A View on Stochastic Differential Equations Derived from Quantum Optics
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A VIEW ON STOCHASTIC DIFFERENTIAL EQUATIONS DERIVED FROM QUANTUM OPTICS FRANCO FAGNOLA AND ROLANDO REBOLLEDO Quantum Optics has had an impressive development during the last two decades. Laser–based devices are invading our every–day life: printers, pointers, a new surgical technology replacing the old scalpel, transport of information, among many other applications which give the idea of a well established theory. Even though, various theoretical problems remain open. In particular Quantum Optics continues to inspire mathematicians in their own research. This survey is aimed at giving a taste of some mathematical problems raised by Quantum Optics within the field of Stochastic Analysis. Espe- cially, we want to show the interplay between classical and non commutative stochastic differential equations associated to the so called master equations of Quantum Optics. Contents 1. Introduction 2 1.1. Notations 3 1.2. Deriving the master equation 4 2. The associated Quantum Stochastic Differential Equation 7 2.1. Quantum noises in continuous time 8 2.2. The master equation for the quantum cocycle 9 2.3. The Quantum Markov Flow 10 3. Unravelling: classical stochastic processes related to quantum flows 12 3.1. The algebra generated by the number operator 12 3.2. Position, momentum and their algebras 13 3.3. The evolution on AN , Aq, Ap. 15 4. Stationary state and the convergence towards the equilibrium 16 References 18 Research partially supported by FONDECYT grant 1960917 and the “C´atedraPresi- dencial en An´alisis Estoc´astico y F´ısica Matem´atica”. 1 2 FRANCO FAGNOLA AND ROLANDO REBOLLEDO 1. Introduction A major breakthrough of Probability Theory during the twentieth cen- tury is the advent of Stochastic Analysis with all its branches, which is being currently used in modelling phenomena in different sciences. Par- ticularly, in Physics, it is well known the probabilistic nature of Quantum Mechanics, since its very beginning. Moreover, it is dramatically striking that both, Probability, and Quantum Mechanics were given ground for the first time contemporaneously. Indeed, Kolmogorov in the thirties, provided the first rigourous axiomatic setting for Probability Theory. In parallel, von Neumann, inspired by the research of Planck, Schr¨odinger, Heisenberg, Bohr and all the founders of Quantum Mechanics, looked for another theory of probability which could cope with the experimental evidence stated in Heisenberg’s uncertainty principle. Quantum Optics is perhaps one of the fields where the probabilistic na- ture of quantum physics is most self evident. Indeed, mathematical models for quantum optics are often labelled as examples of the so called open sys- tems in Quantum Physics. In those models, it is considered that the main phenomenon is affected by the interaction of the “free” system with the thermal bath in which the system is embedded. Naturally, the existence of a thermal bath is immediately associated to stochastic noises. However, physicists use to describe the evolution of an open system by mimicking very laboriously the customary setting of a closed system evolution. Indeed, that approach is strongly based in determining the generator, or Hamiltonian of a unitary group of transformations on the state space. Unfortunately, such a Hamiltonian should consider the description of position and momentum for an infinite number of particles, which is far from being rigorously tractable. Several different procedures have been developed by physicists to reduce the complexity of the above Hamiltonian, deriving the so called master or Langevin equations (e.g. coarse-graining, weak coupling limit, spectral tech- niques). Perhaps one of the most interesting approaches is that of weak coupling limit and its extension to the concept of stochastic limit which has been deeply studied by Accardi, Frigerio and Lu in several articles (see eg. [7]). The current article being not primarily addressed to physicists but to classical probabilists, will choose the less sophisticated physical approach which is, in our opinion, that of the coarse graining, to derive the basic mas- ter equation. We are most interested in the interplay between classical and quantum stochastic differential equations associated to the aforementioned master equation. There are four basic operations related to particles which we are faced to describe in a suitable mathematical language: creation, annihilation, the gauge or number of particles and the time shift. In a classical probabilistic approach, these operations may be seen first by means of point or counting processes, for instance. Indeed, creation may STOCHASTIC DIFFERENTIAL EQUATIONS OF QUANTUM OPTICS 3 be thought of a positive jump on the total number of particles at a given time, annihilation, on the contrary, is a negative jump of the same process. Someone