Monthly Archive: January 2015

The Wonderful Wronskian

Well, the long haul through quantum evolution is over for now, but there are a few dangling pieces of mathematical machinery that are worth examining. These pieces apply to all linear, time evolution (i.e. initial value) problems. This week I will be exploring the very useful Wronskian.

To start the exploration, we’ll consider the general form of a linear second-order ordinary differential equation with non-constant coefficients given in the usual Sturm-Liouville form. The operator $$L$$, defined as

\[ L[y](t) \equiv \frac{d^2 y}{dt^2} + p(t) \frac{dy}{dt} + q(t)y \; , \]
provides a convenient way to express the various equations, homogeneous and inhomogenous, that arise, without getting bogged down in notational minutia.

Let $$y_1(t)$$ and $$y_2(t)$$ be two solutions of the homogeneous equation $$L[y] = 0$$. Named after Jozef Wronski, the Wronskian,

\[ W[y_1,y_2](t) = y_1(t) y’_2(t) – y’_1(t) y_2(t) \; ,\]
is a function of the two solutions and their derivatives. In most contexts, we can eliminate the argument $$[y_1,y_2]$$ and simply express the Wronskian as $$W(t)$$. This simplification keeps the notation uncluttered and helps to isolate the important features.

The first amazing property of the Wronskian is that it provides a sure-fire test that the two solutions are independent. Finding independent solutions of the homogeneous equation amounts to solving the problem completely, since an arbitrary solution can always be decomposed as a linear combination of the independent solutions multiplied by the appropriate constants so that the solution satisfies the initial conditions.

The Wronskian indicates that the solutions are independent if $$W[y_1,y_2](t) \neq 0$$ for all times $$t$$. The proof follows fairly easily from an application of linear algebra in order to find the constants that meet the initial value problem. If $$y_1(t)$$ and $$y_2(t)$$ are independent solutions then $$y(t) = c_1 y_1(t) + c_2 y_2(t)$$ is the most general solution that can be constructed with the initial conditions $$y(t_0)= y_0$$ and $$y'(t_0) = y’_0$$, where the prime denotes differentiation with respect to $$t$$. Plugging $$t_0$$ into the general form yields the system of equations

\[ \left[ \begin{array}{c} c_1 y_1(t_0) + c_2 y_2(t_0) \\ c_1 y’_1(t_0) + c_2 y’_2(t_0) \end{array} \right] = \left[ \begin{array}{c} y_0 \\ y’_0 \end{array} \right] \]


which can be written in the more suggestive form

\[ \left[ \begin{array}{cc} y_1(t_0) & y_2(t_0) \\ y’_1(t_0) & y’_2(t_0) \end{array} \right] \left[ \begin{array}{c} c_1 \\ c_2 \end{array} \right] = \left[ \begin{array}{c} y_0 \\ y’_0 \end{array} \right] \; . \]


This equation only has a solution when the determinant of the matrix on the left-hand side is not equal to zero. Since the determinant of this matrix is the Wronskian, this completes the proof.

The reader might have a reasonable concern that since the Wronskian depends on time that it must be evaluated at every time in order to ensure that it doesn’t vanish and that performing this check severely limits its usefulness. Thankfully, this is not a concern since knowing the Wronskian at one time ensures that it is known at all times. The Wronskian’s equation of motion gives its time evolution and this is just the thing to see how the Wronskian’s value changes in time. Solving the Wronskian’s equation of motion starts with the observation


\[ \frac{d}{dt} W(t) = y’_1(t) y’_2(t) + y_1(t) y^{\prime \prime}_2(t) – y^{\prime \prime}_1(t) y_2(t) – y’_1(t) y’_2(t) \\ = y_1(t) y^{\prime \prime}_2(t) – y^{\prime \prime}_1(t) y_2(t) \; . \]

Now since each of the $$y_i$$ satisfy $$L[y](t) = 0$$, their second derivatives can be eliminated to yield $$y^{\prime \prime}_i = – p(t) y’_i – q(t) y_i$$. Substituting these relations in yields


\[ \frac{d}{dt} W(t) = y_1(t) \left( -p(t) y’_2 – q(t) y_2 \right) – \left( -p(t) y’_1 – q(t) y_1 \right) y_2 \\ = -p(t) \left( y_1(t) y’_2(t) – y’_1(t) y_2(t) \right) \]

Recognizing the presence of the Wronskian on the right-hand side, we find the particularly elegant equation for its evolution


\[ \frac{d}{dt} W(t) = -p(t) W(t) \]

that has solutions

\[ W(t) = W_0 \exp\left[ -\int_{t_0}^t p(t’) dt’ \right] \]


where $$W_0 \equiv W[y_1,y_2](t_0)$$. The mathematical community typically calls this result Abel’s Formula. So if the Wronskian has a non-zero value at $$t_0$$ it must have a non-zero value in the entire time span over which the operator $$L$$ is well-defined (i.e. where $$p(t)$$ or $$q(t)$$ are well-defined).

The Wronskian possesses another remarkable property. Given that we’ve found a solution to the equation $$L[y] = 0$$, the Wronskian can construct another, independent solution for us. It is rarely needed as there are easier ways to find these solutions (e.g. roots of the characteristic equation, Frobenius’s series solution, lookup tables, and the like) but it is a straightforward method that is guaranteed to work.

