corresponding velocity eld to consider in the Fokker-Planck equation shows singularities in the locations of the nodes of the wave function. These sin

Size: px
Start display at page:

Download "corresponding velocity eld to consider in the Fokker-Planck equation shows singularities in the locations of the nodes of the wave function. These sin"

Transcription

1 Exact solutions of Fokker-Planck equations associated to quantum wave functions Nicola Cufaro Petroni, Salvatore De Martino and Silvio De Siena y ABSTRACT: We analyze the non stationary solutions of the Fokker-Planck equations associated to quantum states by the stochastic mechanics. In particular we study the exact solutions for the stationary states of the harmonic oscillator and the potentials which realize new possible evolutions ruled by the same equations. To appear on Physics Letters A 1. Introduction In a few recent papers [1] the analogy between diusive classical systems and quantum systems has been reconsidered from the standpoint of the stochastic mechanics (SM) [],[3]. Particular attention was devoted there to the evolution of the classical systems associated to a quantum wave function when the conditions imposed by the stochastic variational principle are not satised (non extremal processes) in order to check if and how the evolving distribution converges in time toward the quantum distribution. This hypothesis constitutes an important point in the discussion engaged by Bohm and Vigier several years ago about some criticisms to the assumptions of the Causal Interpretation of the Quantum Mechanics (CIQM) [4]. In the quoted papers [1] it was pointed out that the right convergence was achieved for a few quantum examples, but no general results were available to this eect. Moreover there were also a few counterexamples: in fact not only for non stationary wave functions (as for a minimal uncertainty packet) there may be no convergence at all, but also in the case of stationary states with nodes (namely with zeros) we do not get the right asymptotic behaviour. The problem is that for stationary states with nodes the INFN Sezione di Bari and Dipartimento di Fisica dell'universita di Bari, via Amendola 173, 716 Bari (Italy); CUFARO@BARI.INFN.IT y Dipartimento di Fisica dell'universita di Salerno, Via S.Allende, 8481 Baronissi, Salerno (Italy); DEMARTINO@PHYSICS.UNISA.IT, DESIENA@PHYSICS.UNISA.IT 1

2 corresponding velocity eld to consider in the Fokker-Planck equation shows singularities in the locations of the nodes of the wave function. These singularities eectively separate the available interval of the space variables into (probabilistically) non communicating sections which trap any amount of probability initially attributed and make the system non ergodic. The rst new result of this paper is well understood in the light of these opening remarks: we show, by means of a general method (the eigenfunction expansion for the diusion equations) that for transitive systems with stationary velocity elds (as, for example, a stationary ground state) we always have the right exponential convergence to the right quantum probability distribution associated to the extremal process, even if we initially start from an arbitrary non extremal process. These results can also be extended to an arbitrary stationary state if we separatedly consider the process as conned in every conguration space region between two subsequent nodes. However this is not the unique path we trod along in the following pages: the second new feature of this article starts from the remark that non extremal processes can be considered virtual, as trajectories in the classical Lagrangian mechanics, but that in the same way they can also be turned real if we modify the potential in a suitable way. The interest for that lies not only in the fact that non extremal processes are exactly what is lacking in quantum mechanics in order to interpret it as a classical stochastic process theory (for example in order to have a classical picture of a double slit experiment [5]), but also to engeneer some new controlled real evolutions of quantum states. In particular this could be useful to study (a) transitions between stationary states (b) possible models for measure theory [3] and (c) control of the particle beam dynamics in accelerators [6]. In fact it should be pointed out that the stochastic mechanics is also a theory, independent from quantum mechanics, which has applications in several physical elds, in particular for systems not perfectly described by the quantum formalism, but whose evolution is corectly controlled by quantum uctuation: the so called mesoscopic or quantum-like systems. This behaviour characterizes, for example, the beam dynamics in particle accelerators and there is evidence that it could be well described by the stochastic formalism of Nelson diusions [6]. Of course in these systems trajectories and transition probabilities always are perfectly meaningful. Since to study in detail the evolution of the probability distributions in these cases, and in particular to try to understand if and how it is possible to make a controlled transition between two quantum states, it is necessary to determine the fundamental solutions (transition probability densities) associated by SM to every quantum state in consideration, we eventually devoted the second part of this letter to a sketch of the way we could undertake this task. SM is a generalization of classical mechanics based on the theory of classical stochastic processes []. The variational principles of Lagrangian type provide a solid foundation for it, as for the classical mechanics or the eld theory [3]. In this scheme the deterministic trajectories of classical mechanics are replaced by the random trajectories of diusion processes in the conguration space. The surprisig feature is that programming equations derived from the stochastic version of the lagrangian principle are formally identical to the equations of a Madelung uid [7], the hydrodynamical equivalent of the Schrodinger equation in the Stochastic Interpretation of the

3 Quantum Mechanics (SIQM) [8]. On this basis, it is possible to develop an interpretative scheme where the phenomenological predictions of SM coincide with that of quantum mechanics for all the experimentally measurable quantities. Within this interpretative code the SM is nothing but a quantization procedure, dierent from the ordinary ones only formally, but completely equivalent from the point of view of the physical consequences. Hence we interpret here the SM as a probabilistic simulation of quantum mechanics, providing a bridge between this fundamental section of physics and the stochastic dierential calculus. However it is well known that the most peculiar features of the involved stochastic processes, namely the transition probability densities, seem not always enter into this code scheme: in fact, if we want to check experimentally if the transition probabilities are the right ones for a given quantum state, we are obliged to perform repetead position measurements on the quantum system, so that, according to quantum theory, the quantum state changes in every measurement (wave packet reduction). On the other hand our transition probabilities are associated to a well dened wave function: hence it will be practically impossible in general to experimentally observe these transition probabilities. Several ways out of these diculties can be explored: for example stochastic mechanic scheme could be modied by means of non constant diusion coecients [1], or alternatively it would be possible to modify the stochastic evolution during the measurement [9]. Here we rather assume the standpoint of the convergence (in time) of the processes which do not satisfy the stochastic variational principle toward the processes associated to quantum states. In this way any departure from the distributions of quantum mechanics is quickly reabsorbed in the time evolution [1], at least in many meaningful cases. However the possibility is also considered here that the non standard evolving distributions can be realized by suitable quantum systems for modied, time dependent potentials which, on the other hand, asymptotically in time rejoin the usual potentials. Starting from [1] we will study the corrispondence between stochastic and quantum mechanics in several cases of stationary states, and in section we will in particular recall the well known technique of the eigenfunction expansion for Fokker-Planck equations in order to approach these problems in a general way in section 3. In section 4 we will discuss a few explicit examples of Fokker-Planck equations with singular drifts associated to particular wave functions of the quantum harmonic oscillator. Finally in section 5 we will briey discuss how it is possible to consider any classical evolution as produced by a suitable quantum system: a step instrumental to point out that also non extremal evolutions could be in principle produced by means of a suitable (time-dependent) deformation of the potential.. Eigenvalue problem for the Fokker-Planck equation Let us recall here (see for example [1] pag. 11) a few general facts about the pdf's (probability density functions) f(x; t) solutions of a one-dimensional Fokker-Planck equation of the t f x (vf) (Df)? vf (:1) 3

4 dened for x [a; b] and t t. Here D(x) and v(x) are two time independent functions such that D(x) > and v(x) has no singularities in (a; b); moreover they are both continuous and dierentiable functions. The conditions imposed on the probabilistic solutions are of course Z b a f(x; t) ; a < x < b ; t t ; f(x; t) dx = 1 ; t t ; and from the form of (.1) the second condition also takes the (Df)? vf a;b = ; t t : (:3) (:) Suitable initial conditions will be added to produce the required evolution: for example the transition pdf p(x; tjx ; t ) will be selected by the initial condition It is also possible to show by direct calculation that lim f(x; t) = f(x; t + ) = (x? x t!t + ) : (:4) h(x) = N?1 e?r [D (x)?v(x)]=d(x) dx ; N = Z b a e?r [D (x)?v(x)]=d(x) dx dx (:5) is an invariant (time independent) solution of (.1) satisfying the conditions (.). Remark that (.1) is not in the standard self-adjoint form (see [11] pag.114). However if we dene the function g(x; t) by means of f(x; t) = p h(x) g(x; t) (:6) it would be easy to show that g(x; t) obeys now an equation of the form where L dened by with L' = d dx p(x) = D(x) > ; q(x) t g = Lg (:7) p(x) d'(x) dx D (x)? v(x) 4D(x)?? q(x)'(x) ; (:8) D (x)? v(x) is now self-adjoint. Then, by separating the variables by means of g(x; t) = (t)g(x) we have (t) = e?t while G must be solution of a typical Sturm-Liouville problem associated to the equation ; (:9) LG(x) + G(x) = (:1) with the boundary conditions D (a)? v(a) G(a) + D(a)G (a) = ; D (b)? v(b) G(b) + D(b)G (b) = : (:11) 4

