Kleinert H. Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Marke

Path Integrals
in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
Path Integrals
in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
Hagen Kleinert
Professor of Physics Freie Universitt Berlin a
To Annemarie and Hagen II
Nature alone knows what she wants.
Goethe
Preface
The third edition of this book appeared in 2004 and was reprinted in the same year without improvements. The present fourth edition contains several extensions. Chapter 4 includes now semiclassical expansions of higher order. Chapter 8 oers an additional path integral formulation of spinning particles whose action contains a vector eld and a Wess-Zumino term. From this, the Landau-Lifshitz equation for spin precession is derived which governs the behavior of quantum spin liquids. The path integral demonstrates that fermions can be described by Bose eldsthe basis of Skyrmion theories. A further new section introduces the Berry phase, a useful tool to explain many interesting physical phenomena. Chapter 10 gives more details on magnetic monopoles and multivalued elds. Another feature is new in this edition: sections of a more technical nature are printed in smaller font size. They can well be omitted in a rst reading of the book. Among the many people who spotted printing errors and helped me improve various text passages are Dr. A. Chervyakov, Dr. A. Pelster, Dr. F. Nogueira, Dr. M. Weyrauch, Dr. H. Baur, Dr. T. Iguchi, V. Bezerra, D. Jahn, S. Overesch, and especially Dr. Annemarie Kleinert.
H. Kleinert Berlin, June 2006
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H. Kleinert, PATH INTEGRALS
Preface to Third Edition

This third edition of the book improves and extends considerably the second edition of 1995: Chapter 2 now contains a path integral representation of the scattering amplitude and new methods of calculating functional determinants for timedependent second-order dierential operators. Most importantly, it introduces the quantum eld-theoretic denition of path integrals, based on perturbation expansions around the trivial harmonic theory. Chapter 3 presents more exactly solvable path integrals than in the previous editions. It also extends the Bender-Wu recursion relations for calculating perturbation expansions to more general types of potentials. Chapter 4 discusses now in detail the quasiclassical approximation to the scattering amplitude and Thomas-Fermi approximation to atoms. Chapter 5 proves the convergence of variational perturbation theory. It also discusses atoms in strong magnetic elds and the polaron problem. Chapter 6 shows how to obtain the spectrum of systems with innitely high walls from perturbation expansions. Chapter 7 oers a many-path treatment of Bose-Einstein condensation and degenerate Fermi gases. Chapter 10 develops the quantum theory of a particle in curved space, treated before only in the time-sliced formalism, to perturbatively dened path integrals. Their reparametrization invariance imposes severe constraints upon integrals over products of distributions. We derive unique rules for evaluating these integrals, thus extending the linear space of distributions to a semigroup. Chapter 15 oers a closed expression for the end-to-end distribution of sti polymers valid for all persistence lengths. Chapter 18 derives the operator Langevin equation and the Fokker-Planck equation from the forwardbackward path integral. The derivation in the literature was incomplete, and the gap was closed only recently by an elegant calculation of the Jacobian functional determinant of a second-order dierential operator with dissipation. ix
x Chapter 20 is completely new. It introduces the reader into the applications of path integrals to the fascinating new eld of econophysics. For a few years, the third edition has been freely available on the internet, and several readers have sent useful comments, for instance E. Babaev, H. Baur, B. Budnyj, Chen Li-ming, A.A. Drgulescu, K. Glaum, I. Grigorenko, T.S. Hatamian, a P. Hollister, P. Jizba, B. Kastening, M. Krmer, W.-F. Lu, S. Mukhin, A. Pelster, a C. Ocalr, M.B. Pinto, C. Schubert, S. Schmidt, R. Scalettar, C. Tangui, and M. van Vugt. Reported errors are corrected in the internet edition. When writing the new part of Chapter 2 on the path integral representation of the scattering amplitude I proted from discussions with R. Rosenfelder. In the new parts of Chapter 5 on polarons, many useful comments came from J.T. Devreese, F.M. Peeters, and F. Brosens. In the new Chapter 20, I proted from discussions with F. Nogueira, A.A. Drgulescu, E. Eberlein, J. Kallsen, M. Schweizer, P. Bank, a M. Tenney, and E.C. Chang. As in all my books, many printing errors were detected by my secretary S. Endrias and many improvements are due to my wife Annemarie without whose permanent encouragement this book would never have been nished.
H. Kleinert Berlin, August 2003
Preface to Second Edition

Since this book rst appeared three years ago, a number of important developments have taken place calling for various extensions to the text. Chapter 4 now contains a discussion of the features of the semiclassical quantization which are relevant for multidimensional chaotic systems. Chapter 3 derives perturbation expansions in terms of Feynman graphs, whose use is customary in quantum eld theory. Correspondence is established with Rayleigh-Schrdinger perturbation theory. Graphical expansions are used in Chapo ter 5 to extend the Feynman-Kleinert variational approach into a systematic variational perturbation theory. Analytically inaccessible path integrals can now be evaluated with arbitrary accuracy. In contrast to ordinary perturbation expansions which always diverge, the new expansions are convergent for all coupling strengths, including the strong-coupling limit. Chapter 10 contains now a new action principle which is necessary to derive the correct classical equations of motion in spaces with curvature and a certain class of torsion (gradient torsion). Chapter 19 is new. It deals with relativistic path integrals, which were previously discussed only briey in two sections at the end of Chapter 15. As an application, the path integral of the relativistic hydrogen atom is solved. Chapter 16 is extended by a theory of particles with fractional statistics (anyons), from which I develop a theory of polymer entanglement. For this I introduce nonabelian Chern-Simons elds and show their relationship with various knot polynomials (Jones, HOMFLY). The successful explanation of the fractional quantum Hall eect by anyon theory is discussed also the failure to explain high-temperature superconductivity via a Chern-Simons interaction. Chapter 17 oers a novel variational approach to tunneling amplitudes. It extends the semiclassical range of validity from high to low barriers. As an application, I increase the range of validity of the currently used large-order perturbation theory far into the regime of low orders. This suggests a possibility of greatly improving existing resummation procedures for divergent perturbation series of quantum eld theories. The Index now also contains the names of authors cited in the text. This may help the reader searching for topics associated with these names. Due to their great number, it was impossible to cite all the authors who have made important contributions. I apologize to all those who vainly search for their names. xi
xii In writing the new sections in Chapters 4 and 16, discussions with Dr. D. Wintgen and, in particular, Dr. A. Schakel have been extremely useful. I also thank Professors G. Gerlich, P. Hnggi, H. Grabert, M. Roncadelli, as well as Dr. A. Pelster, and a Mr. R. Karrlein for many relevant comments. Printing errors were corrected by my secretary Ms. S. Endrias and by my editor Ms. Lim Feng Nee of World Scientic. Many improvements are due to my wife Annemarie.
H. Kleinert Berlin, December 1994
Preface to First Edition

These are extended lecture notes of a course on path integrals which I delivered at the Freie Universitt Berlin during winter 1989/1990. My interest in this subject dates a back to 1972 when the late R. P. Feynman drew my attention to the unsolved path integral of the hydrogen atom. I was then spending my sabbatical year at Caltech, where Feynman told me during a discussion how embarrassed he was, not being able to solve the path integral of this most fundamental quantum system. In fact, this had made him quit teaching this subject in his course on quantum mechanics as he had initially done.1 Feynman challenged me: Kleinert, you gured out all that grouptheoretic stu of the hydrogen atom, why dont you solve the path integral! He was referring to my 1967 Ph.D. thesis2 where I had demonstrated that all dynamical questions on the hydrogen atom could be answered using only operations within a dynamical group O(4, 2). Indeed, in that work, the four-dimensional oscillator played a crucial role and the missing steps to the solution of the path integral were later found to be very few. After returning to Berlin, I forgot about the problem since I was busy applying path integrals in another context, developing a eld-theoretic passage from quark theories to a collective eld theory of hadrons.3 Later, I carried these techniques over into condensed matter (superconductors, superuid 3 He) and nuclear physics. Path integrals have made it possible to build a unied eld theory of collective phenomena in quite dierent physical systems.4 The hydrogen problem came up again in 1978 as I was teaching a course on quantum mechanics. To explain the concept of quantum uctuations, I gave an introduction to path integrals. At the same time, a postdoc from Turkey, I. H. Duru, joined my group as a Humboldt fellow. Since he was familiar with quantum mechanics, I suggested that we should try solving the path integral of the hydrogen atom. He quickly acquired the basic techniques, and soon we found the most important ingredient to the solution: The transformation of time in the path integral to a new path-dependent pseudotime, combined with a transformation of the coordinates to
Quoting from the preface of the textbook by R.P. Feynman and A.R. Hibbs, Quantum Mechanics and Path Integrals, McGraw-Hill, New York, 1965: Over the succeeding years, ... Dr. Feynmans approach to teaching the subject of quantum mechanics evolved somewhat away from the initial path integral approach. 2 H. Kleinert, Fortschr. Phys. 6 , 1, (1968), and Group Dynamics of the Hydrogen Atom, Lectures presented at the 1967 Boulder Summer School, published in Lectures in Theoretical Physics, Vol. X B, pp. 427482, ed. by A.O. Barut and W.E. Brittin, Gordon and Breach, New York, 1968. 3 See my 1976 Erice lectures, Hadronization of Quark Theories, published in Understanding the Fundamental Constituents of Matter , Plenum press, New York, 1978, p. 289, ed. by A. Zichichi. 4 H. Kleinert, Phys. Lett. B 69 , 9 (1977); Fortschr. Phys. 26 , 565 (1978); 30 , 187, 351 (1982).
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xiv square root coordinates (to be explained in Chapters 13 and 14).5 These transformations led to the correct result, however, only due to good fortune. In fact, our procedure was immediately criticized for its sloppy treatment of the time slicing.6 A proper treatment could, in principle, have rendered unwanted extra terms which our treatment would have missed. Other authors went through the detailed timeslicing procedure,7 but the correct result emerged only by transforming the measure of path integration inconsistently. When I calculated the extra terms according to the standard rules I found them to be zero only in two space dimensions.8 The same treatment in three dimensions gave nonzero corrections which spoiled the beautiful result, leaving me puzzled. Only recently I happened to locate the place where the three-dimensional treatment went wrong. I had just nished a book on the use of gauge elds in condensed matter physics.9 The second volume deals with ensembles of defects which are dened and classied by means of operational cutting and pasting procedures on an ideal crystal. Mathematically, these procedures correspond to nonholonomic mappings. Geometrically, they lead from a at space to a space with curvature and torsion. While proofreading that book, I realized that the transformation by which the path integral of the hydrogen atom is solved also produces a certain type of torsion (gradient torsion). Moreover, this happens only in three dimensions. In two dimensions, where the time-sliced path integral had been solved without problems, torsion is absent. Thus I realized that the transformation of the time-sliced measure had a hitherto unknown sensitivity to torsion. It was therefore essential to nd a correct path integral for a particle in a space with curvature and gradient torsion. This was a nontrivial task since the literature was ambiguous already for a purely curved space, oering several prescriptions to choose from. The corresponding equivalent Schrdinger equations dier by multiples o 10 of the curvature scalar. The ambiguities are path integral analogs of the so-called operator-ordering problem in quantum mechanics. When trying to apply the existing prescriptions to spaces with torsion, I always ran into a disaster, some even yielding noncovariant answers. So, something had to be wrong with all of them. Guided by the idea that in spaces with constant curvature the path integral should produce the same result as an operator quantum mechanics based on a quantization of angular momenta, I was eventually able to nd a consistent quantum equivalence principle
I.H. Duru and H. Kleinert, Phys. Lett. B 84 , 30 (1979), Fortschr. Phys. 30 , 401 (1982). G.A. Ringwood and J.T. Devreese, J. Math. Phys. 21 , 1390 (1980). 7 R. Ho and A. Inomata, Phys. Rev. Lett. 48 , 231 (1982); A. Inomata, Phys. Lett. A 87 , 387 (1981). 8 H. Kleinert, Phys. Lett. B 189 , 187 (1987); contains also a criticism of Ref. 7. 9 H. Kleinert, Gauge Fields in Condensed Matter , World Scientic, Singapore, 1989, Vol. I, pp. 1744, Superow and Vortex Lines, and Vol. II, pp. 7451456, Stresses and Defects. 10 B.S. DeWitt, Rev. Mod. Phys. 29 , 377 (1957); K.S. Cheng, J. Math. Phys. 13 , 1723 (1972), H. Kamo and T. Kawai, Prog. Theor. Phys. 50 , 680, (1973); T. Kawai, Found. Phys. 5 , 143 (1975), H. Dekker, Physica A 103 , 586 (1980), G.M. Gavazzi, Nuovo Cimento 101 A, 241 (1981); M.S. Marinov, Physics Reports 60 , 1 (1980).
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xv for path integrals in spaces with curvature and gradient torsion,11 thus oering also a unique solution to the operator-ordering problem. This was the key to the leftover problem in the Coulomb path integral in three dimensions the proof of the absence of the extra time slicing contributions presented in Chapter 13. Chapter 14 solves a variety of one-dimensional systems by the new techniques. Special emphasis is given in Chapter 8 to instability (path collapse) problems in the Euclidean version of Feynmans time-sliced path integral. These arise for actions containing bottomless potentials. A general stabilization procedure is developed in Chapter 12. It must be applied whenever centrifugal barriers, angular barriers, or Coulomb potentials are present.12 Another project suggested to me by Feynman, the improvement of a variational approach to path integrals explained in his book on statistical mechanics13 , found a faster solution. We started work during my sabbatical stay at the University of California at Santa Barbara in 1982. After a few meetings and discussions, the problem was solved and the preprint drafted. Unfortunately, Feynmans illness prevented him from reading the nal proof of the paper. He was able to do this only three years later when I came to the University of California at San Diego for another sabbatical leave. Only then could the paper be submitted.14 Due to recent interest in lattice theories, I have found it useful to exhibit the solution of several path integrals for a nite number of time slices, without going immediately to the continuum limit. This should help identify typical lattice eects seen in the Monte Carlo simulation data of various systems. The path integral description of polymers is introduced in Chapter 15 where stiness as well as the famous excluded-volume problem are discussed. Parallels are drawn to path integrals of relativistic particle orbits. This chapter is a preparation for ongoing research in the theory of uctuating surfaces with extrinsic curvature stiness, and their application to world sheets of strings in particle physics.15 I have also introduced the eld-theoretic description of a polymer to account for its increasing relevance to the understanding of various phase transitions driven by uctuating line-like excitations (vortex lines in superuids and superconductors, defect lines in crystals and liquid crystals).16 Special attention has been devoted in Chapter 16 to simple topological questions of polymers and particle orbits, the latter arising by the presence of magnetic ux tubes (Aharonov-Bohm eect). Their relationship to Bose and Fermi statistics of particles is pointed out and the recently popular topic of fractional statistics is introduced. A survey of entanglement phenomena of single orbits and pairs of them (ribbons) is given and their application to biophysics is indicated.
H. Kleinert, Mod. Phys. Lett. A 4 , 2329 (1989); Phys. Lett. B 236 , 315 (1990). H. Kleinert, Phys. Lett. B 224 , 313 (1989). 13 R.P. Feynman, Statistical Mechanics, Benjamin, Reading, 1972, Section 3.5. 14 R.P. Feynman and H. Kleinert, Phys. Rev. A 34 , 5080, (1986). 15 A.M. Polyakov, Nucl. Phys. B 268 , 406 (1986), H. Kleinert, Phys. Lett. B 174 , 335 (1986). 16 See Ref. 9.
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xvi Finally, Chapter 18 contains a brief introduction to the path integral approach of nonequilibrium quantum-statistical mechanics, deriving from it the standard Langevin and Fokker-Planck equations. I want to thank several students in my class, my graduate students, and my postdocs for many useful discussions. In particular, T. Eris, F. Langhammer, B. Meller, I. Mustapic, T. Sauer, L. Semig, J. Zaun, and Drs. G. Germn, C. Holm, D. Johna ston, and P. Kornilovitch have all contributed with constructive criticism. Dr. U. Eckern from Karlsruhe University claried some points in the path integral derivation of the Fokker-Planck equation in Chapter 18. Useful comments are due to Dr. P.A. Horvathy, Dr. J. Whitenton, and to my colleague Prof. W. Theis. Their careful reading uncovered many shortcomings in the rst draft of the manuscript. Special thanks go to Dr. W. Janke with whom I had a fertile collaboration over the years and many discussions on various aspects of path integration. Thanks go also to my secretary S. Endrias for her help in preparing the A manuscript in LTEX, thus making it readable at an early stage, and to U. Grimm for drawing the gures. Finally, and most importantly, I am grateful to my wife Dr. Annemarie Kleinert for her inexhaustible patience and constant encouragement.
H. Kleinert Berlin, January 1990
Contents
1 Fundamentals 1.1 Classical Mechanics . . . . . . . . . . . . . . . . . . . . . . 1.2 Relativistic Mechanics in Curved Spacetime . . . . . . . . 1.3 Quantum Mechanics . . . . . . . . . . . . . . . . . . . . . 1.3.1 Bragg Reections and Interference . . . . . . . . . . 1.3.2 Matter Waves . . . . . . . . . . . . . . . . . . . . . . 1.3.3 Schrdinger Equation . . . . . . . . . . . . . . . . . o 1.3.4 Particle Current Conservation . . . . . . . . . . . . . 1.4 Diracs Bra-Ket Formalism . . . . . . . . . . . . . . . . . . 1.4.1 Basis Transformations . . . . . . . . . . . . . . . . . 1.4.2 Bracket Notation . . . . . . . . . . . . . . . . . . . . 1.4.3 Continuum Limit . . . . . . . . . . . . . . . . . . . . 1.4.4 Generalized Functions . . . . . . . . . . . . . . . . . 1.4.5 Schrdinger Equation in Dirac Notation . . . . . . . o 1.4.6 Momentum States . . . . . . . . . . . . . . . . . . . 1.4.7 Incompleteness and Poissons Summation Formula . 1.5 Observables . . . . . . . . . . . . . . . . . . . . . . . . . . 1.5.1 Uncertainty Relation . . . . . . . . . . . . . . . . . . 1.5.2 Density Matrix and Wigner Function . . . . . . . . . 1.5.3 Generalization to Many Particles . . . . . . . . . . . 1.6 Time Evolution Operator . . . . . . . . . . . . . . . . . . . 1.7 Properties of Time Evolution Operator . . . . . . . . . . . 1.8 Heisenberg Picture of Quantum Mechanics . . . . . . . . . 1.9 Interaction Picture and Perturbation Expansion . . . . . . 1.10 Time Evolution Amplitude . . . . . . . . . . . . . . . . . . 1.11 Fixed-Energy Amplitude . . . . . . . . . . . . . . . . . . . 1.12 Free-Particle Amplitudes . . . . . . . . . . . . . . . . . . . 1.13 Quantum Mechanics of General Lagrangian Systems . . . . 1.14 Particle on the Surface of a Sphere . . . . . . . . . . . . . 1.15 Spinning Top . . . . . . . . . . . . . . . . . . . . . . . . . 1.16 Scattering . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.16.1 Scattering Matrix . . . . . . . . . . . . . . . . . . . 1.16.2 Cross Section . . . . . . . . . . . . . . . . . . . . . . 1.16.3 Born Approximation . . . . . . . . . . . . . . . . . . 1.16.4 Partial Wave Expansion and Eikonal Approximation xvii
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1 1 10 11 12 13 15 17 18 18 20 22 23 25 26 28 31 32 33 34 34 37 39 42 43 45 47 51 57 59 67 67 68 70 70
xviii 1.16.5 Scattering Amplitude from Time Evolution Amplitude 1.16.6 Lippmann-Schwinger Equation . . . . . . . . . . . . . 1.17 Classical and Quantum Statistics . . . . . . . . . . . . . . . 1.17.1 Canonical Ensemble . . . . . . . . . . . . . . . . . . . 1.17.2 Grand-Canonical Ensemble . . . . . . . . . . . . . . . 1.18 Density of States and Tracelog . . . . . . . . . . . . . . . . . Appendix 1A Simple Time Evolution Operator . . . . . . . . . . . Appendix 1B Convergence of Fresnel Integral . . . . . . . . . . . . Appendix 1C The Asymmetric Top . . . . . . . . . . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 72 76 77 77 81 83 84 85 87 89 89 89 91 92 92 94 96 97 101 101 102 104 110 111 111 113 114 115 116 118 119 120 120 122 123 124 126 126 127 129 131 133
2 Path Integrals Elementary Properties and Simple Solutions 2.1 Path Integral Representation of Time Evolution Amplitudes . 2.1.1 Sliced Time Evolution Amplitude . . . . . . . . . . . . . 2.1.2 Zero-Hamiltonian Path Integral . . . . . . . . . . . . . . 2.1.3 Schrdinger Equation for Time Evolution Amplitude . . o 2.1.4 Convergence of Sliced Time Evolution Amplitude . . . . 2.1.5 Time Evolution Amplitude in Momentum Space . . . . . 2.1.6 Quantum-Mechanical Partition Function . . . . . . . . . 2.1.7 Feynmans Conguration Space Path Integral . . . . . . 2.2 Exact Solution for Free Particle . . . . . . . . . . . . . . . . . 2.2.1 Direct Solution . . . . . . . . . . . . . . . . . . . . . . . 2.2.2 Fluctuations around Classical Path . . . . . . . . . . . . 2.2.3 Fluctuation Factor . . . . . . . . . . . . . . . . . . . . . 2.2.4 Finite Slicing Properties of Free-Particle Amplitude . . . 2.3 Exact Solution for Harmonic Oscillator . . . . . . . . . . . . . 2.3.1 Fluctuations around Classical Path . . . . . . . . . . . . 2.3.2 Fluctuation Factor . . . . . . . . . . . . . . . . . . . . . 2.3.3 The i-Prescription and Maslov-Morse Index . . . . . . 2.3.4 Continuum Limit . . . . . . . . . . . . . . . . . . . . . . 2.3.5 Useful Fluctuation Formulas . . . . . . . . . . . . . . . . 2.3.6 Oscillator Amplitude on Finite Time Lattice . . . . . . . 2.4 Gelfand-Yaglom Formula . . . . . . . . . . . . . . . . . . . . . 2.4.1 Recursive Calculation of Fluctuation Determinant . . . . 2.4.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . 2.4.3 Calculation on Unsliced Time Axis . . . . . . . . . . . . 2.4.4 DAlemberts Construction . . . . . . . . . . . . . . . . 2.4.5 Another Simple Formula . . . . . . . . . . . . . . . . . . 2.4.6 Generalization to D Dimensions . . . . . . . . . . . . . 2.5 Harmonic Oscillator with Time-Dependent Frequency . . . . . 2.5.1 Coordinate Space . . . . . . . . . . . . . . . . . . . . . . 2.5.2 Momentum Space . . . . . . . . . . . . . . . . . . . . . 2.6 Free-Particle and Oscillator Wave Functions . . . . . . . . . . 2.7 General Time-Dependent Harmonic Action . . . . . . . . . . .
xix 2.8 2.9 2.10 2.11 2.12 2.13 2.14 2.15 Path Integrals and Quantum Statistics . . . . . . . . . . . . . . Density Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . Quantum Statistics of Harmonic Oscillator . . . . . . . . . . . . Time-Dependent Harmonic Potential . . . . . . . . . . . . . . . Functional Measure in Fourier Space . . . . . . . . . . . . . . . Classical Limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculation Techniques on Sliced Time Axis via Poisson Formula Field-Theoretic Denition of Harmonic Path Integral by Analytic Regularization . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.15.1 Zero-Temperature Evaluation of Frequency Sum . . . . . . 2.15.2 Finite-Temperature Evaluation of Frequency Sum . . . . . 2.15.3 Quantum-Mechanical Harmonic Oscillator . . . . . . . . . 2.15.4 Tracelog of First-Order Dierential Operator . . . . . . . 2.15.5 Gradient Expansion of One-Dimensional Tracelog . . . . . 2.15.6 Duality Transformation and Low-Temperature Expansion 2.16 Finite-N Behavior of Thermodynamic Quantities . . . . . . . . 2.17 Time Evolution Amplitude of Freely Falling Particle . . . . . . . 2.18 Charged Particle in Magnetic Field . . . . . . . . . . . . . . . . 2.18.1 Action . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.18.2 Gauge Properties . . . . . . . . . . . . . . . . . . . . . . . 2.18.3 Time-Sliced Path Integration . . . . . . . . . . . . . . . . 2.18.4 Classical Action . . . . . . . . . . . . . . . . . . . . . . . 2.18.5 Translational Invariance . . . . . . . . . . . . . . . . . . . 2.19 Charged Particle in Magnetic Field plus Harmonic Potential . . 2.20 Gauge Invariance and Alternative Path Integral Representation 2.21 Velocity Path Integral . . . . . . . . . . . . . . . . . . . . . . . . 2.22 Path Integral Representation of Scattering Matrix . . . . . . . . 2.22.1 General Development . . . . . . . . . . . . . . . . . . . . 2.22.2 Improved Formulation . . . . . . . . . . . . . . . . . . . . 2.22.3 Eikonal Approximation to Scattering Amplitude . . . . . 2.23 Heisenberg Operator Approach to Time Evolution Amplitude . . 2.23.1 Free Particle . . . . . . . . . . . . . . . . . . . . . . . . . 2.23.2 Harmonic Oscillator . . . . . . . . . . . . . . . . . . . . . 2.23.3 Charged Particle in Magnetic Field . . . . . . . . . . . . . Appendix 2A Baker-Campbell-Hausdor Formula and Magnus Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Appendix 2B Direct Calculation of Time-Sliced Oscillator Amplitude Appendix 2C Derivation of Mehler Formula . . . . . . . . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134 136 142 146 150 153 154 157 158 161 163 164 166 167 174 176 178 178 181 181 183 184 185 187 188 189 189 192 193 193 194 196 196 200 203 204 205
3 External Sources, Correlations, and Perturbation Theory 208 3.1 External Sources . . . . . . . . . . . . . . . . . . . . . . . . . . 208 3.2 Green Function of Harmonic Oscillator . . . . . . . . . . . . . . 212 3.2.1 Wronski Construction . . . . . . . . . . . . . . . . . . . . 212
xx 3.2.2 Spectral Representation . . . . . . . . . . . . . . . . . . . 216 Green Functions of First-Order Dierential Equation . . . . . . 218 3.3.1 Time-Independent Frequency . . . . . . . . . . . . . . . . 218 3.3.2 Time-Dependent Frequency . . . . . . . . . . . . . . . . . 225 Summing Spectral Representation of Green Function . . . . . . 228 Wronski Construction for Periodic and Antiperiodic Green Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230 Time Evolution Amplitude in Presence of Source Term . . . . . 231 Time Evolution Amplitude at Fixed Path Average . . . . . . . 235 External Source in Quantum-Statistical Path Integral . . . . . . 236 3.8.1 Continuation of Real-Time Result . . . . . . . . . . . . . 237 3.8.2 Calculation at Imaginary Time . . . . . . . . . . . . . . . 241 Lattice Green Function . . . . . . . . . . . . . . . . . . . . . . . 248 Correlation Functions, Generating Functional, and Wick Expansion 248 3.10.1 Real-Time Correlation Functions . . . . . . . . . . . . . . 251 Correlation Functions of Charged Particle in Magnetic Field . . . 253 Correlation Functions in Canonical Path Integral . . . . . . . . . 254 3.12.1 Harmonic Correlation Functions . . . . . . . . . . . . . . 255 3.12.2 Relations between Various Amplitudes . . . . . . . . . . . 257 3.12.3 Harmonic Generating Functionals . . . . . . . . . . . . . . 258 Particle in Heat Bath . . . . . . . . . . . . . . . . . . . . . . . . 261 Heat Bath of Photons . . . . . . . . . . . . . . . . . . . . . . . . 265 Harmonic Oscillator in Ohmic Heat Bath . . . . . . . . . . . . . 267 Harmonic Oscillator in Photon Heat Bath . . . . . . . . . . . . 270 Perturbation Expansion of Anharmonic Systems . . . . . . . . . 271 Rayleigh-Schrdinger and Brillouin-Wigner Perturbation Expansion 275 o Level-Shifts and Perturbed Wave Functions from Schrdinger o Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279 Calculation of Perturbation Series via Feynman Diagrams . . . . 281 Perturbative Denition of Interacting Path Integrals . . . . . . . 286 Generating Functional of Connected Correlation Functions . . . 287 3.22.1 Connectedness Structure of Correlation Functions . . . . . 288 3.22.2 Correlation Functions versus Connected Correlation Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291 3.22.3 Functional Generation of Vacuum Diagrams . . . . . . . . 293 3.22.4 Correlation Functions from Vacuum Diagrams . . . . . . . 297 3.22.5 Generating Functional for Vertex Functions. Eective Action 299 3.22.6 Ginzburg-Landau Approximation to Generating Functional 304 3.22.7 Composite Fields . . . . . . . . . . . . . . . . . . . . . . . 305 Path Integral Calculation of Eective Action by Loop Expansion 306 3.23.1 General Formalism . . . . . . . . . . . . . . . . . . . . . . 306 3.23.2 Mean-Field Approximation . . . . . . . . . . . . . . . . . 307 3.23.3 Corrections from Quadratic Fluctuations . . . . . . . . . . 311 3.23.4 Eective Action to Second Order in h . . . . . . . . . . . 314
3.3
3.4 3.5 3.6 3.7 3.8
3.9 3.10 3.11 3.12
3.13 3.14 3.15 3.16 3.17 3.18 3.19 3.20 3.21 3.22
3.23
xxi 3.23.5 Finite-Temperature Two-Loop Eective Action . . . . . 3.23.6 Background Field Method for Eective Action . . . . . 3.24 Nambu-Goldstone Theorem . . . . . . . . . . . . . . . . . . . 3.25 Eective Classical Potential . . . . . . . . . . . . . . . . . . . 3.25.1 Eective Classical Boltzmann Factor . . . . . . . . . . . 3.25.2 Eective Classical Hamiltonian . . . . . . . . . . . . . . 3.25.3 High- and Low-Temperature Behavior . . . . . . . . . . 3.25.4 Alternative Candidate for Eective Classical Potential . 3.25.5 Harmonic Correlation Function without Zero Mode . . . 3.25.6 Perturbation Expansion . . . . . . . . . . . . . . . . . . 3.25.7 Eective Potential and Magnetization Curves . . . . . . 3.25.8 First-Order Perturbative Result . . . . . . . . . . . . . . 3.26 Perturbative Approach to Scattering Amplitude . . . . . . . . 3.26.1 Generating Functional . . . . . . . . . . . . . . . . . . . 3.26.2 Application to Scattering Amplitude . . . . . . . . . . . 3.26.3 First Correction to Eikonal Approximation . . . . . . . 3.26.4 Rayleigh-Schrdinger Expansion of Scattering Amplitude o 3.27 Functional Determinants from Green Functions . . . . . . . . Appendix 3A Matrix Elements for General Potential . . . . . . . . . Appendix 3B Energy Shifts for gx4 /4-Interaction . . . . . . . . . . . Appendix 3C Recursion Relations for Perturbation Coecients . . . 3C.1 One-Dimensional Interaction x4 . . . . . . . . . . . . . . 3C.2 General One-Dimensional Interaction . . . . . . . . . . . 3C.3 Cumulative Treatment of Interactions x4 and x3 . . . . . 3C.4 Ground-State Energy with External Current . . . . . . . 3C.5 Recursion Relation for Eective Potential . . . . . . . . 3C.6 Interaction r 4 in D-Dimensional Radial Oscillator . . . . 3C.7 Interaction r 2q in D Dimensions . . . . . . . . . . . . . . 3C.8 Polynomial Interaction in D Dimensions . . . . . . . . . Appendix 3D Feynman Integrals for T = 0 . . . . . . . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318 320 323 325 326 329 330 331 332 333 335 337 339 339 340 340 341 343 349 350 352 352 355 355 357 359 362 363 363 363 366
4 Semiclassical Time Evolution Amplitude 368 4.1 Wentzel-Kramers-Brillouin (WKB) Approximation . . . . . . . . 368 4.2 Saddle Point Approximation . . . . . . . . . . . . . . . . . . . . 373 4.2.1 Ordinary Integrals . . . . . . . . . . . . . . . . . . . . . . 373 4.2.2 Path Integrals . . . . . . . . . . . . . . . . . . . . . . . . 376 4.3 Van Vleck-Pauli-Morette Determinant . . . . . . . . . . . . . . . 382 4.4 Fundamental Composition Law for Semiclassical Time Evolution Amplitude . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386 4.5 Semiclassical Fixed-Energy Amplitude . . . . . . . . . . . . . . 388 4.6 Semiclassical Amplitude in Momentum Space . . . . . . . . . . . 390 4.7 Semiclassical Quantum-Mechanical Partition Function . . . . . . 392 4.8 Multi-Dimensional Systems . . . . . . . . . . . . . . . . . . . . . 397
xxii Quantum Corrections to Classical Density of States . . . . . . . 4.9.1 One-Dimensional Case . . . . . . . . . . . . . . . . . . . . 4.9.2 Arbitrary Dimensions . . . . . . . . . . . . . . . . . . . . 4.9.3 Bilocal Density of States . . . . . . . . . . . . . . . . . . . 4.9.4 Gradient Expansion of Tracelog of Hamiltonian Operator . 4.9.5 Local Density of States on Circle . . . . . . . . . . . . . . 4.9.6 Quantum Corrections to Bohr-Sommerfeld Approximation 4.10 Thomas-Fermi Model of Neutral Atoms . . . . . . . . . . . . . . 4.10.1 Semiclassical Limit . . . . . . . . . . . . . . . . . . . . . . 4.10.2 Self-Consistent Field Equation . . . . . . . . . . . . . . . 4.10.3 Energy Functional of Thomas-Fermi Atom . . . . . . . . . 4.10.4 Calculation of Energies . . . . . . . . . . . . . . . . . . . 4.10.5 Virial Theorem . . . . . . . . . . . . . . . . . . . . . . . . 4.10.6 Exchange Energy . . . . . . . . . . . . . . . . . . . . . . . 4.10.7 Quantum Correction Near Origin . . . . . . . . . . . . . . 4.10.8 Systematic Quantum Corrections to Thomas-Fermi Energies 4.11 Classical Action of Coulomb System . . . . . . . . . . . . . . . . 4.12 Semiclassical Scattering . . . . . . . . . . . . . . . . . . . . . . . 4.12.1 General Formulation . . . . . . . . . . . . . . . . . . . . . 4.12.2 Semiclassical Cross Section of Mott Scattering . . . . . . . Appendix 4A Semiclassical Quantization for Pure Power Potentials . . Appendix 4B Derivation of Semiclassical Time Evolution Amplitude . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.9 402 403 405 406 408 412 413 416 416 417 419 421 424 424 426 428 432 441 441 445 446 448 452
5 Variational Perturbation Theory 368 5.1 Variational Approach to Eective Classical Partition Function . 368 5.2 Local Harmonic Trial Partition Function . . . . . . . . . . . . . 369 5.3 Optimal Upper Bound . . . . . . . . . . . . . . . . . . . . . . . 374 5.4 Accuracy of Variational Approximation . . . . . . . . . . . . . . 375 5.5 Weakly Bound Ground State Energy in Finite-Range Potential Well 377 5.6 Possible Direct Generalizations . . . . . . . . . . . . . . . . . . . 379 5.7 Eective Classical Potential for Anharmonic Oscillator . . . . . 380 5.8 Particle Densities . . . . . . . . . . . . . . . . . . . . . . . . . . 386 5.9 Extension to D Dimensions . . . . . . . . . . . . . . . . . . . . 389 5.10 Application to Coulomb and Yukawa Potentials . . . . . . . . . 391 5.11 Hydrogen Atom in Strong Magnetic Field . . . . . . . . . . . . . 394 5.11.1 Weak-Field Behavior . . . . . . . . . . . . . . . . . . . . . 397 5.11.2 Eective Classical Hamiltonian . . . . . . . . . . . . . . . 398 5.12 Variational Approach to Excitation Energies . . . . . . . . . . . 401 5.13 Systematic Improvement of Feynman-Kleinert Approximation . . . 405 5.14 Applications of Variational Perturbation Expansion . . . . . . . 408 5.14.1 Anharmonic Oscillator at T = 0 . . . . . . . . . . . . . . . 408 5.14.2 Anharmonic Oscillator for T > 0 . . . . . . . . . . . . . . 410 5.15 Convergence of Variational Perturbation Expansion . . . . . . . 414
xxiii Variational Perturbation Theory for Strong-Coupling Expansion General Strong-Coupling Expansions . . . . . . . . . . . . . . . Variational Interpolation between Weak and Strong-Coupling Expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.19 Systematic Improvement of Excited Energies . . . . . . . . . . . 5.20 Variational Treatment of Double-Well Potential . . . . . . . . . 5.21 Higher-Order Eective Classical Potential for Nonpolynomial Interactions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.21.1 Evaluation of Path Integrals . . . . . . . . . . . . . . . . . 5.21.2 Higher-Order Smearing Formula in D Dimensions . . . . . 5.21.3 Isotropic Second-Order Approximation to Coulomb Problem 5.21.4 Anisotropic Second-Order Approximation to Coulomb Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.21.5 Zero-Temperature Limit . . . . . . . . . . . . . . . . . . . 5.22 Polarons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.22.1 Partition Function . . . . . . . . . . . . . . . . . . . . . . 5.22.2 Harmonic Trial System . . . . . . . . . . . . . . . . . . . 5.22.3 Eective Mass . . . . . . . . . . . . . . . . . . . . . . . . 5.22.4 Second-Order Correction . . . . . . . . . . . . . . . . . . . 5.22.5 Polaron in Magnetic Field, Bipolarons, etc. . . . . . . . . 5.22.6 Variational Interpolation for Polaron Energy and Mass . . 5.23 Density Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . 5.23.1 Harmonic Oscillator . . . . . . . . . . . . . . . . . . . . . 5.23.2 Variational Perturbation Theory for Density Matrices . . . 5.23.3 Smearing Formula for Density Matrices . . . . . . . . . . 5.23.4 First-Order Variational Approximation . . . . . . . . . . . 5.23.5 Smearing Formula in Higher Spatial Dimensions . . . . . . 5.23.6 Applications . . . . . . . . . . . . . . . . . . . . . . . . . Appendix 5A Feynman Integrals for T = 0 without Zero Frequency . Appendix 5B Proof of Scaling Relation for the Extrema of WN . . . . Appendix 5C Second-Order Shift of Polaron Energy . . . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 Path Integrals with Topological Constraints 6.1 Point Particle on Circle . . . . . . . . . . . . . . . . 6.2 Innite Wall . . . . . . . . . . . . . . . . . . . . . . 6.3 Point Particle in Box . . . . . . . . . . . . . . . . . 6.4 Strong-Coupling Theory for Particle in Box . . . . . 6.4.1 Partition Function . . . . . . . . . . . . . . . 6.4.2 Perturbation Expansion . . . . . . . . . . . . 6.4.3 Variational Strong-Coupling Approximations 6.4.4 Special Properties of Expansion . . . . . . . . 6.4.5 Exponentially Fast Convergence . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.16 5.17 5.18 421 424 427 428 429 432 432 434 435 437 438 442 444 446 451 452 453 453 456 457 458 460 463 467 469 478 480 482 483 489 489 493 497 500 501 501 503 505 506 507
xxiv 7 Many Particle Orbits Statistics and Second Quantization 7.1 Ensembles of Bose and Fermi Particle Orbits . . . . . . . . . . . 7.2 Bose-Einstein Condensation . . . . . . . . . . . . . . . . . . . . 7.2.1 Free Bose Gas . . . . . . . . . . . . . . . . . . . . . . . . 7.2.2 Bose Gas in Finite Box . . . . . . . . . . . . . . . . . . . 7.2.3 Eect of Interactions . . . . . . . . . . . . . . . . . . . . . 7.2.4 Bose-Einstein Condensation in Harmonic Trap . . . . . . 7.2.5 Thermodynamic Functions . . . . . . . . . . . . . . . . . 7.2.6 Critical Temperature . . . . . . . . . . . . . . . . . . . . . 7.2.7 More General Anisotropic Trap . . . . . . . . . . . . . . . 7.2.8 Rotating Bose-Einstein Gas . . . . . . . . . . . . . . . . . 7.2.9 Finite-Size Corrections . . . . . . . . . . . . . . . . . . . . 7.2.10 Entropy and Specic Heat . . . . . . . . . . . . . . . . . . 7.2.11 Interactions in Harmonic Trap . . . . . . . . . . . . . . . 7.3 Gas of Free Fermions . . . . . . . . . . . . . . . . . . . . . . . . 7.4 Statistics Interaction . . . . . . . . . . . . . . . . . . . . . . . . 7.5 Fractional Statistics . . . . . . . . . . . . . . . . . . . . . . . . . 7.6 Second-Quantized Bose Fields . . . . . . . . . . . . . . . . . . . 7.7 Fluctuating Bose Fields . . . . . . . . . . . . . . . . . . . . . . . 7.8 Coherent States . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.9 Second-Quantized Fermi Fields . . . . . . . . . . . . . . . . . . 7.10 Fluctuating Fermi Fields . . . . . . . . . . . . . . . . . . . . . . 7.10.1 Grassmann Variables . . . . . . . . . . . . . . . . . . . . . 7.10.2 Fermionic Functional Determinant . . . . . . . . . . . . . 7.10.3 Coherent States for Fermions . . . . . . . . . . . . . . . . 7.11 Hilbert Space of Quantized Grassmann Variable . . . . . . . . . 7.11.1 Single Real Grassmann Variable . . . . . . . . . . . . . . 7.11.2 Quantizing Harmonic Oscillator with Grassmann Variables 7.11.3 Spin System with Grassmann Variables . . . . . . . . . . 7.12 External Sources in a , a -Path Integral . . . . . . . . . . . . . . 7.13 Generalization to Pair Terms . . . . . . . . . . . . . . . . . . . . 7.14 Spatial Degrees of Freedom . . . . . . . . . . . . . . . . . . . . . 7.14.1 Grand-Canonical Ensemble of Particle Orbits from Free Fluctuating Field . . . . . . . . . . . . . . . . . . . . . . . 7.14.2 First versus Second Quantization . . . . . . . . . . . . . . 7.14.3 Interacting Fields . . . . . . . . . . . . . . . . . . . . . . . 7.14.4 Eective Classical Field Theory . . . . . . . . . . . . . . . 7.15 Bosonization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.15.1 Collective Field . . . . . . . . . . . . . . . . . . . . . . . . 7.15.2 Bosonized versus Original Theory . . . . . . . . . . . . . . Appendix 7A Treatment of Singularities in Zeta-Function . . . . . . . 7A.1 Finite Box . . . . . . . . . . . . . . . . . . . . . . . . . . 7A.2 Harmonic Trap . . . . . . . . . . . . . . . . . . . . . . . . 509 510 517 517 525 527 533 533 535 538 539 540 541 544 548 553 558 559 562 568 572 572 572 575 579 581 581 584 585 590 592 594 594 596 596 597 599 600 602 604 605 607
xxv Appendix 7B Experimental versus Theoretical Would-be Critical Temperature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
609 610
8 Path Integrals in Polar and Spherical Coordinates 615 8.1 Angular Decomposition in Two Dimensions . . . . . . . . . . . . 615 8.2 Trouble with Feynmans Path Integral Formula in Radial Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 618 8.3 Cautionary Remarks . . . . . . . . . . . . . . . . . . . . . . . . 622 8.4 Time Slicing Corrections . . . . . . . . . . . . . . . . . . . . . . 625 8.5 Angular Decomposition in Three and More Dimensions . . . . . 629 8.5.1 Three Dimensions . . . . . . . . . . . . . . . . . . . . . . 630 8.5.2 D Dimensions . . . . . . . . . . . . . . . . . . . . . . . . . 632 8.6 Radial Path Integral for Harmonic Oscillator and Free Particle . . . 638 8.7 Particle near the Surface of a Sphere in D Dimensions . . . . . . 639 8.8 Angular Barriers near the Surface of a Sphere . . . . . . . . . . 642 8.8.1 Angular Barriers in Three Dimensions . . . . . . . . . . . 642 8.8.2 Angular Barriers in Four Dimensions . . . . . . . . . . . . 647 8.9 Motion on a Sphere in D Dimensions . . . . . . . . . . . . . . . 652 8.10 Path Integrals on Group Spaces . . . . . . . . . . . . . . . . . . 656 8.11 Path Integral of Spinning Top . . . . . . . . . . . . . . . . . . . 659 8.12 Path Integral of Spinning Particle . . . . . . . . . . . . . . . . . 660 8.13 Berry Phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 665 8.14 Spin Precession . . . . . . . . . . . . . . . . . . . . . . . . . . . 665 Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 667 9 Wave Functions 9.1 Free Particle in D Dimensions . . . . . . . . 9.2 Harmonic Oscillator in D Dimensions . . . . 9.3 Free Particle from 0 -Limit of Oscillator 9.4 Charged Particle in Uniform Magnetic Field 9.5 Dirac -Function Potential . . . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 669 669 672 678 680 687 689
10 Spaces with Curvature and Torsion 690 10.1 Einsteins Equivalence Principle . . . . . . . . . . . . . . . . . . 691 10.2 Classical Motion of Mass Point in General Metric-Ane Space 692 10.2.1 Equations of Motion . . . . . . . . . . . . . . . . . . . . . 692 10.2.2 Nonholonomic Mapping to Spaces with Torsion . . . . . . 695 10.2.3 New Equivalence Principle . . . . . . . . . . . . . . . . . . 701 10.2.4 Classical Action Principle for Spaces with Curvature and Torsion . . . . . . . . . . . . . . . . . . . . . . . . . . . . 701 10.3 Path Integral in Metric-Ane Space . . . . . . . . . . . . . . . . 706 10.3.1 Nonholonomic Transformation of Action . . . . . . . . . . 706
xxvi 10.3.2 Measure of Path Integration . . . . . . . . . . . . . . . . . 711 10.4 Completing Solution of Path Integral on Surface of Sphere . . . 717 10.5 External Potentials and Vector Potentials . . . . . . . . . . . . . 719 10.6 Perturbative Calculation of Path Integrals in Curved Space . . . 721 10.6.1 Free and Interacting Parts of Action . . . . . . . . . . . . 721 10.6.2 Zero Temperature . . . . . . . . . . . . . . . . . . . . . . 724 10.7 Model Study of Coordinate Invariance . . . . . . . . . . . . . . 726 10.7.1 Diagrammatic Expansion . . . . . . . . . . . . . . . . . . 728 10.7.2 Diagrammatic Expansion in d Time Dimensions . . . . . . 730 10.8 Calculating Loop Diagrams . . . . . . . . . . . . . . . . . . . . . 731 10.8.1 Reformulation in Conguration Space . . . . . . . . . . . 738 10.8.2 Integrals over Products of Two Distributions . . . . . . . 739 10.8.3 Integrals over Products of Four Distributions . . . . . . . 740 10.9 Distributions as Limits of Bessel Function . . . . . . . . . . . . 742 10.9.1 Correlation Function and Derivatives . . . . . . . . . . . . 742 10.9.2 Integrals over Products of Two Distributions . . . . . . . 744 10.9.3 Integrals over Products of Four Distributions . . . . . . . 745 10.10 Simple Rules for Calculating Singular Integrals . . . . . . . . . . 747 10.11 Perturbative Calculation on Finite Time Intervals . . . . . . . . 752 10.11.1 Diagrammatic Elements . . . . . . . . . . . . . . . . . . . 753 10.11.2 Cumulant Expansion of D-Dimensional Free-Particle Amplitude in Curvilinear Coordinates . . . . . . . . . . . . . 754 10.11.3 Propagator in 1 Time Dimensions . . . . . . . . . . . 756 10.11.4 Coordinate Independence for Dirichlet Boundary Conditions 757 10.11.5 Time Evolution Amplitude in Curved Space . . . . . . . . 763 10.11.6 Covariant Results for Arbitrary Coordinates . . . . . . . . 769 10.12 Eective Classical Potential in Curved Space . . . . . . . . . . . 774 10.12.1 Covariant Fluctuation Expansion . . . . . . . . . . . . . . 775 10.12.2 Arbitrariness of q0 . . . . . . . . . . . . . . . . . . . . . . 778 10.12.3 Zero-Mode Properties . . . . . . . . . . . . . . . . . . . . 779 10.12.4 Covariant Perturbation Expansion . . . . . . . . . . . . . 782 10.12.5 Covariant Result from Noncovariant Expansion . . . . . . 783 10.12.6 Particle on Unit Sphere . . . . . . . . . . . . . . . . . . . 786 10.13 Covariant Eective Action for Quantum Particle with CoordinateDependent Mass . . . . . . . . . . . . . . . . . . . . . . . . . . . 788 10.13.1 Formulating the Problem . . . . . . . . . . . . . . . . . . 789 10.13.2 Gradient Expansion . . . . . . . . . . . . . . . . . . . . . 792 Appendix 10A Nonholonomic Gauge Transformations in Electromagnetism . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 792 10A.1 Gradient Representation of Magnetic Field of Current Loops 793 10A.2 Generating Magnetic Fields by Multivalued Gauge Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . 797 10A.3 Magnetic Monopoles . . . . . . . . . . . . . . . . . . . . . 798
xxvii Minimal Magnetic Coupling of Particles from Multivalued Gauge Transformations . . . . . . . . . . . . . . . . . . . 800 10A.5 Gauge Field Representation of Current Loops and Monopoles 801 Appendix 10B Comparison of Multivalued Basis Tetrads with Vierbein Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 803 Appendix 10C Cancellation of Powers of (0) . . . . . . . . . . . . . . 805 Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 807 11 Schrdinger Equation in General Metric-Ane Spaces o 11.1 Integral Equation for Time Evolution Amplitude . . . . . 11.1.1 From Recursion Relation to Schrdinger Equation . o 11.1.2 Alternative Evaluation . . . . . . . . . . . . . . . . 11.2 Equivalent Path Integral Representations . . . . . . . . . 11.3 Potentials and Vector Potentials . . . . . . . . . . . . . . 11.4 Unitarity Problem . . . . . . . . . . . . . . . . . . . . . . 11.5 Alternative Attempts . . . . . . . . . . . . . . . . . . . . 11.6 DeWitt-Seeley Expansion of Time Evolution Amplitude . Appendix 11A Cancellations in Eective Potential . . . . . . . . Appendix 11B DeWitts Amplitude . . . . . . . . . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 811 811 812 815 818 822 823 826 827 830 833 833 835 835 838 843 845 847 10A.4
12 New Path Integral Formula for Singular Potentials 12.1 Path Collapse in Feynmans formula for the Coulomb System 12.2 Stable Path Integral with Singular Potentials . . . . . . . . . 12.3 Time-Dependent Regularization . . . . . . . . . . . . . . . . 12.4 Relation to Schrdinger Theory. Wave Functions . . . . . . . o Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . .
13 Path Integral of Coulomb System 848 13.1 Pseudotime Evolution Amplitude . . . . . . . . . . . . . . . . . 848 13.2 Solution for the Two-Dimensional Coulomb System . . . . . . . 850 13.3 Absence of Time Slicing Corrections for D = 2 . . . . . . . . . . 855 13.4 Solution for the Three-Dimensional Coulomb System . . . . . . 860 13.5 Absence of Time Slicing Corrections for D = 3 . . . . . . . . . . 866 13.6 Geometric Argument for Absence of Time Slicing Corrections . . 868 13.7 Comparison with Schrdinger Theory . . . . . . . . . . . . . . . 869 o 13.8 Angular Decomposition of Amplitude, and Radial Wave Functions 874 13.9 Remarks on Geometry of Four-Dimensional u -Space . . . . . . 878 13.10 Solution in Momentum Space . . . . . . . . . . . . . . . . . . . 880 13.10.1 Gauge-Invariant Canonical Path Integral . . . . . . . . . . 881 13.10.2 Another Form of Action . . . . . . . . . . . . . . . . . . . 884 13.10.3 Absence of Extra R-Term . . . . . . . . . . . . . . . . . . 885 Appendix 13A Dynamical Group of Coulomb States . . . . . . . . . . . 885 Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 889
xxviii 14 Solution of Further Path Integrals by Duru-Kleinert Method 891 14.1 One-Dimensional Systems . . . . . . . . . . . . . . . . . . . . . 891 14.2 Derivation of the Eective Potential . . . . . . . . . . . . . . . . 895 14.3 Comparison with Schrdinger Quantum Mechanics . . . . . . . . 899 o 14.4 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 900 14.4.1 Radial Harmonic Oscillator and Morse System . . . . . . 900 14.4.2 Radial Coulomb System and Morse System . . . . . . . . 902 14.4.3 Equivalence of Radial Coulomb System and Radial Oscillator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 903 14.4.4 Angular Barrier near Sphere, and Rosen-Morse Potential 911 14.4.5 Angular Barrier near Four-Dimensional Sphere, and General Rosen-Morse Potential . . . . . . . . . . . . . . . . . 913 14.4.6 Hulthn Potential and General Rosen-Morse Potential . . 916 e 14.4.7 Extended Hulthn Potential and General Rosen-Morse Poe tential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 919 14.5 D-Dimensional Systems . . . . . . . . . . . . . . . . . . . . . . . 919 14.6 Path Integral of the Dionium Atom . . . . . . . . . . . . . . . . 921 14.6.1 Formal Solution . . . . . . . . . . . . . . . . . . . . . . . 922 14.6.2 Absence of Time Slicing Corrections . . . . . . . . . . . . 926 14.7 Time-Dependent Duru-Kleinert Transformation . . . . . . . . . 929 Appendix 14A Ane Connection of Dionium Atom . . . . . . . . . . . 932 Appendix 14B Algebraic Aspects of Dionium States . . . . . . . . . . . 933 Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 933 15 Path Integrals in Polymer Physics 935 15.1 Polymers and Ideal Random Chains . . . . . . . . . . . . . . . . 935 15.2 Moments of End-to-End Distribution . . . . . . . . . . . . . . . 937 15.3 Exact End-to-End Distribution in Three Dimensions . . . . . . . 940 15.4 Short-Distance Expansion for Long Polymer . . . . . . . . . . . 942 15.5 Saddle Point Approximation to Three-Dimensional End-to-End Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 944 15.6 Path Integral for Continuous Gaussian Distribution . . . . . . . 945 15.7 Sti Polymers . . . . . . . . . . . . . . . . . . . . . . . . . . . . 948 15.7.1 Sliced Path Integral . . . . . . . . . . . . . . . . . . . . . 950 15.7.2 Relation to Classical Heisenberg Model . . . . . . . . . . . 951 15.7.3 End-to-End Distribution . . . . . . . . . . . . . . . . . . . 953 15.7.4 Moments of End-to-End Distribution . . . . . . . . . . . . 953 15.8 Continuum Formulation . . . . . . . . . . . . . . . . . . . . . . 954 15.8.1 Path Integral . . . . . . . . . . . . . . . . . . . . . . . . . 954 15.8.2 Correlation Functions and Moments . . . . . . . . . . . . 955 15.9 Schrdinger Equation and Recursive Solution for Moments . . . 959 o 15.9.1 Setting up the Schrdinger Equation . . . . . . . . . . . . 959 o 15.9.2 Recursive Solution of Schrdinger Equation. . . . . . . . . 960 o 15.9.3 From Moments to End-to-End Distribution for D = 3 . . 963
xxix 15.9.4 Large-Stiness Approximation to End-to-End Distribution 15.9.5 Higher Loop Corrections . . . . . . . . . . . . . . . . . . 15.10 Excluded-Volume Eects . . . . . . . . . . . . . . . . . . . . . . 15.11 Florys Argument . . . . . . . . . . . . . . . . . . . . . . . . . . 15.12 Polymer Field Theory . . . . . . . . . . . . . . . . . . . . . . . . 15.13 Fermi Fields for Self-Avoiding Lines . . . . . . . . . . . . . . . . Appendix 15A Basic Integrals . . . . . . . . . . . . . . . . . . . . . . . Appendix 15B Loop Integrals . . . . . . . . . . . . . . . . . . . . . . . Appendix 15C Integrals Involving Modied Green Function . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 965 970 978 986 986 994 994 995 997 998
16 Polymers and Particle Orbits in Multiply Connected Spaces 1000 16.1 Simple Model for Entangled Polymers . . . . . . . . . . . . . . . 1000 16.2 Entangled Fluctuating Particle Orbit: Aharonov-Bohm Eect . 1004 16.3 Aharonov-Bohm Eect and Fractional Statistics . . . . . . . . . 1012 16.4 Self-Entanglement of Polymer . . . . . . . . . . . . . . . . . . . 1017 16.5 The Gauss Invariant of Two Curves . . . . . . . . . . . . . . . . 1031 16.6 Bound States of Polymers and Ribbons . . . . . . . . . . . . . . 1033 16.7 Chern-Simons Theory of Entanglements . . . . . . . . . . . . . . 1040 16.8 Entangled Pair of Polymers . . . . . . . . . . . . . . . . . . . . 1043 16.8.1 Polymer Field Theory for Probabilities . . . . . . . . . . . 1045 16.8.2 Calculation of Partition Function . . . . . . . . . . . . . . 1046 16.8.3 Calculation of Numerator in Second Moment . . . . . . . 1048 16.8.4 First Diagram in Fig. 16.23 . . . . . . . . . . . . . . . . . 1050 16.8.5 Second and Third Diagrams in Fig. 16.23 . . . . . . . . . 1051 16.8.6 Fourth Diagram in Fig. 16.23 . . . . . . . . . . . . . . . . 1052 16.8.7 Second Topological Moment . . . . . . . . . . . . . . . . . 1053 16.9 Chern-Simons Theory of Statistical Interaction . . . . . . . . . . 1053 16.10 Second-Quantized Anyon Fields . . . . . . . . . . . . . . . . . . 1056 16.11 Fractional Quantum Hall Eect . . . . . . . . . . . . . . . . . . 1059 16.12 Anyonic Superconductivity . . . . . . . . . . . . . . . . . . . . . 1063 16.13 Non-Abelian Chern-Simons Theory . . . . . . . . . . . . . . . . 1065 Appendix 16A Calculation of Feynman Diagrams in Polymer Entanglement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1067 Appendix 16B Kauman and BLM/Ho polynomials . . . . . . . . . . 1069 Appendix 16C Skein Relation between Wilson Loop Integrals . . . . . 1069 Appendix 16D London Equations . . . . . . . . . . . . . . . . . . . . . 1072 Appendix 16E Hall Eect in Electron Gas . . . . . . . . . . . . . . . . 1074 Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1074 17 Tunneling 17.1 Double-Well Potential . . . . . . . . . . . . . . . . . . . . . . . . 17.2 Classical Solutions Kinks and Antikinks . . . . . . . . . . . . 17.3 Quadratic Fluctuations . . . . . . . . . . . . . . . . . . . . . . . 1080 1080 1083 1087
xxx 17.3.1 Zero-Eigenvalue Mode . . . . . . . . . . . . . . . . . . . . 17.3.2 Continuum Part of Fluctuation Factor . . . . . . . . . . . 17.4 General Formula for Eigenvalue Ratios . . . . . . . . . . . . . . 17.5 Fluctuation Determinant from Classical Solution . . . . . . . . . 17.6 Wave Functions of Double-Well . . . . . . . . . . . . . . . . . . 17.7 Gas of Kinks and Antikinks and Level Splitting Formula . . . . 17.8 Fluctuation Correction to Level Splitting . . . . . . . . . . . . . 17.9 Tunneling and Decay . . . . . . . . . . . . . . . . . . . . . . . . 17.10 Large-Order Behavior of Perturbation Expansions . . . . . . . . 17.10.1 Growth Properties of Expansion Coecients . . . . . . . . 17.10.2 Semiclassical Large-Order Behavior . . . . . . . . . . . . . 17.10.3 Fluctuation Correction to the Imaginary Part and LargeOrder Behavior . . . . . . . . . . . . . . . . . . . . . . . . 17.10.4 Variational Approach to Tunneling. Perturbation Coecients to All Orders . . . . . . . . . . . . . . . . . . . . . 17.10.5 Convergence of Variational Perturbation Expansion . . . . 17.11 Decay of Supercurrent in Thin Closed Wire . . . . . . . . . . . . 17.12 Decay of Metastable Thermodynamic Phases . . . . . . . . . . . 17.13 Decay of Metastable Vacuum State in Quantum Field Theory . 17.14 Crossover from Quantum Tunneling to Thermally Driven Decay Appendix 17A Feynman Integrals for Fluctuation Correction . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 Nonequilibrium Quantum Statistics 18.1 Linear Response and Time-Dependent Green Functions for T 18.2 Spectral Representations of Green Functions for T = 0 . . 18.3 Other Important Green Functions . . . . . . . . . . . . . . 18.4 Hermitian Adjoint Operators . . . . . . . . . . . . . . . . . 18.5 Harmonic Oscillator Green Functions for T = 0 . . . . . . 18.5.1 Creation Annihilation Operators . . . . . . . . . . . 18.5.2 Real Field Operators . . . . . . . . . . . . . . . . . . 18.6 Nonequilibrium Green Functions . . . . . . . . . . . . . . . 18.7 Perturbation Theory for Nonequilibrium Green Functions . 18.8 Path Integral Coupled to Thermal Reservoir . . . . . . . . 18.9 Fokker-Planck Equation . . . . . . . . . . . . . . . . . . . 18.9.1 Canonical Path Integral for Probability Distribution 18.9.2 Solving the Operator Ordering Problem . . . . . . . 18.9.3 Strong Damping . . . . . . . . . . . . . . . . . . . . 18.10 Langevin Equations . . . . . . . . . . . . . . . . . . . . . . 18.11 Stochastic Quantization . . . . . . . . . . . . . . . . . . . 18.12 Stochastic Calculus . . . . . . . . . . . . . . . . . . . . . . 18.12.1 Kubos stochastic Liouville equation . . . . . . . . . 18.12.2 From Kubos to Fokker-Planck Equations . . . . . . 18.12.3 Its Lemma . . . . . . . . . . . . . . . . . . . . . . o =0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1093 1097 1099 1101 1105 1106 1110 1115 1123 1124 1127 1132 1135 1143 1151 1163 1170 1171 1173 1175 1178 1178 1181 1184 1187 1188 1188 1191 1193 1202 1205 1211 1212 1213 1219 1222 1226 1229 1229 1230 1233
xxxi Supersymmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . Stochastic Quantum Liouville Equation . . . . . . . . . . . . . . Master Equation for Time Evolution . . . . . . . . . . . . . . . Relation to Quantum Langevin Equation . . . . . . . . . . . . . Electromagnetic Dissipation and Decoherence . . . . . . . . . . 18.17.1 ForwardBackward Path Integral . . . . . . . . . . . . . . 18.17.2 Master Equation for Time Evolution in Photon Bath . . 18.17.3 Line Width . . . . . . . . . . . . . . . . . . . . . . . . . . 18.17.4 Lamb shift . . . . . . . . . . . . . . . . . . . . . . . . . . 18.17.5 Langevin Equations . . . . . . . . . . . . . . . . . . . . . 18.18 Fokker-Planck Equation in Spaces with Curvature and Torsion . 18.19 Stochastic Interpretation of Quantum-Mechanical Amplitudes . 18.20 Stochastic Equation for Schrdinger Wave Function . . . . . . . o 18.21 Real Stochastic and Deterministic Equation for Schrdinger Wave o Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.21.1 Stochastic Dierential Equation . . . . . . . . . . . . . . . 18.21.2 Equation for Noise Average . . . . . . . . . . . . . . . . . 18.21.3 Harmonic Oscillator . . . . . . . . . . . . . . . . . . . . . 18.21.4 General Potential . . . . . . . . . . . . . . . . . . . . . . . 18.21.5 Deterministic Equation . . . . . . . . . . . . . . . . . . . 18.22 Heisenberg Picture for Probability Evolution . . . . . . . . . . . Appendix 18A Inequalities for Diagonal Green Functions . . . . . . . . Appendix 18B General Generating Functional . . . . . . . . . . . . . . Appendix 18C Wick Decomposition of Operator Products . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 Relativistic Particle Orbits 19.1 Special Features of Relativistic Path Integrals . . . . . . . . . 19.2 Proper Action for Fluctuating Relativistic Particle Orbits . . . 19.2.1 Gauge-Invariant Formulation . . . . . . . . . . . . . . . 19.2.2 Simplest Gauge Fixing . . . . . . . . . . . . . . . . . . . 19.2.3 Partition Function of Ensemble of Closed Particle Loops 19.2.4 Fixed-Energy Amplitude . . . . . . . . . . . . . . . . . . 19.3 Tunneling in Relativistic Physics . . . . . . . . . . . . . . . . . 19.3.1 Decay Rate of Vacuum in Electric Field . . . . . . . . . 19.3.2 Birth of Universe . . . . . . . . . . . . . . . . . . . . . . 19.3.3 Friedmann Model . . . . . . . . . . . . . . . . . . . . . . 19.3.4 Tunneling of Expanding Universe . . . . . . . . . . . . . 19.4 Relativistic Coulomb System . . . . . . . . . . . . . . . . . . . 19.5 Relativistic Particle in Electromagnetic Field . . . . . . . . . . 19.5.1 Action and Partition Function . . . . . . . . . . . . . . 19.5.2 Perturbation Expansion . . . . . . . . . . . . . . . . . . 19.5.3 Lowest-Order Vacuum Polarization . . . . . . . . . . . . 19.6 Path Integral for Spin-1/2 Particle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.13 18.14 18.15 18.16 18.17 1236 1240 1242 1244 1245 1245 1249 1250 1252 1256 1257 1259 1261 1263 1263 1264 1265 1265 1266 1267 1270 1274 1278 1279 1284 1286 1289 1289 1291 1293 1294 1295 1295 1304 1309 1314 1314 1318 1318 1319 1321 1325
xxxii 19.6.1 Dirac Theory . . . . . . . . . . . . . . . . . 19.6.2 Path Integral . . . . . . . . . . . . . . . . . 19.6.3 Amplitude with Electromagnetic Interaction 19.6.4 Eective Action in Electromagnetic Field . 19.6.5 Perturbation Expansion . . . . . . . . . . . 19.6.6 Vacuum Polarization . . . . . . . . . . . . . 19.7 Supersymmetry . . . . . . . . . . . . . . . . . . . 19.7.1 Global Invariance . . . . . . . . . . . . . . . 19.7.2 Local Invariance . . . . . . . . . . . . . . . Notes and References . . . . . . . . . . . . . . . . . . . . . 20 Path Integrals and Financial Markets 20.1 Fluctuation Properties of Financial Assets . . . 20.1.1 Harmonic Approximation to Fluctuations 20.1.2 Lvy Distributions . . . . . . . . . . . . . e 20.1.3 Truncated Lvy Distributions . . . . . . . e 20.1.4 Asymmetric Truncated Lvy Distributions e Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1325 1329 1332 1334 1335 1337 1338 1338 1340 1341 1343 1343 1345 1347 1349 1354 1343
List of Figures
1.1 1.2 1.3 1.4 2.1 2.2 2.3 2.4 3.1 3.2 3.3 3.4 3.5 3.6 3.7 3.8 3.9 3.10 3.11 3.12 3.13 3.14 3.15 3.16 4.1 4.2 4.3 4.4 Probability distribution of particle behind a double slit . . . . . 2in Relevant function N in Poissons summation formula n=N e Illustration of time-ordering procedure . . . . . . . . . . . . . . . Triangular closed contour for Cauchy integral . . . . . . . . . . . Zigzag paths, along which a point particle uctuates . . Solution of equation of motion . . . . . . . . . . . . . . . Illustration of eigenvalues of uctuation matrix . . . . . Finite-lattice eects in internal energy E and specic heat . . . . . . C . . . . . . . . . . . . . . . . 12 30 36 84 98 121 143 175
Pole in Fourier transform of Green functions Gp,a (t) . . . . . . . . 220 Subtracted periodic Green function Gp ( ) 1/ and antiperiodic ,e Green function Ga ( ) for frequencies = (0, 5, 10)/ . . . . . . 221 h ,e p,a Two poles in Fourier transform of Green function G2 (t) . . . . . 222 Subtracted periodic Green function Gp 2 ,e ( ) 1/ 2 and antiperih odic Green function Ga 2 ,e ( ) for frequencies = (0, 5, 10)/ . . . 243 h Poles in complex -plane of Fourier integral . . . . . . . . . . . . 270 Density of states for weak and strong damping in natural units . . 271 Perturbation expansion of free energy up to order g 3 . . . . . . . . 283 Diagrammatic solution of recursion relation for the generating functional W [j[ of all connected correlation functions . . . . . . . . . 290 Diagrammatic representation of functional dierential equation . . 295 Diagrammatic representation of recursion relation . . . . . . . . . 297 Vacuum diagrams up to ve loops and their multiplicities . . . . . 298 Diagrammatic dierentiations for deriving tree decomposition of connected correlation functions . . . . . . . . . . . . . . . . . . . . 303 Eective potential for 2 > 0 and 2 < 0 in mean-eld approximation 309 Local uctuation width of harmonic oscillator . . . . . . . . . . . 327 Magnetization curves in double-well potential . . . . . . . . . . . 336 Plot of reduced Feynman integrals a2L (x) . . . . . . . . . . . . . . 365 V Left: Determination of energy eigenvalues E (n) in semiclassical expansion; Right: Comparison between exact and semiclassical energies 415 Solution for screening function f () in Thomas-Fermi model . . . . 419 Orbits in Coulomb potential . . . . . . . . . . . . . . . . . . . . . 435 Circular orbits in momentum space for E > 0 . . . . . . . . . . . . 438 xxxiii
xxxiv 4.5 4.6 4.7 5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 5.9 5.10 5.11 5.12 5.13 5.14 5.15 5.16 5.17 5.18 5.19 5.20 5.21 5.22 5.23 5.24 5.25 5.26 Geometry of scattering in momentum space . . . . . . . . . . . . . Classical trajectories in Coulomb potential . . . . . . . . . . . . . Oscillations in dierential Mott scattering cross section . . . . . . Illustration of convexity of exponential function ex . . . . . . . . Approximate free energy F1 of anharmonic oscillator . . . . . . . Eective classical potential of double well . . . . . . . . . . . . . . Free energy F1 in double-well potential . . . . . . . . . . . . . . . Comparison of approximate eective classical potentials W1 (x0 ) and W3 (x0 ) with exact V e cl (x0 ) . . . . . . . . . . . . . . . . . . . . . . Eective classical potential W1 (x0 ) for double-well potential and various numbers of time slices . . . . . . . . . . . . . . . . . . . . . . Approximate particle density of anharmonic oscillator . . . . . . . Particle density in double-well potential . . . . . . . . . . . . . . Approximate eective classical potential W1 (r) of Coulomb system at various temperatures . . . . . . . . . . . . . . . . . . . . . . . . Particle distribution in Coulomb potential at dierent T = 0 . . . First-order variational result for binding energy of atom in strong magnetic eld . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Eective classical potential of atom in strong magnetic eld . . . One-particle reducible vacuum diagram . . . . . . . . . . . . . . . Typical -dependence of approximations W1,2,3 at T = 0 . . . . . . Typical -dependence of Nth approximations WN at T = 0 . . . New plateaus in WN developing for higher orders N 15 . . . . . Trial frequencies N extremizing variational approximation WN at T = 0 for odd N 91 . . . . . . . . . . . . . . . . . . . . . . . . Extremal and turning point frequencies N in variational approximation WN at T = 0 for even and odd N 30 . . . . . . . . . . . Dierence between approximate ground state energies E = WN and exact energies Eex . . . . . . . . . . . . . . . . . . . . . . . . . . . Logarithmic plot of kth terms in re-expanded perturbation series . Logarithmic plot of N-behavior of strong-coupling expansion coecients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oscillations of approximate strong-coupling expansion coecient b0 as a function of N . . . . . . . . . . . . . . . . . . . . . . . . . . Ratio of approximate and exact ground state energy of anharmonic oscillator from lowest-order variational interpolation . . . . . . . . Lowest two energies in double-well potential as function of coupling strength g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Isotropic approximation to eective classical potential of Coulomb system in rst and second order . . . . . . . . . . . . . . . . . . . Isotropic and anisotropic approximations to eective classical potential of Coulomb system in rst and second order . . . . . . . . . . 439 445 446 370 381 383 384 385 386 387 388 392 393 396 400 407 410 415 416 417 417 418 420 422 422 428 431 437 439
xxxv 5.27 Approach of the variational approximations of rst, second, and third order to the correct ground state energy . . . . . . . . . . . 5.28 Variational interpolation of polaron energy . . . . . . . . . . . . . 5.29 Variational interpolation of polaron eective mass . . . . . . . . . 5.30 Temperature dependence of uctuation widths of any point x( ) on the path in a harmonic oscillator . . . . . . . . . . . . . . . . . . . (n) 5.31 Temperature-dependence of rst 9 functions C , where = 1/kB T . ,x 5.32 Plots of rst-order approximation W1 m (xa ) to the eective classical potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.33 First-order approximation to eective classical potential W1 (xa ) . . 5.34 Trial frequency (xa ) and minimum of trial oscillator xm (xa ) at dierent temperatures and coupling strength g = 0.1 . . . . . . . 5.35 Trial frequency (xa ) and minimum of trial oscillator xm (xa ) at dierent temperatures and coupling strength g = 10 . . . . . . . . 5.36 First-order approximation to particle density . . . . . . . . . . . . 5.37 First-order approximation to particle densities of the double-well for g = 0.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.38 Second-order approximation to particle density (dashed) compared to exact results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.39 Radial distribution function for an electron-proton pair . . . . . . 5.40 Plot of reduced Feynman integrals a2L (x) . . . . . . . . . . . . . . V 6.1 6.2 6.3 6.4 6.5 6.6 7.1 7.2 7.3
441 455 456 459 464 470 471 472 472 473 474 475 477 480
Path with jumps in cyclic variable redrawn in extended zone scheme 493 Illustration of path counting near reecting wall . . . . . . . . . . 496 Illustration of path counting in a box . . . . . . . . . . . . . . . . 499 Equivalence of paths in a box and paths on a circle with innite wall 499 Variational functions fN (c) for particle between walls up to N = 16 504 Exponentially fast convergence of strong-coupling approximations . 505 512 512 514 515 520 525 531 532 537 544 552 607
Paths summed in partition function (7.9) . . . . . . . . . . . . . . Periodic representation of paths summed in partition function (7.9) Among the w! permutations of the dierent windings around the cylinder, (w 1)! are connected . . . . . . . . . . . . . . . . . . . 7.4 Plot of the specic heat of free Bose gas . . . . . . . . . . . . . . . 7.5 Plot of functions (z) appearing in Bose-Einstein thermodynamics 7.6 Specic heat of ideal Bose gas with phase transition at Tc . . . . . 7.7 Reentrant transition in phase diagram of Bose-Einstein condensation for dierent interaction strengths . . . . . . . . . . . . . . . . . . 7.8 Energies of elementary excitations of superuid 4 He . . . . . . . . 7.9 Condensate fraction Ncond /N 1 Nn /N as function of temperature 7.10 Peak of specic heat in harmonic trap . . . . . . . . . . . . . . . . 7.11 Temperature behavior of specic heat of free Fermi gas . . . . . . 7.12 Finite-size corrections to the critical temperature for N = 300 to innity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
xxxvi 7.13 10.1 10.2 10.3 10.4 10.5 10.6 13.1 15.1 15.2 15.3 15.4 15.5 15.6 15.7 16.1 16.2 16.3 16.4 16.5 16.6 16.7 16.8 16.9 16.10 16.11 16.12 16.13 16.14 16.15 Plots of condensate fraction and its second derivative for simple Bose gas in a nite box. . . . . . . . . . . . . . . . . . . . . . . . . . .
610
Edge dislocation in crystal associated with missing semi-innite plane of atoms as source of torsion . . . . . . . . . . . . . . . . . . 699 Edge disclination in crystal associated with missing semi-innite section of atoms as source of curvature . . . . . . . . . . . . . . . . . 700 Images under holonomic and nonholonomic mapping of -function variation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 704 Green functions for perturbation expansions in curvilinear coordinates 725 Innitesimally thin closed current loop L and magnetic eld . . . . 794 Coordinate system q and the two sets of local nonholonomic coordinates dx and dxa . . . . . . . . . . . . . . . . . . . . . . . . . . 805 Illustration of associated nal points in u-space, to be summed in the harmonic-oscillator amplitude . . . . . . . . . . . . . . . . . . Random chain of N links . . . . . . . . . . . . . . . . . . . . . . . End-to-end distribution PN (R) of random chain with N links . . Neighboring links for the calculation of expectation values . . . . . Paramters k, , and m for a best t of end-to-end distribution . . Structure functions for dierent persistence lengths following from the end-to-end distributions . . . . . . . . . . . . . . . . . . . . . . Normalized end-to-end distribution of sti polymer . . . . . . . . . Comparison of critical exponent in Flory approximation with result of quantum eld theory . . . . . . . . . . . . . . . . . . . . . . . . Second virial coecient B2 as function of ux 0 . . . . . . . . . Lefthanded trefoil knot in polymer . . . . . . . . . . . . . . . . . . Nonprime knot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Illustration of multiplication law in knot group . . . . . . . . . . . Inequivalent compound knots possessing isomorphic knot groups . Reidemeister moves in projection image of knot . . . . . . . . . . Simple knots with up to 8 minimal crossings . . . . . . . . . . . . Labeling of underpasses for construction of Alexander polynomial . Exceptional knots found by Kinoshita and Terasaka, Conway, and Seifert, all with same Alexander polynomial as trivial knot . . . . Graphical rule for removing crossing in generating Kauman polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kauman decomposition of trefoil knot . . . . . . . . . . . . . . . Skein operations relating higher knots to lower ones . . . . . . . . Skein operations for calculating Jones polynomial of two disjoint unknotted loops . . . . . . . . . . . . . . . . . . . . . . . . . . . . Skein operation for calculating Jones polynomial of trefoil knot . . Skein operation for calculating Jones polynomial of Hopf link . . . 853 936 942 952 964 965 968 993 1016 1017 1018 1018 1019 1020 1021 1022 1024 1025 1026 1027 1028 1028 1028
xxxvii 16.16 Knots with 10 and 13 crossings, not distinguished byJonespolynomials 030 1 16.17 Fraction fN of unknotted closed polymers in ensemble of xed length L = Na . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1031 16.18 Idealized view of circular DNA . . . . . . . . . . . . . . . . . . . . 1034 16.19 Supercoiled DNA molecule . . . . . . . . . . . . . . . . . . . . . . 1034 16.20 Simple links of two polymers up to 8 crossings . . . . . . . . . . . 1035 16.21 Illustration of Calagareau-White relation . . . . . . . . . . . . . . 1039 16.22 Closed polymers along the contours C1 , C2 respectively . . . . . . . 1043 16.23 Four diagrams contributing to functional integral . . . . . . . . . 1050 16.24 Values of parameter at which plateaus in fractional quantum Hall resistance h/e2 are expected theoretically . . . . . . . . . . . . . 1062 16.25 Trivial windings LT + and LT . Their removal by means of Reidemeister move of type I decreases or increases writhe w . . . . . . . 1069 17.1 Plot of symmetric double-well potential . . . . . . . . . . . . . . . 17.2 Classical kink solution in double-well potential connecting two degenerate maxima in reversed potential . . . . . . . . . . . . . . . . 17.3 Reversed double-well potential governing motion of position x as function of imaginary time . . . . . . . . . . . . . . . . . . . . . 17.4 Potential for quadratic uctuations around kink solution . . . . . . 17.5 Vertices and lines of Feynman diagrams for correction factor C in Eq. (17.225) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.6 Positions of extrema xex in asymmetric double-well potential . . . 17.7 Classical bubble solution in reversed asymmetric quartic potential 17.8 Action of deformed bubble solution as function of deformation parameter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.9 Sequence of paths as function of parameter . . . . . . . . . . . . 17.10 Lines of constant Re (t2 + t3 ) in complex t-plane and integration contours Ci which maintain convergence of uctuation integral . . 17.11 Potential of anharmonic oscillator for small negative coupling . . . 17.12 Rosen-Morse Potential for uctuations around the classical bubble solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.13 Reduced imaginary part of lowest three energy levels of anharmonic oscillator for negative couplings . . . . . . . . . . . . . . . . . . . 17.14 Energies of anharmonic oscillator as function of g g/ 3, obtained from the variational imaginary part . . . . . . . . . . . . . . . . . 17.15 Reduced imaginary part of ground state energy of anharmonic oscillator from variational perturbation theory . . . . . . . . . . . . 17.16 Cuts in complex g -plane whose moments with respect to inverse coupling constant determine re-expansion coecients . . . . . . . . 17.17 Theoretically obtained convergence behavior of Nth approximants for 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.18 Theoretically obtained oscillatory behavior around exponentially fast asymptotic approach of 0 to its exact value . . . . . . . . . 1081 1084 1085 1088 1113 1115 1117 1119 1120 1121 1129 1130 1138 1141 1142 1145 1149 1149
xxxviii 17.19 Comparison of ratios Rn between successive expansion coecients as of the strong-coupling expansion with ratios Rn . . . . . . . . . . 17.20 Strong-Coupling Expansion of ground state energy in comparison with exact values and perturbative results of 2nd and 3rd order . . 17.21 Renormalization group trajectories for physically identical superconductors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.22 Potential V () = 2 + 4 /2 j 2 /2 showing barrier in superconducting wire . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.23 Condensation energy as function of velocity parameter kn = 2n/L 17.24 Order parameter of superconducting thin circular wire . . . . . . . 17.25 Extremal excursion of order parameter in superconducting wire . . 17.26 Innitesimal translation of the critical bubble yields antisymmetric wave function of zero energy . . . . . . . . . . . . . . . . . . . . . 17.27 Logarithmic plot of resistance of thin superconducting wire as function of temperature at current 0.2A . . . . . . . . . . . . . . . . 17.28 Bubble energy as function of its radius R . . . . . . . . . . . . . . 17.29 Qualitative behavior of critical bubble solution as function of its radius . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.30 Decay of metastable false vacuum in Minkowski space . . . . . . . 18.1 18.2 19.1 19.2 19.3 20.1 20.2 20.3 20.4 20.5 20.6
1150 1151 1153 1157 1158 1159 1160 1161 1162 1163 1165 1170
Closed-time contour in forwardbackward path integrals . . . . . . 1196 Behavior of function 6J(z)/ 2 in nite-temperature Lamb shift . 1255 Spacetime picture of pair creation . . . . . . . . . . . . . . . . . . 1296 Potential of closed Friedman universe as a function of the radius a/amax . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1312 Radius of universe as a function of time in Friedman universe . . 1312 Periods of exponential growth of price index averaged over major industrial stocks in the United States over 60 years . . . . . . . . . 1343 Index S&P 500 for 13-year period Jan. 1, 1984 Dec. 14, 1996, recorded every minute, and volatility in time intervals 30 minutes. 1344 Comparison of best log-normal and Gaussian ts to volatilities over 300 min . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1344 Fluctuation spectrum of exchange rate DM/US$ . . . . . . . . . . 1345 Behavior of logarithm of stock price following the stochastic dierential equation (20.1) . . . . . . . . . . . . . . . . . . . . . . . . . 1346 Left: Lvy tails of the S&P 500 index (1 minute log-returns) plotted e against z/. Right: Double-logarithmic plot exhibiting the powerlike fallos. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1348 Best t of cumulative versions (20.36) of truncated Lvy distribution 1352 e Change in shape of truncated Lvy distributions of width = 1 e with increasing kurtoses = 0 (Gaussian, solid curve), 1, 2 , 5, 10 1353 Change in shape of truncated Lvy distributions of width = 1 and e kurtosis = 1 with increasing skewness s = 0 (solid curve), 0.4, 0.8 1356
20.7 20.8 20.9
List of Tables
3.1 3.2 3.3 4.1 5.1 5.2 5.3 Expansion coecients for the ground-state energy of the oscillator with cubic and quartic anharmonicity . . . . . . . . . . . . . . . . . 358 Expansion coecients for the ground-state energy of the oscillator with cubic and quartic anharmonicity in presence of an external current 359 Eective potential for the oscillator with cubic and quartic anharmonicity, expanded in the coupling constant g . . . . . . . . . . . . 361 Particle energies in purely anharmonic potential gx4 /4 for n = 0, 2, 4, 6, 8, 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415 377 396 398 403 404 409 414 419 423 426 430 451 504
Comparison of variational energy with exact ground state energy . Example for competing leading six terms in large-B expansion . . . Perturbation coecients up to order B 6 in weak-eld expansions of variational parameters, and binding energy . . . . . . . . . . . . . . 5.4 Approach of variational energies to Bohr-Sommerfeld approximation 5.5 Energies of the nth excited states of anharmonic oscillator for various coupling strengths . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.6 Second- and third-order approximations to ground state energy of anharmonic oscillator . . . . . . . . . . . . . . . . . . . . . . . . . 5.7 Free energy of anharmonic oscillator for various coupling strengths and temperatures . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.8 Comparison of the variational approximations WN at T = 0 for increasing N with the exact ground state energy . . . . . . . . . . . 5.9 Coecients bn of strong-coupling expansion of ground state energy of anharmonic oscillator . . . . . . . . . . . . . . . . . . . . . . . . . . 5.10 Equations determining coecients bn in strong-coupling expansion . 5.11 Higher approximations to excited energy with n = 8 of anharmonic oscillator at various coupling constants g . . . . . . . . . . . . . . . 5.12 Numerical results for variational parameters and energy . . . . . . . 6.1 First eight variational functions fN (c) . . . . . . . . . . . . . . . . .
16.1 Numbers of simple and compound knots . . . . . . . . . . . . . . . 1020 16.2 Tables of underpasses and directions of overpassing lines for trefoil knot and knot 41 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1022 16.3 Alexander, Jones, and HOMFLY polynomials for smallest simple knots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1023 xxxix
xl 16.4 Kauman polynomials in decomposition of trefoil knot . . . . . . . 1026 16.5 Alexander polynomials A(s, t) and HOMFLY polynomials H(t, ) for simple links of two closed curves up to 8 minimal crossings . . . . . 1037 17.1 Comparison between exact perturbation coecients, semiclassical ones, and those from our variational approximation . . . . . . . . . 1140 17.2 Coecients of semiclassical expansion around classical solution . . . 1143
H. Kleinert, PATH INTEGRALS June 16, 2007 ( /home/kleinert/kleinert/books/pathis/pthic1.tex)
Ay, call it holy ground, The soil where rst they trod! F. D. Hemans (1793-1835), Landing of the Pilgrim Fathers
1
Fundamentals
Path integrals deal with uctuating line-like structures. These appear in nature in a variety of ways, for instance, as particle orbits in spacetime continua, as polymers in solutions, as vortex lines in superuids, as defect lines in crystals and liquid crystals. Their uctuations can be of quantum-mechanical, thermodynamic, or statistical origin. Path integrals are an ideal tool to describe these uctuating line-like structures, thereby leading to a unied understanding of many quite dierent physical phenomena. In developing the formalism we shall repeatedly invoke well-known concepts of classical mechanics, quantum mechanics, and statistical mechanics, to be summarized in this chapter. In Section 1.13, we emphasize some important problems of operator quantum mechanics in spaces with curvature and torsion. These problems will be solved in Chapters 10 and 8 by means of path integrals.1
1.1
Classical Mechanics
The orbits of a classical-mechanical system are described by a set of time-dependent generalized coordinates q1 (t), . . . , qN (t). A Lagrangian L(qi , qi , t) (1.1)
depending on q1 , . . . , qN and the associated velocities q1 , . . . , qN governs the dynam ics of the system. The dots denote the time derivative d/dt. The Lagrangian is at most a quadratic function of qi . The time integral A[qi ] =
tb ta
dt L(qi (t), qi (t), t)
(1.2)
of the Lagrangian along an arbitrary path qi (t) is called the action of this path. The path being actually chosen by the system as a function of time is called the classical cl path or the classical orbit qi (t). It has the property of extremizing the action in comparison with all neighboring paths
cl qi (t) = qi (t) + qi (t)
1
(1.3)
Readers familiar with the foundations may start directly with Section 1.13.
1 Fundamentals
having the same endpoints q(tb ), q(ta ). To express this property formally, one introduces the variation of the action as the linear term in the Taylor expansion of A[qi ] in powers of qi (t): A[qi ] {A[qi + qi ] A[qi ]}lin . The extremal principle for the classical path is then A[qi ]
cl qi (t)=qi (t)
(1.4)
=0
(1.5)
cl for all variations of the path around the classical path, qi (t) qi (t) qi (t), which vanish at the endpoints, i.e., which satisfy
qi (ta ) = qi (tb ) = 0.
(1.6)
Since the action is a time integral of a Lagrangian, the extremality property can be phrased in terms of dierential equations. Let us calculate the variation of A[qi ] explicitly: A[qi ] = {A[qi + qi ] A[qi ]}lin = = =
tb ta tb ta tb ta
dt {L (qi (t) + qi (t), qi (t) + qi (t), t) L (qi (t), qi (t), t)}lin dt dt L L qi (t) + qi (t) qi qi
tb L d L L qi (t) . qi (t) + qi dt qi qi ta
(1.7)
The last expression arises from a partial integration of the qi term. Here, as in the entire text, repeated indices are understood to be summed (Einsteins summation convention). The endpoint terms (surface or boundary terms) with the time t equal cl to ta and tb may be dropped, due to (1.6). Thus we nd for the classical orbit qi (t) the Euler-Lagrange equations: L d L = . (1.8) dt qi qi There is an alternative formulation of classical dynamics which is based on a Legendre-transformed function of the Lagrangian called the Hamiltonian H L qi L(qi , qi , t). qi (1.9)
Its value at any time is equal to the energy of the system. According to the general theory of Legendre transformations [1], the natural variables which H depends on are no longer qi and qi , but qi and the generalized momenta pi , the latter being dened by the N equations pi L(qi , qi , t). (1.10) qi
1.1 Classical Mechanics
In order to express the Hamiltonian H (pi , qi , t) in terms of its proper variables pi , qi , the equations (1.10) have to be solved for qi , qi = vi (pi , qi , t). This is possible provided the Hessian metric Hij (qi , qi , t) 2 L(qi , qi , t) qi qj (1.12) (1.11)
is nonsingular. The result is inserted into (1.9), leading to the Hamiltonian as a function of pi and qi : H (pi , qi , t) = pi vi (pi , qi , t) L (qi , vi (pi , qi , t) , t) .
tb ta
(1.13)
In terms of this Hamiltonian, the action is the following functional of pi (t) and qi (t): A[pi , qi ] = dt pi (t)qi (t) H(pi (t), qi (t), t) . (1.14)
This is the so-called canonical form of the action. The classical orbits are now speccl ied by pcl (t), qi (t). They extremize the action in comparison with all neighboring i orbits in which the coordinates qi (t) are varied at xed endpoints [see (1.3), (1.6)] whereas the momenta pi (t) are varied without restriction:
cl qi (t) = qi (t) + qi (t),
qi (ta ) = qi (tb ) = 0,
pi (t) = pcl (t) + pi (t). i In general, the variation is A[pi , qi ] = =

tb ta tb ta
(1.15)
dt pi (t)qi (t) + pi (t) qi (t) dt qi (t)
H H pi qi pi qi (1.16)
H H pi pi (t) + qi pi qi
tb tb
+ pi (t)qi (t) .
cl Since this variation has to vanish for the classical orbits, we nd that pcl (t), qi (t) i must be solutions of the Hamilton equations of motion
pi = qi
H , qi H . = pi
(1.17)
These agree with the Euler-Lagrange equations (1.8) via (1.9) and (1.10), as can easily be veried. The 2N-dimensional space of all pi and qi is called the phase space.
1 Fundamentals
As a particle moves along a classical trajectory, the action changes as a function of the end positions (1.16) by A[pi, qi ] = pi (tb )qi (tb ) pi (ta )qi (ta ). O O O d O (pi (t), qi (t), t) = pi + qi + . dt pi qi t If the path coincides with a classical orbit, we may insert (1.17) and nd dO H O O H O = + dt pi qi pi qi t O . {H, O} + t Here we have introduced the symbol {. . . , . . .} called Poisson brackets: {A, B} A B B A , pi qi pi qi (1.21) (1.18)
An arbitrary function O(pi (t), qi (t), t) changes along an arbitrary path as follows: (1.19)
(1.20)
again with the Einstein summation convention for the repeated index i. The Poisson brackets have the obvious properties {A, B} = {B, A} {A, {B, C}} + {B, {C, A}} + {C, {A, B}} = 0 antisymmetry, Jacobi identity. (1.22) (1.23)
If two quantities have vanishing Poisson brackets, they are said to commute. The original Hamilton equations are a special case of (1.20): d pi = {H, pi} = dt d qi = {H, qi } = dt H pi pi H H = , pj qj pj qj qi H qi qi H H = . pj qj pj qj pi
(1.24)
By denition, the phase space variables pi , qi satisfy the Poisson brackets {pi , qj } = ij , (1.25) {qi , qj } = 0.
{pi , pj } = 0,
A function O(pi, qi ) which has no explicit dependence on time and which, moreover, commutes with H (i.e., {O, H} = 0), is a constant of motion along the classical path, due to (1.20). In particular, H itself is often time-independent, i.e., of the form H = H(pi , qi ). (1.26)
Then, since H commutes with itself, the energy is a constant of motion. The Lagrangian formalism has the virtue of being independent of the particular choice of the coordinates qi . Let Qi be any other set of coordinates describing the system which is connected with qi by what is called a local 2 or point transformation qi = fi (Qj , t). (1.27)
Certainly, to be of use, this relation must be invertible, at least in some neighborhood of the classical path, Qi = f 1 i (qj , t). (1.28) Otherwise Qi and qi could not both parametrize the same system. Therefore, fi must have a nonvanishing Jacobi determinant: det fi Qj = 0. (1.29)
In terms of Qi , the initial Lagrangian takes the form L Qj , Qj , t L fi (Qj , t) , fi (Qj , t) , t and the action reads A = =
tb ta tb ta
(1.30)
dt L Qj (t), Qj (t), t (1.31) dt L fi (Qj (t), t) , fi (Qj (t), t) , t .
By varying the upper expression with respect to Qj (t), Qj (t) while keeping Qj (ta ) = Qj (tb ) = 0, we nd the equations of motion L d L = 0. dt Qj Qj The variation of the lower expression, on the other hand, gives A = =
tb ta tb ta
(1.32)
dt dt
L L fi + fi qi qi
tb L d L L fi + fi . ta qi dt qi qi
(1.33)
If qi is arbitrary, then so is fi . Moreover, with qi (ta ) = qi (tb ) = 0, also fi vanishes at the endpoints. Hence the extremum of the action is determined equally well by the Euler-Lagrange equations for Qj (t) [as it was by those for qi (t)].
The word local means here at a specic time. This terminology is of common use in eld theory where local means, more generally, at a specic spacetime point .
2
1 Fundamentals
Note that the locality property is quite restrictive for the transformation of the generalized velocities qi (t). They will necessarily be linear in Qj : fi fi qi = fi (Qj , t) = Qj + . Qj t (1.34)
In phase space, there exists also the possibility of performing local changes of the canonical coordinates pi , qi to new ones Pj , Qj . Let them be related by pi = pi (Pj , Qj , t), qi = qi (Pj , Qj , t), with the inverse relations Pj = Pj (pi , qi , t), Qj = Qj (pi , qi , t). (1.35)
(1.36)
However, while the Euler-Lagrange equations maintain their form under any local change of coordinates, the Hamilton equations do not hold, in general, for any transformed coordinates Pj (t), Qj (t). The local transformations pi (t), qi (t) Pj (t), Qj (t) for which they hold, are referred to as canonical . They are characterized by the form invariance of the action, up to an arbitrary surface term,
tb ta
dt [pi qi H(pi , qi , t)] =
tb ta
dt Pj Qj H (Pj , Qj , t) + F (Pj , Qj , t)
tb ta
(1.37)
where H (Pj , Qj , t) is some new Hamiltonian. Its relation with H(pi, qi , t) must be chosen in such a way that the equality of the action holds for any path pi (t), qi (t) connecting the same endpoints (at least any in some neighborhood of the classical orbits). If such an invariance exists then a variation of this action yields for Pj (t) and Qj (t) the Hamilton equations of motion governed by H : H , Pi = Qi H Qi = . Pi
(1.38)
The invariance (1.37) can be expressed dierently by rewriting the integral on the left-hand side in terms of the new variables Pj (t), Qj (t),
tb ta
dt
pi
qi qi qi Pj + Qj + Pj Qj t qi Qj
H(pi (Pj , Qj , t), qi (Pj , Qj , t), t) , qi dPj Pj = F (Pj , Qj , t) .

ta tb
(1.39)
and subtracting it from the right-hand side, leading to

tb ta
P j pi
dQj pi
qi H + pi H dt t
(1.40)
The integral is now a line integral along a curve in the (2N + 1)-dimensional space, consisting of the 2N-dimensional phase space variables pi , qi and of the time t. The right-hand side depends only on the endpoints. Thus we conclude that the integrand on the left-hand side must be a total dierential. As such it has to satisfy the standard Schwarz integrability conditions [2], according to which all second derivatives have to be independent of the sequence of dierentiation. Explicitly, these conditions are qi pi pi qi = kl , Pk Ql Pk Ql pi qi qi pi = 0, Pk Pl Pk Pl pi qi qi pi Qk Ql Qk Ql and = 0, (1.41)
qi pi (H H) pi qi = , t Pl t Pl Pl (1.42) pi qi qi pi (H H) = . t Ql t Ql Ql The rst three equations dene the so-called Lagrange brackets in terms of which they are written as (Pk , Ql ) = kl , (Pk , Pl ) = 0, (Qk , Ql ) = 0.
(1.43)
Time-dependent coordinate transformations satisfying these equations are called symplectic. After a little algebra involving the matrix of derivatives J= J 1 =

Pi /pj Qi /pj pi /Pj qi /Pj 0 ij
Pi /qj Qi /qj pi /Qj qi /Qj ij 0
its inverse
, ,
(1.44)
(1.45)
and the symplectic unit matrix
E=
(1.46)
we nd that the Lagrange brackets (1.43) are equivalent to the Poisson brackets {Pk , Ql } = kl , {Pk , Pl } = 0, {Qk , Ql } = 0. (1.47)
1 Fundamentals
This follows from the fact that the 2N 2N matrix formed from the Lagrange brackets (Qi , Pj ) (Qi , Qj ) L (1.48) (Pi , Pj ) (Pi , Qj ) can be written as (E 1 J 1 E)T J 1 , while an analogous matrix formed from the Poisson brackets {Pi , Qj } {Pi , Pj } (1.49) P {Qi , Qj } {Qi , Pj }
is equal to J(E 1 JE)T . Hence L = P 1 , so that (1.43) and (1.47) are equivalent to each other. Note that the Lagrange brackets (1.43) [and thus the Poisson brackets (1.47)] ensure pi qi Pj Qj to be a total dierential of some function of Pj and Qj in the 2N-dimensional phase space: d pi qi Pj Qj = G(Pj , Qj , t). dt (1.50)
The Poisson brackets (1.47) for Pi , Qi have the same form as those in Eqs. (1.25) for the original phase space variables pi , qi . The other two equations (1.42) relate the new Hamiltonian to the old one. They can always be used to construct H (Pj , Qj , t) from H(pi, qi , t). The Lagrange brackets (1.43) or Poisson brackets (1.47) are therefore both necessary and sucient for the transformation pi , qi Pj , Qj to be canonical. A canonical transformation preserves the volume in phase space. This follows from the fact that the matrix product J(E 1 JE)T is equal to the 2N 2N unit matrix (1.49). Hence det (J) = 1 and [dpi dqi ] =
i j
[dPj dQj ] .
(1.51)
It is obvious that the process of canonical transformations is reexive. It may be viewed just as well from the opposite side, with the roles of pi , qi and Pj , Qj exchanged [we could just as well have considered the integrand (1.40) as a complete dierential in Pj , Qj , t space]. Once a system is described in terms of new canonical coordinates Pj , Qj , we introduce the new Poisson brackets {A, B} B A A B , Pj Qj Pj Qj (1.52)
and the equation of motion for an arbitrary observable quantity O (Pj (t), Qj (t), t) becomes with (1.38) dO O = {H , O} + , (1.53) dt t
by complete analogy with (1.20). The new Poisson brackets automatically guarantee the canonical commutation rules {Pi , Qj } {Pi , Pj } {Qi , Qj } = ij , = 0, = 0. (1.54)
A standard class of canonical transformations can be constructed by introducing a generating function F satisfying a relation of the type (1.37), but depending explicitly on half an old and half a new set of canonical coordinates, for instance F = F (qi , Qj , t). One now considers the equation
tb ta
(1.55)
dt [pi qi H(pi , qi , t)] =
tb ta
dt Pj Qj H (Pj , Qj , t) + denes
d F (qi , Qj , t) , (1.56) dt
replaces Pj Qj by Pj Qj +
d PQ, dt j j
F (qi , Pj , t) F (qi , Qj , t) + Pj Qj , and works out the derivatives. This yields

tb ta
dt pi qi + Pj Qj [H(pi , qi , t) H (Pj , Qj , t)]

tb ta
F F F (qi , Pj , t)qi + (qi , Pj , t)Pj + (qi , Pj , t) . dt qi Pj t
(1.57)
A comparison between the two sides renders for the canonical transformation the equations pi = F (qi , Pj , t), qi (1.58) Qj = F (qi , Pj , t). Pj The second equation shows that the above relation between F (qi , Pj , t) and F (qi , Qj , t) amounts to a Legendre transformation. The new Hamiltonian is H (Pj , Qj , t) = H(pi , qi , t) + F (qi , Pj , t). t (1.59)
Instead of (1.55) we could, of course, also have chosen functions with other mixtures of arguments such as F (qi , Pj , t), F (pi, Qj , t), F (pi, Pj , t) to generate simple canonical transformations.
10
1 Fundamentals
A particularly important canonical transformation arises by choosing a generating function F (qi , Pj ) in such a way that it leads to time-independent momenta Pj j . Coordinates Qj with this property are called cyclic. To nd cyclic coordinates we must search for a generating function F (qj , Pj , t) which makes the transformed H in (1.59) vanish identically. Then all derivatives with respect to the coordinates vanish and the new momenta Pj are trivially constant. Thus we seek for a solution of the equation F (qi , Pj , t) = H(pi , qi , t), t (1.60)
where the momentum variables in the Hamiltonian obey the rst equation of (1.58). This leads to the following partial dierential equation for F (qi , Pj , t): t F (qi , Pj , t) = H(qi F (qi , Pj , t), qi , t), (1.61)
called the Hamilton-Jacobi equation. A generating function which achieves this goal is supplied by the action functional (1.14). When following the solutions starting from a xed initial point and running to all possible nal points qi at a time t, the associated actions of these solutions form a function A(qi , t). Due to (1.18), this satises precisely the rst of the equations (1.58): pi = A(qi , t). qi (1.62)
Moreover, the function A(qi , t) has the time derivative d A(qi (t), t) = pi (t)qi (t) H(pi (t), qi (t), t). dt Together with (1.62) this implies t A(qi , t) = H(pi , qi , t). (1.64) (1.63)
If the momenta pi on the right-hand side are replaced according to (1.62), A(qi , t) is indeed seen to be a solution of the Hamilton-Jacobi dierential equation: t A(qi , t) = H(qi A(qi , t), qi , t). (1.65)
1.2
Relativistic Mechanics in Curved Spacetime
The classical action of a relativistic spinless point particle in a curved fourdimensional spacetime is usually written as an integral A = Mc2 d L(q, q) = Mc2 d g q ( )q ( ), (1.66)
1.3 Quantum Mechanics
11
where is an arbitrary parameter of the trajectory. It can be chosen in the nal trajectory to make L(q, q) 1, in which case it coincides with the proper time of the particle. For arbitrary , the Euler-Lagrange equation (1.8) reads 1 d 1 g q = ( g ) q q . dt L(q, q) 2L(q, q) If is the proper time where L(q, q) 1, this simplies to d 1 (g q ) = ( g ) q q , dt 2 or 1 g g q q . 2 At this point one introduces the Christoel symbol g q = 1 ( g + g g ), 2 and the Christoel symbol of the second kind3 g . Then (1.69) can be written as q + q q = 0. (1.72) (1.71) (1.68) (1.69) (1.67)
(1.70)
Since the solutions of this equation minimize the length of a curve in spacetime, they are called geodesics.
1.3
Quantum Mechanics
Historically, the extension of classical mechanics to quantum mechanics became necessary in order to understand the stability of atomic orbits and the discrete nature of atomic spectra. It soon became clear that these phenomena reect the fact that at a suciently short length scale, small material particles such as electrons behave like waves, called material waves. The fact that waves cannot be squeezed into an arbitrarily small volume without increasing indenitely their frequency and thus their energy, prevents the collapse of the electrons into the nucleus, which would take place in classical mechanics. The discreteness of the atomic states of an electron are a manifestation of standing material waves in the atomic potential well, by analogy with the standing waves of electromagnetism in a cavity.
In many textbooks, for instance S. Weinberg, Gravitation and Cosmology, Wiley, New York, 1972, the upper index and the third index in (1.70) stand at the rst position. Our notation follows J.A. Schouten, Ricci Calculus, Springer, Berlin, 1954. It will allow for a closer analogy with gauge elds in the construction of the Riemann tensor as a covariant curl of the Christoel symbol in Chapter 10. See H. Kleinert, Gauge Fields in Condensed Matter , Vol. II Stresses and Defects, World Scientic Publishing Co., Singapore 1989, pp. 744-1443 (http://www.physik.fu-berlin.de/~kleinert/b2).
3
12
1 Fundamentals
1.3.1
Bragg Reections and Interference
The most direct manifestation of the wave nature of small particles is seen in diraction experiments on periodic structures, for example of electrons diracted by a crystal. If an electron beam of xed momentum p passes through a crystal, it emerges along sharply peaked angles. These are the well-known Bragg reections. They look very similar to the interference patterns of electromagnetic waves. In fact, it is possible to use the same mathematical framework to explain these patterns as in electromagnetism. A free particle moving with momentum p = (p1 , p2 , . . . , pD ). (1.73)
through a D-dimensional Euclidean space spanned by the Cartesian coordinate vectors x = (x1 , x2 , . . . , xD ) (1.74) is associated with a plane wave, whose eld strength or wave function has the form p (x, t) = eikxit , (1.75)
where k is the wave vector pointing into the direction of p and is the wave frequency. Each scattering center, say at x , becomes a source of a spherical wave with the spatial behavior eikR /R (with R |x x | and k |k|) and the wavelength = 2/k. At the detector, all eld strengths have to be added to the total eld strength (x, t). The absolute square of the total eld strength, |(x, t)|2, is proportional to the number of electrons arriving at the detector. The standard experiment where these rules can most simply be applied consists of an electron beam impinging vertically upon a at screen with two parallel slits a distance d apart. Behind these, one observes the number of particles arriving per unit time (see Fig. 1.1)
dN dt
eik(R+ 2 d sin ) + eik(R 2 d sin )
eikx
Figure 1.1 Probability distribution of particle behind double slit, being proportional to the absolute square of the sum of the two complex eld strengths.
13
2 1 1 1 dN |1 + 2 |2 eik(R+ 2 d sin ) + eik(R 2 d sin ) , (1.76) dt R2 where is the angle of deection from the normal. Conventionally, the wave function (x, t) is normalized to describe a single particle. Its absolute square gives directly the probability density of the particle at the place x in space, i.e., d3 x |(x, t)|2 is the probability of nding the particle in the volume element d3 x around x.
1.3.2
Matter Waves
From the experimentally observed relation between the momentum and the size of the angular deection of the diracted beam of the particles, one deduces the relation between momentum and wave vector p = hk, (1.77)
where h is the universal Planck constant whose dimension is equal to that of an action, h h = 1.0545919(80) 1027 erg sec (1.78) 2 (the number in parentheses indicating the experimental uncertainty of the last two digits before it). A similar relation holds between the energy and the frequency of the wave (x, t). It may be determined by an absorption process in which a light wave hits an electron (for example, by kicking it out of the surface of a metal, the well-known photoeect). From the threshold property of the photoeect one learns that an electromagnetic wave oscillating in time as eit can transfer to the electron the energy E = h, (1.79) where the proportionality constant h is the same as in (1.77). The reason for this lies in the properties of electromagnetic waves. On the one hand, their frequency and the wave vector k satisfy the relation /c = |k|, where c is the light velocity dened to be c 299 792.458km/s. On the other hand, energy and momentum are related by E/c = |p|. Thus, the quanta of electromagnetic waves, the photons, certainly satisfy (1.77) and the constant h must be the same as in Eq. (1.79). With matter waves and photons sharing the same relations (1.77), it is suggestive to postulate also the relation (1.79) between energy and frequency to be universal for the waves of all particles, massive and massless ones. All free particle of momentum p are described by a plane wave of wavelength = 2/|k| = 2 /|p|, with the h explicit form h p (x, t) = N ei(pxEp t)/ , (1.80) where N is some normalization constant. In a nite volume, the wave function is normalized to unity. In an innite volume, this normalization makes the wave function vanish. To avoid this, the current density of the particle probability j(x, t) i h (x, t) 2m
(x, t)
(1.81)
14 is normalized in some convenient way, where between right- and left-derivatives (x, t)

1 Fundamentals
is a short notation for the dierence
(x, t) (x, t) (x, t) (x, t) (x, t) (x, t) (x, t) [ (x, t)] (x, t).
(1.82)
The energy Ep depends on the momentum of the particle in the classical way, i.e., for nonrelativistic material particles of mass M it is Ep = p2 /2M, for relativistic ones Ep = c p2 + M 2 c2 , and for massless particles such as photons Ep = c|p|. The common relation Ep = h for photons and matter waves is necessary to guarantee conservation of energy in quantum mechanics. In general, momentum and energy of a particle are not dened as well as in the plane-wave function (1.80). Usually, a particle wave is some superposition of plane waves (1.80) d3 p h (x, t) = f (p)ei(pxEp t)/ . (1.83) (2 )3 h By the Fourier inversion theorem, f (p) can be calculated via the integral f (p) =
h d3 x eipx/ (x, 0).
(1.84)
With an appropriate choice of f (p) it is possible to prepare (x, t) in any desired form at some initial time, say at t = 0. For example, (x, 0) may be a function sharply centered around a space point x. Then f (p) is approximately a pure phase ip / x h f (p) e , and the wave contains all momenta with equal probability. Conversely, if the particle amplitude is spread out in space, its momentum distribution is conned to a small region. The limiting f (p) is concentrated at a specic mo mentum p. The particle is found at each point in space with equal probability, with p h the amplitude oscillating like (x, t) ei( xEp t)/ . In general, the width of (x, 0) in space and of f (p) in momentum space are inversely proportional to each other: x p h. (1.85)
This is the content of Heisenbergs principle of uncertainty. If the wave is localized in a nite region of space while having at the same time a fairly well-dened average momentum p, it is called a wave packet. The maximum in the associated probability density can be shown from (1.83) to move with a velocity v = Ep / p. This coincides with the velocity of a classical particle of momentum p.
(1.86)
15
1.3.3
Schrdinger Equation o
Suppose now that the particle is nonrelativistic and has a mass M. The classical Hamiltonian, and thus the energy Ep , are given by H(p) = Ep = p2 . 2M (1.87)
We may therefore derive the following identity for the wave eld p (x, t): d3 p h f (p) [H(p) Ep ] ei(pxEp t)/ = 0. (2 )3 h (1.88)
The arguments inside the brackets can be removed from the integral by observing that p and Ep inside the integral are equivalent to the dierential operators p = i , h (1.89)
E = i t h
outside. Then, Eq. (1.88) may be written as the dierential equation [H(i ) i t )](x, t) = 0. h h (1.90)
This is the Schrdinger equation for the wave function of a free particle. The equao tion suggests that the motion of a particle with an arbitrary Hamiltonian H(p, x, t) follows the straightforward generalization of (1.90) H i t (x, t) = 0, h where H is the dierential operator H H(i , x, t). h (1.92) (1.91)
The rule of obtaining H from the classical Hamiltonian H(p, x, t) by the substitution p p = i will be referred to as the correspondence principle.4 We shall see in h Sections 1.131.15 that this simple correspondence principle holds only in Cartesian coordinates. The Schrdinger operators (1.89) of momentum and energy satisfy with x and t o the so-called canonical commutation relations [i , xj ] = i , p h [E, t] = 0 = i . h (1.93)
If the Hamiltonian does not depend explicitly on time, the Hilbert space can h be spanned by the energy eigenstates states En (x, t) = eiEn t/ En (x), where
Our formulation of this principle is slightly stronger than the historical one used in the initial phase of quantum mechanics, which gave certain translation rules between classical and quantummechanical relations. The substitution rule for the momentum runs also under the name Jordan rule.
4
16
1 Fundamentals
En (x) are time-independent stationary states, which solve the time-independent Schrdinger equation o p H( , x)En (x) = En En (x). (1.94) The validity of the Schrdinger theory (1.91) is conrmed by experiment, most o notably for the Coulomb Hamiltonian e2 p2 , (1.95) 2M r which governs the quantum mechanics of the hydrogen atom in the center-of-mass coordinate system of electron and proton, where M is the reduced mass of the two particles. Since the square of the wave function, |(x, t)|2 , is interpreted as the probability density of a single particle in a nite volume, the integral over the entire volume must be normalized to unity: H(p, x) = d3 x |(x, t)|2 = 1. (1.96)
For a stable particle, this normalization must remain the same at all times. If (x, t) is to follow the Schrdinger equation (1.91), this is assured if and only if the o Hamiltonian operator is Hermitian,5 i.e., if it satises for arbitrary wave functions 1 , 2 the equality d3 x [H2 (x, t)] 1 (x, t) = d3 x (x, t)H1 (x, t). 2 (1.97)
The left-hand side denes the Hermitian-adjoint H of the operator H, which satises for all wave functions 1 (x, t), 2 (x, t) the identity d3 x (x, t)H 1 (x, t) 2 d3 x [H2 (x, t)] 1 (x, t). (1.98)
An operator H is Hermitian, if it coincides with its Hermitian-adjoint H : H = H .
(1.99)
Let us calculate the time change of the integral over two arbitrary wave functions, d3 x (x, t)1 (x, t). With the Schrdinger equation (1.91), this time change vano 2 ishes indeed as long as H is Hermitian: i h d dt =
5
d3 x (x, t)1 (x, t) 2 d

3
(1.100) d x [H2 (x, t)] 1 (x, t) = 0.

3
x (x, t)H1 (x, t) 2
Problems arising from unboundedness or discontinuities of the Hamiltonian and other quantum-mechanical operators, such as restrictions of the domains of denition, are ignored here since they are well understood. Correspondingly we do not distinguish between Hermitian and selfadjoint operators (see J. v. Neumann, Mathematische Grundlagen der Quantenmechanik , Springer, Berlin, 1932). Some quantum-mechanical operator subtleties will manifest themselves in this book as problems of path integration to be solved in Chapter 12. The precise relationship between the two calls for further detailed investigations.
17
This also implies the time independence of the normalization integral d3 x |(x, t)|2 = 1. Conversely, if H is not Hermitian, one can always nd an eigenstate of H whose norm changes with time: any eigenstate of (H H )/i has this property. Since p = i and x are themselves Hermitian operators, H will automatically h be a Hermitian operator if it is a sum of a kinetic and a potential energy: H(p, x, t) = T (p, t) + V (x, t). (1.101)
This is always the case for nonrelativistic particles in Cartesian coordinates x. If p and x appear in one and the same term of H, for instance as p2 x2 , the correspon dence principle does not lead to a unique quantum-mechanical operator H. Then there seem to be, in principle, several Hermitian operators which, in the above exam ple, can be constructed from the product of two p and two x operators [for instance 2 x2 + x2 p2 + px2 p with ++ = 1]. They all correspond to the same classical p p2 x2 . At rst sight it appears as though only a comparison with experiment could select the correct operator ordering. This is referred to as the operator-ordering problem of quantum mechanics which has plagued many researchers in the past. If the ordering problem is caused by the geometry of the space in which the particle moves, there exists a surprisingly simple geometric principle which species the ordering in the physically correct way. Before presenting this in Chapter 10 we shall avoid ambiguities by assuming H(p, x, t) to have the standard form (1.101), unless otherwise stated.
1.3.4
Particle Current Conservation
The conservation of the total probability (1.96) is a consequence of a more general local conservation law linking the current density of the particle probability j(x, t) i with the probability density (x, t) = (x, t)(x, t) via the relation t (x, t) = j(x, t). (1.104) By integrating this current conservation law over a volume V enclosed by a surface S, and using Greens theorem, one nds
V
h (x, t) 2m
(x, t)
(1.102)
(1.103)
d3 x t (x, t) =
d3 x
j(x, t) =
dS j(x, t),
(1.105)
where dS are the directed innitesimal surface elements. This equation states that the probability in a volume decreases by the same amount by which probability leaves the surface via the current j(x, t).
18
1 Fundamentals
By extending the integral (1.105) over the entire space and assuming the currents to vanish at spatial innity, we recover the conservation of the total probability (1.96). More general dynamical systems with N particles in Euclidean space are parametrized in terms of 3N Cartesian coordinates x ( = 1, . . . , N). The Hamiltonian has the form N p2 + V (x , t), (1.106) H(p , x , t) = =1 2M where the arguments p , x in H and V stand for all p s, x with = 1, 2, 3, . . . , N. The wave function (x , t) satises the N-particle Schrdinger equation o
N
=1
h2 x 2 + V (x , t) 2M
(x , t) = i t (x , t). h
(1.107)
1.4
Diracs Bra-Ket Formalism
Mathematically speaking, the wave function (x, t) may be considered as a vector in an innite-dimensional complex vector space called Hilbert space. The conguration space variable x plays the role of a continuous index of these vectors. An obvious contact with the usual vector notation may be established, in which a D-dimensional vector v is given in terms of its components vi with a subscript i = 1, . . . D, by writing the argument x of (x, t) as a subscript: (x, t) x (t). The usual norm of a complex vector is dened by |v|2 = The continuous version of this is ||2 = d3 x (t)x (t) = x d3 x (x, t)(x, t). (1.110)
vi vi . i
(1.108)
(1.109)
The normalization condition (1.96) requires that the wave functions have the norm || = 1, i.e., that they are unit vectors in the Hilbert space.
1.4.1
Basis Transformations
In a vector space, there are many possible choices of orthonormal basis vectors bi a labeled by a = 1, . . . , D, in terms of which6 vi =
a
6
bi a va ,
(b)
(1.111)
Mathematicians would expand more precisely vi = a bi a va , but physicists prefer to shorten the notation by distinguishing the dierent components via dierent types of subscripts, using for the initial components i, j, k, . . . and for the b-transformed components a, b, c, . . . .
1.4 Diracs Bra-Ket Formalism
19
with the components va given by the scalar products va bi a vi .

i
(1.112)
The latter equation is a consequence of the orthogonality relation 7 bi a bi a = aa ,

i
(1.113)
which in a nite-dimensional vector space implies the completeness relation bi a bj a = ij .

a
(1.114)
In the space of wave functions (1.108) there exists a special set of basis functions called local basis functions is of particular importance. It may be constructed in the following fashion: Imagine the continuum of space points to be coarse-grained into a cubic lattice of mesh size , at positions xn = (n1 , n2 , n3 ) , n1,2,3 = 0, 1, 2, . . . . (1.115)
Let hn (x) be a function that vanishes everywhere in space, except in a cube of size 3 centered around xn , i.e., for each component xi of x, |xi xn i | /2, i = 1, 2, 3. 1/ 3 n (1.116) h (x) = 0 otherwise. These functions are certainly orthonormal: d3 x hn (x) hn (x) = nn . Consider now the expansion (x, t) =
n
(1.117)
hn (x)n (t)
(1.118)
with the coecients n (t) = d3 x hn (x) (x, t)

3 (x , t). n
(1.119)
It provides an excellent approximation to the true wave function (x, t), as long as the mesh size is much smaller than the scale over which (x, t) varies. In fact, if (x, t) is integrable, the integral over the sum (1.118) will always converge to (x, t). The same convergence of discrete approximations is found in any scalar product, and thus in any observable probability amplitudes. They can all be calculated with
An orthogonality relation implies usually a unit norm and is thus really an orthonormality relation but this name is rarely used.
7
20
1 Fundamentals
arbitrary accuracy knowing the discrete components of the type (1.119) in the limit 0. The functions hn (x) may therefore be used as an approximate basis in the same way as the previous basis functions f a (x), g b(x), with any desired accuracy depending on the choice of . In general, there are many possible orthonormal basis functions f a (x) in the Hilbert space which satisfy the orthonormality relation d3 x f a (x) f a (x) = aa , in terms of which we can expand (x, t) =
a
(1.120)
f a (x)a (t),
(1.121)
with the coecients a (t) = d3 x f a (x) (x, t). (1.122) Suppose we use other orthonormal basis f b (x) with the orthonormality relation d3 x f b (x) f b (x) = bb ,
b
f b (x)f b (x) = (3) (x x ), f b (x)b (t),

b
(1.123)
to re-expand (x, t) = with the components b (t) =
(1.124)
d3 x f b (x) (x, t).
(1.125)
Inserting (1.121) shows that the components are related to each other by b (t) =
a
d3 x f b (x) f a (x) a (t).
(1.126)
1.4.2
Bracket Notation
It is useful to write the scalar products between two wave functions occurring in the above basis transformations in the so-called bracket notation as b|a d3 x f b (x) f a (x). (1.127)
In this notation, the components of the state vector (x, t) in (1.122), (1.125) are a (t) = b (t) = a|(t) , b|(t) . (1.128)
The transformation formula (1.126) takes the form b|(t) =

a
b|a a|(t) .
(1.129)
21
The right-hand side of this equation may be formally viewed as a result of inserting the abstract relation |a a| = 1 (1.130)
a
between and |(t) on the left-hand side: b| b|(t) = b|1|(t) =

a
b|a a|(t) .
(1.131)
Since this expansion is only possible if the functions f b (x) form a complete basis, the relation (1.130) is alternative, abstract way of stating the completeness of the basis functions. It may be referred to as completeness relation ` la Dirac. a Since the scalar products are written in the form of brackets a|a , Dirac called the formal objects a| and |a , from which the brackets are composed, bra and ket, respectively. In the bracket notation, the orthonormality of the basis f a (x) and g b (x) may be expressed as follows: a|a b|b = = d3 x f a (x) f a (x) = aa , d x f b (x) f b (x) = bb .
3
(1.132)
In the same spirit we introduce abstract bra and ket vectors associated with the basis functions hn (x) of Eq. (1.116), denoting them by xn | and |xn , respectively, and writing the orthogonality relation (1.117) in bracket notation as xn |xn d3 x hn (x) hn (x) = nn . (1.133)
Changes of basis vectors, for instance from |xn to the states |a , can be performed according to the rules developed above by inserting a completeness relation ` la a Dirac of the type (1.130). Thus we may expand n (t) = xn |(t) = Also the inverse relation is true: a|(t) =
n a
The components n (t) may be considered as the scalar products 3 (x , t). n (t) xn |(t) n
(1.134)
xn |a a|(t) .
(1.135)
a|xn xn |(t) .
(1.136)
This is, of course, just an approximation to the integral d3 x hn (x) x|(t) . (1.137)
The completeness of the basis hn (x) may therefore be expressed via the abstract relation |xn xn | 1. (1.138)
n
The approximate sign turns into an equality sign in the limit of zero mesh size, 0.
22
1 Fundamentals
1.4.3
Continuum Limit
In ordinary calculus, ner and ner sums are eventually replaced by integrals. The same thing is done here. We dene new continuous scalar products 1 x|(t)
3
xn |(t) ,
(1.139)
where xn are the lattice points closest to x. With (1.134), the right-hand side is equal to (xn , t). In the limit 0, x and xn coincide and we have x|(t) (x, t). The completeness relation can be used to write a|(t) which in the limit 0 becomes a|(t) = d3 x a|x x|(t) . (1.142)
n
(1.140)
a|xn xn |(t)
3
(1.141)
x=xn
a|x x|(t)
This may be viewed as the result of inserting the formal completeness relation of the limiting local bra and ket basis vectors x| and |x , d3 x |x x| = 1, (1.143)
evaluated between the vectors a| and |(t) . With the limiting local basis, the wave functions can be treated as components of the state vectors |(t) with respect to the local basis |x in the same way as any other set of components in an arbitrary basis |a . In fact, the expansion a|(t) = d3 x a|x x|(t) (1.144)
may be viewed as a re-expansion of a component of |(t) in one basis, |a , into those of another basis, |x , just as in (1.129). In order to express all these transformation properties in a most compact notation, it has become customary to deal with an arbitrary physical state vector in a basis-independent way and denote it by a ket vector |(t) . This vector may be specied in any convenient basis by multiplying it with the corresponding completeness relation |a a| = 1, (1.145)
a
resulting in the expansion |(t) =

a
|a a|(t) .
(1.146)
23
This can be multiplied with any bra vector, say b|, from the left to obtain the expansion formula (1.131): b|(t) =
a
b|a a|(t) .
(1.147)
The continuum version of the completeness relation (1.138) reads d3 x |x x| = 1, and leads to the expansion |(t) = d3 x |x x|(t) , (1.149) (1.148)
in which the wave function (x, t) = x|(t) plays the role of an xth component of the state vector |(t) in the local basis |x . This, in turn, is the limit of the discrete basis vectors |xn , 1 |x |xn , (1.150)
3
with xn being the lattice points closest to x. A vector can be described equally well in bra or in ket form. To apply the above formalism consistently, we observe that the scalar products a| b b|a satisfy the identity = = d3 x f a (x) f b (x), d x f b (x) f a (x)
3
(1.151)
a| . b|a b |(t) = |a a|(t) , (t)|a a|,

a
(1.152)
Therefore, when expanding a ket vector as (1.153)

a
or a bra vector as (t)| = (1.154)
a multiplication of the rst equation with the bra x| and of the second with the ket |x produces equations which are complex-conjugate to each other.
1.4.4
Generalized Functions
Diracs bra-ket formalism is elegant and easy to handle. As far as the vectors |x are concerned there is, however, one inconsistency with some fundamental postulates of quantum mechanics: When introducing state vectors, the norm was required to be unity in order to permit a proper probability interpretation of single-particle states.
24
1 Fundamentals
The limiting states |x introduced above do not satisfy this requirement. In fact, the scalar product between two dierent states x| and |x is x|x 1
3
xn |xn =
3 nn
(1.155)
where xn and xn are the lattice points closest to x and x . For x = x , the states are orthogonal. For x = x , on the other hand, the limit 0 is innite, approached in such a way that 1 3 = 1. (1.156) 3 nn
n
Therefore, the limiting state |x is not a properly normalizable vector in the Hilbert space. For the sake of elegance, it is useful to weaken the requirement of normalizability (1.96) by admitting the limiting states |x to the physical Hilbert space. In fact, one admits all states which can be obtained by a limiting sequence from properly normalized state vectors. The scalar product between states x|x is not a proper function. It is denoted by the symbol (3) (x x ) and called Dirac -function: x|x (3) (x x ). (1.157)
The right-hand side vanishes everywhere, except in the innitely small box of width around x x . Thus the -function satises (3) (x x ) = 0 for x=x. (1.158)
At x = x , it is so large that its volume integral is unity: d3 x (3) (x x ) = 1. (1.159)
In one dimension, this leads to the more general relation (f (x)) =

i
Obviously, there exists no proper function that can satisfy both requirements, (1.158) and (1.159). Only the nite- approximation in (1.155) to the -function are proper functions. In this respect, the scalar product x|x behaves just like the states |x themselves: Both are 0 -limits of properly dened mathematical objects. Note that the integral Eq. (1.159) implies the following property of the function: 1 (3) (x x ). (1.160) (3) (a(x x )) = |a| 1 (x xi ), |f (xi )|
(1.161)
where xi are the simple zeros of f (x).

25
In mathematics, one calls the -function a generalized function or a distribution. It denes a linear functional of arbitrary smooth test functions f (x) which yields its value at any desired place x: [f ; x] d3 x (3) (x x )f (x ) = f (x). (1.162)
Test functions are arbitrarily often dierentiable functions with a suciently fast fallo at spatial innity. There exist a rich body of mathematical literature on distributions [3]. They form a linear space. This space is restricted in an essential way in comparison with ordinary functions: products of -functions or any other distributions remain undened. In Section 10.8.1 we shall nd, however, that physics forces us to go beyond these rules. An important requirement of quantum mechanics is coordinate invariance. If we want to achieve this for the path integral formulation of quantum mechanics, we must set up a denite extension of the existing theory of distributions, which species uniquely integrals over products of distributions. In quantum mechanics, the role of the test functions is played by the wave packets (x, t). By admitting the generalized states |x to the Hilbert space, we also admit the scalar products x|x to the space of wave functions, and thus all distributions, although they are not normalizable.
1.4.5
Schrdinger Equation in Dirac Notation o
In terms of the bra-ket notation, the Schrdinger equation can be expressed in a o basis-independent way as an operator equation H|(t) H( , x, t)|(t) = i t |(t) , p h (1.163)
to be supplemented by the following specications of the canonical operators: x| i x|, p h x| x x|. x (1.164) (1.165)
Any matrix element can be obtained from these equations by multiplication from the right with an arbitrary ket vector; for instance with the local basis vector |x : x| |x p x| |x x = i h x|x = i (3) (x x ), h (1.166) (1.167) = x x|x = x (3) (x x ).
The original dierential form of the Schrdinger equation (1.91) follows by multio plying the basis-independent Schrdinger equation (1.163) with the bra vector x| o from the left: x|H( , x, t)|(t) p = H(i , x, t) x|(t) h = i t x|(t) . h (1.168)
26 Obviously, p and x are Hermitian matrices in any basis, a| |a p a| |a x and so is the Hamiltonian = = a | |a , p a | |a , x
1 Fundamentals
(1.169) (1.170) (1.171)
a|H|a = a |H|a ,
as long as it has the form (1.101). The most general basis-independent operator that can be constructed in the generalized Hilbert space spanned by the states |x is some function of p, x, t, O(t) O( , x, t). p (1.172)
In general, such an operator is called Hermitian if all its matrix elements have this property. In the basis-independent Dirac notation, the denition (1.97) of a Hermitian-adjoint operator O (t) implies the equality of the matrix elements a|O (t)|a a |O(t)|a . Thus we can rephrase Eqs. (1.169)(1.171) in the basis-independent form p = p , x = x , H = H . The stationary states in Eq. (1.94) have a Dirac ket representation |En , and satisfy the time-independent operator equation H|En = En |En . (1.175) (1.174) (1.173)
1.4.6
Momentum States
Let us now look at the momentum p. Its eigenstates are given by the eigenvalue equation p|p = p|p . (1.176) By multiplying this with x| from the left and using (1.164), we nd the dierential equation x| |p = i x x|p = p x|p . p h (1.177) The solution is
h x|p eipx/ .
(1.178)
Up to a normalization factor, this is just a plane wave introduced before in Eq. (1.75) to describe free particles of momentum p.
27
In order for the states |p to have a nite norm, the system must be conned to a nite volume, say a cubic box of length L and volume L3 . Assuming periodic boundary conditions, the momenta are discrete with values pm = 2 h (m1 , m2 , m3 ), L mi = 0, 1, 2, . . . . (1.179)
Then we adjust the factor in front of exp (ipm x/ ) to achieve unit normalization h 1 x|pm = exp (ipm x/ ) , h L3 and the discrete states |pm satisfy d3 x | x|pm |2 = 1. The states |pm are complete:
m
(1.180)
(1.181)
|pm pm | = 1.
(1.182)
We may use this relation and the matrix elements x|pm to expand any wave function within the box as (x, t) = x|(t) =
m
x|pm pm |(t) .
(1.183)
If the box is very large, the sum over the discrete momenta pm can be approximated by an integral over the momentum space [4]. d3 pL3 . (2 )3 h (1.184)
In this limit, the states |pm may be used to dene a continuum of basis vectors with an improper normalization |p L3 |pm , (1.185) in the same way as |xn was used in (1.150) to dene |x (1/ 3 )|xn . The momentum states |p satisfy the orthogonality relation p|p = (2 )3 (3) (p p ), h (1.186)
with (3) (pp ) being again the Dirac -function. Their completeness relation reads d3 p |p p| = 1, (2 )3 h (1.187)
28 such that the expansion (1.183) becomes (x, t) = with the momentum eigenfunctions
h x|p = eipx/ .
1 Fundamentals
d3 p x|p p|(t) , (2 )3 h
(1.188)
(1.189)
This coincides precisely with the Fourier decomposition introduced above in the description of a general particle wave (x, t) in (1.83), (1.84), with the identication
h p|(t) = f (p)eiEp t/ .
(1.190)
The bra-ket formalism accommodates naturally the technique of Fourier transforms. The Fourier inversion formula is found by simply inserting into p|(t) a completeness relation d3 x|x x| = 1 which yields p|(t) = = d3 x p|x x|(t) (1.191) d xe
3 ipx/ h
(x, t).
The amplitudes p|(t) are referred to as momentum space wave functions. By inserting the completeness relation d3 x|x x| = 1 (1.192)
between the momentum states on the left-hand side of the orthogonality relation (1.186), we obtain the Fourier representation of the -function p|p = = d3 x p|x x|p (1.193) d xe
3 i(pp )x/ h
1.4.7
Incompleteness and Poissons Summation Formula
For many physical applications it is important to nd out what happens to the completeness relation (1.148) if one restrict the integral so a subset of positions. Most relevant will be the one-dimensional integral, dx |x x| = 1, restricted to a sum over equally spaced points xn = na:
N n=N
(1.194)
|xn xn |.
(1.195)
29
Taking this sum between momentum eigenstates |p , we obtain

N n=N N N
p|xn xn |p =
n=N
p|xn xn |p =
h ei(pp )na/ n=N
(1.196)
For N we can perform the sum with the help of Poissons summation formula
2in
n=
m=
( m).
(1.197)
Identifying with (p p )a/2 , we nd using Eq. (1.160): h

n=
p|xn xn |p =
(p p )a 2 h 2 m h m = pp . 2 h a a
(1.198)
In order to prove the Poisson formula (1.197), we observe that the sum s() m ( m) on the right-hand side is periodic in with a unit period and has 2in the Fourier series s() = . The Fourier coecients are given by n= sn e 1/2 2in sn = 1/2 d s()e 1. These are precisely the Fourier coecients on the left-hand side. For a nite N, the sum over n on the left-hand side of (1.197) yields
N
e2in = 1 + e2i + e22i + . . . + eN 2i + cc

n=N
= 1 + = 1+
e2i e2i(N +1) sin (2N + 1) + cc = . 1 e2i sin
1 e2i(N +1) + cc 1 e2i
(1.199)
This function is well known in wave optics (see Fig. 2.4). It determines the diraction pattern of light behind a grating with 2N + 1 slits. It has large peaks at = 0, 1, 2, 3, . . . and N 1 small maxima between each pair of neighboring peaks, at = (1 + 4k)/2(2N + 1) for k = 1, . . . , N 1. There are zeros at = (1 + 2k)/(2N + 1) for k = 1, . . . , N 1. Inserting = (p p )a/2 into (1.199), we obtain h
N n=N
p|xn xn |p =
sin (p p )a(2N + 1)/2 h . sin (p p )a/2 h
(1.200)
Let us see how the right-hand side of (1.199) turns into the right-hand side of (1.197) in the limit N . In this limit, the area under each large peak can be calculated by an integral over the central large peak plus a number n of small maxima next to it:
n/2N n/2N
sin (2N + 1) = sin
n/2N n/2N
sin 2N cos +cos 2N sin . sin (1.201)
30
1 Fundamentals
2in in Poissons summation formula. In the Figure 1.2 Relevant function N n=N e limit N , is squeezed to the integer values.
Keeping keeping a xed ratio n/N 1, we we may replace in the integrand sin by and cos by 1. Then the integral becomes, for N at xed n/N,
n/2N sin 2N sin (2N + 1) N n/2N d + d cos 2N sin n/2N n/2N n/2N n n N N 1 sin x 1 dx dx cos x 1, (1.202) + n x 2N n n/2N
where we have used the integral formula

dx
sin x = . x
(1.203)
In the limit N , we nd indeed (1.197) and thus (1.205), as well as the expression (2.458) for the free energy. There exists another useful way of expressing Poissons formula. Consider a an arbitrary smooth function f () which possesses a convergent sum
m=
f (m).
(1.204)
Then Poissons formula (1.197) implies that the sum can be rewritten as an integral and an auxiliary sum:
m=
f (m) =
n=
e2in f ().
(1.205)
The auxiliary sum over n squeezes to the integer numbers.

