A NNALES DE L ’I. H. P., SECTION A
L AURA M. M ORATO
S TEFANIA U GOLINI
Gaussian solutions to the lagrangian variational problem in stochastic mechanics
Annales de l’I. H. P., section A, tome 60, n
o3 (1994), p. 323-337
<http://www.numdam.org/item?id=AIHPA_1994__60_3_323_0>
© Gauthier-Villars, 1994, tous droits réservés.
L’accès aux archives de la revue « Annales de l’I. H. P., section A » implique l’accord avec les conditions générales d’utilisation (http://www.numdam.
org/conditions). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.
Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques
323
Gaussian solutions to the Lagrangian variational
problem in Stochastic Mechanics
Laura M. MORATO
Stefania UGOLINI Dip. di Fisica, Universitá di Padova,
35131 Padova, Italy
Dip. di Fisica, Universitâ di Bologna,
1-40126 Bologna, Italy
Vol. 60, n° 3, 1994, Physique théorique
ABSTRACT. - We présent a
qualitative study
of the time behaviour ofGaussian solutions to the
général dynamical équations arising
from theLagrangian
variationalprinciple
in Stochastic Mechanics.In
particular
wegive
some results on theasymptotic stability
of thesolutions of the
Schrödinger équation
with respect todissipative perturba-
tions.
We also illustrate with the
help
of numerical calculations the"increasing vorticity phenomenon".
RÉSUMÉ. - Nous
présentons
une étudequalitative
de l’évolution tempo- relle des solutionsgaussiennes
pour leséquations générales qui
résolventle
problème
variationnel de laMécanique Stochastique.
Nous donnons
quelques
résultats sur la stabilitéasymptotique
dessolutions de
l’équation
deSchrôdinger
pour desperturbations dissipatives.
Nous décrivons
aussi,
au moyen de calculsnumériques,
le «phénomène
de l’accroissement de la rotation ».
Annales de l’Institut Poincaré - Physique théorique - 0246-0211
324 L. M. MORATO AND S. UGOLINI
1. INTRODUCTION
The aim of this work is to
develop
aspécifie example
in order toclarify
theconsistency
of theLagrangian
variationalprinciple
in StochasticMechanics with the usual
quantization procédures.
This scheme consists of
extremizing
the mean classicalaction,
calculatedfor Markovian diffusions with constant diffusion
coefficient,
with respectto the
path-wise
variations which conserve the Brownian term.Such a method has been introduced in
[1] and subsequently
re-examined in[2]
in the case of Euclidean spaces. The extension to the case of Riemannian manifolds can be found in[3].
For agénéral
discussion andpossible
extensions see also[4].
The dénomination
"Lagrangian"
is used in order to discriminate thisprinciple
from the Eulerian one, where the mean action is considered as functional of the drift fields[5].
At variance with thelatter,
theLagrangian principle gives
in fact moregénéral équations
than theSchrödinger
one,the solutions of which form an
attracting
set. Moreover suchéquations
have the
properties
ofbeing
ofdissipative
type, non time-reversal invariant and ofexibiting
aninteresting
gauge structure[2].
Anotherpeculiar
factis that the
corresponding
stochastic differentialéquations
have rotationaldrift fields.