The construction starts with the observation that the Wronskian depends solely on the function $$p(t)$$ and not on the solutions to $$L[y] = 0$$. So once one solution is known, we can derive the differential equation satisfied by the second solution by using the known form of the Wronskian.  We find the equation to be

\[ y’_2 – \frac{y’_1}{y_1} y_2 = y’_2 – \left( \frac{d}{dt} \ln(y_1) \right) y_2 = \frac{W}{y_1} \; .\]

This is just a first-order inhomogeneous differential equation that can be solved using the integrating factor
\[ \mu(t) = \frac{1}{y_1} \; . \]

As reminder, an integrating factor $$\mu(t)$$ is a specially chosen function that multiplies
\[ \frac{dy}{dt} + a(t) y = b(t) \]
and transforms the left-hand side of the differential equation into a total time derivative
\[ \frac{d}{dt} \left( \mu(t) y \right)= \mu(t) b(t) \]
provided that
\[ \frac{d \mu(t)}{d t} = a(t) \mu(t) \]
or, once integrated,
\[ \mu(t) = \exp \left( \int a(t) dt \right) \; .\]
The solution to the original first-order equation is then
\[ y = \frac{1}{\mu(t)} \int \mu(t) b(t) \; . \]

Applying this to the equation for $$y_2$$ gives
\[ y_2(t) = y_1(t) \left( \int \frac{W(t)}{y_1(t)^2} dt \right) \;. \]

The usefulness of the Wronskian doesn’t stop there. It also provides a solution to the inhomogeneous equation


\[ \frac{d^2y}{dt^2} + p(t) \frac{dy}{dt} + q(t) y = g(t) \; ,\]

through the variation of parameters approach. In analogy with the homogeneous case, define the function

\[ \phi(t) = u_1(t) y_1(t) + u_2(t) y_2(t) \; , \]

where the $$u_i(t)$$ play the role of time-varying versions of the constants $$c_i$$, subject to $$\phi(t_0) = 0$$ and $$\phi'(t_0) = 0$$, which ensures that the homogeneous solution carries the initial conditions.

Now compute the first derivative of $$\phi(t)$$ to get

\[ \frac{d \phi}{dt} = [u’_1 y_1 + u’_2 y_2] + [u_1 y’_1 + u_2 y’_2] \]

We can limit the time derivatives of the $$u_i$$ to first order if we impose the condition, called the condition of osculation, that

\[ u’_1 y_1 + u’_2 y_2 = 0 \]


since $$\phi^{\prime \prime}$$ can at best produce terms proportional to $$u_i’$$. The condition of osculation simplifies the second derivative to

\[ \frac{d^2 \phi}{dt^2} = u’_1 y’_1 + u_1 y^{\prime \prime}_1 + u’_2 y’_2 + u_2 y^{\prime \prime}_2 \; .\]


Again the second derivatives of the $$y_i$$ can be eliminated by isolating them in $$L[y_i] = 0 $$ and then substituting the results back into the equation for $$\phi^{”}$$. Doing so, we arrive at


\[ \frac{d^2 \phi}{dt^2} = u’_1 y’_1 + u_1 \left( -p(t) y’_1 – q(t) y_1 \right) + u’_2 y’_2 + u_2 \left( -p(t) y’_2 – q(t) y_2 \right) \]

which simplifies to

\[ \frac{d^2 \phi}{dt^2} = u’_1 y’_1 + u’_2 y’_2 – p(t) \phi'(t) – q(t) \phi(t) \]

(still subject to condition of osculation). Now we can evaluate $$L[\phi]$$ to find

\[ L[\phi] = u’_1 y’_1 + u’_2 y’_2 \; .\]

This relation and the condition of osculation must be solved together to yield the unknown $$u_i$$. Recasting these relations into matrix equations
\[ \left[ \begin{array}{cc} y_1 & y_2 \\ y’_1 & y’_2 \end{array} \right] \left[ \begin{array}{c} u’_1 \\ u’_2  \end{array} \right] = \left[ \begin{array}{c} 0 \\ g(t) \end{array} \right] \]

allows for a transparent solution via linear algebra. The solution presents itself immediately as

\[ \left[ \begin{array}{c} u’_1 \\ u’_2 \end{array} \right] = \frac{1}{W(t)} \left[ \begin{array}{cc} y’_2 & -y_2 \\ -y’_1 & y_1 \end{array} \right] \left[ \begin{array}{c} 0 \\ g(t) \end{array} \right] = \frac{1}{W(t)}\left[ \begin{array}{c} -y_2(t) g(t) \\ y_1(t) g(t) \end{array} \right] \]

Since these equations are first order, a simple integration yields

\[ \left[ \begin{array}{c} u_1(t) \\ u_2(t) \end{array} \right] = \int_{t_0}^t d\tau \, \frac{1}{W(\tau)} \left[ \begin{array}{c} -y_2(\tau) \\ y_1(\tau) \end{array} \right] g(\tau) \; .\]

The full solution is written as
\[ \phi(t) = \int_{t_0}^t d\tau \frac{1}{W(\tau)} \left( -y_1(t) y_2(\tau) + y_2(\tau) y_1(\tau) \right) g(\tau) \; ,\]

which condenses nicely into

\[ \phi(t) = \int_{t_0}^t d\tau \, K(t,\tau) g(\tau) \; , \]

with

\[ K(t,\tau) = \frac{ -y_1(t) y_2(\tau) + y_1(\tau) y_2(t) }{W(\tau)} = \frac{ \left| \begin{array}{cc} y_1(\tau) & y_2(\tau) \\ y_1(t) & y_2(t) \end{array} \right|}{W(\tau)} \; .\]