1.5 Observables
31
1.5
Observables
Changes of basis vectors are an important tool in analyzing the physically observable content of a wave vector. Let A = A(p, x) be an arbitrary time-independent real function of the phase space variables p and x. Important examples for such an A are p and x themselves, the Hamiltonian H(p, x), and the angular momentum L = x p. Quantum-mechanically, there will be an observable operator associated with each such quantity. It is obtained by simply replacing the variables p and x in A by the corresponding operators p and x: A A( , x). p (1.206)
This replacement rule is the extension of the correspondence principle for the Hamiltonian operator (1.92) to more general functions in phase space, converting them into observable operators. It must be assumed that the replacement leads to a unique Hermitian operator, i.e., that there is no ordering problem of the type discussed in context with the Hamiltonian (1.101).8 If there are ambiguities, the naive correspondence principle is insucient to determine the observable operator. Then the correct ordering must be decided by comparison with experiment, unless it can be specied by means of simple geometric principles. This will be done for the Hamiltonian operator in Chapter 8. Once an observable operator A is Hermitian, it has the useful property that the set of all eigenvectors |a obtained by solving the equation A|a = a|a (1.207)
can be used as a basis to span the Hilbert space. Among the eigenvectors, there is always a choice of orthonormal vectors |a fullling the completeness relation
a
|a a| = 1.
(1.208)
The vectors |a can be used to extract physical information concerning the observable A from arbitrary state vector |(t) . For this we expand this vector in the basis |a : |(t) = |a a|(t) . (1.209)
a
The components a|(t) (1.210) yield the probability amplitude for measuring the eigenvalue a for the observable quantity A. The wave function (x, t) itself is an example of this interpretation. If we write it as (x, t) = x|(t) , (1.211)
8
Note that this is true for the angular momentum
= x p.
32
1 Fundamentals
it gives the probability amplitude for measuring the eigenvalues x of the position operator x, i.e., |(x, t)|2 is the probability density in x-space. The expectation value of the observable operator (1.206) in the state |(t) is dened as the matrix element (t)|A|(t) d3 x (t)|x A(i , x) x|(t) . h (1.212)
1.5.1
Uncertainty Relation
We have seen before [see the discussion after (1.83), (1.84)] that the amplitudes in real space and those in momentum space have widths inversely proportional to each other, due to the properties of Fourier analysis. If a wave packet is localized in real space with a width x, its momentum space wave function has a width p given by x p h. (1.213) From the Hilbert space point of view this uncertainty relation can be shown to be a consequence of the fact that the operators x and p do not commute with each other, but the components satisfy the canonical commutation rules [i , xj ] = i ij , p h [i , xj ] = 0, x [i , pj ] = 0. p
(1.214)
In general, if an observable operator A is measured sharply to have the value a in one state, this state must be an eigenstate of A with an eigenvalue a: A|a = a|a . This follows from the expansion |(t) =
a
(1.215)
|a a|(t) ,
(1.216)
in which | a|(t) |2 is the probability to measure an arbitrary eigenvalue a. If this probability is sharply focused at a specic value of a, the state necessarily coincides with |a . Given the set of all eigenstates |a of A, we may ask under what circumstances another observable, say B, can be measured sharply in each of these states. The requirement implies that the states |a are also eigenstates of B, B|a = ba |a , with some a-dependent eigenvalue ba . If this is true for all |a , B A|a = ba a|a = aba |a = AB|a , (1.218)
(1.217)
1.5 Observables
33
the operators A and B necessarily commute: [A, B] = 0.
(1.219)
Conversely, it can be shown that a vanishing commutator is also sucient for two observable operators to be simultaneously diagonalizable and thus to allow for simultaneous sharp measurements.
1.5.2
Density Matrix and Wigner Function
An important object for calculating observable properties of a quantum-mechanical system is the quantum mechanical density operator associated with a pure state (t) |(t) (t)|, and the associated density matrix associated with a pure state (x1 , x2 ; t) = x1 |(t) (t)|x2 . (t)|f (x, p)|(t) = tr [f (x, p)(t)] = (1.221) The expectation value of any function f (x, p) can be calculated from the trace d3 x (t)|x f (x, i ) x|(t) . h (1.220)
(1.222) If we decompose the states |(t) into stationary eigenstates |En of the Hamiltonian operator H [recall (1.175)], |(t) = n |En En |(t) , then the density matrix has the expansion (t)
n,m
|En nm (t) Em | =
n,m
|En En |(t) (t)|Em Em |.
(1.223)
Wigner showed that the Fourier transform of the density matrix, the Wigner function d3 x ipx/ h e (X + x/2, X x/2; t) (1.224) (2 )3 h satises, for a single particle of mass M in a potential V (x), the Wigner-Liouville equation p t + v X W (X, p; t) = Wt (X, p; t), v , (1.225) M where d3 q 2 h W (X, p q; t) d3 x V (X x/2)eiqx/ . (1.226) Wt (X, p; t) h (2 )3 h W (X, p; t) In the limit h 0, we may expand W (X, p q; t) in powers of q, and V (X x/2) h in powers of x, which we rewrite in front of the exponential eiqx/ as powers of i q . Then we perform the integral over x to obtain (2 )3 (3) (q), and perform h h the integral over q to obtain the classical Liouville equation for the probability density of the particle in phase space p t + v X W (X, p; t) = F (X) p W (X, p; t), v , (1.227) M where F (X) X V (X) is the force associated with the potential V (X).
34
1 Fundamentals
1.5.3
Generalization to Many Particles
All this development can be extended to systems of N distinguishable mass points with Cartesian coordinates freedom x1 , . . . , xN . If H(p , x , t) is the Hamiltonian, the Schrdinger equation becomes o H( , x , t)|(t) = i t |(t) . p h We may introduce a complete local basis |x1 , . . . , xN with the properties x1 , . . . , xN |x1 , . . . , xN = (3) (x1 x1 ) (3) (xN xN ), d3 x1 d3 xN |x1 , . . . , xN x1 , . . . , xN | = 1, and dene x1 , . . . , xN | = i x x1 , . . . , xN |, p h x1 , . . . , xN | = x x1 , . . . , xN |. x (1.229) (1.228)
(1.230)
The Schrdinger equation for N particles (1.107) follows from (1.228) by multiplying o it from the left with the bra vectors x1 , . . . , xN |. In the same way, all other formulas given above can be generalized to N-body state vectors.
1.6
Time Evolution Operator
If the Hamiltonian operator possesses no explicit time dependence, the basisindependent Schrdinger equation (1.163) can be integrated to nd the wave function o |(t) at any time tb from the state at any other time ta
h |(tb ) = ei(tb ta )H/ |(ta ) .
(1.231) (1.232)
The operator
h U (tb , ta ) = ei(tb ta )H/
is called the time evolution operator . It satises the dierential equation i tb U (tb , ta ) = H U (tb , ta ). h Its inverse is obtained by interchanging the order of tb and ta :
h U 1 (tb , ta ) ei(tb ta )H/ = U(ta , tb ).
(1.233)
(1.234)
As an exponential of i times a Hermitian operator, U is a unitary operator satisfying U = U 1 . Indeed,

h U (tb , ta ) = ei(tb ta )H / h = ei(tb ta )H/ = U 1 (tb , ta ).
(1.235)
(1.236)
1.6 Time Evolution Operator
35
If H( , x, t) depends explicitly on time, the integration of the Schrdinger equation p o (1.163) is somewhat more involved. The solution may be found iteratively: For tb > ta , the time interval is sliced into a large number N + 1 of small pieces of thickness with (tb ta )/(N + 1), slicing once at each time tn = ta + n for n = 0, . . . , N + 1. We then use the Schrdinger equation (1.163) to relate the wave o function in each slice approximately to the previous one: |(ta + ) |(ta + 2 ) |(ta + (N + 1) ) . . . 1 1 1 i h i h i h
ta + ta ta +2 ta +
dt H(t)
(ta ) , (1.237)
dt H(t) |(ta + ) , dt H(t) |(ta + N ) .
ta +(N +1) ta +N
From the combination of these equations we extract the evolution operator as a product i U (tb , ta ) 1 h i U (tb , ta ) = 1 h
tb tN
i dtN +1 H(tN +1 ) 1 h
tb
t1 ta
dt1 H(t1 ) .
(1.238)
By multiplying out the product and going to the limit N we nd the series (1.239) t2 t3 i 3 tb dt1 H(t3 )H(t2 )H(t1 ) + . . . , dt2 dt3 + h ta ta ta known as the Neumann-Liouville expansion or Dyson series. An interesting modication of this is the so-called Magnus expansion to be derived in Eq. (2A.25). Note that each integral has the time arguments in the Hamilton operators ordered causally: Operators with later times stand to left of those with earlier times. It is useful to introduce a time-ordering operator which, when applied to an arbitrary product of operators, On (tn ) O1 (t1 ), (1.240) T (On (tn ) O1 (t1 )) Oin (tin ) Oi1 (ti1 ), tin > tin1 > . . . > ti1 . (1.241)
ta
i dt1 H(t1 ) + h
tb ta
dt2
t2 ta
dt1 H(t2 )H(t1 )
reorders the times successively. More explicitly we dene
where tin , . . . , ti1 are the times tn , . . . , t1 relabeled in the causal order, so that (1.242) Any c-number factors in (1.241) can be pulled out in front of the T operator. With this formal operator, the Neumann-Liouville expansion can be rewritten in a more compact way. Take, for instance, the third term in (1.239)
tb ta
dt2
t2 ta
dt1 H(t2 )H(t1 ).
(1.243)
36
1 Fundamentals
tb t2
ta
ta
t1
tb
Figure 1.3 Illustration of time-ordering procedure in Eq. (1.243).
The integration covers the triangle above the diagonal in the square t1 , t2 [ta , tb ] in the (t1 , t2 ) plane (see Fig. 1.2). By comparing this with the missing integral over the lower triangle tb tb dt2 dt1 H(t2 )H(t1 ) (1.244)
ta t2
we see that the two expressions coincide except for the order of the operators. This can be corrected with the use of a time-ordering operator T . The expression T
tb ta
dt2
tb t2
dt1 H(t2 )H(t1 )
(1.245)
is equal to (1.243) since it may be rewritten as

tb ta
dt2
tb t2
dt1 H(t1 )H(t2 )
(1.246)
or, after interchanging the order of integration, as

tb ta
dt1
t1 ta
dt2 H(t1 )H(t2 ).
(1.247)
Apart from the dummy integration variables t2 t1 , this double integral coincides with (1.243). Since the time arguments are properly ordered, (1.243) can trivially be multiplied with the time-ordering operator. The conclusion of this discussion is that (1.243) can alternatively be written as 1 T 2
tb ta
dt2
tb ta
dt1 H(t2 )H(t1 ).
(1.248)
On the right-hand side, the integrations now run over the full square in the t1 , t2 plane so that the two integrals can be factorized into 1 T 2
tb ta
dt H(t)
(1.249)
1.7 Properties of Time Evolution Operator
37
Similarly, we may rewrite the nth-order term of (1.239) as 1 T n!

tb ta
dtn
tb ta tb ta
dtn1
n
tb ta
dt1 H(tn )H(tn1 ) H(t1 )
1 = T n!
(1.250)
dt H(t) .
The time evolution operator U (tb , ta ) has therefore the series expansion i U(tb , ta ) = 1 T h
tb ta
1 i dt H(t) + 2! h
n
tb ta n
dt H(t)
1 i +...+ n! h
tb ta
(1.251) + ... .
dt H(t)
The right-hand side of T contains simply the power series expansion of the exponential so that we can write i U (tb , ta ) = T exp h
tb ta
dt H(t) .
(1.252)
If H does not depend on the time, the time-ordering operation is superuous, the integral can be done trivially, and we recover the previous result (1.232). Note that a small variation H(t) of H(t) changes U (tb , ta ) by U(tb , ta ) = i h i = h
tb ta tb ta
i dt T exp h
tb t
dt H(t)
i H(t ) T exp h
t ta
dt H(t) (1.253)
dt U (tb , t ) H(t ) U(t , ta ).
A simple application for this relation is given in Appendix 1A.
1.7
Properties of Time Evolution Operator
By construction, U(tb , ta ) has some important properties: a) Fundamental composition law If two time translations are performed successively, the corresponding operators U are related by U(tb , ta ) = U (tb , t )U(t , ta ), t (ta , tb ). (1.254) This composition law makes the operators U a representation of the abelian group of time translations. For time-independent Hamiltonians with U(tb , ta ) given by
38
1 Fundamentals
(1.232), the proof of (1.254) is trivial. In the general case (1.252), it follows from the simple manipulation valid for tb > ta : i T exp h
tb t
i H(t) dt T exp h
tb t tb ta
t ta
H(t) dt
t ta
i = T exp h i = T exp h
i H(t) dt exp h
H(t) dt
(1.255)
H(t) dt .
b) Unitarity The expression (1.252) for the time evolution operator U (tb , ta ) was derived only for the causal (or retarded ) time arguments, i.e., for tb later than ta . We may, however, dene U (tb , ta ) also for the anticausal (or advanced ) case where tb lies before ta . To be consistent with the above composition law (1.254), we must have
1 U (tb , ta ) U(ta , tb ) .
(1.256)
Indeed, when considering two states at successive times |(ta ) = U (ta , tb )|(tb ) , (1.257)
the order of succession is inverted by multiplying both sides by U 1 (ta , tb ): |(tb ) = U (ta , tb )1 |(ta ) , tb < ta . (1.258)
The operator on the right-hand side is dened to be the time evolution operator (tb , ta ) from the later time ta to the earlier time tb . U If the Hamiltonian is independent of time, with the time evolution operator being
h U (ta , tb ) = ei(ta tb )H/ ,
ta > tb ,
(1.259)
the unitarity of the operator U(tb , ta ) is obvious:

1 U (tb , ta ) = U(tb , ta ) ,
tb < ta .
(1.260)
Let us verify this property for a general time-dependent Hamiltonian. There, a direct solution of the Schrdinger equation (1.163) for the state vector shows that o (tb , ta ) for tb < ta has a representation just like (1.252), except for a the operator U reversed time order of its arguments. One writes this in the form [compare (1.252)] U (tb , ta ) = T exp i h
tb ta
H(t) dt ,
(1.261)
where T denotes the time-antiordering operator, with an obvious denition analogous to (1.241), (1.242). This operator satises the relation T O1 (t1 )O2(t2 )
= T O2 (t2 )O1 (t1 ) ,
(1.262)
1.8 Heisenberg Picture of Quantum Mechanics
39
with an obvious generalization to the product of n operators. We can therefore conclude right away that U (tb , ta ) = U (ta , tb ), tb > ta . (1.263)
With U (ta , tb ) U (tb , ta )1 , this proves the unitarity relation (1.260), in general. c) Schrdinger equation for U (tb , ta ) o Since the operator U (tb , ta ) rules the relation between arbitrary wave functions at dierent times, |(tb ) = U(tb , ta )|(ta ) , (1.264) the Schrdinger equation (1.228) implies that the operator U (tb , ta ) satises the o corresponding equations i t U (t, ta ) = H U (t, ta ), h 1 1 i t U (t, ta ) h = U (t, ta ) H, with the initial condition U (ta , ta ) = 1. (1.265) (1.266) (1.267)
1.8
Heisenberg Picture of Quantum Mechanics
The unitary time evolution operator U(t, ta ) may be used to give a dierent formulation of quantum mechanics bearing the closest resemblance to classical mechanics. This formulation, called the Heisenberg picture of quantum mechanics, is in a ways closer related to to classical mechanics than the Schrdinger formulation. Many o classical equations remain valid by simply replacing the canonical variables pi (t) and qi (t) in phase space by Heisenberg operators, to be denoted by pHi (t), qHi (t). Originally, Heisenberg postulated that they are matrices, but later it became clear that these matrices had to be functional matrix elements of operators, whose indices can be partly continuous. The classical equations hold for the Heisenberg operators and as long as the canonical commutation rules (1.93) are respected at any given time. In addition, qi (t) must be Cartesian coordinates. In this case we shall always use the letter x for the position variable, as in Section 1.4, rather than q, the corresponding Heisenberg operators being xHi (t). Suppressing the subscripts i, the canonical equal-time commutation rules are [pH (t), xH (t)] = i , h [pH (t), pH (t)] = 0, (1.268) [xH (t), xH (t)] = 0. According to Heisenberg, classical equations involving Poisson brackets remain valid if the Poisson brackets are replaced by i/ times the matrix commutators at h equal times. The canonical commutation relations (1.268) are a special case of this
40
1 Fundamentals
rule, recalling the fundamental Poisson brackets (1.25). The Hamilton equations of motion (1.24) turn into the Heisenberg equations i [HH , pH (t)] , h i xH (t) = [HH , xH (t)] , h pH (t) = where is the Hamiltonian in the Heisenberg picture. Similarly, the equation of motion for arbitrary observable function O(pi(t), xi (t), t) derived in (1.20) goes over into the matrix commutator equation for the Heisenberg observable OH (t) O(pH (t), xH (t), t), namely, (1.271) HH H(pH (t), xH (t), t) (1.270)
(1.269)
If the states |a (t) are an arbitrary complete set of solutions of the Schrdinger o equation, where a runs through discrete and continuous indices, the operator O(t) can be specied in terms of its functional matrix elements Oab (t) a (t)|O(t)|b (t) .
i d OH = [HH , OH ] + OH . (1.272) dt h t These rules are referred to as Heisenbergs correspondence principle. The relation between Schrdingers and Heisenbergs picture is supplied by the o time evolution operator. Let O be an arbitrary observable in the Schrdinger deo scription O(t) O(, x, t). p (1.273)
(1.274)
Simultaneously, we transform the Schrdinger operators of the canonical coordinates o p and x into the time-dependent canonical Heisenberg operators pH (t) and xH (t) via pH (t) U (t, 0)1 p U(t, 0), xH (t) U (t, 0)1 x U (t, 0).
We can now use the unitary operator U (t, 0) to go to a new time-independent basis |H a , dened by |a (t) U (t, 0)|H a . (1.275)
(1.276) (1.277)
At the time t = 0, the Heisenberg operators pH (t) and xH (t) coincide with the time independent Schrdinger operators p and x, respectively. An arbitrary observable o is transformed into the associated Heisenberg operator as O(t) OH (t) U (t, ta )1 O(, x, t)U (t, ta ) p O (H (t), xH (t), t) . p (1.278)
1.8 Heisenberg Picture of Quantum Mechanics
41
The Heisenberg matrices OH (t)ab are then obtained from the Heisenberg operators OH (t) by sandwiching OH (t) between the time-independent basis vectors |H a : OH (t)ab H a |OH (t)|H b . (1.279) Note that the time dependence of these matrix elements is now completely due to the time dependence of the operators, d d OH (t)ab H a | OH (t)|H b . dt dt (1.280)
This is in contrast to the Schrdinger representation (1.274), where the right-hand o side would have contained two more terms from the time dependence of the wave functions. Due to the absence of such terms in (1.280) it is possible to study the equation of motion of the Heisenberg matrices independently of the basis by considering directly the Heisenberg operators. It is straightforward to verify that they do indeed satisfy the rules of Heisenbergs correspondence principle. Consider the time derivative of an arbitrary observable OH (t), d OH (t) = dt d 1 U (t, ta ) O(t)U (t, ta ) dt d O(t) U (t, ta ) + U 1 (t, ta )O(t) U (t, ta ) , + U 1 (t, ta ) t dt
which can be rearranged as d 1 U (t, ta ) U (t, ta ) U 1 (t, ta )O(t)U (t, ta ) (1.281) dt d O(t) U (t, ta ). + U 1 (t, ta )O(t)U (t, ta ) U 1 (t, ta ) U (t, ta ) + U 1 (t, ta ) dt t Using (1.265), we obtain d i 1 OH (t) = U H U, OH + U 1 O(t) U . dt h t (1.282)
After inserting (1.278), we nd the equation of motion for the Heisenberg operator: d i OH (t) = HH , OH (t) + O dt h t (t).
H
(1.283)
By sandwiching this equation between the complete time-independent basis states |a in the Hilbert space, it holds for the matrices and turns into the Heisenberg equation of motion. For the phase space variables pH (t), xH (t) themselves, these equations reduce, of course, to the Hamilton equations of motion (1.269). Thus we have shown that Heisenbergs matrix quantum mechanics is completely equivalent to Schrdingers quantum mechanics, and that the Heisenberg matrices o obey the same Hamilton equations as the classical observables.
42
1 Fundamentals
1.9
Interaction Picture and Perturbation Expansion
For some physical systems, the Hamiltonian operator can be split into two contributions H = H0 + V , (1.284) where H0 is a so-called free Hamiltonian operator for which the Schrdinger equation o 0 |(t) = i t |(t) can be solved, and V is an interaction potential which perturbs H h these solutions slightly. In this case it is useful to describe the system in Diracs interaction picture. We remove the time evolution of the unperturbed Schrdinger o solutions and dene the states
h |I (t) eiH0 t/ |(t) .
(1.285)
Their time evolution comes entirely from the interaction potential V . It is governed by the time evolution operator
h h h h UI (tb , ta ) eiH0 tb / eiHtb / eiHta / eiH0 ta / ,
(1.286) (1.287)
and reads
If V = 0, the states |I (tb ) are time-independent and coincide with the Heisenberg states (1.275) of the operator H0 . The operator UI (tb , ta ) satises the equation of motion i tb UI (tb , ta ) = VI (tb )UI (tb , ta ), h where
h h VI (t) eiH0 t/ V eiH0 t/
|I (tb ) = UI (tb , ta )|I (ta ) .
(1.288) (1.289)
is the potential in the interaction picture. This equation of motion can be turned into an integral equation i UI (tb , ta ) = 1 h Inserting Eq. (1.289), this reads i UI (tb , ta ) = 1 h
tb ta h h dt eiH0 t/ V eiH0 t/ UI (t, ta ). tb ta
dtVI (t)UI (t, ta ).
(1.290)
(1.291)
This equation can be iterated to nd a perturbation expansion for the operator UI (tb , ta ) in powers of the interaction potential: i UI (tb , ta ) = 1 h i + h
tb h h dt eiH0 t/ V eiH0 t/
ta 2 tb ta
dt
t ta
h h h dt eiH0 t/ V eiH0 (tt )/ V eiH0 t / + . . . .
(1.292)
1.10 Time Evolution Amplitude
43
Inserting on the left-hand side the operator (1.286), this can also be rewritten as
h h eiH(tb ta )/ = eiH0 (tb ta )/
i h
tb ta
h h dt eiH0 (tb t)/ V eiH0 (tta )/
i h
tb ta
dt
t ta
h h h dt eiH0 (tb t)/ V eiH0 (tt )/ V eiH0 (t ta )/ + . . . .
(1.293)
This expansion is seen to be the recursive solution of the integral equation

h h eiH(tb ta )/ = eiH0 (tb ta )/
i h
tb ta
h h dt eiH0 (tb t)/ V eiH(tta )/ .
(1.294)
Note that the lowest-order correction agrees with the previous formula (1.253)
1.10
Time Evolution Amplitude
In the subsequent development, an important role will be played by the matrix elements of the time evolution operator in the localized basis states, (xb tb |xa ta ) xb |U(tb , ta )|xa . (1.295)
They are referred to as time evolution amplitudes. The functional matrix (xb tb |xa ta ) is also called the propagator of the system. For a system with a time-independent Hamiltonian operator where U (tb , ta ) is given by (1.259), the propagator is simply (xb tb |xa ta ) = xb | exp[iH(tb ta )/ ]|xa . h (1.296)
Due to the operator equations (1.265), the propagator satises the Schrdinger o equation [H(i xb , xb , tb ) i tb ] (xb tb |xa ta ) = 0. h h (1.297) In the quantum mechanics of nonrelativistic particles, only the propagators from earlier to later times will be relevant. It is therefore customary to introduce the so-called causal time evolution operator or retarded time evolution operator :9 U R (tb , ta ) U (tb , ta ), 0, tb ta , tb < ta ,
(1.298)
and the associated causal time evolution amplitude or retarded time evolution amplitude (xb tb |xa ta )R xb |U R (tb , ta )|xa . (1.299)
Since this diers from (1.295) only for tb < ta , and since all formulas in the subsequent text will be used only for tb > ta , we shall often omit the superscript R. To abbreviate the case distinction in (1.298), it is convenient to use the Heaviside function dened by 1 for t > 0, (t) (1.300) 0 for t 0,
9
Compare this with the retarded Green functions to be introduced in Section 18.1
44 and write U R (tb , ta ) (tb ta )U(tb , ta ),
1 Fundamentals
(xb tb |xa ta )R (tb ta )(xb tb |xa ta ). (1.301)
There exists also another Heaviside function which diers from (1.300) only by the value at tb = ta : 1 for t 0, (1.302) R (t) 0 for t < 0. Both Heaviside functions have the property that their derivative yields Diracs -function t (t) = (t). (1.303) If it is not important which -function is used we shall ignore the superscript. The retarded propagator satises the Schrdinger equation o H(i xb , xb , tb )R i tb (xb tb |xa ta )R = i (tb ta ) (3) (xb xa ). h h h The nonzero right-hand side arises from the extra term i [tb (tb ta )] xb tb |xa ta = i (tb ta ) xb tb |xa ta = i (tb ta ) xb ta |xa ta h h h (1.305) and the initial condition xb ta |xa ta = xb |xa , due to (1.267). If the Hamiltonian does not depend on time, the propagator depends only on the time dierence t = tb ta . The retarded propagator vanishes for t < 0. Functions f (t) with this property have a characteristic Fourier transform. The integral f(E)
0 h dt f (t)eiEt/
(1.304)
(1.306)
is an analytic function in the upper half of the complex energy plane. This analyticity property is necessary and sucient to produce a factor (t) when inverting the Fourier transform via the energy integral f (t)

dE h f (E)eiEt/ . 2 h
(1.307)
For t < 0, the contour of integration may be closed by an innite semicircle in the upper half-plane at no extra cost. Since the contour encloses no singularities, it can be contracted to a point, yielding f (t) = 0. The Heaviside function (t) itself is the simplest retarded function, with a Fourier representation containing just a single pole just below the origin of the complex energy plane: dE i eiEt , (1.308) (t) = 2 E + i where is an innitesimally small positive number. The integral representation is undened for t = 0 and there are, in fact, innitely many possible denitions for the Heaviside function depending on the value assigned to the function at the origin. A
1.11 Fixed-Energy Amplitude
45
special role is played by the average of the Heaviside functions (1.302) and (1.300), which is equal to 1/2 at the origin: for t > 0, (t) 1 for t = 0, 2 0 for t < 0.
1
(1.309)
Usually, the dierence in the value at the origin does not matter since the Heaviside function appears only in integrals accompanied by some smooth function f (t). This makes the Heaviside function a distribution with respect to smooth test functions f (t) as dened in Eq. (1.162). All three distributions r (t), l (t), and (t) dene the same linear functional of the test functions by the integral [f ] = dt (t t )f (t ), (1.310)
and this is an element in the linear space of all distributions. As announced after Eq. (1.162), path integrals will specify, in addition, integrals over products of distribution and thus give rise to an important extension of the theory of distributions in Chapter 10. In this, the Heaviside function (t t ) plays the main role. While discussing the concept of distributions let us introduce, for later use, the closely related distribution (t t ) (t t ) (t t) = (t t ) (t t), which is a step function jumping at the origin from 1 to 1 as follows: 1 (t t ) = 0 1

(1.311)
for for for
t>t, t=t, t<t.
(1.312)
1.11
Fixed-Energy Amplitude
The Fourier-transform of the retarded time evolution amplitude (1.299) (xb |xa )E =
h dtb eiE(tb ta )/ (xb tb |xb ta )R = ta h dtb eiE(tb ta )/ (xb tb |xb ta ) (1.313)
is called the xed-energy amplitudes. If the Hamiltonian does not depend on time, we insert here Eq. (1.296) and nd that the xed-energy amplitudes are matrix elements (xb |xa )E = xb |R(E)|xa i h , E H + i (1.314)
of the so-called of the so-called resolvent operator R(E) = (1.315)
46
1 Fundamentals
which is the Fourier transform of the retarded time evolution operator (1.298): R(E) =
h dtb eiE(tb ta )/ U R (tb , ta ) = ta h dtb eiE(tb ta )/ U (tb , ta ).
(1.316)
Let us suppose that the time-independent Schrdinger equation is completely o solved, i.e., that one knows all solutions |n of the equation H|n = En |n . These satisfy the completeness relation |n n | = 1, (1.318) (1.317)
which can be inserted on the right-hand side of (1.296) between the Dirac brackets leading to the spectral representation (xb tb |xa ta ) = with n (x) = x|n (1.320) being the wave functions associated with the eigenstates |n . Applying the Fourier transform (1.313), we obtain (xb |xa )E =
n (xb )n (xa )Rn (E) = n n n (xb )n (xa ) n n (xb )n (xa ) exp [iEn (tb ta )/ ] , h
(1.319)
i h . E En + i
(1.321)
The xed-energy amplitude (1.313) contains as much information on the system as the time evolution amplitude, which is recovered from it by the inverse Fourier transformation dE h eiE(tb ta )/ (xb |xa )E . (1.322) (xb ta |xa ta ) = h 2 The small i-shift in the energy E in (1.321) may be thought of as being attached to each of the energies En , which are thus placed by an innitesimal piece below the real energy axis. Then the exponential behavior of the wave functions is slightly damped, going to zero at innite time:
h ei(En i)t/ 0.
(1.323)
This so-called ensures the causality of the Fourier representation (1.322). When doh ing the Fourier integral (1.322), the exponential eiE(tb ta )/ makes it always possible to close the integration contour along the energy axis by an innite semicircle in the complex energy plane, which lies in the upper half-plane for tb < ta and in the lower half-plane for tb > ta . The i-prescription guarantees that for tb < ta , there is no pole inside the closed contour making the propagator vanish. For tb > ta , on the other hand, the poles in the lower half-plane give, via Cauchys residue theorem, the
1.12 Free-Particle Amplitudes
47
spectral representation (1.319) of the propagator. An i-prescription will appear in another context in Section 2.3. If the eigenstates are nondegenerate, the residues at the poles of (1.321) render directly the products of eigenfunctions (barring degeneracies which must be discussed separately). For a system with a continuum of energy eigenvalues, there is a cut in the complex energy plane which may be thought of as a closely spaced sequence of poles. In general, the wave functions are recovered from the discontinuity of the amplitudes (xb |xa )E across the cut, using the formula disc i h E En i h i h = 2 (E En ). h E En + i E En i (1.324)
Here we have used the general relation to be used in integrals over E: 1 P = E En i E En i(E En ), (1.325)
where P indicates that the principal value of the integral. The energy integral over the discontinuity of the xed-energy amplitude (1.321) (xb |xa )E reproduces the completeness relation (1.318) taken between the local states xb | and |xa ,

dE disc (xb |xa )E = 2 h
n (xb )n (xa ) = xb |xa = (D) (xb xa ).
(1.326)
The completeness relation reects the following property of the resolvent operator:

dE disc R(E) = 1. 2 h
(1.327)
In general, the system possesses also a continuous spectrum, in which case the completeness relation contains a spectral integral and (1.318) has the form
n
|n n | +
d | | = 1.
(1.328)
The continuum causes a branch cut along in the complex energy plane, and (1.326) includes an integral over the discontinuity along the cut. The cut will mostly be omitted, for brevity.
1.12
Free-Particle Amplitudes
For a free particle with a Hamiltonian operator H = p2 /2M, the spectrum is continuous. The eigenfunctions are (1.189) with energies E(p) = p2 /2M. Inserting the completeness relation (1.187) into Eq. (1.296), we obtain for the time evolution amplitude of a free particle the Fourier representation (xb tb |xa ta ) = dD p i p2 p(xb xa ) exp (tb ta ) (2 )D h h 2M . (1.329)
48
1 Fundamentals
The momentum integrals can easily be done. First we perform a quadratic completion in the exponent and rewrite it as M (xb xa )2 . 2 tb ta (1.330) Then we replace the integration variables by the shifted momenta p = p (xb xa )/(tb ta )M , and the amplitude (1.329) becomes p(xb xa ) 1 1 xb xa 1 2 p (tb ta ) = p 2M 2M M tb ta (tb ta ) (xb tb |xa ta ) = F (tb ta ) exp i M (xb xa )2 , h 2 tb ta (1.331)
2
where F (tb ta ) is the integral over the shifted momenta F (tb ta ) dD p ip 2 exp (tb ta ) . (2 )D h h 2M (1.332)
This can be performed using the Fresnel integral formula dp 1 a 2 i, a > 0, exp i p = (1.333) a < 0. 2 2 |a| 1/ i, Here the square root i denotes the phase factor ei/4 : This follows from the Gauss formula dp 1 exp p2 = , Re > 0, (1.334) 2 2 by continuing analytically from positive values into the right complex half-plane. As long as Re > 0, this is straightforward. On the boundaries, i.e., on the positive and negative imaginary axes, one has to be careful. At = ia + with a > 0 and < innitesimal > 0, the integral is certainly convergent yielding (1.333). But the integral also converges for = 0, as can easily be seen by substituting x2 = z. See Appendix 1B. Note that dierentiation of Eq. (1.334) with respect to yields the more general Gaussian integral formula

1 (2n 1)!! dp p2n exp p2 = 2 n 2
Re > 0,
(1.335)
where (2n 1)!! is dened as the product (2n 1) (2n 3) 1. For odd powers p2n+1 , the integral vanishes. In the Fresnel formula (1.333), an extra integrand p2n produces a factor (i/a)n . Since the Fresnel formula is a special analytically continued case of the Gauss formula, we shall in the sequel always speak of Gaussian integrations and use Fresnels name only if the imaginary nature of the quadratic exponent is to be emphasized. Applying this formula to (1.332), we obtain F (tb ta ) = 1 2i (tb ta )/M h
D,
(1.336)
1.12 Free-Particle Amplitudes
49
so that the full time evolution amplitude of a free massive point particle is (xb tb |xa ta ) = 1 2i (tb ta )/M h
D
exp
i M (xb xa )2 . h 2 tb ta
(1.337)
In the limit tb ta , the left-hand side becomes the scalar product xb |xa = (D) (xb xa ), implying the following limiting formula for the -function (D) (xb xa ) =
tb ta 0
lim
1 2i (tb ta )/M h
D
exp
i M (xb xa )2 . h 2 tb ta
(1.338)
Inserting Eq. (1.331) into (1.313), we have for the xed-energy amplitude the integral representation (xb |xa )E = p2 i dD p p(xb xa ) + (tb ta ) E . exp (2 )D h h 2M 0 (1.339) Performing the time integration yields
d(tb ta )
(xb |xa )E =
dD p i h exp [ip(xb xa )] , (2 )D h E p2 /2M + i
(1.340)
where we have inserted a damping factor e(tb ta ) into the integral to ensure convergence at large tb ta . For a more explicit result it is more convenient to calculate the Fourier transform (1.337): (xb |xa )E =
0
d(tb ta )
1 2i (tb ta )/M h
D
M (xb xa )2 i E(tb ta ) + exp h 2 tb ta
(1.341)
For E < 0, we set and using the formula10

0
2ME/ 2 , h
/2
(1.342)
dtt
1 it+i/t
=2
ei/2 K (2 ),
(1.343)
where K (z) = K (z) is the modied Bessel function, we nd (xb |xa )E = i

10
2M D2 KD/21 (R) , h (2)D/2 (R)D/21
(1.344)
I.S. Gradshteyn and I.M. Ryzhik, Table of Integrals, Series, and Products, Academic Press, New York, 1980, Formulas 3.471.10, 3.471.11, and 8.432.6
50 where R |xb xa |. The simplest modied Bessel function is11 K1/2 (z) = K1/2 (z) = so that we nd for D = 1, 2, 3, the amplitudes i M 1 R e , h i M1 K0 (R), h i M 1 R e . h 2R z e , 2z
1 Fundamentals
(1.345)
(1.346)
At R = 0, the amplitude (1.344) is nite for all D 2, where we can use small-argument behavior of the associated Bessel function12 K (z) = K (z) to obtain (x|x)E = i 2M D2 (1 D/2). h (4)D/2 (1.348) 1 z () 2 2
for Re > 0,
(1.347)
This result can be continued analytically to D > 2, which will be needed later (for example in Subsection 4.9.4). For E > 0 we set h (1.349) k 2ME/ 2 and use the formula13
0
dtt
1 it+i/t
= i
/2
ei/2 H (2 ),
(1)
(1.350)
(1) where H (z) is the Hankel function, to nd
(xb |xa )E = The relation14
M k D2 HD/21 (kR) . h (2)D/2 (kR)D/21
(1.351)
K (iz) =
i/2 (1) ie H (z) 2
(1.352)
connects the two formulas with each other when continuing the energy from negative to positive values, which replaces by ei/2 k = ik.
M. Abramowitz and I. Stegun, Handbook of Mathematical Functions, Dover, New York, 1965, Formula 10.2.17. 12 ibid., Formula 9.6.9. 13 ibid., Formulas 3.471.11 and 8.421.7. 14 ibid., Formula 8.407.1.
11
1.13 Quantum Mechanics of General Lagrangian Systems
51
For large distances, the asymptotic behavior15 K (z) z e , 2z

(1) H (z)
2 i(z/2/4) e z
(1.353)
shows that the xed-energy amplitude behaves for E < 0 like (xb |xa )E i and for E > 0 like (xb |xa )E M D2 1 1 h k eikR/ . (D1)/2 (kR)(D1)/2 h (2i) (1.355) M D2 1 1 h eR/ , h (2)(D1)/2 (R)(D1)/2 (1.354)
For D = 1 and 3, these asymptotic expressions hold for all R.
1.13
Quantum Mechanics of General Lagrangian Systems
An extension of the quantum-mechanical formalism to systems described by a set of completely general Lagrange coordinates q1 , . . . , qN is not straightforward. Only in the special case of qi (i = 1, . . . , N) being merely a curvilinear reparametrization of a D-dimensional Euclidean space are the above correspondence rules sucient to quantize the system. Then N = D and a variable change from xi to qj in the Schrdinger equation leads to the correct quantum mechanics. It will be useful o to label the curvilinear coordinates by Greek superscripts and write q instead of qj . This will help writing all ensuing equations in a form which is manifestly covariant under coordinate transformations. In the original denition of generalized coordinates in Eq. (1.1), this was unnecessary since transformation properties were ignored. For the Cartesian coordinates we shall use Latin indices alternatively as sub- or superscripts. The coordinate transformation xi = xi (q ) implies the relation between the derivatives /q and i /xi : = ei (q)i , with the transformation matrix ei (q) xi (q) (1.357) (1.356)
called basis D-ad (in 3 dimensions triad, in 4 dimensions tetrad, etc.). Let ei (q) = q /xi be the inverse matrix (assuming it exists) called the reciprocal D-ad , satisfying with ei the orthogonality and completeness relations ei ei = , Then, (1.356) is inverted to i = ei (q)
15
ei ej = i j .
(1.358) (1.359)
ibid., Formulas 8.451.6 and 8.451.3.
52
1 Fundamentals
and yields the curvilinear transform of the Cartesian quantum-mechanical momentum operators pi = i i = i ei (q) . h h (1.360) The free-particle Hamiltonian operator 1 2 h2 H0 = T = p = 2M 2M goes over into
2
(1.361)
2 0 = h , H 2M where is the Laplacian expressed in curvilinear coordinates: = i2 = ei ei = ei ei + (ei ei ) . At this point one introduces the metric tensor g (q) ei (q)ei (q), its inverse g (q) = ei (q)ei (q), dened by g g = , and the so-called ane connection (q) = ei (q) ei (q) = ei (q) ei (q). Then the Laplacian takes the form = g (q) (q) , with being dened as the contraction g .
(1.362)
(1.363)
(1.364) (1.365)
(1.366)
(1.367)
(1.368)
The reason why (1.364) is called a metric tensor is obvious: An innitesimal square distance between two points in the original Cartesian coordinates ds2 dx2 becomes in curvilinear coordinates ds2 = x x dq dq = g (q)dq dq . q q (1.370) (1.369)
The innitesimal volume element dD x is given by dD x = g dD q, (1.371)

53
where is the determinant of the metric tensor. Using this determinant, we form the quantity 1 g 1/2 ( g 1/2 ) = g ( g ) 2 and see that it is equal to the once-contracted connection = . With the inverse metric (1.365) we have furthermore = g . (1.375) (1.374) (1.373) g(q) det (g (q)) (1.372)
We now take advantage of the fact that the derivatives , applied to the coordinate transformation xi (q) commute causing to be symmetric in , i.e., = and hence = . Together with (1.373) we nd the rotation 1 = ( g g), g (1.376)
which allows the Laplace operator to be rewritten in the more compact form 1 = g g . g This expression is called the Laplace-Beltrami operator .16 Thus we have shown that for a Hamiltonian in a Euclidean space H( , x) = p 1 2 p + V (x), 2M (1.378) (1.377)
the Schrdinger equation in curvilinear coordinates becomes o h2 H(q, t) + V (q) (q, t) = i t (q, t), h 2M (1.379)
where V (q) is short for V (x(q)). The scalar product of two wave functions dD x2 (x, t)1 (x, t), which determines the transition amplitudes of the system, transforms into dD q g 2 (q, t)1 (q, t). (1.380) It is important to realize that this Schrdinger equation would not be obtained o by a straightforward application of the canonical formalism to the coordinatetransformed version of the Cartesian Lagrangian L(x, x) =
16
M 2 x V (x). 2
(1.381)
More details will be given later in Eqs. (11.12)(11.18).
54 With the velocities transforming as xi = ei (q)q , the Lagrangian becomes L(q, q) = M g (q)q q V (q). 2
1 Fundamentals
(1.382)
(1.383)
Up to a factor M, the metric is equal to the Hessian metric of the system, which depends here only on q [recall (1.12)]: H (q) = Mg (q). The canonical momenta are p L = Mg q . q (1.385) (1.384)
The associated quantum-mechanical momentum operators p have to be Hermitian in the scalar product (1.380) and must satisfy the canonical commutation rules (1.268): [ , q ] = i , p h [ , q ] = 0, q [ , p ] = 0. p An obvious solution is p = i g 1/4 g 1/4 , h q = q. (1.387)
(1.386)
The commutation rules are true for i g z g z with any power z, but only z = 1/4 h produces a Hermitian momentum operator: h d3 q g (q, t)[i g 1/4 g 1/4 1 (q, t)] = 2 = d3 q g 1/4 (q, t)[i g 1/4 1 (q, t)] h 2 (1.388)
h d3 q g [i g 1/4 g 1/4 2 (q, t)] 1 (q, t),
as is easily veried by partial integration. In terms of the quantity (1.373), this can also be rewritten as p = i ( + 1 ). h 2 (1.389)
Consider now the classical Hamiltonian associated with the Lagrangian (1.383), which by (1.385) is simply H = p q L = 1 g (q)p p + V (q). 2M (1.390)
55
When trying to turn this expression into a Hamiltonian operator, we encounter the operator-ordering problem discussed in connection with Eq. (1.101). The correspondence principle requires replacing the momenta p by the momentum operators p , but it does not specify the position of these operators with respect to the coordinates q contained in the inverse metric g (q). An important constraint is provided by the required Hermiticity of the Hamiltonian operator, but this is not sucient for a unique specication. We may, for instance, dene the canonical Hamiltonian operator as 1 p g (q) + V (q), p (1.391) Hcan 2M in which the momentum operators have been arranged symmetrically around the inverse metric to achieve Hermiticity. This operator, however, is not equal to the correct Schrdinger operator in (1.379). The kinetic term contains what we may o call the canonical Laplacian
1 can = ( + 1 ) g (q) ( + 2 ). 2
(1.392)
It diers from the Laplace-Beltrami operator (1.377) in (1.379) by

1 can = 1 (g ) 4 g . 2
(1.393)
The correct Hamiltonian operator could be obtained by suitably distributing pairs of dummy factors of g 1/4 and g 1/4 symmetrically between the canonical operators [5]: 1 1/4 g p g 1/4 g (q)g 1/4 p g 1/4 + V (q). H= 2M (1.394)
This operator has the same classical limit (1.390) as (1.391). Unfortunately, the correspondence principle does not specify how the classical factors have to be ordered before being replaced by operators. The simplest system exhibiting the breakdown of the canonical quantization rules is a free particle in a plane described by radial coordinates q 1 = r, q 2 = : x1 = r cos , x2 = r sin . (1.395)
Since the innitesimal square distance is ds2 = dr 2 + r 2 d2 , the metric reads g = It has a determinant g = r2 and an inverse g
1 0 0 r2
(1.396)
(1.397)
1 0 0 r 2
(1.398)
56 The Laplace-Beltrami operator becomes 1 1 = r rr + 2 2 . r r The canonical Laplacian, on the other hand, reads can = (r + 1/2r)2 + 1 2 r2 1 1 1 = r 2 + r 2 + 2 2 . r 4r r
1 Fundamentals
(1.399)
(1.400)
The discrepancy (1.393) is therefore can = 1 . 4r 2 (1.401)
Note that this discrepancy arises even though there is no apparent ordering problem in the naively quantized canonical expression p g (q) p in (1.400). Only the need to introduce dummy g 1/4 - and g 1/4 -factors creates such problems, and a specication of the order is required to obtain the correct result. If the Lagrangian coordinates qi do not merely reparametrize a Euclidean space but specify the points of a general geometry, we cannot proceed as above and derive the Laplace-Beltrami operator by a coordinate transformation of a Cartesian Laplacian. With the canonical quantization rules being unreliable in curvilinear coordinates there are, at rst sight, severe diculties in quantizing such a system. This is why the literature contains many proposals for handling this problem [6]. Fortunately, a large class of non-Cartesian systems allows for a unique quantummechanical description on completely dierent grounds. These systems have the common property that their Hamiltonian can be expressed in terms of the generators of a group of motion in the general coordinate frame. For symmetry reasons, the correspondence principle must then be imposed not on the Poisson brackets of the canonical variables p and q, but on those of the group generators and the coordinates. The brackets containing two group generators specify the structure of the group, those containing a generator and a coordinate specify the dening representation of the group in conguration space. The replacement of these brackets by commutation rules constitutes the proper generalization of the canonical quantization from Cartesian to non-Cartesian coordinates. It is called group quantization. The replacement rule will be referred to as group correspondence principle. The canonical commutation rules in Euclidean space may be viewed as a special case of the commutation rules between group generators, i.e., of the Lie algebra of the group. In a Cartesian coordinate frame, the group of motion is the Euclidean group containing translations and rotations. The generators of translations and rotations are the momenta and the angular momenta, respectively. According to the group correspondence principle, the Poisson brackets between the generators and the coordinates are to be replaced by commutation rules. Thus, in a Euclidean space, the
1.14 Particle on the Surface of a Sphere
57
commutation rules between group generators and coordinates lead to the canonical quantization rules, and this appears to be the deeper reason why the canonical rules are correct. In systems whose energy depends on generators of the group of motion other than those of translations, for instance on the angular momenta, the commutators between the generators have to be used for quantization rather than the canonical commutators between positions and momenta. The prime examples for such systems are a particle on the surface of a sphere or a spinning top whose quantization will now be discussed.
1.14
Particle on the Surface of a Sphere
For a particle moving on the surface of a sphere of radius r with coordinates x1 = r sin cos , x2 = r sin sin , x3 = r cos , the Lagrangian reads Mr 2 2 L= ( + sin2 2 ). 2 The canonical momenta are p = Mr 2 , p = Mr 2 sin2 , (1.404) (1.403) (1.402)
and the classical Hamiltonian is given by H= 1 2 1 p2 + p . 2 2Mr sin2 (1.405)
According to the canonical quantization rules, the momenta should become operators 1 p = i 1/2 sin1/2 , p = i . h h (1.406) sin But as explained in the previous section, these momentum operators are not expected to give the correct Hamiltonian operator when inserted into the Hamiltonian (1.405). Moreover, there exists no proper coordinate transformation from the surface of the sphere to Cartesian coordinates17 such that a particle on a sphere cannot be treated via the safe Cartesian quantization rules (1.268): [i , xj ] = i i j , p h [i , xj ] = 0, x [i , pj ] = 0. p
17
(1.407)
There exist, however, certain innitesimal nonholonomic coordinate transformations which are multivalued and can be used to transform innitesimal distances in a curved space into those in a at one. They are introduced and applied in Sections 10.2 and Appendix 10A, leading once more to the same quantum mechanics as the one described here.
58
1 Fundamentals
The only help comes from the group properties of the motion on the surface of the sphere. The angular momentum L=xp (1.408)
can be quantized uniquely in Cartesian coordinates and becomes an operator L=xp (1.409)
whose components satisfy the commutation rules of the Lie algebra of the rotation group [Li , Lj ] = i Lk h (i, j, k cyclic). (1.410)
Note that there is no factor-ordering problem since the xi s and the pi s appear k . An important property of the angular momentum with dierent indices in each L operator is its homogeneity in x. It has the consequence that when going from Cartesian to spherical coordinates x1 = r sin cos , x2 = r sin sin , x3 = r cos , (1.411)
the radial coordinate cancels making the angular momentum a dierential operator involving only the angles , : L1 = i (sin + cot cos ) , h L2 = i (cos cot sin ) , h L3 = i . h
(1.412)
There is then a natural way of quantizing the system which makes use of these operators Li . We re-express the classical Hamiltonian (1.405) in terms of the classical angular momenta L1 = Mr 2 sin sin cos cos , L2 = Mr 2 cos sin cos sin , L3 = Mr 2 sin2 (1.413)
1 L2 , (1.414) 2Mr 2 and replace the angular momenta by the operators (1.412). The result is the Hamiltonian operator: H= H= 1 h2 1 1 2 2 . L = (sin ) + 2 2 sin 2Mr 2Mr sin2 (1.415)
as
1.15 Spinning Top
59
The eigenfunctions diagonalizing the rotation-invariant operator L2 are well known. They can be chosen to diagonalize simultaneously one component of Li , for instance the third one, L3 , in which case they are equal to the spherical harmonics Ylm (, ) = (1)
m
2l + 1 (l m)! 4 (l + m)!
1/2
Plm (cos )eim ,
(1.416)
with Plm (z) being the associated Legendre polynomials Plm (z) = dl+m 1 (1 z 2 )m/2 l+m (z 2 1)l . 2l l! dx (1.417)
The spherical harmonics are orthonormal with respect to the rotation-invariant scalar product
0
d sin
2 0
d Ylm (, )Yl m (, ) = ll mm .
(1.418)
Two important lessons can be learned from this group quantization. First, the correct Hamiltonian operator (1.415) does not agree with the canonically quantized one which would be obtained by inserting Eqs. (1.406) into (1.405). The correct result would, however, arise by distributing dummy factors g 1/4 = r 1 sin1/2 , g 1/4 = r sin1/2 (1.419)
between the canonical momentum operators as observed earlier in Eq. (1.394). Second, just as in the case of polar coordinates, the correct Hamiltonian operator is equal to h2 H= , (1.420) 2M where is the Laplace-Beltrami operator associated with the metric g = r 2 i.e., = 1 0 0 sin2 , (1.421)
1 1 1 (sin ) + 2 . r 2 sin sin2
(1.422)
1.15
Spinning Top
For a spinning top, the optimal starting point is again not the classical Lagrangian but the Hamiltonian expressed in terms of the classical angular momenta. In the symmetric case in which two moments of inertia coincide, it is written as H= 1 1 (L 2 + L 2 ) + L 2 , 2I 2I (1.423)
60
1 Fundamentals
where L , L , L are the components of the orbital angular momentum in the directions of the principal body axes with I , I I , I being the corresponding moments of inertia. The classical angular momentum of an aggregate of mass points is given by x p , (1.424) L=
where the sum over runs over all mass points. The angular momentum possesses a unique operator x p , (1.425) L=
with the commutation rules (1.410) between the components Li . Since rotations do not change the distances between the mass points, they commute with the constraints of the rigid body. If the center of mass of the rigid body is placed at the origin, the only dynamical degrees of freedom are the orientations in space. They can uniquely be specied by the rotation matrix which brings the body from some standard orientation to the actual one. We may choose the standard orientation to have the principal body axes aligned with the x, y, z-directions, respectively. An arbitrary orientation is obtained by applying all nite rotations to each point of the body. They are specied by the 3 3 orthonormal matrices Rij . The space of these matrices has three degrees of freedom. It can be decomposed, omitting the matrix indices as R(, , ) = R3 ()R2 ()R3 (), (1.426) where R3 (), R3 () are rotations around the z-axis by angles , , respectively, and R2 () is a rotation around the y-axis by . These rotation matrices can be expressed as exponentials h Ri () eiLi / , (1.427) where is the rotation angle and Li are the 3 3 matrix generators of the rotations with the elements (Li )jk = i ijk . h (1.428) It is easy to check that these generators satisfy the commutation rules (1.410) of angular momentum operators. The angles , , are referred to as Euler angles. The 3 3 rotation matrices make it possible to express the innitesimal rotations around the three coordinate axes as dierential operators of the three Euler angles. Let (R) be the wave function of the spinning top describing the probability amplitude of the dierent orientations which arise from a standard orientation by the rotation matrix R = R(, , ). Under a further rotation by R( , , ), the wave function goes over into (R) = (R1 ( , , )R). The transformation may be described by a unitary dierential operator
U ( , , ) ei L3 ei L2 ei L3 ,
(1.429)
1.15 Spinning Top
61
where Li is the representation of the generators in terms of dierential operators. To calculate these we note that the 3 3 -matrix R1 (, , ) has the following derivatives i R1 = R1 L3 , h i R1 = R1 (cos L2 sin L1 ), h i R1 = R1 [cos L3 + sin (cos L1 + sin L2 )] . h
h h eiL3 / L2 eiL3 / = cos L2 sin L1 ,
(1.430)
The rst relation is trivial, the second follows from the rotation of the generator (1.431)
which is a consequence of Lies expansion formula eiA BeiA = 1 i[A, B] + i2 [A, [A, B]] + . . . , 2! (1.432)
together with the commutation rules (1.428) of the 3 3 matrices Li . The third requires, in addition, the rotation
h h eiL2 / L3 eiL2 / = cos L3 + sin L1 .
(1.433)
Inverting the relations (1.430), we nd the dierential operators generating the rotations [7]: cos L1 = i cos cot + sin h , sin sin L2 = i sin cot cos h , sin L3 = i . h After exponentiating these dierential operators we derive U( , , )R1 U 1 ( , , )(, , ) = R1 (, , )R( , , ), U ( , , )R(, , )U 1 ( , , ) = R1 ( , , )R(, , ), (1.435) so that U ( , , )(R) = (R), as desired. In the Hamiltonian (1.423), we need the components of L along the body axes. They are obtained by rotating the 3 3 matrices Li by R(, , ) into L = RL1 R1 = cos cos (cos L1 + sin L2 ) + sin (cos L2 sin L1 ) cos sin L3 ,
(1.434)
L = RL2 R1 = sin cos (cos L1 + sin L2 ) + cos (cos L2 sin L1 ) + sin sin L3 ,
(1.436)
L = RL3 R1 = cos L3 + sin (cos L1 + sin L2 ),
62
1 Fundamentals
and replacing Li Li in the nal expressions. Inserting (1.434), we nd the operators cos L = i cos cot sin + h , sin sin L = i sin cot cos h , sin L = i . h
(1.437)
Note that these commutation rules have an opposite sign with respect to those in Eqs. (1.410) of the operators Li :18 [L , L ] = i L , h L = ai Li , , , = cyclic. L = ai Li , (1.438)
The sign is most simply understood by writing L = ai Li , (1.439)
where ai , ai , ai , are the components of the body axes. Under rotations these behave like [Li , aj ] = i ijk ak , i.e., they are vector operators. It is easy to check that this h property produces the sign reversal in (1.438) with respect to (1.410). The correspondence principle is now applied to the Hamiltonian in Eq. (1.423) by placing operator hats on the La s. The energy spectrum and the wave functions can then be obtained by using only the group commutators between L , L , L . The spectrum is 1 1 1 (1.440) EL = h2 2 , L(L + 1) + 2I 2I 2I where L(L + 1) with L = 0, 1, 2, . . . are the eigenvalues of L2 , and = L, . . . , L are the eigenvalues of L . The wave functions are the representation functions of the rotation group. If the Euler angles , , are used to specify the body axes, the wave functions are L Lm (, , ) = Dm (, , ). (1.441) L Here m are the eigenvalues of L3 , the magnetic quantum numbers, and Dm (, , ) are the representation matrices of angular momentum L. In accordance with (1.429), one may decompose
L Dmm (, , ) = ei(m+m ) dL (), mm
(1.442)
with the matrices dL mm (L + m )!(L m )! () = (L + m)!(L m)!

18
1/2
cos 2
m+m
sin 2
mm
PLm
(m m,m +m)
(cos ).
(1.443)
When applied to functions not depending on , then, after replacing and , the operators agree with those in (1.412), up to the sign of L1 .
1.15 Spinning Top
63
For j = 1/2, these form the spinor representation of the rotations around the y-axis dm m () =
1/2
cos /2 sin /2 sin /2 cos /2
(1.444)
The indices have the order +1/2, 1/2. The full spinor representation function D 1/2 (, , ) in (1.442) is most easily obtained by inserting into the general expres sion (1.429) the representation matrices of spin 1/2 for the generators Li with the commutation rules (1.410) the famous Pauli spin matrices: 1 = Thus we can write D 1/2 (, , ) = ei3 /2 ei2 /2 ei3 /2 . (1.446) 0 1 1 0 , 2 = 0 i i 0 , 3 = 1 0 0 1 . (1.445)
The rst and the third factor yield the pure phase factors in (1.442). The function 2 1/2 dm m () is obtained by a simple power series expansion of ei /2 , using the fact that ( 2 )2n = 1 and ( 2 )2n+1 = 2 : ei
2 /2
= cos /2 i sin /2 2,
(1.447)
which is equal to (1.444). For j = 1, the representation functions (1.443) form the vector representation d1 m () = m

1 (1 + cos ) 2 1 sin 2 1 (1 cos ) 2 1 1 2 sin 2 (1 cos ) 1 . cos 2 sin 1 sin 1 (1 + cos ) 2 2
(1.448)
where the indices have the order +1/2, 1/2. The vector representation goes over into the ordinary rotation matrices Rij () by mapping the states |1m onto the spherical unit vectors (0) = z, (1) = ( i )/2 using the matrix elements x y 1 i 1 i|1m = (m). Hence R() (m) = m =1 (m )dm m (). The representation functions D 1 (, , ) can also be obtained by inserting into the general exponential (1.429) the representation matrices of spin 1 for the genera tors Li with the commutation rules (1.410). In Cartesian coordinates, these are simply (Li )jk = i ijk , where ijk is the completely antisymmetric tensor with = 123 = 1. In the spherical basis, these become (Li )mm = m|i (Li )ij j|m i )ij j (m ). The exponential (ei L2 )mm is equal to (1.448). i (m)(L (,) The functions Pl (z) are the Jacobi polynomials [8], which can be expressed in terms of hypergeometric functions as Pl
(,)
(1)l (l + + 1) F (l, l + 1 + + ; 1 + ; (1 + z)/2), l! ( + 1)
(1.449)
64 where F (a, b; c; z) 1 +
1 Fundamentals
ab a(a + 1) b(b + 1) z 2 z+ + ... . c c(c + 1) 2!
(1.450)
The rotation functions dL () satisfy the dierential equation mm d m2 + m 2 2mm cos L d2 cot + dmm () = L(L + 1)dL (). (1.451) mm d 2 d sin2
The scalar products of two wave functions have to be calculated with a measure of integration which is invariant under rotations: 2 |1
2 0 0 0 2 dd sin d 2 (, , )1 (, , ).
(1.452)
The above eigenstates (1.442) satisfy the orthogonality relation

2 0 0 0 2 L L dd sin d Dm1 m1 (, , )Dm2 m2 (, , )
1 2
= m1 m2 m1 m2 L1 L2
8 2 . 2L1 + 1
(1.453)
Let us also contrast in this example the correct quantization via the commutation rules between group generators with the canonical approach which would start out with the classical Lagrangian. In terms of Euler angles, the Lagrangian reads 1 L = [I ( 2 + 2 ) + I 2 ], 2 (1.454)
where , , are the angular velocities measured along the principal axes of the top. To nd these we note that the components in the rest system 1 , 2, 3 are obtained from the relation k Lk = iRR1 (1.455) as 1 = sin + sin cos , 2 = cos + sin sin , 3 = cos + . After the rotation (1.436) into the body-xed system, these become = sin sin cos , = cos + sin sin , = cos + . Explicitly, the Lagrangian is 1 L = [I ( 2 + 2 sin2 ) + I ( cos + )2 ]. 2 (1.458)
(1.456)
(1.457)
1.15 Spinning Top
65
Considering , , as Lagrange coordinates q with = 1, 2, 3, this can be written in the form (1.383) with the Hessian metric [recall (1.12) and (1.384)]: g whose determinant is I sin2 + I cos2 0 I cos 0 I 0 = , I cos 0 I

(1.459)
Hence the measure d3 q g in the scalar product (1.380) agrees with the rotationinvariant measure (1.452) up to a trivial constant factor. Incidentally, this is also 2 true for the asymmetric top with I = I = I , where g = I I sin2 , although the metric g is then much more complicated (see Appendix 1C). The canonical momenta associated with the Lagrangian (1.454) are, according to (1.383), p = L/ = I sin2 + I cos ( cos + ), = I , p = L/ p = L/ = I ( cos + ). After inverting the metric to g 1 0 cos 1 2 0 sin 0 = 2 I sin cos 0 cos2 + I sin2 /I p 2 +

2 g = I I sin2 .
(1.460)
(1.461)
(1.462)
we nd the classical Hamiltonian H=
1 1 2 cos2 1 p + + 2 2 I I sin I
1 2 cos 2 p p . 2 p I sin I sin2
(1.463)
This Hamiltonian has no apparent ordering problem. One is therefore tempted to replace the momenta simply by the corresponding Hermitian operators which are, according to (1.387), p = i , h p = i . h Inserting these into (1.463) gives the canonical Hamiltonian operator Hcan = H + Hdiscr , with 2 h 2 + cot + I + cot2 2 H 2I I 1 2 cos 2 + 2 sin sin2 (1.465) 1 cot ), 2 (1.464)
p = i (sin )1/2 (sin )1/2 = i ( + h h
(1.466)
66 and
1 Fundamentals
1 3 1 1 Hdiscr ( cot ) + cot2 = . 2 2 4 4 sin 4
(1.467)
The rst term H agrees with the correct quantum-mechanical operator derived above. Indeed, inserting the dierential operators for the body-xed angular mo menta (1.437) into the Hamiltonian (1.423), we nd H. The term Hdiscr is the discrepancy between the canonical and the correct Hamiltonian operator. It exists even though there is no apparent ordering problem, just as in the radial coordinate expression (1.400). The correct Hamiltonian could be obtained by replacing the classical p 2 term in H by the operator g 1/4 p g 1/2 p g 1/4 , by analogy with the of Eq. (1.394). treatment of the radial coordinates in H As another similarity with the two-dimensional system in radial coordinates and the particle on the surface of the sphere, we observe that while the canonical quantization fails, the Hamiltonian operator of the symmetric spinning top is correctly given by the Laplace-Beltrami operator (1.377) after inserting the metric (1.459) and the inverse (1.462). It is straightforward although tedious to verify that this is also true for the completely asymmetric top [which has quite a complicated metric given in Appendix 1C, see Eqs. (1C.2), and (1C.4)]. This is an important nontrivial result, since for a spinning top, the Lagrangian cannot be obtained by reparametrizing a particle in a Euclidean space with curvilinear coordinates. The result suggests that a replacement g (q)p p 2 h (1.468) produces the correct Hamiltonian operator in any non-Euclidean space.19 What is the characteristic non-Euclidean property of the , , space? As we shall see in detail in Chapter 10, the relevant quantity is the curvature scalar R. The exact denition will be found in Eq. (10.42). For the asymmetric spinning top we nd (see Appendix 1C)
2 2 2 (I + I + I )2 2(I + I + I ) R= . 2I I I
(1.469)
Thus, just like a particle on the surface of a sphere, the spinning top corresponds to a particle moving in a space with constant curvature. In this space, the correct correspondence principle can also be deduced from symmetry arguments. The geometry is most easily understood by observing that the , , space may be considered as the surface of a sphere in four dimensions, as we shall see in more detail in Chapter 8. An important non-Euclidean space of physical interest is encountered in the context of general relativity. Originally, gravitating matter was assumed to move in a spacetime with an arbitrary local curvature. In newer developments of the theory one also allows for the presence of a nonvanishing torsion. In such a general situation,
If the space has curvature and no torsion, this is the correct answer. If torsion is present, the correct answer will be given in Chapters 10 and 8.
19
1.16 Scattering
67
where the group quantization rule is inapplicable, the correspondence principle has always been a matter of controversy [see the references after (1.401)] to be resolved in this text. In Chapters 10 and 8 we shall present a new quantum equivalence principle which is based on an application of simple geometrical principles to path integrals and which will specify a natural and unique passage from classical to quantum mechanics in any coordinate frame.20 The conguration space may carry curvature and a certain class of torsions (gradient torsion). Several arguments suggest that our principle is correct. For the above systems with a Hamiltonian which can be expressed entirely in terms of generators of a group of motion in the underlying space, the new quantum equivalence principle will give the same results as the group quantization rule.
1.16
Scattering
Most observations of quantum phenomena are obtained from scattering processes of fundamental particles.
1.16.1
Scattering Matrix
Consider a particle impinging with a momentum pa and energy E = Ea = p2 /2M a upon a nonzero potential concentrated around the origin. After a long time, it will be found far from the potential with some momentum pb . The energy will be unchanged: E = Eb = p2 /2M. The probability amplitude for such a process is b given by the time evolution amplitude in the momentum representation
h (pb tb |pa ta ) pb |eiH(tb ta )/ |pa ,
(1.470)
where the limit tb and ta has to be taken. Long before and after the collision, this amplitude oscillates with a frequency = E/ characteristic for free h particles of energy E. In order to have a time-independent limit, we remove these oscillations, from (1.470), and dene the scattering matrix (S-matrix) by the limit pb |S|pa
tb ta
lim
h h ei(Eb tb Ea ta )/ pb |eiH(tb ta )/ |pa .
(1.471)
Most of the impinging particles will not scatter at all, so that this amplitude must contain a leading term, which is separated as follows: pb |S|pa = pb |pa + pb |S|pa , where
h pb |pa = pb |eiH(tb ta )/ |pa = (2 )3 (3) (pb pa ) h
(1.472) (1.473)
shows the normalization of the states [recall (1.186)]. This leading term is commonly subtracted from (1.471) to nd the true scattering amplitude. Moreover,
H. Kleinert, Mod. Phys. Lett. A 4 , 2329 (1989) (http://www.physik.fu-berlin.de/ ~kleinert/199); Phys. Lett. B 236 , 315 (1990) (ibid.http/202).
20
68
1 Fundamentals
since potential scattering conserves energy, the remaining amplitude contains a function ensuring energy conservation, and it is useful to divide this out, dening the so-called T -matrix by the decomposition by From the denition (1.471) and the hermiticity of H it follows that scattering matrix is a unitary matrix. This expresses the physical fact that the total probability of an incident particle to re-emerge at some time is unity (in quantum eld theory the situation is more complicated due to emission and absorption processes). In the basis states |pm introduced in Eq. (1.180) which satisfy the completeness relation (1.182) and are normalized to unity in a nite volume V , the unitarity is expressed as
m
pb |S|pa (2 )3 (3) (pa pa ) 2 i(Eb Ea ) pb |T |pa . h h
(1.474)
pm |S |pm
pm |S|pm
=
m
pm |S|pm
pm |S |pm
= 1.
(1.475)
Remembering the relation (1.185) between the discrete states |pm and their continuous limits |p , we see that 1 pb m |S|pa m 3 pb |S|pa , L (1.476)
where L3 is the spatial volume, and pm and pm are the discrete momenta closest to b a pb and pa . In the continuous basis |p , the unitarity relation reads d3 p pb |S |p p|S|pa = 3 (2 ) h d3 p pb |S|p p|S |pa = 1. 3 (2 ) h (1.477)
1.16.2
Cross Section
The absolute square of pb |S|pa gives the probability Ppb pa for the scattering from the initial momentum state pa to the nal momentum state pb . Omitting the unscattered particles, we have 1 2 (0) 2 (Eb Ea )| pb |T |pa |2 . h h (1.478) L6 The factor (0) at zero energy is made nite by imagining the scattering process to take place with an incident time-independent plane wave over a nite total time T . h Then 2 (0) = dt eiEt/ |E=0 = T , and the probability is proportional to the time h T: 1 Ppb pa = 6 T 2 (Eb Ea )| pb |T |pa |2. h (1.479) L By summing this over all discrete nal momenta, or equivalently, by integrating this over the phase space of the nal momenta [recall (1.184)], we nd the total probability per unit time for the scattering to take place Ppb pa = dP 1 = 6 dt L d3 pb L3 2 (Eb Ea )| pb |T |pa |2 . h (2 )3 h (1.480)
1.16 Scattering
69
The momentum integral can be split into an integral over the nal energy and the nal solid angle. For non-relativistic particles, this goes as follows M 1 d 3 pb = 3 3 (2 )3 (2 ) h (2 ) h h d
0
dEb pb ,
(1.481)
where d = db d cos b is the element of solid angle into which the particle is scattered. The energy integral removes the -function in (1.480), and makes pb equal to pa . The dierential scattering cross section d/d is dened as the probability that a single impinging particle ends up in a solid angle d per unit time and unit current density. From (1.480) we identify d dP 1 1 Mp 1 = = 3 2 |Tpb pa |2 , h d d j L (2 )3 h j where we have set pb |T |pa Tpb pa , (1.482)
(1.483)
for brevity. In a volume L3 , the current density of a single impinging particle is given by the velocity v = p/M as j= 1 p , L3 M (1.484)
so that the dierential cross section becomes M2 d = |Tp p |2 . d (2 )2 b a h (1.485)
If the scattered particle moves relativistically, we have to replace the constant mass M in (1.481) by E = p2 + M 2 inside the momentum integral, where p = |p|, so that d3 p 1 = 3 (2 ) h (2 )3 h 1 = (2 )3 h d d
0 0
dp p2 dEE p. (1.486)
In the relativistic case, the initial current density is not proportional to p/M but to the relativistic velocity v = p/E so that j= Hence the cross section becomes d E2 = |Tp p |2 . d (2 )2 b a h (1.488) 1 p . L3 E (1.487)
70
1 Fundamentals
1.16.3
Born Approximation
h S 1 iV / .
To lowest order in the interaction strength, the operator S in (1.471) is (1.489)
For a time-independent scattering potential, this implies Tpb pa Vpb pa / , h where Vpb pa pb |V |pa =
h d3 x ei(pb pa )x/ V (x) = V (pb pa )
(1.490)
(1.491)
is a function of the momentum transfer q pb pa only. Then (1.488) reduces to the so called Born approximation (Born 1926) E2 d |Vp p |2 . d (2 )2h2 b a h (1.492)
The amplitude whose square is equal to the dierential cross section is usually denoted by fpb pa , i.e., one writes d = |fpb pa |2 . d By comparison with (1.492) we identify fpb pa M Rp p , 2 b a h (1.494) (1.493)
where we have chosen the sign to agree with the convention in the textbook by Landau and Lifshitz [9].
1.16.4
Partial Wave Expansion and Eikonal Approximation
The scattering amplitude is usually expanded in partial waves with the help of Legendre polynomials Pl (z) Pl0(z) [see (1.417)] as fpb pa = h 2ip
l=0
(2l + 1)Pl (cos ) e2il (p) 1
(1.495)
where p |p| = |pb | = |pa | and is the scattering dened by cos pb pb /|pb ||pa |. In terms of , the momentum transfer q = pb pa has the size |q| = 2p sin(/2). For small , we can use the asymptotic form of the Legendre polynomials21 Plm(cos )
21
1 Jm (l), lm
(1.496)
M. Abramowitz and I. Stegun, op. cit., Formula 9.1.71.

1.16 Scattering
71
to rewrite (1.495) approximately as an integral

ei fpb pa =
p i h
db b J0 (qb) exp 2ipb/ (p) 1 , h
(1.497)
where b l /p is the so called impact parameter of the scattering process. This is h the eikonal approximation to the scattering amplitude. As an example, consider 2 Coulomb scattering where V (r) = Ze /r and (2.743) yields ei [v] b,P Ze2 M 1 = |P| h

dz
b2
1 . + z2
(1.498)
The integral diverges logarithmically, but in a physical sample, the potential is screened at some distance R by opposite charges. Performing the integral up to R yields 1 R + R2 b2 Ze2 M 1 Ze2 M 1 R ei dr 2 log = b,P [v] = |P| h b |P| h b r b2 2 Ze M 1 2R 2 log . (1.499) |P| h b This implies exp where ei b,P b 2R
2i
(1.500)
is a dimensionless quantity since e2 = hc where is the dimensionless ne-structure 22 constant e2 = 1/137.035 997 9 . . . . (1.502) = hc The integral over the impact parameter in (1.497) can now be performed and yields
ei fpb pa
Ze2 M 1 |P| h
(1.501)
h 1 (1 + i) 2i log(2pR/ ) h e . 2+2i 2ip sin (/2) (i)
(1.503)
Remarkably, this is the exact quantum mechanical amplitude of Coulomb scattering, except for the last phase factor which accounts for a nite screening length. This amplitude contains poles at momentum variables p = pn whenever in
22
Ze2 M h = n, pn
n = 1, 2, 3, . . . .
(1.504)
Throughout this book we use electromagnetic units where the electric eld E = has the energy density H = E2 /8 + , where is the charge density, so that E = 4 and e2 = hc . The ne-structure constant is measured most precisely via the quantum Hall eect , see M.E. Cage et al., IEEE Trans. Instrum. Meas. 38 , 284 (1989). The magnetic eld satises Amp`res law e B = 4j, where j is the current density.
72 This corresponds to energies E

(n)
1 Fundamentals
MZ 2 e4 1 p2 n = , = 2M h2 2n2
(1.505)
which are the well-known energy values of hydrogen-like atoms with nuclear charge Ze. The prefactor EH e2 /aH = Me4 / 2 = 4.359 1011 erg = 27.210 eV, is equal h to twice the Rydberg energy (see also p. 871).
1.16.5
Scattering Amplitude from Time Evolution Amplitude
There exists a heuristic formula expressing the scattering amplitude as a limit of the time evolution amplitude. For this we express the -function in the energy as a large-time limit i tb (pb pa )2 , h 2M (1.506) where pb = |pb |. Inserting this into Eq. (1.474) and setting sloppily pb = pa for elastic scattering, the -function is removed and we obtain the following expression for the scattering amplitude exp fpb pa pb = M 2 M/i h (2 )3 h
3 tb t1/2 b
tb M M (Eb Ea ) = (pb pa ) = lim tb 2 M/i pb pb h
1/2
lim
h eiEb (tb ta )/ [(pb tb |pa ta ) pb |pa ] .
(1.507)
This treatment of a -function is certainly unsatisfactory. A satisfactory treatment will be given in the path integral formulation in Section 2.22. At the present stage, we may proceed with more care with the following operator calculation. We rewrite the limit (1.471) with the help of the time evolution operator (2.5) as follows: pb |S|pa =
tb ta
lim
h ei(Eb tb Ea ta )/ (pb tb |pa ta )
tb ,ta
lim
pb |UI (tb , ta )|pa ,
(1.508)
where UI (tb , ta ) is the time evolution operator in Diracs interaction picture (1.286).
1.16.6
Lippmann-Schwinger Equation
From the denition (1.286) it follows that the operator UI (tb , ta ) satises the same composition law (1.254) as the ordinary time evolution operator U(t, ta ): UI (t, ta ) = UI (t, tb )UI (tb , ta ). Now we observe that
h h h eiH0 t/ UI (t, ta ) = eiHt/ UI (0, ta ) = UI (0, ta t)eiH0 t/ ,
(1.509)
(1.510)
1.16 Scattering
73
so that in the limit ta

h h h eiH0 t/ UI (t, ta ) = eiHt/ UI (0, ta ) UI (0, ta )eiH0 t/ ,
(1.511)
and therefore
ta h h h h lim UI (tb , ta ) = lim eiH0 tb / eiHtb / UI (0, ta ) = lim eiH0 tb / UI (0, ta )eiH0 tb / , ta ta
(1.512)
which allows us to rewrite the scattering matrix (1.508) as pb |S|pa

tb ,ta
lim
h ei(Eb Ea )tb / pb |UI (0, ta )|pa .
(1.513)
Note that in contrast to (1.471), the time evolution of the initial state goes now only over the negative time axis rather than the full one. Taking the matrix elements of Eq. (1.291) between free-particle states pb | and |pb , and using Eqs. (1.291) and (1.511), we obtain at tb = 0 i pb |UI (0, ta )|pb = pb |pb h
0 h dt ei(Eb Ea i)t/ pb |V UI (0, ta )|pb . (1.514)
h A small damping factor et/ is inserted to ensure convergence at t = . For a time-independent potential, the integral can be done and yields
pb |UI (0, ta )|pb = pb |pb
1 pb |V UI (0, ta )|pb . Eb Ea i
(1.515)
This is the famous Lippmann-Schwinger equation. Inserting this into (1.513), we obtain the equation for the scattering matrix pb |S|pa = lim ei(Eb Ea )tb pb |pa 1 pb |V UI (0, ta )|pb Eb Ea i . (1.516)
tb ,ta
The rst term in brackets is nonzero only if the momenta pa and pb are equal, in which case also the energies are equal, Eb = Ea , so that the prefactor can be set equal to one. In front of the second term, the prefactor oscillates rapidly as the time tb grows large, making any nite function of Eb vanish, as a consequence of the Riemann-Lebesgue lemma. The second term contains, however, a pole at Eb = Ea for which the limit has to be done more carefully. The prefactor has the property
h ei(Eb Ea )tb / = tb Eb Ea i
lim
0, i/,
Eb = Ea , Eb = Ea .
(1.517)
It is easy to see that this property denes a -function in the energy:

h ei(Eb Ea )tb / = 2i(Eb Ea ). lim tb Eb Ea i
(1.518)
74
1 Fundamentals
Indeed, let us integrate the left-hand side together with a smooth function f (Eb ), and set Eb Ea + /tb . Then the Eb -integral is rewritten as

(1.519)
ei f (Ea + /ta ) . + i
(1.520)
In the limit of large ta , the function f (Ea ) can be taken out of the integral and the contour of integration can then be closed in the upper half of the complex energy plane, yielding 2i. Thus we obtain from (1.516) the formula (1.474), with the T -matrix 1 pb |T |pa = pb |V UI (0, ta )|pb . (1.521) h For a small potential V , we approximate UI (0, ta ) 1, and nd the Born approximation (1.490). The the Lippmann-Schwinger equation can be recast as an integral equation for the T -matrix. Multiplying the original equation (1.515) by the matrix pb |V |pa = Vpb pc from the left, we obtain Tpb pa = Vpb pa 1 d 3 pc Vpb pc Tp p . (2 )3 h Ec Ea i c a (1.522)
To extract physical information from the T -matrix (1.521) it is useful to analyze the behavior of the interacting state UI (0, ta )|pa in x-space. From Eq. (1.511), we see that it is an eigenstate of the full Hamiltonian operator H with the initial energy Ea . Multiplying this state by x| from the left, and inserting a complete set of momentum eigenstates, we calculate x|UI (0, ta )|pa = d3 p x|p p|UI (0, ta )|pa = (2 )3 h d3 p x|p p|UI (0, ta )|pa . (2 )3 h
Using Eq. (1.515), this becomes x|UI (0, ta )|pa = x|pa + The function (x|x )Ea = i h d3 pb ipb (xx )/ h e (2 )3 h Ea p2 /2M + i (1.524) d3 x
h d 3 pb eipb (xx )/ V (x ) x |UI (0, ta )|pa . (2 )3 Ea p2 /2M +i h b (1.523)
is recognized as the xed-energy amplitude (1.340) of the free particle. In three dimensions it reads [see (1.355)] (x|x )Ea =
h 2Mi eipa |xx |/ , h 4|x x |
pa =
2MEa .
(1.525)
1.16 Scattering
75
In order to nd the scattering amplitude, we consider the wave function (1.523) far away from the scattering center, i.e., at large |x|. Under the assumption that V (x ) is nonzero only for small x , we approximate |x x | r xx , where x is the unit vector in the direction of x, and (1.523) becomes
h x|UI (0, ta )|pa eipa x/
eipa r 4r
d4 x eipa xx
2M V (x ) x |UI (0, ta )|pa . h2 (1.526)
h In the limit ta , the factor multiplying the spherical wave factor eipa r/ /r is the scattering amplitude f ( )pa , whose absolute square gives the cross section. x For scattering to a nal momentum pb , the outgoing particles are detected far away from the scattering center in the direction x = pb . Because of energy conservation, we may set pa x = pb and obtain the formula
fpb pa = lim
ta
M 2 2 h
d4 xb eipb xb V (xb ) xb |UI (0, ta )|pa .
(1.527)
By studying the interacting state UI (0, ta )|pa in x-space, we have avoided the singular -function of energy conservation. We are now prepared to derive formula (1.507) for the scattering amplitude. We observe that in the limit ta , the amplitude xb |UI (0, ta )|pa can be obtained from the time evolution amplitude (xb tb |xa ta ) as follows: xb |UI (0, ta )|pa = =
h xb |U(0, ta )|pa eiEa ta / ta
(1.528)
2
lim
2i ta h M
3/2
h (xb tb |xa ta )ei(pa xa pa ta /2M )/
xa =pa ta /M
This follows directly from the Fourier transformation

h xb |U (0, ta )|pa eiEa ta / = h d3 xa (xb tb |xa ta )ei(pa xa pa ta /2M )/ ,
2
(1.529)
by substituting the dummy integration variable xa by pta /M. Then the right-hand side becomes ta M
3 h d3 p (xb 0|pta ta )ei(pa ppa )ta /2M .
2
(1.530)
Now, for large ta , the momentum integration is squeezed to p = pa , and we obtain (1.528). The appropriate limiting formula for the -function (ta )D/2 i ta (pb pa )2 (D) (pb pa ) = lim D exp ta h 2M 2i M h (1.531)
is easily obtained from Eq. (1.338) by an obvious substitution of variables. Its complex conjugate for D = 1 was written down before in Eq. (1.506) with ta replaced
76
1 Fundamentals
by tb . The exponential on the right-hand side can just as well be multiplied by a 2 2 2 h factor ei(pb pa ) /2M which is unity when both sides are nonzero, so that it becomes 2 )t /2M h ei(pa ppa a . In this way we obtain a representation of the -function by which 2 h the Fourier integral (1.530) goes over into (1.528). The phase factor ei(pa xa pa ta /2M )/ on the right-hand side of Eq. (1.528), which is unity in the limit performed in that equation, is kept in Eq. (4.543) for later convenience. Formula (1.528) is a reliable starting point for extracting the scattering amplitude fpb pa from the time evolution amplitude in x-space (xb 0|xa ta ) at xa = pa ta /M by h extracting the coecient of the outcoming spherical wave eipa r/ /r. As a cross check we insert the free-particle amplitude (1.337) into (1.528) and obtain the free undisturbed wave function eipa x , which is the correct rst term in Eq. (1.523) associated with unscattered particles.
1.17
Classical and Quantum Statistics
Consider a physical system with a constant number of particles N whose Hamiltonian has no explicit time dependence. If it is brought in contact with a thermal reservoir at a temperature T and has reached equilibrium, its thermodynamic properties can be obtained through the following rules: At the level of classical mechanics, each volume element in phase space dp dq dp dq = h 2 h is occupied with a probability proportional to the Boltzmann factor eH(p,q)/kB T , where kB is the Boltzmann constant, kB = 1.3806221(59) 1016 erg/Kelvin. (1.534) (1.533) (1.532)
The number in parentheses indicates the experimental uncertainty of the two digits in front of it. The quantity 1/kB T has the dimension of an inverse energy and is commonly denoted by . It will be called the inverse temperature, forgetting about the factor kB . In fact, we shall sometimes take T to be measured in energy units kB times Kelvin rather than in Kelvin. Then we may drop kB in all formulas. The integral over the Boltzmann factors of all phase space elements,23 Zcl (T ) dp dq H(p,q)/kB T e , 2 h (1.535)
is called the classical partition function. It contains all classical thermodynamic information of the system. Of course, for a general Hamiltonian system with many
In the sequel we shall always work at a xed volume V and therefore suppress the argument V everywhere.
23
1.17 Classical and Quantum Statistics
77 dpn dqn /2 . The reader may h

n
degrees of freedom, the phase space integral is
wonder why an expression containing Plancks quantum h is called classical . The reason is that h can really be omitted in calculating any thermodynamic average. In classical statistics it merely supplies us with an irrelevant normalization factor which makes Z dimensionless.
1.17.1
Canonical Ensemble
In quantum statistics, the Hamiltonian is replaced by the operator H and the integral over phase space by the trace in the Hilbert space. This leads to the quantumstatistical partition function
px Z(T ) Tr eH/kB T Tr eH(,)/kB T ,
(1.536)
where Tr O denotes the trace of the operator O. If H is an N-particle Schrdinger o Hamiltonian, the quantum-statistical system is referred to as a canonical ensemble. The right-hand side of (1.536) contains the position operator x in Cartesian coordi nates rather than q to ensure that the system can be quantized canonically. In cases such as the spinning top, the trace formula is also valid but the Hilbert space is spanned by the representation states of the angular momentum operators. In more general Lagrangian systems, the quantization has to be performed dierently in the way to be described in Chapters 10 and 8. At this point we make an important observation: The quantum partition function is related in a very simple way to the quantum-mechanical time evolution operator. To emphasize this relation we shall dene the trace of this operator for time-independent Hamiltonians as the quantum-mechanical partition function:
h ZQM (tb ta ) Tr U (tb , ta ) = Tr ei(tb ta )H/ .
(1.537)
Obviously the quantum-statistical partition function Z(T ) may be obtained from the quantum-mechanical one by continuing the time interval tb ta to the negative imaginary value i h tb ta = i . h (1.538) kB T This simple formal relation shows that the trace of the time evolution operator contains all information on the thermodynamic equilibrium properties of a quantum system.
1.17.2
Grand-Canonical Ensemble
For systems containing many bodies it is often convenient to study their equilibrium properties in contact with a particle reservoir characterized by a chemical potential . For this one denes what is called the grand-canonical quantum-statistical partition function ZG (T, ) = Tr e(HN )/kB T . (1.539)
78
1 Fundamentals
Here N is the operator counting the number of particles in each state of the ensemble. The combination of operators in the exponent, HG = H N , (1.540)
is called the grand-canonical Hamiltonian. Given a partition function Z(T ) at a xed particle number N, the free energy is dened by F (T ) = kB T log Z(T ). (1.541) Its grand-canonical version at a xed chemical potential is FG (T, ) = kB T log ZG (T, ). The average energy or internal energy is dened by E = Tr HeH/kB T Tr eH/kB T .
(1.542)
(1.543)
It may be obtained from the partition function Z(T ) by forming the temperature derivative E = Z 1 kB T 2 Z(T ) = kB T 2 log Z(T ). (1.544) T T In terms of the free energy (1.541), this becomes E = T2 (F (T )/T ) = 1 T T T F (T ). (1.545)
For a grand-canonical ensemble we may introduce an average particle number dened by (1.546) N = Tr Ne(HN )/kB T Tr e(HN )/kB T . This can be derived from the grand-canonical partition function as N = ZG 1 (T, )kB T ZG (T, ) = kB T log ZG (T, ), FG (T, ).

(1.547)
or, using the grand-canonical free energy, as N = (1.548)
The average energy in a grand-canonical system,

E = Tr He(HN )/kB T
Tr e(HN )/kB T ,
(1.549)
can be obtained by forming, by analogy with (1.544) and (1.545), the derivative E N = ZG 1 (T, )kB T 2 = 1T T ZG (T, ) T
(1.550)
FG (T, ).
1.17 Classical and Quantum Statistics
79
For a large number of particles, the density is a rapidly growing function of energy. For a system of N free particles, for example, the number of states up to energy E is given by
N
N(E) =
pi
(E
p2 /2M), i
i=1
(1.551)
where each of the particle momenta pi is summed over all discrete momenta pm in (1.179) available to a single particle in a nite box of volume V = L3 . For a large V , the sum can be converted into an integral24 N(E) = V N which is simply [V /(2 )3 ] h radius 2ME:
N N i=1 N d 3 pi p2 /2M), (E i 3 (2 ) h i=1
(1.552)
times the volume 3N of a 3N-dimensional sphere of V (2 )3 h V (2 )3 h

N
N(E) =
3N
N
(2ME)3N/2
3 N 2
(1.553) .
+1
Recall the well-known formula for the volume of a unit sphere in D dimensions: D = D/2 /(D/2 + 1). The surface is [see Eqs. (8.116) and (8.117) for a derivation] SD = 2 D/2 /(D/2). Therefore, the density per energy = N /E is given by V (E) = (2 )3 h
N
(1.554)
(1.555)
2M
(2ME)3N/21 . ( 3 N) 2
(1.556)
It grows with the very large power E 3N/2 in the energy. Nevertheless, the integral for the partition function (1.577) is convergent, due to the overwhelming exponential fallo of the Boltzmann factor, eE/kB T . As the two functions (e) and ee/kB T are multiplied with each other, the result is a function which peaks very sharply at the average energy E of the system. The position of the peak depends on the temperature T . For the free N particle system, for example, (E)eE/kB T e(3N /21) log EE/kB T . This function has a sharp peak at E(T ) = kB T
24
(1.557)
3N 3N 1 kB T . 2 2
(1.558)
Remember, however, the exception noted in the footnote to Eq. (1.184) for systems possessing a condensate.
80
1 Fundamentals
The width of the peak is found by expanding (1.557) in E = E E(T ): exp 3N E(T ) 1 3N log E(T ) (E)2 + . . . . 2 (T ) 2 2 kB T 2E (1.559)
Thus, as soon as E gets to be of the order of E(T )/ N , the exponential is reduced by a factor two with respect to E(T ) kB T 3N/2. The deviation is of a relative order 1/ N , i.e., the peak is very sharp. With N being very large, the peak at E(T ) of width E(T )/ N can be idealized by a -function, and we may write (E)eE/kB T (E E(T ))N(T )eE(T )/kB T . (1.560)
The quantity N(T ) measures the total number of states over which the system is distributed at the temperature T . The entropy S(T ) is now dened in terms of N(T ) by N(T ) = eS(T )/kB . (1.561)
Inserting this with (1.560) into (1.577), we see that in the limit of a large number of particles N: Z(T ) = e[E(T )T S(T )]/kB T . (1.562) Using (1.541), the free energy can thus be expressed in the form F (T ) = E(T ) T S(T ). (1.563)
By comparison with (1.545) we see that the entropy may be obtained from the free energy directly as (1.564) S(T ) = F (T ). T For grand-canonical ensembles we may similarly consider ZG (T, ) = where (E, n)e(En)/kB T (1.566) is now strongly peaked at E = E(T, ), n = N(T, ) and can be written approximately as (E, n)e(En)/kB T (E E(T, )) (n N(T, )) eS(T,)/kB e[E(T,)N (T,)]/kB T . Inserting this back into (1.565) we nd for large N ZG (T, ) = e[E(T,)N (T,)T S(T,)]/kB T . (1.568)
dE dn (E, n)e(En)/kB T ,
(1.565)
(1.567)
1.18 Density of States and Tracelog
81
For the grand-canonical free energy (1.542), this implies the relation FG (T, ) = E(T, ) N(T, ) T S(T, ). (1.569)
By comparison with (1.550) we see that the entropy can be calculated directly from the derivative of the grand-canonical free energy S(T, ) = FG (T, ). T (1.570)
The particle number is, of course, found from the derivative (1.548) with respect to the chemical potential, as follows directly from the denition (1.565). The canonical free energy and the entropy appearing in the above equations depend on the particle number N and the volume V of the system, i.e., they are more explicitly written as F (T, N, V ) and S(T, N, V ), respectively. In the arguments of the grand-canonical quantities, the particle number N is replaced by the chemical potential . Among the arguments of the grand-canonical energy FG (T, , V ), the volume V is the only one which grows with the system. Thus FG (T, , V ) must be directly proportional to V . The proportionality constant denes the pressure p of the system: FG (T, , V ) p(T, , V )V. dFG (T, , V ) = SdT + dN pdV. (1.571)
Under innitesimal changes of the three variables, FG (T, , V ) changes as follows: (1.572)
The rst two terms on the right-hand side follow from varying Eq. (1.569) at a xed volume. When varying the volume, the denition (1.571) renders the last term. Inserting (1.571) into (1.569), we nd Eulers relation: E = T S + N pV. The energy has S, N, V as natural variables. Equivalently, we may write F = N pV, where T, N, V are the natural variables. (1.574) (1.573)
1.18
Density of States and Tracelog
In many thermodynamic calculations, a quantity of fundamental interest is the density of states To dene it, we express the canonical partition function Z(T ) = Tr eH/kB T
(1.575)
as a sum over the Boltzmann factors of all eigenstates |n of the Hamiltonian:, i.e. Z(T ) =
n
eEn /kB T .
(1.576)
82 This can be rewritten as an integral: Z(T ) = The quantity (E) =

n
1 Fundamentals
dE (E)eE/kB T .
(1.577)
(E En )
(1.578)
species the density of states of the system in the energy interval (E, E + dE). It may also be written formally as a trace of the density of states operator (E): (E) = Tr (E) Tr (E H). (1.579)
The density of states is obviously the Fourier transform of the canonical partition function (1.575): (E) = The integral N(E) =
i
d E e Tr e H = 2i
E
d E e Z(1/kB ). 2i
(1.580)
dE (E )
(1.581)
is the number of states up to energy E. The integration may start anywhere below the ground state energy. The function N(E) is a sum of Heaviside step functions (1.309): N(E) = (E En ). (1.582)
n
This equation is correct only with the Heaviside function which is equal to 1/2 at the origin, not with the one-sided version (1.302), as we shall see later. Indeed, if integrated to the energy of a certain level En , the result is N(En ) = (n + 1/2). (1.583)
This formula will serve to determine the energies of bound states from approximations to (E) in Section 4.7, for instance from the Bohr-Sommerfeld condition (4.184) via the relation (4.204). In order to apply this relation one must be sure that all levels have dierent energies. Otherwise N(E) jumps at En by half the degeneracy of this level. In Eq. (4A.9) we shall exhibit an example for this situation. An important quantity related to (E) which will appear frequently in this text is the trace of the logarithm, short tracelog, of the operator H E. Tr log(H E) =
n
log(En E).
(1.584)
It may be expressed in terms of the density of states (1.579) as Tr log(H E) = Tr

dE (E H) log(E E) =
dE (E ) log(E E).
(1.585)
Appendix 1A
Simple Time Evolution Operator
83
The tracelog of the Hamiltonian operator itself can be viewed as a limit of an operator zeta function associated with H: H () = Tr H , whose trace is the generalized zeta-function H () Tr H () = Tr (H ) =
En . n
(1.586)
(1.587)
For a linearly spaced spectrum En = n with n = 1, 2, 3 . . . , this reduces to Riemanns zeta function (2.513). From the generalized zeta function we can obtain the tracelog by forming the derivative Tr log H = H ()|=0 . (1.588)
By dierentiating the tracelog (1.584) with respect to E, we nd the trace of the resolvent (1.315): E Tr log(H E) = Tr 1 = E H 1 1 = E En i h Rn (E) =
n
1 Tr R(E). i h
(1.589)
Recalling Eq. (1.325) we see that the imaginary part of this quantity slightly above the real E-axis yields the density of states 1 Im E Tr log(H E i) = (E En ) = (E). (1.590)
By integrating this over the energy we obtain the number of state function N(E) of Eq. (1.581): 1 Im Tr log(E H) = (E En ) = N(E). (1.591) n
Appendix 1A
Simple Time Evolution Operator
Consider the simplest nontrivial time evolution operator of a spin-1/2 particle in a magnetic eld B. The reduced Hamiltonian operator is H0 = B /2, so that the time evolution operator reads, in natural units with h = 1, eiH0 (tb ta ) = ei(tb ta )B /2 . (1A.1) Expanding this as in (1.293) and using the fact that (B )2n = B 2n and (B )2n+1 = B 2n (B ), we obtain eiH0 (tb ta ) = cos B(tb ta )/2 + iB sin B(tb ta )/2 , (1A.2) where B B/|B|. Suppose now the magnetic eld is not constant but has a small time-dependent variation B(t). Then we obtain from (1.253) [or the lowest expansion term in (1.293)]
ta
eiH0 (tb ta ) =
tb
dt eiH0 (tb t) B(t) eiH0 (tta ) .
(1A.3)
84
Using (1A.2), the integrand on the right-hand side becomes
1 Fundamentals
We simplify this with the help of the formula [recall (1.445)] i j = ij + i so that
ijk k
and
= i[B B(t)] B + [B B(t)]B [B B(t)] B . (1A.7) The rst term on the right-hand side vanishes, the second term is equal to B, since B2 = 1. Thus we nd for the integrand in (1A.4): cos B(tb t)/2 cos B(t ta )/2 B(t) +i sin B(tb t)/2 cos B(t ta )/2{B B(t) + i[B B(t)] } +i cos B(tb t)/2 sin B(t ta )/2{B B(t) i[B B(t)] } + sin B(tb t)/2 sin B(t ta )/2 B which can be combined to cos B[(tb +ta )/2t] B(t)sin B[(tb +ta )/2t] [B B(t)] +i sin B(tb ta )/2 BB(t).(1A.9) Integrating this from ta to tb we obtain the to variation (1A.3).
Appendix 1B
Convergence of Fresnel Integral
Here we prove the convergence of the Fresnel integrals (1.333) by relating it to the Gauss integral. According to Cauchys integral theorem, the sum of the integrals along the three pieces of the
Figure 1.4 Triangular closed contour for Cauchy integral

closed contour shown in Fig. 1.4 vanishes since the integrand ez is analytic in the triangular domain: dzez =
0
2 2
dzez +
A
dzez +
B
dzez = 0.
Let R be the radius of the arc. Then we substitute in the three integrals the variable z as follows:
B(t)
= B B(t) B
+ i[B B(t)]
(1A.8)
B(t)
= B B(t) + i[B B(t)] , B(t)
= B B(t) i[B B(t)] , (1A.6)
cos B(tb t)/2+iB
sin B(tb t)/2 B(t)
cos B(tta )/2+iB
sin B(tta )/2 . (1A.4)
(1A.5)
(1B.1)
Appendix 1C
0 A: B 0: AB: and obtain the equation
R 0
The Asymmetric Top

z = p, z = pei/4 , z = R ei , dz = dp, z 2 = p2 i/4 dz = dp e , z 2 = ip2 dz = i Rdp, z 2 = p2 ,
85
dp ep + ei/4
R
dp eip +
0
/4
d iR eR
(cos 2+i sin 2)+i
= 0.
(1B.2)
The rst integral converges rapidly to /2 for R . The last term goes to zero in this limit. To see this we estimate its absolute value as follows:
/4 0
d iR eR
(cos 2+i sin 2)+i
/4
<R
0
d eR
cos 2
(1B.3)
The right-hand side goes to zero exponentially fast, except for angles close to /4 where the cosine in the exponent vanishes. In the dangerous regime (/4 , /4) with small > 0, one certainly has sin 2 > sin 2, so that
/4
d eR
cos 2
/4
<R
sin 2 R2 cos 2 e . sin 2
(1B.4)
The right-hand integral can be performed by parts and yields R eR

2
cos 2
2 1 eR cos 2 R sin 2
=/4 =
,
0
(1B.5) dp eip = (1B.6)

2
which goes to zero like 1/R for large R. Thus we nd from (1B.2) the limiting formula ei/4 /2, or 2 dp eip = ei/4 ,
which goes into Fresnels integral formula (1.333) by substituting p p
a/2.
Appendix 1C
The Asymmetric Top

1 [I 2 + I 2 + I 2 ]. 2
The Lagrangian of the asymmetric top with three dierent moments of inertia reads L= (1C.1)
It has the Hessian metric [recall (1.12) and (1.384)] g11 g21 g31 g22 g32 g33 = I sin2 + I cos2 (I I ) sin2 sin2 , = I cos , = I + (I I ) sin2 , = 0, = I , = (I I ) sin sin cos ,
(1C.2)
rather than (1.459). The determinant is g = I I I sin2 , (1C.3)
86
and the inverse metric has the components g 11 g 21 g 31 g 22 g 32 g 33 = = = = = = 1 {I + (I I ) sin2 }I , g 1 sin sin cos (I I )I , g 1 {cos [ sin2 (I I ) I ]}I , g 1 {sin2 [I sin2 (I I )]}I , g 1 {sin cos sin cos (I I )}I , g 1 {sin2 I I + cos2 I I + cos2 sin2 (I I )I }. g
1 Fundamentals
(1C.4)
From this we nd the components of the Riemann connection, the Christoel symbol dened in Eq. (1.70): 11 1 21 1 31 1 22 1 32 1 33 1 11 2 21 2 31 2 22 2 32 2 33 2 11 3 21 3 = = = = = = = = = = = = = =
2 2 [cos cos sin (I I I I + I I )]/I I ,
2 2 {cos [sin2 (I I (I I )I ) + I (I + I I )]}/2 sin I I , 2 2 {cos sin [I I + (I I )I ]}/2I I ,
0, 2 2 [sin2 (I I (I I )I ) I (I I + I )]/2 sin I I , 0,
2 2 {cos cos sin [I I I (I I )]}/2I I ,
2 2 {cos sin [sin2 (I I I (I I )) I (I I )]}/I I , 2 2 {sin [sin2 (I I I (I I )) I (I I I )]}/2I I ,
0,
0, 2 2 2 {cos sin [sin2 (I I (I I ) I (I I ) + I (I I ))

2 2 2 {sin2 [sin2 (2I I (I I ) + I (I I ) I (I I )) 2 2 2 + (I I )I I (I I )]}/I I I ,
2 2 [cos sin (I I I (I I ))]/2I I ,
31 3 22 3 32 3 33 3
= = = =
cos sin (I I )/I , 2 2 {cos [sin2 (I I + (I I )I ) + I (I I + I )]}/2 sin I I , 0.
2 2 [cos cos sin (I I I (I I ))]/2I I ,
2 2 2 +I I (I I ) + I I (I I )] sin2 ((I I )I I (I I )) I I (I + I I )}/2 sin I I I ,
(1C.5)
The other components follow from the symmetry in the rst two indices = . From this Christoel symbol we calculate the Ricci tensor, to be dened in Eq. (10.41), R11 =
3 3 2 {sin2 [sin2 (I I (I I I )(I I )) 2 3 + ((I + I )2 I )(I I )] + I I (I I )2 }/2I I I ,
Notes and References

R21 R31 R22 R32 R33
3 3 2 = {sin sin cos [I I + (I I I )(I I )]}/2I I I , 2 = {cos [(I I )2 I ]}/2I I , 3 3 2 3 = {sin2 [I I + (I I I )(I I )] + I (I I )2 I }/2I I I ,
87
= 0,
2 = [(I I )2 I ]/2I I .
(1C.6)
Contraction with g gives the curvature scalar

2 2 2 R = [2(I I + I I + I I ) I I I ]/2I I I .
(1C.7)
Since the space under consideration is free of torsion, the Christoel symbol is equal to the full ane connection . The same thing is true for the curvature scalars R and R calculated from and , respectively.

For more details see some standard textbooks: I. Newton, Mathematische Prinzipien der Naturlehre, Wiss. Buchgesellschaft, Darmstadt, 1963; J.L. Lagrange, Analytische Mechanik , Springer, Berlin, 1887; G. Hamel, Theoretische Mechanik , Springer, Berlin, 1949; A. Sommerfeld, Mechanik , Harri Deutsch, Frankfurt, 1977; W. Weizel, Lehrbuch der Theoretischen Physik , Springer, Berlin, 1963; H. Goldstein, Classical Mechanics, Addison-Wesley, Reading, 1950; L.D. Landau and E.M. Lifshitz, Mechanics, Pergamon, London, 1965; R. Abraham and J.E. Marsden, Foundations of Mechanics, Benjamin, New York, 1967; C.L. Siegel and J.K. Moser, Lectures on Celestial Mechanics, Springer, Berlin, 1971; P.A.M. Dirac, The Principles of Quantum Mechanics, Clarendon, Oxford, 1958; L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965; A. Messiah, Quantum Mechanics, Vols. I and II, North-Holland , Amsterdam, 1961; L.I. Schi, Quantum Mechanics, 3rd ed., McGraw-Hill, New York, 1968; E. Merzbacher, Quantum Mechanics, 2nd ed, Wiley, New York, 1970; L.D. Landau and E.M. Lifshitz, Statistical Physics, Pergamon, London, 1958; E.M. Lifshitz and L.P. Pitaevski, Statistical Physics, Vol. 2, Pergamon, London, 1987. The particular citations in this chapter refer to the publications [1] For an elementary introduction see the book H.B. Callen, Classical Thermodynamics, John Wiley and Sons, New York, 1960. More details are also found later in Eqs. (4.49) and (4.50). [2] The integrability conditions are named after the mathematician of complex analysis H.A. Schwarz, a student of K. Weierstrass, who taught at the Humboldt-University of Berlin from 18921921. [3] L. Schwartz, Thorie des distributions, Vols.I-II, Hermann & Cie, Paris, 1950-51; e I.M. Gelfand and G.E. Shilov, Generalized functions, Vols.I-II, Academic Press, New YorkLondon, 1964-68. [4] An exception occurs in the theory of Bose-Einstein condensation where the single state p = 0 requires a separate treatment since it collects a large number of particles in what is called a Bose-Einstein condensate. See p. 169 in the above-cited textbook by L.D. Landau and E.M. Lifshitz on Statistical Mechanics. Bose-Einstein condensation will be discussed in Sections 7.2.1 and 7.2.4.
88
[5] This was rst observed by B. Podolsky, Phys. Rev. 32, 812 (1928).
1 Fundamentals
[6] B.S. DeWitt, Rev. Mod. Phys. 29, 377 (1957); K.S. Cheng, J.Math. Phys. 13, 1723 (1972); H. Kamo and T. Kawai, Prog. Theor. Phys. 50, 680, (1973); T. Kawai, Found. Phys. 5, 143 (1975); H. Dekker, Physica A 103, 586 (1980); G.M. Gavazzi, Nuovo Cimento 101A, 241 (1981). See also the alternative approach by N.M.J. Woodhouse, Geometric Quantization, Oxford University Press, Oxford, 1992. [7] C. van Winter, Physica 20, 274 (1954). [8] For detailed properties of the representation matrices of the rotation group, see A.R. Edmonds, Angular Momentum in Quantum Mechanics, Princeton University Press, 1960. [9] L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965.
A dancing shape, an image gay, To haunt, to startle, and waylay. John Milton, Phantom of Delight (1804)
2
Path Integrals Elementary Properties and Simple Solutions
The operator formalism of quantum mechanics and quantum statistics may not always lead to the most transparent understanding of quantum phenomena. There exists another, equivalent formalism in which operators are avoided by the use of innite products of integrals, called path integrals. In contrast to the Schrdinger o equation, which is a dierential equation determining the properties of a state at a time from their knowledge at an innitesimally earlier time, path integrals yield the quantum-mechanical amplitudes in a global approach involving the properties of a system at all times.
2.1
Path Integral Representation of Time Evolution Amplitudes
The path integral approach to quantum mechanics was developed by Feynman1 in 1942. In its original form, it applies to a point particle moving in a Cartesian coordinate system and yields the transition amplitudes of the time evolution operator between the localized states of the particle (recall Section 1.7) (xb tb |xa ta ) = xb |U(tb , ta )|xa , tb > ta . (2.1)
For simplicity, we shall at rst assume the space to be one-dimensional. The extension to D Cartesian dimensions will be given later. The introduction of curvilinear coordinates will require a little more work. A further generalization to spaces with a nontrivial geometry, in which curvature and torsion are present, will be described in Chapters 1011.
2.1.1
Sliced Time Evolution Amplitude
We shall be interested mainly in the causal or retarded time evolution amplitudes [see Eq. (1.299)]. These contain all relevant quantum-mechanical information and
1
For the historical development, see Notes and References at the end of this chapter.
89
90
2 Path Integrals Elementary Properties and Simple Solutions
possess, in addition, pleasant analytic properties in the complex energy plane [see the remarks after Eq. (1.306)]. This is why we shall always assume, from now on, the causal sequence of time arguments tb > ta . Feynman realized that due to the fundamental composition law of the time evolution operator (see Section 1.7), the amplitude (2.1) could be sliced into a large number, say N + 1, of time evolution operators, each acting across an innitesimal time slice of width tn tn1 = (tb ta )/(N + 1)> 0: (xb tb |xa ta ) = xb |U(tb , tN )U(tN , tN 1 ) U(tn , tn1 ) U(t2 , t1 )U (t1 , ta )|xa . (2.2)

When inserting a complete set of states between each pair of U s, dxn |xn xn | = 1, n = 1, . . . , N, (2.3)
the amplitude becomes a product of N-integrals

N
(xb tb |xa ta ) =
N +1
dxn
n=1
n=1
(xn tn |xn1 tn1 ),
(2.4)
where we have set xb xN +1 , xa x0 , tb tN +1 , ta t0 . The symbol [ ] denotes the product of the integrals within the brackets. The integrand is the product of the amplitudes for the innitesimal time intervals
h (xn tn |xn1 tn1 ) = xn |ei H(tn )/ |xn1 ,
(2.5)
with the Hamiltonian operator H(t) H(, x, t). p (2.6)
The further development becomes simplest under the assumption that the Hamiltonian has the standard form, being the sum of a kinetic and a potential energy: H(p, x, t) = T (p, t) + V (x, t). For a suciently small slice thickness, the time evolution operator
h h ei H/ = ei (T +V )/
(2.7)
(2.8)
is factorizable as a consequence of the Baker-Campbell-Hausdor formula (to be proved in Appendix 2A)

h h h ei (T +V )/ = ei V / ei T / ei
2 X/ 2 h
(2.9)
where the operator X has the expansion 1 i 1 X [V , T ] [V , [V , T ]] [[V , T ], T ] + O( 2 ) . 2 h 6 3 (2.10)
2.1 Path Integral Representation of Time Evolution Amplitudes
91
The omitted terms of order 4 , 5 , . . . contain higher commutators of V and T . If we 2 neglect, for the moment, the X-term which is suppressed by a factor , we calculate h for the local matrix elements of ei H/ the following simple expression:
px h xn |ei H(,,tn )/ |xn1 x h p h dx xn |ei V (,tn )/ |x x|ei T (,tn )/ |xn1
x h dx xn |ei V (,tn )/ |x
dpn ipn (xxn1 )/ i T (pn ,tn )/ h h e e . 2 h
(2.11)
Evaluating the local matrix elements,

x h h xn |ei V (,tn )/ |x = (xn x)ei V (xn ,tn )/ ,
(2.12)
this becomes
px h xn |ei H(,,tn )/ |xn1
dpn exp {ipn (xn xn1 )/ i [T (pn , tn ) + V (xn , tn )]/ } . h h 2 h
(2.13)
Inserting this back into (2.4), we obtain Feynmans path integral formula, consisting of the multiple integral
N
(xb tb |xa ta ) where AN is the sum AN =
N +1
dxn
n=1
n=1
dpn i N A , exp 2 h h
(2.14)
N +1 n=1
[pn (xn xn1 ) H(pn , xn , tn )].
(2.15)
2.1.2
Zero-Hamiltonian Path Integral
Note that the path integral (2.14) with zero Hamiltonian produces the Hilbert space structure of the theory via a chain of scalar products:
N
(xb tb |xa ta ) which is equal to

N
N +1
dxn
n=1
n=1
dpn i e 2 h
N+1 n=1
pn (xn xn1 )/ h
(2.16)
(xb tb |xa ta )
N +1
dxn
n=1
n=1
xn |xn1 =
N +1
dxn
n=1
n=1
(xn xn1 ) (2.17)
= (xb xa ), whose continuum limit is (xb tb |xa ta ) = Dx Dp i e 2 h

dtp(t)x(t)/ h
= xb |xa = (xb xa ).
(2.18)
92
At this point we make the important observation that a momentum variable pn inside the time-sliced version (2.17) at the time tn can be generated by a derivative pn i xn . In the continuum limit (2.18), this becomes an operator p(t) = i x(t) . h h Its commutator with x(t) is [(t), x(t)] = i , p h (2.19) which is the famous equal-time canonical commutation rule of Heisenberg. This observation forms the basis for deriving, from the path integral (2.14), the Schrdinger equation for the time evolution amplitude. o
2.1.3
Schrdinger Equation for Time Evolution Amplitude o
Let us split from the product of integrals in (2.14) the nal time slice as a factor, so that we obtain the recursion relation (xb tb |xa ta ) where

dxN (xb tb |xN tN ) (xN tN |xa ta ),
(2.20)
dpn (i/ )[pb (xb xN ) H(pb ,xb ,tb )] e h . (2.21) h 2 The momentum pb inside the integral can be generated by a dierential operator pb i xb . The same is true for any function of pb , so that the Hamiltonian can h be moved before the momentum integral as follows: (xb tb |xN tN ) dpn ipb (xb xN )/ h h h e = ei H(i xb ,xb,tb )/ (xb xN ). h 2 (2.22) Inserting this back into (2.20) we obtain
h h (xb tb |xN tN ) ei H(i xb ,xb ,tb )/ h h (xb tb |xa ta ) ei H(i xb ,xb ,tb )/ (xb tb |xa ta ),
(2.23)
or 1 [(xb tb + |xa ta ) (xb tb |xa ta )] 1

h ei H(ixb ,xb ,tb )/ 1 (xb tb |xa ta ).
(2.24)
In the limit 0, this goes over into the dierential equation for the time evolution amplitude i tb (xb tb |xa ta ) = H(i xb , xb , tb )(xb tb |xa ta ), h h (2.25)
which is precisely the Schrdinger equation (1.297) of operator quantum mechanics. o
2.1.4
Convergence of Sliced Time Evolution Amplitude
Some remarks are necessary concerning the convergence of the time-sliced expression (2.14) to the quantum-mechanical amplitude in the continuum limit, where the thickness of the time slices = (tb ta )/(N + 1) 0 goes to zero and the number
93
N of slices tends to . This convergence can be proved for the standard kinetic energy T = p2 /2M only if the potential V (x, t) is suciently smooth. For timeindependent potentials this is a consequence of the Trotter product formula which reads
h ei(tb ta )H/ = lim N h h ei V / ei T / N +1
(2.26)
For c-numbers T and V , this is trivially true. For operators T , V , we use Eq. (2.9) to rewrite the left-hand side of (2.26) as
h h ei(tb ta )H/ ei (T +V )/ N +1 h h ei V / ei T / ei
2 X/ 2 h
N +1
The Trotter formula implies that the commutator term X proportional to 2 does not contribute in the limit N . The mathematical conditions ensuring this require functional analysis too technical to be presented here (for details, see the literature quoted at the end of the chapter). For us it is sucient to know that the Trotter formula holds for operators which are bounded from below and that for most physically interesting potentials, it cannot be used to derive Feynmans time-sliced path integral representation (2.14), even in systems where the formula is known to be valid. In particular, the short-time amplitude may be dierent from (2.13). Take, for example, an attractive Coulomb potential V (x) 1/|x| for which the Trotter formula has been proved to be valid. Feynmans time-sliced formula, however, diverges even for two time slices. This will be discussed in detail in Chapter 12. Similar problems will be found for other physically relevant potentials such as V (x) l(l + D 2) 2 /|x|2 (centrifugal barrier) and V () m2 h2 /sin2 h (angular barrier near the poles of a sphere). In all these cases, the commutators in the expansion (2.10) of X become more and more singular. In fact, as we shall see, the expansion does not even converge, even for an innitesimally small . All atomic systems contain such potentials and the Feynman formula (2.14) cannot be used to calculate an approximation for the transition amplitude. A new path integral formula has to be found. This will be done in Chapter 12. Fortunately, it is possible to eventually reduce the more general formula via some transformations back to a Feynman type formula with a bounded potential in an auxiliary space. Thus the above derivation of Feynmans formula for such potentials will be sucient for the further development in this book. After this it serves as an independent starting point for all further quantum-mechanical calculations. In the sequel, the symbol in all time-sliced formulas such as (2.14) will imply that an equality emerges in the continuum limit N , 0 unless the potential has singularities of the above type. In the action, the continuum limit is without subtleties. The sum AN in (2.15) tends towards the integral A[p, x] =
tb ta
dt [p(t)x(t) H(p(t), x(t), t)]
(2.27)
under quite general circumstances. This expression is recognized as the classical canonical action for the path x(t), p(t) in phase space. Since the position variables
94
xN +1 and x0 are xed at their initial and nal values xb and xa , the paths satisfy the boundary condition x(tb ) = xb , x(ta ) = xa . In the same limit, the product of innitely many integrals in (2.14) will be called a path integral . The limiting measure of integration is written as
N N
lim
N +1
dxn
n=1
n=1
dpn 2 h
x(tb )=xb x(ta )=xa
Dx
Dp . 2 h
(2.28)
By denition, there is always one more pn -integral than xn -integrals in this product. While x0 and xN +1 are held xed and the xn -integrals are done for n = 1, . . . , N, each pair (xn , xn1 ) is accompanied by one pn -integral for n = 1, . . . , N +1. The situation is recorded by the prime on the functional integral D x. With this denition, the amplitude can be written in the short form (xb tb |xa ta ) =
x(tb )=xb x(ta )=xa
Dx
Dp iA[p,x]/ h e . 2 h
(2.29)
The path integral has a simple intuitive interpretation: Integrating over all paths corresponds to summing over all histories along which a physical system can possibly h evolve. The exponential eiA[p,x]/ is the quantum analog of the Boltzmann factor eE/kB T in statistical mechanics. Instead of an exponential probability, a pure phase factor is assigned to each possible history: The total amplitude for going from xa , ta to xb , tb is obtained by adding up the phase factors for all these histories, (xb tb |xa ta ) =
h eiA[p,x]/ , all histories
(xa ,ta ) ; (xb ,tb )
(2.30)
where the sum comprises all paths in phase space with xed endpoints xb , xa in x-space.
2.1.5
Time Evolution Amplitude in Momentum Space
The above observed asymmetry in the functional integrals over x and p is a consequence of keeping the endpoints xed in position space. There exists the possibility of proceeding in a conjugate way keeping the initial and nal momenta pb and pa xed. The associated time evolution amplitude can be derived going through the same steps as before but working in the momentum space representation of the Hilbert space, starting from the matrix elements of the time evolution operator (pb tb |pa ta ) pb |U(tb , ta )|pa . (2.31)
The time slicing proceeds as in (2.2)(2.4), with all xs replaced by ps, except in the completeness relation (2.3) which we shall take as

dp |p p| = 1, 2 h
(2.32)
95
corresponding to the choice of the normalization of states [compare (1.186)] pb |pa = 2 (pb pa ). h (2.33)
In the resulting product of integrals, the integration measure has an opposite asymmetry: there is now one more xn -integral than pn -integrals. The sliced path integral reads
N
(pb tb |pa ta )
n=1
dpn 2 h
N n=0
dxn (2.34)
exp
i N [xn (pn+1 pn ) H(pn , xn , tn )] . h n=0
The relation between this and the x-space amplitude (2.14) is simple: By taking in (2.14) the rst and last integrals over p1 and pN +1 out of the product, renaming them as pa and pb , and rearranging the sum N +1 pn (xn xn1 ) as follows n=1
N +1 n=1
pn (xn xn1 ) = pN +1 (xN +1 xN ) + pN (xN xN 1 ) + . . . . . . + p2 (x2 x1 ) + p1 (x1 x0 ) = pN +1 xN +1 p1 x0 (pN +1 pN )xN (pN pN 1 )xN 1 . . . (p2 p1 )x1
N
= pN +1 xN +1 p1 x0
n=1
(pn+1 pn )xn ,
(2.35)
the remaining product of integrals looks as in Eq. (2.34), except that the lowest index n is one unit larger than there. In the limit N this does not matter, and we obtain the Fourier transform (xb tb |xa ta ) = The inverse relation is (pb tb |pa ta ) =
h dxb eipb xb / h dxa eipa xa / (xb tb |xa ta ).
dpb ipb xb / h e 2 h
dpa ipa xa / h e (pb tb |pa ta ). 2 h
(2.36)
(2.37)
In the continuum limit, the amplitude (2.34) can be written as a path integral (pb tb |pa ta ) = where A[p, x] =
tb ta p(tb )=pb p(ta )=pa
Dp 2 h
h DxeiA[p,x]/ ,
(2.38)
dt [p(t)x(t) H(p(t), x(t), t)] = A[p, x] pb xb + pa xa .
(2.39)
96
2.1.6
Quantum-Mechanical Partition Function
A path integral symmetric in p and x arises when considering the quantummechanical partition function dened by the trace (recall Section 1.17)
h ZQM (tb , ta ) = Tr ei(tb ta )H/ .
(2.40)
In the local basis, the trace becomes an integral over the amplitude (xb tb |xa ta ) with xb = xa : ZQM (tb , ta ) =

dxa (xa tb |xa ta ).
(2.41)
The additional trace integral over xN +1 x0 makes the path integral for ZQM symmetric in pn and xn :
N
dxN +1
n=1
N +1
dxn
n=1
N +1 dpn = 2 h n=1
dxn dpn . 2 h
(2.42)
In the continuum limit, the right-hand side is written as

N +1 N
lim
n=1
dxn dpn 2 h
Dx
Dp , 2 h
(2.43)
and the measures are related by

dxa
x(tb )=xb x(ta )=xa
Dx
Dp 2 h
Dx
Dp . 2 h
(2.44)
The symbol indicates the periodic boundary condition x(ta ) = x(tb ). In the momentum representation we would have similarly

dpa 2 h
p(tb )=pb p(ta )=pa
Dp 2 h
Dx
Dp 2 h
Dx ,
(2.45)
with the periodic boundary condition p(ta ) = p(tb ), and the same right-hand side. Hence, the quantum-mechanical partition function is given by the path integral ZQM (tb , ta ) = Dx Dp iA[p,x]/ h e = 2 h Dp 2 h
h DxeiA[p,x]/ .
(2.46)
In the right-hand exponential, the action A[p, x] can be replaced by A[p, x], since the extra terms in (2.39) are removed by the periodic boundary conditions. In the time-sliced expression, the equality is easily derived from the rearrangement of the sum (2.35), which shows that
N +1 n=1 N
pn (xn xn1 )
xN+1 =x0
n=0
(pn+1 pn )xn
.
pN+1 =p0
(2.47)
97
In the path integral expression (2.46) for the partition function, the rules of quantum mechanics appear as a natural generalization of the rules of classical statistical mechanics, as formulated by Planck. According to these rules, each volume element in phase space dxdp/h is occupied with the exponential probability eE/kB T . In the path integral formulation of quantum mechanics, each volume element in the path h phase space n dx(tn )dp(tn )/h is associated with a pure phase factor eiA[p,x]/ . We see here a manifestation of the correspondence principle which species the transition from classical to quantum mechanics. In path integrals, it looks somewhat more natural than in the historic formulation, where it requires the replacement of all classical phase space variables p, x by operators, a rule which was initially hard to comprehend.
2.1.7
Feynmans Conguration Space Path Integral
Actually, in his original paper, Feynman did not give the path integral formula in the above phase space formulation. Since the kinetic energy in (2.7) has usually the form T (p, t) = p2 /2M, he focused his attention upon the Hamiltonian H= p2 + V (x, t), 2M (2.48)
for which the time-sliced action (2.15) becomes

N +1
AN =
n=1
pn (xn xn1 )
p2 n V (xn , tn ) . 2M
(2.49)
It can be quadratically completed to

N +1
AN =
n=1
2M
pn
xn xn1
M 2
xn xn1
V (xn , tn ) . (2.50)
The momentum integrals in (2.14) may then be performed using the Fresnel integral formula (1.333), yielding

i xn xn1 dpn exp pn M 2 h h 2M
1 2 i /M h
(2.51)
and we arrive at the alternative representation (xb tb |xa ta ) 1 2 i /M h

N n=1
dxn 2 i /M h
exp
i N A , h
(2.52)
where AN is now the sum

N +1
AN =
n=1
M 2
xn xn1
V (xn , tn ) ,
(2.53)
98
Figure 2.1 Zigzag paths, along which a point particle explores all possible ways of reaching the point xb at a time tb , starting from xa at ta . The time axis is drawn from right to left to have the same direction as the operator order in Eq. (2.2).
with xN +1 = xb and x0 = xa . Here the integrals run over all paths in conguration space rather than phase space. They account for the fact that a quantum-mechanical particle starting from a given initial point xa will explore all possible ways of reaching a given nal point xb . The amplitude of each path is exp(iAN / ). See Fig. 2.1 for h a geometric illustration of the path integration. In the continuum limit, the sum (2.53) converges towards the action in the Lagrangian form: A[x] =
tb ta
dtL(x, x) =
tb ta
dt
M 2 x V (x, t) . 2
(2.54)
Note that this action is a local functional of x(t) in the temporal sense as dened in Eq. (1.27).2 For the time-sliced Feynman path integral, one veries the Schrdinger equation o as follows: As in (2.20), one splits o the last slice as follows: (xb tb |xa ta ) = where (xb tb |xb x tb )
2
dxN (xb tb |xN tN ) (xN tN |xa ta ) dx (xb tb |xb x tb ) (xb x tb |xa ta ), 1 i M h 2 x

2
(2.55)
2 i /M h
exp
V (xb , tb )
(2.56)
A functional F [x] is called local if it can be written as an integral ultra-local if it has the form dtf (x(t)).
dtf (x(t), x(t)); it is called
99
We now expand the amplitude in the integral of (2.55) in a Taylor series 1 2 (xb x tb |xa ta ) = 1 x xb + (x)2 xb + . . . (xb , tb |xa ta ). 2 (2.57)
Inserting this into (2.55), the odd powers of x do not contribute. For the even powers, we perform the integrals using the Fresnel version of formula (1.335), and obtain zero for odd powers of x, and

dx 2 i /M h
(x)
2n
exp
iM h 2
h = i M
(2.58)
for even powers, so that the integral in (2.55) becomes (xb tb |xa ta ) = 1 + i 2 h + O( 2 ) 2M xb 1 i V (xb , tb ) + O( 2 ) (xb , tb |xa ta ). (2.59) h
In the limit 0, this yields again the Schrdinger equation. (2.23). o In the continuum limit, we write the amplitude (2.52) as a path integral (xb tb |xa ta )
x(tb )=xb x(ta )=xa h Dx eiA[x]/ .
(2.60)
This is Feynmans original formula for the quantum-mechanical amplitude (2.1). It consists of a sum over all paths in conguration space with a phase factor containing the form of the action A[x]. We have used the same measure symbol Dx for the paths in conguration space as for the completely dierent paths in phase space in the expressions (2.29), (2.38), (2.44), (2.45). There should be no danger of confusion. Note that the extra dpn integration in the phase space formula (2.14) results now in one extra 1/ 2 i /M h factor in (2.52) which is not accompanied by a dxn -integration. The Feynman amplitude can be used to calculate the quantum-mechanical partition function (2.41) as a conguration space path integral ZQM
h Dx eiA[x]/ .
(2.61)
As in (2.43), (2.44), the symbol Dx indicates that the paths have equal endpoints x(ta ) = x(tb ), the path integral being the continuum limit of the product of integrals
N +1
Dx
dxn 2i /M h
(2.62)
n=1
There is no extra 1/ 2i /M factor as in (2.52) and (2.60), due to the integration h over the initial (= nal) position xb = xa representing the quantum-mechanical trace. The use of the same symbol Dx as in (2.46) should not cause any confusion since (2.46) is always accompanied by an integral Dp.
100
For the sake of generality we might point out that it is not necessary to slice the time axis in an equidistant way. In the continuum limit N , the canonical path integral (2.14) is indierent to the choice of the innitesimal spacings
n
= tn tn1 .
(2.63)
The conguration space formula contains the dierent spacings n in the following way: When performing the pn integrations, we obtain a formula of the type (2.52), with each replaced by n , i.e., (xb tb |xa ta ) 1 2 i b /M h
N n=1
dxn 2i n /M h
exp
i N +1 M (xn xn1 )2 h n=1 2 n
nV
(xn , tn )
(2.64)
To end this section, an important remark is necessary: It would certainly be possible to dene the path integral for the time evolution amplitude (2.29) without going through Feynmans time-slicing procedure as the solution of the Schrdinger o dierential equation [see Eq. (1.304))]: [H(i x , x) i t ](x t|xa ta ) = i (t ta )(x xa ). h h h (2.65)
If one possesses an orthonormal and complete set of wave functions n (x) solving the time-independent Schrdinger equation Hn (x)=En n (x), this solution is given o by the spectral representation (1.319) (xb tb |xa ta ) = (tb ta )
h n (xb )n (xa )eiEn (tb ta )/ , n
(2.66)
where (t) is the Heaviside function (1.300). This denition would, however, run contrary to the very purpose of Feynmans path integral approach, which is to understand a quantum system from the global all-time uctuation point of view. The goal is to nd all properties from the globally dened time evolution amplitude, in particular the Schrdinger wave functions.3 The global approach is usually more o complicated than Schrdingers and, as we shall see in Chapters 8 and 1214, cono tains novel subtleties caused by the nite time slicing. Nevertheless, it has at least four important advantages. First, it is conceptually very attractive by formulating a quantum theory without operators which describe quantum uctuations by close analogy with thermal uctuations (as will be seen later in this chapter). Second, it links quantum mechanics smoothly with classical mechanics (as will be shown in Chapter 4). Third, it oers new variational procedures for the approximate study of complicated quantum-mechanical and -statistical systems (see Chapter 5). Fourth,
Many publications claiming to have solved the path integral of a system have violated this rule by implicitly using the Schrdinger equation, although camouaged by complicated-looking path o integral notation.
2.2 Exact Solution for Free Particle
101
it gives a natural geometric access to the dynamics of particles in spaces with curvature and torsion (see Chapters 1011). This has recently led to results where the operator approach has failed due to operator-ordering problems, giving rise to a unique and correct description of the quantum dynamics of a particle in spaces with curvature and torsion. From this it is possible to derive a unique extension of Schrdingers theory to such general spaces whose predictions can be tested in o future experiments.4
2.2
Exact Solution for Free Particle
In order to develop some experience with Feynmans path integral formula we consider in detail the simplest case of a free particle, which in the canonical form reads (xb tb |xa ta ) =
x(tb )=xb x(ta )=xa
Dx
i Dp exp 2 h h i h
tb ta
dt px
p2 2M
(2.67)
and in the pure conguration form: (xb tb |xa ta ) =

x(tb )=xb x(ta )=xa
Dx exp
tb ta
dt
M 2 x . 2
(2.68)
Since the integration limits are obvious by looking at the left-hand sides of the equations, they will be omitted from now on, unless clarity requires their specication.
2.2.1
Direct Solution
The problem is solved most easily in the conguration form. The time-sliced expression to be integrated is given by Eqs. (2.52), (2.53) where we have to set V (x) = 0. The resulting product of Gaussian integrals can easily be done successively using formula (1.333), from which we derive the simple rule dx 1 2i A /M h = exp 1 2i (A + B) /M h i M (x x )2 h 2 A exp 1 2i B /M h exp i M (x x)2 h 2 B (2.69)
i M (x x)2 , h 2 (A + B)
which leads directly to the free-particle amplitude (xb tb |xa ta ) = i M (xb xa )2 exp . h 2 (N + 1) 2i (N + 1) /M h 1 (2.70)
After inserting (N + 1) = tb ta , this reads (xb tb |xa ta ) =

4
i M (xb xa )2 . exp h 2 tb ta 2i (tb ta )/M h 1
(2.71)
H. Kleinert, Mod. Phys. Lett. A 4 , 2329 (1989) (http://www.physik.fu-berlin.de/~kleinert/199); Phys. Lett. B 236 , 315 (1990) (ibid.http/202).
102
Note that the free-particle amplitude happens to be independent of the number N + 1 of time slices. The amplitude (2.71) agrees, of course, with the Schrdinger o result (1.337) for D = 1.
2.2.2
Fluctuations around Classical Path
There exists another method of calculating this amplitude which is somewhat more involved than the simple case at hand, but which turns out to be useful for the treatment of a certain class of nontrivial path integrals, after a suitable generalization. This method is based on all paths with respect to the classical path, i.e., all paths are split into the classical path xcl (t) = xa + xb xa (t ta ), tb ta (2.72)
along which the free particle would run following the equation of motion xcl (t) = 0, plus deviations x(t): x(t) = xcl (t) + x(t). (2.74) (2.73)
Since initial and nal points are xed at xa , xb , respectively, the deviations vanish at the endpoints: x(ta ) = x(tb ) = 0. (2.75)
The deviations x(t) are referred to as the quantum uctuations of the particle orbit. In mathematics, the boundary conditions (2.75) are referred to as Dirichlet boundary conditions. When inserting the decomposition (2.74) into the action we observe that due to the equation of motion (2.73) for the classical path, the action separates into the sum of a classical and a purely quadratic uctuation term M 2
tb ta
dt x2 (t) + 2xcl (t) x(t) + [ x(t)]2 cl

tb ta
M 2 M = 2 =
dtx2 + M xx cl dtx2 + cl
tb ta
tb ta
tb ta
dtcl x + x
M 2
tb ta
dt( x)2
tb ta
dt( x)2 .
The absence of a mixed term is a general consequence of the extremality property of the classical path, A = 0. (2.76)
x(t)=xcl (t)
It implies that a quadratic uctuation expansion around the classical action Acl A[xcl ] (2.77)
103
can have no linear term in x(t), i.e., it must start as 1 A = Acl + 2

tb ta
dt
tb ta
2A dt + ... . x(t)x(t ) x(t)x(t ) x(t)=xcl (t)
(2.78)
With the action being a sum of two terms, the amplitude factorizes into the product h of a classical amplitude eiAcl / and a uctuation factor F0 (tb ta ), (xb tb |xa ta ) =
h h Dx eiA[x]/ = eiAcl / F0 (tb , ta ).
(2.79)
For the free particle with the classical action Acl =

tb ta
dt
M 2 x , 2 cl
(2.80)
the function factor F0 (tb ta ) is given by the path integral F0 (tb ta ) = Dx(t) exp i h
tb ta
dt
M ( x)2 . 2
(2.81)
Due to the vanishing of x(t) at the endpoints, this does not depend on xb , xa but only on the initial and nal times tb , ta . The time translational invariance reduces this dependence further to the time dierence tb ta . The subscript zero of F0 (tb ta ) indicates the free-particle nature of the uctuation factor. After inserting (2.72) into (2.80), we nd immediately M (xb xa )2 . Acl = 2 tb ta (2.82)
The uctuation factor, on the other hand, requires the evaluation of the multiple integral
N F0 (tb ta ) =
1 2 i /M h
N n=1
dxn 2 i /M h
exp
i N A , h
(2.83)
where AN is the time-sliced uctuation action AN M = 2

N +1 n=1
xn xn1
(2.84)
At the end, we have to take the continuum limit N , = (tb ta )/(N + 1) 0.
104
2.2.3
Fluctuation Factor
The remainder of this section will be devoted to calculating the uctuation factor (2.83). Before doing this, we shall develop a general technique for dealing with such time-sliced expressions. Due to the frequent appearance of the uctuating x-variables, we shorten the notation by omitting all s and working only with x-variables. A useful device for manipulating sums on a sliced time axis such as (2.84) is the dierence operator and its conjugate , dened by 1 x(t) [x(t + ) x(t)], 1 x(t) [x(t) x(t )]. (2.85)
They are two dierent discrete versions of the time derivative t , to which both reduce in the continuum limit 0: , t ,
0
(2.86)
if they act upon dierentiable functions. Since the discretized time axis with N + 1 steps constitutes a one-dimensional lattice, the dierence operators , are also called lattice derivatives. For the coordinates xn = x(tn ) at the discrete times tn we write xn = xn = 1 1 (xn+1 xn ), (xn xn1 ), N n 0, N + 1 n 1. xn or (2.87) xn as
The time-sliced action (2.84) can then be expressed in terms of (writing xn instead of xn ) AN = M 2
N
( xn )2 =
n=0
M 2
N +1
( xn )2 .
n=1
(2.88)
In this notation, the limit 0 is most obvious: The sum n goes into the tb 2 2 2 integral ta dt, whereas both ( xn ) and ( xn ) tend to x , so that AN
tb ta
dt
M 2 x. 2
(2.89)
Thus, the time-sliced action becomes the Lagrangian action. Lattice derivatives have properties quite similar to ordinary derivatives. One only has to be careful in distinguishing and . For example, they allow for a useful operation summation by parts which is analogous to the integration by parts. Recall the rule for the integration by parts
tb ta tb dtg(t)f(t) = g(t)f (t) ta tb ta
dtg(t)f (t).
(2.90)
105
On the lattice, this relation yields for functions f (t) xn and g(t) pn :
N +1 n=1
pn xn = pn xn |N +1 0
( pn )xn .
n=0
(2.91)
This follows directly by rewriting (2.35). For functions vanishing at the endpoints, i.e., for xN +1 = x0 = 0, we can omit the surface terms and shift the range of the sum on the right-hand side to obtain the simple formula [see also Eq. (2.47)]
N +1 n=1 N N +1
pn xn =
n=0
( pn )xn =
( pn )xn .
n=1
(2.92)
The same thing holds if both p(t) and x(t) are periodic in the interval tb ta , so that p0 = pN +1 , x0 = xN +1 . In this case, it is possible to shift the sum on the right-hand side by one unit arriving at the more symmetric-looking formula
N +1 n=1 N +1
pn xn =
( pn )xn .
n=1
(2.93)
In the time-sliced action (2.84) the quantum uctuations xn (=xn ) vanish at the ends, so that (2.92) can be used to rewrite
N +1 n=1 N
( xn )2 =
xn
n=1
xn .
(2.94)
In the xn -form of the action (2.88), the same expression is obtained by applying formula (2.92) from the right- to the left-hand side and using the vanishing of x0 and xN +1 :
N n=0 N +1 N
( xn )2 =
xn
n=1
xn =
xn
n=1
xn .
(2.95)
The right-hand sides in (2.94) and (2.95) can be written in matrix form as
N N
xn
n=1 N
xn xn
xn (
n,n =1 N
)nn xn , )nn xn , (2.96)
xn
n=1
xn (
n,n =1
with the same N N -matrix 1

2
2 1 0 ... 0 1 2 1 . . . 0 . . . 0 0
0 0
0 0 . . .
0 0 . . . 1 2 1 0 0 ... 0 1 2
(2.97)
106
2 This is obviously the lattice version of the double time derivative t , to which it reduces in the continuum limit 0. It will therefore be called the lattice Laplacian. A further common property of lattice and ordinary derivatives is that they can both be diagonalized by going to Fourier components. When decomposing
x(t) = and applying the lattice derivative x(tn ) = =

deit x(),
(2.98)
, we nd d 1 ei(tn + ) eitn x() (2.99)
1 deitn (ei 1) x(). has the eigenvalues (2.100)
Hence, on the Fourier components, 1
(ei 1).
In the continuum limit 0, this becomes the eigenvalue of the ordinary time derivative t , i.e., i times the frequency of the Fourier component . As a reminder of this we shall denote the eigenvalue of i by and have i (i x)() = x() (ei 1) x(). For the conjugate lattice derivative we nd similarly i (i x)() = x() (ei 1) x(), (2.102) (2.101)
where is the complex-conjugate number of , i.e., . As a consequence, the eigenvalues of the negative lattice Laplacian are real and nonnegative: i i 1 (ei 1) (1 ei ) = 2 [2 2 cos( )] 0. (2.103)
Of course, and have the same continuum limit . When decomposing the quantum uctuations x(t) [=x(t)] into their Fourier components, not all eigenfunctions occur. Since x(t) vanishes at the initial time t = ta , the decomposition can be restricted to the sine functions and we may expand x(t) =
0
d sin (t ta ) x().
(2.104)
The vanishing at the nal time t = tb is enforced by a restriction of the frequencies to the discrete values m m = . (2.105) m = tb ta (N + 1)
107
Thus we are dealing with the Fourier series
x(t) =
m=1
2 sin m (t ta ) x(m ) (tb ta )
(2.106)
with real Fourier components x(m ). A further restriction arises from the fact that for nite , the series has to represent x(t) only at the discrete points x(tn ), n = 0, . . . , N + 1. It is therefore sucient to carry the sum only up to m = N and to expand x(tn ) as
N
x(tn ) =
m=1
2 sin m (tn ta ) x(m ), N +1
(2.107)
has been removed from the Fourier components, for convenience. where a factor The expansion functions are orthogonal,
N 2 sin m (tn ta ) sin m (tn ta ) = mm , N + 1 n=1
(2.108)
and complete:
N 2 sin m (tn ta ) sin m (tn ta ) = nn N + 1 m=1
(2.109)
(where 0 < m, m < N + 1). The orthogonality relation follows by rewriting the left-hand side of (2.108) in the form
N +1 i(m m ) i(m + m ) 2 1 Re exp n exp n N +12 N +1 N +1 n=0
(2.110)
with the sum extended without harm by a trivial term at each end. Being of the geometric type, this can be calculated right away. For m = m the sum adds up to 1, while for m = m it becomes 1 ei(mm ) ei(mm )/(N +1) 2 1 Re (m m ) . N +12 1 ei(mm )/(N +1) (2.111)
The rst expression in the curly brackets is equal to 1 for even m m = 0; while being imaginary for odd m m [since (1 + ei )/(1 ei ) is equal to (1 + ei )(1 ei )/|1 ei |2 with the imaginary numerator ei ei ]. For the second term the same thing holds true for even and odd m + m = 0, respectively. Since m m and m + m are either both even or both odd, the right-hand side of (2.108) vanishes for m = m [remembering that m, m [0, N + 1] in the expansion (2.107), and thus in (2.111)]. The proof of the completeness relation (2.109) can be carried out similarly. Inserting now the expansion (2.107) into the time-sliced uctuation action (2.84), the orthogonality relation (2.108) yields AN = M 2
N
( xn )2 =
n=0
M 2
N +1
x(m )m m x(m ).
m=1
(2.112)
108
Thus the action decomposes into a sum of independent quadratic terms involving the discrete set of eigenvalues m m = 1 [2 2 cos(m )] = 2 1
2
2 2 cos
m N +1
(2.113)
and the uctuation factor (2.83) becomes

N F0 (tb
ta ) =
1 2 i /M h
N
N n=1
dxn 2 i /M h
exp
m=1
iM m m [x(m )]2 . h 2
(2.114)
Before performing the integrals, we must transform the measure of integration from the local variables xn to the Fourier components x(m ). Due to the orthogonality relation (2.108), the transformation has a unit determinant implying that
N N
dxn =
n=1 m=1
dx(m ).
(2.115)
With this, Eq. (2.114) can be integrated with the help of Fresnels formula (1.333). The result is
N F0 (tb ta ) =
1 2 i /M h
N m=1
1
2 m m
(2.116)
To calculate the product we use the formula5

N m=1
1 + x2 2x cos
m x2(N +1) 1 = . N +1 x2 1 m = N + 1. N +1
(2.117)
Taking the limit x 1 gives

N 2 m=1 N
m m =
m=1
2 1 cos
(2.118)
The time-sliced uctuation factor of a free particle is therefore simply

N F0 (tb ta ) =
1 2i (N + 1) /M h
(2.119)
or, expressed in terms of tb ta , F0 (tb ta ) =

5
1 2i (tb ta )/M h
(2.120)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 1.396.2.

109
As in the amplitude (2.71) we have dropped the superscript N since this nal result is independent of the number of time slices. Note that the dimension of the uctuation factor is 1/length. In fact, one may introduce a length scale associated with the time interval tb ta , l(tb ta ) and write F0 (tb ta ) = 2 (tb ta )/M, h 1 il(tb ta ) . (2.121)
(2.122)
With (2.120) and (2.82), the full time evolution amplitude of a free particle (2.79) is again given by (2.71) (xb tb |xa ta ) = 1 2i (tb ta )/M h exp i M (xb xa )2 . h 2 tb ta (2.123)
It is straightforward to generalize this result to a point particle moving through any number D of Cartesian space dimensions. If x = (x1 , . . . , xD ) denotes the spatial coordinates, the action is A[x] = M 2
tb ta
dt x2 .
(2.124)
Being quadratic in x, the action is the sum of the actions for each component. Hence, the amplitude factorizes and we nd (xb tb |xa ta ) = 1 2i (tb ta )/M h
D
exp
i M (xb xa )2 , h 2 tb ta
(2.125)
in agreement with the quantum-mechanical result in D dimensions (1.337). It is instructive to present an alternative calculation of the product of eigenvalues in (2.116) which does not make use of the Fourier decomposition and works entirely in conguration space. We observe that the product
N 2 m=1
m m
(2.126)
is the determinant of the diagonalized N N -matrix 2 . This follows from the fact that for any matrix, the determinant is the product of its eigenvalues. The product (2.126) is therefore also called the uctuation determinant of the free particle and written
N 2 m=1
m m detN (
).
(2.127)
110
With this notation, the uctuation factor (2.116) reads

N F0 (tb tb ) =
1 2 i /M h
detN (
1/2
(2.128)
can be found very simply from the Now one realizes that the determinant of 2 explicit N N matrix (2.97) by induction: For N = 1 we see directly that detN =1 ( For N = 2, the determinant is detN =2 (
2 2
) = |2| = 2. 2 1 = 3. 1 2
(2.129)
)=
(2.130)
A recursion relation is obtained by developing the determinant twice with respect to the rst row: detN (
2
) = 2 detN 1 (
) detN 2 (
).
(2.131)
With the initial condition (2.129), the solution is detN (

2
) = N + 1,
(2.132)
in agreement with the previous result (2.118). Let us also nd the time evolution amplitude in momentum space. A simple Fourier transform of initial and nal positions according to the rule (2.37) yields (pb tb |pa ta ) =
h dD xb eipb xb / h dD xa eipa xa / (xb tb |xa ta )
2
h = (2)D (D) (pb pa )eipb (tb ta )/ .
(2.133)
2.2.4
Finite Slicing Properties of Free-Particle Amplitude
The time-sliced free-particle time evolution amplitudes (2.70) happens to be independent of the number N of time slices used for their calculation. We have pointed this out earlier for the uctuation factor (2.119). Let us study the origin of this independence for the classical action in the exponent. The dierence equation of motion is solved by the same linear function x(t) = At + B, as in the continuum. Imposing the initial conditions gives xcl (tn ) = xa + (xb xa ) n . N +1 (2.136)
x(t) = 0
(2.134)
(2.135)
2.3 Exact Solution for Harmonic Oscillator
111
The time-sliced action of the uctuations is calculated, via a summation by parts on the lattice [see (2.91)]. Using the dierence equation xcl = 0, we nd
N +1
Acl = =
n=1
M ( xcl )2 2
N +1 n=0 N
(2.137) xcl
n=0
M 2
xcl xcl
xcl
M = xcl xcl 2
N +1 n=0
M (xb xa )2 = . 2 tb ta
This coincides with the continuum action for any number of time slices. In the operator formulation of quantum mechanics, the -independence of the amplitude of the free particle follows from the fact that in the absence of a potential V (x), the two sides of the Trotter formula (2.26) coincide for any N.
2.3
Exact Solution for Harmonic Oscillator
A further problem to be solved along similar lines is the time evolution amplitude of the linear oscillator (xb tb |xa ta ) = = with the canonical action A[p, x] = and the Lagrangian action A[x] =
tb ta tb ta
Dx
i Dp exp A[p, x] 2 h h i Dx exp A[x] , h
(2.138)
dt px
1 2 M 2 2 p x , 2M 2
(2.139)
dt
M 2 (x 2 x2 ). 2
(2.140)
2.3.1
Fluctuations around Classical Path
As before, we proceed with the Lagrangian path integral, starting from the timesliced form of the action AN = M 2
N +1 n=1
( xn )2 2 x2 . n
(2.141)
The path integral is again a product of Gaussian integrals which can be evaluated successively. In contrast to the free-particle case, however, the direct evaluation is now quite complicated; it will be presented in Appendix 2B. It is far easier to
112
employ the uctuation expansion, splitting the paths into a classical path xcl (t) plus uctuations x(t). The uctuation expansion makes use of the fact that the action is quadratic in x = xcl + x and decomposes into the sum of a classical part tb M (2.142) dt (x2 2 x2 ), Acl = cl 2 cl ta and a uctuation part tb M A = dt [( x)2 2 (x)2 ], (2.143) 2 ta with the boundary condition x(ta ) = x(tb ) = 0. (2.144) There is no mixed term, due to the extremality of the classical action. The equation of motion is Thus, as for a free-particle, the total time evolution amplitude splits into a classical and a uctuation factor: (xb tb |xa ta ) =
h h Dx eiA[x]/ = eiAcl / F (tb ta ).
xcl = 2 xcl .
(2.145)
(2.146)
The subscript of F records the frequency of the oscillator. The classical orbit connecting initial and nal points is obviously xb sin (t ta ) + xa sin (tb t) xcl (t) = . (2.147) sin (tb ta ) Note that this equation only makes sense if tb ta is not equal to an integer multiple of / which we shall always assume from now on.6 After an integration by parts we can rewrite the classical action Acl as tb tb M M xcl (cl 2 xcl ) + xcl xcl x Acl = . (2.148) dt ta 2 2 ta The rst term vanishes due to the equation of motion (2.145), and we obtain the simple expression M Acl = [xcl (tb )xcl (tb ) xcl (ta )xcl (ta )]. (2.149) 2 Since [xb xa cos (tb ta )], (2.150) xcl (ta ) = sin (tb ta ) [xb cos (tb ta ) xa ], (2.151) xcl (tb ) = sin (tb ta ) we can rewrite the classical action as M Acl = (x2 + x2 ) cos (tb ta ) 2xb xa . (2.152) b a 2 sin (tb ta )
For subtleties in the immediate neighborhood of the singularities which are known as caustic phenomena, see Notes and References at the end of the chapter, as well as Section 4.8.
113
2.3.2
Fluctuation Factor
We now turn to the uctuation factor. With the matrix notation for the lattice 2 , we have to solve the multiple integral operator
N F (tb , ta ) =
1 2 i /M h iM h 2
N n,n =1 N n=1
dxn 2 i /M h
exp
xn [
2 ]nn xn
(2.153)
When going to the Fourier components of the paths, the integral factorizes in the same way as for the free-particle expression (2.114). The only dierence lies in the eigenvalues of the uctuation operator which are now m m 2 = 1
2
[2 2 cos(m )] 2
(2.154)
instead of m m . For times tb , ta where all eigenvalues are positive (which will be specied below) we obtain from the upper part of the Fresnel formula (1.333) directly
N F (tb , ta ) =
1 2 i /M h
N m=1
1
2 m m
.
22
(2.155)
The product of these eigenvalues is found by introducing an auxiliary frequency satisfying sin Then we decompose the product as
N m=1 N N 2 m=1
. 2 2
(2.156)
[ 2 m m
2
2] =
N
m m
m=1
m m 2 2 2 m m (2.157)
=
m=1
m m
sin2 2 1 . m sin2 2(N +1) m=1
The rst factor is equal to (N + 1) by (2.118). The second factor, the product of the ratios of the eigenvalues, is found from the standard formula7 sin2 x 1 sin[2(N + 1)x] 1 = . 2 m sin 2x (N + 1) sin 2(N +1) m=1
N
(2.158)
114
With x = /2, we arrive at the uctuation determinant

N
detN (
2) =
m=1
[ 2 m m
2] =
sin (tb ta ) , sin
(2.159)
and the uctuation factor is given by

N F (tb , ta ) =
1 2i /M h
sin , sin (tb ta )
tb ta < / ,
(2.160)
where, as we have agreed earlier in Eq. (1.333), larger than zero.
i means ei/4 , and tb ta is always
2.3.3
The i -Prescription and Maslov-Morse Index
The result (2.160) is initially valid only for tb ta < / . (2.161)
In this time interval, all eigenvalues in the uctuation determinant (2.159) are positive, and the upper version of the Fresnel formula (1.333) applies to each of the integrals in (2.153) [this was assumed in deriving (2.155)]. If tb ta grows larger than / , the smallest eigenvalue 1 1 2 becomes negative and the integration over the associated Fourier component has to be done according to the lower case of the Fresnel formula (1.333). The resulting amplitude carries an extra phase factor ei/2 and remains valid until tb ta becomes larger than 2/ , where the second eigenvalue becomes negative introducing a further phase factor ei/2 . All phase factors emerge naturally if we associate with the oscillator frequency an innitesimal negative imaginary part, replacing everywhere by i with an innitesimal > 0. This is referred to as the i-prescription. Physically, it amounts to attaching an innitesimal damping term to the oscillator, so that the amplitude behaves like eitt and dies down to zero after a very long time (as opposed to an unphysical antidamping term which would make it diverge after a long time). Now, each time that tb ta passes an integer multiple of / , the square root of sin (tb ta ) in (2.160) passes a singularity in a specic way which ensures the proper phase.8 With such an i-prescription it will be superuous to restrict tb ta to the range (2.161). Nevertheless it will sometimes be useful to exhibit the phase factor arising in this way in the uctuation factor (2.160) for tb ta > / by writing
N F (tb , ta ) =
1 2i /M h
sin ei/2 , | sin (tb ta )|
(2.162)
In the square root, we may equivalently assume tb ta to carry a small negative imaginary part. For a detailed discussion of the phases of the uctuation factor in the literature, see Notes and References at the end of the chapter.
115
where is the number of zeros encountered in the denominator along the trajectory. This number is called the Maslov-Morse index of the trajectory9 .
2.3.4
Continuum Limit
Let us now go to the continuum limit, 0. Then the auxiliary frequency tends to and the uctuation determinant becomes detN (
2
2 )
sin (tb ta ) .
(2.163)
N The uctuation factor F (tb ta ) goes over into
F (tb ta ) =
1 2i /M h
, sin (tb ta )
(2.164)
with the phase for tb ta > / determined as above. In the limit 0, both uctuation factors agree, of course, with the free-particle result (2.120). In the continuum limit, the ratios of eigenvalues in (2.157) can also be calculated in the following simple way. We perform the limit 0 directly in each factor. This gives
2
m m 2 2 2 m m
2 2 2 cos(m ) 0 2 (tb ta )2 . 1 2 m2 = 1
(2.165)
As the number N goes to innity we wind up with an innite product of these factors. Using the well-known innite-product formula for the sine function10
sin x = x
m=1
x2 , m2 2
(2.166)
we nd, with x = (tb ta ),

0 m m m m 2 2 m (tb ta ) , = 2 2 sin (tb ta ) m=1 m
(2.167)
and obtain once more the uctuation factor in the continuum (2.164).
V.P. Maslov and M.V. Fedoriuk, Semi-Classical Approximations in Quantum Mechanics, Reidel, Boston, 1981. 10 I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 1.431.1.
9
116
Multiplying the uctuation factor with the classical amplitude, the time evolution amplitude of the linear oscillator in the continuum reads (xb tb |xa ta ) = = Dx(t) exp 1 2i /M h exp i h
tb ta
dt
M 2 (x 2 x2 ) 2 (2.168)
sin (tb ta )
M i [(x2 + x2 ) cos (tb ta ) 2xb xa ] . a 2 sin (tb ta ) b h
The result can easily be extended to any number D of dimensions, where the action is A=
tb ta
dt
M 2 x 2 x2 . 2
(2.169)
Being quadratic in x, the action is the sum of the actions of each component leading to the factorized amplitude:
D
(xb tb |xa ta ) =
i=1
xi tb |xi ta b a
1 2i /M h
D
sin (tb ta )
exp
M i [(x2 + x2 ) cos (tb ta ) 2xb xa ] , a 2 sin (tb ta ) b h
(2.170)
where the phase of the second square root for tb ta > / is determined as in the one-dimensional case [see Eq. (1.543)].
2.3.5
Useful Fluctuation Formulas
It is worth realizing that when performing the continuum limit in the ratio of eigenvalues (2.167), we have actually calculated the ratio of the functional determinants of the dierential operators
2 det(t 2 ) . 2 det(t )
(2.171)
2 Indeed, the eigenvalues of t in the space of real uctuations vanishing at the endpoints are simply 2 m =
m tb ta
(2.172)
so that the ratio (2.171) is equal to the product

2 2 m 2 det(t 2 ) = , 2) 2 det(t m m=1
(2.173)
which is the same as (2.167). This observation should, however, not lead us to believe that the entire uctuation factor F (tb ta ) = Dx exp i h
tb
dt
ta
M [( x)2 2 (x)2 ] 2
(2.174)

could be calculated via the continuum determinant F (tb , ta )
0
117
1 2 i /M h
1
2 det(t 2 )
(false).
(2.175)
2 The product of eigenvalues in det(t 2 ) would be a strongly divergent expression 2 det(t 2 ) = m=1 2 (m 2 ) 2 2 m2 m 2 sin (tb ta ) . = 2 m (tb ta )2 (tb ta ) m=1
(2.176)
=
m=1
2 m m=1
2 with dierent s can be replaced by their dierential Only ratios of determinants limits. Then the common divergent factor in (2.176) cancels. Let us look at the origin of this strong divergence. The eigenvalues on the lattice and their continuum approximation start both out for small m as
2 m m m
2 m2 . (tb ta )2
(2.177)
2 For large m N , the eigenvalues on the lattice saturate at m m 2/ 2 , while the m s keep growing quadratically in m. This causes the divergence. The correct time-sliced formulas for the uctuation factor of a harmonic oscillator is summarized by the following sequence of equations:
N F (tb ta )
= =
1 2 i /M h 1 2 i /M h
N n=1
dxn 2 i /M h 1
2
exp ,
22 )
iM T x ( h 2
2 )x (2.178)
detN (
where in the rst expression, the exponent is written in matrix notation with xT denoting the transposed vector x whose components are xn . Taking out a free-particle determinant detN ( 2 ), formula (2.132), leads to the ratio formula
N F (tb ta ) =
1 2 i(tb ta )/M h
detN ( 2 detN (
2)
1/2
(2.179)
which yields
N F (tb ta ) =
1 2i /M h
sin , sin (tb ta )
(2.180) go to zero
If with of Eq. (2.156). If we are only interested in the continuum limit, we may let on the right-hand side of (2.179) and evaluate F (tb ta ) = = 1 2 i(tb ta )/M h 1 2 i(tb ta )/M h 1 2 i(tb ta )/M h
2 det(t 2 ) 2 det(t ) m=1 2 m 2 2 m 1/2
1/2
(tb ta ) . sin (tb ta )
(2.181)
118
Let us calculate also here the time evolution amplitude in momentum space. The Fourier transform of initial and nal positions of (2.170) [as in (2.133)] yields (pb tb |pa ta ) =
h dD xb eipb xb / h dD xa eipa xa / (xb tb |xa ta )
1 (2 )D h = D D 2i h M sin (tb ta ) i 1 exp (p2 + p2 ) cos (tb ta ) 2pb pa b a h 2M sin (tb ta )
(2.182)
The limit 0 reduces to the free-particle expression (2.133), not quite as directly as in the x-space amplitude (2.170). Expanding the exponent 1 (p2 + pa ) cos (tb ta ) 2pb p2 b a 2M sin (tb ta ) 1 1 = (pb pa )2 (p2 + p2 )[(tb ta )]2 + . . . , a 2M 2 (tb ta ) 2 b and going to the limit 0, the leading term in (2.182) (2)D 2i 2 (tb ta ) M h
D
(2.183)
exp
1 i (pb pa )2 2 (t t ) h 2M b a
(2.184)
tends to (2 )D (D) (pb pa ) [recall (1.531)], while the second term in (2.183) yields a factor h ip2 (tb ta )/2M e , so that we recover indeed (2.133).
2.3.6
Oscillator Amplitude on Finite Time Lattice
Let us calculate the exact time evolution amplitude for a nite number of time slices. In contrast to the free-particle case in Section 2.2.4, the oscillator amplitude is no longer equal to its continuum limit but -dependent. This will allow us to study some typical convergence properties of path integrals in the continuum limit. Since the uctuation factor was initially calculated at a nite in (2.162), we only need to nd the classical action for nite . To maintain time reversal invariance at any nite , we work with a slightly dierent sliced potential term in the action than before in (2.141), using
N +1 n=1
AN = or, written in another way, AN =
M 2
( xn )2 2 (x2 + x2 )/2 , n n1
(2.185)
M 2
N n=0
( xn )2 2 (x2 + x2 )/2 . n+1 n
(2.186)
This diers from the original time-sliced action (2.141) by having the potential 2 x2 replaced by n the more symmetric one 2 (x2 + x2 )/2. The gradient term is the same in both cases and can n n1 be rewritten, after a summation by parts, as
N +1 N n=0 N
( xn )2 =
n=1
( xn )2 = xb xb xa xa
xn
n=1
xn .
(2.187)
2.4 Gelfand-Yaglom Formula

This leads to a time-sliced action A
N
119
M M 2 2 M (xb + x2 ) = xb xb xa xa a 2 4 2
xn (
n=1
+ 2 )xn .
(2.188)
Since the variation of AN is performed at xed endpoints xa and xb , the uctuation factor is the same as in (2.153). The equation of motion on the sliced time axis is ( + 2 )xcl (t) = 0. (2.189) Here it is understood that the time variable takes only the discrete lattice values tn . The solution of this dierence equation with the initial and nal values xa and xb , respectively, is given by 1 xcl (t) = [xb sin (t ta ) + xa sin (tb t)] , (2.190) sin (tb ta )
where is the auxiliary frequency introduced in (2.156). To calculate the classical action on the lattice, we insert (2.190) into (2.188). After some trigonometry, and replacing 2 2 by 4 sin2 ( /2), the action resembles closely the continuum expression (2.152): AN = cl sin M (x2 + x2 ) cos (tb ta ) 2xb xa . b a 2 sin (tb ta )
h N (xb tb |xa ta ) = eiAcl / F (tb ta ),
N
(2.191)
The total time evolution amplitude on the sliced time axis is
(2.192)
with sliced action (2.191) and the sliced uctuation factor (2.162).
2.4
Gelfand-Yaglom Formula
In many applications one encounters a slight generalization of the oscillator uctuation problem: The action is harmonic but contains a time-dependent frequency 2 (t) instead of the constant oscillator frequency 2 . The associated uctuation factor is i F (tb , ta ) = Dx(t) exp A , (2.193) h with the action tb M dt [( x)2 2 (t)(x)2 ]. A= (2.194) 2 ta Since (t) may not be translationally invariant in time, the uctuation factor depends now in general on both the initial and nal times. The ratio formula (2.179) holds also in this more general case, i.e., F (tb , ta ) =
N
Here 2 (t) denotes the diagonal matrix 2 (t) =

detN ( 2 detN ( 2 i(tb ta )/M h 1 2 N
2 )
1/2
(2.195)
..
. 2 1
with the matrix elements 2 = 2 (tn ). n
(2.196)
120
2.4.1
Recursive Calculation of Fluctuation Determinant
2 (t) is quite dicult In general, the full set of eigenvalues of the matrix to nd, even in the continuum limit. It is, however, possible to derive a powerful dierence equation for the uctuation determinant which can often be used to nd its value without knowing all eigenvalues. The method is due to Gelfand and Yaglom.11 Let us denote the determinant of the N N uctuation matrix by DN , i.e., DN detN
2
2 2 2 1 0 ... 0 0 0 N 2 2 1 2 N 1 1 . . . 0 0 0 . . . . . . . 2 2 0 0 0 . . . 1 2 2 1 0 0 0 ... 0 1 2 2 2 1 DN = (2
2
(2.197)
By expanding this along the rst column, we obtain the recursion relation 2 )DN 1 DN 2 , N + 2 DN 1 = 0. N (2.198)
which may be rewritten as

2
1 DN DN 1
DN 1 DN 2
(2.199)
Since the equation is valid for all N, it implies that the determinant DN satises the dierence equation + 2 +1 )DN = 0. (2.200) ( N In this notation, the operator is understood to act on the dimensional label N of the determinant. The determinant DN may be viewed as the discrete values of a function of D(t) evaluated on the sliced time axis. Equation (2.200) is called the Gelfand-Yaglom formula. Thus the determinant as a function of N is the solution of the classical dierence equation of motion and the desired result for a given N is obtained from the nal value DN = D(tN +1 ). The initial conditions are D1 = (2 D2 = (2
2
2 ), 1 2 2 1 )(2
2 ) 1. 2
(2.201)
2.4.2
Examples
As an illustration of the power of the Gelfand-Yaglom formula, consider the known case of a constant 2 (t) 2 where the Gelfand-Yaglom formula reads ( + 2 )DN = 0. (2.202) This is solved by a linear combination of sin(N ) and cos(N ), where is given by (2.156). The solution satisfying the correct boundary condition is obviously DN =
11
sin(N + 1) . sin
(2.203)
I.M. Gelfand and A.M. Yaglom, J. Math. Phys. 1 , 48 (1960).

