The path integral formulation is a description in
quantum mechanics
Quantum mechanics is a fundamental theory in physics that provides a description of the physical properties of nature at the scale of atoms and subatomic particles. It is the foundation of all quantum physics including quantum chemistry, q ...
that generalizes the
action principle of
classical mechanics
Classical mechanics is a physical theory describing the motion of macroscopic objects, from projectiles to parts of machinery, and astronomical objects, such as spacecraft, planets, stars, and galaxies. For objects governed by classical ...
. It replaces the classical notion of a single, unique classical trajectory for a system with a sum, or
functional integral, over an infinity of quantum-mechanically possible trajectories to compute a
quantum amplitude.
This formulation has proven crucial to the subsequent development of
theoretical physics
Theoretical physics is a branch of physics that employs mathematical models and abstractions of physical objects and systems to rationalize, explain and predict natural phenomena. This is in contrast to experimental physics, which uses experi ...
, because manifest
Lorentz covariance (time and space components of quantities enter equations in the same way) is easier to achieve than in the operator formalism of
canonical quantization. Unlike previous methods, the path integral allows one to easily change
coordinates
In geometry, a coordinate system is a system that uses one or more numbers, or coordinates, to uniquely determine the position of the points or other geometric elements on a manifold such as Euclidean space. The order of the coordinates is si ...
between very different
canonical descriptions of the same quantum system. Another advantage is that it is in practice easier to guess the correct form of the
Lagrangian
Lagrangian may refer to:
Mathematics
* Lagrangian function, used to solve constrained minimization problems in optimization theory; see Lagrange multiplier
** Lagrangian relaxation, the method of approximating a difficult constrained problem with ...
of a theory, which naturally enters the path integrals (for interactions of a certain type, these are ''coordinate space'' or ''Feynman path integrals''), than the
Hamiltonian. Possible downsides of the approach include that
unitarity (this is related to conservation of probability; the probabilities of all physically possible outcomes must add up to one) of the
S-matrix
In physics, the ''S''-matrix or scattering matrix relates the initial state and the final state of a physical system undergoing a scattering process. It is used in quantum mechanics, scattering theory and quantum field theory (QFT).
More forma ...
is obscure in the formulation. The path-integral approach has proven to be equivalent to the other formalisms of quantum mechanics and quantum field theory. Thus, by ''deriving'' either approach from the other, problems associated with one or the other approach (as exemplified by Lorentz covariance or unitarity) go away.
The path integral also relates quantum and
stochastic
Stochastic (, ) refers to the property of being well described by a random probability distribution. Although stochasticity and randomness are distinct in that the former refers to a modeling approach and the latter refers to phenomena themselve ...
processes, and this provided the basis for the grand synthesis of the 1970s, which unified
quantum field theory
In theoretical physics, quantum field theory (QFT) is a theoretical framework that combines classical field theory, special relativity, and quantum mechanics. QFT is used in particle physics to construct physical models of subatomic particles a ...
with the
statistical field theory of a fluctuating field near a
second-order phase transition. The
Schrödinger equation
The Schrödinger equation is a linear partial differential equation that governs the wave function of a quantum-mechanical system. It is a key result in quantum mechanics, and its discovery was a significant landmark in the development of th ...
is a
diffusion equation
The diffusion equation is a parabolic partial differential equation. In physics, it describes the macroscopic behavior of many micro-particles in Brownian motion, resulting from the random movements and collisions of the particles (see Fick's law ...
with an imaginary diffusion constant, and the path integral is an
analytic continuation
In complex analysis, a branch of mathematics, analytic continuation is a technique to extend the domain of definition of a given analytic function. Analytic continuation often succeeds in defining further values of a function, for example in a n ...
of a method for summing up all possible
random walk
In mathematics, a random walk is a random process that describes a path that consists of a succession of random steps on some mathematical space.
An elementary example of a random walk is the random walk on the integer number line \mathbb ...
s.
The basic idea of the path integral formulation can be traced back to
Norbert Wiener
Norbert Wiener (November 26, 1894 – March 18, 1964) was an American mathematician and philosopher. He was a professor of mathematics at the Massachusetts Institute of Technology (MIT). A child prodigy, Wiener later became an early researcher ...
