Mathematical Feynman Path Integrals and their Applications TThhiiss ppaaggee iinntteennttiioonnaallllyy lleefftt bbllaannkk Mathematical Feynman Path Integrals and their Applications S o n i a M a z z u c c h i U n i v e r s i t y o f T r e n t o , I t a l y World Scientific NEW JERSEY • LONDON • SINGAPORE • BEIJING • SHANGHAI • HONG KONG • TAIPEI • CHENNAI Published by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601 UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library. MATHEMATICAL FEYNMAN PATH INTEGRALS AND THEIR APPLICATIONS Copyright © 2009 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or mechanical, including photocopying, recording or any information storage and retrieval system now known or to be invented, without written permission from the Publisher. For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not required from the publisher. ISBN-13 978-981-283-690-8 ISBN-10 981-283-690-X Printed in Singapore. LaiFun - Math'l Feynman Path.pmd 1 3/27/2009, 11:44 AM March27,2009 10:32 WorldScienti(cid:12)cBook-9inx6in MathematicalFeynman Preface Evenifmorethan60yearshavepassedsincetheir(cid:12)rstappearanceinFeyn- man’s PhD thesis, Feynman path integrals have not lost their fascination yet. They givea suggestivedescription of quantum evolution, reintroducing in quantum mechanics the classical concept of trajectory, which had been banned from the traditional formulation of the theory. In fact, they can be recognized as a bridge between the classical description of the physical world and the quantum one. Not only do they provide a quantization method, allowing to associate, at least heuristically a quantum evolution to any classicalLagrangian,but also they make very intuitive the study of the semiclassicallimit of quantummechanics,i.e. the studyof the detailed behavior of the wave function when the Planck constant is regarded as a small parameter convergingto zero. Nowadays,the physicalapplicationsof Feynman’s ideas gobeyond non relativistic quantum mechanics and include quantum (cid:12)elds, statistical me- chanics,quantumgravity,polymerphysics,geometry. Nevertheless,inmost cases,Feynmanpathintegralsremainamathematicalchallengeastheyare not well de(cid:12)ned from a mathematical point of view. Since 1960, a large amount of work has been devoted to the mathe- matical realization of Feynman path integrals in terms of a well de(cid:12)ned functional integral. Despite the several interesting results that have been obtained in the last decades, the feeling that Feynman integrals are only an heuristic tool is still a widespread belief among mathematicians and physicists. The present book provides a detailed and self-contained description of the rigorous mathematical realization of Feynman path integrals in terms of in(cid:12)nite dimensional oscillatory integrals, a particular kind of functional v March27,2009 10:32 WorldScienti(cid:12)cBook-9inx6in MathematicalFeynman vi Mathematical Feynman Path Integrals and Applications integrals that can be recognized as the direct generalization of classical oscillatory integrals to the case where the integration is performed on an in(cid:12)nite dimensional space, in particular on a space of paths. The book describes the mathematical di(cid:14)culties, the (cid:12)rst results obtained in the 70’s and the 80’s, as well as the more recent develop- ment andapplications. Special attentionhasbeen paidto enlighteningthe mathematicaltechniques,includingin(cid:12)nitedimensionalintegrationtheory, asymptotic expansions and resummation techniques, without losing the connection with the physical interpretation of the theory. A large amount of references allows the reader to get a deeper knowl- edge of the most interesting mathematical results as well as of the modern physical applications. I am grateful to many coworkers, friends and colleagues for fruitful discussions. SpecialthanksareduetoS.Albeverioforhishelpandsupport, aswellasforreadingthemanuscriptandmakinglotsofusefulcomments. I am also particularlygratefulto G. Greco,V.Moretti, E.Pagani,M. Toller and L. Tubaro. S. Mazzucchi March27,2009 10:32 WorldScienti(cid:12)cBook-9inx6in MathematicalFeynman Contents Preface v 1. Introduction 1 1.1 Wiener’s and Feynman’s integration . . . . . . . . . . . . 