121
Figure 2.2 Solution of equation of motion with zero initial value and unit initial slope. Its value at the nal time is equal to 1/ times the uctuation determinant.
Indeed, the two lowest elements are D1 D2 = = 2 cos , 4 cos2 1, (2.204) 0. (2.205)
which are the same as (2.201), since 2 2 2 2 =2(1 cos ). The Gelfand-Yaglom formula becomes especially easy to handle in the continuum limit Then, by considering the renormalized function Dren (tN ) = DN , the initial conditions D1 = 2 and D2 = 3 can be re-expressed as ( D)1 = Dren (ta ) = 0, D2 D1 =( D)1 Dren (ta ) = 1.
0
(2.206) (2.207)
The dierence equation for DN turns into the dierential equation for Dren (t):
2 [t + 2 (t)]Dren (t) = 0.
(2.208)
The situation is pictured in Fig. 2.2. The determinant DN is 1/ times the value of the function Dren (t) at tb . This value is found by solving the dierential equation starting from ta with zero value and unit slope. As an example, consider once more the harmonic oscillator with a xed frequency . The equation of motion in the continuum limit is solved by Dren (t) = 1 sin (t ta ), (2.209)
which satises the initial conditions (2.207). Thus we nd the uctuation determinant to become, for small , det(
2
2 )
1 sin (tb ta ) ,
(2.210)
in agreement with the earlier result (2.203). For the free particle, the solution is Dren (t) = t ta and we obtain directly the determinant detN ( 2 ) = (tb ta )/ . For time-dependent frequencies (t), an analytic solution of the Gelfand-Yaglom initial-value problem (2.206), (2.207), and (2.208) can be found only for special classes of functions (t). In fact, (2.208) has the form of a Schrdinger equation of a point particle in a potential 2 (t), and o the classes of potentials for which the Schrdinger equation can be solved are well-known. o
122
2.4.3
Calculation on Unsliced Time Axis
In general, the most explicit way of expressing the solution is by linearly combining Dren = DN from any two independent solutions (t) and (t) of the homogeneous dierential equation 2 [t + 2 (t)]x(t) = 0. (2.211) The solution of (2.208) is found from a linear combination Dren (t) = (t) + (t). (2.212)
The coecients are determined from the initial condition (2.207), which imply (ta) + (ta ) = 0, (ta ) + (ta ) = 1, and thus Dren (t) =
(2.213)
(t)(ta ) (ta )(t) . (2.214) (ta )(ta ) (ta )(ta ) The denominator is recognized as the time-independent Wronski determinant of the two solutions W (t) t (t) (t)(t) (t)(t)
(2.215)
at the initial point ta . The right-hand side is independent of t. The Wronskian is an important quantity in the theory of second-order dierential equations. It is dened for all equations of the Sturm-Liouville type dy(t) d a(t) + b(t)y(t) = 0, dt dt (2.216)
for which it is proportional to 1/a(t). The Wronskian serves to construct the Green function for all such equations.12 In terms of the Wronskian, Eq. (2.214) has the general form Dren (t) = 1 [(t)(ta ) (ta )(t)] . W 1 [(tb )(ta ) (ta )(tb )] . W (2.217)
Inserting t = tb gives the desired determinant Dren = (2.218)
Note that the same functional determinant can be found from by evaluating the function 1 Dren (t) = [(tb )(t) (t)(tb)] W
12
(2.219)
For its typical use in classical electrodynamics, see J.D. Jackson, Classical Electrodynamics, John Wiley & Sons, New York, 1975, Section 3.11.
123
at ta . This also satises the homogenous dierential equation (2.208), but with the initial conditions Dren (tb ) = 0, D ren (tb ) = 1. (2.220)
It will be useful to emphasize at which ends the Gelfand-Yaglom boundary condi tions are satised by denoting Dren (t) and Dren (t) by Da (t) and Db (t), respectively, summarizing their symmetric properties as
2 [t + 2 (t)]Da (t) = 0 ; 2 [t + 2 (t)]Db (t) = 0 ;
Da (ta ) = 0, Db (tb ) = 0,
Da (ta ) = 1, Db (tb ) = 1,
(2.221) (2.222)
with the determinant being obtained from either function as Dren = Da (tb ) = Db (ta ). (2.223)
In contrast to this we see from the explicit equations (2.217) and (2.219) that the time derivatives of two functions at opposite endpoints are in general not related. Only for frequencies (t) with time reversal invariance, one has Da (tb ) = Db (ta ),
tb ta
for (t) = (t).
(2.224)
For arbitrary (t), one can derive a relation Da (tb ) + Db (ta ) = 2 dt (t)(t)Da (t)Db (t). (2.225)
As an application of these formulas, consider once more the linear oscillator, for which two independent solutions are (t) = cos t, Hence W = , and the uctuation determinant becomes 1 1 Dren = (cos tb sin ta cos ta sin tb ) = sin (tb ta ). (2.228) (2.227) (t) = sin t. (2.226)
2.4.4
DAlemberts Construction
It is important to realize that the construction of the solutions of Eqs. (2.221) and (2.222) requires only the knowledge of one solution of the homogenous dierential equation (2.211), say (t). A second linearly independent solution (t) can always be found with the help of a formula due to dAlembert, (t) = w (t)
t
dt , 2 (t )
(2.229)
124
where w is some constant. Dierentiation yields = w + , = . (2.230)
The second equation shows that with (t), also (t) is a solution of the homogenous dierential equation (2.211). From rst equation we nd that the Wronski determinant of the two functions is equal to w: W = (t)(t) (t)(t) = w. (2.231)
Inserting the solution (2.229) into the formulas (2.217) and (2.219), we obtain explicit expressions for the Gelfand-Yaglom functions in terms of one arbitrary solution of the homogenous dierential equation (2.211): Dren (t) = Da (t) = (t)(ta )
t ta
dt , 2 (t )
Dren (t) = Db (t) = (tb )(t)
tb t
dt 2 (t )
. (2.232)
The desired functional determinant is Dren = (tb )(ta )

tb ta
dt 2 (t )
(2.233)
2.4.5
Another Simple Formula
There exists yet another useful formula for the functional determinant. For this we solve the homogenous dierential equation (2.211) for an arbitrary initial position xa and initial velocity xa at the time ta . The result may be expressed as the following linear combination of Da (t) and Db (t): x(xa , xa ; t) = 1 Db (t) Da (t)Db (ta ) xa + Da (t)xa . Db (ta ) (2.234)
We then see that the Gelfand-Yaglom function Dren (t) = Da (t) can be obtained from the partial derivative x(xa , xa ; t) Dren (t) = . (2.235) xa This function obviously satises the Gelfand-Yaglom initial conditions Dren (ta ) = 0 and Dren (ta ) = 1 of (2.206) and (2.207), which are a direct consequence of the fact that xa and xa are independent variables in the function x(xa , xa ; t), for which xa / xa = 0 and xa / xa = 1. The uctuation determinant Dren = Da (tb ) is then given by Dren = xb , xa (2.236)
where xb abbreviates the function x(xa , xa ; tb ). It is now obvious that the analogous equations (2.222) are satised by the partial derivative Db (t) = x(t)/ xb , where x(t) is expressed in terms of the nal position xb and velocity xb as x(t) = x(xb , xb ; t) x(xb , xb ; t) = 1 Da (t) + Db (t)Da (tb ) xb Db (t)xb , Da (tb ) (2.237)

so that we obtain the alternative formula Dren = xa . xb
125
(2.238)
These results can immediately be generalized to functional determinants of dierential opera2 tors of the form t ij 2 (t) where the time-dependent frequency is a D D-dimensional matrix ij 2 (t), (i, j = 1, . . . , D). Then the associated Gelfand-Yaglom function Da (t) becomes a matrix ij Dij (t) satisfying the initial conditions Dij (ta ) = 0, Dij (tb ) = ij , and the desired functional determinant Dren is equal to the ordinary determinant of Dij (tb ):
2 Dren = Det t ij 2 (t) = det Dij (tb ). ij
(2.239)
The homogeneous dierential equation and the initial conditions are obviously satised by the partial derivative matrix Dij (t) = xi (t)/ xj , so that the explicit representations of Dij (t) in a 2 terms of the general solution of the classical equations of motion t ij 2 (t) xj (t) = 0 ij become xi xi b Dren = det j = det a . (2.240) xa xj b A further couple of formulas for functional determinants can be found by constructing a solution of the homogeneous dierential equation (2.211) which passes through specic initial and nal points xa and xb at ta and tb , respectively: x(xb , xa ; t) = Db (t) Da (t) xa + xb . Db (ta ) Da (tb ) (2.241)
The Gelfand-Yaglom functions Da (t) and Db (t) can therefore be obtained from the partial derivatives x(xb , xa ; t) Db (t) x(xb , xa ; t) Da (t) = , = . (2.242) Da (tb ) xb Db (ta ) xa At the endpoints, Eqs. (2.241) yield xa xb = = Db (ta ) 1 xa + xb , Db (ta ) Da (tb ) 1 Da (tb ) xa + xb , Db (ta ) Da (tb ) (2.243) (2.244)
so that the uctuation determinant Dren = Da (tb ) = Db (ta ) is given by the formulas Dren = xa xb
1
xb xa
(2.245)
where xa and xb are functions of the independent variables xa and xb . The equality of these ex pressions with the previous ones in (2.236) and (2.238) is a direct consequence of the mathematical identity for partial derivatives xb xa =
xa
xa xb
.
xa
(2.246)
Let us emphasize that all functional determinants calculated in this Chapter apply to the uctuation factor of paths with xed endpoints. In mathematics, this property is referred to as Dirichlet boundary conditions. In the context of quantum statistics, we shall also need such determinants for uctuations with periodic boundary conditions, for which the Gelfand-Yaglom method must be modied. We shall see in Section 2.11 that this causes considerable complications
126
in the lattice derivation, which will make it desirable to nd a simpler derivation of both functional determinants. This will be found in Section 3.27 in a continuum formulation. In general, the homogenous dierential equation (2.211) with time-dependent frequency (t) cannot be solved analytically. The equation has the same form as a Schrdinger equation for o a point particle in one dimension moving in a one dimensional potential 2 (t), and there are only a few classes of potentials for which the solutions are known in closed form. Fortunately, however, the functional determinant will usually arise in the context of quadratic uctuations around classical solutions in time-independent potentials (see in Section 4.3). If such a classical solution is known analytically, it will provide us automatically with a solution of the homogeneous dierential equation (2.211). Some important examples will be discussed in Sections 17.4 and 17.11.
2.4.6
Generalization to D Dimensions
The above formulas have an obvious generalization to a D-dimensional version of the uctuation action (2.194) A= dt
ta
where 2 (t) is a D D matrix with elements 2 (t). The uctuation factor (2.195) ij generalizes to F (tb , ta ) =
N
1 2 i(tb ta )/M h
D
detN ( 2 detN (
The uctuation determinant is found by Gelfand-Yagloms construction from a formula Dren = det Da (tb ) = det Db (ta ), (2.249) with the matrices Da (t) and Db (t) satisfying the classical equations of motion and initial conditions corresponding to (2.221) and (2.222):
2 [t + 2 [t +
(t)]Da (t) = 0 ; 2 (t)]Db (t) = 0 ;
Da (ta ) = 0, Db (tb ) = 0,
Da (ta ) = 1, Db (tb ) = 1,
where 1 is the unit matrix in D dimensions. We can then repeat all steps in the last section and nd the D-dimensional generalization of formulas (2.245): Dren xi = det a xj b
1
xi b = det j xa
2.5
Harmonic Oscillator with Time-Dependent Frequency
The results of the last section put us in a position to solve exactly the path integral of a harmonic oscillator with arbitrary time-dependent frequency (t). We shall rst do this in coordinate space, later in momentum space.
tb
M [( x)2 xT 2
(t)x],
(2.247)
1/2
(2.248)
(2.250) (2.251)
(2.252)
2.5 Harmonic Oscillator with Time-Dependent Frequency
127
2.5.1
Coordinate Space
i A[x] , h
Consider the path integral (xb tb |xa ta ) = with the Lagrangian action A[x] =
tb ta
Dx exp
(2.253)
M 2 x (t) 2 (t)x2 (t) , 2
(2.254)
which is harmonic with a time-dependent frequency. As in Eq. (2.14), the result can be written as a product of a uctuation factor and an exponential containing the classical action: (xb tb |xa ta ) =
h h Dx eiA[x]/ = F (tb , ta )eiAcl / .
(2.255)
From the discussion in the last section we know that the uctuation factor is, by analogy with (2.164), and recalling (2.236), F (tb , ta ) = 1 2i /M h 1 Da (tb ) . (2.256)
The determinant Da (tb ) = Dren may be expressed in terms of partial derivatives according to formulas (2.236) and (2.245): 1 2i /M h xb xa
1/2
F (tb ta ) =
1 2i /M h
xa xb
1/2
(2.257)
where the rst partial derivative is calculated from the function x(xa , xa ; t), the second from x(xb , xa ; t). Equivalently we may use (2.238) and the right-hand part of Eq. (2.245) to write F (tb ta ) = 1 2i /M h xa xb
1/2
1 2i /M h
xb xa
1/2
(2.258)
It remains to calculate the classical action Acl . This can be done in the same way as in Eqs. (2.148) to (2.152). After a partial integration, we have as before Acl = M (xb xb xa xa ). 2 (2.259)
Exploiting the linear dependence of xb and xa on the endpoints xb and xa , we may rewrite this as Acl = M 2 xb xb xa xb xa xb xa xa + xb xa xa xb . xb xa xa xb (2.260)
128
Inserting the partial derivatives from (2.243) and (2.244) and using the equality of Da (tb ) and Db (ta ), we obtain the classical action Acl = M x2 Da (tb ) x2 Db (ta ) 2xb xa . a 2Da (tb ) b (2.261)
Note that there exists another simple formula for the uctuation determinant Dren : Dren = Da (tb ) = Db (ta ) = M 2 Acl xb xa
1
(2.262)
For the harmonic oscillator with time-independent frequency , the GelfandYaglom function Da (t) of Eq. (2.228) has the property (2.224) due to time reversal invariance, and (2.261) reproduces the known result (2.152). The expressions containing partial derivatives are easily extended to D dimensions: We simply have to replace the partial derivatives xb / xa , xb / xa , . . . by the corresponding D D matrices, and write the action as the associated quadratic form. The D-dimensional versions of the uctuation factors (2.257) are F (tb ta ) = 1 2i /M h
D
xi b det j xa
1/2
1 2i /M h
D
xi det a xj b
1/2
(2.263)
All formulas for uctuation factors hold initially only for suciently short times tb ta . For larger times, they carry phase factors determined as before in (2.162). The fully dened expression may be written as F (tb ta ) = 1 2i /M h
D
xi b det j xa
1/2
i/2
1 2i /M h
D
xi det a xj b
1/2
ei/2 ,
(2.264) where is the Maslov-Morse index. In the one-dimensional case it counts the turning points of the trajectory, in the multidimensional case the number of zeros in a determinant det xi / xj along the trajectory, if the zero is caused by a reduction b of the rank of the matrix xi / xj by one unit. If it is reduced by more than one a b unit, increases accordingly. In this context, the number is also called the Morse index of the trajectory. The zeros of the functional determinant are also called conjugate points. They are generalizations of the turning points in one-dimensional systems. The surfaces in x-space, on which the determinant vanishes, are called caustics. The conjugate points are the places where the orbits touch the caustics.13 Note that for innitesimally short times, all uctuation factors and classical actions coincide with those of a free particle. This is obvious for the time-independent harmonic oscillator, where the amplitude (2.170) reduces to that of a free particle
13
See M.C. Gutzwiller, Chaos in Classical and Quantum Mechanics, Springer, Berlin, 1990.
2.5 Harmonic Oscillator with Time-Dependent Frequency
129
in Eq. (2.125) in the limit tb ta . Since a time-dependent frequency is constant over an innitesimal time, this same result holds also here. Expanding the solution of the equations of motion for innitesimally short times as xb (tb ta )xa + xa , we have immediately xi b = ij (tb ta ), xj a Similarly, the expansions xb xa lead to 1 xi b , j = ij tb ta xa xa = ij (tb ta ). xj b xb xa tb ta (2.266) xa (tb ta )xb + xb , (2.265)
(2.267)
1 xi a . j = ij tb ta xb
(2.268)
Inserting the expansions (2.266) or (2.267) into (2.259) (in D dimensions), the action reduces approximately to the free-particle action Acl M (xb xa )2 . 2 tb ta (2.269)
2.5.2
Momentum Space
Let us also nd the time evolution amplitude in momentum space. For this we write the classical action (2.260) as a quadratic form Acl = with a matrix M (xb , xa ) A 2 xb xb xa xb xb xa xb xa . x
a
(2.270)
The inverse of this matrix is
A= A1
(2.271)
xa
The partial derivatives of xb and xa are calculated from the solution of the homogeneous dierential equation (2.211) specied in terms of the nal and initial velocities xb and xa : x(xb , xa ; t) = 1 a (tb )Db (ta ) + 1 D Da (t) + Db (t)Da (tb ) xa + Db (t) + Da (t)Db (ta ) xb , (2.273)
xb xb = x
a
xb
xb xa . x
a
(2.272)
xa
130
which yields xa xb so that A1 = =
1 Db (ta )Da (ta )xb Db (ta )xb , a (tb )Db (ta ) + 1 D 1 Da (tb )xa + Da (tb )Db (ta )xb , a (tb )Db (ta ) + 1 D Db (ta ) Da (tb ) = Da (tb )Db (ta ) + 1 1 1 Da (tb )
(2.274) (2.275)
The determinant of A is the Jacobian det A =
(2.276)
Da (tb )Db (ta ) + 1 (xb , xa ) = . (xb , xa ) Da (tb )Db (ta )
(2.277)
We can now perform the Fourier transform of the time evolution amplitude and nd, via a quadratic completion, (pb tb |pa ta ) = = 2 h iM exp
h dxb eipb xb / h dxa eipa xa / (xb tb |xa ta )
(2.278)
Da (tb ) a (tb )Db (ta ) + 1 D Da (tb ) i 1 Db (ta )p2 + Da (tb )p2 2pb pa b a h 2M Da (tb )Db (ta ) + 1 .
Inserting here Da (tb ) = sin (tb ta )/ and Da (tb ) = cos (tb ta ), we recover the oscillator result (2.182). In D dimensions, the classical action has the same quadratic form as in (2.270) Acl = M T T xb , xa A 2 xb xa (2.279)
with a matrix A generalizing (2.271) by having the partial derivatives replaced by the corresponding D D-matrices. The inverse is the 2D 2D-version of (2.272), i.e. xb xb xb xb xb xb xa xa , A= A1 = . (2.280) x x a xa xa a xb xa xb xa The determinant of such a block matrix A= is calculated after a triangular decomposition A= a c b d = a c 0 1 1 a1 b 0 d ca1 b = 1 0 b d a bd1 c d1 c 0 1 (2.282) a c b d (2.281)
in two possible ways as det a b c d = det a det (d ca1 b) = det (a bd1 c) det d, (2.283)
2.6 Free-Particle and Oscillator Wave Functions

depending whether det a or det b is nonzero. The inverse is in the rst case A= 1 a1 bx 0 x a1 0 ca1 1 = a1+a1 bxca1 a1 bx , x (dca1b)1. xca1 x
131
(2.284)
The resulting amplitude in momentum space is (pb tb |pa ta ) =

h dxb eipb xb / h dxa eipa xa / (xb tb |xa ta )
2 1 = exp Dren det A 2i M h
i 1 h 2M
pT , pT A1 b a
pb pa
(2.285)
Also in momentum space, the amplitude (2.285) reduces to the free-particle one in Eq. (2.133) in the limit of innitesimally short time tb ta : For the time-independent harmonic oscillator, this was shown in Eq. (2.184), and the time-dependence of (t) becomes irrelevant in the limit of small tb ta 0.
2.6
Free-Particle and Oscillator Wave Functions
In Eq. (1.331) we have expressed the time evolution amplitude of the free particle (2.71) as a Fourier integral (xb tb |xa ta ) = dp ip(xx )/ ip2 (tb ta )/2M h h e e . (2 ) h (2.286)
This expression contains the information on all stationary states of the system. To nd these states we have to perform a spectral analysis of the amplitude. Recall that according to Section 1.7, the amplitude of an arbitrary time-independent system possesses a spectral representation of the form
(xb tb |xa ta ) =
h n (xb )n (xa )eiEn (tb ta )/ ,
(2.287)
n=0
where En are the eigenvalues and n (x) the wave functions of the stationary states. In the free-particle case the spectrum is continuous and the spectral sum is an integral. Comparing (2.287) with (2.286) we see that the Fourier decomposition itself happens to be the spectral representation. If the sum over n is written as an integral over the momenta, we can identify the wave functions as p (x) = 1 eipx . 2 h (2.288)
For the time evolution amplitude of the harmonic oscillator (xb tb |xa ta ) = 1 2i sin [(tb ta )] /M h exp (2.289) ,
iM (x2 + x2 ) cos (tb ta ) 2xb xa b a 2 sin [(tb ta )] h
132
the procedure is not as straight-forward. Here we must make use of a summation formula for Hermite polynomials (see Appendix 2C) Hn (x) due to Mehler:14 1 1 exp [(x2 + x 2 )(1 + a2 ) 4xx a] 2 2(1 a2 ) 1a an 2 2 Hn (x)Hn (x ), = exp(x /2 x /2) n n=0 2 n!
2
(2.290)
with H0 (x) = 1, H1 (x) = 2x, H2 (x) = 4x2 2, . . . , Hn (x) = (1)n ex Identifying x so that 1 a = , 2 1a 2i sin [(tb ta )] 1 + a2 1 + e2i(tb ta ) cos [(tb ta )] = = 2 2i(tb ta ) 1a 1e i sin [(tb ta )] n (xb )n (xa )ei(n+1/2)(tb ta ) .
n=0
dn x2 e . dxn
(2.291)
M/ xb , h
M/ xa , h
a ei(tb ta ) ,
(2.292)
we arrive at the spectral representation
(xb tb |xa ta ) =
(2.293)
From this we deduce that the harmonic oscillator has the energy eigenvalues En = h(n + 1/2) and the wave functions
1/2 n (x) = Nn ex
2 /22
(2.294)
Hn (x/ ).
(2.295)
Here, is the natural length scale of the oscillator and Nn the normalization constant h , M (2.296)
Nn = (1/2n n! )1/2 .
(2.297)
It is easy to check that the wave functions satisfy the orthonormality relation

dx n (x)n (x) = nn ,
(2.298)
using the well-known orthogonality relation of Hermite polynomials15 1 2 dx ex Hn (x)Hn (x) = n,n . n n! 2
14
(2.299)
See P.M. Morse and H. Feshbach, Methods of Theoretical Physics, McGraw-Hill, New York, Vol. I, p. 781 (1953). 15 I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 7.374.1.
2.7 General Time-Dependent Harmonic Action
133
2.7
General Time-Dependent Harmonic Action
A simple generalization of the harmonic oscillator with time-dependent frequency allows also for a time-dependent mass, so that the action (2.300) becomes
tb
A[x] =
dt
ta
M g(t)x2 (t) 2 (t)x2 (t) , 2
(2.300)
with some dimensionless time-dependent factor g(t). This factor changes the measure of path integration so that the time evolution amplitude is no longer given by (2.304). To nd the correct measure we must return to the canonical path integral (2.29) which now reads
x(tb )=xb
(xb tb |xa ta ) = with the canonical action

tb
x(ta )=xa
Dx
Dp iA[p,x]/ h e , 2 h
(2.301)
A[p, x] =
ta
dt px
p2 M 2 (t)x2 (t) . 2M g(t)
(2.302)
Integrating the momentum variables out in the sliced form of this path integral as in Eqs. (2.49) (2.51) yields (xb tb |xa ta ) 1 2 i /M g(tN +1) n=1 h
N
dxn exp 2 i /M g(tn) h
i N A h
(2.303)
The continuum limit of this path integral is written as (xb tb |xa ta ) = Dx g exp i A[x] , h (2.304)
with the action (2.300). The classical orbits solve the equation of motion t g(t)t 2 (t) x(t) = 0, which, by the transformation x(t) = g(t)x(t), 1 g 2 (t) 1 g(t) 1 2 (t) + , 2 (t) = g(t) 4 g(t) 2 g(t) (2.306) (2.305)
can be reduced to the previous form

2 g(t) t 2 (t) x(t) = 0.
(2.307)
The result of the path integration is therefore (xb tb |xa ta ) = h h Dx g eiA[x]/ = F (xb , tb ; xa , ta )eiAcl / , (2.308)
with a uctuation factor [compare (2.256)] F (xb , tb ; xa , ta ) = 1 2i /M h 1 , Da (tb ) (2.309)
where Da (tb ) is found from a generalization of the formulas (2.257)(2.262). The classical action is Acl = M (gb xb xb ga xa xa ), 2 (2.310)
134
where gb g(tb ), ga g(ta ). The solutions of the equation of motion can be expressed in terms of modied Gelfand-Yaglom functions (2.221) and (2.222) with the properties [t g(t)t + 2 (t)]Da (t) = 0 ; [t g(t)t + (t)]Db (t) = 0 ; as in (2.241): x(xb , xa ; t) = Db (t) Da (t) xa + xb . Db (ta ) Da (tb ) (2.313)
2
Da (ta ) = 0, Db (tb ) = 0,
Da (ta ) = 1/ga , Db (tb ) = 1/gb,
(2.311) (2.312)
This allows us to write the classical action (2.310) in the form Acl = M gb x2 Da (tb ) ga x2 Db (ta ) 2xb xa . b a 2Da (tb )
1
(2.314)
From this we nd, as in (2.262), Dren = Da (tb ) = Db (ta ) = M so that the uctuation factor becomes 1 F (xb , tb ; xa , ta ) = 2i h
t tb t
2 Acl xb xa
(2.315)
2 Acl . xb xa
tb ta
(2.316)
As an example take a free particle with a time-dependent mass term, where Da (t) =
ta
dt g 1 (t ), Db (t) =
dt g 1 (t ), Dren = Da (tb ) = Db (ta ) =
dt g 1 (t ), (2.317)
and the classical action reads
M (xb xa )2 . 2 Da (tb ) The result can easily be generalized to an arbitrary harmonic action Acl =
tb
(2.318)
A=
dt
ta
M g(t)x2 + 2b(t)xx 2 (t)x2 , 2
(2.319)
which is extremized by the Euler-Lagrange equation [recall (1.8)] t g(t)t + b(t) + 2 (t) x = 0. (2.320)
The solution of the path integral (2.308) is again given by (2.308), with the uctuation factor (2.316), where Acl is the action (2.319) along the classical path connecting the endpoints. A further generalization to D dimensions is obvious by adapting the procedure in Subsection 2.4.6, which makes Eqs. (2.311)(2.313). matrix equations.
2.8
Path Integrals and Quantum Statistics
The path integral approach is useful to also understand the thermal equilibrium properties of a system. We assume the system to have a time-independent Hamiltonian and to be in contact with a reservoir of temperature T . As explained in Section 1.7, the bulk thermodynamic quantities can be determined from the quantumstatistical partition function Z = Tr eH/kB T =
n
eEn /kB T .
(2.321)
2.8 Path Integrals and Quantum Statistics
135
This, in turn, may be viewed as an analytic continuation of the quantum-mechanical partition function h (2.322) ZQM = Tr ei(tb ta )H/ to the imaginary time tb ta = i h i . h kB T (2.323)
In the local particle basis |x , the quantum-mechanical trace corresponds to an integral over all positions so that the quantum-statistical partition function can be obtained by integrating the time evolution amplitude over xb = xa and evaluating it at the analytically continued time: Z

dx z(x) =
dx x|e H |x =
dx (x tb |x ta )|tb ta =i . h
(2.324)
The diagonal elements z(x) x|e H |x = (x tb |x ta )|tb ta =i h
(2.325)
play the role of a partition function density. For a harmonic oscillator, this quantity has the explicit form [recall (2.168)] z (x) = 1 2 /M h M h 2 exp tanh x . sinh h h 2
(2.326)
h By splitting the Boltzmann factor e H into a product of N + 1 factors e H/ with = h/kB T (N + 1), we can derive for Z a similar path integral representa tion just as for the corresponding quantum-mechanical partition function in (2.40), (2.46): N +1
dxn

(2.327)
n=1
h h h h xN +1 |e H/ |xN xN |e H/ |xN 1 . . . x2 |e H/ |x1 x1 |e H/ |xN +1 .
h As in the quantum-mechanical case, the matrix elements xn |e H/ |xn1 are reexpressed in the form h xn |e H/ |xn1
dpn ipn (xn xn1 )/ H(pn ,xn )/ h h e , 2 h
(2.328)
with the only dierence that there is now no imaginary factor i in front of the Hamiltonian. The product (2.327) can thus be written as
N +1
dxn
n=1
dpn 1 exp AN , 2 h h e
(2.329)
136
where AN denotes the sum e AN e =
N +1 n=1
[ipn (xn xn1 ) + H(pn , xn )] .

h
(2.330)
In the continuum limit
0, the sum goes over into the integral

0
Ae [p, x] =
d [ip( )x( ) + H(p( ), x( ))],
(2.331)
and the partition function is given by the path integral Dp Ae [p,x]/ h Z = Dx e . (2.332) 2 h In this expression, p( ), x( ) may be considered as paths running along an imaginary time axis = it. The expression Ae [p, x] is very similar to the mechanical canonical action (2.27). Since it governs the quantum-statistical path integrals it is called quantum-statistical action or Euclidean action, indicated by the subscript e. The name alludes to the fact that a D-dimensional Euclidean space extended by an imaginary-time axis = it has the same geometric properties as a D + 1dimensional Euclidean space. For instance, a four-vector in a Minkowski spacetime has a square length dx2 = (cdt)2 + (dx)2 . Continued to an imaginary time, this becomes dx2 = (cd )2 + (dx)2 which is the square distance in a Euclidean fourdimensional space with four-vectors (c, x). Just as in the path integral for the quantum-mechanical partition function (2.46), the measure of integration Dx Dp/2 in the quantum-statistical expression h (2.332) is automatically symmetric in all ps and xs: Dx Dp = 2 h Dp 2 h
N +1
Dx =
n=1
dxn dpn . 2 h
(2.333)
The symmetry is of course due to the trace integration over all initial nal positions. Most remarks made in connection with Eq. (2.46) carry over to the present case. The above path integral (2.332) is a natural extension of the rules of classical statistical mechanics. According to these, each cell in phase space dxdp/h is occupied with equal statistical weight, with the probability factor eE/kB T . In quantum statistics, the paths of all particles uctuate evenly over the cells in path phase h space n dx(n )dp(n )/h (n n ), each path carrying a probability factor eAe / involving the Euclidean action of the system.
2.9
Density Matrix
The partition function does not determine any local thermodynamic quantities. Important local information resides in the thermal analog of the time evolution ampli tude xb |eH/kB T |xa . Consider, for instance, the diagonal elements of this amplitude renormalized by a factor Z 1 : (xa ) Z 1 xa |eH/kB T |xa .
(2.334)
2.9 Density Matrix
137
It determines the thermal average of the particle density of a quantum-statistical system. Due to (2.327), the factor Z 1 makes the spatial integral over equal to unity: dx (x) = 1. (2.335)
By inserting into (2.334) a complete set of eigenfunctions n (x) of the Hamiltonian operator H, we nd the spectral decomposition (xa ) =
n
|n (xa )|2 eEn
eEn .
n
(2.336)
Since |n (xa )|2 is the probability distribution of the system in the eigenstate |n , while the ratio eEn / n eEn is the normalized probability to encounter the system in the state |n , the quantity (xa ) represents the normalized average particle density in space as a function of temperature. Note the limiting properties of (xa ). In the limit T 0, only the lowest energy state survives and (xa ) tends towards the particle distribution in the ground state (xa ) |0 (xa )|2 .
T 0
(2.337)
In the opposite limit of high temperatures, quantum eects are expected to become irrelevant and the partition function should converge to the classical expression (1.535) which is the integral over the phase space of the Boltzmann distribution Z Zcl =
T
dx
dp H(p,x)/kB T e . 2 h
(2.338)
We therefore expect the large-T limit of (x) to be equal to the classical particle distribution
1 (x) cl (x) = Zcl T
dp H(p,x)/kB T e . 2 h
(2.339)
Within the path integral approach, this limit will be discussed in more detail in Section 2.13. At this place we roughly argue as follows: When going in the original time-sliced path integral (2.327) to large T , i.e., small b a = h/kB T , we may keep only a single time slice and write Z with x|e H |x
h dx x|e H/ |x ,
(2.340)
dpn H(pn ,x)/ h e . 2 h
(2.341)
After substituting = b a this gives directly (2.339). Physically speaking, the path has at high temperatures no (imaginary) time to uctuate, and only one term in the product of integrals needs to be considered.
138
If H(p, x) has the standard form H(p, x) = p2 + V (x), 2M (2.342)
the momentum integral is Gaussian in p and can be done using the formula

1 dp ap2 /2 h e = . 2 h 2 a h
(2.343)
This leads to the pure x-integral for the classical partition function Zcl =

dx 2 2 /MkB T h
eV (x)/kB T =
dx V (x) e . le ( ) h
(2.344)
In the second expression we have introduced the length le ( ) h 2 2 /M. h (2.345)
It is the thermal (or Euclidean) analog of the characteristic length l(tb ta ) introduced before in (2.121). It is called the de Broglie wavelength associated with the temperature T = 1/kB , or short thermal de Broglie wavelength. Omitting the x-integration in (2.344) renders the large-T limit (x), the classical particle distribution
1 (x) cl (x) = Zcl T
1 eV (x) . le ( ) h
(2.346)
For a free particle, the integral over x in (2.344) diverges. If we imagine the length of the x-axis to be very large but nite, say equal to L, the partition function is equal to L Zcl = . (2.347) le ( ) h In D dimensions, this becomes Zcl = VD , D ( ) le h (2.348)
where VD is the volume of the D-dimensional system. For a harmonic oscillator with potential M 2 x2 /2, the integral over x in (2.344) is nite and yields, in the D-dimensional generalization lD Zcl = D , (2.349) l ( ) h where l 2 M 2 (2.350)
2.9 Density Matrix
139
is the classical length scale dened by the frequency of the harmonic oscillator. It is related to the quantum-mechanical one of Eq. (2.296) by l le ( ) = 2 2 . h (2.351)
Thus we obtain the mnemonic rule for going over from the partition function of a harmonic oscillator to that of a free particle: we must simply replace l L,
0
(2.352)
or M 1 L. 0 2 The real-time version of this is, of course, 1 0 (tb ta )M L. 2 h (2.353)
(2.354)
Let us write down a path integral representation for (x). Omitting in (2.332) the nal trace integration over xb xa and normalizing the expression by a factor Z 1 , we obtain (xa ) = Z 1 = Z 1
x( )=xb h x(0)=xa x( )=xb h x(0)=xa
Dx
Dp Ae [p,x]/ h e 2 h (2.355)
h DxeAe [x]/ .
The thermal equilibrium expectation of an arbitrary Hermitian operator O is given by O T Z 1 eEn n|O|n . (2.356)
n
In the local basis |x , this becomes O

T
= Z 1
dxb dxa xb |e H |xa xa |O|xb .
(2.357)
An arbitrary function of the position operator x has the expectation f () x

T
= Z 1
dxb dxa xb |e H |xa (xb xa )f (xa ) =
dx(x)f (x). (2.358)
The particle density (xa ) determines the thermal averages of local observables. If f depends also on the momentum operator p, then the o-diagonal matrix elements xb |e H |xa are also needed. They are contained in the density matrix introduced for pure quantum systems in Eq. (1.221), and reads now in a thermal ensemble of temperature T : (xb , xa ) Z 1 xb |e H |xa ,
(2.359)
140
whose diagonal values coincide with the above particle density (xa ). It is useful to keep the analogy between quantum mechanics and quantum statistics as close as possible and to introduce the time translation operator along the imaginary time axis
h Ue (b , a ) e(b a )H/ ,
b > a ,
(2.360)
dening its local matrix elements as imaginary or Euclidean time evolution amplitudes (xb b |xa a ) xb |Ue (b , a )|xa , b > a . (2.361)
As in the real-time case, we shall only consider the causal time-ordering b > a . Otherwise the partition function and the density matrix do not exist in systems with energies up to innity. Given the imaginary-time amplitudes, the partition function is found by integrating over the diagonal elements Z= and the density matrix (xb , xa ) = Z 1 (xb h|xa 0). (2.363)

dx(x h|x 0),
(2.362)
For the sake of generality we may sometimes also consider the imaginary-time evolution operators for time-dependent Hamiltonians and the associated amplitudes. They are obtained by time-slicing the local matrix elements of the operator 1 U(b , a ) = T exp h
b a
d H(i ) .
(2.364)
Here T is an ordering operator along the imaginary-time axis. It must be emphasized that the usefulness of the operator (2.364) in describing thermodynamic phenomena is restricted to the Hamiltonian operator H(t) depending very weakly on the physical time t. The system has to remain close to equilibrium at all times. This is the range of validity of the so-called linear response theory (see Chapter 18 for more details). The imaginary-time evolution amplitude (2.361) has a path integral representation which is obtained by dropping the nal integration in (2.329) and relaxing the condition xb = xa :
N
(xb b |xa a )
N +1
dxn
n=1
n=1
dpn exp AN / . e h 2 h
(2.365)
The time-sliced Euclidean action is

N +1
AN = e
n=1
[ipn (xn xn1 ) + H(pn , xn , n )]
(2.366)
2.9 Density Matrix
141
(we have omitted the factor i in the -argument of H). In the continuum limit this is written as a path integral (xb b |xa a ) = Dx 1 Dp exp Ae [p, x] 2 h h (2.367)
[by analogy with (2.332)]. For a Hamiltonian of the standard form (2.7), H(p, x, ) = p2 + V (x, ), 2M
with a smooth potential V (x, ), the momenta can be integrated out, just as in (2.51), and the Euclidean version of the pure x-space path integral (2.52) leads to (2.53): (xb b |xa a ) = Dx exp 1 2 /M h 1 exp h
N n=1
1 h

h 0
M ( x)2 + V (x, ) 2 dxn 2/M

2
(2.368) + V (xn , n ) .
N +1 n=1
M 2
xn xn1
From this we calculate the quantum-statistical partition function Z = =

dx (x h|x 0)
x( )=x h x(0)=x h Dx eAe [x]/ = h Dx eAe [x]/ ,
dx
(2.369)
where Ae [x] is the Euclidean version of the Lagrangian action Ae [x] =

b a
M 2 x + V (x, ) . 2
(2.370)
The prime denotes dierentiation with respect to the imaginary time. As in the quantum-mechanical partition function in (2.61), the path integral Dx now stands for N +1 dxn Dx . (2.371) 2 /M h n=1 It contains no extra 1/ 2 /M factor, as in (2.368), due to the trace integration h over the exterior x. The condition x( ) = x(0) is most easily enforced by expanding x( ) into a h Fourier series
x( ) =
m=
1 eim xm , N +1
(2.372)
142
with the Matsubara frequencies m 2mkB T / = h 2m , h m = 0, 1, 2, . . . . (2.373)
When considered as functions on the entire -axis, the paths are periodic in h at any , i.e., x( ) = x( + h). (2.374) Thus the path integral for the quantum-statistical partition function comprises all periodic paths with a period h. In the time-sliced path integral (2.368), the coor dinates x( ) are needed only at the discrete times n = n . Correspondingly, the sum over m in (2.372) can be restricted to run from m = N/2 to N/2 for even N and from (N 1)/2 to (N + 1)/2 for odd N (see Fig. 2.3). In order to have a real x(n ), we must require that xm = x m (modulo N + 1). (2.375)
Note that the Matsubara frequencies in the expansion of the paths x( ) are now twice as big as the frequencies m in the quantum uctuations (2.105) (after analytic continuation of tb ta to i /kB T ). Still, they have about the same total number, h since they run over positive and negative integers. An exception is the zero frequency m = 0, which is included here, in contrast to the frequencies m in (2.105) which run only over positive m = 1, 2, 3, . . . . This is necessary to describe paths with arbitrary nonzero endpoints xb = xa = x (included in the trace).
2.10
Quantum Statistics of Harmonic Oscillator
The harmonic oscillator is a good example for solving the quantum-statistical path integral. The -axis is sliced at n = n , with /(N + 1) (n = 0, . . . , N + 1), and the partition function is h given by the N -limit of the product of integrals
N N Z
=
n=0
dxn exp AN / , e h 2 /M h
(2.376)
where AN is the time-sliced Euclidean oscillator action e AN e M = 2

N +1
xn (
n=1
2 2
)xn .
(2.377)
Integrating out the xn s, we nd immediately

N Z =
1 detN +1 (
2
. +
22)
(2.378)
Let us evaluate the uctuation determinant via the product of eigenvalues which diagonalize the matrix 2 + 2 2 in the sliced action (2.377). They are
2
m m +
2 = 2 2 cos m +
2,
(2.379)
2.10 Quantum Statistics of Harmonic Oscillator
143
Figure 2.3 Illustration of the eigenvalues (2.379) of the uctuation matrix in the action (2.377) for even and odd N .
with the Matsubara frequencies m . For = 0, the eigenvalues are pictured in Fig. 2.3. The action (2.377) becomes diagonal after going to the Fourier components xm . To do this we arrange the real and imaginary parts Re xm and Im xm in a row vector (Re x1 , Im x1 ; Re x2 , Im x2 ; . . . ; Re xn , Im xn ; . . .), and see that it is related to the time-sliced positions xn = x(n ) by a transformation matrix with the rows Tmn xn = = (Tm )n xn 1 2 m m , cos 2 1, sin 2 1, N +1 N +1 N +1 2 m m cos 2 2, sin 2 2, . . . N +1 N +1 m m . . . , cos 2 n, sin 2 n, . . . xn . (2.380) N +1 N +1 n For each row index m = 0, . . . , N, the column index n runs from zero to N/2 for even N , and to (N + 1)/2 for odd N . In the odd case, the last column sin Nm 2 n with n = (N + 1)/2 vanishes +1 identically and must be dropped, so that the number of columns in Tmn is in both cases N + 1, as it should be. For odd N , the second-last column of Tmn is an alternating sequence Thus, 1. for a proper normalization, it has to be multiplied by an extra normalization factor 1/ 2, just as the elements in the rst column. An argument similar to (2.110), (2.111) shows that the resulting matrix is orthogonal. Thus, we can diagonalize the sliced action in (2.377) as follows 2 x2 + 2 N/2 (m m + 2 )|xm |2 for N = even, 0 m=1 M N 2 (2.381) Ae = 2 x2 + ((N +1)/2 (N +1)/2 + 2 )xN +1 0 2 (N 1)/2 + 2 m=1 (m m + 2 )|xm |2 for N = odd. Thanks to the orthogonality of Tmn , the measure
N/2 n
dx(n ) transforms simply into d Im xm for N = even,
dx0
m=1
d Re xm
(2.382)
(N 1)/2
dx0

dx(N +1)/2
m=1
d Re xm
d Im xm
for
N = odd.
144
By performing the Gaussian integrals we obtain the partition function

N Z
= detN +1 (
N
2 2
1/2
1/2
=
1/2
( m m +
m=0 N m=0
)
1/2 2
=
m=0
2(1 cos m ) +
m + 4 sin 2
2
(2.383)
Thanks to the periodicity of the eigenvalues under the replacement n n + N + 1, the result has become a unique product expression for both even and odd N . It is important to realize that contrary to the uctuation factor (2.155) in the real-time amplitude, the partition function (2.383) contains the square root of only positive eigenmodes as a unique result of Gaussian integrations. There are no phase subtleties as in the Fresnel integral (1.333). To calculate the product, we observe that upon decomposing sin2 the sequence of rst factors 1 + cos m m 1 + cos 2 N +1 (2.385) m m = 1 + cos 2 2 1 cos m 2 , (2.384)
runs for m = 1, . . . N through the same values as the sequence of second factors 1 cos m m N +1m = 1 cos 1 + cos , 2 N +1 N +1 (2.386)
except in an opposite order. Thus, separating out the m = 0 -term, we rewrite (2.383) in the form
N Z
1 =
m 2 1 cos 2 m=1
1+
m=1
2
m 2
1/2
4 sin2
(2.387)
The rst factor on the right-hand side is the quantum-mechanical uctuation determinant of the free-particle determinant detN ( 2 ) = N + 1 [see (2.118)], so that we obtain for both even and odd N
N Z
kB T = h
1+
m=1
2
m 2
1/2
4 sin2
(2.388)
We now introduce the parameter e , the Euclidean analog of (2.156), via the equations sin i e i , 2 2 sinh e . 2 2
For odd N , the term with m = (N + 1)/2 occurs only once and must be treated separately so that 1 2 2 2 2 1/2 (N 1)/2 kB T N . 1+ Z = 1+ (2.390) m h 4 4 sin2 N +1 m=1
To evaluate the remaining product, we must distinguish again between even and odd cases of N . For even N , where every eigenvalue occurs twice (see Fig. 2.3), we obtain 1 N/2 2 2 kB T N . 1+ Z = (2.389) m h m=1 4 sin2 N +1
(2.391)
2.10 Quantum Statistics of Harmonic Oscillator

In the odd case, the product formula16
(N 1)/2
145
m=1
sin2 x m sin2 (N +1)
2 sin[(N + 1)x] sin 2x (N + 1)
(2.392)
[similar to (2.158)] yields, with x = e /2,

N Z =
kB T h
sinh[(N + 1) e /2] 1 sinh( e /2) N +1
(2.393)
In the even case, the formula17

N/2
m=1
sin2 x m sin2 (N +1)
1 sin[(N + 1)x] , sin x (N + 1)
(2.394)
produces once more the same result as in Eq. (2.393). Inserting Eq. (2.391) leads to the partition function on the sliced imaginary time axis:
N Z =
1 . 2 sinh( e /2) h
(2.395)
The partition function can be expanded into the following series

N h h h Z = e e /2kB T + e3 e /2kB T + e5 e /2kB T + . . . .
(2.396)
By comparison with the general spectral expansion (2.321), we display the energy eigenvalues of the system: En = n+ 1 2 h e . (2.397)
They show the typical linearly rising oscillator sequence with e = 2 arsinh 2 (2.398)
playing the role of the frequency on the sliced time axis, and e /2 being the zero-point energy. h N In the continuum limit 0, the time-sliced partition function Z goes over into the usual oscillator partition function 1 Z = . (2.399) 2 sinh( /2) h In D dimensions this becomes, of course, [2 sinh( /2)]D , due to the additivity of the action in h each component of x. Note that the continuum limit of the product in (2.388) can also be taken factor by factor. Then Z becomes kB T Z = h
m=1
2 1+ 2 m 1+
(2.400) converges rapidly against sinh x/x
According to formula (2.166), the product and we nd with x = h/2 Z =

16 17
m=1
x2 m2 2
1 kB T h /2kB T = . h sinh( /2kB T ) h 2 sinh( /2) h
(2.401)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 1.391.1. ibid., formula 1.391.3.
146
As discussed after Eq. (2.176), the continuum limit can be taken in each factor since the product in (2.388) contains only ratios of frequencies. Just as in the quantum-mechanical case, this procedure of obtaining the continuum limit can be summarized in the sequence of equations arriving at a ratio of dierential operators
N Z
= =
0
detN +1 ( detN +1 ( kB T h
+ )
2)
1/2 2
1/2
detN +1 ( 2 detN +1 (
1/2
+
2
2)
1/2
)
2 m + 2 2 m 1
2 det( + 2 ) 2 det ( )
kB T h
m=1
(2.402)
In the = 0 -determinants, the zero Matsubara frequency is excluded to obtain a nite expression. 2 This is indicated by a prime. The dierential operator acts on real functions which are periodic 2 2 under the replacement + . Remember that each eigenvalue m of occurs twice, except h for the zero frequency 0 = 0, which appears only once. Let us nally mention that the results of this section could also have been obtained directly from the quantum-mechanical amplitude (2.168) [or with the discrete times from (2.192)] by an analytic continuation of the time dierence tb ta to imaginary values i(b a ): (xb b |xa a ) = 1 2 /M sinh (b a ) h M 1 exp [(x2 + x2 ) cosh (b a ) 2xb xa ] . a 2 sinh (b a ) b h 1 2 (b a )/M h (b a ) sinh[(b a )] (2.404)
(2.403)
By setting x = xb = xa and integrating over x, we obtain [compare (2.326)]
Z =
dx (x b |x a ) =
Upon equating b a = h, we retrieve the partition function (2.399). A similar treatment of the discrete-time version (2.192) would have led to (2.395). The main reason for presenting an independent direct evaluation in the space of real periodic functions was to display the frequency structure of periodic paths and to see the dierence with respect to the quantum-mechanical paths with xed ends. We also wanted to show how to handle the ensuing product expressions. For applications in polymer physics (see Chapter 15) one also needs the partition function of all path uctuations with open ends
open Z =
2 sinh[(b a )]/M h 1 = . 2 sinh[(b a )/2] 2 sinh[(b a )/2]
dxb

dxa (xb b |xa a ) = 1 .
1 2 (b a )/M h
(b a ) 2 h sinh[(b a )] M (2.405)
= The prefactor is
2 h M
2 times the length scale of Eq. (2.296).
sinh[(b a )]
2.11
Time-Dependent Harmonic Potential
It is often necessary to calculate thermal uctuation determinants for the case of a time-dependent frequency ( ) which is periodic under + h. As in Section 2.3.6, we consider the amplitude (xb b |xa a ) = Dx Dp e 2 h
b a
d [ipx+p2 /2M+M2 ( )x2 /2]/ h
2.11 Time-Dependent Harmonic Potential
b a
147
. (2.406)
Dxe
d [M x2 +2 ( )x2 ]/2 h
The time-sliced uctuation factor is [compare (2.195)] F N (a b ) = detN +1 [ with the continuum limit F (a b ) = kB T h
2 det( + 2 ( )) 2 det ( ) 1/2 2
+ 2 ( )]1/2 ,
(2.407)
(2.408)
Actually, in the thermal case it is preferable to use the oscillator result for normalizing the uctuation factor, rather than the free-particle result, and to work with the formula F (b , a ) =
2 1 det( + 2 ( )) 2 2 sinh( /2) h det( + 2 ) 1/2
(2.409)
To better understand the relation with the previous result we shall replace the corner elements a 1 by which can be set equal to zero at the end, for a comparison. Adding to 2 time-dependent frequency matrix we then consider the uctuation matrix 2 + 2 2 +1 1 0 ... 0 N 1 2 + 2 2 1 . . . 0 0 N 2 + 2 2 = . . . . . . . 0 0 . . . 1 2+
2
This has the advantage that the determinant in the denominator contains no zero eigenvalue which 2 would require a special treatment as in (2.402); the operator + 2 is positive. As in the quantum-mechanical case, the spectrum of eigenvalues is not known for general ( ). It is, however, possible to nd a dierential equation for the entire determinant, analogous to the Gelfand-Yaglom formula (2.202), with the initial condition (2.207), although the derivation is now much more tedious. The origin of the additional diculties lies in the periodic boundary condition which introduces additional nonvanishing elements 1 in the upper right and lower left corners of [compare (2.97)]: the matrix 2 2 1 0 ... 0 0 1 1 2 1 ... 0 0 0 . . . 2 . = . (2.410) . . 0 0 0 . . . 1 2 1 1 0 0 . . . 0 1 2
2 1
(2.411)
Let us denote the determinant of this (N + 1) (N + 1) matrix by DN +1 . Expanding it along the rst column, it is found to satisfy the equation DN +1 = (2 + 2 +1 ) N 2 + 2 2 N . . detN . 0 1 0 1 2 + 2 2 1 N 0 1 . . . 0 0
2
(2.412) 1 0 0 0 ... 0 2+ 0 0 0 0 . . .
2
. . . 1
2 1
0 0 . . .
2
+detN
0 1 2 + 2 2 2 N 0
0 ... 0 ... 1 . . . 0
. . . 1 2 +
2 1
148

1 2 + 2 2 N 1 . . . 0 0 1 2 + 2 2 1 N 0 0 ... 0 ... 1 . . . 0 ... 2 + 0 0 0
2
+(1)
N +1
The rst determinant was encountered before in Eq. (2.197) (except that there it appeared with 2 2 instead of 2 2 ). There it was denoted by DN , satisfying the dierence equation with the initial conditions D1 D2 = 2+ = (2 +
2 2
detN
0 0 . . . 2 2 1
2 +1 DN = 0, N
(2.413)
2 , 1 2 )(2 + 1
2
2 ) 1. 2
(2.414)
The second determinant in (2.412) can be expanded with respect to its rst column yielding DN 1 . The third determinant is more involved. When expanded along the rst column it gives (1)N 1 + (2 + with the (N 1) (N 1) determinant HN 1 (1)N 1 (2.417) 0 2 1 N 1 . . .
2 2
(2.415)
2 )HN 1 HN 2 , N
(2.416)
By expanding this along the rst column, we nd that HN satises the same dierence equation as DN : (
2
2+ detN 1
0 1 2 + 2 2 2 N 0
0 ... 0 ... 1 . . . 0
0 0 0
0 0 0
2
0 0 . . . 2 2 1
. . . 1 2 +
2 +1 )HN = 0. N
(2.418)
However, the initial conditions for HN are dierent: H2 = 0 2+

2
2 2
= (2 +
2 ), 2
(2.419)
H3
= =
(2 +
0 2 + 2 2 3 1
2
0 1 2 + 2 2 2
2
2 )(2 + 2
2 ) 1 . 3
0 1
(2.420)
They show that HN is in fact equal to DN 1 , provided we shift 2 by one lattice unit upwards N to 2 +1 . Let us indicate this by a superscript +, i.e., we write N
+ HN = DN 1 .
(2.421)
Thus we arrive at the equation DN +1 = (2 +

2
[1 + (2 +
2 )DN DN 1 N
2
+ + 2 )DN 2 DN 3 ]. N
(2.422)
2.11 Time-Dependent Harmonic Potential

+ Using the dierence equations for DN and DN , this can be brought to the convenient form + DN +1 = DN +1 2 DN 1 2.
149
(2.423)
For quantum-mechanical uctuations with = 0, this reduces to the earlier result in Section 2.3.6. For periodic uctuations with = 1, the result is
+ DN +1 = DN +1 DN 1 2.
(2.424)
+ In the continuum limit, DN +1 DN 1 tends towards 2Dren, where Dren ( ) = Da (t) is the imaginary-time version of the Gelfand-Yaglom function in Section 2.4 solving the homogenous dierential equation (2.208), with the initial conditions (2.206) and (2.207), or Eqs. (2.221). The corresponding properties are now: 2 + 2 ( ) Dren ( ) = 0,
Dren (0) = 0,
Dren (0) = 1.
(2.425)
In terms of Dren ( ), the determinant is given by the Gelfand-Yaglom-like formula det(

2
+ 2 )T 2[Dren( ) 1], h 1 h 2 Dren ( ) 1
(2.426)
and the partition function reads Z = . (2.427)
The result may be checked by going back to the amplitude (xb tb |xa ta ) of Eq. (2.255), continuing it to imaginary times t = i , setting xb = xa = x, and integrating over all x. The result is Z = 2 1 Da (tb ) 1 , tb = i , h (2.428)
in agreement with (2.427). As an example, take the harmonic oscillator for which the solution of (2.425) is Dren ( ) = [the analytically continued (2.209)]. Then 2[Dren ( ) 1] = 2(cosh 1) = 4 sinh2 ( /2), h h and we nd the correct partition function: Z = = 2[Dren( ) 1] 1 . 2 sinh( /2) h
1/2 = h
1 sinh
(2.429)
(2.430)
(2.431)
On a sliced imaginary-time axis, the case of a constant frequency 2 2 is solved as follows. From Eq. (2.203) we take the ordinary Gelfand-Yaglom function DN , and continue it to Euclidean e , yielding the imaginary-time version DN = sinh(N + 1)e . sinh e (2.432)
150
+ Then we use formula (2.424), which simplies for a constant 2 2 for which DN 1 = DN 1 , and calculate
DN +1
= =
1 [sinh(N + 2)e sinh N e ] 2 sinh e 2 [cosh(N + 1)e 1] = 4 sinh2 [(N + 1)e /2].
(2.433)
Inserting this into Eq. (2.378) yields the partition function Z = 1 DN +1 = 1 , 2 sinh( e /2) h (2.434)
in agreement with (2.395).
2.12
Functional Measure in Fourier Space
There exists an alternative denition for the quantum-statistical path integral which is useful for some applications (for example in Section 2.13 and in Chapter 5). The limiting product formula (2.402) suggests that instead of summing over all zigzag congurations of paths on a sliced time axis, a path integral may be dened with the help of the Fourier components of the paths on a continuous time axis. As in (2.372), but with a slightly dierent normalization of the coecients, we expand these paths here as
x( ) = x0 + ( ) x0 +
xm eim + c.c. ,
m=1
x0 = real,
xm x . (2.435) m
Note that the temporal integral over the time-dependent uctuations ( ) is zero, h /kB T d ( ) = 0, so that the zero-frequency component x0 is the temporal average 0 of the uctuating paths: x0 = x kB T h
h /kB T 0
d x( ).
(2.436)
In contrast to (2.372) which was valid on a sliced time axis and was therefore subject to a restriction on the range of the m-sum, the present sum is unrestricted and runs over all Matsubara frequencies m = 2mkB T / = 2m/ . In terms of h h xm , the Euclidean action of the linear oscillator is Ae =
h M /kB T d (x2 + 2 x2 ) 2 0 M 2 2 h 2 x0 + = (m + 2 )|xm |2 . kB T 2 m=1
(2.437)
The integration variables of the time-sliced path integral were transformed to the Fourier components xm in Eq. (2.380). The product of integrals n dx(n )
2.12 Functional Measure in Fourier Space
151
turned into the product (2.382) of integrals over real and imaginary parts of xm . In the continuum limit, the result is

dx0
m=1
d Re xm
d Im xm .
(2.438)
h Placing the exponential eAe / with the frequency sum (2.437) into the integrand, 2 the product of Gaussian integrals renders a product of inverse eigenvalues (m + 2 )1 for m = 1, . . . , , with some innite factor. This may be determined by comparison with the known continuous result (2.402) for the harmonic partition function. The innity is of the type encountered in Eq. (2.176), and must be divided out of the measure (2.438). The correct result (2.400) is obtained from the following measure of integration in Fourier space
Dx
dx0 le ( ) m=1 h
d Re xm d Im xm . 2 kB T /Mm
(2.439)
2 The divergences in the product over the factors (m + 2 )1 discussed after 2 Eq. (2.176) are canceled by the factors m in the measure. It will be convenient to introduce a short-hand notation for the measure on the right-hand side, writing it as
Dx
dx0 le ( ) h
D x.
(2.440)
The denominator of the x0 -integral is the length scale le ( ) associated with h dened in Eq. (2.345). Then we calculate
x Z 0 h D x eAe / = m=1
d Re xm d Im xm M [2 x2 /2+ e h 0 2 kB T /Mm
m=1 2 m + 2 2 m 1
( 2 + 2 )|xm |2 m=1 m
]/kB T
=e
M 2 x2 /2kB T 0
(2.441)
The nal integral over the zero-frequency component x0 yields the partition function Z =
h Dx eAe / =
kB T dx0 x0 Z = le ( ) h h
m=1
2 m + 2 2 m
(2.442)
as in (2.402). The same measure can be used for the more general amplitude (2.406), as is obvious from (2.408). With the predominance of the kinetic term in the measure of path integrals [the divergencies discussed after (2.176) stem only from it], it can easily be shown that the same measure is applicable to any system with the standard kinetic term.
152
It is also possible to nd a Fourier decomposition of the paths and an associated integration measure for the open-end partition function in Eq. (2.405). We begin by considering the slightly reduced set of all paths satisfying the Neumann boundary conditions x(a ) = va = 0, x(b ) = vb = 0. (2.443) They have the Fourier expansion
x( ) = x0 + ( ) = x0 +
n=1
xn cos n ( a ),
n = n/.
(2.444)
The frequencies n are the Euclidean version of the frequencies (3.64) for Dirichlet boundary conditions. Let us calculate the partition function for such paths by analogy with the above periodic case by a Fourier decomposition of the action Ae = M 2
h /kB T 0
d (x2 + 2 x2 ) =
M 2 2 1 2 h ( + 2 )x2 , x + n kB T 2 0 2 n=1 n
(2.445)
and of the measure Dx

dx0 le ( ) n=1 h dx0 D x. le ( ) h
d xn 2 kB T /2Mn (2.446)
We now perform the path integral over all uctuations at xed x0 as in (2.441):
N,x Z 0 h D x eAe / = n=1
d xn h 2 2 eM [ x0 /2+ 2 kB T /2Mn
n=1 2 n + 2 2 n 1
( 2 + 2 )|xn |2 n=1 n
]/kB T
=e
M 2 x2 /2kB T 0
(2.447)
Using the product formula (2.176), this becomes

N,x Z 0 =
h M exp 2x2 . 0 sinh h 2
(2.448)
The nal integral over the zero-frequency component x0 yields the partition function
N Z =
1 le ( ) h
2 h 1 . M sinh h
(2.449)
We have replaced the denominator in the prefactor 1/le ( ) by the length scale h 1/le ( ) of Eq. (2.345). Apart from this prefactor, the Neumann partition function h open coincides precisely with the open-end partition function Z in Eq. (2.405). What is the reason for this coincidence up to a trivial factor, even though the paths satisfying Neumann boundary conditions do not comprise all paths with open
2.13 Classical Limit
153
ends. Moreover, the integrals over the endpoints in the dening equation (2.405) does not force the endpoint velocities, but rather endpoint momenta to vanish. Indeed, recalling Eq. (2.182) for the time evolution amplitude in momentum space we open can see immediately that the partition function with open ends Z in Eq. (2.405) is identical to the imaginary-time amplitude with vanishing endpoint momenta:
open Z = (pb h|pa 0)|pb =pa =0 .
(2.450)
Thus, the sum over all paths with arbitrary open ends is equal to the sum of all paths satisfying Dirichlet boundary conditions in momentum space. Only classically, the vanishing of the endpoint momenta implies the vanishing of the endpoint velocities. From the general discussion of the time-sliced path integral in phase space in Section 2.1 we know that uctuating paths have M x = p. The uctuations of the dierence are controlled by a Gaussian exponential of the type (2.51). This leads to open N the explanation of the trivial factor between Z and Z . The dierence between M x and p appears only in the last short-time intervals at the ends. But at short time, the potential does not inuence the uctuations in (2.51). This is the reason why the uctuations at the endpoints contribute only a trivial overall factor le ( ) h N to the partition function Z .
2.13
Classical Limit
The alternative measure of the last section serves to show, somewhat more convincingly than before, that in the high-temperature limit the path integral representation of any quantum-statistical partition function reduces to the classical partition function as stated in Eq. (2.338). We start out with the Lagrangian formulation (2.368). Inserting the Fourier decomposition (2.435), the kinetic term becomes
h 0
M 2 M h x = 2 kB T
m=1 2 m |xm |2 ,
(2.451)
and the partition function reads Z= Dx exp M kB T

m=1 2 m |xm |2
1 h
h /kB T 0
d V (x0 +
xm eim ) . (2.452)
m=
The summation symbol with a prime implies the absence of the m = 0 -term. The measure is the product (2.439) of integrals of all Fourier components. We now observe that for large temperatures, the Matsubara frequencies for m = 0 diverge like 2mkB T / . This has the consequence that the Boltzmann factor for the h xm=0 uctuations becomes sharply peaked around xm = 0. The average size of xm is im kB T /M/m = h/2m MkB T . If the potential V x0 + is a m= xm e smooth function of its arguments, we can approximate it by V (x0 ), terms containing higher powers of xm . For large temperatures, these are small on the average and
154
can be ignored. The leading term V (x0 ) is time-independent. Hence we obtain in the high-temperature limit Z
T
Dx exp
M kB T
m=1 2 m |xm |2
1 V (x0 ) . kB T
(2.453)
The right-hand side is quadratic in the Fourier components xm . With the measure of integration (2.439), we perform the integrals over xm and obtain Z Zcl =
T
dx0 V (x0 )/kB T e . le ( ) h
(2.454)
This agrees with the classical statistical partition function (2.344). The derivation reveals an important prerequisite for the validity of the classical limit: It holds only for suciently smooth potentials. We shall see in Chapter 8 that for singular potentials such as 1/|x| (Coulomb), 1/|x|2 (centrifugal barrier), 1/ sin2 (angular barrier), this condition is not fullled and the classical limit is no longer given by (2.454). The particle distribution (x) at a xed x does not have this problem. It always tends towards the naively expected classical limit (2.346):
1 (x) Zcl eV (x)/kB T . T
(2.455)
The convergence is nonuniform in x, which is the reason why the limit does not always carry over to the integral (2.454). This will be an important point in deriving in Chapter 12 a new path integral formula valid for singular potentials. At rst, we shall ignore such subtleties and continue with the conventional discussion valid for smooth potentials.
2.14
Calculation Techniques on Sliced Time Axis via Poisson Formula
In the previous sections we have used tabulated product formulas such as (2.117), (2.158), (2.166), (2.392), (2.394) to nd uctuation determinants on a nite sliced time axis. With the recent interest in lattice models of quantum eld theories, it is useful to possess an ecient calculational technique to derive such product formulas (and related sums). Consider, as a typical example, the quantum-statistical partition function for a harmonic oscillator of frequency on a time axis with N + 1 slices of width ,
N
Z=
m=0
[2(1 cos m ) +
2 ]1/2 ,
(2.456)
with the product running over all Matsubara frequencies m = 2mkB T / . Instead of dealing h with this product it is advantageous to consider the free energy F = kB T log Z = 1 kB T 2
N m=0
log[2(1 cos m ) +
2 ].
(2.457)
2.14 Calculation Techniques on Sliced Time Axis via Poisson Formula
155
We now observe that by virtue of Poissons summation formula (1.205), the sum can be rewritten as the following combination of a sum and an integral: F = 1 kB T (N + 1) 2 n=
2 0
d in(N +1) e log[2(1 cos ) + 2
2 ].
(2.458)
The sum over n squeezes to integer multiples of 2/(N + 1) = m which is precisely what we want. We now calculate integrals in (2.458):
2 0
d in(N +1) e log[2(1 cos ) + 2
2 ].
(2.459)
For this we rewrite the logarithm of an arbitrary positive argument as the limit log a = lim
0
d a/2 + log(2) + , e 1 log N n n=1

N
(2.460)
where (1)/(1) = lim

N
0.5773156649 . . .
(2.461)
is the Euler-Mascheroni constant. Indeed, the function E1 (x) =

x
dt t e t
(2.462)
is known as the exponential integral with the small-x expansion18
E1 (x) = log x
k=1
(x)k . kk!
(2.463)
With the representation (2.460) for the logarithm, the free energy can be rewritten as F = 1 2
n= 0
lim
2 0
d in(N +1) [2(1cos )+ e 2
2 ]/2
n0 [log(2) + ] . (2.464)
The integral over is now performed19 giving rise to a modied Bessel function In(N +1) ( ): F = 1 2
n= 0
lim
d I ( )e (2+ n(N +1)
2 )/2
n0 [log(2) + ] . (2.465)
If we dierentiate this with respect to 1 F = m2 4
2 m2 , we obtain
d In(N +1) ( )e (2+m

n= 0
)/2
(2.466)
and perform the -integral, using the formula valid for Re > 1, Re > Re
0 18 19
d I ( )e =
2 2 ) , 2 2
2 2
2 2 )
(2.467)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 8.214.2. I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formulas 8.411.1 and 8.406.1.
156
to nd 1 F = 2 m 2
n=
1 (m2 + 2)2 4
m2 + 2
(m2 + 2)2 4 2
|n|(N +1)
(2.468)
From this we obtain F by integration over m2 + 1. The n = 0 -term under the sum gives log[(m2 + 2 + and the n = 0 -terms: 1 [(m2 + 2 + |n|(N + 1) (m2 + 2)2 4 )/2] + const (m2 + 2)2 4 )/2]|n|(N +1) + const , (2.469)
(2.470)
where the constants of integration can depend on n(N + 1). They are adjusted by going to the limit m2 in (2.465). There the integral is dominated by the small- regime of the Bessel functions 1 z [1 + O(z 2 )], (2.471) I (z) ||! 2 and the rst term in (2.465) becomes 1 (|n|(N + 1))!

The limit m2 in (2.469), (2.470) gives, on the other hand, log m2 + const and (m2 )|n|(N +1) /|n|(N + 1) + const , respectively. Hence the constants of integration must be zero. We can therefore write down the free energy for N + 1 time steps as F = = 1 2 1 2
N m=0
|n|(N +1) m2 /2 e 2 log m2 + + log(2) n=0 2 |n|(N +1) (m ) /|n|(N + 1) n = 0
(2.472)
log[2(1 cos(m )) + log

2
2] 2 2
|n|(N +1)
2 + 2 + 2 + 2 +
( 2 2 + 2)2 4 ( 2 2 + 2)2 4
(2.473) .
1 2 N + 1 n=1 n
Here it is convenient to introduce the parameter e log which satises cosh( e ) = ( 2 2 + 2)/2, or sinh( e /2) = /2. Thus it coincides with the parameter introduced in (2.391), which brings the free energy (2.473) to the simple form F = = = 2 1 h e e 2 (N + 1) n=1 n
e n(N +1) 2
2 + 2 +
( 2 2 + 2)2 4
2 ,
(2.474)
sinh( e ) =
( 2 2 + 2)2 4/2,
(2.475)
1 h h e + 2kB T log(1 e e ) 2 1 log [2 sinh( e /2)] , h
(2.476)
2.15 Field-Theoretic Denition of Harmonic Path Integral by Analytic Regularization 157

whose continuum limit is F =
0
h 1 1 h log [2 sinh ( /2)] = h + log(1 e ). 2
(2.477)
2.15
Field-Theoretic Denition of Harmonic Path Integral by Analytic Regularization
A slight modication of the calculational techniques developed in the last section for the quantum partition function of a harmonic oscillator can be used to dene the harmonic path integral in a way which neither requires time slicing, as in the original Feynman expression (2.64), nor a precise specication of the integration measure in terms of Fourier components, as in Section 2.12. The path integral for the partition function Z = Dxe
h 0
M [x2 ( )+ 2 x2 ( )]/2
Dxe
h 0
2 M x( )[ + 2 ]x( )/2
(2.478)
is formally evaluated as Z = 1
2 Det( + 2 )
= e 2 Tr log( + ) .
(2.479)
Since the determinant of an operator is the product of all its eigenvalues, we may write, again formally, 1 2 Z = . (2.480) + 2 The product runs over an innite set of quantities which grow with 2 , thus being certainly divergent. It may be turned into a divergent sum by rewriting Z as Z eF /kB T = e 2
1
log( 2 + 2 )
(2.481)
This expression has two unsatisfactory features. First, it requires a proper denition of the formal sum over a continuous set of frequencies. Second, the logarithm of 2 the dimensionful arguments m + 2 must be turned into a meaningful expression. The latter problem would be removed if we were able to exchange the logarithm by log[( 2 + 2 )/ 2 ]. This would require the formal sum log 2 to vanish. We shall see below in Eq. (2.506) that this is indeed one of the pleasant properties of analytic regularization. At nite temperatures, the periodic boundary conditions along the imaginary2 time axis make the frequencies in the spectrum of the dierential operator + 2 discrete, and the sum in the exponent of (2.481) becomes a sum over all Matsubara frequencies m = 2kB T / (m = 0, 1, 2, . . .): h Z = exp 1 2 log(m + 2) . 2 m= (2.482)
158
For the free energy F (1/) log Z , this implies 1 1 2 F = = Tr log( + 2 ) per 2 2
2 log(m + 2). m=
(2.483)
where the subscript per emphasizes the periodic boundary conditions in the interval (0, h).
2.15.1
Zero-Temperature Evaluation of Frequency Sum
In the limit T 0, the sum in (2.483) goes over into an integral, and the free energy becomes F 1 h 2 Tr log( + 2) = 2 2

d log( 2 + 2), 2
(2.484)
where the subscript indicates the vanishing boundary conditions of the eigenfunctions at = . Thus, at low temperature, we can replace the frequency sum in the exponent of (2.481) by h
T 0
d . 2
(2.485)
This could have been expected on the basis of Plancks rules for the phase space invoked earlier on p. 97 to explain the measure of path integration. According to these rules, the volume element in the phase space of energy and time has the measure dt dE/h = dt d/2. If the integrand is independent of time, the temporal integral produces an overall factor , which for the imaginary-time interval (0, h) of statistical mechanics is equal to h = h/kB T , thus explaining the integral version of the sum (2.485). The integral on the right-hand side of (2.484) diverges at large . This is called an ultraviolet divergence (UV-divergence), alluding to the fact that the ultraviolet regime of light waves contains the high frequencies of the spectrum. The important observation is now that the divergent integral (2.484) can be made nite by a mathematical technique called analytic regularization.20 This is based on rewriting the logarithm log( 2 + 2 ) in the derivative form: log( 2 + 2 ) = d ( 2 + 2 ) d .
=0
(2.486)
Equivalently, we may obtain the logarithm from an 0 -limit of the function 1 1 lMS ( ) = ( 2 + 2 ) + .
20
(2.487)
G. t Hooft and M. Veltman, Nucl. Phys. B 44 , 189 (1972). Analytic regularization is at present the only method that allows to renormalize nonabelian gauge theories without destroying gauge invariance. See also the review by G. Leibbrandt, Rev. Mod. Phys. 74 , 843 (1975).
The subtraction of the pole term 1/ is commonly referred to a minimal subtraction. Indicating this process by a subscript MS, we may write 1 lMS ( ) = ( 2 + 2 ) .
MS, 0
(2.488)
Using the derivative formula (2.486), the trace of the logarithm in the free energy (2.484) takes the form 1 d 2 Tr log( + 2 ) = h d

d ( 2 + 2) 2
.
=0
(2.489)
We now set up a useful integral representation, due to Schwinger, for a power a generalizing (2.460). Using the dening integral representation for the Gamma function d 2 e = /2 (), (2.490) 0 the desired generalization is a = 1 ( )
0
d e a .
(2.491)
This allows us to re-express (2.489) as d 1 1 2 Tr log( + 2) = h d ( )

d 2
2 d 2 e ( + )
.
=0
(2.492)
As long as is larger than zero, the -integral converges absolutely, so that we can interchange - and -integrations, and obtain 1 d 1 2 Tr log( + 2) = h d ( )
0
d ( 2 +2 ) e 2
.
=0
(2.493)
At this point we can perform the Gaussian integral over using formula (1.334), and nd 1 d 1 2 Tr log( + 2) = h d ( )
0
d 1 2 e 2
.
=0
(2.494)
For small , the -integral is divergent at the origin. It can, however, be dened by an analytic continuation of the integral starting from the regime > 1/2, where it converges absolutely, to = 0. The continuation must avoid the pole at = 1/2. Fortunately, this continuation is trivial since the integral can be expressed in terms of the Gamma function, whose analytic properties are well-known. Using the integral formula (2.490), we obtain 1 d 1 1 2 Tr log( + 2) = 12 ( 1/2) h 2 d ( ) .
=0
(2.495)
160
The right-hand side has to be continued analytically from > 1/2 to = 0. This is easily done using the dening property of the Gamma function (x) = (1 + x)/x, from which we nd (1/2) = 2(1/2) = 2 , and 1/( ) /(1 + ) . The derivative with respect to leads to the free energy of the harmonic oscillator at low temperature via analytic regularization: 1 2 Tr log( + 2 ) = h

d log( 2 + 2 ) = , 2
(2.496)
so that the free energy of the oscillator at zero-temperature becomes F = h . 2 (2.497)
This agrees precisely with the result obtained from the lattice denition of the path integral in Eq. (2.399), or from the path integral (3.805) with the Fourier measure (2.439). With the above procedure in mind, we shall often use the sloppy formula expressing the derivative of Eq. (2.491) at = 0: log a =
0
d a e .
(2.498)
This formula diers from the correct one by a minimal subtraction and can be used in all calculations with analytic regularization. Its applicability is based on the possibility of dropping the frequency integral over 1/ in the alternative correct expression 1 1 2 Tr log( + 2) = h

d 2
( 2 + 2)
1
0
(2.499)
In fact, within analytic regularization one may set all integrals over arbitrary pure powers of the frequency equal to zero:
0
d ( ) = 0 for all .
(2.500)
This is known as Veltmans rule.21 It is a special limit of a frequency integral which is a generalization of the integral in (2.489):

( 2 ) d ( + 1/2) 2 +1/2 = ( ) . 2 + 2) 2 ( 2( )
(2.501)
This equation may be derived by rewriting the left-hand side as 1 ( )

21
d ( 2 ) 2
2 d 2 e ( + ) .
(2.502)
See the textbook H. Kleinert and V. Schulte-Frohlinde, Critical Properties of 4 -Theories, World Scientic, Singapore, 2001 (http://www.physik.fu-berlin.de/~kleinert/b8).
The integral over is performed as follows:

2 d 1 2 ( 2 ) e ( + ) = 2 2
d 2 2 +1/2 ( 2 +2 ) 1/2 ( ) e = ( + 1/2), 2 2 (2.503)
leading to a -integral in (2.502)

0
1/2 2
= ( 2 )+1/2+ ,
(2.504)
and thus to the formula (2.501). The Veltman rule (2.500) follows from this directly in the limit 0, since 1/( ) 0 on the right-hand side. This implies that the subtracted 1/ term in (2.499) gives no contribution. The vanishing of all integrals over pure powers by Veltmans rule (2.500) was initially postulated in the process of developing a nite quantum eld theory of weak and electromagnetic interactions. It has turned out to be extremely useful for the calculation of critical exponents of second-order phase transitions from eld theories.21 An important consequence of Veltmans rule is to make the logarithms of dimensionful arguments in the partition functions (2.481) and the free energy (2.483) meaningful quantities. First, since d( /2) log 2 = 0, we can divide the argument of the logarithm in (2.484) by 2 without harm, and make them dimensionless. At nite temperatures, we use the equality of sum and integral over an m -independent quantity c
kB T
m=
c=
dm c 2
(2.505)
to show that also
kB T
m=
log 2 = 0,
(2.506)
so that we have, as a consequence of Veltmans rule, that the Matsubara frequency sum over the constant log 2 vanishes for all temperatures. For this reason, also the argument of the logarithm in the free energy (2.483) can be divided by 2 without change, thus becoming dimensionless.
2.15.2
Finite-Temperature Evaluation of Frequency Sum
At nite temperature, the free energy contains an additional term consisting of the dierence between the Matsubara sum and the frequency integral F = kB T 2
log
m=
2 m h +1 2 2
2 m dm log +1 , 2 2
(2.507)
162
where we have used dimensionless logarithms as discussed at the end of the last subsection. The sum is conveniently split into a subtracted, manifestly convergent expression
1 F = kB T
m=1
log
2 m 2 2 + 1 log m = kB T log 1 + 2 , (2.508) 2 2 m m=1
and a divergent sum
2 F = kB T
m=1
log
2 m . 2
(2.509)
The convergent part is most easily evaluated. Taking the logarithm of the product in Eq. (2.400) and recalling (2.401), we nd
1+
m=1
2 2 m
sinh( /2) h , /2 h
(2.510)
and therefore F1 =
1 sinh( /2) h log . /2 h
(2.511)
The divergent sum (2.509) is calculated by analytic regularization as follows: We rewrite
log
m=1
2 m 2
= 2
d d
m=1
and express the sum over m in terms of Riemanns zeta function
= 2
d d
2 h
m=1
, (2.512)
(z) =
m=1
mz .
(2.513)
This sum is well dened for z > 1, and can be continued analytically into the entire complex z-plane. The only singularity of this function lies at z = 1, where in the neighborhood (z) 1/z. At the origin, (z) is regular, and satises22 (0) = 1/2, such that we may approximate 1 (z) (2)z , 2 Hence we nd d 2 log m = 2 2 d m=1
1 (0) = log 2, 2
(2.514)
z 0. d ( ) h d
(2.515)
2 h
22

( )
= log h.
0
(2.516)
thus determining 2 F in Eq. (2.509). By combining this with (2.511) and the contribution /2 from the integral h (2.507), the nite-temperature part (2.483) of the free energy becomes F = 1 h log(1 e ). (2.517)
Together with the zero-temperature free energy (2.497), this yields the dimensionally regularized sum formula F 1 1 2 Tr log( + 2 ) = = 2 2 = h 1 , log 2 sinh 2
2 log(m + 2) = m=
h 1 h + log(1 e /kB T ) 2 (2.518)
in agreement with the properly normalized free energy (2.477) at all temperatures. Note that the property of the zeta function (0) = 1/2 in Eq. (2.514) leads once more to our earlier result (2.506) that the sum Matsubara sum of a constant c vanishes:
1
c=
m= m=
c+c+
m=1
c = 0,
(2.519)
since
1=
m=1 m=1
1 = (0) = 1/2.
(2.520)
As mentioned before, this allows us to divide 2 out of the out the logarithms in the sum in Eq. (2.518) and rewrite this sum as 1 2
2 m 1 log +1 = 2 m= 2 m log +1 2 m=1
(2.521)
2.15.3
Quantum-Mechanical Harmonic Oscillator
This observation leads us directly to the analogous quantum-mechanical discussion. Starting point uctuation factor (2.81) of the free particle which can formally be written as F0 (t) = Dx(t) exp i h
tb ta
dt
M 2 x(t )x = 2
1 2 it/M h
(2.522)
where t tb ta [recall (2.120)]. The path integral of the harmonic oscillator has the uctuation factor [compare (2.181)]
2 Det(t 2) F (t) = F0 (t) 2 Det(t ) 1/2
(2.523)
164
The ratio of the determinants has the Fourier decomposition

2 Det(t 2 ) = exp 2 Det(t ) n=1 2 2 log(n 2) log n
(2.524)
where n = n/t [recall (2.105)], and was calculated in Eq. (2.181) to be

2 sin t Det(t 2 ) = . 2 Det(t ) t
(2.525)
This result can be reproduced with the help of formulas (2.521) and (2.518). We raplace by 2t, and use again n 1 = (0) = 1/2 to obtain
2 Det(t 2 log(n n=1
) = =
+ )
=
n=1
2 n log + 1 + log 2 2
1 2 log n + 1 log 2 2 2 n=1
sin t = log 2 . (2.526)
For = 0 this reproduces Formula (2.516). Inserting this and (2.526) into (2.524), we recover the result (2.525). Thus we nd the amplitude (xb tb |xa ta ) = 1 i/M
2 h Det 1/2 (t 2)eiAcl / =
1 i/M
h eiAcl / , (2.527) 2 sin t
in agreement with (2.168).
2.15.4
Tracelog of First-Order Dierential Operator
The trace of the logarithm in the free energy (2.484) can obviously be split into two terms 2 Tr log( + 2) = Tr log( + ) + Tr log( + ). (2.528) Since the left-hand side is equal to by (2.496), and the two integrals must be h the same, we obtain the low-temperature result Tr log( + ) = Tr log( + ) = h d log(i + ) = h 2 h = . 2
d log(i + ) 2
(2.529)
The same result could be obtained from analytic continuation of the integrals over (i + ) to = 0. For a nite temperature, we may use Eq. (2.518) to nd 1 h 2 Tr log( + ) = Tr log( + ) = Tr log( + 2 ) = log 2 sinh , (2.530) 2 2
which reduces to (2.529) for T 0. The result is also the same if there is an extra factor i in the argument of the tracelog. To see this we consider the case of time-independent frequency where Veltmans rule (2.500) tells us that it does not matter whether one evaluates integrals over log(i ) or over log( i). Let us also replace by i in the zero-temperature tracelog (2.496) of the 2 second-order dierential operator ( + 2 ). Then we rotate the contour of integration clockwise in the complex plane to nd

d log( 2 + 2 i) = , 2
0,
(2.531)
where an innitesimal positive prescribes how to bypass the singularities at = i along the rotated contour of integration. Recall the discussion of the iprescription in Section 3.3. The integral (2.531) can be split into the integrals

d log[ ( i)] = i , 2 2
0.
(2.532)
Hence formula (2.529) can be generalized to arbitrary complex frequencies = R + iI as follows: d log( i) = (R ) , (2.533) 2 2 and

d log( ) = i (I ) , 2 2
(2.534)
where (x) = (x)(x) = x/|x| is the antisymmetric Heaviside function (1.311), which yields the sign of its argument. The formulas (2.533) and (2.534) are the large-time limit of the more complicated sums kB T h and kB T h
m= m=
log(m i) =
kB T h log 2 (R ) sinh , h 2kB T
(2.535)
log(m ) =
kB T h . log 2i (I ) sin h 2kB T
(2.536)
The rst expression is periodic in the imaginary part of , with period 2kB T , the second in the real part. The determinants possess a meaningful large-time limit only if the periodic parts of vanish. In many applications, however, the uctuations will involve sums of logarithms (2.536) and (2.535) with dierent complex frequencies , and only the sum of the imaginary or real parts will have to vanish to obtain a meaningful large-time limit. On these occasions we may use the simplied formulas (2.533) and (2.534). Important examples will be encountered in Section 18.9.2.
166
In Subsection 3.3.2, Formula (2.530) will be generalized to arbitrary positive time-dependent frequencies ( ), where it reads [see (3.133)] Tr log [ + ( )] = log 2 sinh = 1 2
h 0
1 2
h 0
d ( )
h 0
d ( ) + log 1 e
d ( )
. (2.537)
2.15.5
Gradient Expansion of One-Dimensional Tracelog
Formula (2.537) may be used to calculate the trace of the logarithm of a secondorder dierential equation with arbitrary frequency as a semiclassical expansion. We introduce the Planck constant h and the potential w( ) h( ), and factorize as in (2.528): Det 2 + w 2( ) = Det [ w( )] Det [ w( )] , h 2 h h where the function w( ) satises Riccati dierential equation:23 h w( ) + w 2 ( ) = w 2 ( ). By solving this we obtain the trace of the logarithm from (2.537): Tr log 2 + w 2 ( ) = log 4 sinh2 h 2 1 2 h
h 0
(2.538)
(2.539)
d w( )
(2.540)
The exponential of this yields the functional determinant. For constant w( ) = this agrees with the result (2.425) of the Gelfand-Yaglom formula for periodic boundary conditions. This agreement is no coincidence. We can nd the solution of any Riccati differential equation if we know how to solve the second-order dierential equation (2.425). Imposing the Gelfand-Yaglom boundary conditions in (2.425), we nd Dren ( ) and from this the functional determinant 2[Dren ( ) 1]. Comparison with h (2.540) shows that solution of the Riccati dierential equation (2.539) is given by w( ) = 2 arsinh h [Dren ( ) 1]/2. (2.541)
For the harmonic oscillator where Dren ( ) is equal to (2.429), this leads to the constant w( ) = h, as it should. If we cannot solve the second-order dierential equation (2.425), a solution to the Riccati equation (2.539) can still be found as a power series in h:
w( ) =
n=0
23
wn ( ) n , h
(2.542)
Recall the general form of the Riccati dierential equation y = f ( )y + g( )y 2 + h(y), which is an inhomogeneous version of the Bernoulli dierential equation y = f ( )y + g( )y n for n = 2.
which provides us with a so-called gradient expansion of the trace of the logarithm. The lowest-order coecient function w0 ( ) is obviously equal to w( ). The higher ones obey the recursion relation wn ( ) =
n1 1 wn1 ( ) + wnk ( )wk ( ) , 2w( ) k=1
n 1.
(2.543)
These are solved for n = 0, 1, 2, 3 by

v( ), v ( ) , 4 v( )
4
5 v ( ) 32 v( ) +
5/2
v ( ) 8 v( )
2 9/2
, 3/2
15 v ( ) 64 v( )
2 7/2
9 v ( ) v ( ) 32 v( ) 32 v( )
3
v (3) ( ) 16 v( ) 32 v( )
2,
1105 v ( ) 2048 v( )
221 v ( ) v ( ) 256 v( )
19 v ( ) 128 v( )
11/2
7 v ( ) v (3) ( )
7/2
v (4) ( )
5/2
,(2.544)
where v( ) w2 ( ).
The series can, of course, be trivially extended any desired orders.
2.15.6
Duality Transformation and Low-Temperature Expansion
There exists another method of calculating the nite-temperature part of the free energy (2.483) which is worth presenting at this place, due to its broad applicability in statistical mechanics. For this we rewrite (2.507) in the form kB T F = 2
m=
h kB T
dm 2 log(m + 2 ). 2
(2.545)
Changing the integration variable to m, this becomes kB T F = 2 2kB T dm log h m=

Within analytic regularization, this expression is rewritten with the help of formula (2.498) as kB T F = 2
0
m2 + 2 .
(2.546)
m=
h dm e [(2kB T / )
2 m2 + 2
].
(2.547)
The duality transformation proceeds by performing the sum over the Matsubara frequencies with the help of Poissons formula (1.205) as an integral d using an extra sum over integer numbers n. This brings (2.547) to the form (expressing the temperature in terms of ), 1 F = 2
0
d
n=
h e2ni 1 e [(2/ )
2 2 + 2
].
(2.548)
The parentheses contain the sum 2 exponent 2ni 2 h

2
2ni . n=1 e
After a quadratic completion of the

2
2 h
n 2 2 h i 4
1 ( n)2 , h 4
(2.549)
168
the integral over can be performed, with the result h F = 2

0
d 1/2 (n )2 /4 2 e h . n=1
(2.550)
Now we may use the integral formula [compare (1.343)]24

0
d a2 / b2 a e =2 b
n=1
K (2ab),
(2.551)
to obtain the sum over modied Bessel functions h F = 2 2 (n )1/2 h 2K1/2 (n ). h (2.552)
The modied Bessel functions with index 1/2 are particularly simple: K1/2 (z) = z e . 2z (2.553)
Inserting this into (2.552), the sum is a simple geometric one, and may be performed as follows: 1 1 n 1 h (2.554) e h = log 1 e , F = n=1 n in agreement with the previous result (2.517). The eect of the duality tranformation may be rephrased in another way. It converts the original sum over m in the expression (2.508):
S( ) = h
m=1
log
2 m 2 + 1 log m 2 2
(2.555)
into a sum over n: S( ) = h

1 n h log h e h . 2 n=1 n
(2.556)
The rst sum (2.555) converges fast at high temperatures, where it can be expanded in powers of 2 : (1)k S( ) = h k k=1
The expansion coecients are equal to Riemanns zeta function (z) of Eq. (2.513) at even arguments z = 2k, so that we may write S( ) = h
24
1 h 2k 2 m=1 m
2 k
(2.557)
h (1)k (2k) k 2 m=1
2k
(2.558)
I.S. Gradshteyn and I.M. Ryzhik, ibid., Formula 3.471.9.

At even positive arguments, the values of the zeta function are related to the Bernoulli numbers by25 (2n) = (2)2n |B2n |. 2(2n)! (2.559)
The Bernoulli numbers are dened by the expansion

tn t = Bn . et 1 n=0 n!
(2.560)
The lowest nonzero Bernoulli numbers are B0 = 1, B1 = 1/2, B2 = 1/2, B4 = 1/30, . . . . The Bernoulli numbers determine also the zeta functions at negative odd arguments: (1 2n) = B2n , 2n (2.561)
this being a consequence of the general identity26 (z) = 2z z1 sin(z/2)(1 z)(1 z) = 2z1 z (1 z)/(z) cos Typical values of (z) which will be needed here are27 (2) = 4 6 2 , (4) = , (5) = , . . . , () = 1. 6 90 945 (2.563) z . (2.562) 2
In contrast to the original sum (2.555) and its expansion (2.558), the dually transformed sum (2.556) converges rapidly for low temperatures. It converges everywhere except at very large temperatures, where it diverges logarithmically. The precise behavior can be calculated as follows: For large T there exists a large number h N which is still much smaller than 1/ , such that e N is close to unity. Then h we split the sum as
1 n 1 n N 1 1 e h + e h . n n n=N n n=1 n=1
(2.564)
Since N is large, the second sum can be approximated by an integral

N
dn n e h = n
N h
dx x e , x
which is an exponential integral E1 (N ) of Eq. (2.462) with the large-argument h expansion log(N ) of Eq. (2.463). h
ibid., Formulas 9.542 and 9.535. I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 9.535.2. 27 Other often-needed values are (0) = 1/2, (0) = log(2)/2, (2n) = 0, (3) 1.202057, (5) 1.036928, . . . .
26 25
170
The rst sum in (2.564) is calculated with the help of the Digamma function (z) This has an expansion28
(z) . (z)
(2.565)
(z) =
n=0
1 1 , n+z n+1
(2.566)
which reduces for integer arguments to

N 1
(N) = + and has the large-z expansion (z) log z
n=1
1 , n
(2.567)
B2n 1 . 2z n=1 2nz 2n
(2.568)
Combining this with (2.463), the logarithm of N cancels, and we nd for the sum in (2.564) the large-T behavior 1 n e h log + O(). h T n n=1
(2.569)
This cancels the logarithm in (2.556). The low-temperature series (2.556) can be used to illustrate the power of analytic regularization. Suppose we want to extract from it the large-T behavior, where the sum 1 n g( ) h e h (2.570) n n=1 converges slowly. We would like to expand the exponentials in the sum into powers of , but this gives rise to sums over positive powers of n. It is possible to make sense of these sums by analytic continuation. For this we introduce a generalization of (2.570):
h (e )
1 n e h , n n=1
(2.571)
which reduces to g( ) for = 1. This sum is evaluated by splitting it into an h integral over n and a dierence between sum and integral:
h (e ) =
28
dn
1 n e h + n
n=1
1 n e h . n
(2.572)

The integral is convergent for < 1 and yields (1 ) ( ) via the integral h formula (2.490). For other s it is dened by analytic continuation. The remainder may be expanded sloppily in powers of and yields (1)k ( )k . h k! 0 0 0 n=1 n=1 (2.573) The second term is simply the Riemann zeta function () [recall (2.513)]. Since the additional integral vanishes due to Veltman rule (2.500), the zeta function may also be dened by
h (e ) =
dn
1 n e h + n
1 + n k=1
nk
n=1
1 = (), k
(2.574)
If this formula is applied to the last term in (2.573), we obtain the so-called Robinson expansion 29 (e
h
) = (1 )( ) h
+ () +
1 ( )k ( k). h k=1 k!
(2.575)
This expansion will later play an important role in the discussion of Bose-Einstein condensation [see Eq. (7.38)]. For various applications it is useful to record also the auxiliary formula
n=1
h 1 en h = ( )k ( k) (e ), h n k! k=1
(2.576)
since in the sum minus the integral, the rst Robinson terms are absent and the h result can be obtained from a naive Taylor expansion of the exponents en and the summation formula (2.574). From (2.575) we can extract the desired sum (2.570) by going to the limit 1. Close to the limit, the Gamma function has a pole (1) = 1/(1) +O( 1). From the identity z 2z (1 z)(1 z) sin = 1z (z) (2.577) 2 and (2.514) we see that () behaves near = 1 like () = 1 + + O( 1) = (1 ) + O( 1). 1 (2.578)
Hence the rst two terms in (2.575) can be combined to yield for 1 the nite result lim1 (1 ) [( )1 1]= log . The remaining terms contain in h h the limit the values (0) = 1/2, (1), (2), etc. Here we use the property of the zeta function that it vanishes at even negative arguments, and that the function at arbitrary negative argument is related to one at positive argument by the identity
29
J.E. Robinson, Phys. Rev. 83 , 678 (1951).
172
(2.577). This implies for the expansion coecients in (2.575) with k = 1, 2, 3, . . . in the limit 1: (2p) = 0, (2p)! 1 (2p), (1 2p) = (1)p p (2)2p p = 1, 2, 3, . . . . (2.579)
Hence we obtain for the expansion (2.575) in the limit 1: g( ) = 1 (e h

h h (1)k ) = log + h (2k) + ( )2k . h 2 k! k=1
(2.580)
This can now be inserted into Eq. (2.556) and we recover the previous expansion (2.558) for S( ) which was derived there by a proper duality transformation. h It is interesting to observe what goes wrong if we forget the separation (2.572) of the sum into integral plus sum-minus-integral and its regularizationand re-expands (2.570) directly, and illegally, in powers of . Then we obtain for = 1 the formal expansion
h 1 (e ) = p=0 n=1
np1
(1)p (1)p ( )p = (1) + h (1 p) ( )p , h p! p! p=1
(2.581) which contains the innite quantity (1). The correct result (2.580) is obtained from this by replacing the innite quantity (1) by log , which may be viewed as a h regularized reg (1): (1) reg (1) = log . h (2.582) The above derivation of the Robinson expansion can be supplemented by a dual version as follows. With the help of Poissons formula (1.197) we rewrite the sum (2.571) as an integral over n and an auxiliary sum over integer numbers m, after which the integral over n can be performed yielding
h (e ) m= 0 h dn e(2im+ )n
1 = (1 )( )1 h n (2.583)
+ (1 ) 2 Re
m=1
( 2im)1 . h
The sum can again be expanded in powers of
2 Re
m=1
(2im)
h 1+ 2im
=2
k=0
1 cos[(1 k)/2] (2)1k (1 + k) ( )k .(2.584) h k
Using the relation (2.577) for zeta-functions, the expansion (2.583) is seen to coincide with (2.571).

h Note that the representation (2.583) of (e ) is a sum over Matsubara frequencies m = 2m/ [recall Eq. (2.373)]: h (e ) m= 0
h dn e(im + )n
1 n
= (1 )( ) h
1 + 2 Re
m=1
(1 + im / )1 . (2.585) h
The rst term coming from the integral over n in (2.572) is associated with the zero Matsubara frequency. This term represents the high-temperature or classical limit of the expansion. The remainder contains the sum over all nonzero Matsubara frequencies, and thus the eect of quantum uctuations. It should be mentioned that the rst two terms in the low-temperature expansion (2.556) can also be found from the sum (2.555) with the help of the Euler-Maclaurin formula30 for a sum over discrete points t = a + (k + ) of a function F (t) from k = 0 to K (b a)/:
K
F (a + k) =
k=0
b a
dt F (t) +
1 [F (a) + F (b)] 2 (2.586)
2p1 B2p F (2p1) (b) F (2p1) (a) , (2p)! p=1
or, more generally for t = a + (k + ),

K1
F (a + (k + )) =
k=0
b a
dt F (t) +
p1 Bp () F (p1) (b) F (p1) (a) , p! p=1 (2.587)
where Bn () are the Bernoulli functions dened by a generalization of the expansion (2.560): tet tn = Bn () . (2.588) et 1 n=0 n! At = 0, the Bernoulli functions start out with the Bernoulli numbers: Bn (0) = Bn . The function B0 () is equal to 1 everywhere. Another way of writing formula (2.589) is
K1
1 F (a + (k + )) = k=0
b a
p p dt 1 + Bp ()t F (t). p! p=0
(2.589)
This implies that a sum over discrete values of a function can be replaced by an integral over a gradient expansion. of the function.
30
M. Abramowitz and I. Stegun, op. cit., Formulas 23.1.30 and 23.1.32.
174
2 2 Using the rst Euler-Maclaurin formula (2.586) with a = 1 , b = M , and = 1 , we nd M 2 log(m m=0 m=M m 2 =0 = + log(m + 2)2 1 1 m=1 m=1 1 2 2 + log(1 + 2 ) + log(M + 2 ) = 0 . (2.590) 2 m=M
+ )
2 log(m )
For small T , the leading two terms on the right-hand side are 1 2 log 2 , 1 2 1 (2.591)
in agreement with the rst two terms in the low-temperature series (2.556). Note that the Euler-Maclaurin formula is unable to recover the exponentially small terms in (2.556), since they are not expandable in powers of T . The transformation of high- into low-temperature expansions is an important tool for analyzing phase transitions in models of statistical mechanics.31
2.16
Finite-N Behavior of Thermodynamic Quantities
Thermodynamic uctuations in Euclidean path integrals are often imitated in computer simulations. These are forced to employ a sliced time axis. It is then important to know in which way the time-sliced thermodynamic quantities converge to their continuum limit. Let us calculate the internal energy E and the specic heat at constant volume C for nite N from (2.476). Using (2.476) we have ( e ) ( e ) and nd the internal energy E = = h ( e ) (F ) = coth( e /2) h 2 h coth( e /2) h . 2 cosh( e /2) = = , cosh( e /2) 2 tanh( e /2),
(2.592)
(2.593)
The specic heat at constant volume is given by 1 2 C = 2 2 (F ) = 2 E kB 1 1 1 h + coth( e /2) tanh( e /2) h . = 2 2 2 4 h cosh2 ( e /2) sinh2 ( e /2) h (2.594)
Plots are shown in Fig. 2.5 for various N using natural units with h = 1, kB = 1. At high See H. Kleinert, Gauge Fields in Condensed Matter , Vol. I Superow and Vortex Lines, World Scientic, Singapore, 1989, pp. 1742 (http://www.physik.fu-berlin.de/~kleinert/b1).
31
2.16 Finite-N Behavior of Thermodynamic Quantities
175
Figure 2.4 Finite-lattice eects in internal energy E and specic heat C at constant volume,
as a function of the temperature for various numbers N + 1 of time slices. Note the nonuniform way in which the exponential small-T behavior of C e/T is approached in the limit N . temperatures, F, E, and C are independent of N : F E C 1 log , 1 = T, 1. (2.595) (2.596) (2.597)
These limits are a manifestation of the Dulong-Petit law : An oscillator has one kinetic and one potential degree of freedom, each carrying an internal energy T /2 and a specic heat 1/2. At low temperatures, on the other hand, E and C are strongly N -dependent (note that since F and E are dierent at T = 0, the entropy of the lattice approximation does not vanish as it must in the continuum limit). Thus, the convergence N is highly nonuniform. After reaching the limit, the specic heat goes to zero for T 0 exponentially fast, like e/T . The quantity is called activation energy.32 It is the energy dierence between ground state and rst excited state of the harmonic oscillator. For large but nite N , on the other hand, the specic heat has the large value N + 1 at T = 0. This is due to e and cosh2 ( e /2) behaving, for a nite N and T 0 (where becomes large) like e 1 log( 2 2 ), (2.598)
cosh( e /2) Hence E

32
/2.
T 0
T 0 1 coth[(N + 1) log( )] 0,
(2.599)
Note that in a D-dimensional solid the lattice vibrations can be considered as an ensemble of harmonic oscillators with energies ranging from zero to the Debye frequency. Integrating over the corresponding specic heats with the appropriate density of states, d D1 e/kB T , gives the well-known power law at low temperatures C T D .
176
C

T 0
N + 1.
(2.600)
The reason for the nonuniform approach of the N limit is obvious: If we expand (2.476) in powers of , we nd e = 1 1 2 2 + ... . 24 (2.601)
When going to low T at nite N the corrections are quite large, as can be seen by writing (2.601), with = h/(N + 1), as e = 1 1 h 22 + ... . 2 24 kb T 2 (N + 1)2 (2.602)
Note that (2.601) contains no corrections of the order . This implies that the convergence of all thermodynamic quantities in the limit N , 0 at xed T is quite fast one order in 1/N faster than we might at rst expect [the Trotter formula (2.26) also shows the 1/N 2 -behavior].
2.17
Time Evolution Amplitude of Freely Falling Particle
The gravitational potential of a particle on the surface of the earth is V (x) = V0 + M g x, (2.603)
where g is the earths acceleration vector pointing towards the ground, and V0 some constant. The equation of motion reads x = g, which is solved by with the initial velocity va = Inserting this into the action A= we obtain the classical action Acl = V0 (tb ta ) + M (xb xa )2 1 1 (tb ta )g (xb + xa ) (tb ta )3 g2 . (2.608) 2 tb ta 2 24
tb ta
(2.604) (2.605) (2.606)
g x = xa + va (t ta ) + (t ta )2 , 2 xb xa g (tb ta ). tb ta 2 dt M 2 x V0 g x , 2
(2.607)
Since the quadratic part of (2.607) is the same as for a free particle, also the uctuation factor is the same [see (2.120)], and we nd the time evolution amplitude (xb tb |xa ta ) = exp 1 2i (tb ta )/M h
i h V0 (tb ta ) 3e
iM (xb xa )2 1 (tb ta )g (xb + xa ) (tb ta )3 g2 2 h tb ta 12
. (2.609)
2.17 Time Evolution Amplitude of Freely Falling Particle
177
The potential (2.603) can be considered as a limit of a harmonic potential V (x) = V0 + for 0, keeping and g = M 2 x0 , v0 = V0 + (2.612) x0 = g/ 2 g, V0 = Mx2 /2 = Mg 2 /2 4 , (2.611) 0 M 2 (x x0 )2 2 (2.610)
M 2 2 x0 (2.613) 2 xed. If we perform this limit in the amplitude (2.170), we nd of course (2.609). The wave functions can be obtained most easily by performing this limiting procedure on the wave functions of the harmonic oscillator. In one dimension, we set n = E/ and nd that the spectral representation (2.287) goes over into (xb tb |xa ta ) = with the wave functions x E 1 . AE (x) = Ai l l (2.615)
h dEAE (xb )A (xa )eiE(tb ta )/ , E
(2.614)
Here ( 2 g 2 M/2)1/3 and l ( 2 /2M 2 g)1/3 = /Mg are the natural units of h h energy and length, respectively, and Ai(z) is the Airy function solving the dierential equation Ai (z) = zAi(z), (2.616) For positive z, the Airy function can be expressed in terms of modied Bessel functions I () and K ():33 z 1 z Ai(z) = [I1/3 (2z 3/2 /3) I1/3 (2z 3/2 /3)] = K1/3 2z 3/2 /3 . (2.617) 2 3 For large z, this falls o exponentially: 1 3/2 Ai(z) 1/4 e2z /3 , 2 z For negative z, an analytic continuation34 I () = ei/2 J(ei/2 ), I () = ei/2 J(ei/2 ),
33
z .
(2.618)
< arg /2, /2 < arg ,
(2.619)
A compact description of the properties of Bessel functions is found in M. Abramowitz and I. Stegun, op. cit., Chapter 10. The Airy function is expressed in Formulas 10.4.14. 34 I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formulas 8.406.
178 leads to
1 z J1/3 (2(z)3/2 /3) + J1/3 (2(z)3/2 /3) , (2.620) 3 where J1/3 () are ordinary Bessel functions. For large arguments, these oscillate like Ai(z) = J () 2 cos( /2 /4) + O( 1), (2.621)
from which we obtain the oscillating part of the Airy function Ai(z) 1 sin 2(z)3/2 /3 + /4 , z 1/4 z . (2.622)
The Airy function has the simple Fourier representation Ai(x) =

dk i(xk+k3 /3) e . 2
(2.623)
In fact, the momentum space wave functions of energy E are p|E = l i(pEp3 /6M )l/ h e (2.624)
fullling the orthogonality and completeness relations dp E |p p|E = (E E), 2 h dE p |E E|p = 2 (p p). h (2.625)
The Fourier transform of (2.624) is equal to (2.615), due to (2.623).
2.18
Charged Particle in Magnetic Field
Having learned how to solve the path integral of the harmonic oscillator we are ready to study also a more involved harmonic system of physical importance: a charged particle in a magnetic eld. This problem was rst solved by L.D. Landau in 1930 in Schrdinger theory.35 o
2.18.1
Action
e c
tb ta
The magnetic interaction of a particle of charge e is given by Amag = dt x(t) A(x(t)), (2.626)
where A(x) is the vector potential of the magnetic eld. The total action is A[x] =
35
tb ta
dt
e M 2 x (t) + x(t) A(x(t)) . 2 c
(2.627)
L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965.
2.18 Charged Particle in Magnetic Field
179
Suppose now that the particle moves in a homogeneous magnetic eld B pointing along the z-direction. Such a eld can be described by a vector potential A(x) = (0, Bx, 0). But there are other possibilities. The magnetic eld B(x) = A(x) (2.629) (2.628)
as well as the magnetic interaction (2.626) are invariant under gauge transformations A(x) A(x) + (x), (2.630)
where (x) are arbitrary single-valued functions of x. As such they satisfy the Schwarz integrability condition [compare (1.41)(1.42)] (i j j i )(x) = 0. For instance, the axially symmetric vector potential 1 A(x) = B x 2 (2.632) (2.631)
gives the same magnetic eld; it diers from (2.628) by a gauge transformation A(x) = A(x) + with the gauge function 1 (x) = B xy. 2 In the canonical form, the action reads A[p, x] =
tb ta
(x),
(2.633)
(2.634)
dt p x
e 1 p A(x) 2M c
(2.635)
The magnetic interaction of a point particle is thus included in the path integral by the so-called minimal substitution of the momentum variable: e (2.636) p P p A(x). c For the vector potential (2.628), the action (2.635) becomes A[p, x] = with the Hamiltonian H(p, x) = 1 1 p2 2 + ML x2 Llz (p, x), 2M 8 2 (2.638)
tb ta
dt [p x H(p, x)] ,
(2.637)
180
where x = (x, y) and p = (px , py ) and lz (p, x) = (x p)z = xpy ypx (2.639)
is the z-component of the orbital angular momentum. In a Schrdinger equation, the o last term in H(p, x) is diagonal on states with a given angular momentum around the z-axis. We have introduced the eld-dependent frequency L = e B, Mc (2.640)
called Landau frequency or cyclotron frequency. This can also be written in terms of the Bohr magneton he , (2.641) B Mc as L = B B/ . h (2.642) The rst two terms in (2.638) describe a harmonic oscillator in the xy-plane with a eld-dependent magnetic frequency B L . 2 (2.643)
Note that in the gauge gauge (2.628), the Hamiltonian would have the rotationally noninvariant form H(p, x) = 1 p2 2 + ML x2 L xpy 2M 2 (2.644)
rather than (2.638), implying oscillations of frequency L in the x-direction and a free motion in the y-direction. The time-sliced form of the canonical action (2.635) reads
N +1
AN e
=
n=1
pn (xn xn1 )
1 p2 n + (py n Bxn )2 + p2 zn 2M x
(2.645)
and the associated tome-evolution amplitude for the particle to run from xa to xb is given by
N
(xb tb |xa ta ) =
d3 xn
N +1 n=1
n=1
d 3 pn i N exp A , 3 (2 ) h h e
(2.646)
with the time-sliced action

N +1
AN =
n=1
pn (xn xn1 )
1 p2 + (py n Bxn )2 + p2 zn 2M x n
(2.647)
181
2.18.2
Gauge Properties
Note that the time evolution amplitude is not gauge-invariant. If we use the vector potential in some other gauge A (x) = A(x) + the action changes by a surface term A = e c
tb ta
(x),
(2.648)
dt x
(x) =
e [(xb ) (xa )]. c
(2.649)
The amplitude is therefore multiplied by a phase factor on both ends

h h (xb tb |xa ta )A (xb tb |xa ta )A = eie(xb )/c (xb tb |xa ta )A eie(xa )/c .
(2.650)
For the observable particle distribution (x tb |x ta ), the phase factors are obviously irrelevant. But all other observables of the system must also be independent of the phases (x) which is assured if they correspond to gauge-invariant operators.
2.18.3
Time-Sliced Path Integration
Since the action AN contains the variables yn and zn only in the rst term N +1 n=1 ipn xn , we can perform the yn , zn integrations and nd a product of N functions in the y- and z-components of the momenta pn . If the projections of p to the yz-plane are denoted by p , the product is h (2 )2 (2) pN +1 pN (2 )2 (2) (p2 p1 ) . h (2.651)
These allow performing all py n , pz n -integrals, except for one overall py , pz . The path integral reduces therefore to (xb tb |xa ta ) =

dpy dpz (2 )2 h
N n=1
N +1
dxn
n=1
dpx n 2 h exp
(2.652) i N A , h x
i p2 exp py (yb ya ) + pz (zb za ) (tb ta ) z h 2M
where AN is the time-sliced action involving only a one-dimensional path integral x over the x-component of the path, x(t), with the sliced action
N +1
AN x
=
n=1
1 p2 n e px n (xn xn1 ) x py Bxn 2M 2M c
(2.653)
This is the action of a one-dimensional harmonic oscillator with eld-dependent frequency B whose center of oscillation depends on py and lies at x0 = py /ML . (2.654)
182
The path integral over x(t) is harmonic and known from (2.168): (xb tb |xa ta )x0 = ML 2i sin L (tb ta ) h i ML exp (xb x0 )2 + (xa x0 )2 cos L (tb ta ) h 2 sin L (tb ta ) 2(xb x0 )(xa x0 )} . Doing the pz -integral in (2.652), we arrive at the formula (xb tb |xa ta ) = 1 2i (tb ta )/M h e
M i 2 h (zb za )2 tb ta
(2.655)
(x tb |x ta ), b a
(2.656)
with the amplitude orthogonal to the magnetic eld ML h dx0 eiM L x0 (yb ya )/ (xb tb |xa ta )x0 . (x tb |x ta ) b a 2 h After a quadratic completion in x0 , the total exponent in (2.657) reads 1 iML (x2 + x2 ) tan[L (tb ta )/2] + (xb xa )2 b a 2 h sin L (tb ta )
(2.657)
ML xb + xa yb ya i tan[L (tb ta )/2] x0 h 2 2 tan[L (tb ta )/2] (yb ya )2 ML (xb + xa )2 tan[L (tb ta )/2] + +i 2 h 2 2 tan[L (tb ta )/2] ML +i (xb + xa )(yb ya ). (2.658) 2 h h The integration ML dx0 /2 removes the second term and results in a factor ML 2 h h . iML tan[L (tb ta )/2]
3
(2.659)
By rearranging the remaining terms, we arrive at the amplitude (xb tb |xa ta ) = L (tb ta )/2 i M exp (Acl + Asf ) , 2i (tb ta ) sin[L (tb ta )/2] h h
(2.660)
with an action M (zb za )2 L Acl = + cot[L (tb ta )/2] (xb xa )2 + (yb ya )2 2 tb ta 2 + and the surface term Asf =
b ML e (xb yb xa ya ) = B xy . a 2 2c
L (xa yb xb ya )
(2.661)
(2.662)
183
2.18.4
Classical Action
Since the action is harmonic, the amplitude is again a product of a phase eiAcl and a uctuation factor. A comparison with (2.633) and (2.650) shows that the surface term would be absent if the amplitude (xb tb |xa ta )A were calculated with the vector potential in the axially symmetric gauge (2.632). Thus Acl must be equal to the classical action in this gauge. Indeed, the orthogonal part can be rewritten as A = cl
tb ta
dt
M d M (xx + y y) + [x( + L y) + y( L x)] . x y 2 dt 2 x = L y, y = L x,
(2.663)
The equations of motion are (2.664)
reducing the action of a classical orbit to

tb M M (xx + y y) = ([xb xb xa xa ] + [yb yb ya ya ]) . (2.665) ta 2 2 The orbits are easily determined. By inserting the two equations in (2.664) into each other we see that x and y perform independent oscillations:
A = cl
2 x + L x = 0,
2 y + L y = 0.
(2.666)
where we have incorporated the boundary condition x(ta,b ) = xa,b , y(ta,b) = ya,b . The constants x0 , y0 are xed by satisfying (2.664). This gives x0 = y0 Now we calculate xb xb = xa xa and hence L xb [(x0 xa ) + (xb x0 ) cos L (tb ta )] , sin L (tb ta ) L = xa [(x0 xa ) cos L(tb ta ) + (xb x0 )] , sin L (tb ta ) 1 L (xb + xa ) + (yb ya ) cot (tb ta ) , 2 2 L 1 (yb + ya ) (xb xa )cot (tb ta ) . = 2 2
The general solution of these equations is 1 x= [(xb x0 ) sin L (t ta ) (xa x0 ) sin L (t tb ) ] + x0 , (2.667) sin L (tb ta ) 1 [(yb y0 ) sin L (t ta ) (ya y0 ) sin L (t tb ) ] + y0 , (2.668) y= sin L (tb ta )
(2.669) (2.670)
(2.671) (2.672)
L xb xb xa xa = L x0 (xb + xa ) tan (tb ta ) 2 L + (x2 + x2 ) cos L (tb ta ) 2xb xa b a sin L (tb ta ) L L = (xb xa )2 cot (tb ta ) + (xb + xa )(yb ya ) . 2 2
(2.673)
184 Similarly we nd
L yb yb ya ya = L y0 (yb + ya ) tan (tb ta ) 2 L 2 + [(y 2 + ya ) cos L (tb ta ) 2yb ya ] sin L (tb ta ) b L L = (yb ya )2 cot (tb ta ) (xb xa )(yb + ya ) . 2 2
(2.674)
Inserted into (2.665), this yields the classical action for the orthogonal motion A = cl M L cot[L (tb ta )/2] (xb xa )2 + (yb ya )2 + L (xa yb xb ya ) , 2 2 (2.675)
which is indeed the orthogonal part of the action (2.661).
2.18.5
Translational Invariance
It is interesting to see how the amplitude ensures the translational invariance of all physical observables. The rst term in the classical action is trivially invariant. The last term reads A = ML (xa yb xb ya ). 2 (2.676)
Under a translation by a distance d, x x + d, this term changes by ML ML [dx (yb ya ) + dy (xa xb )] = [(d x)b (d x)a ]z 2 2 causing the amplitude to change by a pure gauge transformation as
h h (xb tb |xa ta ) eie(xb )/c (xb tb |xa ta )eie(xa )/c ,
(2.677)
(2.678)
(2.679)
with the phase (x) = ML hc [d x]z . 2e (2.680)
Since observables involve only gauge-invariant quantities, such transformations are irrelevant. This will be done in 2.23.3.
2.19 Charged Particle in Magnetic Field plus Harmonic Potential
185
2.19
Charged Particle in Magnetic Field plus Harmonic Potential
For application in Chapter 5 we generalize the above magnetic system by adding a harmonic oscillator potential, thus leaving the path integral solvable. For simplicity, we consider only the orthogonal part of the resulting system with respect to the magnetic eld. Omitting orthogonality symbols, the Hamiltonian is the same as in (2.638). Without much more work we may solve the path integral of a more general system in which the harmonic potential in (2.638) has a dierent frequency = L , and thus a Hamiltonian H(p, x) = p2 1 + M 2 x2 B lz (p, x). 2M 2
b a
(2.681)
The associated Euclidean action Ae [p, x] = has the Lagrangian form Ae [x] =
h 0
d [ip x + H(p, x)]
(2.682)
1 M 2 2 x ( ) + M( 2 B )x2 ( ) iMB [x( ) x( )]z . 2 2 (2.683)
At this point we observe that the system is stable only for B . The action (2.683) can be written in matrix notation as Acl =
h 0
M M d (xx) + xT D2 ,B x , 2 d 2
(2.684)
where D2 ,B is the 2 2 -matrix D2 ,B (, )

2 2 + 2 B 2iB 2 2 2iB + 2 B
( ).
(2.685)
Since the path integral is Gaussian, we can immediately calculate the partition function 1 1/2 det D2 ,B . (2.686) Z= (2 /M)2 h By expanding D2 ,B (, ) in a Fourier series D2 ,B (, ) = we nd the Fourier components D2 ,B (m ) =
2 2 m + 2 B 2B m 2 2 2B m m + 2 B m=
1 h
D2 ,B (m )eim ( ) ,
(2.687)
(2.688)
186 with the determinants
2 2 2 2 det D2 ,B (m ) = (m + 2 B )2 + 4B m .
(2.689) (2.690) (2.691)
These can be factorized as 2 2 2 2 det D2 ,B (m ) = (m + + )(m + ), with The eigenvectors of D2 ,B (m ) are 1 e+ = 2 with eigenvalues 1 i B . , 1 e = 2 1 i ,
(2.692)
2 d = m + 2 2im B = (m + i )(m i ). (2.693) Thus the right- and left-circular combinations x = (x iy)/ 2 diagonalize the Lagrangian (2.684) to
Acl = +
h 0
M d x x+ + x x 2 d +
M x ( + )( + )x+ + x ( )( + + )x . (2.694) 2 + Continued back to real times, the components x (t) are seen to oscillate independently with the frequencies . The factorization (2.690) makes (2.694) an action of two independent harmonic oscillators of frequencies . The associated partition function has therefore the product form 1 1 Z= . (2.695) 2 sinh ( + /2) 2 sinh ( /2) h h For the original system of a charged particle in a magnetic eld discussed in Section 2.18, the partition function is obtained by going to the limit B in the Hamiltonian (2.681). Then 0 and the partition function (2.695) diverges, since the system becomes translationally invariant in space. From the mnemonic replacement rule (2.353) we see that in this limit we must replace the relevant vanishing inverse frequency by an expression proportional to the volume of the system. The role of 2 in (2.353) is played here by the frequency in front of the x2 -term of the Lagrangian (2.683). Since there are two dimensions, we must replace 1 1 V2 , 2 2 B B 2 0 2/M Z (2.696)
and thus
1 V2 , (2.697) 0 2 sinh ( ) 2 h where is the quantum-mechanical length scale in Eqs. (2.296) and (2.351) of the harmonic oscillator.
2.20 Gauge Invariance and Alternative Path Integral Representation
187
2.20
Gauge Invariance and Alternative Path Integral Representation
The action (2.627) of a particle in an external ordinary potential V (x, t) and a vector potential A(x, t) can be rewritten with the help of an arbitrary space- and time-dependent gauge function (x, t) in the following form:
tb
A[x] =
dt
ta
e M 2 e x + x(t)[A(x, t) + (x, t)]V (x, t)+ t (x, t) 2 c c e [(xb , tb ) (xa , ta )] . c
(2.698)
The (x, t)-terms inside the integral are canceled by the last two surface terms making the action independent of (x, t). We may now choose a particular function (x, t) equal to c/e-times the classical action A(x, t) which solves the Hamilton-Jacobi equation (1.65), i.e., 1 2M e A(x, t) A(x, t) c
2
+ t A(x, t) + V (x, t) = 0.
(2.699)
Then we obtain the following alternative expression for the action:

tb
A[x]
=
ta
dt
e 1 M x A(x, t) + A(x, t) 2M c + A(xb , tb ) A(xa , ta ).
(2.700)
For two innitesimally dierent solutions of the Hamilton-Jacobi equation, the dierence between the associated action functions A satises the dierential equation v where v is the classical velocity eld v(x, t) (1/M ) e A(x, t) A(x, t) . c (2.702) A + t A = 0, (2.701)
The dierential equation (2.701) expresses the fact that two solutions A(x, t) for which the particle energy and momenta at x and t dier by E and p, respectively, satisfy the kinematic relation E = p p/M = xcl A. This follows directly from E = p2 /2M . The so-constrained variations E and p leave the action (2.700) invariant. A sequence of changes A of this type can be used to make the function A(x, t) coincide with the action A(x, t; xa , ta ) of paths which start out from xa , ta and arrive at x, t. In terms of this action function, the path integral representation of the time evolution amplitude takes the form (xb tb |xa ta ) =
h eiA(xb ,tb ;xa ,ta )/
x(tb )=xb x(ta )=xa
Dx e A(x, t; xa , ta ) + A(x, t) c
2
(2.703)
exp or, using v(x(t), t),
i h
tb
dt
ta
1 Mx 2M
h (xb tb |xa ta ) = eiA(xb ,tb ;xa ,ta )/
x(tb )=xb x(ta )=xa
Dx exp
i h
tb
dt
ta
M 2 (x v) . 2 (2.704)
188
The uctuations are now controlled by the deviations of the instantaneous velocity x(t) from local value of the classical velocity eld v(x, t). Since the path integral attempts to keep the deviations as small as possible, we call v(x, t) the desired velocity of the particle at x and t. Introducing momentum variables p(t), the amplitude may be written as a phase space path integral (xb tb |xa ta ) =
h eiA(xb ,tb ;xa ,ta )/
x(tb )=xb x(ta )=xa
Dx
Dp 2 h 1 2 p (t) 2M , (2.705)
exp
i h
tb ta
dt p(t) [x(t) v(x(t), t)]
which will be used in Section 18.22 to give a stochastic interpretation of quantum processes.
2.21
Velocity Path Integral
There exists yet another form of writing the path integral in which the uctuating velocities play a fundamental role and which will later be seen to be closely related to path integrals in the so-called stochastic calculus to be introduced in Sections 18.12 and 18.565. We observe that by rewriting the path integral as (xb tb |xa ta ) = D3 x xb xa
tb
dt x(t) exp
ta
i h
tb
dt
ta
M 2 x V (x) 2
(2.706)
the -function allows us to include the last variable xn in the integration measure of the time-sliced version of the path integral. Thus all time-sliced time derivatives (xn+1 xn )/ for n = 0 to N are integrated over implying that they can be considered as independent uctuating variables vn . In the potential, the dependence on the velocities can be made explicit by inserting
tb
x(t) x(t) x(t) where
= = =
xb xa +
dt v(t),
t t
(2.707) (2.708) (2.709)
dt v(t),
ta
X+
1 2
tb tb
dt v(t ) (t t),
xb + xa (2.710) 2 is the average position of the endpoints and (t t ) is the antisymmetric combination of Heaviside functions introduced in Eq. (1.311). In the rst replacement, we obtain the velocity path integral X
tb
(xb tb |xa ta ) = D3 v xb xa
dt v(t) exp
ta
i h
tb
dt
ta
M 2 v V 2
tb
xb
dt v(t)
t
(2.711)
The measure of integration is normalized to make D3 v exp i h

tb
dt
ta
M 2 v 2
= 1.
(2.712)
The correctness of this normalization can be veried by evaluating (2.711) for a free particle. Inserting the Fourier representation for the -function
tb
xb xa
dt v(t)
ta
d3 p i exp p xb xa (2i)3 h
tb
dt v(t)
ta
(2.713)
2.22 Path Integral Representation of Scattering Matrix
189
we can complete the square in the exponent and integrate out the v-uctuations using (2.712) to obtain (xb tb |xa ta ) = d3 p exp (2i)3 i p2 p (xb xa ) (tb ta ) h 2M . (2.714)
This is precisely the spectral representation (1.329) of the free-particle time evolution amplitude (1.331) [see also Eq. (2.51)]. A more symmetric velocity path integral is obtained by choosing the third replacement (2.709). This leads to the expression (xb tb |xa ta ) = D3 v x i exp h
tb ta tb
dt v(t) exp
ta
i h
tb
dt
ta
M 2 v 2 . (2.715)
dt V
1 X+ 2
tb ta
dt v(t ) (t t)
The velocity representations are particularly useful if we want to know integrated amplitudes such as d3 xa (xb tb |xa ta ) = D3 v exp exp i h
tb ta
i h
tb
dt
ta
M 2 v . 2 1 2
tb
dtV
xb
dt v(t )
t
(2.716)
which will be of use in the next section.
2.22
Path Integral Representation of Scattering Matrix
In Section 1.16 we have seen that the description of scattering processes requires several nontrivial limiting procedures on the time evolution amplitude. Let us see what these procedures yield when applied to the path integral representation of this amplitude.
2.22.1
General Development
Formula (1.471) for the scattering matrix expressed in terms of the time evolution operator in momentum space has the following path integral representation: pb |S|pa
tb ta
lim
h ei(Eb tb Ea ta )/
d3 xb
h d3 xa ei(pb xb pa xa )/ (xb tb |xa ta ).
(2.717)
h Introducing the momentum transfer q (pb pa ), we rewrite ei(pb xb pa xa )/ as iqxb / ipa (xb xa )/ h h e e , and observe that the amplitude including the exponential prefactor h eipa (xb xa )/ has the path integral representation: h eipa (xb xa )/ (xb tb |xa ta ) =
D3 x exp
i h
tb
dt
ta
M 2 x pa x V (x) 2
(2.718)
The linear term in x is eliminated by shifting the path from x(t) to y(t) = x(t) leading to
h h eipa (xb xb )/ (xb tb |xa ta ) = eipa (tb ta )/2M
2
pa t M
tb
(2.719)
D3 y exp
i h
dt
ta
M 2 y V 2
y+
P t M
. (2.720)
190
Inserting everything into (2.717) we obtain pb |S|pa lim eiq

2
tb /2M h
tb ta
h d3 yb eiqyb /
d3 ya . (2.721)
D3 y exp
i h
tb
dt
ta
M 2 pa t y V y + 2 M
In the absence of an interaction, the path integral over y(t) gives simply d3 ya and the integral over ya yields pb |S|pa |V 0 =
tb ta
1 2 i(tb ta )/M h
exp
i M (yb ya ) h 2 tb ta )
= 1,
(2.722)
lim
eiq
(tb ta )/8M h
(2 )3 (3) (q) = (2 )3 (3) (pb pa ), h h
(2.723)
which is the contribution from the unscattered beam to the scattering matrix in Eq. (1.474). The rst-order contribution from the interaction reads, after a Fourier decomposition of the potential,
2 i h lim eiq tb /2M pb |S1 |pa = tb ta h
h d3 yb eiqyb /
d3 Q V (Q) (2 )3 h
tb
d3 ya . (2.724)
tb
dt exp
ta
i pa Q t h M
D3y exp
i h
dt
ta
M 2 y + (t t)Q y 2
The harmonic path integral was solved in one dimension for an arbitrary source j(t) in Eq. (3.168). For = 0 and the particular source j(t) = (t t)Q the result reads, in three dimensions, 1
3
exp
2i (tb ta )/M h i 1 1 exp [yb (t ta ) + ya (tb t )] Q (tb t )(t ta )Q2 h tb ta 2M Performing here the integral over ya yields exp i 1 i Q yb exp (tb t )Q2 . h h 2M
i M (yb ya )2 h 2 tb ta
(2.725)
(2.726)
The integral over yb in (2.724) leads now to a -function (2 )3 (3) (Q q), such that the expoh nential prefactor in (2.724) is canceled by part of the second factor in (2.726). In the limit tb ta , the integral over t produces a -function 2 (pb Q/M + Q2 /2M ) = h 2 (Eb Ea ) which enforces the conservation of energy. Thus we nd the well-known Born h approximation pb |S1 |pa = 2i(Eb Ea )V (q). (2.727)
In general, we subtract the unscattered particle term (2.723) from (2.721), to obtain a path integral representation for the T -matrix [for the denition recall (1.474)]: 2 i(Eb Ea ) pb |T |pa h D3 y exp i h
tb ta
tb ta
lim
eiq
tb /2M h
h d3 yb eiqyb / tb
d3 ya 1 . (2.728)
dt
M 2 y 2
exp
i h
dt V y +
ta
pa t M
2.22 Path Integral Representation of Scattering Matrix
191
It is preferable to nd a formula which does not contain the -function of energy conservation as a factor on the left-hand side. In order to remove this we observe that its origin lies in the timetranslational invariance of the path integral in the limit tb ta . If we go over to a shifted time variable t t + t0 , and change simultaneously y y pa t0 /M , then the path integral remains the same except for shifted initial and nal times tb + t0 and ta + t0 . In the limit tb ta , the t +t0 t integrals tab+t0 dt can be replaced again by tab dt. The only place where a t0 -dependence remains is h h h in the prefactor eiqyb / which changes to eiqyb / eiqpa t0 /M . Among all path uctuations, there exists one degree of freedom which is equivalent to a temporal shift of the path. This is equivalent to an integral over t0 which yields a -function 2 (qpa /M ) = 2 (Eb Ea ). We only must make h h sure to nd the relation between this temporal shift and the corresponding measure in the path integral. This is obviously a shift of the path as a whole in the direction pa pa /|pa |. The formal way of isolating this degree of freedom proceeds according to a method developed by Faddeev and Popov36 by inserting into the path integral (2.721) the following integral representation of unity: 1= |pa | M
dt0 ( a (yb + pa t0 /M )) . p
(2.729)
In the following, we shall drop the subscript a of the incoming beam, writing p pa , p |pa | = |pb |. (2.730)
After the above shift in the path integral, the -function in (2.729) becomes ( a yb ) inside the path p integral, with no t0 -dependence. The integral over t0 can now be performed yielding the -function in the energy. Removing this from the equation we obtain the path integral representation of the T -matrix p pb |T |pa i M
tb ta
lim
eiq i h
(tb ta )/8M h tb
h d3 yb ( a yb ) eiqyb / p
d3 ya P t M 1 . (2.731)
D3 y exp
dt
ta
M 2 y 2
exp
i h
tb
dt V
ta
y+
At this point it is convenient to go over to the velocity representation of the path integral (2.715). This enables us to perform trivially the integral over yb , and we obtain the y version of (2.716). The -function enforces a vanishing longitudinal component of yb . The transverse component of yb will be denoted by b: b yb ( a yb ) /a. p p (2.732) Hence we nd the path integral representation pb |T |pa i p M
tb ta
lim
eiq
tb /2M h
h d2 b eiqb/
D3 v exp
i h
tb
dt
ta
M 2 v 2
eib,p [v] 1 ,
(2.733)
where the eect of the interaction is contained in the scattering phase b,p [v] 1 h
tb
dt V
ta
b+
p t M
tb
dt v(t ) .
t
(2.734)
We can go back to a more conventional path integral by replacing the velocity paths v(t) by t y(t) = t b v(t). This vanishes at t = tb . Equivalently, we can use paths z(t) with periodic boundary conditions and subtract from these z(tb ) = zb . From pb |T |pa we obtain the scattering amplitude fpb pa , whose square gives the dierential cross section, by multiplying it with a factor M/2 [see Eq. (1.494)]. h
36
L.D. Faddeev and V.N. Popov, Phys. Lett. B 25 , 29 (1967).
192
Note that in the velocity representation, the evaluation of the harmonic path integral integrated over ya in (2.724) is much simpler than before where we needed the steps (2.725), (2.726). After the Fourier decomposition of V (x) in (2.734), the relevant integral is D3 v exp i h
tb
dt
ta
M 2 v (tb t )Q v 2
=e
i 2Mh
tb ta
dt2 (tb )Q2 t
= e 2Mh (tb t )Q .
(2.735)
The rst factor in (2.726) comes directly from the argument Y in the Fourier representation of the potential tb p V yb + t dt v(t ) M t in the velocity representation of the S-matrix (2.721).
2.22.2
Improved Formulation
2
h The prefactor eiq tb /2M in Formula (2.733) is an obstacle to taking a more explicit limit tb ta on the right-hand side. To overcome this, we represent this factor by an auxiliary path integral37 over some vector eld w(t):
eiq
tb /2M h
D3 w exp
i h
tb
dt
ta
M 2 i w (t) e 2
tb ta
dt (t)w(t)q/ h
(2.736)
ta h The last factor changes the exponential eiqb/ in (2.733) into e is a dummy variable of integration, we can equivalently replace b bw b the scattering phase b,p [v] and remain with
iq b+
tb
dt (t)w(t) / h tb ta
. Since b dt (t)w(t) in
fpb pa
tb ta
lim
p 2i h i D3 v exp h
h d2 b eiqb/
D3 w exp ibw ,p 1 . (2.737)
dt
M 2 v w2 2
The scattering phase in this expression can be calculated from formula (2.734) with the integral taken over the entire t-axis: bw ,p [v, w] = 1 h
dt V
b+
p t M
tb ta
dt [(t t)v(t ) (t )w(t )] .
(2.738)
The uctuations of w(t) are necessary to correct for the fact that the outgoing particle does not run, on the average, with the velocity p/M = pa /M but with velocity pb /M = (p + q)/M . t We may also go back to a more conventional path integral by inserting y(t) = t b v(t) and t setting similarly z(t) = t b w(t). Then we obtain the alternative representation fpb pa = with
tb ta
lim
p 2i h
h d2 b eiqb/
d3 ya
d3 za eibz ,p [y] 1 , (2.739)
D3 y
D3 z exp
i h
tb
dt
ta
M 2 y z2 2
1 tb p t + y(t) z(0) , (2.740) dt V b + h ta M where the path integrals run over all paths with yb = 0 and zb = 0. In Section 3.26 this path integral will be evaluated perturbatively. bz ,p [y] See R. Rosenfelder, notes of a lecture held at the ETH Z rich in 1979: Pfadintegrale in der u Quantenphysik , 126 p., PSI Report 97-12, ISSN 1019-0643, and Lecture held at the 7th Int. Conf. on Path Integrals in Antwerpen, Path Integrals from Quarks to Galaxies, 2002.
37
2.23 Heisenberg Operator Approach to Time Evolution Amplitude
193
2.22.3
Eikonal Approximation to Scattering Amplitude
To lowest approximation, we neglect the uctuating variables y(t) and z(t) in (2.740). Since the integral d3 ya d3 za D3 y D3 z exp i h
tb
dt
ta
M 2 y z2 2
(2.741)
in (2.739) has unit normalization [recall the calculation of (2.726)], we obtain directly the eikonal approximation to the scattering amplitude
ei fpb pa
p 2i h
h d2 b eiqb/ exp iei,p 1 , b
(2.742)
with ei,p b
1 h
dt V b +
p t . M
(2.743)
The time integration can be converted into a line integration along the direction of the incoming particles by introducing a variable z pt/M . Then we can write ei,p b M1 p h
dz V (b + pz) .
(2.744)
If V (x) is rotationally symmetric, it depends only on r |x|. Then we shall write the potential as V (r) and calculate (2.744) as the integral ei,p b M1 p h
dz V
b2 + z 2 .
(2.745)
Inserting this into (2.742), we can perform the integral over all angles between q and b using the formula i 1 d exp qb cos = J0 (qb), (2.746) 2 h where J0 () is the Bessel function, and nd
ei fpb pa =
p i h
db b J0 (qb) exp iei,p 1 . b
(2.747)
The variable of integration b coincides with the impact parameterb introduced in Eq. (1.497). The result (2.747) is precisely the eikonal approximation (1.497) with ei,p /2 playing the role of the b scattering phases l (p) of angular momentum l = pb/ : h ei,p = 2ipb/ (p). h b (2.748)
2.23
Heisenberg Operator Approach to Time Evolution Amplitude
An interesting alternative to the path integral derivation of the time evolution amplitudes of harmonic systems is based on quantum mechanics in the Heisenberg picture. It bears a close similarity with the path integral derivation in that it requires solving the classical equations of h motion with given initial and nal positions to obtain the exponential of the classical action eiA/ . The uctuation factor, however, which accompanies this exponential is obtained quite dierently from commutation rules of the operatorial orbits at dierent times as we shall now demonstrate.
194
2.23.1
Free Particle
h (x t|x 0) = x|eiHt/ |x ,
We want to calculate the matrix element of the time evolution operator (2.749)
where H is the Hamiltonian operator p2 . H = H( ) = p 2M (2.750)
We shall calculate the time evolution amplitude (2.749) by solving the dierential equation i t x t|x 0 h =
h h h h x|H eiHt/ |x = x|eiHt/ eiHt/ H eiHt/ |x
x t|H( (t))|x 0 . p
(2.751)
The argument contains now the time-dependent Heisenberg picture of the operator p. The evaluation of the right-hand side will be based on re-expressing the operator H( (t)) as a function of p initial and nal position operators in such a way that all nal position operators stand to the left of all initial ones: H = H( (t), x(0); t). x (2.752)
Then the matrix elements on the right-hand side can immediately be evaluated using the eigenvalue equations x t| (t) = x x t|, x x(0)|x 0 = x |x 0 , (2.753) as being x t|H( (t), x(0); t)| 0 = H(x, x ; t) x t|x 0 , x x and the dierential equation (2.751) becomes i t x t|x 0 h or x t|x 0 = C(x, x )E(x, x ; t) C(x, x )e
i
t
(2.754)
H(x, x ; t) x t|x 0 ,
dt H(x,x ;t )/ h
(2.755)
(2.756)
The prefactor C(x, x ) contains a possible constant of integration resulting from the time integral in the exponent. The Hamiltonian operator is brought to the time-ordered form (2.752) by solving the Heisenberg equations of motion d (t) x dt d (t) p dt = = i p(t) H, x(t) = , h M i H, p(t) = 0. h (2.757) (2.758)
The second equation shows that the momentum is time-independent: p(t) = p(0), so that the rst equation is solved by x(t) x(0) = t p(t) , M (2.760) (2.759)

which brings (2.750) to
195
M 2 H = 2 [ (t) x(0)] . x (2.761) 2t This is not yet the desired form (2.752) since there is one factor which is not time-ordered. The proper order is achieved by rewriting H as M x x x (2.762) H = 2 x2 (t) 2 (t) (0) + x2 (0) + [ (t), x(0)] , 2t and calculating the commutator from Eq. (2.760) and the canonical commutation rule [i , xj ] = p i ij as h i h [ (t), x(0)] = Dt, x (2.763) M so that we nd the desired expression D M x x h (2.764) H = H( (t), x(0); t) = 2 x2 (t) 2 (t) (0) + x2 (0) i . x 2t 2t Its matrix elements (2.754) can now immediately be written down: M D 2 (x x ) i . h 2t2 2t From this we nd directly the exponential factor in (2.756) H(x, x ; t) = E(x, x ; t) = ei
dt H(x,x ;t)/ h
(2.765)
= exp
D i M 2 (x x ) log t . h 2t 2 iM 2 (x x ) . h 2t
(2.766)
Inserting (2.766) into Eq. (2.756), we obtain x t|x 0 = C(x, x ) 1 tD/2 exp (2.767)
A possible constant of integration in (2.766) depending on x, x is absorbed in the prefactor C(x, x ). This is xed by dierential equations involving x: i h i h
h h h x t|x 0 = x| eiHt/ |x = x|eiHt eiHt/ peiHt/ |x = x t| (t)|x 0 . p p h x t|x 0 = x|eiHt/ p|x
x t| (0)|x 0 . p
(2.768)
Inserting (2.760) and using the momentum conservation (2.759), these become M (x x ) x t|x 0 , t M i h x t|x 0 = (x x ) x t|x 0 . t Inserting here the previous result (2.767), we obtain the conditions i h x t|x 0 = i C(x, x ) = 0, i C(x, x ) = 0,
(2.769)
(2.770) (2.771)
which is solved only by a constant C. The constant, in turn, is xed by the initial condition
t0
lim x t|x 0 = (D) (x x ),

D
to be C=
M , 2i h so that we nd the correct free-particle amplitude (2.125) x t|x 0 M 2i t h

D
(2.772)
exp
iM (x x )2 . h 2t
(2.773)
Note that the uctuation factor 1/tD/2 emerges in this approach as a consequence of the commutation relation (2.763).
196
2.23.2
Harmonic Oscillator
M 2 2 p2 + x , H = H( , x) = p 2M 2
Here we are dealing with the Hamiltonian operator (2.774)
which has to be brought again to the time-ordered form (2.752). We must now solve the Heisenberg equations of motion d (t) x dt d (t) p dt = = p(t) i H, x(t) = , h M i H, p(t) = M 2 x(t). h (2.775) (2.776)
By solving these equations we obtain [compare (2.151)] p(t) = M Inserting this into (2.774), we obtain H= which is equal to H= M 2 x x2 (t) + x2 (0) 2 cos t x(t) (0) + cos t [ (t), x(0)] . x 2 sin2 t (2.779) M 2 2 [ (t) cos t x(0)] + sin2 t x2 (t) , x 2 sin2 t (2.778) [ (t) cos t x(0)] . x sin t (2.777)
By commuting Eq. (2.777) with x(t), we nd the commutator [compare (2.763)] [ (t), x(0)] = x i sin t h D , M (2.780)
so that we nd the matrix elements of the Hamiltonian operator in the form (2.754) [compare (2.765)] H(x, x ; t) = M 2 2 x2 + x 2 cos t xx 2 2 sin t i h D cot t. 2 (2.781)
This has the integral [compare (2.766)] dt H(x, x ; t) = M 2 sin t x2 + x

2
h cos t 2 x x i
D sin t log . 2
(2.782)
Inserting this into Eq. (2.756), we nd precisely the harmonic oscillator amplitude (2.170), apart from the factor C(x, x ). This is again determined by the dierential equations (2.768), leaving only a simple normalization factor xed by the initial condition (2.771) with the result (2.772). Again, the uctuation factor has its origin in the commutator (2.780).
2.23.3
Charged Particle in Magnetic Field
We now turn to a charged particle in three dimensions in a magnetic eld treated in Section 2.18, where the Hamiltonian operator is most conveniently expressed in terms of the operator of the covariant momentum (2.636), e x (2.783) P p A( ), c

as [compare (2.635)]
197
P2 H = H( , x) = p . (2.784) 2M In the presence of a magnetic eld, its components do not commute but satisfy the commutation rules: e e h e p ( [Pi , Pj ] = [i , Aj ] [Ai , pj ] = i c c c
i Aj
j Ai )
=i
e h Bij , c
(2.785)
where Bij = ijk BK is the usual antisymmetric tensor representation of the magnetic eld. We now have to solve the Heisenberg equations of motion d (t) x dt dP(t) dt = = P(t) i H, x (t) = h M e i e h H, P(t) = B( (t))P(t) + i x h Mc Mc (2.786) x j Bji ( (t)), (2.787)
where B( (t))P(t) is understood as the product of the matrix Bij ( (t)) with the vector P. In a x x constant eld, where Bij ( (t)) is a constant matrix Bij , the last term in the second equation is x absent and we nd directly the solution P(t) = eL t P(0), where L is a matrix version of the Landau frequency (2.640) L ij e Bij , Mc (2.789) (2.788)
which can also be rewritten with the help of the Landau frequency vector
L
e B Mc
and the 3 3-generators of the rotation group (Lk )ij i as L = i L Inserting this into Eq. (2.786), we nd x(t) = x(0) + eL t 1 P(0) , L M (2.793)
kij
where the matrix on the right-hand side is again dened by a power series expansion eL t 1 t2 t3 = t + L + 2 + ... . L L 2 3! We can invert (2.793) to nd L /2 P(0) = eL t/2 [ (t) x(0)] . x M sinh L t/2 Using (2.788), this implies P(t) = M N (L t) [ (t) x(0)] , x (2.796) (2.795) (2.794)
(2.790)
(2.791) (2.792)
L.
198
with the matrix
N (L t) By squaring (2.796) we obtain
L /2 eL t/2 . sinh L t/2
(2.797)
M P2 (t) T = [ (t) x(0)] K(L t) [ (t) x(0)] , x x 2M 2 where K(L t) = N T (L t)N (L t). Using the antisymmetry of the matrix L , we can rewrite this as K(L t) = N (L t)N (L t) = 2 /4 L . sinh2 L t/2
(2.798)
(2.799)
(2.800)
The commutator between two operators x(t) at dierent times is, due to Eq. (2.793), [ i (t), xj (0)] = x and i xi (t), xj (0) + [ j (t), xi (0)] = x M = i M eL t eL t L i = 2 M eL t 1 eL t 1 + L T L sinh L t L .
ij
T
i M
eL t 1 L
,
ij
(2.801)
ij
(2.802)
ij
Respecting this, we can expand (2.798) in powers of operators x(t) and x(0), thereby time-ordering the later operators to the left of the earlier ones as follows: H( (t), x(0)) = x M T x (t)K(L t) (t) 2 T K(L t) (0) + xT K(L t) (0) x x x x 2 i h L L t . tr coth 2 2 2
(2.803)
This has to be integrated in t, for which we use the formulas dt K(L t) = and dt L L t sinh L t/2 sinh L t/2 1 tr coth = tr log + 3 log t, = tr log 2 2 2 L /2 L t/2 (2.805) dt 2 /2 L L t L = coth , 2 2 2 sinh L t/2 (2.804)
these results following again from a Taylor expansion of both sides. The factor 3 in the last term is due to the three-dimensional trace. We can then immediately write down the exponential factor E(x, x ; t) in (2.756): E(x, x ; t) = 1 t3/2 exp iM (xx )T h 2 L t L coth 2 2 sinh L t/2 1 (xx ) tr log 2 L t/2 . (2.806)
The last term gives rise to a prefactor det sinh L t/2 L t/2
1/2
(2.807)
199
As before, the time-independent integration factor C(x, x ) in (2.756) is xed by dierential equations in x and x , which involve here the covariant derivatives: i h i h e A(x) c e A(x) c
h h h h x t|x 0 = x|PeiHt/ |x = x|eiHt/ eiHt/ PeiHt/ |x
= x t|P(t)|x 0 = L(L t)(x x ) x t|x 0 , x t|x 0 = x|e

h iHt/
(2.808)
P|x (2.809)
= x t|P(0)|x 0 = L(L t)(x x ) x t|x 0 . Calculating the partial derivative we nd i h
x t|x 0 = [i C(x, x )]E(x, x ; t)+C(x, x )[i E(x, x ; t)] h h L t L coth (xx )E(x, x ; t). = [i C(x, x )]E(x, x ; t)+C(x, x )M h 2 2
Subtracting the right-hand side of (2.808) leads to M L t L coth 2 2 (x x ) M L(L t)(x x ) = M L (x x ), 2 (2.810)
so that C(x, x ) satises the time-independent dierential equation i h M e L (x x ) C(x, x ) = 0. A(x) c 2 (2.811)
A similar equation is found from the second equation (2.809): i h These equations are solved by C(x, x ) = C exp d
x
e M A(x) L (x x ) C(x, x ) = 0. c 2
(2.812)
The contour of integration is arbitrary since the vector eld in brackets, e e L e 1 A( ) B ( x ) A ( ) A( ) + ( x)= c c 2 c 2

has a vanishing curl, A (x) = 0. We can therefore choose the contour to be a straight line connecting x and x, in which case d points in the same direction of x x as x so that the cross product vanishes. Hence we may write for a straight-line connection the L -term C(x, x ) = C exp i d A( ) .
x
Finally, the normalization constant C is xed by the initial condition (2.771) to have the value (2.772). Collecting all terms, the amplitude is x t|x 0 =
3
det
exp i
d A( )
x
2i t/M h exp
iM (x x )T h 2
L t L coth 2 2
(x x ) .
sinh L t/2 L t/2
1/2
e c
i h
e M A( ) + L ( x ) c 2
(2.813)
(2.814)
(2.815)
e c
(2.816)
200

eld to point in the z-direction, in which 0 0 , 0 0 0 , 1 0 0 , 1 .
All expressions simplify if we assume the magnetic case the frequency matrix becomes 0 L L = L 0 0 0 so that
(2.817)
and
cos L t/2 0 L t 0 cos L t/2 = cos 2 0 0 0 sin L t/2 sinh L t/2 sin L t/2 0 = L t/2 0 0 det sinh L t/2 = L t/2 sinh L t/2 L t/2
2
(2.818)
(2.819)
whose determinant is
(2.820)
Let us calculate the exponential involving the vector potential in (2.816) explicitly. We choose the gauge in which the vector potential points in the y-direction [recall (2.628)], and parametrize the straight line between x and x as
= x + s(x x ),
1
s [0, 1].
(2.821)
Then we nd d A( ) =
x
Inserting this and (2.820) into (2.756), we recover the earlier result (2.660).
Appendix 2A
The standard Baker-Campbell-Hausdor formula, from which our formula (2.9) can be derived, reads eA eB = eC , (2A.1) where C =B+
0 1
and g(z) is the function g(z) log z (1 z)n = , z 1 n=0 n + 1
and adB is the operator associated with B in the so-called adjoint representation, which is dened by adB[A] [B, A]. (2A.4)
B(y y )
ds [x + s(x x )] = B(y y )(x + x ) (2.822)
B(xy x y ) + B(x y xy ).
Baker-Campbell-Hausdor Formula and Magnus Expansion
dtg(ead A t ead B )[A],
(2A.2)
(2A.3)
Appendix 2A
Baker-Campbell-Hausdor Formula and Magnus Expansion 201
One also denes the trivial adjoint operator (ad B)0 [A] = 1[A] A. By expanding the exponentials in Eq. (2A.2) and using the power series (2A.3), one nds the explicit formula C = B+A+ (1)n n+1 n=1
1
pi ,qi ;pi +qi 1 q1
1+
n i=1
pi (2A.5)
The lowest expansion terms are
(ad A)p1 (adB) p1 ! q1 !
(adA)pn (adB)qn [A]. pn ! qn !
1 1 1 C = B + A 1 adA + adB + 1 (ad A)2 + 2 adA adB + 2 (adB)2 +. . . [A] 6 2 2 1 1 1 + 1 (adA)2 + 2 adA adB + 2 adB adA + (adB)2 + . . . [A] 3 3 1 1 1 = A + B + [A, B] + ([A, [A, B]] + [B, [B, A]]) + [A, [[A, B], B]] . . . . 2 12 24
(2A.6)
The result can be rearranged to the closely related Zassenhaus formula eA+B = eA eB eZ2 eZ3 eZ4 , where Z2 Z3 Z4 = = = . . . 1 [B, A] 2 1 1 [B, [B, A]] [A, [B, A]]) 3 6 1 1 [[[B, A], B], B] + [[[B, A], A], B] + [[[B, A], A], A] 8 24 . (2A.8) (2A.9) (2A.10)

(2A.7)
To prove the expansion (2A.6), we derive and solve a dierential equation for the operator function C(t) = log(eAt eB ). (2A.11) Its value at t = 1 will supply us with the desired result C in (2A.5). Starting point is the observation , that for any operator M eC(t) M eC(t) = ead C(t) [M ], (2A.12) by denition of adC. Inserting (2A.11), the left-hand side can also be rewritten as At B B At e e Me e , which in turn is equal to ead A t ead B [M ], by denition (2A.4). Hence we have ead C(t) = ead A t ead B . Dierentiation of (2A.11) yields d C(t) e = A. dt The left-hand side, on the other hand, can be rewritten in general as eC(t)
(2A.13)
(2A.14)
eC(t) where
d C(t) e = f (adC(t))[C(t)], dt f (z) ez 1 . z
(2A.15)
(2A.16)
202
This will be veried below. It implies that f (adC(t))[C(t)] = A. We now dene the function g(z) as in (2A.3) and see that it satises g(ez )f (z) 1. We therefore have the trivial identity C(t) = g(ead C(t) )f (adC(t))[C(t)]. Using (2A.17) and (2A.13), this turns into the dierential equation C(t) = g(ead C(t) )[A] = ead A t ead B [A], (2A.20) (2A.19) (2A.18) (2A.17)
from which we nd directly the result (2A.2). To complete the proof we must verify (2A.15). The expression is not simply equal to C(t) e C(t)M eC(t) since C(t) does not. in general, commute with C(t). To account for this consider the operator d (2A.21) O(s, t) eC(t)s eC(t)s . dt Dierentiating this with respect to s gives s O(s, t) = = = Hence O(s, t) O(0, t) =
s 0
eC(t)s C(t)
d d C(t)eC(t)s eC(t)s eC(t)s dt dt (2A.22)
eC(t)s C(t)eC(t)s ead C(t)s [C(t)].
ds s O(s , t) (2A.23)
= from which we obtain
sn+1 n (adC(t)) [C(t)], (n + 1)! n=0
d O(1, t) = eC(t) eC(t) = f (adC(t))[C(t)], (2A.24) dt which is what we wanted to prove. Note that the nal form of the series for C in (2A.6) can be rearranged in many dierent ways, using the Jacobi identity for the commutators. It is a nontrivial task to nd a form involving the smallest number of terms.38 The same mathematical technique can be used to derive useful modication of the NeumannLiouville expansion or Dyson series (1.239) and (1.251). This is the so-called Magnus expansion 39 , in which one writes one writes U (tb , ta ) = eE , and expands the exponent E as i E = h
38 39 tb ta
1 dt1 H(t1 ) + 2
i h
tb
t2
dt2
ta ta
dt1 H(t2 ), H(t1 )
For a recent discussion see J.A. Oteo, J. Math. Phys. 32 , 419 (1991). See A. Iserles, A. Marthinsen, and S.P. Nrsett, On the implementation of the method of Magnus series for linear dierential equations, BIT 39, 281 (1999) (http://www.damtp.cam.ac.uk/ user/ai/Publications).
Appendix 2B
1 4 i h
3
Direct Calculation of Time-Sliced Oscillator Amplitude

tb t3 t2
203
dt3
ta ta tb
dt2
ta tb
dt1 H(t3 ), H(t2 ), H(t1 ) dt1 H(t3 ), H(t2 ) , H(t1 ) + ... , (2A.25)
1 3
tb
dt3
ta ta
dt2
ta
which converges faster than the Neumann-Liouville expansion.
Appendix 2B
Direct Calculation of Time-Sliced Oscillator Amplitude
After time-slicing the amplitude (2.138), it becomes a multiple integral over short-time amplitudes [using the action (2.185)] (xn |xn1 0) = We shall write this as (xn |xn1 0) = N1 exp with M 12 2 2 1 N1 = . 2 i /M h a1 =
2
1 2 i /M h
exp
iM h 2
(xn xn1 )2
1 2 (x2 + x2 ) n1 2 n
(2B.26)
i a1 (x2 + x2 ) 2b1 xn xn1 n n1 h M , 2
(2B.27)
b1 =
(2B.28)
When performing the intermediate integrations in a product of N such amplitudes, the result must have the same general form (xN |xN 1 0) = NN exp i aN (x2 + x2 ) 2bN xN x0 N 0 h . (2B.29)
Multiplying this by a further short-time amplitude and integrating over the intermediate position gives the recursion relations NN +1 aN +1 bN +1 From (2B.31) we nd a2 = b 2 + a2 b 2 , N N 1 1 b1 bN , b2 (b2 a2 ) 1 1 N b 2 a2 1 1 b2 N (2B.33) = = = N1 NN i h , aN + a1 a2 b 2 + a1 aN a2 b 2 + a1 aN 1 N N = 1 , a1 + aN a1 + aN b1 bN . a1 + aN (2B.30) (2B.31) (2B.32)
and the only nontrivial recursion relation to be solved is that for bN . With (2B.32) it becomes bN +1 = or 1 bN +1 = 1 b1 a1 + (2B.34)
a1 + bN
(2B.35)
204
We now introduce the auxiliary frequency of Eq. (2.156). Then a1 = and the recursion for bN +1 reads 1 bN +1 = cos 2 + bN M 1 M 2 sin2 . 2 2 4 bN (2B.37) M cos , 2 (2B.36)
By introducing the reduced quantities N with 1 = 1, the recursion becomes 1 N +1 For N = 1, 2, this determines 1 = cos + 2 1 sin2 = sin 2 , sin sin2 2 sin 3 . = 2 sin sin (2B.41) = cos + N 1 sin2 . 2 N (2B.40) (2B.39) 2 bN , M (2B.38)
sin 2 1 = cos + 3 sin We therefore expect the general result
1 sin2
sin (N + 1) 1 = . N +1 sin
(2B.42)
It is easy to verify that this solves the recursion relation (2B.40). From (2B.38) we thus obtain bN +1 = sin M . 2 sin (N + 1) (2B.43)
Inserting this into (2B.30) and (2B.33) yields aN +1 NN +1 = M cos (N + 1) sin , 2 sin (N + 1) sin , sin (N + 1) (2B.44) (2B.45)
= N1
such that (2B.29) becomes the time-sliced amplitude (2.192).
Appendix 2C
Derivation of Mehler Formula
Her we briey sketch the derivation of Mehlers formula.40 It is based on the observation that the left-hand side of Eq. (2.290), let us call it F (x, x ), is the Fourier transform of the function
2 2 F (k, k ) = e(k +k +akk )/2 ,
(2C.46)
See P.M. Morse and H. Feshbach, Methods of Theoretical Physics, McGraw-Hill, New York, Vol. I, p. 781 (1953).
40
205
as can easily be veried by performing the two Gaussian integrals in the Fourier representation

F (x; x ) =
dk dk ikx+ik x F (k, k ). e 2 2
(2C.47)
We now consider the right-hand side of (2.290) and form the Fourier transform by recognizing the 2 exponential ek /2ikx as the generating function of the Hermite polynomials41 ek This leads to F (k, k ) =

2
/2ikx
(ik/2)n Hn (x). n! n=0
(2C.48)
dx dx F (x, x )eikxik x = e(k

+k 2 )/2
dx dx F (x, x )
n=0 n =0
(ik/2)n (ik /2)n Hn (x)Hn (x). n! n!
Inserting here the expansion on right-hand side of (2.290) and using the orthogonality relation of Hermite polynomials (2.299), we obtain once more (2C.47).