5 It easy to see that = is always an eigenvalue for the problem (.1) with (.11), and that the corresponding eigenfunction is p h(x) dened in (.5). For the dierential problem (.1) with (.11) we have that (see [11] pag. 138) the simple eigenvalues n will constitute an innite, increasing sequence and the corresponding eigenfunction G n (x) will have n simple zeros in (a; b). For us this means that =, corresponding to the eigenfunction G (x) = p h(x) which never vanishes in (a; b), is the lowest eigenvalue so that all other eigenvalues are strictly positive. Moreover the eigenfunctions will constitute a complete orthonormal set of functions in L? [a; b] (see [1] pag. 134). As a consequence the general solution of (.1) with (.) will have the form f(x; t) = 1X n= c n e?ntp h(x)g n (x) (:1) with c = 1 for normalization (remember that = ). The coecients c n for a particular solution selected by an initial condition are then calculated from the orthonormality relations as c n = and in particular for the transition pdf we have from (.4) that f(x; t + ) = f (x) (:13) Z b a f (x) p G n(x) dx ; (:14) h(x) c n = G n(x ) p h(x ) : (:15) Since = and n > for n 1, the general solution (.1) of (.1) has a precise time evolution. In fact all the exponential factors in (.1) vanish with t! +1 with the only exception of the term n = which is constant, so that exponentially fast we will always have p lim f(x; t) = c h(x)g (x) = h(x) ; (:16) t!+1 namely: the general solution will always relax in time toward the invariant solution h(x). 3. Fokker-Planck equations for Stochastic Mechanics We will now examinate the consequences of the previous remarks on the evolution equations of the SM, and for the sake of brevity in the presentation of the notation we will take a shortcut borrowed from the SIQM which, as it is well known, is formally ruled by the same dierential equations as the SM. Let us consider the (one dimensional) Schrodinger equation h ih@ t = ^H =? x + V (3:1) 5

6 for a time-independent potential V (x) which gives rise to a purely discrete spectrum and bound, normalizable states, and let us use the following notations for stationary states, eigenvalues and eigenfunctions: n(x; t) = n (x) e?ient=h ^H n =? h m n + V n = E n n (3:) For later convenience we will also introduce the constant D = h m (3:3) which will play the role of a diusion coecient when we will associate a stochastic process to every quantum state. As a consequence the previous eigenvalue equation can be recast in the following form D n = V? E n h n : (3:4) It is also well-known that for these stationary states the pdf is the time independent, real function With the Ansatz usual in SIQM (see for example [7]) f n (x) = j n (x; t)j = n(x) : (3:5) (x; t) = R(x; t) e is(x;t)=h (3:6) where R and S are real functions, the function R = j j comes out to be a particular solution of a Fokker-Planck equation (with constant diusion coecient and time-independent forward velocity eld) of the form t f = D@ x x(vf) x (D@ x f? vf) ; (3:7) v(x; t) = 1 xs + h x(ln R ) : (3:8) Remark that the explicit dependence of v on the form of R clearly indicates that to have a solution of (3.7) which makes quantum sense we must pick-up only one, suitable, particular solution. In fact in the stochastic mechanical framework the system is ruled not only by the Fokker-Planck equation (3.7), but also by the second, dynamical t S + (@ xs) m + V? x R m R = (3:9) namely the so-called Hamilton-Jacobi-Madelung equation deduced by separating the real and imaginary parts of (3.1) (see [7]). The analogy between (3.7) and the Fokker-Planck equation (.1) is more than formal in the sense that the SM (see []) shows how to recover both the equations (3.7) and (3.9) (namely the Schrodinger equation (3.1)) in a classical, dynamical stochastic context. This dynamics can also be connected to a stochastic variational principle (see [3]) which, as usual in the dynamical theories, select the actual trajectories of the system among all the virtually possible 6

7 evolutions. In particular from this standpoint the velocity eld v is not a given eld, but becomes a dynamical variable to be determined by the equations of the system. We will now x our attention on a given stationary solution n (x; t) and we will remark that in this case we have so that for our state the velocity eld is S(x; t) =?E n t ; R(x; t) = n (x) ; (3:1) v n (x) = D n(x) n (x) : (3:11) This means that now v n is time-independent and it possibly presents singularities in the zeros (nodes) of the eigenfunction. Since the n-th eigenfunction of a quantum system with bound states has exactly n simple nodes (see [11] pag. 138) that we will indicate with x 1 ; : : : ; x n, the coecients of the Fokker-Planck equation (3.7) are not dened in these n points and we will be obliged to solve it in separate intervals by imposing the right boundary conditions connecting the dierent sections. In fact these singularities eectively separate the real axis in n + 1 sub-intervals with impenetrable (to the probability current) walls. Hence the process will not have an unique invariant measure and will never cross the boundaries xed by the singularities of v(x): if we start in one of the intervals in which the axis is so divided we will always remain there (see [13]). As a consequence we must think the normalization integral (.) (with a =?1 and b = +1) as the sum of n + 1 integrals over the sub-intervals [x k ; x k+1 ] with k = ; 1; : : : ; n (where we understand, to unicate the notation, that x =?1 and x n+1 = +1). Hence for n 1 we will be obliged to solve the equation (3.7) in every interval [x k ; x k+1 ] by requiring that the integrals Z xk+1 x k f(x; t) dx (3:13) be kept at a constant value for t t : this value is not, in general, equal to one (only the sum of these n + 1 integrals amounts to one) and, since the separate intervals can not communicate, it will be xed by the choice of the initial conditions. The boundary conditions associated to (3.7) are hence imposed by the conservation of the probability in [x k ; x k+1 ] and that means the vanishing of the probability current at the end points of the interval: D@x f? vf = x k ;x ; k+1 t t : (3:14) To have a particular solution we must moreover specify the initial conditions: in particular we will be interested in the transition pdf p(x; tjx ; t ), which is singled out by the initial condition (.4), since (see [1]) the asymptotic approximation in L 1 among solutions of (3.7) is ruled by the asymptotic behavior of p(x; tjx ; t ) through the Chapman-Kolmogorov equation f(x; t) = Z +1?1 p(x; tjy; t )f(y; t + ) dy : (3:15) It is clear at this point that in every interval [x k ; x k+1 ] (both nite or innite) we can solve the equation (3.7) along the guidelines sketched in the Section 1 by keeping in mind that in [x k ; x k+1 ] 7

8 we already know the invariant, time-independent solution n(x) (or, more precisely, its restriction to the said interval) which is never zero in this interval with the exception of the extremes x k and x k+1. Hence, as we have seen in the general case, with the position f(x; t) = n (x)g(x; t) (3:16) we can reduce (3.7) to the t g = L n g (3:17) where L n is now the self-adjoint operator dened on [x k ; x k+1 ] by where we have now L n '(x) = d dx p(x) = D > ; p(x) d'(x) dx q n (x) = v n(x) 4D? q n (x)'(x) (3:18) + v n(x) : (3:19) To solve (3.17) it is in general advisable to separate the variables, we then immediately have (t) = e?t while G must be solution of the Sturm-Liouville problem associated to the equation with the boundary conditions L n G(x) + G(x) = (3:) DG (x)? v n (x)g(x) x k ;x k+1 = : (3:1) The general behaviour of the solutions obtained as expansions in the system of the eigenfunctions of (3.) has already been discussed in Section Harmonic oscillator states To see in an explicit way how the pdf's of SM evolve, let us consider now in detail the particular example of a quantum harmonic oscillator (HO) characterized by the potential It is well-known that its eigenvalues are E n = h! n + 1 V (x) = m! x : (4:1) ; n = ; 1; : : : (4:) while, with the notation the eigenfuncions are n (x) = = h m! ; (4:3) 1 p p n n! e?x =4 Hn x p (4:4) 8