It is worth
remarking
that theprocédure
isconceptually
verysimple
and it could also be seen as the most natural
generalization
of the classicalLagrangian
variationalprinciple
to the case of diffusive motions in theconfiguration
space. Therefore one could saythat,
as theSchrôdinger équation,
also thèse newéquations
are included in the classical actionand, consequently, they
appearinteresting
per se in the context of the classicalanalytical
mechanics.Furthermore
they
seem to solve atypical conceptual problem
connectedwith the stochastic
approach
to quantumphysics:
are the quantum fluctu- ationsdissipative
or not? The answer in thissetting
could be that thedissipative
effects are présent in thegénéral
solutions butthey
cannot beobserved in the usual conservative solutions of the
Schrôdinger équation
which should be seen as a sort of
"dynamical equilibrium
states".Unfortunately,
for ourgénéral équations (a
system ofparabolic partial
differential
équations
with asingular
non linearterm)
theCauchy problem
turns to be
absolutely
not trivial.In this paper we
study
in détail aspécifie example, namely
that of two-dimensional Gaussian solutions in central symmetry: in this case the system of
partial
differentialéquations
can be reduced to a non-linear three- dimensionaldynamical
system.A first result is that one can prove
by
standard theorems the existence and the continuation for tgoing
toinfinity
of such solutions. We thenperform
aqualitative study
of the time-behaviourshowing
that the sol-utions of the
Schrôdinger équation
take values in a two-dimensional center manifold.We also
study
theasymptotic stability
of the orbitslying
in the centermanifold
(corresponding
to the solutions of theSchrôdinger équation)
with respect to
dissipative perturbations.
Inparticular
we show that sucha property holds
(at
the firstorder)
for a set of orbitslying
in a finiterégion
of the center manifold which contains theground
state.We cannot prove the same result for orbits which do not
belong
tosuch a
région.
This fact is connected with theintriguing phenomenon
ofthe
"increasing vorticity".
This factwas firstly
observedby
Guerra[3].
We devolve Section 4 to the
description
of such aphenomenon through
numerical
examples.
2. THE LAGRANGIAN VARIATIONAL PROBLEM: GENERAL DYNAMICAL
EQUATIONS
AND THE ENERGY THEOREMWe summarize in this section the basic facts
concerning
theLagrangian
Variational Problem in Stochastic Mechanics
([1], [2]).
Let us consider theclassical action functional for the time interval
~]:
f~d is the
configuration
of the system !R~ -~ is ascalar field.
(The
case ofconfigurations taking
value in a Riemannianmanifold and that of
electromagnetic
interactions is also considered in Stochastic Mechanics[6].)
To fix ideas we can think of one
particle
of mass m so that d = 3.Following
theoriginal
Nelson’s scheme in Stochastic Mechanics([7], [6]).
we assume that in the case of a quantum
particle
there exists asmooth drift field b : fl~ x 1R3 -~ 1R3 and a standard 3-dimensional Wiener process W
(t)
such thatq (t)
is a strong solution of the stochastic differen- tialéquation :
The
Lagrangian
Variationalproblem
in Stochastic Mechanics is the most naturalgeneralization
of the classical one: one considers as the class of admissible motions the onegiven by
ail diffusions for which there exists a smooth drift b so thatthey
are strong solutions of a S.D.E. of type(2.2)
for a fixed Wiener process W
(t).
The action functional is assumed to be the mean classical action.326 L. M. MORATO AND S. UGOLINI
Denoting by ~ ti ~ i = ~ ~ ...
N anequipartition
of the intervaltb]
andby
~ the time différence
(ta
- the mean discretized action can be writtenas:
where the last
equality
followsby estimating (qti+ 1 - qti)
to the order(A)~[6].
By
thegiven
définition of the class of admissible motions it follows thatwe must consider variation processes such that
~(~):==~(~)+8~(~)
still
belong
to thatclass,
i. e. there must exist a smooth drift field b’ sothat:
where
W (t)
is the same B.M. as in(2 . 2).
Introducing
the smooth vector field/ : tR -~
f~dby
theequalities:
E
being
a realpositive number,
one caneasily verify
thath (t) satisfies,
inthe limit of E
going
to zéro, the first order differentialéquation :
We can observe that since thé variation does not involve thé
divergent
terms
in(2.3)
we can workdirectly
with théregularized
action(see
2 A
also
[4]
for a différent method andpossible extensions)
where b *
is the backward drift.The
Lagrangian
variationalproblem
then is that ofgiving
conditionson the
admissible ~ (t)
so that:This can be done
by fixing
either initialposition
and final momentum or,exploiting
the backwardreprésentation,
the finalposition
and the initialmomentum. In fact since
(2.6)
is a first order differentialéquation
is notpossible fixing
both initial and finalpositions.
Notice also that h(t)
is notadapted
to the filtrationgenerated by q (t).
