Building a path-integral calculus: a covariant discretization approach

Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path integrals have pervaded all areas of physics where fluctuation effects, quantum and/or thermal, are of paramount importance. Their appeal is based on the fact that one converts a problem formulated in terms of operators into one of sampling classical paths with a given weight. Path integrals are the mirror image of our conventional Riemann integrals, with functions replacing the real numbers one usually sums over. However, unlike conventional integrals, path integration suffers a serious drawback: in general, one cannot make non-linear changes of variables without committing an error of some sort. Thus, no path-integral based calculus is possible. Here we identify which are the deep mathematical reasons causing this important caveat, and we come up with cures for systems described by one degree of freedom. Our main result is a construction of path integration free of this longstanding problem, through a direct time-discretization procedure.

[1]  N. Kampen,et al.  Stochastic processes in physics and chemistry , 1981 .

[2]  R. Graham,et al.  Nonlinear point transformations and covariant interpretation of path integrals , 1979 .

[3]  C. W. Gardiner,et al.  Handbook of stochastic methods - for physics, chemistry and the natural sciences, Second Edition , 1986, Springer series in synergetics.

[4]  Detlef Dürr,et al.  The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process , 1978 .

[5]  H. Janssen Field-theoretic method applied to critical dynamics , 1979 .

[6]  T. Sagawa,et al.  Stochastic energetics for non-Gaussian processes. , 2011, Physical review letters.

[7]  E. Tirapegui,et al.  Functional Integration and Semiclassical Expansions , 1982 .

[8]  Fox,et al.  Functional-calculus approach to stochastic differential equations. , 1986, Physical review. A, General physics.

[9]  FINITE DIMENSIONAL APPROXIMATIONS TO WIENER MEASURE AND PATH INTEGRAL FORMULAS ON MANIFOLDS , 1998, math/9807098.

[10]  L. Schulman,et al.  Path Integrals in Curved Spaces , 1971 .

[11]  W. Horsthemke,et al.  Onsager-Machlup Function for one dimensional nonlinear diffusion processes , 1975 .

[12]  A. Starobinsky,et al.  Correlation functions in stochastic inflation , 2015, 1506.04732.

[13]  J. Alfaro,et al.  Field transformations, collective coordinates and BRST invariance , 1990 .

[14]  P. Nieuwenhuizen,et al.  Path Integrals and Anomalies in Curved Space , 2006 .

[15]  R. Kubo,et al.  Fluctuation and relaxation of macrovariables , 1973 .

[16]  C. Gardiner Handbook of Stochastic Methods , 1983 .

[17]  Paul C. Martin,et al.  Statistical Dynamics of Classical Systems , 1973 .

[18]  L. Peliti,et al.  Field-theory renormalization and critical dynamics aboveTc: Helium, antiferromagnets, and liquid-gas systems , 1978 .

[19]  M. Capitaine On the Onsager-Machlup functional for elliptic diffusion processes , 2000 .

[20]  Riccardo Mannella,et al.  Integration Of Stochastic Differential Equations On A Computer , 2002 .

[21]  P. Hänggi Path integral solutions for non-Markovian processes , 1989 .

[22]  G. N. Mil’shtejn Approximate Integration of Stochastic Differential Equations , 1975 .

[23]  P. Kloeden,et al.  Numerical Solution of Sde Through Computer Experiments , 1993 .

[24]  J. Gervais,et al.  Point canonical transformations in the path integral , 1976 .

[25]  R. Fox Stochastic calculus in physics , 1987 .

[26]  H. Kleinert Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets , 2006 .

[27]  T. Faniran Numerical Solution of Stochastic Differential Equations , 2015 .

[28]  Ito and Stratonovich integrals for delta-correlated processes , 1993 .

[29]  Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies , 1992 .

[30]  R. Graham,et al.  Statistical Theory of Instabilities in Stationary Nonequilibrium Systems with Applications to Lasers and Nonlinear Optics , 1973 .

[31]  Jos'e F. Carinena,et al.  The quantum free particle on spherical and hyperbolic spaces: A curvature dependent approach , 2012 .

[32]  H. Janssen On the Renormalized Field Theory of Nonlinear Critical Relaxation , 1992 .

[33]  L. Cugliandolo,et al.  Dynamical symmetries of Markov processes with multiplicative white noise , 2014, 1412.7564.

[34]  E. Tirapegui,et al.  Functional integrals and the Fokker-Planck equation , 1979 .

[35]  Lars Onsager,et al.  Fluctuations and Irreversible Process. II. Systems with Kinetic Energy , 1953 .