The basic observation underlying path integrals for time evolution amplitudes goes back to the historic article P.A.M. Dirac, Physikalische Zeitschrift der Sowjetunion 3, 64 (1933). He observed that the short-time propagator is the exponential of i/ times the classical action. h See also P.A.M. Dirac, The Principles of Quantum Mechanics, Oxford University Press, Oxford, 1947; E.T. Whittaker, Proc. Roy. Soc. Edinb. 61, 1 (1940). Path integrals in conguration space were invented by R. P. Feynman in his 1942 Princeton thesis. The theory was published in 1948 in R.P. Feynman, Rev. Mod. Phys. 20, 367 (1948). The mathematics of path integration had previously been developed by N. Wiener, J. Math. Phys. 2, 131 (1923); Proc. London Math. Soc. 22, 454 (1924); Acta Math. 55, 117 (1930); N. Wiener, Generalized Harmonic Analysis and Tauberian Theorems, MIT Press, Cambridge, Mass., 1964, after some earlier attempts by P.J. Daniell, Ann. Math. 19, 279; 20, 1 (1918); 20, 281 (1919); 21, 203 (1920); discussed in M. Kac, Bull. Am. Math. Soc. 72, Part II, 52 (1966). Note that even the name path integral appears in Wieners 1923 paper. Further important papers are I.M. Gelfand and A.M. Yaglom, J. Math. Phys. 1, 48 (1960); S.G. Brush, Rev. Mod. Phys. 33, 79 (1961); E. Nelson, J. Math. Phys. 5, 332 (1964); A.M. Arthurs, ed., Functional Integration and Its Applications, Clarendon Press, Oxford, 1975,
41
206
C. DeWitt-Morette, A. Maheshwari, and B.L. Nelson, Phys. Rep. 50, 255 (1979); D.C. Khandekar and S.V. Lawande, Phys. Rep. 137, 115 (1986). The general harmonic path integral is derived in M.J. Goovaerts, Physica 77, 379 (1974); C.C. Grosjean and M.J. Goovaerts, J. Comput. Appl. Math. 21, 311 (1988); G. Junker and A. Inomata, Phys. Lett. A 110, 195 (1985). The Feynman path integral was applied to thermodynamics by M. Kac, Trans. Am. Math. Soc. 65, 1 (1949); M. Kac, Probability and Related Topics in Physical Science, Interscience, New York, 1959, Chapter IV. A good selection of earlier textbooks on path integrals is R.P. Feynman, A.R. Hibbs, Quantum Mechanics and Path Integrals, McGraw Hill, New York 1965, L.S. Schulman, Techniques and Applications of Path Integration, Wiley-Interscience, New York, 1981, F.W. Wiegel, Introduction to Path-Integral Methods in Physics and Polymer Science, World Scientic, Singapore, 1986. G. Roepstor, Path Integral Approach to Quantum Physics, Springer, Berlin, 1994. The path integral in phase space is reviewed by C. Garrod, Rev. Mod. Phys. 38, 483 (1966). The path integral for the most general quadratic action has been studied in various ways by D.C. Khandekar and S.V. Lawande, J. Math. Phys. 16, 384 (1975); 20, 1870 (1979); V.V. Dodonov and V.I. Manko, Nuovo Cimento 44B, 265 (1978); A.D. Janussis, G.N. Brodimas, and A. Streclas, Phys. Lett. A 74, 6 (1979); C.C. Gerry, J. Math. Phys. 25, 1820 (1984); B.K. Cheng, J. Phys. A 17, 2475 (1984); G. Junker and A. Inomata, Phys. Lett. A 110, 195 (1985); H. Kleinert, J. Math. Phys. 27, 3003 (1986) (http://www.physik.fu-berlin.de/~kleinert/144). The caustic phenomena near the singularities of the harmonic oscillator amplitude at tb ta = integer multiples of /, in particular the phase of the uctuation factor (2.162), have been discussed by J.M. Souriau, in Group Theoretical Methods in Physics, IVth International Colloquium, Nijmegen, 1975, ed. by A. Janner, Springer Lecture Notes in Physics, 50; P.A. Horvathy, Int. J. Theor. Phys. 18, 245 (1979). See in particular the references therein. The amplitude for the freely falling particle is discussed in G.P. Arrighini, N.L. Durante, C. Guidotti, Am. J. Phys. 64, 1036 (1996); B.R. Holstein, Am. J. Phys. 69, 414 (1997). For the Baker-Campbell-Hausdor formula see J.E. Campbell, Proc. London Math. Soc. 28, 381 (1897); 29, 14 (1898); H.F. Baker, ibid., 34, 347 (1902); 3, 24 (1905); F. Hausdor, Berichte Verhandl. Schs. Akad. Wiss. Leipzig, Math. Naturw. Kl. 58, 19 (1906); a W. Magnus, Comm. Pure and Applied Math 7, 649 (1954), Chapter IV; J.A. Oteo, J. Math. Phys. 32, 419 (1991); See also the internet address E.W. Weisstein, http://mathworld.wolfram.com/baker-hausdorffseries.html. The Zassenhaus formula is derived in
207
W. Magnus, Comm. Pure and Appl. Mathematics, 7, 649 (1954); C. Quesne, Disentangling qExponentials, (math-ph/0310038). For Trotters formula see the original paper: E. Trotter, Proc. Am. Math. Soc. 10, 545 (1958). The mathematical conditions for its validity are discussed by E. Nelson, J. Math. Phys. 5, 332 (1964); T. Kato, in Topics in Functional Analysis, ed. by I. Gohberg and M. Kac, Academic Press, New York 1987. Faster convergent formulas: M. Suzuki, Comm. Math. Phys. 51, 183 (1976); Physica A 191, 501 (1992); H. De Raedt and B. De Raedt, Phys. Rev. A 28, 3575 (1983); W. Janke and T. Sauer, Phys. Lett. A 165, 199 (1992). See also M. Suzuki, Physica A 191, 501 (1992). The path integral representation of the scattering amplitude is developed in W.B. Campbell, P. Finkler, C.E. Jones, and M.N. Mishelo, Phys. Rev. D 12, 12, 2363 (1975). See also: H.D.I. Abarbanel and C. Itzykson, Phys. Rev. Lett. 23, 53 (1969); R. Rosenfelder, see Footnote 37. The alternative path integral representation in Section 2.18 is due to M. Roncadelli, Europhys. Lett. 16, 609 (1991); J. Phys. A 25, L997 (1992); A. Defendi and M. Roncadelli, Europhys. Lett. 21, 127 (1993).
A . You stir what should not be stirred. Herodotus
3
External Sources, Correlations, and Perturbation Theory
Important information on every quantum-mechanical system is carried by the correlation functions of the path x(t). They are dened as the expectation values of products of path positions at dierent times, x(t1 ) x(tn ), to be calculated as functional averages. Quantities of this type are observable in simple scattering experiments. The most ecient extraction of correlation functions from a path integral proceeds by adding to the Lagrangian an external time-dependent mechanical force term disturbing the system linearly, and by studying the response to the disturbance. A similar linear term is used extensively in quantum eld theory, for instance in quantum electrodynamics where it is no longer a mechanical force, but a source of elds, i.e., a charge or a current density. For this reason we shall call this term generically source or current term. In this chapter, the procedure is developed for the harmonic action, where a linear source term does not destroy the solvability of the path integral. The resulting amplitude is a simple functional of the current. Its functional derivatives will supply all correlation functions of the system, and for this reason it is called the generating functional of the theory. It serves to derive the celebrated Wick rule for calculating the correlation functions of an arbitrary number of x(t). This forms the basis for perturbation expansions of anharmonic theories.
3.1
External Sources
tb ta
Consider a harmonic oscillator with an action A = dt M 2 (x 2 x2 ). 2 (3.1)
Let it be disturbed by an external source or current j(t) coupled linearly to the particle coordinate x(t). The source action is Aj =
tb ta
dt x(t)j(t). 208
(3.2)
3.1 External Sources
209
The total action A = A + Aj (3.3) is still harmonic in x and x, which makes it is easy to solve the path integral in the presence of a source term. In particular, the source term does not destroy the factorization property (2.146) of the time evolution amplitude into a classical h amplitude eiAj,cl / and a uctuation factor F,j (tb , ta ),
h (xb tb |xa ta )j = e(i/ )Aj,cl F,j (tb , ta ).
(3.4)
Here Aj,cl is the action for the classical orbit xj,cl (t) which minimizes the total action A in the presence of the source term and which obeys the equation of motion xj,cl (t) + 2 xj,cl (t) = j(t). (3.5)
In the sequel, we shall rst work with the classical orbit xcl (t) extremizing the action without the source term: xcl (t) = xb sin (t ta ) + xa sin (tb t) . sin (tb ta ) x(t) = xcl (t) + x(t). (3.6)
All paths will be written as a sum of the classical orbit xcl (t) and a uctuation x(t): (3.7)
Then the action separates into a classical and a uctuating part, each of which contains a source-free and a source term: A = A + Aj Acl + A = (A,cl + Aj,cl ) + (A, + Aj,). The time evolution amplitude can be expressed as
h (xb tb |xa ta )j = e(i/ )Acl
(3.8)
Dx exp
i A h Dx exp i (A, + Aj,) . h (3.9)
h = e(i/ )(A,cl +Aj,cl )
The classical action A,cl is known from Eq. (2.152): A,cl = M (x2 + x2 ) cos (tb ta ) 2xb xa . b a 2 sin (tb ta ) (3.10)
The classical source term is known from (3.6): Aj,cl = =

tb ta
dt xcl (t)j(t)
tb ta
(3.11) dt[xa sin (tb t) + xb sin (t ta )]j(t).
1 sin (tb ta )
210
3 External Sources, Correlations, and Perturbation Theory
Consider now the uctuating part of the action, A = A, + Aj,. Since xcl (t) extremizes the action without the source, A contains a term linear in x(t). After a partial integration [making use of the vanishing of x(t) at the ends] it can be written as A = M 2
tb ta
dtdt x(t)D2 (t, t )x(t ) +
tb ta
dt x(t)j(t),
(3.12)
where D2 (t, t ) is the dierential operator

2 2 D2 (t, t ) = (t 2 )(t t ) = (t t )(t 2 ),
t, t (ta , tb ).
(3.13)
It may be considered as a functional matrix in the space of the t-dependent functions vanishing at ta , tb . The equality of the two expressions is seen as follows. By partial integrations one has
tb ta 2 dt f (t)t g(t) = tb ta 2 dt t f (t)g(t),
(3.14)
for any f (t) and g(t) vanishing at the boundaries (or for periodic functions in the 2 interval). The left-hand side can directly be rewritten as ttab dtdt f (t)(tt )t g(t ), tb 2 the right-hand side as ta dtdt t f (t)(t t )g(t ), and after further partial integra2 tions, as dtdt f (t)t (t t )g(t). 1 The inverse D2 (t, t ) of the functional matrix (3.13) is formally dened by the relation
tb ta 1 dt D2 (t , t )D2 (t , t) = (t t),
t , t (ta , tb ),
(3.15)
which shows that it is the standard classical Green function of the harmonic oscillator of frequency :
1 2 G2 (t, t ) D2 (t, t ) = (t 2 )1 (t t ),
t, t (ta , tb ).
(3.16)
This denition is not unique since it leaves room for an additional arbitrary solution H(t, t ) of the homogeneous equation ttab dt D2 (t , t )H(t , t) = 0. This freedom will be removed below by imposing appropriate boundary conditions. In the uctuation action (3.12), we now perform a quadratic completion by a shift of x(t) to (t) x(t) + x 1 M
tb ta
dt G2 (t, t )j(t ).
(3.17)
Then the action becomes quadratic in both and j: x A =

tb ta
dt
tb ta
dt
M 1 (t)D2 (t, t )(t ) x x j(t)G2 (t, t )j(t ) . 2 2M
(3.18)
3.1 External Sources
211
The Green function obeys the same boundary condition as the uctuations x(t): G2 (t, t ) = 0 for t = tb , t arbitrary, t arbitrary, t = ta . (3.19)
Thus, the shifted uctuations (t) of (3.17) also vanish at the ends and run through x the same functional space as the original x(t). The measure of path integration Dx(t) is obviously unchanged by the simple shift (3.17). Hence the path integral h D over eiA / with the action (3.18) gives, via the rst term in A , the harmonic x uctuation factor F (tb ta ) calculated in (2.164): F (tb ta ) = 1 2i /M h . sin (tb ta ) (3.20)
The source part in (3.18) contributes only a trivial exponential factor Fj, = exp whose exponent is quadratic in j(t): Aj, = 1 2M
tb ta
i Aj, , h
(3.21)
dt
tb ta
dt j(t)G2 (t, t )j(t ).
(3.22)
The total time evolution amplitude in the presence of a source term can therefore be written as the product (xb tb |xa ta )j = (xb tb |xa ta ) Fj,cl Fj,, where (xb tb |xa t) is the source-free time evolution amplitude
h (xb tb |xa ta ) = e(i/ )A,cl F (tb ta ) =
(3.23)
1 2i /M h
sin (tb ta ) (3.24)
exp
i M [(x2 + x2 ) cos (tb ta ) 2xb xa ] , a 2 sin (tb ta ) b h
and Fj,cl is an amplitude containing the classical action (3.11):

h Fj,cl = e(i/ )Aj,cl 1 i = exp h sin (tb ta )
tb ta
dt[xa sin (tb t) + xb sin (t ta )] j(t) . (3.25)
To complete the result we need to know the Green function G2 (t, t ) explicitly, which will be calculated in the next section.
212
3.2
Green Function of Harmonic Oscillator
According to Eq. (3.16), the Green function in Eq. (3.22) is obtained by inverting 2 the second-order dierential operator t 2 :
2 G2 (t, t ) = (t 2 )1 (t t ),
t, t (ta , tb ).
(3.26)
As remarked above, this function is dened only up to solutions of the homoge2 neous dierential equation associated with the operator t 2 . The boundary conditions removing this ambiguity are the same as for the uctuations x(t), i.e., G2 (t, t ) vanishes if either t or t or both hit an endpoint ta or tb (Dirichlet boundary condition). The Green function is symmetric in t and t . For the sake of generality, we shall nd the Green function also for the more general dierential equation with time-dependent frequency,
2 [t 2 (t)]G2 (t, t ) = (t t ),
(3.27)
with the same boundary conditions. There are several ways of calculating this explicitly.
3.2.1
Wronski Construction
The simplest way proceeds via the so-called Wronski construction, which is based on the following observation. For dierent time arguments, t > t or t < t , the Green function G2 (t, t ) has to solve the homogeneous dierential equations
2 (t 2 )G2 (t, t ) = 0, 2 (t 2 )G2 (t, t ) = 0.
(3.28)
It must therefore be a linear combination of two independent solutions of the homogeneous dierential equation in t as well as in t , and it must satisfy the Dirichlet boundary condition of vanishing at the respective endpoints. Constant Frequency If 2 (t) 2, this implies that for t > t , G2 (t, t ) must be proportional to sin (tb t) as well as to sin (t ta ), leaving only the solution G2 (t, t ) = C sin (tb t) sin (t ta ), For t < t , we obtain similarly G2 (t, t ) = C sin (tb t ) sin (t ta ), The two cases can be written as a single expression G2 (t, t ) = C sin (tb t> ) sin (t< ta ), (3.31)
t>t.
(3.29)
t<t.
(3.30)
3.2 Green Function of Harmonic Oscillator
213
where the symbols t> and t< denote the larger and the smaller of the times t and t , respectively. The unknown constant C is xed by considering coincident times t = t . There, the time derivative of G2 (t, t ) must have a discontinuity which gives rise to the -function in (3.15). For t > t , the derivative of (3.29) is t G2 (t, t ) = C cos (tb t) sin (t ta ), whereas for t < t t G2 (t, t ) = C sin (tb t ) cos (t ta ). At t = t we nd the discontinuity t G2 (t, t )|t=t + t G2 (t, t )|t=t = C sin (tb ta ).
2 Hence t G2 (t, t ) is proportional to a -function: 2 t G2 (t, t ) = C sin (tb ta )(t t ).
(3.32)
(3.33)
(3.34)
(3.35)
By normalizing the prefactor to unity, we x C and nd the desired Green function: sin (tb t> ) sin (t< ta ) . sin (tb ta )
G2 (t, t ) =
(3.36)
It exists only if tb ta is not equal to an integer multiple of /. This restriction was encountered before in the amplitude without external sources; its meaning was discussed in the two paragraphs following Eq. (2.161). The constant in the denominator of (3.36) is the Wronski determinant (or Wronskian) of the two solutions (t) = sin (tb t) and (t) = sin (t ta ) which was introduced in (2.215): W [(t), (t)] (t)(t) (t)(t). An alternative expression for (3.36) is G2 (t, t ) = cos (tb ta |t t |) + cos (tb + ta t t ) . 2 sin (tb ta ) (3.38) (3.37)
In the limit 0 we obtain the free-particle Green function G0 (t, t ) = 1 (tb t> )(t< ta ) (tb ta ) 1 1 1 = tt (tb ta )|t t | + (ta + tb )(t + t ) ta tb . tb ta 2 2
(3.39)
214
Time-Dependent Frequency It is just as easy to nd the Green functions of the more general dierential equation (3.27) with a time-dependent oscillator frequency (t). We construct rst a so-called retarded Green function (compare page 38) as a product of a Heaviside function with a smooth function G2 (t, t ) = (t t )(t, t ). (3.40) Inserting this into the dierential equation (3.27) we nd
2 2 [t 2 (t)]G2 (t, t ) = (t t ) [t 2 (t)](t, t ) (t t ) 2t (t, t )(t t ).
(3.41)
Expanding 1 2 (t, t ) = (t, t) + [t (t, t )]t=t (t t ) + [t (t, t )]t=t (t t )2 + . . . , 2 and using the fact that (t t )(t t ) = (t t ), (t t )n (t t ) = 0 for n > 1, (3.43) (3.42)
the second line in (3.41) can be rewritten as (t t )(t, t ) (t t )t (t, t ). By choosing the initial conditions (t, t) = 0, (t, t )|t =t = 1, (3.45) (3.44)
we satisfy the inhomogeneous dierential equation (3.27) provided (t, t ) obeys the homogeneous dierential equation
2 [t 2 (t)](t, t ) = 0,
for t > t .
(3.46)
This equation is solved by a linear combination (t, t ) = (t )(t) + (t )(t) of any two independent solutions (t) and (t) of the homogeneous equation
2 [t 2 (t)](t) = 0, 2 [t 2 (t)](t) = 0.
(3.47)
(3.48)
Their Wronski determinant W = (t)(t) (t)(t) is nonzero and, of course, time independent, so that we can determine the coecients in the linear combination (3.47) from (3.45) and nd (t, t ) = 1 [(t)(t ) (t )(t)] . W (3.49)
215
The right-hand side contains the so-called Jacobi commutator of the two functions (t) and (t). Here we list a few useful algebraic properties of (t, t ): (t, t ) = (tb , t)(t , ta ) (t, ta )(tb , t ) , (tb , ta ) (3.50) (3.51) (3.52)
(tb , t)tb (tb , ta ) (t, ta ) = (tb , ta )t (tb , t), (t, ta )tb (tb , ta ) (tb , t) = (tb , ta )t (t, ta ).
The retarded Green function (3.40) is so far not the unique solution of the differential equation (3.27), since one may always add a general solution of the homogeneous dierential equation (3.48): G2 (t, t ) = (t t )(t, t ) + a(t )(t) + b(t )(t), (3.53)
with arbitrary coecients a(t ) and b(t ). This ambiguity is removed by the Dirichlet boundary conditions G2 (tb , t) = 0, G2 (t, ta ) = 0, tb = t, t = ta . (3.54)
Imposing these upon (3.53) leads to a simple algebraic pair of equations a(t)(ta ) + b(t)(ta ) = 0, a(t)(tb ) + b(t)(tb ) = (t, tb ). Denoting the 2 2 -coecient matrix by = we observe that under the condition det = W (ta , tb ) = 0, (3.58) (ta ) (ta ) (tb ) (tb ) , (3.57) (3.55) (3.56)
the system (3.56) has a unique solution for the coecients a(t) and b(t) in the Green function (3.53). Inserting this into (3.54) and using the identity (3.50), we obtain from this Wronskis general formula corresponding to (3.36) G2 (t, t ) = (t t )(tb , t)(t , ta ) + (t t)(t, ta )(tb , t ) . (ta , tb ) (3.59)
At this point it is useful to realize that the functions in the numerator coincide with the two specic linearly independent solutions Da (t) and Db (t) of the homogenous dierential equations (3.48) which were introduced in Eqs. (2.221) and (2.222). Comparing the initial conditions of Da (t) and Db (t) with that of the function (t, t ) in Eq. (3.45), we readily identify Da (t) (t, ta ), Db (t) (tb , t), (3.60)
216
and formula (3.59) can be rewritten as G2 (t, t ) = (t t )Db (t)Da (t ) + (t t)Da (t)Db (t ) . Da (tb ) (3.61)
It should be pointed out that this equation renders a unique and well-dened 2 Green function if the dierential equation [t 2 (t)]y(t) = 0 has no solutions with Dirichlet boundary conditions y(ta ) = y(tb ) = 0, generally called zero-modes. A zero mode would cause problems since it would certainly be one of the independent solutions of (3.49), say (t). Due to the property (ta ) = (tb ) = 0, however, the determinant of would vanish, thus destroying the condition (3.58) which was necessary to nd (3.59). Indeed, the function (t, t ) in (3.49) would remain undetermined since the boundary condition (ta ) = 0 together with (3.55) implies that also (ta ) = 0, making W = (t)(t) (t)(t) vanish at the initial time ta , and thus for all times.
3.2.2
Spectral Representation
A second way of specifying the Green function explicitly is via its spectral representation. Constant Frequency For constant frequency (t) , the uctuations x(t) which satisfy the dierential equation 2 (t 2 ) x(t) = 0, (3.62) and vanish at the ends t = ta and t = tb , are expanded into a complete set of orthonormal functions: xn (t) = 2 sin n (t ta ), tb ta n . tb ta (3.63)
with the frequencies [compare (2.105)] n = (3.64)
These functions satisfy the orthonormality relations

tb ta
dt xn (t)xn (t) = nn .
(3.65)
2 Since the operator t 2 is diagonal on xn (t), this is also true for the Green 2 function G2 (t, t ) = (t 2 )1 (t t ). Let Gn be its eigenvalues dened by tb ta
dt G2 (t, t )xn (t ) = Gn xn (t).
(3.66)
217
Then we expand G2 (t, t ) as follows:
G2 (t, t ) =
n=1
Gn xn (t)xn (t ).
(3.67)
By denition, the eigenvalues of G2 (t, t ) are the inverse eigenvalues of the dier2 2 ential operator (t 2), which are n 2. Thus and we arrive at the spectral representation of G2 (t, t ): G2 (t, t ) = 2 tb ta sin n (t ta ) sin n (t ta ) . 2 n 2 n=1
2 Gn = (n 2 )1 ,
(3.68)
(3.69)
We may use the trigonometric relation to rewrite (3.69) as
sin n (tb t) = sin n [(t ta ) (tb ta )] = (1)n sin n (t ta ) G2 (t, t ) = 2 tb ta
(1)n+1
n=1
These expressions make sense only if tb ta is not equal to an integer multiple of /, where one of the denominators in the sums vanishes. This is the same range of tb ta as in the Wronski expression (3.36). Time-Dependent Frequency The spectral representation can also be written down for the more general Green function with a time-dependent frequency dened by the dierential equation (3.27). If yn (t) are the eigenfunctions solving the dierential equation with eigenvalue n K(t)yn (t) = n yn (t),
tb ta
sin n (tb t) sin n (t ta ) . 2 n 2
(3.70)
(3.71)
and if these eigenfunctions satisfy the orthogonality and completeness relations dt yn (t)yn (t) = nn ,
n
(3.72) (3.73)
yn (t)yn (t ) = (t t ),
and if, moreover, there exists no zero-mode for which n = 0, then G2 (t, t ) has the spectral representation yn (t)yn (t ) . (3.74) G2 (t, t ) = n n This is easily veried by multiplication with K(t) using (3.71) and (3.73). It is instructive to prove the equality between the Wronskian construction and the spectral representations (3.36) and (3.70). It will be useful to do this in several steps. In the present context, some of these may appear redundant. They will, however, yield intermediate results which will be needed in Chapters 7 and 18 when discussing path integrals occurring in quantum eld theories.
218
3.3
Green Functions of First-Order Dierential Equation
An important quantity of statistical mechanics are the Green functions Gp (t, t ) which solve the rst-order dierential equation [it (t)] G (t, t ) = i(t t ), t t [0, tb ta ), (3.75)
or its Euclidean version Gp (, ) which solves the dierential equation, obtained ,e from (3.75) for t = i : [ ( )] G,e (, ) = ( ), [0, h). (3.76)
These can be calculated for an arbitrary function (t).
3.3.1
Time-Independent Frequency
Consider rst the simplest case of a Green function Gp (t, t ) with xed frequency which solves the rst-order dierential equation (it )Gp (t, t ) = i(t t ), t t [0, tb ta ). (3.77)
The equation determines Gp (t, t ) only up to a solution H(t, t ) of the homogeneous dierential equation (it )H(t, t ) = 0. The ambiguity is removed by imposing the periodic boundary condition Gp (t, t ) Gp (t t ) = Gp (t t + tb ta ), (3.78)
indicated by the superscript p. With this boundary condition, the Green function Gp (t, t ) is translationally invariant in time. It depends only on the dierence between t and t and is periodic in it. The spectral representation of Gp (t, t ) can immediately be written down, as suming that tb ta does not coincide with an even multiple of /: Gp (t 1 t)= tb ta
eim (tt )
m=
i . m
(3.79)
The frequencies m are twice as large as the previous m s in (3.64): m 2m , tb ta m = 0, 1, 2, 3, . . . . (3.80)
As for the periodic orbits in Section 2.9, there are about as many m as m , since there is an m for each positive and negative integer m, whereas the m are all positive (see the last paragraph in that section). The frequencies (3.80) are the real-time analogs of the Matsubara frequencies (2.373) of quantum statistics with the usual correspondence tb ta = i /kB T of Eq. (2.323). h
3.3 Green Functions of First-Order Dierential Equation
219
To calculate the spectral sum, we use the Poisson summation formula in the form (1.197):
f (m) =
m=
d
n=
e2in f ().
(3.81)
Accordingly, we rewrite the sum over m as an integral over , followed by an auxiliary sum over n which squeezes the variable onto the proper discrete values m = 2m/(tb ta ):
Gp (t) =
n=
d i [t(tb ta )n] i e . 2
(3.82)
At this point it is useful to introduce another Green function G (tt ) associated with the rst-order dierential equation (3.77) on an innite time interval: G (t) =

d i t i e . 2
(3.83)
In terms of this function, the periodic Green function (3.82) can be written as a sum which exhibits in a most obvious way the periodicity under t t + (tb ta ):
Gp (t) =
n=
G (t (tb ta )n).
(3.84)
The advantage of using G (t t ) is that the integral over in (3.83) can easily be done. We merely have to prescribe how to treat the singularity at = . This also removes the freedom of adding a homogeneous solution H(t, t ). To make the integral unique, we replace by i where is a very small positive number, i.e., by the i-prescription introduced after Eq. (2.161). This moves the pole in the integrand of (3.83) into the lower half of the complex -plane, making the integral over in G (t) fundamentally dierent for t < 0 and for t > 0. For t < 0, the contour of integration can be closed in the complex -plane by a semicircle in the upper half-plane at no extra cost, since ei t is exponentially small there (see Fig. 3.1). With the integrand being analytic in the upper half-plane we can contract the contour to zero and nd that the integral vanishes. For t > 0, on the other hand, the contour is closed in the lower half-plane containing a pole at = i. When contracting the contour to zero, the integral picks up the residue at this pole and yields a factor 2i. At the point t = 0, nally, we can close the contour either way. The integral over the semicircles is now nonzero, 1/2, which has to be subtracted from the residues 0 and 1, respectively, yielding 1/2. Hence we nd G (t) = d i t i e + i 2 1 for t > 0, for t = 0, = eit 1 2 0 for t < 0.
(3.85)
220
Figure 3.1 Pole in Fourier transform of Green functions Gp,a (t), and innite semicircles in the upper (lower) half-plane which extend the integrals to a closed contour for t < 0 (t > 0).
The vanishing of the Green function for t < 0 is the causality property of G (t) discussed in (1.306) and (1.307). It is a general property of functions whose Fourier transforms are analytic in the upper half-plane. The three cases in (3.85) can be collected into a single formula using the Heaviside function (t) of Eq. (1.309): G (t) = eit (t). The periodic Green function (3.84) can then be written as
(3.86)
Gp (t) =
n=
ei[t(tb ta )n] (t (tb ta )n).
(3.87)
Being periodic in tb ta , its explicit evaluation can be restricted to the basic interval t [0, tb ta ). Inside the interval (0, tb ta ), the sum can be performed as follows:
0
(3.88)
Gp (t)
=
n=
ei[t(tb ta )n] = ei[t(tb ta )/2] , 2 sin[(tb ta )/2]
eit 1 ei(tb ta ) t (0, tb ta ). (3.89)
= i
At the point t = 0, the initial term with (0) contributes only 1/2 so that 1 (3.90) Gp (0) = Gp (0+) . 2 Outside the basic interval (3.88), the Green function is determined by its periodicity. For instance, Gp (t) = i ei[t+(tb ta )/2] , 2 sin[(tb ta )/2] t ((tb ta ), 0). (3.91)
221
Note that as t crosses the upper end of the interval [0, tb ta ), the sum in (3.87) picks up an additional term (the term with n = 1). This causes a jump in Gp (t) which enforces the periodicity. At the upper point t = tb ta , there is again a reduction by 1/2 so that Gp (tb ta ) lies in the middle of the jump, just as the value 1/2 lies in the middle of the jump of the Heaviside function (t). The periodic Green function is of great importance in the quantum statistics of Bose particles (see Chapter 7). After a continuation of the time to imaginary values, t i , tb ta i /kB T , it takes the form h Gp ( ) = ,e 1 1
h e /kB T
e ,
(0, h),
(3.92)
where the subscript e records the Euclidean character of the time. The prefactor is related to the average boson occupation number of a particle state of energy h, given by the Bose-Einstein distribution function nb = In terms of it, Gp ( ) = (1 + nb )e , ,e 1
h e /kB T
(3.93)
The -behavior of the subtracted periodic Green function Gp ( ) Gp ( )1/ h ,e ,e is shown in Fig. 3.2.
Gp ( ) ,e
0.8 0.6 0.4 0.2 -1 -0.5 -0.2 -0.4 0.5 1 1.5 2
(0, h).
(3.94)
1 0.5 -1 -0.5 -0.5 -1
Ga ( ) ,e
/ h
0.5
1.5
/ h
Figure 3.2 Subtracted periodic Green function Gp Gp ( )1/ and antiperiodic h ,e ,e Green function Ga ( ) for frequencies = (0, 5, 10)/ (with increasing dash length). h ,e The points show the values at the jumps of the three functions (with increasing point size) corresponding to the relation (3.90).
As a next step, we consider a Green function Gp 2 (t) associated with the second 2 order dierential operator t 2 ,
2 Gp 2 (t, t ) = (t 2 )1 (t t ),
t t [ta , tb ),
(3.95)
which satises the periodic boundary condition: Gp 2 (t, t ) Gp 2 (t t ) = Gp 2 (t t + tb ta ). (3.96)
222
Figure 3.3 Two poles in Fourier transform of Green function Gp,a (t). 2
Just like Gp (t, t ), this periodic Green function depends only on the time dierence t t . It obviously has the spectral representation Gp 2 (t) 1 = tb ta
eim t
m=
2 m
1 , 2
(3.97)
which makes sense as long as tb ta is not equal to an even multiple of /. At innite tb ta , the sum becomes an integral over m with singularities at which must be avoided by an i-prescription, which adds a negative imaginary part to the frequency [compare the discussion after Eq. (2.161)]. This xes also the continuation from small tb ta beyond the multiple values of /. By decomposing 1 1 = 2 + i 2i
2
i i , + i + i
(3.98)
the calculation of the Green function (3.97) can be reduced to the previous case. The positions of the two poles of (3.98) in the complex -plane are illustrated in Fig. 3.3. In this way we nd, using (3.89), Gp 2 (t) = 1 [Gp (t) Gp (t)] 2i 1 cos [t (tb ta )/2] = , 2 sin[(tb ta )/2]
t [0, tb ta ).
(3.99)
In Gp (t) one must keep the small negative imaginary part attached to the frequency . For an innite time interval tb ta , this leads to a Green function Gp 2 (t t ): also G (t) = eit (t). (3.100) The directional change in encircling the pole in the -integral leads to the exchange (t) (t). Outside the basic interval t [0, tb ta ), the function is determined by its periodicity. For t [(tb ta ), 0), we may simply replace t by |t|.
223
As a further step we consider another Green function Ga (t, t ). It fullls the same rst-order dierential equation it as Gp (t, t ): (it )Ga (t, t ) = i(t t ), t t [0, tb ta ), (3.101) but in contrast to Gp (t, t ) it satises the antiperiodic boundary condition Ga (t, t ) Ga (t t ) = Ga (t t + tb ta ). (3.102) As for periodic boundary conditions, the Green function Ga (t, t ) depends only on the time dierence t t . In contrast to Gp (t, t ), however, Ga (t, t ) changes sign under a shift t t + (tb ta ). The Fourier expansion of Ga (t t ) is Ga (t) = 1 tb ta
eim t
m=
f m
i ,
(3.103)
where the frequency sum covers the odd Matsubara-like frequencies

f m =
The superscript f stands for fermionic since these frequencies play an important role in the statistical mechanics of particles with Fermi statistics to be explained in Section 7.10 [see Eq. (7.414)]. The antiperiodic Green functions are obtained from a sum similar to (3.82), but modied by an additional phase factor ein = ()n . When inserted into the Poisson summation formula (3.81), such a phase is seen to select the half-integer numbers in the integral instead of the integer ones:
(2m + 1) . tb ta
(3.104)
f (m + 1/2) =
m=
()n e2in f ().
(3.105)
n=
Using this formula, we can expand
Ga (t) = = or, more explicitly,
n= n n=
i d ()n ei [t(tb ta )n] 2 + i (3.106)
() G (t (tb ta )n),
Ga (t) =
n=
ei[t(tb ta )n] ()n (t (tb ta )n).
(3.107)
For t [0, tb ta ), this gives

0
Ga (t) = =
ei[t(tb ta )n] ()n =

n= i[t(tb ta )/2]
eit 1 + ei(tb ta ) (3.108)
e , 2 cos[(tb ta )/2]
t [0, tb ta ).
224
Outside the interval t [0, tb ta ), the function is dened by its antiperiodicity. The -behavior of the antiperiodic Green function Ga ( ) is also shown in Fig. 3.2. ,e In the limit 0, the right-hand side of (3.108) is equal to 1/2, and the antiperiodicity implies that Ga (t) = 0 1 (t), 2 t [(tb ta ), (tb ta )]. (3.109)
Antiperiodic Green functions play an important role in the quantum statistics of Fermi particles. After analytically continuing t to the imaginary time i with tb ta i /kB T , the expression (3.108) takes the form h Ga ( ) = ,e 1 1+
h e /kB T
e ,
[0, h).
(3.110)
The prefactor is related to the average Fermi occupation number of a state of energy h, given by the Fermi-Dirac distribution function nf = In terms of it, Ga ( ) = (1 nf )e , ,e [0, h). (3.112) 1
h e /kB T
+1
(3.111)
With the help of Ga (t), we form the antiperiodic analog of (3.97), (3.99), i.e., the antiperiodic Green function associated with the second-order dierential operator 2 t 2 : Ga 2 (t) =
1 1 f eim t f 2 tb ta m=0 m 2 1 [Ga (t) Ga (t)] = 2i 1 sin [t (tb ta )/2] = , 2 cos[(tb ta )/2]
t [0, tb ta ].
(3.113)
Outside the basic interval t [0, tb ta ], the Green function is determined by its antiperiodicity. If, for example, t [(tb ta ), 0], one merely has to replace t by |t|. Note that the Matsubara sums Gp 2 ,e (0) = 1 h 1 , 2 + 2 m= m
Gp (0) = ,e
1 h
f2 m= m
1 , + 2
(3.114)
can also be calculated from the combinations of the simple Green functions (3.79) and (3.103): 1 1 1 Gp () + Gp () = Gp () + Gp ( ) = 1 + nb ,e ,e ,e ,e h 2 2 2 1 + e
225 (3.115) 1 e (3.116)
h 1 coth , 2 2 1 1 1 Ga () + Ga () = Ga () Ga ( ) = 1 nf ,e ,e ,e ,e h 2 2 2 1 h = tanh , 2 2 =
where is an innitesimal positive number needed to specify on which side of the jump the Green functions Gp,a ( ) at = 0 have to be evaluated (see Fig. 3.2). ,e
3.3.2
Time-Dependent Frequency
The above results (3.89) and (3.108) for the periodic and antiperiodic Green functions of the rst-order dierential operator (it ) can easily be found also for arbitrary time-dependent frequencies (t), thus solving (3.75). We shall look for the retarded version which vanishes for t < t . This property is guaranteed by the ansatz containing the Heaviside function (1.309): G (t, t ) = (t t )g(t, t ). (3.117)
Using the property (1.303) of the Heaviside function, that its time derivative yields the -function, and normalizing g(t, t) to be equal to 1, we see that g(t, t ) must solve the homogenous dierential equation [it (t)] g(t, t ) = 0. The solution is g(t, t ) = K(t )ei The condition g(t, t) = 1 xes K(t) = ei
t c t c
(3.118) . (3.119)
dt (t )
dt (t )
, so that we obtain
t
G (t, t ) = (t t )ei
dt (t )
(3.120)
The most general Green function is a sum of this and an arbitrary solution of the homogeneous equation (3.118): G (t, t ) = (t t ) + C(t ) ei
t t
dt (t )
(3.121)
For a periodic frequency (t) we impose periodic boundary conditions upon the Green function, setting G (ta , t ) = G (tb , t ). This is ensured if for tb > t > t > ta : C(t )ei
ta t
dt (t )
= [1 + C(t )] ei
tb t
dt (t )
(3.122)
This equation is solved by a t -independent C(t ): C = np 1 e

i
tb ta
dt (t )
. 1
(3.123)
226
Hence we obtain the periodic Green function Gp (t, t ) = (t t ) + np ei

t t
dt (t )
(3.124)
For antiperiodic boundary conditions we obtain the same equation with np replaced by na where 1 . (3.125) na tb i t dt (t) a e +1 Note that a sign change in the time derivative of the rst-order dierential equation (3.75) to [it (t)] G (t, t ) = i(t t ) (3.126) has the eect of interchanging in the time variable t and t of the Green function Eq. (3.120). If the frequency (t) is a matrix, all exponentials have to be replaced by timeordered exponentials [recall (1.252)] e
i
tb ta
dt (t)
i Te
tb ta
dt (t)
(3.127)
As remarked in Subsection 2.15.4, this integral cannot, in general, be calculated explicitly. A simple formula is obtained only if the matrix (t) varies only little around a xed matrix 0 . For imaginary times = it we generalize the results (3.92) and (3.110) for the periodic and antiperiodic imaginary-time Green functions of the rst-order dierential equation (3.76) to time-dependent periodic frequencies ( ). Here the Green function (3.120) becomes G (, ) = ( )e and the periodic Green function (3.124): G (, ) = ( ) + nb e where nb
h
d ( )
(3.128)
d ( )
(3.129)
(3.130) e 0 d ( ) 1 is the generalization of the Bose distribution function in Eq. (3.93). For antiperiodic boundary conditions we obtain the same equation, except that the generalized Bose distribution function is replaced by the negative of the generalized Fermi distribution function in Eq. (3.111): 1 . (3.131) nf h e 0 d ( ) + 1 For the opposite sign of the time derivative in (3.128), the arguments and are interchanged.
227
From the Green functions (3.124) or (3.128) we may nd directly the trace of the logarithm of the operators [it + (t)] or [ + ( )]. At imaginary time, we multiply ( ) with a strength parameter g, and use the formula Tr log [ + g( )] =
g 0
dg Gg (, ).
(3.132)
Inserting on the right-hand side of Eq. (3.129), we nd for g = 1: Tr log [ + ( )] = log 2 sinh = 1 2
h 0
1 2
h 0
d ( )
h 0
d ( ) + log 1 e
d ( )
, (3.133)
which reduces at low temperature to Tr log [ + ( )] = 1 2

h 0
d ( ).
(3.134)
The result is the same for the opposite sign of the time derivative and the trace of the logarithm is sensitive only to ( ) at = , where it is equal to 1/2. As an exercise for dealing with distributions it is instructive to rederive this result in the following perturbative way. For a positive ( ), we introduce an innitesimal positive quantity and decompose Tr log [ + ( )] = Tr log [ + ] + Tr log 1 + ( + )1 ( ) = Tr log [ + ] + Tr log 1 + ( + )1 ( ) .
The rst term Tr log [ + ] = Tr log [ + ] = d log vanishes since d log = 0 in dimensional regularization by Veltmans rule [see (2.500)]. Using the Green functions
(3.135)
[ + ]1 (, ) =
( ) , ( )
(3.136)
the second term can be expanded in a Taylor series (1)n+1 n n=1
d1 dn (1 )(1 2 )(2 )(2 3 ) (n )(n 1 ). (3.137)
For the lower sign of , the Heaviside functions have reversed arguments 2 1 , 3 2 , . . . , 1 n . The integrals over a cyclic product of Heaviside functions in (3.137) are zero since the arguments 1 , . . . , n are time-ordered which makes the argument of the last factor (n 1 ) [or (1 n )] negative and thus (n 1 ) = 0 [or (1 n )]. Only the rst term survives yielding 1 d1 (1 )(1 1 ) = 2 d ( ), (3.138)
228
such that we re-obtain the result (3.134). This expansion (3.133) can easily be generalized to an arbitrary matrix ( ) or a time-dependent operator, H( ). Since H( ) and H( ) do not necessarily commute, the generalization is 1 Tr log[ + H( )] = h Tr 2 h
h 0
d H( )
1 Tr T en n n=1
h 0
d H( )/ h
, (3.139)
where T is the time ordering operator (1.241). Each term in the sum contains a power of the time evolution operator (1.255).
3.4
Summing Spectral Representation of Green Function
After these preparations we are ready to perform the spectral sum (3.70) for the Green function of the dierential equation of second order with Dirichlet boundary conditions. Setting t2 tb t, t1 t ta , we rewrite (3.70) as G2 (t, t ) = 2 tb ta (1)n+1 (ein t2 ein t2 )(ein t1 ein t1 ) 2 2 n 2 n=1 (2i)

1 1 = 2 tb ta = 1 1 2 tb ta
(1)
n=1
in (t2 +t1 ) n [(e
(1)n
n=
ein (t2 +t1 ) ein (t2 t1 ) . 2 n 2
ein (t2 t1 ) ) + cc ] 2 n 2
(3.140)
We now separate even and odd frequencies n and write these as bosonic and f fermionic Matsubara frequencies m = 2m and m = 2m+1 , respectively, recalling the denitions (3.80) and (3.104). In this way we obtain 1 G2 (t, t ) = 2 1 tb ta eim (t2 +t1 ) 1 2 2 tb ta m= m

1 tb ta
eim (t2 t1 ) 1 + 2 2 tb ta m= m
eim (t2 +t1 ) f 2 2 m= m
eim (t2 t1 ) . (3.141) f 2 2 m= m
Inserting on the right-hand side the periodic and antiperiodic Green functions (3.99) and (3.108), we obtain the decomposition G2 (t, t ) = 1 p [G (t2 + t1 ) Ga (t2 + t1 ) Gp (t2 t1 ) + Ga (t2 t1 )] . (3.142) 2 sin [t2 (tb ta )/2] sin t1 , sin[(tb ta )/2] cos [t2 (tb ta )/2] sin t1 , cos[(tb ta )/2]
Using (3.99) and (3.113) we nd that Gp (t2 + t1 ) Gp (t2 t1 ) = (3.143) (3.144)
Ga (t2 + t1 ) Ga (t2 t1 ) =
3.4 Summing Spectral Representation of Green Function
229
such that (3.142) becomes G2 (t, t ) = 1 sin t2 sin t1 , sin (tb ta ) (3.145)
in agreement with the earlier result (3.36). An important limiting case is ta , tb . i i|tt | e , 2 (3.146)
Then the boundary conditions become irrelevant and the Green function reduces to G2 (t, t ) = (3.147)
which obviously satises the second-order dierential equation

2 (t 2 )G2 (t, t ) = (t t ).
(3.148)
The periodic and antiperiodic Green functions Gp 2 (t, t ) and Ga 2 (t, t ) at nite tb ta in Eqs. (3.99) and (3.113) are obtained from G2 (t, t ) by summing over all periodic repetitions [compare (3.106)] Gp 2 (t, t ) = Ga 2 (t, t ) =
n= n=
G(t + n(tb ta ), t ), (3.149)
(1)n G2 (t + n(tb ta ), t ).
For completeness let us also sum the spectral representation with the normalized wave functions [compare (3.98)(3.69)] x0 (t) = which reads: GN2 (t, t ) =
cos n (t ta ) cos n (t ta ) 1 2 . 2+ 2 tb ta 2 n 2 n=1
1 , tb ta
xn (t) =
2 cos n (t ta ), tb ta
(3.150)
(3.151)
It satises the Neumann boundary conditions t GN2 (t, t )

t=tb
= 0,
t GN2 (t, t )
t =ta
= 0.
(3.152)
The spectral representation (3.151) can be summed by a decomposition (3.140), if that the lowest line has a plus sign between the exponentials, and (3.142) becomes GN2 (t, t ) = 1 p [G (t2 + t1 ) Ga (t2 + t1 ) + Gp (t2 t1 ) Ga (t2 t1 )] . (3.153) 2
230
Using now (3.99) and (3.113) we nd that Gp (t2 + t1 ) + Gp (t2 t1 ) = Ga (t2 + t1 ) + Ga (t2 t1 ) = and we obtain instead of (3.145): GN2 (t, t ) = cos [t2 (tb ta )/2] cos t1 , sin[(tb ta )/2] sin [t2 (tb ta )/2] cos t1 , cos[(tb ta )/2] (3.154)
(3.155)
1 cos (tb t> ) cos (t< ta ), sin (tb ta )
(3.156)
which has the small- expansion GN2 (t, t ) 2

0
1 tb ta 1 1 1 t2 +t 2 . (3.157) + |tt | (t+t )+ 2 (tb ta ) 3 2 2 2(tb ta )
3.5
Wronski Construction for Periodic and Antiperiodic Green Functions
The Wronski construction in Subsection 3.2.1 of Green functions with timedependent frequency (t) satisfying the dierential equation (3.27)
2 [t 2 (t)]G2 (t, t ) = (t t )
(3.158)
can easily be carried over to the Green functions Gp,a (t, t ) with periodic and an2 tiperiodic boundary conditions. As in Eq. (3.53) we decompose Gp,a (t, t ) = (t t )(t, t ) + a(t )(t) + b(t )(t), 2 (3.159)
with independent solutions of the homogenous equations (t) and (t), and insert this into (3.27), where p,a (t t ) is the periodic version of the -function
p,a (t t )
n=
(t t n ) h
1 (1)n
(3.160)
and (t) is assumed to be periodic or antiperiodic in tb ta . This yields again for (t, t ) the homogeneous initial-value problem (3.46), (3.45),
2 [t 2 (t)](t, t ) = 0;
(t, t) = 0, t (t, t )|t =t = 1.
(3.161)
The periodic boundary conditions lead to the system of equations a(t)[(tb ) a(t)[(tb ) (ta )] + b(t)[(tb ) (ta )] + b(t)[(tb ) (ta )] = (tb , t), (ta )] = t (tb , t).
(3.162)
3.6 Time Evolution Amplitude in Presence of Source Term
231
Dening now the constant 2 2 -matrices p,a (ta , tb ) = the condition analogous to (3.58), det p,a (ta , tb ) = W p,a (ta , tb ) = 0, with p,a (ta , tb ) = 2 t (ta , tb ) t (tb , ta ), (3.164) (3.165) (tb ) (tb ) (ta ) (tb ) (ta ) (tb ) (ta ) (ta ) , (3.163)
enables us to obtain the unique solution to Eqs. (3.162). After some algebra using the identities (3.51) and (3.52), the expression (3.159) for Green functions with periodic and antiperiodic boundary conditions can be cast into the form Gp,a (t, t ) = G2 (t, t ) 2 [(t, ta ) (tb , t)][(t , ta ) (tb , t )] , p,a (ta , tb )(ta , tb ) (3.166)
where G2 (t, t ) is the Green function (3.59) with Dirichlet boundary conditions. As in (3.59) we may replace the functions on the right-hand side by the solutions Da (t) and Db (t) dened in Eqs. (2.221) and (2.222) with the help of (3.60). 2 The right-hand side of (3.166) is well-dened unless the operator K(t) = t 2 (t) has a zero-mode, say (t), with periodic or antiperiodic boundary conditions (tb ) = (ta ), (tb ) = (ta ), which would make the determinant of the 2 2 -matrix p,a vanish.
3.6
Time Evolution Amplitude in Presence of Source Term
Given the Green function G2 (t, t ), we can write down an explicit expression for the time evolution amplitude. The quadratic source contribution to the uctuation factor (3.21) is given explicitly by Aj, =
tb tb 1 dt dt G2 (t, t ) j(t)j(t ) (3.167) 2M ta ta t tb 1 1 dt dt sin (tb t) sin (t ta )j(t)j(t ). = M sin (tb ta ) ta ta
Altogether, the path integral in the presence of an external source j(t) reads (xb tb |xa ta )j = Dx exp i h
tb ta
dt
M 2 (x 2x2 ) + jx 2
h = e(i/ )Aj,cl F,j (tb , ta ),
(3.168) with a total classical action 1 M Aj,cl = (x2 + x2 ) cos (tb ta )2xb xa a 2 sin (tb ta ) b tb 1 + dt[xa sin (tb t) + xb sin (t ta )]j(t), sin (tb ta ) ta
(3.169)
232
and the uctuation factor composed of (2.164) and a contribution from the current h term eiAj, / :
h F,j (tb , ta ) = F (tb , ta )eiAj, / =
1 2i /M h dt
t ta
sin (tb ta )
exp
i hM sin (tb ta )
tb ta
dt sin (tb t) sin (t ta )j(t)j(t ) . (3.170)
This expression is easily generalized to arbitrary time-dependent frequencies. Using the two independent solutions Da (t) and Db (t) of the homogenous dierential equations (3.48), which were introduced in Eqs. (2.221) and (2.222), we nd for the action (3.169) the general expression, composed of the harmonic action (2.261) and the current term ttab dtxcl (t)j(t) with the classical solution (2.241): Aj,cl = 1 M x2 Da (tb )x2 Db (ta )2xb xa + b a 2Da (tb ) Da (tb )
tb ta
dt [xb Da (t)+xa Db (t)]j(t). (3.171)
The uctuation factor is composed of the expression (2.256) for the current-free action, and the generalization of (3.167) with the Green function (3.61):
h F,j (tb , ta ) = F (tb , ta )eiAj, / = tb ta t ta
1 2i /M h
1 Da (tb )
exp
i 2 MDa (tb ) h
dt
dt j(t) (t t )Db (t)Da (t ) + (t t)Da (t)Db (t ) j(t ) . (3.172)
For applications to statistical mechanics which becomes possible after an analytic continuation to imaginary times, it is useful to write (3.169) and (3.170) in another form. We introduce the Fourier transforms of the current 1 M 1 B() M A()
tb ta tb ta
dtei(tta ) j (t) , dtei(tb t) j(t) = ei(tb ta ) A(),
(3.173) (3.174)
and see that the classical source term in the exponent of (3.168) can be written as Aj,cl = i M sin (tb ta ) xb (ei(tb ta ) A B) + xa (ei(tb ta ) B A) . (3.175)
The source contribution to the quadratic uctuations in Eq. (3.167), on the other hand, can be rearranged to yield Aj, = i 4M
tb ta
dt
tb tb
dt ei|tt | j(t)j(t )
M ei(tb ta ) (A2 +B 2 )2AB . 2 sin (tb ta ) (3.176)

3.6 Time Evolution Amplitude in Presence of Source Term
233
This is seen as follows: We write the Green function between j(t), j(t ) in (3.168) as sin (tb t) sin (t ta )(t t ) + sin (tb t ) sin (t ta )(t t) 1 = ei(tb ta ) ei(tt ) + cc ei(tb +ta ) ei(t+t ) + cc (t t ) 4 + tt . (3.177) Using (t t ) + (t t) = 1, this becomes 1 ei(tb +ta ) ei(t +t) + cc 4 +ei(tb ta ) ei(tt ) (t t ) + ei(t t) (t t)
(3.178) .
+ei(tb ta ) ei(tt ) (1 (t t)) + ei(t t) (1 (t t ))
A multiplication by j(t), j(t ) and an integration over the times t, t yield 1 ei(tb ta ) 4M 2 2 (B 2 + A2 ) 4 + ei(tb ta ) ei(tb ta )
tb ta
(3.179) dt
tb tb
dt ei|tt | j(t)j(t ) + 4M 2 2 2AB ,
thus leading to (3.176). If the source j(t) is time-independent, the integrals in the current terms of the exponential of (3.169) and (3.170) can be done, yielding the j-dependent exponent i i i Aj = (Aj,cl + Aj,) = h h h 1 [1 cos (tb ta )](xb + xa )j sin (tb ta ) cos (tb ta ) 1 2 1 (tb ta ) + 2 + j . 3 2M sin (tb ta )
(3.180)
Substituting (1cos ) by sin tan(/2), this yields the total source action becomes Aj = (tb ta ) 1 (tb ta ) 2 1 tan (xb + xa )j + (tb ta ) 2 tan j . (3.181) 3 2 2M 2
This result could also have been obtained more directly by taking the potential plus a constant-current term in the action
tb ta
dt
M 2 2 x xj , 2
(3.182)
and by completing it quadratically to the form

tb ta
dt
M 2 j x 2 M 2
tb ta 2 j . 2M 2
(3.183)
234
This is a harmonic potential shifted in x by j/M 2 . The time evolution amplitude can thus immediately be written down as (xb tb |xa ta )j=const = M M i exp 2i sin (tb ta ) h 2 sin (tb ta ) h 2 2 j j + xa cos (tb ta ) (3.184) xb M 2 M 2 j j i tb ta 2 2 xb xa + j . 2 2 M M h 2M 2
In the free-particle limit 0, the result becomes particularly simple: (xb ta |xa ta )j=const = 0 1 2i (tb ta )/M h i 1 1 (xb + xa )(tb ta )j (tb ta )3 j 2 exp h 2 24M exp i M (xb xa )2 h 2 tb ta
. (3.185)
As a cross check, we verify that the total exponent is equal to i/ times the classical h action Aj,cl =
tb ta
dt
M 2 x + jxj,cl , 2 j,cl
(3.186)
calculated for the classical orbit xj,cl (t) connecting xa and xb in the presence of the constant current j. This satises the Euler-Lagrange equation xj,cl = j/M, which is solved by xj,cl (t) = xa + xb xa j t ta j (tb ta )2 + (t ta )2 . 2M tb ta 2M (3.188) (3.187)
Inserting this into the action yields Aj,cl = M (xb xa )2 1 (tb ta )3 j 2 + (xb + xa )(tb ta )j , 2 tb ta 2 24 M (3.189)
just as in the exponent of (3.185). Let us remark that the calculation of the oscillator amplitude (xa tb |xa t)j in (3.168) could have proceeded alternatively by using the orbital separation x(t) = xj,cl (t) + x(t), (3.190)
where xj,cl (t) satises the Euler-Lagrange equations with the time-dependent source term xj,cl (t) + 2 xj,cl (t) = j(t)/M, (3.191)
3.7 Time Evolution Amplitude at Fixed Path Average
235
rather than the orbital separation of Eq. (3.7), x(t) = xcl (t) + x(t), where xcl (t) satised the Euler-Lagrange equation with no source. For this inhomogeneous dierential equation we would have found the following solution passing through xa at t = ta and xb at t = tb : xj,cl (t) = xa sin (tb t) sin (t ta ) 1 + xb + sin (tb ta ) sin (tb ta ) M
tb ta
dt G2 (t, t )j(t ).
(3.192)
The Green function G2 (t, t ) appears now at the classical level. The separation (3.190) in the total action would have had the advantage over (3.7) that the source causes no linear term in x(t). Thus, there would be no need for a quadratic completion; the classical action would be found from a pure surface term plus one half of the source part of the action Acl =
tb M 2 M (xcl,j 2 x2 ) + jxj,cl = xj,cl xj,cl j,cl ta 2 2 ta tb 1 tb j M + + xj,cl j,cl 2 xj,cl + x dt dtxj,cl j 2 M 2 ta ta 1 tb M (xb xb xa xa ) + dtxj,cl (t)j(t). = x=xj,cl 2 2 ta tb
dt
(3.193)
Inserting xj,cl from (3.192) and G2 (t, t ) from (3.36) leads once more to the exponent in (3.168). The uctuating action quadratic in x(t) would have given the same uctuation factor as in the j = 0 -case, i.e., the prefactor in (3.168) with no further j 2 (due to the absence of a quadratic completion).
3.7
Time Evolution Amplitude at Fixed Path Average
Another interesting quantity to be needed in Chapter 15 is the Fourier transform of the amplitude (3.184): (xb tb |xa ta )x0 = (tb ta )

dj ij(tb ta )x0 / h e (xb tb |xa ta )j . 2 h
(3.194)
This is the amplitude for a particle to run from xa to xb along restricted paths whose temporal average x (tb ta )1 ttab dt x(t) is held xed at x0 : (xb tb |xa ta )x0 = Dx (x0 x) exp i h
tb ta
dt
M 2 (x 2 x2 ) . 2
(3.195)
This property of the paths follows directly from the fact that the integral over the time-independent source j (3.194) produces a -function ((tb ta )x0 ttab dt x(t)). Restricted amplitudes of this type will turn out to have important applications later in Subsection 3.25.1 and in Chapters 5, 10, and 15.
236
The integral over j in (3.194) is done after a quadratic completion in Aj j(tb ta )x0 with Aj of (3.181): Aj j(tb ta )x0 = with j0 = and A x0 = M
t 2 (tb ta )2 tan (tb2 a )
(tb ta ) 1 (tb ta ) 2 tan (j j0 )2 + Ax0 , (3.196) 3 2M 2
M 2 (tb ta ) 2 tan
(tb ta ) 2
(tb ta ) x0 tan
(tb ta ) (xb + xa ) , 2
(tb ta )x0 tan
(tb ta ) (xa + xb ) 2
With the completed quadratic exponent (3.196), the Gaussian integral over j in (3.194) can immediately be done, yielding (xb tb |xa ta )x0 = (xb tb |xa ta ) iM 3 /2 h
t (tb ta ) 2 tan (tb2 a )
exp
i x0 . A h
(3.197)
If we set xb = xa and integrate over xb = xa , we nd the quantum-mechanical version of the partition function at xed x0 :
x Z 0 =
i (tb ta )/2 exp (tb ta )M 2 x2 . (3.198) 0 2 h 2 (tb ta )/Mi sin[(tb ta )/2] h
As a check we integrate this over x0 and recover the correct Z of Eq. (2.404). We may also integrate over both ends independently to obtain the partition function
open,x0 = Z
(tb ta ) i exp (tb ta )M 2 x2 . 0 sin (tb ta ) 2 h
(3.199)
Integrating this over x0 and going to imaginary times leads back to the partition open function Z of Eq. (2.405).
3.8
External Source in Quantum-Statistical Path Integral
In the last section we have found the quantum-mechanical time evolution amplitude in the presence of an external source term. Let us now do the same thing for the quantum-statistical case and calculate the path integral (xb h|xa 0)j = Dx( ) exp 1 h
h 0
M 2 (x + 2 x2 ) j( )x( ) 2
. (3.200)
This will be done in two ways.

3.8 External Source in Quantum-Statistical Path Integral
237
3.8.1
Continuation of Real-Time Result
The desired result is obtained most easily by an analytic continuation of the quantum-mechanical results (3.23), (3.168) in the time dierence tb ta to an imaginary time i (b a ) = i . This gives immediately h h (xb h|xa 0)j = M 2 2 h h 1 exp Aext [j] , sinh h h e (3.201)
with the extended classical Euclidean oscillator action Aext [j] = Ae + Aj = Ae + Aj + Aj , 1,e 2,e e e where Ae is the Euclidean action Ae = M (x2 + x2 ) cosh 2xb xa , h b a 2 sinh h (3.203) (3.202)
while the linear and quadratic Euclidean source terms are Aj = 1,e and Aj = 2,e 1 M
h 0
1 sinh h
b a
d [xa sinh ( ) + xb sinh ]j( ), h
(3.204)
d j( ) G2 ,e (, )j( ),
(3.205)
where G2 ,e (, ) is the Euclidean version of the Green function (3.36) with Dirichlet boundary conditions: G2 ,e (, ) = sinh ( > ) sinh < h sinh h cosh ( | |) cosh ( ) h h , = 2 sinh h
(3.206)
satisfying the dierential equation

2 ( + 2 ) G2 ,e (, ) = ( ).
(3.207)
It is related to the real-time Green function (3.36) by G2 ,e (, ) = i G2 (i, i ), (3.208)
the overall factor i accounting for the replacement (t t ) i( ) on the right-hand side of (3.148) in going to (3.207) when going from the real time t to the Euclidean time i . The symbols > and < in the rst line (3.206) denote the larger and the smaller of the Euclidean times and , respectively.
238
The source terms (3.204) and (3.205) can be rewritten as follows: Aj = 1,e and Aj = 2,e 1 4M
h 0
M sinh h
h h xb (e Ae Be ) xa (e Be Ae ) ,
(3.209)
h 0
d e| | j( )j( ) (3.210)
M h 2 e (A2 + Be ) 2Ae Be . e 2 sinh h
We have introduced the Euclidean versions of the functions A() and B() in Eqs. (3.173) and (3.174) as Ae () iA()|tb ta =i = h Be () iB()|tb ta =i h 1 M 1 = M
h 0 h 0
d e j( ),
(3.211)
h h d e( ) j( ) = e Ae (). (3.212)
From (3.201) we now calculate the quantum-statistical partition function. Setting xb = xa = x, the rst term in the action (3.202) becomes Ae = M 2 sinh2 ( /2)x2 . h sinh h (3.213)
If we ignore the second and third action terms in (3.202) and integrate (3.201) over x, we obtain, of course, the free partition function Z = 1 . 2 sinh( /2) h (3.214)
In the presence of j, we perform a quadratic completion in x and obtain a sourcedependent part of the action (3.202): Aj = Aj + Aj , e ,e r,e (3.215)
where the additional term Aj is the remainder left by a quadratic completion. It r,e reads Aj = r,e M h e (Ae + Be )2 . 2 sinh (3.216)
Combining this with Aj of (3.210) gives ,e Aj + Aj = ,e r,e 1 4M

h 0
h 0
d e| | j( )j( )
M h e /2 Ae Be . sinh( /2) h (3.217)

239
This can be rearranged to the total source term Aj = e 1 4M

h 0
h 0
cosh (| | h/2) j( )j( ). sinh( /2) h
(3.218)
This is proved by rewriting the latter integrand as 1 2 sinh( /2) h + e(

h e( ) e /2 + ( ) ( ) ) /2 h
+ ( ) ( ) j( )j( ).
h h In the second and fourth terms we replace e /2 by e /2 + 2 sinh( /2) and h integrate over , , with the result (3.217). The expression between the currents in (3.218) is recognized as the Euclidean version of the periodic Green function Gp 2 ( ) in (3.99):
Gp 2 ,e ( ) iGp 2 (i )|tb ta =i h =
1 cosh ( h/2) , 2 sinh( /2) h
[0, h].
(3.219)
In terms of (3.218), the partition function of an oscillator in the presence of the source term is 1 Z [j] = Z exp Aj . h e (3.220)
For completeness, let us also calculate the partition function of all paths with open ends in the presence of the source j(t), thus generalizing the result (2.405). Integrating (3.201) over initial and nal positions xa and xb we obtain
open Z [j] =
2 h M
1 sinh[(b a )]
0
h e(A2,e +A2,e )/ ,
(3.221)
where 1 2,e Aj = M with G2(, )= 1 {cosh [sinh ( ) sinh ( )+sinh sinh ] h h h 2 sinh3 h + sinh ( ) sinh + sinh ( ) sinh } .(3.223) h h h 1 cosh ( ) . G2 (, ) = sinh h
h 0
d j( )G2 (, )j( ),
(3.222)
By some trigonometric identities, this can be simplied to (3.224)
240
The rst step is to rewrite the curly brackets in (3.223) as sinh cosh sinh + sinh ( ) h h + sinh ( ) cosh sinh ( ) + sinh ( (( )) . (3.225) h h h h h The rst bracket is equal to sinh cosh , the second to sinh cosh ( ), h h h so that we arrive at sinh sinh cosh + sinh ( ) cosh ( ) . h h h The bracket is now rewritten as 1 sinh ( + ) + sinh ( ) + sinh (2 ) + sinh ( ) , (3.227) h 2 which is equal to 1 sinh ( + + h) + sinh ( + h ) , h h 2 and thus to 1 2 sinh cosh ( ) , h h 2 (3.229) (3.228) (3.226)
such that we arrive indeed at (3.224). The source action in the exponent in (3.221) is therefore: 2,e (Aj + Aj ) = 2,e with (3.205) Gopen (, ) = 2 ,e cosh ( | |) + cosh ( ) h h 2 sinh h cosh ( > ) cosh < h = . sinh h 1 M
h 0
d j( )Gopen (, )j( ), 2 ,e
(3.230)
(3.231)
This Green function coincides precisely with the Euclidean version of Green function GN2 (t, t ) in Eq. (3.151) using the relation (3.208). This coincidence should have been expected after having seen in Section 2.12 that the partition function of all paths with open ends can be calculated, up to a trivial factor le ( ) of Eq. (2.345), as a sum h over all paths satisfying Neumann boundary conditions (2.443), which is calculated using the measure (2.446) for the Fourier components. In the limit of small-, the Green function (3.231) reduces to Gopen (, ) 2 ,e 2
0
1 1 1 1 + | | ( + ) + 2 + 2 , 2 3 2 2 2
(3.232)
which is the imaginary-time version of (3.157).

241
3.8.2
Calculation at Imaginary Time
Let us now see how the partition function with a source term is calculated directly in the imaginary-time formulation, where the periodic boundary condition is used from the outset. Thus we consider Z [j] = with the Euclidean action Ae [j] =
h 0 h Dx( ) eAe [j]/ ,
(3.233)
M 2 (x + 2x2 ) j( )x( ) . 2
(3.234)
Since x( ) satises the periodic boundary condition, we can perform a partial integration of the kinetic term without picking up a boundary term xx|tb . The action ta becomes Ae [j] =
h 0
M 2 x( )( + 2)x( ) j( )x( ) . 2
(3.235)
Let De (, ) be the functional matrix

2 D2 ,e (, ) ( + 2 )( ),
[0, h].
(3.236)
Its functional inverse is the Euclidean Green function,

1 2 Gp 2 ,e (, ) = Gp 2 ,e ( ) = D2 ,e (, ) = ( + 2 )1 ( ),
(3.237)
with the periodic boundary condition. Next we perform a quadratic completion by shifting the path: xx =x 1 P G 2 j. M ,e (3.238)
This brings the Euclidean action to the form Ae [j] =

h 0
M 1 2 x ( + 2 )x 2 2M
h 0
h 0
d j( )Gp 2 ,e ( )j( ). (3.239)
The uctuations over the periodic paths x ( ) can now be integrated out and yield for j( ) 0 1/2 Z = Det D2 ,e . (3.240) As in Subsection 2.15.2, we nd the functional determinant by rewriting the product of eigenvalues as
2 (m + 2 ) = exp m= m= 2 log(m + 2 ) ,
Det D2 ,e =
(3.241)
242
and evaluating the sum in the exponent according to the rules of analytic regularization. This leads directly to the partition function of the harmonic oscillator as in Eq. (2.401): 1 Z = . (3.242) 2 sinh( /2) h The generating functional for j( ) = 0 is therefore 1 Z[j] = Z exp Aj [j] , h e with the source term: Aj [j] = e 1 2M
h 0 h 0
(3.243)
d j( )Gp 2 ,e ( )j( ).
(3.244)
The Green function of imaginary time is calculated as follows. The eigenfunctions 2 2 of the dierential operator are eim with eigenvalues m , and the periodic boundary condition forces m to be equal to the thermal Matsubara frequencies m = 2m/ with m = 0, 1, 2, . . . . Hence we have the Fourier expansion h Gp 2 ,e ( ) = 1 h
2 m= m
1 eim . + 2
(3.245)
In the zero-temperature limit, the Matsubara sum becomes an integral, yielding Gp 2 ,e ( ) =

T =0
dm 1 1 | | e . eim = 2 + 2 2 m 2
(3.246)
The frequency sum in (3.245) may be written as such an integral over m , provided the integrand contains an additional Poisson sum (3.81):
m=
(m m) =
e
n=
i2nm
=
n=
h einm .
(3.247)
This implies that the nite-temperature Green function (3.245) is obtained from (3.246) by a periodic repetition: Gp 2 ,e ( ) = = 1 | +n | h e 2 n= 1 cosh ( h/2) , 2 sinh( /2) h [0, h]. (3.248)
A comparison with (3.97), (3.99) shows that Gp 2 ,e ( ) coincides with Gp 2 (t) at imag inary times, as it should. Note that for small , the Green function has the expansion Gp 2 ,e ( ) 2 h 1 + + + ... . = 2 h 2 2 h 12 (3.249)
243
The rst term diverges in the limit 0. Comparison with the spectral representation (3.245) shows that it stems from the zero Matsubara frequency contribution to the sum. If this term is omitted, the subtracted Green function Gp 2 ,e ( ) Gp 2 ,e ( ) has a well-dened 0 limit Gp ( ) = 0,e 1 h 1 h 2 (3.250)
2 1 im h e = + , 2 2 2 h 12 m=1,2,... m
(3.251)
the right-hand side being correct only for [0, h]. Outside this interval it must be continued periodically. The subtracted Green function Gp 2 ,e ( ) is plotted for dierent frequencies in Fig. 3.4.
Gp 2 ,e( )
0.2 0.1 -1 -0.5 -0.1 -0.2 0.5 1 1.5 2
0.08 0.06 0.04 0.02 -1 -0.5 -0.02 -0.04
Ga 2 ,e ( )
/ h
0.5
1.5
/ h
Figure 3.4 Subtracted periodic Green function Gp 2 ,e( ) Gp 2 ,e ( ) 1/ 2 and anh a tiperiodic Green function G2 ,e ( ) for frequencies = (0, 5, 10)/ (with increasing dash h length). Compare Fig. 3.2.
The limiting expression (3.251) can, incidentally, be derived using the methods developed in Subsection 2.15.6. We rewrite the sum as 1 h and expand 2 h h 2
2
(1)m im ( /2) h e 2 m=1,2,... m
(3.252)
1 2 i ( h/2) h n=0,2,4,... n!
(1)m1 . 2n m=1 m
(3.253)
The sum over m on the right-hand side is Riemanns eta function1 (z)
1
(1)m1 , mz m=1
(3.254)
244
which is related to the zeta function (2.513) by (z) = (1 21z )(z). (3.255)
Since the zeta functions of negative integers are all zero [recall (2.579)], only the terms with n = 0 and 2 contribute in (3.253). Inserting (0) = (0) = 1/2, we obtain 2 h h 2
2
(2) = (2)/2 = 2 /12,
(3.256)
in agreement with (3.251). It is worth remarking that the Green function (3.251) is directly proportional to the Bernoulli polynomial B2 (z): Gp ( ) = 0,e h B2 ( / ). h 2 (3.258)
2 1 12 4
2 h
( h/2)2 =
2 h + , 2 h 2 12
(3.257)
These polynomials are dened in terms of the Bernoulli numbers Bk as2

n
Bn (x) =
k=0
n Bk z nk . k
(3.259)
They appear in the expansion of the generating function3

tn1 ezt Bn (z) = , et 1 n=0 n!
(3.260)
and have the expansion B2n (z) = (1)n1 with the special cases B1 (z) = z 1/2, B2 (z) = z 2 z + 1/6, . . . . (3.262) 2(2n)! cos(2kz) , (2)2n k=0 k 2n (3.261)
By analogy with (3.248), the antiperiodic Green function can be obtained from an antiperiodic repetition Ga 2 ,e ( ) = =
2 3
(1)n | +n | h e 2 n= 1 sinh ( h/2) , 2 cosh( /2) h [0, h], (3.263)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 9.620. ibid. Formula 9.621.
245
which is an analytic continuation of (3.113) to imaginary times. In contrast to (3.249), this has a nite 0 limit Ga 2 ,e ( ) = h , 2 4 [0, h]. (3.264)
For a plot of the antiperiodic Green function for dierent frequencies see again Fig. 3.4. The limiting expression (3.264) can again be derived using an expansion of the type (3.253). The spectral representation in terms of odd Matsubara frequencies (3.104) Ga 2 ,e ( ) is rewritten as 1 h 1 1 f cos(m ) = f2 h m= m
2
1 h
1 im f e f2 m= m
(3.265)
(1)m f sin[m ( h/2)]. f2 m= m

n m=0
(3.266)
Expanding the sin function yields 2 h h 2 (1)(n1)/2 2 ( h/2) n! h n=1,3,5,... (1)m m+

1 2 2n .
(3.267)
The sum over m at the end is 22n times Riemanns beta function4 (2 n), which is dened as (z) 1 2z
m=0
(1)m m+
1 2
z,
(3.268)
and is related to Riemanns zeta function (z, q) Indeed, we see immediately that (1)m = (z, q) 22z (z, (q + 1)/2), (m + q)z m=0 so that 1 (z, 1/2) 22z (z, 3/4) . 2z Near z = 1, the function (z, q) behaves like5 (z) (z, q) =
4 5
1 z. m=0 (m + q)
(3.269)
(3.270)
(3.271)
1 (q) + O(z 1), z1
(3.272)
M. Abramowitz and I. Stegun, op. cit., Formula 23.2.21. I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 9.533.2.
246
1 1 (z, 1/2) 21z (z, 3/4) = [(1/2) + (3/4) + log 2] = . z1 2 2 4 (3.273) The last result follows from the specic values [compare (2.567)]: (1/2) = 2 log 2, (3/4) = 3 log 2 + . (3.274) 2 For negative odd arguments, the beta function (3.268) vanishes, so that there are no further contributions. Inserting this into (3.267) the only surviving e n = 1 -term yields once more (3.264). Note that the relation (3.273) could also have been found directly from the expansion (2.566) of the Digamma function, which yields (1) = lim 1 [(3/2) (1/4)] , (3.275) 4 and is equal to (3.273) due to (1/4) = 3 log 2 /2. For currents j( ), which are periodic in h, the source term (3.244) can also be written more simply: (1) = Aj [j] = e 1 4M
h 0
where (z) is the Digamma function (2.565). Thus we obtain in the limit z 1:
d e| | j( )j( ).
(3.276)
This follows directly by rewriting (3.276), by analogy with (3.149), as a sum over all periodic repetitions of the zero-temperature Green function (3.246): Gp 2 ,e ( ) = 1 2
h e| +n | . n=
(3.277)
h When inserted into (3.244), the factors en can be removed by an irrelevant periodic temporal shift in the current j( ) j( n ) leading to (3.276). h For a time-dependent periodic or antiperiodic potential ( ), the Green function Gp,a,e ( ) solving the dierential equation 2 2 [ 2 ( )]Gp,a,e (, ) = p,a ( ), 2
(3.278)
with the periodic or antiperiodic -function
p,a
( ) =
n=
( n ) h
1 (1)n
(3.279)
can be expressed6 in terms of two arbitrary solutions ( ) and ( ) of the homogenous dierential equation in the same way as the real-time Green functions in Section 3.5: [(, a ) (b , )][( , a ) (b , )] , (3.280) Gp,a,e (, ) = G2 ,e (, ) 2 p,a (a , b )(a , b )
See H. Kleinert and A. Chervyakov, Phys. Lett. A 245 , 345 (1998) (quant-ph/9803016); J. Math. Phys. B 40 , 6044 (1999) (physics/9712048).
247
where G2 ,e (, ) is the imaginary-time Green function with Dirichlet boundary conditions corresponding to (3.206): G2 ,e (, ) = with (, ) = and 1 [( )( ) ( )( )] , W W = ( )( ) ( )( ), (3.282) (3.283) ( )(b , )( , a ) + ( )(b , )(, a ) , (a , b ) (3.281)
Let also write down the imaginary-time versions of the periodic or antiperiodic Green functions for time-dependent frequencies. Recall the expressions for constant frequency Gp (t) and Ga (t) of Eqs. (3.94) and (3.112) for (0, h): Gp ( ) = ,e 1 h eim
m
p,a (a , b ) = 2 (a , b ) (b , a ).
= (1 + nb )e , and Ga ( ) = ,e 1 h eim
m
f
1 1 h = e( /2) im 2 sinh( /2) h
(3.284)
f im
= (1 nf )e ,
1 1 h = e( /2) 2 cosh( /2) h
(3.285)
the rst sum extending over the even Matsubara frequencies, the second over the odd ones. The Bose and Fermi distribution functions nb,f were dened in Eqs. (3.93) and (3.111). For < 0, periodicity or antiperiodicity determine Gp,a ( ) = Gp,a ( + h). ,e ,e (3.286)
The generalization of these expressions to time-dependent periodic and antiperiodic frequencies ( ) satisfying the dierential equations [ ( )]Gp,a (, ) = p,a ( ) ,e has for the form Gp,a (, ) = ( )e ,e
n=0
+n h 0 0
(3.287)
d ( )
(3.288)
Its periodic superposition yields for nite a sum analogous to (3.277): Gp,a (, ) = ,e e
d ( )
1 (1)n
h > > > 0,
(3.289)
which reduces to (3.284), (3.285) for a constant frequency ( ) .
248
3.9
Lattice Green Function
As in Chapter 2, it is easy to calculate the above results also on a sliced time axis. This is useful when it comes to comparing analytic results with Monte Carlo lattice simulations. We consider here only the Euclidean versions; the quantum-mechanical ones can be obtained by analytic continuation to real times. The Green function G2 (, ) on an imaginary-time lattice with innitely many lattice points of spacing reads [instead of the Euclidean version of (3.147)]: G2 (, ) = 2 sinh e
e e | | =
1 1 e e | | , 2 cosh( e /2) . 2
(3.290)
where e is given, as in (2.398), by e =
arsinh
(3.291)
This is derived from the spectral representation G2 (, ) = G2 ( ) = by rewriting it as G2 (, ) =

0 2 d i ( ) e 2 2(1 cos ) + 22
(3.292)
ds
d i e 2
n s[2(1cos )+
2 ]/
(3.293)
with n ( )/ , performing the -integral which produces a Bessel function I( )/ (2s/ 2 ), and subsequently the integral over s with the help of formula (2.467). The Green function (3.290) is dened only at discrete n = n /(N + 1). If it is summed over all periodic repetitions n h n + k(N + 1) with k = 0, 1, 2, . . . , one obtains the lattice analog of the periodic Green function (3.248): Gp ( ) e = = 1 h
2 22
2(1 cos m ) + m=
eim [0, ]. h (3.294)
1 1 cosh ( /2) h , 2 cosh( /2) sinh( /2) h
3.10
Correlation Functions, Generating Functional, and Wick Expansion
Equipped with the path integral of the harmonic oscillator in the presence of an external source it is easy to calculate the correlation functions of any number of position variables x( ). We consider here only a system in thermal equilibrium and study the behavior at imaginary times. The real-time correlation functions can be discussed similarly. The precise relation between them will be worked out in Chapter 18. In general, i.e., also for nonharmonic actions, the thermal correlation functions of n-variables x( ) are dened as the functional averages G2 (1 , . . . , n )
(n)
x(1 )x(2 ) x(n )
(3.295)
Z 1
1 Dx x(1 )x(2 ) x(n ) exp Ae . h

3.10 Correlation Functions, Generating Functional, and Wick Expansion
249
They are also referred to as n-point functions. In operator quantum mechanics, the same quantities are obtained from the thermal expectation values of time-ordered products of Heisenberg position operators xH ( ):
(n) x G2 (1 , . . . , n ) = Z 1 Tr T xH (1 )H (2 ) xH (n )eH/kB T
(3.296)
where Z is the partition function Z = eF/kB T = Tr(eH/kB T )
(3.297)
and T is the time-ordering operator. Indeed, by slicing the imaginary-time evolution h operator eH / at discrete times in such a way that the times i of the n position (n) operators x(i ) are among them, we nd that G2 (1 , . . . , n ) has precisely the path integral representation (3.295). By denition, the path integral with the product of x(i ) in the integrand is calculated as follows. First we sort the times i according to their time order, denoting the reordered times by t(i) . We also set b t(n+1) and a t(0) . Assuming that the times t(i) are dierent from one another, we slice the time axis [a , b ] into the intervals [b , t(n) ], [t(n) , t(n1) ], [t(n2) , t(n3) ],. . ., [t(4) , t(3) ], [t(2) , t(1) ], [t(1) , a ]. For each of these intervals we calculate the time evolution amplitude (xt(i+1) t(i+1) |xt(i) t(i) ) as usual. Finally, we recombine the amplitudes by performing the intermediate x(t(i) )-integrations, with an extra factor x(i ) at each i , i.e., G2 (1 , . . . , n ) =
i=1 (n) n+1
dxt(i) (xt(n+1) b) |xt(n) t(n) ) x(t(n) ) . . .
(xt(i+1) t(i+1) |xt(i) t(i) ) x(t(i) ) (xt(i) t(i) |xt(i1) t(i1) ) x(t(i1) ) . . . (xt(2) t(2) |xt(1) t(1) ) x(t(1) ) (xt(1) t(1) |xt(0) a ). (3.298) We have set xt(n+1) xb = xa xt(0) , in accordance with the periodic boundary condition. If two or more of the times i are equal, the intermediate integrals are accompanied by the corresponding power of x(i ). Fortunately, this rather complicated-looking expression can be replaced by a much simpler one involving functional derivatives of the thermal partition function Z[j] in the presence of an external current j. From the denition of Z[j] in (3.233) it is easy to see that all correlation functions of the system are obtained by the functional formula G2 (1 , . . . , n ) = Z[j]1h
(n)
h Z[j] j(1 ) j(n )
.
j=0
(3.299)
This is why Z[j] is called the generating functional of the theory. In the present case of a harmonic action, Z[j] has the simple form (3.243), (3.244), and we can write G2 (1 , . . . , n ) =
(n)
h j(1 ) j(n )
(3.300)
250
exp
1 2 M h
h 0
h 0
d j( )Gp 2 ,e ( )j( )
,
j=0
where Gp 2 ,e ( ) is the Euclidean Green function (3.248). Expanding the exponen tial into a Taylor series, the dierentiations are easy to perform. Obviously, any odd number of derivatives vanishes. Dierentiating (3.243) twice yields the two-point function [recall (3.248)] G2 (, ) = x( )x( ) =
(2)
h p G 2 ( ). M ,e
(3.301)
Thus, up to the constant prefactor, the two-point function coincides with the Euclidean Green function (3.248). Inserting (3.301) into (3.300), all n-point func(2) tions are expressed in terms of the two-point function G2 (, ): Expanding the exponential into a power series, the expansion term of order n/2 carries the numeric prefactors 1/(n/2)! 1/2n/2 and consists of a product of n/2 factors (2) h h2 0 d j( )G 2 (, )j( )/ . The n-point function is obtained by functionally differentiating this term n times. The result is a sum over products of n/2 factors (2) G2 (, ) with n! permutations of the n time arguments. Most of these prod(2) ucts coincide, for symmetry reasons. First, G2 (, ) is symmetric in its arguments. Hence 2n/2 of the permutations correspond to identical terms, their num(2) ber canceling one of the prefactors. Second, the n/2 Green functions G2 (, ) in the product are identical. Of the n! permutations, subsets of (n/2)! permutations produce identical terms, their number canceling the other prefactor. Only n!/[(n/2)!2n/2 ] = (n 1) (n 3) 1 = (n 1)!! terms are dierent. They all carry a unit prefactor and their sum is given by the so-called Wick rule or Wick expansion: G2 (1 , . . . , n ) =
pairs (n)
G2 (p(1) , p(2) ) G2 (p(n1) , p(n) ).
(2)
(2)
(3.302)
Each term is characterized by a dierent pair congurations of the time arguments in the Green functions. These pair congurations are found most simply by the following rule: Write down all time arguments in the n-point function 1 2 3 4 . . . n . Indicate a pair by a common symbol, say p(i) p(i+1) , and call it a pair contraction (2) to symbolize a Green function G2 (p(i) , p(i+1) ). The desired (n 1)!! pair congurations in the Wick expansion (3.302) are then found iteratively by forming n 1 single contractions 1 2 3 4 . . . n + 1 2 3 4 . . . n + 1 2 3 4 . . . n + . . . + 1 2 3 4 . . . n , (3.303)
and by treating the remaining n 2 uncontracted variables in each of these terms likewise, using a dierent contraction symbol. The procedure is continued until all variables are contracted.
3.10 Correlation Functions, Generating Functional, and Wick Expansion
251
In the literature, one sometimes another shorter formula under the name of Wicks rule, stating that a single harmonically uctuating variable satises the equality of expectations: eKx = eK
2
x2 /2
(3.304)
This follows from the observation that the generating functional (3.233) may also be viewed as Z times the expectation value of the source exponential Z [j] = Z e
d j( )x( )/ h
(3.305)
Thus we can express the result (3.243) also as e

d j( )x( )/ h
=e
(1/2M ) h
d j( )Gp 2 (, )j( )
,e
(3.306)
Since ( /M)Gp 2 ,e (, ) in the exponent is equal to the correlation function h G2 (, ) = x( )x( ) by Eq. (3.301), we may also write e
d j( )x( )/ h (2) d j( ) x( )x( ) j( )/2 2 h
=e
(3.307)
Considering now a discrete time axis sliced at t = tn , and inserting the special source current j(n ) = Kn,0 , for instance, we nd directly (3.304). The Wick theorem in this form has an important physical application. The intensity of the sharp diraction peaks observed in Bragg scattering of X-rays on crystal planes is reduced by thermal uctuations of the atoms in the periodic lattice. The reduction factor is usually written as e2W and called the Debye-Waller factor . In the Gaussian approximation it is given by eW e
u(x)
= ek
|ku(k)]2 /2
(3.308)
where u(x) is the atomic displacement eld. If the uctuations take place around x( ) = 0, then (3.304) goes obviously over into eP x = eP
x( ) +P 2 x x( )
2 /2
(3.309)
3.10.1
Real-Time Correlation Functions
The translation of these results to real times is simple. Consider, for example, the harmonic uctuations x(t) with Dirichlet boundary conditions, which vanish at tb and ta . Their correlation functions can be found by using the amplitude (3.23) as a generating functional, if we replace x(t) x(t) and xb = xa 0. Dierentiating twice with respect to the external currents j(t) we obtain G2 (t, t ) = x(t)x(t ) = i
(2)
h G2 (t t ), M
(3.310)
252
with the Green function G2 (t t ) of Eq. (3.36), which vanishes if t = tb or t = ta . The correlation function of x(t) is x(t)x(t ) = i and has the value x(tb )x(tb ) = i h cot (tb ta ). M (3.312) h cos (tb t> ) cos (t< ta ) , M sin (tb ta ) (3.311)
As an application, we use this result to calculate once more the time evolution amplitude (xb tb |xa ta ) in a way closely related to the operator method in Section 2.23. We observe that the time derivative of this amplitude has the path integral representation [compare (2.755)] i tb (xb tb |xa ta ) = D D x L(xb , xb )e h
i
tb ta
h dt L(x,x)/
(3.313) and calculate the expectation value L(xb , xb ) as a sum of the classical Lagrangian L(xcl (tb ), xcl (tb )) and the expectation value of the uctuating part of the Lagrangian L (xb , xb ) [L(xb , xb ) L(xcl (tb ), xcl (tb ))] . If the Lagrangian has the standard 2 form L = M x /2 V (x), then only the kinetic term contributes to L (xb , xb ) , so that M b x2 . (3.314) L (xb , xb ) = 2 There is no contribution from V (xb ) V (xcl (tb )) , due to the Dirichlet boundary conditions. The temporal integral over [L(xcl (tb ), xcl (tb )) L (xb , xb ) ] agrees with the operator result (2.782), and we obtain the time evolution amplitude from the formula
h (xb tb |xa ta ) = C(xb , xa )eiA(xb ,xa ;tb ta )/ exp
= L(xb , xb ) (xb tb |xa ta ),
i h
tb ta
dtb
M b x2 2
(3.315)
where A(xb , xa ; tb ta ) is the classical action A[xcl ] expressed as a function of the endpoints [recall (4.80)]. The constant of integration C(xb , xa ) is xed as in (2.768) by solving the dierential equation i h
b (xb tb |xa ta )
= pb (xb tb |xa ta ) = pcl (tb )(xb tb |xa ta ),
(3.316)
and a similar equation for xa [compare (2.769)]. Since the prefactor pcl (tb ) on the h right-hand side is obtained from the derivative of the exponential eiA(xb ,xa ;tb ta )/ in (3.315), due to the general relation (4.81), the constant of integration C(xb , xa ) is actually independent of xb and xa . Thus we obtain from (3.315) once more the known result (3.315). As an example, take the harmonic oscillator. The terms linear in x(t) = x(t) xcl (t) vanish since they are they are odd in x(t) while the exponent in (3.313) is
3.11 Correlation Functions of Charged Particle in Magnetic Field . . .
253
even. Inserting on the right-hand side of (3.314) the correlation function (3.311), we obtain in D dimensions L (xb , xb ) = h M b x2 = i D cot (tb ta ), 2 2 (3.317)
which is precisely the second term in Eq. (2.781), with the appropriate opposite sign.
3.11
Correlation Functions of Charged Particle in Magnetic Field and Harmonic Potential
It is straightforward to nd the correlation functions of a charged particle in a magnetic and an extra harmonic potential discussed in Section 2.19. They are obtained by inverting the functional matrix (2.685): G2 ,B (, ) =
(2)
h 1 D 2 (, ). M ,B
(3.318)
By an ordinary matrix inversion of (2.688), we obtain the Fourier expansion GB (, ) = with h 1 (2) G2 ,B (m ) = 2 + 2 )( 2 + 2 ) M (m + m
2 2 m + 2 B 2B m 2 2 2B m m + 2 B , (2)
1 h
m=
G2 ,B (m )eim ( ) ,
(3.319)
. (3.320)
2 2 2 2 2 Since + + = 2( 2 + B ) and + = 4B , the diagonal elements can be written as
1
2 2(m
2 2 + )(m
1 2
2 2 2 2 2 (m + + ) + (m + ) 4B 2 + ) 1 1 1 B 1 + 2 + 2 2 2 2 + 2 2 + 2 m m + m m + + +
. (3.321)
Recalling the Fourier expansion (3.245), we obtain directly the diagonal periodic correlation function G2 ,B,xx=
(2)
h cosh + (| | /2) cosh (| | h/2) h , + 4M sinh(+ h/2) sinh(h/2)

(2)
(3.322)
which is equal to G2 ,B,yy . The o-diagonal correlation functions have the Fourier components
2 (m
2B m 1 1 m 2 . = 2 2 2 + 2 ) 2 + 2 + + )(m 2 m m + +
(3.323)
254
Since m are the Fourier components of the derivative i , we can write G2 ,B,xy (, ) = G2 ,B,yx (, ) =
(2) (2)
h i 2M
1 cosh + (| | h/2) 2+ sinh(+ h/2) 1 cosh (| | h/2) .(3.324) 2 sinh( h/2) 1 sinh + (| | h/2) 2+ sinh(+h/2) 1 sinh (| | h/2) ,(3.325) 2 sinh(h/2)
Performing the derivatives yields G2 ,B,xy (, ) = G2 ,B,yx (, ) =

(2) (2)
h ( ) 2Mi
where ( ) is the step function (1.311). For a charged particle in a magnetic eld without an extra harmonic oscillator we have to take the limit B in these equations. Due to translational invariance of the limiting system, this exists only after removing the zero-mode in the Matsubara sum. This is done most simply in the nal expressions by subtracting the hightemperature limits at = . In the diagonal correlation functions (3.322) this yields 1 (2) (2) (2) G2 ,B,xx (, ) = G2 ,B,yy (, ) = G2 ,B,xx , (3.326) M+ where the prime indicates the subtraction. Now one can easily go to the limit B with the result G2 ,B,xx (, ) = G2 ,B,yy (, ) =
(2) (2)
cosh 2(| | h/2) 1 h . (3.327) 4M sinh( ) h h hB ( ). 2Mi+
For the subtracted o-diagonal correlation functions (3.325) we nd G2 ,B,xy (, ) = G2 ,B,yx (, ) = G2 ,B,xy + For more details see the literature.7
(2) (2) (2)
(3.328)
3.12
G2
Correlation Functions in Canonical Path Integral

(m,n)
Sometimes it is desirable to know the correlation functions of position and momentum variables (1 , . . . , m ; 1 , . . . , n ) x(1 )x(2 ) x(m )p(1 )p(2 ) p(n ) Dx( ) (3.329) 1 Dp( ) x(1 )x(2 ) x(m )p( ) p(1 )p(2 ) p(n ) exp Ae . 2 h
Z 1
These can be obtained from a direct extension of the generating functional (3.233) by another source k( ) coupled linearly to the momentum variable p( ): Z[j, k] =
7 h Dx( ) eAe [j,k]/ .
(3.330)
M. Bachmann, H. Kleinert, and A. Pelster, Phys. Rev. A 62 , 52509 (2000) (quant-ph/0005074); Phys. Lett. A 279 , 23 (2001) (quant-ph/0005100).
3.12 Correlation Functions in Canonical Path Integral
255
3.12.1
Harmonic Correlation Functions
For the harmonic oscillator, the generating functional (3.330) is denoted by Z [j, k] and its Euclidean action reads
h
Ae [j, k] =
d ip( )x( ) +
1 2 M 2 2 p + x j( )x( ) k( )p( ) , 2M 2
(3.331)
the partition function is denoted by Z [j, k]. Introducing the vectors in phase space V( ) = (p( ), x( )) and J( ) = (j( ), k( )), this can be written in matrix form as
h
Ae [J] =
d
0
1 T V D2 ,e V VT J , 2
(3.332)
where D2 ,e (, ) is the functional matrix D2 ,e (, ) M 2 i i M 1 ( ), [0, ]. h (3.333)
Its functional inverse is the Euclidean Green function, Gp 2 ,e (, ) = Gp 2 ,e ( ) = D1,e (, ) 2 = M 1 i i M 2

2 ( + 2 )1 ( ),
(3.334)
with the periodic boundary condition. After performing a quadratic completion as in (3.238) by shifting the path: V V = V + Gp 2 ,e J, the Euclidean action takes the form
h
(3.335)
Ae [J] =
1 1 d V T D2 ,e V 2 2
d
0 0
d JT ( )Gp 2 ,e ( )J( ).
(3.336)
The uctuations over the periodic paths V ( ) can now be integrated out and yield for J( ) 0 the oscillator partition function 1/2 Z = Det D2 ,e . (3.337) A Fourier decomposition into Matsubara frequencies D2 ,e (, ) = has the components Dp 2 ,e (m ) = with the determinants and the inverses Gp (m ) = [Dp 2 ,e (m )]1 = e M 2 m m M
1 2 m m=
1 h
Dp 2 ,e (m )eim ( ) ,
(3.338)
M 1 m
m M 2
(3.339)
2 det Dp 2 ,e (m ) = m + 2 ,
(3.340)
1 . + 2
(3.341)
256
The product of determinants (3.340) for all m required in the functional determinant of Eq. (3.337) is calculated with the rules of analytic regularization in Section 2.15, and yields the same partition function as in (3.241), and thus the same partition function (3.242): Z = 1
m=1 2 m
1 . 2 sinh( /2) h
(3.342)
We therefore obtain for arbitrary sources J( ) = (j( ), k( )) = 0 the generating functional 1 Z[J] = Z exp AJ [J] , h e with the source term AJ [J] = e 1 2
h h
(3.343)
d
0 0
d JT ( )Gp 2 ,e (, )J( ).
(3.344)
The Green function Gp 2 ,e (, ) follows immediately from Eq. (3.334) and (3.237): Gp 2 ,e (, )= Gp 2 ,e ( )= D1,e (, 2 M 1 )= i i M 2 Gp 2 ,e ( ), (3.345)
where Gp 2 ,e ( ) is the simple periodic Green function (3.248). From the functional derivatives of (3.343) with respect to j( )/ and k( )/ as in (3.299), we now nd the correlation functions h h G2 ,e,xx (, ) x( )x( ) =
(2) G2 ,e,px (, (2) G2 ,e,pp (,
h p G 2 ( ), M ,e (2) G2 ,e,xp (, ) x( )p( ) = i Gp 2 ,e ( ), h

(2)
(3.346) (3.347) (3.348) (3.349)
) p( )x( ) = i Gp 2 ,e ( ), h hM 2 Gp 2 ,e (
) p( )p( ) =
).
The correlation function x( )x( ) is the same as in the pure conguration space formulation (3.301). The mixed correlation function p( )x( ) is understood immediately by rewriting the current-free part of the action (3.331) as
h
Ae [0, 0] =
d
0
M 2 1 2 (p iM x) + x + 2 x2 2M 2
(3.350)
which shows that p( ) uctuates harmonically around the classical momentum for imaginary time iM x( ). It is therefore not surprising that the correlation function p( )x( ) comes out to be the same as that of iM x( )x( ) . Such an analogy is no longer true for the correlation function p( )p( ) . In fact, the correlation function x( )x( ) is equal to
2 x( )x( ) = M Gp 2 ,e ( ). h
(3.351)
Comparison with (3.349) reveals the relation p( )p( ) = = h 2 + 2 Gp 2 ,e ( ) M h x( )x( ) + ( ). M x( )x( ) +
(3.352)
The additional -function on the right-hand side is the consequence of the fact that p( ) is not equal to iM x, but uctuates around it harmonically.
257
For the canonical path integral of a particle in a uniform magnetic eld solved in Section 2.18, there are analogous relations. Here we write the canonical action (2.635) with a vector potential (2.632) in the Euclidean form as
h
Ae [p, x] =
d
0
1 e p B x iM x 2M c
M 2 2 x , 2
(3.353)
showing that p( ) uctuates harmonically around the classical momentum pcl ( ) = (e/c)B x iM x. For a magnetic eld pointing in the z-direction we obtain, with the frequency B = L /2 of Eq. (2.640), the following relations between the correlation functions involving momenta and those involving only coordinates given in (3.322), (3.324), (3.324): G2 ,B,xpx (, ) x( )px ( ) = iM G2 ,B,xx (, ) M B G2 ,B,xy (, ), G2 ,B,xpy (, ) x( )py ( ) = iM G2 ,B,xy (, ) + M B G2 ,B,xx (, ),
(2) G2 ,B,px px (, (2) (2) (2) (2) (2) (2)
(3.354) (3.355) (3.356)
G2 ,B,zpz (, ) z( )pz ( ) = iM G2 ,B,zz (, ), ) px ( )px ( ) +M

2 2 B
(2)
(2)
(2) = M 2 G2 ,B,xx (, (2) G2 ,B,xx (,
(2) )2iM 2B G2 ,B,xy (,
(2) G2 ,B,px py (,
) px ( )py ( ) = M
(2) G2 ,B,xy (, (2)
) + hM ( ), ) + iM
2
(3.357) ) (3.358) (3.359)
(2) G2 ,B,xx (,
2 + M 2 B G2 ,B,xy (, ),
G2 ,B,pz pz (, ) pz ( )pz ( ) = M 2 G2 ,B,zz (, ) + hM ( ).
(2)
(2)
Only diagonal correlations between momenta contain the extra -function on the right-hand side (2) 2 (2) according to the rule (3.352). Note that G2 ,B,ab (, ) = G2 ,B,ab (, ). Each correlation function is, of course, invariant under time translations, depending only on the time dierence . The correlation functions x( )x( ) and x( )y( ) are the same as before in Eqs. (3.324) and (3.325).
3.12.2
Relations between Various Amplitudes
A slight generalization of the generating functional (3.330) contains paths with xed endpoints rather than all periodic paths. If the endpoints are held xed in conguration space, one denes
x( )=xb h
(xb |xa 0)[j, k] = h

x(0)=xa
Dx
Dp 1 exp Ae [j, k] 2 h h
(3.360)
If the endpoints are held xed in momentum space, one denes

p( )=pb h
(pb |pa 0)[j, k] = h

p(0)=pa
Dx
Dp 1 exp Ae [j, k] 2 h h
(3.361)
The two are related by a Fourier transformation

+ +
(pb |pa 0)[j, k] = h
dxa
h dxb ei(pb xb pa xa )/ (xb |xa 0)[j, k] . h
(3.362)
We now observe that in the canonical path integral, the amplitudes (3.360) and (3.361) with xed endpoints can be reduced to those with vanishing endpoints with modied sources. The modication consists in shifting the current k( ) in the action by the source term ixb (b )
258
ixa ( a ) and observe that this produces in (3.361) an overall phase factor in the limit b h and a 0:
b a 0 h
lim lim (pb |pa 0)[j( ), k( ) + ixb (b ) ixa ( a )] h = exp i (pb xb pa xa ) (pb |pa 0)[j( ), k( )] . h h (3.363)
By inserting (3.363) into the inverse of the Fourier transformation (3.362),

+
(xb |xa 0)[j, k] = h
dpa 2 h
dpb i(pb xb pa xa )/ h e (pb |pa 0)[j, k], h 2 h
(3.364)
we obtain (xb |xa 0)[j, k] = lim lim (0 h|0 0)[j( ), k( ) + ixb (b ) ixa ( a )] . h
b a 0 h
(3.365)
In this way, the xed-endpoint path integral (3.360) can be reduced to a path integral with vanishing endpoints but additional -terms in the current k( ) coupled to the momentum p( ). There is also a simple relation between path integrals with xed equal endpoints and periodic path integrals. The measures of integration are related by
x( )=x h x(0)=x
DxDp = 2 h
DxDp (x(0) x) . 2 h
(3.366)
Using the Fourier decomposition of the delta function, we rewrite (3.366) as

x( )=x h x(0)=x
DxDp = lim a 0 2 h
dpa ipa x/ h e 2 h
DxDp i e 2 h
h 0
d pa ( a )x( )/ h
(3.367)
Inserting now (3.367) into (3.365) leads to the announced desired relation
+
(xb |xa 0)[k, j] = h
b a 0 a 0 h
lim lim lim
Z [j( ) ipa ( a ), k( ) + ixb (b ) ixa ( a )] ,
dpa 2 h (3.368)
where Z[j, k] is the thermodynamic partition function (3.330) summing all periodic paths. When using (3.368) we must be careful in evaluating the three limits. The limit a 0 has to be evaluated prior to the other limits b and a 0. h
3.12.3
Harmonic Generating Functionals
Here we write down explicitly the harmonic generating functionals with the above shifted source terms: k( ) = k( ) + ixb (b ) ixa ( a ) , leading to the factorized generating functional
(0) (1) p j] Z [k, = Z [0, 0]Z [k, j]Z [k, j] .
) = j( ) ip( a ), j(
(3.369)
(3.370)
The respective terms on the right-hand side of (3.370) read in detail

(0) Z [0, 0] = Z exp
1 p2 Gp (a , a ) 2p xa Gp (a , a ) + xb Gp (a , b ) xx xp xp 2 2 h

x2 Gp (a , a ) x2 Gp (b , b ) + 2xa xb Gp (a , b ) a pp b pp pp
(1) Z [k, j] =
259
, (3.371)
exp
1 h 2
d j( )[ipGp (, a ) + ixb Gp (, b ) ixa Gp (, a )] xx xp xp , (3.372)
+k( )[ipGp (, a ) + ixb Gp (, b ) ixa Gp (, a )] xp pp pp

p Z [k, j] =
exp
1 2 2 h
d1
0 0
d2 [(j(1 ), k(2 )) Gp (1 , 1 ) xx Gp (1 , 2 ) px Gp (1 , 2 ) xp Gp (1 , 2 ) pp j(2 ) k(2 ) , (3.373)
(2)
where Z is given by (3.342) and Gp (1 , 2 ) etc. are the periodic Euclidean Green functions xp G2 ,e,ab (1 , 2 ) dened in Eqs. (3.346)(3.349) in an abbreviated notation. Inserting (3.370) into (3.368) and performing the Gaussian momentum integration, over the exponentials in Z [0, 0] (1) and Z [k, j], the result is (xb |xa 0)[k, j] = (xb |xa 0)[0, 0] exp h h exp 1 2 2 h
h h (0)
1 h
(D)
d [xcl ( )j( ) + pcl ( )k( )]

0
d1
0 0
d2 [(j(1 ), k(2 ))
Gxx (1 , 2 ) (D) Gpx (1 , 2 )
Gxp (1 , 2 ) (D) Gpp (1 , 2 )
(D)
j(2 ) k(2 )
, (3.374)
where the Green functions Gab (1 , 2 ) have now Dirichlet boundary conditions. In particular, the (D) Green function Gab (1 , 2 ) is equal to (3.36) continued to imaginary time. The Green functions (D) (D) Gxp (1 , 2 ) and Gpp (1 , 2 ) are Dirichlet versions of Eqs. (3.346)(3.349) which arise from the above Gaussian momentum integrals. After performing the integrals, the rst factor without currents is (xb |xa 0)[0, 0] = lim lim lim h exp 1 2 2 h x2 a Z b a 0 a 0 2 h h 2 2 h Gp (a , a ) xx + x2 b Gp 2 (a , b ) xp Gp (b , b ) pp Gp (a , a ) xx . (3.375)
(D)
Gp 2 (a , a ) xp Gp (a , a ) pp Gp (a , a ) xx 2xa xb
Gp (a , a )Gp (a , b ) xp xp Gp (a , b ) pp Gp (a , a ) xx
Performing the limits using

a 0 a 0
h lim lim Gp (a , a ) = i , xp 2
(3.376)
where the order of the respective limits turns out to be important, we obtain the amplitude (2.403): (xb |xa 0)[0, 0] = h M 2 sinh h h exp M (x2 + x2 ) cosh 2xa xb h a b 2 sinh h h Gp (a , a )Gp (, a ) xp xx + Gp (a , ) p xp Gxx (a , a ) . (3.377)
The rst exponential in (3.374) contains a complicated representation of the classical path xcl ( ) = i b a 0 a 0 h h lim lim lim xa
260

Gp (a , b )Gp (, a ) xp xx + Gp (b , ) xp Gp (a , a ) xx
xb and of the classical momentum pcl ( ) = i b a 0 a 0 h h lim lim lim xa
(3.378)
Gp (a , a )Gp (a , ) xp xp Gp (a , ) pp Gp (a , a ) xx Gp (a , b )Gp (a , ) xp xp xb Gp (b , ) pp Gp (a , a ) xx
(3.379)
Indeed, inserting the explicit periodic Green functions (3.346)(3.349) and going to the limits we obtain xcl ( ) and pcl ( ) = iM xa cosh ( ) + xb cosh h , sinh h (3.381) = xa sinh ( ) + xb sinh h sinh h (3.380)
the rst being the imaginary-time version of the classical path (3.6), the second being related to it by the classical relation pcl ( ) = iM dxcl ( )/d . The second exponential in (3.374) quadratic in the currents contains the Green functions with Dirichlet boundary conditions Gp (1 , 0)Gp (2 , 0) xx xx , Gp (1 , 1 ) xx Gp (1 , 0)Gp (2 , 0) xx xp , G(D) (1 , 2 ) = Gp (1 , 2 ) + xp xp Gp (1 , 1 ) xx Gp (1 , 0)Gp (2 , 0) xp xx G(D) (1 , 2 ) = Gp (1 , 2 ) + , px px Gp (1 , 1 ) xx Gp (1 , 0)Gp (2 , 0) xp xp G(D) (1 , 2 ) = Gp (1 , 2 ) . pp pp Gp (1 , 1 ) xx G(D) (1 , 2 ) = Gp (1 , 2 ) xx xx After applying some trigonometric identities, these take the form h [cosh ( |1 2 |)cosh ( 1 2 )], h h 2M sinh h i h G(D) (1 , 2 ) = {(1 2 ) sinh ( |1 2 |) h xp 2 sinh h (2 1 ) sinh ( |2 1 |)+sinh ( 1 2 )}, h h i h {(1 2 ) sinh ( |1 2 |) h G(D) (1 , 2 ) = px 2 sinh h (2 1 ) sinh ( |2 1 |)sinh ( 1 2 )}, h h M h G(D) (1 , 2 ) = [cosh ( |1 2 |) + cosh ( 1 2 )]. h h pp 2 sinh h G(D) (1 , 2 ) = xx (3.386) (3.382) (3.383) (3.384) (3.385)
(3.387)
(3.388) (3.389)
The rst correlation function is, of course, the imaginary-time version of the Green function (3.206). Observe the symmetry properties under interchange of the time arguments: G(D) (1 , 2 ) = G(D) (2 , 1 ) , xx xx G(D) (1 , 2 ) px = G(D) (2 , 1 ) , px G(D) (1 , 2 ) = G(D) (2 , 1 ) , xp xp = G(D) (2 , 1 ) , pp (3.390) (3.391)
G(D) (1 , 2 ) pp
3.13 Particle in Heat Bath

and the identity G(D) (1 , 2 ) = G(D) (2 , 1 ). xp px
261
(3.392)
In addition, there are the following derivative relations between the Green functions with Dirichlet boundary conditions: G(D) (1 , 2 ) = xp G(D) (1 , 2 ) = px G(D) (1 , 2 ) = pp (D) (D) Gxx (1 , 2 ) = iM G (1 , 2 ) , 1 2 xx (D) (D) G (1 , 2 ) = iM G (1 , 2 ) , iM 1 xx 2 xx 2 hM (1 2 ) M 2 G(D) (1 2 ) . 1 2 xx iM (3.393) (3.394) (3.395)
Note that Eq. (3.382) is a nonlinear alternative to the additive decomposition (3.142) of a Green function with Dirichlet boundary conditions: into Green functions with periodic boundary conditions.
3.13
Particle in Heat Bath
The results of Section 3.8 are the key to understanding the behavior of a quantummechanical particle moving through a dissipative medium at a xed temperature T . We imagine the coordinate x(t) a particle of mass M to be coupled linearly to a heat bath consisting of a great number of harmonic oscillators Xi ( ) (i = 1, 2, 3, . . .) with various masses Mi and frequencies i . The imaginary-time path integral in this heat bath is given by (xb h|xa 0) =
i
DXi ( ) 1 h 1 h
h 0 h 0
x( )=xb h x(0)=xa
Dx( ) (3.396) ci Xi ( )x( )

i
exp exp
d
i
Mi 2 (Xi + 2 Xi2 ) i 2
M 2 x + V (x( )) 2
1 , i Zi
where we have allowed for an arbitrary potential V (x). The partition functions of the individual bath oscillators h Mi 2 1 (Xi + 2 Xi2 ) Zi DXi ( ) exp d i h 0 2 1 = (3.397) 2 sinh( i /2) h have been divided out, since their thermal behavior is trivial and will be of no interest in the sequel. The path integrals over Xi ( ) can be performed as in Section 3.1 leading for each oscillator label i to a source expression like (3.243), in which ci x( ) plays the role of a current j( ). The result can be written as (xb h|xa 0) =
x( )=xb h x(0)=xa
Dx( ) exp
1 h
h 0
M 2 1 x + V (x( )) Abath [x] , 2 h (3.398)
262
where Abath [x] is a nonlocal action for the particle motion generated by the bath Abath [x] = 1 2
h 0
h 0
d x( )( )x( ).
(3.399)
The function ( ) is the weighted periodic correlation function (3.248): ( ) = =

i
c2 i
i
1 p G 2 ( ) Mi i ,e (3.400)
c2 cosh i (| | h/2) i . 2Mi i sinh(ih/2)
Its Fourier expansion has the Matsubara frequencies m = 2kB T / h ( ) = with the coecients m =
i
1 h
m eim ( ) ,
m=
(3.401)
c2 1 i . 2 2 Mi m + i
(3.402)
Alternatively, we can write the bath action in the form corresponding to (3.276) as Abath [x] = 1 2
h 0
d x( )0 ( )x( ),
(3.403)
with the weighted nonperiodic correlation function [recall (3.277)] 0 ( ) = c2 i ei | | . 2Mi i (3.404)
The bath properties are conveniently summarized by the spectral density of the bath c2 i b ( ) 2 ( i ). (3.405) i 2Mi i The frequencies i are by denition positive numbers. The spectral density allows us to express 0 ( ) as the spectral integral 0 ( ) = and similarly ( ) =
0 0
d b ( )e | | , 2
(3.406)
d cosh (| | h/2) b ( ) . 2 sinh( h/2)
(3.407)
3.13 Particle in Heat Bath
263
For the Fourier coecients (3.402), the spectral integral reads m =

0
2 d b ( ) 2 . 2 m + 2
(3.408)
It is useful to subtract from these coecients the rst term 0 , and to invert the sign of the remainder making it positive denite. Thus we split m = 2
0
2 d b ( ) 1 2 m 2 2 m +
= 0 gm .
(3.409)
Then the Fourier expansion (3.401) separates as ( ) = 0 p ( ) g( ), where p ( ) is the periodic -function (3.279): p ( ) = 1 h
m= n=
(3.410)
eim ( ) =
( n ), h
(3.411)
the right-hand sum following from Poissons summation formula (1.197). The subtracted correlation function 1 g( ) = h has the coecients gm =
i 2 c2 m i = 2 Mi m + 2 i 0 2 d b ( ) 2m . 2 2 m + 2
g(m )eim ( ) ,
m=
(3.412)
(3.413)
The corresponding decomposition of the bath action (3.399) is Abath [x] = Aloc + Abath [x], where Abath [x] = and 1 2
h 0 h 0
(3.414)
d x( )g( )x( ),
(3.415)
h 0 d x2 ( ), (3.416) 2 0 is a local action which can be added to the original action in Eq. (3.398), changing merely the curvature of the potential V (x). Because of this eect, it is useful to introduce a frequency shift 2 via the equation
Aloc =
M 2 0 = 2
d b ( ) = 2
c2 i . Mi 2 i
(3.417)
264
Then the local action (3.416) becomes Aloc = M 2 2

h 0
d x2 ( ).
(3.418)
This can be absorbed into the potential of the path integral (3.398), yielding a renormalized potential M Vren (x) = V (x) + 2 x2 . (3.419) 2 With the decomposition (3.414), the path integral (3.398) acquires the form (xb h|xa 0) =
x( )=xb h x(0)=xa
Dx( ) exp
1 h
h 0
M 2 1 x + Vren (x( )) Abath [x] . 2 h (3.420)
The subtracted correlation function (3.412) has the property

h 0
d g( ) = 0.
(3.421)
Thus, if we rewrite in (3.415) 1 x( )x( ) = {x2 ( ) + x2 ( ) [x( ) x( )]2 }, 2 the rst two terms do not contribute, and we remain with Abath [x] = 1 4
h 0
(3.422)
h 0
d g( )[x( ) x( )]2 .
(3.423)
If the oscillator frequencies i are densely distributed, the function b ( ) is continuous. As will be shown later in Eqs. (18.208) and (18.311), an oscillator bath introduces in general a friction force into classical equations of motion. If this is to have the usual form M x(t), the spectral density of the bath must have the approximation b ( ) 2M (3.424) [see Eqs. (18.208), (18.311)]. This approximation is characteristic for Ohmic dissipation. In general, a typical friction force increases with only for small frequencies; for larger , it decreases again. An often applicable phenomenological approximation is the so-called Drude form b ( ) 2M
2 D , 2 D + 2
(3.425)
where 1/D D is Drudes relaxation time. For times much shorter than the Drude time D , there is no dissipation. In the limit of large D , the Drude form describes again Ohmic dissipation.
3.14 Heat Bath of Photons
265
Inserting (3.425) into (3.413), we obtain the Fourier coecients for Drude dissipation
2 gm = 2MD 0 2 1 d 2m D = M|m | . 2 2 2 D + 2 m + 2 |m | + D
(3.426)
It is customary, to factorize gm M|m |m, so that Drude dissipation corresponds to m = D , |m | + D (3.428) (3.427)
and Ohmic dissipation to m . The Drude form of the spectral density gives rise to a frequency shift (3.417) 2 = D , which goes to innity in the Ohmic limit D . (3.429)
3.14
Heat Bath of Photons
The heat bath in the last section was a convenient phenomenological tool to reproduce the Ohmic friction observed in many physical systems. In nature, there can be various dierent sources of dissipation. The most elementary of these is the deexcitation of atoms by radiation, which at zero temperature gives rise to the natural line width of atoms. The photons may form a thermally equilibrated gas, the most famous example being the cosmic black-body radiation which is a gas of the photons of 3 K left over from the big bang 15 billion years ago (and which create a sizable fraction of the blips on our television screens). The theoretical description is quite simple. We decompose the vector potential A(x, t) of electromagnetism into Fourier components of wave vector k A(x, t) =
k
ck (x)Xk (t),
ck =
eikx , 2k V
=
k
d3 kV . (2)3
(3.430)
The Fourier components Xk (t) can be considered as a sum of harmonic oscillators of frequency k = c|k|, where c is the light velocity. A photon of wave vector k is a quantum of Xk (t). A certain number N of photons with the same wave vector can be described as the Nth excited state of the oscillator Xk (t). The statistical sum of these harmonic oscillators led Planck to his famous formula for the energy of black-body radiation for photons in an otherwise empty cavity whose walls have a temperature T . These will form the bath, and we shall now study its eect on the quantum mechanics of a charged point particle. Its coupling to the vector potential is given by the interaction (2.626). Comparison with the coupling to the
266

i ci Xi ( )x( )
heat bath in Eq. (3.396) shows that we simply have to replace k ck Xk ( )x( ). The bath action (3.399) takes then the form Abath [x] = 1 2
h 0
by
h 0
d xi ( )ij (x( ), ; x( ), )xj ( ),
(3.431)
where ij (x, ; x , ) is a 3 3 matrix generalization of the correlation function (3.400): ij (x, ; x , ) = e2 hc2
j i ck (x)ck (x ) Xk ( )Xk ( ) . k
(3.432)
We now have to account for the fact that there are two polarization states for each photon, which are transverse to the momentum direction. We therefore introduce a transverse Kronecker symbol
T ij k
( ij k i k j /k2 )
(3.433)
i and write the correlation function of a single oscillator Xk ( ) as
j i Gij k ( ) = Xk ( )Xk ( ) = hTk kk Gp 2 ,e k ( ), ij k with Gp 2 ,e k ( ) Thus we nd ij (x, ; x , ) = e2 c2 d3 k T ij eik(xx ) cosh k (| | h/2) k . 3 (2) 2k sinh(k h/2) 1 cosh k (| | h/2) . 2k sinh(k h/2)
(3.434)
(3.435)
(3.436)
At zero temperature, and expressing k = c|k|, this simplies to ij (x, ; x , ) = e2 c3 d3 k T ij eik(xx )c|k|| | . (2)3 k 2|k| (3.437)
Forgetting for a moment the transverse Kronecker symbol and the prefactor e2 /c2 , the integral yields GR (x, ; x , ) = e 1 1 , 2 c2 ( )2 + (x x )2 /c2 4 (3.438)
which is the imaginary-time version of the well-known retarded Green function used in electromagnetism. If the system is small compared to the average wavelengths in the bath we can neglect the retardation and omit the term (x x )2 /c2 . In the nite-temperature expression (3.437) this amounts to neglecting the x-dependence.
3.15 Harmonic Oscillator in Ohmic Heat Bath
267
The transverse Kronecker symbol can then be averaged over all directions of the wave vector and yields simply 2 ij /3, and we obtain the approximate function ij (x, ; x , ) = 2e2 ij 1 3c2 2c2 d cosh (| | h/2) . 2 sinh( /2) h (3.439)
This has the generic form (3.407) with the spectral function of the photon bath pb ( ) = e2 . 3c2 (3.440)
This has precisely the Ohmic form (3.424), but there is now an important dierence: the bath action (3.431) contains now the time derivatives of the paths x( ). This gives rise to an extra factor 2 in (3.424), so that we may dene a spectral density for the photon bath: e2 pb ( ) 2M 3 , = 2 . (3.441) 6c M In contrast to the usual friction constant in the previous section, this has the dimension 1/frequency.
3.15
Harmonic Oscillator in Ohmic Heat Bath
For a harmonic oscillator in an Ohmic heat bath, the partition function can be calculated as follows. Setting Vren (x) = M 2 2 x, 2 (3.442)
the Fourier decomposition of the action (3.420) reads Ae = M h kB T

2 2 2 x0 + m + 2 + m m |xm |2 . 2 m=1
(3.443)
The harmonic potential is the full renormalized potential (3.419). Performing the Gaussian integrals using the measure (2.439), we obtain the partition function for the damped harmonic oscillator of frequency [compare (2.400)]
damp Z
kB T = h
m=1
2 m + 2 + m m 2 m
(3.444)
For the Drude dissipation (3.426), this can be written as

damp Z =
kB T h
2 m (m + D ) . 3 2 2 2 m=1 m + m D + m ( + D ) + D
(3.445)
Let w1 , w2 , w3 be the roots of the cubic equation w 3 w 2 D + w( 2 + D ) 2 D = 0. (3.446)
268
Then we can rewrite (3.445) as

damp Z =
kB T h
m m m + D m . m m=1 m + w1 m + w2 m + w3
(3.447)
Using the product representation of the Gamma function8 (z) = lim and the fact that w1 + w2 + w3 D = 0, the partition function (3.447) becomes
damp Z =
nz n z
m m=1 m + z
(3.448)
w1 w2 w3 = 2 D ,
(3.449)
1 (w1 /1 )(w2 /1 )(w3 /1) , 2 1 (D /1 )
(3.450)
where 1 = 2kB T / is the rst Matsubara frequency, such that wi /1 = wi /2. h In the Ohmic limit D , the roots w1 , w2 , w3 reduce to w1 = /2 + i, with and (3.450) simplies further to
damp Z =
w1 = /2 i, 2 2 /4,
w3 = D ,
(3.451) (3.452)
1 (w1 /1 )(w2 /1 ). 2 1
(3.453)
For vanishing friction, the roots w1 and w2 become simply w1 = i, w2 = i, and the formula9 (1 z)(z) = (3.454) sin z can be used to calculate 1 1 = , (3.455) (i/1 )(i/1 ) = sinh(/1) sinh( /2kB T ) h showing that (3.450) goes properly over into the partition function (3.214) of the undamped harmonic oscillator. The free energy of the system is F (T ) = kB T [log(/21) log (D /1 ) + log (w1 /1 ) + log (w2 /1 ) + log (w3 /1 )] .
8 9
(3.456)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 8.322. ibid., Formula 8.334.3.
3.15 Harmonic Oscillator in Ohmic Heat Bath
269
Using the large-z behavior of log (z)10 log (z) = z 1 1 1 1 log z z + log 2 + O(1/z 5 ), 2 2 12z 360z 3 (3.457)
we nd the free energy at low temperature F (T ) E0 where E0 = h [w1 log(w1 /D ) + w2 log(w2 /D ) + w3 log(w3 /D )] 2 (3.459) 1 1 2 1 + + w1 w2 w1 w1 w2 w3 (kB T )2 = E0 2 (kB T )2 , (3.458) 6 h 6 h
is the ground state energy. For small friction, this reduces to E0 = 4 h D 2 1+ + O( 3 ). + log 2 2 16 D (3.460)
The T 2 -behavior of F (T ) in Eq. (3.458) is typical for Ohmic dissipation. At zero temperature, the Matsubara frequencies m = 2mkB T / move arbih trarily close together, so that Matsubara sums become integrals according to the rule d 1 m . (3.461) T 0 h m 2 0 Applying this limiting procedure to the logarithm of the product formula (3.445), the ground state energy can also be written as an integral h E0 = 2
0 3 2 m + m D + m ( 2 + D ) + D 2 , dm log 2 m (m + D )
(3.462)
which shows that the energy E0 increases with the friction coecient . It is instructive to calculate the density of states dened in (1.578). Inverting the Laplace transform (1.577), we have to evaluate () = 1 2i
+i i damp d ei Z (),
(3.463)
where is an innitesimally small positive number. In the absence of friction, the h integral over Z () = e (n+1/2) yields n=0
() =
n=0
( (n + 1/2) ). h
(3.464)
In the presence of friction, we expect the sharp -function spikes to be broadened. The calculation is done as follows: The vertical line of integration in the complex -plane in (3.463) is moved all the way to the left, thereby picking up the poles
270
Figure 3.5 Poles in complex -plane of Fourier integral (3.463) coming from the Gamma functions of (3.450)
of the Gamma functions which lie at negative integer values of wi /2. From the representation of the Gamma function11 (z) =
1
dt tz1et +
(1)n n=0 n!(z + n)
(3.465)
we see the size of the residues. Thus we obtain the sum 1 () =

3
Rn,i e2n/wi ,
n=1 i=1
(3.466)
Rn,1 =
(1)n1 (nw2 /w1)(nw3 /w1 ) , 2 w1 (n 1)! (nD /w1 )
(3.467)
with analogous expressions for Rn,2 and Rn,3 . The sum can be done numerically and yields the curves shown in Fig. 3.6 for typical underdamped and overdamped situations. There is an isolated -function at the ground state energy E0 of (3.459) which is not widened by the friction. Right above E0 , the curve continues from a nite value (E0 + 0) = /6 2 determined by the rst expansion term in (3.458).
3.16
Harmonic Oscillator in Photon Heat Bath
It is straightforward to extend this result to a photon bath where the spectral density is given by (3.441) and (3.468) becomes
damp Z
10 11
kB T = h
m=1
2 3 m + 2 + m 2 m
(3.468)
ibid., Formula 8.327. ibid., Formula 8.314.

3.17 Perturbation Expansion of Anharmonic Systems
271
( E0 )
3.5 3 () 2.5 2 1.5 1 0.5 0
( E0 )
3.5 3 () 2.5 2 1.5 1 0.5 0 /
Figure 3.6 Density of states for weak and strong damping in natural units. On the left, the parameters are / = 0.2, D / = 10, on the right / = 5, D / = 10. For more details see Hanke and Zwerger in Notes and References.
with = e2 /6c2 M. The power of m accompanying the friction constant is increased by two units. Adding a Drude correction for the high-frequency behavior we replace by m /(m + D ) and obtain instead of (3.445)
damp Z =
kB T h
2 m (m + D )(1 + D ) . 3 2 2 2 m=1 m (1 + D ) + m D + m + D
(3.469)
The resulting partition function has again the form (3.450), except that w123 are the solutions of the cubic equation w 3 (1 + D ) w 2 D + w 2 2D = 0. (3.470)
Since the electromagnetic coupling is small, we can solve this equation to lowest order in . If we also assume D to be large compared to , we nd the roots
e w1 pb /2 + i, e w1 pb /2 i, e w3 D /(1 + pb D / 2),
(3.471)
where we have introduced an eective friction constant of the photon bath

e pb =
e2 2, 2 M 6c
(3.472)
which has the dimension of a frequency, just as the usual friction constant in the previous heat bath equations (3.451).
3.17
Perturbation Expansion of Anharmonic Systems
If a harmonic system is disturbed by an additional anharmonic potential V (x), to be called interaction, the path integral can be solved exactly only in exceptional cases. These will be treated in Chapters 8, 13, and 14. For suciently smooth and small potentials V (x), it is always possible to expand the full partition in powers of the interaction strength. The result is the so-called perturbation series. Unfortunately, it only renders reliable numerical results for very small V (x) since, as we shall prove
272
in Chapter 17, the expansion coecients grow for large orders k like k!, making the series strongly divergent. The can only be used for extremely small perturbations. Such expansions are called asymptotic (more in Subsection 17.10.1). For this reason we are forced to develop a more powerful technique of studying anharmonic systems in Chapter 5. It combines the perturbation series with a variational approach and will yield very accurate energy levels up to arbitrarily large interaction strengths. It is therefore worthwhile to nd the formal expansion in spite of its divergence. Consider the quantum-mechanical amplitude (xb tb |xa ta ) =
x(tb )=xb x(ta )=xa
Dx exp
i h i h
tb ta
dt
M 2 2 x M x2 V (x) 2 2
(3.473)
and expand the integrand in powers of V (x), which leads to the series (xb tb |xa ta ) =
x(tb )=xb x(ta )=xa
Dx 1
tb
tb ta
dtV (x(t))
tb ta tb ta
1 2! 2 h i + 3 3! h
ta tb ta
dt2 V (x(t2 )) dt3 V (x(t3 ))

tb ta
dt1 V (x(t1 )) dt2 V (x(t2 )) .

tb ta
dt1 V (x(t1 )) + . . . (3.474)
exp
i h
dt
M 2 x 2 x2 2
If we decompose the path integral in the nth term into a product (2.4), the expansion can be rewritten as i tb (xb tb |xa ta ) = (xb tb |xa ta ) dt1 dx1 (xb tb |x1 t1 )V (x1 )(xb tb |xa ta ) (3.475) h ta tb tb 1 2 dt2 dt1 dx1 dx2 (xb tb |x2 t2 )V (x2 )(x2 t2 |x1 t1 )V (x1 )(x1 t1 |xa ta ) + . . . . ta 2! ta h A similar expansion can be given for the Euclidean path integral of a partition function Z= where we obtain Z = Dx 1 1 h
h 0
Dx exp
1 h
h 0
M 2 (x + 2 x2 ) + V (x) 2
h 0 h 0 h 0 h 0
(3.476)
d V (x( )) +
h 0
1 2! 2 h
d2 V (x(2 ))
d1 V (x(1 ))
1 3! 3 h 1 h
d3 V (x(3 )) dt
d2 V (x(2 )) .
d1 V (x(1 )) + . . . (3.477)
exp
h 0
2 M 2 x + M x2 2 2
The individual terms are obviously expectation values of powers of the Euclidean interaction Aint,e
h 0
d V (x( )),
(3.478)
3.17 Perturbation Expansion of Anharmonic Systems
273
calculated within the harmonic-oscillator partition function Z . The expectation values are dened by ...
1 Z
Dx . . . exp
1 h
h 0
M 2 (x + 2x2 ) 2
(3.479)
With these, the perturbation series can be written in the form Z = 1 1 Aint,e h
1 2 2 Aint,e 2! h
1 3 3 Aint,e 3! h
+ . . . Z .
(3.480)
As we shall see immediately, it is preferable to resum the prefactor into an exponential of a series 1 1 1 2 3 Aint,e + 2 Aint,e 3 Aint,e + . . . h 2! h 3! h 1 1 1 2 = exp Aint,e + A3 ,c + . . . . 2 Aint,e ,c h 2! h 3! 3 int,e h 1
(3.481)
The expectation values A3 ,c are called cumulants. They are related to the int,e original expectation values by the cumulant expansion:12 A2 int,e
,c
A3 ,c int,e
= = . . .
[Aint,e Aint,e ] A3 3 A2 int,e int,e .
A2 int,e
Aint,e
2 2 3
(3.482)
,
[Aint,e Aint,e ]
Aint,e
+ 2 Aint,e
(3.483)
The cumulants contribute directly to the free energy F = (1/) log Z. From (3.481) and (3.480) we conclude that the anharmonic potential V (x) shifts the free energy of the harmonic oscillator F = (1/) log[2 sinh( /2)] by h F = 1 1 Aint,e h
1 A2 2! 2 int,e h
,c
1 A3 3! 3 int,e h
,c
+ ... .
(3.484)
Whereas the original expectation values An int,e grow for large with the nth power of , due to contributions of n disconnected diagrams of rst order in g which are integrated independently over from 0 to h, the cumulants An int,,e are proportional to , thus ensuring that the free energy F has a nite limit, the ground state energy E0 . In comparison with the ground state energy of the unperturbed harmonic system, the energy E0 is shifted by E0 = lim
12
1 Aint,e h
1 A2 2! 2 int,e h
,c
1 A3 3! 3 int,e h
,c
+ ... .
(3.485)
Note that the subtracted expressions in the second lines of these equations are particularly simple only for the lowest two cumulants given here.
274
There exists a simple functional formula for the perturbation expansion of the partition function in terms of the generating functional Z [j] of the unperturbed harmonic system. Adding a source term into the action of the path integral (3.476), we dene the generating functional of the interacting theory: Z[j] = Dx exp 1 h
h 0
M 2 x + 2 x2 + V (x) jx 2
(3.486)
The interaction can be brought outside the path integral in the form
Z[j] = e h 1 h 0
d V (/j( ))
Z [j] .
(3.487)
The interacting partition function is obviously Z = Z[0]. (3.488)
Indeed, after inserting on the right-hand side the explicit path integral expression for Z[j] from (3.233): Z [j] = Dx exp 1 h 1 h
h 0
M 2 (x + 2 x2 ) jx 2
(3.489)
and expanding the exponential in the prefactor

e h 1 h 0
d V (/j( ))
= 1
h 0
d V (/j( ))
h h 1 d1 V (/j(1 )) (3.490) d2 V (/j(2 )) 2 0 2! 0 h h h h 1 3 d3 V (/j(3 )) d2 V (/(2 )) d1 V (/(1 )) + . . . , 0 0 3! 0 h the functional derivatives of Z[j] with respect to the source j( ) generate inside the path integral precisely the expansion (3.480), whose cumulants lead to formula (3.484) for the shift in the free energy. Before continuing, let us mention that the partition function (3.476) can, of course, be viewed as a generating functional for the calculation of the expectation values of the action and its powers. We simply have to form the derivatives with respect to h1 : n n 1 . (3.491) A =Z n Z [j] 1 h h 1 =0 For a harmonic oscillator where Z is given by (3.242), this yields
1 A = lim Z h2 h
h Z = lim h = 0. h 2 sinh h/2 h
(3.492)
The same result is, incidentally, obtained by calculating the expectation value of the action with analytic regularization: d d 2 2 + = 2 2 + 2 2 2 + 2 The integral vanishes by Veltmans rule (2.500). x2 ( ) + 2 x2 ( ) = d = 0. (3.493) 2
3.18 Rayleigh-Schrdinger and Brillouin-Wigner Perturbation Expansion o
275
3.18
Rayleigh-Schrdinger and Brillouin-Wigner o Perturbation Expansion
The expectation values in formula (3.484) can be evaluated by means of the socalled Rayleigh-Schrdinger perturbation expansion, also referred to as old-fashioned o perturbation expansion. This expansion is particularly useful if the potential V (x) is not a polynomial in x. Examples are V (x) = (x) and V (x) = 1/x. In these two cases the perturbation expansions can be summed to all orders, as will be shown for the rst example in Section 9.5. For the second example the reader is referred to the literature.13 We shall explicitly demonstrate the procedure for the ground state and the excited energies of an anharmonic oscillator. Later we shall also give expansions for scattering amplitudes. To calculate the free-energy shift F in Eq. (3.484) to rst order in V (x), we need the expectation Aint,e
1 Z h 0
d1
dxdx1 (x h|x1 1 ) V (x1 )(x1 1 |x 0) .
(3.494)
The time evolution amplitude on the right describes the temporal development of the harmonic oscillator located initially at the point x, from the imaginary time 0 up to 1 . At the time 1 , the state is subject to the interaction depending on its position x1 = x(1 ) with the amplitude V (x1 ). After that, the state is carried to the nal state at the point x by the other time evolution amplitude. To second order we have to calculate the expectation in V (x): 1 2 A 2 int,e
1 Z h 0
d2
h 0
d1
dxdx2 dx1 (x h|x2 2 ) V (x2 ) (3.495)
(x2 2 |x1 1 ) V (x1 )(x1 1 |x 0) .
The integration over 1 is taken only up to 2 since the contribution with 1 > 2 would merely render a factor 2. The explicit evaluation of the integrals is facilitated by the spectral expansion (2.293). The time evolution amplitude at imaginary times is given in terms of the eigenstates n (x) of the harmonic oscillator with the energy En = h(n + 1/2):
(xb b |xa a ) =
h n (xb )n (xa )eEn (b a )/ . n=0
(3.496)
The same type of expansion exists also for the real-time evolution amplitude. This leads to the Rayleigh-Schrdinger perturbation expansion for the energy shifts o of all excited states, as we now show. The amplitude can be projected onto the eigenstates of the harmonic oscillator. For this, the two sides are multiplied by the harmonic wave functions n (xb ) and
13
M.J. Goovaerts and J.T. Devreese, J. Math. Phys. 13, 1070 (1972).
276
n (xa ) of quantum number n and integrated over xb and xa , respectively, resulting in the expansion
dxb dxa n (xb )(xb tb |xa ta )n (xa ) = dxb dxa n (xb )(xb tb |xa ta ) n (xa )
1+
i n|Aint|n h
1 2 2 n|Aint |n 2! h
tb ta
i 3 3 n|Aint |n 3! h
+ ... ,
(3.497)
with the interaction Aint The expectation values are dened by n| . . . |n where is the projection of the quantum-mechanical partition function of the harmonic oscillator ZQM, =
n=0 1 ZQM,,n dxb dxa n (xb ) x(tb )=xb x(ta )=xa h Dx . . . eiA / n (xa ), (3.499)
dt V (x(t)).
(3.498)
ZQM,,n ei(n+1/2)(tb ta )
(3.500)
ei(n+1/2)(tb ta )
[see (2.40)] onto the nth excited state. The expectation values are calculated as in (3.494), (3.495). To rst order in V (x), one has n|Aint |n
1 ZQM,,n tb ta
dt1
dxb dxa dx1 n (xb )(xb tb |x1 t1 )
V (x1 )(x1 t1 |xa ta ) n (xa ).
(3.501)
The time evolution amplitude on the right-hand side describes the temporal development of the initial state n (xa ) from the time ta to the time t1 , where the interaction takes place with an amplitude V (x1 ). After that, the time evolution amplitude on the left-hand side carries the state to n (xb ). To second order in V (x), the expectation value is given by the double integral
t2 tb 1 1 dt1 dxb dxa dx2 dx1 dt2 n|A2 |n ZQM,,n int 2 ta ta n (xb )(xb tb |x2 t2 ) V (x2 )(x2 t2 |x1 t1 ) V (x1 )(x1 t1 |xa ta ) n (xa ).
(3.502)
As in (3.495), the integral over t1 ends at t2 . By analogy with (3.481), we resum the corrections in (3.497) to bring them into the exponent: 1+ i 1 i 2 n|Aint |n n|A3 |n + . . . int 2 n|Aint |n h 2! h 3! 3 h i 1 i 2 = exp n|Aint|n n|A3 |n int 2 n|Aint |n ,c h 2! h 3! 3 h (3.503)
,c
+ ... .
3.18 Rayleigh-Schrdinger and Brillouin-Wigner Perturbation Expansion o
277
The cumulants in the exponent are n|A2 |n int

,c
n|A3 |n ,c int
= = . . . .
n|A2 |n n|Aint |n 2 int 2 n|[Aint n|Aint |n ] |n , n|A3 |n 3 n|A2 |n n|Aint |n int int n|[Aint n|Aint |n ]3 |n ,
(3.504)
+ 2 n|Aint |n
(3.505)
From (3.503), we obtain the energy shift of the nth oscillator energy En = i h tb ta tb ta lim i n|Aint |n h
1 2 2 n|Aint |n ,c 2! h i 3 n|A3 |n ,c + . . . , int 3! h
(3.506)
which is a generalization of formula (3.485) which was valid only for the ground state energy. At n = 0, the new formula goes over into (3.485), after the usual analytic continuation of the time variable. The cumulants can be evaluated further with the help of the real-time version of the spectral expansion (3.496):
(xb tb |xa ta ) = To rst order in V (x), it leads to n|Aint |n
h n (xb )n (xa )eiEn (tb ta )/ . n=0
(3.507)
tb ta
dt
dxn (x)V (x)n (x) (tb ta )Vnn .
(3.508)
To second order in V (x), it yields 1 n|A2 |n int 2

1 ZQM,,n
e
k
dt1 ta ta iEn (tb t2 )/ iEk (t2 t1 )/ iEn (t1 ta )/ h h h
tb
dt2
t2
(3.509) Vnk Vkn .
The right-hand side can also be written as

tb ta
dt2
t2 ta
dt1
k
h h ei(En Ek )t2 / +i(Ek En )t1 / Vnk Vkn
(3.510)
and becomes, after the time integrations, h2 Vnk Vkn h i (tb ta ) h ei(En Ek )(tb ta )/ 1 Ek En En Ek . (3.511)
278
As it stands, the sum makes sense only for the Ek = En -terms. In these, the second term in the curly brackets can be neglected in the limit of large time dierences tb ta . The term with Ek = En must be treated separately by doing the integral directly in (3.510). This yields Vnn Vnn so that 1 n|A2 |n int 2
(tb ta )2 , 2
(3.512)
Vnm Vmn (tb ta )2 i (tb ta ) + Vnn Vnn h . 2 m=n Em En
(3.513)
The same result could have been obtained without the special treatment of the Ek = En -term by introducing articially an innitesimal energy dierence Ek En = in (3.511), and by expanding the curly brackets in powers of tb ta . 1 When going over to the cumulants 2 n|A2 |n ,c according to (3.504), the k = n int term is eliminated and we obtain 1 n|A2 |n int 2
,c
Vnk Vkn i (tb ta ). h k=n Ek En Vnk Vkn . k=n Ek En
(3.514)
For the energy shifts up to second order in V (x), we thus arrive at the simple formula 1 En + 2 En = Vnn (3.515)
The higher expansion coecients become rapidly complicated. The correction of third order in V (x), for example, is 3 En = Vnk Vkn Vnk Vkl Vln Vnn . 2 k=n (Ek En ) k=n l=n (Ek En )(El En ) En = Rnn (En + En ), (3.516)
For comparison, we recall the well-known formula of Brillouin-Wigner equation 14 (3.517)
where Rnn (E) are the diagonal matrix elements n|R(E)|n of the level shift operator R(E) which solves the integral equation 1 Pn R(E). R(E) = V + V EH (3.518)
The operator Pn |n n| is the projection operator onto the state |n . The factors n ensure that the sums over the intermediate states exclude the quantum 1P
L. Brillouin and E.P. Wigner, J. Phys. Radium 4, 1 (1933); M.L. Goldberger and K.M. Watson, Collision Theory, John Wiley & Sons, New York, 1964, pp. 425430.
14
3.19 Level-Shifts and Perturbed Wave Functions from Schrdinger Equation o
279
number n of the state under consideration. The integral equation is solved by the series expansion in powers of V : 1 Pn V + V 1 Pn V 1 Pn V + . . . . R(E) = V + V E H E H E H (3.519)
Up to the third order in V , Eq. (3.517) leads to the Brillouin-Wigner perturbation expansion E En = Rnn (E) = Vnn + Vnk Vkl Vln Vnk Vkn + + . . . , (3.520) E Ek k=n l=n (E Ek )(E El ) k=n
which is an implicit equation for En = E En . The Brillouin-Wigner equation (3.517) may be converted into an explicit equation for the level shift En :
2 1 En = Rnn (En ) + Rnn (En )Rnn (En )+[Rnn (En )Rnn (En )2 + 2 Rnn (En )Rnn (En )] 2 3 1 +[Rnn (En )Rnn (En )3 + 3 Rnn (En )Rnn (En )Rnn (En )+ 6 Rnn (En )Rnn (En )]+ . . . .(3.521) 2
Inserting (3.520) on the right-hand side, we recover the standard RayleighSchrdinger perturbation expansion of quantum mechanics,which coincides precisely o with the above perturbation expansion of the path integral whose rst three terms were given in (3.515) and (3.516). Note that starting from the third order, the explicit solution (3.521) for the level shift introduces more and more extra disconnected terms with respect to the simple systematics in the Brillouin-Wigner expansion (3.520). For arbitrary potentials, the calculation of the matrix elements Vnk can become quite tedious. A simple technique to nd them is presented in Appendix 3A. The calculation of the energy shifts for the particular interaction V (x) = gx4 /4 is described in Appendix 3B. Up to order g 3 , the result is En = h g (2n + 1) + 3(2n2 + 2n + 1)a4 2 4 2 g 1 2(34n3 + 51n2 + 59n + 21)a8 4 h g 3 1 + 4 3(125n4 + 250n3 + 472n2 + 347n + 111)a12 2 2 . 4 h
(3.522)
The perturbation series for this as well as arbitrary polynomial potentials can be carried out to high orders via recursion relations for the expansion coecients. This is done in Appendix 3C.
3.19
Level-Shifts and Perturbed Wave Functions from Schrdinger Equation o
It is instructive to rederive the perturbation expansion from ordinary operator Schrdinger theory. o This derivation provides us also with the perturbed eigenstates to any desired order.
280
The Hamiltonian operator H is split into a free and an interacting part H = H0 + V . Let |n be the eigenstates of H0 and | (n) those of H:
(n) H0 |n = E0 |n ,
(3.523)
H| (n) = E (n) | (n) .
(3.524)
We shall assume that the two sets of states |n and | (n) are orthogonal sets, the rst with unit norm, the latter normalized by scalar products a(n) n| (n) = 1. n Due to the completeness of the states |n , the states | (n) can be expanded as where | (n) = |n +
m=n
(3.525)
a(n) |m , m
(3.526)
a(n) m| (n) m
(3.527)
are the components of the interacting states in the free basis. Projecting the right-hand Schrdinger o equation in (3.524) onto m| and using (3.527), we obtain E0
(m) (n) am
+ m|V | (n) = E (n) a(n) . m
(3.528)
Inserting here (3.526), this becomes E0

(m) (n) am
+ m|V |n +
ak
k=n
(n)
m|V |k = E (n) a(n) , m
(3.529)
and for m = n, due to the special normalization (3.525), E0

(n)
+ n|V |n +
(n)
ak
k=n
(n)
n|V |k = E (n) .
(3.530)
where we have introduced the notation m am n| for the combination of states m| am n| , for brevity. This equation can now easily be solved perturbatively order by order in powers of the inter(n) action strength. To count these, we replace V by g V and expand am as well as the energies E (n) in powers of g as: a(n) (g) = m and E (n) = E0
(n) l=1
Multiplying this equation with am and subtracting it from (3.529), we eliminate the unknown (n) exact energy E (n) , and obtain a set of coupled algebraic equations for am : 1 (n) m a(n) n|V |n + a(n) = (n) ak m a(n) n|V |k , (3.531) m m m (m) E0 E0 k=n
(n) (n)
am,l (g)l
(n)
(m = n),
(3.532)
l=1
(g)l El .
(n)
(3.533)
3.20 Calculation of Perturbation Series via Feynman Diagrams
281
Inserting these expansions into (3.530), and equating the coecients of g, we immediately nd the perturbation expansion of the energy of the nth level E1 El
(n) (n) (n)
= =
n|V |n ,
k=n
(3.534) l > 1. (3.535)
ak,l1 n|V |k
(n)
The expansion coecients am,l are now determined by inserting the ansatz (3.532) into (3.531). This yields am,1 = and for l > 1:
(n) am,l = (n) (m)
E0
m|V |n
E0
(n)
(3.536)
a(n) m,l1 (m) (n) E0 E0
l2
n|V |n +
(n) ak,l1
k=n
m|V |k
(n) am,l k=n
(n) ak,l1l
l =1
n|V |k .
(3.537)
Together with (3.534), (3.535), and (3.536), this is a set of recursion relations for the coecients (n) (n) am,l and El . The recursion relations allow us to recover the perturbation expansions (3.515) and (3.516) for the energy shift. The second-order result (3.515), for example, follows directly from (3.537) and (3.538), the latter giving E2
(n)
Using (3.534) and (3.535), this can be simplied to l1 1 (n) (n) (n) (n) ak,l1 m|V |k am,l Ell . am,l = (m) (n) E0 E0 k=n l =1
(3.538)
=
k=n
ak,1 n|V |k =
(n)
k|V |n n|V |k
k=n
E0 E0
(k)
(n)
(3.539)
If the potential V = V () is a polynomial in x, its matrix elements n|V |k are nonzero only for n x in a nite neighborhood of k, and the recursion relations consist of nite sums which can be solved exactly.
3.20
Calculation of Perturbation Series via Feynman Diagrams
The expectation values in formula (3.484) can be evaluated also in another way which can be applied to all potentials which are simple polynomials pf x. Then the partition function can be expanded into a sum of integrals associated with certain Feynman diagrams. The procedure is rooted in the Wick expansion of correlation functions in Section 3.10. To be specic, we assume the anharmonic potential to have the form g V (x) = x4 . 4 (3.540)
The graphical expansion terms to be found will be typical for all so-called 4 theories of quantum eld theory.
282
To calculate the free energy shift (3.484) to rst order in g, we have to evaluate the harmonic expectation of Aint,e . This is written as Aint,e
g 4
h 0
d x4 ( ) .
(3.541)
The integrand contains the correlation function x(1 )x(2 )x(3 )x(4 )
= G2 (1 , 2 , 3 , 4 )
(4)
at identical time arguments. According to the Wick rule (3.302), this can be expanded into the sum of three pair terms G2 (1 , 2 )G2 (3 , 4 ) + G2 (1 , 3 )G2 (2 , 4 ) + G2 (1 , 4 )G2 (2 , 3 ), where G2 (, ) are the periodic Euclidean Green functions of the harmonic oscillator [see (3.301) and (3.248)]. The expectation (3.541) is therefore equal to the integral h g (2) Aint,e = 3 d G2 (, )2 . (3.542) 4 0 The right-hand side is pictured by the Feynman diagram .
3
(2) (2) (2) (2) (2) (2) (2)
Because of its shape this is called a two-loop diagram. In general, a Feynman diagram consists of lines meeting at points called vertices. A line connecting two points (2) represents the Green function G2 (1 , 2 ). A vertex indicates a factor g/4 and a h variable to be integrated over the interval (0, h). The present simple diagram has only one point, and the -arguments of the Green functions coincide. The number underneath counts how often the integral occurs. It is called the multiplicity of the diagram. To second order in V (x), the harmonic expectation to be evaluated is A2 int,e
g 4
2 0
d2
h 0
d1 x4 (2 )x4 (1 ) .
(8)
(3.543)
The integral now contains the correlation function G2 (1 , . . . , 8 ) with eight time arguments. According to the Wick rule, it decomposes into a sum of 7!! = 105 (2) products of four Green functions G2 (, ). Due to the coincidence of the time arguments, there are only three dierent types of contributions to the integral (3.543): A2 int,e
g 4
2 0
d2
h 0
d1 72G2 (2 , 2 )G2 (2 , 1 )2 G2 (1 , 1 )
(2) (2)
(2)
(2)
(2)
+24G2 (2 , 1 )4 + 9G2 (2 , 2 )2 G2 (1 , 1 )2 .
(2)
(3.544)
The integrals are pictured by the following Feynman diagrams composed of three loops:
283
.
72 24 9
They contain two vertices indicating two integration variables 1 , 2 . The rst two diagrams with the shape of three bubbles in a chain and of a watermelon, respectively, are connected diagrams, the third is disconnected . When going over to the cumulant A2 ,c , the disconnected diagram is eliminated. int,e To higher orders, the counting becomes increasingly tedious and it is worth developing computer-algebraic techniques for this purpose. Figure 3.7 shows the diagrams for the free-energy shift up to four loops. The cumulants eliminate precisely all disconnected diagrams. This diagram-rearranging property of the logarithm is very general and happens to every order in g, as can be shown with the help of functional dierential equations. 1 2!
F = F +
3
1 3!
+
72 24
+
2592 1728
+
3456
+
1728
+ ...
Figure 3.7 Perturbation expansion of free energy up to order g3 (four loops).
The lowest-order term F containing the free energy of the harmonic oscillator [recall Eqs. (3.242) and (2.518)] F = 1 h log 2 sinh 2 (3.545)
is often represented by the one-loop diagram 1 1 (2) F = Tr log G2 = 2 2 h

h 0
d log G2 (, ) =
(2)
1 2
(3.546)
With it, the graphical expansion in Fig. 3.7 starts more systematically with one loop rather than two. The systematics is, however, not perfect since the line in the one-loop diagram does not show that integrand contains a logarithm. In addition, the line is not connected to any vertex. All -variables in the diagrams are integrated out. The diagrams have no open lines and are called vacuum diagrams. The calculation of the diagrams in Fig. 3.7 is simplied with the help of a factorization property: If a diagram consists of two subdiagrams touching each other
284
at a single vertex, its Feynman integral factorizes into those of the subdiagrams. Thanks to this property, we only have to evaluate the following integrals (omitting the factors g/4 for each vertex) h = = =
h 0
d G2 (, ) = ha2 ,
0
(2)
h h 0
1 (2) d1 d2 G2 (1 , 2 )2 h a4 , 2
0 2
h h h 0 0
d1 d2 d3 G2 (1 , 2 )G2 (2 , 3 )G2 (3 , 1 )
(2)
(2)
(2)
h = =
0
1
0
a6 , 3
h h
1 (2) d1 d2 G2 (1 , 2 )4 h a8 , 2
0 2
h h h 0 0
d1 d2 d3 G2 (1 , 2 )G2 (2 , 3 )G2 (3 , 1 )3
(2)
(2)
(2)
1 h =
0 0
a10 , 3 d1 d2 d3 G2 (1 , 2 )2 G2 (2 , 3 )2 G2 (3 , 1 )2 (3.547)
(2) (2) (2)
h h h 0 2
a12 . 3
Note that in each expression, the last -integral yields an overall factor h, due to the translational invariance along the -axis. The others give rise to a factor 1/, for dimensional reasons. The temperature-dependent quantities a2L are labeled by V the number of vertices V and lines L of the associated diagrams. Their dimension is length to the nth power [corresponding to the dimension of the n x( )-variables in the diagram]. For more than four loops, there can be more than one diagram for each V and L, such that one needs an additional label in a2L to specify the diagram V uniquely. Each a2L may be written as a product of the basic length scale ( /M)L h V multiplied by a function of the dimensionless variable x : h a2L V = h M
L 2L V (x).
(3.548)
2L The functions V (x) are listed in Appendix 3D. As an example for the application of the factorization property, take the Feynman integral of the second third-order diagram in Fig. 3.7 (called a daisy diagram
285
because of its shape):

h h h 0 0 0
d1 d2 d3 G2 (1 , 2 )G2 (2 , 3 )G2 (3 , 1 ) G2 (1 , 1 )G2 (2 , 2 )G2 (3 , 3 ).