, who introduced the
Wiener integral for solving problems in diffusion and
Brownian motion
Brownian motion, or pedesis (from grc, πήδησις "leaping"), is the random motion of particles suspended in a medium (a liquid or a gas).
This pattern of motion typically consists of random fluctuations in a particle's position insi ...
. This idea was extended to the use of the
Lagrangian
Lagrangian may refer to:
Mathematics
* Lagrangian function, used to solve constrained minimization problems in optimization theory; see Lagrange multiplier
** Lagrangian relaxation, the method of approximating a difficult constrained problem with ...
in quantum mechanics by
Paul Dirac
Paul Adrien Maurice Dirac (; 8 August 1902 – 20 October 1984) was an English theoretical physicist who is regarded as one of the most significant physicists of the 20th century. He was the Lucasian Professor of Mathematics at the Unive ...
in his 1933 article. The complete method was developed in 1948 by
Richard Feynman
Richard Phillips Feynman (; May 11, 1918 – February 15, 1988) was an American theoretical physicist, known for his work in the path integral formulation of quantum mechanics, the theory of quantum electrodynamics, the physics of the superf ...
. Some preliminaries were worked out earlier in his doctoral work under the supervision of
John Archibald Wheeler. The original motivation stemmed from the desire to obtain a quantum-mechanical formulation for the
Wheeler–Feynman absorber theory
The Wheeler–Feynman absorber theory (also called the Wheeler–Feynman time-symmetric theory), named after its originators, the physicists Richard Feynman and John Archibald Wheeler, is an interpretation of electrodynamics derived from the ass ...
using a
Lagrangian
Lagrangian may refer to:
Mathematics
* Lagrangian function, used to solve constrained minimization problems in optimization theory; see Lagrange multiplier
** Lagrangian relaxation, the method of approximating a difficult constrained problem with ...
(rather than a
Hamiltonian) as a starting point.
Quantum action principle
In quantum mechanics, as in classical mechanics, the
Hamiltonian is the generator of time translations. This means that the state at a slightly later time differs from the state at the current time by the result of acting with the Hamiltonian operator (multiplied by the negative
imaginary unit
The imaginary unit or unit imaginary number () is a solution to the quadratic equation x^2+1=0. Although there is no real number with this property, can be used to extend the real numbers to what are called complex numbers, using addition a ...
, ). For states with a definite energy, this is a statement of the
de Broglie relation between frequency and energy, and the general relation is consistent with that plus the
superposition principle
The superposition principle, also known as superposition property, states that, for all linear systems, the net response caused by two or more stimuli is the sum of the responses that would have been caused by each stimulus individually. So th ...
.
The Hamiltonian in classical mechanics is derived from a
Lagrangian
Lagrangian may refer to:
Mathematics
* Lagrangian function, used to solve constrained minimization problems in optimization theory; see Lagrange multiplier
** Lagrangian relaxation, the method of approximating a difficult constrained problem with ...
, which is a more fundamental quantity relative to
special relativity
In physics, the special theory of relativity, or special relativity for short, is a scientific theory regarding the relationship between space and time. In Albert Einstein's original treatment, the theory is based on two postulates:
# The law ...
. The Hamiltonian indicates how to march forward in time, but the time is different in different
reference frames. The Lagrangian is a
Lorentz scalar
In a relativistic theory of physics, a Lorentz scalar is an expression, formed from items of the theory, which evaluates to a scalar, invariant under any Lorentz transformation. A Lorentz scalar may be generated from e.g., the scalar product of ve ...
, while the Hamiltonian is the time component of a
four-vector
In special relativity, a four-vector (or 4-vector) is an object with four components, which transform in a specific way under Lorentz transformations. Specifically, a four-vector is an element of a four-dimensional vector space considered as ...
. So the Hamiltonian is different in different frames, and this type of symmetry is not apparent in the original formulation of quantum mechanics.
The Hamiltonian is a function of the position and momentum at one time, and it determines the position and momentum a little later. The Lagrangian is a function of the position now and the position a little later (or, equivalently for infinitesimal time separations, it is a function of the position and velocity). The relation between the two is by a
Legendre transformation
In mathematics, the Legendre transformation (or Legendre transform), named after Adrien-Marie Legendre, is an involutive transformation on real-valued convex functions of one real variable. In physical problems, it is used to convert function ...
, and the condition that determines the classical equations of motion (the
Euler–Lagrange equations) is that the
action has an extremum.
