Mathematical Aspects of Functional Integration

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Mathematical Aspects of Functional Integration Pro gradu –tutkielma MATHEMATICAL ASPECTS OF FUNCTIONAL INTEGRATION Aku Valtakoski 22.11.2000 Ohjaaja: Christofer Cronström Tarkastajat: Christofer Cronström Keijo Kajantie HELSINGIN YLIOPISTO FYSIIKAN LAITOS TEOREETTISEN FYSIIKAN OSASTO PL 9 (Siltavuorenpenger 20 D) 00014 Helsingin Yliopisto ÀÄËÁÆÁÆ ÄÁÇÈÁËÌÇ ÀÄËÁÆÇÊË ÍÆÁÎÊËÁÌÌ ÍÆÁÎÊËÁÌ Ç ÀÄËÁÆÃÁ ÌÙÒØ»Ç××ØÓ ÙÐØØ»ËØÓÒ Ý ÄØÓ× ÁÒ×ØØÙØÓÒ ÔÖØÑÒØ Ý Ó ÔÖØÑÒØ Ó È Ì ÓÖØØÖ ÙØÓÖ Ù ÎÐØÓ× ÌÝÓÒ ÒÑ Ö ØØ× ØØÐ ÌØÐ ×Ô Ó ÁÒØÖØÓÒ ÇÔÔÒ ÄÖÓÑÒ ËÙ Ô ÌÝÓÒ Ð Ö ØØ× ÖØ ÄÚÐ ØÙÑ ÅÓÒØ Ò ÝÖ ËÚÙÑÖ ËÓÒØÐ ÆÙÑ Ö Ó Ô× Å×ØÖ³× Ø×× ÆÓÚÑ Ö ¾¼¼¼ ÌÚ×ØÐÑ ÊÖØ ÁÒ Ø Ð×Ø ¬ØÝ ÝÖ× ÒØÖØÓÒ × Ò ÑÔ ÓÖØÒØ ØÓ ÓÐ Ò Ô Ò Ñع ÒØÖØÓÒ ÒÕÙ× Ö ÚÖÝ ÚÖ×ØÐ Ò ÔÔÐ ØÓ ÚÖÓÙ× ØÝÔ × Ó Ô ÔÖÓÐÑ׺ ÒØÖØÓÒ × Ð×Ó ÑÓÖ ØÒ Ù×Ø ÑØÓ ÓÖ ÜÑÔи Ø ÝÒÑÒ ÔØ ÒØÖÐ × Ò Ò ÒÔ ÒÒØ ÓÖÑÙÐØÓÒ Ó ÕÙÒØÙÑ ÒØÖØÓÒ Ú× ÒØÓ ØÛÓ ×Ù Ø ÏÒÖ ÒØÖÐ ØÖ Ò ÛØ «Ù×ÓÒ Ò Ø ÝÒÑÒ ÔØ ÒØÖÐ × Ù× ØÓ ÕÙÒØÙÑ ÔÒÓÑÒº ÁÒ Ø× ÛÓÖ Û ÖÚÛ Ø ÔÖÓÔ ÖØ× Ó Ø ØÛÓ ÒØÖÐ× Ò ØÑ ØÓ ÓØÖº Ï ¬Ò ØØ ÚÒ ØÓÙ ØÝ Ú ÐÑÓ×Ø Ø ×Ñ Ø ØÛÒ ØÑ Ö ÔÖÓÓÙÒº ËÔ ÑÔ×× × ÚÒ ØÓ Ø ÝÒÑÒ ÔØ ÒØÖк Ï Ñ Ø Ó×ÖÚØÓÒ ØØ Ø × ÒÓØ ØÖÙ ÒØÖÐ ÓÚÖ Ó Ð Ø ÏÒÖ ÒØÖк ÁØ × ÓÒÐÝ ×ÓÖØÒ ÒÓØØÓÒ ÓÖ ÐÑØ Ó ÑÙÐØÔÐ ÒØÖÐ׺ ÌÖ Ú Ò ×ÚÖÐ ØØÑÔØ× ØÓ ÓÖÑÙÐØ ¬ÒØÓÒ Ó ÝÒÑÒ ÔØ ÒØÖÐ× ØØ ÛÓÙÐ ×ÓÙÒº ËÓÑ Ó Ø× Ö ÖÚÛ Ò Ø× ÛÓÖº ÚÒ ØÓÙ ØÝ Ú ×ÓÑ ÒÓÒ Ó ØÑ × Ú Ø ÒØÙØÚÒ×× Ó Ø ÓÖÒÐ ¬ÒØÓÒ Ý ÝÒÑÒº Ï Ð×Ó ¬Ò ØÑ ÓØÒ ØÓ Ó ØÓ Ù×Ùк ÅÓÖ ×ÓÙÐ ØÙ× Ñ Ø ¬ÒÒ ÔÖÓÔ Ö ¬ÒØÓÒ ÓÖ ÝÒÑÒ ÔØ ÒØÖÐ׺ Ì× × ÔÖÓÑÔØ Ý ØÖ Û×ÔÖ Ù× ÓØÒ Ø ÔÖÓÐÑ× Ó Ø ¬ÒØÓÒº ÁÒ ØÓÒ ØÓ Ø ÓÒ Ø Ó ÒØÖØÓÒ Û ×ÓÑ ÑÓÖ ×Ô ×Ù × ×ØÓ ÒØÖØÓÒ¸ ÔÖÓ Ó Ø ÝÒÑÒ ÔØ ÒØÖÐ Ò Ø ÝÒÑÒ ÔØ ÒØÖÐ ÓÒ ÛØ ØÙÖº Ï Ð×Ó ÔÖ×ÒØ Ò ÜØÒ×Ú Ð×Ø Ó ÓÒ Ø ×Ù ÚÒ×ÒØ ÐÓÖ ÃÝÛÓÖ× ÒØÖØÓÒ¸ ×ØÓ ÒØÖи ÏÒÖ ÒØÖи ÝÒÑÒ ÔØ ÒØÖÐ ËÐÝØÝ×Ô ÓÖÚÖÒ××ØÐÐ ÏÖ Ô Ó×Ø ÄÖÖÝ Ó È ÍÒÚÖ×ØÝ Ó ÀÐ×Ò ÅÙØ ØØÓ ÓÚÖ ÙÔÔØÖ ØÓÒÐ ÒÓÖÑØÓÒ ÀÄËÁÆÁÆ ÄÁÇÈÁËÌÇ ÀÄËÁÆÇÊË ÍÆÁÎÊËÁÌÌ ÍÆÁÎÊËÁÌ Ç ÀÄËÁÆÃÁ ÌÙÒØ»Ç××ØÓ ÙÐØØ»ËØÓÒ Ý ÄØÓ× ÁÒ×ØØÙØÓÒ ÔÖØÑÒØ Ý×Ò ÐØÓ× ÅØÑØØ×¹ÐÙÓÒÒÓÒØØÐÐÒÒ Ì ÓÖØØÖ ÙØÓÖ Ù ÎÐØÓ× ÌÝÓÒ ÒÑ Ö ØØ× ØØÐ ÌØÐ ×Ô Ó ÁÒØÖØÓÒ ÇÔÔÒ ÄÖÓÑÒ ËÙ ÌÓÖØØÒÒ Ý× ÌÝÓÒ Ð Ö ØØ× ÖØ ÄÚÐ ØÙÑ ÅÓÒØ Ò ÝÖ ËÚÙÑÖ ËÓÒØÐ ÆÙÑ Ö Ó Ô× ÈÖÓ ÖÙ ÅÖÖ×ÙÙ ¾¼¼¼ ÌÚ×ØÐÑ ÊÖØ ÎÑ×Ò ÚÒÝÑÑÒÒ ÚÙÓ Ò Ò ÙÒØÓÒйÒØÖÓÒÒ×Ø ÓÒ ØÙÐÐÙØ ØÖ Ý×Ò ÑØÑØÒ ØÝÓÐÙº ÙÒØÓÒйÒØÖÓÒØ ÚÓ ×ÓÚÐØ ÝÚÒ ÖÐ×Ò Ý×Ð×Ò ÓÒÐÑÒº ÌÑÒ Ð×× ×ÐÐ ÓÒ ÑÙÙØÒ ÑÖØÝ×Ø Ý× ÑÓÐÐ×ÙÙ× ÓÖÑÙÐÓ ÚÒØØÑÒ ÓÒ ÝÒÑÒÒ Ô ÓÐÙÒØÖк ÙÒØÓÒйÒØÖÐØ ÒØÙÚØ ØÒ ÐÐÙÓÒ «ÙÙ×ÓÒ ÝØÝ×× ØÚØØÚÒ ÏÒÖÒ ÒØÖÐÒ ÚÒØØÑÒÒ ÝÒÑÒÒ Ô ÓÐÙÒØÖÐÒº Ì×× ØÝÓ×× ÝÒ ÐÔ ÒÒ Ò ÒØÖÐÒ ÓÑÒ×ÙÙØ ÚÖØÐÐÒ ÒØ ×ÒÒº ËÐÚ¸ ØØ Ú ÒØÖÐÐÐ ÓÒ Ð× ×ÑÒÐÒÒ ÑØÑØØÒÒ ÖÒÒ ÓÒ ÒÒ ÚÐÐÐ ÙÓÑØØÚ ÖÓ º ÖØÝ××Ø ØÖ×ØÐÐÒ ÝÒÑÒÒ Ô ÓÐÙÒØÖк ÀÙÓÑØÒ¸ ØØ Ý××× ÓÐ ØÓ ÐÐÒÒ ÒØÖÐ ÝÐ ÙÒØÓÚÖÙÙÒ ÚÒ ÒÓ×ØÒ ÑÖÒØ ÖÐÐ×ÙÐÓØØ×Ò ÒØÖÐÒ Ö ¹ÖÚÓÐк ÃÓ× ÝÒÑÒÒ Ô ÓÐÙÒØÖÐÒ ÑÖØÐÑ ÓÐ ÑØÑØØ××Ø ÝÚÒ Ô ÖÙ×ØÐØÙ¸ ÓÚØ ÑÓÒ¹ Ø ÝÖØØÒØ ÑÙÙØØ ÑÖØÐÑ ×ØÒ¸ ØØ × ÓÐ× ÑØÑØØ××Ø Ø×ÑÐÐÒÒº Ì×× ØÝÓ×× ×ØÐÐÒ ÑÙÙØÑ ØÐÐ× ÚØÓ ØÓ× ÑÖØÐѺ Î Ò ÓÚØÒ ÑØÑØØ××Ø ÔÖѹ ÑÒ Ô ÖÙ×ØÐØÙ¸ ÓÚØ ÒÑ ÑÖØÐÑØ Ù×Ò ÐÒ ×ØÖØ ÓÐÐ×Ò ÝØ ÝØØÓÐÔ Ó× ÙÒ ÝÒÑÒÒ ÐÙÔ ÖÒÒ ÑÖØÐѺ ÃÓ× Ô ÓÐÙÒØÖÐ ÝØØÒ ØÒ ÔÚÒ ÝÐ××Ø Ð× Ó×ÐÐ Ý×Ò ÐÐÐ ß Ù×Ò ÝÐÐÑÒØÙØ ÑØÑØØ×Ø ÓÒÐÑØ ÙÒÓØÒ ß ØÙÐ× ÝÒÑÒÒ Ô ÓÐÙÒØÖÐÒ ÑØÑØØ×Ø ÑÖØÐÑ ÐÐÒ ØÙغ ÅÖØÐÑÒ Ð×× ØÝÓ×× ×ØÐÐÒ ÑÝÓ× ÖÓ×ØÙÒÑÔ Ø¸ ÙØÒ ×ØÓ×Ø×Ø ÒØÖÓÒظ ÝÒÑÒÒ Ô ÓÐÙÒØÖÐÒ ×ÖØ×ÓÒØ × Ô ÓÐÙÒØÖÐ ÖÚÐÐ ÚÖÙÙ×Ðк ÌÝÓÓÒ ××ÐØÝÝ Ð×× Ð Ð×Ø ÚØØØ ØØ ×ØØÐÚÒ ÖØÐÒ ÖÓÒº ÚÒ×ÒØ ÐÓÖ ÃÝÛÓÖ× ÙÒØÓÒйÒØÖÓÒظ ×ØÓ×ØÒÒ ÒØÖи ÏÒÖÒ ÒØÖи ÝÒÑÒÒ Ô ÓÐÙÒØÖÐ ËÐÝØÝ×Ô ÓÖÚÖÒ××ØÐÐ ÏÖ Ô Ó×Ø Ý×Ò ÐØÓ×Ò Ö×ØÓ ÅÙØ ØØÓ ÓÚÖ ÙÔÔØÖ ØÓÒÐ ÒÓÖÑØÓÒ Contents 1 Introduction 1 1.1 Onnotationandconventions . 3 1.2 Acknowledgements........................ 3 2 Brownian Motion and the Wiener Integral 4 2.1 Definitions............................. 5 2.2 PropertiesofBrownianmotion . 7 2.3 Stochasticintegration . 9 2.3.1 Itointegrals........................ 12 2.3.2 Stratonovichintegrals . 15 2.4 TheWienermeasureandintegral . 17 2.4.1 Diffusion ......................... 19 2.4.2 DiscretizationoftheWienerintegral . 21 3 Feynman Path Integrals 23 3.1 Definition ............................. 24 3.2 Problemsofdefinition. 26 3.2.1 Probabilityamplitude. 27 3.2.2 Hamiltonianformalism. 29 3.3 Alternativedefinitions. 32 3.3.1 Firstconstructs . 32 3.3.2 Pseudomeasures . .. .. .. .. .. .. 34 3.3.3 Fresnelintegrals . 38 3.3.4 Polygonalpaths. 41 3.4 DiscretizationofFeynmanpathintegrals . 44 3.4.1 Connectiontotheoperatororderingproblem . 49 3.5 Feynmanpathintegralonspaceswithcurvature . 53 3.5.1 Thehydrogenatom. 