It is immédiate from(2. 6)
tosee that h
(t)
is a functional of the pastof q (t)
so that the future incre- ments of the Wiener process areindependent
ofit;
but this is nolonger
true for incréments in the past.
This asymmetry in the
measurability properties
breaks down the time reversai invariance of theéquations
of motion.Denoting by
p the timedépendent probability density
of the trialdiffusion and
by ~:=(~+~)/2
the currentvelocity,
the solution to theLagrangian
variationalproblem
isgiven by
thedynamical équations :
It is immédiate to notice that in the case V X v = 0 the
équations
reducethemselves to the
Madelung
ones, that is to thehydrodynamical
versionof
Schrôdinger équation.
The
relationship
between thegénéral
solutions and the subset cor-responding
to the orthodox ones isprovided by
thefollowing
theorem[2]:
THEOREM 1
(Energy Theorem). -
Let( p, v) be any
solutionof (2.9), (2 . 10)
and let assumep=O
atinfinity (1). Then, defining
the mean energyby:
one
We can see that
choosing
asphysical équations (2 . 9), (2.10~),
the setof solutions with p
v)2
= 0 is anattracting
set.(1) The case with more général boundary conditions can also be treated [2].
328 L. M. MORATO AND S. UGOLINI
3. GAUSSIAN SOLUTIONS FOR THE TWO-DIMENSIONAL HARMONIC OSCILLATOR
3.1. Existence and continuation for t
going
to + 00Denoting by rand
8 thepolar
coordinates in theplane (x, y)
we put:and look for solutions
(p, v)
of the type:where
A,
a, a aretime-dependent
scalar parameters with A > o.Notice that:
so that we often will refer to a as the
"vorticity parameter".
The time évolution of thèse
particular
solutions togénéral équations (2 . 9), (2. lOb)
for Cgiven by (3 . 1),
ifthey exist,
is describedby
thesolutions of the three-dimensional first-order non linear system of O.D.E.:
This is
immediately
derivedby introducing (3 . 1 ), (3 . 2)
and(3 . 3)
in(2 . 9), (2.10~)
With thisposition
the dimension ofA, a
anda can be assumed to be that of an energy.
Denoting by ç,
thetriple (A, a, ex)
the system(3 . 5)
can be written as:where 1:
[R3 ~ is a Since this fact guarantees the exist-ence of solutions of
(3 . 5) (at
leastlocally)
we can claim that solutions( p, v)
to
(2 . 9), (2.10&)
of type(3 . 2), (3 . 3)
also must exist at leastlocally
intime.
In terms of
(A,
a,a)
the mean energy,by (2 .11 ),
is:and
consequently
the energy theorem reads:The minimum value of W is
k,
that is theground
state energy.The energy theorem allows to prove that ail solutions to
(3. 5)
can becontinued for t
going
to + oo . In fact one caneasily
see that the inside of thespherical
surface definedby
allreprésentative points Ço
s. t.W(o)=Wo (Wo being
anypositive constant),
that is thesphère
of centerC : =
(Wo, 0, 0)
and radius R : =/W~-~,
because ofequality (3 . 8),
is atrapping région
for all solutions(t)
of(3 . 5) starting
from anypoint ~o
on such a surface.
As is well known this is a sufficient condition for
(t)
can be continuedfor t
going
toinfinity [8].
3.2.
Qualitative study
and center manifoldWe can observe that
(k, 0, 0)
is theunique
fixedpoint
of(3 . 5),
whichof course
corresponds
to theground-state.
To do a
qualitative study
of time-behaviour of the solutions to(3.5)
we linearize around such a fixed
point. Putting
2 k =1 andwe can write the linearized system in the form :
The
eigenvalues
areÀ1, 2 = ~ i, ~3=2014!.
Thisimplies
the existence ofan invariant two-dimensional center
subspace Ec represented by
theplane (x, y)
and an invariant one-dimensional stablesubspace Es represented by
the z-axis. The
trajectories
lie on cilindrical surfaces as shown inFigure
1.By
the center manifold theorem(see
forexample [9],
thm.3 . 2 .1 )
wecan claim that such a structure is conserved for the
original
non linear system(3 . 5).