4 1.2 The Feynman functional . . . . . . . . . . . . . . . . . . . 10 1.3 In(cid:12)nite dimensional oscillatory integrals . . . . . . . . . . 12 2. In(cid:12)nite Dimensional Oscillatory Integrals 15 2.1 Finite dimensional oscillatory integrals . . . . . . . . . . . 15 2.2 The Parsevaltype equality . . . . . . . . . . . . . . . . . 19 2.3 Generalized Fresnel integrals . . . . . . . . . . . . . . . . 23 2.4 In(cid:12)nite dimensional oscillatory integrals . . . . . . . . . . 32 2.5 Polynomial phase functions . . . . . . . . . . . . . . . . . 42 3. Feynman Path Integrals and the Schro(cid:127)dinger Equation 57 3.1 The anharmonic oscillator with a bounded anharmonic potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 3.2 Time dependent potentials. . . . . . . . . . . . . . . . . . 68 3.3 Phase space Feynman path integrals . . . . . . . . . . . . 76 3.4 Magnetic (cid:12)eld . . . . . . . . . . . . . . . . . . . . . . . . . 86 3.5 Quartic potential . . . . . . . . . . . . . . . . . . . . . . . 88 4. The Stationary Phase Method and the Semiclassical Limit of Quantum Mechanics 101 4.1 Asymptotic expansions . . . . . . . . . . . . . . . . . . . . 101 4.2 The stationary phase method. Finite dimensional case . . 106 vii March27,2009 10:32 WorldScienti(cid:12)cBook-9inx6in MathematicalFeynman viii Mathematical Feynman Path Integrals and Applications 4.3 The stationary phase method. In(cid:12)nite dimensional case . 115 4.4 The semiclassical limit of quantum mechanics . . . . . . . 128 4.5 The trace formula . . . . . . . . . . . . . . . . . . . . . . 138 5. Open Quantum Systems 147 5.1 Feynman path integrals and open quantum systems . . . 147 5.2 The Feynman-Vernon in(cid:13)uence functional . . . . . . . . . 155 5.3 The stochastic Schro(cid:127)dinger equation . . . . . . . . . . . . 165 6. Alternative Approaches to Feynman Path Integration 177 6.1 Analytic continuation of Wiener integrals . . . . . . . . . 177 6.2 The sequential approach . . . . . . . . . . . . . . . . . . . 181 6.3 White noise calculus . . . . . . . . . . . . . . . . . . . . . 184 6.4 Poissonprocesses . . . . . . . . . . . . . . . . . . . . . . . 188 6.5 Further approaches and results . . . . . . . . . . . . . . . 189 Appendix A Abstract Wiener Spaces 191 A.1 General theory . . . . . . . . . . . . . . . . . . . . . . . . 191 A.2 The classical Wiener space. . . . . . . . . . . . . . . . . . 195 Bibliography 197 Index 215 March27,2009 10:32 WorldScienti(cid:12)cBook-9inx6in MathematicalFeynman Chapter 1 Introduction One of the most challenging problems of modern physics is the connection between the macroscopic and the microscopic world, that is between clas- sicalandquantummechanics. Inprincipleamacroscopicsystemshould be described as a collection of microscopic ones, so that classical mechanics should be deduced from quantum theory by means of suitable approxima- tions. At a (cid:12)rst glance the solution of the problem is not straightforward: indeed there are deep di(cid:11)erences between the classical and the quantum description of the physical world. In classical mechanics the state of an elementary physical system, for instance, a point particle is given by specifying its position q (a point in its con(cid:12)guration space) and its velocity q_. The time evolution in the time interval [0;t] is described by a path q(s) in the con(cid:12)guration space. s [0;t] 2 The dynamics of the particle under the action of a force (cid:12)eld described by the real-valued potential V is determined by the classical Lagrangian: m (q(s);q_(s)):= q_2 V(q); (1.1) L 2 (cid:0) where m is the mass of the particle. By the Hamilton’s least action princi- ple, the Euler-Lagrangeequation of motion d @ @ L L =0 dt @q_ (cid:0) @q followbyavariationalargument. Thetrajectoryof the particleconnecting a point x at time t to a point y at time t is the path making stationary 0 the action functional S: t (cid:14)S (q)=0; S (q)= (q(s);q_(s))ds: (1.2) t t L Z0 The quantum description of a point particle appears at a (cid:12)rst glance completely di(cid:11)erent. First of all the concept of trajectory is meaningless. 1