Feynman path integrals in curved spaces

Bruce Driver
Department of Mathematics, 0112
University of California at San Diego, USA
http://math.ucsd.edu/bdriver

5th International Conference on Stochastic Analysis and Its Applications

Bonn, Germany
09/09/2011>10/09/2011
Canonical Quantization on Rd
Newtonian Mechanics:
Given a potential energy function V : Rd R we look to solve

mq (t) = V (q (t)) for q (t) Rd.

Recall that
1
H (q, p) = p p + V (q) = Energy
2m
Canonical Quantization (Schrodinger Picture):
We look to solve,
2 d


i~ = H (t) for (t) L R where
t
~ ~
q q = Mq , p p = = and
i i q
~2
H (q, p) H := H (q, p) = 2 + MV (q).
2m

Bruce Driver 2
Classical Mechanics on a Manifold (M )

Let (M, g) be a Riemannian manifold.

Newtons Equations of motion

(t)
m = V (q(t)). (1)
dt
In local coordinates (q 1, . . . , q d);
1 ij
H (q, p) = g (q) pipj + V (q) where
2m
ds = gij (q) dq idq j
2

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(Not) Canonical Quantization on M

1 ij
H(q, p) = g (q)pipj + V (q)
2
1 1
= pi gg ij (q)pj + V (q).
2 g

To quantize H(q, p), let

1 ?
qi qi := Mqi , pi pi := , and H (q, p) H (q, p) .
i q i
Is
1 ij 2
H = g (q) i j + V (q)
2 q q
or is it
1 1 ij 1
H = i
gg (q) j
+ V (q) = M + MV ,
2 g q q 2

or something else?

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Feynman (Path Integral) to the Rescue?
Feynman explained that the solution to the Schrodinger equation should be given by
Z
1 i T
R
T (x0) = e h 0 (K.E. - P.E.)(t)dt 0 ( (T )) d vol () (2)
ZT Wx0 ,T (R3 )

where 0 (x) is the initial wave function,

m
(K.E. - P.E.) (t) = | (t)|2 V ( (t)) ,
2
and Z
i T
R
ZT = e h 0 (K.E.)(t)dt d vol () .
Wx0 ,T (R3 )

(T )

d


Figure 1: Wx,T R = the paths in Rd starting at x which are parametrized by [0, T ].

Bruce Driver 5
Euclidean Path Integral Quantization on M


Theorem 1 (Meta-Theorem Path integral quantization). The quantization H of H is;
Z

T H
 1
RT
E((t),(t))dt
e 0 (x) = e 0 0((T ))D (3)
ZT Wx (M )

where Z RT
12 |(t)|2 dt
ZT := e 0 D .
W0 (R d )
d


where D and D are volume measures on Wo (M ) and W0 R respectively.

(T )

Figure 2: A typical path in W0 (M ) .

Bruce Driver 6
The d = problem
3


Problem: Volume measures do not exist when d = . (This includes W0,T R .)

In fact for any R > 0,

lim Vol (Ball of radius R) = 0.
d

Bruce Driver 7
 Figure 3: Volume of balls of radius, 2, as a function of d.

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Euclidean Path Integral on Rd II
Given a partition P of [0, 1] (we now take T = 1 and V 0) let
d d



HP R = h W0 R : h (t) = 0 for t
/P .
space

0 t1 t2 t3 t4 t5 t6 time
d


Figure 4: An element of HP R where # (P) = 6.

Bruce Driver 9
 d P d


Given a (Brownian) path Bt R let B be the unique element in HP R such that
BtP = Bt for all t P.
space

BP

Bt

0 t1 t2 t3 t4 t5 t6 time

Figure 5: The construction of B P from B.

Bruce Driver 10
 d


HP R is a d # (P) dimensional vector space.

d


Associated to any Riemannian metric, GP on HP R there is a volume measure
dGP such that
Z Z r  
f dGP := N
f ( (a)) det {G (i (a) , j (a))}N d
i,j=1 da,
HP (Rd ) (R d )
d N

d


where N = # (P) and : R HP R is any parametrization.

d N

d


If : R HP R is a linear isomorphism and G is a translation invariant


d
metric (i.e. comes from an inner product on HP R ) then
dGP = c da where
r  
c= det {G (ei, ej )}N d
i,j=1 .

Bruce Driver 11
2 Natural Bases
n
Definition 2 (Ramp Basis). Let {hi}i=1 HP (R) be the unique elements such that
h0i (t) = 1(ti1,ti] (t) for 1 i n, see Figure 6.

Figure 6: A possible hi basis element associated to a partition containing 1/4 and 1/3 as
nearest neighbors. (The sloped line has slope 1.)

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 n
Definition 3 (Tent Basis). Let {ki}i=1 be the unique elements in HP (R) such that
ki (tj ) = ij given by
1 1
ki = hi hi+1 where hn+1 0.
i i+1

Figure 7: The tent function associated to {1/4, 1/3, 1/2} .