The Wronskian is not limited to second-order equations and extensions to higher dimensions are relatively easy. For example, the equation


\[ y^{\prime \prime \prime} + a_2(t) y^{\prime \prime} + a_1(t) y’ + a_0 y = f(t) \]

has a Wronskian defined by

\[ W(t) = \left| \begin{array}{ccc} y_1 & y_2 & y_3 \\ y’_1 & y’_2 & y’_3 \\ y_1^{\prime \prime} & y_2^{\prime \prime} & y_3^{\prime \prime} \end{array} \right| \]

with the corresponding kernel for solving the inhomogeneous equation

\[ K(t,\tau) = \frac{\left| \begin{array}{ccc} y_1(\tau) & y_2(\tau) & y_3(\tau) \\ y’_1(\tau) & y’_2(\tau) & y’_3(\tau) \\ y_1(t) & y_2(t) & y_3(t) \end{array} \right|}{W(\tau)} \]

and with a corresponding equation of motion

\[ \frac{d}{dt} W(t) = -a_2(t) W(t) \; .\]

The steps to confirm these results follow in analogy with what was presented above. In other words, solving the homogeneous equation for the initial conditions gives the form of the Wronskian as a determinant and the variation of parameters method gives the kernel. The verification Abel’s formula follows from the recognition that when computing the derivative of a determinant, one first applies the product rule to produce 3 separate terms (one for each row) and that only the one with a derivative acting on the last row survives. Substitution using the original equation then leads to the Wronskians evolution only being dependent on the coefficient multiplying the second highest derivative (i.e. $$n-1$$). Generalizations to even higher dimensional systems are done the same way.

The expression $$K(t,\tau)$$ is called a one-sided Greens function and a study of it will be the subject of next week’s entry.

Quantum Evolution – Part 8

In the last two posts, we’ve discussed the path integral and how quantum evolution can be thought of as having contributions from every possible path in space-time such that the sum of their contributions exactly defines the quantum evolution operator $$U$$. In addition, we found that potentials in one dimension of the form $$V = a + b x + c x^2 + d \dot x + e x \dot x$$ kindly cooperate with the evaluation of the path integral. While potentials of these types do lend themselves to problems of both practical and theoretical importance, they exclude one very important class of problems – namely time-dependent potentials. Much of our modern economy is built upon time-dependent electric and magnetic fields, including the imaging sciences of photography and motion pictures, medical and magnetic resonance imaging, microwave ovens, modern electronics, and many more. In this post, I’ll be discussing the general structure for calculating how a quantum state evolves under a time-varying force. The main ingredients in the procedure are the introduction of a new picture, similar to the Schrodinger and Heisenberg pictures, and the perturbative expansion in this picture of the quantum evolution operator.

We start by assuming that the Hamiltonian can be written as
\[ H = H_0 + V(t) \; ,\]

where $$H_0$$ represents the Hamiltonian for some model problem that we can solve exactly. Usually $$H_0$$ represents the free-particle case.

Obviously, the aim is to solve the old and familiar state evolution equation
\[ i \hbar \frac{d}{dt} \left| \psi(t) \right> = H \left| \psi(t) \right> \]
to get the evolution operator that connects the state at the initial time $$t_0$$ with the state at time $$t$$
\[ \left| \psi(t) \right> = U(t,t_0) \left| \psi(t_0) \right> \; .\]
Since we haven’t nailed down any of the attributes of our model Hamiltonian other than it be exactly solvable, I can assume $$H_0 \neq H_0(t)$$. With this assumption, the evolution operator corresponding to $$H_0$$ then
becomes
\[ U_0(t,t_0) = e^{-i H_0(t – t_0)/\hbar} \; , \]
and its inverse is given by the Hermitian conjugate
\[U_0^{-1}(t,t_0) = e^{i H_0(t – t_0)/\hbar} \; .\]

The next step is to introduce a new state $$\left| \lambda (t) \right>$$ defined through the relation
\[ \left| \psi(t) \right> = U_0(t,t_0) \left| \lambda(t) \right> \; .\]
An obvious consequence of the above relation is the boundary condition
\[ \left| \psi(t_0) \right> = \left| \lambda(t_0) \right> \]
when $$t = t_0$$. This relation will come to be useful later.

By introducing this state, we’ve effectively introduced a new picture in which the state kets are defined with respect to a frame that ‘rotates’ in step with the evolution caused by $$H_0$$. This picture is called the Interaction or Dirac picture.

The evolution of this state obeys
\[ \frac{d}{dt} \left| \lambda(t) \right> = \frac{i}{\hbar} H_0 e^{i H_0(t – t_0)/\hbar} \left| \psi(t) \right> + e^{i H_0(t – t_0)/\hbar} \frac{d}{dt} \left| \psi(t) \right> \; , \]
which, when substituting the right-hand side of the time evolution of $$\left| \psi(t) \right>$$, simplifies to
\[ \frac{d}{dt} \left| \lambda(t) \right> = \frac{1}{i\hbar} e^{i H_0(t – t_0)/\hbar} \left[H – H_0\right] \left| \psi(t) \right> \; .\]
The difference between the total and model Hamiltonians is just the time-varying potential and
\[ i \hbar \frac{d}{dt} \left| \lambda(t) \right> = e^{i H_0(t – t_0)/\hbar} V(t) e^{-i H_0(t – t_0)/\hbar} \left| \lambda(t) \right> \equiv V_I(t) \left| \lambda(t) \right> \; , \]
where $$V_I(t) = U_0(t_0,t) V(t) U_0(t,t_0)$$. The ‘I’ subscript indicates that the potential is now specified in the interaction picture. The time evolution of the state $$\left| \lambda(t) \right>$$ leads immediately to the equation of motion
\[ i \hbar \frac{d}{dt} U_I(t,t_0) = V_I(t) U_I(t,t_0) \]
for the evolution operator $$U_I$$ in the interaction picture. The fact that $$U_I$$ evolves only under the action of $$V_I$$ justifies the name ‘interaction picture’.