[36]  S. Swain Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences , 1984 .

[37]  U. Weiss Operator ordering schemes and covariant path integrals of quantum and stochastic processes in Curved space , 1978 .

[38]  Mario Di Paola,et al.  Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes , 1993 .

[39]  W. Kerler Definition of path integrals and rules for non-linear transformations , 1978 .

[40]  Kiyosi Itô 109. Stochastic Integral , 1944 .

[41]  C. Grosche,et al.  Path integrals on curved manifolds , 1987 .

[42]  Ioannis Karatzas,et al.  Brownian Motion and Stochastic Calculus , 1987 .

[43]  H. Janssen,et al.  On a Lagrangean for classical field dynamics and renormalization group calculations of dynamical critical properties , 1976 .

[44]  S. Edwards,et al.  Path integrals in polar co-ordinates , 1964, Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences.

[45]  Robert Graham,et al.  Path integral formulation of general diffusion processes , 1977 .

[46]  C. De Dominicis,et al.  TECHNIQUES DE RENORMALISATION DE LA THÉORIE DES CHAMPS ET DYNAMIQUE DES PHÉNOMÈNES CRITIQUES , 1976 .

[47]  N. G. van Kampen,et al.  Itô versus Stratonovich , 1981 .

[48]  Mesoscopic description of the annealed Ising model, and multiplicative noise , 1998, cond-mat/9807157.

[49]  F. Black,et al.  The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.

[50]  M. Chaichian,et al.  Stochastic processes and quantum mechanics , 2001 .

[51]  Critical behavior of nonequilibrium phase transitions to magnetically ordered states. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[52]  Edward Nelson,et al.  Quantum Fluctuations (Princeton Series in Physics) , 1985 .

[53]  B. Øksendal Stochastic differential equations : an introduction with applications , 1987 .

[54]  Y. Takahashi,et al.  The probability functionals (Onsager-machlup functions) of diffusion processes , 1981 .

[55]  Bryce S. DeWitt,et al.  Dynamical theory in curved spaces. 1. A Review of the classical and quantum action principles , 1957 .

[56]  A New theory of stochastic inflation , 1997, gr-qc/9604022.

[57]  On integral transformations associated with a certain Lagrangian-as a prototype of quantization , 1985 .

[58]  N. Wiener The Average value of a Functional , 1924 .

[59]  S. Sasa,et al.  Universal Form of Stochastic Evolution for Slow Variables in Equilibrium Systems , 2016, 1608.00371.

[60]  Yōichirō Takahashi,et al.  Lagrangian for pinned diffusion process , 1996 .

[61]  T C Lubensky,et al.  State-dependent diffusion: Thermodynamic consistency and its path integral formulation. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.

[62]  J. Zinn-Justin Quantum Field Theory and Critical Phenomena , 2002 .

[63]  C. Wissel,et al.  Manifolds of equivalent path integral solutions of the Fokker-Planck equation , 1979 .

[64]  P. Salomonson When does a non-linear point transformation generate an extra O(ℏ2) potential in the effective Lagrangian? , 1977 .

[65]  Lars Onsager,et al.  Fluctuations and Irreversible Processes , 1953 .

[66]  L. Tisza,et al.  Fluctuations and irreversible thermodynamics , 1957 .

[67]  P. Kloeden,et al.  Taylor Approximations for Stochastic Partial Differential Equations , 2011 .

[68]  F. Witte,et al.  Book Review: Path Integrals in Quantum Mechanics, Statistics, Polymer Physics and Financial Markets. Prof. Dr. Hagen Kleinert, 3rd extended edition, World Scientific Publishing, Singapore , 2003 .

[69]  R. Feynman Space-Time Approach to Non-Relativistic Quantum Mechanics , 1948 .

[70]  K. Mecke,et al.  Thin-Film Flow Influenced by Thermal Noise , 2006 .

[71]  Robert Graham,et al.  Covariant formulation of non-equilibrium statistical thermodynamics , 1977 .

[72]  H. Dekker On the functional integral for generalized Wiener processes and nonequilibrium phenomena , 1976 .

[73]  J. Cariñena,et al.  The quantum free particle on spherical and hyperbolic spaces: A curvature dependent approach , 2011, 1201.5589.

[74]  N. Krylov Itô stochastic integral , 2002 .

[75]  Vivien Lecomte,et al.  Rules of calculus in the path integral representation of white noise Langevin equations: the Onsager–Machlup approach , 2017, 1704.03501.