In quantum mechanics, the Legendre transform is hard to interpret, because the motion is not over a definite trajectory. In classical mechanics, with
discretization in time, the Legendre transform becomes
:
and
:
where the partial derivative with respect to
holds fixed. The inverse Legendre transform is
:
where
:
and the partial derivative now is with respect to at fixed .
In quantum mechanics, the state is a
superposition of different states with different values of , or different values of , and the quantities and can be interpreted as noncommuting operators. The operator is only definite on states that are indefinite with respect to . So consider two states separated in time and act with the operator corresponding to the Lagrangian:
:
If the multiplications implicit in this formula are reinterpreted as ''matrix'' multiplications, the first factor is
:
and if this is also interpreted as a matrix multiplication, the sum over all states integrates over all , and so it takes the
Fourier transform
A Fourier transform (FT) is a mathematical transform that decomposes functions into frequency components, which are represented by the output of the transform as a function of frequency. Most commonly functions of time or space are transformed, ...
in to change basis to . That is the action on the Hilbert space – change basis to at time .
Next comes
:
or evolve an infinitesimal time into the future.
Finally, the last factor in this interpretation is
:
which means change basis back to at a later time.
This is not very different from just ordinary time evolution: the factor contains all the dynamical information – it pushes the state forward in time. The first part and the last part are just Fourier transforms to change to a pure basis from an intermediate basis.
Another way of saying this is that since the Hamiltonian is naturally a function of and , exponentiating this quantity and changing basis from to at each step allows the matrix element of to be expressed as a simple function along each path. This function is the quantum analog of the classical action. This observation is due to
Paul Dirac
Paul Adrien Maurice Dirac (; 8 August 1902 – 20 October 1984) was an English theoretical physicist who is regarded as one of the most significant physicists of the 20th century. He was the Lucasian Professor of Mathematics at the Unive ...
.
Dirac further noted that one could square the time-evolution operator in the representation:
:
and this gives the time-evolution operator between time and time . While in the representation the quantity that is being summed over the intermediate states is an obscure matrix element, in the representation it is reinterpreted as a quantity associated to the path. In the limit that one takes a large power of this operator, one reconstructs the full quantum evolution between two states, the early one with a fixed value of and the later one with a fixed value of . The result is a sum over paths with a phase, which is the quantum action. Crucially, Dirac identified in this article the deep quantum-mechanical reason for the
principle of least action controlling the classical limit (see quotation box).
Feynman's interpretation
Dirac's work did not provide a precise prescription to calculate the sum over paths, and he did not show that one could recover the Schrödinger equation or the
canonical commutation relation
In quantum mechanics, the canonical commutation relation is the fundamental relation between canonical conjugate quantities (quantities which are related by definition such that one is the Fourier transform of another). For example,
hat x,\hat p_ ...
s from this rule. This was done by Feynman.
[Both noted that in the limit of action that is large compared to the reduced Planck's constant (using ]natural units
In physics, natural units are physical units of measurement in which only universal physical constants are used as defining constants, such that each of these constants acts as a coherent unit of a quantity. For example, the elementary charge ...
, ), or the classical limit, the path integral is dominated by solutions which are in the neighborhood of stationary point
In mathematics, particularly in calculus, a stationary point of a differentiable function of one variable is a point on the graph of the function where the function's derivative is zero. Informally, it is a point where the function "stops" i ...
s of the action. That is, the classical path arises naturally in the classical limit.
Feynman showed that Dirac's quantum action was, for most cases of interest, simply equal to the classical action, appropriately discretized. This means that the classical action is the phase acquired by quantum evolution between two fixed endpoints. He proposed to recover all of quantum mechanics from the following postulates:
# The
probability
Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and ...
for an event is given by the
squared modulus of a complex number called the "probability amplitude".
# The
probability amplitude
In quantum mechanics, a probability amplitude is a complex number used for describing the behaviour of systems. The modulus squared of this quantity represents a probability density.
Probability amplitudes provide a relationship between the qu ...
is given by adding together the contributions of all paths in configuration space.
# The contribution of a path is proportional to , where is the
action given by the
time integral of the
Lagrangian
Lagrangian may refer to:
Mathematics
* Lagrangian function, used to solve constrained minimization problems in optimization theory; see Lagrange multiplier
** Lagrangian relaxation, the method of approximating a difficult constrained problem with ...
along the path.