9 where H n are the Hermite polynomials. The corresponding velocity elds are easily calculated and are for example v (x) =?!x ; v 1 (x) =! x?!x ; x v (x) = 4!?!x ; x? with singularities in the zeros x k of the Hermite polynomials. If we now keep the form of the velocity elds xed we can consider (3.7) as an ordinary Fokker-Planck equation for a diusion process and solve it to see the approach to the equilibrium of the general solutions. When n = the equation (3.7) takes the form t f x f +!x@ xf +!f (4:7) and the fundamental solution comes out to be the Ornstein-Uhlenbeck transition pdf where we used the notation p(x; tjx ; t ) = 1 (t) p e?[x?(t)] = (t) ; (t t ) (4:8) (t) = x e?!(t?t) ; (t) = 1? e?!(t?t ) ; (t t ) : (4:9) The stationary Markov process associated to the transition pdf (3.1) is selected by the invariant pdf f(x) = 1 p e?x = (4:11) which is also the asymptotic pdf for every initial condition when the evolution is ruled by (4.7) (see for example [1]) so that the invariant distribution plays also the role of the limit distribution. It is remarkable that this invariant pdf also coincides with the quantum stationary pdf = j j ; in other words, the process associated by the SM to the ground state of a quantum HO is nothing but the stationary Ornstein-Uhlenbeck process. For n 1 the solutions of (3.7) are no more so easy to nd and, as discussed in the previus section, we will have to solve the eigenvalue problem (3.) which, with = h, an be written as? h m m G (x) +! x? h! n + 1 G(x) = G(x) (4:1) in every interval [x k ; x k+1 ] with, k = ; 1; : : : ; n, between two subsequent singularities of the v n eld. The boundary conditions at the endpoints of these intervals are deduced from (3.14) through (3.16) and are [ n G? n G] x k ;x k+1 = (4:13) and since n (but not n) vanishes in x k ; x k+1, the boubdary conditions to impose are G(x k ) = G(x k+1 ) = (4:14) 9

10 where it is understood that for the conditions in x and x n+1 we respectively mean lim x!?1 G(x) = ; lim G(x) = : (4:15) x!+1 It is also useful at this point to give the eigenvalue problem in an adimensional form by using the new adimensional variable x= (which will still be called x) and the eigenvalue = =! = =h!. In this way the equation (4.1) with the conditions (4.14) becomes y x (x)? 4? n + 1? y(x) = y(x k ) = y(x k+1 ) = (4:16) where x; x k ; x k+1 are now adimensional variables. If m and y m (x) are the eigenvalues and eigenfunctions of (4.16), the general solution of the corresponding Fokker-Planck equation (3.7) will be f(x; t) = 1X x c m e?m!t n (x)y m m= : (4:18) Of course the values of the coecients c m will be xed by the initial conditions and by the obvious requirements that f(x; t) must be non negative and normalized (on the whole x axis) along all its evolution. Two linearly independent solutions of (4.16) are y (1) = e?x =4 M? + n ; 1 ; x ; y () = xe?x =4 M where M(a; b; z) are the conuent hypergeometric functions.? + n? 1 ; 3 ; x ; (4:) We consider now the case n = 1 (x =?1, x 1 = and x = +1) so that (4.16) will have to be solved separately for x and for x with the boundary conditions y() = and lim y(x) = lim y(x) = : (4:1) x!?1 x!+1 The eigenvalues are m = m with m = ; 1; : : : and the complete set of eigenfunctions is given by 3 y m (x) = xe?x =4 x M?m; ; = (?1)m m! xp p e?x =4 H m+1 : (4:3) (m + 1)! In fact this is the form of the eigenfunctions for both x and x. In particular it is easy to see that y (x) = xe?x =4 and its relation with the quantum eigenfunction 1 is (4:4) 1 (x) = y (x= ) p p ; (4:5) and the general solution of (3.7) with v = v 1 is f(x; t) = 1X m= c m e?m!(t?t) 1 (x)y m (x= ) : (4:8) 1

11 To determine the c m 's we must now impose an initial condition: in particular, the initial condition for the transition pdf's requires As a consequence we will have p(x; tjx ; t ) = 1(x) xx c m = 1X m= A long calculation shows that this series can be summed up to (m + 1)!! y p m (x = ) p (m)!! y (x = ) : (4:3) e?m!(t?t) x m (m + 1)! H x m+1 p H m+1 p : (4:33) p(x; tjx ; t ) = x e?[x?(t)] = (t)? e?[x+(t)] = (t) (t) (t) p (4:35) where (t) and (t) are dened in (4.9). It must be remarked still once that the form (4.35) of the transition pdf must be considered as restricted to x when x > and to x when x <, and that only on these intervals it is suitably normalized. In order to take into account at once both these possibilities we can also introduce the Heavyside function (x) so that for every x 6= we will have p(x; tjx ; t ) = (xx ) x e?[x?(t)] = (t)? e?[x+(t)] = (t) (t) (t) p : (4:36) This completely solves the problem for n = 1 since from (3.15) we can now deduce also the evolution of every other initial pdf. In particular it can be shown that = lim p(x; tjx ; t ) = (xx ) x e?x p = (xx ) t!+1 1(x) ; (4:37) 3 and hence, if f(x; t + ) = f (x) is the initial pdf, we have for t > t lim f(x; t) = lim t!+1 t!+1 = 1(x) Z +1?1 Z +1?1 p(x; tjy; t )f (y) dy (xy)f (y) dy =?(q; x) 1(x) ; (4:38) where we have dened the function?(q; x) = q(x) + (? q)(?x) ; q = Z +1 f (y) dy : (4:39) Remark that when q = 1 (namely when the initial probability is equally shared on the two real half-axis) we have?(1; x) = 1 and the asymptotical pdf coincides with the quantum stationary pdf 1(x); if on the other hand q 6= 1 the asymptotical pdf has the same shape of 1(x) but with dierent weights on the two half-axis. 11

12 If nally n = we have x =?1, x 1 =?1, x = 1 and x 3 = +1, and the equation (4.16) must be solved in the three intervals (?1;?1], [?1; 1] and [1; +1). The two linearly independent solutions are now y (1) = e?x =4 M? + ; 1 ; x ; y () = xe?x =4 M? + 1 ; 3 ; x ; (4:4) and it is easy to verify that = is an eigenvalue for all the three intervals with eigenfunction y (x) = e?x =4 M?1; 1 ; x = e?x =4 H xp so that the relation with the quantum eigenfunction is = e?x =4 (x? 1) (4:41) (x) = y (x= ) p p : (4:4) 8 As for the other eigenvalues and eigenfunction they are not too easy to nd so that a complete analysis of this case has still to be elaborated. A few indications can be obtained numerically: for example it can be shown that, beyond =, the rst eigenvalues in the interval [?1; 1] can be calculated as the rst values such that M? + 1 ; 3 ; 1 = (4:5) and are 1 7:44, 37:6, 3 86:41. Also for the unbounded interval [1; +1) (the analysis is similar for (?1;?1]) the eigenvalues are derivable only numerically. 5. Conclusions We want to conclude this paper by remarking that the processes discussed in the previous sections, namely the processes solutions of (3.7) but not associated to quantum mechanical states solutions of (3.1) (in other words, the processes that do not satisfy either the stochastic variational principle [3] or the Nelson dynamical equation []), are not without a deep relation with the quantum mechanics. In fact we will show here that to every solution f(x; t) of a Fokker-Planck equation (.1), with given v(x) and constant diusion coecient (3.3), it is possible to associate the wave function of a quantum system with a suitable time-dependent potential. This means in practice that even the virtual (non optimal) processes discussed in this paper can be associated to proper quantum states, namely can be made optimal albeit with a potential which is dierent from the V (x) of (3.1). Let us take a solution f(x; t) of the Fokker-Planck equation (.1), with given v(x) and constant diusion coecient (3.3): if we dene the functions R(x; t) and W (x) by p R(x; t) = f(x; t) ; v(x) = W (x) ; (5:1) 1

13 and we remember that [] the following relation holds mv x S + h ln R x S + h ln f (5:) if S(x; t) is supposed to be the phase of a wave function as in (3.6), we immediately get S(x; t) = mw (x)? h ln f(x; t)? (t) (5:3) which allows us to determine S from f and v (namely W ) up to an arbitrary function of the time (t). However, in order that the wave function (3.6) with our R and S be a solution of a Schrodinger equation, we must be also sure that the Hamilton-Jacobi-Madelung equation (3.9) be satised. Since S and R are now xed, this equation (3.9) must be considered as a relation dening the new potential which, after a short calculation, becomes V (x; t) = h x ln f + h (@ t ln f + v@ x ln f)? mv + _ : (5:4) Of course if we start with a quantum wave function for a given potential and if we pick up as a solution of (3.7) exactly f = R the formula (5.4) will correctly give back the initial potential, as can be seen for the ground state and the rst excited state of the harmonic oscillator which (by choosing respectively (t) = h!t= and (t) = 3h!t=) give as result the usual harmonic potential (3.1). On the other hand let us consider now the (non stationary) fundamental solution (4.8) associated to the velocity eld v (x) of (4.6) for the case n = of the harmonic oscillator (we put t = to simplify the notation): a short calculation shows that, by choosing _(t) = h! (t)? 1 = h! 1 tanh!t! h! ; (t! +1) ; (5:5) we get the time-dependent potential V (x; t) = h! x? (t) (t) (t)? m! x! m! x ; (t! +1) : (5:6) Of course the fact that for t! +1 we recover the harmonic potential is associated to the fact, aleady remarked, that the usual quantum pdf (x) is also the limit distribution for every initial condition. As for the case n = 1, with v 1 (x) from (4.6) and the transition probability (4.36) as given non-stationary solution, the calculations are lenghtier. However if we dene F (x; t) = e?[x?(t)] = (t) (t) p T x(t) (t) = x(t) (t) ; G(x; t) = e?[x+(t)] = (t) (t) p ; (5:7) F (x; t) + G(x; t) F (x; t)? G(x; t) ; T (x) = x tanh x ; (5:8) and if we choose _(t) = h! 4 (t)? (t)? 1! 3 h! ; (t! +1) (5:9) 4 (t) 13