What to make of the forward and backward propagation in this definition of $$V_I$$? A meaningful interpretation can be made mining the $$U_I$$’s equation of motion as follows.

The formal solution of the equation of motion is
\[ U_I(t,t_0) = Id – \frac{i}{\hbar} \int_{t_0}^t V_I(t’) U(t’,t_0) dt’ \]
but the time dependence of $$V_I$$ means that the iterated solution
\[ U_I(t,t_0) = Id + \sum_{n=1}^{\infty} \left( \frac{-i}{\hbar} \right)^n \int_{t_0}^{t} dt_1 \, \int_{t_0}^{t_1} dt_2 \, … \\ \int_{t_0}^{t_{n-1}} dt_n \, V_I(t_1) V_I(t_2)…V_I(t_n) \]
from case 3 in Part 1 is the only one available.
To understand what’s happening physically, let’s keep terms in this solution only up to $$n=1$$. Doing so yields
\[ U_I(t,t_0) = Id -\frac{i}{\hbar} \int_{t_0}^t \, dt_1 V_I(t_1) \]
or, expanding $$V_I$$ by its definition,
\[ U_I(t,t_0) = Id – \frac{i}{\hbar} \int_{t_0}^t \, dt_1 U_0(t_0,t_1) V(t_1) U(t_1,t_0) \; . \]

From the relationships between $$\left| \psi \right>$$ and $$\left| \lambda \right>$$ we have
\[ \left| \psi(t) \right> = U_0(t,t_0) \left| \lambda(t) \right> = U_0(t,t_0) U_I(t,t_0) \left| \lambda(t_0)\right> \\ = U_0(t,t_0) U_I(t,t_0) \left| \psi(t_0) \right> \]
from which we conclude

\[ U(t,t_0) = U_0(t,t_0) U_I(t,t_0) \; .\]

Pre-multiplying by the model Hamiltonian’s evolution operator $$U_0$$ gives
\[ U(t,t_0) = U_0(t,t_0) – \frac{i}{\hbar} \int_{t_0}^t \, dt_1 \left( U_0(t,t_0) U_0(t_0,t_1) V(t_1) U(t_1,t_0) \right) \; , \]
which simplifies using the composition property of the evolution operators as
\[ U(t,t_0) = U_0(t,t_0) – \frac{i}{\hbar} \int_{t_0}^t \, dt_1 U_0(t,t_1) V(t_1) U(t_1,t_0) \; .\]
This first-order form for the full evolution operator suggests that its action on a state can be thought of as comprised of two parts. The first part corresponds to the evolution of the state under the action of the model Hamiltonian over the entire time span from $$t_0$$ to $$t$$. The second part corresponds to the evolution of the state by $$U_0$$ from $$t_0$$ to $$t_1$$ at which point the state’s motion is perturbed by $$V(t)$$ and then the state merrily goes on its way under $$U_0$$ from $$t_1$$ to $$t$$. In order to get the correct answer to first order, all intermediate times at which this perturbative interaction can occur must be included. A visual way of representing this description is given by the following figure

first_order_evolution

where the thick double line represents the full evolution operator $$U(t,t_0)$$, the thin single line represents the evolution operator $$U_0$$ and the circles represent the interaction with the potential $$V(t)$$ that can happen at any intermediate time. This interpretation can be carried out to any order in the expansion, with two interaction events (two circles) for $$n=2$$, three interaction events (three circles) for $$n=3$$, and so on.

The formal solution of $$U_I$$ can also be manipulated in the same fashion by pre-multiplying by $$U_0$$ to get
\[ U(t,t_0) = U_0(t,t_0) \\ – \frac{i}{\hbar} \int_{t_0}^t \, dt’ U_0(t,t_0) U_0(t_0,t’) V(t’) \; \; U_0(t’,t_0) U_I(t’,t_0) \]
which simplifies to
\[ U(t,t_0) = U_0(t,t_0) – \frac{i}{\hbar} \int_{t_0}^t \, dt’ U_0(t,t’) V(t’) U(t’,t_0) \; . \]
Projecting this equation onto the position basis using $$\left< \vec r \right|$$, $$\left| \vec r_0 \right>$$ and the closure relation $$\int d^3r’ \left| \vec r’ \right>\left< \vec r’\right|$$ for all intermediate positions gives a relationship for the forward-time propagator (Greens Function) of
\[ K^+(\vec r, t; \vec r_0, t_0) = \int_{t_0}^{t} \, dt’ \int \, d^3r’ \\ K^+_0(\vec r, t; \vec r’, t’) V(\vec r’, t’) \; \; K^+(\vec r’, t’; \vec r_0, t_0) \; \]
(compare, e.g., with equation (36.18) in Schiff). This type of analysis leads to the famous Feynman diagrams.

Quantum Evolution – Part 7

In the last post, I presented a plausibility argument for the Feynman path integral. Central to this argument is the identification of a relation between the transition amplitude $$\left< \vec r, t \right. \left| \vec r_0, t_0 \right>$$ and the classical action given by
\[ \left< \vec r, t \right. \left| \vec r_0, t_0\right> \sim N e^{\frac{i S}{\hbar}} \;. \]
However, because of the composition property of the quantum propagator, we were forced into evaluating the action not just for the classical path but also for all possible paths in that obey causality (i.e. were time ordered).