56 4 Conclusions 58 Chapter 1 Introduction Functional integration, also known as path integration or Wiener integration, has become a common tool in physics as well as in some branches of mathemat- ics such as functional analysis and partial differential equations during the last fifty years. It connects the theory of measures and integration with stochastics, particularily with stochastic differental equations. Functional integration is the theory of integration on spaces of functions. It can also be understood as the extension of ordinary integration theory to spaces of infinite dimensions. Since Lebesque integration theory does not work in such spaces functional integration is highly nontrivial. Since Feynman [Fey48] introduced path integration methods to physics over fifty years ago functional integration has proved out to be a valuable tool – both in theoretical considerations and in numerical calculations. Quantum field the- ory, statistical physics as well as analysis of stochastic processes have greatly benefited from the development of functional integration. By “path integration” we shall mean this functional integral of quantum mechanics; the Wiener integral means the functional integral of Brownian motion. The widespread use of path integration has been the motivation for mathe- matical research on functional integration in a more general terms. This research has revealed profound connections between path integrals in quantum physics and the Wiener integral applied to Brownian motion. An early review of of the definitions and properties of Feynman’s path integrals was made by Gel’fand and Yaglom [G&Y60]. Today path integration has developed to the level that we have a path inte- gral solution to every quantum mechanical problem solvable by the Schrödinger equation. A good review of the current available calculational techniques of path integrals is given by Grosche and Steiner [G&S95]. The paper also contains a large amount of references which touch almost every relevant aspect of func- tional integration. 2 Unfortunately most physicist take a very pragmatic view on functional inte- gration and use it as a fool-proof tool. They tend to forget – or neglect – the mathematical subtleties actually involved in the definition and methods of func- tional integration. Besides that, the analysis of functional integration offers more information than just calculational tools; as mentioned in the first paragraph, the functional integral is also an important mathematical abstraction. In fact the mathematical foundation of Feynman’s path integrals has never been soundly established. The