14 we have as time dependent potential for every x 6= V (x; t) = m! x 4? 1 + h! 4! m! x ; (t! +1) : 1? T x? h 4mx h x i 1? T (5:1) In this case the asymptotic potential is the usual harmonic potential, but we must consider it separately on the positive and negative x semi axis since in the point x = a singular behaviour would show up. This means that, also if asymptotically we recover the right potential, this will be associated with new boundary conditions in x = since we will be obliged to keep the system bounded on the positive (for example) semiaxis. These simple examples show that we can always design a sutable (time dependent) potential which realizes arbitrary diusive evolutions of classical systems. This has more than a purely formal interest since it can allow one, for instance, to produce a quantum evolution between two stationary states of a system by means of a deformation of the original potential. Since also the measurement processes (which can not be described along a time evolution in the usual formalism of quantum mechanics) can be considered as a transition between two states, these techniques seem to indicate a way to simulate a continuous reduction of a wave packet controlled by a time dependent potential. A subsequent paper will be devoted to a discussion of this point which, however, will require a generalization of the results on the solutions of the Fokker-Planck equation to the case of time dependent velocity elds since in this case we will have to do with non stationary quantum wave functions. REFERENCES 1. N.Cufaro Petroni and F.Guerra: Found.Phys. 5 (1995) 97; N.Cufaro Petroni: Asymptotic behaviour of densities for Nelson processes, in Quantum communications and measurement, V.P.Belavkin et al. Eds., Plenum Press, New York, 1995, p. 43; N.Cufaro Petroni, S.De Martino and S.De Siena: Non equilibrium densities of Nelson processes, in New perspectives in the physics of mesoscopic systems, S.De Martino et al. Eds., New Scientic, Singapore, 1997, p E.Nelson: Phys.Rev. 15 (1966) 179; E.Nelson: Dynamical Theories of Brownian Motion (Princeton U.P.; Princeton, 1967); E.Nelson: Quantum Fluctuations (Princeton U.P.; Princeton, 1985); F.Guerra: Phys.Rep. 77 (1981) F.Guerra and L.Morato: Phys.Rev. D7 (1983) 1774; F.Guerra and R.Marra: Phys.Rev. D8 (1983) 1916; F.Guerra and R.Marra: Phys.Rev. D9 (1984) D.Bohm and J.P.Vigier: Phys.Rev. 96 (1954) N.Cufaro Petroni: Phys.Lett. A 141 (1989) 37; N.Cufaro Petroni: Phys.Lett. A 16 (1991) 17; N.Cufaro Petroni and J.P.Vigier: Found.Phys. (199) 1. 14

15 6. N.Cufaro Petroni, S.De Martino, S.De Siena and F.Illuminati: A stochastic model for the semiclassical collective dynamics of charged beams in partcle accelerators, contribution to the 15th ICFA Advanced Beam Dynamics Workshop, Monterey (California), Jan E.Madelung: Z.Physik 4 (196) 33; L.de Broglie: C.R.Acad.Sci.Paris 183 (196) 447; L.de Broglie: C.R.Acad.Sci.Paris 184 (197) 73; L.de Broglie: C.R.Acad.Sci.Paris 185 (197) 38; D.Bohm: Phys.Rev. 85 (195) 166, L.de la Pe~na and A.M.Cetto: Found.Phys. 5 (1975) 355; N.Cufaro Petroni and J.P.Vigier: Phys.Lett. A73 (1979) 89; N.Cufaro Petroni and J.P.Vigier: Phys.Lett. A81 (1981) 1; N.Cufaro Petroni and J.P.Vigier: Phys.Lett. A11 (1984) 4; N.Cufaro Petroni, C.Dewdney, P.Holland, T.Kyprianidis and J.P.Vigier: Phys.Lett. A16 (1984) 368; N.Cufaro Petroni, C.Dewdney, P.Holland, T.Kyprianidis and J.P.Vigier: Phys.Rev. D3 (1985) F.Guerra: The problem of the physical interpretation of Nelson stochastic mechanics as a model for quantum mechanics, in New perspectives in the physics of mesoscopic systems, S.De Martino et al. Eds., New Scientic, Singapore, 1997, p H.Risken: The Fokker-Planck equation (Springer, Berlin, 1989). 11. F.Tricomi: Equazioni dierenziali (Einaudi, Torino, 1948). 1. F.Tricomi: Integral equations (Dover, New York, 1985). 13. S.Albeverio and R.Hgh-Krohn: J.Math.Phys. 15 (1974)

Stationary distributions of non Gaussian Ornstein Uhlenbeck processes for beam halos

Stationary distributions of non Gaussian Ornstein Uhlenbeck processes for beam halos N Cufaro Petroni: CYCLOTRONS 2007 Giardini Naxos, 1 5 October, 2007 1 Stationary distributions of non Gaussian Ornstein Uhlenbeck processes for beam halos CYCLOTRONS 2007 Giardini Naxos, 1 5 October Nicola

More information

Lecture 12: Detailed balance and Eigenfunction methods

Lecture 12: Detailed balance and Eigenfunction methods Miranda Holmes-Cerfon Applied Stochastic Analysis, Spring 2015 Lecture 12: Detailed balance and Eigenfunction methods Readings Recommended: Pavliotis [2014] 4.5-4.7 (eigenfunction methods and reversibility),

More information

Lecture 12: Detailed balance and Eigenfunction methods

Lecture 12: Detailed balance and Eigenfunction methods Lecture 12: Detailed balance and Eigenfunction methods Readings Recommended: Pavliotis [2014] 4.5-4.7 (eigenfunction methods and reversibility), 4.2-4.4 (explicit examples of eigenfunction methods) Gardiner

More information

Lévy-Student distributions for halos in accelerator beams

Lévy-Student distributions for halos in accelerator beams Lévy-Student distributions for halos in accelerator beams Nicola Cufaro Petroni* Dipartimento di Matematica dell Università di Bari and INFN Sezione di Bari, via E. Orabona 4, 7015 Bari, Italy Salvatore

More information

Degree Master of Science in Mathematical Modelling and Scientific Computing Mathematical Methods I Thursday, 12th January 2012, 9:30 a.m.- 11:30 a.m.

Degree Master of Science in Mathematical Modelling and Scientific Computing Mathematical Methods I Thursday, 12th January 2012, 9:30 a.m.- 11:30 a.m. Degree Master of Science in Mathematical Modelling and Scientific Computing Mathematical Methods I Thursday, 12th January 2012, 9:30 a.m.- 11:30 a.m. Candidates should submit answers to a maximum of four

More information

in order to insure that the Liouville equation for f(?; t) is still valid. These equations of motion will give rise to a distribution function f(?; t)

in order to insure that the Liouville equation for f(?; t) is still valid. These equations of motion will give rise to a distribution function f(?; t) G25.2651: Statistical Mechanics Notes for Lecture 21 Consider Hamilton's equations in the form I. CLASSICAL LINEAR RESPONSE THEORY _q i = @H @p i _p i =? @H @q i We noted early in the course that an ensemble

More information

Lecture 3 Dynamics 29

Lecture 3 Dynamics 29 Lecture 3 Dynamics 29 30 LECTURE 3. DYNAMICS 3.1 Introduction Having described the states and the observables of a quantum system, we shall now introduce the rules that determine their time evolution.