(2) (2) (2)
(2)
(2)
(2)
It decomposes into a product between the third integral in (3.547) and three powers of the rst integral: Thus we can immediately write = h In terms of a2L , the free energy becomes V F = F + 1 g 2 g 4 72a2 a4 a2 + 24a8 (3.549) 3a 2 2 4 2! 4 h g 3 1 2592a2 (a4 )2 a2 + 1728a6 (a2 )3 + 3456a10 a2 + 1728a12 + . . . . + 2 2 2 3 3 3 3! 4 h 1
2
a6 (a2 )3 . 3
In the limit T 0, the integrals (3.547) behave like a4 2 a8 2 a12 3 a4 , 1 8 a, 2 3 12 a , 8 a6 3 a10 3 3 6 a, 2 5 10 a , 8
(3.550)
and the free energy reduces to F = g h g 4 + 3a 2 4 4

2
42a8
1 g + h 4
4 333a12
1 h
+ ... .
(3.551)
In this limit, it is simpler to calculate the integrals (3.547) directly with the zero(2) temperature limit of the Green function (3.301), which is G2 (, ) = a2 e| | with a2 = h/2M [see (3.248)]. The limits of integration must, however, be shifted h /2 by half a period to /2 d before going to the limit, so that one evaluates d h rather than 0 d (the latter would give the wrong limit since it misses the left-hand side of the peak at = 0). Before integration, the integrals are conveniently split as in Eq. (3D.1).
286
3.21
Perturbative Denition of Interacting Path Integrals
In Section 2.15 we have seen that it is possible to dene a harmonic path integral without time slicing by dimensional regularization. With the techniques developed so far, this denition can trivially be extended to path integrals with interactions, if these can be treated perturbatively. We recall that in Eq. (3.480), the partition function of an interacting system can be expanded in a series of harmonic expectation values of powers of the interaction. The procedure is formulated most conveniently in terms of the generating functional (3.486) using formula (3.487) for the generating functional with interactions and Eq. (3.488) for the associated partition. The harmonic generating functional on the right-hand side of (3.487), Z [j] = Dx exp 1 h
h 0
M 2 (x + 2x2 ) jx 2
(3.552)
can be evaluated with analytic regularization as described in Section (2.15) and yields, after a quadratic completion [recall (3.243), (3.244)]: Z [j] = 1 1 exp 2 sin( /2) h 2M h
h 0
h 0
d j( )Gp 2 ,e ( )j( ) , (3.553)
where Gp 2 ,e ( ) is the periodic Green function (3.248) Gp 2 ,e ( ) = 1 cosh ( h/2) , 2 sinh( /2) h [0, h]. (3.554)
As a consequence, Formula (3.487) for the generating functional of an interacting theory

Z[j] = e h 1 h 0
d V ( /j( )) h
Z [j] ,
(3.555)
is completely dened by analytic regularization. By expanding the exponential prefactor as in Eq. (3.490), the full generating functional is obtained from the harmonic one without any further path integration. Only functional dierentiations are required to nd the generating functional of all interacting interacting correlation functions Z[j] from the harmonic one Z [j]. This procedure yields the perturbative denition of arbitrary path integrals. It is widely used in the quantum eld theory of particle physics15 and critical phenomena16 It is also the basis for an important extension of the theory of distributions to be discussed in detail in Sections 10.610.11. It must be realized, however, that the perturbative denition is not a complete denition. Important contributions to the path integral may be missing: all those
C. Itzykson and J.-B. Zuber, Quantum Field Theory, McGraw-Hill (1985). H. Kleinert and V. Schulte-Frohlinde, Critical Properties of 4 -Theories, World Scientic, Singapore 2001, pp. 1487 (www.physik.fu-berlin.de/~kleinert/re.html#b8).
16
15
3.22 Generating Functional of Connected Correlation Functions
287
which are not expandable in powers of the interaction strength g. Such contributions are essential in understanding many physical phenomena, for example, tunneling, to be discussed in Chapter 17. Interestingly, however, information on such phenomena can, with appropriate resummation techniques to be developed in Chapter 5, also be extracted from the large-order behavior of the perturbation expansions, as will be shown in Subsection 17.10.4.
3.22
Generating Functional of Connected Correlation Functions
In Section 3.10 we have seen that the correlation functions obtained from the functional derivatives of Z[j] via relation (3.295) contain many disconnected parts. The physically relevant free energy F [j] = kB T log Z[j], on the other hand, contains only in the connected parts of Z[j]. In fact, from statistical mechanics we know that meaningful description of a very large thermodynamic system can only be given in terms of the free energy which is directly proportional to the total volume V . The partition function Z = eF/kB T has no meaningful innite-volume limit, also called the thermodynamic limit, since it contains a power series in V . Only the free energy density f F/V has an innite-volume limit. The expansion of Z[j] diverges therefore for V . This is why in thermodynamics we always go over to the free energy density by taking the logarithm of the partition function. This is calculated entirely from the connected diagrams. Due to this thermodynamic experience we expect the logarithm of Z[j] to provide us with a generating functional for all connected correlation functions. To avoid factors kB T we dene this functional as W [j] = log Z[j], (3.556)
and shall now prove that the functional derivatives of W [j] produce precisely the connected parts of the Feynman diagrams for each correlation function. (n) Consider the connected correlation functions Gc (1 , . . . , n ) dened by the functional derivatives W [j] . (3.557) G(n) (1 , . . . , n ) = c j(1 ) j(n ) Ultimately, we shall be interested only in these functions with zero external current, where they reduce to the physically relevant connected correlation functions. For the general development in this section, however, we shall consider them as functionals of j( ), and set j = 0 only at the end. Of course, given all connected correlation functions G(n) (1 , . . . , n ), the full c correlation functions G(n) (1 , . . . , n ) in Eq. (3.295) can be recovered via simple composition laws from the connected ones. In order to see this clearly, we shall derive the general relationship between the two types of correlation functions in Section 3.22.2. First, we shall prove the connectedness property of the derivatives (3.557).
288
3.22.1
Connectedness Structure of Correlation Functions
We rst prove that the generating functional W [j] collects only connected diagrams in its Taylor coecients n W/j(1 ) . . . j(n ). Later, after Eq. (3.585), we shall see that these functional derivatives comprise all connected diagrams in G(n) (1 , . . . , n ). Let us write the path integral for the generating functional Z[j] as follows (here we use natural units with h = 1): Z[j] = with the action Ae [x, j] =
h 0 h Dx eAe [x,j]/ ,
(3.558)
M 2 x + 2x2 + V (x) j( )x( ) . 2
(3.559)
In the following structural considerations we shall use natural physical units in which h = 1, for simplicity of the formulas. By analogy with the integral identity dx d F (x) e = 0, dx
which holds by partial integration for any function F (x) which goes to innity for x , the functional integral satises the identity Dx eAe [x,j] = 0, x( ) (3.560)
since the action Ae [x, j] goes to innity for x . Performing the functional derivative, we obtain Dx Ae [x, j] Ae [x,j] e = 0. x( ) (3.561)
To be specic, let us consider the anharmonic oscillator with potential V (x) = x4 /4!. We have chosen a coupling constant /4! instead of the previous g in (3.540) since this will lead to more systematic numeric factors. The functional derivative of the action yields the classical equation of motion Ae [x, j] = M( + 2x) + x3 j = 0, x x( ) 3! which we shall write as Ae [x, j] = G1 x + x3 j = 0, 0 x( ) 3! (3.563) (3.562)
where we have set G0 (, ) G(2) to get free space for upper indices. With this notation, Eq. (3.561) becomes Dx G1 x( ) + 0 3 x ( ) j( ) eAe [x,j] = 0. 3! (3.564)
289
We now express the paths x( ) as functional derivatives with respect to the source current j( ), such that we can pull the curly brackets in front of the integral. This leads to the functional dierential equation for the generating functional Z[j]:

With the short-hand notation
G1 + 0 j( ) 3! j( ) Zj(1 )j(2 )...j(n ) [j]
j( ) Z[j] = 0.
(3.565)
Z[j], j(1 ) j(2 ) j(n )
(3.566)
where the arguments of the currents will eventually be suppressed, this can be written as G1 Zj( ) + 0 Zj( )j( )j( ) j( ) = 0. 3! (3.567)
Inserting here (3.556), we obtain a functional dierential equation for W [j]: G1 Wj + 0 Wjjj + 3Wjj Wj + Wj3 j = 0. 3! (3.568)
We have employed the same short-hand notation for the functional derivatives of W [j] as in (3.566) for Z[j], Wj(1 )j(2 )...j(n ) [j] W [j], j(1 ) j(2 ) j(n ) (3.569)
suppressing the arguments 1 , . . . , n of the currents, for brevity. Multiplying (3.568) functionally by G0 gives Wj = G0 Wjjj + 3Wjj Wj + Wj3 + G0 j. 3! (3.570)
We have omitted the integral over the intermediate s, for brevity. More specically, we have written G0 j for d G0 (, )j( ). Similar expressions abbreviate all functional products. This corresponds to a functional version of Einsteins summation convention. Equation (3.570) may now be expressed in terms of the one-point correlation function G(1) = Wj , c dened in (3.557), as (1) (1) G(1) = G0 Gc jj + 3Gc j G(1) + G(1) c c c 3!
3
(3.571)
+ G0 j.
(3.572)
290
The solution to this equation is conveniently found by a diagrammatic procedure displayed in Fig. 3.8. To lowest, zeroth, order in we have G(1) = G0 j. c (3.573)
From this we nd by functional integration the zeroth order generating functional W0 [j] W0 [j] = 1 Dj G(1) = jG0 j, c 2 (3.574)
up to a j-independent constant. Subscripts of W [j] indicate the order in the interaction strength . Reinserting (3.573) on the right-hand side of (3.572) gives the rst-order expression G(1) = G0 c 3G0 G0 j + (G0 j)3 + G0 j, 3! (3.575)
represented diagrammatically in the second line of Fig. 3.8. Equation (3.575) can be integrated functionally in j to obtain W [j] up to rst order in . Diagrammatically, this process amounts to multiplying each open lines in a diagram by a current j, and dividing the arising j n s by n. Thus we arrive at W0 [j] + W1 [j] = 1 jG0 j G0 (G0 j)2 (G0 j)4 , 2 4 24 (3.576)
Figure 3.8 Diagrammatic solution of recursion relation (3.570) for the generating functional W [j] of all connected correlation functions. First line represents Eq. (3.572), second (3.575), third (3.576). The remaining lines dene the diagrammatic symbols.
291
as illustrated in the third line of Fig. 3.8. This procedure can be continued to any order in . The same procedure allows us to prove that the generating functional W [j] collects only connected diagrams in its Taylor coecients n W/j(x1 ) . . . j(xn ). For the lowest two orders we can verify the connectedness by inspecting the third line in Fig. 3.8. The diagrammatic form of the recursion relation shows that this topological property remains true for all orders in , by induction. Indeed, if we suppose it to be true for some n, then all G(1) inserted on the right-hand side are connected, and c so are the diagrams constructed from these when forming G(1) to the next, (n + 1)st, c order. Note that this calculation is unable to recover the value of W [j] at j = 0 which is an unknown integration constant of the functional dierential equation. For the purpose of generating correlation functions, this constant is irrelevant. We have seen in Fig. 3.7 that W [0], which is equal to F/kB T , consists of the sum of all connected vacuum diagrams contained in Z[0].
3.22.2
Correlation Functions versus Connected Correlation Functions
Using the logarithmic relation (3.556) between W [j] and Z[j] we can now derive general relations between the n-point functions and their connected parts. For the one-point function we nd G(1) ( ) = Z 1 [j] Z[j] = W [j] = G(1) ( ). c j( ) j( ) (3.577)
This equation implies that the one-point function representing the ground state expectation value of the path x( ) is always connected: x( ) G(1) ( ) = G(1) ( ) = X. c Consider now the two-point function, which decomposes as follows: G(2) (1 , 2 ) = Z 1 [j] Z[j] j(1 ) j(2 ) W [j] Z[j] = Z 1 [j] j(1 ) j(2 ) = Z 1 [j] Wj(1 )j(2 ) + Wj(1 ) Wj(2 ) Z[j] = G(2) (1 , 2 ) + G(1) (1 ) G(1) (2 ) . c c c (3.579) (3.578)
In addition to the connected diagrams with two ends there are two connected diagrams ending in a single line. These are absent in a x4 -theory at j = 0 because of the symmetry of the potential, which makes all odd correlation functions vanish. In that case, the two-point function is automatically connected.
292
For the three-point function we nd G(3) (1 , 2 , 3 ) = Z 1 [j] Z[j] j(1 ) j(2 ) j(3 ) = Z 1 [j] W [j] Z[j] j(1 ) j(2 ) j(3 ) Wj(3 )j(2 ) + Wj(2 ) Wj(3 ) Z[j] = Z 1 [j] j(1 ) = Z 1 [j] Wj(1 )j(2 )j(3 ) + Wj(1 ) Wj(2 )j(3 ) + Wj(2 ) Wj(1 )j(3 ) + Wj(3 ) Wj(1 )j(2 ) + Wj(1 ) Wj(2 ) Wj(3 ) Z[j] = G(3) (1 , 2 , 3 ) + G(1) (1 )G(2) (2 , 3 ) + 2 perm + G(1) (1 )G(1) (2 )G(1) (3 ), c c c c c c and for the four-point function G(4) (1 , . . . , 4 ) = G(4) (1 , . . . , 4 ) + G(3) (1 , 2 , 3 ) G(1) (4 ) + 3 perm c c c + G(2) (1 , 2 ) G(2) (3 , 4 ) + 2 perm c c + G(2) (1 , 2 ) G(1) (3 )G(1) (4 ) + 5 perm c c c + G(1) (1 ) G(1) (4 ). c c (3.581)
(3.580)
In the pure x4 -theory there are no odd correlation functions, because of the symmetry of the potential. For the general correlation function G(n) , the total number of terms is most easily retrieved by dropping all indices and dierentiating with respect to j (the arguments 1 , . . . , n of the currents are again suppressed): G(1) = eW eW G(2) = eW eW G(3) = eW eW G(4) = eW eW
j jj jjj jjjj
= Wj = G(1) c = Wjj + Wj 2 = G(2) + G(1) 2 c c = Wjjj + 3Wjj Wj + Wj 3 = G(3) + 3G(2) G(1) + G(1)3 c c c c = Wjjjj + 4Wjjj Wj + 3Wjj 2 + 6Wjj Wj 2 + Wj 4 = G(4) + 4G(3) G(1) + 3G(2)2 + 6G(2) G(1)2 + G(1)4 . c c c c c c c (3.582)
All equations follow from the recursion relation G(n) = G j

(n1) (n1)
+ G(n1) G(1) , c
n 2,
(3.583)
= G(n) and the initial relation G(1) = G(1) . By comparing the if one uses Gc j c c rst four relations with the explicit expressions (3.579)(3.581) we see that the numerical factors on the right-hand side of (3.582) refer to the permutations of the arguments 1 , 2 , 3 , . . . of otherwise equal expressions. Since there is no problem in
293
reconstructing the explicit permutations we shall henceforth write all composition laws in the short-hand notation (3.582). The formula (3.582) and its generalization is often referred to as cluster decomposition, or also as the cumulant expansion, of the correlation functions. We can now prove that the connected correlation functions collect precisely all connected diagrams in the n-point functions. For this we observe that the decomposition rules can be inverted by repeatedly dierentiating both sides of the equation W [j] = log Z[j] functionally with respect to the current j: G(1) c G(2) c G(3) c G(4) c = = = = G(1) G(2) G(1) G(1) G(3) 3G(2) G(1) + 2G(1)3 G(4) 4G(3) G(1) + 12G(2) G(1)2 3G(2)2 6G(1)4 .
(3.584)
Each equation follows from the previous one by one more derivative with respect to j, and by replacing the derivatives on the right-hand side according to the rule G j = G(n+1) G(n) G(1) .
(n)
(3.585)
Again the numerical factors imply dierent permutations of the arguments and the subscript j denotes functional dierentiations with respect to j. Note that Eqs. (3.584) for the connected correlation functions are valid for symmetric as well as asymmetric potentials V (x). For symmetric potentials, the equations simplify, since all terms involving G(1) = X = x vanish. It is obvious that any connected diagram contained in G(n) must also be contained (n) in G(n) , since all the terms added or subtracted in (3.584) are products of G j s, and c thus necessarily disconnected. Together with the proof in Section 3.22.1 that the correlation functions G(n) contain only the connected parts of G(n) , we can now be c sure that G(n) contains precisely the connected parts of G(n) . c
3.22.3
Functional Generation of Vacuum Diagrams
The functional dierential equation (3.570) for W [j] contains all information on the connected correlation functions of the system. However, it does not tell us anything about the vacuum diagrams of the theory. These are contained in W [0], which remains an undetermined constant of functional integration of these equations. In order to gain information on the vacuum diagrams, we consider a modication of the generating functional (3.558), in which we set the external source j equal to zero, but generalize the source j( ) in (3.558) coupled linearly to x( ) to a bilocal form K(, ) coupled linearly to x( )x( ): Z[K] = where Ae [x, K] is the Euclidean action Ae [x, K] A0 [x] + Aint [x] + Dx( ) eAe [x,K], 1 2 (3.586)
d x( )K(, )x( ).
(3.587)
294
When forming the functional derivative with respect to K(, ) we obtain the correlation function in the presence of K(, ): G(2) (, ) = 2Z 1 [K] Z . K(, ) (3.588)
At the end we shall set K(, ) = 0, just as previously the source j. When dierentiating Z[K] twice, we obtain the four-point function G(4) (1 , 2 , 3 , 4 ) = 4Z 1 [K] 2Z . K(1 , 2 )K(3 , 4 ) (3.589)
As before, we introduce the functional W [K] log Z[K]. Inserting this into (3.588) and (3.589), we nd W , (3.590) K(, ) W W 2W + G(4) (1 , 2 , 3 , 4 ) = 4 . (3.591) K(1 , 2 )K(3 , 4 ) K(1 , 2 ) K(3 , 4 ) G(2) (, ) = 2 With the same short notation as before, we shall use again a subscript K to denote functional dierentiation with respect to K, and write G(2) = 2WK , G(4) = 4 [WKK + WK WK ] = 4WKK + G(2) G(2) . (3.592)
From Eq. (3.582) we know that in the absence of a source j and for a symmetric potential, G(4) has the connectedness structure G(4) = G(4) + 3G(2) G(2) . c c c (3.593)
This shows that in contrast to Wjjjj , the derivative WKK does not directly yield a connected four-point function, but two disconnected parts: 4WKK = G(4) + 2G(2) G(2) , c c c (3.594)
the two-point functions being automatically connected for a symmetric potential. More explicitly, (3.594) reads 4 2 W K(1 , 2 )K(3 , 4 ) = G(4) (1 , 2 , 3 , 4 ) + G(2) (1 , 3 )G(2) (2 , 4 ) + G(2) (1 , 4 )G(2) (2 , 3 ). (3.595) c c c c c Let us derive functional dierential equations for Z[K] and W [K]. By analogy with (3.560) we start out with the trivial functional dierential equation Dx x( ) eAe [x,K] = ( )Z[K], x( ) (3.596)
295
which is immediately veried by a functional integration by parts. Performing the functional derivative yields Dx x( ) or Dx d d x( )G1 (, )x( ) + 0 x( )x3 ( ) eAe [x,K] = ( )Z[K]. 3! (3.598) Ae [x, K] Ae [x,K] e = ( )Z[K], x( ) (3.597)
For brevity, we have absorbed the source in the free-eld correlation function G0 : G0 [G1 K]1 . 0 (3.599)
The left-hand side of (3.598) can obviously be expressed in terms of functional derivatives of Z[K], and we obtain the functional dierential equation whose short form reads 1 (3.600) G1 ZK + ZKK = Z. 0 3 2 Inserting Z[K] = eW [K], this becomes 1 G1 WK + (WKK + WK WK ) = . 0 3 2 It is useful to reconsider the functional W [K] as a functional W [G0 ]. G0 /K = G2 , and the derivatives of W [K] become 0 WK = G2 WG0 , 0 and (3.601) takes the form 1 G0 WG0 + (G4 WG0 G0 + 2G3 WG0 + G4 WG0 WG0 ) = . 0 0 0 3 2 (3.603) WKK = 2G3 WG0 + G4 WG0 G0 , 0 0 (3.601) Then (3.602)
This equation is represented diagrammatically in Fig. 3.9. The zeroth-order solution
G0 WG0 = 8
1 1 G4 WG0 G0 + 2G0 G2 WG0 + WG0 G2 G2 WG0 + 0 0 0 0 4! 2
Figure 3.9 Diagrammatic representation of functional dierential equation (3.603). For the purpose of nding the multiplicities of the diagrams, it is convenient to represent here by a vertex the coupling strength /4! rather than g/4 in Section 3.20.
296
to this equation is obtained by setting = 0: 1 (3.604) W (0) [G0 ] = Tr log(G0 ). 2 Explicitly, the right-hand side is equal to the one-loop contribution to the free energy in Eq. (3.546), apart from a factor . The corrections are found by iteration. For systematic treatment, we write W [G0 ] as a sum of a free and an interacting part, W [G0 ] = W (0) [G0 ] + W int [G0 ], (3.605)
insert this into Eq. (3.603), and nd the dierential equation for the interacting part: 2 int int int int int G0 WG0 + (G4 WG0 G0 + 3G3 WG0 + G4 WG0 WG0 ) = 6 G. 0 0 0 3 4! 0 (3.606)
This equation is solved iteratively. Setting W int [G0 ] = 0 in all terms proportional to , we obtain the rst-order contribution to W int [G0 ]: 2 G. (3.607) 4! 0 This is precisely the contribution (3.542) of the two-loop Feynman diagram (apart from the dierent normalization of g). In order to see how the iteration of Eq. (3.606) may be solved systematically, let us ignore for the moment the functional nature of Eq. (3.606), and treat G0 as an ordinary real variable rather than a functional matrix. We expand W [G0 ] in a Taylor series: p 1 int Wp W [G0 ] = (G0 )2p , (3.608) p! 4! p=1 W int [G0 ] = 3 and nd for the expansion coecients the recursion relation Wp+1 = 4 [2p (2p 1) + 3(2p)] Wp +

p1 q=1
p q
2q Wq 2(p q)Wpq . (3.609)
Solving this with the initial number W1 = 3, we obtain the multiplicities of the connected vacuum diagrams of pth order: 3, 96, 9504, 1880064, 616108032, 301093355520, 205062331760640, 185587468924354560, 215430701800551874560, 312052349085504377978880.(3.610) To check these numbers, we go over to Z[G] = eW [G0 ] , and nd the expansion:
1 1 Z[G0 ] = exp Tr log G0 + Wp 2 4! p=1 p!
1 = Det1/2 [G0 ] 1 + zp 4! p=1 p!
(G0 )2p
(G0 )2p .
(3.611)
297
The expansion coecients zp count the total number of vacuum diagrams of order p. The exponentiation (3.611) yields zp = (4p 1)!!, which is the correct number of Wick contractions of p interactions x4 . In fact, by comparing coecients in the two expansions in (3.611), we may derive another recursion relation for Wp : Wp + 3 p1 p1 p1 Wp1 + 75 3 + . . . + (4p 5)!! 1 2 p1 = (4p 1)!!, (3.612)
which is fullled by the solutions of (3.609). In order to nd the associated Feynman diagrams, we must perform the differentiations in Eq. (3.606) functionally. The numbers Wp become then a sum of diagrams, for which the recursion relation (3.609) reads Wp+1= 4G4 0
d d2 Wp + 3 G3 Wp + 0 2 d d
p1 q=1
p q
d d Wq G2 G2 Wpq , 0 0 d d
(3.613)
where the dierentiation d/d removes one line connecting two vertices in all possible ways. This equation is solved diagrammatically, as shown in Fig. 3.10.
Wp+1 = 4
G4 0
d2 d Wp + 3 G3 Wp + 0 d 2 d
p1
q=1
p q
d Wq G2 G2 0 0 d
d Wpq d
Figure 3.10 Diagrammatic representation of recursion relation (3.609). A vertex represents the coupling strength .
Starting the iteration with W1 = 3 , we have dWp /d = 6 and 2 d Wp /d = 6 . Proceeding to order ve loops and going back to the usual vertex notation , we nd the vacuum diagrams with their weight factors as shown in Fig. 3.11. For more than ve loops, the reader is referred to the paper quoted in Notes and References, and to the internet address from which Mathematica programs can be downloaded which solve the recursion relations and plot all diagrams of W [0] and the resulting two- and four-point functions.
2
3.22.4
Correlation Functions from Vacuum Diagrams
The vacuum diagrams contain information on all correlation functions of the theory. One may rightly say that the vacuum is the world. The two- and four-point functions are given by the functional derivatives (3.592) of the vacuum functional W [K]. Diagrammatically, a derivative with respect to K corresponds to cutting one line of a vacuum diagram in all possible ways. Thus, all diagrams of the two-point function G(2) can be derived from such cuts, multiplied by a factor 2. As an example, consider
298
diagrams and multiplicities g1 g2 1 2! 3 gg q ggg q q
q q 24 l + 72
g3
1 3!
g q q q q q 1728 Tm + 3456 l + 2592 q
g gggg + 1728 q qg q q q g qg
i g gg q q q g q q ql q 1 q q g g + 497664 q m + 165888 q l + 248832 l q qq q q q q q 62208 q q + 66296 g + 248832 q q T q 4! g g q g g g q l+ 124416 ggggg + 248832 ggg + 62208 g qqg g q q q q q q qq q q q q 165888 g g
Figure 3.11 Vacuum diagrams up to ve loops and their multiplicities. The total numbers to orders gn are 3, 96, 9504, 1880064, respectively. In contrast to Fig. 3.10, and to the previous diagrammatic notation in Fig. 3.7, a vertex stands here for /4! for brevity. For more than ve loops see the tables on the internet (http://www.physik.fu-berlin/~kleinert/b3/programs).
the rst-order vacuum diagram of W [K] in Fig. 3.11. Cutting one line, which is possible in two ways, and recalling that in Fig. 3.11 a vertex stands for /4! rather than , as in the other diagrams, we nd W1 [0] = 1 8 G1 (1 , 2 ) = 2
(2)
1 2 8
(3.614)
The second equation in (3.592) tells us that all connected contributions to the four-point function G(4) may be obtained by cutting two lines in all combinations, and multiplying the result by a factor 4. As an example, take the second-order vacuum diagrams of W [0] with the proper translation of vertices by a factor 4!, which are 1 1 W2 [0] = + . (3.615) 16 48 Cutting two lines in all possible ways yields the following contributions to the connected diagrams of the two-point function: G(4) = 4 2 1 1 1 +43 16 48 . (3.616)
It is also possible to nd all diagrams of the four-point function from the vacuum diagrams by forming a derivative of W [0] with respect to the coupling constant ,
299
and multiplying the result by a factor 4!. This follows directly from the fact that this dierentiation applied to Z[0] yields the correlation function d x4 . As an example, take the rst diagram of order g 3 in Table 3.11 (with the same vertex convention as in Fig. 3.11): 1 W2 [0] = . (3.617) 48 Removing one vertex in the three possible ways and multiplying by a factor 4! yields G(4) = 4! 1 3 48 . (3.618)
3.22.5
Generating Functional for Vertex Functions. Eective Action
Apart from the connectedness structure, the most important step in economizing the calculation of Feynman diagrams consists in the decomposition of higher connected correlation functions into one-particle irreducible vertex functions and one-particle irreducible two-particle correlation functions, from which the full amplitudes can easily be reconstructed. A diagram is called one-particle irreducible if it cannot be decomposed into two disconnected pieces by cutting a single line. There is, in fact, a simple algorithm which supplies us in general with such a decomposition. For this purpose let us introduce a new generating functional [X], to be called the eective action of the theory. It is dened via a Legendre transformation of W [j]: [X] W [j] Wj j. (3.619)
Here and in the following, we use a short-hand notation for the functional multiplication, Wj j = d Wj ( )j( ), which considers elds as vectors with a continuous index . The new variable X is the functional derivative of W [j] with respect to j( ) [recall (3.569)]: X( ) W [j] Wj( ) = x j( )
j( ) ,
(3.620)
and thus gives the ground state expectation of the eld operator in the presence of the current j. When rewriting (3.619) as [X] W [j] X j, X [X] = j. (3.621)
and functionally dierentiating this with respect to X, we obtain the equation (3.622)
This equation shows that the physical path expectation X( ) = x( ) , where the external current is zero, extremizes the eective action: X [X] = 0. (3.623)
300
We shall study here only physical systems for which the path expectation value is a constant X( ) X0 . Thus we shall not consider systems which possess a timedependent X0 ( ), although such systems can also be described by x4 -theories by 2 admitting more general types of gradient terms, for instance x( 2 k0 )2 x. The ensuing -dependence of X0 ( ) may be oscillatory.17 Thus we shall assume a constant X0 = x |j=0 , (3.624)
which may be zero or non-zero, depending on the phase of the system. Let us now demonstrate that the eective action contains all the information on the proper vertex functions of the theory. These can be found directly from the functional derivatives: (n) (1 , . . . , n ) ... [X] . (3.625) X(1 ) X(n ) We shall see that the proper vertex functions are obtained from these functions by a Fourier transform and a simple removal of an overall factor (2)D ( n i ) i=1 to ensure momentum conservation. The functions (n) (1 , . . . , n ) will therefore be called vertex functions, without the adjective proper which indicates the absence of the -function. In particular, the Fourier transforms of the vertex functions (2) (1 , 2 ) and (4) (1 , 2 , 3 , 4 ) are related to their proper versions by (2) (1 , 2 ) = 2 (1 + 2 ) (2) (1 ),
4
(3.626) (3.627)
(4) (1 , 2 , 3 , 4 ) = 2
i=1
i (4) (1 , 2 , 3 , 4 ).
For the functional derivatives (3.625) we shall use the same short-hand notation as for the functional derivatives (3.569) of W [j], setting X(1 )...X(n ) ... [X] . X(1 ) X(n ) (3.628)
The arguments 1 , . . . , n will usually be suppressed. In order to derive relations between the derivatives of the eective action and the connected correlation functions, we rst observe that the connected one-point function G(1) at a nonzero source j is simply the path expectation X [recall (3.578)]: c G(1) = X. c (3.629)
Second, we see that the connected two-point function at a nonzero source j is given by G(2) c
17
(1) Gj
X = Wjj = = j
j X
= 1 . XX
(3.630)
In higher dimensions there can be crystal- or quasicrystal-like modulations. See, for example, H. Kleinert and K. Maki, Fortschr. Phys. 29, 1 (1981) (http://www.physik.fu-berlin.de/~kleinert/75). This paper was the rst to investigate in detail icosahedral quasicrystalline structures discovered later in aluminum.
301
The inverse symbols on the right-hand side are to be understood in the functional sense, i.e., 1 denotes the functional matrix: XX
1 X( )X(y)
2 X( )X( )
(3.631)
which satises
1 d X( )X( ) X( )X(
= ( ).
(3.632)
Relation (3.630) states that the second derivative of the eective action determines directly the connected correlation function G(2) () of the interacting theory c in the presence of the external source j. Since j is an auxiliary quantity, which eventually be set equal to zero thus making X equal to X0 , the actual physical propagator is given by G(2) c
j=0 1 = XX X=X0
(3.633)
By Fourier-transforming this relation and removing a -function for the overall momentum conservation, the full propagator G2 () is related to the vertex function (2) (), dened in (3.626) by 1 G2 () G(2) (k) = (2) . () (3.634)
The third derivative of the generating functional W [j] is obtained by functionally dierentiating Wjj in Eq. (3.630) once more with respect to j, and applying the chain rule: Wjjj = 2 XXX XX X 3 = 3 XXX = G(2) XXX . XX c j (3.635)
This equation has a simple physical meaning. The third derivative of W [j] on the left-hand side is the full three-point function at a nonzero source j, so that G(3) = Wjjj = G(2) XXX . c c
3
(3.636)
This equation states that the full three-point function arises from a third derivative of [X] by attaching to each derivation a full propagator, apart from a minus sign. We shall express Eq. (3.636) diagrammatically as follows:
where
302
denotes the connected n-point function, and
the negative n-point vertex function. For the general analysis of the diagrammatic content of the eective action, we observe that according to Eq. (3.635), the functional derivative of the correlation function G with respect to the current j satises G(2) j = Wjjj = G(3) = G(2) XXX . c c c This is pictured diagrammatically as follows:
3
(3.637)
(3.638)
This equation may be dierentiated further with respect to j in a diagrammatic way. From the denition (3.557) we deduce the trivial recursion relation G(n) (1 , . . . , n ) = c G(n1) (1 , . . . , n1 ) , j(n ) c (3.639)
which is represented diagrammatically as
By applying /j repeatedly to the left-hand side of Eq. (3.637), we generate all higher connected correlation functions. On the right-hand side of (3.637), the chain rule leads to a derivative of all correlation functions G = G(2) with respect to j, c thereby changing a line into a line with an extra three-point vertex as indicated in the diagrammatic equation (3.638). On the other hand, the vertex function XXX must be dierentiated with respect to j. Using the chain rule, we obtain for any n-point vertex function: X...Xj = X...XX X = X...XX G(2) , c j (3.640)
which may be represented diagrammatically as
303
With these diagrammatic rules, we can dierentiate (3.635) any number of times, and derive the diagrammatic structure of the connected correlation functions with an arbitrary number of external legs. The result up to n = 5 is shown in Fig. 3.12.
Figure 3.12 Diagrammatic dierentiations for deriving tree decomposition of connected correlation functions. The last term in each decomposition yields, after amputation and removal of an overall -function of momentum conservation, precisely all one-particle irreducible diagrams.
The diagrams generated in this way have a tree-like structure, and for this reason they are called tree diagrams. The tree decomposition reduces all diagrams to their one-particle irreducible contents. The eective action [X] can be used to prove an important composition theorem: The full propagator G can be expressed as a geometric series involving the so-called self-energy. Let us decompose the vertex function as (2) = G1 + int , 0 XX (3.641)
304
such that the full propagator (3.633) can be rewritten as XX G = 1 + G0 int

1
G0 .
(3.642)
Expanding the denominator, this can also be expressed in the form of an integral equation: G = G0 G0 int G0 + G0 int G0 int G0 . . . . XX XX XX The quantity int is called the self-energy, commonly denoted by : XX int , XX (3.644) i.e., the self-energy is given by the interacting part of the second functional derivative of the eective action, except for the opposite sign. According to Eq. (3.643), all diagrams in G can be obtained from a repetition of self-energy diagrams connected by a single line. In terms of , the full propagator reads, according to Eq. (3.642): G [G1 ]1 . 0 (3.645) (3.643)
This equation can, incidentally, be rewritten in the form of an integral equation for the correlation function G: G = G0 + G0 G. (3.646)
3.22.6
Ginzburg-Landau Approximation to Generating Functional
Since the vertex functions are the functional derivatives of the eective action [see (3.625)], we can expand the eective action into a functional Taylor series [X] = 1 n=0 n!
d1 . . . dn (n) (1 , . . . , n )X(1 ) . . . X(n ).
(3.647)
The expansion in the number of loops of the generating functional [X] collects systematically the contributions of uctuations. To zeroth order, all uctuations are neglected, and the eective action reduces to the initial action, which is the mean-eld approximation to the eective action. In fact, in the absence of loop diagrams, the vertex functions contain only the lowest-order terms in (2) and (4) :
2 0 (1 , 2 ) = M 1 + 2 (1 2 ), (2)
(3.648) (3.649)
0 (1 , 2 , 3 , 4 ) = (1 2 )(1 3 )(1 4 ). Inserted into (3.647), this yields the zero-loop approximation to [X]: 0 [X] = M 2! d [( X)2 + 2 X 2 ] + 4! d X 4 .
(4)
(3.650)
305
This is precisely the original action functional (3.559). By generalizing X( ) to be a magnetization vector eld, X( ) M(x), which depends on the three-dimensional space variables x rather than the Euclidean time, the functional (3.650) coincides with the phenomenological energy functional set up by Ginzburg and Landau to describe the behavior of magnetic materials near the Curie point, which they wrote as18 [M] = d3 x 1 2
3
(i M)2 +
i=1
m2 2 4 M + M . 2! 4!
(3.651)
The use of this functional is also referred to as mean-eld theory or mean-eld approximation to the full theory.
3.22.7
Composite Fields
Sometimes it is of interest to study also correlation functions in which two elds coincide at one point, for instance G(1,n) (, 1 , . . . , n ) = 1 2 x ( )x(1 ) x(n ) . 2 (3.652)
If multiplied by a factor M 2 , the composite operator M 2 x2 ( )/2 is precisely the frequency term in the action energy functional (3.559). For this reason one speaks of a frequency insertion, or, since in the Ginzburg-Landau action (3.651) the frequency is denoted by the mass symbol m, one speaks of a mass insertion into the correlation function G(n) (1 , . . . , n ). Actually, we shall never make use of the full correlation function (3.652), but only of the integral over in (3.652). This can be obtained directly from the generating functional Z[j] of all correlation functions by dierentiation with respect to the square mass in addition to the source terms d G(1,n) (, 1 , . . . , n ) = Z 1 . Z[j] 2 j( ) M j(n ) 1 j=0 (3.653)
By going over to the generating functional W [j], we obtain in a similar way the connected parts:
(1,n) d Gc (, 1 , . . . , n ) =
W [j] . 2 j( ) M j(n ) 1 j=0
(3.654)
The right-hand side can be rewritten as

(1,n) d Gc (, 1 , . . . , n ) =
G(n) (1 , . . . , n ). M 2 c
(3.655)
(1,n) The connected correlation functions Gc (, 1 , . . . , n ) can be decomposed into tree diagrams consisting of lines and one-particle irreducible vertex functions
18
L.D. Landau, J.E.T.P. 7 , 627 (1937).
306
(1,n) (, 1 , . . . , n ). If integrated over , these are dened from Legendre transform (3.619) by a further dierentiation with respect to M 2 : d (1,n) (, 1 , . . . , n ) = implying the relation d (1,n) (, 1 , . . . , n ) = (n) (1 , . . . , n ). M 2 (3.657) [X] , 2 X( ) M X(n ) 1 X0 (3.656)
3.23
Path Integral Calculation of Eective Action by Loop Expansion
Path integrals give the most direct access to the eective action of a theory avoiding the cumbersome Legendre transforms. The derivation will proceed diagrammatically loop by loop, which will turn out to be organized by the powers of the Planck constant h. This will now be kept explicit in all formulas. For later applications to quantum mechanics we shall work with real time.
3.23.1
General Formalism
Consider the generating functional of all Green functions

h Z[j] = eiW [j]/ ,
(3.658)
where W [j] is the generating functional of all connected Green functions. The vacuum expectation of the eld, the average X(t) x(t) , is given by the rst functional derivative X(t) = W [j]/j(t). This can be inverted to yield j(t) as a functional of X(t): j(t) = j[X](t), which leads to the Legendre transform of W [j]: [X] W [j] dt j(t)X(t), (3.662) (3.661) (3.660) (3.659)
where the right-hand side is replaced by (3.661). This is the eective action of the theory. The eective action for time independent X(t) X denes the eective potential 1 V e (X) [X]. (3.663) tb ta
3.23 Path Integral Calculation of Eective Action by Loop Expansion
307
The rst functional derivative of the eective action gives back the current [X] = j(t). X(t) (3.664)
The generating functional of all connected Green functions can be recovered from the eective action by the inverse Legendre transform W [j] = [X] + dt j(t)X(t). (3.665)
We now calculate these quantities from the path integral formula (3.558) for the generating functional Z[j]: Z[j] =
h Dx(t)e(i/ ){A[x]+ dt j(t)x(t)}
(3.666)
With (3.658), this amounts to the path integral formula for [X]:
e h {[X]+ i
dt j(t)X(t)}
h Dx(t)e(i/ ){A[x]+
dt j(t)x(t)}
(3.667)
The action quantum h is a measure for the size of quantum uctuations. Under many physical circumstances, quantum uctuations are small, which makes it desirable to develop a method of evaluating (3.667) as an expansion in powers of h.
3.23.2
Mean-Field Approximation
For h 0, the path integral over the path x(t) in (3.666) is dominated by the classical solution xcl (t) which extremizes the exponent A[x] x(t) = j(t), (3.668)
x=xcl (t)
and is a functional of j(t) which may be written, more explicitly, as xcl (t)[j]. At this level we can identify W [j] = [X] + dt j(t)X(t) A[xcl [j]] + dt j(t)xcl (t)[j]. (3.669)
By dierentiating W [j] with respect to j, we have from the general rst part of Eq. (3.659): X= W X X = +X +j . j X j j (3.670)
Inserting the classical equation of motion (3.668), this becomes X= A xcl xcl + xcl + j = xcl . xcl j j (3.671)
308
Thus, to this approximation, X(t) coincides with the classical path xcl (t). Replacing xcl (t) X(t) on the right-hand side of Eq. (3.669), we obtain the lowest-order result, which is of zeroth order in h, the classical approximation to the eective action: 0 [X] = A[X]. (3.672)
For an anharmonic oscillator in N dimensions with unit mass and an interaction x4 , where x = (x1 , . . . , xN ), which is symmetric under N-dimensional rotations O(N), the lowest-order eective action reads 0 [X] = dt 1 2 g 2 2 Xa Xa 2 Xa 2 4!
2
(3.673)
where repeated indices a, b, . . . are summed from 1 to N following Einsteins summation convention. The eective potential (3.663) is simply the initial potential V0e (X) = V (X) = 2 2 g 2 X + Xa 2 a 4!
2
(3.674)
For 2 > 0, this has a minimum at X 0, and there are only two non-vanishing vertex functions (n) (t1 , . . . , tn ): For n = 2: (2) (t1 , t2 )ab = 2 Xa (t1 )Xb (t2 )
2 (t 2
=
Xa =0
2A xa (t1 )xb (t2 )
xa =Xa =0
)ab (t1 t2 ).
(3.675)
This determines the inverse of the propagator: (2) (t1 , t2 )ab = [i G1 ]ab (t1 , t2 ). h (3.676)
Thus we nd to this zeroth-order approximation that Gab (t1 , t2 ) is equal to the free propagator: Gab (t1 , t2 ) = G0ab (t1 , t2 ). (3.677) For n = 4: (4) (t1 , t2 , t3 , t4 )abcd with 4 = gTabcd , Xa (t1 )Xb (t2 )Xc (t3 )Xd (t4 ) (3.678)
1 Tabcd = (ab cd + ac bd + ad bc ). (3.679) 3 According to the denition of the eective action, all diagrams of the theory can be composed from the propagator Gab (t1 , t2 ) and this vertex via tree diagrams. Thus we see that in this lowest approximation, we recover precisely the subset of
309
all original Feynman diagrams with a tree-like topology. These are all diagrams which do not involve any loops. Since the limit h 0 corresponds to the classical equations of motion with no quantum uctuations we conclude: Classical theory corresponds to tree diagrams. For 2 < 0 the discussion is more involved since the minimum of the potential (3.674) lies no longer at X = 0, but at a nonzero vector X0 with an arbitrary direction, and a length |X0| = 6 2 /g. (3.680) The second functional derivative (3.675) at X is anisotropic and reads
2 > 0 V e (X) 2 < 0 V e (X)
X2
X2 X1 X1
Figure 3.13 Eective potential for 2 > 0 and 2 < 0 in mean-eld approximation, pictured for the case of two components X1 , X2 . The right-hand gure looks like a Mexican hat or a champaign bottle..
(t1 , t2 )ab =
(2)
2A 2 = Xa (t1 )Xb (t2 ) Xa =0 xa (t1 )xb (t2 ) xa =Xa =0 g 2 2 t 2 ab Xc + 2Xa Xb ab (t1 t2 ). 6
(3.681)
This is conveniently separated into longitudinal and transversal derivatives with respect to the direction X = X/|X|. We introduce associated projection matrices: PLab (X) = Xa Xb , and decompose
(2) (2) (2) (t1 , t2 )ab = L (t1 , t2 )ab PLab (X) + T (t1 , t2 )ab PT ab (X),
PT ab (X) = ab Xa Xb ,
(3.682)
(3.683) (3.684)
where
g (2) 2 L (t1 , t2 )ab = t 2 + X2 6
(t1 t2 ),
310 and
g (2) 2 L (t1 , t2 )ab = t 2 + 3 X2 6 This can easily be inverted to nd the propagator

1 ab
(t1 t2 ).
(3.685)
G(t1 , t2 )ab = i (2) (t1 , t2 ) h where
= GL (t1 , t2 )ab PLab (X)+GT (t1 , t2 )ab PT ab (X), i h i h = , 2 2 L (t1 , t2 ) t L (X) i h i h = = 2 2 (2) t T (X) T (t1 , t2 )
(3.686)
GL (t1 , t2 )ab = GT (t1 , t2 )ab
(3.687) (3.688)
are the longitudinal and transversal parts of the Green function. For convenience, we have introduced the X-dependent frequencies of the longitudinal and transversal Green functions: g g 2 2 L (X) 2 + 3 X2 , T (X) 2 + X2 . 6 6 (3.689)
To emphasize the fact that this propagator is a functional of X we represent it by the calligraphic letter G. For 2 > 0, we perform the uctuation expansion around the minimum of the potential (3.663) at X = 0, where the two Green functions coincide, both having the same frequency : GL (t1 , t2 )ab |X=0 = GT (t1 , t2 )ab |X=0 = G(t1 , t2 )ab |X=0 =
2 t
i h , 2
(3.690)
For 2 < 0, however, where the minimum lies at the vector X0 of length (3.680), they are dierent: GL (t1 , t2 )ab |X=X0 = i h i h . , GT (t1 , t2 )ab |X=X0 = 2 2 t + 2 2 t (3.691)
Since the curvature of the potential at the minimum in radial direction of X is positive at the minimum, the longitudinal part has now the positive frequency 2 2 . The movement along the valley of the minimum, on the other hand, does not increase the energy. For this reason, the transverse part has zero frequency. This feature, observed here in lowest order of the uctuation expansion, is a very general one, and can be found in the eective action to any loop order. In quantum eld theory, there exists a theorem asserting this called Nambu-Goldstone theorem. It states that if a quantum eld theory without long-range interactions has a continuous symmetry which is broken by a nonzero expectation value of the eld corresponding to the present X [recall (3.659)], then the uctuations transverse to it have a zero mass. They are called Nambu-Goldstone modes or, because of their bosonic nature, Nambu-Goldstone bosons. The exclusion of long-range interactions is necessary,
311
since these can mix with the zero-mass modes and make it massive. This happens, for example, in a superconductor where they make the magnetic eld massive, giving it a nite penetration depth, the famous Meissner eect. One expresses this pictorially by saying that the long-range mode can eat up the Nambu-Goldstone modes and become massive. The same mechanism is used in elementary particle physics to explain the mass of the W and Z 0 vector bosons as a consequence of having eaten up a would be Nambu-Goldstone boson of an auxiliary Higgs-eld theory. In quantum-mechanical systems, however, a nonzero expectation value with the associated zero frequency mode in the transverse direction is found only as an artifact of perturbation theory. If all uctuation corrections are summed, the minimum of the eective potential lies always at the origin. For example, it is well known, that the ground state wave functions of a particle in a double-well potential is symmetric, implying a zero expectation value of the particle position. This symmetry is caused by quantum-mechanical tunneling, a phenomenon which will be discussed in detail in Chapter 17. This phenomenon is of a nonperturbative nature which cannot be described by an eective potential calculated order by order in the uctuation expansion. Such a potential does, in general, posses a nonzero minimum at some X0 somewhere near the zero-order minimum (3.680). Due to this shortcoming, it is possible to derive the Nambu-Goldstone theorem from the quantum-mechanical eective action in the loop expansion, even though the nonzero expectation value X0 assumed in the derivation of the zero-frequency mode does not really exist in quantum mechanics. The derivation will be given in Section 3.24. The use of the initial action to approximate the eective action neglecting corrections caused by the uctuations is referred to as mean-eld approximation.
3.23.3
Corrections from Quadratic Fluctuations
In order to nd the rst h-correction to the mean-eld approximation we expand the action in powers of the uctuations of the paths around the classical solution x(t) x(t) xcl (t), (3.692)
and perform a perturbation expansion. The quadratic term in x(t) is taken to be the free-particle action, the higher powers in x(t) are the interactions. Up to second order in the uctuations x(t), the action is expanded as follows: A[xcl + x] + dt j(t) [xcl (t) + x(t)] dt j(t) xcl (t) + 2A x(t)x(t ) dt A j(t) + x(t)

= A[xcl ] + + 1 2
x(t) (3.693)
x=xcl
dt dt x(t)
x=xcl
x(t ) + O (x)3 .
The curly bracket multiplying the linear terms in the variation x(t) vanish due to the extremality property of the classical path xcl expressed by the equation of
312
motion (3.668). Inserting this expansion into (3.667), we obtain the approximate expression
h Z[j] e(i/ ){A[xcl ]+ dt j(t)xcl (t)}
Dx exp
(3.694) We now observe that the uctuations x(t) will be of average size h due to the h-denominator in the Fresnel exponent. Thus the uctuations (x)n are of average n size h . The approximate path integral (3.694) is of the Fresnel type and my be integrated to yield
h e(i/ ){A[xcl ]+ dt j(t)xcl (t)}
2A dt dt x(t) x(t)x(t )
x(t ) .
x=xcl
det
2A x(t)x(t )
1/2
(3.695)
x=xcl
h = e(i/ ){A[xcl ]+
dt j(t)xcl (t)+i( /2)Tr log[2 A/x(t)x(t )|x=xcl } h
Comparing this with the left-hand side of (3.667), we nd that to rst order in h, the eective action may be recovered by equating [X] + dt j(t)X(t) = A[xcl [j]] + dt j(t) xcl (t)[j] + i h 2 A [xcl [j]] Tr log . (3.696) 2 x(t)x(t )
In the limit h 0, the tracelog term disappears and (3.696) reduces to the classical expression (3.669). To include the h-correction into [X], we expand W [j] as W [j] = W0 [j] + hW1 [j] + O( 2 ). h X = xcl + h X1 + O( 2 ). h Inserting this into (3.696), we nd [X] + dt jX = A [X X1 ] + h dt jX h
x=X X1 h
(3.697)
Correspondingly, the path X diers from Xcl by a correction term of order h: (3.698)
dt jX1 + O h2 . (3.699)
2A i + h Tr log 2 xa xb
Expanding the action up to the same order in h gives [X] = A[X] h A[X] i 2A dt + j X1 + h Tr log X 2 xa xb
2
x=X
+ O h2 . (3.700)
Due to (3.668), the curly-bracket term is only of order h , so that we nd the one loop form of the eective action [X] = 0 [X] + h1 [X] = 1 2 2 2 g 2 2 X Xa Xa 2 2 4! i g 2 2 + ab Xc + 2Xa Xb h Tr log t 2 2 6 dt
. (3.701)
313
Using the decomposition (3.683), the tracelog term can be written as a sum of transversal and longitudinal parts h1 [X] = i i (2) (2) h Tr log L (t1 , t2 )ab + (N 1) Tr log T (t1 , t2 )ab h (3.702) 2 2 i i 2 2 2 2 h = h Tr log t L (X) + (N 1) Tr log t T (X) . 2 2
What is the graphical content in the Green functions at this level of approxima tion? Assuming 2 > 0, we nd for j = 0 that the minimum lies at X = 0, as in the mean-eld approximation. Around this minimum, we may expand the tracelog in powers of X. For the simplest case of a single X-variable, we obtain i i i g i X2 2 2 h Tr log t 2 X 2 = h Tr log t 2 + h Tr log 1+ 2 ig 2 2 2 2 t 2 2 n h h i g n1 2 = i Tr log t 2 i Tr X2 . (3.703) i 2 2 2 n=1 2 n t 2 If we insert G0 = this can be written as h h g 2 i Tr log t 2 i i 2 2 n=1 2
n 2 t
i , 2 1 Tr G0 X 2 n
n
(3.704)
(3.705)
More explicitly, the terms with n = 1 and n = 2 read: h g dt dt (t t )G0 (t, t )X 2 (t ) 4 g2 +i h dt dt dt 4 (t t )G0 (t, t )X 2 (t )G0 (t , t )X 2 (t ) + . . . . 16
(3.706)
The expansion terms of (3.705) for n 1 correspond obviously to the Feynman diagrams (omitting multiplicity factors) A[xcl ] = (3.707)
The series (3.705) is therefore a sum of all diagrams with one loop and any number of fundamental X 4 -vertices To systematize the entire expansion (3.705), the tracelog term is [compare (3.546)] pictured by a single-loop diagram h 1 2 i Tr log t 2 = 2 2 . (3.708)
314
The rst two diagrams in (3.707) contribute corrections to the vertices (2) and (4) . The remaining diagrams produce higher vertex functions and lead to more involved tree diagrams. In Fourier space we nd from (3.706) (2) (q) = q 2 2 h (4) (qi ) = g i g2 2 g dk i (3.709) 2 2 + i 2 2 k dk i i + 2 perm . 2 2 + i 2 k (q1 + q2 k)2 2 + i (3.710)
We may write (3.709) in Euclidean form as dk 1 2 + 2 2 k g 1 , = q2 + 2 + h 2 2 g2 (4) (qi ) = g h [I (q1 + q2 ) + 2 perm] , 2 (2) (q) = q 2 2 h g 2 with the Euclidean two-loop integral I(q1 + q2 ) = 1 dk i , 2 + 2 2 k (q1 + q2 k)2 + 2 (3.713)
(3.711) (3.712)
to be calculated explicitly in Chapter 10. It is equal to J((q1 + q2 )2 )/2 with the functions J(z) of Eq. (10.258). For 2 < 0 where the minimum of the eective action lies at X = 0, the expansion of the trace of the logarithm in (3.701) must distinguish longitudinal and transverse parts.
3.23.4
Eective Action to Order h2
Let us now nd the next correction to the eective action.19 Instead of truncating the expansion (3.693), we keep all terms, reorganizing only the linear and quadratic terms as in (3.694). This yields
h h h h h h e(i/ ){[X]+jX} = ei( /2)W [j] = e(i/ ){(A[xcl ]+jxcl)+(i /2)Tr log Axx [xcl ]} e(i/ )
2
W2 [xcl ]
. (3.714)
The functional W2 [xcl ] is dened by the path integral over the uctuations e
19
(i/ ) 2 W2 [xcl ] h h
i Dx exp h
1 xD[xcl ]x 2
i Dx exp h
1 xAxx [xcl ]x 2
+ R[xcl , x]
(3.715)
R. Jackiw, Phys. Rev. D 9 , 1687 (1976)

315
where D[xcl ] Axx [xcl ] is the second functional derivative of the action at x = xcl . The subscripts x of Axx denote functional dierentiation. For the anharmonic oscillator: g 2 (3.716) D[xcl ] Axx [xcl ] = t 2 x2 . 2 cl The functional R collects all unharmonic terms: R [xcl , x] = A [xcl + x] A[xcl ] 1 2 dt Ax [xcl ](t)x(t) dtdt x(t)Axx [xcl ](t, t )x(t ). (3.717)
In condensed functional vector notation, we shall write expressions like the last term as 1 1 dtdt x(t)Axx [xcl ](t, t )x(t ) xAxx [xcl ]x. (3.718) 2 2 By construction, R is at least cubic in x. The path integral (3.715) may thus be considered as the generating functional Z of a uctuating variable x( ) with a propagator G[xcl ] = i {Axx [xcl ]}1 i D 1 [xcl ], h h and an interaction R[xcl , x], both depending on j via xcl . We know from the previous sections, and will immediately see this explicitly, that h2 W2 [xcl ] is of order h2 . Let us write the full generating functional W [j] in the form W [j] = A[xcl ] + xcl j + h1 [xcl ], (3.719)
where the last term collects one- and two-loop corrections (in higher-order calculations, of course, also higher loops): i 1 [xcl ] = Tr log D[xcl ] + hW2 [xcl ]. 2 (3.720)
From (3.719) we nd the vacuum expectation value X = x as the functional derivative X= W [j] xcl = xcl + h1xcl [xcl ] , j j (3.721)
implying the correction term X1 : X1 = 1xcl [xcl ] xcl . j (3.722)
The only explicit dependence of W [j] on j comes from the second term in (3.719). In all others, the j-dependence is due to xcl [j]. We may use this fact to express j as a function of xcl . For this we consider W [j] for a moment as a functional of xcl : W [xcl ] = A[xcl ] + xcl j[xcl ] + h1 [xcl ]. (3.723)
316
The combination W [xcl ] jX gives us the eective action [X] [recall (3.662)]. We therefore express xcl in (3.723) as X hX1 O( 2 ) from (3.698), and re-expand h everything around X rather than xcl , yields 1 [X] = A[X] hAX [X]X1 hX1 j[X] + h2 X1 jX [X]X1 + h2 X1 D[X]X1 2 + h1 [X] h2 1X [X]X1 + O( 3 ). h (3.724) Since the action is extremal at xcl , we have AX [X hX1 ] = j[X] + O( 2 ), h and thus AX [X] = j[X] + hAXX [X]X1 + O( 2 ) = j[X] + hD[X]X1 + O( 2 ), h h and therefore: 1 [X] = A[X] + h1 [X] + h2 X1 D[X]X1 + X1 jX [X]X1 1X X1 . (3.727) 2 From (3.722) we see that j X1 = 1xcl [xcl ]. xcl Replacing xcl X with an error of order h, this implies j X = 1X [X] + O( ). h X (3.729) (3.728) (3.726) (3.725)
Inserting this into (3.727), the last two terms in the curly brackets cancel, and the only remaining h2 -terms are h2 X1 D[X]X1 + h2 W2 [X] + O( 3 ). h 2 (3.730)
From the classical equation of motion (3.668) one has a further equation for j/xcl : j = Axx [xcl ] = D[xcl ]. xcl Inserting this into (3.722) and replacing again xcl X, we nd X1 = D 1 [X]1X [X] + O( ). h We now express 1X [X] via (3.720). This yields i 1X [X] = Tr D 1 [X] D[X] + hW2X [X] + O( 2 ). h 2 X (3.733) (3.732) (3.731)
317
Inserting this into (3.732) and further into (3.727), we nd for the eective action the expansion up to the order h2 : [X] = A[X] + h1 [X] + h2 2 [X] h = A[X] + i Tr log D[X] + h2 W2 [X] 2 1 h2 1 Tr D 1 [X] D[X] D 1 [X] Tr D 1 [X] D[X] . (3.734) + 2 2 X 2 X We now calculate W2 [X] to lowest order in h. The remainder R[X; x] in (3.717) has the expansion R[X; x] = 1 1 AXXX [X]x x x + AXXXX [X]x x x x + . . . . (3.735) 3! 4!
Being interested only in the h2 -corrections, we have simply replaced xcl by X. In order to obtain W2 [X], we have to calculate all connected vacuum diagrams for the interaction terms in R[X; x] with a x(t)-propagator G[X] = i {AXX [X]}1 i D 1[X]. h h Since every contraction brings in a factor h, we can truncate the expansion (3.735) after x4 . Thus, the only contributions to i W2 [X] come from the connected vach uum diagrams (3.736) 1 + 1 +1 ,
8 12 8
where a line stands now for G[X], a four-vertex for (i/ )AXXXX [X] = (i/ )DXX [X], h h and a three-vertex for (i/ )AXXX [X] = (i/ )DX [X]. h h (3.738) (3.737)
Only the rst two diagrams are one-particle irreducible. As a pleasant result, the third diagram which is one-particle reducible cancels with the last term in (3.734). To see this we write that term more explicitly as h2 1 1 AX X X D 1 AX3 X1 X2 DX1 X2 , D 8 X1 X2 1 2 3 X3 X3 (3.739)
which corresponds precisely to the third diagram in 2 [X], except for an opposite sign. Note that the diagram has a multiplicity 9. Thus, at the end, only the one-particle irreducible vacuum diagrams contribute to the h2 -correction to [X]: 3 1 1 1 1 1 1 i2 [X] = i D12 AX1 X2 X3 X4 D34 + i 2 AX1 X2 X3 DX1 X1 DX2 X2 DX3 X3 AX1 X2 X3 . 4! 4! (3.740)
318
Their diagrammatic representation is i 2 h 2 [X] = 1 8 h
1 + 12
(3.741)
The one-particle irreducible nature of the diagrams is found to all orders in h.
3.23.5
Finite-Temperature Two-Loop Eective Action
At nite temperature, and in D dimensions, the expansion proceeds with the imaginary-time versions of the X-dependent Green functions (3.687) and (3.688) GL (1 , 2 ) = and GT (1 , 2 ) = h cosh(T |1 2 | T /2) h , 2M T sinh( T /2) h (3.743) h cosh(L |1 2 | L /2) h , 2M L sinh( L /2) h (3.742)
where we have omitted the argument X in L (X) and T (X). Treating here the general rotationally symmetric potential V (x) = v(x), x = x2 , the two frequencies are
2 L (X)
1 1 2 v (X), T (X) v (X). M MX
(3.744)
We also decompose the vertex functions into longitudinal and transverse parts. The three-point vertex is a sum v (X) v (X) 3 v(X) L T = Pijk v (X) + Pijk , Xi Xj Xk X X2 with the symmetric tensors
L Pijk
(3.745)
Xi Xj Xk X3
and
T Pijk ij
Xk Xj Xi L + ik + jk 3Pijk . X X X
(3.746)
The four-point vertex reads v (X) v (X) 4 v(X) L T v (X) S = Pijkl v (4) (X) + Pijkl + Pijkl , Xi Xj Xk Xl X X2 X3 with the symmetric tensors
L Pijkl =
(3.747)
Xi Xj Xk Xl , X4 Xk Xl Xj Xl Xj Xk Xi Xl Xi Xk Xi Xk L +ik +il +jk +jl +kl 6Pijkl , 2 2 2 2 2 X X X X X X2
(3.748) (3.749) (3.750)
T Pijkl = ij
S L T Pijkl = ij kl + ik jl + il jk 3Pijkl 3Pijkl .
The tensors obey the following relations: Xi L L P = Pjk , X ijk Xi T T P = Pjk , X ijk (3.751)

L L L T T Pij Pikl = Pjkl , Pij Pikl = L L L Phij Phkl = Pijkl ,
319
(3.752) (3.753) (3.754) (3.755) (3.756)
Xl T Xj T Xk T L T T L Pjl + Pjk , Pij Pikl = P , Pij Pikl = 0, X X X kl
T T T T L T L T L T L T Phij Phkl = Pij Pkl + Pik Pjl + Pil Pjk + Pjk Pil + Pjl Pik ,
L T L T T L T L L L L T T L Phij Phkl = Pij Pkl , Phij Phkl = Pij Pkl , Pij Pijkl = Pkl , Pij Pijkl = (D1)Pkl , L T T Pij Pijkl = Pkl , T L Pij Pijkl = 0 ,
L S T T S T L Pij Pijkl = 2Pkl , Pij Pijkl = (D + 1)Pkl 2(D 1)Pkl .
Instead of the eective action, the diagrammatic expansion (3.741) yields now the free energy (i/ )[X] F (X). h
h
(3.757)
Using the above formulas we obtain immediately the mean eld contribution to the free energy FMF = d
0
M 2 X + v(X) , 2
(3.758)
and the one-loop contribution [from the trace-log term in Eq. (3.734)]: F1loop = log [2 sinh( L /2)] (D 1) log [2 sinh( T /2)] . h h The rst of the two-loop diagrams in (3.741) yields the contribution to the free energy
2 2 1 F2loop = GL (, )v (4) (X) + (D2 1) GT (, )
(3.759)
v (X) v (X) X2 X3 v (X) 2v (X) 2v (X) . + + 2(D1)GL(, )GT (, ) X X2 X3
(3.760)
From the second diagram we obtain the contribution 2 F2loop = + The explicit evaluation yields 1 F2loop = + h 2 (2M )2 1 2 (4) h (X) 2 coth ( L /2)v L (3.762) 1 h 2
h h
d1
0 0
3 d2 GL (1 , 2 ) [v (X)]
2 2
2 3(D 1)GL (1 , 2 )GT (1 , 2 )
v (X) v (X) X X2
(3.761)
D2 1 v (X) v (X) coth2 ( T /2) h 2 T X2 X3 2(D 1) v (X) 2v (X) 2v (X) + coth( L /2) coth( T /2) h h + L T X X2 X3 and 2 F2loop = + 2 2 h 1 1 1 [v (X)]2 + 2 3 L (2M L ) 3 sinh ( L /2) h
2
1 6 2 (D 1) 1 h v (X) v (X) (3.763) 2T + L 2M L (2M T )2 X X2 T 1 T sinh[ (2T L )/2] h coth2 ( T /2) + h + . L sinh2 ( T /2) 2T L sinh( L /2) sinh2 ( T /2) h h h
320
In the limit of zero temperature, the eective potential in the free energy becomes Ve (X) + = v(X) + h L h T h 2 + (D 1) + 2 2 8(2M )2 1 (4) (X) 2v L
T 0
D2 1 v (X) v (X) 2(D 1) v (X) 2v (X) 2v (X) + + 2 2 3 T X X L T X X2 X3 h 2 6(2M )3 1 3(D 1) 1 2 4 [v (X)] + 2 + 2 3L T L L T v (X) v (X) X X2
2
+ O( 3 ). h
(3.764)
For the one-dimensional potential V (x) = M 2 2 g3 3 g4 4 x + x + x , 2 3! 4! (3.765)
the eective potential becomes, up to two loops, Ve (X) = 1 g4 1 M 2 2 X +g3 X 3 +g4 X 4 + log (2 sinh h/2)+ 2 h 2 8(2M )2 tanh2 ( /2) h whose T 0 limit is Ve (X)
T 0
1 h 2 (g3 + g4 X)2 1 + O( 3 ) , h + 2 3 6 (2M ) 3 sinh ( /2) h M 2 2 g3 3 g4 4 h g4 X + X + X + + h2 2 3! 4! 2 8(2M )2 h 2 (g3 + g4 X)2 + O( 3 ) . h 18 (2M )3
(3.766)
(3.767)
If the potential is a polynomial in X, the eective potential at zero temperature can be solved more eciently than here and to much higher loop orders with the help of recursion relations. This will be shown in Appendix 3C.5.
3.23.6
Background Field Method for Eective Action
In order to nd the rules for the loop expansion to any order, let us separate the total eective action into a sum of the classical action A[X] and a term [X] which collects the contribution of all quantum uctuations: [X] = A[X] + [X]. (3.768)
To calculate the uctuation part [X], we expand the paths x(t) around some arbitrarily chosen background path X(t):20 x(t) = X(t) + x(t), (3.769)
and calculate the generating functional W [j] by performing the path integral over the uctuations: i i W [j] = Dx exp A [X + x] + j[X](X + x) . (3.770) exp h h
In the theory of uctuating elds, this is replaced by a more general background eld which explains the name of the method.
20
321
From W [j] we nd a j-dependent expectation value Xj = x j as Xj = W [j]/j, and the Legendre transform [X] = W [j] jXj . In terms of Xj , Eq. (3.770) can be rewritten as exp i [Xj ] + j[Xj ] Xj h = Dx exp i A [X + x] + j[X](X + x) h . (3.771)
The expectation value Xj has the property of extremizing [X], i.e., it satises the equation [X] = X [Xj ]. (3.772) j= X X=Xj We now choose j in such a way that Xj equals the initially chosen X, and nd exp i i [X] = Dx exp A [X+x] X [X]x h h . (3.773)
This is a functional integro-dierential equation for the eective action [X] which we can solve perturbatively order by order in h. This is done diagrammatically. The diagrammatic elements are lines representing the propagator (3.686) = Gab [X] i h and vertices
n 1 2 3 4 6 5
2 A[X] Xa Xb
,
ab
(3.774)
n A[X] . Xa1 Xa2 . . . Xan
(3.775)
From the explicit calculations in the last two subsections we expect the eective action to be the sum of all one-particle irreducible vacuum diagrams formed with these propagators and vertices. This will now be proved to all orders in perturbation theory. We introduce an auxiliary generating functional W X, which governs the corj relation functions of the uctuations x around the above xed backgound X: exp iW X, / j h Dx exp i A [X, x] + h dt x(t) j(t) , (3.776)
with the action of uctuations A[X, x] = A[X + x] A[X] AX [X]x, (3.777)
322
whose expansion in powers of x(t) starts out with a quadratic term. A source j(t) is coupled to the uctuations x(t). By comparing (3.776) with (3.773) we see that for the special choice of the current the right-hand sides coincide, such that the auxiliary functional W [X, contains prej] cisely the diagrams in [X] which we want to calculate. We now form the Legendre transform of W [X, which is an auxiliary eective action with two arguments: j], X, X W [X, j] with the auxiliary conjugate variable W [X, j] X= = X[X, j]. j (3.780) dt X, j (3.779) = X [X] + AX[X] = X [X], j (3.778)
This is the expectation value of the uctuations x in the path integral (3.776). If has the value (3.778), this expectation vanishes, i.e. X = 0. The auxiliary action j [X, 0] coincides with the uctuating part [X] of the eective action which we want to calculate. The functional derivatives of W [X, with respect to yield all connected corj] j relation functions of the uctuating variables x(t). The functional derivatives of X, X with respect to X select from these the one-particle irreducible correlation functions. For X = 0, only vacuum diagrams survive. Thus we have proved that the full eective action is obtained from the sum of the classical action 0 [X] = A[X], the one-loop contribution 1 [X] given by the trace of the logarithm in Eq. (3.702), the two-loop contribution 2 [X] in (3.741), and the sum of all connected one-particle irreducible vacuum diagrams with more than two loops i i n n [X] = h h n3 (3.781) Observe that in the expansion of [X]/ , each line carries a factor h, whereas each h n-point vertex contributes a factor h1 . The contribution of an n-loop diagram to [X] is therefore of order hn . The higher-loop diagrams are most easily generated by a recursive treatment of the type developed in Subsection 3.22.3. For a harmonic oscillator, the expansion stops after the trace of the logarithm (3.702), and reads simply, in one dimension: i [X] = A[X] + h Tr log (2) (tb , ta ) 2 tb M 2 M 2 2 i 2 X = dt X + h Tr log t 2 . 2 2 2 ta
(3.782)
3.24 Nambu-Goldstone Theorem
323
Evaluating the trace of the logarithm we nd for a constant X the eective potential (3.663): V e (X) = V (X) i log{2i sin[(tb ta )] /M}. 2(tb ta ) (3.783)
If the boundary conditions are periodic, so that the analytic continuation of the result can be used for quantum statistical calculations, the result is V e (X) = V (X) i log{2i sin[(tb ta )/2]}. (tb ta ) (3.784)
It is important to keep in mind that a line in the above diagrams contains an innite series of fundamental Feynman diagrams of the original perturbation expansion, as can be seen by expanding the denominators in the propagator Gab in Eqs. (3.686)(3.688) in powers of X2 . This expansion produces a sum of diagrams which can be obtained from the loop diagrams in the expansion of the trace of the logarithm in (3.707) by cutting the loop. If the potential is a polynomial in X, the eective potential at zero temperature can be solved most eciently to high loop orders with the help of recursion relations. This is shown in detail in Appendix 3C.5.
3.24
Nambu-Goldstone Theorem
The appearance of a zero-frequency mode as a consequence of a nonzero expectation value X can easily be proved for any continuous symmetry and to all orders in perturbation theory by using the full eective action. To be more specic we consider as before the case of O(N)-symmetry, and perform innitesimal symmetry transformations on the currents j in the generating functional W [j]: ja ja i
cd
(Lcd )ab jb ,
(3.785)
where Lcd are the N(N 1)/2 generators of O(N)-rotations with the matrix elements (Lcd )ab = i (ca db da cb ) , (3.786)
and ab are the innitesimal angles of the rotations. Under these, the generating functional is assumed to be invariant: W [j] = 0 = dt W [j] i (Lcd )ab jb ja (x)
cd
= 0.
(3.787)
Expressing the integrand in terms of Legendre-transformed quantities via Eqs. (3.620) and (3.622), we obtain dtXa (t)i (Lcd )ab [X] Xb (t)
cd
= 0.
(3.788)
324
This expresses the innitesimal invariance of the eective action [X] under innitesimal rotations Xa Xa i
cd
(Lcd )ab Xb .
The invariance property (3.788) is called the Ward-Takakashi identity for the functional [X]. It can be used to nd an innite set of equally named identities for all vertex functions by forming all [X] functional derivatives of [X] and setting X equal to the expectation value at the minimum of [X]. The rst derivative of [X] gives directly from (3.788) (dropping the innitesimal parameter cd ) (Lcd )ab jb (t) = (Lcd )ab = [X] X(t)b 2 [X] . Xb (t )Xn (t) (3.789)
dt Xa (t ) (Lcd )a b
Denoting the expectation value at the minimum of the eective potential by X, this yields dt Xa (t ) (Lcd )a b 2 [X] Xb (t )Xa (t) = 0.
X(t)=X
(3.790)
Now the second derivative is simply the vertex function (2) (t , t) which is the functional inverse of the correlation function G(2) (t , t). The integral over t selects the zero-frequency component of the Fourier transform (2) ( ) dt ei t (2) (t , t). (3.791)
If we dene the Fourier components of (2) (t , t) accordingly, we can write (3.790) in Fourier space as
0 Xa (Lcd )a b G1 ( = 0) = 0. ba
(3.792)
Inserting the matrix elements (3.786) of the generators of the rotations, this equation shows that for X = 0, the fully interacting transverse propagator has to possess a singularity at = 0. In quantum eld theory, this implies the existence of N 1 massless particles, the Nambu-Goldstone boson. The conclusion may be drawn only if there are no massless particles in the theory from the outset, which may be eaten up by the Nambu-Goldstone boson, as explained earlier in the context of Eq. (3.688). As mentioned before at the end of Subsection 3.23.1, the Nambu-Goldstone theorem does not have any consequences for quantum mechanics since uctuations are too violent to allow for the existence of a nonzero expectation value X. The eective action calculated to any nite order in perturbation theory, however, is incapable of reproducing this physical property and does have a nonzero extremum and ensuing transverse zero-frequency modes.
3.25 Eective Classical Potential
325
3.25
Eective Classical Potential
The loop expansion of the eective action [X] in (3.768), consisting of the trace of the logarithm (3.702) and the one-particle irreducible diagrams (3.741), (3.781) and the associated eective potential V (X) in Eq. (3.663), can be continued in a straightforward way to imaginary times setting tb ta i to form the Euclidean h eective potential e [X]. For the harmonic oscillator, where the expansion stops after the trace of the logarithm and the eective potential reduces to the simple expression (3.782), we nd the imaginary-time version V e (X) = V (X) + 1 h . log 2 sinh 2 (3.793)
Since the eective action contains the eect of all uctuations, the minimum of the eective potential V (X) should yield directly the full quantum statistical partition function of a system: Z = exp[V (X) ]. (3.794)
min
Inserting the harmonic oscillator expression (3.793) we nd indeed the correct result (2.399). For anharmonic systems, we expect the loop expansion to be able to approximate V (X) rather well to yield a good approximation for the partition function via Eq. (3.794). It is easy to realize that this cannot be true. We have shown in Section 2.9 that for high temperatures, the partition function is given by the integral [recall (2.345)] Zcl =

dx V (x)/kB T e . le ( ) h
(3.795)
This integral can in principle be treated by the same background eld method as the path integral, albeit in a much simpler way. We may write x = X + x and nd a loop expansion for an eective potential. This expansion evaluated at the extremum will yield a good approximation to the integral (3.795) only if the potential is very close to a harmonic one. For any more complicated shape, the integral at small will cover the entire range of x and can therefore only be evaluated numerically. Thus we can never expect a good result for the partition function of anharmonic systems at high temperatures, if it is calculated from Eq. (3.794). It is easy to nd the culprit for this problem. In a one-dimensional system, the correlation functions of the uctuations around X are given by the correlation function [compare (3.301), (3.248), and (3.687)] x( )x( ) = G2 (X) (, ) = h p G 2 ( ) M (X),e 1 cosh (X)(| | h/2) h , = M 2(X) sinh[(X) /2] h
(2)
| | [0, h], (3.796)
326
with the X-dependent frequency given by g 2 (X) = 2 + 3 X 2 . 6 (3.797)
At equal times = , this species the square width of the uctuations x( ): [x( )]2 = 1 (X) h h coth . M 2(X) 2 (3.798)
The point is now that for large temperatures T , this width grows linearly in T [x( )]2
T
kB T . M2
(3.799)
The linear behavior follows the historic Dulong-Petit law for the classical uctuation width of a harmonic oscillator [compare with the Dulong-Petit law (2.595) for the thermodynamic quantities]. It is a direct consequence of the equipartition theorem for purely thermal uctuations, according to which the potential energy has an average kB T /2: M2 2 kB T . (3.800) x = 2 2 If we consider the spectral representation (3.245) of the correlation function, Gp 2 ,e ( 1 )= h
2 m= m
1 eim ( ) , 2 +
(3.801)
we see that the linear growth is entirely due to term with zero Matsubara frequency. The important observation is now that if we remove this zero frequency term from the correlation function and form the subtracted correlation function [recall (3.250)] Gp 2 ,e ( ) Gp 2 ,e ( ) 1 1 1 cosh (| | /2) h = , 2 h 2 sinh[ /2] h h2 (3.802)
we see that the subtracted square width a2 Gp 2 ,e (0) = h 1 1 coth 2 2 h2 (3.803)
decrease for large T . This is shown in Fig. 3.14. Due to this decrease, there exists a method to substantially improve perturbation expansions with the help of the so-called eective classical potential.
3.25.1
Eective Classical Boltzmann Factor
The above considerations lead us to the conclusion that a useful approximation for partition function can be obtained only by expanding the path integral in powers of
327
Figure 3.14 Local uctuation width compared with the unrestricted uctuation width of harmonic oscillator and its linear Dulong-Petit approximation. The vertical axis shows units of h/M , a quantity of dimension length2 .
the subtracted uctuations x( ) which possess no zero Matsubara frequency. The quantity which is closely related to the eective potential V e (X) in Eq. (3.663) but allows for a more accurate evaluation of the partition function is the eective classical potential V e cl (x0 ). Just as V e (X), it contains the eects of all quantum uctuations, but it keeps separate track of the thermal uctuations which makes it a convenient tool for numerical treatment of the partition function. The denition starts out similar to the background method in Subsection 3.23.6 in Eq. (3.769). We split the paths as in Eq. (2.435) into a time-independent constant background x0 and a uctuation ( ) with zero temporal average = 0:
x( ) = x0 + ( ) x0 +
xm eim + cc ,
m=1
x0 = real,
xm x , m
(3.804)
and write the partition function using the measure (2.440) as Z= where
h D x eAe / = m=1 h Dx eAe / =
dx0 le ( ) h
h D x eAe / ,
(3.805)
d Re xm d Im xm Ae / h e . 2 kB T /Mm
(3.806)
Comparison of (2.439) with the integral expression (2.344) for the classical partition function Zcl suggests writing the path integral over the components with nonzero Matsubara frequencies as a Boltzmann factor B(x0 ) eV
e cl (x 0 )/kB T
(3.807)
and dened the quantity V e cl (x0 ) as the eective classical potential. The full partition function is then given by the integral Z=

dx0 V e cl (x0 )/kB T e , le ( ) h
(3.808)
328
where the eective classical Boltzmann factor B(x0 ) contains all information on the quantum uctuations of the system and allows to calculate the full quantum statistical partition function from a single classically looking integral. At hightemperature, the partition function (3.808) takes the classical limit (2.454). Thus, by construction, the eective classical potential V e cl (x0 ) will approach the initial potential V (x0 ): V e cl (x0 ) V (x0 ).
T
(3.809)
This is a direct consequence of the shrinking uctuation width (3.803) for growing temperature. The path integral representation of the eective classical Boltzmann factor B(x0 )
h D x eAe /
(3.810)
can also be written as a path integral in which one has inserted a -function to ensure the path average h 1 d x( ). (3.811) x h 0 Let us introduce the slightly modied -function [recall (2.345)] x ( x0 ) le ( )( x0 ) = h x Then we can write B(x0 ) eV
e cl (x 0 )/kB T
2 2 h ( x0 ). x M
(3.812)
= =
h D x eAe / = h D () eAe / .
h x Dx ( x0 ) eAe /
(3.813)
As a check we evaluate the eective classical Boltzmann factor for the harmonic action (2.437). With the path splitting (3.804), it reads M 2 2 M Ae [x0 + ] = h x + 2 0 2
h 0
d 2 ( ) + 2 2 ( ) .
(3.814)
After representing the function by a Fourier integral () = le ( ) h we nd the path integral B (x0 ) =
h D () eAe / = eM i i
d 1 exp 2i h
d ( ) ,
(3.815)
d i 2i h 1 M 2 D exp d ( ) ( ) h 0 2
2 x2 /2 0
le ( ) h
. (3.816)
329
The path integral over ( ) in the second line can now be performed without the restriction h = 0 and yields, recalling (3.552), (3.553), and inserting there j( ) = /, we obtain for the path integral over ( ) in the second line of (3.816): 1 2 exp 2 sinh( /2) h 2M 2 h
h 0
h 0
d Gp 2 ,e ( ) .
(3.817)
The integrals over , are most easily performed on the spectral representation (3.245) of the correlation function:
h 0
h 0
Gp 2 ,e (
)=
h 0
h 0
1 d h
2 m= m
h 1 eim ( ) = 2 . 2 + (3.818)
The expression (3.817) has to be integrated over and yields 1 2 sinh( /2) h
i i
d 2 exp 2i 2M 2
1 1 . h 2 sinh( /2) le ( ) h h
(3.819)
Inserting this into (3.816) we obtain the local Boltzmann factor B (x0 ) eV
e cl (x 0 )/kB T
h D () eAe / =
/2 h 2 2 eM x0 . sinh( /2) h
(3.820)
The nal integral over x0 in (3.805) reproduces the correct partition function (2.401) of the harmonic oscillator.
3.25.2
Eective Classical Hamiltonian
It is easy to generalize the expression (3.813) to phase space, where we dene the eective classical Hamiltonian H e cl (p0 , x0 ) and the associated Boltzmann factor B(p0 , x0 ) by the path integral Dp h h (x0 x)2 (p0 p) eAe [p,x]/ , 2 h (3.821) h h h h where x = 0 d x( )/ and p = 0 d p( )/ are the temporal averages of position and momentum, and Ae [p, x] is the Euclidean action in phase space B(p0 , x0 ) exp H e cl (p0 , x0 ) Dx Ae [p, x] =
h 0
d [ip( )x( ) + H(p( ), x( ))].
(3.822)
The full quantum-mechanical partition function is obtained from the classicallooking expression [recall (2.338)] Z=

dx0
dp0 H e cl (p0 ,x0 ) e . 2 h
(3.823)
330
The denition is such that in the classical limit, H e cl (p0 , x0 )) becomes the ordinary Hamiltonian H(p0 , x0 ). For a harmonic oscillator, the eective classical Hamiltonian can be directly deduced from Eq. (3.820) by undoing the p0 -integration: B (p0 , x0 ) eH
e cl (p 0 ,x0 )/kB T
= le ( ) h
/2 h 2 2 2 e(p0 /2M +M x0 ) . sinh( /2) h
(3.824)
Indeed, inserting this into (3.823), we recover the harmonic partition function (2.401). Consider a particle in three dimensions moving in a constant magnetic eld B along the z-axis. For the sake of generality, we allow for an additional harmonic oscillator centered at the origin with frequencies in z-direction and in the xy-plane (as in Section 2.19). It is then easy to calculate the eective classical Boltzmann factor for the Hamiltonian [recall (2.681)] H(p, x) = M 1 2 M 2 2 p + x ( ) + 2 z 2 ( ) + B lz (p( ), x( )), 2M 2 2 (3.825)
where lz (p, x) is the z-component of the angular momentum dened in Eq. (2.639). We have shifted the center of momentum integration to p0 , for later convenience (see Subsection 5.11.2). The vector x = (x, y) denotes the orthogonal part of x. As in the generalized magnetic eld action (2.681), we have chosen dierent frequencies in front of the harmonic oscillator potential and of the term proportional to lz , for generality. The eective classical Boltzmann factor follows immediately from (2.695) by undoing the momentum integrations in px , py , and using (3.824) for the motion in the z-direction: h /2 H(p0 ,x0 ) h /2 h+ /2 e , sinh h+ /2 sinh h /2 sinh h /2 (3.826) where B , as in (2.691). As in Eq. (3.820), the restrictions of the path integrals over x and p to the xed averages x0 = x and p0 = p give rise to the extra numerators in comparison to (2.695). B(p0 , x0 )= eH
e cl (p 0 ,x0 )
3 = le ( ) h
3.25.3
High- and Low-Temperature Behavior
We have remarked before in Eq. (3.809) that in the limit T , the eective classical potential V e cl (x0 ) converges by construction against the initial potential V (x0 ). There exists, in fact, a well-dened power series in h/kB T which describes this approach. Let us study this limit explicitly for the eective classical potential of the harmonic oscillator calculated in (3.820), after rewriting it as
e V cl (x0 ) = kB T log
sinh( /2kB T ) M 2 2 h + x0 (3.827) h/2kB T 2 M 2 2 h h h = . x0 + + kB T log(1 e /kB T ) log 2 2 kB T

331
Due to the subtracted logarithm of in the brackets, the eective classical potential has a power series 1 h 1 M 2 2 e x0 + h V cl (x0 ) = 2 24 kB T 2880
h kB T
+ ... .
(3.828)
This pleasant high-temperature behavior is in contrast to that of the eective potential which reads for the harmonic oscillator
e h V (x0 ) = kB T log [2 sinh( /2kB T )] +
M 2 2 x0 2 (3.829)
M 2 2 h h x0 + + kB T log(1 e /kB T ), 2 2
as we can see from (3.793). The logarithm of prevents this from having a power series expansion in h/kB T , reecting the increasing width of the unsubtracted uctuations. Consider now the opposite limit T 0, where the nal integral over the Boltzmann factor B(x0 ) can be calculated exactly by the saddle-point method. In this limit, the eective classical potential V e cl (x0 ) coincides with the Euclidean version of the eective potential: V e cl (x0 ) V e (x0 ) e [X]/
T 0 X=x0
(3.830)
whose real-time denition was given in Eq. (3.663). Let us study this limit again explicitly for the harmonic oscillator, where it becomes T 0 h M h e V cl (x0 ) + 2 x2 kB T log , (3.831) 0 2 2 kB T i.e., the additional constant tends to h/2. This is just the quantum-mechanical zero-point energy which guarantees the correct low-temperature limit
h Z e /2kB T T 0
h kB T /2kB T h e .
dx0 M 2 x2 /2kB T 0 e le ( ) h (3.832)
The limiting partition function is equal to the Boltzmann factor with the zero-point energy h/2.
3.25.4
Alternative Candidate for Eective Classical Potential
It is instructive to compare this potential with a related expression which can be dened in terms of the partition function density dened in Eq. (2.325): e V cl (x) kB T log [le ( ) z(x)] . h (3.833)
332
e This quantity shares with V cl (x0 ) the property that it also yields the partition function by forming the integral [compare (2.324)]:
Z=
dx0 V e cl (x0 )/kB T e . le ( ) h
(3.834)
It may therefore be considered as an alternative candidate for an eective classical potential. For the harmonic oscillator, we nd from Eq. (2.326) the explicit form kB T M 2 h h h 2 h e V cl (x) = log + +kB T log 1e2 /kB T + tanh x .(3.835) 2 kB T 2 h kB T This shares with the eective potential V e (X) in Eq. (3.829) the unpleasant property of possessing no power series representation in the high-temperature limit. e The low-temperature limit of V cl (x) looks at rst sight quite similar to (3.831):
T 0 h M 2 kB T 2 h V e cl (x0 ) + kB T x log , 2 h 2 kB T
(3.836)
and the integration leads to the same result (3.832) in only a slightly dierent way:
h Z e /2kB T T 0
2 h kB T /2kB T h =e .
dx M x2 / h e le ( ) h (3.837)
There is, however, an important dierence of (3.836) with respect to (3.831). The width of a local Boltzmann factor formed from the partition function density (2.325):
e cl B(x) le ( ) z(x) = eV (x)/kB T h
(3.838)
is much wider than that of the eective classical Boltzmann factor B(x0 ) = e cl eV (x0 )/kB T . Whereas B(x0 ) has a nite width for T 0, the Boltzmann fac tor B(x) has a width growing to innity in this limit. Thus the integral over x in (3.837) converges much more slowly than that over x0 in (3.832). This is the principal reason for introducing V e cl (x0 ) as an eective classical potential rather than V e cl (x0 ).
3.25.5
Harmonic Correlation Function without Zero Mode
By construction, the correlation functions of ( ) have the desired subtracted form (3.802): ( )( )
=
h h cosh (| | /2) 1 h p G2 ,e ( ) = , M 2M sinh( /2) h h 2
(3.839)
333
with the square width as in (3.803): 2 ( )
a2 = Gp 2 ,e (0) =
h 1 1 coth , 2 2 h 2
(3.840)
which decreases with increasing temperature. This can be seen explicitly by adding a current term d j( )( ) to the action (3.814) which winds up in the exponent of (3.816), replacing / by j( ) + / and multiplies the exponential in (3.817) by a factor 1 2M 2 h
h 0
h 0
d 2 + j( ) + j( ) Gp 2 ,e ( )
h 0
exp
1 2M h
h 0
d j( )Gp 2 ,e ( )j( ) .
(3.841)
In the rst exponent, one of the -integrals over Gp 2 ,e ( ), say , produces a factor 1/ 2 as in (3.818), so that the rst exponent becomes 1 h 2 2 + 2 2 2 2M h
h 0
d j( ) .
(3.842)
If we now perform the integral over , the linear term in yields, after a quadratic completion, a factor exp 1 2M 2 2 h
h 0
h 0
d j( )j( ) .
(3.843)
Combined with the second exponential in (3.841) this leads to a generating functional for the subtracted correlation functions (3.839):
x Z 0 [j] =
/2 h 1 2 2 eM x0 /2 exp sin( /2) h 2M h
h 0
h 0
d j( )Gp 2 ,e ( )j( ) . (3.844)
For j( ) 0, this reduces to the local Boltzmann factor (3.820).
3.25.6
Perturbation Expansion
We can now apply the perturbation expansion (3.480) to the path integral over ( ) in Eq. (3.813) for the eective classical Boltzmann factor B(x0 ). We take the action Ae [x] = and rewrite it as Ae = hV (x0 ) + A(0) [] + Aint,e [x0 ; ], e (3.846)
h 0
M 2 x + V (x) , 2
(3.845)
334 with an unperturbed action A(0) [] = e

h 0
M 2 M ( ) + 2 (x0 ) 2 ( ) , 2 (x0 ) V (x0 )/M, 2 2 Aint,e [x0 ; ] =

h 0
(3.847)
and an interaction
d V int (x0 ; ( )),
(3.848)
containing the subtracted potential 1 V int (x0 ; ( )) = V (x0 + ( )) V (x0 ) V (x0 )( ) V (x0 ) 2 ( ). 2 This has a Taylor expansion starting with the cubic term V int (x0 ; ) = 1 1 V (x0 ) 3 + V (4) (x0 ) 4 + . . . . 3! 4! (3.850) (3.849)
h Since ( ) has a zero temporal average, the linear term 0 d V (x0 )( ) is absent in (3.847). The eective classical Boltzmann factor B(x0 ) in (3.813) has then the perturbation expansion [compare (3.480)]
B(x0 ) =
1 Aint,e h
x0
1 A2 int,e 2! 2 h
x0
1 A3 int,e 3! 3 h
x0
+ . . . B (x0 ). (3.851)
The harmonic expectation values are dened with respect to the harmonic path integral B (x0 ) = D () eAe
(0)
[]// h
(3.852)
For an arbitrary functional F [x] one has to calculate F [x]

x0 1 = B (x0 )
D () F [x] eAe
(0)
[]/ h
(3.853)
Some calculations of local expectation values are conveniently done with the explicit Fourier components of the path integral. Recalling (3.806) and expanding the action (3.814) in its Fourier components using (3.804), they are given by the product of integrals F [x]
x0 x = [Z0 ]1 m=1
dxre dxim M [ 2 +2 (x0 )]|xm |2 m m e kB T m=1 m F [x]. 2 kB T /Mm
(3.854)
This implies the correlation functions for the Fourier components xm x m

x0
= mm
kB T 1 . 2 M m + 2 (x0 )
(3.855)
335
From these we can calculate once more the correlation functions of the uctuations ( ) as follows: ( )( )
x0 x0
=
m,m =0
xm x ei(m m ) m
=2
1 M
2 m=1 m
1 . (3.856) + 2 (x0 )
Performing the sum gives once more the subtracted correlation function Eq. (3.839), whose generating functional was calculated in (3.844). The calculation of the harmonic averages in (3.851) leads to a similar loop expansion as for the eective potential in Subsection 3.23.6 using the background eld method. The path average x0 takes over the role of the background X and the nonzero Matsubara frequency part of the paths ( ) corresponds to the uctuations. The only dierence with respect to the earlier calculations is that the correlation functions of ( ) contain no zero-frequency contribution. Thus they are obtained from the subtracted Green functions Gp 2 (x0 ),e( ) dened in Eq. (3.802). All Feynman diagrams in the loop expansion are one-particle irreducible, just as in the loop expansion of the eective potential. The reducible diagrams are absent since there is no linear term in the interaction (3.850). This trivial absence is an advantage with respect to the somewhat involved proof required for the eective action in Subsection 3.23.6. The diagrams in the two expansions are therefore precisely the same and can be read o from Eqs. (3.741) and (3.781). The only dierence lies in the replacement X x0 in the analytic expressions for the lines and vertices. In addition, there is the nal integral over x0 to obtain the partition function Z in Eq. (3.808). This is in contrast to the partition function expressed in terms of the eective potential V e (X), where only the extremum has to be taken.
3.25.7
Eective Potential and Magnetization Curves
The eective classical potential V e cl (x0 ) in the Boltzmann factor (3.807) allows us to estimate the eective potential dened in Eq. (3.663). It can be derived from the generating functional Z[j] restricted to time-independent external source j( ) j, in which case Z[j] reduces to a mere function of j: Z(j) = Dx( ) exp
0
1 2 x + V (x( )) + j x , 2
(3.857)
where x is the path average of x( ). The function Z(j) is obtained from the eective classical potential by a simple integral over x0 : Z(j) =

dx e cl 0 e[V (x0 )jx0 ] . 2
(3.858)
The eective potential V e (X) is equal to the Legendre transform of W (j) = log Z(j): 1 (3.859) V e (X) = W (j) + Xj,
336
Figure 3.15 Magnetization curves in double-well potential V (x) = x2 /2 + gx4 /4 with g = 0.4, at various inverse temperatures . The integral over these curves returns the eective potential V e (X). The curves arising from the approximate eective potential W1 (x0 ) are labeled by 1 (- - -) and the exact curves (found by solving the Schrdinger o equation numerically) by ex (). For comparison we have also drawn the classical curves ( ) obtained by using the potential V (x0 ) in Eqs. (3.861) and (3.858) rather than W1 (x0 ). They are labeled by V . Our approximation W1 (x0 ) is seen to render good magnetization curves for all temperatures above T = 1/ 1/10. The label carries several subscripts if the corresponding curves are indistinguishable on the plot. Note that all approximations are monotonous, as they should be (except for the mean eld, of course).
where the right-hand side is to be expressed in terms of X using X = X(j) = 1 d W (j). dj (3.860)
To picture the eective potential, we calculate the average value of x( ) from the integral dx 0 x0 exp [V e cl (x0 ) jx0 ] X = Z(j)1 (3.861) 2 and plot X = X(j). By exchanging the axes we display the inverse j = j(X) which is the slope of the eective potential: j(X) = dV e (X) . dX (3.862)
337
The curves j(X) are shown in Fig. 3.15 for the double-well potential with a coupling strength g = 0.4 at various temperatures. Note that the x0 -integration makes j(X) necessarily a monotonous function of X. The eective potential is therefore always a convex function of X, no matter what the classical potential looks like. This is in contrast to j(X) before uctuations are taken into account, the mean-eld approximation to (3.862) [recall the discussion in Subsection 3.23.1], which is given by j = dV (X)/dX. For the double-well potential, this becomes j = X + gX 3. (3.864) (3.863)
Thus, the mean-eld eective potential coincides with the classical potential V (X), which is obviously not convex. In magnetic systems, j is a constant magnetic eld and X its associated magnetization. For this reason, plots of j(X) are referred to as magnetization curves.
3.25.8
First-Order Perturbative Result
To rst order in the interaction V int (x0 ; ), the perturbation expansion (3.851) becomes 1 B(x0 ) = 1 Aint,e x0 + . . . B (x0 ), (3.865) h and we have to calculate the harmonic expectation value of Aint,e . Let us assume that the interaction potential possesses a Fourier transform V int (x0 ; ( )) =

dk ik(x0 +( )) int e V (k). 2
(3.866)
Then we can write the expectation of (3.848) as Aint,e [x0 ; ]

x0
h 0
dk int V (k)eikx0 eik( ) 2
x0
(3.867)
We now use Wicks rule in the form (3.304) to calculate eik( )

x0
= ek
2 ( )
x0
/2
(3.868)
We now use Eq. (3.840) to write this as eik( )

x0
=e
k 2 a2 /2 (x )
0
(3.869)
Thus we nd for the expectation value (3.867): Aint,e [x0 ; ]

x0
h 0
dk int ikx k 2 a2 /2 (x0 ) V (k)e 0 . 2
(3.870)
338
Due to the periodic boundary conditions satised by the correlation function and the associated invariance under time translations, this result is independent of , so that the -integral can be performed trivially, yielding simply a factor h. We now reinsert the Fourier coecients of the potential V int (k) =

dx V int (x0 ; ) eik(x0+) ,
(3.871)
perform the integral over k via a quadratic completion, and obtain V int (x( ))
x0
Va2 (x0 ) =
int
dx0 2a2 0 ) (x
2 /2a2 (x
0)
V int (x0 ; ).
(3.872)
The expectation V int (x( )) Va2 (x0 ) of the potential arises therefore from a convolution integral of the original potential with a Gaussian distribution of square width a2 0 ) . The convolution integral smears the original interaction potential (x Va2 (x0 ) out over a length scale a(x0 ) . In this way, the approximation accounts for the quantum-statistical path uctuations of the particle. As a result, we can write the rst-order Boltzmann factor (3.865) as follows: B(x0 ) (x0 ) h int exp M(x0 )2 x2 /2 Va2 (x0 ) . 0 2 sin[(x0 ) /2] h (3.873)
int
x0
int
Recalling the harmonic eective classical potential (3.831), this may be written as a Boltzmann factor associated with the rst-order eective classical potential
e V e cl (x0 ) V(xcl) (x0 ) + Va2 (x0 ). 0
int
(3.874)
Given the power series expansion (3.850) of the interaction potential V

int
(x0 ; ) =
1 (k) V (x0 ) k , h k=3 k!
(3.875)
we may use the integral formula

d 2 /2a2 k e = 2a2
(k 1)!! ak 0
for k =
even , odd
(3.876)
we nd the explicit smeared potential Vaint (x0 ) = 2 (k 1)!! (k) V (x0 )ak (x0 ). k! k=4,6,...
(3.877)
3.26 Perturbative Approach to Scattering Amplitude
339
3.26
Perturbative Approach to Scattering Amplitude
In Eq. (2.739) we have derived a path integral representation for the scattering amplitude. It involves calculating a path integral of the general form d3 ya d3 za D3 y D3 z exp i h
tb
dt
ta
M 2 y z2 2
F [y(t) z(0)],
(3.878)
where the paths y(t) and z(t) vanish at the nal time t = tb whereas the initial positions are integrated out. In lowest approximation, we may neglect the uctuations in y(t) and z(0) and obtain the eikonal approximation (2.742). In order to calculate higher-order corrections to path integrals of the form (3.878) we nd the generating functional of all correlation functions of y(t) z(0).
3.26.1
Generating Functional
d3 ya D3 y exp i h
tb
For the sake of generality we calculate the harmonic path integral over y: Z[jy ] dt
ta
M 2 y 2 y2 jy y 2
(3.879)
This diers from the amplitude calculated in (3.168) only by an extra Fresnel integral over the initial point and a trivial extension to three dimensions. This yields Z[jy ] = =
y d3 ya (yb tb |ya ta )
exp
i h
tb
dt
ta
i h exp 2 M h
1 yb (sin [(t ta )] + sin [(tb t)]) jy sin (tb ta )

tb t
dt
ta ta
dt jy (t)G2 (t, t )jy (t ) ,
(3.880)
where G2 (t, t ) is obtained from the Green function (3.36) with Dirichlet boundary conditions by adding the result of the quadratic completion in the variable yb ya preceding the evaluation of the integral over d3 ya : G2 (t, t ) = 1 sin (tb t> ) [sin (t< ta ) + sin (tb t< )] . sin (tb ta ) G2 (t, t ) = tb t> . (3.881)
We need the special case = 0 where (3.882)
In contrast to G2 (t, t ) of (3.36), this Green function vanishes only at the nal time. This reects the fact that the path integral (3.878) is evaluated for paths y(t) which vanish at the nal time t = tb . A similar generating functional for z(t) leads to the same result with opposite sign in the exponent. Since the variable z(t) appears only with time argument zero in (3.878), the relevant generating functional is Z[j] d3 ya i h d3 za
tb
D3 y
D3 z , (3.883)
exp
dt
ta
M 2 y z2 2 y2 z2 j yz 2
with yb = zb = 0, where we have introduced the subtracted variable yz (t) y(t) z(0), (3.884)
340
for brevity. From the above calculations we can immediately write down the result Z[j] = h 1 i exp 2 D 2M h
tb tb
dt
ta ta
dt j(t)G2 (t, t )j(t ) ,
(3.885)
where D is the functional determinant associated with the Green function (3.881) which is obtained by integrating (3.881) over t (tb , ta ) and over 2 : D = 1 exp cos2 [(tb ta )]
tb ta 0
dt (cos t 1) , t
(3.886)
and G2 (t, t ) is the subtracted Green function (3.881): G2 (t, t ) G2 (t, t ) G2 (0, 0). For = 0 where D = 1, this is simply G0 (t, t ) t> , (3.888) (3.887)
where t> denotes the larger of the times t and t . It is important to realize that thanks to the subtraction in the Green function (3.882) caused by the z(0)-uctuations, the limits ta and tb can be taken in (3.885) without any problems.
3.26.2
Application to Scattering Amplitude
We can now apply this result to the path integral (2.739). With the abbreviation (3.884) we write it as fpb pa = p 2i h
h d2 b eiqb/
D3 yz exp
i h
dt
M yz [G0 (t, t )]1 yz 2
eib,p [yz ] 1 ,
(3.889)
where [G0 (t, t )]1 is the functional inverse of the subtracted Green function (3.888), and b,p [yz ] the integral over the interaction potential V (x): b,p [yz ] 1 h

dt V b +
p t + yz (t) . M
(3.890)
3.26.3
First Correction to Eikonal Approximation
The rst correction to the eikonal approximation (2.742) is obtained by expanding (3.890) to rst order in yz (t). This yields b,p [y] = ei,p b 1 h

dt
V b+
p t yz (t). M
(3.891)
The additional terms can be considered as an interaction with the current j(t) = V b+ p t . M (3.893) 1 h

dt yz (t) j(t),
(3.892)
3.26 Perturbative Approach to Scattering Amplitude

Using the generating functional (3.885), this is seen to yield an additional scattering phase 1 ei,p = b 1 2M h

341
dt1
dt2
V b+
p t1 M
V b+
p t2 t> . M
(3.894)
To evaluate this we shall always change, as in (2.744), the time variables t1,2 to length variables z1,2 p1,2 t/M along the direction of p. For spherically symmetric potentials V (r) with r |x| = b2 + z 2 , we may express the derivatives parallel and orthogonal to the incoming particle momentum p as follows: V = z V /r, Then (3.894) reduces to 1 ei,p = b M2 2 p3 h
V
= b V /r.
(3.895)
dz1
dz2
V (r1 ) V (r2 ) 2 b + z1 z2 z1 . r1 r2
(3.896)
The part of the integrand before the bracket is obviously symmetric under z z and under the exchange z1 z2 . For this reason we can rewrite 1 ei,p = b M2 h p3

dz1 z1
V (r1 ) r1
dz2
V (r2 ) 2 2 b z2 . r2
(3.897)
Now we use the relations (3.895) in the opposite direction as zV /r = z V, bV /r = b V, (3.898)
and performing a partial integration in z1 to obtain21 1 ei,p = b M2 (1 + bb ) h p3

dz V 2
b2 + z 2 .
(3.899)
Compared to the leading eikonal phase (2.745), this suppressed by a factor V (0)M/p2 . is Note that for the Coulomb potential where V 2 ( b2 + z 2 ) 1/(b2 + z 2 ), the integral is proportional to 1/b which is annihilated by the factor 1 + bb . Thus there is no rst correction to the eikonal approximation (1.503).
3.26.4
Rayleigh-Schrdinger Expansion of Scattering Amplitude o
In Section 1.16 we have introduced the scattering amplitude as the limiting matrix element [see (1.513)] pb |S|pa
tb ta
lim
h h ei(Eb Ea )tb / (pb 0|pa ta )eiEa ta / .
(3.900)
A perturbation expansion for these quantities can be found via a Fourier transformation of the expansion (3.474). We only have to set the oscillator frequency of the harmonic part of the action equal to zero, since the particles in a scattering process are free far away from the scattering center. Since scattering takes usually place in three dimensions, all formulas will be written down in such a space.
This agrees with results from Schrdinger theory by S.J. Wallace, Ann. Phys. 78 , 190 (1973); o S. Sarkar, Phys. Rev. D 21 , 3437 (1980). It diers from R. Rosenfelders result (see Footnote 37 on p. 192) who derives a prefactor p cos(/2) instead of the incoming momentum p.
21
342
We shall thus consider the perturbation expansion of the amplitude (pb 0|pa ta ) = d3 xb d3 xa eipb xb (xb 0|xa ta )eipa xa , (3.901)
where (xb 0|xa ta ) is expanded as in (3.474). The immediate result looks as in the expansion (3.497), if we replace the external oscillator wave functions n (xb ) and a (xb ) by free-particle plane waves eipb xb and eipa xa : (pb 0|pa ta ) = (pb 0|pa ta )0 1 i pb |A2 |pa + pb |Aint |pa 0 int h 2! 2 h Here i pb |A3 |pa int 3! 3 h
2
+ ... .
(3.902)
is the free-particle time evolution amplitude in momentum space [recall (2.133)] and the matrix elements are dened by pb | . . . |pa
0
h (pb 0|pa ta )0 = (2 )3 (3) (pb pa )eipb ta /2M h
(3.903)
d3 xb d3 xa eipb xb
h D 3 x . . . eiA0 / eipa xa .
(3.904)
In contrast to (3.497) we have not divided out the free-particle amplitude (3.903) in this denition since it is too singular. Let us calculate the successive terms in the expansion (3.902). First pb |Aint |pa Since
h d3 xb eipb xb (xb tb |x1 t1 )0 = eipb x1 eipb (tb t1 )/2M , h d3 xa (x1 t1 |xa ta )0 eipb xb = eipa x1 eipa (t1 ta )/2M ,
2 2
0 ta
dt1
d3 xb d3 xa d3 x1 eipb xb (xb 0|x1 t1 )0 V (x1 )(x1 t1 |xa ta )0 eipa xa . (3.905)
(3.906)
this becomes pb |Aint|pa where Vpb pa pb |V |pa =

h d3 xei(pb pa )x/ V (x) = V (pb pa ) 0
0 ta
h h dt1 ei(pb pa )t1 /2M Vpb pa eipa ta /2M ,
(3.907)
(3.908)
[recall (1.491)]. Inserting a damping factor et1 into the time integral, and replacing p2 /2M by the corresponding energy E, we obtain i pb |Aint |pa h
0
1 Vpb pa eiEa ta . Eb Ea i
(3.909)
3.27 Functional Determinants from Green Functions
343
Inserting this together with (3.903) into the expansion (3.902), we nd for the scattering amplitude (3.900) the rst-order approximation pb |S|pa
tb ta
lim
h ei(Eb Ea )tb / (2 )3 (3) (pb pa ) h
1 Vp p Eb Ea i b a (3.910)
corresponding precisely to the rst-order approximation of the operator expression (1.516), the Born approximation. Continuing the evaluation of the expansion (3.902) we nd that Vpb pa in (3.910) is replaced by the T -matrix [recall (1.474)] Tpb pa = Vpb pa + d 3 pc (2 )3 h d 3 pc 1 V V (3.911) 3 pb pc E E i pc pa (2 ) h c a 1 1 d 3 pd V V V + ... . 3 pb pc E E i pc pd E E i pd pa (2 ) h c a d a 1 d 3 pc V T , 3 pb pc E E i pc pa (2 ) h c a (3.912)
This amounts to an integral equation Tpb pa = Vpb pa
which is recognized as the Lippmann-Schwinger equation (1.522) for the T -matrix.
3.27
Functional Determinants from Green Functions
In Subsection 3.2.1 we have seen that there exists a simple method, due to Wronski, for constructing Green functions of the dierential equation (3.27),
2 O(t)G2 (t, t ) [t 2 (t)]G2 (t, t ) = (t t ),
(3.913)
with Dirichlet boundary conditions. That method did not require any knowledge of the spectrum and the eigenstates of the dierential operator O(t), except for the condition that zero-modes are absent. The question arises whether this method can be used to nd also functional determinants.22 The answer is positive, and we shall now demonstrate that Gelfand and Yagloms initial-value problem (2.206), (2.207), (2.208) with the Wronski construction (2.218) for its solution represents the most concise formula for the functional determinant of the operator O(t). Starting point is the observation that a functional determinant of an operator O can be written as Det O = eTr log O , (3.914) and that a Green function of a harmonic oscillator with an arbitrary time-dependent frequency has the integral Tr
1 0 2 dg 2 (t)[t g2 (t)]1 (t t ) 2 = Tr {log[t 2 (t)](t t )} 2 +Tr {log[t ](t t )}.
22
(3.915)
See the reference in Footnote 6 on p. 246.
344
If we therefore introduce a strength parameter g [0, 1] and an auxiliary Green function Gg (t, t ) satisfying the dierential equation
2 Og (t)Gg (t, t ) [t g2 (t)]Gg (t, t ) = (t t ),
(3.916)
we can express the ratio of functional determinants Det O1 /Det O0 as

1 Det (O0 O1 ) = e
1 0
dg Tr [2 (t)Gg (t,t )]
(3.917)
Knowing of the existence of Gelfand-Yagloms elegant method for calculating functional determinants in Section 2.4, we now try to relate the right-hand side in (3.917) to the solution of the Gelfand-Yagloms equations (2.208), (2.206), and (2.207): Og (t)Dg (t) = 0; Dg (ta ) = 0, Dg (ta ) = 1. (3.918)
By dierentiating these equations with respect to the parameter g, we obtain for the g-derivative Dg (t) g Dg (t) the inhomogeneous initial-value problem Og (t)Dg (t) = 2 (t)Dg (t); Dg (ta ) = 0, Dg (ta ) = 0. (3.919)
The unique solution of equations (3.918) can be expressed as in Eq. (2.214) in terms of an arbitrary set of solutions g (t) and g (t) as follows Dg (t) = g (ta )g (t) g (t)g (ta ) = g (t, ta ), Wg (3.920)
where Wg is the constant Wronski determinant Wg = g (t)g (t) g (t)g (t). We may also write Dg (tb ) = Detg = g (tb , ta ), Wg (3.921)
(3.922)
where g is the constant 2 2 -matrix g = g (ta ) g (ta ) g (tb ) g (tb ) . (3.923)
With the help of the solution g (t, t ) of the homogenous initial-value problem (3.918) we can easily construct a solution of the inhomogeneous initial-value problem (3.919) by superposition: Dg (t) =
t ta
dt 2 (t )g (t, t )g (t , ta ).
(3.924)
Comparison with (3.59) shows that at the nal point t = tb Dg (tb ) = g (tb , ta )
tb ta
dt 2 (t )Gg (t , t ).
(3.925)
345
Together with (3.922), this implies the following equation for the integral over the Green function which solves (3.913) with Dirichlets boundary conditions: Tr [2 (t)Gg (t, t )] = g log det g Wg = g log Dg (tb ). (3.926)
Inserting this into (3.915), we nd for the ratio of functional determinants the simple formula
1 Det (O0 Og ) = C(tb , ta )Dg (tb ).
(3.927)
The constant of g-integration, which still depends in general on initial and nal 2 times, is xed by applying (3.927) to the trivial case g = 0, where O0 = t and the solution to the initial-value problem (3.918) is D0 (t) = t ta . (3.928)
At g = 0, the left-hand side of (3.927) is unity, determining C(tb , ta ) = (tb ta )1 and the nal result for g = 1:
1 Det (O0 O1 ) =
det 1 W1
D1 (tb ) Det0 = , W0 tb ta
(3.929)
in agreement with the result of Section 2.7. The same method permits us to nd the Green function G2 (, ) governing quantum statistical harmonic uctuations which satises the dierential equation
2 Og ( )Gp,a (, ) [ g2 ( )]Gp,a (, ) = p,a ( ), g g
(3.930)
with periodic and antiperiodic boundary conditions, frequency ( ), and -function. The imaginary-time analog of (3.915) for the ratio of functional determinants reads
1 Det (O0 O1 ) = e
1 0
dgTr [2 ( )Gg (, )]
(3.931)
The boundary conditions satised by the Green function Gp,a (, ) are g Gp,a (b , ) = Gp,a (a , ), g g p,a (b , ) = Gp,a (a , ). Gg g According to Eq. (3.166), the Green functions are given by Gp,a (, ) = Gg (, ) g where [compare (3.49)] (, ) = 1 [( )( ) ( )( )] , W (3.934) [g (, a ) g (b , )][g ( , a ) g (b , )] , (3.933) g p,a (a , b ) g (a , b )
(3.932)
346
with the Wronski determinant W = ( )( ) ( )( ), and [compare (3.165)] p,a (a , b ) = 2 g (a , b ) g (b , a ). g The solution is unique provided that det p,a = Wg p,a (a , b ) = 0. g g (3.936) (3.935)
The right-hand side is well-dened unless the operator Og (t) has a zero-mode with g (tb ) = g (ta ), g (tb ) = g (ta ), which would make the determinant of the 2 2 -matrix p,a vanish. g We are now in a position to rederive the functional determinant of the operator 2 O( ) = 2 ( ) with periodic or antiperiodic boundary conditions more elegantly than in Section 2.11. For this we formulate again a homogeneous initial-value problem, but with boundary conditions dual to Gelfand and Yagloms in Eq. (3.918): Og ( )Dg ( ) = 0; Dg (a ) = 1, D g (a ) = 0. (3.937)
In terms of the previous arbitrary set g (t) and g (t) of solutions of the homogeneous dierential equation, the unique solution of (3.937) reads g ( )g (a ) g (a )g ( ) . Dg ( ) = Wg This can be combined with the time derivative of (3.920) at = b to yield Dg (b ) + Dg (b ) = [2 p,a (a , b )]. g (3.939) (3.938)
By dierentiating Eqs. (3.937) with respect to g, we obtain the following inhomoge neous initial-value problem for Dg ( ) = g Dg ( ): Og ( )Dg ( ) = 2 ( )Dg ( ); Dg (a ) = 1, D g (a ) = 0, whose general solution reads by analogy with (3.924) Dg ( ) =
a
(3.940)
d 2 ( )g (, )g (a , ),
(3.941)
where the dot on g (a , ) acts on the rst imaginary-time argument. With the help of identities (3.939) and (3.940), the combination D ( ) + Dg ( ) at = b can now be expressed in terms of the periodic and antiperiodic Green functions (3.166), by analogy with (3.925), Dg (b ) + Dg (b ) = p,a (a , b ) g
b a
d 2 ( )Gp,a (, ). g
(3.942)
347
Together with (3.939), this gives for the temporal integral on the right-hand side of (3.917) the simple expression analogous to (3.926)
p,a Tr [2 ( )Gg (, )] = g log
g det p,a Wg = g log 2 Dg (b )
Dg (b ) ,
(3.943)
so that we obtain the ratio of functional determinants with periodic and antiperiodic boundary conditions Det (O1 Og ) = C(tb , ta ) 2 Dg (b ) Dg (b ) , (3.944)
2 where O = O0 2 = 2 . The constant of integration C(tb , ta ) is xed in the way described after Eq. (3.915). We go to g = 1 and set 2 ( ) 2 . For 2 the operator O1 2 , we can easily solve the Gelfand-Yaglom initial-value problem (3.918) as well as the dual one (3.937) by D1 ( ) =
1 sin ( a ),
D1 ( ) = cos ( a ),
(3.945)
so that (3.944) determines C(tb , ta ) by 1 = C(tb , ta ) 4 sin2 [(b a )/2] 4cos2 [(b a )/2] 1 det p W1 periodic case, antiperiodic case. (3.946)
Hence we nd the nal results for periodic boundary conditions Det (O1 O1 ) = 1 Det p 2 D1 (b ) D1 (b ) = , 2 W1 4 sin [(b a )/2] Det a 2 + D1 (b ) + D1 (b ) 1 . = W1 4 cos2 [(b a )/2] (3.947)
and for antiperiodic boundary conditions det a 1 Det (O1 O1 ) = W1 (3.948)
The intermediate expressions in (3.929), (3.947), and (3.948) show that the ratios of functional determinants are ordinary determinants of two arbitrary independent solutions and of the homogeneous dierential equation O1 (t)y(t) = 0 or O1 ( )y( ) = 0. As such, the results are manifestly invariant under arbitrary linear transformations of these functions (, ) ( , ). It is useful to express the above formulas for the ratio of functional determinants (3.929), (3.947), and (3.948) in yet another form. We rewrite the two independent 2 solutions of the homogenous dierential equation [t 2 (t)]y(t) = 0 as follows (t) = q(t) cos (t), (t) = q(t) sin (t). (3.949)
348
The two functions q(t) and (t) parametrizing (t) and (t) satisfy the constraint (t)q 2 (t) = W, (3.950)
where W is the constant Wronski determinant. The function q(t) is a soliton of the Ermankov-Pinney equation23 q + 2 (t)q W 2 q 3 = 0. (3.951)
For Dirichlet boundary conditions we insert (3.949) into (3.929), and obtain the ratio of uctuation determinants in the form
1 Det (O0 O1 ) =
1 q(ta )q(tb ) sin[(tb ) (ta )] . W tb ta
(3.952)
For periodic or antiperiodic boundary conditions with a corresponding frequency (t), the functions q(t) and (t) in Eq. (3.949) have the same periodicity. The initial value (ta ) may always be assumed to vanish, since otherwise (t) and (t) could be combined linearly to that eect. Substituting (3.949) into (3.947) and (3.948), the function q(t) drops out, and we obtain the ratios of functional determinants for periodic boundary conditions Det (O1 O1 ) = 4 sin2 (tb ) (tb ta ) 4 sin2 , 2 2 (3.953)
and for antiperiodic boundary conditions Det (O1 O1 ) = 4 cos2 (tb ta ) (tb ) . 4 cos2 2 2 (3.954)
For a harmonic oscillator with (t) , Eq. (3.951) is solved by q(t) and Eq. (3.950) yields (t) = (t ta ). Inserted into (3.952), (3.953), and (3.954) we reproduce the known results:
1 Det (O0 O1 ) =
23
W ,
(3.955)
(3.956)
sin (tb ta ) , (tb ta )
Det (O1 O1 ) = 1.
For more details see J. Rezende, J. Math. Phys. 25, 3264 (1984).
Appendix 3A
Matrix Elements for General Potential
349
Appendix 3A
Matrix Elements for General Potential
The matrix elements n|V |m can be calculated for an arbitrary potential V = V () as follows: x We represent V () by a Fourier integral as a superposition of exponentials x
i
V () = x
i
dk V (k) exp(k), x 2i
(3A.1)
and express exp(k) in terms of creation and annihilation operators as exp(k) = exp[k(+ )/ 2], x x a a set k 2 , and write down the obvious equation n|e
2 x
n m 1 a |m = 0|e e n!m! n m
(+ ) a a a
|0
.
==0
(3A.2)
We now make use of the Baker-Campbell-Hausdor Formula (2A.1) with (2A.6), and rewrite eA eB = eA+B+ 2 [A,B]+ 12 ([A,[A,B]]+[B,[B,A]])+.... .

1
(3A.3)
Identifying A and B with a and a , the property [, a ] = 1 makes this relation very simple: a e
(+ ) a a = e ae a
/2
(3A.4)
and the matrix elements (3A.2) become

a 0|e e ( + ) a a a
|0 = 0|e(+
) (+ ) a a
|0 e
/2
(3A.5)
The bra and ket states on the right-hand side are now eigenstates of the annihilation operator a with eigenvalues + and + , respectively. Such states are known as coherent states. Using once more (3A.3), we obtain 0|e(+ and (3A.2) becomes simply n|e
2 x ) (+ ) a a
|0 = e(
+)( +)
(3A.6)
1 n m (+ |m = e n!m! n m
)(+ )
/2 ==0
(3A.7)
We now calculate the derivatives n m ( e n m

+)( +) ==0
n ( + )m e n
( +) =0
(3A.8)
Using the chain rule of dierentiation for products f (x) = g(x) h(x):
n
f the right-hand side becomes n ( + )m e n
(n)
(x) =
l=0
n (l) g (x)h(nl) (x), l
(3A.9)
n ( +) =0
=
l=0 n
n l nl ( + )m nl e l l
( +) =0 n+m2l
=
l=0
n m(m 1) (m l + 1) l
e .
(3A.10)
350
Hence we nd n|e
2 x
1 |m = n!m!
n l=0
n l
m l! l
n+m2l
/2
(3A.11)
From this we obtain the matrix elements of single powers xp by forming, with the help of (3A.9) 2 and ( q / q )e /2 | =0 = q!!, the derivatives p p
n+m2l
/2
=
=0
p! p [2l (n + m p)]!! = l(n+mp)/2 . n+m2l 2 [l p (n+mp)/2]! (3A.12)

min(n,m)
The result is n 1 n|p |m = x n!m! l=(n+mp)/2 l m p! l! l+p(n+m)/2 . l 2 [l (n + m p)/2]! (3A.13)
For the special case of a pure fourth-order interaction, this becomes n|4 |n 4 = x n 3 n 2 n 1 n, n|4 |n 2 = (4n 2) n 1 n, x n|4 |n x 4 n| |n + 2 x = =
n|4 |n + 4 x
n l=0
6n2 + 6n + 3, (4n + 6) n + 1 n + 2, n + 1 n + 2 n + 3 n + 4.
(3A.14)
For a general potential (3A.1) we nd 1 n|V ()|m = x n!m! n l m 1 l! l(n+m)/2 l 2

i i
2 dk V (k)k n+m2l ek /4 . 2i
(3A.15)
Appendix 3B
Energy Shifts for gx4 /4 -Interaction
For the specic polynomial interaction V (x) = gx4 /4, the shift of the energy E (n) to any desired order is calculated most simply as follows. Consider the expectations of powers x4 (z1 )4 (z2 ) x4 (zn ) x of the operator x(z) = ( z + az 1 ) between the excited oscillator states n| and |n . Here a a and a are the usual creation and annihilation operators of the harmonic oscillator, and |n = (a )n |0 / n! . To evaluate these expectations, we make repeated use of the commutation rules [, a ] = 1 and of the ground state property a|0 = 0. For n = 0 this gives a x4 (z)
4
= 3,
4
2 2 4 4 x (z1 )x (z2 ) = 72z1 z2 + 24z1 z2 + 9, 2 2 2 2 4 x4 (z1 )x4 (z2 )x4 (z3 ) = 27 8z1 z2 + 63 32z1 z2 z3
(3B.1)
2 2 4 4 4 2 2 4 4 + 351 8z1 z3 + 9 8z1 z2 + 63 32z1 z2 z3 + 369 8z1 z3 2 2 4 4 + 27 8z2 z3 + 9 8z2 z3 + 27.
The cumulants are x4 (z1 )x4 (z2 )

4 4 ,c 4 4 4 2 2 = 72z1 z2 + 24z1 z2 , ,c
(3B.2) +
2 2 9z1 z3
x (z1 )x (z2 )x (z3 )
2 2 4 288(7z1 z2 z3
4 2 2 7z1 z2 z3
4 4 10z1 z3 ).
The powers of z show by how many steps the intermediate states have been excited. They determine the energy denominators in the formulas (3.515) and (3.516). Apart from a factor (g/4)n and a
Appendix 3B
Energy Shifts for gx4 /4-Interaction
351
factor 1/(2)2n which carries the correct length scale of x(z), the energy shifts E = 1 E0 + 2 E0 + 3 E0 are thus found to be given by 1 E0 = 3, 1 1 , + 24 2 4 1 1 1 1 1 1 1 1 3 E0 = 288 7 + 9 + 7 + 10 2 4 2 2 4 2 4 4 2 E0 = 72 (3B.3) = 333 4.
Between excited states, the calculation is somewhat more tedious and yields x4 (z) x (z1 )x (z2 )
4 4
= 6n2 + 6n + 3, = + + +
2 2 (16n + 96n + 212n + 204n + 72)z1 z2 4 4 4 3 2 (n + 10n + 35n + 50n + 24)z1 z2 4 4 (n4 6n3 + 11n2 6n)z1 z2 2 2 (16n4 32n3 + 20n2 4n)z1 z2 , 6 5 4 3 4 3 2
(3B.4)
,c
(3B.5)
2
x (z1 )x (z2 )x (z3 )
,c
= [(16n + 240n + 1444n + 4440n + 7324n + 6120n + 2016)

2 2 4 4 2 2 (z1 z2 z3 +z1 z2 z3 ) 2 2 + (384n5 + 2880n4 + 8544n3 + 12528n2 + 9072n + 2592)z1 z3 4 4 + (48n5 + 600n4 + 2880n3 + 6600n2 + 7152n + 2880)z1 z3 4 2 2 + (16n6 144n5 + 484n4 744n3 + 508n2 120n)z1 z2 z3
2 4 2 + (16n6 + 48n5 + 4n4 72n3 20n2 + 24n)z1 z2 z3 ].
2 2 + (384n5 + 960n4 864n3 + 336n2 48n)z1 z3 2 2 4 + (16n6 144n5 + 484n4 744n3 + 508n2 120n)z1 z2 z3
4 4 + (48n5 + 360n4 960n3 + 1080n2 432n)z1 z3 2 4 2 + (16n6 + 48n5 + 4n4 72n3 20n2 + 24n)z1 z2 z3
(3B.6)
From these we obtain the reduced energy shifts: 1 E0 = 6n2 + 6n + 3, 2 E0 = (16n4 + 96n3 + 212n2 + 204n + 72) (n4 + 10n3 + 35n2 + 50n + 24) (n4 6n3 + 11n2 6n) 1 4
1 2 1 4
(3B.7)
1 2
3 E0 = [(16n + 240n + 1444n + 4440n + 7324n + 6120n + 2016) ( +(384n5 + 2880n4 + 8544n3 + 12528n2 + 9072n + 2592) 1 2 +(48n5 + 600n4 + 2880n3 + 6600n2 + 7152n + 2880) +(16n6 144n5 + 484n4 744n3 + 508n2 120n) +(48n5 + 360n4 960n3 + 1080n2 432n) 1 1 4 4
1 2 1 2 1 4 1 4
(16n4 32n3 + 20n2 4n) = 2 (34n3 + 51n2 + 59n + 21),

6 5 4
(3B.8)
3 2
1 2 1 2 1 4
1 4
1 2
1 2
1 4
+(16n6 + 48n5 + 4n4 72n3 20n2 + 24n) +(384n5 + 960n4 864n3 + 336n2 48n)
= 4 3 (125n4 + 250n3 + 472n2 + 347n + 111).
+(16n6 144n5 + 484n4 744n3 + 508n2 120n) +(16n6 + 48n5 + 4n4 72n3 20n2 + 24n) 1 1 ] 2 2
1 4 1 2
1 2
1 4
(3B.9)
352
Appendix 3C
Recursion Relations for Perturbation Coecients of Anharmonic Oscillator
Bender and Wu24 were the rst to solve to high orders recursion relations for the perturbation coecients of the ground state energy of an anharmonic oscillator with a potential x2 /2 + gx4 /4. Their relations are similar to Eqs. (3.534), (3.535), and (3.536), but not the same. Extending their method, we derive here a recursion relation for the perturbation coecients of all energy levels of the anharmonic oscillator in any number of dimensions D, where the radial potential is l(l + D 2)/2r2 + r2 /2 + (g/2)(a4 r4 + a6 r6 + . . . + a2q x2q ), where the rst term is the centrifugal barrier of angular momentum l in D dimensions. We shall do this in several steps.
3C.1
One-Dimensional Interaction x4
1 1 d2 + x2 + gx4 (n) (x) = E (n) (n) (x). 2 dx2 2
In natural physical units with h = 1, = 1, M = 1, the Schrdinger equation to be solved reads o (3C.1)
At g = 0, this is solved by the harmonic oscillator wave functions (n) (x, g = 0) = N n ex

2
/2
Hn (x),
(3C.2)
with proper normalization constant N n , where Hn (x) are the Hermite polynomial of nth degree
n
Hn (x) =
p=0
hp xp . n
(3C.3)
Generalizing this to the anharmonic case, we solve the Schrdinger equation (3C.1) with the power o series ansatz (n) (x) E (n) = = ex
k=0
2
/2
k=0
(g)k k (x),
(n)
(3C.4) (3C.5)
g k Ek .
(n)
(n)
To make room for derivative symbols, the superscript of k (x) is now dropped. Inserting (3C.4) and (3C.5) into (3C.1) and equating the coecients of equal powers of g, we obtain the equations xk (x) nk (x) = 1 (x) x4 k1 (x) + 2 k
k
(1)k Ek kk (x),
k =1
(n)
(3C.6)
where we have inserted the unperturbed energy E0

(n)
= n + 1/2,
(3C.7)
and dened k (x) 0 for k < 0. The functions k (x) are anharmonic versions of the Hermite polynomials. They turn out to be polynomials of (4k + n)th degree:
4k+n
k (x) =
p=0 24
Ap xp . k
(3C.8)
C.M. Bender and T.T. Wu, Phys. Rev. 184 , 1231 (1969); Phys. Rev. D 7 , 1620 (1973).
Appendix 3C
Recursion Relations for Perturbation Coecients
353
In a more explicit notation, the expansion coecients Ap would of course carry the dropped k (n) superscript of k . All higher coecients vanish: Ap 0 k for p 4k + n + 1.
n
(3C.9)
From the harmonic wave functions (3C.2), 0 (x) = N n Hn (x) = N n

p=0
hp xp , n
(3C.10)
we see that the recursion starts with Ap = hp N n . n 0 (3C.11)
For levels with an even principal quantum number n, the functions k (x) are symmetric. It is convenient to choose the normalization (n) (0) = 1, such that N n = 1/h0 and n A0 = 0k . k (3C.12)
For odd values of n, the wave functions k (x) are antisymmetric. Here we choose the normalization (n) (0) = 3, so that N n = 3/h1 and n A1 = 30k . k Dening Ap 0 k for p < 0 or k < 0, (3C.14) (3C.13)
we nd from (3C.6), by comparing coecients of xp , (p n)Ap = k 1 p4 (p + 2)(p + 1)Ap+2 + Ak1 + k 2

k
(1)k Ek Ap . kk
k =1
(n)
(3C.15)
The last term on the right-hand side arises after exchanging the order of summation as follows:
k 4(kk )+n 4k+n k
(1)k Ek
k =1
(n) p=0
Ap xp = kk
p=0
xp
(1)k Ek Ap . kk
k =1
(n)
(3C.16)
For even n, Eq. (3C.15) with p = 0 and k > 0 yields [using (3C.14) and (3C.12)] the desired expansion coecients of the energies Ek
(n)
= (1)k A2 . k
(3C.17)
For odd n, we take Eq. (3C.15) with p = 1 and odd k > 0 and nd [using (3C.13) and (3C.14)] the expansion coecients of the energies: Ek
(n)
= (1)k A3 . k
(3C.18)
For even n, the recursion relations (3C.15) obviously relate only coecients carrying even indices with each other. It is therefore useful to set
p n = 2n , p = 2p , A2p = Ck , k
(3C.19)
leading to
k p p p 2 2(p n )Ck = (2p + 1)(p + 1)Ck +1 + Ck1 p 1 Ck Ckk . k =1
(3C.20)
354
For odd n, the substitution
p n = 2n + 1 , p = 2p + 1 , A2p +1 = Ck , k
(3C.21)
leads to
k p p p 2 2(p n )Ck = (2p + 3)(p + 1)Ck +1 + Ck1 p 1 Ck Ckk . k =1
(3C.22)
The rewritten recursion relations (3C.20) and (3C.22) are the same for even and odd n, except p for the prefactor of the coecient Ck +1 . The common initial values are
p C0 =
h2p /h0 n n 0
for 0 p n , otherwise.
(3C.23)
The energy expansion coecients are given in either case by Ek

(n) 1 = (1)k Ck .
(3C.24)
The solution of the recursion relations proceeds in three steps as follows. Suppose we have p calculated for some value of k all coecients Ck1 for an upper index in the range 1 p 2(k 1) + n . p In a rst step, we nd Ck for 1 p 2k + n by solving Eq. (3C.20) or (3C.22), starting with p = 2k + n and lowering p down to p = n + 1. Note that the knowledge of the coecients 1 Ck (which determine the yet unknown energies and are contained in the last term of the recursion p relations) is not required for p > n , since they are accompanied by factors C0 which vanish due to (3C.23). 1 Next we use the recursion relation with p = n to nd equations for the coecients Ck contained in the last term. The result is, for even k,
k1 n n 2 1 Ck = (2n + 1)(n + 1)Ck +1 + Ck1 1 n Ck Ckk k =1
1 . n C0
(3C.25)
For odd k, the factor (2n + 1) is replaced by (2n + 3). These equations contain once more the n coecients Ck . n 1 Finally, we take the recursion relations for p < n , and relate the coecients Ck 1 , . . . , Ck to (n) n Ck . Combining the results we determine from Eq. (3C.24) all expansion coecients Ek . The relations can easily be extended to interactions which are an arbitrary linear combination V (x) =
n=2
a2n n x2n .
(3C.26)
A short Mathematica program solving the relations can be downloaded from the internet.25 The expansion coecients have the remarkable property of growing, for large order k, like Ek
(n)
6 12 (3)k (k + n + 1/2). n!
(3C.27)
This will be shown in Eq. (17.323). Such a factorial growth implies the perturbation expansion to have a zero radius of convergence. The reason for this will be explained in Section 17.10. At the expansion point g = 0, the energies possess an essential singularity. In order to extract meaningful numbers from a Taylor series expansion around such a singularity, it will be necessary to nd a convergent resummation method. This will be provided by the variational perturbation theory to be developed in Section 5.14.
25
See http://www.physik.fu-berlin/~kleinert/b3/programs.
Appendix 3C
355
3C.2
General One-Dimensional Interaction

k=1
Consider now an arbirary interaction which is expandable in a power series v(x) = g k vk+2 xk+2 . (3C.28)
Note that the coupling constant corresponds now to the square root of the previous one, the lowest interaction terms being gv3 x3 + g 2 v4 x4 + . . . . The powers of g count the number of loops of the associated Feynman diagrams. Then Eqs. (3C.6) and (3C.15) become xk (x) nk (x) = and (p n)Ap = k 1 (p + 2)(p + 1)Ap+2 k 2
k k
1 (x) 2 k
(1)k vk +2 xk +2 kk +
k =1
(1)k Ek kk (x),
k =1
(n)
(3C.29)
(1)k vk +2 Apj2 + kk
k =1
(1)k Ek Ap . (3C.30) kk
k =1
(n)
The expansion coecients of the energies are, as before, given by (3C.17) and (3C.18) for even and odd n, respectively, but the recursion relation (3C.30) has to be solved now in full.
3C.3
Cumulative Treatment of Interactions x4 and x3
There exists a slightly dierent recursive treatment which we shall illustrate for the simplest mixed interaction potential V (x) = M 2 2 x + gv3 x3 + g 2 v4 x4 . 2 (3C.31)
Instead of the ansatz (3C.4) we shall now factorize the wave function of the ground state as follows: (n) (x) = M h
1/4
exp
M 2 x + (n) (x) , 2 h
(3C.32)
i.e., we allow for powers series expansion in the exponent: (n) (x) =
k=1
g k k (x) .
(n)
(3C.33)
We shall nd that this expansion contains fewer terms than in the Bender-Wu expansion of the correction factor in Eq. (3C.4). For completeness, we keep here physical dimensions with explicit constants , , M . h Inserting (3C.32) into the Schrdinger equation o h 2 d2 + 2M dx2 M 2 2 x + gv3 x3 + g 2 v4 x4 2 E (n) (n) (x) = 0, (3C.34)
we obtain, after dropping everywhere the superscript (n), the dierential equation for (n) (x): where h 2 h 2 2 (x) + h x (x) [ (x)] + gv3 x3 + g 2 v4 x4 = n + , h 2M 2M (3C.35)
denotes the correction to the harmonic energy E = h n + 1 2 + . (3C.36)
356
We shall calculate

as a power series in g: =
k=1
gk
(3C.37)
From now on we shall consuder only the ground state with n = 0. Inserting expansion (3C.33) into (3C.35), and comparing coecients, we obtain the innite set of dierential equations for k (x): h 2 h 2 k (x) + h x k (x) 2M 2M
k1
kl (x) l (x) + k,1 v3 x3 + k,2 v4 x4 =

l=1
k.
(3C.38)
Assuming that k (x) is a polynomial, we can show by induction that its degree cannot be greater than k + 2, i.e., k (x) =
(k) m=1
c(k) xm , m
with c(k) 0 m
for m > k + 2 ,
(3C.39)
The lowest terms c0 have been omitted since they will be determined at the end the normalization of the wave function (x). Inserting (3C.39) into (3C.38) for k = 1, we nd c1 = For k = 2, we obtain c1
(2) (1)
v3 , M 2
c2 = 0,
(1)
c3 =
(1)
v3 , 3 h
= 0.
(3C.40)
= 0, c2 =
2 2 7v3 3v4 v3 v4 (2) (2) , c3 = 0, c4 = , 8M 2 4 4M 2 8M 3 4 h h 2 11v3 2 h 3v4 2 h = + . 34 8M 4M 2 2 (2)
(3C.41) (3C.42)
For the higher-order terms we must solve the recursion relations c(k) = m (m + 2)(m + 1) (k) h h cm+2 + 2mM 2mM h 2 h 2 (k) c2 M 2M
k1 k1 m+1 l=1 n=1
n(m + 2 n) c(l) cm+2n , n
(kl)
(3C.43)
c1 c1
l=1
(l) (kl)
(3C.44)
Evaluating this for k = 3 yields c1 =

(3) 3 3 6v3 v4 h 13v3 3v3 v4 5v3 h (3) (3) + , c2 = 0, c3 = + , 47 35 36 M M 12M 2M 2 4 3 v3 v3 v4 (3) (3) + , c4 = 0, c5 = 2 5 10M h 5M 3 h
= 0,
(3C.45)
and for k = 4: c1 = 0, c2 = c5
(4) (4) 4 2 2 4 2 2 305v3 h 123v3 v4 h 21v4 h 99v3 47v3 v4 11v4 (4) (4) + , c3 = 0, c4 = + , 59 47 35 48 6 24 32M 8M 8M 64M 16M 16M 2 2 4 v3 v4 v4 5v3 (4) + , (3C.46) = 0, c6 = 48M 3 7 h 4M 2 5 h 12M 3 h 4 2 2 465v3 3 h 171v3 v4 3 h 21v4 3 h = + . (3C.47) 69 57 45 32M 8M 8M (4)
Appendix 3C
357
The general form of the coecients is, now in natural units with h = 1, M = 1,:
k/2
c(k) m
=
=0 k/2
k2 v3 v4
5k/2m/22
k2 v3 v4
cm, , with cm, 0 for m > k + 2, or >
(k)
(k)
k , 2
(3C.48)
=
=0
5k/212
k, .
(3C.49)
This leads to the recursion relations cm, =

(k) (k)
(m+2)(m+1) (k) 1 cm+2, + 2m 2m
k1 m+1
l=1 n=1 =0
n(m + 2 n)cn, cm+2n, ,
(l)
(kl)
(3C.50)
with cm, 0 for m > k + 2 or > k/2 . The starting values follow by comparing (3C.40) and (3C.41) with (3C.48): 1 (1) (1) (1) c1,0 = 1, c2,0 = 0, c3,0 = , 3 7 3 (2) (2) (2) (2) c1,0 = 0, c1,1 = 0, c2,0 = , c2,1 = , 8 4 1 1 (2) (2) (2) (2) c3,0 = 0, c3,1 = 0, c4,0 = , c4,1 = . 8 4 The expansion coecients k, for the energy corrections (3C.48) into (3C.44) and going to natural units: = c2,
(k) k
(3C.51)
(3C.52)
are obtained by inserting (3C.49) and
k,
1 2
k1
c1, c1, .
l=1 =0 k
(l)
(kl)
(3C.53)
Table 3.1 shows the nonzero even energy corrections
up to the tenth order.
3C.4
Ground-State Energy with External Current

h 2 (x) + 2M M 2 2 x + gv3 x3 + g 2 v4 x4 jx (x) = E(x). 2
In the presence of a constant external current j, the time-independent Schrdinger reads o (3C.54)
For zero coupling constant g = 0, we may simply introduce the new variables x and E : x =x j j2 and E = E + , 2 M 2M 2 (3C.55)
and the system becomes a harmonic oscillator in x with energy E = h/2. Thus we make the ansatz for the wave function (x) e and for the energy E(j) = j2 h + 2 2M 2
k=1 (x)
j M 2 , with (x) = x x + h 2 h
k=1
g k k (x),
(3C.56)
gk k .
(3C.57)
358
k 2
k 2 11v3 + 6v4 2 8 4 4 2 2 465v3 684v3 v4 2 + 84v4 4 9 32
6 8
6 4 2 2 3 39709v3 + 91014v3 v4 2 47308v3 v4 4 + 2664v4 6 128 14 8 6 4 2 3(6416935v3 19945048v3 v4 2 + 18373480v3 v4 4 2 3 6 4 8 19 +4962400v3 v4 164720v4 )/(2048 ) 10 8 6 2 (2944491879v3 + 11565716526v3v4 2 15341262168v3v4 4 4 3 6 2 4 8 5 10 +7905514480v3v4 1320414512v3 v4 + 29335392v4 )/(8192 24)
10
Table 3.1 Expansion coecients for the ground-state energy of the anharmonic oscillator (3C.31) up to the 10th order.
The equations (3C.38) become now h 2 h 2 k (x) 2M 2M

k1
l=1
kl (x)l (x) + x h
j h M
k (x) + k,1 v3 x3 + k,2 v4 x4 =
k.
(3C.58) The results are now for k = 1 c1 = and for k = 2: c1

(2) 2 4j 3 v 2 5jv4 j 3 v4 17jv3 + 4 39 3 7, 4M 3 6 M h 2M 2 4 M h 2 2 7v3 3j 2 v3 3v4 j 2 v4 = + , 8M 2 4 2M 3 7 h 4M 2 2M 2 5 h 2 2 jv3 jv4 v3 v4 (2) = , c4 = , 2 5 3 2M h 3M h 8M 3 h 4 h 2 11 2 v3 h 2 27 j 2 v3 h 2 9j 4 v3 3 2 v4 h 3 j 2 v4 h j 4 v4 = + + + 4 8. 8M 3 4 4M 4 7 2M 5 10 4M 2 2 M 35 M (1)
v3 j 2 v3 jv3 v3 (1) (1) 2 5 , c2 = , c = , M 2 M h 2M 3 3 h 3 h
3 jv3 h j 3 v3 + 3 6, 2M 3 M (3C.59)
c2 c3
(2)
(2)
(3C.60)
The recursive equations (3C.43) and (3C.44) become c(k) m = (m + 2)(m + 1) (k) h h cm+2 + 2mM 2mM j(m + 1) (k) + c , M m 2 m+1
k1 m+1 l=1 n=1
n(m + 2 n)c(l) cm+2n n (3C.61)
(kl)
Appendix 3C

h h 2 j (k) 2 (k) h c1 c2 M M 2M
k1
359
c1 c1
l=1
(l) (kl)
(3C.62)
Table 3.2 shows the energy corrections k in the presence of an external current up to the sixth order using natural units, h = 1, M = 1.
k 1
v3 j(2j 2 + 3 3 ) 2 6
2 2v4 2 (4j 4 + 12j 2 3 + 3 6 ) v3 (36j 4 + 54j 2 3 + 11 6 ) 8 10 2 v3 j[3v3 (36j 4 + 63j 2 3 + 22 6 ) 2v4 2 (24j 4 + 66j 2 3 + 31 6 )] 4 14 2 [36v3 v4 2 (112j 6 + 324j 4 3 + 212j 2 6 + 19 9 ) 2 4v4 4 (64j 6 + 264j 4 3 + 248j 2 6 + 21 9 ) 4 3v3 (2016j 6 + 4158j 4 3 + 2112j 2 6 + 155 9)]/(32 10 ) 4 v3 j[27v3 (1728j 6 + 4158j 4 3 + 2816j 2 6 + 465 9) 2 4 +4v4 (1536j 6 + 6408j 4 3 + 7072j 2 6 + 1683 9) 2 12v3 v4 2 (3456j 6 + 10908j 4 3 + 9176j 2 6 + 1817 9)]/(32 22 ) 3 [8v4 6 (1536j 8 + 8544j 6 3 + 14144j 4 6 + 6732j 2 9 + 333 12) 2 2 4 4v3 v4 (103680j 8 + 454032j 6 3 + 584928j 4 6 + 221706j 2 9 + 11827 12) 4 +6v3 v4 2 (285120j 8 + 991224j 6 3 + 1024224j 4 6 + 323544j 2 9 + 15169 12) 6 v3 (1539648j 8 + 4266108j 6 3 + 3649536j 4 6 + 979290j 2 9 + 39709 12)]/(128 26 )
Table 3.2 Expansion coecients for the ground-state energy of the anharmonic oscillator (3C.31) in the presence of an external current up to the 6th order.
3C.5
Recursion Relation for Eective Potential
It is possible to derive a recursion relation directly for the zero-temperature eective potential (5.259). To this we observe that according to Eq. (3.771), the uctuating part of the eective potential is given by the Euclidean path integral eVeff (X) =
fl
Dx exp
1 A [X +x]A [X] AX [X]xVe X (X)x h
(3C.63)
This can be rewritten as [recall (3.768)] e[Veff (X)V (X)] = Dx exp 1 h

h
d
0
M 2 x ( ) + V (X + x) V (X) Ve (X)x 2
(3C.64)
360
Going back to the integration variable x = X + x, and taking all terms depending only on X to the left-hand side, this becomes e[Veff (X)Veff (X)X] = Dx exp 1 h
h
d
0
M 2 x ( ) + V (x) Ve (X)x 2
(0)
(3C.65)
In the limit of zero temperature, the right-hand side is equal to eE (X) , where E (0) (X) is the ground state of the Schrdinger equation associated with the path integral. Hence we obtain o h 2 (x) + [V (x) Ve (X)x](x) = [Ve (X) Ve (X)X](x). 2M M 2 2 h 2 (x) + x + gv3 x3 + g 2 v4 x4 Ve (X)x (x) 2M 2 = [Ve (X) Ve (X)X] (x), (3C.66)
For the mixed interaction of the previous subsection, this reads
(3C.67)
and may be solved recursively. We expand the eective potential in powers of is expanded in the coupling constant g: Ve (X) = and assume Vk (X) to be a polynomial in X:
k+2 k=0
g k Vk (X) ,
(3C.68)
Vk (X) =
m=0
(k) Cm X m .
(3C.69)
Comparison with Eq. (3C.54) shows that we may set j = Ve (X) and calculate Ve (X) Ve (X)X by analogy to the energy in (3C.57). Inserting the ansatz (3C.68), (3C.69) into (3C.67) we nd all equations for Vk (X) by comparing coecients of g k and X m . It turns out that for even or odd k, also Vk (X) is even or odd in X, respectively. Table 3.3 shows the rst six orders of the eective potential, which have been obtained in this way. The equations for Vk (X) are obtained as follows. We insert into (3C.67) the ansatz for the wave function (x) e(x) with M X M 2 (x) = x x + h 2 h and expand Ve (X) = to obtain the set of equations h 2 h 2 k (x) 2M 2M
k1 k=1
g k k (x),
(3C.70)
h M 2 2 + X + 2 2
k=1
g k Vk (X),
(3C.71)
kl (x)l (x) + h(xX)k (x)xVk (X) + k,1 v3 x3 + k,2 v4 x4

l=1
= Vk (X) Vk (X)X. From these we nd for k = 1: c1 =

(1)
(3C.72)
2v3 X 2 (1) v3 X (1) v3 3v3 h v3 + , c2 = , c = , V1 (X) = + v3 X 3 , 2 2M h 2 3 h 3 h 2M
(3C.73)
Appendix 3C
361
k 0
Vk (X) 2 2 + X 2 2 v3 X 3 + 3v3 X 2
v4 X 4
2 v3 (1 + 9X 2) + v4 2 (3 + 12X 2) 4 4
2 v3 X[3v3 (4 + 9X 2) 2v4 2 (13 + 18X 2)] 4 6 2 2 [4v4 4 (21 + 104X 2 + 72 2 X 4 ) 12v3 v4 2 (13 + 152X 2 + 108 2 X 4 ) 4 2 +v3 (51 + 864X + 810 2X 4 )]/(32 9 ) 4 2 3v3 X[9v3 (51 + 256X 2 + 126 2X 4 ) + 4v4 4 (209 + 544X 2 + 216 2X 4 ) 2 2 2 4v3 v4 (341 + 1296X + 540 2 X 4 )]/(32 11 ) 3 [24v4 6 (111 + 836X 2 + 1088 2X 4 + 288 3 X 6 ) 2 2 36v3 v4 4 (365 + 5654X 2 + 8448 2X 4 + 2160 3X 6 ) 4 +6v3 v4 2 (2129 + 46008X 2 + 85248 2X 4 + 22680 3X 6 ) 6 v3 (3331 + 90882X 2 + 207360 2X 4 + 61236 3X 6 )]/(128 14 )
Table 3.3 Eective potential of the anharmonic oscillator (3C.31) up to the 6th order, expanded in the coupling constant g (in natural units with h = 1 and M = 1). The lowest terms agree, of course, with the two-loop result (3.767).
and for k = 2:
2 2 13v3 X 2v 2 X 3 7v4 X 3v4 X 3 v3 3v4 v4 X 2 (2) 3 3 + + , c2 = , 24 2 24 2 4M M h 2M h 8M 4M 2 h 2 2 v4 X (2) v4 v3 v3 X (2) ,c4 = , c3 = 2M 3 h 3 h 8M 3 h 4 h 2 2 2 h v3 9 v3 X 2 h 2 3 v4 h 3 v4 X 2 h V2 (X) = + + + v4 X 4 . 34 23 22 4M 4M 4M M
c1
(2)
(3C.74) (3C.75)
For k 3, we must solve recursively c(k) m = (m + 2)(m + 1) (k) h h cm+2 + 2mM 2mM
k1 m+1 l=1 n=1
n(m + 2 n)c(l) cm+2n n (3C.76) (3C.77)
(kl)
X(m + 1) (k) + cm+1 for m 2 and with c(k) 0 for m > k + 2, m m c1

(k)
h 3 (k) h (k) c3 + 2Xc2 + M M
k1
c2
l=1
(kl) (l) c1
+ c1
(kl) (l) c2
1 V (X), h k
362

h h 2 h 2 (k) 3 2 (k) (k) c2 Xc3 2 X 2 c2 h X M M M h 2M
2 k1 l=1 k1
Vk (X) =
c2
l=1
(kl) (l) c1
+ c1
(kl) (l) c2
c1 c1
(l) (kl)
(3C.78)
The results are listed in Table 3.3.
3C.6
Interaction r4 in D -Dimensional Radial Oscillator
It is easy to generalize these relations further to nd the perturbation expansions for the eigenvalues of the radial Schrdinger equation of an anharmonic oscillator in D dimensions o 1 d2 1D1 d l(l + D 2) 1 2 g 4 + + r + r Rn (r) = E (n) Rn (r). 2 dr2 2 r dr 2r2 2 4 (3C.79)
The case g = 0 will be solved in Section 9.2, with the energy eigenvalues E (n) = 2n + l + D/2 = n + D/2, n = 0, 1, 2, 3, . . . , l = 0, 1, 2, 3, . . . . (3C.80)
For a xed principal quantum number n = 2nr + l, the angular momentum runs through l = 0, 2, . . . , n for even, and l = 1, 3, . . . , n for odd n. There are (n + 1)(n + 2)/2 degenerate levels. Removing a factor rl from Rn (r), and dening Rn (r) = rl wn (r), the Schrdinger equation becomes o 1 2l + D 1 d 1 g 1 d2 + r2 + r4 wn (r) = E (n) wn (r). 2 2 dr 2 r dr 2 4 (3C.81)
The second term modies the dierential equation (3C.6) to (2l + D 1) 1 k (r)+r4 k1 (r)+ rk (r)2n k (r) = k (r)+ 2 2r The extra terms change the recursion relation (3C.15) into (p 2n )Ap = k 1 p4 [(p + 2)(p + 1) + (p + 2)(2l + D1)]Ap+2 + Ak1 + k 2
k k
(1)k Ek kk (r). (3C.82)

k =1
(n)
(1)k Ek Ap .(3C.83) kk
k =1
(n)
For even n = 2n + l with l = 0, 2, 4, . . . , n, we normalize the wave functions by setting

0 Ck = (2l + D)0k ,
(3C.84)
rather than (3C.12), and obtain

k
2(p n
p )Ck
= [(2p + 1)(p + 1) + (p
p + 1)(l + D/2 1/2)]Ck +1
p 2 Ck1
p 1 Ck Ckk , (3C.85) k =1
instead of (3C.20). For odd n = 2n + l with l = 1, 3, 5, . . . , n, the equations analogous to (3C.13) and (3C.22) are
1 Ck = 3(2l + D)0k
(3C.86)
k
and
p p p 2 2(p n )Ck = [(2p + 3)(p + 1) + (p + 3/2)(l + D/21/2)]Ck +1 + Ck1 p 1 Ck Ckk . (3C.87) k =1
In either case, the expansion coecients of the energy are given by Ek

(n)
(1)k 2l + D + 1 1 Ck . 2 2l + D
(3C.88)
Appendix 3D
Feynman Integrals for T = 0
363
3C.7
Interaction r2q in D Dimensions
A further extension of the recursion relation applies to interactions gx2q /4. Then Eqs. (3C.20) and p (3C.22) are changed in the second terms on the right-hand side which become Ck q . In a rst p step, these equations are now solved for Ck for 1 p qk + n, starting with p = qk + n and 1 lowering p down to p = n + 1. As before, the knowledge of the coecients Ck (which determine the yet unknown energies and are contained in the last term of the recursion relations) is not required for p > n . The second and third steps are completely analogous to the case q = 2. The same generalization applies to the D-dimensional case.
3C.8
Polynomial Interaction in D Dimensions

1 d2 1D1 d l(l + D 2) 1 2 + + r 2 2 dr 2 r dr 2r2 2 g 4 6 + (a4 r + a6 r + . . . + a2q x2q ) Rn (r) = E (n) Rn (r), 4
If the Schrdinger equation has the general form o
(3C.89)
we simply have to replace in the recursion relations (3C.85) and (3C.87) the second term on the right-hand side as follows
p 2 p 2 p 3 p q Ck1 a4 Ck1 + a6 Ck1 + . . . + a2q Ck1 ,
(3C.90)
and perform otherwise the same steps as for the potential gr2q /4 alone.
Appendix 3D
Feynman Integrals for T = 0 /
The calculation of the Feynman integrals (3.547) can be done straightforwardly with the help of the symbolic program Mathematica. The rst integral in Eqs. (3.547) is trivial. The second and forth integrals are simple, since one overall integration over, say, 3 yields merely a factor h, due to translational invariance of the integrand along the -axis. The triple integrals can then be split as
h 0 0 h h 0 h 0
d1 d2 d3 f (|1 2 |, |2 3 |, |3 1 |)
h
= h
0 h 0
d1 d2 f (|1 2 |, |2 |, |1 |)
2 h h
(3D.1) d2
0 2
= h
d2
0
d1 f (2 1 , 2 , 1 ) +
d1 f (1 2 , 2 , 1 ) ,
to ensure that the arguments of the Green function have the same sign in each term. The lines represent the thermal correlation function G(2) (, ) = h h cosh [| | /2] . 2M sinh( /2) h (3D.2)
With the dimensionless variable x , the result for the quantities 2L dened in (3.547) in h V the Feynman diagrams with L lines and V vertices is a2 = 4 2 x 1 coth , 2 2 1 1 = (x + sinh x) , 8 sinh2 x 2 (3D.3) (3D.4)
364
6 = 3 8 2

1 1 x 3x x x + 6 x sinh 3 cosh + 2 x2 cosh + 3 cosh 3 x 64 sinh 2 2 2 2 2 1 1 = (6 x + 8 sinh x + sinh 2x) , 256 sinh4 x 2 1 1 4096 sinh5
x 2
(3D.5) (3D.6)
10 = 3
40 cosh + 5 cosh
x x 3x + 24 x2 cosh + 35 cosh 2 2 2 x 3x 5x + 72 x sinh + 12 x sinh 2 2 2 , (3D.7)
12 = 3
1 1 16384 sinh6
x 2
48 + 32 x2 3 cosh x + 8 x2 cosh x + 48 cosh 2 x + 3 cosh 3 x + 108 x sinhx , (3D.8) (3D.9) , (3D.10) (3D.11)
6 2
1 1 = 24 sinh2
x 2
(5 +24 cosh x) ,
8 = 3 10 3
x x 3x 1 1 3 x cosh + 9 sinh + sinh 72 sinh3 x 2 2 2 2 1 1 = (30 x + 104 sinhx + 5 sinh2x) . 2304 sinh4 x 2
For completeness, we have also listed the integrals 6 , 8 , and 10 , corresponding to the three 2 3 3 diagrams , , , (3D.12)
respectively, which occur in perturbation expansions with a cubic interaction potential x3 . These will appear in a modied version in Chapter 5. In the low-temperature limit where x = , the x-dependent factors 2L in Eqs. (3D.3) h V (3D.11) converge towards the constants 1/2, 1/4, 3/16, 1/32, 5/(8 25 ), 2 6 a , 3 3/(8 26 ), 1/12, 1/18, 5/(9 25 ), 5 10 a . 9 (3D.13)
respectively. From these numbers we deduce the relations (3.550) and, in addition, a6 2 a8 3 8 8 a , 9 a10 3 (3D.14)
In the high-temperature limit x 0, the Feynman integrals h(1/)V 1 a2L with L lines and V V vertices diverge like V (1/)L . The rst V factors are due to the V -integrals over , the second are the consequence of the product of n/2 factors a2 . Thus, a2L behaves for x 0 like V a2L V h M
L
xV 1L .
(3D.15)
Indeed, the x-dependent factors 2L in (3D.3)(3D.11) grow like V 2 4 2 6 3 8 2 10 3 1/x + x/12 + . . . , 1/x + x3 /720, 1/x + x5 /30240 + . . . , 1/x3 + x/240 x3 /15120 + x7 /6652800 + . . . ,
1/x3 + x/120 x3 /3780 + x5 /80640 + . . . ,
Appendix 3D
12 3 6 2 8 3 10 3
Feynman Integrals for T = 0

1/x4 + 1/240 + x2 /15120 x6 /4989600 + 701 x8 /34871316480 + . . . , 1/x2 + x2 /240 x4 /6048 + . . . ,
365
1/x2 + x2 /720 x6 /518400 + . . . , 1/x3 + x/360 x5 /1209600 + 629 x9 /261534873600 + . . . .
(3D.16)
For the temperature behavior of these Feynman integrals see Fig. 3.16. We have plotted the reduced Feynman integrals a2L (x) in which the low-temperature behaviors (3.550) and (3D.14) V have been divided out of a2L . V
1.2 1 0.8 0.6 0.4 0.2
a2
a2L V L/x
0.1 0.2 0.3 0.5 0.4 2L (x) as a function of L/x = Lk T / . Figure 3.16 Plot of reduced Feynman integrals aV h B The integrals (3D.4)(3D.11) are indicated by decreasing dash-lengths.
The integrals (3D.4) and (3D.5) for a4 and a6 can be obtained from the integral (3D.3) for a2 2 3 by the operation h n n!M n 2
n
h n n!M n
1 2
(3D.17)
with n = 1 and n = 2, respectively. This follows immediately from the fact that the Green function G(2) (, ) = 1 h M
m=
eim (
h , 2 m + 2
(3D.18)
with 2 shifted to 2 + 2 can be expanded into a geometric series pace1.9cmG2 +2 (, ) =

(2)
1 h M
m=
eim (
2 2 (m
h 2 h 2 2 + 2 2 + 2 )2 m h (m (3D.19)
pace1.0cm +
2 h
h 3 +. . . , + 2 )3
which corresponds to a series of convoluted -integrals G2 +2 (, ) = G(2) (, ) + M 2 h

2 0 h 0 h (2)
M 2 h
h 0
d1 G(2) (, 1 )G(2) (1 , )
(3D.20)
d1 d2 G(2) (, 1 )G(2) (1 , 2 )G(2) (2 , ) + . . . .
In the diagrammatic representation, the derivatives (3D.17) insert n points into a line. In quantum eld theory, this operation is called a mass insertion. Similarly, the Feynman integral (3D.7) is obtained from (3D.6) via a dierentiation (3D.17) with n = 1 [see the corresponding diagrams in (3.547)]. A factor 4 must be removed, since the dierentiation inserts a point into each of the four
366
lines which are indistinguishable. Note that from these rules, we obtain directly the relations 1, 2, and 4 of (3.550). Note that the same type of expansion allows us to derive the three integrals from the one-loop diagram (3.546). After inserting (3D.20) into (3.546) and re-expanding the logarithm we nd the series of Feynman integrals
2 + 2
M 2 h
M 2 h
1 2
M 2 h
1 3
... ,
from which the integrals (3D.3)(3D.5) can be extracted. As an example, consider the Feynman integral 1 = h a4 . 2 It is obtained from the second-order Taylor expansion term of the tracelog as follows: 1 h 2 1 h a4 = 1 2 2!M 2 2
2
[2V ].
(3D.21)
A straightforward calculation, on the other hand, yields once more a4 of Eq. (3D.5). 2

The theory of generating functionals in quantum eld theory is elaborated by J. Rzewuski, Field Theory, Hafner, New York, 1969. For the usual operator derivation of the Wick expansion, see S.S. Schweber, An Introduction to Relativistic Quantum Field Theory, Harper and Row, New York, 1962, p. 435. The derivation of the recursion relation in Fig. 3.10 was given in H. Kleinert, Fortschr. Physik. 30, 187 (1986) (http://www.physik.fu-berlin.de/~kleinert/82), Fortschr. Physik. 30, 351 (1986) (ibid.http/84). See in particular Eqs. (51)(61). Its ecient graphical evaluation is given in H. Kleinert, A. Pelster, B. Kastening, M. Bachmann, Recursive Graphical Construction of Feynman Diagrams and Their Multiplicities in x4 - and in x2 A-Theory, Phys. Rev. D 61, 085017 (2000) (hep-th/9907044). This paper develops a Mathematica program for a fast calculation of diagrams beyond ve loops, which can be downloaded from the internet at ibid.http/b3/programs. The Mathematica program solving the Bender-Wu-like recursion relations for the general anharmonic potential (3C.26) is found in the same directory. This program was written in collaboration with W. Janke. The path integral calculation of the eective action in Section 3.23 can be found in R. Jackiw, Phys. Rev. D 9, 1686 (1974). See also C. De Dominicis, J. Math. Phys. 3, 983 (1962), C. De Dominicis and P.C. Martin, ibid. 5, 16, 31 (1964), B.S. DeWitt, in Dynamical Theory of Groups and Fields, Gordon and Breach, N.Y., 1965, A.N. Vassiliev and A.K. Kazanskii, Teor. Math. Phys. 12, 875 (1972), J.M. Cornwall, R. Jackiw, and E. Tomboulis, Phys. Rev. D 10, 1428 (1974), and the above papers by the author in Fortschr. Physik 30.
367
The path integral of a particle in a dissipative medium is discussed in A.O. Caldeira and A.J. Leggett, Ann. Phys. 149, 374 (1983), 153; 445(E) (1984). See also A.J. Leggett, Phys. Rev. B 30, 1208 (1984); A.I. Larkin, and Y.N. Ovchinnikov, Zh. Eksp. Teor. Fiz. 86, 719 (1984) [Sov. Phys. JETP 59, 420 (1984)]; J. Stat. Phys. 41, 425 (1985); H. Grabert and U. Weiss, Z. Phys. B 56, 171 (1984); L.-D. Chang and S. Chakravarty, Phys. Rev. B 29, 130 (1984); D. Waxman and A.J. Leggett, Phys. Rev. B 32, 4450 (1985); P. Hnggi, H. Grabert, G.-L. Ingold, and U. Weiss, Phys. Rev. Lett. 55, 761 (1985); a D. Esteve, M.H. Devoret, and J.M. Martinis, Phys. Rev. B 34, 158 (1986); E. Freidkin, P. Riseborough, and P. Hnggi, Phys. Rev. B 34, 1952 (1986); a H. Grabert, P. Olschowski and U. Weiss, Phys. Rev. B 36, 1931 (1987), and in the textbook U. Weiss, Quantum Dissipative Systems, World Scientic, Singapore, 1993. See also Notes and References in Chapter 18. For alternative approaches to the damped oscillator see F. Haake and R. Reibold, Phys. Rev. A 32, 2462 (1985), A. Hanke and W. Zwerger, Phys. Rev. E 52, 6875 (1995); S. Kehrein and A. Mielke, Ann. Phys. (Leipzig) 6, 90 (1997) (cond-mat/9701123). X.L. Li, G.W. Ford, and R.F. OConnell, Phys. Rev. A 42, 4519 (1990). The eective potential (5.259) was derived in D dimensions by H. Kleinert and B. Van den Bossche, Nucl. Phys. B 632, 51 (2002) (http://arxiv.org/ abs/cond-mat/0104102">cond-mat/0104102). By inserting D = 1 and changing the notation appropriately, one nds (5.259). The nite-temperature expressions (3.760)(3.763) are taken from S.F. Brandt, Beyond Eective Potential via Variational Perturbation Theory, M.S. thesis, FU-Berlin 2004 (http://hbar.wustl. edu/~sbrandt/diplomarbeit.pdf). See also S.F. Brandt, H. Kleinert, and A. Pelster, J. Math. Phys. 46, 032101 (2005) (quant-ph/0406206) .
Take the gentle path. George Herbert (1593-1633), Discipline
4
Semiclassical Time Evolution Amplitude
The path integral approach renders a clear intuitive understanding of quantummechanical eects in terms of quantum uctuations, exhibiting precisely how the laws of classical mechanics are modied by these uctuations. In some limiting situations, the modications may be small, for instance, if an electron in an atom is highly excited. Its wave packet encircles the nucleus in almost the same way as a point particle in classical mechanics. Then it is relatively easy to calculate quite accurate quantum-mechanical amplitudes by expanding them around classical expressions in powers of the uctuation width.
4.1
Wentzel-Kramers-Brillouin (WKB) Approximation
In Schrdingers theory, an important step towards understanding the relation beo tween classical and quantum mechanics consists in proving that the center of a Schrdinger wave packet moves like a classical particle. The approach to the classical o limit is described by the so-called eikonal approximation, or the Wentzel-KramersBrillouin approximation (short: WKB approximation), which proceeds as follows: First, one rewrites the time-independent Schrdinger equation of a point particle o h2 2M in the form 2 h where p(x) 2M[E V (x)] (4.3) is the local classical momentum of the particle. In a second step, one re-expresses the wave function as an exponential
h (x) = eiS(x)/ . 2 2
[E V (x)] (x) = 0 p2 (x) (x) = 0,
(4.1)
(4.2)
(4.4)
368
4.1 Wentzel-Kramers-Brillouin (WKB) Approximation
369
For the exponent S(x), called the eikonal , the Schrdinger equation amounts to the o a dierential equation : i h
2
S(x) + [ S(x)]2 p2 (x) = 0.
(4.5)
To solve this equation approximately, one assumes that the function p(x) shows little relative change over the de Broglie wavelength i.e., 2 h p(x) p(x) p(x) 1. (4.7) 2 h 2 , k(x) p(x) (4.6)
This condition is called the WKB condition. In the extreme case of p(x) being a constant the condition is certainly fullled and the Riccati equation is solved by the trivial eikonal S = px + const , (4.8) which makes (4.4) a plain wave. For slow variations, the rst term in the Riccati equation is much smaller than the others and can be treated systematically in a smoothness expansion. Since the small ratio (4.7) carries a prefactor h, the Planck constant may be used to count the powers of the smallness parameter , i.e., it may formally be considered as a small expansion parameter. The limit h 0 of the equation determines the lowest-order approximation to the eikonal, S0 (x), by [ S0 (x)]2 p2 (x) = 0. (4.9)
Being independent of h, this is a classical equation. Indeed, it is equivalent to the Hamilton-Jacobi dierential equation of classical mechanics: For time-independent systems, the action can be written as A(x, t) = S0 (x) tE, where S0 (x) is dened by S0 (x) dt p(t)x(t),
(4.10)
(4.11)
and E is the constant energy of the orbit under consideration. The action solves the Hamilton-Jacobi equation (1.64). In three dimensions, it is a function A(x, t) of the orbital endpoints. According to Eq. (1.62), the derivative of A(x, t) is equal to the momentum p. Since E is a constant, the same thing holds for S0 (x, t). Hence p A(x) = S0 (x). (4.12)
In terms of the action A, the Hamilton-Jacobi equation reads 1 ( A)2 + V (x) = t A. 2M (4.13)
370
4 Semiclassical Time Evolution Amplitude
By inserting Eqs. (4.10) and (4.12), we recover Eq. (4.9). This is why S0 (x) is also called the classical eikonal . The corrections to the classical eikonal are calculated most systematically by imagining h = 0 to be a small quantity and expanding the eikonal around S0 (x) in a power series in h: S = S0 i S1 + (i )2 S2 + (i )3 S3 + . . . . h h h (4.14)
This is called the semiclassical expansion of the eikonal. Inserting it into the Riccati equation, we nd the sequence of WKB equations ( 2 S0 + 2 2 S1 + ( S1 ) 2 + 2 2 S2 + 2 S1 S2 + 2
2 n+1
S0 ) 2 p 2 S0 S1 S0 S2 S0 S3 . . .
= = = =
0, 0, 0, 0,
Sn +
m=0
Sm
Sn+1m = 0, . . . .
(4.15)
Note that these equations involve only the vectors qn = Sn (4.16)
and allow for a successive determination of S0 , S1 , S2 , . . . , giving higher and higher corrections to the eikonal S(x). In one dimension we recognize in (4.5) the Riccati dierential equation (2.539) fullled by S(x), if we identify x with 2M, and v( ) with E V ( ), where (4.5) reads i [ S( )] + [ S( )]2 = p2 ( ) = v( ). h (4.17) If we re-express the expansion terms (2.544) in terms of w( ) = replace w( ), w ( ), . . . by p(x), p (x), . . . , and nd directly q0 = p(x), 1 p (x) , 2 p(x) 1 p (x) 3 p 2 (x) q2 = 4 p2 (x) 8 p3 (x) q1 = v( ), we may
p(x) (x),
q3 =
1 (x), . . . . 2
(4.18)
The equation for q2 (x) denes also the quantity g(x) used in subsequent equations. The eikonal has the expansion S(x) = dx p(x)[1 + h2 g(x)] (4.19)
i + [log p(x) + h2 g(x)] . . . . h 2
4.1 Wentzel-Kramers-Brillouin (WKB) Approximation
371 1, we nd the
Keeping only terms up to the order h, which is possible if h2 | (x)| (as yet unnormalized) WKB wave function WKB (x) = 1 p(x)
h e(i/ )
x
dx p(x )
(4.20)
In the classically accessible regime V (x) E, this is an oscillating wave function; in the inaccessible regime V (x) E, it decreases or increases exponentially. The transition from one to the other is nontrivial since for V (x) E, the WKB approximation breaks down. After some analytic work1 , however, it is possible to derive simple connection rules for the linearly independent solutions. Let k(x) p(x)/ h in the oscillating regime and (x) |p(x)|/ in the exponential regime. Suppose h that there is a crossover at x = a connecting an inaccessible regime on the left of x = a with an accessible one on the right. Then the connection rules are V (x) > E a 1 e x dx a 1 e x dx V (x) < E 2 cos k 1 sin k , 4 a x dx k . 4 a
x
dx k
(4.21) (4.22)
In the opposite situation at the point x = b, they turn into V (x) < E 2 cos k 1 sin k 4 x b dx k 4 x
b
dx k
V (x) > E x 1 e b dx , x 2 e b dx .
(4.23) (4.24)
The connection rules can be used safely only along the direction of the double arrows. For their derivation one solves the Schrdinger equation exactly in the neighboro hood of the turning points where the potential rises or falls approximately linearly. These solutions are connected with adjacent WKB wave functions. The connection formulas can also be found directly by a formal trick: When approaching the dangerous turning points, one escapes into the complex x-plane and passes around the singularities at a nite distance. This has to be suciently large to preserve the WKB condition (4.7), but small enough to allow for the linear approximation of the potential near the turning point. Take for example the rule (4.23). When approaching the turning point at x = b from the right, the function (x) is approximately pro portional to x b. Going around this zero in the upper complex half-plane takes
R.E. Langer, Phys. Rev. 51 , 669 (1937). See also W.H. Furry, Phys. Rev. 71 , 360 (1947), and the textbooks S. Fl gge, Practical Quantum Mechanics, Springer, Berlin, 1974; L.I. Schi, u Quantum Mechanics, McGraw-Hill, New York, 1955; N. Frman and P.O. Frman, JWKBo o Approximation, North-Holland, Amsterdam, 1965.
1
372
x x 1 1 (x) into ik(x) and the wave function e b dx becomes ei/4 k ei b dx k . 1 x Going around the turning point in the lower half-plane produces ei/4 k ei b dx k . 1 b The sum of the two terms is 2 k cos( x dx k /4). The argument does not show why one should use the sum rather than the average. This becomes clear only after a more detailed discussion found in quantum-mechanical textbooks2 . The simplest derivation of the connection formulas is based on the large-distance behaviors (2.617) and (2.622) of wave the function to the right and left of a linearly rising potential and applying this to the linearly rising section of the general potential near the turning point. In a simple potential well, the function p(x) has two zeros, say one at x = a and one at x = b. The bound-state wave functions must satisfy the boundary condition to vanish exponentially fast at x = . Imposing these, the connection formulas lead to the semiclassical or Bohr-Sommerfeld quantization rule
b a
dx k(x) = (n + 1/2),
n = 0, 1, 2, . . . .
(4.25)
For the harmonic oscillator, the semiclassical quantization rule (4.25) gives the exact energy levels. Indeed, for an energy E, the classical crossover points with V (xE ) = E are 2E , (4.26) xc = M 2 to be identied in (4.25) with a and b, respectively. Inserting further k(x) = p(x) = h 2M 1 E M 2 x2 , 2 2 h E = (n + 1/2), h (4.27)
we obtain the WKB approximation for the energy levels

xE xE
dx k(x) =
(4.28)
which indeed coincides with the exact ones. Only nonnegative values n = 0, 1, 2, . . . lead to oscillatory waves. As an example consider the quartic potential V (x) = gx4 /2 for which the Schrdinger equation cannot be solved exactly. Inserting this into equation (4.28), o we obtain 1 xE dx 2M(E gx4 /4) (E) = (n + 1/2), (4.29) h xE with the turning points xE = (4E/g)1/4 . The integral is done using the formula3
1 0
2
dt t1 (1 t )1 =
1 B(/, )
(4.30)
See for example E. Merzbacher, Quantum Theory, John Wiley & Sons, New York, 1970, p. 122; M.L. Goldberger and K.M. Watson, Collision Theory, John Wiley & Sons, New York, 1964, p. 324. The analytical argument is given in L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965, p. 158. 3 I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 3.251.1.
4.2 Saddle Point Approximation
373
which for = 1, = 4, and = 3/2 yields (1/4)B(1/4, 3/2), so that the left-hand side of Eq.(4.29) can be written with (1/4) = 2/(3/4) 2 as (E) E 3/4 2M 1/2 3/2 /3 g 1/4 2 (3/4), and (4.29) determines the energy with prinh cipal quantum numebr n in the Bohr-Sommerfeld approximation by the consition (E) = n + 1/2 resulting in
(n) EBS
(n) hBS
g h 4M 2 3
1/3
(4.31)
with BS =
(n)
1 2/3
3 2
4/3
1 1 8/3 (3/4) (n + 2 )4/3 0.688 253 702 2(n + 2 )4/3 .
(4.32)
This large-n result may be compared with the precise of (0) = 0.667986 . . . to be derived in Section 5.19 (see Table 5.9).
4.2
Saddle Point Approximation
Let us now look at the semiclassical expansion within the path integral approach to quantum mechanics. Consider the time evolution amplitude (xb tb |xa ta ) =
h Dx eiA[x]/ ,
(4.33)
imagining Plancks constant h to be again a free parameter which is very small com pared to the typical uctuations of the action. With h appearing in the denominator of an imaginary exponent we see that in the limit h 0, the path integral becomes a sum of rapidly oscillating terms which will approximately cancel each other. This phenomenon is known from ordinary integrals dx ia(x)/ h e , 2i h (4.34)
which converge to zero for h 0 according to the Riemann-Lebesgue lemma. The precise behavior is given by the saddle point expansion of integrals which we shall rst recapitulate.
4.2.1
Ordinary Integrals
The evaluation of an integral of the type (4.34) proceeds for small h via the so-called saddle point approximation. In the limit h 0, the integral is dominated by the extremum of the function a(x) with the smallest absolute value, call it xcl (assuming it to be unique, for simplicity), where a (xcl ) = 0. (4.35)
374
In the path integral, the point xcl in this example corresponds to the classical orbit for which the functional derivative vanishes. This is the reason for using the subscript cl. For x near the extremum, the oscillations of the integrand are weakest. The leading oscillatory behavior of the integral is given by

h dx ia(x)/ 0 h h e const eia(xcl )/ , 2i h
(4.36)
with a constant proportionality factor independent of h. This can be calculated by expanding a(x) around its extremum as 1 1 a(x) = a(xcl ) + a (xcl )(x)2 + a(3) (xcl )(x)3 + . . . , 2 3! (4.37)
where x x xcl is the deviation from xcl . It is the analog of the quantum uctuation introduced in Section 2.2. Due to (4.35), the linear term in x is absent. If a (xcl ) = 0 and the higher derivatives are neglected, the integral is of the Fresnel type and can be done, yielding

dx ia(x)/ h h e eia(xcl )/ 2i h
dx ia e 2i h
(xcl )(x)2 /2 h
h eia(xcl )/
a (xcl )
(4.38)
The right-hand side is the saddle point approximation to the integral (4.34). The saddle point approximation may be viewed as the consequence of the classical limit of the exponential function: 2i h ia(x)/ 0 h h e (x xcl ) . (4.39) a (xcl ) Corrections can be calculated perturbatively by expanding the integral in powers of h, leading to what is called the saddle point expansion. For this we expand the remaining exponent in powers of x: exp 1 i 1 (3) a (xcl )(x)3 + a(4) (xcl )(x)4 + . . . h 3! 4! 1 i 1 (3) =1+ a (xcl )(x)3 + a(4) (xcl )(x)4 + . . . h 3! 4! 1 1 (3) 2 a (xcl )2 (x)6 + . . . + . . . h 72 (n 1)!! (i )n/2 , n = even, h (x) = [a (xcl )](1+n)/2 0, n = odd.
n
(4.40)
and perform the resulting integrals of the type

dx ia e 2i h
(xcl )(x)2 /2 h
(4.41)
Each factor x in (4.40) introduces a power h/a (xcl ). This is the average relative size of the quantum uctuations. The increasing powers of h ensure the decreasing
375
importance of the higher terms for small h. For instance, the fourth-order term (4) 4 a (xcl )(x) /4! is accompanied by h, and the lowest correction amounts to a factor h 3!! . (4.42) 1 ia(4) (xcl ) 4! [a (xcl )]2 The cubic term a(3) (xcl )(x)3 /3! yields a factor h 5!! 1 + i[a(3) (xcl )]2 . 72 [a (xcl )]3 Thus we obtain the saddle point expansion to the integral is
(4.43)
h dx ia(x)/ eia(xcl )/ 1 a(4) (xcl ) 5 [a(3) (xcl )]2 h 1 i h e = + O( 2 ) . h 8 [a (xcl )]2 24 [a (xcl )]3 2i h a (xcl ) (4.44) Expectation values in this integral can also be expanded in powers of h, for instance x = xcl + x where
x = i h h2
1 a(3) (xcl ) 2 [a (xcl )]2 2 a(3) (xcl )a(4) (xcl ) 5 [a(3) (xcl )]3 1 a(5) (xcl ) + O( 3 ). h 3 [a (xcl )]4 8 [a (xcl )]5 8 [a (xcl )]3
(4.45)
Since the saddle point expansion is organized in powers of h, it corresponds precisely to the semiclassical expansion of the eikonal in the previous section. The saddle point expansion can be used for very small h to calculate an integral with increasing accuracy. It is impossible, however, to achieve arbitrary accuracy since the resulting series is divergent for all physically interesting systems. It is merely an asymptotic series whose usefulness decreases rapidly with an increasing size of the expansion parameter. A variational expansion must be used to achieve convergence. For more details, see Sections 5.15 and 17.9. An important property of the semiclassical approximation is that Fourier transformations become very simple. Consider the Fourier integral
h h dx eipx/ eia(x)/ .
(4.46)
For small h, this can be done in the saddle point approximation according to the rule (4.39), and obtain h ei[a(xcl )pxcl ]/ ipx/ ia(x)/ h h dx e e 2i h , (4.47) a (xcl ) where xcl is now the extremum of the action with a source term p, i.e., it is determined by the equation p = a (xcl ). Note that the formula holds also if the exponential carries an x-dependent prefactor, since the x-dependence gives only corrections of the order of h in the exponent: h ei[a(xcl )pxcl ]/ h h h . (4.48) dx eipx/ c(x)eia(x)/ 2i c(xcl ) a (xcl )
376
If the equation p = a (xcl ) is inverted to nd xcl as a function xcl (p), the exponent a(xcl ) pxcl may be considered as a function of p: b(p) = a(xcl ) pxcl , p = a (xcl ). (4.49) This function is recognized as being the Legendre transform of the function a(x) [recall (1.9)]. The original function a(x) can be recovered from b(p) via an inverse Legendre transformation a(x) = b(pcl ) + xpcl , x = b (pcl ). (4.50)
This formalism is the basis for many thermodynamic calculations. For large statistical systems, uctuations of global properties such as the volume and the total internal energy are very small so that the saddle point approximation is very good. In this chapter, the formalism will be applied on many occasions.
4.2.2
Path Integrals
A similar saddle point expansion exists for the path integral (4.33). For small h, the h amplitudes eiA/ from the various paths will mostly cancel each other by interference. The dominant contribution comes from the functional regime where the oscillations are weakest, which is the extremum of the action A[x] = 0. (4.51)
This gives the classical Euler-Lagrange equation of motion. For a point particle with the action tb M 2 x V (x) , (4.52) A[x] = dt 2 ta it reads M x = V (x). (4.53) Let xcl (t) denote the classical orbit. After multiplying (4.53) by x, an integration in t yields the law of energy conservation E=
M 2 x + V (xcl ) = const . 2 cl This implies that the classical momentum pcl (t) M xcl (t) can be written as pcl (t) = p(xcl (t)),
(4.54)
(4.55)
(4.56)
where p(x) is the local classical momentum dened in (4.3). From (4.54), the time dependence of the classical orbit xcl (t) is given by t t0 =
xcl 0
dx
M = p(x)
xcl 0
dx
M 2M[E V (x)]
(4.57)
377
When solving the integral on the right-hand side we nd for a given time interval t = tb ta the energy for which a pair of positions xa , xb can be connected by a classical orbit: E = E(xb , xa ; tb ta ). (4.58) The classical action is given by A[xcl ] = = =
tb ta tb ta xb xa
dt
M 2 xcl V (xcl ) 2
dt [pcl (t)xcl H(pcl , xcl )] dxp(x) (tb ta )E. (4.59)
Just like E, the classical action is a function of xb , xa and tb ta , to be denoted by A(xb , xa ; tb ta ), for which (4.59) reads more explicitly A(xb , xa ; tb ta )
xb xa
dx p(x) (tb ta )E(xb , xa ; tb ta ).
(4.60)
Recalling (4.11), the rst term on the right-hand side is seen to be the classical eikonal xb dx p(x), (4.61) S(xb , xa ; E) =
xa
where E is the energy function (4.58) and p(x) is given by (4.3), The eikonal may be viewed as a functional SE [x] of paths x(t) of a xed energy, in which case it is extremal on the classical orbits. This was observed as early as 1744 by Maupertius. The proof for this is quite simple: We insert the classical momentum (4.3) into SE [x] and write SE [x] p(x)dx = dt p(x)x = dt LE (x, x) = dt 2M[E V (x)]x, (4.62) The associated Euler-
thus introducing a Lagrangian LE (x, x) for this problem. Lagrange equation reads d LE LE = . dt x x
(4.63)
Inserting LE (x, x) = p(x)x we nd the correct equation of motion p = V (x). There is an interesting geometrical aspect to this variational procedure. In order to see this let us go to D dimensions and write the eikonal (4.62) as SE [x] = dt LE (x, x) = dt gij (x)xi (t)xj (t), (4.64)
with an energy-dependent metric gij (x) = p2 (x)ij . E (4.65)
378
Then the Euler-Lagrange equations for x(t) coincides with the equation (1.72) for the geodesics in a Riemannian space with a metric gij (x). In this way, the dynamical problem has been reduced to a geometric problem. The metric gij (x) may be called dynamical metric of the space with respect to the potential V (x). This geometric view is further enhanced by the fact that the eikonal (4.62) is, in fact, independent of the parametrization of the trajectory. Instead of the time t we could have used any parameter to describe x( ) and write the eikonal (4.62) as SE [x] = d gij (x)xi ( )xj ( ). (4.66)
Einstein has certainly been inspired by this ancient description of classical trajectories when geometrizing the relativistic Kepler motion by attributing a dynamical Riemannian geometry to spacetime. It is worth pointing out a subtlety in this variational principle, in view of a closely related situation to be encountered later in Chapter 10. The variations are supposed to be carried out at a xed energy M 2 x + V (x). (4.67) 2 This is a nonholonomic constraint which destroys the independence of the variation x(t) and x. They are related by E= 1 V (x)x. (4.68) M It is, however, possible to regain the independence by allowing for a simultaneous variation of the time argument in x(t) when varying x(t). As a consequence, we can no longer employ the standard equality x = dx/dt which is necessary for the derivation of the Euler-Lagrange equation (4.63). Instead, we calculate x x = x = d d dx + dx x = x x t, dt + dt dt dt (4.69)
which shows that variation and time derivatives no longer commute with each other. Combining this with the relation (4.68) we see that the variations of x and x can be made independent if we vary t along the orbit according to the relation x2 d 1 d t = x x + dt dt M V (x)x. (4.70)
With (4.69), the variations of the eikonal (4.64) are SE [x] = dt LE d LE x + x + x dt x dt LE d LE x t , x dt (4.71)
where we have kept the usual commutativity of variation and time derivative of the time itself. In the second integral, we may set LE + LE x HE . x (4.72)
379
The function HE arises from LE by the same combination of LE (x, x) and LE / x(x, x) as in a Legendre transformation which brings a Lagrangian to the associated Hamiltonian [recall (1.13)]. But in contrast to the usual procedure we do not eliminate x in favor of a canonical momentum variable LE / x [recall (1.14)], i.e., the HE is a function HE (x, x). Note that it is not equal to the energy. The variation (4.71) shows that the extra variation t of the time does not change the Euler-Lagrange equations for the above Lagrangian in Eq. (4.64), LE = 2M[E V (x)]x2 . Being linear in x, the associated HE vanishes identically, so that the second term disappears and we recover the ordinary equation of motion LE d LE = . dt x x (4.73)
In general, however, we must keep the second term. Expressing dt/dt via (4.70), we nd SE [x] = + dt x d LE HE 2 x x x dt 1 1 LE HE 2 V (x) x, dt x x M
(4.74)
and the general equation of motion becomes d LE LE x 1 1 HE 2 = HE 2 x x M dt x x V (x), (4.75)
rather than (4.73). Let us illustrate this by rewriting the eikonal as a functional SE [x] = dt LE (x, x) = M dt x2 (t), (4.76)
which is the same functional as (4.62) as long as the energy E is kept xed. If we insert the new Lagrangian LE into (4.75), we obtain the correct equation of motion M x = V (x). (4.77)
In this case, the equation of motion can actually be found more directly. We vary the eikonal (4.76) as follows: SE [x] = M dt x2 + M dt x x + M dt x x. (4.78)
In the last term we insert the relation (4.69) and write SE [x] = M dt x2 + dt x x + dt x d x dt dt x2 d t . dt (4.79)
The two terms containing t cancel each other, so that relation (4.70) is no longer needed. Using now (4.68), we obtain directly the equation of motion (4.77).
380
With the help of the eikonal (4.61), we write the classical action (4.59) as A(xb , xa ; tb ta ) S(xb , xa ; E) (tb ta )E, (4.80)
where E is given by (4.58). The action has the property that its derivatives with respect to the endpoints xb , xa at a xed tb ta yield the initial and nal classical momenta: A(xb , xa ; tb ta ) = p(xb,a ). xb,a Indeed, the dierentiation gives A = p(xb ) + xb and using p(x) M 1 = = , E p(x) x we see that
xb xa xb xa
(4.81)
dx
E p(x) (tb ta ) , E xb
(4.82)
(4.83)
dx
p(x) = E
tb ta
dt = tb ta ,
(4.84)
so that the bracket in (4.82) vanishes, and (4.81) is indeed fullled [compare also (4.12)]. The relation (4.84) implies that the eikonal (4.61) has the energy derivative S(xb , xa ; E) = tb ta . E (4.85)
As a conjugate relation, the derivative of the action with respect to the time tb at xed xb gives the energy with a minus sign [compare (4.10)]: A(xb , xa ; tb ta ) = E(xb , xa ; tb ta ). tb This is easily veried: A= tb
xb xa
(4.86)
dx
p E (tb ta ) E = E. E tb
(4.87)
Thus, the classical action function A(xb , xa ; tb ta ) and the eikonal S(xb , xa ; E) are Legendre transforms of each other. The equation 1 (x A)2 + V (x) = t A 2M (4.88)
381
is, of course, the Hamilton-Jacobi equation (4.13) of classical mechanics. We have therefore found the leading term in the semiclassical approximation to the amplitude [corresponding to the approximation (4.36)]:
h (xb tb |xa ta ) const eiA(xb ,xa ;tb ta )/ . h 0
(4.89)
In general, this leading term will be multiplied by a uctuation factor

h (xb tb |xa ta ) = eiA(xb ,xa ;tb ta )/ F (xb , xa ; tb ta ).
(4.90)
In contrast to the purely harmonic case in Eq. (2.146) this will depend on the initial and nal coordinates xa and xb . The calculation of the leading contribution to the uctuation factor is the next step in the saddle point expansion of the path integral (4.33). For this we expand the action (4.52) in the neighborhood of the classical orbit in powers of the uctuations x(t) = x(t) xcl (t). This yields the uctuation expansion A[x, x] = A[xcl ] + + 1 2 1 + 3! A x(t) x(t) ta tb 2A x(t)x(t ) (4.92) dtdt x(t)x(t ) ta tb 3A dtdt dt x(t)x(t )x(t ) + . . . , x(t)x(t )x(t ) ta
tb
(4.91)
dt
where all functional derivatives on the right-hand side are evaluated along the classical orbit x(t) = xcl (t). The linear term in the quantum uctuation x(t) is absent since A[x, x] is extremal at xcl (t). For a point particle, the quadratic term is 1 2
tb ta
dtdt
2A x(t)x(t ) = x(t)x(t )
tb ta
dt
M 1 ( x)2 + V (xcl (t))(x)2 . 2 2 (4.93)
Thus the uctuations behave like those of a harmonic oscillator with a timedependent frequency 2 (t) = 1 V (xcl (t)). M (4.94)
By denition, the uctuations vanish at the endpoints: x(ta ) = 0, x(tb ) = 0. (4.95)
If we include only the quadratic terms in the uctuation expansion (4.92), we can integrate out the uctuations in the path integral (4.33). Since x(t) and x(t)
382
dier only by a xed additive function xcl (t), the measure of the path integral over x(t) transforms trivially into that over x(t). Thus we conclude that the leading semiclassical limit of the amplitude is given by the product
h (xb tb |xa ta )sc = eiA(xb ,xa ;tb ta )/ Fsc (xb , xa ; tb ta ),
(4.96)
with the semiclassical uctuation factor [compare (2.193)] Fsc (xb , xa ; tb ta ) = = Dx(t) exp 1 2i h/M 1 2i (tb ta )/M h i h
ta tb
dt
M [ x2 2 (t)x2 ] 2
det (
2 (t))1/2
2 det (t ) . 2 det (t 2 (t))
(4.97)
In principle, we would now have to solve the dierential equation