Bruce Driver 13
 d


Theorem 4. Let G be any translation invariant metric on HP R , and
Z R1
21 |(t)|2 dt
ZG := e 0 dG () .
HP (Rd )
then Z
1 21
R1
|(t)|2 dt
 P


f () e 0 dG () = E f B
ZG HP (Rd )

where B P is the usual piecewise linear approximation to B and

n r
p Y 2
ZG = det G (hi, hj )
i
i=1
Yn
p p
= det G (ki, kj ) 2i.
i=1

Corollary 5 (Wiener, Feynman, and Kac). For all nice potentials V (say bounded from
below and continuous), we have
Z

T(
2 +V

)f (x) = lim 1
RT
E((t),(t))dt
e f (T ) e 0 dGP (h)
|P|0 ZGP x+HP (Rd )
where
1 2
E (q, v) = |v| + V (q) .
2
Bruce Driver 14
Proof of the Corollary
Given the theorem we have,
Z
1
RT
E((t),(t))dt
f (T ) e 0 dGP (h)
ZGP x+HP (Rd )
Z
1 21
RT
|(t)|2 dt
RT
V (x+t )dt
= f (x + T ) e 0 e 0 dGP ()
ZGP HP (Rd )

h RT i
V( x+BtP )dt
= E f x + BT e P


0

h RT i  

eT ( )f (x) .
D.C.T. Feynman-Kac
E f (x + BT ) e 0
V (x+Bt )dt
= 2 +V
|P|0

Bruce Driver 15
Proof of the Theorem
Recall we want to show;
Z
1 12
R1
|(t)|2 dt
 P


f () e 0 dG () = E f B .
ZG HP (Rd )
Pn
If = (a1, . . . , an) := i=1 ai hi then
Z 1 X n
| (t)|2 dt = (, )H = a2i i,
0 i=1
q
p
dG = det G ai , aj da = det G (hi, hj )da,
Z n r
p 1
2
Pn 2
i=1 ai i
p Y 2
ZG = det G (hi, hj ) e da = det G (hi, hj ) ,
Rn i
i=1
so
dG da
=Q q
ZG n 2
i=1 i

Bruce Driver 16

Z Z n
1 12 E
Y 1 1 Pni=1 a2i i
fe dG = f ( (a)) q e 2 da

ZG HP (R) Rn 2
i=1 i

Z n
Y 1 1 ia2i
= f ( (a)) q e 2 da

Rn 2
i=1 i
" n
!#
X hi  P


=E f Ni =E f B ,
i=1
i
wherein we have used,
n k k
X hi X i d X
Ni (tk ) = Ni = iB.
i=1
i i=1
i i=1

Bruce Driver 17
Path Integral Quantization of H on M
The previous formulas on Rd suggest we can define H in the manifold setting by;
Z

T H
 1
RT
E((t),(t))dt
e 0 (x0) = e 0 0((T ))D (4)
ZT (0)=x0
where
1
E(x, v) = g(v, v) + V (x)
2
is the classical energy.

Formally, there no longer seems to be any ambiguity.

However there are no free lunches. We have to make a choices for the meaning of
D in Eq. (4).

Unlike the M = Rd case, different choices typically give different answers.

Bruce Driver 18
Reiterate the Plan

We are going to eventually give mathematical interpretation of

1 R T [ 12 |(t)|2+V ((t))]dt
d() = e 0 D.
ZT

(T )

Figure 8: A typical path in W0 (M ) .

To simplify life (and w.o.l.o.g.) set V = 0, T = 1 so that we will now consider,

Z
1 R1
12 0 |(t)|2 dt
e 0 ( (1)) D.
Z Wo(M )

Bruce Driver 19
The Curved Limiting Question
So we are going to try to interpret the informal path integral expression,
1 1 R 1|(t)|2dt
e 2 0 d vol ()
Z
as a measure on Wo (M ) by finite dimensional approximations?

Bruce Driver 20
Geometric Prerequisites I

The space
 Z 1 
H (M ) = Wo (M ) : E () := | (t)|2 dt <
0
is an infinite dimensional Hilbert manifold.

The tangent space to H (M ) is

( )
X : [0, 1] T M 
: X (t) T(t)M and
T H (M ) = 1
R1 X(t) X(t) .
G (X, X) := 0
g dt , dt dt <

Bruce Driver 21
 o

X(t)

(t)

Figure 9: A tangent vector at H (M ) .

Bruce Driver 22
Geometric Prerequisites II

Given a partition P of [0, 1] the space

 

HP (M ) = Wo (M ) : (t) = 0 for t
/P
dt
is a smooth finite dimensional embedded sub-manifold of H (M ) .

