at zero temperature. Further, as a physical application of our quantum Smoluchowski equation, we take up the tunneling phenomenon of a non-inertial quantum Brownian particle over a potential barrier. Lastly, we wish to point out, corroborating conclusions reached in our previous paper [A. O. Bolivar, Ann. Phys. 326 (2011) 1354], that the theoretical predictions in the present article uphold the view that our non-Hamiltonian quantum mechanics is able to capture novel features inherent in quantum Brownian motion, thereby overcoming shortcomings underlying the Caldeira–Leggett Hamiltonian model.     

A Stochastic Differential Equation Model with Jumps for Fractional Advection and Dispersion

The path of a tracer particle through a porous medium is typically modeled by a stochastic differential equation (SDE) driven by Brownian noise. This model may not be adequate for highly heterogeneous media. This paper extends the model to a general SDE driven by a Lévy noise. Particle paths follow a Markov process with long jumps. Their transition probability density solves a forward equation derived here via pseudo-differential operator theory and Fourier analysis. In particular, the SDE with stable driving noise has a space-fractional advection-dispersion equation (fADE) with variable coefficients as the forward equation. This result provides a stochastic solution to anomalous diffusion models, and a solid mathematical foundation for particle tracking codes already in use for fractional advection equations.     

A dynamical theory of Markovian diffusion

A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order quantum effects is derived.     

Product structure of heat phase space and branching Brownian motion

A generical formalism for the discussion of Brownian processes with non-constant particle number is developed, based on the observation that the phase space of heat possesses a product structure that can be encoded in a commutative unit ring. A single Brownian particle is discussed in a Hilbert module theory, with the underlying ring structure seen to be intimately linked to the non-differentiability of Brownian paths. Multi-particle systems with interactions are explicitly constructed using a Fock space approach. The resulting ring-valued quantum field theory is applied to binary branching Brownian motion, whose Dyson-Schwinger equations can be exactly solved. The presented formalism permits the application of the full machinery of quantum field theory to Brownian processes.     

Does quantum mechanics accept a stochastic support?

Arguments are given in favor of a stochastic theory of quantum mechanics, clearly distinguishable from Brownian motion theory. A brief exposition of the phenomenological theory of stochastic quantum mechanics is presented, followed by a list of its main results and perspectives. A possible answer to the question about the origin of stochasticity is given in stochastic electrodynamics by assigning a real character to the vacuum radiation field. This theory is shown to reproduce important quantum mechanical results, some of which are presented explicitly to illustrate its potentialities. Finally the main problems and some perspectives of research within stochastic electrodynamics are discussed.     

Directed self-organized critical patterns emerging from fractional Brownian paths

We discuss a family of clusters corresponding to the region whose boundary is formed by a fractional Brownian path y(i) and by the moving average function . Our model generates fractal directed patterns showing spatio-temporal complexity, and we demonstrate that the cluster area, length and duration exhibit the characteristic scaling behavior of SOC clusters. The function C_n(i) acts as a magnifying lens, zooming in (or out) the ‘avalanches’ formed by the cluster construction rule, where the magnifying power of the zoom is set by the value of the amplitude window n. On the basis of the construction rule of the clusters and of the relationship among the exponents, we hypothesize that our model might be considered to be a generalized stochastic directed model, including the Dhar–Ramaswamy (DR) model and the stochastic models as particular cases. As in the DR model, the growth and annihilation of our clusters are obtained from the set of intersections of two random walk paths, and we argue that our model is a variant of the directed self-organized criticality scheme of the DR model.     

Fresnel Type Path Integral for the Stochastic Schrödinger Equation

A path integral representation is obtained for the stochastic partial differential equation of Schrödinger type arising in the theory of open quantum systems subject to continuous nondemolition measurement and filtering, known as the a posteriori or Belavkin equation. The result is established by means of Fresnel-type integrals over paths in configuration space. This is achieved by modifying the classical action functional in the expression for the amplitude along each path by means of a stochastic Itô integral. This modification can be regarded as an extension of Menski's path integral formula for a quantum system subject to continuous measurement to the case of the stochastic Schrödinger equation.     

Stochastic processes on quantum logics

Stochastic processes on quantum logics are defined and the properties of a Brownian motion process are studied. A stochastic integral with respect to this Brownian motion process is constructed.     

Diffusion processes with singular drift fields

A class of stochastic differential equations with highly singular drift fields is considered. Using a purely probabilistic approach, we can show the unattainability of the nodal set. Moreover, a global existence and uniqueness theorem for diffusion processes with singular drift fields is established. The finite action condition of Carlen and Zheng can be modified. We relate our results to the diffusions which describe the time evolution of quantum systems in stochastic mechanics.     

Fractal behavior in quantum statistical physics

The properties of an ideal gas of spinless particles are investigated by using the path integral formalism. It is shown that the quantum paths exhibit a fractal character which remains unchanged in the relativistic domain provided the creation of new particles is avoided, and the Brownian motion remains the stochastic process associated with the quantum paths. These results are obtained by using a special representation of the Klein-Gordon wave equation. On the quantum paths the relation between velocity and momentum is not the usual one. The mean square value of the velocity depends on the time needed to define the velocity and its value shows the interplay between pure quantum effects and thermodynamics. The fractal character is also investigated starting from wave equations by analyzing the evolution of a Gaussian wave packet via the Hausdorff dimension. Both approaches give the same fractal character in the same limit. It is shown that the time that appears in the path integral behaves like an ordinary time, and the key quantity is the time interval needed for the thermostat to give to the particles a thermal action equal to the quantum of action. Thus, the partition function calculated via the path integral formalism also describes the dynamics of the system for short time intervals. For low temperatures, it is shown that a time-energy uncertainty relation is verified at the end of the calculations. The energy involved in this relation has not a thermodynamic meaning but results from the fact that the particles do not follow the equations of motion along the paths. The results suggest that the density matrix obtained by quantification of the classical canonical distribution function via the path integral formalism should not be totally identical to that obtained via the usual route.     

Towards Nonlinear Quantum Fokker-Planck Equations

It is demonstrated how the equilibrium semiclassical approach of Coffey et al. can be improved to describe more correctly the evolution. As a result a new semiclassical Klein-Kramers equation for the Wigner function is derived, which remains quantum for a free quantum Brownian particle as well. It is transformed to a semiclassical Smoluchowski equation, which leads to our semiclassical generalization of the classical Einstein law of Brownian motion derived before. A possibility is discussed how to extend these semiclassical equations to nonlinear quantum Fokker-Planck equations based on the Fisher information.