2 2 [t 2 (t)]yn (t) = [t V (xcl (t))/M]yn (t) = n yn (t),
(4.98)
in the second line of (4.97) would then be found from the product of ratios of eigenvalues, n /0 , where 0 are the eigenvalues of the dierential equation n n
2 t yn (t) = 0 yn (t). n
and nd the energies of the eigenmodes yn (t) of the uctuations. The ratio of uctuation determinants 2 det (t ) D0 = (4.99) 2 D det (t 2 (t))
(4.100)
Fortunately, we can save ourselves all this work using the Gelfand-Yaglom method of Section 2.4 which provides a much simpler and more direct way of calculating uctuation determinants with a time-dependent frequency without the knowledge of the eigenvalues n .
4.3
Van Vleck-Pauli-Morette Determinant
According to the Gelfand-Yaglom method of Section 2.4, a functional determinant of the form 2 det (t 2 (t)) is found by solving the dierential equation (4.98) at zero eigenvalue
2 [t 2 (t)]Da (t) = 0,
(4.101)
with the initial conditions Da (ta ) = 0, Da (ta ) = 1. (4.102)
4.3 Van Vleck-Pauli-Morette Determinant
383
Then Da (tb ) is the desired uctuation determinant. In Eq. (2.233), we have constructed the solution to these equations in terms of an arbitrary solution (t) of the homogenous equation
2 [t 2 (t)](t) = 0
(4.103)
as Dren = (t)(ta)
. (4.104) ) In general, it is dicult to nd an analytic solution to Eq. (4.103). In the present uctuation problem, however, the time-dependent frequency (t) has a special form 2 (t) = V (xcl (t))/M of (4.94). We shall now prove that, just as in the purely harmonic action in Section 2.5, all information on the uctuation determinant is contained in the classical orbit xcl (t), and ultimately in the mixed spatial derivatives of the classical action A(xb , xa ; tb ta ). In fact, the solution (t) is simply equal to the velocity
ta
tb
dt
2(t
(t) = xcl (t).
(4.105)
This is seen directly by dierentiating the equation of motion (4.53) with respect to t, yielding
2 t [M xcl + V (xcl (t))] = [Mt + V (xcl (t))]xcl (t) = 0,
(4.106)
which is precisely the homogenous dierential equation (4.103) for xcl (t). There is a simple symmetry argument to understand (4.105) as a completely general consequence of the time translation invariance of the system. The uctuation x(t) xcl (t) describes an innitesimal translation of the classical solution xcl (t) in time, xcl (t) xcl (t + ) = xcl + xcl + . . . . Interpreted as a translational uctuation of the solution xcl (t) along the time axis it cannot carry any energy n and y0 (t) xcl (t) must therefore solve Eq. (4.98) with 0 = 0. With the special solution (4.105), the functional determinant (4.104) becomes Dren = xcl (tb )xcl (ta )
tb ta
dt x2 (t) cl
(4.107)
Note that also the Green-function of the quadratic uctuations associated with Eq. (4.103) can be given explicitly in terms of the classical solution xcl (t). For Dirichlet boundary conditions, it is equal to the combination (3.61) of the solutions Da (t) and Db (t) of the homogeneous dierential equation (4.103) satisfying the boundary conditions (2.221) and (2.222), whose dAlembert construction (2.232) becomes here Da (t) = xcl (t)xcl (ta )
t ta
dt x2 (t) cl
Db (t) = xcl (tb )xcl (t)
tb t
dt x2 (t) cl
(4.108)
In Eqs. (2.245) and (2.262) we have found two simple expressions for the uctuation determinant in terms of the classical action Dren xb = xa
1
2 = M Acl xb xa
(4.109)
384
These were derived for purely quadratic actions with an arbitrary time-dependent frequency 2 (t). But they hold for any action. First, the equality between the second and third expression is a consequence of the general relation (4.81). Second, we may consider the semiclassical approximation to the path integral as an exact path integral associated with the lowest quadratic approximation to the action in (4.92), (4.93): Aqu [x, x] = A[xcl ] +
tb ta
dt
M ( x)2 + 2 (t)(x)2 , 2
(4.110)
with 2 (t) = V (xcl (t))/M of (4.94). Then, since the classical orbit running from xa to xb satises the equation of motion (4.106), also a slightly dierent orbit (xcl + xcl )(t) from xa = xa + xa to xb = xa + xb satises (4.106). Although the small change of the classical orbit gives rise to a slightly dierent frequency 2 (t) = V ((xcl + xcl )(t))/M, this contributes only to second order in xa and xb . As a consequence, the derivative Da (t) = xb (t)/xa satises Eq. (4.106) as well. Also the boundary conditions of Da (t) are the same as those of Da (t) in Eqs. (2.221). Hence the quantity Da (tb ) is the correct uctuation determinant also for the general action in the semiclassical approximation under study. Another way to derive this formula makes use of the general relation (4.81), from which we nd M E A(xb , xa ; tb ta ) = p(xb ) = . xb xa xa p(xb ) xa (4.111)
On the right-hand side we have suppressed the arguments of the function E(xb , xa ; tb ta ). After rewriting A A E = = xa xa tb tb xa M E = p(xa ) = , tb p(xa ) tb we see that 1 E A(xb , xa ; tb ta ) = . xb xa x(tb )x(ta ) tb From (4.57) we calculate E tb = = tb E
xa 1
(4.112)
(4.113)
= M2 p3
xb xa
dx
M p p2 E
tb ta
(4.114)
1
xb
dx
= M
dt p2
1 M
tb ta
dt 2 xcl (t)
Inserting this into (4.113), we obtain once more formula (4.109) for the uctuation determinant.
4.3 Van Vleck-Pauli-Morette Determinant
385
A relation following from (4.85): E = tb leads to an alternative expression Dren = M xcl (tb )xcl (ta ) 2S . E 2 (4.116) 2S E 2
1
(4.115)
The uctuation factor is therefore also here [recall the normalization from Eqs. (2.195), (2.197), and (2.205)] F (xb , ta ; tb ta ) = xb 2i /M xa h 1
1/2
1 [xb xa A(xb , xa ; tb ta )]1/2. (4.117) 2i h
Its D-dimensional generalization of (4.117) is F (xb , xa ; tb ta ) = 1 2i h

D
detD [xi xj A(xb , xa ; tb ta )] a b
1/2
(4.118)
and the semiclassical time evolution amplitude reads (xb tb |xa ta ) = 1 2i h

D
1/2
h eiA(xb ,xa ;tb ta )/ . (4.119)
The D D -determinant in the curly brackets is the so-called Van Vleck-PauliMorette determinant.4 It is the analog of the determinant in the right-hand part of Eq. (2.263). As discussed there, the result is initially valid only as long as the uctuation determinant is regular. Otherwise we must replace the determinant by its absolute value, and multiply the uctuation factor by the phase factor ei/2 with the Maslov-Morse index [see Eq. (2.264)]. Using the relation (4.81) in D dimensions pi b xi xj A(xb , xa ; tb ta ) = j , (4.120) a b xa we shall often write (4.119) as (xb tb |xa ta ) = 1 2i h
D
detD
pb xa
1/2 h eiA(xb ,xa ;tb ta )/ ,
(4.121)
where the subscripts a and b can be interchanged in the determinant, if the sign is changed [recall (2.245)]. This concludes the calculation of the semiclassical approximation to the time evolution amplitude.
J.H. Van Vleck, Proc. Nat. Acad. Sci. (USA) 14 , 178 (1928); W. Pauli, Selected Topics in Field Quantization, MIT Press, Cambridge, Mass. (1973); C. DeWitt-Morette, Phys. Rev. 81 , 848 (1951).
4
386
As a simple application, we use this formula to write down the semiclassical amplitude for a free particle and a harmonic oscillator. The rst has the classical action A(xb , xa ; tb ta ) = and Eq. (4.109) gives Dren = tb ta , as it should. The harmonic-oscillator action is A(xb , xa ; tb ta ) = M (x2 + x2 ) cos (tb ta ) 2xb xa , (4.124) b a 2 sin (tb ta ) M , sin (tb ta ) (4.123) M (xb xa )2 , 2 tb ta (4.122)
and has the second derivative xb xa A = (4.125)
so that (4.117) coincides with uctuation factor (2.209).
4.4
Fundamental Composition Law for Semiclassical Time Evolution Amplitude
The determinant ensures that the semiclassical approximation for the time evolution amplitude satises the fundamental composition law (2.4) in D dimensions
N
(xb tb |xa ta ) =
N +1
dD xn
n=1
n=1
(xn tn |xn1 tn1 ),
(4.126)
if the intermediate x-integrals are evaluated in the saddle point approximation. To leading order in h, only those intermediate x-values contribute which lie on the clas sical trajectory determined by the endpoints of the combined amplitude. To next order in h, the quadratic correction to the intermediate integrals renders an inverse square root of the uctuation determinant. If two such amplitudes are connected with each other by an intermediate integration according to the composition law (4.126), the product of the two uctuation factors turns into the correct uctuation factor of the combined time interval. This is seen after rewriting the matrix xi xj A(xb , xa ; tb ta ) with the help of (4.12) as pb /xa . The intermediate integral a b over x in the product of two amplitudes receives a contribution only from continuous paths since, at the saddle point, the adjacent momenta have to be equal: A(xb , x; tb t) + A(x, xa ; t ta ) = p (xb , x; tb t) + p(x, xa ; t ta ) = 0. x x (4.127)
4.4 Fundamental Composition Law for Semiclassical Time Evolution Amplitude
387
To obtain the combined amplitude, we obviously need the relation detD
pb x
detD xb
p x
+
xb
p x
xa

p =p
detD
p xa
where we have indicated explicitly the variables kept xed in p (xb , x; tb t) and p(x, xa ; t ta ) when forming the partial derivatives. To prove (4.128), we use the product rule for determinants pb det1 D x
= detD
pb xa
xb
(4.128)
to rewrite (4.128) as detD p xa
pb detD xa xb
x = detD xa xb

p =p
xb
(4.129)
= detD
p x
+
xb
p x
xa
detD
x xa
xb
(4.130)
This equation is true due to the chain rule of dierentiation applied to the momentum p (xb , x; tb t)= p(x, xa ; t ta ), after expressing p(x, xa ; t ta ) explicitly in terms of the variables xb and xa as p(x(xb , xa ; tb ta ), xa ; t ta ), to enable us to hold xb xed in the second partial derivative: p . x xa xb xb xb x xb (4.131) It may be expected, and can indeed be proved, that it is possible to proceed in the opposite direction and derive the semiclassical expressions (4.119) and (4.121) with the Van Vleck-Pauli-Morette determinant from the fundamental composition law (4.126).5 In the semiclassical approximation, the composition law (4.126) can also be written as a temporal integral (in D dimensions) = = = + (xb tb |xa ta ) = dt(xb tb |xcl (t)t) xcl (t) (xcl (t)t|xa ta ) (4.132) p x p x p(x(xb , xa ; tb ta ), xa ; t ta ) x p x xa x
over a classical orbit xcl (t), where the t-integration is done in the saddle point approximation, assuming that the uctuation determinant does not happen to be degenerate. Just as in the saddle point expansion of ordinary integrals, it is possible to calculate higher corrections in h. The result is a saddle point expansion of the path
H. Kleinert and B. Van den Bossche, Berlin preprint 2000 (http://www.physik.fu-berlin.de/~kleinert/301).
5
388
integral which is again a semiclassical expansion. The counting of the h-powers is the same as for the integral. The lowest approximation is of the exponential form h eiAcl / . Thus, in the exponent, the leading term is of order 1/ .6 The uctuation h factor F contributes to this an additive term log F , which is of order h0 . To rst order in h, one nds expressions containing the third and fourth functional derivative of the action in the expansion (4.92), corresponding to the expressions (4.42) and (4.43) in the integral. Unfortunately, the functional case oers little opportunity for further analytic corrections, so we shall not dwell on this more academic possibility.
4.5
Semiclassical Fixed-Energy Amplitude
As pointed out at the end of Subsection 4.2.1, we have observed that the semiclassical approximation allows for a simple evaluation of Fourier integrals. As an application of the rules presented there, let us evaluate the Fourier transform of the time evolution amplitude, the xed-energy amplitude introduced in (1.307). It is given by the temporal integral (xb |xa )E = 1 2i h
ta
dtb [xb xa A(xb , xa ; tb ta )]1/2

h ei[A(xb ,xa ;tb ta )+(tb ta )E]/ ,
(4.133)
which may be evaluated in the same saddle point approximation as the path integral. The extremum lies at A(xb , xa ; tb ta ) = E. (4.134) t Because of (4.86), the left-hand side is the function E(xb , xa ; tb ta ). At the extremum, the time interval tb ta is some function of the endpoints and the energy E: tb ta = t(xb , xa ; E). (4.135) The exponent is equal to the eikonal function S(xb , xa ; E) of Eq. (4.80), whose derivative with respect to the energy gives [recalling (4.85)]
S(xb , xa ; E) = t(xb , xa ; E). (4.136) E The expansion of the exponent around the extremum has the quadratic term i 2 A(xb , xa ; tb ta ) [tb ta t(xb , xa ; E)]2 . h t2 b The time integral over tb yields a factor
6
(4.137)
2 A(xb , xa ; tb ta ) 2i h t2 b
1/2
(4.138)
Since h has the dimension of an action, the dimensionless number h/Acl should really be used as an appropriate dimensionless expansion parameter, but it has become customary to count directly the orders in h.
4.5 Semiclassical Fixed-Energy Amplitude
389
With this, the xed-energy amplitude has precisely the form (4.48):
2 (xb |xa )E = xb xa A(xb , xa ; t)/t A(xb , xa ; t) 1/2 h eiS(xb ,xa ;E)/ .
(4.139)
Since the uctuation factor has to be evaluated at a xed energy E, it is advan2 tageous to express it in terms of S(xb , xa ; E). For t A, the evaluation is simple since E t 2A = = 2 t t E
1
2S = E 2
(4.140)
For xb xa A, we observe that the spatial derivatives of the action must be performed at a xed time, so that a variation of xb implies also a change of the energy E(xb , xa ; t). This is found from the condition t = 0, xb which after inserting (4.136), goes over into 2S Exb We now use the relation A xb =
t
(4.141)
=
t
2S 2 S E + = 0. Exb E 2 xb
(4.142)
S E S E S E S + t= t= xb t xb t xb E xb t xb t xb 2A xb xa 2S 2 S E + xb xa xb E xa 2S 2S 2S xb xa xa E xb E 2S . E 2
(4.143)
E
and nd from it =
t
(4.144)
Thus the xed-energy amplitude (4.133) takes the simple form

h (xb |xa )E = DS eiS(xb ,xa ;E)/ , 1/2
(4.145)
with the 2 2-determinant DS =
2S xb xa 2S xb E
2S Exa 2S E 2
(4.146)
The determinant can be simplied by the fact that a dierentiation of the HamiltonJacobi equation S H , xb = E (4.147) xb
390 with respect to xa leads to the equation
2S H 2 S = xb = 0. pb xb xa xb xa It implies the vanishing of the upper left element in (4.146), reducing DS to DS = 2S 2S . xb E xa E
(4.148)
(4.149)
Since S/xb,a = pb,a and p/E = 1/x, one arrives at DS = 1 . xb xa (4.150)
Let us calculate the semiclassical xed-energy amplitude for a free particle. The classical action function is M (xb xa )2 A(xb , xa ; tb ta ) = , 2 tb ta so that the function E(xb , xa ; tb ta ) is given by E(xb , xa ; tb ta ) = M (xb xa )2 M (xb xa )2 = . tb 2 tb ta 2 (tb ta )2 (4.152) (4.151)
By a Legendre transformation, or directly from the dening equation (4.61), we calculate (4.153) S(xb , xa ; E) = 2ME|xb xa |. From this we calculate the determinant (4.150) as Ds = M , 2E (4.154)
and the xed-energy amplitude (4.145) becomes (xb |xa )E = M i2M E|xb xa |/ h e . 2E (4.155)
4.6
Semiclassical Amplitude in Momentum Space
The simple way of nding Fourier transforms in the semiclassical approximation can be used to derive easily amplitudes in momentum space. Consider rst the time evolution amplitude (xb tb |xa ta )sc . The momentum space version is given by the two-dimensional Fourier integral [recall (2.37) and insert (4.96)] (pb tb |pa ta )sc =
h h dxb dxa ei(pb xb pa xa )/ eiA(xb ,xa ;tb ta )/ F (xb , xa ; tb ta ).
(4.156)
4.6 Semiclassical Amplitude in Momentum Space
391
The semiclassical evaluation according to the general rule (4.48) yields 2i h h (pb tb |pa ta )sc = [xb xa A(xb , xa ; tb ta )]1/2 ei[A(xb ,xa ;tb ta )pb xb +pa xa ]/,(4.157) det H where H is the matrix H=
2 xb A(xb , xa ; tb ta ) xb xa A(xb , xa ; tb ta )
xa xb A(xb , xa ; tb ta )
2 xa A(xb , xa ; tb ta )
(4.158)
The exponent must be evaluated at the extremum with respect to xb and xa , which lies at pb = xb A(xb , xa ; tb ta ), pa = xb A(xb , xa ; tb ta ). (4.159)
The exponent contains then the Legendre transform of the action A(xb , xa ; tb ta ) which depends naturally on pb and pa : A(pb , pa ; tb ta ) = A(xb , xa ; tb ta ) pb xb + pa xa . The inverse Legendre transformation to (4.159) is xb = pb A(xb , xa ; tb ta ), xa = xb A(xb , xa ; tb ta ). (4.161) (4.160)
The important observation which greatly simplies the result is that for a 2 2 matrix Hab with (a, b = 1, 2), the matrix element H12 /det H is equal to H12 . By writing the matrix H and its inverse as

H=
pb pb xb xa pa pa xb xa
xb xb pb pa xa xa pb pa
(4.162)
we see that, just as in the Eqs. (2.271) and (2.272):

1 H12 =
xa 2 A(pb , pa ; tb ta ) = . pb pb pa
(4.163)
As a result, the semiclassical time evolution amplitude in momentum space (4.157) takes the simple form 2 h h (pb tb |pa ta )sc = [pb pa A(pb , pa ; tb ta )]1/2 eiA(pb ,pa ;tb ta )/. 2i h In D dimensions, this becomes (pb tb |pa ta ) = 1 2i h
D
(4.164)
detD [pi pj A(pb , pa ; tb ta )] a b
1/2 iA(p ,p ;t t )/ a h b a b
, (4.165)
392 or (pb tb |pp ta ) = 1 2i h

D
detD
pb xa
1/2 h eiA(pb ,pa ;tb ta )/ ,
(4.166)
these results being completely analogous to the x-space expression (4.119) and (4.121), respectively. As before, the subscripts a and b can be interchanged in the determinant. If we apply these formulas to the harmonic oscillator with a time-dependent frequency, we obtain precisely the amplitude (2.278). Thus in this case, the semiclassical time evolution amplitude (pb tb |pa ta )sc happens to coincide with the exact one. For a free particle with the action A(xb , xa ; tb ta ) = M(xb xa )2 /2(tb ta ), the formula (4.157) cannot be applied since determinant of H vanishes, so that the saddle point approximation is inapplicable. The formal innity one obtains when trying to apply Eq. (4.157) is a reection of the -function in the exact expression (2.133), which has no semiclassical approximation. The Legendre transform of the action can, however, be calculated correctly and yields via the derivatives pa = pb p = A(xb , xa ; tb ta ) = M(xb xa )/2(tb ta ) the expression A(pb , pa ; tb ta ) = which agrees with the exponent of (2.133). p2 (tb ta ), 2 (4.167)
4.7
Semiclassical Quantum-Mechanical Partition Function
From the result (4.96) we can easily derive the quantum-mechanical partition function (1.537) in semiclassical approximation:
sc ZQM (tb ta ) =
dxa (xa tb |xa ta )sc =
h dxa F (xa , xa ; tb ta )eiA(xa ,xa ;tb ta )/ . (4.168)
Within the semiclassical approximation the path integral, as the nal trace integral may be performed using the saddle point approximation. At the saddle point one has [as in (4.127)] A(xa , xa ; tb ta ) = A(xb , xa ; tb ta ) + A(xb , xa ; tb ta ) xa xb xa xb =xa xb =xa = pb pa = 0, (4.169) i.e., only classical orbits contribute whose momenta are equal at the coinciding endpoints. This restricts the orbits to periodic solutions of the equations of motion. The semiclassical limit selects, among all paths with xa = xb , the paths solving the equation of motion, ensuring the continuity of the internal momenta along these paths. The integration in (4.168) enforces the equality of the initial and nal momenta on these paths and permits a continuation of the equations of motion beyond
4.7 Semiclassical Quantum-Mechanical Partition Function
393
the nal time tb in a periodic fashion, leading to periodic orbits. Along each of these orbits, the energy E(xa , xa , tb ta ) and the action A(xa , xa , tb ta ) do not depend h on the choice of xa . The phase factor eiA/ in the integral (4.168) is therefore a constant. The integral must be performed over a full period between the turning points of each orbit in the forward and backward direction. It contains a nontrivial xa -dependence only in the uctuation factor. Thus, (4.168) can be written as
sc ZQM (tb ta ) = h dxa F (xa , xa ; tb ta ) eiA(xa ,xa ;tb ta )/ .
(4.170)
For the integration over the uctuation factor we use the expression (4.117) and the equation 1 2A A(xb , xa ; tb ta ) = , xb xa xb xa t2 b following from (4.113) and (4.86), and have 1 1 2A F (xb , xa ; tb ta ) = 2i x(tb )x(ta ) t2 h b Inserting xa = xb leads to F (xa , xa ; tb ta ) = 1 1 2A 2i xa t2 h b
1/2 1/2
(4.171)
(4.172)
(4.173)
The action of a periodic path does not depend on xa ,so that the xb -integration in (4.168) requires only integrating 1/xa forward and back, which produces the total period: tb ta = 2
x+ x
dxa
1 =2 xa
x+ x
dx
M 2M[E V (x)]
(4.174)
Hence we obtain from (4.168): tb ta 2 A sc ZQM (tb ta ) = 2i t2 h b

1/2 h eiA(tb ta )/ i .
(4.175)
There is a phase factor ei associated with a Maslov-Morse index = 2, rst introduced in the uctuation factor (2.264). In the present context, this phase factor arises from the fact that when doing the integral (4.170), the periodic orbit passes through the turning points x and x+ where the integrand of (4.174) becomes singular, even though the integral remains nite. Near the turning points, the semiclassical approximation breaks down, as discussed in Section 4.1 in the context of the WKB approximation to the Schrdinger equation. This breakdown required special o attention in the derivation of the connection formulas relating the wave functions on
394
one side of the turning points to those on the other side. There, the breakdown was circumvented by escaping into the complex x-plane. When going around the singularity in the clockwise sense, the prefactor 1/p(x) = 1/ 2M(E V (x)) acquired a phase factor ei/2 . For a periodic orbit, both turning points had to be encircled producing twice this phase factor, which is precisely the phase ei given in (4.175). The result (4.175) takes an especially simple form after a Fourier transform action: sc ZQM (E) =
ta h sc dtb eiE(tb ta )/ ZQM (tb ta ) ta 1/2
1 = 2i h
2A dtb (tb ta ) t2 b
1/2 h ei[A(tb ta )+(tb ta )E]/ i .
(4.176)
In the semiclassical approximation, the main contribution to the integral at a given energy E comes from the time where tb ta is equal to the period of the particle orbit with this energy. It is determined as in (4.133) by the extremum of A(tb ta ) + (tb ta )E. Thus it satises A(tb ta ) = E. tb (4.177)
(4.178)
As in (4.134), the extremum determines the period tb ta of the orbit with an energy E. It will be denoted by t(E). The second derivative of the exponent is (i/ ) 2 A(tb ta )/t2 . For this reason, the quadratic correction in the saddle point h b approximation to the integral over tb cancels the corresponding prefactor in (4.176) and leads to the simple expression
h sc ZQM (E) = t(E)ei[A(t)+t(E)E]/ i .
(4.179)
The exponent contains again the eikonal S(E) = A(t) + t(E)E, the Legendre transform of the action A(t) dened by S(E) = A(t) t A(t) , t (4.180)
where the variable t has to be replaced by E(t) = A(t)/t. Via the inverse Legendre transformation, the derivative S(E)/E = t leads back to A(t) = S(E) S(E) E. E (4.181)
Explicitly, S(E) is given by the integral (4.61): S(E) = 2

x+ x
dx p(x) = 2
x+ x
dx 2M[E V (x)].
(4.182)
4.7 Semiclassical Quantum-Mechanical Partition Function
395
Finally, we have to take into account that the periodic orbit is repeatedly traversed h for an arbitrary number of times. Each period yields a phase factor eiS(E)/ i . The sum is sc ZQM (E) =
n=1 h t(E)ein[S(E)/ ] = t(E) h eiS(E)/ . h 1 + eiS(E)/
(4.183)
This expression possesses poles in the complex energy plane at points where the eikonal satises the condition S(En ) = 2 (n + 1/2), h n = 0, 1, 2, . . . . (4.184)
This condition agrees precisely with the Bohr-Sommerfeld rule (4.25) for semiclassical quantization. At the poles, one has sc ZQM (E) t(E) i h . S (En )(E En ) i h . E En (4.185)
Due to (4.85), the pole terms acquire the simple form sc ZQM (E) (4.186)
From (4.183) we derive the density of states dened in (1.578). For this we use the general formula 1 disc ZQM (E), (4.187) (E) = 2 h where disc ZQM (E) is the discontinuity ZQM (E + i) ZQM (E i) across the singularities dened in Eq. (1.324). If we equip the energies En in (4.186) with the usual small imaginary part i, we can also write (4.187) as (E) = 1 ReZQM (E). h (4.188)
Inserting here the sum (4.183), we obtain the semiclassical approximation sc (E) = or sc (E) = t(E) cos{n[S(E)/ ]} h n=1 h
t(E) h 1 + ein[S(E)/ ] . 2 h n=
(4.189)
(4.190)
We have added a -symbol to this quantity since it is really the semiclasscial correction to the classical density of states (E), as we sall see in a moment. With the help of Poissons summation formula (1.197), this goes over into sc (E) = t(E) t(E) [S(E)/ 2(n + 1/2)]. h + 2 h h n= (4.191)
396
The right-hand side contains -functions which are singular at the semiclassical energy values (4.184). Using once more the relation (4.85), the formula (ax) = a1 (x) leads to the simple expression sc (E) =
t(E) (E En ). + 2 h n=
(4.192)
This result has a surprising property: Consider the spacing between the energy levels En = En En1 = 2 h En Sn (4.193)
and average the sum in (4.192) over a small energy interval E containing several energy levels. Then we obtain an average density of states: av (E) = S (E) t(E) = . 2 h 2 h (4.194)
It cancels precisely the rst term in (4.192). Thus, the semiclassical formula (4.183) possesses a vanishing average density of states. This cannot be correct and we conclude that in the derivation of the formula, a contribution must have been overlooked. This contribution comes from the classical partition function. Within the above analysis of periodic orbits, there are also those which return to the point of departure after an innitesimally small time (which leaves them with no time to uctuate). The expansion (4.183) does not contain them, since the saddle point approximation to the time integration (4.176) used for its derivation fails at short times. The reason for this failure is the singular behavior of the uctuation factor 1/(tb ta )1/2 in (4.96). In order to recover the classical contribution, one simply uses the short-time amplitude in the form (2.341) to calculate the purely classical contribution to Z(E): Zcl (E) dx dp i h . 2 E H(p, x) h (4.195)
This implies a classical contribution to the density of states cl (E) dx cl (E; x), (4.196)
which is a spatial integral over the classical local density of states cl (E; x) dp [E H(p, x)]. 2 h (4.197)
The -function in the integrand can be rewritten as (E H(p, x)) = M [(p p(E; x)) + (p + p(E; x))] , p(E; x) (4.198)
4.8 Multi-Dimensional Systems
397
where p(E; x) is the local momentum associated with the energy E p(E; x) = 2M[E V (x)], (4.199)
which was dened in (4.3), except that we have now added the energy to the argument, to have a more explicit notation. It is then trivial to evaluate the integral (4.197) and (4.196) yielding the classical local density of states cl (E; x) = and its integral M 1 , p(E; x) h (4.200)
1 M 1 = t(E) = av (E), (4.201) p(E; x) h 2 h which coincides with the average classical density of states in (4.194). Thus the full semiclassical density of states consists of the sum of (4.192) and (4.201): sc (E) = cl (E) + sc (E). (4.202) cl (E) = dx This has, on the average, the correct classical value. Note that by Eq. (4.194), the eikonal S(E) is related to the integral over the classical density of states cl (E) by a factor 2 : h S(E) = 2 h
E
dE cl (E).
(4.203)
Recalling the denition (1.582) of the number of states up to the energy E we see that S(E) = 2 N(E), h (4.204) which shows that the Bohr-Sommerfeld quantization condition (4.184) is the semiclassical version of the completely general equation (1.583).
4.8
Multi-Dimensional Systems
The D-dimensional generalization of the classical partition function (4.195) reads Zcl (E) dD x i h dD p , 2 E H(p, x) h (4.205)
and of the density of states (4.197): cl (E; x) dD p [E H(p, x)]. (2 )D h (4.206)
The Hamiltonian of the standard form H(p, x) = p2 /2M +V (x) allows us to perform the momentum integration by separating it into radial and angular parts, dD p = (2 )D h dp pD1 d . p (4.207)
398
The angular integral yields the surface of a unit sphere in D dimensions: d = SD = p 2 D/2 . (D/2) (4.208)
The -function (E H(p, x)) can again be rewritten as in (4.198), which selects the momenta of magnitude p(E; x) = Thus we nd cl (E) dD x cl (E; x), (4.210) 2M[E V (x)]. (4.209)
where cl (E; x) is the classical local density of states. cl (E; x) = SD M 1 pD (E; x) 2M = {2M[E V (x)]}D/21, (4.211) 2 D/2 2 (E; x) (2 )D p h (D/2) (4 ) h
generalizing expression (4.201). The number of states with energies between E and E + dE in the volume element dD x is dEd3xcl (E; x). For completeness we state some features of the semiclassical results which appear when generalizing the theory to D dimensions. For a detailed derivation see the rich literature on this subject quoted at the end of the chapter. For an arbitrary number D of dimensions. the Van Vleck-Pauli-Morette determinant (4.118) takes the form F (xb , xa ; tb ta ) = 1 2i h
D
1/2 i/2
, (4.212)
where is the Maslov-Morse index. The xed-energy amplitude becomes the sum over all periodic orbits:7 (xb |xa )E = 1 2i h
D1 p h |DS |1/2 eiS(xb ,xa ;E)/ i /2 ,
(4.213)
where S(xb , xa ; E) is the D-dimensional generalization of (4.61) and DS the (D + 1) (D + 1)-determinant: DS = (1)
D+1
det
2S xb xa 2S xb E
2S Exa 2S EE
M.C. Gutzwiller, J. Math. Phys. 8 , 1979 (1967); 11 , 1791 (1970); 12 , 343 (1971).
(4.214)
399
The factor (1)D+1 makes the determinant positive for short trajectories. The index diers from by one unit if 2 S/E 2 = t(E)/E is negative. In D dimensions, the Hamilton-Jacobi equation leads to H 2S 2S b =x = 0, pb xb xa xb xa (4.215)
instead of (4.148). Only the longitudinal projection of the DD-matrix 2 S/xb xa along the direction of motion vanishes now. In this direction xb 2S = 1, xb E (4.216)
so that the determinant (4.214) can be reduced to DS = 2S 1 det , |xb ||xa | xb xa (4.217)
instead of (4.150). Here x denotes the deviations from the orbit orthogonal to b,a xb,a , and we have used (2.283) to arrive at (4.217). As an example, let us write down the D-dimensional generalization of the freeparticle amplitude (4.155). The eikonal is obviously S(xa , xb ; E) = 2ME|xb xa |, (4.218) and the determinant (4.217) becomes DS = Thus we nd (xb |xa )E = M 1 (2ME)(D1)/4 i2M E|xb xa |/ h e . 2E (2i )(D1)/2 |xa xb |(D1)/2 h (4.220) M (2ME)(D1)/2 . 2E |xa xb |D1 (4.219)
For D = 1, this reduces to (4.155). Note that the semiclassical result coincides with the large-distance behavior (1.355) of the exact result (1.351), since the semiclassical limit implies a large momenta k in the Bessel function (1.351). When calculating the partition function, one has to perform a D-dimensional integral over all xb = xa . This is best decomposed into a one-dimensional integral along the orbit and a D 1 -dimensional one orthogonal to it. The eikonal function S(xa , xa ; E) is constant along the orbit, as in the one-dimensional case. When leaving the orbit, however, this is no longer true. The quadratic deviation of S orthogonal to the orbit is 1 2 S(x, x; E) (x x )T (x x ), 2 x x (4.221)
400
where the superscript T denotes the transposed vector to be multiplied from the left with the matrix in the middle. After the exact trace integration along the orbit and a quadratic approximation in the transversal direction for each primitive orbit, which is not repeated, we obtain the contribution to the partition function 2 S(xb , xa ; E) x x b a S(x, x; E) x x
2 1/2 n=1
Zsc = t(E)
xb =xa =x 1/2
h ein[S(E)/ i/2] ,
(4.222)
where is the Maslov-Morse index of the orbit. The ratio of the determinants is conveniently expressed in terms of the determinant of the so-called stability matrix M in phase space, which is introduced in classical mechanics as follows: Consider a classical orbit in phase space and vary slightly the initial point, moving it orthogonally away from the orbit by x , p . This produces variations at a a the nal point x , p , related to those at the initial point by the linear equation b b x b p b = A B C D x a p a M x a p a . (4.223)
The 2(D 1) 2(D 1)-dimensional matrix is the stability matrix M. It can be expressed in terms of the second derivatives of S(xb , xa ; E). These appear in the relation p a b x a a = , (4.224) T pb b c x b where a, b, and c are the (D 1) (D 1)-dimensional matrices a= 2S , x x a a B = b1 , b= 2S , x x a b c= 2S . x x b b D = cb1 . (4.225)
From this one calculates the matrix elements of the stability matrix (4.223): A = b1 a, C = bT cb1 a, (4.226)
The stability properties of the classical orbits are classied by the eigenvalues of the stability matrix (4.223). In three dimensions, the eigenvalues are given by the zeros of the characteristic polynomial of the 4 4 -matrix M: P () = |M | = A B b1 a b1 = T . C D b cb1 a cb1 (4.227)
The usual manipulations bring this to the form P () = 1 a b b1 a b1 1 = T b + 0 |b| bT + (a + c) + 2 b 1 T = b + (a + c) + 2 b . |b|
(4.228)
401
Precisely this expression appears, with xb = xa , in the prefactor of (4.222) if this is rewritten as 1/2 2S x x xb xa =x a b . (4.229) 1/2 2 S S S 2S +2 + x x xb xa xa xa xb =xa =x b b Due to (4.226), this coincides with P (1)1/2 . The semiclassical limit to the quantum-mechanical partition function takes therefore the simple form referred to as Gutzwillers trace formula Zsc (E) = t(E) eiS(E)i/2 1 . P (1)1/2 1 eiS(E)i/2 (4.230)
The energy eigenvalues lie at the poles and satisfy the quantization rules [compare (4.25), (4.184)] S(En ) = 2 (n + /4). h (4.231) The eigenvalues of the stability matrix come always in pairs , 1/, as is obvious from (4.228). For this reason, one has to classify only two eigenvalues. These must be either both real or mutually complex-conjugate. One distinguishes the following cases: 1. elliptic, 2. direct parabolic, inverse parabolic, 3. direct hyperbolic, inverse hyperbolic, if if if if
2
= ei , ei , with a real phase = 0, = 1, = 1, = e , = e , = euv .
4. loxodromic, In these cases,
P (1) =
i=1
(i 1)(1/i 1)
(4.232)
has the values 1. 2. 3. 4. 4 sin2 (/2), 0 or 4, or 4 cosh2 (/2),
4 sinh2 (/2)
4 sin[(u + v)/2] sin[(u v)/2].
402
Only in the parabolic case are the equations of motion integrable, this being obviously an exception rather than a rule, since it requires the fulllment of the equation a + c = 2b. Actually, since the transverse part of the trace integration in the partition function results in a singular determinant in the denominator of (4.230), this case requires a careful treatment to arrive at the correct result.8 In general, a system will show a mixture of elliptic and hyperbolic behavior, and the particle orbits exhibit what is called a smooth chaos. In the case of a purely hyperbolic behavior one speaks of a hard chaos, which is simpler to understand. The semiclassical approximation is based precisely on those orbits of a system which are exceptional in a chaotic system, namely, the periodic orbits. The expression (4.230) also serves to obtain the semiclassical density of states in D-dimensional systems via Eq. (4.187). In D dimensions the paths, with vanishing length contribute to the partition function the classical expression [compare (4.205)]. Application of semiclassical formulas has led to surprisingly simple explanations of extremely complex experimental data on highly excited atomic spectra which classically behave in a chaotic manner. For completeness, let us also state the momentum space representation of the semiclassical xed-energy amplitude (4.139). It is given by the momentum space analog of (4.213): (2 )D h (pb |pa )E = D1 2i h
h |DS |1/2 eiS(pb ,pa ;E)/ i /2 ,
(4.233)
where S(pb , pa ; E) is the Legendre transform of the eikonal S(pb , pa ; E) = S(pb , pa ; E) pb xb + pa xa , (4.234)
evaluated at the classical momenta pb = pb S(pb , pa ; E) and pa = pa S(pb , pa ; E). The determinant can be brought to the form: DS = 2S 1 det , |pb ||pa | pb pa (4.235)
where p is the momentum orthogonal to pa . a This formula cannot be applied to the free particle xed-energy amplitude (3.216) for the same degeneracy reason as before. Higher h-corrections to the trace formula (4.230) have also been derived, but the resulting expressions are very complicated to handle. See the citations at the end of this chapter.
4.9
Quantum Corrections to Classical Density of States
There exists a simple way of calculating quantum corrections to the semiclassical expressions (4.201) and its D-dimensional generalization (4.210) for the density of
8
M.V. Berry and M. Tabor, J. Phys. A 10 , 371 (1977), Proc. Roy. Soc. A 356 , 375 (1977).
4.9 Quantum Corrections to Classical Density of States
403
states. To derive them we introduce an operator -function (E H) via the spectral representation (E En )|n n|, (4.236) (E H)
n
where |n are the eigenstates of the Hamiltonian operator H. The -function (4.236) has the Fourier representation [recall (1.193)] (E H) =

dt i(HE)t/ h e . 2 h
(4.237)
Its matrix elements between eigenstates |x of the position operator, (E; x) = x|(E H)|x =

dt iEt/ h e h x|eiHt/ |x , 2 h
(4.238)
dene the quantum-mechanical local density of states. The amplitude on the righthand side is the time evolution amplitude
h x|eiHt/ |x = (x t|x 0),
(4.239)
which can be represented by a path integral as described in Chapter 2. In the semiclassical limit, only the short-time behavior of (x t|x 0) is relevant.
4.9.1
One-Dimensional Case
For a one-dimensional harmonic oscillator, the short-time expansion of (4.239) can easily be written down. For short times t tb ta compared to the period 1/, we expand the amplitude (2.168) at equal initial and nal space points x = xa = xb as follows in a power series of t: (x tb |x ta ) = 1 2i t/M h ei 2
M 2 x2 t/ h
1+
t2 2 i t3 M 4 x2 + . . . , 12 h 24
(4.240)
This expansion is valid for an arbitrary smooth potential V (x) if the exponential prefactor containing the harmonic potential is replaced by
h eiV (x)t/ ,
(4.241)
whereas 2 and M 4 x2 are substituted as follows: 2 M 4 x2 Hence: (x tb |x ta ) = 1 2i t/M h

h eiV (x)t/ 1 +
1 V (x), M 1 [V (x)]2 . M
(4.242) (4.243)
t2 i t3 V (x) [V (x)]2 + . . . . (4.244) 12M h 24M
404
Inserting this into (4.238) yields the local density of states (E; x) =

dt 2 h
1 2i t/M h
h ei[V (x)E]t/
1+
i t3 t2 V (x) [V (x)]2 + . . . . 12M h 24M
(4.245)
For positive E V (x), the integration along the real axis can be deformed into the upper complex plane to enclose the square-root cut along the positive imaginary t-axis in the anti-clockwise sense. Setting t = i and using the fact that the discontinuity across a square root cut produces a factor two, we have (E; x) =2
0
d 2 h
1 2 /M h
h e[EV (x)] / 1
2 1 3 V (x) [V (x)]2 + . . . . 12M h 24M (4.246)
The rst term can easily be integrated for E > V (x), and yields the classical local density of states (4.201): cl (E; x) = 1 h M 2M[E V (x)] = M 1 . p(E; x) h (4.247)
In order to calculate the eect of the correction terms in the expansion (4.246), we observe that a factor in the integrand is the same as a derivative hd/dV applied to the exponential. Thus we nd directly the semiclassical expansion for the density of states (4.246), valid for E > V (x): (E; x) = 1 d2 d3 h2 h2 V (x) 2 [V (x)]2 3 + . . . cl (E; x). 12M dV 24M dV (4.248)
Inserting (4.247) and performing the dierentiations with respect to V we obtain (E; x) = 1 h M 1 3 1 h2 V (x) 1/2 2 [E V (x)] 12M 4 [E V (x)]5/2
h2 15 1 [V (x)]2 + . . . .(4.249) 24M 8 [E V (x)]7/2
Note that the proceeds in powers of higher gradients of the potential; it is a gradient expansion. The integral over (4.249) yields a gradient expansion for (E) [1]. The second term can be integrated by parts which, under the assumption that V (x) vanishes at the boundaries, simply changes the sign of the third term, so that we nd (E) = 1 h M 2 dx 15 1 1 h2 [V (x)]2 + + ... 1/2 [E V (x)] 24M 8 [E V (x)]7/2 .(4.250)
405
4.9.2
Arbitrary Dimensions
In D dimensions, the short-time expansion of the time evolution amplitude (4.244) takes the form (x tb |x ta ) = 1 2i t/M h
iV (x)t/ h 1+ De
t2 12M
V (x)
i t3 [ V (x)]2 + . . . . h 24M
(4.251) Recalling the i-prescription on page 114, according to which the singularity at t = 0 has to be shifted slightly into the upper half plane by replacing t t i, we use the formula9

1 a1 a dt eita = (a) e , 2 (it + ) ()
(4.252)
and obtain the obvious generalization of (4.248): h2 (E; x) = 1 12M

2 3 d2 h2 2 d V (x) 2 [ V (x)] + . . . cl (E; x), (4.253) dV 24M dV 3
where cl (E; x) is the classical D-dimensional local density of states (4.211). The way this appears here is quite dierent from that in the earlier classical calculation (4.206), which may be expressed with the help of the local momentum (4.209) as an integral cl (E; x) = dD p [E H(p, x)] = (2 )D h dD p M [p p(E; x)]. (4.254) D p(E; x) (2 ) h
In order to see the relation to the appearance in (4.253) we insert the Fourier decomposition of the leading term of the short-time expansion of the time evolution amplitude dD p i[p2 /2M +V (x)]t/ h (x t|x 0)cl = e (4.255) D (2 ) h into the integral representation (4.238) which takes the form (E; x) =

dt 2 h
dD p i[p2 p2 (E;x)]t/2M h e . (2 )D h
(4.256)
By doing the integral over the time rst, the size of the momentum is xed to the local momentum p2 (E; x) resulting in the original representation (4.254). The expression (4.211) for the density of states, on the other hand, corresponds to rst integrating over all momenta. The time integration selects from the result of this the correct local momenta p2 (E; x).
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 3.382.6. The formula is easily derived by expressing (it + ) = 1 () 0 d 1 e (it+) .
9
406 This generalizes (4.249) to (E; x) =
M D/2 1 [E V (x)]D/21 2 (D/2) 2 h 1 h2 2 [E V (x)]D/23 V (x) 12M (D/2 2) 1 h2 [ V (x)]2 [E V (x)]D/24 + . . . . + 24M (D/2 3)
(4.257)
When integrating the density (4.257) over all x, the second term in the curly brackets can again be converted into the third term changing its sign, as in (4.250). The right-hand side can easily be integrated for all pure power potentials. This will be done in Appendix 4A.
4.9.3
Bilocal Density of States
It is useful to generalize the local density of states (4.238) and introduce a bilocal density of states: (E; xb , xa ) = = xb |(E H)|xa =

dt iEt/ h e h xb |eiHt/ |xa 2 h (4.258)
dt iEt/ e h (xb t|xa 0). 2 h
The semiclassical expansion requires now the nondiagonal version of the short-time expansions (4.251). For the one-dimensional harmonic oscillator, the expansion (4.240) is generalized to (xb tb |xa ta ) = 1 2i t/M h eiM (xb xa )
2 /2t h
eiM
2 x2 t/2 h
1+
i t t2 2 i t3 M 4 x2 (xb xa )2 M 2 + . . . , 12 h 24 h 24
(4.259)
where x = (xb +xa )/2 is the mean position of the two endpoints. In this expansion we have included all terms whose size is of the order t3 , keeping in mind that (xb xa )2 is of the order h in a nite amplitude. Going to D dimensions and performing the substitutions (4.242) and (4.243), this expansion is generalized to (xb tb |xa ta ) = 1 2i t/M h t2 12M
iM (xb xa )2 /2t iV ( )t/ h x h De
(4.260)
1+
V ( ) x
i t3 i t [ V ( )]2 x [(xb xa ) ]2 V ( )+. . . . x h 24M h 24
For a derivation without substitution trick in (4.242) and (4.243) see Appendix 4B.
407
Inserting this amplitude into the integral in Eq. (4.258), we obtain the bilocal density of states (E; xb , xa ) = 1+ t2 12M
2
dt 2 h
1 2i t/M h
iM (xb xa )2 /2t i[V ( )E]t/ h x h e De
V ( ) x
i t3 i t [ V ( )]2 x [(xb xa ) ]2 V ( ) + . . . . (4.261) x h 24M h 24
The rst term in the integrand is simply the time evolution amplitude of the freeparticle in a constant potential V ( ) which has the Fourier decomposition [recall x (1.331)]: dD p ip(xb xa )/ iH(p, )t/ h x h (xb tb |xa ta )cl = e e . (4.262) (2 )D h Indeed, inserting this into (4.258), and performing the integration over time, we nd cl (E; xb , xa ) = dD p h (E H(p, x))eip(xb xa )/ . (2 )D h (4.263)
Decomposing the momentum integral into radial and angular parts as in (4.207), we can integrate out the radial part as in (4.197), whereas the angular integral yields the following function of R = |xb xa |:
h d eip(xb xa )/ = SD (pR/ ), p h
(4.264)
which is a direct generalization of the surface of a sphere in D dimensions (4.208). It reduces to it for p = 0. This integral will be calculated in Section 9.1. The result is SD (z) = (2)D/2 JD/21 (z)/z D/21 , where J (z) are Bessel functions. For small z, these behave like10 J (z) (z/2) , ( + 1) (4.266) (4.265)
thus ensuring that SD (kR) is indeed equal to SD at R = 0. Altogether, the classical limit of the bilocal density of states is cl (E; xb , xa ) = 1 2 2 h
D/2
JD/21 (p(E; x)R/ ) h . D/21 (R/ ) h
(4.267)
At xb = xa , this reduces to the density (4.206).

10
408
In three dimensions, the Bessel function becomes J1/2 (z) = and (4.267) yields cl (E; xb , xa ) = 1 2 2 h
3/2
2 sin z, z
(4.268)
M sin[p(E; x)R/ ] h 1 . (3/2) 2 R/ h
(4.269)
From the D-dimensional version of the short-time expansion (4.261) we obtain, after using once more the equivalence of t and i d/dV , h (E; xb , xa ) = 1 h2 12M
2
d2 h2 d3 [ V ( )]2 3 x dV 2 24M dV d 1 x + . . . cl (E; xb , xa ).(4.270) + [(xb xa ) ]2 V ( ) 24 dV V ( ) x
4.9.4
Gradient Expansion of Tracelog of Hamiltonian Operator
Starting point is formula (1.585) for the tracelog of the Hamiltonian operator. By performing the trace in the local basis |x , we arrive at the useful formula involving the density of states (4.238)
Tr log H =
dD x
dE (E; x) log E.
(4.271)
Inserting here the classical density of states (4.211), and integrating over the classical spectrum E (E0 , ), where E0 is the bottom of the potential V (x), we obtain the classical limit of the tracelog:
[Tr log H]cl = where
dD x
E0
dE cl (E; x) log E =
M 2 2 h
D/2
dD x ID/2 (V (x)),
(4.272)
I (V )
1 ()
dE (E V )1 log E.
(4.273)
The integrals ID/2 (V (x)) diverge, but can be calculated with the techniques explained in Section 2.15 from the analytically regularized integrals11
I (V )
1 ()
dE (E V )1 E = V
( + ) . ()
(4.274)
Since E = 1 log E + O( 2 ), the coecient of in the Taylor series of I (V ) will yield the desired integral. Since 1/() , we obtain directly
I (V ) = ()V , so that (4.272) becomes [Tr log H]cl =

11 D/2
(4.275)
M 2 2 h
(D/2)
dD x [V (x)]D/2 .
(4.276)


The same result can be obtained with the help of formulas (4.238), (4.251), and (2.498) as

409
[Tr log H]cl =
dD x
dE
h dt eit[EV (x)]/ D/2 2 (2i t/M ) h h
dt iEt / h e . t
(4.277)
Integrating over the energy yields
[Tr log H]cl =
dD x
0
dt 1 h eitV (x)/ . t (2i t/M )D/2 h
(4.278)
Deforming the contour of integration by the substitution t = i , we arrive at the integral representation of the Gamma function (2.490) which reproduces immediately the result (4.276). The quantum corrections are obtained by multiplying this with the prefactor in curly brackets in the expansion (4.253): Tr log H = M 2 2 h dD x
D/2
(D/2) 1 h 2 12M
2
V (x)
d2 h 2 d3 [ V (x)]2 + . . . [V (x)]D/2 . dV 2 24M dV 3

2
(4.279)
The second term can be integrated by parts, which replaces we obtain the gradient expansion Tr log H = M 2 2 h
D/2
V (x) [ V (x)]2 d/dV , so that
(D/2)
dD x
1+
h 2 d3 [ V (x)]2 + . . . [V (x)]D/2 . (4.280) 24M dV 3
The curly brackets can obviously be replaced by 1 h 2 (3 D/2) [ V (x)]2 + ... . 24M (D/2) [V (x)]3 (4.281)
In one dimension and with M = 1/2, this amounts to the formula Tr log[ 2 x + V (x)] = h 2 1 h dx V (x) 1 + h 2 [V (x)]2 + ... 32 V 3 (x) . (4.282)
It is a useful exercise to rederive this with the help of the Gelfand-Yaglom method in Section 2.4. There exists another method for deriving the gradient expansion (4.279). We split V (x) into a constant term V and a small x-dependent term V (x), and rewrite Tr log h 2 2M
2
+ V (x) = Tr log
h 2 2M h 2 2M
+ V + V (x) +V +Tr log (1 + V V ) , (4.283)
= Tr log where V denotes the functional matrix V (x, x ) = h 2 2M

1 2
+V
h dD p eip(xx )/ V (x x ). D p2 /2M + V (2 ) h
(4.284)
This coincides with the xed-energy amplitude (i/ )(x|x )E at E = V [recall Eq. (1.344)]. h The rst term in (4.283) is equal to (4.276) if we replace V (x) in that expression by the constant V , so that we may write Tr log H = [Tr log H]cl
V (x)V
+ Tr log (1 + V V ) .
(4.285)
410
We now expand the remainder
1 Tr log (1 + V V ) = Tr V V Tr (V V )2 + . . . , 2 and evaluate the expansion terms. The rst term is simply Tr V V = where V (0) = 1 dD p = V [Tr log H]cl D p2 /2M + V (2 ) h
V (x)V
(4.286)
dD x V (x, x)V (x) = V (0)
dD x V (x).
(4.287)
(4.288)
The result of the integration was given in Eq. (1.348). The second term in the remainder (4.286) reads explicitly 1 1 2 Tr (V V ) = 2 2 dD x dD x V (x, x )V (x )V (x , x)V (x). (4.289)
We now make use of the operator relation 1 [f (A), B] = f (A)[A, B] f (A)[A, [A, B]] + . . . , 2 to expand V V = V V + 2 T , V + 3 T , [T , V ] + . . . , V V (4.291) where T is the operator of the kinetic energy p2 /2M . It commutes with any function f (x) as follows: [T , f ] = [T , [T , f ]] = . . . h 2 2M h 4 4M 2 .
2
(4.290)
f + 2 ( f) ) f + 4[
2
, f] + 4[
i if ] i j
(4.292) , (4.293)
2 2
Inserting this into (4.289), we obtain a rst contribution 1 2 dD x dD x V (x, x )V (x , x)[V (x)]2 . (4.294)
The spatial integrals are performed by going to momentum space, where we derive the general formula dD x dD x1 = This simplies (4.294) to 1 V V (0) 2 dD x [V (x)]2 . (4.296) dD xn V (x, x1 )V (x1 , x2 ) V (xn1 , xn )V (xn , x) (1)n n dD p 1 V V (0). n+1 = D (2 ) (p2 /2M +V ) h n! (4.295)
We may now combine the non-gradient terms of V (x) consisting of the rst term in (4.285), of (4.287), and of (4.296), and replace in the latter V (0) according to (4.288), to obtain the rst three expansion terms of [Tr log H]cl with the full x-dependent V (x) in Eq. (4.276).

The next contribution to (4.289) coming from (4.292) is h 2 4M dD x dD x1
2
411
dD x2 V (x, x1 )V (x1 , x2 )V (x2 , x)

2
V (x) V (x) + 2 [ V (x)] + 2[ V (x)]V (x)
(4.297)
where the last acts on the rst x in V (x, x1 ), due to the trace. It does not contribute to the integral since it is odd in x x1 . We now perform the integrals over x1 and x2 using formula (4.295) and nd h 2 8M dD x
2
V (x) [V (x)]+2 [ V (x)]
2 V V (0).
(4.298)
The rst term can be integrated by parts, after which it removes half of the second term. A third contribution to (4.289) which contains only the lowest gradients of V (x) comes from the third term in (4.293): h 4 8M 2 dD x dD x1 dD x2 dD x3 V (x, x1 )V (x1 , x2 )V (x2 , x3 )V (x3 , x) 4[
i j V
(x)] V (x)
j,
(4.299)
where the last i j acts again on the rst x in V (x, x1 ), as a consequence of the trace. In momentum space, we encounter the integral dD p 8M ij 4pi pj / 2 h = 2 D (2 ) (p2 /2M + V )4 h h D = 8M ij h 2 D dD p (2 )D h 1 (p2 /2M +V )
3
V (p2 /2M +V )
4
1 1 2 3 + V V 2 V 6
V (0).
(4.300)
so that the third contribution to (4.289) reads, after an integration by parts, h 2 M dD x [ V (x)]
2
ij D
1 1 2 3 V + V V 2 6
V (0).
(4.301)
Combining all gradient terms in [ V (x)]2 and replacing V (0) according to (4.288), we recover the previous result (4.280) with the curly brackets (4.281). For the one-dimensional tracelog, this leads to the formula Tr log[ 2 x + V (x)] = h 2 dx V (x) 1 + h 2 [V (x)]2 + ... 32 V 3 (x) . (4.302)
It is a useful exercise to rederive this with the help of the Gelfand-Yaglom method in Section 2.4. This expansion can actually be deduced, and carried to much higher order, with the help of the gradient expansion of the trace of the logarithm of the operator 2 + w2 ( ) derived in h 2 Subsection 2.15.4. If we replace by x, v( ) by V (x), h by 1, we obtain from (2.544): 1 h dx V (x) 1 h V 2 h 4V 3/2
4
V 5V 3 32V 8V 2
2
3 h
2
15V 9V V V (3) + 64V 9/2 32V 7/2 16V 5/2 . (4.303)
4 h
1105V 221V V 2048V 6 256V 5
19V 7V V (3) V (4) + 4 4 128V 32V 32V 3
The -term in the curly brackets vanishes if V (x) is the same at the boundaries, and the h2 term h goes over into the h2 -term in (4.302).
412
4.9.5
Local Density of States on Circle
For future use, let us also calculate this determinant for x on a circle x = (0, b), so that, as a 2 side result, we obtain also the gradient expansion of the tracelog of the operator ( + 2 ( )) at a nite temperature. For this we recall that for a -independent frequency, the starting point is 2 Eq. (2.550), according to which the tracelog of the operator ( + 2 ) with periodic boundary conditions in (0, ) is given by h h F =
0
2 d 1/2 h 2 1+2 e(n ) /4 e . n=1
(4.304)
(1/b) m e hkm /2M , where km = 2m/b. By Poissons formula (1.205), this can be replaced by the integral and an auxiliary sum
The rst term is the zero-temperature expression, the second comes from the Poisson summation formula and gives the nite-temperature eects. In the rst (classical) term of the density (4.246), h the factor 1/ 2 /M came from the integral over the Boltzmann factor involving the kinetic 2 energy (dk/2)e hk /2M . For periodic boundary conditions in x (0, b), this is changed to
2
1 b
e hkm /2M = m n=
2
dk hk2 /2M+ibkn e = 2
1 2 /M h
en
n=
Mb2 /2 h
(4.305)
If the sum is inserted into the integral (4.246), we obtain the density (E; x) on a circle of circumference b, with the classical contribution
cl (b, E; x) = 2
0
h h d en Mb /2 [EV (x)]/ . 2 n= h (2 /M )1/2 h
(4.306)
The n = 0 -term in the sum leads back to the original expression (4.246) on an innite x-axis. The -integrals are now done with the help of formula (2.551) which yields, due to K (z) = K (z),
0
nM b d n2 Mb2 /2 [EV (x)] / h h e =2 p(E; x)
K (np(E; x)b/ ), h
(4.307)
and we obtain, instead of (4.247), cl (b, E; x) = Inserting K1/2 (z) = 1 h 1 2 /M h
2
n=0
nM b p(E; x)
1/2
K1/2 (np(E; x)b/ ). h
(4.308)
/2z ez [recall (2.553)], this becomes cl (b, E; x) = 1 M p(E; x) h
1+2
n=1
h enp(E;x)b/
(4.309)
The sum
n=1
n is equal to /(1 ), so that we obtain M coth M coth[p(E; x)b/2 ] h = h p(E; x) h 2M [E V (x)] b/2 h 2M [E V (x)] . (4.310)
cl (b, E; x) =
For b , this reduces to the previous density (4.247). If we include the higher powers of in (4.246), we obtain the generalization of expression (4.248): (b, E; x) = 1 h 2 d2 h 2 d3 V (x) 2 [V (x)]2 + . . . cl (b, E; x). 12M dV 24M dV 3 (4.311)
413
The tracelog is obtained by integrating this over dE log E from V (x) to innity. The integral diverges, and we must employ analytic regularization. We proceed as in (4.277), by using the h real-time version of (4.306) and rewriting log E as an integral 0 (dt /t )eiEt / , so that the leading term in (4.311) is given by [Tr log H]cl =
b
dx
0
dE

h h dt ein Mb /2 t+it[EV (x)]/ 2 n= h (2i t/M )1/2 h
dt iEt / h e . (4.312) t
The integral over E leads now to
[Tr log H]cl =
dx
n= 0 0
2 2 dt 1 h h ein Mb /2 titV (x)/ . 1/2 t (2i t/M ) h
(4.313)
Deforming again the contour of integration by the substitution t = i , creating the 1 in the denominator by an integration over V (x)/ , we see that h [Tr log H]cl = =
0 b
dx
0 b V (x)
dV cl (b, E; x)
1 2
EV (x)V
dx
V (x)
V /Eb dV 1 coth , 1 Eb 4b V /Eb 2
(4.314)
where Eb /2M b2 is the energy associated with the length b. The integration over V produces h a factor h/ in the integrand. Thus we obtain b 1 V (x) 2 d3 h 2 . (4.315) [V (x)]2 + ... log 2 sinh Tr log H = dx 1 + 24M dV 3 b 2 Eb 0 For M = h2 /2, this give us the nite-b correction to formula (4.302). Replacing x by the Euclidean time , b by h, and V (x) by the time-dependent square frequency 2 ( ), we obtain the gradient expansion
2 Tr log[ + 2 ( )] = h
d
0
1+
[ 2 ( )]2 3 2 h ( ) 2 +. . . log 2 sinh . 12 h 2
(4.316)
4.9.6
Quantum Corrections to Bohr-Sommerfeld Approximation
The expansion (4.303) can be used to obtain a higher-order expansion of the density of states (E), thereby extending Eq. (4.250). For this we recall Eq. (1.590) according to which we can calculate the exact density of states from the formula 1 2 (E) = E Im Tr log x + [V (x) E] . (4.317)
Integrating this over the energy yields, according to Eq. (1.591), the number of states times , and thus the simple exact quantization condition for a nondegenerate one-dimensional system:
2 Im Tr log x + [V (x) E] = (n + 1/2).
(4.318)
By comparison with Eq. (4.203) we may dene a fullly quantum corrected version of the classical eikonal:
2 Sqc (E) = 2 Im Tr log x + [V (x) E] . h
(4.319)
414
The semiclassical expansion of this can be obtained from our earlier result (4.303) by replacing V (x) V (x) E, so that V (x) i E V (x), yielding Sqc (E) = 2 4 h dx
4
E V (x) 1 + h2 + 221V V 256(E V )5

2
5V
2 3
32(E V ) + 19V
2
V 8(E V ) +
2
1105V
7V V (3) 32(E V )4
2048(E V )6
128(E V )4
V (4) 32(E V )3
+ ...
. (4.320)
The rst term in the expansion corresponds to the Bohr-Sommerfeld approximation, the remaining ones yield the quantum corrections. The integrand agrees, of course, with the WKB expansion of the eikonal (4.14) with the expansion terms (4.16), (4.18). Using Eq. (4.317) we obtain from Sqc (E) the density of states (E) = + 3 h 1 1 Sqc (E) = 2 h 2 h 12155 V
4 6
1 dx EV
2
1 2 h 133 V
2
25 V
32 (E V )3
4
3V 8 (E V )2
4
2048 (E V )
1989 V
V
5
256 (E V )
128 (E V )
49 V V (3) 32 (E V )
5 V (4) 32 (E V )
3
. (4.321)
Let us calculate the quantum corrections to the semiclassical energies for a purely quartic potential V (x) = gx4 /4, where the integral over the rst term in (4.320) between the turning points xE = (4E/g)1/4 gave the Bohr-Sommerfeld approximation (4.29). The integrals of the higher terms in (4.320) are divergent, but can be calculated in analytically regularized form using once more the integral formula (4.30). This extends the Bohr-Sommerfeld equation (E) = n+ 1/2 to the exact equation N (E) Sqc /2 = n + 1/2 [recall (1.591)]. If we express N (E) in terms of h (E) dened in Eq. (4.29) rather than E, we obtain the expansion N () = 1 11 2 4697 390065 4 + + 12 103688( 3 ) 3 18662408( 3 ) 5 50164531216( 3 ) 7 4 4 4 (4.322)
53352893 3 + . . . = n + 1/2. 773967052816( 3 ) 9 4
The function is plotted in Fig. 4.322 for increasing orders in y. Given a solution (n) of this equation, we obtain the energy E (n) from Eq. (4.31) with (n) = [ (n) 3(3/2)2 /2 ]4/3 . (4.323) For large n, where (n) n, we recover the Bohr-Sommerfeld result (4.32). We can invert the series (4.322) and obtain
1 (n) = (n + 2 ) 1 +
0.026525823 0.002762954 0.001299177 1 1 1 (n + 2 )2 (n + 2 )4 (n + 2 )6 0.003140091 0.007594497 + + ... + 1 (n + 1 )8 (n + 2 )10 2
(4.324)
The results are compared with the exact ones in Table 4.1, which approach rapidly the BohrSommerfeld limit 0.688 253 702 . . . The approach is illustrated in the right-hand part of Fig. 4.1 (n) 1 where log[ (n) /(n + 2 )4/3 1] = log[E (n) /EBS 1] is plotted once for the exact values and once for the semiclassical expansion in Fig. 4.1. The second excited states is very well represented by the series. For a detailed study of the convergence of the semiclassical expansion see Ref. [5]. Having obtained the quantum-corrected eikonal Sqc (E) we can write down a quantum-corrected partition function replacing the classical eikonal S(E) in Eq. (4.230): Zqc (E) = tqc (E) eiSqc (E)i/2 1 . Pqc (1)1/2 1 eiSqc (E)i/2 (4.325)
415
N ()
1.5 2 1 0.5 -4 0.5 -0.5 -1 1 1.5 2 2.5 3 -6 -8 -2 4 6 8
n + 1/2
10
log[E (n) /EBS 1]
(n)
Figure 4.1 Determination of energy eigenvalues E (n) for purely quartic potential gx4 /4 in semiclassical expansion. The intersections of N () with the horizontal lines yield (n) , from which E (n) is obtained via Eqs. (4.323) and (4.31). The increasing dash lengths show the expansions of N () to increasing orders in . For the ground state with n = 0, the expansion is too divergent to give improvements to the lowest approximation without resumming the series; Right: Comparison between exact and semiclassical energies. The (n) plot is for log[E (n) /EBS 1].
Table 4.1 Particle energies in purely anharmonic potential gx4 /4 for n = 0, 2, 4, 6, 8, 10.
n 0 2 4 6 8 10 E (n) /(g /4M 2 )1/3 h 0.667 986 259 155 777 108 3 4.696 795 386 863 646 196 2 10.244 308 455 438 771 076 0 16.711 890 073 897 950 947 1 23.889 993 634 572 505 935 5 31.659 456 477 221 552 442 8 (n) /2(n + 1/2)4/3 0.841 609 948 950 895 526 0.692 125 685 914 981 314 0.689 449 772 359 340 765 0.688 828 486 600 234 466 0.688 590 146 947 993 676 0.688 474 290 179 981 433
416
where tqc (E) Sqc (E) [compare (4.192)], and Pqc (1)1/2 is the quantum-corrected determinant (4.228) whose calculation will require extra work.
4.10
Thomas-Fermi Model of Neutral Atoms
The density of states calculated in the last section forms the basis for the ThomasFermi model of neutral atoms. If an atom has a large nuclear charge Z, most of the electrons move in orbits with large quantum numbers. For Z , we expect them to be described by semiclassical limiting formulas, which for decreasing values of Z require quantum corrections. The largest quantum correction is expected for electrons near the nucleus which must be calculated separately.
4.10.1
Semiclassical Limit
Filling up all negative energy states with electrons of both spin directions produces some local particle density n(x), which is easily calculated from the classical local density (4.211) over all negative energies, yielding the Thomas-Fermi density of states
() cl (x)
M dE cl (E; x) = = V (x) 2 2 h
0
D/2
1 [V (x)]D/2 . (D/2 + 1)
(4.326)
This expression can also be obtained directly from the phase space integral over the accessible free-particle energies. At each point x, the electrons occupy all levels up to a Fermi energy pF (x)2 EF = + V (x). (4.327) 2M The associated local Fermi momentum is equal to the local momentum function (4.209) at E = EF : pF (x) = p(EF ; x) = 2M[EF V (x)].
pF (x)
(4.328)
The electrons ll up the entire Fermi sphere |p| pF (x): 2 D/2 pD (x) 1 F . (2 )D (D/2) D h |p|pF (x) 0 (4.329) For neutral atoms, the Fermi energy is zero and we recover the density (4.326). By occupying each state of negative energy twice, we nd the classical electron density () n(x) = 2cl (x). (4.330) cl (x) =
()
1 dD p = SD D (2 ) h (2 )D h
dp pD1 =
The potential energy density associated with the levels of negative energy is obviously Epot TF (x) = V (x)() (x) =
()
M 2 2 h
D/2
1 [V (x)]D/2+1 . (4.331) (D/2 + 1)

4.10 Thomas-Fermi Model of Neutral Atoms
417
To nd the kinetic energy density we integrate Ekin TF (x) = =

() 0 V (x)
dE [E V (x)]cl (E; x)
D/2
D/2 M D/2 + 1 2 2 h
1 [V (x)]D/2+1 . (D/2 + 1)
(4.332)
As in the case of the density of states (4.329), this expression can be obtained directly from the phase space integral over the free-particle energies Ekin TF (x) =
()
|p|pF (x)
d D p p2 . (2 )D 2M h
(4.333)
Performing the momentum integral on the right-hand side yields the energy density Ekin TF (x) =
()
1 1 S D D 2M (2 ) h
pF (x) 0
dp pD+1 =
1 SD pD+2 (x) F , (4.334) DD+2 (2 ) h 2M
in agreement with (4.332). The sum of the two is the Thomas-Fermi energy density ETF (x) =
() 0 V (x)
dE E cl (E; x)
D/2
1 M D/2 + 1 2 2 h
1 [V (x)]D/2+1 . (D/2 + 1)
(4.335)
The three energies are related by ETF (x) =

()
1 1 () () Ekin TF (x) = E (x). D/2 D/2 + 1 pot TF
(4.336)
Note that the Thomas-Fermi model can also be applied to ions. Then the energy levels are lled up to a nonzero Fermi energy EF , so that the density of states (4.326) and the kinetic energy (4.332) have V replaced by EF V . This follows immediately from the representations (4.329) and (4.333) where the right-hand sides depend only on pF (x) = 2M[EF V (x)]. In the potential energy (4.331), the expression (V )D/2+1 is replaced by (V )(EF V )D/2 , whereas in the ThomasFermi energy density (4.335) it becomes (1 EF /EF )(EF V )D/2+1 .
4.10.2
Self-Consistent Field Equation
The total electrostatic potential energy V (x) caused by the combined charges of the nucleus and the electron cloud is found by solving the Poisson equation
2
V (x) = 4e2 [Z (3) (x) n(x)] 4e2 [nC (x) n(x)].
(4.337)
The nucleus is treated as a point charge which by itself gives rise to the Coulomb potential Ze2 . (4.338) VC (x) = r
418
It is convenient to describe the screening eect of the electron cloud upon the Coulomb potential (4.338) by a multiplicative dimensionless function f (x). Restricting our attention to the ground state, which is rotationally symmetric, we shall write the solution of the Poisson equation (4.337) as V (x) = Ze2 f (r). r
Recall that in these units e2 = c, where is the dimensionless ne-structure h constant (1.502). A single electron near the ground state of this potential has orbits with diameters of the order naH /Z, where n is the principal quantum number and aH the Bohr radius of the hydrogen atom, which will be discussed in detail in Chapter 13. The latter is expressed in terms of the electron charge e and mass M as 1 h2 = C . (4.339) aH = Me2 M This equation implies that aH is about 137 times larger than the Compton wavelength of the electron C h/Mc 3.861 593 23 1013 cm. (4.340) M
(4.341)
At the origin the function f (r) is normalized to unity, f (0) = 1, to ensure that the nuclear charge is not changed by the electrons. It is useful to introduce a length scale of the electron cloud aTF = 1 2 2 (5/2) h 2 Z 1/3 M e 2 4
2/3
(4.342)
1 3 2 4
2/3
aH aH 0.8853 1/3 , 1/3 Z Z
(4.343)
which is larger than the smallest orbit aH /Z by roughly a factor Z 2/3 . All length scales will now be specied in units of aTF , i.e., we set r = aTF . In these units, the electron density (4.330) becomes simply (2Ze2 M) n(x) = 3 2h3
3/2
(4.344)
f () aTF
3/2
f () Z a3 = TF 3 4aTF
3/2
(4.345)
The left-hand side of the Poisson equation (4.337) reads

2
V (x) =
Ze2 1 1 d rV (x) = 3 f (), r dr 2 aTF
(4.346)
so that we obtain the self-consistent Thomas-Fermi equation 1 f () = f 3/2 (), > 0. (4.347)
419
f ()
Figure 4.2 Solution for screening function f () in Thomas-Fermi model.
The condition > 0 excludes the nuclear charge from the equation, whose correct size is incorporated by the initial condition (4.342). Equation (4.347) is solved by the function shown in Fig. 4.2. Near the origin, it starts out like f () = 1 s + . . . , (4.348) with a slope s 1.58807. For large , it goes to zero like f () 144 . 3 (4.350) (4.349)
This power fallo is a weakness of the model since the true screened potential should fall o exponentially fast. The right-hand side by itself happens to be an exact solution of (4.347), but does not satisfy the desired boundary condition f (0) = 1.
4.10.3
Energy Functional of Thomas-Fermi Atom
Let us derive an energy functional whose functional extremization yields the Thomas-Fermi equation (4.347). First, there is the kinetic energy of the spin-up and spin-down electrons in a potential V (x). It is given by the volume integral over twice the Thomas-Fermi expression (4.332): Ekin = 2
()
3 M 5 2 2 h
3/2
1 (5/2)
d3 x [V (x)]5/2 .
(4.351)
This can be expressed in terms of the electron density (4.330) as 3 () Ekin = 5 where d3 x n5/3 (x), (4.352)
h 3 2 2M
2/3
(4.353)
420 The potential energy Epot =

() ()
d3 x V (x)n(x)
(4.354)
is related to Ekin via relation (4.336) as 5 () () Epot = Ekin , 3 and the total electron energy in the potential V (x) is
() Ee = Ekin + Epot = () ()
(4.355)
2 () E . 5 pot
(4.356)
We now observe that if we consider the energy as a functional of an arbitrary density n(x), 3 () (4.357) Ee = Ee [n] d3 x n5/3 (x) + d3 x V (x)n(x), 5 the physical particle density (4.330) constitutes a minimum of the functional, which satises n2/3 (x) = V (x). In the Thomas-Fermi atom, V (x) on the right-hand side of (4.357) is, of course, the nuclear Coulomb potential, i.e., Epot = EC
() ()
d3 x VC (x) n(x).
(4.358)
() The energy Ee has to be supplemented by the energy due to the Coulomb repulsion between the electrons () Eee
e2 = Eee [n] = 2
d3 xd3 x n(x)
1 n(x ). |x x |
(4.359)
The physical energy density should now be obtained from the minimum of the combined energy functional 1 n(x ). |x x | (4.360) Since we are not very familiar with extremizing nonlocal functionals, it will be convenient to turn this into a local functional. This is done as follows. We introduce an auxiliary local eld (x) and rewrite the interaction term as d3 x n5/3 (x) + d3 x VC (x) n(x) + d3 xd3 x n(x) Eee [n, ] = E [n, ] E [] d3 x (x)n(x) 1 8e2 d3 x (x) (x). (4.361) 3 Etot [n] = 5 e2 2
Extremizing this in (x), under the assumption of a vanishing (x) at spatial innity, yields the electric potential of the electron cloud
2
(x) = 4e2 n(x),
(4.362)
421
which is the same as (4.337), but without the nuclear point charge at the origin. Inserting this into (4.361) we reobtain precisely to the repulsive electron-electron interaction energy (4.359). Replacing the last term in (4.360) by the functional (4.361), we obtain a total energy functional Etot [n, ], for which it is easy to nd the extremum with respect to n(x). This lies at n2/3 (x) = V (x), (4.363) where V (x) = VC (x) + (x) (4.364) is the combined Thomas-Fermi potential of the nucleus and the electron cloud solving the Poisson equation (4.337). If the extremal density (4.363) is inserted into the total energy functional Etot [n, ], we may use the relation (4.355) to derive the following functional of (x): Etot [] = 2 5 d3 x V (x)n(x) + 1 8e2 d3 x (x)
2
(x).
(4.365)
When extremizing this expression with respect to (x) we must remember that V (x) = VC (x) + (x) is also present in n(x) with a power 3/2. The extremum lies therefore again at a eld satisfying the Poisson equation (4.362).
4.10.4
Calculation of Energies
We now proceed to calculate explicitly the energies occuring in Eq. (4.365). They turn out to depend only on the slope of the screening function f () at the origin. () Consider rst Epot . The common prefactor appearing in all energy expressions can be expressed in terms of the Thomas-Fermi length scale aTF of Eq. (4.343) as 2 4 3 Z 1/2 M 3/2 e = 3/2 . (2 )3/2 (5/2) h aTF (4.366)
We therefore obtain the simple energy integral involving the screening function f (): Epot =
()
Z 2 e2 a
1 d f 5/2 ().
(4.367)
The interaction energy between the electrons at the extremal (x) satisfying (4.362) becomes simply 1 () Eee = d3 x n(x)(x), (4.368) 2 which can be rewritten as
() Eee =
1 2
1 () 1 () d3 x n(x)[V (x) VC (x)] = Epot EC . 2 2
(4.369)
422
Inserting this into (4.365) we nd the alternative expression for the total energy 2 () 1 () 1 () () () Etot = Epot Eee = Epot + EC . 5 10 2
()
(4.370)
The energy EC of the electrons in the Coulomb potential is evaluated as follows. Replacing n(x) by 2 (x)/4e2 , we have, after two partial integrations with vanishing boundary terms and recalling (4.337), EC = Now, since (x) = V (x) VC (x) = Ze2 [f () 1], r nC = Z (3) (x), (4.372)
()
1 4e2
d3 x (x)
VC (x) =
d3 x (x)nC (x).
(4.371)
we see that the Coulomb energy EC depends only on (0), which can be expressed in terms of the negative slope (4.349) of the function f () as: (0) = Thus we obtain Ze2 s. a (4.373)
()
Z 2 e2 s. (4.374) a We now turn to the integral associated with the potential energy in Eq. (4.367): EC =
0 ()
I[f ] =
1 d f 5/2 ().
(4.375)
By a trick it can again be expressed in terms of the slope parameter s. We express the energy functional (4.365) in terms of the screening function f () as Z 2 e2 Etot [] = [f ], aTF with the dimensionless functional 1 2 [f ] I[f ] + J[f ] = 5 2
0
(4.376)
2 1 5/2 1 f () [f () 1]f () . 5 2
(4.377)
The second integral can also be rewritten as J[f ] =

0
d [f ()]2.
(4.378)
This follows from a partial integration J[f ] =

0
d [f () 1]f () =
d [f ()]2 [f () 1]f ()| , 0
(4.379)
423
the functional [f ] goes over into
inserting the boundary condition f () 1 = 0 at = 0 and f () = 0 at = . We easily verify that the Euler-Lagrange equation following from [f ] is the Thomas-Fermi dierential equation (4.347). As a next step in calculating the integrals I and J, we make use of the fact that under a scaling transformation f () f () = f (), (4.380) 2 1 [f ] = 1/2 I[f ] + J[f ]. (4.381) 5 2 This must be extremal at = 1, from which we deduce that for f () satisfying the dierential equation (4.347): 5 I[f ] = J[f ]. (4.382) 2 This relation permits us to express the integral J in terms of the slope of f () at the origin. For this we separate the two terms in (4.379), and replace f () via the Thomas-Fermi dierential equation (4.347) to obtain 1 J = d f ()f () + d f () = d f 5/2 () f (0) = I + s. (4.383) 0 0 0 Together with (4.382), this implies 2 5 J = s. I = s, 7 7 Thus we obtain for the various energies: 3 Z 2 e2 5 s, 5 aTF 7 Z 2 e2 () EC = s, aTF and the total energy is Ekin =
()
(4.384) 2 Z 2 e2 5 s, 5 aTF 7
Epot =
() Eee
()
Z 2 e2 5 s, aTF 7 Z 2 e2 1 = s, aTF 7
() Ee =
(4.385)
Etot =
()
1 () 1 () 3 Z 2 e2 e2 2 () () Epot Eee = Epot + EC = s 0.7687 Z 7/3 . (4.386) 5 10 2 7 aTF aH
The energy increases with the nuclear charge Z like Z 2 /aTF Z 7/3 . At the extremum, we may express the energy functional [f ] with the help of (4.383) as 1 1 1 [f ] = d f 5/2 () f (0)f (0), (4.387) 10 0 2 or in a form corresponding to (4.370): 1 1 1 1 1 1 d f 5/2 () + d f 3/2 (). (4.388) [f ] I[f ] + JC [f ] = 10 2 10 0 2 0 Using the Thomas-Fermi equation (4.347), the second integral corresponding to the Coulomb energy can be reduced to a surface term yielding JC [f ] = s, so that (4.388) gives the same total energy as (4.377).
424
4.10.5
Virial Theorem
Note that the total energy is equal in magnitude and opposite in sign to the kinetic energy. This is a general consequence of the so-called viral theorem for Coulomb systems. The kinetic energy of the many-electron Schrdinger equation contains the o 2 Laplace dierential operator proportional to , whereas the Coulomb potentials are proportional to 1/r. For this reason, a rescaling x x changes the sum of kinetic and total potential energies Etot = Ekin + Epot into 2 Ekin + Epot . Since this must be extremal at = 1, one has the relation 2Ekin + Epot = 0, which proves the virial theorem Etot = Ekin . (4.392) (4.391) (4.390) (4.389)
In the Thomas-Fermi model, the role of total potential energy is played by the () () combination Epot Eee , and Eq. (4.385) shows that the theorem is satised.
4.10.6
Exchange Energy
In many-body theory it is shown that due to the Fermi statistics of the electronic wave functions, there exists an additional electron-electron exchange interaction which we shall now take into account. For this purpose we introduce the bilocal density of all states of negative energy by analogy with (4.326): cl (xb , xa ) =
() 0 V ( ) x
dEcl (E; xb , xa ).
()
(4.393)
In three dimensions we insert (4.269) and rewrite the energy integral as

0 V ( ) x
dE =
1 M
pF ( ) x 0
dp p ,
(4.394)
with the Fermi momentum pF ( ) of the neutral atom at the point x [see (4.328)]. x In this way we nd cl (xb , xa ) = where z pF ( )R/ . x h (4.396)
()
p3 ( ) 1 F x (sin z z cos z), 2 2 h3 z 3
(4.395)
425
This expression can, incidentally, be obtained alternatively by analogy with the local expression (4.329) from a momentum integral over free wavefunctions cl (xb , xa ) =
()
|p|pF ( ) x
d3 p ip(xb xa )/ h e . (2 )D h
(4.397)
The simplest way to derive the exchange energy is to re-express the density of states () (E; x) as the diagonal elements of the bilocal density () (x) = () (xb , xa ) and rewrite the electron-electron energy (4.359) as
() Eee = 4
(4.398)
e2 2
d3 xd3 x () (x, x)
1 () (x , x ). 4|x x |
(4.399)
The factor 4 accounts for the four dierent spin pairs in the rst and the second bilocal density. ; ; ; ; ; ; ; .
In the rst and last case, there exists an exchange interaction which is obtained by interchanging the second arguments of the bilocal densities and changing the sign. This yields Eexch = 2
()
e2 2
d3 xd3 x () (x, x )
1 () (x , x). 4|x x |
2
(4.400)
The integral over x x may be performed using the formula

0
dzz 2
1 1 (sin z z cos z) z z3
1 = , 4
(4.401)
and we obtain the exchange energy

() Eexch
e2 = 3 4
pF ( ) x dx h
3
(4.402)
Inserting pF (x) = the exchange energy becomes Eexch = where I2 is the integral I2
0 ()
2Z f () , aH aTF
(4.403)
e2 4 aTF Z 2 I2 0.3588 Z 5/3 I2 , 2 aH aH aH
(4.404)
d f 2 () 0.6154.
(4.405)
426 Hence we obtain
Eexch 0.2208Z 5/3 giving rise to a correction factor
()
e2 , aH
(4.406)
Cexch (Z) = 1 + 0.2872 Z 2/3 to the Thomas-Fermi energy (4.386).
(4.407)
4.10.7
Quantum Correction Near Origin
The Thomas-Fermi energy with exchange corrections calculated so far would be reliable for large-Z only if the potential was smooth so that the semiclassical approximation is applicable. Near the origin, however, the Coulomb potential is singular and this condition is no longer satised. Some more calculational eort is necessary to account for the quantum eects near the singularity, based on the following observation [3]. For levels with an energy smaller than some value < 0, which is large compared to the ground state energy Z 2 e2 /aH , but much smaller than the average Thomas Fermi energy per particle Z 2 e2 /aZ Z 2 e2 /aH Z 2/3 , i.e., for Z 2 e2 1 aH Z 2/3 Z 2 e2 , aH (4.408)
we have to recalculate the energy. Let us dene a parameter by which satises 1 2 Z 2/3 . (4.410) The contribution of the levels with energy Ze2 p2 < 2M r
()
Z2 , 2aH 2
(4.409)
(4.411)
to Ekin,TF is given by an integral like (4.334), where the momentum runs from 0 to p (x) = 2M[ V (x)]. In the kinetic energy (4.335), the potential V (x) is simply replaced by V (x), and the spatial integral covers the small sphere of radius rmax , where V (x) > 0. For the screening function f () = V (r)r/Ze2 this implies the replacement f () [ V (r)] where m = r = f () /m, Ze2 (4.412)
2 2 aH Z a
(4.413)
427
is small of the order Z 2/3 . Using relation (4.392) between total and kinetic energies we nd the additional total energy Etot =
()
3 Z 2 e2 5 a
max 0
1 d [f () /m ]5/2 ,
(4.414)
where max rmax /a is the place at which the integrand vanishes, i.e., where max = Ze2 f (max)/a, this being the dimensionless version of V (rmax ) = 0. (4.416) (4.415)
Under the condition (4.410), the slope of f () may be ignored and we can use the approximation max m (4.417) corresponding to rmax = Ze2 , with an error of relative order Z 2/3 . After this, the integral
1/c 0
1 1 1 5 d (1 c)5/2 = B (1/2, 7/2) = , c c8
(4.418)
yielding a Beta function B(x, y) (x)(y)/(x + y), leads to an energy Etot =

()
3 Z 2 e2 5 5 a 8M
aH Z 2 e2 , = 2a Z 1/3 a
(4.419)
showing that the correction to the energy will be of relative order 1/Z 1/3 . Expressing a in terms of aH via (4.343), we nd Etot =
()
Z 2 e2 . aH
(4.420)
The point is now that this energy can easily be calculated more precisely. Since the slope of the screening function can be ignored in the small selected radius, the potential is Coulomb-like and we may simply sum all occupied exact quantummechanical energies En in a Coulomb potential Ze2 /r which lie below the total energy . They depend on the principal quantum number n in the well-known way: Z 2 e2 1 En = . (4.421) aH 2n2 Each level occurs with angular momentum l = 0, . . . , n 1, and with two spin directions so that the total degeneracy is 2n2 . By Eq. (4.409), the maximal energy
428
corresponds to a maximal quantum number nmax = . The sum of all energies En up to the energy is therefore given by
() QM Etot
Z 2 e2 1 1 = 2 aH 2 n=0 = Z 2 e2 [] , aH (4.422)
where [] is the largest integer number smaller than . The dierence between the semiclassical energy (4.419) and the true quantum-mechanical one (4.422) yields the desired quantum correction
() Ecorr =
Z 2 e2 ([] ). aH
(4.423)
For large , we must average over the step function [], and nd 1 [] = , 2 and therefore
() Ecorr =
(4.424)
Z 2 e2 1 . (4.425) aH 2 This is the correction to the energy of the atom due to the failure of the quasiclassical expansion near the singularity of the Coulomb potential. With respect to the Thomas-Fermi energy (4.386) which grows with increasing nuclear charge Z like 0.7687 Z 7/3 e2 /aH , this produces a correction factor Csing (Z) = 1 7aTF 1 0.6504 Z 1/3 6aH s (4.426)
to the Thomas-Fermi energy (4.386).
4.10.8
Systematic Quantum Corrections to Thomas-Fermi Energies
Just as for the density of states in Section 4.9, we can derive the quantum corrections to the energies in the Thomas-Fermi atom. The electrons ll up all negative-energy levels in the combined potential V (x). The density of states in these levels can be selected by a Heaviside function of the negative Hamiltonian operator as follows: () (x) = x|(H)|x . Using the Fourier representation (1.308) for the Heaviside function we write
(4.427)
(H) =
dt h eiHt/ , 2i(t i) dt (x t|x 0). 2i(t i)
(4.428)
and obtain the integral representation
() (x) =
(4.429)
429
Inserting the short-time expansion (4.251), and the correspondence t i d/dV in the time h integral, we nd (x) = 1 h 2 12M
2
V (x)
d2 h 2 d3 [ V (x)]2 + . . . TF (x). dV 2 24M dV 3
(4.430)
The potential energy is simply given by

() Epot (x) = x|V (x)(H)|x =
d3 xV (x)() (x).
(4.431)
With (4.430), this becomes Epot (x) = V (x) 1

()
h 2 12M
V (x)
d2 h 2 d3 [ V (x)]2 + . . . TF (x). 2 dV 24M dV 3
(4.432)
For the energy of all negative-energy states we may introduce a density function E () (x) = x|H(H)|x . The derivative of this with respect to V (x) is equal to the density of states (4.427): E () (x) = () (x). V (x) (4.434) (4.433)
This follows right-away from H/V (x) = 1 and [x(x)]/x = (x). Inserting the representation (4.428), the factor H can be obtained by applying the dierential operator i t to the exponential function. After a partial integration, we arrive at the integral h representation dt E () (x) = i h (x t|x 0). (4.435) 2 2i(t i) Inserting on the right-hand side the expansion (4.251), the leading term produces the local ThomasFermi energy density (4.335): ETF (x) =
()
M 2 h
D/2
1 [V (x)]D/2+1 . (D/2 + 2)
(4.436)
The short-time expansion terms yield, with the correspondence t i d/dV , the energy including h the quantum corrections E () (x) = 1 h 2 12M
2
V (x)
d2 h 2 d3 () [ V (x)]2 + . . . ETF (x). dV 2 24M dV 3
(4.437)
One may also calculate selectively the kinetic energy density from the expression E () (x) = 1 x| 2 (H)|x . p 2M (4.438)
This can obviously be extracted from (4.435) by a dierentiation with respect to the mass: Ekin (x)
()
= =
dt h i h x|eiHt/ |x M 2i(t i)2 () E (x). M M
(4.439)
430

()
According to Eq. (4.437), the rst quantum correction to the energy Ee

() Ee
is
d3 x
h 2 12M
d2 h 2 d3 ( V )2 2 dV 24M dV 3 2 5 M 2 h
3/2
2M 12 2 h
2 d3 x (V )1/2
2
1 (V )5/2 (5/2) (4.440)
1 V (V )3/2 ( V )2 . 4
It is useful to bring the second term to a more convenient form. For this we note that by the chain rule of dierentiation
2
V 3/2 =
3 2
V 1/2
V =
3 V 1/2 ( V )2 + 2V 1/2 4
V .
(4.441)
As a consequence we nd
() Ee
2M 24 2 h
d3 x (V )1/2
2 3
(V )3/2 .
(4.442)
This energy evaluated with the potential V determined above describes directly the lowest correction to the total energy. To prove this, consider the new total energy [recall (4.361)]
() () Etot = Ee + Ee E []. ()
(4.443)
Extremizing this in the eld (x) and denoting the new extremal eld by (x) + (x), we obtain for (x) the eld equation: 1 () () [Ee + Ee ] + 2 V (x) e
2
[(x) + (x)] = 0.
(4.444)
Taking advantage of the initial extremality condition (4.362), we derive the eld equation 1 e2
2
(x) =
Ee . V (x)
()
()
(4.445) and (x), we obtain d3 x (x) (x). (4.446)
If we now expand the corrected energy up to rst order in Ee

() () Etot = Ee + Ee + () ()
d3 x
Ee 1 (x) E [] V (x) 4e2
Due to the extremality property (4.362) of the uncorrected energy at the original eld (x) , the second and fourth terms cancel each other, and the correction to the total energy is indeed given by (4.442). Actually, the statement that the energy (4.442) is the next quantum correction is not quite true. When calculating the rst quantum correction in Subsection 4.10.7, we subtracted the contribution of all orbits with total energies E < . (4.447) After that we calculated in (4.422) the exact quantum corrections coming from the neighborhood r < rmax = Ze2 (4.448)
of the origin. Thus we have to omit this neighborhood from all successive terms in the semiclassical () expansion, in particular from (4.442). According to the remarks after Eq. (4.335), the energy Ee D/2+1 of electrons lling all levels up to a total energy EF is found from (4.331) by replacing (V )
431
by (1 EF /EF )(EF V )D/2+1 . The energy level satisfying (4.447) correspond to a Fermi level EF , so that the energy of the electrons in these levels is
() Ee = 2
2 2 () Epot TF = 2 5 5
M 2 h
3/2
1 (1EF EF ) (5/2)
d3 x[EF V (x)]5/2.
(4.449)
We therefore have to subtract from the correction (4.440) a term 1 2M () sub Ee = (1EF EF ) d3 x (EF V )1/2 2 V (EF V )3/2 ( V )2 . 2 12 h 4
(4.450)
The true correction can then be decomposed into a contribution from the nite region outside the small sphere 2M () d3 x(V )1/2 2 V, (4.451) Eoutside = 24 2 rrmax h plus a subtracted contribution from the inside 2M () Einside = d3 x (V )1/2 (1 EF EF )(EF V )1/2 24 2 r<rmax h plus a pure gradient term 2M 2 () Egrad = 24 2 3 h
V,
(4.452)
d3 x
(V )3/2
d3 x
r<rmax
(1 EF EF )(EF V )3/2 . (4.453)
The last two volume integrals can be converted into surface integrals. Either integrand vanishes on its outer surface [recall (4.415)]. At the inner surface, an innitesimal sphere around the origin, the integrands coincide so that the energy (4.453) vanishes. The energy (4.452) does not vanish but can be ignored in the present approximation. At the -function at the nuclear charge in 2 V , the dierence (V )1/2 (1 EF EF )(EF V )1/2 vanishes. In the integral, we may therefore replace 2 V (x) by 4e2 n(x) [dropping the -function in (4.337)]. In the small neighborhood of the origin, the integral is suppressed by a power of Z 4/3 as will be seen below. Thus, only the outside energy (4.451) needs to be evaluated, where the small sphere excludes the nuclear charge, so that we may replace 2 V (x) as in the last integral. Thus we obtain Eoutside
()
2e2 M 2 M 9 3 4 h
d3 x[V (x)]2 .
r<rmax
(4.454)
Expressing V in terms of the screening function and going to reduced variables, the quantum correction takes the nal form Eoutside
()
8 a 9 2 aH
df 2 () Z 5/3 e2 e2 I2 Z 5/3 0.04905Z 5/3 , aH aH (4.455)
0.07971
where I2 is the integral over f 2 () calculated in Eq. (4.405). We have re-extended the integration over the entire space with a relative error of order Z 2/3 , due to the smallness of the sphere. The correction factor to the leading Thomas-Fermi energy caused by this is CQM = 1 + 0.06381 Z 2/3. (4.456)
432
In the reduced variables, the order of magnitude of the ignored energy (4.452) can most easily be estimated. It reads Einside
()
8 a 9 2 aH
max 0
d f 2 ()
f () /m f 3/2 () Z 5/3 .
(4.457)
Since max and m are of the order Z 2/3 , this energy is of the relative order Z 4/3 and thus negligible since we want to nd here only corrections up to Z 2/3 . Observe that the quantum correction (4.458) is of relative order Z 2/3 and precisely a fraction 2/9 of the exchange energy (4.404). Both energies together are therefore Einside + Eexch
() ()
e2 11 () Eexch 0.2699 Z 5/3 . 9 aH
(4.458)
The corrections of order Z 2/3 can be collected in the expression Einside + Eexch = 0.7687 Z 7/3 where C2 (Z) is the correction factor C2 (Z) = 1 + 0.3510 Z 2/3 + . . . . Including also the Z 1/3 -correction (4.426) from the origin we obtain the total energy Etot = 0.7687 Z 7/3 with the total correction factor Ctot (Z) = 1 0.6504 Z 1/3 + 0.3510 Z 2/3 + . . . . (4.462)
() () ()
e2 C2 (Z), aH
(4.459)
(4.460)
e2 Ctot (Z), aH
(4.461)
This large-Z approximation is surprisingly accurate. The experimental binding energy of mercury with Z = 80 is exp EHg 18130, (4.463) in units of e2 /aH = 2 Ry, whereas the large-Z formula (4.461) with the correction factor (4.462) yields the successive approximations including the rst, second, and third term in (4.462): EHg (21200, 18000, 18312) for 1 2 C(80) = (1, 0.849, 0.868). (4.464)
Even at the lowest value Z = 1, the binding energy of the hydrogen atom
exp EH
(4.465)
is quite rapidly approached by the successive approximations EH (0.7687, 0.2687, 0.5386) for C(1) = (1, 0.350, 0.701). (4.466)
4.11
Classical Action of Coulomb System
Consider an electron of mass M in an attractive Coulomb potential of a proton at the coordinate origin e2 (4.467) VC (x) = . r
4.11 Classical Action of Coulomb System
433
If the proton is substituted by a heavier nucleus, e2 has to be multiplied by the charge Z of that nucleon. The Lagrangian of this system is L= M 2 e2 x . 2 r (4.468)
Because of rotational invariance, the orbital angular momentum is conserved and the motion is restricted to a plane, say x y. If denotes the azimuthal angle in this plane, the constant orbital momentum is l = Mr 2 . The conserved energy is E= Together with (4.469) we nd r= 1 pE (r); M pE (r) = 2M[E Ve (r)], (4.471) M 2 e2 (r + r 2 2 ) . 2 r (4.469)
(4.470)
where Ve (r) = VC (r) + Vl (r) is the sum of the Coulomb potential and the angular barrier potential l2 . (4.472) Vl (r) = 2Mr 2 The dierential equation (4.471) is solved by the integral relation t= For the angle , Eq. (4.469) implies d l = 2 , dr r pE (r) which is solved by the integral =l dr 1 r2p
E (r)
dr
M . pE (r)
(4.473)
(4.474)
(4.475)
Inserting pE (r) from (4.471) this becomes explicitly =l while (4.473) reads t=M e2 r l2 dr r 2ME r + E 2ME
2 1/2
dr l2 e2 r 2ME r 2 + r E 2ME
1/2
(4.476)
(4.477)
434
Consider now the motion for negative energies. Dening pE pE () = 2ME, and introducing the parameters a Me2 e2 = 2 , 2|E| pE
2
(4.478)
l2 l2 v 2 l 2 p2 E = 1 = 1 4a , va = M 2 e4 aMe2 e l Mva dr r dr 1 a2
2 2
pE e2 = , aM M (4.479) (4.480) (4.481)
we obtain = t=
(r a)2 ,
1 va
r a2 (r a)2
where va is the velocity associated with the momentum pE . The ratio = va a (4.482)
is the inverse period of the orbit, also called mean motion, which satises 2a3 = e2 /M, the third Kepler law . In the limit E 0, the major semiaxis a becomes innite, and so does . The eccentricity vanishes and the orbit is parabolic. Introducing the variable h a(1 and observing that
2
)=
l2 l2 = 2 , Me2 pE a
(4.483)
l =a 1 Mva
2,
(4.484)
the rst equation is solved by h = 1 + cos( 0 ). r This follows immediately from the fact that 1 2 2 sin( 0 ) = a r (4.485)
(r a)2 .
(4.486)
The relation (4.485) describes an ellipse with principal axes a = h/(1 2 ) , b = h/ 1 2 , and an eccentricity (see Fig. 4.3). In the orbital plane, the Cartesian coordinates of the motion are x=h cos( 0 ) , 1 + sin( 0 ) y=h sin( 0 ) . 1 + sin( 0 ) (4.487)

y E<0 y y E>0
435
h b a a
h x x a( + 1) a( 1) x
Figure 4.3 Orbits in Coulomb potential showing the parameter h and the eccentricity of ellipse (E < 0) and hyperbola (E > 0) in attractive and repulsive cases.
For positive energy, we dene a momentum pE = pE () = 2ME, and the parameters
(4.488)
pE e2 = . aM M (4.489) The eccentricity is now larger than unity. Apart from this, the solutions to the equations of motion are the same as before, and the orbits are hyperbolas as shown in Fig. 4.3. The y-coordinate above the focus is now a
2
Me2 e2 = 2 , 2|E| pE
1+
l2 l2 v 2 l 2 p2 E =1+ = 1 + 4a , va = M 2 e4 aMe2 e
h = a(
l2 l2 1) = = 2 . Me2 pE a
(4.490)
For a repulsive interaction, we change the sign of e2 in the above equations. The equation (4.485) for r becomes now h = 1 + cos( 0 ), r (4.491)
and yields the right-hand hyperbola shown in Fig. 4.3. For later discussions in Chapter 13, where we shall solve the path integral of the Coulomb system exactly, we also note that by introducing a new variable in terms of the variable , to so-called eccentric anomaly r = a(1 cos ), we can immediately perform the integral (4.481) to nd t= a va d (1 cos ) = 1 ( sin ), (4.493) (4.492)
436
where we have chosen the integration constant to zero. Using Eq. (4.491) we see that x = r cos = = a(cos ), y = r sin = r 2 x2 = a 1 2 sin = b sin . hr (4.494) (4.495)
Equations (4.492) and (4.493) represent a parametric representation of the orbit. From Eqs. (4.493) and (4.492) we see that dt 1 = d(/), r a (4.496)
exhibiting / is a path-dependent pseudotime. As a function of this pseudotime, the coordinates x and y oscillate harmonically. The pseudotime facilitates the calculation of the classical action A(xb , xa ; tb ta ), as done rst in the eighteenth century by Lambert.12 If we denote the derivative with respect to by a prime, the classical action reads A=
b a
e2 M a x 2 + y 2 + . 2r a
(4.497)
For an elliptic orbit with principal axes a, b, this becomes A=

b a
M a2 sin2 + b2 cos2 d + Ma2 (b a ). 2 1 cos
(4.498)
After performing the integral using the formula 1 2 tan(/2) d 2 = arctan , 1 cos 1 2 1 we nd A = M 2 a [3(b a ) + (sin b sin a )] . 2
(4.499)
(4.500)
Introducing the parameters , , , and by the relations cos cos[(b + a )/2], the action becomes A =
12
(b a )/2,
+ ,
(4.501)
M 2 a [(3 + sin ) (3 + sin )] . 2
(4.502)
Johann Heinrich Lambert (17281777) was an ingenious autodidactic taylors son who with 16 years found Lamberts law for the apparent motion of comets (and planets) on the sky: If the sun lies on the concave (convex) side of the apparent orbit, comet is closer to (farther from) the sun than the earth. In addition, he laid the foundations to photometry.
437
Using (4.493), we nd for the elapsed time tb ta the relation tb ta = 1 [( sin ) ( sin )] . (4.503)
The -signs apply to an ellipse whose short or long arc connects the two endpoints, respectively. The parameters and in the action and in the elapsed time are related to the endpoints xb and xa by rb + ra + R = 4a sin2 (/2) 4a+ , rb + ra R = 4a sin2 (/2) 4a , (4.504)
where rb |xb |, ra |xa |, R |xb xa |, and [0, 1]. Expressing the semimajor axis in (4.502) in terms of as a = (e2 /M 2 )1/3 , and in terms of tb ta we obtain the desired classical action A(xb , xa ; tb ta ). The elapsed time depends on the endpoints via a transcendental equation which can only be solved by a convergent power series (Lamberts series) 1 tb ta = 2 (2j)! 1 2j j!2 j 2 1/4 j=1 2
j1
j+1/2
j+1/2
(4.505)
In the limit of a parabolic orbit the series has only the rst term, yielding 2 3/2 3/2 (+ ). (4.506) tb ta = 3 We can also express a and in terms of the energy E as e2 /(2E) and 2E/Ma2 , respectively, and go over to the eikonal S(xb , xa ; E) via the Legendre transformation (4.80). Substituting for tb ta the relation (4.503), we obtain for the short arc of the ellipse S(xb , xa ; E) = A(xb , xa ; E) + (tb ta ) E = M 2 a 4( ). 2 (4.507)
For a complete orbit, the expression (4.500) yields a total action A = M 2 M 2 2 pE 2 a 2(1 + 2) = va (1 + 2) = (1 + 2), 2 2 2M (4.508)
where the numbers 1 and 2 indicate the source of the contributions from the kinetic and potential parts of the action (4.497), respectively. Since the action is the difference between kinetic and potential energy, the average potential energy is minus twice as big as the kinetic energy, which is the single-particle version of the virial theorem observed in the Thomas-Fermi approximation (4.391). For positive energies E, the eccentricity is > 1 and the orbit is a hyperbola (see Fig. 4.3). Then equations (4.492)(4.495) become r = a( cosh 1), x = a (cosh ), a ( sin ), va y = a 2 1 sinh . t= (4.509) (4.510)
438
The orbits take a simple form in momentum space. Using Eq. (4.469), we nd from (4.487): l px = [ + sin( 0 )] , h py = l cos( 0 ). h (4.511)
As a function of time, the momenta describe a circle of radius p0 = Me2 pE l = = h l 1 l = h 1

2
(4.512)
around a center on the py -axis with (see Fig. 4.4) pc = x

py
1 1
2
(4.513)
py
1 2 1
1 px
1 px
E<0
1
2
E>0
2 1
Figure 4.4 Circular orbits in momentum space in units pE for E < 0 and pE for E > 0.
For positive energies, the above solutions can be used to describe the scattering of electrons or ions on a central atom. For helium nuclei obtained by -decay of radioactive atoms, this is the famous Rutherford scattering process. The potential is then repulsive, and e2 in the potential (4.467) must be replaced by 2Ze2 , where 2e is the charge of the projectiles and Ze the charge of the central atom. As we can see on Fig. 4.5, the trajectories in an attractive potential are simply related to those in a repulsive potential. The momentum pE is the asymptotic momentum of the projectile, and may be called p . The impact parameter b of the projectile xes the angular momentum via l = bp = bE . p (4.514) Inserting l and pE we see that b coincides with the previous parameter b. The relation of the impact parameter b with the scattering angle may be taken from Fig. 4.5, which shows that (see also Fig. 4.4) tan Thus we have p0 = = 2 p
2
1 . 1
(4.515)
b = a cot . 2
(4.516)
439
The particles impinging into a circular annulus of radii b and b + db come out between the angles and + d, with db/d = a/2 sin2 (/2). The area of the annulus d = 2bdb is the dierential cross section for this scattering process. The absolute ratio with respect to the associated solid angle d 2 sin d is then a2 d Z 2 2 M 2 = = 4 . d 4 sin4 (/2) 4p sin4 (/2) (4.517)
The right-hand side is the famous Rutherford formula, which arises after expressing a in terms of the incoming momentum p [recall (4.489)] as a = Ze2 /2E = Z cM/p2 . h Let us also calculate the classical eikonal in momentum space. We shall do this for the attractive interaction at positive energy. Inserting (4.487) and (4.511) we have S(pb , pa ; E) = l
b a
d . 1 + ( 0 )
(4.518)
pb pb
pa (pb )
p0 a pb (pa )
b pa
scattering center
p a E = const. p
pa
Figure 4.5 Geometry of scattering in momentum space. The solid curves are for attractive Coulomb potential, the dashed curves for repulsive (Rutherford scattering). The right-hand part of the gure shows the circle on which the momentum moves from pa to pb as the angle runs from a to b . The distance b is the impact parameter, and is the scattering angle.
440 Using the formula13
Inserting l/ 1
d 2 1+ + =2 log 1 + cos 1 1
2
1 tan(/2) . 2 1 tan(/2)
(4.519)
= Mva a = Me2 /p , we nd after some algebra +1 Me2 log , p 1 p = 2ME, (4.520)
S(pb , pa ; E) = with
1+
(p2 p2 )(p2 p2 ) b b . p2 |pb pa |2
(4.521)
The expression (4.520) has no denite limit if the impinging particle comes in from spatial innity where pa becomes equal to p . There is a logarithmic divergence which is due to the innite range of the Coulomb potential. In nature, the charges are always screened at some nite radius R, after which the logarithmic divergence disappears. This was discussed before when deriving the eikonal approximation (1.499) to Coulomb scattering. There is a simple geometric meaning to the quantity . Since the force is central, the change in momentum along a classical orbit is always in the direction of the center, so that (4.518) can also be written as S(pb , pa ; E) =
pb pa
r dp.
(4.522)
Expressing r in terms of momentum and total energy, this becomes for an attractive (repulsive) potential S(pb , pa ; E) = 2Me2
pb pa
p2
dp . 2ME
(4.523)
Now we observe, that for E < 0, the integrand is the arc length on a sphere of radius 1/E in a four-dimensional momentum space. Indeed, the three-dimensional p momentum space can be mapped onto the surface of a four-dimensional unit sphere by the following transformation n4 Then we nd that p2
13
p2 p2 E , 2 + p2 p E
p2
2E p p . + p2 E
(4.524)
d dp = , 2 + pE 2E p
(4.525)
See the previous footnote.

4.12 Semiclassical Scattering
441
where d is the innitesimal arc length on the unit sphere. But then the eikonal becomes simply 2Me2 ba , (4.526) S(pb , pa ; E) = pE where is the angular dierence between the images of the momenta pb and pa . This is easily calculated. From (4.524) we nd directly cos ba = p2 (pb pa )2 42 pb pa + (p2 p2 )(p2 p2 ) pE E a E b = 12 2 E 2 . 2 2 2 + p2 ) (pb + pE )(pa E (pb + pE )(p2 + p2 ) E a (4.527)
Continuing E analytically to positive energies, we may replace pE by ip = 2ME, and obtain p2 (pb pa )2 cos ba = 1 + 2 2 2 . (4.528) (pb p )(p2 p2 ) a Hence becomes imaginary, = i, with sin p2 (pb pa )2 = 2 2 , 2 (pb p )(p2 p2 ) a
(4.529)
and the eikonal function (4.530) takes the form S(pb , pa ; E) = 2Me2 ba . p (4.530)
This is precisely the expression (4.520) with = 1/ tanh(ab /2).
4.12
Semiclassical Scattering
Let us also derive the semiclassical limit for the scattering amplitude.
4.12.1
General Formulation
Consider a particle impinging with a momentum pa and energy E = Ea = p2 /2M a upon a nonzero potential concentrated around the origin. After a long time, it will be found far from the potential with some momentum pb and the same energy E = Eb = p2 /2M. Let us derive the scattering amplitude for such a process from b the heuristic formula (1.507): pb = M 2 M/i h (2 )3 h
3 tb t1/2 b
fpb pa
lim
h eiEb (tb ta )/ [(pb tb |pa ta ) pb |pa ] .
(4.531)
In the semiclassical approximation we replace the exact propagator in the momentum representation by a sum over all classical trajectories and associated phases,
442
connecting pa to pb in the time tb ta . According to formula (4.166) we have in three dimensions (pb tb |pa ta ) pb |pa = (2 )3 h (2 /i)3/2 h det
class. traj.
xa pb
1/2
h h eiA(pb ,pa ;tb ta )/ i /2 .
(4.532) The sum carries a prime to indicate that unscattered trajectories are omitted. The classical action in momentum space is A(pb , pa ; tb ta ) =
pa pb
xp
tb ta
Hdt = S(pb , pa ; E) E(tb ta ),
(4.533)
where S(pb , pa ; E) is the eikonal function introduced in Eqs. (4.234) and (4.61). Inserting (4.532) into (1.507) we obtain the semiclassical scattering transition amplitude fpb pa = lim pb xa det pb tb M
1/2 h eiS(pb ,pa ;E)/ i/2 .
tb
(4.534)
class. traj.
The determinant has a simple physical meaning. To see this we rewrite xa pb so that (4.536) becomes fpb pa = lim pb p det xa tb M
1/2 pa h eiS(pb ,pa ;E)/ i/2 .
pa
pb = xa
1 pa
(4.535)
tb
(4.536)
class. traj.
We now note that for large tb pb = p(tb ) = Mxb (tb )/tb along any trajectory. Thus we nd fpb pa = lim rb det
class. traj.
(4.537)
tb
xb xa
1/2 pb
h eiS(pb ,pa ;E)/ i/2 ,
(4.538)
where rb = |xb |. From the denition of the scattering amplitude (1.494) we expect the prefactor of the exponential to be equal to the square root of the classical dierential cross section dcl /d. Let us choose convenient coordinates in which the particle trajectories start out at a point with cartesian coordinates xa = (xa , ya , za ) with a large negative z za and a momentum pa pa , where z is the direction of the z-axis. The nal points xb of the trajectories will be described in spherical coordinates. If pb =
443
(sin b cos b , sin sin b , cos b ) denotes the direction of the nal momentum pb = pb pb , then xb = rb p. Let us introduce an auxiliary triplet of spherical coordinates sb (rb , b , b ). Then we factorize the determinant in (4.538) as det We further calculate xb sb sb xb 2 = det det = rb det . xa sa xa xa

rb rb rb xa ya za b b sb b . det (4.539) = xa ya za xa b b b xa ya za Long after the collision, for tb , a small change of the starting point along the trajectory dza will not aect the scattering angle. Thus we may approximate the matrix elements in the third column by za /za 0. After the same amount of time the particle will only wind up at a slightly more distant rb , where drb dzb . Thus we may replace the matrix element in the right upper corner by 1, so that the determinant (4.539) becomes in the limit sb det xa

tb
lim det
b xa b xa
b ya b ya
db db d = , dxb dyb d
(4.540)
where d = sin b ddb is the element of the solid angle of the emerging trajectories, and d the area element in the x y -plane, for which the trajectories arrive in an element of the nal solid angle d. Thus we obtain xb det xa
1
1 d . 2 rb d
(4.541)
The ratio d/d is precisely the classical dierential cross section of the scattering process. Combining (4.538) and (4.540), we see that the contribution of an individual trajectory to the semiclassical amplitude is of the expected form [4] fpb pa = dcl d
h eiS(pb ,pa ;E)/ i/2 . class. traj.
(4.542)
Note that this equation is also valid for some potentials which are not restricted to a nite regime around the origin, such as the Coulomb potentials. In the operator theory of quantum-mechanical scattering processes, such potentials always cause considerable problems since the outgoing wave functions remain distorted even at large distances from the scattering center.
444
Usually, there are only a few trajectories contributing to a process with a given scattering angle. If the actions of these trajectories dier by less than h, the semi classical approximation fails since the uctuation integrals overlap. Examples are the light scattering causing the ordinary rainbow in nature, and glory eects seen at night around the moonlight. We now turn to a derivation of the amplitude (4.542) from the more reliable formula (1.528) for the interacting wave function xb |UI (0, ta )|pa = lim 2i ta h M
3/2 h (xb tb |xa ta )ei(pa xa pa ta /2M )/
2
ta
xa =pa ta /M
by isolating the factor of eipa rb /rb for large rb , as discussed at the end of Section 1.16. On the right-hand side we now insert the x-space form (4.121) of the semiclassical amplitude, and use (4.80) to write xb |UI (0, ta )|pa = lim ta M
3/2
ta
det3
pa xb
1/2
h ei[S(xb ,xa ;Ea )+ipa xa i/2]/
xa =pa ta /M
(4.543)
Now we observe that ta M

3/2
det3
pa xb
1/2
= det3
xa xb
1/2
(4.544)
In Eq. (4.541) we have found that this determinant is equal to Eq. (4.543) to the form xb |UI (0, ta )|pa = lim 1 rb dcl i[S(xb ,xa ;Ea )+ipa xa i/2]/ h e d
d/d/rb , bringing
ta
. (4.545)
xa =pa ta /M
For large xb in the direction of the nal momentum pb , we can rewrite the exponent as [recalling (4.234)] S(xb , xa ; Ea ) + ipa xa = pb rb + S(pb , pa ; Ea ) (4.546)
h so that (4.545) consists of an outgoing spherical wave function eipb rb / /rb multiplied by the scattering amplitude
fpb pa = the same as in (4.542).
dcl d
h eiS(pb ,pa ;E)/ i/2 , class. traj.
(4.547)
445
4.12.2
Semiclassical Cross Section of Mott Scattering
If the scattering particle is distinguishable from the target particles, the extra phase in the semiclassical formula (4.547) does not change the classical result (4.517). A quantum-mechanical eect becomes visible only if we consider electron-electron scattering, also referred to as Mott scattering. The potential is repulsive, and the above Coulomb potential holds for the relative motion of the two identical particles in their center-of-mass frame. Moreover, the identity of particles requires us to add the amplitudes for the trajectories going to pb and to pb [see Fig. 4.6], so that the dierential cross section is dsc = |fpb pa fpb ,pa |2 . d (4.548)
The minus sign accounts for the Fermi statistics of the two electrons. For two identical bosons, we have to use a plus sign instead. Now the eikonal function S(p, p, E) enters into the result. According to Eq. (4.520), this is given by
pb
pa
pb
Figure 4.6 Classical trajectories in Coulomb potential plotted in the center-of-mass frame. For identical particles, trajectories which merge with a scattering angle and are indistinguishable. Their amplitudes must be subtracted from each other, yielding the dierential cross section (4.548).
where p =
1++1 M c h , log S(pb , pa ; E) = p 1+1 2ME is the impinging momentum at innite distance, and (p2 p2 )(pa 2 p2 ) b . p2 |pb pa |2
(4.549)
(4.550)
The eikonal function is needed only for momenta pb , pa in the asymptotic regime where pb , pa p , so that is small and S(pb , pa ; E) M c h log , p (4.551)
446 which may be rewritten as S(p, pa E) 20 with 0 =
M c h log(sin2 /2), p
(4.552)
M c h (p2 p2 )(pa 2 p2 ) b , log 2p p4
(4.553)
and the scattering angle determined by cos = [pb pa /pb pa ]. The logarithmically diverging constant 0 for pa = pb p does , fortunately, not depend on the scattering angle, and is therefore the semiclassical approximation for the phase shift at angular momentum l = 0. It therefore drops, fortunately, out of the dierence of the amplitudes in Eq. (4.548). Inserting (4.552) with (4.553) into (4.547) and (4.548), we obtain the dierential cross section for Mott scattering (see Fig. 4.7 for a plot) 1 1 1 2Mc + 2 cos log(cot /2) . 2 4 /2 2 /2 p sin /2 cos sin /2 cos (4.554) This semiclassical result happens to be identical to the exact result. The exactness is caused by two properties of the Coulomb motion: First there is only one trajectory for each scattering angle, second the motion can be mapped onto that of a harmonic oscillator in four dimensions, as we shall see in Chapter 13. hc 4E
4
d = d
d d
d d
fermions
bosons
Figure 4.7 Oscillations in dierential Mott scattering cross section caused by statistics. For scattering angle = 900 , the cross section vanishes due to the Pauli exclusion principle. The right-hand plot shows the situation for identical bosons.
Appendix 4A
Semiclassical Quantization for Pure Power Potentials
Let us calculate the local density of states (4.257) for the general pure power potential V (x) = gxp /p in D dimensions. For D = 1 and p = 2, we shall recover the exact spectrum of the harmonic oscillator, for p = 1 that of the one-dimensional hydrogen atom. For p = 4, we shall nd the energies of the purely quartic potential which can be compared with the strong-coupling limit of
Appendix 4A
Semiclassical Quantization for Pure Power Potentials
447
the anharmonic oscillator with V (x) = 2 x2 /2 + gx4 /4 to be calculated in Section 5.16. The integrals on the right-hand side of Eq. (4.257) can be calculated using the formula dD x r [E V (x)] = SD = SD
rE 0
g dr rD1+ E rp p
(1 + )((D + )/p) g p (1 + + (D + )/p) p
(D+)/p
E +(D+)/p ,
p > 0, (4A.1)
where rE = (pE/g)1/p . For p < 0, the right-hand side must be replaced by = SD (1 + )( (D + )/p) g p (1 (D + )/p) p
D p) D 2 D p (D+)/p
(E)+(D+)/p , p < 0.
(4A.2)
Recalling (4.208), we nd the total density of states for p > 0: (E) = 2

D 2
p
D2 p
M 2 2 h
D/2
g p +
D p
D/p
D p)
h 2 24M
g p
2/p
p2 and for p < 0: (E) = 2 ( D ) p 2
+2
D 2
D2 2 (1
2 + p)
E 12/p + . . . E (D/2)(1+2/p)1,
p > 0,
(4A.3)
M 2 2 h
D/2
g p
D/p
D 2
D p
D p
1+
h 2 24M
g p
2/p
p2 1
D2 2 2 (1+ p )
1 D p
1 D2 1 D D ) p 2 p
(E)12/p + . . . (E)(D/2)(1+2/p)1, p < 0.
(4A.4)
For a harmonic oscillator with p = 2 and g = M 2 , we obtain (E) = 1 ( ) h

D
D h 2 2 1 E D1 E D3 + . . . . (D) 24 (D2)
(4A.5)
In one two dimension, only the rst term survives and (E) = 1/ or (E) = E/( )2 . Inserting h h E this into Eq. (1.581), we nd the number of states N (E) = 0 dE (E ) = E/ or E 2 /2( )2 . h h According to the exact quantization condition (1.583), we set N (E) = n + 1/2 the exact energies En = (n + 1/2) . Since the semiclassical expansion (4A.3) contains only the rst term, the exact h quantization condition (1.583) agrees with the Bohr-Sommerfeld quantization condition (4.184). In two dimensions we obtain (E) = E/( )2 and N (E) = E 2 /2( )2 . Here the exact h h quantization condition N (E) = n + 1/2 cannot be used to nd the energies En , due to the degeneracies of the energy eigenvalues En . In order to see that it is nevertheless a true equation, let us expanding the partition function of the two-dimensional oscillator [recall (2.399)] Z= 1 1 h h = e = (n + 1)e(n+1) . 2 h [2 sinh( /2)] h (1 e )2 n=0
(4A.6)
This shows that the the energies are En = (n + 1) withy n + 1 -fold degeneracy. The density of h states is found from this by the Fourier transform (1.580):
(E) =
n =0
(n + 1)(E (n + 1)). h
(4A.7)
448
Integrating this over E yields the number of states
E
N (E) =
0
dE (E ) =
n =0
(n + 1)(E En ).
(4A.8)
For E = En this becomes [recall (1.309)]

n1
N (En ) =
(n + 1) + (n + 1)
n =0
1 1 = (n + 1)2 . 2 2
(4A.9)
This shows that the exact energies En = (n + 1) of the two-dimensional oscillator satisfy the h quantization condition N (En ) = (n + 1)2 /2 rather than (1.583). For a quartic potential gx4 /4, Eq. (4A.3) becomes D 1 3D 3 D 3D D 4 2 4 4 3 2 ( 2 + 4 )( 4 )E ( 4 ) g g h h 1 1 + . . . E 4 1. (4A.10) (E) = D 3D D 3 2 2 M 2 ( 2 ) ( 4 ) M 3( 4 ) 4 (D 2) Integrating this over E yields N (E). Setting N (E) = n + 1/2 in one dimension, we obtain the Bohr-Sommerfeld energies (4.31) plus a rst quantum correction. Since we have studied these corrections to high order in Subsection 4.9.6 (see Fig. 4.1), we do not write the result down here. A physically important case is p = 1, g = hc, with of Eq. (1.502), where V (x) = c/r h becomes the Coulomb potential. Here we obtain from (4A.10): (E) = 2 ( D ) 2 1 M g2 2 2 h
D/2
1+ D 2 (1 + D) (4A.11)
p2 D2 (1 + D) h 2 2 E + . . . (E)(D/2)(1+2/p)1 . 24M g 2 (D 3) 1 + D ) 2
For d = 1, only the leading term survives and (E) = implying M g2 (E)1/2 . (4A.13) 2 2 h In order to nd the bound-state energies, we must watch out for a subtlety in one dimension: only the positive half-space is accessible to the particle in a Coulomb potential, due to the strong singularity at the origin. For this reason, the surface of a sphere SD for D = 1 , which is equal to 2, must be replaced by 1, so that we must equate N (E)/2 to n + 1/2. This yields the spectrum En = 2 M c2 /2(n + 1/2)2 . As in the harmonic oscillator, the Bohr-Sommerfeld approximation gives the exact energies. N (E) = 2 M g2 (E)3/2 , 2 2 h (4A.12)
Appendix 4B
Derivation of Semiclassical Time Evolution Amplitude
Here we derive the semiclassical approximation to the time evolution amplitude (4.260). We shall do this for imaginary times = it. Decomposing the path x( ) into path average of the ends points x = (xb + xa )/2 and uctuations ( ), we calculate the imaginary-time amplitude (xb b |xa a ) = D exp d
a
(a )=x/2
(b )=x/2
1 h
M 2 ( ) + V x + ( ) 2
(4B.1)
Appendix 4B
449
where x xb xa . For smooth potentials we expand V x + ( ) = V (x) + i V (x) i ( ) + 1 i j V (x) i ( ) j ( ) + . . . , 2
where Vij... (x) i j V (x), and rewrite the path integral (4B.1) as
(a )=x/2
exp
d
a
1 +
1 h
d Vi (x) i ( ) +
a b b
1 Vij (x) i ( ) j ( ) + . . . 2 (4B.3)
1 2 2 h
d
a a
d Vi (x)Vj (x) i ( )j ( )+. . . +. . . .
At this point it is useful to introduce an auxiliary harmonic imaginary-time amplitude (x/2 b |x/2 a ) = and the harmonic expectation values F[ ] D F [ ] exp d
a
(b )=x/2
(a )=x/2
D exp
d
a
(a )=x/2
which allows us to rewrite (4B.3) more concisely as (xb b |xa a ) = eV (x) (x/2 b |x/2 a ) 1 1 Vij (x) 2 h
b
1 h
b
d Vi (x) i ( )
a b
d i ( )j ( ) +
a
1 Vi (x)Vj (x) 2 2 h
d
a a
d i ( )j ( ) +. . . .
The amplitudes (4B.4) reads explicitly, with b a : (x/2 b | x/2 a ) = M 2 h

D/2
exp
M (x)2 , 2 h
and (4B.5) can be calculated from the generating functional (x/2 b |x/2 a )[j] = whose explicit solution is (x/2 b |x/2 a )[j] = + 1 2 h
b
(b )=x/2
(a )=x/2
d
a
M 2 h
b
D/2
exp
M 1 (x)2 + 2 h h
b a
d ( ) x j( )
d
a a
( )( ) + ( )( ) j( ) j( ) . M
The expectation values in (4B.6) and (4B.5) are obtained from the functional derivatives i ( ) = i ( )j ( ) = 1 h (x/2 b |x/2 a)[j] (x/2 b | x/2 a ) ji ( ) ,
j=0
1 h h (x/2 b |x/2 a )[j] (x/2 b |x/2 a ) ji ( ) jj ( )
1 h
M 2 ( ) j( ) ( ) 2
1 (x/2 b |x/2 a )
(b )=x/2
1 h
M 2 ( ) , 2
1 h
(xb b |xa a ) = eV (x)
(4B.2)
(b )=x/2
1 h
M 2 ( ) 2
M 2 ( ) 2
(4B.4)
(4B.5)
(4B.6)
(4B.7)
(4B.8)
(4B.9) .
j=0
(4B.10)
450
This yields the x-dependent expectation value i ( ) = ( ) and the x-dependent correlation function i ( )j ( ) =
xi ,
(4B.11)
h [( )( ) + ( )( ) ] ij M xi xj + ( ) ( ) A2 (, )ij + B 2 (, )xi xj Gij (, ),

b
(4B.12)
suppressing the argument x in Gij (, ), for brevity. Note that d i ( ) = 0,

a
(4B.13)
and
b b b b
d
a b a a
d i ( )j ( ) =
a b
d
a
d Gij (, ) = h M
h 2 ( 2 a )ij , 12M
(4B.14) (4B.15)
d i ( )j ( ) =
a
d Gij (, ) =
2 2 a ij + xi xj . 6 12
Thus we obtain the semiclassical imaginary-time amplitude (xb b |xa a ) = M 2 h 2 1 12M

D/2
M x2 V (x) (4B.16) 2 h h 3 2 2 2 V (x) (x ) V (x) + [ V (x)] + . . . . 24 h 24M h exp
This agrees precisely with the real-time amplitude (4.260). For the partition function at inverse temperature = (b a )/ , this implies the semiclassical h approximation Z = dD x (x |x 0) h M 2 2 h
D/2
dD x
h 22 12M
V (x) +
h 23 [ V (x)]2 eV (x) . 24M
(4B.17)
A partial integration simplies this to Z M 2 2 h dD x

D/2
dD x M 2 2 h
D/2
h 22 24M
V (x) eV (x) h 22 24M

2
exp V (x)
V (x) .
(4B.18)
Actually, it is easy to calculate all terms in (4B.16) proportional to V (x) and its derivatives. Instead of the expansion (4B.6), we evaluate d V (x + ( )) V (x)
(xb b |xa a ) = eV (x) (x/2 b |x/2 a ) 1
1 h
. (4B.19)
Appendix 4B
451
By rewriting V (x + ) as a Fourier integral V (x + ) = we obtain (xb b |xa a ) = (x/2 b |x/2 a) 1 b eV (x) 1 d h a dD k V (k)eikx eik (2)D dD k V (k) exp [ik (x + )] , (2)D
The expectation value can be calculated using Wicks theorem (3.307) as d eik
where A2 (, ), B 2 (, ) are from (4B.12): A2 (, ) = h ( ), M B 2 (, ) = ( ) . 2

2
Inserting the inverse of the Fourier decomposition (4B.20),
where
is now a time-independent variable of integration, we nd =

a
After a quadratic completion of the exponent, the momentum integral can be performed and yields =
Using the transverse and longitudinal projection matrices

T Pij = ij 2 2
xi xj , (x)2
satisfying P T = P T , P L = P L , we can decompose Gij (, ) as

T L Gij A2 (, )Pij + A2 (, ) + B 2 (, )(x)2 Pij .
It is then easy to nd the determinant det G(, ) = [A2 (, )]D1 [A2 (, ) + B 2 (, )(x)2 ], and the inverse matrix G1 ( ) = ij 1 A2 (, ) ij xi xj 1 xi xj + 2 . 2 2 (, )(x)2 (x)2 (x) A (, ) + B (4B.30) (4B.29)
Inserting (4B.26) back into (4B.21), and taking the correction into the exponent, we arrive at (xb b |xa a ) = (x/2 b |x/2 a) e
(1/ ) h
b a
d eik
( )
dD V (x + )
d [det G(, )]
a
d eik
( )
dD V (x + )
dD k (1/2)ki Gij (, )kj iki i ( ) e . (2)D (4B.25)
1/2 (1/2)i G1 (, )j ij
L Pij =
xi xj , (x)2
d Vsm (x, )
( )
=
a
d eki kj
i ( )j ( ) /2
=
a
d eki kj [A
(, )ij +B 2 (, )xi xj ]/2
V (k) =
dD V (x + ) exp [ik (x + )] ,
(4B.20)
( )
(4B.21)
. (4B.22)
(4B.23)
(4B.24)
(4B.26)
(4B.27)
(4B.28)
(4B.31)
452
where Vsm (x, ) is the harmonically smeared potential Vsm (x, ) [det G(, )]
1/2
dD V (x + )e(1/2)i Gij
( )j
By expanding V (x + ) to second order in , the exponent in (4B.31) becomes V (x) According to Eq. (4B.15), we have
b
1 Vij (x) 2 h
d Gij (, ) + . . . .
a
d Gij (, ) =
a
h 2 ij + xi xj , M 6 12
so that we reobtain the rst two correction terms in the curly brackets of (4B.16) The calculation of the higher-order corrections becomes quite tedious. One rewrites the expansion (4B.2) as V x + ( ) = ei ( )i V (x) and (4B.19) as (1)n (xb b |xa a ) = (x/2 b |x/2 a ) n! n=0
Now we apply Wicks rule (3.307) for harmonically uctuating variables, to re-express e( )i ei ( )i ei (
)i
= e = e[
i ( )j ( ) /2
= eGij (, )i j /2 ,
i ( )j ( ) i j + i ( )j ( ) i j +2 i ( )j ( ) i j ]/2 , )i j +2Gij (, )i j ]/2
= e[Gij (, )i j +Gij ( . . . .
Expanding the exponentials and performing the -integrals in (4B.35) yields all desired higherorder corrections to (4B.16). For x = 0, the expansion has been driven to high orders in Ref. [2] (including a minimal interaction with a vector potential).