In order to find the overall probability amplitude for a given process, then, one adds up, or
integrates, the amplitude of the 3rd postulate over the space of ''all'' possible paths of the system in between the initial and final states, including those that are absurd by classical standards. In calculating the probability amplitude for a single particle to go from one space-time coordinate to another, it is correct to include paths in which the particle describes elaborate
curlicues, curves in which the particle shoots off into outer space and flies back again, and so forth. The path integral assigns to all these amplitudes ''equal weight'' but varying
phase, or argument of the
complex number
In mathematics, a complex number is an element of a number system that extends the real numbers with a specific element denoted , called the imaginary unit and satisfying the equation i^= -1; every complex number can be expressed in the for ...
. Contributions from paths wildly different from the classical trajectory may be suppressed by
interference (see below).
Feynman showed that this formulation of quantum mechanics is equivalent to the
canonical approach to quantum mechanics when the Hamiltonian is at most quadratic in the momentum. An amplitude computed according to Feynman's principles will also obey the
Schrödinger equation
The Schrödinger equation is a linear partial differential equation that governs the wave function of a quantum-mechanical system. It is a key result in quantum mechanics, and its discovery was a significant landmark in the development of th ...
for the
Hamiltonian corresponding to the given action.
The path integral formulation of quantum field theory represents the
transition amplitude
In quantum mechanics, a probability amplitude is a complex number used for describing the behaviour of systems. The modulus squared of this quantity represents a probability density.
Probability amplitudes provide a relationship between the quan ...
(corresponding to the classical
correlation function) as a weighted sum of all possible histories of the system from the initial to the final state. A
Feynman diagram
In theoretical physics, a Feynman diagram is a pictorial representation of the mathematical expressions describing the behavior and interaction of subatomic particles. The scheme is named after American physicist Richard Feynman, who introdu ...
is a graphical representation of a
perturbative
In quantum mechanics, perturbation theory is a set of approximation schemes directly related to mathematical perturbation for describing a complicated quantum system in terms of a simpler one. The idea is to start with a simple system for wh ...
contribution to the transition amplitude.
Path integral in quantum mechanics
Time-slicing derivation
One common approach to deriving the path integral formula is to divide the time interval into small pieces. Once this is done, the
Trotter product formula tells us that the noncommutativity of the kinetic and potential energy operators can be ignored.
For a particle in a smooth potential, the path integral is approximated by
zigzag paths, which in one dimension is a product of ordinary integrals. For the motion of the particle from position at time to at time , the time sequence
:
can be divided up into smaller segments , where , of fixed duration
:
This process is called ''time-slicing''.
An approximation for the path integral can be computed as proportional to
:
where is the Lagrangian of the one-dimensional system with position variable and velocity considered (see below), and corresponds to the position at the th time step, if the time integral is approximated by a sum of terms.
[For a simplified, step-by-step derivation of the above relation, se]
Path Integrals in Quantum Theories: A Pedagogic 1st Step
In the limit , this becomes a
functional integral, which, apart from a nonessential factor, is directly the product of the probability amplitudes (more precisely, since one must work with a continuous spectrum, the respective densities) to find the quantum mechanical particle at in the initial state and at in the final state .
Actually is the classical
Lagrangian
Lagrangian may refer to:
Mathematics
* Lagrangian function, used to solve constrained minimization problems in optimization theory; see Lagrange multiplier
** Lagrangian relaxation, the method of approximating a difficult constrained problem with ...
of the one-dimensional system considered,
:
and the abovementioned "zigzagging" corresponds to the appearance of the terms
:
in the
Riemann sum approximating the time integral, which are finally integrated over to with the integration measure , is an arbitrary value of the interval corresponding to , e.g. its center, .
Thus, in contrast to classical mechanics, not only does the stationary path contribute, but actually all virtual paths between the initial and the final point also contribute.
Path integral
In terms of the wave function in the position representation, the path integral formula reads as follows:
:
where
denotes integration over all paths
with
and where
is a normalization factor. Here
is the action, given by
:
Free particle
The path integral representation gives the quantum amplitude to go from point to point as an integral over all paths. For a free-particle action (for simplicity let , )
:
the integral can be evaluated explicitly.