More information

d)p () = A = Z x x p b Particle in a Box 3. electron is in a -dimensional well with innitely high sides and width An Which of following statements mus

d)p () = A = Z x x p b Particle in a Box 3. electron is in a -dimensional well with innitely high sides and width An Which of following statements mus 4 Spring 99 Problem Set Optional Problems Physics April, 999 Handout a) Show that (x; t) =Ae i(kx,!t) satises wave equation for a string: (x; t) @ = v @ (x; t) @t @x Show that same wave function (x; t)

More information

MODELLING OF FLEXIBLE MECHANICAL SYSTEMS THROUGH APPROXIMATED EIGENFUNCTIONS L. Menini A. Tornambe L. Zaccarian Dip. Informatica, Sistemi e Produzione

MODELLING OF FLEXIBLE MECHANICAL SYSTEMS THROUGH APPROXIMATED EIGENFUNCTIONS L. Menini A. Tornambe L. Zaccarian Dip. Informatica, Sistemi e Produzione MODELLING OF FLEXIBLE MECHANICAL SYSTEMS THROUGH APPROXIMATED EIGENFUNCTIONS L. Menini A. Tornambe L. Zaccarian Dip. Informatica, Sistemi e Produzione, Univ. di Roma Tor Vergata, via di Tor Vergata 11,

More information

EXAMPLES OF PROOFS BY INDUCTION

EXAMPLES OF PROOFS BY INDUCTION EXAMPLES OF PROOFS BY INDUCTION KEITH CONRAD 1. Introduction In this handout we illustrate proofs by induction from several areas of mathematics: linear algebra, polynomial algebra, and calculus. Becoming

More information

Physics 250 Green s functions for ordinary differential equations

Physics 250 Green s functions for ordinary differential equations Physics 25 Green s functions for ordinary differential equations Peter Young November 25, 27 Homogeneous Equations We have already discussed second order linear homogeneous differential equations, which

More information

arxiv: v7 [quant-ph] 22 Aug 2017

arxiv: v7 [quant-ph] 22 Aug 2017 Quantum Mechanics with a non-zero quantum correlation time Jean-Philippe Bouchaud 1 1 Capital Fund Management, rue de l Université, 75007 Paris, France. (Dated: October 8, 018) arxiv:170.00771v7 [quant-ph]

More information

Section Properties of Rational Expressions

Section Properties of Rational Expressions 88 Section. - Properties of Rational Expressions Recall that a rational number is any number that can be written as the ratio of two integers where the integer in the denominator cannot be. Rational Numbers:

More information

A Quantum Particle Undergoing Continuous Observation

A Quantum Particle Undergoing Continuous Observation A Quantum Particle Undergoing Continuous Observation V.P. Belavkin and P. Staszewski y December 1988 Published in: Physics Letters A, 140 (1989) No 7,8, pp 359 {362 Abstract A stochastic model for the

More information

density operator and related quantities A. Isar Department of Theoretical Physics, Institute of Atomic Physics POB MG-6, Bucharest-Magurele, Romania

density operator and related quantities A. Isar Department of Theoretical Physics, Institute of Atomic Physics POB MG-6, Bucharest-Magurele, Romania IFA-FT-396-994 Damped quantum harmonic oscillator: density operator and related quantities A. Isar Department of Theoretical Physics, Institute of Atomic Physics POB MG-6, Bucharest-Magurele, Romania Internet:

More information

The Time{Dependent Born{Oppenheimer Approximation and Non{Adiabatic Transitions

The Time{Dependent Born{Oppenheimer Approximation and Non{Adiabatic Transitions The Time{Dependent Born{Oppenheimer Approximation and Non{Adiabatic Transitions George A. Hagedorn Department of Mathematics, and Center for Statistical Mechanics, Mathematical Physics, and Theoretical

More information

Series Solution of Linear Ordinary Differential Equations

Series Solution of Linear Ordinary Differential Equations Series Solution of Linear Ordinary Differential Equations Department of Mathematics IIT Guwahati Aim: To study methods for determining series expansions for solutions to linear ODE with variable coefficients.

More information

Linear Algebra (part 1) : Vector Spaces (by Evan Dummit, 2017, v. 1.07) 1.1 The Formal Denition of a Vector Space

Linear Algebra (part 1) : Vector Spaces (by Evan Dummit, 2017, v. 1.07) 1.1 The Formal Denition of a Vector Space Linear Algebra (part 1) : Vector Spaces (by Evan Dummit, 2017, v. 1.07) Contents 1 Vector Spaces 1 1.1 The Formal Denition of a Vector Space.................................. 1 1.2 Subspaces...................................................

More information

Velocity distribution in active particles systems, Supplemental Material

Velocity distribution in active particles systems, Supplemental Material Velocity distribution in active particles systems, Supplemental Material Umberto Marini Bettolo Marconi, 1 Claudio Maggi, 2 Nicoletta Gnan, 2 Matteo Paoluzzi, 3 and Roberto Di Leonardo 2 1 Scuola di Scienze

More information

B. Physical Observables Physical observables are represented by linear, hermitian operators that act on the vectors of the Hilbert space. If A is such

B. Physical Observables Physical observables are represented by linear, hermitian operators that act on the vectors of the Hilbert space. If A is such G25.2651: Statistical Mechanics Notes for Lecture 12 I. THE FUNDAMENTAL POSTULATES OF QUANTUM MECHANICS The fundamental postulates of quantum mechanics concern the following questions: 1. How is the physical

More information

Kolmogorov Equations and Markov Processes

Kolmogorov Equations and Markov Processes Kolmogorov Equations and Markov Processes May 3, 013 1 Transition measures and functions Consider a stochastic process {X(t)} t 0 whose state space is a product of intervals contained in R n. We define

More information

Math 4263 Homework Set 1

Math 4263 Homework Set 1 Homework Set 1 1. Solve the following PDE/BVP 2. Solve the following PDE/BVP 2u t + 3u x = 0 u (x, 0) = sin (x) u x + e x u y = 0 u (0, y) = y 2 3. (a) Find the curves γ : t (x (t), y (t)) such that that

More information

G : Statistical Mechanics Notes for Lecture 3 I. MICROCANONICAL ENSEMBLE: CONDITIONS FOR THERMAL EQUILIBRIUM Consider bringing two systems into

G : Statistical Mechanics Notes for Lecture 3 I. MICROCANONICAL ENSEMBLE: CONDITIONS FOR THERMAL EQUILIBRIUM Consider bringing two systems into G25.2651: Statistical Mechanics Notes for Lecture 3 I. MICROCANONICAL ENSEMBLE: CONDITIONS FOR THERMAL EQUILIBRIUM Consider bringing two systems into thermal contact. By thermal contact, we mean that the

More information

Infinite series, improper integrals, and Taylor series

Infinite series, improper integrals, and Taylor series Chapter 2 Infinite series, improper integrals, and Taylor series 2. Introduction to series In studying calculus, we have explored a variety of functions. Among the most basic are polynomials, i.e. functions

More information

LECTURE 15 + C+F. = A 11 x 1x1 +2A 12 x 1x2 + A 22 x 2x2 + B 1 x 1 + B 2 x 2. xi y 2 = ~y 2 (x 1 ;x 2 ) x 2 = ~x 2 (y 1 ;y 2 1

LECTURE 15 + C+F. = A 11 x 1x1 +2A 12 x 1x2 + A 22 x 2x2 + B 1 x 1 + B 2 x 2. xi y 2 = ~y 2 (x 1 ;x 2 ) x 2 = ~x 2 (y 1 ;y 2  1 LECTURE 5 Characteristics and the Classication of Second Order Linear PDEs Let us now consider the case of a general second order linear PDE in two variables; (5.) where (5.) 0 P i;j A ij xix j + P i,

More information

Equations (3) and (6) form a complete solution as long as the set of functions fy n (x)g exist that satisfy the Properties One and Two given by equati

Equations (3) and (6) form a complete solution as long as the set of functions fy n (x)g exist that satisfy the Properties One and Two given by equati PHYS/GEOL/APS 661 Earth and Planetary Physics I Eigenfunction Expansions, Sturm-Liouville Problems, and Green's Functions 1. Eigenfunction Expansions In seismology in general, as in the simple oscillating

More information

y x 3. Solve each of the given initial value problems. (a) y 0? xy = x, y(0) = We multiply the equation by e?x, and obtain Integrating both sides with

y x 3. Solve each of the given initial value problems. (a) y 0? xy = x, y(0) = We multiply the equation by e?x, and obtain Integrating both sides with Solutions to the Practice Problems Math 80 Febuary, 004. For each of the following dierential equations, decide whether the given function is a solution. (a) y 0 = (x + )(y? ), y =? +exp(x +x)?exp(x +x)

More information

Series Solutions. 8.1 Taylor Polynomials

Series Solutions. 8.1 Taylor Polynomials 8 Series Solutions 8.1 Taylor Polynomials Polynomial functions, as we have seen, are well behaved. They are continuous everywhere, and have continuous derivatives of all orders everywhere. It also turns

More information

Basic Concepts and Tools in Statistical Physics

Basic Concepts and Tools in Statistical Physics Chapter 1 Basic Concepts and Tools in Statistical Physics 1.1 Introduction Statistical mechanics provides general methods to study properties of systems composed of a large number of particles. It establishes

More information

Handbook of Stochastic Methods

Handbook of Stochastic Methods C. W. Gardiner Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences Third Edition With 30 Figures Springer Contents 1. A Historical Introduction 1 1.1 Motivation I 1.2 Some Historical

More information

Prancing Through Quantum Fields

Prancing Through Quantum Fields November 23, 2009 1 Introduction Disclaimer Review of Quantum Mechanics 2 Quantum Theory Of... Fields? Basic Philosophy 3 Field Quantization Classical Fields Field Quantization 4 Intuitive Field Theory