alternating nature of eiS in the Feynman “mea- sure” effectively prohibits the use of well-founded methods of measure theory. In fact, the Feynman “measure” isn’t really a measure at all – at least not in the sense of probability theory. The aim of this work is to give a thorough, but not entirely concise review of the mathematical background of functional integration and, in particular, to show why Feynman path integrals are not mathematically justified. To achieve this, we will review the mathematical properties of Brownian motion and compare them to the properties of Feynman path integrals. We will also study what has been done to correct the lack of mathematical soundness in functional integration. Although the context of this work is mathematical we will avoid most of complex details. This choice is made at the expense of mathematical complete- ness but the number of actual mathematical concepts and details involved is so large that it would considerably add to the length of this work. We also wish to keep the material accessible to physicists without an extensive background in mathematics. We do not not attempt to give a concise review of functional integration or its history. Such information can be found in many textbooks, such as Feynman’s own book on the subject with Hibbs [F&H65] or more recent material such as Kleinert’s book [Kle90]. Brief definitions of Brownian motion and Feynman path integrals are included as well as some mathematical methods wherever they have some connection to the underlying problems or ambiguities. We shall not go through the calculational methods of functional integration. We shall also not discuss whether or not we can actually explicitely calculate the value of the integral in a closed form. In chapter 2 we shall study Brownian motion and its mathematical properties, stochastic integration and the Wiener measure and integral. We shall point out the ambiguities that lie in the well-studied theory of Brownian motion and briefly study the implications due to this arbitrariness in the discretization of the Wiener integral. The analysis of Brownian motion also serves as a stepping stone as we proceed to take a closer look at the Feynman path integrals.
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