On any finite dimensional Riemannian manifold (M, g) there is an associate volume

measure, Volg , and

the scalar curvature, Scal(m), of g at a point m M is defined by

  2


 d 
Volg (B(m)) = BR (0) 1 Scal(m) + O(3) .
6(d + 2)

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Four metrics on HP (M )
Let HP (M ), and X, Y T HP (M ). Metrics:

H 0Metric on H(M )
Z 1
G0(X, X) := hX(s), X(s)i ds,
0

H 1Metric on H(M )
Z 1 
X(s) X(s)
G1(X, X) := , ds,
0 ds ds
H 1Metric on HP (M ) (Riemannian Sum Approximation)
n
X X(si1+) Y (si1+)
G1P (X, Y ) := h , iis,
ds ds
i=1

H 0Metric on HP (M ) (Riemannian Sum Approximation)

n
X
G0P (X, Y ) := hX(si), Y (si)iis.
i=1

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Riemann Sum Metric Results
Theorem 6 (Andersson and D. JFA 1999.). Suppose that f : W (M ) R is a bounded
and continuous and
1 1 R 1|(t)|2dt
dP () = e 2 0 d volGP () for {0, 1} .
ZP
Then
Z Z
lim f ()dP1 () = f ()d()
|P|0 HP (M ) W(M )
1 1 1
= H = M = M + Scal.
2 2
and
Z
lim f ()dP0 ()
|P|0 HP (M )
Z R1
16 Scal((s))ds
= f ()e 0 d()
W(M )
1 1
= H = M + Scal.
2 6

Bruce Driver 25
Some Other (Markovian) Results
If H is defined by
Z
T H 1
RT
E((t),(t))dt
e f (x0) = e 0 f ((T ))D (5)
ZT (0)=x0
then
1 1
H = + S
2
where

S is the scalar curvature of M, and

{6, 8, 12, } .

= 6 Cheng 72.

= 12, De Witt 1957, Um 73, Atsuchi & Maeda 85, and Darling 85. Geometric
Quantization.

= 8 Marinov 1980 and De Witt 1992.

Bruce Driver 26
 Inahama (2005) Osaka J. Math.

Semi-group proofs and extensions of AD1999;

- Butko (2006)

- O. G. Smolyanov, Weizsacker, Wittich, Potential Anal. 26 (2007).

- Bar and Frank Pfaffle, Crelle 2008.

Fine and Sawin CMP (2008) supersymmetic version.

In the real Feynman case see for example S. Albeverio and R. Hoegh-Krohn (1976),
Lapidus and Johnson, etc. etc.

Bruce Driver 27
Continuum H 1 Metric Result
Now let
1 1 R 1|(t)|2dt
dP1 () = e 2 0 d volG1|H (M ) () .
ZP P

Theorem 7 (Adrian Lim 2006). ( Reviews in Mathematical Physics 19 (2007), no. 9,

9671044.) Assume (M, g) satisfies,
1
0 Sectional-Curvatures .
2d
If f : W (M ) R is a bounded and continuous function, then
Z
lim f () dP1 ()
|P|0 HP (M )
Z r
1 1
R  1 
= f ()e 6 0
Scal((s)) ds
det I + K d().
W (M ) 12
where, for H (M ) , K is a certain integral operator acting on L2([0, 1]; Rd).

Bruce Driver 28
 K is defined by Z 1
(K f )(s) = (s t) (t)f (t) dt
0
where
d  
X Rm (ei, Rm(ei, )ej ) ej + Rm (ei, Rm(ej , )ei) ej
m = .
+Rm (ei, Rm(ej , )ej ) ei
i,j=1

Here Rm is the curvature tensor at m M and {ei}i=1,2,...,d is any orthonormal basis

in Tm(M ).

Adrian Lims limiting measure has lost the Markov property and no nice H in this
case. See Fredholm Determinant of an Integral Operator driven by a Diffusion
Process, Journal of Applied Mathematics and Stochastic Analysis, vol. 2008, Article
ID 130940.

Bruce Driver 29
Continuum H 0 Metric Result
Theorem 8 (Will appear in Tom Laetschs Thesis). If
1 1 R 1|(t)|2dt
dP0 () = e 2 0 d volG0|H (M ) () ,
ZP P

then Z Z
1
R1
10
lim f () dP0 () = f ()e 0
Scal((s)) ds
d().
|P|0 HP (M ) W (M )

The quantization implication of this result is that we should take

1 1
H = M + Scal.
2 10

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Summary: Quantization of Free Hamiltonian

1 1
H = M + Scal.
2

{8, 12} {, 6, , 10} .

Non Intrinsic Considerations

Sidorova, Smolyanov, Weizsacker, and Olaf Wittich, JFA2004, consider squeezing a

ambient Brownian motion onto an embedded submanifold. This then result in
1 1
H = M S + VSF
2 4
where VSF is a potential depending on the embedding through the second
fundamental form.

Bruce Driver 31
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Roughly speaking one needs to make sense out of the path integral expressions
above when [0, T ] is replaced by R4 = R R3 :

 Z 
1 1  A 2
d(A) = exp F  dt dx DA, (6)
Z 2 RR 3

End
Bruce Driver 32
Cartans Rolling Map
Fact. Relying on Ito to handle the technical
(non-differentiability) difficulties, we may
transfer Wieners measure, , on W0,T Rd to a measure, , on Wo,T (M ) .

d


Figure 10: Cartans rolling map gives a one to one correspondance between, W0,T R
and Wo,T (M ) .

Bruce Driver 33