More information

where (E) is the partition function of the uniform ensemble. Recalling that we have (E) = E (E) (E) i = ij x (E) j E = ij ln (E) E = k ij ~ S E = kt i

where (E) is the partition function of the uniform ensemble. Recalling that we have (E) = E (E) (E) i = ij x (E) j E = ij ln (E) E = k ij ~ S E = kt i G25.265: Statistical Mechanics Notes for Lecture 4 I. THE CLASSICAL VIRIAL THEOREM (MICROCANONICAL DERIVATION) Consider a system with Hamiltonian H(x). Let x i and x j be specic components of the phase

More information

Limits at Infinity. Horizontal Asymptotes. Definition (Limits at Infinity) Horizontal Asymptotes

Limits at Infinity. Horizontal Asymptotes. Definition (Limits at Infinity) Horizontal Asymptotes Limits at Infinity If a function f has a domain that is unbounded, that is, one of the endpoints of its domain is ±, we can determine the long term behavior of the function using a it at infinity. Definition

More information

Quantized 2d Dilaton Gravity and. abstract. We have examined a modied dilaton gravity whose action is separable into the

Quantized 2d Dilaton Gravity and. abstract. We have examined a modied dilaton gravity whose action is separable into the FIT-HE-95-3 March 995 hep-th/xxxxxx Quantized d Dilaton Gravity and Black Holes PostScript processed by the SLAC/DESY Libraries on 9 Mar 995. Kazuo Ghoroku Department of Physics, Fukuoka Institute of Technology,Wajiro,

More information

UNIVERSITY OF MARYLAND Department of Physics College Park, Maryland. PHYSICS Ph.D. QUALIFYING EXAMINATION PART II

UNIVERSITY OF MARYLAND Department of Physics College Park, Maryland. PHYSICS Ph.D. QUALIFYING EXAMINATION PART II UNIVERSITY OF MARYLAND Department of Physics College Park, Maryland PHYSICS Ph.D. QUALIFYING EXAMINATION PART II January 22, 2016 9:00 a.m. 1:00 p.m. Do any four problems. Each problem is worth 25 points.

More information

Linear Regression and Its Applications

Linear Regression and Its Applications Linear Regression and Its Applications Predrag Radivojac October 13, 2014 Given a data set D = {(x i, y i )} n the objective is to learn the relationship between features and the target. We usually start

More information

Xt i Xs i N(0, σ 2 (t s)) and they are independent. This implies that the density function of X t X s is a product of normal density functions:

Xt i Xs i N(0, σ 2 (t s)) and they are independent. This implies that the density function of X t X s is a product of normal density functions: 174 BROWNIAN MOTION 8.4. Brownian motion in R d and the heat equation. The heat equation is a partial differential equation. We are going to convert it into a probabilistic equation by reversing time.

More information

THE WAVE EQUATION. The Wave Equation in the Time Domain

THE WAVE EQUATION. The Wave Equation in the Time Domain THE WAVE EQUATION Disturbances of materials can be described as a waveform propagating through a medium (the material itself) as particles either push or shear neighboring particles from their equilibrium

More information

Variational Calculation of Eective Classical. November 12, Abstract

Variational Calculation of Eective Classical. November 12, Abstract Variational Calculation of Eective Classical Potential at T to Higher Orders H.Kleinert H.Meyer November, 99 Abstract Using the new variational approach proposed recently for a systematic improvement of

More information

. Consider the linear system dx= =! = " a b # x y! : (a) For what values of a and b do solutions oscillate (i.e., do both x(t) and y(t) pass through z

. Consider the linear system dx= =! =  a b # x y! : (a) For what values of a and b do solutions oscillate (i.e., do both x(t) and y(t) pass through z Preliminary Exam { 1999 Morning Part Instructions: No calculators or crib sheets are allowed. Do as many problems as you can. Justify your answers as much as you can but very briey. 1. For positive real

More information

CHAPTER V. Brownian motion. V.1 Langevin dynamics

CHAPTER V. Brownian motion. V.1 Langevin dynamics CHAPTER V Brownian motion In this chapter, we study the very general paradigm provided by Brownian motion. Originally, this motion is that a heavy particle, called Brownian particle, immersed in a fluid

More information

Power series solutions for 2nd order linear ODE s (not necessarily with constant coefficients) a n z n. n=0

Power series solutions for 2nd order linear ODE s (not necessarily with constant coefficients) a n z n. n=0 Lecture 22 Power series solutions for 2nd order linear ODE s (not necessarily with constant coefficients) Recall a few facts about power series: a n z n This series in z is centered at z 0. Here z can

More information

7.5 Partial Fractions and Integration

7.5 Partial Fractions and Integration 650 CHPTER 7. DVNCED INTEGRTION TECHNIQUES 7.5 Partial Fractions and Integration In this section we are interested in techniques for computing integrals of the form P(x) dx, (7.49) Q(x) where P(x) and

More information

COMMENTS ON THE GOOD'S PROPOSAL FOR NEW RULES OF QUANTIZATION. Miguel Navarro. Abstract

COMMENTS ON THE GOOD'S PROPOSAL FOR NEW RULES OF QUANTIZATION. Miguel Navarro. Abstract hep-th/9503068 Imperial-TP/94-95/5 COMMENTS ON THE GOOD'S PROPOSAL FOR NEW RULES OF QUANTIZATION PostScript processed by the SLAC/DESY Libraries on 1 Mar 1995. Miguel Navarro The Blackett Laboratory, Imperial

More information

Midterm Solution

Midterm Solution 18303 Midterm Solution Problem 1: SLP with mixed boundary conditions Consider the following regular) Sturm-Liouville eigenvalue problem consisting in finding scalars λ and functions v : [0, b] R b > 0),

More information

E.G. KALNINS AND WILLARD MILLER, JR. The notation used for -series and -integrals in this paper follows that of Gasper and Rahman [3].. A generalizati

E.G. KALNINS AND WILLARD MILLER, JR. The notation used for -series and -integrals in this paper follows that of Gasper and Rahman [3].. A generalizati A NOTE ON TENSOR PRODUCTS OF -ALGEBRA REPRESENTATIONS AND ORTHOGONAL POLYNOMIALS E.G. KALNINSy AND WILLARD MILLER, Jr.z Abstract. We work out examples of tensor products of distinct generalized s`) algebras

More information

Definition 5.1. A vector field v on a manifold M is map M T M such that for all x M, v(x) T x M.

Definition 5.1. A vector field v on a manifold M is map M T M such that for all x M, v(x) T x M. 5 Vector fields Last updated: March 12, 2012. 5.1 Definition and general properties We first need to define what a vector field is. Definition 5.1. A vector field v on a manifold M is map M T M such that

More information

Separation of Variables in Linear PDE: One-Dimensional Problems

Separation of Variables in Linear PDE: One-Dimensional Problems Separation of Variables in Linear PDE: One-Dimensional Problems Now we apply the theory of Hilbert spaces to linear differential equations with partial derivatives (PDE). We start with a particular example,

More information

Review of Quantum Mechanics, cont.

Review of Quantum Mechanics, cont. Review of Quantum Mechanics, cont. 1 Probabilities In analogy to the development of a wave intensity from a wave amplitude, the probability of a particle with a wave packet amplitude, ψ, between x and

More information

The Simple Harmonic Oscillator

The Simple Harmonic Oscillator The Simple Harmonic Oscillator Asaf Pe er 1 November 4, 215 This part of the course is based on Refs [1] [3] 1 Introduction We return now to the study of a 1-d stationary problem: that of the simple harmonic

More information

Aim: How do we prepare for AP Problems on limits, continuity and differentiability? f (x)

Aim: How do we prepare for AP Problems on limits, continuity and differentiability? f (x) Name AP Calculus Date Supplemental Review 1 Aim: How do we prepare for AP Problems on limits, continuity and differentiability? Do Now: Use the graph of f(x) to evaluate each of the following: 1. lim x

More information

3 Stability and Lyapunov Functions

3 Stability and Lyapunov Functions CDS140a Nonlinear Systems: Local Theory 02/01/2011 3 Stability and Lyapunov Functions 3.1 Lyapunov Stability Denition: An equilibrium point x 0 of (1) is stable if for all ɛ > 0, there exists a δ > 0 such

More information

THE FOURTH-ORDER BESSEL-TYPE DIFFERENTIAL EQUATION

THE FOURTH-ORDER BESSEL-TYPE DIFFERENTIAL EQUATION THE FOURTH-ORDER BESSEL-TYPE DIFFERENTIAL EQUATION JYOTI DAS, W.N. EVERITT, D.B. HINTON, L.L. LITTLEJOHN, AND C. MARKETT Abstract. The Bessel-type functions, structured as extensions of the classical Bessel

More information

3.3. SYSTEMS OF ODES 1. y 0 " 2y" y 0 + 2y = x1. x2 x3. x = y(t) = c 1 e t + c 2 e t + c 3 e 2t. _x = A x + f; x(0) = x 0.