To do this, it is convenient to start without the factor in the exponential, so that large deviations are suppressed by small numbers, not by cancelling oscillatory contributions. The amplitude (or Kernel) reads:
:
Splitting the integral into time slices:
:
where the is interpreted as a finite collection of integrations at each integer multiple of . Each factor in the product is a Gaussian as a function of centered at with variance . The multiple integrals are a repeated
convolution
In mathematics (in particular, functional analysis), convolution is a mathematical operation on two functions ( and ) that produces a third function (f*g) that expresses how the shape of one is modified by the other. The term ''convolution' ...
of this Gaussian with copies of itself at adjacent times:
:
where the number of convolutions is . The result is easy to evaluate by taking the Fourier transform of both sides, so that the convolutions become multiplications:
:
The Fourier transform of the Gaussian is another Gaussian of reciprocal variance:
:
and the result is
:
The Fourier transform gives , and it is a Gaussian again with reciprocal variance:
:
The proportionality constant is not really determined by the time-slicing approach, only the ratio of values for different endpoint choices is determined. The proportionality constant should be chosen to ensure that between each two time slices the time evolution is quantum-mechanically unitary, but a more illuminating way to fix the normalization is to consider the path integral as a description of a stochastic process.
The result has a probability interpretation. The sum over all paths of the exponential factor can be seen as the sum over each path of the probability of selecting that path. The probability is the product over each segment of the probability of selecting that segment, so that each segment is probabilistically independently chosen. The fact that the answer is a Gaussian spreading linearly in time is the
central limit theorem
In probability theory, the central limit theorem (CLT) establishes that, in many situations, when independent random variables are summed up, their properly normalized sum tends toward a normal distribution even if the original variables thems ...
, which can be interpreted as the first historical evaluation of a statistical path integral.
The probability interpretation gives a natural normalization choice. The path integral should be defined so that
:
This condition normalizes the Gaussian and produces a kernel that obeys the diffusion equation:
:
For oscillatory path integrals, ones with an in the numerator, the time slicing produces convolved Gaussians, just as before. Now, however, the convolution product is marginally singular, since it requires careful limits to evaluate the oscillating integrals. To make the factors well defined, the easiest way is to add a small imaginary part to the time increment . This is closely related to
Wick rotation. Then the same convolution argument as before gives the propagation kernel:
:
which, with the same normalization as before (not the sum-squares normalization – this function has a divergent norm), obeys a free Schrödinger equation:
:
This means that any superposition of s will also obey the same equation, by linearity. Defining
:
then obeys the free Schrödinger equation just as does:
:
Simple harmonic oscillator
The Lagrangian for the simple harmonic oscillator is
:
Write its trajectory as the classical trajectory plus some perturbation, and the action as . The classical trajectory can be written as
:
This trajectory yields the classical action
:
Next, expand the deviation from the classical path as a Fourier series, and calculate the contribution to the action , which gives
:
This means that the propagator is
:
for some normalization
:
Using the infinite-product representation of the
sinc function,
:
the propagator can be written as
:
Let . One may write this propagator in terms of energy eigenstates as
:
Using the identities and , this amounts to
:
One may absorb all terms after the first into , thereby obtaining
:
One may finally expand in powers of : All terms in this expansion get multiplied by the factor in the front, yielding terms of the form
:
Comparison to the above eigenstate expansion yields the standard energy spectrum for the simple harmonic oscillator,
:
Coulomb potential
Feynman's time-sliced approximation does not, however, exist for the most important quantum-mechanical path integrals of atoms, due to the singularity of the
Coulomb potential at the origin. Only after replacing the time by another path-dependent pseudo-time parameter
:
the singularity is removed and a time-sliced approximation exists, which is exactly integrable, since it can be made harmonic by a simple coordinate transformation, as discovered in 1979 by
İsmail Hakkı Duru and
Hagen Kleinert. The combination of a path-dependent time transformation and a coordinate transformation is an important tool to solve many path integrals and is called generically the
Duru–Kleinert transformation The Duru–Kleinert transformation, named after İsmail Hakkı Duru and Hagen Kleinert, is a mathematical method for solving path integrals of physical systems with singular potentials, which is necessary for the solution of all atomic path integr ...
.
The Schrödinger equation
The path integral reproduces the Schrödinger equation for the initial and final state even when a potential is present. This is easiest to see by taking a path-integral over infinitesimally separated times.