In this post I will evaluate the closed form for the free particle propagator and will show how to get the same result from the path integral. Along the way, it will also be noted that the same result obtains when only the classical path and action are used. This strange property holds for a variety of systems more complex than the free particle as is proven in Shankar’s book. My presentation here follows his discussion in Chapter 8.

To truly appreciate the pros and cons of working with the path integral, let’s start by first deriving the quantum propagator for the free particle using a momentum space representation. To keep the computations clearer, I will work only in one dimension. The Hamiltonian for a free particle is given in the momentum representation by
\[ H = \frac{p^2}{2m} \]
and in the position representation by
\[ H = -\frac{\hbar^2}{2m} \frac{\partial^2}{\partial x^2} \; .\]
Since the Hamiltonian is purely a function of momentum and is an algebraic function in the momentum representation it is a easier to work with than if it were expressed in the position representation.

Because the momentum operator $$\hat P$$ commutes with the Hamiltonian, the momentum eigenkets for a natural diagonal basis for the Hamiltonian with the energy being given by
\[ E(p) = p^2/2m \; \]
This basis is clearly doubly degenerate for each given value of $$E_p$$ with a right-going momentum $$p_R = +\sqrt{2mE_p}$$ and a left-going momentum $$p_L = -\sqrt{2mE_p}$$ both having the same energy.

The Schrodinger equation in the momentum representation is
\[ \frac{p^2}{2m} \psi(p,t) = i \hbar \partial_t \psi(p,t) \; , \]
which has easily-obtained solutions
\[ \psi(p,t) = e^{-\frac{i}{\hbar} \frac{p^2}{2m} (t-t_0)} \; .\]
The quantum evolution operator can now be expressed in the momentum basis as
\[ U(t_f,t_0) = \int_{-\infty}^{\infty} dp \, \left| p \right> \left< p \right| e^{-\frac{i}{\hbar} \frac{p^2}{2m} (t-t_0)} \; \] By sandwiching the evolution operator between two position eigenkets \[ K^+(x_f,t_f;x_0,t_0) = \left< x_f \right| U(t_f,t_0) \left| x_0 \right> \theta(t_f-t_0)\]
we arrive at the expression for the forward-time propagator
\[ K^+(x_f,t_f;x_0,t_0) = \int_{-\infty}^{\infty} dp \, \left< x_f \right. \left| p \right> \left< p \right. \left| x_0 \right> e^{-\frac{i}{\hbar} \frac{p^2}{2m} (t_f-t_0)} \theta(t_f-t_0)\; .\]
In the remaining computations, it will be understood that $$t_f > t_0$$ and so I will drop the explicit reference to the Heaviside function. This equation can be can be evaluated by using
\[ \left< p | x \right> = \frac{1}{\sqrt{2 \pi \hbar}} e^{-\frac{ipx}{\hbar} } \]to give
\[ K^+(x_f,t_f;x_0,t_0) = \frac{1}{2 \pi \hbar} \int_{-\infty}^{\infty} dp \, e^{\frac{i}{\hbar}p(x_f-x_0)} e^{-\frac{i}{\hbar} \frac{p^2}{2m} (t_f-t_0)}\; .\]

The integral for the propagator can be conveniently written as
\[ K^+(x_f,t_f;x_0,t_0) = \frac{1}{2 \pi \hbar} \int_{-\infty}^{\infty} dp \, e^{-a p^2 + b p} \; , \]
where
\[ a = \frac{i (t_f – t_0)}{2 m \hbar} \]
and
\[ b = \frac{i(x_f – x_0)}{\hbar} \; .\]

Using the standard Gaussian integral
\[ \int_{-\infty}^{\infty} dx \, e^{-ax^2+bx} = e^{b^2/2a} \sqrt{\frac{\pi}{a}} \; ,\]
we arrive at the exact answer for the free-particle, forward-time quantum propagator
\[ K^+(x_f,t_f;x_0,t_0) = \sqrt{ \frac{m}{2\pi i\hbar(t_f-t_0)} } e^{\frac{i m}{2\hbar}\frac{ (x_f-x_0)^2}{(t_f-t_0)}} \; .\]

Now we turn to performing the same computation using the path integral approach. The first step is to express the classical action
as a function of the path. The Lagrangian only consists of the kinetic energy and so
\[ S = \int_{t_0}^{t_f} L[x(t)] dt = \int_{t_0}^{t_f} \frac{1}{2} m {\dot x} ^2 \; .\]
The basic idea of the path integral is to look at the quantum evolution across many small time steps so that each step can be handled more easily. In keeping with this idea, the action integral can be approximated as a sum by the expression
\[ S = \sum_{i=0}^{N-1} \frac{m}{2} \left( \frac{x_{i+1} – x_{i}}{\epsilon} \right)^2 \epsilon \; ,\]
where $$\epsilon$$ is the time step. The forward-time propagator is now written as
\[ K^+(x_f,t_f;x_0,t_0) = \lim_{N\rightarrow \infty, \epsilon \rightarrow 0} Q \int_{-\infty}^{\infty} dx_1 \int_{-\infty}^{\infty} dx_2 … \\ \exp \left[ \frac{i m}{2 \hbar} \sum_{i=0}^{N-1} \frac{(x_{i+1} – x_{i})^2}{\epsilon} \right] \; ,\]
where $$Q$$ is a normalization that will have to be determined at the end. The form of the action gives us hope that these integrals can be evaluated, since the term $$x_{i+1}-x_i$$ connects the positions on only two time slices. For notational convenience we’ll define an intermediate set of integrals
\[ I = \lim_{N\rightarrow\infty} Q \int_{-\infty}^{\infty} dx_1…dx_n \\ \exp \left[ i q \left( (x_N-x_{N-1})^2 + … + (x_2 – x_1)^2 + (x_1 – x_0)^2 \right) \right] \; \]
with $$q = \frac{m}{2 \hbar \epsilon}$$.