Moreprecisely
there exists an invariant two-dimensional center manifoldMc
tangent toEc
in( 1, 0, 0)
and an invariant one-dimen-sional stable manifold
MS
tangent toEs
in the samepoint.
In our casethe center manifold is
unique
and coïncides with theplane (A, a) (the
"Schrödinger plane").
We can observe that every initial state of finite energy whose representa- tive
point belongs
to the stable invariant manifold has thepeculiarity
ofrelaxing
toward theground
state.330 L. M. MORATO AND S. UGOLINI
FIG. 1. - A generic trajectory of the linearized system.
3.3. The
problem
of theasymptotic stability
ofSchrödinger
orbitswith
respect
todissipative perturbations
Let us consider the system
(3 . 5)
reduced to the centermanifold,
that isto the
plane (A, a).
To beprécise
we consider the set ofparticular
solutions such that
çÓ
is of the type(Ao, ao, 0). Recalling
theobservations
given
at the end of Section 3 .1 we can seethat,
since in thiscase the energy is
conserved,
thecorresponding trajectories
arerepresented by
circles. We shall refer to them as the"Schrödinger
solutions" and the"Schrödinger orbits", respectively.
Given a
Schrôdinger
solution we consider aperturbed
solutionby solving (3 . 5)
with initial condition~o : == (Ao,
ao, We want toinvestigate
theconditions,
ifthey exist,
under which thecorresponding asymptotic Schrôdinger
orbit coïncides with theunperturbed
one.Clearly
this fact is not true in case bothÇo and 03BE*0 lie in Schrôdinger plane:
in fact in this case(t)
and(t) correspond
to two différentSchrôdinger
orbits which conserverespectively
the energy W(ço)
andW(~).
The
interesting
case occurs whenÇo
is of the type(Ao,
ao,rto) and 03BE*0
isgiven by
ao,0).
In this case we have apurely rotational,
and conse-quently purely dissipative, perturbation
of the orbit to which thepoint ~ô
belongs.
We shall see that it is
possible
togive
asimple
condition on the initialenergy so that the
asymptotic
orbit coïncides with theunperturbed
oneup to terms of the second order in ao.
Without loss of
generality
we can fix the initial conditions in theplane
E of
équation : ~==0,
i. e.~ : = (Ao, 0, 0)
andÇo :
=(Ao, 0, (Xo),
and assumeAok (see 2).
In
analogy
with the Poincaré mapmethod,
let r dénote theperiodic trajectory (t)
and consider theplane E
as Poincaré section for the flow mapgenerated by (3 . 6).
In fact E is transverse to the flow and there is asingle
intersection of r with E(if 0 A k).
Beeing 03BE*0
the intersectionpoint
of theperiodic
orbit r with theplane
E
(with Aok), starting
from thepoint Ço
which is in theneighborhood of 03BE*0
we can consider the map P:U ~ 03A3 definedby
P
?0) ~
=(’r),
where ’r is the time for thetrajectory
with initialpoint ~o
to return to E for the first time.
We dénote
by ~ A~ ~ 1= o,1, .. , respectively
the séquences of the first and third coordinates ofpoints P (~o), P 2 (~o), ...
that is ofthe intersections of the
trajectory
with theplane ~ [with A (t) k].
Easy
considérations of thegeometrical
andanalytical
natureimply
thatLet also dénote i,. _
i,.... io =
0,
the séquences of thecorresponding énergies, according
to(3 . 7),
andcrossing
times.We can prove the
following proposition:
PROPOSITION 1. - Let
(t)
and(t)
be the solutions to(3 . 5) starting from the initial points 03BE0 and 03BE*0 respectively.
... be thecorresponding crossing
coordinates asdefined
above. Thenif ~o satisfies the
condition:Proof -
Let dénoteby (A (t), a (t), a (t))
andby (A* (t),
a*(t), 0).