3.3. SYSTEMS OF ODES 1. y 0  2y y 0 + 2y = x1. x2 x3. x = y(t) = c 1 e t + c 2 e t + c 3 e 2t. _x = A x + f; x(0) = x 0. .. SYSTEMS OF ODES. Systems of ODEs MATH 94 FALL 98 PRELIM # 94FA8PQ.tex.. a) Convert the third order dierential equation into a rst oder system _x = A x, with y " y" y + y = x = @ x x x b) The equation

More information

CHAPTER 5 Wave Properties of Matter and Quantum Mechanics I

CHAPTER 5 Wave Properties of Matter and Quantum Mechanics I CHAPTER 5 Wave Properties of Matter and Quantum Mechanics I 5.1 X-Ray Scattering 5. De Broglie Waves 5.3 Electron Scattering 5.4 Wave Motion 5.5 Waves or Particles? 5.6 Uncertainty Principle Many experimental

More information

1 A complete Fourier series solution

1 A complete Fourier series solution Math 128 Notes 13 In this last set of notes I will try to tie up some loose ends. 1 A complete Fourier series solution First here is an example of the full solution of a pde by Fourier series. Consider

More information

Notes on Iterated Expectations Stephen Morris February 2002

Notes on Iterated Expectations Stephen Morris February 2002 Notes on Iterated Expectations Stephen Morris February 2002 1. Introduction Consider the following sequence of numbers. Individual 1's expectation of random variable X; individual 2's expectation of individual

More information

Abstract. Jacobi curves are far going generalizations of the spaces of \Jacobi

Abstract. Jacobi curves are far going generalizations of the spaces of \Jacobi Principal Invariants of Jacobi Curves Andrei Agrachev 1 and Igor Zelenko 2 1 S.I.S.S.A., Via Beirut 2-4, 34013 Trieste, Italy and Steklov Mathematical Institute, ul. Gubkina 8, 117966 Moscow, Russia; email:

More information

Two special equations: Bessel s and Legendre s equations. p Fourier-Bessel and Fourier-Legendre series. p

Two special equations: Bessel s and Legendre s equations. p Fourier-Bessel and Fourier-Legendre series. p LECTURE 1 Table of Contents Two special equations: Bessel s and Legendre s equations. p. 259-268. Fourier-Bessel and Fourier-Legendre series. p. 453-460. Boundary value problems in other coordinate system.

More information

DYNAMICAL SYSTEMS

DYNAMICAL SYSTEMS 0.42 DYNAMICAL SYSTEMS Week Lecture Notes. What is a dynamical system? Probably the best way to begin this discussion is with arguably a most general and yet least helpful statement: Definition. A dynamical

More information

Spurious Chaotic Solutions of Dierential. Equations. Sigitas Keras. September Department of Applied Mathematics and Theoretical Physics

Spurious Chaotic Solutions of Dierential. Equations. Sigitas Keras. September Department of Applied Mathematics and Theoretical Physics UNIVERSITY OF CAMBRIDGE Numerical Analysis Reports Spurious Chaotic Solutions of Dierential Equations Sigitas Keras DAMTP 994/NA6 September 994 Department of Applied Mathematics and Theoretical Physics

More information

Eli Pollak and Alexander M. Berezhkovskii 1. Weizmann Institute of Science, Rehovot, Israel. Zeev Schuss

Eli Pollak and Alexander M. Berezhkovskii 1. Weizmann Institute of Science, Rehovot, Israel. Zeev Schuss ACTIVATED RATE PROCESSES: A RELATION BETWEEN HAMILTONIAN AND STOCHASTIC THEORIES by Eli Pollak and Alexander M. Berehkovskii 1 Chemical Physics Department Weimann Institute of Science, 76100 Rehovot, Israel

More information

NPTEL

NPTEL NPTEL Syllabus Nonequilibrium Statistical Mechanics - Video course COURSE OUTLINE Thermal fluctuations, Langevin dynamics, Brownian motion and diffusion, Fokker-Planck equations, linear response theory,

More information

Strong Chaos without Buttery Eect. in Dynamical Systems with Feedback. Via P.Giuria 1 I Torino, Italy

Strong Chaos without Buttery Eect. in Dynamical Systems with Feedback. Via P.Giuria 1 I Torino, Italy Strong Chaos without Buttery Eect in Dynamical Systems with Feedback Guido Boetta 1, Giovanni Paladin 2, and Angelo Vulpiani 3 1 Istituto di Fisica Generale, Universita di Torino Via P.Giuria 1 I-10125

More information

10/22/16. 1 Math HL - Santowski SKILLS REVIEW. Lesson 15 Graphs of Rational Functions. Lesson Objectives. (A) Rational Functions

10/22/16. 1 Math HL - Santowski SKILLS REVIEW. Lesson 15 Graphs of Rational Functions. Lesson Objectives. (A) Rational Functions Lesson 15 Graphs of Rational Functions SKILLS REVIEW! Use function composition to prove that the following two funtions are inverses of each other. 2x 3 f(x) = g(x) = 5 2 x 1 1 2 Lesson Objectives! The

More information

Linear DifferentiaL Equation

Linear DifferentiaL Equation Linear DifferentiaL Equation Massoud Malek The set F of all complex-valued functions is known to be a vector space of infinite dimension. Solutions to any linear differential equations, form a subspace

More information

LECTURE 14: REGULAR SINGULAR POINTS, EULER EQUATIONS

LECTURE 14: REGULAR SINGULAR POINTS, EULER EQUATIONS LECTURE 14: REGULAR SINGULAR POINTS, EULER EQUATIONS 1. Regular Singular Points During the past few lectures, we have been focusing on second order linear ODEs of the form y + p(x)y + q(x)y = g(x). Particularly,

More information

Taylor series. Chapter Introduction From geometric series to Taylor polynomials

Taylor series. Chapter Introduction From geometric series to Taylor polynomials Chapter 2 Taylor series 2. Introduction The topic of this chapter is find approximations of functions in terms of power series, also called Taylor series. Such series can be described informally as infinite

More information

March 16, Abstract. We study the problem of portfolio optimization under the \drawdown constraint" that the

March 16, Abstract. We study the problem of portfolio optimization under the \drawdown constraint that the ON PORTFOLIO OPTIMIZATION UNDER \DRAWDOWN" CONSTRAINTS JAKSA CVITANIC IOANNIS KARATZAS y March 6, 994 Abstract We study the problem of portfolio optimization under the \drawdown constraint" that the wealth

More information

Simple Harmonic Oscillator

Simple Harmonic Oscillator Classical harmonic oscillator Linear force acting on a particle (Hooke s law): F =!kx From Newton s law: F = ma = m d x dt =!kx " d x dt + # x = 0, # = k / m Position and momentum solutions oscillate in

More information

7.1. Calculus of inverse functions. Text Section 7.1 Exercise:

7.1. Calculus of inverse functions. Text Section 7.1 Exercise: Contents 7. Inverse functions 1 7.1. Calculus of inverse functions 2 7.2. Derivatives of exponential function 4 7.3. Logarithmic function 6 7.4. Derivatives of logarithmic functions 7 7.5. Exponential

More information

A slow transient diusion in a drifted stable potential

A slow transient diusion in a drifted stable potential A slow transient diusion in a drifted stable potential Arvind Singh Université Paris VI Abstract We consider a diusion process X in a random potential V of the form V x = S x δx, where δ is a positive

More information

Function: exactly Functions as equations:

Function: exactly Functions as equations: Function: - a connection between sets in which each element of the first set corresponds with exactly one element of the second set o the reverse is not necessarily true, but if it is, the function is

More information

Monte Carlo simulations of harmonic and anharmonic oscillators in discrete Euclidean time

Monte Carlo simulations of harmonic and anharmonic oscillators in discrete Euclidean time Monte Carlo simulations of harmonic and anharmonic oscillators in discrete Euclidean time DESY Summer Student Programme, 214 Ronnie Rodgers University of Oxford, United Kingdom Laura Raes University of

More information

THEODORE VORONOV DIFFERENTIABLE MANIFOLDS. Fall Last updated: November 26, (Under construction.)

THEODORE VORONOV DIFFERENTIABLE MANIFOLDS. Fall Last updated: November 26, (Under construction.) 4 Vector fields Last updated: November 26, 2009. (Under construction.) 4.1 Tangent vectors as derivations After we have introduced topological notions, we can come back to analysis on manifolds. Let M

More information

Final Exam May 4, 2016

Final Exam May 4, 2016 1 Math 425 / AMCS 525 Dr. DeTurck Final Exam May 4, 2016 You may use your book and notes on this exam. Show your work in the exam book. Work only the problems that correspond to the section that you prepared.