For the eikonal expansion, see the original works by G. Wentzel, Z. Physik 38, 518 (1926); H.A. Kramers, Z. Physik 39, 828 (1926); L. Brillouin, C. R. Acad. Sci. Paris 183, 24 (1926); V.P. Maslov and M.V. Fedoriuk, Semiclassical Approximation in Quantum Mechanics, Reidel, Dordrecht, 1982; J.B. Delos, Semiclassical Calculation of Quantum Mechanical Wave Functions, Adv. Chem. Phys. 65, 161 (1986); M.V. Berry and K.E. Mount, Semiclassical Wave Mechanics, Rep. Prog. Phys. 35, 315 (1972); and the references quoted in the footnotes. For the semiclassical expansion of path integrals see R. Dashen, B. Hasslacher and A. Neveu, Phys. Rev. D 10, 4114, 4130 (1974), R. Rajaraman, Phys. Rep. 21C, 227 (1975); S. Coleman, Phys. Rev. D 15, 2929 (1977); and in The Whys of Subnuclear Physics, Erice Lectures
(4B.32)
(4B.33)
(4B.34)
b a
dn ei (n )i V (x) .
(4B.35)
n=0
(4B.36)

1977, Plenum Press, 1979, ed. by A. Zichichi.
453
Recent semiclassical treatments of atomic systems are given in R.S. Manning and G.S. Ezra, Phys. Rev. 50, 954 (1994). Chaos 2, 19 (1992). Semiclassical scattering is treated in J.M. Rost and E.J. Heller, J. Phys. B 27, 1387 (1994). For the semiclassical approach to chaotic systems see the textbook M.C. Gutzwiller, Chaos in Classical and Quantum Mechanics, Springer, Berlin, 1990, where the trace formula (4.230) is derived. In Section 12.4 of that book, the action (4.502) and the eikonal (4.520) of the Coulomb system are calculated. Sections 6.3 and 6.4 discuss the properties of the stability matrix in (4.223). Applications to complex highly excited atomic spectra are described by H. Friedrich and D. Wintgen, Phys. Rep. 183, 37 (1989); P. Cvitanovi and B. Eckhardt, Phys. Rev. Lett. 63, 823 (1991); c G. Tanner, P. Scherer, E.B. Bogomonly, B. Eckhardt, and D. Wintgen, Phys. Rev. Lett. 67, 2410 (1991); G.S. Ezra, K. Richter, G. Tanner, and D. Wintgen, J. Phys. B 24, L413 (1991); B. Eckhardt and D. Wintgen, J. Phys. A 24, 4335 (1991); D. Wintgen, K. Richter, and G. Tanner, Chaos 2, 19 (1992). P. Gaspard, D. Alonso, and I. Burghardt, Adv. Chem. Phys. XC 105 (1995); B. Grmaud, Phys. Rev. E 65, 056207 (2002); E 72, 046208 (2005). e The individual citations refer to the following works: [1] C.M. Fraser, Z. Phys. C 28, 101 (1985); J.Iliopoulos, C. Itzykson, A. Martin, Rev. Mod. Phys. 47, 165 (1975); K. Kikkawa, Prog. Theor. Phys. 56, 947 (1976); H. Kleinert, Fortschr. Phys. 26, 565 (1978); R. MacKenzie, F. Wilczek, and A. Zee, Phys. Rev. Lett. 53, 2203 (1984); I.J.R. Aitchison and C.M. Fraser, Phys. Lett. B 146, 63 (1984). [2] D. Fliegner, M.G. Schmidt, and C. Schubert, Z. Phys. C64, 111 (1994) (hep-ph/9401221); D. Fliegner, P. Haberl, M.G. Schmidt, and C. Schubert, Ann. Phys. (N.Y.) 264, 51 (1998) (hep-th/9707189). [3] J. Schwinger, Phys. Phys. A 22, 1827 (1980), A24, 2353 (1981). [4] The form (4.542) of the scattering amplitude was rst derived by P. Pechukas, Phys. Rev. 181, 166 (1969). See also J.M. Rost and E.J. Heller, J. Phys. B 27, 1387 (1994). For rainbow and glory scattering see the paper by Pechukas and by K.W. Ford and J.A. Wheeler, Ann. Phys. 7, 529 (1959). For the semiclassical treatment of the Coulomb problem see A. Northclie and I.C. Percival, J. Phys. B 1, 774, 784 (1968); A. Northclie, I.C. Percival, and M.J. Roberts, J. Phys. B 2, 590, 578 (1968). For an alternative path integral formula for the scattering matrix see W.B. Campbell, P. Finkler, C.E. Jones, and M.N. Mishelo, Phys. Rev. D 12, 2363 (1975). [5] C.M. Bender, K. Olaussen, and P.S. Wang, Phys. Rev. D 16, 1740 (1977).
Who can believe what varies every day, Nor ever was, nor will be at a stay? John Dryden (1631-1700), Hind and the Panther (1687)
5
Variational Perturbation Theory
Most path integrals cannot be performed exactly. It is therefore necessary to develop approximation procedures which allow us to approach the exact result with any desired accuracy, at least in principle. The perturbation expansion of Chapter 3 does not serve this purpose since it diverges for any coupling strength. Similar divergencies appear in the semiclassical expansion of Chapter 4. The present chapter develops a convergent approximation procedure to calculate Euclidean path integrals at a nite temperature. The basis for this procedure is a variational approach due to Feynman and Kleinert, which was recently extended to a systematic and uniformly convergent variational perturbation expansion [1].
5.1
Variational Approach to Eective Classical Partition Function
Starting point for the variational approach will be the path integral representation (3.813) for the eective classical potential introduced in Section 3.25. Explicitly, the eective classical Boltzmann factor B(x0 ) for a quantum system with an action Ae =
h 0
M 2 x ( ) + V (x( )) 2
(5.1)
has the path integral representation [recall (3.813) and (3.806)] B(x0 ) eV exp
e cl (x 0 )/kB T
h D x eAe / =
m=1
dxre dxim m m 2 kB T /Mm x0 +

m=1
(5.2) ,
M kB T
m=1
2 m |xm |2
1 h
h /kB T 0
d V
(xm eim + c.c.)
with the notation xre = Re xm , xim = Im xm . To make room for later subscripts, m m we shall in this chapter write A instead of Ae . In Section 3.25 we have derived a e cl perturbation expansion for B(x0 ) = eV (x0 ) . Here we shall nd a simple but quite accurate approximation for B(x0 ) whose eective classical potential V e cl (x0 ) approaches the exact expression always from above. 368
5.2 Local Harmonic Trial Partition Function
369
5.2
Local Harmonic Trial Partition Function
The desired approximation is obtained by comparing the path integral in question with a solvable trial path integral. The trial path integral consists of a suitable superposition of local harmonic oscillator path integrals centered at arbitrary average positions x0 , each with an own frequency 2 (x0 ). The coecients of the superposition and the frequencies are chosen in such a way that the eective classical potential of the trial system is an optimal upper bound to the true eective classical potential. In systems with a smooth or at least not too singular potential, the accuracy of the approximation will be very good. In Section 5.13 we show how to use this approximation as a starting point of a systematic variational perturbation expansion which permits improving the result to any desired accuracy. As a local trial action we shall take the harmonic action (3.847), which may also be considered as the action of a harmonic oscillator centered around some point x0 : A x0 =
h /kB T 0
d M
(x x0 )2 x2 + 2 (x0 ) . 2 2
(5.3)
However, instead of using the specic frequency 2 (x0 ) V (x0 )/M in (3.847), we shall choose (x0 ) to be an as yet unknown local trial frequency. The eective classical Boltzmann factor B(x0 ) associated with this trial action can be taken directly from (3.820). We simply replace the harmonic potential M 2 x2 /2 in the dening expression (3.813) by the local trial potential (x0 )(x x0 )2 /2. Then the rst term in the uctuation expansion (3.814) of the action vanishes, and we obtain, instead of (3.820), the local Boltzmann factor B (x0 ) eV
e cl (x 0 )/kB T
h(x0 )/2kB T x Z0 . sinh[ (x0 )/2kB T ] h
(5.4)
The exponential exp (M 2 x2 /2) in (3.820) is absent since the local trial potential 0 vanishes at x = x0 . The local Boltzmann factor B (x0 ) is a local partition function of paths whose temporal average is restricted to x0 , and this fact will be emphasized x by the alternative notation Z0 which we shall now nd convenient to use. The eective classical potential of the harmonic oscillators may also be viewed as a local x free energy associated with the local partition function Z0 which we dened as such that we may identify
x x F 0 kB T log Z0 ,
(5.5)
x e V cl (x0 ) = F 0 = kB T log
sinh[ (x0 )/2kB T ] h . h(x0 )/2kB T
(5.6)
We now dene the local expectation values of an arbitrary functional F [x( )] within the harmonic path integral
x Z0 =
x Dx( )( x0 )eA
x0
/ h
[ 2 +2 (x0 )]|xm |2 m=1 m
m=1
dxre dxim M m m e kB T 2 kB T /Mm
(5.7)
370
5 Variational Perturbation Theory
x where ( x0 ) is the slightly modied -function introduced in Eq. (3.812). The denition is F [x( )]
x0 x [Z0 ]1
x Dx ( x0 )eA
x0
/ h
F [x( )].
(5.8)
The eective classical potential can then be re-expressed as a path integral eV

e cl (x 0 )/kB T
= Z x0 =
h x Dx ( x0 )eA/
x0
x Dx ( x0 )eA
x0
h / (AA0 )/ h
x = Z0 e(AA
)/ x0 h
(5.9)
We now take advantage of the fact that the expectation value on the right-hand side possesses an easily calculable bound given by the Jensen-Peierls inequality: e(AA
x0
)/ x0 h
A/ A0 / h h
x0
(5.10)
This implies that the eective classical potential has an upper bound
x V e cl (x0 ) F 0 (x0 ) + kB T A/ Ax0 / h h x0
(5.11)
The Jensen-Peierls inequality is a consequence of the convexity of the exponential function: The average of two exponentials is always larger than the exponential at the average point (see Fig. 5.1):
x1 +x2 ex1 + ex2 e 2 . 2
(5.12)
This convexity property of the exponential function can be generalized to an exponential functional. Let O[x] be an arbitrary functional in the space of paths x( ), and O[x] D[x]O[x] (5.13)
Figure 5.1 Illustration of convexity of exponential function ex , satisfying ex e everywhere.
371
an expectation value in this space. The measure of integration [x] is supposed to be normalized so that 1 = 1. Then (5.12) generalizes to eO e O . (5.14)
To prove this we rst observe that the inequality (5.12) remains valid if x1 , x2 are replaced by the values of an arbitrary function O(x):
O(x1 )+O(x2 ) eO(x1 ) + eO(x2 ) 2 e . 2
(5.15)
This inequality is then generalized with the help of any positive measure (x), with unit normalization, d(x) = 1, to d(x)eO(x) e and further to D[x]eO[x] e
d(x)eO(x)
(5.16)
D[x]eO[x]
(5.17)
where [x] is any positive functional measure with the normalization D[x] = 1. This shows that Eq. (5.14) is true, and hence also the Jensen-Peierls inequality (5.10). Since the kinetic energies in the two actions A and Ax0 in (5.11) are equal, the inequality (5.11) can also be written as V
e cl
(x0 )
x F 0
kB T + h
h /kB T 0
2 (x0 ) V (x( )) M (x( ) x0 )2 2
x0
. (5.18)
The local expectation value on the right-hand side is easily calculated. Recalling the denition (3.853) we have to use the correlation functions of ( ) without the zero frequency in Eq. (3.839): ( )( )
x0
a2 (x0 ) =
h 1 cosh (x0 )(| | h/2) 1 , (5.19) M 2(x0 ) sinh((x0 ) /2) h h2
valid for arguments , [0, h]. By analogy with (3.803) we may denote this 2 quantity by a(x0 ) (, ), which we have shortened to a2 (x0 ), to avoid a pile-up of indices. All subtracted correlation functions can be obtained from the functional derivatives of the local generating functional
x Z0 [j] h x Dx( )( x0 ) e(1/ )
h 0
d [ M {x2 ( )+2 (x0 )[x( )x0 ]2 ]j( )[x( )x0 ]} 2
,(5.20)
whose explicit form was calculated in (3.844):

x x Z0 [j] = Z0 exp
1 2M h
h 0
h 0
d j( )Gp 2 (x0 ),e( )j( ) .
(5.21)
372
If desired, the Green function can be continued analytically to the real-time retarded Green function GR2 (t, t ) = M (t t ) x(t)x(t ) h (5.22)
in a way to be explained later in Section 18.2. Using the spectral decomposition of these correlation functions to be derived in Section 18.2, it is possible to show that the low-temperature value of (x0 ) at the potential minimum gives an approximation to the energy dierence between ground and rst excited states. In Table 5.1 we see that for the anharmonic oscillator, this approximation is quite good. As shown in Fig. 3.14, the local uctuation square width 2 ( )
x0
= (x( ) x0 )2
x0
= a2 (x0 ) a2 0 ) , (x
(5.23)
with the explicit form (3.803), a2 0 ) = (x 2 M

2 m=1 m
h(x0 ) 1 1 h(x0 ) = coth 1 , (5.24) 2 (x ) 2 (x ) + 0 M 0 2 2
goes to zero for high temperature like a2 0 ) h2 /12MkB T. (x

T
(5.25)
This is in contrast to the unrestricted expectation (x( ) x0 )2 (x0 ) of the harmonic oscillator which includes the m = 0 -term in the spectral decomposition (3.800): a2 (x( ) x0 )2 tot
(x0 )
= a2 0 ) + (x
kB T . M2 (x0 )
(5.26)
This grows linearly with T following the equipartition theorem (3.800). As discussed in Section 3.25, this dierence is essential for the reliability of a perturbation expansion of the eective classical potential. It will also be essential for the quality of the variational approach in this chapter. The local uctuation square width a2 0 ) measures the importance of quantum (x uctuations at nonzero temperatures. These decrease with increasing temperatures. In contrast, the square width of the 0 = 0 -term grows with the temperature showing the growing importance of classical uctuations. This behavior of the uctuation width is in accordance with our previous observation after Eq. (3.837) on the nite width of the Boltzmann factor B(x0 ) = e cl eV (x0 )/kB T for low temperatures in comparison to the diverging width of the alternative Boltzmann factor (3.838) formed from the partition function density e cl B(x0 ) le ( ) z(x) = eV (x0 )/kB T . h Since a2 0 ) is nite at all temperatures, the quantum uctuations can be treated (x approximately. The approximation improves with growing temperatures where a2 0 ) tends to zero. The thermal uctuations, on the other hand, diverge at high (x
373
temperatures. Their evaluation requires a numeric integration over x0 in the nal eective classical partition function (3.808). Having determined a2 0 ) , the calculation of the local expectation value (x V (x( )) x0 is quite easy following the steps in Subsection 3.25.8. The result is the smearing formula analogous to (3.872): We write V (x( )) as a Fourier integral dk ikx( ) e V (k), 2 and obtain with the help of Wicks rule (3.304) the expectation value V (x( )) =
(5.27)
V (x( ))
x0
= Va2 (x0 )
dk 2 2 V (k)eikx0 a (x0 )k /2 . 2
(5.28)
For brevity, we have used the shorter notation a2 (x0 ) for a2 0 ) , and shall do so in (x the remainder of this chapter. Reinsert the Fourier coecients of the potential V (k) =

dx V (x)eikx ,
(5.29)
we may perform the integral over k and obtain the convolution integral V (x( ))
x0
= Va2 (x0 )
dx0 2a2 (x0 )
e(x0 x0 )
2 /2a2 (x
0)
V (x0 ).
(5.30)
As in (3.872), the convolution integral smears the original potential V (x0 ) out over a length scale a(x0 ), thus accounting for the eects of quantum-statistical path uctuations. x The expectation value (x( ) x0 )2 0 in Eq. (5.26) is, of course, a special case of this general smearing rule: (x x0 )22 = a

2 dx 2 2 e(1/2a )(x x0 ) (x x0 ) = a2 (x0 ). 2 2a
(5.31)
Hence we obtain for the eective classical potential the approximation M 2 (x0 )a2 (x0 ), 2 which by the Jensen-Peierls inequality lies always above the true result:
x W1 (x0 ) F 0 + Va2 (x0 ) W1 (x0 ) V e cl (x0 ).
(5.32)
(5.33)
A minimization of W1 (x0 ) in (x0 ) produces an optimal variational approximation to be denoted by W1 (x0 ). For the harmonic potential V (x) = M 2 x2 /2, the smearing process leads to Va2 (x0 ) = M 2 (x2 + a2 )/2. The extremum of W1 (x0 ) lies at (x0 ) , so that the 0 optimal upper bound is x2 x (5.34) W1 (x0 ) = F 0 + M 2 0 . 2 Thus, for the harmonic oscillator, W1 (x0 ) happens to coincide with the exact eece tive classical potential V cl (x0 ) found in (3.827).
374
5.3
The Optimal Upper Bound
We now determine the frequency (x0 ) of the local trial oscillator which optimizes the upper bound in Eq. (5.33). The derivative of W1 (x0 ) with respect to 2 (x0 ) has two terms: dW1 (x0 ) W1 (x0 ) W1 (x0 ) a2 (x0 ) = + . d2 (x0 ) 2 (x0 ) a2 (x0 ) (x0 ) 2 (x0 ) The rst term is M W1 (x0 ) = 2 (x ) 0 2 kB T h h coth 2 (x ) 2k T M 0 2kB T B 1 a2 (x0 ) .
(5.35)
It vanishes automatically due to (5.24). Thus we only have to minimize W1 (x0 ) with respect to a2 (x0 ) by satisfying the condition W1 (x0 ) = 0. a2 (x0 )
(5.36)
Inserting (5.32), this determines the trial frequency 2 (x0 ) = 2 Va2 (x0 ) . M a2 (x0 ) (5.37)
In the Fourier integral (5.28) for Va2 (x0 ), the derivative 2(/a2 )Va2 is represented by a factor k 2 which, in turn, is equivalent to /x2 . This leads to the alternative 0 equation: 1 2 Va2 (x0 ) . (5.38) 2 (x0 ) = M x2 0 a2 =a2 (x0 ) Note that the partial derivatives must be taken at xed a2 which is to be set equal to a2 (x0 ) at the end. The potential W1 (x0 ) with the extremal 2 (x0 ) and the associated a2 (x0 ) of (5.24) constitutes the Feynman-Kleinert approximation W1 (x0 ) to the eective classical potential V e cl (x0 ). It is worth noting that due to the vanishing of the partial derivative W1 (x0 )/2 (x0 ) in (5.35) we may consider 2 (x0 ) and a2 (x0 ) as arbitrary varia tional parameters in the expression (5.32) for W1 (x0 ). Then the independent vari ation of W1 (x0 ) with respect to these two parameters yields both (5.24) and the minimization condition (5.37) for 2 (x0 ). From the extremal W1 (x0 ) we obtain the approximation for the partition function and the free energy [recall (3.834)] Z1 = eF1 /kB T =

dx0 W1 (x0 )/kB T e Z, le ( ) h
(5.39)
where le ( ) is the thermal de Broglie length dened in Eq. (2.345). We leave it to h the reader to calculate the second derivative of W1 (x0 ) with respect to 2 (x0 ) and to prove that it is nonnegative, implying that the above extremal solution is a local minimum.
5.4 Accuracy of Variational Approximation
375
5.4
Accuracy of Variational Approximation
The accuracy of the approximate eective classical potential W1 (x0 ) can be estimated by the following observation: In the limit of high temperatures, the approximation is perfect by construction, due the shrinking width (5.25) of the nonzero frequency uctuations. This makes W1 (x0 ) in (5.31) converge against V (x0 ), just as the exact eective classical potential in Eq. (3.809). In the opposite limit of low temperatures, the integral over x0 in the general expression (3.808) is dominated by the minimum of the eective classical potential. If its position is denoted by xm , we have the saddle point approximation (see Section 4.2) dx0 [V e cl (xm )] (x0 xm )2 /2kB T e cl e . (5.40) Z eV (xm )/kB T T 0 le ( ) h The exponential of the prefactor yields the leading low-temperature behavior of the free energy: F V e cl (xm ). (5.41) The Gaussian integral over x0 contributes a term h F = kB T log kB T

T 0
which accounts for the entropy of x0 uctuations around xm [recall Eq. (1.563)]. Moreover, at zero temperature, the free energy F converges against the ground state energy E (0) of the system, so that E (0) = V e cl (xm ). (5.43)
[V e cl (xm )] , M
(5.42)
The minimum of the approximate eective classical potential, W1 (x0 ) with respect to (x0 ) supplies us with a variational approximation to the free energy F1 , which in the limit T 0 yields a variational approximation to the ground state energy
E1 = F1 |T =0 W1 (xm )|T =0 . By taking the T 0 limit in (5.32) we see that

T 0 lim W1 (x0 ) =
(0)
(5.44)
1 h(x0 ) M2 (x0 )a2 (x0 ) + Va2 (x0 ). 2
(5.45)
In the same limit, Eq. (5.24) gives

T 0
lim a2 (x0 ) =
h , 2M(x0 )
(5.46)
so that
1 h2 1 lim W1 (x0 ) = h(x0 ) + Va2 (x0 ) = + Va2 (x0 ) . T 0 4 8 Ma2 (x0 )
(5.47)
376
The right-hand side is recognized as the expectation value of the Hamiltonian operator p2 H= + V (x) (5.48) 2M in a normalized Gaussian wave packet of width a centered at x0 : (x) = Indeed, 1 1 exp 2 (x x0 )2 . 2 )1/4 (2a 4a
(5.49)
1 h2 dx (x)H(x) = + Va2 (x0 ). (5.50) 8 Ma2 Let E1 be the minimum of this expectation under the variation of x0 and a2 : H
E1 = minx0 ,a2 H
(5.51)
This is the variational approximation to the ground state energy provided by the Rayleigh-Ritz method . In the low temperature limit, the approximation F1 to the free energy converges toward E1 : lim F1 = E1 . (5.52) The approximate eective classical potential W1 (x0 ) is for all temperatures and x0 more accurate than the estimate of the ground state energy E0 by the minimal expectation value (5.51) of the Hamiltonian operator in a Gaussian wave packet. For potentials with a pronounced unique minimum of quadratic shape, this estimate is known to be excellent. In Table 5.1 we list the energies E1 = W1 (0) for a particle in an anharmonic oscillator potential. Its action will be specied in Section 5.7, where the approximation W1 (x0 ) will be calculated and discussed in detail. The table shows that this approximation promises to be quite good [2]. With the eective classical potential having good high- and low-temperature limits, it is no surprise that the approximation is quite reliable at all temperatures. Even if the potential minimum is not smooth, the low-temperature limit can be of acceptable accuracy. An example is the three-dimensional Coulomb system for which the limit (5.51) becomes (with the obvious optimal choice x0 = 0) E1 = mina 3 h2 2 e2 8 Ma2 2a2 = 3 h2 . 8 Ma2 min (5.53)
T 0
The minimal value of a is amin = 9/32aH where aH = h2 /Me2 is the Bohr radius (4.339) of the hydrogen atom. In terms of it, the minimal energy has the value E1 = (4/3)e2 /aH . This is only 15% percent dierent from the true ground (0) state energy of the Coulomb system Eex = (1/2)e2 /aH . Such a high degree of accuracy may seem somewhat surprising since the exact Coulomb wave function (x) = (a3 )1/2 exp(r/aH ) is far from being a Gaussian. H
5.5 Weakly Bound Ground State Energy in Finite-Range Potential Well
377
Table 5.1 Comparison of variational energy E1 = limT 0 F1 , obtained from Gaussian (0) trial wave function, with exact ground state energy Eex . The energies of the rst two (1) (2) (0) (1) (0) excited states Eex and Eex are listed as well. The level splitting Eex = Eex Eex to the rst excited state is shown in column 6. We see that it is well approximated by the value of (0), as it should (see the discussion after Eq. (5.21).
g/4 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 10 50 100 500 1000 E1 0.5603 0.6049 0.6416 0.6734 0.7017 0.7273 0.7509 0.7721 0.7932 0.8125 1.5313 2.5476 3.1924 5.4258 6.8279 Eex 0.559146 0.602405 0.637992 0.668773 0.696176 0.721039 0.743904 0.765144 0.785032 0.803771 1.50497 2.49971 3.13138 5.31989 6.69422
(0)
Eex 1.76950 1.95054 2.09464 2.21693 2.32441 2.42102 2.50923 2.59070 2.66663 2.73789 5.32161 8.91510 11.1873 19.0434 23.9722
(1)
Eex 3.13862 3.53630 3.84478 4.10284 4.32752 4.52812 4.71033 4.87793 5.03360 5.17929 10.3471 17.4370 21.9069 37.3407 47.0173
(2)
Eex 1.21035 1.34810 1.45665 1.54816 1.62823 1.69998 1.76533 1.82556 1.86286 1.93412 3.81694 6.41339 8.05590 13.7235 17.2780
(0)
(0) 1.222 1.370 1.487 1.585 1.627 1.749 1.819 1.884 1.944 2.000 4.000 6.744 8.474 14.446 18.190
a2 (0) 0.4094 0.3650 0.3363 0.3154 0.2991 0.2859 0.2749 0.2654 0.2572 0.2500 0.1250 0.0741 0.0590 0.0346 0.0275
The partition function of the Coulomb system can be calculated only after subtracting the free-particle partition function and screening the 1/r -behavior down to a nite range. The eective classical free energy F1 of the Coulomb potential obtained by this method is, at any temperature, more accurate than the dierence (0) between E1 and Eex . More details will be given in Section 5.10.
5.5
Weakly Bound Ground State Energy in Finite-Range Potential Well
The variational approach allows us to derive a simple approximation for the boundstate energy in an arbitrarily shaped potential of nite range, for which the binding energy is very weak. Precisely speaking, the fallo of the ground state wave function has to lie outside the range of the potential. A typical example for this situation is the binding of electrons to Cooper pairs in a superconductor. The attractive force comes from the electron-phonon interaction which is weakened by the Coulomb repulsion. The potential has a complicated shape, but the binding energy is so weak that the wave function of a Cooper pair reaches out to several thousand lattice spacings, which is much larger than the range of the potential, which extends only over maximally a hundred lattice spacings. In this case one may practically replace the potential by an equivalent -function potential.
378
The present considerations apply to this situation. Let us assume the absolute minimum of the potential to lie at the origin. The rst-order variational energy at the origin is given by W1 (0) = + Va2 (0), (5.54) 2 where by (5.30) Va2 (0) =

dx 2 2 0 ex0 /2a V (x0 ). 2a2
(5.55)
By assumption, the binding energy is so small that the ground state wave function does not fall o within the range of V (x0 ). Hence we can approximate Va2 (0)

dx0 V (x0 ),
(5.56)
where we have inserted a2 = 1/2. Extremizing this in yields the approximate ground state energy 2 1 (0) dx0 V (x0 ) . (5.57) E1 2 By applying this result to a simple -function potential at the origin, V (x) = g(x), we nd an approximate ground state energy E1 = The exact value is
(0)
g > 0,
(5.58)
1 2 g . 2
(5.59)
1 E (0) = g 2 . (5.60) 2 The failure of the variational approximation is due to the fact that outside range the k|x| of the potential, the wave function is a simple exponential e with k = 2E (0) , and not a Gaussian. In fact, if we consider the expectation value of the Hamiltonian operator 1 d2 g(x) (5.61) H= 2 dx2 for a normalized trial wave function (x) = KeK|x|, (5.62) we obtain a variational energy W1 = K2 gK, 2 (5.63)
5.6 Possible Direct Generalizations
379
whose minimum gives the exact ground state energy (5.60). Thus, problems of the present type call for the development of a variational perturbation theory for which Eq. (5.54) and (5.55) read K2 + VK (0), (5.64) W (0) = 2 where dx 0 K|x0 | VK (0) = K e V (x0 ). (5.65) a For an arbitrary attractive potential whose range is much shorter than a, this leads to the correct energy for a weakly bound ground state E1
(0)
1 2
dx0 V (x0 )
(5.66)
5.6
Possible Direct Generalizations
Let us remark that there is a possible immediate generalization of the above variational procedure. One may treat higher components xm with m > 0 accurately, say up to m = m 1, where m is some integer > 1, using the ansatz Zm Dx( ) exp
dx0 le ( ) h
x2 ( ) + 2 (x0 , . . . , xm ) 2 0 2 m1 x( ) x0 (xm eim + c.c.) e(1/kB T )Lm (x0 ,...,xm ) 1 h M 2

m=1 m1 n=1 2 dxre dxim m + 2 (x0 ) m m 2 2 kB T /M m m
h/kB T
h (x0 )/2kB T eLm (x0 ,...,xm )/kB T , sinh( (x0 )/2kB T ) h
(5.67)
with the trial function Lm : Lm (x0 , . . . , xm ) = kB T h

h/kB T 0 m1
d Va2 m
x0 +
(xm eim + c.c.)

m=1
M 2 (x0 , . . . , xm )a2 , m 2 (5.68)
and a smearing square width of the potential a2 m = = 2kB T M kB T M 2
2 m=m m
1 + 2
m1
(5.69) 1 . 2 m + 2 m=1
h 2kB T h coth 1 2kB T 2kB T M
For the partition function alone the additional work turns out to be not very rewarding since it renders only small improvements. It turns out that in the low-temperature limit T 0, the free energy is still equal to the optimal expectation of the Hamiltonian operator in the Gaussian wave packet (5.49).
380
Note that the ansatz (5.7) [as well as (5.67)] cannot be improved by allowing the trial frequency (x0 ) to be a matrix mm (x0 ) in the space of Fourier components xm [i.e., by using 2 m |xm | ]. This would also lead to an exactly integrable m,m mm (x0 )xm xm instead of (x0 ) trial partition function. However, after going through the minimization procedure one would fall back to the diagonal solution mm (x0 ) = mm (x0 ).
5.7
Eective Classical Potential for Anharmonic Oscillator and Double-Well Potential
For a typical application of the approximation method consider the Euclidean action A[x] =
h /kB T 0
M 2 g x + 2 x2 + x4 . 2 4
(5.70)
Let us write 1/kB T as and use natural units with M = 1, h = kB = 1. We have to distinguish two cases: a) Case 2 > 0, Anharmonic Oscillator Setting 2 = 1, the smeared potential (5.30) is according to formula (3.876): Va2 (x0 ) = x2 g 4 a2 3 2 2 3g 4 0 + x0 + + gx0 a + a . 2 4 2 2 4 (5.71)
Dierentiating this with respect to a2 /2 gives, via (5.37), 2 (x0 ) = [1 + 3gx2 + 3ga2 (x0 )]. 0 This equation is solved at each x0 by iteration together with (5.24), a2 (x0 ) = 1 (x0 ) (x0 ) coth 1 . 2 (x0 ) 2 2 (5.73) (5.72)
An initial approximation such as (x0 ) = 0 is inserted into (5.73) to nd a2 (x0 ) /12, which serves to calculate from (5.72) an improved 2 (x0 ), and so on. The iteration converges rapidly. Inserting the nal a2 (x0 ), 2 (x0 ) into (5.71) and (5.32), we obtain the desired approximation W1 (x0 ) to the eective classical potential V e cl (x0 ). By performing the integral (5.39) in x0 we nd the approximate free energy F1 plotted as a function of in Fig. 5.2. The exact free-energy values are obtained from the known energy eigenvalues of the anharmonic oscillator. They are seen to lie closely below the approximate F1 curve. For comparison, we have also plotted the classical approximation Fcl = (1/) log Zcl which does not satisfy the Jensen-Peierls inequality and lies below the exact curve. In his book on statistical mechanics [3], Feynman gives another approximation, called here F0 , which can be obtained from the present W1 (x0 ) by ending the iteration of (5.72), (5.73) after the rst step, i.e., by using the constant nonminimal
5.7 Eective Classical Potential for Anharmonic Oscillator
381
Figure 5.2 Approximate free energy F1 of anharmonic oscillator as compared with the exact energy Fex , the classical limit Fcl = (1/) log (dx/ 2)eV (x) , as well as an earlier approximation F0 = (1/) log Z0 of Feynmans corresponding to F1 for the nonoptimal choice = 0, a2 = /12. Note that F0 , F1 satisfy the inequality F0,1 F , while Fcl does not.
variational parameters (x0 ) 0, a2 (x0 ) h2 /12M. This leads to the approxi mation 1 1 h2 V (x0 ) + Va2 (x0 ) V (x0 ) + 2 12M 8 h2 12M
2
V (4) (x0 ) + . . . ,
(5.74)
referred to as Wigners expansion [4]. The approximation F0 is good only at higher temperatures, as seen in Fig. 5.2. Just like F1 , the curve F0 lies also above the exact curve since it is subject to the Jensen-Peierls inequality. Indeed, the inequality holds for the potential W1 (x0 ) in the general form (5.32), i.e., irrespective of the minimization in a2 (x0 ). Thus it is valid for arbitrary 2 (x0 ), in particular for 2 (x0 ) 0. In the limit T 0, the free energy F1 yields the following approximation for the ground state energy E (0) of the anharmonic oscillator: E1 =
(0)
1 3 g + + . 4 4 4 42
(5.75)
382
This approximation is very good for all coupling strengths, including the strongcoupling limit. In this limit, the optimal frequency and energy have the expansions 1 = and E1 (g) g 4
(0)
g 4
1/3
61/3 +
1 21/3 34/3
1 + ... (g/4)2/3
(5.76)
g 4
1/3
1/3
1 + ... (g/4)2/3 1 + ... . 0.681420 + 0.13758 (g/4)2/3 + 27/3 31/3
3 4
4/3
(5.77)
The coecients are quite close to the precise limiting expression to be calculated in Section 5.15 (listed in Table 5.9). b) Case 2 < 0: The Double-Well Potential For 2 = 1, we slightly modify the potential by adding a constant 1/4g, so that it becomes x2 g 4 1 V (x) = + x + . (5.78) 2 4 4g The additional constant ensures a smooth behavior of the energies in the limit g 0. Since the potential possesses now two symmetric minima, it is called the double-well potential . Its smeared version Va2 (x0 ) can be taken from (5.71), after a sign change in the rst and third terms (and after adding the constant 1/4g). Now the trial frequency 2 (x0 ) = 1 + 3gx2 + 3ga2(x0 ) 0 (5.79)
can become negative, although it turns out to remain always larger than 4 2 / 2, since the solution is incapable of crossing the rst singularity in the sum (5.24) from the right. Hence the smearing square width a2 (x0 ) is always positive. For 2 (4 2 / 2 , 0), the sum (5.24) gives a2 (x0 ) = = 2
2 m=1 m
1 + 2 (x0 ) |(x0 )| |(x0 )| cot 1 , 2 2 (5.80)
1 2 (x0 )
which is the expression (5.73), continued analytically to imaginary (x0 ). The above procedure for nding a2 (x0 ) and 2 (x0 ) by iteration of (5.79) and (5.80) is not applicable near the central peak of the double well, where it does not converge. There one nds the solution by searching for the zero of the function of 2 (x0 ) 1 f (2 (x0 )) a2 (x0 ) [1 + 2 (x0 ) 3gx2 ], (5.81) 0 3g
383
with a2 (x0 ) calculated from (5.80) or (5.73). At T = 0, the curves have for g gc two symmetric nontrivial minima at xm with xm = where Eq. (5.79) becomes These disappear for 1 3ga2 , g (5.82) (5.83)
2 (xm ) = 2 6ga2 (xm ). g > gc =
4 2 0.3629 . (5.84) 9 3 The resulting eective classical potentials and the free energies are plotted in Figs. 5.3 and 5.4.
Figure 5.3 Eective classical potential of double well V (x) = x2 /2 + gx4 /4 + 1/4g at various g for T = 0 and T = [where it is equal to the potential V (x) itself]. The > quantum uctuations at T = 0 smear out the double well completely if g 0.4, but not if g = 0.2.
It is useful to compare the approximate eective classical potential W1 (x) with the true one V e cl (x) in Fig. 5.5. The latter was obtained by Monte Carlo simulations of the path integral of the double-well potential, holding the path average x = (1/) 0 d x( ) xed at x0 . The coupling strength is chosen as g = 0.4, where the worst agreement is expected. (0) In the limit T 0, the approximation F1 yields an approximation E1 for the ground state energy. In the strong-coupling limit, the leading behavior is the same as in Eq. (5.77) for the anharmonic oscillator.
384
Figure 5.4 Free energy F1 in double-well potential (5.78), compared with the exact free energy Fex , the classical limit Fcl , and Feynmans approximation F0 (which coincides with F1 for the nonminimal values = 0, a2 = /12).
Let us end this section with the following remark. The entire approximation procedure can certainly also be applied to a time-sliced path integral in which the time axis contains N + 1 discrete points n = n , n = 0, 1, . . . N. The only change in the above treatment consists in the replacement 1 2 m m m = 2 [2 2 cos( m )]. (5.85)
Hence the expression for the smearing square width parameter a2 (x0 ) of (5.24) is replaced by a2 (x0 ) =
mmax 2kB T m m + 2 (x0 ) log 2 (x ) M 0 m=1 kB T 1 sinh( N (x0 )/2kB T ) h = log (5.86) M h(x0 )/2kB T h(x0 ) 1 kB T hN (x0 ) = coth 1 , 2 (x ) M 0 2kB T 2kB T cosh( N (x0 )/2)
385
Figure 5.5 Comparison of approximate eective classical potential W1 (x0 ) (dashed curves) and W3 (x0 ) (solid curves) with exact V e cl (x0 ) (dots) at various inverse temperatures = 1/T . The data dots are obtained from Monte Carlo simulations using 105 congurations [W. Janke and H. Kleinert, Chem. Phys. Lett. 137 , 162 (1987) (http://www.physik.fu-berlin.de/~kleinert/154)]. We have picked the worst case, g = 0.4. The solid lines represent the higher approximation W3 (x0 ), to be calculated in Section 5.13.
where mmax = N/2 for even and (N 1)/2 for odd N [recall (2.383)], and N (x0 ) is dened by sinh[ N (x0 )/2] (x0 )/2 (5.87) [see Eq. (2.391)]. The trial potential W1 (x0 ) now reads W1 (x0 ) kB T log M sinh hN (x0 )/2kB T + Va2 (x0 ) (x0 ) 2 (x0 )a2 (x0 ), h(x0 )/2kB T 2 (5.88)
rather than (5.32). Minimizing this in a2 (x0 ) gives again (5.37) and (5.38) for 2 (x0 ). In Fig. 5.6 we have plotted the resulting approximate eective classical potential W1 (x0 ) of the double-well potential (5.78) with g = 0.4 at a xed large value = 20 for various numbers of lattice points N + 1. It is interesting to compare these plots with the exact curves, obtained again from Monte Carlo simulations. For N = 1, the agreement is exact. For small N, the agreement is good near and outside the potential minima. For larger N, the exact eective classical potential has oscillations which are not reproduced by the approximation.
386
1.0 g =0.4, =20 0.8
0.6 W1 0.4
0.2
0.0
-2
-1
0 x0
Figure 5.6 Eective classical potential W1 (x0 ) for double-well potential (5.78) with g = 0.4 at xed low temperature T = 1/ = 1/20, for various numbers of time slices t N + 1 = 2 (), 4 ( ), 8 ( ), 16 (3), 32 (+), 64 ( ). The dashed line represents the original potential V (x0 ). For the source of the data points, see the previous gure caption.
5.8
Particle Densities
It is possible to nd approximate particle densities from the optimal eective classical potential W1 (x0 ) [5, 6]. Certainly, the results cannot be as accurate as those for the free energies. In Schrdinger quantum mechanics, it is well known that variational o methods can give quite accurate energies even if the trial wave functions are only of moderate quality. This has also been seen in the Eq. (5.53) estimate to the ground state energy of the Coulomb system by a Gaussian wave packet. The energy is a rather global property of the system. For physical quantities such as particle densities which contain local information on the wave functions, the approximation is expected to be much worse. Let us nevertheless calculate particle densities of a quantum-mechanical system. For this we tie down the periodic particle orbit in the trial partition function Z1 for an arbitrary time at a particular position, say xa . Mathematically, this is enforced with the help of a -function: (xa x( )) = (xa x0 =
m=1
(xm eim + c.c.)) . (5.89)
dk exp ik xa x0 (xm eim + c.c.) 2 m=1
With this, we write the path integral for the particle density [compare (2.345)] (xa ) = Z 1
h Dx (xa x( ))eA/
(5.90)
5.8 Particle Densities
387
and decompose (xa ) = Z 1

dx0 le ( ) h
dk ik(xa x0 ) e 2
h x Dx( x0 )eikm=1 (xm +c.c.) eA/ .
(5.91)
The approximation W1 (x0 ) is based on a quasiharmonic treatment of the xm -
Figure 5.7 Approximate particle density (5.94) of anharmonic oscillator for g = 40, as compared with the exact density (x) = Z 1 n |n (x)|2 eEn , obtained by integrating the Schrdinger equation numerically. The curves are labeled by their values with the o subscripts 1, ex, cl indicating the approximation.
uctuations for m > 0. For harmonic uctuations we use Wicks rule of Section 3.10 to evaluate eikm=1 (xm e
im +c.c.)
x0
ek
2 m=1
|xm |2
x0
ek
2 a2 /2
(5.92)
which is true for any . Thus we could have chosen any in the -function (5.89) to nd the distribution function. Inserting (5.92) into (5.91) we can integrate out k and nd the approximation to the particle density (xa ) Z
1
dx0 e(xa x0 ) /2a (x0 ) V e cl (x0 )/kB T e . le ( ) h 2a2 (x0 )
(5.93)
388
Figure 5.8 Particle density (5.94) in double-well potential (5.78) for the worst choice of the coupling constant, g = 0.4. Comparison is made with the exact density (x) = o Z 1 n |n (x)|2 eEn obtained by integrating the Schrdinger equation numerically. The curves are labeled by their values with the subscripts 1, ex, cl indicating the approxima2 2 tion. For , the distribution tends to the Gaussian ex /2a / 2a2 with a2 = 1.030 (see Table 5.1).
By inserting for V e cl (x0 ) the approximation W1 (x0 ), which for Z yields the approximation Z1 , we arrive at the corresponding approximation for the particle distribution function: 2 2 dx0 e(xa x0 ) /2a (x0 ) W1 (x0 )/kB T 1 1 (xa ) = Z1 e . (5.94) h le ( ) 2a2 (x0 )
This has obviously the correct normalization dxa 1 (xa ) = 1. Figure 5.7 shows a comparison of the approximate particle distribution functions of the anharmonic oscillator with the exact ones. Both agree reasonably well with each other. In Fig. 5.8, the same plot is given for the double-well potential at a coupling g = 0.4. Here the agreement at very low temperature is not as good as in Fig. 5.7. Compare, for example, the zero-temperature curve 1 with the exact curve ex . The rst has only a single central peak, the second a double peak. The reason for this discrepancy is the correspondence of the approximate distribution to an optimal Gaussian wave function which happens to be centered at the origin, in spite of the double-well shape of the potential. In Fig. 5.3 we see the reason for this: The approximate eective classical potential W1 (x0 ) has, at small temperatures up to T 1/10, only one minimum at the origin, and this becomes the center of the optimal Gaussian wave function. For larger temperatures, there are two minima and the approximate distribution function 1 (x) corresponds roughly to two Gaussian wave packets centered around these minima. Then, the agreement with the exact
5.9 Extension to D Dimensions
389
distribution becomes better. We have intentionally chosen the coupling g = 0.4, where the result would be about the worst. For g 0.4, both the true and the approximate distributions have a single central peak. For g 0.4, both have two peaks at small temperatures. In both limits, the approximation is acceptable.
5.9
Extension to D Dimensions
The method can easily be extended to approximate the path integral of a particle moving in a D-dimensional x-space. Let xi be the D components of x. Then the trial frequency 2 (x0 ) in (5.7) must be taken as a D D -matrix. In the special ij case of V (x) being rotationally symmetric and depending only on r = x2 , we may introduce, as in the discussion of the eective action in Eqs. (3.681)(3.686), longitudinal and transverse parts of 2 (x0 ) via the decomposition ij 2 (x0 ) = 2 (r0 )PLij (x0 ) + 2 (r0 )PT ij (x0 ), ij L T where
2 PLij ( 0 ) = x0i x0j /r0 , x 2 PT ij ( 0 ) = ij x0i x0j /r0 , x
(5.95) (5.96)
are projection matrices into the longitudinal and transverse directions of x0 . Analogous projections of a vector are dened by xL PL (x0 ) x, xT PT (x0 ) x. Then the anisotropic generalization of W1 (x0 ) becomes sinh hT /2kB T sinh hL /2kB T + (D 1) log hL /2kB T hT /2kB T M 2 2 L aL + (D 1)2 a2 + VaL ,aT , (5.97) T T 2 with all functions on the right-hand side depending only on r0 . The bold-face superscript indicates the presence of two variational frequencies (L , T ). The smeared potential is now given by W1 (r0 ) = kB T log VaL ,aT (r0 ) = 1 2a2 L 1 2a2 T
D1 i=1 D
dxi V (x0 + x), (5.98)
exp
1 2 2 aL xL + a2 x2 T T 2
which can also be written as 1 x 2 x 2 VaL ,aT (r0 ) = dxL dD1 xT exp L T V (x0 +x). (5.99) 2D2 2a2 2a2 L T (2)D a2 aT L For higher temperatures where the smearing widths a2 , a2 are small, we set V (x) L T v(r 2 ), so that
2 V (x) = v(r0 + 2r0 xL + x2 + x2 ) = L T
1 (n) 2 v (r0 ) 2r0 xL + x2 + x2 L T n! n=0 .
2 v(r0 + )e(2r0 xL +xL +xT )

2 2
=0
(5.100)
390
Inserting this into the right-hand side of (5.98), we nd

2 VaL ,aT (r0 ) = v(r0 + )
1 1 2a2 L 1
1 2a2 T
2 2r0 2 a2 /(12a2 ) L L D1 e
=0
(5.101)
which has the expansion

2 2 VaL ,aT (r0 ) = v(r0 ) + v (r0 )[a2 + (D 1)a2 ] L T 1 2 2 + v (r0 )[3a4 + 2(D 1)a2 a2 + (D 2 1)a4 + 4r0 a2 ] + . . . . L L T T L 2
(5.102)
2 The prime abbreviates the derivative with respect to r0 . In general it is useful to insert into (5.98) the Fourier representation for the potential dD k ikx V (x) = e V (k), (5.103) (2)D
which makes the x-integration Gaussian, so that (5.99) becomes Va2 ,a2 (r0 ) = L T dD k a2 2 a2 2 V (k) exp L kL T kT ir0 kL . (2)D 2 2 (5.104)
Exploiting the rotational symmetry of the potential by writing V (k) v(k 2 ), we decompose the measure of integration as dD k SD1 = D (2) (2)D where SD =

dkL
D2 dkT kT ,
(5.105)
2 D/2 (D/2)
(5.106)
is the surface of a sphere in D dimensions, and further with kL = k cos , kT = k sin : dD k SD1 1 dk k D1 . (5.107) d cos = D D 1 (2) (2) 0 This brings (5.104) to the form Va2 ,a2 (r0 ) = L T SD1 (2)D
1 1 1
du
dk k D1 v(k 2 ) . (5.108)
exp
1 2
a2 u2 + a2 (1 u2 ) k 2 ir0 u L T
The nal eective classical potential is found by minimizing W1 (r0 ) at each r0 in aL , aT , L , T . To gain a rough idea about the solution, it is usually of advantage to study rst the isotropic approximation obtained by assuming a2 (r0 ) = a2 (r0 ), and L T to proceed later to the anisotropic approximation.
5.10 Application to Coulomb and Yukawa Potentials
391
5.10
Application to Coulomb and Yukawa Potentials
The eective classical potential can be useful also for singular potentials as long as the smearing procedure makes sense. An example is the Yukawa potential V (r) = (e2 /r)emr , d3 k eikx = 4 (2)3 k 2 + m2 d3 x 2a2
3
2 a2 /2
(5.109)
which reduces to the Coulomb potential for m 0. Using the Fourier representation V (r) = 4
0
d3 k (k2 +m2 ) e , (2)3
(5.110)
we easily calculate the isotropically smeared potential Va2 (r0 ) = e2 exp 1 (x0 x)2 V (r) 2a2 1 2 2 2 2 da exp r0 /2a m2 a /2 23 a2 2a
r0 / 2a2 0
= e2 2em
2
2em a /2 1 = e r0
2 2
dte(t
2 +m2 r 2 /4t2 ) 0
(5.111)
In the Coulomb limit m 0, the smeared potential becomes equal to the Coulomb potential multiplied by an error function, Va2 (r0 ) = where the error function is dened by 2 erf(z)
z 0
e2 erf(r0 / 2a2 ), r0
(5.112)
dxex .
(5.113)
The smeared potential is no longer singular at the origin, e2 Va2 (0) = a 2 m2 a2 /2 e . (5.114)
The singularity has been removed by quantum uctuations. In this way the eective classical potential explains the stability of matter in quantum physics, i.e., the fact that atomic electrons do not fall into the origin. The eective classical potential of the Coulomb system is then by the isotropic version of (5.97) 3 sinh[ (x0 )/2] |x0 | 3 h e2 W1 (x0 ) = ln erf M2 (x0 )a2 (x0 ). (5.115) 2 (x ) h(x0 )/2 |x0 | 2 2a 0

Minimizing W1 (r0 ) with respect to a2 (r0 ) gives an equation analogous to Eq. (5.37) determining the frequency 2 (r0 ) to be 2 1 1 2 2 2 (r0 ) = e2 er0 /2a . 3 2 (a2 )3/2 (5.116)
392
Figure 5.9 Approximate eective classical potential W1 (r0 ) of Coulomb system at various temperatures (in multiples of 104 K). It is calculated once in the isotropic (dashed curves) and once in the anisotropic approximation. The improvement is visible in the insert which shows W1 /V . The inverse temperature values of the dierent curves are = 31.58, 15.78, 7.89, 3.945, 1.9725, 0.9863, 0 atomic units, respectively.
We have gone to atomic units in which e = M= h= kB = 1, so that energies and 4 temperatures are measured in units of E0 = Me /M 2 4.36 1011 erg 27.21eV h and T0 = E0 /kB 31575K, respectively. Solving (5.116) together with (5.24), we nd a2 (r0 ) and the approximate eective classical potential (5.32). The result is shown in Fig. 5.9 as a dashed curve. The above approximation may now be improved by treating the uctuations anisotropically, as described in the previous section, with dierent 2 (x0 ) for radial and tangential uctuations xL and xT , and the eective potential following Eqs. (5.97) and (5.98). For the anisotropically smeared Coulomb potential we calculate from (5.108): Va2 ,a2 (r0 ) = L T 1 2
1 1
du
e2 a2 u2 + a2 (1 u2 ) L T
exp
2 r0 u 2 . 2 [a2 u2 + a2 (1 u2 )] L T
(5.117)
Introducing the variable = a2 u/ a2 2 + a2 (1 2 ), which runs through the L L T same interval [1, 1] as u, we rewrite this as Va2 ,a2 (r0 ) = e2 L T a2 L 2
1 1
2 exp[(r0 /2a2 )2 ] L . a2 (1 2 ) + a2 2 L T
(5.118)
Extremization of W1 (r0 ) in Eq. (5.97) yields the equations for the trial frequencies 2 (r0 ) T a2 L Va2 ,a2 = e2 a2 T L 2 T
1 1
2 2 exp[(r0 /2a2 )2 ] L , [a2 (1 2 ) + a2 2 ]2 L T
(5.119)
5.10 Application to Coulomb and Yukawa Potentials
393
3 Figure 5.10 Particle distribution g(r) 2 (r) in Coulomb potential at different temperatures T (the same as in Fig. 5.9), calculated once in the isotropic and once in the anisotropic approximation. The dotted curves show the classical distribution. For low and intermediate temperatures the exact distributions of R.G. Storer, J. Math. Phys. 9 , 964 (1968) are well represented by the two lowest energy levels for which (r)= 1 e2r e/2 +(1/8)(1 r + r 2 /2)er e/8 +(1/38 )(243 324r + 216r 2 48r 3 +4r 4 )e2r/3 e/18 .
2 (r0 )
1 1 2 [L + 22 ] = + 2 2 Va2 ,a2 T 2 T L 3 3 aL aT 2 1 1 2 = e2 exp(r0 /2a2 ). L 3 2 a2 a4 L T 1 2 (r0 ) L,T L,T (r0 ) L,T (r0 ) coth 1 . 2 2
(5.120)
These equations have to be solved together with a2 (r0 ) = L,T (5.121)
Upon inserting the solutions into (5.97), we nd the approximate eective classical potential plotted in Fig. 5.9 as a solid curve. Let us calculate the approximate particle distribution functions using a three-dimensional anisotropic version of Eq. (5.94). With the potential W1 (r0 ), we arrive at the integral [6] 1 (r) = d x0
0 3
e(z0 r)
1 1
e(x0 +y0 )/2aT eW1 (r0 ) 2 3/2 2a2 (r0 ) 2aT (r0 ) (2) L d e(r0 r) er0 (1 )/2aT eW1 (r0 ) . 2a2 (r0 ) (2)3/2 T 2a2 (r0 ) L
2 /2a2 L 2 2 2
2 /2a2 L
= 2
dr0
(5.122)
The resulting curves to dierent temperatures are plotted in Fig. 5.10 and compared with the exact distribution as given by Storer. The distribution obtained from the earlier isotropic approximation (5.116) to the trial frequency 2 (r0 ) is also shown.
394
5.11
Hydrogen Atom in Strong Magnetic Field
The recent discovery of magnetars [7] has renewed interest in the behavior of charged particle systems in the presence of extremely strong external magnetic elds. In this new type of neutron stars, electrons and protons from decaying neutrons produce magnetic elds B reaching up to 1015 G, much larger than those in neutron stars and white dwarfs, where B is of order 1010 1012 G and 106 108 G, respectively. Analytic treatments of the strong-eld properties of an atomic system are difcult, even in the zero-temperature limit. The reason is a logarithmic asymptotic behavior of the ground state energy to be derived in Eq. (5.132). In the weak-eld limit, on the other hand, perturbative approaches yield well-known series expansions in powers of B 2 up to B 60 [8]. These are useful, however, only for B B0 , where B0 3 3 2 5 is the atomic magnetic eld strength B0 = e M / 2.35 10 T = 2.35 109 G. h So far, the most reliable values for strong uniform elds were obtained by numerical calculations [9]. The variational approach can be used to derive a single analytic expression for the eective classical potential applicable to all eld strengths and temperatures [10]. The Hamiltonian of the electron in a hydrogen atom in a uniform external magnetic eld pointing along the positive z-axis is the obvious extension of the expression in Eq. (2.638) by a Coulomb potential: H(p, x) = 1 2 M 2 2 e2 p + B x B lz (p, x) , 2M 2 |x| (5.123)
where B denotes the B-dependent magnetic frequency L /2 = eB/2Mc of Eq. (2.643), i.e., half the Landau or cyclotron frequency. The magnetic vector potential has been chosen in the symmetric gauge (2.632). Recall that lz is the z-component of the orbital angular momentum lz (p, x) = (x p)z [see (2.639)]. At rst, we restrict ourselves here to zero temperature. From the imaginary-time version of the classical action (2.632) we see that the particle distribution function in the orthogonal direction of the magnetic eld is, for xb = 0, yb = 0, proportional to M (5.124) exp B x2 . a 2 This is the same distribution as for a transverse harmonic oscillator with frequency B . Being at zero temperature, the rst-order variational energy requires knowing the smeared potential at the origin. Allowing for a dierent smearing width a2 and a2 along an orthogonal to the magnetic eld, we may use Eq. (5.118) to write Va2 ,a2 (0) = e2 Performing the integral yields Va2 ,a2 (0) = e2 a 1 2 arccosh . 2 2(a a ) a
2
1 2a2
1 1
(1
2 )
1 . + 2 a2 /a2
(5.125)
(5.126)
5.11 Hydrogen Atom in Strong Magnetic Field
395
Since the ground state energies of the parallel and orthogonal oscillators are /2 and 2 /2, we obtain immediately the rst-order variational energy W1 (0) = + M 2 + Va2 ,a2 (0) + ( 2 2 )a2 + M(B 2 )a2 , 2 2 (5.127)
with = 0 and a2, = 1/2 , . In this expression we have ignored the second term in the Hamiltonian (5.123), since the angular momentum lz of the ground state must have a zero expectation value. For very strong magnetic elds, the transverse variational frequency T will become equal to B , such that in this limit W (0) B + Extremizing this in yields 2B 4e4 log2 4 , e (5.129) 8B . e2 log 4 (5.128)
and thus an approximate ground state energy E1 B

(0)
2B e4 log2 4 . e
(5.130)
The approach to very strong elds can be found by extremizing the energy (5.127) also in . Going over to atomic units with e = 1 and m = 1, where energies are measured in units of 0 = Me4 / 2 2 Ryd 27.21 eV, temperatures in 0 /kB h 5 3.16 10 K, distances in Bohr radii aB = h2 /Me2 0.53 108 cm, and magnetic 3 3 2 eld strengths in B0 = e M / 2.35 105 T = 2.35 109 G, the extremization h yields 2a 2 a2 = ln B 2lnln B + + 2 + b + O(ln3 B), ln B ln B (5.131) with abbreviations a = 2 ln 2 1.307 and b = ln(/2) 2 1.548. The associated optimized ground state energy is, up to terms of order ln2 B, B , 2 E (0) (B) = B 1 2 ln2 B 4 ln B lnln B + 4 ln2 ln B 4b lnln B + 2(b + 2) ln B + b2 1 8 ln2 ln B 8b lnln B + 2b2 ln B + O(ln2 B). (5.132)
The prefactor 1/ of the leading ln2 B-term using a variational ansatz of the type (5.64), (5.65) for the transverse degree of freedom is in contrast to the value 1/2 calculated in the textbook by Landau and Lifshitz [11]. The calculation of higher orders in variational perturbation theory would drive our value towards 1/2.
396
Table 5.2 Example for competing leading six terms in large-B expansion (5.132) at B = 105 B0 2.35 1014 G.
(1/)ln2 B 42.1912 (4/)ln B lnln B 35.8181 (4/) ln2 ln B 7.6019 (4b/) lnln B 4.8173 [2(b + 2)/] ln B 3.3098 b2 / 0.7632
30
Landau: log2 B 2 /2 (B)/2Ryd
10 8 6
20
10
Figure 5.11 First-order variational result for binding energy (5.133) as a function of the strength of the magnetic eld. The dots indicate the values derived in the reference given in Ref. [12]. The long-dashed curve on the left-hand side shows the simple estimate 0.5 ln2 B of the textbook by Landau and Lifshitz [11]. The right-hand side shows the successive approximations from the strong-eld expansion (5.134) for N = 0, 1, 2, 3, 4, with decreasing dash length. Fat curve is our variational approximation.
The convergence of the expansion (5.132) is quite slow. At a magnetic eld strength B = 105 B0 , which corresponds to 2.35 1010 T = 2.35 1014 G, the contribution from the rst six terms is 22.87 [2 Ryd]. The next three terms suppressed by a factor ln1 B contribute 2.29 [2 Ryd], while an estimate for the ln2 B-terms yields nearly 0.3 [2 Ryd]. Thus we nd (1) (105 ) = 20.58 0.3 [2 Ryd]. Table 5.2 lists the values of the rst six terms of Eq. (5.132). This shows in particular the signicance of the second term in (5.132), which is of the same order of the leading rst term, but with an opposite sign. The eld dependence of the binding energy B E (0) 2
is plotted in Fig. 5.11, where it is compared with the results of other authors who used completely dierent methods, with satisfactory agreement [12]. On the strongcoupling side we have plotted successive orders of a strong-eld expansion [24]. The
1000

2000
4 2 500 1000
B/B0
1500
2000
(B)
(5.133)
397
curves result from an iterative solution of the sequence of implicit equations for the (4B)/2 for N = 1, 2, 3, 4: quantity w(B) = w= where 2 1 2 B , a3 w , a4 = a1 ( +log 2), a2 log 2 12w B 2w 2 2 D, B 2 (5.135)
N B 1 log 2 + an (B, w), 2 w n=1
(5.134)
and D denotes the integral D 2 0 dy (y/ y 2 + 11) log y 0.03648, where 0.5773 is the Euler-Mascheroni constant (2.461). Our results are of similar accuracy as those of other rst-order calculations based on an operator optimization method [25]. The advantage of our variational approach is that it yields good results for all magnetic eld strengths and temperatures, and that it can be improved systematically by methods to be developed in Section 5.13, with rapid convergence. The gure shows also the energy of Landau and Lifshitz which grossly overestimates the binding energies even at very large magnetic elds, such as 2000B0 1012 G. Obviously, the nonleading terms in Eq. (5.132) give important contributions to the asymptotic behavior even at such large magnetic elds. As an peculiar property of the asymptotic behavior, the absolute value of the dierence between the Landau-Lifshitz result and our approximation (5.132) diverges with increasing magnetic eld strengths B. Only the relative dierence decreases.
5.11.1
Weak-Field Behavior
Let us also calculate the weak-eld behavior of the variational energy (5.127). Setting / , we rewrite W1 (0) as 1 B2 1 1 + W1 (0) = 1+ + ln . (5.136) 2 2 8 1 1+ 1 This is minimized in and by expanding (B) and (B) in powers of B 2 with unknown coecients, and inserting these expansions into extremality equations. The expansion coecients are then determined order by order. The optimal expansions are inserted into (5.136), yielding the optimized binding energy (1) (B) as a power series W1 (0) = n B 2n .
n=0
(5.137)
The coecients n are listed in Table 5.3 and compared with the exact ones. Of course, the higher-order coecients of this rst-order variational approximation become rapidly inaccurate, but the results can be improved, if desired, by going to higher orders in variational perturbation theory of Section 5.13.
398
Table 5.3 Perturbation coecients up to order B 6 in weak-eld expansions of variational parameters, and binding energy in comparison to exact ones (from J.E. Avron et al. and B.G. Adams et al. quoted in Notes and References).
n n n n ex n 0 1.0 32 1.1318 9 4 0.4244 3 0.5 1 405 2 0.5576 7168 99 1.3885 224 9 0.2209 128 0.25 2 16828965 4 1.3023 1258815488 1293975 3 2.03982 19668992 8019 3 0.1355 1835008 53 0.2760 192 3 3886999332075 6 4.2260 884272562962432 524431667187 5 5.8077 27633517592576 256449807 5 0.2435 322256764928 5581 1.2112 4608
5.11.2
Eective Classical Hamiltonian
The quantum statistical properties of the system at an arbitrary temperature are contained in the eective classical potential H e cl (p0 , x0 ) dened by the threedimensional version of Eq. (3.821): D 3 p (3) h h (x0 x)(2 )3 (p0 p) eA[p,x]/ , (2 )3 h (5.138) where Ae [p, x] is the Euclidean action B(p0 , x0 ) eH
e cl (p 0 ,x0 )
D3x
Ae [p, x] =
h 0
d [ip( )x( ) + H(p( ), x( ))],
(5.139)
h h h h and x = 0 d x( )/ and p = 0 d p( )/ are the temporal averages of position and momentum. Note that the deviations of p( ) from the average p0 share with x( )x0 the property that the averages of the squares go to zero with increasing temperatures like 1/T , and remains nite for T 0. while the expectation of p2 grows linearly with T (Dulong-Petit law). For T 0, the averages of the squares of p( ) remain nite. This property is the basis for a reliable accuracy of the variational treatment. Thus we separate the action (5.139) (omitting the subscript e) as p Ae [p, x] = H(p0 , x0 ) + A0 ,x0 [p, x] + Aint [p, x],
(5.140)
where Ap0 ,x0 [p, x] is the most general harmonic trial action containing the magnetic eld. It has the form (3.825), except that we use capital frequencies to emphasize that they are now variational parameters:
p A0 ,x0 [p, x] =
1 [p( ) p0 ]2 2M 0 M 2 M +B lz (p( )p0 , x( )x0 ) + [x ( )x0 ]2 + 2 [z( ) z0 ]2 . (5.141) 2 2

h
i[p( ) p0 ] x( ) +
The vector x = (x, y) is the projection of x orthogonal to B.

399
The trial frequencies = (B , , ) are arbitrary functions of p0 , x0 , and B. Inserting the decomposition (5.140) into (5.138), we expand the exponential of the interaction, exp {Aint [p, x]/ }, and obtain a series of expectation values of powers h p of the interaction An [p, x] 0 ,x0 , dened in general by the path integral int O[p, x]
p0 ,x0
1
p Z0 ,x0
D3x
D3p h O[p, x] (3) (x0 x)(2 )3 (p0 p) (2 )3 h (5.142)
1 exp Ap0 ,x0 [p, x] , h
p where the local partition function in phase space Z0 ,x0 is the normalization factor p0 ,x0 which ensures that 1 = 1. From Eq. (3.826) we know that p Z0 ,x0 eF
p0 ,x0
3 = le ( ) h
h /2 h+ /2 h /2 , sinh h+ /2 sinh h /2 sinh h /2
(5.143)
where B . In comparison to (3.826), the classical Boltzmann factor eH(p0 ,x0 ) is absent due to the shift of the integration variables in the action (5.141). Note that the uctuations p( ) p0 decouple from p0 just as x( ) x0 decoupled from x0 due to the absence of zero frequencies in the uctuations. Rewriting the perturbation series as a cumulant expansion, evaluating the expectation values, and integrating out the momenta on the right-hand side of Eq. (5.138) leads to a series representation for the eective classical potential Ve (x0 ). Since it is impossible to sum up the series, the perturbation expansion (N ) must be truncated, leading to an Nth-order approximation W (x0 ) for the ef(N ) fective classical potential. Since the parameters are arbitrary, W (x0 ) should depend minimally on . This determines the optimal values of to be equal (N ) (N ) (N ) to (N ) (x0 ) = (B (x0 ), (x0 ), (x0 )) of Nth order. Reinserting these into W (x0 ) yields the optimal approximation W (N ) (x0 ) W(N) (x0 ). The rst-order approximation to the eective classical potential is then, with = 0, = B ,
p W (x0 ) = F0 ,x0 (1) (N ) (N )
The smearing of the Coulomb potential is performed as in Section 5.10. This yields the result (5.117). with the longitudinal width a2 (x0 ) = G(2) x0 (, ) = zz h (x0 ) h (x0 ) 1 coth 1 , 2 M (x0 ) 2 2 (5.145)
and an analog transverse width.
M B (x0 )[B B (x0 )] b2 (x0 ) a2 (x0 ) 2 p0 ,x0 e2 M 2 1 + . B 2 (x0 ) 2 a2 (x0 ) 2 2 |x|
(5.144)
400


3
1

0

Figure 5.12 Eective classical potential of atom in strong magnetic eld plotted along 2 two directions: once as a function of the coordinate 0 = x2 + y0 perpendicular to the 0 eld lines at z0 = 0 (solid curves), and once parallel to the magnetic eld as a function of z0 at 0 = 0 (dashed curves). The inverse temperature is xed at = 100, and the strengths of the magnetic eld B are varied (all in natural units).
The quantity b2 (x0 ) is new in this discussion based on the canonical path in tegral. It denotes the expectation value associated with the z-component of the angular momentum 1 b2 (x0 ) lz p0 ,x0 , (5.146) MB which can also be written as b2 (x0 ) = 2 x( )py ( ) MT 1
p0 ,x0
According to Eq. (3.355), the correlation function x( )py ( ) x( )py ( )

p0 ,x0 = (2) (2)
iM G2 ,B,xx (, ) MB G2 ,B,xy (, ),
where the expressions on the right-hand side are those of Eqs. (3.326) and (3.328), with replaced by . The variational energy (5.144) is minimized at each x0 , and the resulting (N ) W (x0 ) is displayed for a low temperature and dierent magnetic elds in Fig. 5.12. The plots show the anisotropy with respect to the magnetic eld direction. The anisotropy grows when lowering the temperature and increasing the eld strength. Far away from the proton at the origin, the potential becomes isotropic, due to the decreasing inuence of the Coulomb interaction. Analytically, this is seen by going

10
15
20
.
p0 ,x0
(5.147) is given by (5.148)
5.12 Variational Approach to Excitation Energies
401
to the limits 0 or z0 , where the expectation value of the Coulomb potential tends to zero, leaving an eective classical potential M (1) p 2 W (x0 ) F0 ,x0 MB ( B ) b2 + M 2 a2 2 a2 . (5.149) 2 This is x0 -independent, and optimization yields the constants B = = B and (1) = 0, with the asymptotic energy B h 1 W (1) (x0 ) log . (5.150) sinh B h The B = 0 -curves agree, of course, with those obtained from the previous variational perturbation theory of the hydrogen atom [26]. For large temperatures, the anisotropy decreases since the violent thermal uctuations have a smaller preference of the z-direction.
(1) (1)
5.12
Variational Approach to Excitation Energies
As explained in Section 5.4, the success of the above variational treatment is rooted in the fact that for smooth potentials, the ground state energy can be approximated quite well by the optimal expectation value of the Hamiltonian operators in a Gaussian wave packet. The question arises as to whether the energies of excited states can also be obtained by calculating an optimized expectation value between excited oscillator wave functions. If the potential shape has only a rough similarity with that of a harmonic oscillator, when there are no multiple minima, the answer is positive. Consider again the anharmonic oscillator with the action h M 2 1 d (5.151) A[x] = x + 2 x2 + gx4 . 2 4 0 As for the ground state, we replace the action A by Ax0 +Ax0 with the trial oscillator int action centered around the arbitrary point x0 A x0 = and a remainder A x0 = int
0 h 0
d M
1 2 2 x + (x x0 )2 , 2 2
(5.152)
d M
2 2 g (x x0 )2 + x4 2 4
(n)
(5.153)
to be treated as an interaction. Let (x x0 ) be the wave functions of the trial oscillator.1 With these, we form the projections Z (x0 ) =
1
(n)
dxb dxa (xb )(xb b |xa a ) (xa ) dxb dxa (xb )

(n) (xa ,0);(xb , ) h h DxeA/ (xa ). (n)
(n)
(n)
(5.154)
In contrast to the earlier notation, we now use superscripts in parentheses to indicate the principal quantum numbers. The subscripts specify the level of approximation.
402
If the temperature tends to zero, an optimization in the parameters x0 and (x0 ) should yield information on the energy E (n) of this state by containing an exponentially decreasing function (n) Z (n) eE . (5.155) Since the trial wave functions (xx0 ) are not the true ones, the behavior (5.155) (n ) contains an admixture of Boltzmann factors eE with n = n, which have to be eliminated. They are easily recognized by the powers of g which they carry. The calculation of (5.154) is done in the same approximation that rendered good results for the ground state, i.e., we approximate the part of Z (n) behaving like (5.155) as follows: Z (n) Z e
(n) (n)
0 h Aint / x (n)
(n)
(5.156)
where Z denotes the contribution of the nth excited state to the oscillator partition function (n) h Z = e (n+1/2) , (5.157) and Ax0 / (n) stands for the expectation of Ax0 / in the state (x x0 ). This int h int h approximation corresponds precisely to the rst term in the perturbation expansion (3.506) (after continuing to imaginary times). Note that the approximation on the right-hand side of (5.156) is not necessarily smaller than the left-hand side, as in the Jensen-Peierls inequality (5.10), since the measure of integration in (5.154) is no longer positive. For the action (5.151), the best value of x0 lies at the coordinate origin. This (n) simplies the calculation of the expectation Ax0 / . The expectation of x2k in int h (n) the state (x) is given by x2k where 5 3 n2 = (n + 1/2), n4 = (n2 + n + 1/2), n6 = (2n3 + 3n2 + 4n + 3/2), 2 4 1 n8 = (70n4 + 140n3 + 344n2 + 280n + 105), . . . . (5.159) 16 After inserting (5.153) into (5.156), the expectations (5.158) yield the approximation Z (n) exp hn2 g h2 n4 1 2 + 2 + 2 4 M 2 2 . (5.160)
(n) (n)
hk n2k , (M)k
(5.158)
With the dimensionless coupling constant g g /M 2 3, this corresponds to the h variational energies W (n) = h 1 2 g 3 + n2 + n4 . 2 4 2 (5.161)
5.12 Variational Approach to Excitation Energies
403
They are optimized by the extremal -values = where

(n) 1
2 3
cosh cos
1 3
arcosh (g/g (n)) arccos(g/g (n))
2 3
1 3
for
g > g (n) , g < g (n) ,
(5.162)
2 n2 M 2 3 g (n) . 3 3 n4 h
(5.163)
(n) The optimized W (n) yield the desired approximations Eapp for the excited energies of the anharmonic oscillator. For large g, the trial frequency grows like
where
(n)
1/3
g h 4M 2 3
1/3
n,
(5.164)
4n4 /3 n2 + n + 1/2 = , 2n2 n + 1/2
(5.165)
(n) making the energy Eapp grow like
EBS h(n) with (n) =
(n)
g h 4M 2 3
1/3
for large g,
(5.166)
3 61/3 (2n + 1) n1/3 0.68142 (2n + 1) n1/3 . 8
(5.167)
For n = 0, this is in good agreement with the precise growth behavior to be calculated in Section 5.16 where we shall nd (0) = 0.667 986 . . . (see Table 5.9). ex In the limit of large g and n, this can be compared with the exact behavior obtained from the semiclassical approximation of Bohr and Sommerfeld, which
Table 5.4 Approach of variational energies of nth excited state to Bohr-Sommerfeld approximation with increasing n. Values in the last column converge rapidly towards the Bohr-Sommerfeld value 0.688 253 702 . . . in Eq. (4.32).
n 0 2 4 6 8 10 E (n) /(g /4M 2 ) h 0.667 986 259 155 777 108 3 4.696 795 386 863 646 196 2 10.244 308 455 438 771 076 0 16.711 890 073 897 950 947 1 23.889 993 634 572 505 935 5 31.659 456 477 221 552 442 8 (n) /(n + 1/2)4/3 0.841 609 948 112 105 001 0.692 125 685 914 981 314 0.689 449 772 359 340 765 0.688 828 486 600 234 466 0.688 590 146 947 993 676 0.688 474 290 179 981 433
1 2
404
Table 5.5 Energies of the nth excited states of anharmonic oscillator 2 x2 /2 + gx4 /4 for various coupling strengths g (in natural units). In each entry, the upper number shows the energies obtained from a numerical integration of the Schrdinger equation, whereas o the lower number is our variational result.
g/4 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 10 50 100 500 1000 E (0)
0.559 146 0.560 307 0.602 405 0.604 901 0.637 992 0.641 630 0.668 773 0.673 394 0.696 176 0.701 667 0.721 039 0.727 296 0.743 904 0.750 859 0.765 144 0.772 736 0.785 032 0.793 213 0.803 771 0.812 500 1.504 97 1.531 25 2.499 71 2.547 58 3.131 38 3.192 44 5.319 89 5.425 76 6.694 22 6.827 95
E (1)
1.769 50 1.773 39 1.950 54 1.958 04 2.094 64 2.104 98 2.216 93 2.229 62 2.324 41 2.339 19 2.421 02 2.437 50 2.509 23 2.527 29 2.590 70 2.610 21 2.666 63 2.687 45 2.737 89 2.759 94 5.321 61 5.382 13 8.915 10 9.023 38 11.1873 11.3249 19.0434 19.2811 23.9722 24.2721
E (2)
3.138 62 3.138 24 3.536 30 3.534 89 3.844 78 3.842 40 4.102 84 4.099 59 4.327 52 4.323 52 4.528 12 4.523 43 4.710 33 4.705 01 4.877 93 4.872 04 5.033 60 5.027 18 5.179 29 5.172 37 10.3471 10.3244 17.4370 17.3952 21.9069 21.8535 37.3407 37.2477 47.0173 46.9000
E (3)
4.628 88 4.621 93 5.291 27 5.278 55 5.796 57 5.779 48 6.215 59 6.194 95 6.578 40 6.554 75 6.901 05 6.874 77 7.193 27 7.164 64 7.461 45 7.430 71 7.710 07 7.677 39 7.942 40 7.907 93 16.0901 15.9993 27.1926 27.0314 34.1825 33.9779 58.3016 57.9489 73.4191 72.9741
E (4)
6.220 30 6.205 19 7.184 46 7.158 70 7.911 75 7.878 23 8.511 41 8.471 69 9.028 78 8.983 83 9.487 73 9.438 25 9.902 61 9.849 11 10.2828 10.2257 10.6349 10.5744 10.9636 10.9000 22.4088 22.2484 37.9385 37.6562 47.7072 47.3495 81.4012 80.7856 102.516 101.740
E (5)
7.899 77 7.875 22 9.196 34 9.156 13 10.1665 10.1151 10.9631 10.9028 11.6487 11.5809 12.2557 12.1816 12.8039 12.7240 13.3057 13.2206 13.7700 13.6801 14.2031 14.1090 29.2115 28.9793 49.5164 49.1094 62.2812 61.7660 106.297 105.411 133.877 132.760
E (6)
9.657 84 9.622 76 11.313 2 11.257 3 12.5443 12.4736 13.5520 13.4698 14.4177 14.3257 15.1832 15.0828 15.8737 15.7658 16.5053 16.3907 17.0894 16.9687 17.6340 17.5076 36.4369 36.1301 61.8203 61.2842 77.7708 77.0924 132.760 131.595 167.212 165.743
E (7)
11.4873 11.4407 13.5249 13.4522 15.0328 14.9417 16.2642 16.1588 17.3220 17.2029 18.2535 18.1256 19.0945 18.9573 19.8634 19.7179 20.5740 20.4209 21.2364 21.0763 44.0401 43.6559 74.7728 74.1029 94.0780 93.2307 160.622 159.167 202.311 200.476
E (8)
13.3790 13.3235 15.8222 15.7328 17.6224 17.5099 19.0889 18.9591 20.3452 20.2009 21.4542 21.2974 22.4530 22.2852 23.3658 23.1880 24.2091 24.0221 24.9950 24.7996 51.9865 51.5221 88.3143 87.5059 111.128 110.106 189.756 188.001 239.012 236.799
gives the same leading powers in g and n as in (5.166), but a 3% larger prefactor 0.688 253 702 2 [recall (4.32)]. The exact values of E (n) /(g /4M 2 ) and h 4/3 1 (n) /(n + 1/2) are for n = 0, 2, 4, 6, 8, 10 are shown in Table 5.4. 2 (n) A comparison of the approximate energies Eapp with the precise numerical solutions of the Schrdinger equation in natural units h = 1, M = 1 in Table 5.5 shows o an excellent agreement for all coupling strengths. (n) Near the strong-coupling limit, the optimal frequencies 1 and the approximate (n) energies E1 behave as follows [in natural units; compare (5.76) and (5.77)]:
(n)
= 61/3
ng 4
1/3
1+
1 3 9 4
1/3
1 + ... , ( g/4)2/3 n
5.13 Systematic Improvement of Feynman-Kleinert Approximation . . .
405
E1
(n)
3 4
4/3
(2n + 1)
ng 4
1/3
1+
1 61/3 + ... . 9 ( g/4)2/3 n
(5.168)
The tabulated energies can be used to calculate an approximate partition function at all temperatures: Z
eEapp .
(n)
(5.169)
n=0
The resulting free energies F1 = log Z/ agree well with the previous variational results of the Feynman-Kleinert approximation in the plots of Fig. 5.2, the curves are indistinguishable. This is not astonishing since both approximations are dom(0) inated near zero temperature by the same optimal energy Eapp , while approaching the semiclassical behavior at high temperatures. The previous free energy F1 does so exactly, the free energy F1 to a very good approximation. (n) By combining the Boltzmann factors with the oscillator wave functions (x), we also calculate the density matrix (xb b |xa a ) and the distribution functions (x) = (x h|x 0) in this approximation: (xb b |xa a )
n=0
(n) (xb ) (n) (xa )eEapp .
(n)
(5.170)
They are in general less accurate than the earlier calculated particle density 1 (x0 ) of (5.94).
5.13
Systematic Improvement of Feynman-Kleinert Approximation. Variational Perturbation Theory
A systematic improvement of the variational approach leads to a convergent variational perturbation expansion for the eective classical potential of a quantummechanical system [27]. To derive it, we expand the action in powers of the deviations of the path from its average x0 = x: x( ) x( ) x0 . The expansion reads where Ax0 is the quadratic action of the deviations x( ) A x0 =
h /kB T 0
(5.171)
A = V (x0 ) + Ax0 + A x0 , int
(5.172)
M [ x( )]2 + 2 (x0 )[x( )]2 , 2
(5.173)
and A x0 contains all higher powers in x( ): int A x0 = int

h 0
g2 g3 g4 [x( )]2 + [x( )]3 + [x( )]4 + . . . . 2! 3! 4!
(5.174)
406
The coupling constants are, in general, x0 -dependent: gi (x0 ) = V (i) (x0 ) 2 i2 , V (i) (x0 ) di V (x0 ) . dxi 0 (5.175)
For the anharmonic oscillator, they take the values g2 (x0 ) = M[ 2 2 (x0 )] + 3gx2 , 0 g3 (x0 ) = 6gx0 , g4 (x0 ) = 6g. Introducing the parameter which has the dimension length square, we write g2 (x0 ) as g2 (x0 ) = g(r 2/2 + 3x2 ). 0 (5.178) r 2 = 2M( 2 2 )/g, (5.177) (5.176)
With the decomposition (5.172), the Feynman-Kleinert approximation (5.32) to the eective classical potential can be written as
x W1 (x0 ) = V (x0 ) + F 0 +
1 A x0 int h
x0
(5.179)
x x To generalize this, we replace the local free energy F 0 by F 0 +F x0 , where F x0 denotes the local analog of the cumulant expansion (3.484). This leads to the variational perturbation expansion for the eective classical potential x V e cl (x0 ) = V (x0 ) + F 0 +
A x0 2 int
x0
1 A x0 2 int 2! 2 h
x0
1 x0 Aint x0 h x0 1 + A x0 3 int ,c 3! 3 h
x0 2 , x0
(5.180)
x0 ,c
+ ...
in terms of the connected expectation values of powers of the interaction:

,c x0 3 x0 Aint ,c
. . .
x0 3 x0 Aint
A x0 2 int
A x0 int
(5.181) A x0 int
x0
3 A x0 2 int
+ 2 A x0 int
x0 3 ,
(5.182)
By construction, the innite sum (5.180) is independent of the choice of the trial frequency (x0 ). When truncating (5.180) after the Nth order, we obtain the approximation WN (x0 ) to the eective classical potential V e cl (x0 ). In many applications, it is sucient to work with the third-order approximation
x W3 (x0 ) = V (x0 ) + F 0 +
1 A x0 2 int 2 2 h
1 x A x0 0 int h x0 1 + 3 A x0 3 int ,c 6 h
(5.183)
x0 ,c
5.13 Systematic Improvement of Feynman-Kleinert Approximation . . .
407
In contrast to (5.180), the truncated sums WN (x0 ) do depend on (x0 ). Since the innite sum is (x0 )-independent, the best truncated sum WN (x0 ) should lie at the frequency N (x0 ) where WN (x0 ) depends minimally on it. The optimal N (x0 ) is called the frequency of least dependence. Thus we require for (5.183)
W3 (x0 ) = 0. (x0 )
(5.184)
At the frequency 3 (x0 ) xed by this condition, Eq. (5.183) yields the desired thirdorder approximation W3 (x0 ) to the eective classical potential. The explicit calculation of the expectation values on the right-hand side of (5.183) proceeds according to the rules of Section 3.18. We have to evaluate the Feynman integrals associated with all vacuum diagrams. These are composed of p-particle vertices carrying the coupling constant gp /p! , and of lines representing the correlation h function of the uctuations introduced in (5.23): x( )x( )
x0
h x0 G ( ) M = a2 ( , x0 ). =
(5.185)
Since this correlation function contains no zero frequency, diagrams of the type shown in Fig. 5.13 do not contribute. Their characteristic property is to fall apart when cutting a single line. They are called one-particle reducible diagrams. A vacuum subdiagram connected with the remainder by a single line is called a tadpole diagram, alluding to its biological shape. Tadpole diagrams do not contribute to the variational perturbation expansion since they vanish as a consequence of energy conservation: the connecting line ending in the vacuum, must have a vanishing frequency where the spectral representation of the correlation function x( )x( ) x0 has no support, by construction. The number of Feynman diagrams to be evaluated is reduced by ignoring at rst all diagrams containing the vertices g2 . The omitted diagrams can be recovered from the diagrams without g2 -vertices by calculating the latter at the initial frequency , and by replacing by a modied local trial frequency, (x0 ) 2 (x0 ) + g2 (x0 )/M. (5.186)
Figure 5.13 Structure of a one-particle reducible vacuum diagram. The dashed box encloses a so-called tadpole diagram. Such diagrams vanish in the present expansion since an ending line cannot carry any energy and since the correlation function x( )x( ) contains no zero frequency.
408
After this replacement, which will be referred to as the square-root trick , all diagrams are re-expanded in powers of g [remembering that g2 (x0 ) is by (5.178) proportional to g] up to the maximal power g 3 .
5.14
Applications of Variational Perturbation Expansion
The third-order approximation W3 (x0 ) is far more accurate than W1 (x0 ). This will now be illustrated by performing the variational perturbation expansion for the anharmonic oscillator and the double-well potential. The reason for the great increase in accuracy will become clear in Section 5.15, where we shall demonstrate that this expansion converges rapidly towards the exact result at all coupling strengths, in contrast to ordinary perturbation expansions which diverges even for arbitrarily small values of g.
5.14.1
Anharmonic Oscillator at T = 0
Consider rst the case of zero temperature, where the calculation is simplest and the approximation should be the worst. At T = 0, only the point x0 = 0 contributes, and x( ) coincides with the path itself x( ). Thus we may omit the superscript x0 in all equations, so that the interaction in (5.182) becomes writing it as Aint = g 4
h 0
d (r 2 x2 + x4 ).
(5.187)
The eect of the r 2 -term is found by replacing the frequency in the original perturbation expansion for the anharmonic oscillator according to the square-root trick (5.186), which for x0 = 0 is simply 2 + ( 2 2 ) = 2 + gr 2 /2M. (5.188)
After this replacement, all terms are re-expanded in powers of g. Finally, r 2 is again replaced by 2M 2 ( 2 ). (5.189) r2 g Since the interaction is even in x, the zero-temperature expansion is automatically free of tadpole diagrams. The perturbation expansion to third order was given in Eq. (3.551). With the above replacement it leads to the free energy F = with a2 = h g 4 g + 3a + 2 4 4
2
42a8
1 g + 4 h h . 2M
4 333a12
1 h
(5.190)
(5.191)
5.14 Applications of Variational Perturbation Expansion
409
Table 5.6 Second- and third-order approximations to ground state energy, in units of h , of anharmonic oscillator at various coupling constants g in comparison with exact (0) (0) values Eex (g) and the Feynman-Kleinert approximation E1 (g) of previous section.
g/4 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 10 50 100 500 1000 Eex (g) 0.559146 0.602405 0.637992 0.668773 0.696176 0.721039 0.743904 0.765144 0.785032 0.803771 1.50497 2.49971 3.13138 5.31989 6.69422
(0)
E1 (g) 0.560307371 0.604900748 0.641629862 0.673394715 0.701661643 0.727295668 0.750857818 0.772736359 0.793213066 0.812500000 1.53125000 2.54758040 3.19244404 5.42575605 6.82795331
(0)
E2 (g) 0.559152139 0.602450713 0.638088735 0.668922455 0.696376950 0.721288789 0.744199436 0.765483301 0.785412037 0.804190095 1.50674000 2.50312133 3.13578530 5.32761969 6.70400326
(0)
E3 (g) 0.559154219 0.602430621 0.638035760 0.668834137 0.696253632 0.721131776 0.744010317 0.765263697 0.785163494 0.803914053 1.50549750 2.50069963 3.13265656 5.32211709 6.69703286
(0)
The higher orders can most easily be calculated with the help of the Bender-Wu recursion relations derived in Appendix 3C.2 By expanding F in powers of g up to g 3 we obtain
W3 =
h + g(3a4 r 2 a2 )/4 g 2(21a8 /8 + 3a6 r 2 /4 + a4 r 4 /16)/ h 2 +g 3 (333a12 /16 + 105a10 r 2 /16 + 3a8 r 4 /4 + a6 r 6 /32)/( )2 . h
(5.192)
After the replacement (5.189), we minimize W3 in , and obtain the third-order (0) approximation E3 (g) to the ground state energy. Its accuracy at various coupling strengths is seen in Table 5.6 where it is compared with the exact values obtained from numerical solutions of the Schrdinger equation. The improvement with respect o to the earlier approximation W1 is roughly a factor 50. The maximal error is now smaller than 0.05%. We shall see in the last subsection that up to rather high orders N, the minimum happens to be unique. Observe that when truncating the expansion (5.183) after the second order and working with the approximation W2 (x0 ), there exists no minimum in , as can be seen in Fig. 5.14. The reason for this is the alternating sign of the cumulants in (5.183). This gives an alternating sign to the highest power a and thus to the highest power of 1/ in the g n -terms of Eq. (5.192), causing the trial energy of order N to diverge for 0 like (1)N 1 g N (1/)3N 1 . Since the trial energy goes for
The Mathematica program is available on the internet under http://www.physik.fu-berlin/ .de~kleinert/294/programs.
2
410
0.8 0.75 0.7 0.65 W 0.6 0.55 0.5 0.45 0.4 1 1.5 2 2.5 3 N =3 N =1 N =2
Figure 5.14 Typical -dependence of approximations W1,2,3 at T = 0. The coupling constant has the value g = 0.4. The second-order approximation W2 has no extremum. Here the minimal -dependence lies at the turning point, and the condition 2 W2 /2 renders the best approximation to the energy (short dashes).
large to positive innity, only the odd approximations are guaranteed to possess a minimum. The second-order approximation W2 can nevertheless be used to nd an improved energy value. As shown by Fig. 5.14, the frequency of least dependence 2 is well dened. It is the frequency where the -dependence of W2 has its minimal absolute value. Thus we optimize with the condition
2 W2 = 0. 2 (0)
(5.193)
This leads to the energy values E2 (g) listed in Table 5.6. They are more accurate (0) than the values E1 (g) by an order of magnitude.
5.14.2
Anharmonic Oscillator for T > 0
Consider now the anharmonic oscillator at a nite temperature, where the expansion (5.183) consists of the sum of one-particle irreducible vacuum diagrams
W3
1 =
1 2 1 2!
+
3
+
72 24
+
6
(5.194)

411
1 3!
+
2592 1728
+
3456
+
1728
+
648
+
648
The vertices represent the couplings g3 (x0 )/3! , g4 (x0 )/4! , whereas the lines stand h h for the correlation function G x0 (, ). The numbers under each diagram are their multiplicities acting as factors. Only the ve integrals associated with the diagrams ; ; ; ;
need to be evaluated explicitly; all others arise by the expansion of or by factorization. The explicit form of three of these integrals can be found in the rst, forth, and sixth of Eqs. (3.547). The results of the integrations are listed in Appendix 5A. Only the second and fourth diagrams are new since they involve vertices with three legs. They can be found in Eqs. (3D.7) and (3D.8). In quantum eld theory one usually calculates Feynman integrals in momentum space. At nite temperatures, this requires the evaluation of multiple sums over Matsubara frequencies. The present quantum-mechanical example corresponds to a D = 1 -dimensional quantum eld theory. Here it is more convenient to evaluate the integrals in -space. The diagrams ; ,
for example, are found by performing the integrals ha2 h

h 0
d G2 (, ),
h h h 1 2 12 G2 (1 , 2 )G2 (2 , 3 )G2 (3 , 1 ) d1 d2 d3 . a3 0 0 0 The factor h on the left-hand side is due to an overall -integral and reects the temporal translation symmetry of the system; the factors 1/ arise from the remaining -integrations whose range is limited by the correlation time 1/. In general, the - and x0 -dependent parameters a2L have the dimension of a V length to the nth power and the associated diagrams consist of m vertices and n/2 lines (dening a2 a2 ). 1 We now use the rule (5.188) to replace by and expand everything in powers of g2 up to the third order. The expansion can be performed diagrammatically in each Feynman diagram. Letting a dot on a line indicate the coupling g2 /2 , the h one-loop diagram is expanded as follows:
1 3
(5.195)
412 The other diagrams are expanded likewise:

= 1 2 1 2 1 2

1 2 1 2 1 2 1 6 1 6 1 6
1 6 ,
1 6
, 1 6
In this way, we obtain from (5.194) the complete graphical expansion for W3 (x0 ) including all vertices associated with the coupling g2 (x0 ): W3 (x0 ) =
1 2 1 1 2! 2 1 3! +3

1 2 1 + 2 +3 1 4
1 8 + 1 8 + 1 2 + 1 8 + 3 4 + 1 6 1 4 + 3 4 + + 1 2 1 8

1 24
1 6
1 4
1 4 +
3 + 16
(5.196)
In the latter diagrams, the vertices represent directly the couplings gn / . The deh nominators n! of the previous vertices gn /n! have been combined with the multiplich ities of the diagrams yielding the indicated prefactors. The corresponding analytic expression for W3 (x0 ) is
x W3 (x0 ) = V (x0 ) + F 0 +
g2 2 g4 4 a + a 2 8 2 2 2 1 g2 g2 4 g2 g4 4 2 g4 4 4 g4 8 a2 + a2 a + a2 a + a2 + + 3 a6 2! 2 h 2 8 24 6 2 1 g 2 g4 g 2 g4 3 + 2 2 g2 a6 + 3 2 (a4 )2 + 2 a6 a2 2 3 4 2 3 3! h
(5.197)

2 2 2 2 g2 g4 4 2 2 g2 g4 6 4 g2 g4 10 g2 g3 8 (a2 ) a + a3 a + a3 + a 4 4 6 2 3 3 3 3 3 2 2 3g4 4 2 2 g4 6 6 g4 10 2 g4 12 3g3 g4 10 3g3 g4 8 2 (a2 a ) + a3 a + a3 a + a3 + a3 + aa + 16 8 4 8 4 4 3
413
+3
The quantities a2L are ordered in the same way as the associated diagrams in (5.196). V As before, we have omitted the variable x0 in all but the rst three terms, for brevity. The optimal trial frequency (x0 ) is found numerically by searching, at each value of x0 , for the real roots of the rst derivate of W3 (x0 ) with respect to (x0 ). Just as for zero temperature, the solution happens to be unique. By calculating the integral Z3 =

dx0 W3 (x0 )/kB T e , le ( ) h
(5.198)
we obtain the approximate free energy 1 F3 = ln Z3 . (5.199)
The results are listed in Table 5.7 for various coupling constants g and temperatures. They are compared with the exact free energy 1 Fex = log exp(En ),
n
(5.200)
whose energies En were obtained by numerically solving the Schrdinger equation. o We see that to third order, the new approximation yields energies which are better than those of F1 by a factor of 30 to 50. The remaining dierence with respect to the exact energies lies in the fourth digit. In the high-temperature limit, all approximations WN (x0 ) tend to the classical result V (x0 ), as they should. Thus, for small , the approximations W3 (x0 ) and W1 (x0 ) are practically indistinguishable. The accuracy is worst at zero temperature. Using the T 0 -limits of the Feynman integrals a2L given in (3.550) and (3D.14), the approximation W3 takes V the simple form
W3 (x0 ) = V (x0 ) +
1 6 2 h
h(x0 ) g2 2 g4 4 + a + a 2 2 8 2 2 2 1 g2 4 g2 g4 6 g3 2 4 g4 7 8 a + a + a + a (5.201) 2 2 h 2 6 3 24 2 13 33 24 2 2 35 3 37 g2 a6 + g2 g3 a8 + g2 2 g4 3a8 + g3 g4 a10 + g2 g4 a10 + g4 a12 , 2 3 3 16 64
where a2 = h/2M. As in (5.197), we have omitted the arguments x0 in and gi , for brevity. At zero temperature, the remaining integral over x0 in the partition function (5.198) receives its only contribution from the point x0 = 0, where W3 (0) is minimal. There it reduces to the energy W3 of Eq. (5.192).
414
g 0.002 0.4 2.0
4.0 20
200 2000
80000
2.0 1.0 5.0 1.0 5.0 10.0 1.0 5.0 1.0 5.0 10.0 5.0 0.1 1.0 10.0 0.1 3.0
F1 0.427937 0.226084 0.559155 0.492685 0.699431 0.700934 0.657396 0.809835 1.18102 1.24158 1.24353 2.54587 2.6997 5.40827 5.4525 18.1517 18.501
F3 0.427937 0.226075 0.558678 0.492578 0.696180 0.696285 0.6571051 0.803911 1.17864 1.22516 1.22515 2.50117 2.69834 5.32319 5.3225 18.0470 18.146
Fex 0.427741 0.226074 0.558675 0.492579 0.696118 0.696176 0.6571049 0.803758 1.17863 1.22459 1.22459 2.49971 2.69834 5.31989 5.3199 18.0451 18.137
Table 5.7 Free energy of anharmonic oscillator with potential V (x) = x2 /2 + gx4 /4 for various coupling strengths g and = 1/kT .
5.15
Convergence of Variational Perturbation Expansion
For a single interaction xp , the approximation WN at zero temperature can easily be carried to high orders [13, 14]. The perturbation coecients are available exactly from recursion relations, which were derived for the anharmonic oscillator with p = 4 in Appendix 3C. The starting point is the ordinary perturbation expansion for the energy levels of the anharmonic oscillator E
(n)
k=0
Ek
(n)
g 4 3
(5.202)
It was remarked in (3C.27) and will be proved in Section 17.10 [see Eq. (17.323)] (n) that the coecients Ek grow for large k like Ek Using Stirlings formula3 n! (2)1/2 nn1/2 en , this amounts to
(n) Ek
3
(n)
6 12n (3)k (k + n + 1/2). n!
(5.203)
(5.204)
n+k
2 3 (4)n 3(k + n) n! e
(5.205)
M. Abramowitz and I. Stegun, op. cit., Formulas 6.1.37 and 6.1.38.

5.15 Convergence of Variational Perturbation Expansion

0.8 0.75 0.7 W 0.65 0.6 N =5 N =11 N =1 N =3
415
1 0.59 0.58 0.57 W 0.56 0.55
1.5
2.5
3.5
N =2
N =4
N =6
N =10
1.5
2.5
3.5
Figure 5.15 Typical -dependence of N th approximations WN at T = 0 for increasing orders N . The coupling constant has the value g/4 = 0.1. The dashed horizontal line indicates the exact energy.
Thus, Ek grows faster than any power in k. Such a strong growth implies that the expansion has a zero radius of convergence. It is a manifestation of the fact that the energy possesses an essential singularity in the complex g-plane at the expansion point g = 0. The series is a so-called asymptotic series. The precise form of the singularity will be calculated in Section 17.10 with the help of the semiclassical approximation. If we want to extract meaningful numbers from a divergent perturbation series such as (5.202), it is necessary to nd a convergent resummation procedure. Such a procedure is supplied by the variational perturbation expansion, as we now demonstrate for the ground state energy of the anharmonic oscillator. Truncating the innite sum (5.202) after the Nth term, the replacement (5.188) followed by a re-expansion in powers of g up to order N leads to the approximation WN at zero temperature:
(n)
416
0.55914635
N =15 0.55914625 1.4 N =11 1.6 1.8 2
N =21
2.2
Figure 5.16 New plateaus in WN developing for higher orders N 15 in addition to the minimum which now gives worse results. For N = 11 the new plateau is not yet extremal, but it is the proper region of least -dependence yielding the best approximation to the exact energy indicated by the dashed horizontal line. The minimum has fallen far below this value and is no longer useful. The gure looks similar for all couplings (in the plot, g = 0.4). The reason is the scaling property (5.215) proved in Appendix 5B.
N WN = l=0
(0)
g 43
(5.206)
with the re-expansion coecients l

(0) l
=
j=0
Ej
(0)
(1 3j)/2 lj
(4)lj .
(5.207)
Here denotes the dimensionless function of 1 (2 1) r 2 = . 2 g (5.208)
In Fig. 5.15 we have plotted the -dependence of WN for increasing N at the coupling constant g/4 = 0.1. For odd and even N, an increasingly at plateau develops at the optimal energy. At larger orders N 15, the initially at plateau is deformed into a minimum with a larger curvature and is no longer a good approximation. However, a new plateau has developed yielding the best energy. This is seen on the high-resolution plot in Fig. 5.16. At N = 11, the new plateau is not yet extremal but close to the correct energy. The worsening extrema in Fig. 5.16 correspond here to points leaving the optimal dashed into the upward direction. The newly forming plateaus lie always on the dashed curve.

10 g/4 =1 8
417
6 N 4
20
40 N
60
80
100
Figure 5.17 Trial frequencies N extremizing the variational approximation WN at T = 0 for odd N 91. The coupling is g/4 = 1. The dashed curve corresponds to the approximation (5.211) [related to N via (5.208)]. The frequencies on this curve produce the fastest convergence. The worsening extrema in Fig. 5.16 correspond here to points leaving the optimal dashed into the upward direction. The newly forming plateaus lie always on the dashed curve.
6
g/4 =1 N
2 0 10 N 20 30
Figure 5.18 Extremal and turning point frequencies N in variational approximation WN at T = 0 for even and odd N 30. The coupling is g/4 = 1. The dashed curve corresponds to the approximation (5.211) [related to N via (5.208)].
The set of all extremal N -values for odd N up to N = 91 is shown in Fig. 5.17. The optimal frequencies with smallest curvature are marked by a fat dot. In Subsection 17.10.5. we shall derive that N (2 1) N N = g (5.209)
418
100 g/4 =1 10-5 |E-Eex| 10-10
10-15
10-20
20
40
60
80
100
Figure 5.19 Dierence between approximate ground state energies E = WN and exact energies Eex for odd N corresponding to the N -values shown in Fig. 5.17. The coupling is g/4 = 1. The lower curve follows roughly the error estimate to be derived in Eq. (17.409). The extrema in Fig. (5.17) which move away from the dashed curve lie here on horizontal curves whose accuracy does not increase.
grows for large N like so that N grows like N (cNg)1/3 . For smaller N, the best N -values in Fig. 5.17 can be tted with the help of the corrected formula (5.210): N cN 1 + 6.85 . N 2/3 (5.211) N cN , c = 0.186047 . . . , (5.210)
The associated N -curve is shown as a dashed line. It is the lower envelope of the extremal frequencies. The set of extremal and turning point frequencies N is shown in Fig. 5.18 for even and odd N up to N = 30. The optimal extrema with smallest curvature are again marked by a fat dot. The theoretical curve for an optimal convergence calculated from (5.211) and (5.209) is again plotted as a dashed line. In Table 5.8, we illustrate the precision reached for large orders N at various coupling constants g by a comparison with accurate energies derived from numerical solutions of the Schrdinger equation. o The approach to the exact energy values is illustrated in Fig. 5.19 which shows that a good convergence is achieved by using the lowest of all extremal frequencies, which lie roughly on the dashed theoretical curve in Fig. 5.17 and specify the position of the plateaus. The frequencies N on the higher branches leaving the dashed curve in that gure, on the other hand, do not yield converging energy values. The sharper minima in Fig. 5.16 correspond precisely to those branches which no longer determine the region of weakest -dependence.

N 1 2 3 4 5 10 15 20 25 exact N 1 2 3 4 5 10 15 20 25 exact g/4 =0.1 0.5603073711 0.5591521393 0.5591542188 0.5591457408 0.5591461596 0.5591463266 0.5591463272 0.5591463272 0.5591463272 0.5591463272 g/4 =50 2.5475803996 2.5031213253 2.5006996279 2.4995980125 2.4996213227 2.4997071960 2.4997089403 2.4997089079 2.4997087731 2.4997087726 g/4 = 0.3 0.6416298621 0.6380887347 0.6380357598 0.6379878713 0.6379899084 0.6379917677 0.6379917838 0.6379917836 0.6379917832 0.6379917832 g/4 =200 4.0084608812 3.9365586048 3.9325538203 3.9307488127 3.9307857892 3.9309286743 3.9309316283 3.9309315732 3.9309313396 3.9309313391 g/4 =0.5 0.7016616429 0.6963769499 0.6962536326 0.6961684978 0.6961717475 0.6961757782 0.6961758231 0.6961743059 0.6961758208 0.6961758208 g/4 =1000 6.8279533136 6.7040032606 6.6970328638 6.6939036178 6.6939667971 6.6942161680 6.6942213631 6.6942212659 6.6942208522 6.6942208505 g/4 =1.0 0.8125000000 0.8041900946 0.8039140528 0.8037563457 0.8037615232 0.8037705329 0.8037706596 0.8037706575 0.8037706513 0.8037706514 g/4 =8000 13.635282593 13.386598486 13.372561189 13.366269038 13.366395347 13.366898079 13.366908583 13.366908387 13.366907551 13.366907544 g/4 =2.0 0.9644035598 0.9522936298 0.9517997694 0.9515444198 0.9515517450 0.9515682249 0.9515684933 0.9515684887 0.9515584121 0.9515684727 g/4 =20000 18.501658712 18.163979967 18.144908389 18.136361642 18.136533060 18.137216200 18.137230481 18.137230214 18.137230022 18.137229073
419
Table 5.8 Comparison of the variational approximations WN at T = 0 for increasing N with the exact ground state energy at various coupling constants g.
The anharmonic oscillator has the remarkable property that a plot of the N values in the N, N -plane is universal in the coupling strengths g; the plots do not depend on g. To see the reason for this, we reinsert explicitly the frequency (which was earlier set equal to unity). Then the re-expanded energy WN in Eq. (5.206) has the general scaling form
WN = wN (, 2 ), g
(5.212)
where wN is a dimensionless function of the reduced coupling constant and frequency g g , 3 , (5.213)
respectively. When dierentiating (5.212), d d d WN = 1 3 2 2 2 wN (, 2), g g d d g d (5.214)
we discover that the right-hand side can be written as a product of g N and a dimen sionless polynomial of order N depending only on = (2 2 )/g: d W = g N pN (). d N (5.215)
A proof of this will be given in Appendix 5B for any interaction xp . The universal optimal N -values are obtained from the zeros of pN (). It is possible to achieve the same universality for the optimal frequencies of the even approximations WN by determining them from the extrema of pN () rather than from the turning points of WN as a function of .
420
The universal functions pN () are found most easily by replacing the variable (0) in the coecients l of the re-expansion (5.206) by its = 0 -limit |=0 = 3 /g = 1/. This yields the simpler expression g
N WN
= wN (, 0) = g
l=0
(0) l
g 4
(5.216)
with l
(0)
=
j=0
Ej
(0)
(1 3j)/2 lj
(4/)lj . g
(5.217)
The derivative of WN with respect to yields g pN () = g N 1 3 d . wN (, 0) g d g g =1/

(0)
(5.218)
In Section 17.10, we show the re-expansion coecients k in (5.207) to be for (0) large k proportional to Ek : k e2N Ek ,
(0) (0)
N =
N (2 1) N g
(5.219)
[see Eq. (17.396)]. Thus, at any xed , the re-expanded series has the same asymptotic growth as the original series with the same vanishing radius of convergence. The behavior (5.219) can be seen in Fig. 5.20(a) where we have plotted the logarithm
log Sk
30 20 10 0 -10 N= 1 N= 5 -10 N= 9 10 20 30 40 50 N =20 -20 -30
log Sk
10 0
10
20
30 N =10
40
N =30
a)
b)
Figure 5.20 Logarithmic plot of kth terms in re-expanded perturbation series at a coupling constant g/4 = 1: (a) Frequencies N extremizing the approximation WN . The dashed curves indicate the theoretical asymptotic behavior (5.219). (b) Frequencies N corresponding to the dashed curve in Fig. 5.17. The minima lie for each N precisely at k = N , producing the fastest convergence. The curves labeled = indicate the kth term in the original perturbation series.
of the absolute value of the kth term Sk =

(0) k
g 4
(5.220)
5.16 Variational Perturbation Theory for Strong-Coupling Expansion
421
of the re-expanded perturbation series (5.202) for various optimal values N and g = 40. All curves show a growth k k . The terms in the original series start growing immediately (precocious growth). Those in the re-expanded series, on the other hand, decrease initially and go through a minimum before they start growing (retarded growth). The dashed curves indicate the analytically calculated asymptotic behavior (5.219). The increasingly retarded growth is the reason why energies obtained from the variational expansion converge towards the exact result. Consider the terms Sk of the resummed series with frequencies N taken from the theoretical curve of optimal convergence in Fig. 5.17 (or 5.18). In Fig. 5.20(b) we see that the terms Sk are minimal at k = N, i.e., at the last term contained in the approximation WN . In general, a divergent series yields an optimal result if it is truncated after the smallest term Sk . The size of the last term gives the order of magnitude of the error in the truncated evaluation. The re-expansion makes it possible to nd, for every N, a frequency N which makes the truncation optimal in this sense.
5.16
Variational Perturbation Theory for Strong-Coupling Expansion
From the 0 -limit of (5.206), we obtain directly the strong-coupling behavior of WN . Since = (g/)1/3 , we can write g WN = (g/)1/3 wN (, 0), g g (5.221)
and evaluate this at the optimal value g = 1/N . The large-g behavior of WN is therefore WN (g/4)1/3b0 ,
g
(5.222)
with the coecient b0 = (4/)1/3 wN (, 0)|g=1/N . g g (5.223)
The higher corrections to the leading behavior (5.222) are found just as easily. By expanding wN (, 2) in powers of 2 , g WN = and inserting g g
1/3
d 4 1 + 2 + 2 d 2! 2 =
d d 2
g + . . . wN (, 2 )
,
2 =0
(5.224)
g 2/3 , (g/ 3)2/3

2/3
(5.225)
we obtain the expansion WN = g 4

1/3
b0 + b1
g 4 3
+ b2
g 4 3
4/3
+ ... ,
(5.226)
422
log |0 ex | 0
81/3 271/3 641/3 N 1/3 1251/3 2161/3
log |1 ex | 1
81/3 271/3 641/3 N 1/3 1251/3 2161/3
Figure 5.21 b0 and b1 .
Logarithmic plot of N -behavior of strong-coupling expansion coecients
Figure 5.22 Oscillations of approximate strong-coupling expansion coecient b0 as a function of N when approaching exponentially fast the exact limit. The exponential behavior has been factored out. The upper and lower points show the odd-N and even-N approximations, respectively.
with the coecients 1 bn = n! g 4

(2n1)/3
d d 2
wN (, 2 ) g
g =1/N , 2 =0
(5.227)
The derivatives on the right-hand side have the expansions d d 2

n N
wN (, ) = g
l=0
(0) n l
g 4
(5.228)
5.16 Variational Perturbation Theory for Strong-Coupling Expansion
423
Table 5.9 Coecients bn of strong-coupling expansion of ground state energy of anharmonic oscillator obtained from a perturbation expansion of order 251. An extremely precise value for b0 was given by F. Vinette and J. Czek, J. Math. Phys. 32, 3392 (1991): b0 = 0.667 986 259 155 777 108 270 962 016 198 601 994 304 049 36 . . . .
n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 bn 0.667 986 259 155 777 108 270 96 0.143 668 783 380 864 910 020 3 0.008 627 565 680 802 279 128 0.000 818 208 905 756 349 543 0.000 082 429 217 130 077 221 0.000 008 069 494 235 040 966 0.000 000 727 977 005 945 775 0.000 000 056 145 997 222 354 0.000 000 002 949 562 732 712 0.000 000 000 064 215 331 954 0.000 000 000 048 214 263 787 0.000 000 000 008 940 319 867 0.000 000 000 001 205 637 215 0.000 000 000 000 130 347 650 0.000 000 000 000 010 760 089 0.000 000 000 000 000 445 890 1 0.000 000 000 000 000 058 989 8 0.000 000 000 000 000 019 196 00 0.000 000 000 000 000 003 288 13 0.000 000 000 000 000 000 429 62 0.000 000 000 000 000 000 044 438 0.000 000 000 000 000 000 003 230 5 0.000 000 000 000 000 000 000 031 4
with the re-expansion coecients 1 (0) ln (0) = Ej n! n l j=0 (1 3j)/2 lj lj n (1)ljn (4/)lj . g
(5.229)
For increasing N, the coecients b0 , b1 , . . . converge rapidly against the values shown in Table 5.9. From the logarithmic plot in Fig. 5.21 we extract a convergence |b0 bex | e8.29.7N 0
1/3
|b1 bex | e6.49.1N 1
1/3
(5.230)
This behavior will be derived in Subsection 17.10.5, where we shall nd that for any 2/3 1/3 g > 0, the error decreases at large N roughly like e[9.7+(cg) ] N [see Eq. (17.409)]. The approach to this limiting behavior is oscillatory, as seen in Fig. 5.22 where 1/3 we have removed the exponential fallo and plotted e6.5+9.42N (b0 bex ) against 0 N [16].
424
For the proof of the convergence of the variational perturbation expansion in Subsection 17.10.5. it will be important to know that the strong-coupling expansion for the ground state energy E (0) = g 4
1/3
b0 + b1
g 4 3
2/3
+ b2
g 4 3
4/3
+ ... ,
(5.231)
converges for large enough g > gs . The same is true for the excited energies. (5.232)
5.17
General Strong-Coupling Expansions
The coecients of the strong-coupling expansion can be derived for any divergent perturbation series
N
EN (g) =
n=0
an g n ,
(5.233)
for which we know that it behaves at large couplings g like E(g) = g p/q
M m=0
bm (g 2/q )m .
(5.234)
The series (5.233) can trivially be rewritten as

N
EN (g) =
p n=0
an
g q
(5.235)
with = 1. We now apply the square-root trick (5.188) and replace by the identical expression 2 + ( 2 2 ), (5.236)
containing a dummy scaling parameter . The series (5.235) is then re-expanded in powers of g up to the order N, thereby treating 2 2 as a quantity of order g. The result is most conveniently expressed in terms of dimensionless parameters g g/q and (1 2 )/, where /. Then the replacement (5.236) g amounts to (1 )1/2 , g (5.237) so that the re-expanded series reads explicitly WN (, ) = g with the coecients:
n p N n=0
n () ()n , g
(5.238)
n () =
j=0
aj
(p qj)/2 nj
()nj .
(5.239)
5.17 General Strong-Coupling Expansions
425
For any xed g, we form the rst and second derivatives of WN (g) with respect to , calculate the -values of the extrema and the turning points, and select the smallest of these as the optimal scaling parameter N . The function WN (g) WN (g, N ) constitutes the Nth variational approximation EN (g) to the function E(g). We now take this approximation to the strong-coupling limit g . For this we observe that (5.238) has the general scaling form WN (g) = p wN (, 2). g
(5.240)
For dimensional reasons, the optimal N increases with g for large g like N g 1/q cN , so that g = cq and = 1/ = cq remain nite in the strong-coupling limit, g N N 2 whereas goes to zero like 1/[cN (g/ q )1/q ]2 . Hence
WN N (g) g p/q cp wN (cq , 0). N N
(5.241)
Here cN plays the role of the variational parameter to be determined by the lowest extremum or turning point of cp wN (cq , 0). N N The full strong-coupling expansion is obtained by expanding wN (, 2 ) in powers g 2 q 2/q of = (g/ g ) at a xed g . The result is b g b g WN (g) = g p/q 0 () + 1 () with g q
n 2/q
+ 2 () b g
g q
4/q
+ ... ,
(5.242)
n () = 1 b g n!
d d 2
wN (, 2) g
2 =0
(n)
g (2np)/q ,
(5.243)
with respect to 2 . Explicitly: 1 (n) w (, 0) = g n! N

N ln
(1)l+n
l=0 j=0
aj
(p qj)/2 lj
lj n
()j . g
(5.244)
Since g = cq , the coecients n () may be written as functions of the parameter c: b g N n (c) = b

N
al
l=0
N l j=0
(p lq)/2 j
j (1)jn cplq2n . n
(5.245)
The values of c which optimize WN (g) for xed g yield the desired values of cN . The optimization may be performed stepwise using directly the expansion coecients n (c). First we optimize the leading coecient b0 (c) as a function of c and identifying b the smallest of them as cN . Next we have to take into account that for large but nite , the trial frequency has corrections to the behavior g 1/q c. The coecient c will depend on g like c() = c + 1 g g q
2/q
+ 2
g q
4/q
+ ...,
(5.246)
426
requiring a re-expansion of c-dependent coecients n in (5.242). The expansion b coecients c and n for n = 1, 2, . . . are determined by extremizing 2n (c). The b n replaced by the nal nal result can again be written in the form (5.242) with b(c) bn : g 4/q g 2/q + b2 + ... . (5.247) WN (g) = g p/q b0 + b1 q q The nal bn are determined by the equations shown in Table 5.10. The two leading coecients receive no correction and are omitted. The extremal values of g will have a strong-coupling expansion corresponding to (5.246): g 4/q g 2/q + 2 + . (5.248) g = cq 1 + 1 N q q
Table 5.10 Equations determining coecients bn in strong-coupling expansion (5.247) from the functions n (c) in (5.245) and their derivatives. For brevity, we have suppressed b the argument c in the entries.
n bn 2 b b 2 2 + 11 + 1 1 0 b 2 1 2 3 (3) 3 3 + 21 + 12 + 1 20 + 2 1 1 + 1 1 0 b b b b b b 6 1 2 4 4 + 31 + 22 + 13 + ( 2 2 + 1 3 )0 b b b b b (3) + 1 2 + 1 2 20 + 1 3(3) + 1 4(4) +1 2 b b b1 b0 b

1 2 1 2 2 1 6 1 24 1
n1 / b1 b0 1 2 (3) (2 + 11 + 2 1 0 )/0 b b b b (3) (3 + 21 + 12 + 1 20 b b b b (3) (4) + 1 21 + 1 30 )/ b b b

2 1 6 1 0
The convergence of the general strong-coupling expansion is similar to the one observed for the anharmonic oscillator. This will be seen in Subsection 17.10.5. The general strong-coupling expansion has important applications in the theory of critical phenomena. This theory renders expansions of the above type for the socalled critical exponents, which have to be evaluated at innitely strong (bare) couplings of scalar eld theories with g4 interactions. The results of these applications are better than those obtained previously with a much more involved theory based on a combination of renormalization group equations and Pad-Borel resummation e techniques [28]. The critical exponents have power series expansions in powers of g/ in the physically most interesting three-dimensional systems, where 2 /2 is the factor in front of the quadratic eld term 2 . The important phenomenon observed in such systems is the appearance of anomalous dimensions. These imply that the expansion terms (g/)n cannot simply be treated with the square-root trick (5.236). The anomalous dimension requires that (g/)n must be treated as if it were (g/ q )n when applying the square-root trick. Thus we must use the anomalous square-root trick q/2 2/q 1+ . (5.249)
5.18 Variational Interpolation between Weak and Strong-Coupling Expansions
427
The power 2/q appearing in the strong-coupling expansion (5.234) is experimentally observable since it governs the approach of the system to the scaling limit. This exponent is usually denoted by the letter , and is referred to as the Wegner exponent [29]. This exponent is not to be confused with the frequency in the present discussion. In superuid helium, for example, this critical exponent is very close to the value 4/5, implying q 5/2. The Wegner exponent of uctuating quantum elds cannot be deduced, as in quantum mechanics, from simple scaling analyses of the action. It is, however, calculable by applying variational perturbation theory to the logarithmic derivative of the power series of the other critical exponents. These are called -functions and have to vanish for the correct . This procedure is referred to as dynamical determination of and has led to values in excellent agreement with experiment [17].
5.18
Variational Interpolation between Weak and StrongCoupling Expansions
The possibility of calculating the strong-coupling coecients from the perturbation coecients can be used to nd a variational interpolation of a function with known weak- and strong-coupling coecients [18]. Such pairs of expansions are known for many other physical systems, for example most lattice models of statistical mechanics [19]. If applied to the ground state energy of the anharmonic oscillator, this method converges exponentially fast [15]. The weak-coupling expansion of the ground state energy of the anharmonic oscillator has the form (5.233). In natural units with h = M = = 1, the lowest coecient a0 is trivially determined to be a0 = 1/2 by the ground state energy of the harmonic oscillator. If we identify = g/4 with the coupling constant in (5.233), to save factors 1/4, the rst coecient is a1 = 3/4 [see (5.190)]. We have seen before in Section 5.12 that even the lowest order variational perturbation theory yields leading strong-coupling coecient in excellent agreement with the exact one [with a maximal error of 2%, see Eq. (5.167)]. In Fig. 5.23 we have plotted the relative deviation of the variational approximation from the exact one in percent. The strong-coupling behavior is known from (5.226). It starts out like g 1/3 , followed by powers of g 1/3 , g 1 , g 5/3. Comparison with (5.234) shows that this corresponds to p = 1 and q = 3. The leading coecient is given in Table 5.9 with extreme accuracy: b0 = 0.667 986 259 155 777 108 270 962 016 919 860 . . . . In a variational interpolation, this value is used to determine an approximate a1 (forgetting that we know the exact value aex = 3/4). The energy (5.238) reads for 1 N = 1 (with = g/4 instead of g): W1 (, ) = Equation (5.245) yields, for n = 0: a1 c b0 = a0 + 2 . 2 c (5.251) a1 1 a0 + 2 . + 2 2 (5.250)
428
W1 /Eex
(0)
log g/4
Figure 5.23 Ratio of approximate and exact ground state energy of anharmonic oscillator from lowest-order variational interpolation. Dashed curve shows rst-order FeynmanKleinert approximation W1 (g). The accuracy is everywhere better than 99.5 %. For comparison, we also display the much worse (although quite good) variational perturbation result using the exact aex = 3/4. 1
Minimizing b0 with respect to c we nd c = c1 2(a1 /2a0 )1/3 with b0 = 3a0 c1 /4 = 3(a2 a1 /2)1/3 /2. Inserting this into (5.251) xes a1 = 2(2/3b0 )3 /a2 = 0.773 970 . . . , 0 0 quite close to the exact value 3/4. With our approximate a1 we calculate W1 (, ) at its minimum, where 1 =

2 cosh 3 2 cos 3 1 3 1 acosh(g/g (0)) 3
arccos(g/g (0) )
for
g > g (0) , g < g (0) ,
(5.252)
with g (0) 2 3 a0 /3 3a1 . The result is shown in Fig. (5.23). Since the dierence with respect to the exact solution would be too small to be visible on a direct plot 0 of the energy, we display the ratio with respect to the exact energy W1 (g)/Eex . The accuracy is everywhere better than 99.5 %.
5.19
Systematic Improvement of Excited Energies
The variational method for the energies of excited states developed in Section 5.12 can also be improved systematically. Recall the n-dependent level shift formulas (3.515) and (3.516), according to which E (n) = 1 E (n) + 2 E (n) + 3 E (n) = Vnn + Vnk Vkn k=n Ek En (5.253)
Vnk Vkn Vnk Vkl Vln Vnn . (Ek En )(El En ) (Ek En )2 k=n k=n l=n
5.20 Variational Treatment of Double-Well Potential
429
By applying the substitution rule (5.188) to the total energies E (n) = (n + 1/2) + E (n) , and by expanding each term in powers of g up to g 3 , we nd the contributions to the level shift 1 E (n) = 2 E (n) g [3(2n2 + 2n + 1)a4 + (2n + 1)a2 r 2 ], 4 g 2 = [2(34n3 + 51n2 + 59n + 21)a8 4 +4 3(2n2 + 2n + 1)a6 r 2 + (2n + 1)a4 r 4 ] 3 E (n) = 1 , h g 3 [4 3(125n4 + 250n3 + 472n2 + 347n + 111)a12 4 +4 5(34n3 + 51n2 + 59n + 21)a10 r 2 1 +16 3(2n2 + 2n + 1)a8 r 4 + 2 (2n + 1)a6 r 6 ] 2 2 , h
(5.254)
which for n = 0 reduce to the corresponding terms in (5.192). The extremization in leads to energies which lie only very little above the exact values for all n. This is illustrated in Table 5.11 for n = 8 (compare with the energies in Table 5.5). A sum (n) over the Boltzmann factors eE3 produces an approximate partition function Z3 which deviates from the exact one by less than 50.1%. It will be interesting to use the improved variational approach for the calculation of density matrices, particle distributions, and magnetization curves.
5.20
Variational Treatment of Double-Well Potential
Let us also calculate the approximate eective classical potential of third order W3 (x0 ) for the double-well potential 2 g M 24 V (x) = M x2 + x4 + , 2 = 1. (5.255) 2 4 4g In the expression (5.197), the sign change of 2 aects only the coupling g2 (x0 ), which becomes g2 (x0 ) = M [1 2 (x0 )] + 3gx2 = gr2 /2 + 3gx2 0 0 (5.256)
[recall (5.176)]. Note the constant energy M 2 4 /4g in V (x) which shifts the minima of the potential to zero [compare (5.78)]. To see the improved accuracy of W3 with respect to the rst approximation W1 (x0 ) discussed in Section 5.7 [corresponding to the rst line of (5.197)], we study the limit of zero temperature where the accuracy is expected to be the worst. In this limit, W3 (x0 ) reduces to (5.201) and is easily minimized in x0 and . At larger coupling constants g > gc 0.3, the energy has a minimum at x0 = 0. For g gc , there is an additional symmetric pair of minima at x0 = xm = 0 (recall Figs. 5.5 and 5.6). The resulting W3 (0) is plotted in Fig. 5.24 together with W1 (0). The gure also contains the rst excited energy which is obtained by setting 2 = 1 in r2 = 2M ( 2 2 )/g of Eqs. (5.253)(5.255). For small couplings g, the energies W1 (0), W3 (0), . . . diverge and the minima at x = xm of Eq. (5.82) become relevant. Moreover, there is quantum tunneling across the central barrier from
430
Table 5.11 Higher approximations to excited energy with n = 8 of anharmonic oscillator (8) at various coupling constants g. The third-order approximation E3 (g) is compared with (8) (8) the exact values Eex (g), with the approximation E1 (g) of the last section, and with the (8) lower approximation of even order E2 (g) (all in units of h).
g/4 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 10 50 100 500 1000 Eex (g) 13.3790 15.8222 17.6224 19.0889 20.3452 21.4542 22.4530 23.3658 24.2091 24.9950 51.9865 88.3143 111.128 189.756 239.012
(8)
E1 (g) 13.3235257 15.7327929 17.5099190 18.9591071 20.2009502 21.2974258 22.2851972 23.1879959 24.0221820 24.7995745 51.5221384 87.5058600 110.105819 188.001018 236.799221
(8)
E2 (g) 13.3766211 15.8135994 17.6099785 19.0742800 20.3287326 21.4361207 22.4335694 23.3451009 24.1872711 24.9720376 51.9301030 88.2154879 111.002842 189.540577 238.740320
(8)
E3 (g) 13.3847643 15.8275802 17.6281810 19.0958388 20.3531080 21.4629384 22.4625543 23.3760415 24.2199988 25.0064145 51.9986710 88.3500454 111.173183 189.833415 239.109584
(8)
one minimum to the other which takes place for g gc 0.3 and is unaccounted for by W3 (0) and W3 (xm ). Tunneling leads to a level splitting to be calculated in Chapter 17. In this chapter, we test the accuracy of W1 (xm ) and W3 (xm ) by comparing them with the averages of the two lowest energies. Figure 5.24 shows that the accuracy of the approximation W3 (xm ) is quite good. Note that the approximation W1 (xm ) does not possess the correct slope in g, which is missed by 25%. In fact, a Taylor expansion of W1 (xm ) reads 2 3 9 2 2 27 3 g g g + ... , (5.257) W1 (xm ) = 2 16 128 256 whereas the true expansion starts out with E (0) = 2 1 g + ... . 2 4 (5.258)
The optimal frequency associated with (5.257) has the expansion 27 2 2 27 3 3 g g + ... . 1 (xm ) = 2 g 4 64 32 Let us also compare the x0 -behavior of W3 (x0 ) with that of the true eective classical potential calculated numerically by Monte Carlo simulations. The curves are plotted in Fig. 5.5, and the agreement is seen to be excellent. There are signicant deviations only for low temperatures with > 20. At zero temperature, there exists a simple way of recovering the eective classical potential from the classical potential calculated up to two loops in Eq. (3.767). As we learned in Eq. (3.830), x0 coincides at zero temperature. with X in Eq. (3.767) Thus we merely have to employ the square-root trick (5.186) to the eective potential (3.767) and interchange X by x0 to obtain the variational approximation W1 (x0 ) to the eective classical potantial to be varied. Explicitly,
5.20 Variational Treatment of Double-Well Potential
431
Lowest two energies in double-well potential as function of coupling strength g. The approximations are W1 (0) (dashed line) and W3 (0) (solid line). The dots indicate numeric results of the Schrdinger equation. The lower part of the gure shows W1 (xm ) and W3 (0) in o comparison with the average of the Schrdinger energies (small dots). Note that W1 misses the o slope by 25%. Tunneling causes a level splitting to be calculated in Chapter 17 (dotted curves).
Figure 5.24
we replace, as in (5.188), the one-loop contribtions, ground state energies T,L in (3.767) by h
2 2 2 + (T,L (X) 2 ) T,L + (T,L (X) 2 )/2T,L , and exchange L,T (X) of the T,L T,L T,L remaining two-loop terms by T,L . This yields for the D-dimensional rotated double-well potential (the Mexical hat potential in Fig. 3.13]:
W (x0 ) = +
T 0
v(X) + h
2 (X) T 2 (X) h 2 L + L + (D 1) h + T + 4 4L 4 4T 8(2M )2
1 (4) v (X) 2 L
D2 1 v (X) v (X) 2(D 1) v (X) 2v (X) 2v (X) + + 2 2 3 T X X L T X X2 X3 h 2 6(2M )3 3(D 1) 1 1 [v (X)]2 + 34 2T + L L 2 L T v (X) v (X) X X2
2
+ O( 3 ) h
. (5.259)
Xx0
This has to be extremized in T,L at xed x0 .
432
5.21
Higher-Order Eective Classical Potential for Nonpolynomial Interactions
The systematic improvement of the Feynman-Kleinert approximation in Section 5.13 was based on Feynman diagrams and therefore applicable only to polynomial potentials. If we want to calculate higher-order eective classical potentials for nonpolynomial interactions such as the Coulomb interaction, we need a generalization of the smearing rule (5.30) to the correlation functions of interaction potentials which occur in the expansion (5.180). The second-order term, for example, requires the calculation of
h h
Ax0 2 int where
x0 ,c
=
0
d
0
x0 x0 d Vint (x( ))Vint (x( ))
x0 ,c
(5.260)
1 x0 Vint (x) = V (x) M 2 (x0 )(x x0 )2 . 2 Thus we need an ecient smearing formula for local expectations of the form F1 (x(1 )) . . . Fn (x(n ))
x0
(5.261)
1 x Z0 , (5.262)
1 Dx( )F1 (x(1 )) Fn (x(n ))(x x0 ) exp Ax0 [x( )] h
x where Ax0 [x( )] and Z0 are the local action and partition function of Eqs. (5.3) and (5.4). After rearranging the correlation functions to connected ones according to Eqs. (5.182) we nd the cumulant expansion for the eective classical potential [see (5.180)] h
e,cl
x (x0 ) = F 0
1 + h
0
x0 d1 Vint (x(1 )) h h
x0 ,c
1 2 2 h 1 + 3 6 h
d1
0 h 0
x0 x0 d2 Vint (x(1 ))Vint (x(2 )) h h
x0 ,c
(5.263)
d1
0 0
d2
0
x0 x0 x0 d3 Vint (x(1 ))Vint (x(2 ))Vint (x(3 ))
x0 ,c
+ ... .
It diers from the previous expansion (5.180) for polynomial interactions by the potential V (x) not being expanded around x0 . The rst term on the right-hand side is the local free energy (5.6).
5.21.1
Evaluation of Path Integrals

x0 x0
The local pair correlation function was given in Eq. (5.19): x( )x( ) [x( ) x0 ][x( ) x0 ] = h (2)x0 G (, ) = a2 (x0 ), M (5.264)
with [recall (5.19)(5.24)] a2 (x0 ) = 1 cosh[(x0 )( /2)] h h , 2M (x0 ) sinh[(x0 ) /2] h M 2 (x0 ) (0, ). h (5.265)
5.21 Higher-Order Eective Classical Potential for Nonpolynomial Interactions
433
Higher correlation functions are expanded in products of these according to Wicks rule (3.302). For an even number of x( )s one has x(1 )x(2 ) x(n )
x0
=
pairs
a2p(1) p(2) (x0 ) a2p(n1) p(n) (x0 ) ,
(5.266)
where the sum runs over all (n 1)!! pair contractions. For an exponential, Wicks rule implies
h x0
exp i
0
d j( ) x( )
n i=1
= exp
1 2
d
0 0
d j( )a2 (x0 )j( ) .
(5.267)
Inserting j( ) =
By Fourier-decomposing the functions F (x( )) = (dk/2)F (k) exp ik [x0 + x( )] in (5.262), we obtain from (5.268) the new smearing formula n + x d xk Fk (x0 + xk ) F1 (x(1 )) Fn (x(n )) 0 =
k=1
ki ( i ), this gives for the expectation value of a sum of exponentials x0 n n n 1 (5.268) exp i ki x(i ) = exp a2 (x0 )ki kj . 2 i=1 j=1 i j i=1
(2)n Det
a2k k
(x0 )
exp
1 2
xk a2 k (x0 ) xk k
(5.269)
k=1 k =1
where a2 j (x0 ) is the inverse of the n n -matrix a2i j (x0 ). This smearing formula determines i the harmonic expectation values in the variational perturbation expansion (5.263) as convolutions with Gaussian functions. For n = 1 and only the diagonal elements a2 (x0 ) = a2 (x0 ) appear in the smearing formula (5.269), which reduces to the previous one in Eq. (5.30) [F (x( )) = V (x( ))]. For polynomials F (x( )), we set x( ) = x0 + x( ) and expand in powers of x( ), and see that the smearing formula (5.269) reproduces the Wick expansion (5.266). For two functions, the smearing formula (5.269) reads explicitly
+ +
F1 (x(1 ))F2 (x(2 ))

2
x0
=
2
dx1
dx2 F1 (x1 )F2 (x2 )
a (x0 )(x1 x0 ) exp
2 2a12 (x0 )(x1 x0 )(x2 x0 )+a2 (x0 )(x2 x0 )2 2[a4 (x0 ) a41 2 (x0 )]
1 (2)2 [a4 (x0 ) a41 2 (x0 )] . (5.270)
Specializing F2 (x(2 )) to quadratic functions in x( ), we obtain from this F1 (x(1 )) [x(2 ) x0 ]2

x0
= +
F1 (x(1 ))
x0
a2 (x0 ) 1
F1 (x(1 )) [x(1 ) x0 ]2
a41 2 (x0 ) a4 (x0 ) x 0 a4 1 2 (x0 ) , a4 (x0 )
(5.271)
and [x(1 ) x0 ]2 [x(2 ) x0 ]2

x0
= a4 (x0 ) + 2a41 2 (x0 ) .
(5.272)
434
5.21.2
Higher-Order Smearing Formula in D Dimensions
The smearing formula can easily be generalized to D-dimensional systems, where the local pair correlation function (5.264) becomes a D D -dimensional matrix: xi ( )xj ( )
x0
= a2 (x0 ). ij;
(5.273)
For rotationally-invariant systems, the matrix can be decomposed in the same way as the trial frequency 2 (x0 ) in (5.95) into longitudinal and transversal components with respect to x0 : ij a2 (x0 ) = a2 (r0 )PL;ij ( 0 ) + a2 ; (r0 )PT ;ij ( 0 ), x x ij; L; T (5.274)
where PL;ij ( 0 ) and PT ;ij ( 0 ) are longitudinal and transversal projection matrices introduced in x x (5.96). Denoting the matrix (5.274) by a2 (x0 ), we can write the D-dimensional generalization , of the smearing formula (5.275) as n + F1 (x(1 )) Fn (x(n )) x0 = d xk Fk (x0 + xk )
k=1
(2)n Det
a2k k
(x0 )
exp
1 2
xk a2 k (x0 ) xk k
(5.275)
k=1 k =1
The inverse D D -matrix a2 k (x0 ) is formed by simply inverting the n n -matrices k a2 k k (r0 ), a2 k k (r0 ) in the projection formula (5.274) with projection matrices PL ( 0 ) and x L; T ; PT ( 0 ): x x x (5.276) a2 k (x0 ) = a2 k k (r0 )PL ( 0 ) + a2 k k (r0 )PT ( 0 ). k L; T ; In D dimensions, the trial potential contains a D D frequency matrix and reads M 2 (x0 )(xi x0i )(xj x0j ) , 2 ij with the analogous decomposition 2 (x0 ) = 2 (x0 ) ij L x0i x0j + 2 (x0 ) T 2 r0 ij x0i x0j 2 r0 . (5.277)
The interaction potential (5.261) becomes

x0 Vint (x) = V (x)
M 2 (x0 )(xi x0i )(xj x0j ) . 2 ij
(5.278)
To rst order, the anisotropic smearing formula (5.275) reads

+
F1 (x(1 )
r0 T ,L
d3 x1 F1 (x1 )
1 (x1L r0 )2 x2 exp 1T 2 2aL 2a2 (2)3 a4 a2 T T L
(5.279)
with the special cases [x(1 )]T

2 r0 T ,L
2a2 , T
[x(1 )]L
r0 T ,L
= a2 . L
(5.280)
Inserting this into formula (5.263) we obtain the rst-order approximation for the eective classical potential
h
W1 (x0 ) = F
x0
1 + h
0
x0 d1 Vint (x(1 ))
x0
,c ,
(5.281)

in agreement with the earlier result (5.97). To second-order, the smearing formula (5.275) yields [33]
+ + 3 r0 T ,L
435
F1 (x(1 )F2 (x(2 )
d x1
d3 x2 F1 (x1 )F2 (x2 ) a2 x2 2a2 1 2 x1T x2T + a2 x2 T 2T T T 1T 2(a4 a4 1 2 ) T T , (5.282)
1 (2)3 (a4 a4 1 2 ) T T a4 a4 1 2 L L
exp
exp
a2 (x1L r0 )2 2a2 1 2 (x1L r0 )(x2L r0 ) + a2 (x2L r0 )2 L L L 2(a4 a4 1 2 ) L L
so that rule (5.271) for expectation values generalizes to F1 (x(1 ) [x(2 )]T
2 r0 T ,L
= 2a2 1 T +
a4 1 2 T a4 T
F1 (x(1 ))
r0 T ,L r0 T ,L
a4 1 2 T F1 (x(1 )) [x(1 )]2 T a4 T a4 1 2 L a4 L F1 (x(1 ))
(5.283)
F1 (x(1 ) [x(2 )]L
r0 T ,L
a2 1 L +
r0 T ,L r0 T ,L
a4 1 2 L F1 (x(1 )[x(1 )]2 L a4 L
(5.284)
Specializing F (x) to quadratic function, we obtain the generalizations of (5.272) [x(1 )]T [x(2 )]T [x(1 )]2 [x(2 )]2 T L [x(1 )]L [x(2 )]L
2 2 2 2 r0 T ,L r0 T ,L r0 T ,L
= = =
4a4 + 4a4 1 2 , T T 2a2 a2 , T L a4 + 2a4 1 2 . L L
(5.285) (5.286) (5.287)
5.21.3
Isotropic Second-Order Approximation to Coulomb Problem
To demonstrate the use of the higher-order smearing formula (5.275), we calculate the eective classical potential of the three-dimensional Coulomb potential V (x) = e2 |x| (5.288)
to second order in variational perturbation theory, thus going beyond the earlier results in Eq. (5.53) and Section 5.10. The interaction potential corresponding to (5.278) is
x0 Vint (x) =
M 2 e2 (x0 )(x x0 )2 . |x| 2
(5.289)
For simplicity, we consider only the isotropic approximation with only a single trial frequency. Then all formulas derived in the beginning of this section have a trivial extension to three dimensions. Better results will, of course be obtained with two trial frequencies 2 (r0 ) and 2 (r0 ) of Section L T 5.9.
436
The Fourier transform 4e2 /|k|2 of the Coulomb potential e2 /|x| is most conveniently written in a proper-time type of representation as V (k) = 4e2 2
0
dek
/2ikx
(5.290)
where has the dimension length square. The lowest-order smeared potentials were calculated before in Section 5.10. For brevity, we consider here only the isotropic approximation in which longitudinal and transverse trial frequencies are identied [compare (5.112)]: [x(1 ) x0 ]
2
x0
= 3a2 (x0 ) ,
1 |x(1 )|
x0
1 erf |x0 |
2a2 (x0 )
|x0 |
(5.291)
The rst-order variational approximation to the eective classical potential (5.281) is then given by the earlier-calculated expression (5.115). To second order in variational perturbation theory we calculate expectation values [x(1 ) x0 ] [x(2 ) x0 ] [x(1 ) x0 ]
2 2 2
x0
= =
9a4 (x0 ) + 6a41 2 (x0 ) , 2[3a4 (x0 ) a41 2 (x0 )] a6 (x0 ) ,
(5.292) (5.293)
1 |x(2 )|
x0
which follow from the obvious generalization of (5.271), (5.272) to three dimensions. More involved is the Coulomb-Coulomb correlation function 1 1 |x(1 )| |x(2 )|
x0
1 2
d1
0 0
d2
1 [a2 (x0 ) + 1 ][a2 (x0 ) + 2 ] a41 2 (x0 ) .

3
exp x2 0
a2 (x0 ) + 1 /2 + 2 /2 a21 2 (x0 ) 2 (x ) + ][a2 (x ) + ] a4 [a 0 1 0 2 1 2 (x0 )
(5.294)
Using these smearing results we calculate the second connected correlation functions of the interaction potential (5.289) appearing in (5.263) and nd the eective classical potential to second order in variational perturbation theory W2 (x0 ) = W1 (x0 ) + 3M 2 3 (x0 ) M e2 (x0 ) 4 h h 2a6 (x0 ) e4 2 h
h
l4 (x0 )
with the abbreviation l4 (x0 )
d
0
1 1 |x( )| |x(0)|
x0
(5.295)
h 4 + h2 2 2 (x0 ) 4 cosh (x0 ) + h(x0 ) sinh h(x0 ) h , 2 3 (x ) sinh[ (x )/2] 8M h 0 0
(5.296)
the symbol indicating that this is a quantity of dimension length to the forth power. After an extremization of (5.301) with respect to the trial frequency (x0 ), which has to be done numerically, we obtain the second-order approximation for the eective classical potential of the Coulomb system plotted in Fig. 5.25 for various temperatures. The curves lie all below the rst-order ones, and the dierence between the two decreases with increasing temperature and increasing distance from the origin.

0
437
W1 (r0 )
-0.2
W2 (r0 ) C C W
-0.4
C C W
-0.6
-0.8
y X X X
V (r0 )
-1 0.5 1 1.5 2 2.5 3 3.5 4
r0
Figure 5.25 Isotropic approximation to eective classical potential of Coulomb system in the
rst (lines) and second order (dots). The temperatures are 104 , 103 , 102 , 101 , and from top to bottom in atomic units. Compare also Fig. 5.9.
5.21.4
Anisotropic Second-Order Approximation to Coulomb Problem
The rst-order eective classical potential W1 (x0 ) was derived in Eqs. (5.97) and (5.117)(5.121). To obtain the second-order approximation W2 (x0 ), we insert the Coulomb potential in the representation (5.290) into the second-order smearing formula (5.282), and nd 1 [x(2 )]2 T |x(1 )| 1 2 [x(2 )]L |x(1 )|
r0
=
T ,L r0
2a2 L
0
d e
1
r2 0 2a2 L
(a2 T
2
2a4 1 2 2 2a2 T T 2 )2 + a2 [(a2 a2 )2 + a2 ]2 aL L T L L
=
T ,L
2a2 L
0
d e
r2 0 2a2 L
2 a6 + a4 1 2 [r0 4 a2 2 ] L L L . 4 [(a2 a2 )2 + a2 ] aL T L L
(5.297)
These are special cases of the more general expectation value exp
2 a2 r0 L
1 F (x(2 )) |x(1 )|
r0
=
T ,L
1 2 2
d
0
2[a4 a4 1 2 + 2a2 ] L L L a4 a4 1 2 + 2a2 L L L
[a4 a4 1 2 + 2a2 ] T T T
(a2 +2)(xL r0 )2 +2a2 12 r0 (xL r0 ) (a2 +2)x2 L T L , (5.298) d3 xF (x) exp 4 T 4 2[aT aT 1 2 +2a2 ] 2[a4 a4 1 2 +2a2 ] T L L L
which furthermore leads to 1 1 |x(1 )| |x(2 )|

r0 T ,L
2 = 1
d1
0 0
d2
[a2 T
21 ][a2 T
1 + 22 ] a4 1 2 T . (5.299)
[a2 + 21 ][a2 + 22 ] a4 1 2 L L L
exp
2 r0 [a2 + 1 + 2 a2 1 2 ] L L [a2 + 21 ][a2 + 22 ] a4 1 2 L L L
438
From these smearing results we calculate the second-order approximation to the eective classical potential
h h h
W2 (x0 ) = F The result is
x0
1 + h
0
d1
1 Vint (x(1 )) ,c 2 2 h
x0 x0
d1
0 0
x0 x0 d2 Vint (x(1 ))Vint (x(2 ))
x0
,c
. (5.300)
W2 T ,L (r0 ) = W1 T ,L (r0 )
e2 M + 2 h
2a2 L
0
4 L l4 [r2 4 a2 2 ] 2T lT 2 4 L 0 2 2L 2 [(a2 a2 )2 + a2 ]2 aL [(a2 aL ) + aL ] T L L T h h
er0
/2a2 L
4 4 e4 M 2 [23 lT + 3 lL ] T L 2 4 h 2 h
d1
0 0
d2
1 1 |x(1 )| |x(2 )|
r0
,
T ,L ,c
(5.301)
with the abbreviation

4 lT,L =
h 4 + h2 2 2 4 cosh T,L + hT,L sinh hT,L h T,L , 8M 2 3 sinh[ T,L /2] h T,L
(5.302)
which is a quantity of dimension (length)4 . After an extremization of (5.115) and (5.301) with respect to the trial frequencies T , L which has to be done numerically, we obtain the second-order approximation for the eective classical potential of the Coulomb system plotted in Fig. 5.26 for various temperatures. The second order curves lie all below the rst-order ones, and the dierence between the two decreases with increasing temperature and increasing distance from the origin.
5.21.5
Zero-Temperature Limit
As a cross check of our result we take (5.301) to the limit T 0. Just as in the lowest-order discussion in Sect. (5.4), the x0 -integral can be evaluated in the saddle-point approximation which becomes exact in this limit, so that the minimum of WN (x0 ) in x0 yields the nth approximation (0) to the free energy at T = 0 and thus the nth approximations EN the ground state energy E (0) of the Coulomb system. In this limit, the results should coincide with those derived from a direct variational treatment of the Rayleigh-Schrdinger perturbation expansion in Section 3.18. With o the help of such a treatment, we shall also carry the approximation to the next order, thereby illustrating the convergence of the variational perturbation expansions. For symmetry reasons, the minimum of the eective classical potential occurs for all temperatures at the origin, such that we may restrict (5.115) and (5.301) to this point. Recalling the zero-temperature limit of the two-point correlations (5.19) from (3.246),
lim a2 (x0 ) =
h exp {(x0 ) | |} , 2M (x0 )
(5.303)
we immediately deduce for the rst order approximation (5.115) with = (0) the limit
E1 () = lim W1 (0) = (0)
3 2 h 4
M 2 e . h
(5.304)
In the second-order expression (5.301), the zero-temperature limit is more tedious to take. Performing the integrals over 1 and 2 , we obtain the connected correlation function 1 1 |x(1 )| |x(2 )|
x0
=
,c
1 a41 2 (0)
2 a41 2 (0)
arctan
a21 2 (0) 2 1 2 . a1 2 (0) a1 2 (0)
(5.305)
439
Inserting (5.303), setting 1 = 0 and integrating over the imaginary times = 2 [0, ], we nd h
h
d
0
1 1 |x( )| |x(0)|
x0
4M 2 h ,c
eh 1 h
2 h 2 2 2
1
eh arcsin
h 1 e2 +
1 1 1 ln () [ln ()]2 2 8 2
()
ln u du , 1+u
(5.306)
h 1 1 e2 () = . h 1 + 1 e2 Inserting this into (5.301) and going to the limit we obtain

E2 () = lim W2 (0) = (0)
(5.307)
3 9 h 16 2
M 2 4 e 1 + ln 2 h 2
M 4 e . h 2
(5.308)
Postponing for a moment the extremization of (5.304) and (5.308) with respect to the trial frequency , let us rst rederive this result from a variational treatment of the ordinary RayleighSchrdinger perturbation expansion for the ground state energy in Section 3.18. According to the o replacement rule (5.186), we must rst calculate the ground state energy for a Coulomb potential in the presence of a harmonic potential of frequency : V (x) = e2 M 2 2 x . 2 |x| (5.309)
-0.2
W1 T =L (r0 ) A W1 T =L (r0 ) A A A A A A A U A A A A X U y A XX XX XXX y X X X W2 T =L (r0 ) XXX X = W2 T L (r0 )
-0.4
-0.6
-0.8
-1
y XX X XXX X
V (r0 )
-1.2
r0 Figure 5.26 Isotropic and anisotropic approximations to eective classical potential of Coulomb system in rst and second order at temperature 0.1 in atomic units. The lowest line represents the high temperature limit in which all isotropic and anisotropic approximations coincide.
440
After this, we make the trivial replacement 2 + 2 2 and re-expand the energy in powers of 2 2 , considering this quantity as being of the order e2 and truncating the reexpansion accordingly. At the end we go to = 0, since the original Coulomb system contains no oscillator potential. The result of this treatment will be precisely the expansions (5.304) and (5.308). (0) The Rayleigh-Schrdinger perturbation expansion of the ground state energy EN () for the o potential (5.309) in Section 3.18 requires knowledge of the matrix elements of the Coulomb potential (5.288) with respect to the eigenfunctions of the harmonic oscillator with the frequency :
2
Vn,l,m;n ,l ,m =
0
d
0
d sin
0
dr r2 n,l,m (r, , )
e2 n ,l ,m (r, , ), r
(5.310)
where [see (9.67), (9.68), and (9.53)] n,l,m (r, , ) = 2n! 4 (n + l + 3/2)
l+1/2 Ln
M h
M 2 r h
(l+1)/2
M 2 M 2 r exp r Yl,m (, ) . h 2 h
(5.311)
Here n denotes the radial quantum number, L (x) the Laguerre polynomials and Yl,m (, ) the n spherical harmonics obeying the orthonormality relation
2
d
0 0
d sin Yl,m (, )Yl ,m (, ) = l,l m,m .
(5.312)
Inserting (5.311) into (5.310), and evaluating the integrals, we nd Vn,l,m;n ,l ,m = e2 M (l + 1)(n + 1/2) h (l + 3/2) (n + l + 3/2) n!n !(n + l + 3/2) (5.313)
1 3 1 3 F2 n , l + 1, ; l + , n; 1 l,l m,m , 2 2 2 with the generalized hypergeometric series [compare (1.450)]

3 F2 (1 , 2 , 3 ; 1 , 2 ; x)
=
k=0
(1 )k (2 )k (3 )k xk (1 )k (2 )k k!
(5.314)
and the Pochhammer symbol ()k = ( + k)/(). These matrix elements are now inserted into the Rayleigh-Schrdinger perturbation expansion for o the ground state energy E (0) () = E0,0,0 + V0,0,0;0,0,0 +
n,l,m
V0,0,0;n,l,m Vn,l,m;0,0,0 E0,0,0 En,l,m

2
V0,0,0;0,0,0
n,l,m
V0,0,0;n,l,m Vn,l,m;0,0,0 [E0,0,0 En,l,m ]
n,l,m n ,l ,m
V0,0,0;n,l,m Vn,l,m;n ,l ,m Vn ,l ,m ;0,0,0 + ... , [E0,0,0 En,l,m ] [E0,0,0 En ,l ,m ] 3 2
(5.315)
the denominators containing the energy eigenvalues of the harmonic oscillator En,l,m = h 2n + l + . (5.316)
441
Figure 5.27 Approach of the variational approximations of rst, second, and third order to the
correct ground state energy 0.5, in atomic units. The primed sums in (5.315) run over all values of the quantum numbers n, l = , . . . , + and m = l, . . . , +l, excluding those for which the denominators vanish. For the rst three orders we obtain from (5.313)(5.316) E (0) () = 3 2 h 2 1 3/2
M 2 4 1 + ln 2 e h 2
M 4 e c h 2
n =1
M3 6 e + ... , h 7 1 3 (2n 1) 2 4 2n
(5.317)
with the constant c = 1 3 (2n 1) 1 2 4 2n n2 (n + 1/2) n=1 n=1

1 2; l 3 1 2, 2
+ 1 3 (2n 1) 3 F2 n , l + 1, 2 4 2n n n (n + 1/2)
n; 1
0.031801 .
(5.318)
Since we are interested only in the energies in the pure Coulomb system with = 0, the variational re-expansion procedure described after (5.309) becomes particularly simple: We simply have to replace by 2 2 which is appropriately re-expanded in the second 2 , thereby considering 2 as a quantity of order e2 . For the rst term in the energy (5.317) which is proportional to itself this amounts to a multiplication by a factor (1 1)1/2 which is re-expanded in the second 1 5 1 1 up to the third order as 1 2 1 16 = 16 . The term 3/2 in (5.317) becomes therefore 8 15/32. By the same rule, the factor 1/2 in the second term of the energy (5.317) goes over into 3 21 1 1/2 (1 1)1/4 , re-expanded to second order in the second 1, i.e., into 1/4 (1 4 32 ) = 32 . The next term in (5.317) happens to be independent of and needs no re-expansion, whereas the last term remains unchanged since it is already of highest order in e2 . In this way we obtain from (5.317) the third-order variational perturbation expansion E3 () =
(0)
15 21 h 32 16
M 2 4 1 + ln 2 e h 2
M 4 e c h 2
M3 6 e . h 7
(5.319)
Extremizing (5.304), (5.308), and (5.317) successively with respect to the trial frequency we nd to orders 1, 2, and 3 the optimal values M e4 , h 3 with c 0.52621. The corresponding approximations to the ground state energy are 1 = 2 = 3 = c EN (N ) = N
(0)
16 M e4 , 9 3 h
(5.320)
M e4 , h 2
(5.321)
with the constants 5 + 4 ln 2 4 0.42441 , 2 = 2 0.47409 , 3 0.49012 , 1 = 3 approaching exponentially fast the exact value = 0.5, as shown in Fig. 5.27.
(5.322)
442
5.22
Polarons
An important role in the development of variational methods for the approximate solution of path integrals was played by the polaron problem [34]. Polarons arise when electrons travel through ionic crystals thereby producing an electrostatic deformation in their neighborhood. If Pi (x, t) denotes electric polarization density caused by the displacement of the positive against the negative ions, an electron sees a local ionic charge distribution i (x, t) = Pi (x, t), (5.323)
which gives rise to an electric potential satisfying

2
A0 (x, t) = 4
Pi (x, t).
(5.324)
The Fourier transform of this, A0 (t) k and that of Pi (x, t), Pik (t) = are related by

d3 x A0 (x, t)eikp ,
(5.325)
d3 x Pi (x, t)eikx ,
(5.326)
4 ik Pik (t). (5.327) k2 Only longitudinal phonons which have Pik (t) k and correspond to density uctuations in the crystal contribute. For these, an electron at position x(t) experiences an electric potential A0 (t) = k A0 (x, t) = eikx A0 (t) = i k V eikx 4 Pk ( ) . |k| V (5.328)
In the regime of optical phonons, each Fourier component oscillates with approximately the same frequency , the frequency of longitudinal optical phonons. The variables Pik (t) have therefore a Lagrangian L(t) = 1 2 Pik (t)Pik (t) 2Pik (t)Pik (t) ,
(5.329)
with some material constant and Pik (t) = Pik (t), since the polarization is a real eld. This can be expressed in terms of measurable properties of the crystal. For this we note that the interaction of the polarization eld with a given total charge distribution (x, t) is described by a Lagrangian Lint (t) = d3 x (x, t)V (x, t). (5.330)
5.22 Polarons
443
Inserting (5.325) and performing a partial 1 Lint (t) = 4 d3 x 2 (x, t) Pi (x , t).
(5.331)
Recalling the Gauss law D(x, t) = 4(x, t) we identify the factor of Pi (x, t) with the total electric displacement eld and write Lint (t) = 4 d3 x D(x, t) Pi (x, t). (5.332)
In combination with (5.329) this leads to an equation of motion 1 i P (t) + 2 Pik (t) = Dk (t). k
(5.333)
If we go over to the temporal Fourier components Pi ,k of the ionic polarization, we nd the relation 1 2 (5.334) 2 Pi ,k = D ,k . For very slow deformations, this becomes 2 i P D0,k . ,k Using the general relation D ,k = E ,k + 4P ,k , where 4P ,k contains both ionic and electronic polarizations, we obtain 1 4P ,k = 1 D ,k ,
(5.335)
(5.336)
(5.337)
with being the dielectric constant at frequency . For a slowly moving electron, the lattice deformations have small frequencies, and we can write the time-dependent equation 1 4Pk (t) 1 Dk (t). (5.338)
0
By comparison with Eq. (5.335) we determine the parameter . Before we can do so, however, we must subtract from (5.338) the contribution of the electrons. These fulll the approximate time-dependent equation 1 4Pel (t) 1 Dk (t), (5.339) k where is the dielectric constant at high frequency where only electrons can follow the eld oscillations. The purely ionic polarization eld is therefore given by 1 1 4Pik (t) Dk (t). (5.340) By comparison with (5.334) we identify 2 4
0
1
0
(5.341)
444
5.22.1
Partition Function
The partition function of the combined system of an electron and the oscillating polarization is therefore described by the imaginary-time path integral Z = +
k
D3x
D 3 Pk exp
1 h
h 0
M 2 x ( ) 2 4 eikx( ) Pk ( ) |k| V , (5.342)
1 i P (t)Pik (t) 2Pik (t)Pik (t) + ie 2 k
where V is the volume of the system. The path integral is Gaussian in the Fourier components Pk ( ). These can therefore be integrated out with the rules of Subsection 3.8.2. For the correlation function of the polarizations we shall use the representation of the Green function (3.248) as a sum of periodic repetitions of the zero-temperature Green function Pk ( )Pk ( ) = Abbreviating
n= h e| +n | e| | = per
h 2
n=
h e| +n | .
(5.343)
1 1 h , (5.344) e| | e( | |) h 2 1 e
the right-hand side being valid for h > , > 0, we nd Z= D 3 x exp

h 1 M 2 d x ( ) h 0 2 h 1 4 + 2 4e2 2 V k k2 2 h
h 0
h 0
| d eik[x( )x( )] eper | . (5.345)
Performing the sum over all wave vectors k using the formula 1 V we obtain the path integral Z= where 1 D x exp h
3 h 0
4 ikx 1 e = , 2 k |x|
h 0 h 0
(5.346)
M a d x2 ( ) 2 2 2 a
e| | per d |x( )x( )|
, (5.347)
h 4e2 2. (5.348) h 2 The factor 2 is a matter of historic convention. Staying with this convention, we use the characteristic length scale (9.73) associated with the mass M and the frequency : h . (5.349) M
5.22 Polarons
445
This length scale will appear in the wave functions of the harmonic oscillator in Eq. (9.73). Using this we introduce a dimensionless coupling constant dened by 1 2 1
1
0
e2 . h
(5.350)
A typical value of is 5 for sodium chloride. In dierent crystals it varies between 1 and 20, thus requiring a strong-coupling treatment. In terms of , one has a = h 2 . (5.351)
The expression (5.348) is the famous path integral of the polaron problem written down in 1955 by Feynman [20] and solved approximately by a variational perturbation approach. In order to allow for later calculations of a particle density in an external potential, we decompose the paths in a Fourier series with xed endpoints x() xb = xa : x( ) = xa +
n=1
xn sin n ,
n n/ . h
(5.352)
The path integral is then the limit N of the product of integrals D3x d xa 2 2 /M h
3 n=1 2
d xn
2 4/Mn
3.
(5.353)
The correctness of this measure is veried by considering the free particle in which case the action is A0 = 1 0 2 A x , 2 n=1 n n with A0 n M h n . 2 2 (5.354)
The Fourier components xn can be integrated leaving a nal integral Z= d2 xa 2 2 /M h

3,
(5.355)
which is the correct partition function of a free particle [compare with the onedimensional expression (3.808)]. The endpoints xb = xa do not appear in the integrand of (5.347) as a manifestation of translational invariance. The integral over the endpoints produces therefore a total volume factor V . We may imagine performing the path integral with xed endpoints which produces the particle density.
446
5.22.2
Harmonic Trial System
The harmonic trial system used by Feynman as a starting point of his variational treatment has the generating functional Z ,C [ j ] = D 3 x exp
h 1 M 2 d x ( ) j( )x( ) h 0 2 h h C M 2 d d [x( ) x( )] e| | . (5.356) per 2 h 0 0
The external current is Fourier-decomposed in the same way as x( ) in (5.352). To preserve translational invariance, we assume the current to vanish at the endpoints: ja = 0. Then the rst two terms in the action in (5.356) are 1 A0 x2 jn xn . A[ j ] = 2 n=1 n n The Fourier decomposition of the double integral in (5.356) reads
h 0
(5.357)
h 0
n=1
(sin n sin n ) xn
e| | . per
(5.358)
With the help of trigonometric identities and a change of variables to = ( + )/2 and = ( )/2, this becomes 2
h 0
2 h 0
n=1
cos n sin(n /2) xn
| eper | .
(5.359)
Integrating out leaves h

2 h 0
n=1
sin2 (n /2) x2 e| | , n per
(5.360)
and performing the integral over gives for (5.358) the result h h 1 e2 2 1+2
n =1
n h
n=1
x2 n
2 n . 2 n + 2
(5.361)
Hence we can write the interaction term in (5.356) as C M 4

n=1
x2 n
2 n , 2 n + 2
h C C 1 e2 coth
h . 2
(5.362)
This changes A0 in (5.357) into n An M n h 2 1 C 1+ 2 + 2 2 n = A0 1 + n 1 C . 2 + 2 n (5.363)
5.22 Polarons
447
The trial partition function without external source is then approximately equal to Z
,C
T 0
D x
d2 xa 2 2 /M h
3
n=1
A0 n . An
(5.364)
The product is calculated as follows:

n=1 A0 n = An n=1 3
1 C 1+ 2 + 2 n
= eF
,C
(5.365)
resulting in the approximate free energy F ,C = 1

n=1
T 0
log
2 n + 2 , 2 n + 2
(5.366)
where we have introduced the function of the trial frequency : 2 () 2 + C /. With the help of formula (2.166) we nd therefore F ,C = 3 sinh h log . 2 sinh h (5.368) (5.367)
For simplicity, we shall from now on consider only the low-temperature regime where C > C, 2 + C/, and the free energy (5.368) becomes approximately F ,C =
T 0
3 h ,C ( ) E0 . 2
(5.369)
The right-hand side is the ground state energy of the harmonic trial system (5.356). In Feynmans variational approach, the ground state energy of the polaron is smaller than this given by the minimum of [compare (5.18), (5.32) and (5.45)]
,C ,C ,C E0 E0 + Eint Eint,harm ,
(5.370)
where the two additional terms are the limits of the harmonic expectation values
,C Eint
1 Aint = h
,C
1 a h 2 2
h 0
h 0
e| | d |x( ) x( )|
,C
, (5.371)
and
,C Eint,harm
1 = Aint,harm h
,C
1 h
C 2
h 0
h 0
,C
d [x( )x( )] e
2 | |
(5.372)
448
The calculation of the rst expectation value is most easily done using the Fourier decomposition (5.345), where we must nd the expectation value eik[x( )x(
)] ,C
(5.373)
In the trial path integral (5.356), the exponential corresponds to a source j( ) = hk (3) ( ) (3) ( ) , in terms of which (5.373) reads ei Introducing the correlation function xi ( )xj ( )
,C d j( )x( )/ h ,C
(5.374)
(5.375)
ij G, (, ),
(5.376)
and using Wicks rule (3.306) for harmonically uctuating paths, the expectation value (5.375) is equal to ei
d j( )x( )/ h ,C
= exp
1 2 2 h
h 0
h 0
d j( ) G, (, ) j( ) . (5.377)
Inserting the special source (5.373), we obtain eik[x( )x(

)] ,C
= I ,C (k, , ) exp k2 G, (, ) ,
(5.378)
where the exponent contains the subtracted Green function 1 1 G,(, ) G,(, ) G, (, ) G, ( , ). 2 2 The Green function G,(, ) itself has the Fourier expansion G, (, ) = h sin n sin n h = 2An / h M n=1
2 n + 2 sin n sin n . 2 2 2 n=1 n (n + )
(5.379)
(5.380)
It solves the Euler-Lagrange equation which extremizes the action in (5.356) for a source j( ) = M ( ):
2 + 2C
Decomposing
h 0
d [xi ( ) xi ( )] e| | G, (, ) = ( ). per
(5.381)
2 2 2 1 1 n + 2 2 2 , = 2 2+ 2 2 ( 2 + 2 ) n n n n + 2
(5.382)
5.22 Polarons
449
we obtain a combination of ordinary Green functions of the second-order operator dierential equation (3.236), but with Dirichlet boundary conditions. For such Green functions, the spectral sum over n was calculated in Section 3.4 for real time [see (3.36) and (3.145)]. The imaginary-time result is G2 (, ) = sin n sin n sinh ( ) sinh h = , for > > 0. (5.383) 2 n + 2 sinh h n=1 1 e( ) e( + 2
In the low-temperature limit, this becomes G2 (, ) = such that 1 1 1 e( ) 1 e( + ) + e2 + e2 G2 (, ) = 2 2 2 In the limit 0, this becomes ture G, (, ) =
1 2 | )
, for > > 0,
(5.384)
, for > > 0.
(5.385) |. We therefore obtain at zero tempera-
2 2 h 2 G0 (, ) + G0 (, ) (5.386) T =0 2M 2 2 h 2 2 2 1 1 = , | | + 1 e| | + e( + ) e2 e2 2M 2 3 2 2
to be inserted into (5.378) to get the expectation value eik[x( )x( )] . The last three terms can be avoided by shifting the time interval under consideration and thus the Fourier expansion (5.352) from (0, h) to ( /2, h/2), which changes h Green function (5.387) to G (, ) =
2
sin n ( + h/2) sin n ( + h/2) 2 n + 2 n=1 sinh ( /2 ) sinh ( + h/2) h = , for > > 0. sinh h
(5.387)
We have seen before at the end of Section 3.20 that such a shift is important when discussing the limit T 0 which we want to do in the sequel. With the symmetric limits of integration, the Green function (5.384) looses its last term [compare with (3.147) for real times] and (5.386) simplies to G, (, ) h G, (, ) = 2M
T =0
h 2M
2 2 2 | | + 1 e| | 2 3
. (5.388)
At any temperature, we have the complicated expression for > : 2 1 2 ( ) 2 h (5.389) .
2 2 [sinh ( /2 ) sinh ( + h/2)( )( ) h 2 sinh h
450
With the help of the Fourier integral (5.346) we nd from this the expectation value of the interaction in (5.347): 1 = |x( ) x( )| d3 k 4 ik[x( )x( )] = e (2)3 k2 d3 k 4 ,C I (k, , ). (5.390) (2)3 k2
For zero temperature, this leads directly to the expectation value of the interaction in (5.347):
h 0
h 0
e| | |x( ) x( )|
2 h
h /2 0
d e
0
h 4 2
d3 k 4 k2 G, (,0) e (2)3 k2 e . (5.391) 2G, (, 0)
The expectation value of the harmonic trial interaction in (5.356), on the other hand, is simply found from the correlation function (5.376) [or equivalently from the second derivative of I ,C (k, , ) with respect to the momenta]: [x( ) x( )] CM 2 h
h 0 h 0 2 ,C
= 6G, (, ).
2 ,C
(5.392)
At low temperatures, this leads to an integral d d [x( ) x( )] e| | = h per

T =0
3C . 4
(5.393)
This expectation value contributes to the ground state energy a term

,C Eint, var =
3 C h . 4
(5.394)
Note that this term can be derived from the derivative of the ground state en,C ergy (5.368) as CC E0 . Together with a/2 2 times the result of (5.391), the inequality (5.370) for the ground state energy becomes E0 3 h ( )2 h 4
0
e . 2G, (, 0)
(5.395)
This has to be minimized in and C, or equivalently, in and . Considering the low-temperature limit, we have taken the upper limit of integration to innity (the frequency corresponds usually to temperatures of the order of 1000 K). For small , the optimal parameters and dier by terms of order . We can therefore expand the integral in (5.395) and nd that the minimum lies, in natural units with h = = 1, at = 3 and = 3[1 + 2(1 P )/3, where 1/2 P = 2[(1 ) 1]. From this we obtain the upper bound E0 2 + . . . 0.01232 + . . . . 81 (5.396)
5.22 Polarons
451
This agrees well with the perturbative result [21]

ex Ew = 0.01591962202 0.0008060700483 O(4).
(5.397)
The second term has the exact value 1 log 1 + 3 2/4 2 2 . (5.398)
In the strong-coupling region, the best parameters are = 1, = 42 /9[4(log 2+ /2) 1], where 0.5773156649 is the Euler-Mascheroni constant (2.461). At these values, we obtain the upper bound E0 2 1 3 + log 2 + O(2 ) 0.1061 2.8294 + O(2 ). 3 4 (5.399)
This agrees reasonably well with the precise strong-coupling expansion [23].
ex Es = 0.1085132 2.836 O(2).
(5.400)
The numerical results for variational parameters and energy are shown in Table 5.12.
Table 5.12 Numerical results for variational parameters and energy.
1 3.110 3 3.421 5 4.034 7 5.810 9 9.850 11 15.41 15 30.08
E0 2.871 -1.01 2.560 -3.13 2.140 -5.44 1.604 -8.11 1.282 -11.5 1.162 -15.7 1.076 -26.7
E0 Etot correction -0.0035 -1.02 0.35 % -0.031 -3.16 1.0 % -0.083 -5.52 1.5 % -0.13 -8.24 1.6 % -0.17 -11.7 1.4 % -0.22 -15.9 1.4 % -0.39 -27.1 1.5 %
(2)
5.22.3
Eective Mass
By performing a shift in the velocity of the path integral (5.347), Feynman calculated also an eective mass for the polaron. The result is M e = M 1 + 2 3
( )2 e . 2G, (, 0)
(5.401)
The reduced eective mass m M e /M has the weak-coupling expansion mw = 1 + + 2.469136 102 2 + 3.566719 103 3 + . . . 6 (5.402)
452 and behaves for strong couplings like ms
16 4 4 (1 + log 4) 2 + 11.85579 + . . . 81 2 3 0.0201414 1.0127752 + 11.85579 + . . . . + 2.362763 102 2 + O(4 ), 6 = 0.02270194 + O(2).
(5.403)
The exact expansions are [31] mex = 1 + w mex s (5.404) (5.405)
5.22.4
Second-Order Correction
With some eort, also the second-order contribution to the variational energy has been calculated at zero temperature [32]. It gives a contribution to the ground state energy E0
(2)
1 1 2 2 (Aint Aint,harm ) 2 h h
,C c
(5.406)
Recall the denitions of the interactions in Eqs. (5.371) and (5.372). There are three terms ,C 2 1 1 (2,1) E0 = A2 , (5.407) Aint ,C int 2 2 h h E0 and E0
(2,3) (2,2)
= 2
1 1 2 h2 h
Aint Aint,harm
,C
Aint
,C
Aint,harm
,C 2
,C
, (5.408)
1 1 2 h2 h
A2 int,harm
,C
Aint,harm
,C
(5.409)
The second term can be written as E0 the third as