could perhaps argue that from the point of view of a (classical) mechanical description, what counts is a couple of data, the position and velocity of each individual particle. In that case, the use of diffusion pro- cesses should be more appropriate to write the evolution of a single particle. From there on, one has to consider the interaction between particles as they perform their own evolution, measure-valued processes arising then in a very natural way to characterize the motion of the system as a whole. However, interactions in quantum theory may be of more fundamental a nature, since they can deeply change the observed objects. This fact naturally leads to deal with non-commuting operations, that is, to work with linear operators defined on a given Hilbert space. Furthermore, the seminal work of Wiener on chaos decomposition, provided a deep understanding of the important role played by some classes of Hilbert spaces which contain, intrinsically, a model for Brownian motion or other remarkable stochastic “noises”. Therefore, to built up stochastic models for quantum physics one needs an additional amount of functional analysis and algebra. After all, from a very heuristic point of view, Itˆocalculus could be algebraically interpreted through three relationships on “differentials”: dtdWt = 0 = dWtdt, dtdt = 0, dWtdWt = dt, where W denotes a Brownian motion. As well as Canonical Commutation Relations (CCR) in quantum theory have a precise algebraic statement in terms of the commutator of the position and the momentum operators (that is the commutator of position and momentum is equal to i~, where ~ is the Planck constant). So that, intuitively, a mathematical structure supporting at least a non commutative version of Itˆocalculus as well as the CCR is needed. To start with, we consider an elementary Hilbert space and will introduce therein four important operators which will support our first approach to modelling stochastic noises. 2 1.1. Notations. We fix h = l (Z) as the initial space, with its canonical basis (en). B(h) denotes the space of bounded linear operators acting on h. Definition 1.1. We define the following fundamental operators on h: (1) The annihilation operator (√ n en−1 , if n > 0 (1) aen = 0 , if n ≤ 0, for all n ∈ Z. The domain of a is D(a) = {x = (xn)n ∈ h : P 2 n |n||xn| < ∞} 4 FRANCO FAGNOLA AND ROLANDO REBOLLEDO (2) The creation operator (√ † n + 1 en+1 , if n ≥ 0, (2) a en = 0 , if n < 0, † † for all n ∈ Z. The domain of a , is also D(a ) = D(a). (3) The number operator ( nen , if n > 0, (3) Nen = 0 , if n ≤ 0, for all n ∈ Z. The domain of N is D(N) = {x = (xn)n ∈ h : P 2 2 n |n| |xn| < ∞}. (4) The right–shift operator (4) Sen = en+1, (n ∈ Z). The above operators are related by the following relationship: (5) a† = N 1/2S = S(N + 1)1/2, (6) a = (N + 1)1/2S∗ = S∗N 1/2. Furthermore, given any function ϕ : N → C, we define a function of the number operator as follows: ( ϕ(n)en , if n > 0 (7) ϕ(N) en = ϕ(0)en , if n ≤ 0 Here below, we use the above operators to deal with the so called “coarse graining method” for deriving the master equation of quantum optics. It is worth noticing that for a classical probabilist, an effort is demanded to change his mind about elementary notions like events (which will now be assimilated to projections on a given Hilbert space), random variables (which become observables or self-adjoint operators on a Hilbert space), probability measures (replaced by states, which means positive trace-class operators with unit trace). 1.2. Deriving the master equation. The statement of master equations of quantum optics follows some general principles which we make explicit below for better understanding: • The device is based upon the emission of photons due to the inter- action of an electromagnetic field and a collection of atoms. The electromagnetic field acts within a cavity, STOCHASTIC DIFFERENTIAL EQUATIONS OF QUANTUM OPTICS 5 • The atoms are injected in the cavity at different times. They interact with the electromagnetic field, but they do not interact with each other, • The energy level of each atom is affected by the interaction with the field. This is a the basic framework for a microscopic approach to laser and maser description(see [36]). We are now interested in deriving (at least heuristically) an equation describing the evolution of the field state. What we mean by the state at time t is a positive trace-class operator ρ(t) with unit trace, defined over the Hilbert space h introduced before. This type of equation is named after Langevin. The first known research on this type of equations in quantum theory is due to Senitzky, and further used by Haken [27] and Lax [33] to study quantum optics. The Master Equation for the Laser was obtained by Scully and Lamb by the so called coarse–grained approximation [50], [49], which we recall briefly below. Let (ti; i ∈ N) denote the sequence of atom injection times inside the laser cavity.