More information

16. Working with the Langevin and Fokker-Planck equations

16. Working with the Langevin and Fokker-Planck equations 16. Working with the Langevin and Fokker-Planck equations In the preceding Lecture, we have shown that given a Langevin equation (LE), it is possible to write down an equivalent Fokker-Planck equation

More information

Sturm-Liouville Theory

Sturm-Liouville Theory More on Ryan C. Trinity University Partial Differential Equations April 19, 2012 Recall: A Sturm-Liouville (S-L) problem consists of A Sturm-Liouville equation on an interval: (p(x)y ) + (q(x) + λr(x))y

More information

Joint Probability Distributions and Random Samples (Devore Chapter Five)

Joint Probability Distributions and Random Samples (Devore Chapter Five) Joint Probability Distributions and Random Samples (Devore Chapter Five) 1016-345-01: Probability and Statistics for Engineers Spring 2013 Contents 1 Joint Probability Distributions 2 1.1 Two Discrete

More information

Northwestern University Department of Electrical Engineering and Computer Science

Northwestern University Department of Electrical Engineering and Computer Science Northwestern University Department of Electrical Engineering and Computer Science EECS 454: Modeling and Analysis of Communication Networks Spring 2008 Probability Review As discussed in Lecture 1, probability

More information

5 Applying the Fokker-Planck equation

5 Applying the Fokker-Planck equation 5 Applying the Fokker-Planck equation We begin with one-dimensional examples, keeping g = constant. Recall: the FPE for the Langevin equation with η(t 1 )η(t ) = κδ(t 1 t ) is = f(x) + g(x)η(t) t = x [f(x)p

More information

Semiconductor Physics and Devices

Semiconductor Physics and Devices Introduction to Quantum Mechanics In order to understand the current-voltage characteristics, we need some knowledge of electron behavior in semiconductor when the electron is subjected to various potential

More information

Interest Rate Models:

Interest Rate Models: 1/17 Interest Rate Models: from Parametric Statistics to Infinite Dimensional Stochastic Analysis René Carmona Bendheim Center for Finance ORFE & PACM, Princeton University email: rcarmna@princeton.edu

More information

Math 1270 Honors ODE I Fall, 2008 Class notes # 14. x 0 = F (x; y) y 0 = G (x; y) u 0 = au + bv = cu + dv

Math 1270 Honors ODE I Fall, 2008 Class notes # 14. x 0 = F (x; y) y 0 = G (x; y) u 0 = au + bv = cu + dv Math 1270 Honors ODE I Fall, 2008 Class notes # 1 We have learned how to study nonlinear systems x 0 = F (x; y) y 0 = G (x; y) (1) by linearizing around equilibrium points. If (x 0 ; y 0 ) is an equilibrium

More information

Page 404. Lecture 22: Simple Harmonic Oscillator: Energy Basis Date Given: 2008/11/19 Date Revised: 2008/11/19

Page 404. Lecture 22: Simple Harmonic Oscillator: Energy Basis Date Given: 2008/11/19 Date Revised: 2008/11/19 Page 404 Lecture : Simple Harmonic Oscillator: Energy Basis Date Given: 008/11/19 Date Revised: 008/11/19 Coordinate Basis Section 6. The One-Dimensional Simple Harmonic Oscillator: Coordinate Basis Page

More information

March Algebra 2 Question 1. March Algebra 2 Question 1

March Algebra 2 Question 1. March Algebra 2 Question 1 March Algebra 2 Question 1 If the statement is always true for the domain, assign that part a 3. If it is sometimes true, assign it a 2. If it is never true, assign it a 1. Your answer for this question

More information

MATH 215/255 Solutions to Additional Practice Problems April dy dt

MATH 215/255 Solutions to Additional Practice Problems April dy dt . For the nonlinear system MATH 5/55 Solutions to Additional Practice Problems April 08 dx dt = x( x y, dy dt = y(.5 y x, x 0, y 0, (a Show that if x(0 > 0 and y(0 = 0, then the solution (x(t, y(t of the

More information

and 1 P (w i)=1. n i N N = P (w i) lim

and 1 P (w i)=1. n i N N = P (w i) lim Chapter 1 Probability 1.1 Introduction Consider an experiment, result of which is random, and is one of the nite number of outcomes. Example 1. Examples of experiments and possible outcomes: Experiment

More information

Normalization integrals of orthogonal Heun functions

Normalization integrals of orthogonal Heun functions Normalization integrals of orthogonal Heun functions Peter A. Becker a) Center for Earth Observing and Space Research, Institute for Computational Sciences and Informatics, and Department of Physics and

More information

Generalized Penner models to all genera. The Niels Bohr Institute. Blegdamsvej 17, DK-2100 Copenhagen, Denmark. C. F. Kristjansen NORDITA

Generalized Penner models to all genera. The Niels Bohr Institute. Blegdamsvej 17, DK-2100 Copenhagen, Denmark. C. F. Kristjansen NORDITA NBI-HE-94-14 NORDITA - 94/8 P January 1994 Generalized Penner models to all genera J. Ambjrn The Niels Bohr Institute Blegdamsvej 17, DK-2100 Copenhagen, Denmark C. F. Kristjansen NORDITA Blegdamsvej 17,

More information

MATH 2250 Final Exam Solutions

MATH 2250 Final Exam Solutions MATH 225 Final Exam Solutions Tuesday, April 29, 28, 6: 8:PM Write your name and ID number at the top of this page. Show all your work. You may refer to one double-sided sheet of notes during the exam

More information

Math 240 Calculus III

Math 240 Calculus III DE Higher Order Calculus III Summer 2015, Session II Tuesday, July 28, 2015 Agenda DE 1. of order n An example 2. constant-coefficient linear Introduction DE We now turn our attention to solving linear

More information

6. Qualitative Solutions of the TISE

6. Qualitative Solutions of the TISE 6. Qualitative Solutions of the TISE Copyright c 2015 2016, Daniel V. Schroeder Our goal for the next few lessons is to solve the time-independent Schrödinger equation (TISE) for a variety of one-dimensional

More information

Note: Final Exam is at 10:45 on Tuesday, 5/3/11 (This is the Final Exam time reserved for our labs). From Practice Test I

Note: Final Exam is at 10:45 on Tuesday, 5/3/11 (This is the Final Exam time reserved for our labs). From Practice Test I MA Practice Final Answers in Red 4/8/ and 4/9/ Name Note: Final Exam is at :45 on Tuesday, 5// (This is the Final Exam time reserved for our labs). From Practice Test I Consider the integral 5 x dx. Sketch

More information

M4A42 APPLIED STOCHASTIC PROCESSES

M4A42 APPLIED STOCHASTIC PROCESSES M4A42 APPLIED STOCHASTIC PROCESSES G.A. Pavliotis Department of Mathematics Imperial College London, UK LECTURE 1 12/10/2009 Lectures: Mondays 09:00-11:00, Huxley 139, Tuesdays 09:00-10:00, Huxley 144.

More information

Method of Frobenius. General Considerations. L. Nielsen, Ph.D. Dierential Equations, Fall Department of Mathematics, Creighton University

Method of Frobenius. General Considerations. L. Nielsen, Ph.D. Dierential Equations, Fall Department of Mathematics, Creighton University Method of Frobenius General Considerations L. Nielsen, Ph.D. Department of Mathematics, Creighton University Dierential Equations, Fall 2008 Outline 1 The Dierential Equation and Assumptions 2 3 Main Theorem

More information

Dynamical Systems. August 13, 2013

Dynamical Systems. August 13, 2013 Dynamical Systems Joshua Wilde, revised by Isabel Tecu, Takeshi Suzuki and María José Boccardi August 13, 2013 Dynamical Systems are systems, described by one or more equations, that evolve over time.

More information

Stochastic Volatility and Correction to the Heat Equation

Stochastic Volatility and Correction to the Heat Equation Stochastic Volatility and Correction to the Heat Equation Jean-Pierre Fouque, George Papanicolaou and Ronnie Sircar Abstract. From a probabilist s point of view the Twentieth Century has been a century

More information

Chapter #4 EEE8086-EEE8115. Robust and Adaptive Control Systems

Chapter #4 EEE8086-EEE8115. Robust and Adaptive Control Systems Chapter #4 Robust and Adaptive Control Systems Nonlinear Dynamics.... Linear Combination.... Equilibrium points... 3 3. Linearisation... 5 4. Limit cycles... 3 5. Bifurcations... 4 6. Stability... 6 7.

More information

Electron in a Box. A wave packet in a square well (an electron in a box) changing with time.

Electron in a Box. A wave packet in a square well (an electron in a box) changing with time. Electron in a Box A wave packet in a square well (an electron in a box) changing with time. Last Time: Light Wave model: Interference pattern is in terms of wave intensity Photon model: Interference in

More information