We have:We notice that the
corresponding decreasing
séquence ofénergies
satisfiesthe relation:
332 L. M. MORATO AND S. UGOLINI
Thus the is bounded. Let
W 00
be its limit. Wealso have
(recalling
section 3.1 and thatAik):
so
that, by continuity
ofAi
as function ofWi, and 03B1i
we have:We consider
separately
the two casesAoo Ao
andAoo >Ao.
(i)
CaseAoo Ao. Denoting by W *
the(conserved )
energy of the unper- turbedorbit,
that is:we have :
Substituting
in(3 . 17)
we get:But since we also have:
So that:
(ii)
CaseBy
theEnergy
Theorem wehave,
from(3 . 8):
Suppose
now that forevery t~0
thefollowing
condition is satisfied :and,
inaddition,
Then it is immédiate to see
that,
in such a case,and therefore:
Substituting
theexplicit expressions
ofW 0
andW 00
in(3 . 25)
we find:which
implies:
Let now examine condition
(3 . 22).
As observedabove, (t)
must remainconfined in the
trapping région given by
the interior of thesphère
centeredin
(Wo, 0, 0)
and with radiusRo = /W~-A~ Wo denoting
the initialenergy. Thus
A (t)
anda (t)
must remain confined in the diskgiven by
the intersection between such a
sphère
and theplane (A, a).
A sufficient condition in order(3.22)
is verified is then that the line oféquation (A + a) = 0
does not cross such a disk. Anelementary
calculation shows then that the condition is:_
(3 . 28)
The
corresponding région
in theSchrôdinger plane
isqualitative
repre- sented inFigure
2.FIG. 2. - Représentation of Schrôdinger orbits.
The dashed région corresponds to condition (3 . 28).
334 L. M. MORATO AND S. UGOLINI
Finally
we candirectly
prove that:where
Qo
is the minimum of thefunction f : R+
R ~R; (A, a)
--+A + a, A>0,
on the intersection between thespherical
surfacecorresponding
toWo
and theplane (A, a),
that is the circle oféquation :
Let
SZt
be the minimum of the functionf
on the surfacecorresponding
toW~:=W(~(~)).
An easycalculation, applying
theLagrange multipliers method, gives:
We observe that:
where the
explicit expression
ofgo
is of course:Thus
Qo dépends only
on the initial energy and isstrictly positive
if/2.
So this condition guarantees that both(3 . 22)
and(3 . 23)
aresatisfied.
Consequently
we can write:so that:
It is immédiate to
recognize, recalling
the définition ofWo,
thatQo
goes to apositive
constant when ao goes to zéro. Thus theproposition
isproved.
We can conclude that the
Schrôdinger
orbits are "at the first order"asymptotically
stable with respect topurely dissipative perturbations.
4. NUMERICAL EXAMPLES AND THE INCREASING VORTICITY PHENOMENON
We have se en in Section 3 that a sufficient condition for the first order
asymptotic stability
of aSchrôdinger
orbit(A* (t), a* (t))t E ~+
with respectto
purely
rotationaldissipative perturbations,
isgiven by
the conditionthat the associated energy is less than
k J2.
The reason for we cannot prove an
analogous
result for orbits which do notbelong
to such arégion
is connected with the"increasing vorticity
phenomenon",
whichactually
isimmediately expected by équation (3 . 5).
We observe in fact that the further
degree
of freedomgiven by
thevorticity
a
implies
that there exists a"separation plane" given by
theéquation :
such that the
vorticity
decreases when the systemrespresentation point ç
remains in the
région
whereh > 0,
it increases when h 0 and it remainsconstant when h = 0.
This
phenomenon
wasfirsly
observedby
F. Guerra for a morecompli-
cated
example (see [3]).