To start, let’s work on the $$x_1$$ integral. Since it only involves $$x_0$$ and $$x_2$$ this amounts to solving
\[ I_1 = \int_{-\infty}^{\infty} dx_1 \exp \left\{ i q \left[ 2 x_1^2 – 2(x_2 + x_0) x_1 + (x_2^2 + x_0^2) \right] \right\} \; ,\]
which can be done using essentially the same Gaussian integral as above
\[ \int_{-\infty}^{\infty} e^{-ax^2 + bx + c} = exp(b^2/4a +c) \sqrt{\frac{\pi}{a}} \; .\]
This results in
\[ I_1 = \frac{1}{\sqrt{2}} \left( \frac{i\pi}{q} \right)^{1/2} e^{i q \frac{(x_2-x_0)}{2}} \; .\]
Now the next integral to solve is
\[ I_2 = \int_{-\infty}^{\infty} dx_2 \exp \left\{ i q \left[ (x_3-x_2)^2 + (x_2-x_0)^2/2 \right] \right\} \; .\]
Rather than go through this in detail, I wrote some Maxima code to carry these integrals out

calc_int(integrand,ivar) := block([f,a,b,c],
                                  f : integrand,
                                  a : coeff(expand(f),ivar^2),
                                  b : coeff(expand(f),ivar),
                                  c : ratsimp(f-a*ivar^2-b*ivar),
                                  a : -1*a,
                                  sqrt(%pi/a)*exp(factor(ratsimp(b^2/(4*a) + c))

and the results for up through $$I_4$$ are
\[ I_2 = \frac{1}{\sqrt{3}} \left( \frac{i\pi}{q} \right)^{2/2} e^{i q \frac{(x_3-x_0)}{3}} \; , \]
\[ I_3 = \frac{1}{\sqrt{4}} \left( \frac{i\pi}{q} \right)^{3/2} e^{i q \frac{(x_4-x_0)}{4}} \; ,\]
and
\[ I_4 = \frac{1}{\sqrt{5}} \left( \frac{i\pi}{q} \right)^{4/2} e^{i q \frac{(x_5-x_0)}{5}} \; \]
yielding the result for $$N$$
\[ I = Q \frac{1}{\sqrt{N}} \left( \frac{i\pi}{q} \right)^{\frac{N-1}{2}} e^{i q \frac{(x_N-x_0)}{N}} \; .\]
With all the factors in $$q$$ now fully restored, we get
\[ I = \frac{Q}{\sqrt{N}} \left( \frac{2 \pi i \hbar \epsilon}{m} \right)^{\frac{N-1}{2}} e^{\frac{i m (x_N-x_0)^2}{2 \hbar N \epsilon}} \; .\]
Setting
\[ Q = \left( \frac{m}{2 \pi i \hbar \epsilon} \right)^{\frac{N}{2}} \]
gives
\[ I = \left( \frac{m}{2 \pi i \hbar N \epsilon} \right) e^{\frac{i m (x_N-x_0)^2}{2 \hbar N \epsilon}} \; .\]
Taking the limit as $$N \rightarrow \infty$$, $$\epsilon \rightarrow 0$$, and $$N \epsilon = (t_f – t_0)$$ yields
\[ K^+(x_f,t_f;x_0,t_0) = \sqrt{ \frac{m}{2\pi\hbar i (t_f-t_0)} } e^{i m (x_f-x_0)^2/2\hbar (t_f-t_0)} \; ,\]
which is the exact answer that was obtained above.

While this was a lot more work than the momentum-representation path, it is interesting to note that Shankar proves that
any potential with the form
\[ V = a + bx + c x^2 + d \dot x + e x \dot x \]
yields immediately the forward-time propagator
\[K^+(x_f,t_f;x_0,t_0) = e^{i S_{cl}/h} Q(t) \]
where $$S_{cl}$$ is the classical action and $$Q(t)$$ is a function solely of time that generally cannot be determined. Shankar shows, in the case of a free particle, that
\[ S_{cl} = \int_{t_0}^{t_f} L[x(t)] dt = \frac{m v_{av}^2}{2} (t_f-t_0) = \frac{m}{2} \frac{(x_f-x_0)^2}{t_f-t_0} \]
yielding
\[ K^+(x_f,t_f;x_0,t_0) = Q(t) \exp \left[ \frac{i m (x_f – x_0)^2}{2 \hbar (t_f – t_0)} \right] \; , \]
where $$Q(t)$$ can be determined from the requirement that $$K^+(x_f,t_f;x_0,t_0) = \delta(x_f – x_0)$$ when $$t_f = t_0$$. The applicable identity is
\[ \delta(x_f – x_0) = \lim_{\sigma \rightarrow 0} \frac{1}{\sqrt{\pi \sigma^2}} \exp \left[ -\frac{(x_f – x_0)^2}{\sigma^2} \right] \]
from which we immediately get
\[ Q(t) = \sqrt{ \frac{m}{2\pi \hbar i (t_f-t_0)}} \; .\]
These results mean that a host of practical problems that have intractable propagators in any given representation (due to the need to find the eigenfunctions and then plug them into a power series representing the exponential) can now be calculated with relative ease.