:
Since the time separation is infinitesimal and the cancelling oscillations become severe for large values of , the path integral has most weight for close to . In this case, to lowest order the potential energy is constant, and only the kinetic energy contribution is nontrivial. (This separation of the kinetic and potential energy terms in the exponent is essentially the
Trotter product formula.) The exponential of the action is
:
The first term rotates the phase of locally by an amount proportional to the potential energy. The second term is the free particle propagator, corresponding to times a diffusion process. To lowest order in they are additive; in any case one has with (1):
:
As mentioned, the spread in is diffusive from the free particle propagation, with an extra infinitesimal rotation in phase which slowly varies from point to point from the potential:
:
and this is the Schrödinger equation. The normalization of the path integral needs to be fixed in exactly the same way as in the free particle case. An arbitrary continuous potential does not affect the normalization, although singular potentials require careful treatment.
Equations of motion
Since the states obey the Schrödinger equation, the path integral must reproduce the Heisenberg equations of motion for the averages of and variables, but it is instructive to see this directly. The direct approach shows that the expectation values calculated from the path integral reproduce the usual ones of quantum mechanics.
Start by considering the path integral with some fixed initial state
:
Now at each separate time is a separate integration variable. So it is legitimate to change variables in the integral by shifting: where is a different shift at each time but , since the endpoints are not integrated:
:
The change in the integral from the shift is, to first infinitesimal order in :
:
which, integrating by parts in , gives:
:
But this was just a shift of integration variables, which doesn't change the value of the integral for any choice of . The conclusion is that this first order variation is zero for an arbitrary initial state and at any arbitrary point in time:
:
this is the Heisenberg equation of motion.
If the action contains terms which multiply and , at the same moment in time, the manipulations above are only heuristic, because the multiplication rules for these quantities is just as noncommuting in the path integral as it is in the operator formalism.
Stationary-phase approximation
If the variation in the action exceeds by many orders of magnitude, we typically have destructive interference other than in the vicinity of those trajectories satisfying the
Euler–Lagrange equation, which is now reinterpreted as the condition for constructive interference. This can be shown using the method of stationary phase applied to the propagator. As decreases, the exponential in the integral oscillates rapidly in the complex domain for any change in the action. Thus, in the limit that goes to zero, only points where the classical action does not vary contribute to the propagator.
Canonical commutation relations
The formulation of the path integral does not make it clear at first sight that the quantities and do not commute. In the path integral, these are just integration variables and they have no obvious ordering. Feynman discovered that the non-commutativity is still present.
To see this, consider the simplest path integral, the brownian walk. This is not yet quantum mechanics, so in the path-integral the action is not multiplied by :
:
The quantity is fluctuating, and the derivative is defined as the limit of a discrete difference.
:
The distance that a random walk moves is proportional to , so that:
:
This shows that the random walk is not differentiable, since the ratio that defines the derivative diverges with probability one.
The quantity is ambiguous, with two possible meanings:
:
:
In elementary calculus, the two are only different by an amount which goes to 0 as goes to 0. But in this case, the difference between the two is not 0:
:
Let
:
Then is a rapidly fluctuating statistical quantity, whose average value is 1, i.e. a normalized "Gaussian process". The fluctuations of such a quantity can be described by a statistical Lagrangian
:
and the equations of motion for derived from extremizing the action corresponding to just set it equal to 1. In physics, such a quantity is "equal to 1 as an operator identity". In mathematics, it "weakly converges to 1". In either case, it is 1 in any expectation value, or when averaged over any interval, or for all practical purpose.
Defining the time order to ''be'' the operator order:
:
This is called the
Itō lemma
Itō may refer to:
* Itō (surname), a Japanese surname
* Itō, Shizuoka, Shizuoka Prefecture, Japan
* Ito District, Wakayama Prefecture, Japan
See also
*Itô's lemma
In mathematics, Itô's lemma or Itô's formula (also called the Itô-Doeblin ...
in
stochastic calculus
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created ...
, and the (euclideanized) canonical commutation relations in physics.