We have
numerically integrated
system(3.5) by
thecoupled
Adamsand
Runge-Kutta
methods. Inparticular Figure
3 illustrâtes the time- evolution for an initial stateÇo = (5.0, 2.0, 10.0)
with energyWo =13.3
FIG. 3. - A typical time-evolution of a generic solution of system (3.5).
and external
frequency
k = 2.0(in
Therelaxing
time is 3.2(within 10 -1 °)
and inFigure
4 thecorresponding
évolution of thevorticity
a and of the energy
W (t)
isplotted.
The time évolution of energy
dissipation
was also studied in détail for différent values ofÇo
and k. We have observedthat, given
fixed initialvalues and
Ao>0,
for small (Xo andhigh k
there is a gréât energydissipation,
so that theasymptotic
orbit is close toground
state(k, 0, 0).
In the
opposite
case there is almost nodissipation.
336 L. M. MORATO AND S. UGOLINI
FIG. 4. - Time-evolution of the vorticity parameter a (t) end energy W (t)
of the same solution of (3 . 5) represented in Figure 3.
5. CONCLUSIONS AND OUTLOOK
We have
proved
the existence and thecontinuability
for tgoing
toinfinity
of two-dimensional Gaussian solutions of thegénéral équations (2 . 9), (2.10~).
The detailed
study
of theparticular
case under considération has showna
good consistency
of the new structure with the orthodoxquantization:
in fact we have identified the
Schrödinger plane
with a center manifoldand
proved
that there exists a finiterégion, containing
theground-state représentative point,
such that anySchrödinger
orbitlying
in it is(at
thefirst
order) asymptotically
stable with respect topurely
rotational(i. e.
dissipative) perturbations.
We have also described the somehow
unexpected phenomenon
of theincreasing vorticity.
It would beinteresting
toinvestigate
whether such aphenomenon
can occur inrégions
of the space ofconfigurations
wherethe
probability density decreases,
so that thevorticity
wouldeventually
concentrate in the zéros of the
asymptotic density.
Since to a normalized smooth solution
(p, v)
of the system(2 . 9),
corresponds
a diffusion process it is naturalconsidering
theconsistency problem
also from theprobabilistic point
of view of the convergence of diffusions.This aspect will be illustrated in a
forthcoming
paper[ 10].
ACKNOWLEDGEMENTS
We are
particulary grateful
to Francesco Guerra forhaving
illustratedto us his work on this
subject
and for valuable discussions. We wish alsoto thank Marco
Brunella,
Eric Carlen and Andrea Posilicano for their nicehelp.
[1] L. M. MORATO, Path-Wise Stochastic Calculus of Variations with the Classical Action and Quantum Systems, Phys. Rev. D., Vol. 31, 1985, pp. 1982-1987.
[2] M. I. LOFFREDO and L. M. MORATO, Lagrangian Variational Principle in Stochastic Mechanics: Gauge Structure, J. Math. Phys., Vol. 30, 1989, pp. 354-360, M. I. LOF- FREDO (private note).
[3] F. GUERRA, Private Note; E. ALDROVANDI, D. DOHRN and F. GUERRA, The Lagrangian Approach to Stochastic Variational Principles on Curved Manifolds, Acta Applicandae Math., Vol. 26, 1992, pp. 219-236.
[4] F. GUERRA, Stochastic Variational Principles and Quantum Mechanics, Ann. Inst. Henri Poincaré, Vol. 49, 1988, pp. 315-324.
[5] F. GUERRA and L. M. MORATO, Quantization of Dynamical Systems and Stochastic Control Theory, Phys. Rev. D, Vol. 27, pp. 1774-1786.
[6] E. NELSON, Quantum Fluctuations, Princeton Univ. Press, 1985.
[7] E. NELSON, Dynamical Theories of Brownian Motion, Princeton Univ. Press, 1967.
[8] V. I. ARNOLD, Equazioni Differenziali Ordinarie, Edizioni Mir, 1979.
[9] J. GUCKENHEIMER and P. HOLMES, Non linear Oscillations, Dynamical Systems, and Bifurcations of Vector Fiels, Applied Mathematical Science, Vol. 42, Springer-Verlag.
[10] L. M. MORATO and S. UGOLINI, in preparation.
( Manuscript received November 30, 1992.)