Quantum Evolution – Part 6

Having now established the basic ingredients of quantum propagation, the connection between the evolution operator and Green functions, and how propagation can be viewed from the different perspectives of the Heisenberg or Schrodinger pictures, we are now in a position to put all these pieces together to `derive’ (by derive, I really mean to provide a plausibility argument for) the Feynman path integral. The starting point is the equation for forward-time propagation given by

\[ K^+(\vec r_f, t_f; \vec r_0, t_0) = \left< \vec r_f \right| U(t_f,t_0) \left| \vec r_0 \right> \theta ( t_f – t_0 ) \; . \]

Using the composition property of the evolution operator, the equation can now be recast as

\[ K^+(\vec r_f, t_f; \vec r_0, t_0) = \left< \vec r_f \right| U(t_f,t_1) U(t_1,t_0) \left| \vec r_0 \right> \theta ( t_f – t_1) \theta(t_1 – t_0) \]

where the product of the two Heaviside functions $$\theta (t_f – t_1) \theta(t_1 – t_0)$$ gives a non-zero value (equal to 1) if and only if $$t_f > t_1$$ and $$t_1 > t_0$$. We can now insert a resolution of the identity operator between the two evolution operators

\[ K^+(\vec r_f, t_f; \vec r_0, t_0) = \left< \vec r_f \right| U(t_f,t_1) \left[ \int d^3 r_1 \left|\vec r_1 \right>\left< \vec r_1\right| \right] \; \; U(t_1,t_0) \left| \vec r_0 \right> \\  \theta ( t_f – t_1) \theta(t_1 – t_0) \]

and use the definition of the propagator to obtain

\[ K^+(\vec r_f, t_f; \vec r_0, t_0) = \int d^3 r_1 K^+(\vec r_f,t_f;\vec r_1,t_1) K^+(\vec r_1,t_1;\vec r_0,t_0) \; ,\]

which can be written much more compactly with the introduction of an obvious shorthand

\[ K^+(f,0) = \int d^3 r_1 K^+(f,1) K^+(1,0) \; .\]

The interpretation of this equation is that $$K^+(1,0)$$ propagates from time $$t_0$$ to $$t_1$$ and, likewise, $$K^+(2,1)$$ propagates from $$t_1$$ to $$t_2$$. The one interesting feature is the sum over all possible positions $$\vec r_1$$ at the intermediate time $$t_1$$. A schematic representation of this equation is shown in this figure.
1_level_path
In an obvious fashion, the inclusion of a new time slice can be naturally accommodated with the corresponding propagation equation
\[ K^+(f,0) = \int d^3 r_1 \int d^3 r_2 K^+(f,2) K^+(2,1) K^+(1,0) \; .\]
and accompanying figure.
2_level_path
It is easy to extend this idea to infinite number of time slices and, in doing so, construct the Feynman path integral.

\[ K^+(f,0) = \lim_{N \rightarrow \infty} \int d^3 r_1 \int d^3 r_2 \int d^3 r_3 … \\ \int d^3 r_N K^+(f,N)… \; K^+(3,2) K^+(2,1) K^+(1,0) \]

As it stands, this form of the path integral doesn’t lend itself easily to computations. What is needed is a physical interpretation for the primitive term

\[ K^+(i,j) = \left< \vec r_i \right| U(t_i,t_j) \left| \vec r_j \right> \theta(t_i – t_j) \]

that affords a connection with physical models of motion that are easy to specify.
Sakurai states that this term, which he writes as
\[K^+(i,j) = \left< \vec r_i, t_i \right. \left| \vec r_j, t_j \right> \]
(with the implicit understanding that $$t_i > t_j$$) is the transition probability amplitude that a particle localized at $$\vec r_j$$ at time $$t_j$$ can be found at $$\vec r_i$$ at time $$t_i$$. He further describes the ket $$\left| \vec r_i, t_i \right>$$ as an eigenket of the position operator in the Heisenberg picture. Switching from the Schrodinger to Heisenberg pictures provides the mathematical framework that adds rigor to the heuristic concepts shown in the figures above. It provides a connection between the mathematical composition property of the propagator with an intuitive physical picture where paths in spacetime can be used to understand quantum evolution.

Sakurai also provides another vital ingredient, although he doesn’t draw the explicit connection that is presented here. Suppose that the wave function is expressed, without loss of generality, in the following way

\[ \psi(\vec r,t) = \rho(\vec r,t) e^{i S(\vec r,t)/\hbar} \; . \]

Plugging this form in the Schrodinger equation yields

\[ -\frac{\hbar^2}{2m} \left( \nabla^2 \rho + \frac{2i}{\hbar} \nabla \rho \nabla S + \frac{i}{\hbar} \rho \nabla^2 S – \frac{1}{\hbar^2} \rho (\nabla S)^2 \right) + V \rho = i \hbar \dot \rho – \rho \dot S \; .\]

Dropping all terms proportional to $$\hbar$$ results in

\[ \frac{ (\nabla S)^2 }{2 m} + V + \frac{\partial S}{\partial t} = 0 \; ,\]

which is the Hamilton-Jacobi equation with the phase of the wave function $$S$$ as the action. So there is a clear connection between the quantum phase and the classical concept of a path.

This connection can be pushed further by assuming that the transition amplitude is related to the action via

\[ \left< \vec r_i, t_i \right. \left| \vec r_j, t_j \right> \sim N \exp \left( \frac{i S}{\hbar} \right) \; ,\]

where $$N$$ is a to-be-determined amplitude. Is there any sense that can be made out of this equation? The answer is yes. With an inspired manipulation, the Schrodinger wave equation can be recovered. While I am not aware of how to do this in the most general case involving an arbitrary action, there is a well-known method that uses the conventional action defined in terms of the basic Lagrangian given by

\[ L = \frac{1}{2} m v^2 – V(\vec r,t) \; .\]

The trick is to concentrate on the propagation of the wave function between a time $$t$$ and time $$t+\epsilon$$ where $$\epsilon$$ is a very small number. In this model (and with $$t=0$$ for convenience), the wave function propagation takes the form

\[ \psi(\vec r_{\epsilon},\epsilon) = \int_{-\infty}^{\infty} d^3r_0 K^+(\vec r_{\epsilon},\epsilon;\vec r_0,0) \psi(\vec r_0,0) \]

Over this small time interval, the classical trajectory must be very well approximated by a straight line from $$\vec r_0$$ to $$\vec r_\epsilon$$. The Lagrangian becomes

\[ L = \frac{1}{2} m \left( \frac{\vec r_{\epsilon} – \vec r_0}{\epsilon^2} \right)^2 + V\left( \frac{\vec r_\epsilon + \vec r_0}{2},0 \right) \]

with the corresponding action being

\[ S = \int_{0}^{\epsilon} L dt = \frac{1}{2}m \frac{(\vec r_{\epsilon} – \vec r_0)^2}{\epsilon} + V\left( \frac{\vec r_\epsilon + \vec r_0}{2},0 \right) \; .\]

Plugging this into the assumed form for the propagator gives the following expression

\[ \psi(\vec r_{\epsilon},\epsilon) = N \int_{-\infty}^{\infty} d^3r_0 \exp \left( \frac{im}{2\hbar \epsilon} (\vec r_{\epsilon} – \vec r_0)^2 \right) \\ \exp \left( \frac{i \epsilon}{\hbar} V\left( \frac{\vec r_\epsilon + \vec r_0}{2}, 0 \right) \right) \psi(\vec r_0,0) \]

The strategy for simplifying this integral is fairly straightforward, even if the steps are a bit tedious. The core concept is to evaluate the integral by using a stationary phase approximation where only paths closest to the classical path are evaluated. The technical condition for this approximation is

\[ \frac{im}{2 \hbar \epsilon} (\vec r_{\epsilon}-\vec r_{0})^2 \approx \pi \]

Defining the difference vector $$\vec \eta = \vec r_{\epsilon} – \vec r_{0}$$, this condition can be re-expressed to say
\[ |\vec \eta| \approx \left( \frac{\pi 2 \hbar \epsilon}{i m} \right)^{1/2} \].

The next step is to expand everything to first order in $$\epsilon$$ or, where it appears, second order in $$\eta \equiv |\vec \eta|$$ (due to the relation between $$\epsilon$$ and $$\eta$$).

\[ \psi(\vec r_{\epsilon},\epsilon) = N \int_{-\infty}^{\infty} d^3 \eta \exp\left( \frac{im\eta^2}{2\hbar\epsilon}\right) \\ \left[ \left(1 -\frac{i\epsilon}{\hbar} V(\vec r_\epsilon,0)\right)\psi(\vec r_\epsilon,0) + \vec \eta \cdot (\nabla \psi)(\vec r_\epsilon,0) + \frac{\eta_j \eta_j}{2} (\partial_i \partial_j \psi)(\vec r_\epsilon,0) \right] \; ,\]
where
\[ \partial_i \partial_j \equiv \frac{\partial}{\partial r_i} \frac{\partial}{\partial r_j} \; .\]

The last step is to simplify using the following three Gaussian integrals:

\[\int_{-\infty}^{\infty} e^{-ax^2} = \sqrt{\frac{\pi}{a}} \; ,\]
\[\int_{\infty}^{\infty} x e^{-a x^2} = 0 \; ,\]
and
\[\int_{\infty}^{\infty} x^2 e^{-a x^2} = \frac{1}{2a} \sqrt{\frac{\pi}{a}} \; .\]

Note that, in particular, the action of the second integral is to kill the term $$\vec \eta \cdot \nabla \psi$$ and to eliminate all terms in $$\eta_i \eta_j \partial_i \partial_j$$ where $$i \neq j$$. Also note that the wave function inside the integral is expanded about $$\vec r_\epsilon$$.

Performing these integrals and simplifying, we arrive at the standard Schrodinger equation in the position representation

\[ \psi(\vec r,\epsilon) – \psi(\vec r, 0) = \frac{-i\epsilon}{\hbar} \left[ \frac{-\hbar^2}{2m} \nabla^2 + V(\vec r,0) \right] \psi(\vec r,0) \]

provided that we take

\[N = \sqrt{ \frac{m}{2 \pi \hbar i \epsilon} } \; .\]

Emboldened by this success, the now-accepted interpretation is that the path integral is evaluated according to the following recipe

  1. Draw all paths in the $$\vec r-t$$ ‘plane’ connecting $$(\vec r_f,t_f)$$ and $$(\vec r_0,t_0)$$
  2. Find the action $$S[\vec r(t)]$$ along each path $$\vec r(t)$$
  3. $$K(\vec r_f,t_f;\vec r_0,t_0) = N \sum_{all paths} e^{i S[\vec r(t)] / \hbar}$$

Next week, I’ll put that recipe into action for the free particle propagator.