For a general statistical action, a similar argument shows that
:
and in quantum mechanics, the extra imaginary unit in the action converts this to the canonical commutation relation,
:
Particle in curved space
For a particle in curved space the kinetic term depends on the position, and the above time slicing cannot be applied, this being a manifestation of the notorious
operator ordering problem
Operator may refer to:
Mathematics
* A symbol indicating a mathematical operation
* Logical operator or logical connective in mathematical logic
* Operator (mathematics), mapping that acts on elements of a space to produce elements of another sp ...
in Schrödinger quantum mechanics. One may, however, solve this problem by transforming the time-sliced flat-space path integral to curved space using a multivalued coordinate transformation (
nonholonomic mapping explaine
here.
Measure-theoretic factors
Sometimes (e.g. a particle moving in curved space) we also have measure-theoretic factors in the functional integral:
:
This factor is needed to restore unitarity.
For instance, if
:
then it means that each spatial slice is multiplied by the measure . This measure cannot be expressed as a functional multiplying the measure because they belong to entirely different classes.
Expectation values and matrix elements
Matrix elements of the kind
take the form
:
.
This generalizes to multiple operators, for example
:
,
and to the general expectation value
:
.
Euclidean path integrals
It is very common in path integrals to perform a
Wick rotation from real to imaginary times. In the setting of quantum field theory, the Wick rotation changes the geometry of space-time from Lorentzian to Euclidean; as a result, Wick-rotated path integrals are often called Euclidean path integrals.
Wick rotation and the Feynman–Kac formula
If we replace
by
, the time-evolution operator
is replaced by
. (This change is known as a
Wick rotation.) If we repeat the derivation of the path-integral formula in this setting, we obtain
:
,
where
is the Euclidean action, given by
:
.
Note the sign change between this and the normal action, where the potential energy term is negative. (The term ''Euclidean'' is from the context of quantum field theory, where the change from real to imaginary time changes the space-time geometry from Lorentzian to Euclidean.)
Now, the contribution of the kinetic energy to the path integral is as follows:
:
where
includes all the remaining dependence of the integrand on the path. This integral has a rigorous mathematical interpretation as integration against the
Wiener measure, denoted
. The Wiener measure, constructed by
Norbert Wiener
Norbert Wiener (November 26, 1894 – March 18, 1964) was an American mathematician and philosopher. He was a professor of mathematics at the Massachusetts Institute of Technology (MIT). A child prodigy, Wiener later became an early researcher ...
gives a rigorous foundation to
Einstein's mathematical model of Brownian motion. The subscript
indicates that the measure
is supported on paths
with
.
We then have a rigorous version of the Feynman path integral, known as the
Feynman–Kac formula:
:
,
where now
satisfies the Wick-rotated version of the Schrödinger equation,
:
.
Although the Wick-rotated Schrödinger equation does not have a direct physical meaning, interesting properties of the Schrödinger operator
can be extracted by studying it.
Much of the study of quantum field theories from the path-integral perspective, in both the mathematics and physics literatures, is done in the Euclidean setting, that is, after a Wick rotation. In particular, there are various results showing that if a Euclidean field theory with suitable properties can be constructed, one can then undo the Wick rotation to recover the physical, Lorentzian theory. On the other hand, it is much more difficult to give a meaning to path integrals (even Euclidean path integrals) in quantum field theory than in quantum mechanics.
[For a brief account of the origins of these difficulties, see ]
The path integral and the partition function
The path integral is just the generalization of the integral above to all quantum mechanical problems—
:
is the
action of the classical problem in which one investigates the path starting at time and ending at time , and
denotes the integration measure over all paths. In the classical limit,
, the path of minimum action dominates the integral, because the phase of any path away from this fluctuates rapidly and different contributions cancel.
The connection with
statistical mechanics follows. Considering only paths which begin and end in the same configuration, perform the
Wick rotation , i.e., make time imaginary, and integrate over all possible beginning-ending configurations. The Wick-rotated path integral—described in the previous subsection, with the ordinary action replaced by its "Euclidean" counterpart—now resembles the
partition function of statistical mechanics defined in a
canonical ensemble with inverse temperature proportional to imaginary time, . Strictly speaking, though, this is the partition function for a
statistical field theory.
Clearly, such a deep analogy between quantum mechanics and statistical mechanics cannot be dependent on the formulation. In the canonical formulation, one sees that the unitary evolution operator of a state is given by
:
where the state is evolved from time . If one makes a Wick rotation here, and finds the amplitude to go from any state, back to the same state in (imaginary) time is given by
: