Let $Q$ be a differential operator of order $\leq 1$ on a complex metric vector bundle $\mathscr{E}\to \mathscr{M}$ with metric connection $\nabla$ over a possibly noncompact Riemannian manifold $\mathscr{M}$. Under very mild regularity assumptions on $Q$ that guarantee that $\nabla^{\dagger}\nabla/2+Q$ generates a holomorphic semigroup $\mathrm{e}^{-zH^{\nabla}_{Q}}$ in $Γ_{L^2}(\mathscr{M},\mathscr{E})$ (where $z$ runs through a complex sector which contains $[0,\infty)$), we prove an explicit Feynman-Kac type formula for $\mathrm{e}^{-tH^{\nabla}_{Q}}$, $t>0$, generalizing the standard self-adjoint theory where $Q$ is a self-adjoint zeroth order operator. For compact $\mathscr{M}$'s we combine this formula with Berezin integration to derive a Feynman-Kac type formula for an operator trace of the form $$ \mathrm{Tr}\left(\widetilde{V}\int^t_0\mathrm{e}^{-sH^{\nabla}_{V}}P\mathrm{e}^{-(t-s)H^{\nabla}_{V}}\mathrm{d} s\right), $$ where $V,\widetilde{V}$ are of zeroth order and $P$ is of order $\leq 1$. These formulae are then used to obtain a probabilistic representations of the lower order terms of the equivariant Chern character (a differential graded extension of the JLO-cocycle) of a compact even-dimensional Riemannian spin manifold, which in combination with cyclic homology play a crucial role in the context of the Duistermaat-Heckmann localization formula on the loop space of such a manifold.
We prove a Feynman-Kac formula for Schrodinger operators with potentials V(x) that obey (for all ε> 0): V(x) \geq - ε|x|^2 - C_ε. Even though e^{-tH} is an unbounded operator, any ϕ, ψ\in L^2 with compact support lie in D(e^{-tH}) and <ϕ, e^{-tH}ψ> is given by a Feynman-Kac formula.
We develop fully noncommutative Feynman-Kac formulae by employing quantum stochastic processes. To this end we establish some theory for perturbing quantum stochastic flows on von Neumann algebras by multiplier cocycles. Multiplier cocycles are constructed via quantum stochastic differential equations whose coefficients are driven by the flow. The resulting class of cocycles is characterised under alternative assumptions of separability or Markov regularity. Our results generalise those obtained using classical Brownian motion on the one hand, and results for unitarily implemented flows on the…
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve Lévy-type potentials. Large deviation techniques are used to obtain the limiting behavior of the systems as the Planck constant approaches zero. It turns out that the limiting behavior coincides with fresh aspects of the semiclassical limit of (Euclidean) quantum mechanics. Non-trivial examples of Levy processes are considered as illustrations and precise asymptotics are given for …
In this paper we prove a Feynman-Kac-Itô formula for magnetic Schrödinger operators on arbitrary weighted graphs. To do so, we have to provide a natural and general framework both on the operator theoretic and the probabilistic side of the equation. On the operator side we identify a very general class of potentials that allows the definition of magnetic Schrödinger operators. On the probabilistic side, we introduce an appropriate notion of stochastic line integrals with respect to magnetic potentials. Apart from linking the world of discrete magnetic operators with the probabilistic world thr…
We consider the quantum mechanics of a charged particle in the presence of Dirac's magnetic monopole. Wave functions are sections of a complex line bundle and the magnetic potential is a connection on the bundle. We use a continuum eigenfunction expansion to find an invariant domain of essential self-adjointness for the Hamiltonian. This leads to a proof of the a Feynman-Kac formula expressing solutions of the imaginary time Schrodinger equation as stochastic integrals.
Given a (conservative) symmetric Markov process on a metric space we consider related bilinear forms that generalize the energy form for a particle in an electromagnetic field. We obtain one bilinear form by semigroup approximation and another, closed one, by using a Feynman-Kac-Itô formula. If the given process is Feller, its energy measures have densities and its jump measure has a kernel, then the two forms agree on a core and the second is a closed extension of the first. In this case we provide the explicit form of the associated Hamiltonian.
We develop a technique for proving number rigidity (in the sense of Ghosh-Peres) of the spectrum of general random Schrödinger operators (RSOs). Our method makes use of Feynman-Kac formulas to estimate the variance of exponential linear statistics of the spectrum in terms of self-intersection local times. Inspired by recent results concerning Feynman-Kac formulas for RSOs with multiplicative white noise by Gorin, Shkolnikov and the first-named author, we use this method to prove number rigidity for a class of one-dimensional continuous RSOs of the form $-\frac12Δ+V+ξ$, where $V$ is a determini…
The article describes a relation between the fundamental solutions of Dirac's equations for free electron and electron in given electromagnetic field viewed as functionals on bump functions. We explain how classical relativistic mechanics of a charged particle in given electromagnetic field arises from quantum mechanics of Dirac's electron in that field.
We derive Feynman-Kac formulas for Dirichlet realizations of Pauli-Fierz operators generating the dynamics of nonrelativistic quantum mechanical matter particles, which are minimally coupled to both classical and quantized radiation fields and confined to an arbitrary open subset of the Euclidean space. Thanks to a suitable interpretation of the involved Stratonovich integrals, we are able to retain familiar formulas for the Feynman-Kac integrands merely assuming local square-integrability of the classical vector potential and the coupling function in the quantized vector potential. Allowing f…
The main results of this paper comprise proofs of the following two related facts: (i) the Feynman--Kac formula is a functor $F_*$, namely, between a stochastic differential equation and a dynamical system on a statistical manifold, and (ii) a statistical manifold is a sheaf generated by this functor with a canonical gluing condition. Using a particular locality property for $F_*$, recognised from functorial quantum field theory as a `sewing law,' we then extend our results to the Chapman--Kolmogorov equation {\it via} a time-dependent generalisation of the principle of maximum entropy. This y…
We derive Feynman-Kac formulas for the ultra-violet renormalized Nelson Hamiltonian with a Kato decomposable external potential and for corresponding fiber Hamiltonians in the translation invariant case. We simultaneously treat massive and massless bosons. Furthermore, we present a non-perturbative construction of a renormalized Nelson Hamiltonian in the non-Fock representation defined as the generator of a corresponding Feynman-Kac semi-group. Our novel analysis of the vacuum expectation of the Feynman-Kac integrands shows that, if the external potential and the Pauli-principle are dropped, t…
We consider generalized time-fractional evolution equations of the form $$u(t)=u_0+\int_0^tk(t,s)Lu(s)ds$$ with a fairly general memory kernel $k$ and an operator $L$ being the generator of a strongly continuous semigroup. In particular, $L$ may be the generator $L_0$ of a Markov process $ξ$ on some state space $Q$, or $L:=L_0+b\nabla+V$ for a suitable potential $V$ and drift $b$, or $L$ generating subordinate semigroups or Schrödinger type groups. This class of evolution equations includes in particular time- and space- fractional heat and Schrödinger type equations. We show that a subordinat…
Functionals of a stochastic process Y(t) model many physical time-extensive observables, e.g. particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting …
We delve deeper into our study of the connection of Brownian-time processes (BTPs) to fourth order parabolic PDEs, which we introduced in a recent joint article with W. Zheng. Probabilistically, BTPs and their cousins BTPs with excursions form a unifying class of interesting stochastic processes that includes the celebrated IBM of Burdzy and other new intriguing processes, and is also connected to the Markov snake of Le Gall. BTPs also offer a new connection of probability to PDEs that is fundamentally different from the Markovian one. They solve fourth order PDEs in which the initial function…
We study large deviations principles for $ N $ random processes on the lattice $ \Z^d $ with finite time horizon $ [0,β] $ under a symmetrised measure where all initial and terminal points are uniformly given by a random permutation. That is, given a permutation $ σ$ of $ N $ elements and a vector $ (x_1,...,x_N) $ of $ N $ initial points we let the random processes terminate in the points $ (x_{σ(1)},...,x_{σ(N)}) $ and then sum over all possible permutations and initial points, weighted with an initial distribution. There is a two-level random mechanism and we prove two-level large deviation…
We study the lengths of the cycles formed by trajectories in the Feynman-Kac representation of the Bose gas. We discuss the occurrence of infinite cycles and their relation to Bose-Einstein condensation.