(2,3) (2,2)
1 1 2CC Aint 2 h2 h
(5.410)
1 1 {1 CC ] Aint,harm ,C . (5.411) 2 h2 h The nal expression is rather involved and given in Appendix 5C. The second-order correction leads to the second term (5.398) found in perturbation theory. In the strong coupling limit, it changes the leading term 2 /3 0.1061 in (5.399) into 2 3 17+64 arcsin( 2 )32 log(4 2 3 ) (2n)! 1 2 2 = , (5.412) 4 n=1 24n (n!)2 n(2n + 1) 4 E0 =
which is approximately equal to 0.1078. The corrections are shown numerically in the previous Table 5.12.
5.22 Polarons
453
5.22.5
Polaron in Magnetic Field, Bipolarons, Small Polarons, Polaronic Excitons, and More
Feynmans solution of the polaron problem has instigated a great deal of research on this subject [34]. There are many publications dealing with a polaron in a magnetic eld. In particular, there was considerable discussion on the validity of the JensenPeierls inequality (5.10) in the presence of a magnetic eld until it was shown by Larsen in 1985 that the variational energy does indeed lie below the exact energy for suciently strong magnetic elds. On the basis of this result he criticized the entire approach. The problem was, however, solved by Devreese and collaborators who determined the range of variational parameters for which the inequality remained valid. In the light of the systematic higher-order variational perturbation theory developed in this chapter we do not consider problems with the inequality any more as an obstacle to variational procedures. The optimization procedure introduced in Section 5.13 for even and odd approximations does not require an inequality. We have seen that for higher orders, the exact result will be approached rapidly with exponential convergence. The inequality is useful only in Feynmans original lowest-order variational approach where it is important to know the direction of the error. For higher orders, the importance of this information decreases rapidly since the convergence behavior allows us to estimate the limiting value quantitatively, whereas the inequality tells us merely the sign of the error which is often quite large in the lowest-order variational approach, for instance in the Coulomb system. There is also considerable interest in bound states of two polarons called bipolarons. Such investigations have become popular since the discovery of hightemperature superconductivity.3
5.22.6
Variational Interpolation for Polaron Energy and Mass
Let us apply the method of variational interpolation developed in Section 5.18 to the polaron. Starting from the presently known weak-coupling expansions (5.397) and (5.404) we x a few more expansion coecients such that the curves t also the strong-coupling expansions (5.400) and (5.405). We nd it convenient to make the series start out with 0 by removing an overall factor from E and deal with ex the quantity Ew /. Then we see from (5.400) that the correct leading power in the strong-coupling expansion requires taking p = 1, q = 1. The knowledge of b0 and b1 allows us to extend the known weak coupling expansion (5.397) by two further expansion terms. Their coecients a3 , a4 are solutions of the equations [recall (5.245)] b0 = b1 35 15 a2 2a3 a4 a0 c + a1 + + 2 + 3, 128 8 c c c 35 a0 5 a2 a3 3 3. = 32 c 4c c (5.413) (5.414)
454
The constant c governing the growth of N for is obtained by extremizing b0 in c, which yields the equation 15 a2 4a3 4a4 35 a0 3 5 = 0. 128 8 c2 c c The simultaneous solution of (5.413)(5.415) renders c4 = 0.09819868, a3 = 6.43047343 104 , a4 = 8.4505836 105 . (5.415)
(5.416)
The re-expanded energy (5.238) reads explicitly as a function of and (for E including the earlier-removed factor ) W4 (, ) = a0 + a2 3 35 35 35 7 5 + + a1 2 128 32 643 325 1287 2 15 1 5 3 1 + a3 4 2 + 4 a4 5 3 . (5.417) + 8 43 85
Extremizing this we nd 4 as a function of [it turns out to be quite well approximated by the simple function 4 c4 +1/(1+0.07)]. This is to be compared with the optimal frequency obtained from minimizing the lower approximation W2 (, ): 2 = 1 + 2 4a2 2 x + 3a0 1+ 4a2 2 x 3a0
2
1,
(5.418)
which behaves like c2 +1+. . . with c2 = 8a2 /3a0 0.120154. The resulting energy is shown in Fig. 5.28, where it is compared with the Feynman variational energy. For completeness, we have also plotted the weak-coupling expansion, the strongcoupling expansion, the lower approximation W2 (), and two Pad approximants e given in Ref. [22] as upper and lower bounds to the energy. Consider now the eective mass of the polaron, where the strong-coupling behavior (5.405) xes p = 4, q = 1. The coecient b0 allows us to determine an approximate coecient a3 and to calculate the variational perturbation expansion W3 (). From (5.245) we nd the equation b0 = a1 c3 /8 + a3 c, (5.419)
whose minimum lies at c3 = 8a2 /3a0 where b0 = 32a3 /27a1 . Equating b0 of 3 Eq. (5.419) with the leading coecient in the strong-coupling expansion (5.405), we obtain a3 = [27a1 b2 /32]1/3 0.0416929. 0 The variational expression for the polaron mass is from (5.238) W3 (, ) = a0 + a1 3 3 3 + a2 2 + a3 3 . + + 8 4 8 (5.420)
5.22 Polarons
455
Figure 5.28 Variational interpolation of polaron energy (solid line) between the weakcoupling expansion (dashed) and the strong-coupling expansion (short-dashed) shown in comparison with Feynmans variational approximation (fat dots), which is an upper bound to the energy. The dotted curves are upper and lower bounds coming from Pad approxie mants [22]. The dot-dashed curve shows the variational perturbation theory W2 () which does not make use of the strong-coupling information.
This is extremal at 2 = 1 + 3 4a3 2 x + 3a1 1+ 4a3 2 x 3a1

2
1.
(5.421)
From this we may nd once more c3 = 8a2 /3a0 . The approximation W3 () = W3 (, 3 ) for the polaron mass is shown in Fig. 5.29, where it is compared with the weak and strong-coupling expansions and with Feynmans variational result. To see better the dierences between the curves which all grow fast with , we have divided out the asymptotic behavior mas = 1 + b0 4 before plotting the data. As for the energy, we have again displayed two Pad approximants given in Ref. [22] as upper e and lower bounds to the energy. Note that our interpolation diers considerably from Feynmans and higher order expansion coecients in the weak- or the strongcoupling expansions will be necessary to nd out which is the true behavior of the model. Our curve has, incidentally, the strong-coupling expansion ms = 0.02270194 + 0.1257222 + 1.15304 + O(2 ), (5.422)
the second term 2 -term being in sharp contrast with Feynmans expression (5.403). On the weak-coupling side, a comparison of our expansion with Feynmans in Eq. (5.402) shows that our coecient a3 0.0416929 is about 10 times larger than his.
456
m/(1 + b0 4 )
Figure 5.29 Variational interpolation of polaron eective mass between the weak(dashed) and strong-coupling expansions (short-dashed). To see better the dierences between the strongly rising functions, we have divided out the asymptotic behavior mas = 1 + b0 4 before plotting the curves. The fat dots show Feynmans variational approximation. The dotted curves are upper and lower bounds coming from Pad approxe imants [22].
Both dierences are the reason for our curve forming a positive arch in Fig. 2, whereas Feynmans has a valley. It will be interesting to nd out how the polaron mass really behaves. This would be possible by calculating a few more terms in either the weak- or the strong-coupling expansion. Note that our interpolation algorithm is much more powerful than Pads. First, e p we can account for an arbitrary fractional leading power behavior as . Second, the successive lower powers in the strong-coupling expansion can be spaced by an arbitrary 2/q. Third, our functions have in general a cut in the complex plane approximating the cuts in the function to be interpolated (see the discussion in Subsection 17.10.4). Pad approximants, in contrast, have always an integer e power behavior in the strong-coupling limit, a unit spacing in the strong-coupling expansion, and poles to approximate cuts.
5.23
Density Matrices
In path integrals with xed end points, the separate treatment of the path average h x0 0 d x( ) looses its special virtues. Recall that the success of this separation in the variational approach was based on the fact that for xed x0 , the uctuation square width a2 (x0 ) shrinks to zero for large temperatures like h2 /12MkB T [recall (5.25)]. A similar shrinking occurs for paths whose endpoints held xed, which is the case in path integrals for the density. Thus there is no need for a separate treatment of x0 , and one may develop a variational perturbation theory for xed endpoints
5.23 Density Matrices
457
instead. These may, moreover, be taken to be dierent from one another xb = xa , thus allowing us to calculate directly density matrices.4 The density matrix is dened by the normalized expression 1 (xb , xa ) , (5.423) Z where (xb , xa ) is the unnormalized transition amplitude given by the path integral (xb , xa ) = (xb , xa ) = (xb h|xa 0) =
(xa ,0);(xb , /kB T ) h
Dx exp {A[x]/ } , h
(5.424)
summing all paths with the xed endpoints x(0) = xa and x( /kB T ) = xb . The h diagonal matrix elements of the density matrix in the integrand yield, of course, the particle density (5.90). The diagonal elements coincide with the partition function density z(x) introduced in Eq. (2.326). The partition function divided out in (5.423) is found from the trace Z=

dx (x, x).
(5.425)
5.23.1
Harmonic Oscillator
As usual in the variational approach, we shall base the approximations to be developed on the exactly solvable density matrix of the harmonic oscillator. For the sake of generality, this will be assumed to be centered around xm , with an action A,xm [x] =
h /kB T 0
1 1 M x2 ( ) + M2 [x( ) xm ]2 . 2 2
(5.426)
Its unnormalized density matrix is [see (2.403)] 0,xm (xb , xa ) = M 2 sinh h/kB T h M exp (2 + x2 ) cosh h/kB T 2b xa xb a x 2 sinh h/kB T h x( ) x( ) xm .
, (5.427)
with the abbreviation (5.428)
At xed endpoints xb , xa and oscillation center xm , the quantum-mechanical correlation functions are given by the path integral O1 (x(1 )) O2(x(2 ))
4
,xm xb ,xa
1 0,xm (xb , xa )
(xa ,0);(xb , /kB T ) h
Dx O1 (x(1 )) O2 (x(2 )) exp {A,xm [x]/ } . (5.429) h
H. Kleinert, M. Bachmann, and A. Pelster, Phys. Rev. A 60 , 3429 (1999) (quant-ph/9812063).
458
The path x( ) at a xed imaginary time has a distribution p(x, ) (x x( ))

,xm xb ,xa
1 2b2 ( )
exp
( xcl ( ))2 x , 2b2 ( )
(5.430)
where xcl ( ) is the classical path of a particle in the harmonic potential xcl ( ) = xb sinh + xa sinh ( /kB T ) h , sinh h/kB T (5.431)
and b2 ( ) is the square width b2 ( ) = h h cosh[(2 h/kB T )] coth . 2M kB T sinh h/kB T (5.432)
In contrast to the square width a2 (x0 ) in Eq. (5.24) this depends on the Euclidean time , which makes calculations more cumbersome than before. Since the lies in the interval 0 h/kB T , the width (5.432) is bounded by b2 ( ) h h tanh , 2M 2kB T (5.433)
thus sharing with a2 (x0 ) the property of remaining nite at all temperatures. The temporal average of (5.432) is b2 = kB T h
h /kB T 0
d b2 ( ) =
h kB T h coth 2M kB T h
(5.434)
Just as a2 (x0 ), this goes to zero for T . Note however, that the asymptotic behavior is b2 h/6kB T, (5.435) which is twice as big as that of a (x0 ) in Eq. (5.25) (see Fig. 5.30).
2 T
5.23.2
Variational Perturbation Theory for Density Matrices
To obtain a variational approximation for the density matrix, we separate the full action into the harmonic trial action and a remainder A[x] = A,xm [x] + Aint [x], with an interaction Aint [x( )] =
h 0
(5.436)
d Vint (x( )),
(5.437)
where the interaction potential is the dierence between the original one V (x) and the inserted displaced harmonic oscillator: 1 Vint (x( )) = V (x( )) M2 [x( ) xm ]2 . 2 (5.438)
459
1.0
l2
a2 tot uctuation width
0.5
a2 tot,cl
b2
a2 (x0 ) 0.0 0.0 1.0 kB T / h 2.0
Figure 5.30 Temperature dependence of uctuation widths of any point x( ) on the path in a harmonic oscillator (l2 is the generic square length in units of h/M ). The quantity 2 (dashed) is the quantum-mechanical width, whereas a2 (x ) (dash-dotted) shares the a 0 width after separating out the uctuations around the path average x0 . The quantity a2 (long-dashed) is the width of the classical distribution, and b2 (solid curve) is the cl uctuation width at xed ends which is relevant for the calculation of the density matrix by variational perturbation theory (compare Fig. 3.14).
The path integral (5.424) is then expanded perturbatively around the harmonic expression (5.427) as (xb , xa ) = 0,xm (xb , xa ) 1 1 Aint [x] h
,xm xb ,xa
1 A2 [x] int 2 2 h
,xm xb ,xa
. . . , (5.439)
with the harmonic expectation values dened in (5.429). The sum can be evaluated as an exponential of its connected parts, going over to the cumulant expansion: (xb , xa ) = 0,xm (xb , xa ) exp 1 Aint [x] h
,xm xb ,xa ,c
1 2 2 Aint [x] 2 h
,xm xb ,xa ,c
. . . ,(5.440)
where the cumulants are dened as usual [see (3.482), (3.483)]. The series (5.440) is truncated after the N-th term, resulting in the N-th order approximant for the quantum statistical density matrix N m (xb , xa ) = 0,xm (xb , xa ) exp ,x
N n=1
(1)n n! n h
An [x] int
,xm xb ,xa ,c
(5.441)
which explicitly depends on the two variational parameters and xm .
460
By analogy with classical statistics, where the Boltzmann distribution in conguration space is controlled by the classical potential V (x) according to [recall (2.346)] cl (x) = M exp [V (x)] , 2 2 h (5.442)
we shall now work with the alternative type of eective classical potential V e,cl (xa , xb ) introduced in Subsection 3.25.4. It governs the unnormalized density matrix [see Eq. (3.834)] (xb , xa ) = M exp V e,cl (xb , xa ) . 2 2 h (5.443)
Variational approximations to V e,cl (xb , xa ) of Nth order are obtained from (5.427), (5.441), and (5.443) as a cumulant expansion ,x WN m (xb , xa ) = sinh h M 1 ln + (2 + x2 ) cosh h 2b xa xb a x 2 h 2 sinh h h 1 N (1)n An [x] ,xm,c . (5.444) int xb ,xa n=1 n! n h
They have to be optimized in the variational parameters and xm for a pair of endpoints xb , xa . The result is denoted by WN (xb , xa ). The optimal values (xa , xb ) and xm (xa , xb ) are denoted by N (xa , xb ), xN (xa , xb ). The Nth-order approximation m for the normalized density matrix is then given by
1 N (xb , xa ) = ZN N N 2 ,xN m
(xb , xa ),
(5.445)
where the corresponding partition function reads ZN =

dxa N N
2 ,xN m
(xa , xa ).
(5.446)
In principle, one could also optimize the entire ratio (5.445), but this would be harder to do in practice. Moreover, the optimization of the unnormalized density matrix is the only option, if the normalization diverges due to singularities of the potential. This will be seen in Subsection 5.23.6 when discussing the hydrogen atom.
5.23.3
Smearing Formula for Density Matrices
In order to calculate the connected correlation functions in the variational perturbation expansion (5.441), we must nd ecient formulas for evaluating expectation values (5.429) of any power of the interaction (5.437) An [x] ,xm int xb ,xa 1 = ,xm 0 (xb , xa ) x
xb , h n
a ,0
D x
h 0
dl Vint ((l ) + xm ) x (5.447)

l=1
1 exp A,xm [ + xm ] . x h
461
This can be done by an extension of the smearing formula (5.30). For this we rewrite the interaction potential as Vint ((l ) + xm ) = x
dzl Vint (zl + xm )
dl il zl e exp 2
h 0
d il ( l )( ) , x (5.448)
and introduce a current

n
J( ) =
l=1
i l ( l ), h
(5.449)
so that (5.447) becomes An [x] int

,xm xb ,xa = n 1 0,xm (xb , xa ) l=1 h 0
dl
dzl Vint (zl + xmin )
dl il zl ,xm e K [j]. 2 (5.450)
The kernel K ,xm [j] represents the generating functional for all correlation functions of the displaced harmonic oscillator
xb , h
,xm
[j] =
xa ,0
D exp x
1 h
h 0
1 m 2 x x ( ) + M2 x2 ( ) + j( )( ) 2 2
. (5.451)
For zero current j, this generating functional reduces to the Euclidean harmonic propagator (5.427): K ,xm [j = 0] = 0,xm (xb , xa ), (5.452)
and the solution of the functional integral (5.451) is given by (recall Section 3.1) K ,xm [j] = 0,xm (xb , xa ) exp 1 h
h 0
d j( ) xcl ( )
h 0
1 2 2 h
h 0
d j( ) G2 (, ) j( ) , (5.453)
(2)
(2)
where xcl ( ) denotes the classical path (5.431) and G2 (, ) the harmonic Green function with Dirichlet boundary conditions (3.386), to be written here as G2 (, ) =
(2)
h cosh (| | h) cosh ( + h) . 2M sinh h
(5.454)
The expression (5.453) can be simplied by using the explicit expression (5.449) for the current j. This leads to a generating functional
K ,xm [j] = 0,xm (xb , xa ) exp i
xcl
1 2
(5.455)
462
where we have introduced the n-dimensional vectors = (1 , . . . , n ) and xcl = T (xcl (1 ), . . . , xcl (n )) with the superscript T denoting transposition, and the sym(2) metric n n-matrix G whose elements are Gkl = G2 (k , l ). Inserting (5.455) into (5.450), and performing the integrals with respect to 1 , . . . , n , we obtain the n-th order smearing formula for the density matrix An [x] int
,xm xb ,xa n
=
l=1
h 0
dl
dzl Vint (zl + xm )

1 (2)n det G
exp
The integrand contains an n-dimensional Gaussian distribution describing both thermal and quantum uctuations around the harmonic classical path xcl ( ) of Eq. (5.431) in a trial oscillator centered at xm , whose width is governed by the Green functions (5.454). For closed paths with coinciding endpoints (xb = xa ), formula (5.456) leads to the n-th order smearing formula for particle densities (xa ) = 1 1 (xa , xa ) = Z Z Dx (x( = 0) xa ) exp{A[x]/ }, h (5.457)
1 [zk xcl (k )] G1 [zl xcl (l )] . (5.456) kl 2 k,l=1
which can be written as An [x] int

,xm xa ,xa
1 1
n 0
,xm (xa ) l=1 0
dl
1 n zk a2 zl , exp kl n+1 det a2 2 k,l=0 (2)
with z0 = xa . Here a denotes a symmetric (n + 1) (n + 1)-matrix whose elements 2 2 akl = a (k , l ) are obtained from the harmonic Green function for periodic paths (2) G2 (, ) of Eq. (3.301): a2 (, ) h (2) h cosh (| | h/2) G2 (, ) = . M 2M sinh h/2 (5.459)
The diagonal elements a2 = a(, ) are all equal to the uctuation square width (5.24). Both smearing formulas (5.456) and (5.458) allow us to calculate all harmonic expectation values for the variational perturbation theory of density matrices and particle densities in terms of ordinary Gaussian integrals. Unfortunately, in many applications containing nonpolynomial potentials, it is impossible to solve neither the spatial nor the temporal integrals analytically. This circumstance drastically increases the numerical eort in higher-order calculations.
dzl Vint (zl + xm )
(5.458)
463
5.23.4
First-Order Variational Approximation
The rst-order variational approximation gives usually a reasonable estimate for any desired quantity. Let us investigate the classical and the quantum-mechanical limit of this approximation. To facilitate the discussion, we rst derive a new representation for the rst-order smearing formula (5.458) which allows a direct evaluation of the imaginary time integral. The resulting expression will depend only on temperature, whose low- and high-temperature limits can easily be extracted. Alternative First-Order Smearing Formula For simplicity, we restrict ourselves to the case of particle densities and allow only symmetric potentials V (x) centered at the origin. If V (x) has only one minimum at the origin, then also xm will be zero. If V (x) has several symmetric minima, then xm goes to zero only at suciently high temperatures as in Section 5.7. To rst order, the smearing formula (5.458) reads Aint [x]
xa ,xa =
1 0 (xa )
d
0
dz Vint (z) 2
1 a2 a2 00 01
exp
1 (z 2 +x2 )a00 2zxa a01 a . 2 a2 a2 00 01 (5.460)
Expanding the exponential with the help of Mehlers formula (2.290), we obtain the following expansion in terms of Hermite polynomials Hn (x): Aint [x]
xa ,xa= n=0
h (n) z C Hn 2n n! 2a2 00
dz 2a2 00
Vint (z) e
z 2 /2a2 00
Hn
z 2a2 00
(5.461)
Its temperature dependence stems from the diagonal elements of the harmonic Green (n) function (5.459). The dimensionless functions C are dened by
(n) C
1 = h
d
0
a2 01 a2 00
(5.462)
Inserting (5.459) and performing the integral over , we obtain

(n) C
1 2n
n
cosh h/2 k=0
n k
sinh h(n/2 k) . h(n/2 k)
(5.463)
At high temperatures, these functions of go to unity:

0
lim C = 1.
(n)
(5.464)
464
(n)
1.0
0 1 2
0.8
0.6
0.4
3 4 5 6 7 n=8
0.2
0.0
0.0
2.0
4.0
6.0
8.0
Figure 5.31 Temperature-dependence of rst 9 functions C , where = 1/kB T .
(n)
Their zero-temperature limits are lim C =

(n)
According to (5.444), the rst-order approximation to the new eective potential is given by sinh h M 2 h 1 ln + xa tanh + Va (xa ), W1 (xa ) = 2 2 h h 2 with the smeared interaction potential Va (xa ) = 2 1 h Aint [x]
xa ,xa
1, 2 , hn
n = 0, n > 0. (5.465)
(5.466)
(5.467)
It is instructive to discuss separately the limits 0 and to see the eects of pure classical and pure quantum uctuations. a) Classical Limit of Eective Classical Potential In the classical limit 0, the rst-order eective classical potential (5.466) reduces to 1 ,cl W1 (xa ) = M2 x2 + lim Va (xa ). (5.468) 2 a 0 2
465
The second term is determined by inserting the high-temperature limit of the total uctuation width (5.26): kB T , (5.469) a2 tot,cl = M2 and of the polynomials (5.464) into the expansion (5.461), leading to M2 1 Va (xa ) Hn xa 2 n T 2 n=0 2 n!
dz 2/M2
Vint (z)eM
2 z 2 /2
Hn
M2 z . 2 (5.470)
Then we make use of the completeness relation for Hermite polynomials

1 1 2 ex Hn (x) Hn (x ) = (x x ), n n! n=0 2
(5.471)
which may be derived from Mehlers formula (2.290) in the limit b 1 , to reduce the smeared interaction potential Va (xa ) to the pure interaction potential (5.438): 2
0
lim Va (xa ) = Vint (xa ). 2
(5.472)
Recalling (5.438) we see that the rst-order eective classical potential (5.468) approaches the classical one:
0
,cl lim W1 (xa ) = V (xa ).
(5.473)
This is a consequence of the vanishing uctuation width b2 of the paths around the classical orbits. This property is universal to all higher-order approximations to the eective classical potential (5.444). Thus all correction terms with n > 1 must disappear in the limit 0,
0
lim
1 (1)n n=2 n! n h
An [x] int
xa ,xa ,c
= 0.
(5.474)
b) Zero-Temperature Limit At low temperatures, the rst-order eective classical potential (5.466) becomes ,qm (xa ) = h + lim V (xa ). W1 a2 2 (5.475)
The zero-temperature limit of the smeared potential in the second term dened in (5.467) follows from Eq. (5.461) by taking into account the limiting procedure for the (n) polynomials C in (5.465) and the zero-temperature limit of the total uctuation 2 width (5.26), which is equal to the zero-temperature limit of a2 (x0 ): a2 tot,0 = atot =
T =0
466
h/2M. Thus we obtain with H0 (x) = 1 and the inverse length 1/ = M/ [recall (2.296)]: h lim Va (xa ) 2 =

dz
2 H0 (z)2 exp{2 z 2 } Vint (z).
(5.476)
Introducing the harmonic eigenvalues

En = h n +
1 , 2
(5.477)
and the harmonic eigenfunctions [recall (2.294) and (2.295)]

n (x)
1 = n!2n
1/4
e 2
2 x2
Hn (x),
(5.478)
we can re-express the zero-temperature limit of the rst-order eective classical potential (5.475) with (5.476) by ,qm (xa ) = E + | Vint | . W1 0 0 0 (5.479)
This is recognized as the rst-order Rayleigh-Schrdinger perturbative result for the o ground state energy. For the discussion of the quantum-mechanical limit of the rst-order normalized density, (xa ) 1 (xa ) = (xa ) = 1 0 Z
1 exp Aint [x] h xa ,xa xa ,xa
1 dxa (xa ) exp Aint [x] 0 h
(5.480)
we proceed as follows. First we expand (5.480) up to rst order in the interaction, leading to (xa ) = (xa ) 1 1 0
1 Aint [x] h
xa ,xa
dxa (xa ) Aint [x] 0
.(5.481) xa ,xa
Inserting (5.428) and (5.461) into the third term in (5.481), and assuming not to depend explicitly on xa , the xa -integral reduces to the orthonormality relation for Hermite polynomials 1 2n n!

dxa Hn (xa )H0 (xa )exa = n0 ,
(5.482)
so that the third term in (5.481) eventually becomes
dxa (xa ) 0
Aint [x]
xa ,xa
dz
2 Vint (z) exp{2 z 2 } H0 (z). (5.483)

467
But this is just the n = 0 -term of (5.461) with an opposite sign, thus canceling the zeroth component of the second term in (5.481), which would have been divergent for . The resulting expression for the rst-order normalized density is (xa ) = (xa ) 1 1 0
n=1
(n) C Hn (xa ) n n! 2
dz
2 Vint (z) exp(2 z 2 ) Hn (z) .
(5.484)
The zero-temperature limit of C
(n)
is from (5.465) and (5.477)

(n)
lim C =
2 , En E0 1 H (xa ) n E0
(5.485)
so that we obtain from (5.484) the limit (xa ) 1 = (xa ) 0

12 2
n=1
1 2n n!
En
dz
Vint (z) exp{2 z 2 }Hn (z) H0 (z) .
(5.486)
Taking into account the harmonic eigenfunctions (5.478), we can rewrite (5.486) as
(xa ) = |0 (xa )|2 = [0 (xa )]2 20 (xa ) 1 n (xa ) n>0 n | Vint | 0 , En E0
(5.487)
which is just equivalent to the harmonic rst-order Rayleigh-Schrdinger result for o particle densities. Summarizing the results of this section, we have shown that our method has properly reproduced the high- and low-temperature limits. Due to relation (5.487), the variational approach for particle densities can be used to determine approximately the ground state wave function 0 (xa ) for the system of interest.
5.23.5
Smearing Formula in Higher Spatial Dimensions
Most physical systems possess many degrees of freedom. This requires an extension of our method to higher spatial dimensions. In general, we must consider anisotropic harmonic trial systems, where the previous variational parameter 2 becomes a D D -matrix 2 with , = 1, 2, . . . , D. a) Isotropic Approximation An isotropic trial ansatz 2 = 2 (5.488)
468
can give rough initial estimates for the properties of the system. In this case, the n-th order smearing formula (5.458) generalizes directly to An [r] int
ra ,ra
n 1 (ra ) l=1 0
h 0
dl
dD zl Vint (zl )

1 (2)n+1 det a2
D
1 n zk a2 zl , exp kl 2 k,l=0
(5.489)
with the D-dimensional vectors zl = (z1l , z2l , . . . , zDl )T . Note, that Greek labels , , . . . = 1, 2, . . . , D specify spatial indices and Latin labels k, l, . . . = 0, 1, 2, . . . , n refer to the dierent imaginary times. The vector z0 denotes ra , the matrix a2 is the same as in Subsection 5.23.3. The harmonic density reads (r) = 0 1 2a2 00
D
1 exp 2 2 a00
D =1
x2 .
(5.490)
b) Anisotropic Approximation In the discussion of the anisotropic approximation, we shall only consider radiallysymmetric potentials V (r) = V (|r|) because of their simplicity and their major occurrence in physics. The trial frequencies decompose naturally into a radial frequency L and a transverse one T as in (5.95): 2 = 2 L xa xa xa xa + 2 T 2 2 ra ra , (5.491)
with ra = |ra |. For practical reasons we rotate the coordinate system by xn = U xn so that a points along the rst coordinate axis, r (a ) z0 = r and 2 -matrix is diagonal:

ra , = 1, 0, 2 D, .. . 0 0 0 . . .

(5.492)
2 =
0 2 0 L 2 0 T 0 0 0 2 T . . . . . . . . . 0 0 0
= U 2 U 1 .
(5.493)
2 T
After this rotation, the anisotropic n-th order smearing formula in D dimensions reads An [r] int
L,T ra ,ra
n 0
0 L,T (a ) l=1 r
dl
dD zl Vint (|l |) (2)D(n+1)/2 z

1 2 n k,l=0
(5.494)
n k,l=1
(det a2 )1/2 L
(det a2 )(D1)/2 e T
z1k aL 2 z1l 1 kl 2
D =2
zk aT 2 zl kl
469
The components of the longitudinal and transversal matrices a2 and a2 are L T a2 = a2 (k , l ), Lkl L a2 kl = a2 (k , l ) , T T (5.495)
where the frequency in (5.459) must be substituted by the new variational param eters L , T , respectively. For the harmonic density in the rotated system 0 L,T () r which is used to normalize (5.494), we nd
0 L,T () r
1 2a2 L00
1 2a2 00 T
D1
1 1 exp 2 x2 1 2 aL00 2 a2 00 T
D =2
x2
(5.496)
5.23.6
Applications
For applications, we employ natural units with h = kB = M = 1. In order to develop some feeling how the extension of the variational procedure to higher order works, we approximate at rst the particle density in the double-well potential up to second order. After that we extend the rst-order calculation of the electron density of the hydrogen atom in Section 5.10 to nite temperatures.
a) Double-Well
A detailed analysis of the rst-order approximation shows that the particle density in the doublewell potential is nearly exact for all temperatures if we use the two variational parameters 2 and xm , whereas one variational parameter 2 leads to larger deviations at low temperatures and coupling strengths. In this regime, the density has a maximum far away from origin xa = 0, and the displacement of the trial oscillator xm is essential for a good variational approximation. In higher orders, however, the dependence on xm becomes weaker and weaker For this reason, already the second-order calculation may be done by optimizing with respect to while keeping xm xed at the origin.
First-Order Approximation
In the case of the double-well potential 1 1 1 V (x) = 2 x2 + gx4 + , 2 4 4g (5.497)
with coupling constant g, we obtain for the expectation of the interaction (5.461) to rst order, setting also = 1, Aint [x]
,xm xa ,xa
= +
1 1 (1) g0 + g1 C H1 2 2 1 (3) g3 C H3 8 xa xm 2a2 00
xa xm 2a2 00 +
1 (2) + g2 C H2 4
xa xm 2a2 00 , (5.498)
1 (4) g4 C H4 16
xa xm 2a2 00
with g0 g1 g2 g3 g4 = = = = = 1 1 1 3 x2 , a2 (2 + 1) + ga4 + 3ga2 x2 + gx4 + 00 m 00 2 00 2 m 2g 2 m 3 2a2 xm + g(2a2 )3/2 xm + g 2a2 x3 , 00 00 00 m 4 a2 (2 + 1) + 3ga4 + 3ga2 x2 , 00 00 00 m g(2a2 )3/2 xm , 00 ga4 . 00
470
a) xa = 0
1 b) xa = g 0.25 0.5 W1 1.0 0.8 0.6 1.0 0.0 xm 2.0
W1 0.6 0.5 1.0 0.0 xm
0.5 2 1.0 1.5 2 2.5
,x Figure 5.32 Plots of rst-order approximation W1 m (xa ) to eective classical potential as a function of the two variational parameters (xa ), xm (xa ) at = 10 and g = 0.4 for two dierent values of xa . Inserting (5.498) in (5.467), we obtain the unnormalized double-well density 1,xm (xa ) = 1 ,x exp[W1 m (xa )], 2 (5.499)
with the rst-order approximation to the eective classical potential of the alternative type of Subsection 3.25.4): 1 1 sinh ,x + (xa xm )2 tanh + W1 m (xa ) = ln 2 2 Aint [x]
,xm xa ,xa
(5.500)
,x After optimizing W1 m (xa ), the normalized rst-order particle density 1 (xa ) is found by dividing 1 (xa ) by the rst-order partition function 1 Z1 = 2
dxa exp[ W1 (xa )].
(5.501)
,x When optimizing W1 m (xa ) we usually obtain a unique minimum at some 1 (xa ) and x1 (xa ). m Only rarely must a turning point or a vanishing higher derivative be used. The dependence of the ,x rst-order eective classical potential W1 m (xa ) on the variational parameters (xa ) and xm (xa ) is shown in the three-dimensional plots of Fig. 5.32 for = 10 at two typical values of xa . Darker ,x regions indicate smaller values of W1 m . After having determined roughly the area around the expected minimum, we determine the optima numerically. Note that for symmetry reasons, xm (xa ) = xm (xa ), and (xa ) = (xa ). (5.503) (5.502)
Some rst-order approximations to the eective classical potential W1 (xa ) are shown in Fig. 5.33 which are obtained by optimizing with respect to (xa ) and xm (xa ).

W1 (xa )
471
1.5 g = 0.1
1.0
0.2
0.3 0.5 2/ g 1/ g 0.4 0.6 0 xa +1/ g +2/ g
Figure 5.33
First-order approximation to eective classical potential W1 (xa ) for dierent coupling strengths g as a function of the position xa at = 10 by optimizing in both variational parameters and xm (solid curves) in comparison with the approximations obtained by variation in only (dashed curves). The sharp maximum occurring for weak-coupling is a consequence of the reection property (5.502) enforcing a vanishing xm (xa = 0). In the strong-coupling regime, on the other hand, where xm (xa = 0) 0, the sharp top is absent. This behavior is illustrated in the right-hand parts of Figs. 5.34 and 5.35 at dierent temperatures. The inuence of the center parameter xm decreases for increasing values of g and decreasing height 1/4g of the central barrier (see Fig. 5.33). The same thing is true at high temperatures and large values of xa , where the precise knowledge of the optimal value of xm is irrelevant. In these limits, the particle density can be determined without optimizing in xm , setting simply xm = 0, where the expectation value Eq. (5.498) reduces to Aint [x]
xa ,xa
= +
1 (2) C H2 4 1 g1 + 2
xa /
2a2 (g1 + 3g2 ) + 00
1 (4) g2 C H4 xa / 2a2 00 16 (5.504)
3 g2 + g3 , 4
with the abbreviations g1 = a2 (2 + 1), 00 g2 = ga4 , 00 g3 = 1 . 4g
Inserting (5.504) in (5.467) we obtain the unnormalized double-well density 1 1 (xa ) = exp[ W1 (xa )], 2 with the rst-order eective classical potential 1 1 sinh 2 + xa tanh + W1 (xa ) = ln 2 2 Aint [x]
xa ,xa
(5.505)
(5.506)
472
a) 2 (xa ) 3.0 =5 8 10 xm (xa ) =5 3.00 20 ? 100 8 100
b)
2.0
1.0
2.95 10 20 1/ g 0 xa +1/ g 0 1/ g xa 2/ g
Figure 5.34 a) Trial frequency (xa ) at dierent temperatures and coupling strength g = 0.1.
b) Minimum of trial oscillator xm (xa ) at dierent temperatures and coupling g = 0.1.
a) 2 (xa ) =5 0.00 5.4 8 100 xm (xa ) 8 5.5
b)
=5
10 6 20
10 100 0.01 2/ g 0 2/ g xa
20
5.3
2/ g
0 xa
4/ g
Figure 5.35 a) Trial frequency (xa ) at dierent temperatures and coupling strength g = 10.
b) Minimum of trial oscillator xm (xa ) at dierent temperatures and coupling g = 10.
473
(xa ) 1 (xa )
0.2
exact
0.1
0.0 0.0 1.0 xa 2.0 3.0
Figure 5.36 First-order approximation to particle density for = 10 and g = 0.4 compared with
the exact particle density in a double-well from numerical solution of the Schrdinger equation. o All values are in natural units. The optimization in xm = 0 gives reasonable results for moderate temperatures at couplings such as g = 0.4, as shown in Fig. 5.36 by a comparison with the exact density which is obtained from numerical solutions of the Schrdinger equation. An additional optimization in xm cannot o be distinguished on the plot. An example where the second variational parameter xm becomes important is shown in Fig. 5.37, where we compare the rst-order approximation with one () and two variational parameters (, xm ) with the exact density for dierent temperatures at the smaller coupling strength g = 0.1. In Fig. 5.34 we see that for xa > 0, the optimal xm -values lie close to the right hand minimum of the double-well potential, which we only want to consider here. The minimum is located at 1/ g 3.16. We observe that, with two variational parameters, the rst-order approximation is nearly exact for all temperatures, in contrast to the results with only one variational parameter at low temperatures (see the curve for = 20).
Second-Order Approximation
In second-order variational perturbation theory, the dierences between the optimization procedures using one or two variational parameters become less signicant. Thus, we restrict ourselves to the optimization in (xa ) and set xm = 0. The second-order density 1 2 (xa ) = exp[ W2 (xa )] 2 with the second-order approximation of the eective classical potential 1 1 sinh 2 + xa tanh + W2 (xa ) = ln 2 2 Aint [x]
xa ,xa
(5.507)
1 A2 [x] int 2
xa ,xa ,c
(5.508)
474
1 (xa ) 0.4 = 20 0.3 3 @ R @
0.2
6 =1
0.1
6 = 0.25
0.0
0.0
2.0
xa
4.0
6.0
First-order approximation to particle densities of the double-well for g = 0.1 obtained by optimizing with respect to two variational parameters and xm (dashed curves) and with only 2 (dash-dotted) vs. exact distributions (solid) for dierent temperatures. The parameter xm is very important for low temperatures. requires evaluating the smearing formula (5.456) for n = 1, which is given in (5.504), and for n = 2 which will now be calculated. Going immediately to the cumulant we have
h A2 [x] xa ,xa ,c = int h
Figure 5.37
d1
0 0
d2
1 2 ( + 1)2 [I22 (1 , 2 ) I2 (1 )I2 (2 )] 4
(5.509)
1 1 g(2 + 1) [I24 (1 , 2 ) I2 (1 )I4 (2 )] + g 2 [I44 (1 , 2 ) I4 (1 )I4 (2 )] , 4 16 with Im (k ) = (a4 a4 )m 00 0k and Imn (1 , 2 ) = where det A = a6 + 2a2 a2 a2 a2 (a4 + a4 + a4 ). 00 01 02 12 00 01 02 12 The generating function is
m j 2 + 2xa a2 j 0k exp j m 2a2 (a4 a4 ) 00 00 0k
,
j=0
k = 1, 2,
(5.510)
(det A)m+n
m n F (j1 , j2 ) m j n exp 2a2 (det A)2 j1 2 00
,
j1 =j2 =0
(5.511)
475
2 (xa ) = 20 5 0.2 1 0.25
0.1
0.0
0.0
1.0
xa
2.0
3.0
Figure 5.38 Second-order approximation to particle density (dashed) compared to exact results
from numerical solutions of the Schrdinger equation (solid) in a double-well at dierent inverse o temperatures. The coupling strength is g = 0.4. F (j1 , j2 )
2 2 = a4 (j1 + j2 ) 2a6 (a2 j1 + a2 j2 )xa 00 00 01 02 +2a2 a2 j1 j2 + (a4 + a4 + a4 )(a2 j1 + a2 j2 )xa 12 01 02 12 01 02 00
(a2 j1 + a2 j2 )(a2 j1 + a2 j2 + 4a2 a2 a2 xa ). 01 02 01 02 01 02 12
(5.512)
All necessary derivatives and the imaginary time integrations in (5.509) have been calculated analytically. After optimizing the unnormalized second-order density (5.507) in we obtain the results depicted in Fig. 5.38. Comparing the second-order results with the exact densities obtained from numerical solutions of the Schrdinger equation, we see that the deviations are strongest in o the region of intermediate , as expected. Quantum-mechanical limits are reproduced very well, classical limits exactly.
b) Hydrogen Atom
With the insights gained in the last section by discussing the double-well potential, we are prepared to apply our method to the electron in the hydrogen atom which is exposed to the attractive Coulomb interaction V (r) = e2 . r (5.513)
Apart from its physical signicance, the theoretical interest in this problem originates from the non-polynomial nature of the attractive Coulomb interaction. The usual Wick rules or Feynman diagrams do not allow to evaluate harmonic expectation values in this case. Only by the aid of the above-mentioned smearing formula we are able to compute the variational expansion. Since we learned from the double-well potential that the importance of the second variational parameter rm diminishes for a decreasing height of the central barrier, it is sucient for the Coulomb potential
476
with an absent central barrier to set rm = 0 and to take into account only one variational parameter 2 . By doing so we will see in the rst order that the anisotropic variational approximation becomes signicant at low temperatures, where radial and transversal quantum uctuations have quite dierent weights. The eect of anisotropy disappears completely in the classical limit.
Isotropic First-Order Approximation

In the rst-order approximation for the unnormalized density, we must calculate the harmonic expectation value of the action
h
Aint [r] = with the interaction potential Vint (r) =
d1 Vint (r(1 )),

0
(5.514)
1 e2 + rT 2 r , r 2
(5.515)
where the matrix 2 has the form (5.491). Applying the isotropic smearing formula (5.489) for N = 1 to the harmonic term in (5.514) we easily nd r2 (1 )
ra ,ra
=3
a4 a4 a4 2 00 01 + 01 ra . a2 a4 00 00
(5.516)
For the Coulomb potential we obtain the local average e2 r(1 )
=
ra ,ra
e 2 a2 00 erf ra a2 01
a2 01 2a2 (a4 a4 ) 00 00 01
ra
(5.517)
The time integration in (5.514) cannot be done in an analytical manner and must be performed numerically. Alternatively we can use the expansion method introduced in Subsection 5.23.4 for evaluating the smearing formula in three dimensions which yields Aint [r]
ra ,ra
2 ra /2a2 00 1 e [0 (ra )] 2 a2 ra n=0 00
H2n+1 (ra / 2a2 ) (2n) 00 C 22n+1 (2n + 1)!

2
dy y Vint ( 2a2 y)ey H2n+1 (y). 00

0
(5.518)
This can be rewritten in terms of Laguerre polynomials L (r) as n Aint [r]

ra ,ra
2a2 1 00 ra
n=0
(1)n n! (2n) C H2n+1 (ra / 2a2 ) 00 (2n + 1)! 2a2 y 1/2 )ey L1/2 (y)L0 (y). n 00
1/2
dy y 1/2 Vint (
0
(5.519)
Using the integral formula (9.54) and inserting the interaction potential (5.515) we nd Aint [r]
ra ,ra
e2 = ra 3 4
n=0
(1)n (2n 1)!! (2n) C H2n+1 (ra / 2a2 ) 00 2n (2n + 1)! 1 ra C H1 (ra /
(0)
2a6 4 00
1 (2) 2a2 ) + C H3 (ra / 00 6
2a2 ) . 00
(5.520)
477
g1 (ra ) 105 104 103 102 8 101 100 2
104 K
0.0
2.0
4.0
6.0
8.0
10.0
ra
14.0
Radial distribution function for an electron-proton pair. The rst-order results obtained with isotropic (dashed curves) and anisotropic (solid) variational perturbation theory are compared with Storers numerical results (dotted, see Fig. 5.10) and the earlier approximation in Fig. 5.9 (dashdotted). The rst term comes from the Coulomb potential, the second from the harmonic potential. Inserting (5.520) in (5.441), we compute the rst-order isotropic form of the radial distribution function g(r) = This can be written as
g1 (ra ) = exp[ W1 (ra )],
Figure 5.39
2 (r) .
(5.521)
(5.522)
with the isotropic rst-order approximation of the eective classical potential sinh 2 1 3 ln + ra tanh + Aint [r] W1 (ra ) = 2 2
ra ,ra
(5.523)
which is shown in Fig. 5.39 for various temperatures. The results compare well with Storers precise numerical results (see Fig. 5.10). Near the origin, our results are better than those obtained from the lowest-order eective classical potential W1 (r0 ) in Fig. 5.9.
Anisotropic First-Order Approximation

The above results can be improved by taking care of the anisotropy of the problem. For the harmonic part of the action (5.514), Aint [r] = A [r] + AC [r], the smearing formula (5.494) yields the expectation value A [r] 1 L,T ra ,ra = 2 1 (2) (0) 2 a2 00 C + C,L H2 (ra / L L 2 2a2 ) +22 a2 00 (C C,T ) , (5.525) T T L00
(0) (2)
(5.524)
478
(n)
where the C,L(T ) are the polynomials (5.463) with replaced by the longitudinal or transverse frequency. For the Coulomb part of action, the smearing formula (5.494) leads to a double integral
h L,T ra ,ra 2 0
AC [r]
= e
d1
2 2 (1 a4 ) aL00 L
d
0
era aL 1 + 2
/2a2 (1a4 ) L00 L
a2 00 (1a4 ) T T a2 00 (1a4 ) L L
(5.526)
with the abbreviations a2 a2 /a2 , a2 a2 01 /a2 00 . The integrals must be done numerically. L L01 L00 T T T Once this is done, we obtain the rst-order approximation of the radial distribution function as
g1 L,T (ra ) = exp[ W1 L,T (ra )],
(5.527)
with 1 sinh L 1 sinh T L 2 L 1 W1 L,T (ra ) = ln + ln + ra tanh + Aint [r] L 2 T 2

L,T ra ,ra
(5.528)
This is optimized in L (ra ), T (ra ) with the results shown in Fig. 5.39. The anisotropic approach improves the isotropic result for temperatures below 104 K.
Appendix 5A
Feynman Integrals for T = 0 without / Zero Frequency
The Feynman integrals needed in variational perturbation theory of the anharmonic oscillator at nonzero temperature can be calculated in close analogy to those of ordinary perturbation theory in Section 3.20. The calculation proceeds as explained in Appendix 3D, except that the lines represent now the thermal correlation function (5.19) with the zero-frequency subtracted from the spectral decomposition: G
(2)x0
(, ) =
h 1 1 cosh (| | /2) . h 2 sinh( /2) h 2
With the dimensionless variable x , the results for the quantities a2L dened of each Feynman h V diagram with L lines and V vertices as in (3.547), but now without the zero Matsubara frequency, are [compare with the results (3D.3)(3D.11)] a2 = a4 2 h 1 x h = x x coth 1 , 2 2 2 1 1 4 + x2 4 cosh x + x sinh x , 8x sinh2 x 2 3 x x 3x 1 1 h 3 x cosh + 2 x3 cosh + 3 x cosh 64x sinh3 x 2 2 2 2 x 3x x +48 sinh + 6 x2 sinh 16 sinh , 2 2 2 h
4
(5A.1) (5A.2)
a6 = 3
(5A.3)
a8 = 2
1 1 864 + 18 x4 + 1152 cosh x + 32 x2 cosh x 768x3 sinh4 x 2 288 cosh 2x 32 x2 cosh 2x 288 x sinh x + 24 x3 sinh x +144 x sinh 2x + 3 x3 sinh 2x , (5A.4)
Appendix 5A
h
5
Feynman Integrals for T = 0 without Zero Frequency

1 1 x x x 672 x cosh 8 x3 cosh + 24 x5 cosh 4096x3 sinh5 x 2 2 2 2 3x 3x 5x 5x 1008 x cosh + 3 x3 cosh + 336 x cosh + 5 x3 cosh 2 2 2 2 x x x 3x 2 4 7680 sinh 352 x sinh + 72 x sinh + 3840 sinh 2 2 2 2 3x 3x 5x 5x 2 4 2 +224 x sinh , +12 x sinh 768 sinh 64 x sinh 2 2 2 2 1 1 107520 7360 x2 + 624 x4 + 96 x6 4 49152x sinh6 x 2 +161280 cosh x + 1200 x2 cosh x 777 x4 cosh x + 24 x6 cosh x 64512 cosh 2x 5952 x2 cosh 2x + 144 x4 cosh 2x + 10752 cosh 3x h
6
479
a10 = 3
(5A.5)
a12 = 3
+28800 x sinh x + 1312 x2 cosh 3x + 9 x4 cosh 3x 1120 x3 sinh x +324 x5 sinh x + 23040 x sinh 2x 320 x3 sinh 2x 5760 x sinh 3x 160 x3 sinh 3x , h
3
(5A.6)
a6 = 2 a8 = 3
1 1 244 x2 +24 cosh x+ x2 cosh x 9 x sinh x , 2 24x sinh2 x 2 4 1 x 3x 1 x h 45 x cosh 6 x3 cosh 45 x cosh 288x2 sinh3 x 2 2 2 2 x x 3x 3x 432 sinh 54 x2 sinh + 144 sinh , + 4 x2 sinh 2 2 2 2 1 1 3456 414 x2 6 x4 + 4608 cosh x+ 2304x3 sinh4 x 2 496 x2 cosh x 1152 cosh 2x 82 x2 cosh 2x 1008 x sinh x 16 x3 sinh x + 504 x sinh 2x + 5 x3 sinh 2x . h
5
(5A.7)
a10 = 3
(5A.8)
Six of these integrals are the analogs of those in Eqs. (3.547). In addition there are the three integrals a6 , a8 , and a10 , corresponding to the three diagrams 2 3 3 , , , (5A.9)
respectively, which are needed in Subsection 5.14.2. They have been calculated with zero Matsubara frequency in Eqs. (3D.8)(3D.11). In the low-temperature limit where x = , the x-dependent factors in Eqs. (5A.1) h (5A.8) converge towards the same constants (3D.13) as those with zero Matsubara frequency, and the same limiting relations hold as in Eqs. (3.550) and (3D.14). The high-temperature limits x 0, however, are quite dierent from those in Eq. (3D.16). The present Feynman integrals all vanish rapidly for increasing temperatures. For L lines and V vertices, (1/ )V 1 a2L goes to zero like V (/12)L . The rst V factors are due to the V -integrals h V over , the second are the consequence of the product of n/2 factors a2 . Thus a2L behaves like V a2L V h
L
xV 1+L .
(5A.10)
Indeed, the x-dependent factors in (5A.1)(5A.8) vanish now like x/12, x3 /720, x5 /30240,
480

x5 /241920, x7 /11404800, 193x8 /47551795200, x4 /30240, x6 /1814400, x7 /59875200,
(5A.11)
respectively. When expanding (5A.1)(5A.8) into a power series, the lowest powers cancel each other. For the temperature behavior of these Feynman integrals see Fig. 5.40. We have plotted the reduced Feynman integrals a2L (x) in which the low-temperature behaviors (3.550) and (3D.14) V have been divided out of a2L . V
1 0.8 0.6 0.4 0.2
a2L V
a2
0.5 1 1.5 2
L/x
Figure 5.40 Plot of the reduced Feynman integrals a2L (x) as functions of L/x = V LkB T / . The integrals (3D.4)(3D.11) are indicated by decreasing dash-lenghts. Comh pare Fig. 3.16.
The integrals (5A.2) and (5A.3) for a4 and a6 can be obtained from the integral (5A.1) for a2 2 3 via the operation n n h n 1 h n = , (5A.12) 2 n! n! 2 with n = 1 and n = 2, respectively. This is derived following the same steps as in Eqs. (3D.18) (3D.20). The absence of the zero Matsubara frequency does not change the argument. Also, as in Eqs. (5.195)(3D.21), the same type of expansion allows us to derive the three integrals from the one-loop diagram (3.546).
Appendix 5B
Proof of Scaling Relation for Extrema of WN
Here we prove the scaling relation (5.215), according to which the derivative of the N th approximation WN to the ground state energy can be written as [14] d g N WN = pN (), (5B.1) d 3 where pN () is a polynomial of order N in the scaling variable = (2 1)/g. For the sake of generality, we consider an anharmonic oscillator with a potential gxP whose power P is arbitrary. The ubiquitous factor 1/4 accompanying g is omitted, for convenience. The energy eigenvalue of the ground state (or any excited state) has an N th order perturbation expansion N l g El EN (g) = , (5B.2) (P +2)/2 l=0 where El are rational numbers. After the replacement (5.188), the series is re-expanded at xed r in powers of g up to order N , and we obtain
N WN = l=0
l ()
g (P +2)/2
(5B.3)
Appendix 5B
Proof of Scaling Relation for the Extrema of WN
481
with the re-expansion coecients [compare (5.207)]

l
l () =
j=0
Ej
(1
lj
P +2 2 j)/2
()lj .
(5B.4)
Here is a scaling variable for the potential gxP generalizing (5.208) (note that it is four times as big as the previous , due to the dierent normalization of g): (P 2)/2 (2 2 ) . g (5B.5)
We now show that the derivative dWN (g, )/d has the following scaling form generalizing (5B.1): N dWN g = pN (), (5B.6) d (P +2)/2 where pN () is the following polynomial of order N in the scaling variable : pN () = 2 = 2
j=0
dN +1 () d Ej (1 P +2 j)/2 2 N +1j (N + 1 j) ()N j . (5B.7)
The proof starts by dierentiating (5B.3) with respect to , yielding

dWN = d N
l=0
l ()
P +2 dl ll () + 2 d
g (P +2)/2
(5B.8)
Using the chain rule of dierentiation we see from (5B.4) that and (5B.8) can be rewritten as
dWN d N
dl (P +2)/2 P 2 dl = 2 + , d g 2 d
(5B.9)
=
l=0
P +2 (P +2)/2 P 2 l l () + 2 + 2 g 2
dl d
g (P +2)/2
. (5B.10)
After rearranging the sum, this becomes

dWN d
= +
d0 d
g (P +2)/2 1
N 1
l=0
P 2 dl dl+1 P +2 l l + +2 2 2 d d N + P 2 dN 2 d g (P +2)/2
g (P +2)/2
N
P +2 N 2
(5B.11)
The rst term vanishes trivially since 0 happens to be independent of . The sum in the second line vanishes term by term: 1 P +2 P 2 dl dl+1 l l + +2 = 0, 2 2 d d l = 1 . . . N 1. (5B.12)
482
To see this we form the derivative 2 and use the identity 2 to rewrite (5B.13) as 2 implying P 2 dl = 2 d
l
dl+1 Ej =2 d j=0
+2 (1 P 2 j)/2 l+1j
(j l 1) ()lj ,
(5B.13)
(1 P +2 j)/2 2 l+1j
l
P 2 2 j
+ 2l 1 jl1
(1
lj
P +2 2 j)/2
(5B.14)
dl+1 = d
Ej
j=0
(1
lj
P +2 2 j)/2
P 2 j + 2l 1 ()lj , 2
(5B.15)
Ej
j=0
(1
lj
P +2 2 j)/2
P 2 (l j)()lj . 2
(5B.16)
By combining this with (5B.4), (5B.13), we obtain Eq. (5B.12) which proves that the second line in (5B.11) vanishes. Thus we are left with the last term on the right-hand side of Eq. (5B.11). Using (5B.12) for l = N leads to
dWN d
g (P +2)/2
dN +1 () . d
(5B.17)
When expressing dN +1 ()/d with the help of (5B.4), we arrive at

dWN d
g (P +2)/2
N N j=0
Ej
(1 P +2 j)/2 2 N +1j
(N + 1 j) ()N j . (5B.18)
This proves the scaling relation (5B.6) with the polynomial (5B.7). The proof can easily be extended to physical quantities QN (g) with a dierent physical dimension , which have an expansion
N
QN (g) =
l=0
El
g (P +2)/2
= 1,
(5B.19)
rather than (5B.2). In this case the quantity [QN (g)]1/ has again an expansion like (5B.2). By rewriting QN (g) as {[QN (g)]1/ } and forming the derivative using the chain rule we see that the derivative vanishes whenever the polynomial pN () vanishes, which is formed from [QN (g)]1/ as in Eq. (5B.7).
Appendix 5C
Second-Order Shift of Polaron Energy

F [] 22 G, (, 0). 1 3 ( )2 4
0
For brevity, we introduce the dimensionless variable and (5C.1) Going to natural units with h = M = = 1, Feynmans variational energy (5.395) takes the form E0 = d e F 1/2 (). (5C.2)

The second-order correction (5.406) reads E0
(2)
483
412 2 1 I + (2 2 ) 2
d e F 1/2 () 2 1e
1 (2 2 ) 4
d e
0
3/2
()
1+
3 (2 2 )2 163 2 2 + e ,
(5C.3)
where I denotes the integral I= with Q = Q1 for 3 2 + 1 0 and 3 2 0, 1 4

0 0 0
d1 d2 d3 e1 F 1/2 (1 )e2 F 1/2 (2 )
arcsin Q 1 , Q
(5C.4)
Q = Q2 for 3 2 + 1 0 and 3 2 < 0, Q = Q3 for 3 2 + 1 < 0 and 3 2 < 0,
(5C.5)
and Q1 = Q2 = Q3 = 1 1/2 2 1/2 2 2 2 3 F (1 )F (2 ) e (1 e1 )(e 1), 2 1 1/2 F (1 )F 1/2 (2 ) 2 2 2 (2 3 ) e e3 (1 + e(1 2 ) e1 ) 22 (2 3 ) , 1 1/2 F (1 )F 1/2 (2 ) 2 2 2 e3 (1 e1 ) e(2 3 ) (e1 1) 22 1 . (5C.6)
(5C.7)
(5C.8)

The rst-order variational approximation to the eective classical partition function V e cl (x0 ) presented in this chapter was developed in 1983 by R.P. Feynman and H. Kleinert, Phys. Rev. A 34, 5080 (1986) (http://www.physik.fu-berlin. de/~kleinert/159). For further development see: H. Kleinert, Phys. Lett. B 181, 324 (1986) (ibid.http/151); A 118, 195 (1986) (ibid.http/151); W. Janke and B.K. Chang, Phys. Lett. B 129, 140 (1988); W. Janke, in Path Integrals from meV to MeV , ed. by V. Sa-yakanit et al., World Scientic, Singapore, 1990. A detailed discussion of the accuracy of the approach in comparison with several other approximation schemes is given by S. Srivastava and Vishwamittar, Phys. Rev. A 44, 8006 (1991). For a similar, independent development containing applications to simple quantum eld theories, see R. Giachetti and V. Tognetti, Phys. Rev. Lett. 55, 912 (1985); Int. J. Magn. Mater. 54-57, 861 (1986); R. Giachetti, V. Tognetti, and R. Vaia, Phys. Rev. B 33, 7647 (1986); Phys. Rev. A 37, 2165 (1988); Phys. Rev. A 38, 1521, 1638 (1988); Physica Scripta 40, 451 (1989). R. Giachetti, V. Tognetti, A. Cuccoli, and R. Vaia, lecture presented at the XXVI Karpacz School of Theoretical Physics, Karpacz, Poland, 1990.
484
See also R. Vaia and V. Tognetti, Int. J. Mod. Phys. B 4, 2005 (1990); A. Cuccoli, V. Tognetti, and R. Vaia, Phys. Rev. B 41, 9588 (1990); A 44, 2743 (1991); A. Cuccoli, A. Maradudin, A.R. McGurn, V. Tognetti, and R. Vaia, Phys. Rev. D 46, 8839 (1992). The variational approach has solved some old problems in quantum crystals by extending in a simple way the classical methods into the quantum regime. See V.I. Yukalov, Mosc. Univ. Phys. Bull. 31, 10-15 (1976); S. Liu, G.K. Horton, and E.R. Cowley, Phys. Lett. A 152, 79 (1991); A. Cuccoli, A. Macchi, M. Neumann, V. Tognetti, and R. Vaia, Phys. Rev. B 45, 2088 (1992). The systematic extension of the variational approach was developed by H. Kleinert, Phys. Lett. A 173, 332 (1992) (quant-ph/9511020). See also J. Jaenicke and H. Kleinert, Phys. Lett. A 176, 409 (1992) (ibid.http/217); H. Kleinert and H. Meyer, Phys. Lett. A 184, 319 (1994) (hep-th/9504048). A similar convergence mechanism was rst observed within an order-dependent mapping technique in the seminal paper by R. Seznec and J. Zinn-Justin, J. Math. Phys. 20, 1398 (1979). For an introduction into various resummation procedures see C.M. Bender and S.A. Orszag, Advanced Mathematical Methods for Scientists and Engineers, McGraw-Hill, New York, 1978. The proof of the convergence of the variational perturbation expansion to be given in Subsection 17.10.5 went through the following stages: First a weak estimate was found for the anharmonic integral: I.R.C. Buckley, A. Duncan, H.F. Jones, Phys. Rev. D 47, 2554 (1993); C.M. Bender, A. Duncan, H.F. Jones, Phys. Rev. D 49, 4219 (1994). This was followed by a similar extension to the quantum-mechanical case: A. Duncan and H.F. Jones, Phys. Rev. D 47, 2560 (1993); C. Arvanitis, H.F. Jones, and C.S. Parker, Phys.Rev. D 52, 3704 (1995) (hep-ph/9502386); R. Guida, K. Konishi, and H. Suzuki, Ann. Phys. 241, 152 (1995) (hep-th/9407027). The exponentially fast convergence observed in the calculation of the strong-coupling coecients of Table 5.9 was, however, not explained. The accuracy in the table was reached by working up to the order 251 with 200 digits in Ref. [13]. The analytic properties of the strong-coupling expansion were studied by C.M. Bender and T.T. Wu, Phys. Rev. 184, 1231 (1969); Phys. Rev. Lett. 27, 461 (1971); Phys. Rev. D 7, 1620 (1973); ibid. D 7, 1620 (1973); C.M. Bender, J. Math. Phys. 11, 796 (1970); T. Banks and C.M. Bender, J. Math. Phys. 13, 1320 (1972); J.J. Loeel and A. Martin, Carg`se e Lectures on Physics (1970); D. Bessis ed., Gordon and Breach, New York 1972, Vol. 5, p.415; B. Simon, Ann. Phys. (N.Y.) 58, 76 (1970); Carg`se Lectures on Physics (1970), D. Bessis ed., e Gordon and Breach, New York 1972, Vol. 5, p. 383. The problem of tunneling at low barriers (sliding) was solved by H. Kleinert, Phys. Lett. B 300, 261 (1993) (ibid.http/214). See also Chapter 17. Some of the present results are contained in H. Kleinert, Pfadintegrale in Quantenmechanik, Statistik und Polymerphysik , B.-I. Wissenschaftsverlag, Mannheim, 1993. A variational approach to tunneling is also used in chemical physics: M.J. Gillan, J. Phys. C 20, 362 (1987);

G.A. Voth, D. Chandler, and W.H. Miller, J. Chem. Phys. 91, 7749 (1990); G.A. Voth and E.V. OGorman, J. Chem. Phys. 94, 7342 (1991); G.A. Voth, Phys. Rev. A 44, 5302 (1991).
485
Variational approaches without the separate treatment of x0 have been around in the literature for some time: T. Barnes and G.I. Ghandour, Phys. Rev. D 22, 924 (1980); B.S. Shaverdyan and A.G. Usherveridze, Phys. Lett. B 123, 316 (1983); K. Yamazaki, J. Phys. A 17, 345 (1984); H. Mitter and K. Yamazaki, J. Phys. A 17, 1215 (1984); P.M. Stevenson, Phys. Rev. D 30, 1712 (1985); D 32, 1389 (1985); P.M. Stevenson and R. Tarrach, Phys. Lett. B 176, 436 (1986); A. Okopinska, Phys. Rev. D 35, 1835 (1987); D 36, 2415 (1987); W. Namgung, P.M. Stevenson, and J.F. Reed, Z. Phys. C 45, 47 (1989); U. Ritschel, Phys. Lett. B 227, 44 (1989); Z. Phys. C 51, 469 (1991); M.H. Thoma, Z. Phys. C 44, 343 (1991); I. Stancu and P.M. Stevenson, Phys. Rev. D 42, 2710 (1991); R. Tarrach, Phys. Lett. B 262, 294 (1991); H. Haugerud and F. Raunda, Phys. Rev. D 43, 2736 (1991); A.N. Sissakian, I.L. Solovtsov, and O.Y. Shevchenko, Phys. Lett. B 313, 367 (1993). Dierent applications of variational methods to density matrices are given in V.B. Magalinsky, M. Hayashi, and H.V. Mendoza, J. Phys. Soc. Jap. 63, 2930 (1994); V.B. Magalinsky, M. Hayashi, G.M. Martinez Pe a, and R. Reyes Snchez, Nuovo Cimento B 109, n a 1049 (1994). The particular citations in this chapter refer to the publications [1] H. Kleinert, Phys. Lett. A 173, 332 (1993) (quant-ph/9511020). [2] The energy eigenvalues of the anharmonic oscillator are taken from F.T. Hioe, D. MacMillan, and E.W. Montroll, Phys. Rep. 43, 305 (1978); W. Caswell, Ann. Phys. (N.Y.) 123, 153 (1979); R.L. Somorjai, and D.F. Hornig, J. Chem. Phys. 36, 1980 (1962). See also K. Banerjee, Proc. Roy. Soc. A 364, 265 (1978); R. Balsa, M. Plo, J.G. Esteve, A.F. Pacheco, Phys. Rev. D 28, 1945 (1983); and most accurately F. Vinette and J. Czek, J. Math. Phys. 32, 3392 (1991); E.J. Weniger, J. Czek, J. Math. Phys. 34, 571 (1993). [3] R.P. Feynman, Statistical Mechanics, Benjamin, Reading, 1972, Section 3.5. [4] M. Hillary, R.F. OConnell, M.O. Scully, and E.P. Wigner, Phys. Rep. 106, 122 (1984). [5] H. Kleinert, Phys. Lett. A 118, 267 (1986) (ibid.http/145). [6] For a detailed discussion of the eective classical potential of the Coulomb system see W. Janke and H. Kleinert, Phys. Lett. A 118, 371 (1986) (ibid.http/153). [7] C. Kouveliotou et al., Nature 393, 235 (1998); Astroph. J. 510, L115 (1999); K. Hurley et al., Astroph. J. 510, L111 (1999); V.M. Kaspi, D. Chakrabarty, and J. Steinberger, Astroph. J. 525, L33 (1999); B. Zhang and A.K. Harding, (astro-ph/0004067). [8] The perturbation expansion of the ground state energy in powers of the magnetic eld B was driven to high orders in J.E. Avron, B.G. Adams, J. Czek, M. Clay, M.L. Glasser, P. Otto, J. Paldus, and E. Vrscay,
486

Phys. Rev. Lett. 43, 691 (1979); B.G. Adams, J.E. Avron, J. Czek, P. Otto, J. Paldus, R.K. Moats, and H.J. Silverstone, Phys. Rev. A 21, 1914 (1980). This was possible on the basis of the dynamical group O(4,1) and the tilting operator (13.181) found by the author in his Ph.D. thesis. See H. Kleinert, Group Dynamics of Elementary Particles, Fortschr. Physik 6, 1 (1968) (ibid.http/1); H. Kleinert, Group Dynamics of the Hydrogen Atom, Lectures in Theoretical Physics, edited by W.E. Brittin and A.O. Barut, Gordon and Breach, N.Y. 1968, pp. 427-482 (ibid.http/4).
[9] Precise numeric calculations of the ground state energy of the hydrogen atom in a magnetic eld were made by H. Ruder, G. Wunner, H. Herold, and F. Geyer, Atoms in Strong Magnetic Fields (SpringerVerlag, Berlin, 1994). [10] M. Bachmann, H. Kleinert, and A. Pelster, Phys. Rev. A 62, 52509 (2000) (quantph/0005074), Phys. Lett. A 279, 23 (2001) (quant-ph/000510). [11] L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965. [12] J.C. LeGuillou and J. Zinn-Justin, Ann. Phys. (N.Y.) 147, 57 (1983). [13] W. Janke and H. Kleinert, Phys. Rev. Lett. 75, 2787 (1995) (quant-ph/9502019). [14] The high accuracy became possible due to a scaling relation found in W. Janke and H. Kleinert, Phys. Lett. A 199, 287 (1995) (quant-ph/9502018). [15] For the proof of the exponentially fast convergence see H. Kleinert and W. Janke, Phys. Lett. A 206, 283 (1995) (quant-ph/9502019); R. Guida, K. Konishi, and H. Suzuki, Ann. Phys. 249, 109 (1996) (hep-th/9505084). The proof will be given in Subsection 17.10.5. [16] The oscillatory behavior around the exponential convergence shown in Fig. 5.22 was explained in H. Kleinert and W. Janke, Phys. Lett. A 206, 283 (1995) (quant-ph/9502019) in terms of the convergence radius of the strong-coupling expansion (see Section 5.15). [17] H. Kleinert, Phys. Rev. D 60 , 085001 (1999) (hep-th/9812197); Phys. Lett. B 463, 69 (1999) (cond-mat/9906359). See also Chapters 1920 in the textbook H. Kleinert and V. Schulte-Frohlinde, Critical Properties of 4 -Theories, World Scientic, Singapore 2001 (ibid.http/b8) [18] H. Kleinert, Phys. Lett. A 207, 133 (1995). [19] See for example the textbooks H. Kleinert, Gauge Fields in Condensed Matter , Vol. I Superow and Vortex Lines, Vol. II Stresses and Defects, World Scientic, Singapore, 1989 (ibid.http/b1). [20] R.P. Feynman, Phys. Rev. 97, 660 (1955). [21] S. Hhler and A. M llensiefen, Z. Phys. 157 , 159 (1959); M.A. Smondyrev, Theor. o u Math. Fiz. 68 , 29 (1986); O.V. Selyugin and M.A. Smondyrev, Phys. Stat. Sol. (b) 155 , 155 (1989). [22] N.N. Bogoliubov (jun) and V.N. Plechko, Teor. Mat. Fiz. [Sov. Phys.-Theor. Math. Phys.], 65, 423 (1985); Riv. Nuovo Cimento 11, 1 (1988). [23] S.J. Miyake, J. Phys. Soc. Japan, 38, 81 (1975).

[24] J.E. Avron, I.W. Herbst, B. Simon, Phys. Rev. A 20, 2287 (1979). [25] I.D. Feranshuk and L.I. Komarov, J. Phys. A: Math. Gen. 17, 3111 (1984).
487
[26] H. Kleinert, W. K rzinger, and A. Pelster, J. Phys. A: Math. Gen. 31, 8307 (1998) (quantu ph/9806016). [27] H. Kleinert, Phys. Lett. A 173, 332 (1993) (quant-ph/9511020). [28] H. Kleinert, Phys. Rev. D 57, 2264 (1998) and Addendum: Phys. Rev. D 58, 107702 (1998). [29] F.J. Wegner, Phys. Rev. B 5, 4529 (1972); B 6, 1891 (1972). [30] H. Kleinert, Phys. Lett. A 207, 133 (1995) (quant-ph/9507005). [31] J. Rssler, J. Phys. Stat. Sol. 25, 311 (1968). o [32] J.T. Marshall and L.R. Mills, Phys. Rev. B 2 , 3143 (1970). [33] Higher-order smearing formulas for nonpolynomial interactions were derived in H. Kleinert, W. K rzinger and A. Pelster, J. Phys. A 31, 8307 (1998) (quant-ph/9806016). u [34] The polaron problem is solved in detail in the textbook R.P. Feynman, Statistical Mechanics, Benjamin, New York, 1972, Chapter 8. Extensive numerical evaluations are found in T.D. Schultz, Phys. Rev. 116, 526 (1959); and in M. Dineykhan, G.V. Emov, G. Ganbold, and S.N. Nedelko, Oscillator Representation in Quantum Physics, Springer, Berlin, 1995. An excellent review article is J.T. Devreese, Polarons, Review article in Encyclopedia of Applied Physics, 14, 383 (1996) (cond-mat/0004497). This article contains ample references on work concerning polarons in magnetic elds, for instance F.M. Peeters, J.T. Devreese, Phys. Stat. Sol. B 110, 631 (1982); Phys. Rev. B 25, 7281, 7302 (1982); Xiaoguang Wu, F.M. Peeters, J.T. Devreese, Phys. Rev. B 32, 7964 (1985); F. Brosens and J.T. Devreese, Phys. Stat. Sol. B 145, 517 (1988). For discussion of the validity of the Jensen-Peierls inequality (5.10) in the presence of a magnetic eld, see J.T. Devreese and F. Brosens, Solid State Communs. 79, 819 (1991); Phys. Rev. B 45, 6459 (1992); Solid State Communs. 87, 593 (1993); D. Larsen in Landau Level Spectroscopy, Vol. 1, G. Landwehr and E. Rashba (eds.), North Holland, Amsterdam, 1991, p. 109. The paper D. Larsen, Phys. Rev. B 32, 2657 (1985) shows that the variational energy can lie lower than the exact energy. The review article by Devreese contains numerous references on bipolarons, small polarons, and polaronic excitations. For instance: J.T. Devreese, J. De Sitter, M.J. Goovaerts, Phys. Rev. B 5, 2367 (1972); L.F. Lemmens, J. De Sitter, J.T. Devreese, Phys. Rev. B 8, 2717 (1973); J.T. Devreese, L.F. Lemmens, J. Van Royen, Phys. Rev. B 15, 1212 (1977); J. Thomchick, L.F. Lemmens, J.T. Devreese, Phys. Rev. B 14, 1777 (1976); F.M. Peeters, Xiaoguang Wu, J.T. Devreese, Phys. Rev. B 34, 1160 (1986); F.M. Peeters, J.T. Devreese, Phys. Rev. B 34, 7246 (1986); B 35, 3745 (1987); J.T. Devreese, S.N. Klimin, V.M. Fomin, F. Brosens, Solid State Communs. 114, 305 (2000). There exists also a broad collection of articles in
488

E.K.H. Salje, A.S. Alexandrov, W.Y. Liang (eds.), Polarons and Bipolarons in High-Tc Superconductors and Related Materials, Cambridge University Press, Cambridge, 1995. A generalization of the harmonic trial path integral (5.356), in which the exponential function e| | at zero temperature is replaced by f (| |), has been proposed by M. Saitoh, J. Phys. Soc. Japan. 49, 878 (1980), and further studied by R. Rosenfelder and A.W. Schreiber, Phys. Lett. A 284, 63 (2001) (cond-mat/ 0011332). In spite of a much higher numerical eort, this generalization improves the ground state energy only by at most 0.1 % (the weak-coupling expansion coecient 0.012346 in (5.396) is changed to 0.012598, while the strong-coupling coecients in (5.399) are not changed at all. For the eective mass, the lowest nontrivial weak-coupling coecient of 12 in (5.402) is changed by 0.0252 % while the strong-coupling coecients in (5.403) are not changed at all.
Aevo rarissima nostro, simplicitas. Simplicity, a very rare thing in our age. Ovid, Ars Amatoria, Book 1, 241
6
Path Integrals with Topological Constraints
The path integral representations of the time evolution amplitudes considered so far were derived for orbits x(t) uctuating in Euclidean space with Cartesian coordinates. Each coordinate runs from minus innity to plus innity. In many physical systems, however, orbits are conned to a topologically restricted part of a Cartesian coordinate system. This changes the quantum-mechanical completeness relation and with it the derivation of the path integral from the time-sliced time evolution operator in Section 2.1. We shall consider here only a point particle moving on a circle, in a half-space, or in a box. The path integral treatment of these systems is the prototype for any extension to more general topologies.
6.1
Point Particle on Circle
For a point particle on a circle, the orbits are specied in terms of an angular variable (t) [0, 2] subject to the topological constraint that = 0 and = 2 be identical points. The initial step in the derivation of the path integral for such a system is the same as before: The time evolution operator is decomposed into a product
N +1 i i b tb |a ta = b |exp (tb ta )H |a b | exp H |a . h h n=1
(6.1)
The restricted geometry shows up in the completeness relations to be inserted between the factors on the right-hand side for n = 1, . . . , N:
2 0
dn |n n | = 1.
(6.2)
If the integrand is singular at = 0, the integrations must end at an innitesimal piece below 2. Otherwise there is the danger of double-counting the contributions from the identical points = 0 and = 2. The orthogonality relations on these intervals are n |n1 = (n n1 ), 489 n [0, 2). (6.3)
490
6 Path Integrals with Topological Constraints
The -function can be expanded into a complete set of periodic functions on the circle: (n n1 ) = 1 exp[imn (n n1 )]. mn = 2
(6.4)
For a trivial system with no Hamiltonian, the scalar products (6.4) lead to the following representation of the transition amplitude:
N
(b tb |a ta )0 =
2 0
N +1
dn
n=1 mn
n=1
N +1 1 exp i mn (n n1 ) . 2 n=1
(6.5)
We now introduce a Hamiltonian H(p, ). At each small time step, we calculate (n tn |n1 tn1 ) = n | exp i H(p, ) |n1 h
= exp
i H(i n , n ) n |n1 . h h
Replacing the scalar products by their spectral representation (6.4), this becomes (n tn |n1 tn1 ) = n | exp = exp i H(p, ) |n1 h
i H(i n , n ) h h
1 exp[imn (n n1 )]. (6.6) mn = 2
By applying the operator in front of the sum to each term, we obtain (n tn |n1 tn1 ) = 1 i exp imn (n n1 ) H( mn , n ) . (6.7) h h mn = 2
The total amplitude can therefore be written as

N
(b tb |a ta )
2 0
N +1
dn
n=1 N +1
n=1
1 mn = 2 1 H( mn , n ) h h .
(6.8)
exp i
n=1
mn (n n1 )
This is the desired generalization of the original path integral from Cartesian to cyclic coordinates. As a consequence of the indistinguishability of (t) and (t) + 2n, the momentum integrations have turned into sums over integer numbers. The sums h reect the fact that the quantum-mechanical wave functions (1/ 2) exp(ip / ) are single-valued. The discrete momenta enter into (6.8) via a momentum step sum rather than a proper path integral. At rst sight, such an expression looks somewhat hard to deal with in practical calculations. Fortunately, it can be turned into a more comfortable
6.1 Point Particle on Circle
491
equivalent form, involving a proper continuous path integral. This is possible at the expense of a single additional innite sum which guarantees the cyclic invariance in the variable . To nd the equivalent form, we recall Poissons formula (1.197),
l=
e2ikl =
m=
(k m),
(6.9)
to make the right-hand side of (6.4) a periodic sum of -functions, so that (6.3) becomes
n |n1
=
l=
(n n1 + 2l).
(6.10)
A Fourier decomposition of the -functions yields
n |n1 =
l=
dkn exp[ikn (n n1 ) + 2ikn l]. 2
(6.11)
Note that the right-hand side reduces to (6.4) when applying Poissons summation formula (6.9) to the l-sum, which produces a sum of -functions for the integer values of kn = mn = 0, 1, 2, . . . . Using this expansion rather than (6.4), the amplitude (6.5) with no Hamiltonian takes the form
N
(b tb |a ta )0 =
2 0
N +1
dn
n=1
n=1
dkn 2
ln =
ei
N+1 [kn (n n1 )+2kn ln ] n=1
. (6.12)
In this expression, we observe that the sums over ln can be absorbed into the variables n by extending their range of integration from [0, 2) to (, ). Only in the last sum lN+1 , this is impossible, and we arrive at
N
(b tb |a ta )0 =
N +1
dn
n=1
l= n=1
dkn i e 2
N+1 n=1
kn (n n1 +2ln,N+1 )
.(6.13)
The right-hand side looks just like an H 0 -amplitude of an ordinary particle which would read
N
(b tb |a ta )0,noncyclic =
N +1
dn
n=1
n=1
dkn i e 2
N+1 n=1
kn (n n1 )
. (6.14)
The amplitude (6.13) diers from this by the sum over paths running over all periodic repetitions of the nal point b + 2n, tb . The amplitude (6.13) may therefore be written as a sum over all periodically repeated nal points of the amplitude (6.14):
(b tb |a ta )0 =
l=
(b + 2l, tb |a ta )0,noncyclic .
(6.15)
492
In each term on the right-hand side, the Hamiltonian can be inserted as usual, and we arrive at the time-sliced formula
N
(b tb |a ta )
N +1
dn
n=1
l= n=1
dpn 2 h (6.16)
i N +1 exp [pn (n n1 + 2ln,N +1 ) H(pn , n )] . h n=1 In the continuum limit, this tends to the path integral (b tb |a ta )
0 l= a ;b +2l
D(t)
Dp(t) i exp 2 h h
tb ta
dt[p H(p, )] . (6.17)
The way in which this path integral has replaced the sum over all paths on the circle [0, 2) by the sum over all paths with the same action on the entire -axis is illustrated in Fig. 6.1. As an example, consider a free particle moving on a circle with a Hamiltonian H(p, ) = The ordinary noncyclic path integral is (b tb |a ta )noncyclic = 1 2 i(tb ta )/M h 1 2 i(tb ta )/M h
p2 . 2M i M (b a )2 . h 2 tb ta
(6.18)
exp
(6.19)
Using Eq. (6.15), the cyclic amplitude is given by the periodic Gaussian (b tb |a ta ) = exp
l=
i M (b a + 2l)2 . h 2 tb ta
(6.20)
The same amplitude could, of course, have been obtained by a direct quantummechanical calculation based on the wave functions 1 m () = eim (6.21) 2 h2 2 H= m. 2M Within operator quantum mechanics, we nd i (b tb |a ta ) = b |exp (tb ta )H |a h
and the energy eigenvalues
(6.22)
=
m=
m (b )m (a ) exp
i h2 m2 (tb ta ) h 2M (6.23)
1 hm2 exp im(b a ) i (tb ta ) . 2M m= 2
6.2 Innite Wall
493
Figure 6.1 Path with 3 jumps from 2 to 0 at tj1 , tj2 , tj3 , and with one jump from 0 to 2 at t1 . It can be drawn as a smooth path in the extended zone scheme, arriving at n (n, ) = b + (n n)2, where n and n count the number of jumps of the rst and the second type, respectively.
If the sum over m is converted into an integral over p and a dual l-sum via Poissons formula (6.9), this coincides with the previous result:
(b tb |a ta ) = =
l=
i p2 dp exp (tb ta ) p(b a + 2l) 2 h h 2M
i M (b a + 2l)2 . exp h 2 tb ta 2 i(tb ta )/M l= h 1
(6.24)
6.2
Innite Wall
In the case of an innite wall, only a half-space, say x = r > 0, is accessible to the particle, and the completeness relation reads
0
dr|r r| = 1.
(6.25)
For singular integrands, the origin has to be omitted from the integration. The orthogonality relation is r|r = (r r );
N +1
r, r > 0.
(6.26)
Given a free particle moving in such a geometry, we want to calculate (rb tb |ra ta ) = rb | i exp H h n=1 |ra . (6.27)
494
As usual, we insert N completeness relations between the N + 1 factors. In the case of a vanishing Hamiltonian, the amplitude (6.27) becomes
N
(rb tb |ra ta )0 =
N +1
drn
n=1
n=1
rn |rn1 = rb |ra .
(6.28)
For each scalar product rn |rn1 = (rn rn1 ), we substitute its spectral representation appropriate to the innite-wall boundary at r = 0. It consists of a superposition of the free-particle wave functions vanishing at r = 0: r|r = 2 =
0
dk sin kr sin kr (6.29) dk [exp ik(r r ) exp ik(r + r )] = (r r ) (r + r ). 2
This Fourier representation does a bit more than what we need. In addition to the -function at r = r , there is also a -function at the unphysical reected point r = r . The reected point plays a similar role as the periodically repeated points in the representation (6.11). For the same reason as before, we retain the reected points in the formula as though r were permitted to become zero or negative. Thus we rewrite the Fourier representation (6.29) as r|r = where (x) (x) (6.31) with the Heaviside function (x) of Eq. (1.309). For symmetry reasons, it is convenient to liberate both the initial and nal positions r and r from their physical half-space and to introduce the localized states |x whose scalar product exists on the entire x-axis: x|x =
x =x x=r
i dp exp p(x x ) + i((x) (x )) 2 h h
,
x =r
(6.30)
dp i exp p(x x ) + i((x ) (x )) 2 h h (6.32)
= (x x ) (x + x ). With these states, we write r|r = x|x |x=r,x =r . We now take the trivial transition amplitude with zero Hamiltonian (rb tb |ra ta )0 = (rb ra ), extend it with no harm by the reected -function (rb tb |ra ta )0 = (rb ra ) (rb + ra ),
(6.33)
(6.34)
(6.35)
6.2 Innite Wall
495
and factorize it into many time slices:

N
(rb tb |ra ta )0 =
N +1
drn
n=1 xn =rn
n=1
(xn |xn1 0)0
(6.36)
(rb = rN +1 , ra = r0 ), where the trivial amplitude of a single slice is (xn |xn1 0)0 = xn |xn1 , With the help of (6.32), this can be written as
N N +1
x (, ).
(6.37)
(rb tb |ra ta )0 =
drn
n=1 xn =rn
n=1
dpn 2 h . (6.38)
N +1
exp
n=1
i p(xn xn1 ) + i((xn ) (xn1 )) h
The sum over the reected points xn = rn is now combined, at each n, with the integral 0 drn to form an integral over the entire x-axis, including the unphysical half-space x < 0. Only the last sum cannot be accommodated in this way, so that we obtain the path integral representation for the trivial amplitude
N
(rb tb |ra ta )0 =
N +1
dxn
n=1
xb =rb n=1 N +1
dpn 2 h . (6.39)
exp
n=1
i p(xn xn1 ) + i((xn ) (xn1 )) h
The measure of this path integral is now of the conventional type, integrating over all paths which uctuate through the entire space. The only special feature is the nal symmetrization in xb = rb . It is instructive to see in which way the nal symmetrization together with the phase factor exp[i(x)] = 1 eliminates all the wrong paths in the extended space, i.e., those which cross the origin into the unphysical subspace. This is illustrated in Fig. 6.2. Note that having assumed xa = ra > 0, the initial phase (xa ) can be omitted. We have kept it merely for symmetry reasons. In the continuum limit, the exponent corresponds to an action A [p, x] = 0
tb ta
dt[px + ht (x)] A0 [p, x] + A . topol
(6.40)
The rst term is the usual canonical expression in the absence of a Hamiltonian. The second term is new. It is a pure boundary term: A [x] = h((xb ) (xa )), topol (6.41)
which keeps track of the topology of the half space x > 0 embedded in the full space x (, ). This is why the action carries the subscript topol.
496
Figure 6.2 Illustration of path counting near reecting wall. Each path touching the wall once is canceled by a corresponding path of equal action crossing the wall once into the unphysical regime (the path is mirror-reected after the crossing). The phase factor exp[i(xb )] provides for the opposite sign in the path integral. Only paths not touching the wall at all cannot be canceled in the path integral.
The topological action (6.41) can be written formally as a local coupling of the velocity at the origin: A [x] = h topol This follows directly from (xb ) (xa ) =
xb xa tb ta
dtx(t)(x(t)).
(6.42)
dx (x) =
xb xa
dx (x) =
xb xa
dx(x).
(6.43)
Consider now a free point particle in the right half-space with the usual Hamiltonian p2 H= . (6.44) 2M The action reads A[p, x] =
tb ta
dt[px p2 /2M h x(t)(x(t))],
(6.45)
and the time-sliced path integral looks like (6.39), except for additional energy terms p2 /2M in the action. Since the new topological term is a pure boundary term, all n the extended integrals in (6.39) can be evaluated right away in the same way as for a free particle in the absence of an innite wall. The result is (rb tb |ra ta ) = 1
xb =rb
exp =
i M (xb xa )2 + i((xb ) (xa )) h 2 tb ta 1
2 i(tb ta )/M h
(6.46)
2 i(tb ta )/M h
i M (rb ra )2 (rb rb ) exp h 2 tb ta

6.3 Point Particle in Box
497
with xa = ra . This is indeed the correct result: Inserting the Fourier transform of the Gaussian (Fresnel) distribution we see that (rb tb |ra ta ) = i dp 2 h exp p(rb ra ) (rb rb ) eip (tb ta )/2M h h 2 dp i p2 sin(prb / ) sin(pra / ) exp h h (tb ta ) , (6.47) = 2 2 h h 2M 0
which is the usual spectral representation of the time evolution amplitude. Note that the rst part of (6.46) may be written more symmetrically as (rb tb |ra ta ) = i M (xb xa )2 1 exp + i((xb ) (xa )) . h 2 tb ta 2 i(tb ta )/M 2 xa =ra h 1
xb =rb
(6.48) In this form, the phase factors ei(x) are related to what may be considered as even and odd spherical harmonics in one dimension [more after (9.60)] 1 Ye, () = ((x) (x)), x 2 namely, 1 Ye () = , x 2 1 Y () = ei(x) . x 2 (6.49)
The amplitude (6.48) is therefore simply the odd partial wave of the free-particle amplitude (rb tb |ra ta ) = Yo (b ) xb tb |xa ta Y (a ), x x (6.50)
xb ,a x |xb |=rb ,|xa |=ra
which is what we would also have obtained from Schrdinger quantum mechanics. o
6.3
Point Particle in Box
If a point particle is conned between two innitely high walls in the interval x (0, d), we speak of a particle in a box .1 The box is a geometric constraint. Since the wave functions vanish at the walls, the scalar product between localized states is given by the quantum-mechanical orthogonality relation for r (0, d): r|r =
1
2 sin k r sin k r , d k >0
(6.51)
See W. Janke and H. Kleinert, Lett. Nuovo Cimento 25 , 297 (1979) (http://www.physik.fu-berlin.de/~kleinert/64).
498
where k runs over the discrete positive momenta k = , d = 1, 2, 3, . . . . (6.52)
We can write the restricted sum in (6.51) also as a sum over all momenta k with = 0, 1, 2, . . .: 1 (6.53) r|r = eik (rr ) eik (r+r ) . 2d k With the help of the Poisson summation formula (6.9), the right-hand side is converted into an integral and an auxiliary sum:
r|r =
l=
dk ik(rr +2dl) e eik(r+r +2dl) . 2
(6.54)
Using the potential (x) of (6.31), this can be re-expressed as
r|r =
x=r l=
dk ik(xx +2dl)+i((x)(x )) e . 2
(6.55)
The trivial path integral for the time evolution amplitude with a zero Hamiltonian is again obtained by combining a sequence of scalar products (6.51):
N
(rb tb |ra ta )0 = =
d 0 d 0
drn drn
n=1 N n=1
rn |rn1
N +1 n=1
(6.56) sin kn rn sin kn1 rn1 .
2 d
The alternative spectral representation (6.55) allows us to extend the restricted integrals over xn and sums over k to complete phase space integrals, and we may write
N
(rb tb |ra ta )0 =
N +1
dxn
n=1
xb =rb l= n=1
dpn i N exp A , 2 h h 0
(6.57)
with the time-sliced H 0 -action:

N +1
AN = 0
n=1
[pn (xn xn1 ) + h((xn ) (xn1 ))] .
(6.58)
The nal xb is summed over all periodically repeated endpoints rb + 2dl and their reections rb + 2dl. We now add dynamics to the above path integral by introducing some Hamiltonian H(p, x), so that the action reads A=
tb ta
dt[px H(p, x) h x(x)].
(6.59)
6.3 Point Particle in Box
499
Figure 6.3 Illustration of path counting in a box. A path reected once on the upper and once on the lower wall of the box is eliminated by a path with the same action running to (1) (0) (1) xb and to xb , xb . The latter receive a negative sign in the path integral from the phase factor exp[i(xb )]. Only paths remaining completely within the walls have no partner for cancellation.
Figure 6.4 A particle in a box is topologically equivalent to a particle on a circle with an innite wall at one point.
The amplitude is written formally as the path integral
(rb tb |ra ta ) =
l= xb =rb +2dl
Dx
i Dp exp A . 2 h h
(6.60)
In the time-sliced version, the action is

N +1
AN = AN 0
H(pn , xn ).
n=1
(6.61)
The way in which the sum over the nal positions xb = rb + 2dl together with the phase factor exp[i(xb )] eliminates the unphysical paths is illustrated in Fig. 6.3. The mechanism is obviously a combination of the previous two. A particle in a box of length d behaves like a particle on a circle of circumference 2d with a periodic boundary condition, containing an innite wall at one point. This is illustrated in Fig. 6.4. The periodicity in 2d selects the momenta k = (/d), = 1, 2, 3, . . . ,
500
as it should. For a free particle with H = p2 /2M, the integrations over xn , pn can be done as usual and we obtain the amplitude (xa = ra )
(rb tb |ra ta ) =
1 2 i(tb ta )/M h
2 i M (xb xa +2dl) h 2 tb ta
l= xb =rb +2dl
(xb xb ) . (6.62)
A Fourier transform and an application of Poissons formula (6.9) shows that this is, of course, equal to the quantum-mechanical expression (rb tb |ra ta ) = i rb |exp (tb ta )H |ra h 2 k 2 (tb ta ) . sin k rb sin k ra exp i h = d =1 2M
(6.63)
In analogy with the discussion in Section 2.6, we identify in the exponentials the eigenvalues of the energy levels labeled by 1 = 0, 1, 2, . . . : E (1) = h2 k 2 , 2M = 1, 2, 3 . . . . (6.64)
The factors in front determine the wave functions associated with these energies: (1) (x) = 2 sin k x. d (6.65)
6.4
Strong-Coupling Theory for Particle in Box
The strong-coupling theory developed in Chapter 5 open up the possibility of treating quantum-mechanical systems with hard-wall potentials via perturbation theory. After converting divergent weak-coupling expansions into convergent strongcoupling expansions, the strong-coupling limit of a function can be evaluated from its weak-coupling expansion with any desired accuracy. Due to the combination with the variational procedure, new classes of physical systems become accessible to perturbation theory. For instance, the important problem of the pressure exerted by a stack of membranes upon enclosing walls has been solved by this method.2 Here we illustrate the working of that theory for the system treated in the previous section, the point particle in a one-dimensional box. This is just a quantum-mechanical exercise for the treatment of physically more interesting problems. The ground state energy of this system has, according to Eq. (6.64), the value E (0) = 2 /2d2 . For simplicity, we shall now use natural units in which we can omit Planck and Boltzmann constants everywhere, setting them equal to unity: h = 1, kB = 1. We shall now demonstrate how this result is found via strong-coupling theory from a perturbation expansion.
2
See Notes and References.

6.4 Strong-Coupling Theory for Particle in Box
501
6.4.1
Partition Function
The discussion becomes simplest by considering the quantum statistical partition function of the particle. It is given by the Euclidean path integral (always in natural units) Z= Du( )e 2
1 h 0
d (u)2
(6.66)
where the shifted particle coordinate u( ) x( )d/2 is restricted to the symmetric interval d/2 u( ) d/2. Since such a hard-wall restriction is hard to treat analytically in (6.66), we make the hard-walls soft by adding to the Euclidean action E in the exponent of (6.66) a potential term diverging near the walls. Thus we consider the auxiliary Euclidean action Ae = where V (u) is given by 2 V (u) = 2 d u tan d
2
1 2
h 0
d [u( )]2 + V (u( )) ,
(6.67)
2 2 2 4 u + gu + . . . . 2 3
(6.68)
On the right-hand side we have introduced a parameter g 2 /d2 .
6.4.2
The expansion of the potential in powers of g can now be treated perturbatively, leading to an expansion of Z around the harmonic part of the partition function. In this, the integrations over u( ) run over the entire u-axis, and can be integrated out as described in Section 2.15. The result is [see Eq. (2.481)] Z = e(1/2)Tr log(
2 + 2 )
(6.69)
For , the exponent gives a free energy density F = 1 log Z equal to the ground state energy of the harmonic oscillator (6.70) F = . 2 The treatment of the interaction terms can be organized in powers of g, and give rise to an expansion of the free energy with the generic form
F = F +
k=1
ak
(6.71)
The calculation of the coecients ak in this expansion proceeds as follows. First we expand the potential in (6.67) to identify the power series for the interaction energy Aint = e 2 d gv4 u4 + g 2 v6 u6 + g 3 v8 u8 + . . . 2 2 = d g k v2k+2 [u2 ( )]k+1 , 2 k=1
(6.72)
502 with coecients

v4 = v16 = v24 = v30 = v34 =
2 17 62 1382 21844 929569 , v6 = , v8 = , v10 = , v12 = , v14 = , 3 45 315 14175 467775 42567525 6404582 443861162 18888466084 113927491862 , v18 = , v20 = , v22 = , 638512875 97692469875 9280784638125 126109485376875 58870668456604 8374643517010684 689005380505609448 , v26 = , v28 = , 147926426347074375 48076088562799171875 9086380738369043484375 1736640792209901647222 129848163681107301953 , v32 = , 3952575621190533915703125 122529844256906551386796875 418781231495293038913922 , ... . (6.73) 68739242628124575327993046875
The interaction terms d [u2 ( )]k+1 and their products are expanded according to Wicks rule in Section 3.10 into sums of products of harmonic two-point correlation functions e|1 2 | dk eik(1 2 ) u(1 )u(2 ) = = . (6.74) 2 k 2 + 2 2 Associated local expectation values are u2 = 1/2, and uu uu = = dk k =0 2 + 2 2 k dk k 2 = , 2 + 2 2 k 2
(6.75)
where the last integral is calculated using dimensional regularization in which dk k = 0 for all . The Wick contractions are organized with the help of the Feynman diagrams as explained in Section 3.20. Only the connected diagrams contribute to the free energy density. The graphical expansion of free energy up to four loops is F = 2 + 2 2 1 2! 1 + 3! 2 2 2 2
2 2 g 2v4 [72 3 3 g 3v4 2592
gv4 3
+ g 2 v6 15 + 24
+ g 3 v8 105 ] +g 3 2v4 v6 540 +3456 + 360 + 1728 . (6.76)
+ 1728
Note dierent numbers of loops contribute to the terms of order g n . The calculation of the diagrams in Eq. (6.76) is simplied by the factorization property: If a diagram consists of two subdiagrams touching each other at a single vertex, the associated Feynman integral factorizes into those of the subdiagrams. In each diagram, the last t-integral yields an overall factor , due to translational invariance along the t-axis, the others produce a factor 1/. Using the explicit expression (6.75) for the lines in the diagrams, we nd the following values for the Feynman integrals: = 1 , 16 5 = 1 , 64 8
503 3 , 128 8 5 , = 8 64 8 3 = . 8 64 8 =
1 , 32 5 1 , = 32 6 1 = , 32 6 =
(6.77)
Adding all contributions in (6.76), we obtain up to the order g 3 : F3 = g 15 21 2 1 3 + v4 v6 v4 + 2 8 16 32 g

2
105 45 333 3 v8 v4 v6 + v 32 8 128 4
g 3 , (6.78)
which has the generic form (6.71). We can go to higher orders by extending the Bender-Wu recursion relation (3C.20) for the ground state energy of the quartic anharmonic oscillator as follows:
p p 2p Cn = (p + 1)(2p + 1)Cn + 0 p C0 = 1, Cn = 0 n1 1 n p k1 1 p v2k+2 Cnk Ck Cnk , 1 p 2n, 2 k=1 k=1
(n 1, p < 1).
(6.79)
After solving these recursion relations, the coecients ak in (6.71) are given by ak = (1)k+1 Ck,1 . For brevity, we list here the rst sixteen expansion coecients for F , calculated with the help of MATHEMATICA of REDUCE programs:3 1 1 1 1 a0 = , a1 = , a2 = , a3 = 0, a4 = , a5 = 0, 2 4 16 256 5 1 , a7 = 0, a8 = , a9 = 0, a6 = 2048 65536 7 21 a10 = , a11 = 0, a12 = , a13 = 0, 524288 8388608 429 33 , a15 = 0, a16 = ,... . a14 = 67108864 4294967296
(6.80)
6.4.3
Variational Strong-Coupling Approximations
We are now ready to calculate successive strong-coupling approximations to the function F (g). It will be convenient to remove the expected correct d dependence g 2 /d2 from F (g), and study the function F () F (g)/g which depends only on the dimensionless reduced coupling constant g = g/. The limit 0 corresponds to a strong-coupling limit in the reduced coupling constant g . According to the general theory of variational perturbation theory and its strong-coupling limit in Sections 5.14 and 5.17, the Nth order approximation to the strong-coupling limit of g F (), to be denoted by F , is found by replacing, in the series truncated after the
3
The programs can be downloaded from www.physik.fu-berlin.de/kleinert/b5/programs
504
Nth term, FN (g/), the frequency by the identical expression where r 2 2M(2 2 )/g.
2 gr 2/2M, (6.81)
For a moment, this is treated as an independent variable, whereas is a dummy parameter. Then the square root is expanded binomially in powers of g, and FN (g/ 2 gr 2 /2M) is re-expanded up to order g N . After that, r is replaced by its proper value. In this way we obtain a function FN (g, ) which depends on , which thus becomes a variational parameter. The best approximation is obtained by extremizing FN (g, ) with respect to . Setting = 0, we go to the strong-coupling limit g . There the optimal grows proportionally to g, so that g/ = c1 is nite, and the variational expression FN (g, ) becomes a function of fN (c). In this limit, the above re-expansion amounts simply to replacing each power n in each g expansion terms of FN () by the binomial expansion of (1 1)n/2 truncated after the (N n)th term, and replacing g by c1 . The rst nine variational functions fN (c) are listed in Table 6.1. The functions fN (c) are minimized starting from f2 (c) and searching the minimum of each successive f3 (c), f3 (c), . . . nearest to the previous one. The functions fN (c) together with their minima are plotted in Fig. 6.5. The minima lie at
Table 6.1 First eight variational functions fN (c).
f2 (c) = f3 (c) = f4 (c) = f5 (c) = f6 (c) = f7 (c) = f8 (c) = f9 (c) =
1 4 1 4 1 4 1 4 1 4 1 4 1 4 1 4
+ + + +
1 + 3c 16 c 16 3 + 5c 32 c 32 1 15 + 128 c + 35 c 256 c3 256 5 35 63 c 3 + 256 c + 512 512 c 1 35 315 2048 c3 + 2048 c + 231 c 2048 c5 2048 7 105 693 429 c 4096 c3 + 4096 c + 4096 4096 c5 5 63 1155 3003 + 16384 c5 32768 c3 + 16384 c + 6435 c 65536 c7 65536 45 231 3003 6435 + 32768 c5 65536 c3 + 32768 c + 12155 c 131072 c7 131072
c
0.8 0.85 0.9 0.95 0.498 0.496 0.494 0.492 0.49
fN (c)
Figure 6.5 Variational functions fN (c) for particle between walls up to N = 16 are shown together with their minima whose y-coordinates approach rapidly the correct limiting value 1/2.

min (N, fN ) = (2, 0.466506), (3, 0.492061), (4, 0.497701), (5, 0.499253), (6, 0.499738), (7, 0.499903), (8, 0.499963), (9, 0.499985), (10, 0.499994), (11, 0.499998), (12, 0.499999), (13, 0.5000), (14, 0.50000), (15, 0.50000), (16, 0.5000).
505
(6.82)
They converge exponentially fast against the known result 1/2, as shown in Fig. 6.6.
6.4.4
Special Properties of Expansion
The alert reader will have noted that the expansion coecients (6.80) possess two special properties: First, they lack the factorial growth at large orders which would be found for a single power [u2 ( )]k+1 of the interaction potential, as mentioned in Eq.(3C.27) and will be proved in Eq. (17.323). The factorial growth is canceled by the specic combination of the dierent powers in the interaction (6.72), making the series (6.71) convergent inside a certain circle. Still, since this circle has a nite radius (the ratio test shows that it is unity), this convergent series cannot be evaluated in the limit of large g which we want to do, so that variational strong-coupling theory is not superuous. However, there is a second remarkable property of the coecients (6.80): They contain an innite number of zeros in the sequence of coecients for each odd number, except for the rst one. We may take advantage of this property by separating o the irregular term g a1 g = g/4 = 2 /4d2 , setting = g 2 /4 2 , and rewriting F () as 1 1 F () = 1 + h() , 4
N
h()
22n+1 a2n n .
n=0
(6.83)
Inserting the numbers (6.80), the expansion of h() reads h() = 1 + 2 3 5 4 7 5 21 6 33 7 429 8 + + + + ... . 2 8 16 128 256 1024 2048 32768 (6.84) We now realize that this is the binomial power series expansion of 1 + . Substituting this into (6.83), we nd the exact ground state energy for the Euclidean action (6.67) E (0) = 2 4d2 1+ 1+ 1 = 2 4d2 1+ 1 + 4 2 d4 4 . (6.85)
0.5 0.499998 0.499996 0.499994 0.499992

min fN
eN
0.00005
Figure 6.6 exact value.
Exponentially fast convergence of strong-coupling approximations towards
506
Here we can go directly to the strong-coupling limit to recover the exact ground state energy E (0) = 2 /2d2 . The energy (6.85) can of course be obtained directly by solving the Schrdinger equation o associated with the potential (6.72), 1 2 2 (1 ) + 1 2 x cos2 x (x) = d2 E(x), 2 (6.86)
where we have replaced u dx/ and set 2 d4 / 4 ( 1), so that = 1 2 1+ 1 + 4 2 d4 4 . (6.87)
Equation (6.86) is of the Pschl-Teller type [see Subsection 14.4.5], and has the ground state wave o function, to be derived in Eq. (14.162), 0 (x) = const cos x , (6.88)
with the eigenvalue 2 E (0) /d2 = (2 1)/2, which agrees of course with Eq. (6.85). If we were to apply the variational procedure to the series h()/ in F of Eq. (6.85), by 2n n replacing the factor 1/ contained in each power by = 2 r and re-expanding now in powers of rather than g, we would nd that all approximation hN (c) would possess a minimum with unit value, such that the corresponding extremal functions fN (c) yield the correct nal energy in each order N .
6.4.5
Exponentially Fast Convergence
With the exact result being known, let us calculate the exponential approach of the variational approximations observed in Fig. (6.6). Let us write the exact energy (6.85) as E (0) = After the replacement 1 (g + 4 g 2 + 4 2 ). (6.89)
2 g, this becomes E (0) = g+ 4 g 2 4 + 4 , g (6.90)
where g g/2 . The N th-order approximant fN (g) of E (0) is obtained by expanding (6.91) in powers of g up to order N ,
N
fN (g) =
0
hk ()k , g
(6.91)
and substituting by 2M r2 = (1 2 )/ [compare (6.81)], with 2 2 /2 . The resulting g function of g is then optimized. It is straightforward to nd an integral representation for FN (g). Setting r z, we have g FN = 1 2i
C0
dz 1 z N +1 f (z), z N +1 1 z z2 4z + 4 r2 (z z1 )(z z2 ) ,
(6.92)
where the contour C0 refers to small circle around the origin and F (z) = = 4 z + r
1 z+ 4r
(6.93)

with branch points at z1,2 = 2r2 1 1 1/r2 . For z < 1, we rewrite
507
(1 z)2 N + (N 1)z + . . . + z N 1 and estimate this for z 1 as
1 z N +1 = (1 z)(1 + z + . . . + z N ) = (1 z)(N + 1)
(6.94)
1 z N +1 = (1 z)(N + 1) + O(|1 z|2 N 2 ).
(6.95)
Dividing the approximant (6.92) by , and indicating this by a hat, we use (6.94) to write FN as a sum over the discontinuities across the two branch cuts: FN = = (N + 1) 2i (N + 1)
i=1 zi
C0 2
(N + 1) (N ) dz F (z) F (z) = F (0) N +1 z N!
dz z N +1
F (z).
(6.96)
The integrals yield a constant plus a product FN (N + 1)(N 3 )! 1 1 2 , 2 )N (1 + r2 )N N! (r (6.97)
which for large N can be approximated using Stirlings formula (5.204) by FN (r2 )N
2 A er N . N
(6.98)
In the strong-coupling limit of interest here, 2 = 0, and r = 1/ = /g = c. In Fig. 6.5 we see g that the optimal c-values tend to unity for N , so that fN goes to zero like eN , as observed in Fig. 6.6.

There exists a large body of literature on this subject, for example L.S. Schulman, J. Math. Phys. 12, 304 (1971); M.G.G. Laidlaw and C. DeWitt-Morette, Phys. Rev. D 3, 1375 (1971); J.S. Dowker, J. Phys. A 5, 936 (1972); P.A. Horvathy, Phys. Lett. A 76, 11 (1980) and in Dierential Geometric Methods in Math. Phys., Lecture Notes in Mathematics 905, Springer, Berlin, 1982; J.J. Leinaas and J. Myrheim, Nuovo Cimento 37, 1, (1977). The latter paper is reprinted in the textbook F. Wilczek, Fractional Statistics and Anyon Superconductivity, World Scientic, 1990. See further P.A. Horvathy, G. Morandi, and E.C.G. Sudarshan, Nuovo Cimento D 11, 201 (1989), and the textbook L.S. Schulman, Techniques and Applications of Path Integration, Wiley, New York, 1981. It is possible to account for the presence of hard walls using innitely high -functions: C. Grosche, Phys. Rev. Lett. 71, 1 (1993); Ann. Phys. 2, 557 (1993); (hep-th/9308081); (hepth/9308082); (hep-th/9402110); M.J. Goovaerts, A. Babcenco, and J.T. Devreese, J. Math. Phys. 14, 554 (1973); C. Grosche, J. Phys. A Math. Gen. 17, 375 (1984).
508
The physically important problem of membranes between walls has been discussed in W. Helfrich, Z. Naturforsch. A 33, 305 (1978); W. Helfrich and R.M. Servuss, Nuovo Cimento D 3, 137 (1984); W. Janke and H. Kleinert, Phys. Lett. 58, 144 (1987) (http://www.physik.fu-berlin.de/ ~kleinert/143); W. Janke, H. Kleinert, and H. Meinhardt, Phys. Lett. B 217, 525 (1989) (ibid.http/184); G. Gompper and D.M. Kroll, Europhys. Lett. 9, 58 (1989); R.R. Netz and R. Lipowski, Europhys. Lett. 29. 345 (1995); F. David, J. de Phys. 51, C7-115 (1990); H. Kleinert, Phys. Lett. A 257 , 269 (1999) (cond-mat/9811308); M. Bachmann, H. Kleinert, A. Pelster, Phys. Lett. A 261 , 127 (1999) (cond-mat/9905397). The problem has been solved with the help of the strong-coupling variational perturbation theory developed in Chapter 5 by H. Kleinert, Phys. Lett. A 257, 269 (1999) (cond-mat/9811308); M. Bachmann, H. Kleinert, and A. Pelster, Phys. Lett. A 261, 127 (1999) (cond-mat/9905397). The quantum-mechanical calculation presented in Section 6.4 is taken from H. Kleinert, A. Chervyakov, and B. Hamprecht, Phys. Lett. A 260, 182 (1999) (condmat/9906241).
Mirum, quod divina natura dedit agros. Its wonderful that divine nature has given us elds. Varro, 82 B.C.
7
Many Particle Orbits Statistics and Second Quantization
Realistic physical systems usually contain groups of identical particles such as specic atoms or electrons. Focusing on a single group, we shall label their orbits by x() (t) with = 1, 2, 3, . . . , N. Their Hamiltonian is invariant under the group of all N! permutations of the orbital indices . Their Schrdinger wave functions can then o be classied according to the irreducible representations of the permutation group. Not all possible representations occur in nature. In more than two space dimensions, there exists a superselection rule, whose origin is yet to be explained, which eliminates all complicated representations and allows only for the two simplest ones to be realized: those with complete symmetry and those with complete antisymmetry. Particles which appear always with symmetric wave functions are called bosons. They all carry an integer-valued spin. Particles with antisymmetric wave functions are called fermions 1 and carry a spin whose value is half-integer. The symmetric and antisymmetric wave functions give rise to the characteristic statistical behavior of fermions and bosons. Electrons, for example, being spin-1/2 particles, appear only in antisymmetric wave functions. The antisymmetry is the origin of the famous Pauli exclusion principle, allowing only a single particle of a denite spin orientation in a quantum state, which is the principal reason for the existence of the periodic system of elements, and thus of matter in general. The atoms in a gas of helium, on the other hand, have zero spin and are described by symmetric wave functions. These can accommodate an innite number of particles in a single quantum state giving rise to the famous phenomenon of Bose-Einstein condensation. This phenomenon is observable in its purest form in the absence of interactions, where at zero temperature all particles condense in the ground state. In interacting systems, Bose-Einstein statistics can lead to the stunning quantum state of superuidity. The particular association of symmetry and spin can be explained within relativistic quantum eld theories in spaces with more than two dimensions where it is shown to be intimately linked with the locality and causality of the theory.
Had M. Born as editor of Zeitschrift f r Physik not kept a paper by P. Jordan in his suitcase u for half a year in 1925, they would be called jordanons. See the bibliographical notes by B. Schroer (hep-th/0303241).
1
509
510
7 Many Particle Orbits Statistics and Second Quantization
In two dimensions there can be particles with an exceptional statistical behavior. Their properties will be discussed in Section 7.5. In Chapter 16, such particles will serve to explain the fractional quantum Hall eect. The problem to be solved in this chapter is how to incorporate the statistical properties into a path integral description of the orbits of a many-particle system. Afterwards we describe the formalism of second quantization or eld quantization in which the path integral of many identical particle orbits is abandoned in favor of a path integral over a single uctuating eld which is able to account for the statistical properties in a most natural way.
7.1
Ensembles of Bose and Fermi Particle Orbits
For bosons, the incorporation of the statistical properties into the orbital path integrals is quite easy. Consider, for the moment, distinguishable particles. Their many-particle time evolution amplitude is given by the path integral
(N (xb , . . . , xb ; tb |x(1) , . . . , xa ) ; ta ) = a (1) (N ) N =1
D D x() eiA
(N) / h
(7.1)
with an action of the typical form A(N ) =

tb ta
where V (x() ) is some common background potential for all particles interacting via the pair potential Vint (x() x( ) ). We shall ignore interactions involving more than two particles at the same time, for simplicity. If we want to apply the path integral (7.1) to indistinguishable particles of spin zero, we merely have to add to the sum over all paths x() (t) running to the nal () positions xb the sum of all paths running to the indistinguishable permuted nal (p()) positions xb . The amplitude for n bosons reads therefore
(N (xb , . . . , xb ; tb |x(1) , . . . , xa ) ; ta ) = a (1) (N )
dt
=1
1 N M () ()2 Vint (x() x( ) ) , x V (x() ) 2 2 = =1
(7.2)
(xb
(p(1))
, . . . , xb
(p(N ))
p()
(N ; tb |x(1) , . . . , xa ) ; ta ), (7.3) a
where p() denotes the N! permutations of the indices . For bosons of higher spin, the same procedure applies to each subset of particles with equal spin orientation. A similar discussion holds for fermions. Their Schrdinger wave function requires o complete antisymmetrization in the nal positions. Correspondingly, the amplitude (p()) (7.1) has to be summed over all permuted nal positions xb , with an extra minus sign for each odd permutation p(). Thus, the path integral involves both sums and dierences of paths. So far, the measure of path integration has always been a true sum over paths. For this reason it will be preferable to attribute the alternating sign to an interaction between the orbits, to be called a statistics interaction. This interaction will be derived in Section 7.4.
7.1 Ensembles of Bose and Fermi Particle Orbits
511
For the statistical mechanics of Bose- and Fermi systems consider the imaginarytime version of the amplitude (7.3):
(N (xb , . . . , xb ; h|x(1), . . . , xa ) ; 0) = a p() (1) (N ) (p(1)) (p(N )) (N , . . . , xb ; h|x(1), . . . , xa ) ; 0), p() (xb a
(7.4)
where p() = 1 is the parity of even and odd permutations p(), to be used for Bosons and Fermions, respectively. Its spatial trace integral yields the partition function of N-particle orbits: Z (N ) = 1 N! dD x(1) dD x(N ) (x(1) , . . . , x(N ) ; h|x(1) , . . . , x(N ) ; 0). (7.5)
A factor 1/N! accounts for the indistinguishability of the permuted nal congurations. For free particles, each term in the sum (7.4) factorizes: (xb
(p(1))
, . . . , xb
(p(N ))
(N ; h|x(1) , . . . , xa ) ; 0)0 = (xb a
(p(1))
h|x(1) 0)0 (xb a
(p(N ))
h|x(N ) 0)0 ,(7.6) a
where each factor has a path integral representation

(p()) (xb h|x() a
0)0 =
x() ( )=xb h
() x() (0)=xa
(p())
D D x() exp
1 h
h 0
M ()2 x ( ) , 2
(7.7)
which is solved by the imaginary-time version of (2.125): (xb

(p())
h|x() 0)0 = a
The partition function can therefore be rewritten in the form Z0

(N )
1 M xb 1 exp D h 2 2 2 /M h
N
(p())
2 x() a
(7.8)
=
2
1 2 /M h
ND
1 N!
dD x(1) dD x(N )
p()
(7.9) This is a product of Gaussian convolution integrals which can easily be performed as before when deriving the time evolution amplitude (2.70) for free particles with the help of Formula (2.69). Each convolution integral simply extends the temporal length in the uctuation factor by h. Due to the indistinguishability of the parti cles, only a few paths will have their end points connected to their own initial points, i.e., they satisfy periodic boundary conditions in the interval (0, h). The sum over permutations connects the nal point of some paths to the initial point of a dierent path, as illustrated in Fig. 7.1. Such paths satisfy periodic boundary conditions on an interval (0, w ), where w is some integer number. This is seen most clearly by h drawing the paths in Fig. 7.1 in an extended zone scheme shown in Fig. 7.2, which
2 (p()) x() 1M x exp . p() h 2 h =1
512
Figure 7.1 Paths summed in partition function (7.9). Due to indistinguishability of particles, nal points of one path may connect to initial points of another.
Figure 7.2 Periodic representation of paths summed in partition function (7.9), once in extended zone scheme, and once on D-dimensional hypercylinder embedded in D + 1 dimensions. The paths are shown in Fig. 7.1. There is now only one closed path on the cylinder. In general there are various disconnected parts of closed paths.
is reminiscent of Fig. 6.1. The extended zone scheme can, moreover, be placed on a hypercylinder, illustrated in the right-hand part of Fig. 7.2. In this way, all paths decompose into mutually disconnected groups of closed paths winding around the cylinder, each with a dierent winding number w [1]. An example for a connected path which winds three times 3 around the D-dimensional cylinder contributes to the partition function a factor [using Formula (2.69)]: Z0
(N ) 3
1 2 2 /M h
3D
exp
For cycles of length w the contribution is Z0

(N ) w
1M x h 2
(2)
x h
(1)
2 (3) (2) 1 M x x D (1) D (2) D (3) d x d x d x exp h 2 h
exp
1 M x x h 2 h = Z0 (w) ,
(1)
(3)
VD
2
2 3/M h
D .(7.10)
(7.11)
513
where Z0 (w) is the partition function of a free particle in a D-dimensional volume VD for an imaginary-time interval w : h Z0 (w) = VD 2 w/M h
2 D.
(7.12)
h In terms of the thermal de Broglie length le ( ) 2 2 /M associated with the h temperature T = 1/kB [recall (2.345)], this can be written as Z0 (w) = VD . D (w ) le h (7.13)
There is an additional factor 1/w in Eq. (7.11), since the number of connected windings of the total w! closed paths is (w 1)!. In group theoretic language, it is the number of cycles of length w, usually denoted by (1, 2, 3, . . . , w), plus the (w 1)! permutations of the numbers 2, 3, . . . , w. They are illustrated in Fig. 7.3 for w = 2, 3, 4. In a decomposition of all N! permutations as products of cycles, the number of elements consisting of C1 , C2 , C3 , . . . cycles of length 1, 2, 3, . . . contains M(C1 , C2 , . . . , CN ) =
N w=1
N! Cw !w Cw
(7.14)
elements [2]. With the knowledge of these combinatorial factors we can immediately write down the canonical partition function (7.9) of N bosons or fermions as the sum of all orbits around the cylinder, decomposed into cycles:
(N ) Z0 ()
1 = N! p()
N p() M(C1 , . . . , CN ) w=1 N = w wCw
Z0 (w)
Cw
(7.15)
The sum can be reordered as follows:

(N ) Z0
1 = N!
M(C1 , . . . , CN )
C1 ,...,CN N = w wCw
w,C1 ,...,Cn w=1
Z0 (w)
Cw
(7.16)
The parity w,C1 ,...,Cn of permutations is equal to (1)w (w+1)Cw . Inserting (7.14), the sum (7.16) can further be regrouped to Z0 () =
C1 ,...,CN N = w wCw N (N ) N 1 Z0 (w) (1)w (w+1)Cw N Cw w=1 Cw ! w w=1 Cw
=
C1 ,...,CN N = w wCw
1 Z0 (w) (1)w1 w w=1 Cw !
Cw
(7.17)
For N = 0, this formula yields the trivial partition function Z0 () = 1 of the no(1) particle state, the vacuum. For N = 1, i.e., a single particle, we nd Z0 () = Z0 ().
(0)
514
Figure 7.3 Among the w! permutations of the dierent windings around the cylinder, (w 1)! are connected. They are marked by dotted frames. In the cycle notation for permutation group elements, these are (12) for two elements, (123), (132) for three elements, (1234), (1243), (1324), (1342), (1423), (1432) for four elements. The cycles are shown on top of each graph, with trivial cycles of unit length omitted. The graphs are ordered according to a decreasing number of cycles.
The higher Z0 temperature
(N )
can be written down most eciently if we introduce a characteristic 2 2 h N kB M VD (D/2)

2/D
Tc(0)
(7.18)
and measure the temperature T in units of Tc(0) , dening a reduced temperature (1) t T /Tc(0) . Then we can rewrite Z0 () as tD/2 VD . Introducing further the Ndependent variable 2/D N N t, (7.19) (D/2) we nd Z0 = 1 Z0
(2) (3) (4) (1) D/2
. A few low-N examples are for bosons and fermions:

D/2 D/2 D + 2 , D + 21D/2 3 31 21 3 3D/2
Z0
= 21D/2 2 = 22D 4
Z0
= 31D/2 3
, 4
3D/2 2D + 31 23 4 .
(7.20)
D/2
D + (23D + 31D/2 ) 4 2
2 D 2

(N )
515
From Z0 () we calculate the specic heat [recall (2.594)] of the free canonical ensemble: d2 d2 (N ) (N ) (N ) C0 = T 2 [T log Z0 ] = N 2 [N log Z0 ], (7.21) dT dN and plot it [3] in Fig. 7.4 against t for increasing particle number N. In the limit N , the curves approach a limiting form with a phase transition at T = Tc(0) , which will be derived from a grand-canonical ensemble in Eqs. (7.67) and (7.70). The partition functions can most easily be calculated with the help of a recursion (0) relation [4, 5], starting from Z0 1:
(N ) Z0 ()
1 = N
N n=1
(1)n1 Z0 (n)Z0
(N n)
().
(7.22)
2 1.75 1.5 1.25 1 0.75 0.5 0.25
C0 N = N = 10
(N )
/N kB
0.5
1.5
2.5
0 T /T(c)
Figure 7.4 Plot of the specic heat of free Bose gas with N = 10, 20, 50, 100, 500, particles. The curve approaches for large T the Dulong-Petit limit 3kB N/2 corresponding to the three harmonic kinetic degrees of freedom in the classical Hamiltonian p2 /2M . There are no harmonic potential degrees of freedom.
This relation is proved with the help of the grand-canonical partition function (N ) which is obtained by forming the sum over all canonical partition functions Z0 () with a weight factor z N :
ZG 0 ()
Z0 () z N .
(N )
(7.23)
N =0
The parameter z is the Boltzmann factor of one particle with the chemical potential : z = z() e . (7.24) It is called the fugacity of the ensemble. Inserting the cycle decompositions (7.17), the sum becomes
N
ZG 0 () =
C1 ,...,CN w=1 N = w wCw
1 Z0 (w)ew (1)w1 Cw ! w
Cw
(7.25)
516
The right-hand side may be rearranged to ZG 0 () = 1 Z0 (w)ew (1)w1 w w=1 Cw =0 Cw !

Cw
= exp
(1)w1
w=1
Z0 (w) w e . w
(7.26)
From this we read o the grand-canonical free energy [recall (1.542)] of noninteracting identical particles 1 1 FG () log ZG 0 () =
(1)w1
w=1
Z0 (w) w e . w
(7.27)
This is simply the sum of the contributions (7.11) of connected paths to the canonical partition function which wind w = 1, 2, 3, . . . times around the cylinder [1, 6]. Thus we encounter the same situation as observed before in Section 3.20: the free energy of any quantum-mechanical system can be obtained from the perturbation expansion of the partition function by keeping only the connected diagrams. The canonical partition function is obviously obtained from (7.27) by forming the derivative: 1 N (N ) Z0 () = ZG 0 () . (7.28) N! z N z=0 It is now easy to derive the recursion relation (7.22). From the explicit form (7.27), we see that ZG 0 = FG z z ZG 0 . (7.29)
Applying to this N 1 more derivatives yields

N 1 N 1 (N 1)! Z = N 1 z G 0 z l=0 l!(N l 1)! (N )
l+1 N l1 FG ZG0 . z l+1 z N l1
To obtain from this Z0 we must divide this equation by N! and evaluate the derivatives at z = 0. From (7.27) we see that the l + 1st derivative of the grandcanonical free energy is l+1 FG z l+1 Thus we obtain 1 N ZG 0 N! z N =
z=0
z=0
= (1)l l! Z0 ((l + 1)).
(7.30)
1 N
N 1
(1)l Z0 ((l + 1))

l=0
N l1 1 ZG0 (N l 1)! z N l1
.
z=0
7.2 Bose-Einstein Condensation
517
Inserting here (7.28) and replacing l n1 we obtain directly the recursion relation (7.22). The grand-canonical free energy (7.27) may be simplied by using the property Z0 (w) = Z0 () 1 w D/2 (7.31)
D of the free-particle partition function (7.12), to remove a factor 1/ w from Z0 (w). This brings (7.27) to the form
ew 1 (1)w1 D/2+1 . FG = Z0 () w w=1
(7.32)
The average number of particles is found from the derivative with respect to the chemical potential2 N =
ew FG = Z0 () (1)w1 D/2 . w w=1
(7.33)
The sums over w converge certainly for negative or vanishing chemical potential , i.e., for fugacities smaller than unity. In Section 7.3 we shall see that for fermions, the convergence extends also to positive . If the particles have a nonzero spin S, the above expressions carry a multiplicity factor gS = 2S + 1, which has the value 2 for electrons. The grand-canonical free energy (7.32) will now be studied in detail thereby revealing the interesting properties of many-boson and many-fermion orbits, the ability of the former to undergo Bose-Einstein condensation, and of the latter to form a Fermi sphere in momentum space.
7.2
Bose-Einstein Condensation
We shall now discuss the most interesting phenomenon observable in systems containing a large number of bosons, the Bose-Einstein condensation process.
7.2.1
Free Bose Gas
For bosons, the above thermodynamic functions (7.32) and (7.33) contain the functions (z) zw . w=1 w
(7.34)
These start out for small z like z, and increase for z 1 to (), where (z) is Riemanns zeta function (2.513). The functions (z) are called Polylogarithmic functions in the mathematical literature [7], where they are denoted by Li (z).
In grand-canonical ensembles, one always deals with the average particle number N for which one writes N in all thermodynamic equations [recall (1.548)]. This should be no lead to confusion.
2
518
They are related to the Hurwitz zeta function (, a, z) z w /(w + a) as w=0 (z) = z(, 1, z). The functions (z, , a) = (, a, z) are also known as Lerch functions. In terms of the functions (z), and the explicit form (7.12) of Z0 (), we may write FG and N of Eqs. (7.32) and (7.33) simply as 1 1 VD FG = Z0 ()D/2+1 (z) = D D/2+1 (z), (7.35) le ( ) h VD D/2 (z). (7.36) N = Z0 ()D/2(z) = D h le ( ) The most interesting range where we want to know the functions (z) is for negative small chemical potential . There the convergence is very slow and it is useful to nd a faster-convergent representation. As in Subsection 2.15.6 we rewrite the sum over w for z = e as an integral plus a dierence between sum and integral (e )
0
ew dw + w
w=1
dw
ew . w
(7.37)
The integral yields (1 )()1 , and the remainder may be expanded sloppily in powers of to yield the Robinson expansion (2.573): (e ) = (1 )()
1
1 ()k ( k). k=0 k!
(7.38)
There exists a useful integral representation for the functions (z): (z) where i () denotes the integral i ()
0
1 i (), ()
(7.39)
containing the Bose distribution function (3.93): nb = 1 e 1
1 , d e 1 .
(7.40)
(7.41)
Indeed, by expanding the denominator in the integrand in a power series 1 e 1 =

w=1
ew ew ,
(7.42)
and performing the integrals over , we obtain directly the series (7.34). It is instructive to express the grand-canonical free energy FG in terms of the functions i (). Combining Eqs. (7.35) with (7.39) and (7.40), we obtain iD/2+1 () 1 1 = FG = Z0 () (D/2+1) (D/2+1) VD 2 /M h
2 D 0
D/2 . e 1
(7.43)
519
The integral can be brought to another form by partial integration, using the fact that 1 e 1 = log(1 e+ ). (7.44)
The boundary terms vanish, and we nd immediately: FG = 1 (D/2) VD 2 /M h

2 D 0
d D/21 log(1 e+ ).
(7.45)
This expression is obviously equal to the sum over momentum states of oscillators with energy hp p2 /2M, evaluated in the thermodynamic limit N with xed particle density N/V , where the momentum states become continuous: FG = 1
h log(1 e p + ).
(7.46)
This is easily veried if we rewrite the sum with the help of formula (1.555) for the surface of a unit sphere in D dimensions and a change of variables to the reduced particle energy = p2 /2M as an integral VD = 1 (2M/)D/2 1 dD p = V D SD dp pD1 = VD SD (2 )D h (2 )D h (2 )D 2 h VD 1 d D/21. D (D/2) 0 2 2 /M h d D/21 (7.47)
Another way of expressing this limit is

p
d N ,
(7.48)
where N is the reduced density of states per unit energy interval: N 1 (D/2) VD 2 2 /M h
D
D/21 .
(7.49)
The free energy of each oscillator (7.46) diers from the usual harmonic oscillator expression (2.477) by a missing ground-state energy hp /2. The origin of this dierence will be explained in Sections 7.7 and 7.14. The particle number corresponding to the integral representations (7.45) and (7.46) is N = 1 FG = (D/2) VD 2 /M h
2 D 0
D/21 e 1
1
p h e p 1
. (7.50)
520
1 0.8 0.6 0.4 0.2 0.2 0.4 0.6
5/2 (z)/(5/2) 3/2 (z)/(3/2)

0.8 1
Figure 7.5 Plot of functions (z) for = 3/2 and 5/2 appearing in Bose-Einstein thermodynamics.
For a given particle number N, Eq. (7.36) allows us to calculate the fugacity as a function of the inverse temperature, z(), and from this the chemical potential () = 1 log z(). This is most simply done by solving Eq. (7.36) for as a function of z, and inverting the resulting function (z). The required functions (z) are shown in Fig. 7.5. There exists a solution z() only if the total particle number N is smaller than the characteristic function dened by the right-hand side of (7.36) at unit fugacity z() = 1, or zero chemical potential = 0: N< VD (D/2). D ( ) le h (7.51)
Since le ( ) decreases with increasing temperature, this condition certainly holds h at suciently high T . For decreasing temperature, the solution exists only as long as the temperature is higher than the critical temperature Tc = 1/kB c , determined by VD N= D (D/2). (7.52) le ( c ) h This determines the critical density of the atoms. The de Broglie length at the critical temperature will appear so frequently that we shall abbreviate it by c : le ( c ) = h
c
N VD (D/2)
1/D
(7.53)
The critical density is reached at the characteristic temperature Tc(0) introduced in Eq. (7.18). Note that for a two-dimensional system, Eq. (7.18) yields Tc(0) = 0, due to (1) = , implying the nonexistence of a condensate. One can observe, however, denite experimental signals for the vicinity of a transition. In fact, we have neglected so far the interaction between the atoms, which is usually repulsive. This will give rise to a special type of phase transition called Kosterlitz-Thouless transition. For a discussion of this transition see other textbooks [8].
521
By combining (7.18) with (7.36) we obtain an equation for the temperature dependence of z above Tc : 1= T Tc
D/2
D/2 (z(T )) , (D/2)
T > Tc .
(7.54)
This is solved most easily by calculating T /Tc as a function of z = e . If the temperature drops below Tc , the system can no longer accommodate all particles N in a normal state. A certain fraction of them, say Ncond (T ), is forced to condense in the ground state of zero momentum, forming the so-called Bose-Einstein condensate. The condensate acts like a particle reservoir with a chemical potential zero. Both phases can be described by the single equation for the number of normal particles, i.e., those outside the condensate: Nn (T ) = VD (z()). D ( ) D/2 le h (7.55)
For T > Tc , all particles are normal and the relation between and the temperature is found from the equation Nn (T ) = N, where (7.55) reduces to (7.36). For T < Tc , however, the chemical potential vanishes so that z = 1 and (7.55) reduces to Nn (T ) = VD (1), D ( ) D/2 le h (7.56)
which yields the temperature dependence of the number of normal particles: Nn (T ) T = N Tc

D/2
T < Tc .
(7.57)
The density of particles in the condensate is therefore given by T Nn (T ) Ncond (T ) =1 =1 N N Tc

D/2
(7.58)
We now calculate the internal energy which is, according to the general thermodynamic relation (1.550), given by E = FG + T S + N = FG T T FG + N = (FG ) + N. Expressing N as FG /, we can also write E = FG + ( )FG . (7.60) Inserting (7.35) we see that only the -derivative of the prefactor contributes since ( ) applied to any function of z = e vanishes. Thus we obtain directly E= D FG , 2 (7.61) (7.59)
522
which becomes with (7.35) and (7.36): E= D D D/2+1 (z) Z0 ()D/2+1 (z) = NkB T. 2 2 D/2 (z) (7.62)
The entropy is found using the thermodynamic relation (1.569): S= or, more explicitly, S = kB D+2 D + 2 D/2+1 (z) Z0 ()D/2+1 (z) N = kB N . (7.64) 2 2 D/2 (z) 1 D+2 1 (E N FG ) = FG N , T T 2 (7.63)
For T < Tc , the entropy is given by (7.64) with = 0, z = 1 and N replaced by the number Nn of normal particles of Eq. (7.57): T S< = k B N Tc
D/2
(D + 2) D/2+1 (1) , 2 D/2 (1)
T < Tc .
(7.65)
The particles in the condensate do not contribute since they are in a unique state. They do not contribute to E and FG either since they have zero energy and = 0. Similarly we nd from (7.62): D E< = NkB T 2 T Tc
D/2
D/2+1 (1) D = T S< , D/2 (1) D+2
T < Tc .
(7.66)
The specic heat C at a constant volume in units of kB is found for T < Tc from (7.65) via the relation C = T T S|N [recall (2.594)]: C = kB N T Tc
D/2
(D + 2)D D/2+1 (1) , 4 D/2 (1)
T < Tc .
(7.67)
For T > Tc , the chemical potential at xed N satises the equation () = D D/2 (z) . 2 D/21 (z) (7.68)
This follows directly from the vanishing derivative N = 0 implied by the xed particle number N. Applying the derivative to Eq. (7.36) and using the relation zz (z) = 1 (z), as well as f (z) = zz f (z) (), we obtain N = [ Z0 ()]D/2 (z)+Z0 () D/2 (z) D = Z0 ()D/2 (z)+Z0 () D/21(z) () = 0, 2 thus proving (7.68).
(7.69)
523
The specic heat C at a constant volume in units of kB is found from the derivative C = T T S|N = 2 E|N , using once more (7.68): C = kB N (D + 2)D D/2+1 (z) D 2 D/2 (z) , 4 D/2 (z) 4 D/21 (z) T > Tc . (7.70)
At high temperatures, C tends to the Dulong-Petit limit DkB N/2 since for small z all (z) behave like z. Consider now the physical case D = 3, where the second denominator in (7.70) contains 1/2 (z). As the temperature approaches the critical point from above, z tends to unity from below and 1/2 (z) diverges. Thus 1/1/2 (1) = 0 and the second term in (7.70) disappears, yielding a maximal value in three dimensions Cmax = kB N 15 5/2 (1) kB N 1.92567. 4 3/2 (1) (7.71)
This value is the same as the critical value of Eq. (7.67) below Tc . The specic heat is therefore continuous at Tc . It shows, however, a marked kink. To calculate the jump in the slope we calculate the behavior of the thermodynamic quantities for > T Tc . As T passes Tc from below, the chemical potential starts becoming smaller than zero, and we can expand Eq. (7.54) T 1= Tc
3/2
1+
3/2 (z) , 3/2 (1)
(7.72)
where the symbol in front of a quantity indicates that the same quantity at zero chemical potential is subtracted. Near Tc , we can approximate T Tc
3/2
3/2 (z) . 3/2 (1)
(7.73)
We now use the Robinson expansion (7.38) to approximate for small negative : 3/2 (e ) = (1/2)()1/2 +(3/2)+(1/2)+ . . . , (7.74) . The right-hand side of (7.73) becomes therefore with (1/2) = 2 3/2 (z)/3/2 (1) = 2 /(3/2)()1/2. Inserting this into Eq. (7.73), we obtain the temperature dependence of for T > Tc : 1 kB Tc 2(3/2) 4 T Tc
3/2 2
1 .
(7.75)
The leading square-root term on the right-hand side of (7.74) can also be derived from the integral representation (7.40) which receives for small its main contribution from 0, where i3/2 () can be approximated by i3/2 () =
0
dz z 1/2
1 ez 1
1 ez 1
dz
1 = . (7.76) z 1/2 (z )
524
Using the relation (7.61) for D = 3, we calculate the derivative of the energy with respect to the chemical potential from E = 3 FG 2 .
T,V
(7.77)
T,V
This allows us to nd the internal energy slightly above the critical temperature Tc , where is small, as 3 3 NkB Tc 2(3/2) E E< + N = E< 2 8 T Tc
3/2 2
1 .
(7.78)
Forming the derivative of this with respect to the temperature we nd that the slope of the specic heat below and above Tc jumps at Tc by C T kB kB 27 2 (3/2) N 3.6658 N , 16 Tc Tc (7.79)
the individual slopes being from (7.66) with D = 3 (using C/T = 2 E/T 2 ): C< T and from (7.78): C> T = C< T C T 0.7715 NkB , Tc T > Tc . (7.81) = 15 3 (5/2) NkB NkB 2.8885 , 4 2 (3/2) Tc Tc T < Tc , (7.80)
The specic heat of the three-dimensional Bose gas is plotted in Fig. 7.6, where it is compared with the specic heat of superuid helium for the appropriate atomic parameters n = 22.22 nm3 , M = 6.695 1027 kg, where the critical temperature is Tc 3.145K, which is somewhat larger than Tc 2.17 K of helium. There are two major disagreements due to the strong interactions in helium. First, the small-T behavior is (T /Tc )3/2 rather than the physical (T /Tc )3 due to phonons. Second, the Dulong-Petit limit of an interacting system is closer to that of harmonic oscillators which is twice as big as the free-particle case. Recall that according to the Dulong-Petit law (2.595), C receives a contribution NkB T /2 per harmonic degree of freedom, potential as well as kinetic. Free particle energies are only harmonic in the momentum. In 1995, Bose-Einstein condensation was observed in a dilute gas in a way that ts the above simple theoretical description [9]. When 87 Rb atoms were cooled down in a magnetic trap to temperatures less than 170 nK, about 2000 atoms were observed to form a condensate, a kind of superatom. Recently, such condensates have been set into rotation and shown to become perforated by vortex lines [10] just like rotating superuid helium II.
525
Figure 7.6 Specic heat of ideal Bose gas with phase transition at Tc . For comparison, we have also plotted the specic heat of superuid helium for the same atomic parameters. The experimental curve is reduced by a factor 2 to have the same Dulong-Petit limit as free bosons.
7.2.2
Bose Gas in Finite Box
The condensation process can be understood better by studying a system in which there is a large but nite number of bosons enclosed in a large cubic box of size L. Then the sum on the right-hand side of Eq. (7.50) gives the contribution of the discrete momentum states to the total particle number. This implies that the function box D/2 (z) in Eq. (7.36) has to be replaced by a function D/2 (z) dened by the sum over the discrete momentum vectors pn = h(n1 , n2 , . . . , nD )/L with ni = 1, 2, 3, . . . : N= VD box (z) D ( ) D/2 le h =
pn
1
n ep2 /2M
(7.82)
This can be expressed in terms of the one-dimensional auxiliary partition function of a particle in a one-dimensional box:
Z1 (b) as
ebn
2 /2
n=1
2 b 2 2 /ML2 = le ( )/2L2 , h h
(7.83)
N=
VD box (z) D ( ) D/2 le h
=
w
D Z1 (wb)z w .
(7.84)
The function Z1 (b) is related to the elliptic theta function
3 (u, z) 1 + 2
z n cos 2nu
n=1
(7.85)
526
by Z1 (b) = [3 (0, eb/2 ) 1]/2. The small-b behavior of this function is easily calculated following the technique of Subsection 2.15.6. We rewrite the sum with the help of Poissons summation formula (1.205) as a sum over integrals
2 b/2
3 (0, eb/2 ) =
k=
ek
m=
dk ek
2 b/2+2ikm
2 2 2 1+2 e2 m /b . b m=1
(7.86) 2/b,
Thus, up to exponentially small corrections, we may replace 3 (0, eb/2 ) by so that for small b (i.e., large L/ ): Z1 (b) = 1 2 + O(e2 /b ). 2b 2
(7.87)
For large b, Z1 (b) falls exponentially fast to zero. In the sum (7.82), the lowest energy level with p1,...,1 = h(1, . . . , 1)/L plays a special role. Its contribution to the total particle number is the number of particles in the condensate: Ncond (T ) = 1 eDb/2 1 = zD , 1 zD zD eDb/2 . (7.88)
box This number diverges for zD 1, where the box function D/2 (z) has a pole 1/(Db/2 ). This pole prevents from becoming exactly equal to Db/2 when solving the equation (7.82) for the particle number in the box. For a large but nite system near T = 0, almost all particles will go into the condensate, so that Db/2 will be very small, of the order 1/N, but not zero. The thermodynamic limit can be performed smoothly by dening a regularized function box D/2 (z) in which the lowest, singular term in the sum (7.82) is omitted. Let us dene the number of normal particles which have not condensed into the state of zero momentum as Nn (T ) = N Ncond (T ). Then we can rewrite Eq. (7.82) as an equation for the number of normal particles
Nn (T ) = which reads more explicitly
VD box (z()), D ( ) D/2 le h
(7.89)
Nn (T ) = SD (zD )
w=1
D w [Z1 (wb)ewDb/2 1]zD .
(7.90)
A would-be critical point may now be determined by setting here zD = 1 and equating the resulting Nn with the total particle number N. If N is suciently large, we need only the small-b limit of SD (1) which is calculated in Appendix 7A
527
[see Eq. (7A.12)], so that the associated temperature Tc(1) is determined from the equation 3 3 (7.91) N= (3/2) + (1) log C3 bc + . . . , 2bc 4bc where C3 0.0186. In the thermodynamic limit, the critical temperature Tc(0) is obtained by ignoring the second term, yielding N= 2bc
(0) 3
(3/2),
(7.92)
in agreement with Eq. (7.52), if we recall b from (7.83). Using this we rewrite (7.91) as 3/2 3 Tc(1) log C3 b(0) . (7.93) 1 + c (0) 2N 2b(0) Tc c Expressing b(0) in terms of N from (7.92), this implies c Tc(1) Tc
(0)
2 1 N 2/3 log . 2/3 (3/2)N 1/3 C3 2/3 (3/2)
(7.94)
Experimentally, the temperature Tc(1) is not immediatly accessible. What is easy to nd is the place where the condensate density has the largest curvature, i.e., where d3 Ncond /dT 3 = 0. The associated temperature Tcexp is larger than Tc(1) by a factor 1 + O(1/N), so that it does not modify the leading nite-size correction to order in 1/N 1/3 The proof is given in Appendix 7B.
7.2.3
Eect of Interactions
Superuid helium has a lower transition temperature than the ideal Bose gas. This should be expected since the atomic repulsion impedes the condensation process of the atoms in the zero-momentum state. Indeed, a simple perturbative calculation based on a potential whose Fourier transform behaves for small momenta like
2 V (k) = g 1 re k2 /6 + . . .
(7.95)
gives a negative shift Tc Tc Tc(0) proportional to the particle density [11]: Tc Tc

(0)
1 N 2 , 2 Mre g V 3 h
(7.96)
where V is the three-dimensional volume. When discussing the interacting system we shall refer to the previously calculated critical temperature of the free system as Tc(0) . This result follows from the fact that for small g and re , the free-particle energies 2 2 h2 2 0 (k) = h k /2M are changed to (k) = (0)+ k /2M with a renormalized inverse 2 eective mass 1/M = [1 Mre gN/3 2 V ]/M. Inserting this into Eq. (7.18), from h
528
which we may extract the equation for the temperature shift Tc /Tc(0) = M/M 1, we obtain indeed the result (7.96). The parameter re is called the eective range of the potential. The parameter g in (7.95) can be determined by measuring the s-wave scattering length a in a two-body scattering experiment. The relation is obtained from a solution of the Lippmann-Schwinger equation (1.522) for the T -matrix. In a dilute gas, this yields in three dimensions g= 2 2 h a. M/2 (7.97)
The denominator M/2 is the reduced mass of the two identical bosons. In D = 2 dimensions where g has the dimension energylengthD , Eq. (7.97) is replaced by [12, 13, 14, 15, 17] D/21 2 2 D2 h 2 2 D2 h a (D, naD ) a . 2D (1 D/2)(naD )D2 + (D/2 1) M/2 2 M/2 (7.98) In the limit D 2, this becomes g= g= 2 2 /M h , na2 /2) ln(e (7.99)
where is the Euler-Mascheroni constant. The logarithm in the denominator implies that the eective repulsion decreases only very slowly with decreasing density [16]. For a low particle density N/V , the eective range re becomes irrelevant and the shift Tc depends on the density with a lower power (N/V )/3 , < 3. The lowdensity limit can be treated by keeping in (7.95) only the rst term corresponding to a pure -function repulsion V (x x ) = g (3) (x x ). (7.100)
For this interaction, the lowest-order correction to the energy is in D dimensions E = g dD x n2 (x), (7.101)
where n(x) is the local particle density. For a homogeneous gas, this changes the grand-canonical free energy from (7.35) to D/2 (z) 1 VD FG = D D/2+1 (z) + g VD D le ( ) h le ( ) h
2
+ O(g 2 ),
(7.102)
where we have substituted n(x) by the constant density N/VD of Eq. (7.36). We now introduce a length parameter proportional to the coupling constant g: g 2 D l ( ). h le ( ) e h (7.103)
529
In three dimensions, coincides in the dilute limit (small naD ) with the s-wave scattering length a of Eq. (7.97). In in D dimensions, the relation is a = (D, na ) le ( ) h
D D3
a.
(7.104)
In two dimensions, this has the limit = le ( ) h . na2 /2) ln(e (7.105)
We further introduce the reduced dimensionless coupling parameter /le ( ) = h (D, naD ) [a/le ( )]D2 , for brevity [recall (7.104)]. In terms of , the grandh canonical free energy (7.102) takes the form FG = 1 VD D/2+1 (z) 2[D/2 (z)]2 + O(2 ). D h le ( ) (7.106)
A second-order perturbation calculation extends this by a term [18, 19] FG =

(1) (2)
1 VD 82 hD (z) , D ( ) le h
(7.107)
where hD (z) = hD (z) + hD (z) is the sum of two terms. The rst is simply hD (z) [D/2 (z)]2 D/21 (z), the second has been calculated only for D = 3:
(2) h3 (z) (1)
(7.108)
n1 ,n2 ,n3 =1
z n1 +n2 +n3 . n1 n2 n3 (n1 +n2 )(n1 +n3 )
(7.109)
The associated particle number is N= VD D ( ) le h D/2 (z) 4D/21 (z)D/2 (z) + 82 z dhD (z) dz + O(3 ). (7.110)
For small , we may combine the equations for FG and N and derive the following simple relation between the shift in the critical temperature and the change in the particle density caused by the interaction 2 n Tc , (7.111) (0) D n Tc where n is the change in the density at the critical point caused by the interaction. The equation is correct to lowest order in the interaction strength. The calculation of Tc /Tc(0) in three dimensions has turned out to be a dicult problem. The reason is that the perturbation series for the right-hand side of (7.111) is found to be an expansion in powers (T Tc(0) )n which needs a strong-coupling
530
evaluation for T Tc(0) . Many theoretical papers have given completely dierent result, even in sign, and Monte Carlo data to indicate sign and order of magnitude. The ideal tool for such a calculation, eld theoretic variational perturbation theory, has only recently been developed [20], and led to a result in rough agreement with Monte Carlo data [21]. Let us briey review the history. All theoretical results obtained in the literature have the generic form Tc Tc
(0)
= c[(3/2)]/3
a
c
= c a
N V
/3
(7.112)
where the right-hand part of the equation follows from the middle part via Eq. (7.53). In an early calculation [22] based on the -function potential (7.100), was found to be 1/2, with a downward shift of Tc . More recent studies, however, have lead to the opposite sign [23][38]. The exponents found by dierent authors range from = 1/2 [23, 18, 31] to = 3/2 [19]. The most recent calculations yield = 1 [24][28], i.e., a direct proportionality of Tc /Tc(0) to the s-wave scattering length a, a result also found by Monte Carlo simulations [29, 30, 38], and by an extrapolation of experimental data measured in the strongly interacting superuid 4 He after diluting it with the help of Vycor glass [40]. As far as the proportionality constant c is concerned, the literature oers various values which range for = 1 from c = 0.34 0.03 [29] to c = 5.1 [40]. A recent negative value c 0.93 [41] has been shown to arise from a false assumption on the relation between canonical and grand-canonical partition function [42]. An older Monte Carlo result found c 2.3 [30] lies close to the theoretical results of Refs. [23, 27, 28], who calculated c1 8(1/2)/3 1/3(3/2) 2.83, 8/3 4/3 (3/2) 2.33, 1.9, respectively, while the extrapolation of the experimental data on 4 He in Vycor glass favored c = 5.1, near the theoretical estimate c = 4.66 of Stoof [24]. The latest Monte Carlo data, however, point towards a smaller value c 1.32 0.02, close to theoretical numbers 1.48 and 1.14 in Refs. [35, 39] and 1.14 0.11 in Ref. [21]. There is no space here to discuss in detail how the evaluation is done. We only want to point out an initially surprising result that in contrast to a potential with a nite eective range in (7.96), the -function repulsion (7.100) with a pure phase shift causes no change of Tc linear an1/D if only the rst perturbative correction to the grand-canonical free energy in Eq. (7.106) is taken into account. A simple nonperturbative approach which shows this goes as follows: We observe that the one-loop expression for the free energy may be considered as the extremum with respect to of the variational expression
FG =
1 VD 2 , D/2+1 (ze ) D h le ( ) 8
(7.113)
which is certainly correct to rst order in a. We have introduced the reduced dimensionless coupling parameter /le ( ) = (D, naD ) [a/le ( )]D2 , for brevity h h [recall (7.104)]. The extremum lies at = which solves the implicit equation 4D/2 (ze ). (7.114)
531
The extremal free energy is

FG =
1 VD D/2+1 (Z) 2[D/2 (Z)]2 , D h le ( )
Z ze .
(7.115)
The equation for the particle number, obtained from the derivative of the free energy (7.113) with respect to , reads N = VD (Z), D ( ) D/2 le h (7.116)
and xes Z. This equation has the same form as in the free case (7.36), so that the phase transition takes place at Z = 1, implying the same transition temperature as in the free system to this order. As discussed above, a nonzero shift (7.112) can only be found after summing up many higher-order Feynman diagrams which all diverge at the critical temperature. Let us also point out that the path integral approach is not an adequate tool for discussing the condensed phase below the critical temperature, for which innitely many particle orbits are needed. In the condensed phase, a quantum eld theoretic formulation is more appropriate (see Section 7.6). The result of such a discussion is that due to the positive value of c in (7.112), the phase diagram has an unusual shape shown in Fig. 7.7. The nose in the phase transition curve implies that the system can undergo Bose-Einstein condensation slightly above Tc(0) if the interaction is increased (see Ref. [43]).
ae /ae (T = 0) 1 0.8 0.6 0.4 0.2 0.2 0.4 0.6 0.8 1 1.2 1.4 T /Tc
(0)
normal
superuid
Figure 7.7 Reentrant transition in phase diagram of Bose-Einstein condensation for dierent interaction strengths. Curves were obtained in Ref. [43] from a variationally improved one-loop approximation to eld-theoretic description with properly imposed posi(0) tive slope at Tc (dash length increasing with order of variational perturbation theory). (0) Short solid curve and dashed straight line starting at Tc are due to Ref. [38] and [21]. Diamonds correspond to the Monte-Carlo data of Ref. [29] and dots stem from Ref. [44], both scaled to their critical value ae (T = 0) 0.63.
532
An important consequence of a repulsive short-range interaction is a change in the particle excitation energies below Tc . It was shown by Bogoliubov [46] that this changes the energy from the quadratic form (p) = p2 /2M to (p) =
2 (p)
+ 2gn (p),
(7.117)
which starts linearly like (p) = gn/M|p| = h 4an/M|p| for small p, the slope dening the second sound velocity. In the strongly interacting superuid helium, the momentum dependence has the form shown in Fig. 7.8. It was shown by Bogoliubov
(p)/kB
o
p/ (rA1 ) h
Figure 7.8 Energies of elementary excitations of superuid 4 He measured by neutron scattering showing excitation energy of NG bosons [after R.A. Cowley and A.D. Woods, Can. J. Phys 49, 177 (1971)].
[46] that a system in which (p) > vc |p| for some nite critical velocity vc will display superuidity as long as it moves with velocity v = (p)/p smaller than vc . This follows by forming the free energy in a frame moving with velocity v. It is given by the Legendre transform: f (p) v p, (7.118) which has a minimum at p = 0 if as long as |v| < vc , implying that the particles do not move. Seen from the moving frame, they keep moving with a constant velocity v, without slowing down. This is in contrast to particles with the free spectrum (p) = p2 /2M for which f has a minimum at p = Mv, implying that these particles always move with the same velocity as the moving frame. Note that the second sound waves of long wavelength have an energy (p = c|p| just like light waves in the vacuum, with light velocity exchanged by the sound velocity. Even though the superuid is nonrelativistic, the sound waves behave like relativistic particles. This phenomenon is known from the sound waves in crystals which behave similar to relativistic massless particles. In fact, the Debye theory of specic heat is very similar to Plancks black-body theory, except that the lattice size appears explicitly as a short-wavelength cuto. It has recently been speculated that the relativistically invariant world we observe is merely the long-wavelength limit of a
533
world crystal whose lattice constant is very small [47], of the order of the Planck length P 8.08 1033 cm.
7.2.4
Bose-Einstein Condensation in Harmonic Trap

x(p()) ( b )=xb
() x() (a )=xa ()
In a harmonic magnetic trap, the path integral (7.7) of the individual orbits becomes
(p()) (xb h|x() a
0) =
D D x() exp
D
1 h
h 0
M ()2 x + 2 x()2 , (7.119) 2
and is solved by [recall (2.403)]

(p()) (xb h|x() a
0) =
1 2 /M h
D
sinh h
(7.120)
exp
1 M (p()) 2 (p()) () [(x + x() 2 ) cosh 2xb h xa ] . a 2 sinh b h h
The partition function (7.5) can therefore be rewritten in the form

(N Z )
1 M = dD x(1) dD x(N ) 2 sinh h h N! 1 M exp [(x(p()) 2 + x() 2 ) cosh 2x(p()) x() ] . (7.121) h 2 sinh h h p()
ND
7.2.5
Thermodynamic Functions
With the same counting arguments as before we now obtain from the connected paths, which wind some number w = 1, 2, 3, . . . times around the cylinder, a contribution to the partition function
(N Z ) w = Z (w)
1 = w
dD x z (w; x)
1 , w
(7.122)
where
1 (7.123) [2 sinh( /2)]D h is the D-dimensional harmonic partition function (2.399), and z (w; x) the associated density [compare (2.326) and (2.404)]: Z () = z (; x) = M M 2 h exp tanh x . 2 sinh h h h 2
D
(7.124)
Its spatial integral is the partition function of a free particle at an imaginary-time interval [compare (2.404)]. The sum over all connected contributions (7.122) yields the grand-canonical free energy FG = 1
Z (w)
w=1
ew 1 = w
dD x z (w; x)
w=1
ew . w
(7.125)
534
Note the important dierence between this and the free-boson expression (7.27). Whereas in (7.27), the winding number appeared as a factor w D/2 which was removed from Z0 (w) by writing Z0 (w) = Z0 ()/w D/2 which lead to (7.32), this is no longer possible here. The average number of particles is thus given by N =
FG = Z (w)ew = w=1
dD x
w=1
z (w; x)ew.
(7.126)
h Since Z (w) ewD /2 for large w, the sum over w converges only for < D /2. Introducing the fugacity associated with the ground-state energy h h h zD () = e(D /2) = eD /2 z,
(7.127)
by analogy with the fugacity (7.24) of the zero-momentum state, we may rewrite (7.126) as N = FG = Z ()D ( ; zD ). h (7.128) Here D ( ; zD ) are generalizations of the functions (7.34): h
D ( ; zD ) h
w=1
sinh( /2) h sinh(w /2) h
D 1 ew = Z ()
w=1 (1
zw , 2w )D/2 D h e
(7.129)
which reduce to D (z) in the trapless limit 0, where zD z. Expression (7.128) is the closest we can get to the free-boson formula (7.36). We may dene local versions of the functions D ( ; zD ) as in Eq.(7.124): h
1 D ( ; zD ; x) Z () h w=1 (1
h e2w )D/2 in terms of which the particle number (7.128) reads h N = FG = dD x n (x) Z () dD x D ( ; zD ; x),
M h
D/2 2 h w h eM tanh(w /2)x / zD ,(7.130)
(7.131)
and the free energy (7.125) becomes FG = 1 dD x f (x) Z () dD x

zD 0
dz D ( ; z; x). h z
(7.132)
For small trap frequency , the function (7.130) has a simple limiting form: D ( ; zD ; x) h
0
h 2
D/2
1 D
w=1
1 w D/2
ew(M
2 x2 /2)
(7.133)
where is the oscillator length scale h/M of Eq. (2.296). Together with the prefactor Z ( ) in (7.131), which for small becomes Z ( ) 1/( )D , this h h h yields the particle density n0 (; z; x) =
1 1 w[V (x)] 1 e = D D/2 (e[V (x)] ), D ( ) D/2 le h w=1 w le ( ) h
(7.134)
535
where V (x) = M 2 x2 /2 is the oscillator potential and le ( ) the thermal length h scale (2.345). There is only one change with respect to the corresponding expression for the density in the homogeneous gas [compare (7.36)]: the fugacity z = e in the argument by the local fugacity The function D ( ; zD ) starts out like zD , and diverges for zD 1 like h D [2 sinh( /2)] /(zD 1). This divergence is the analog of the divergence of the box h function (7.82) which reects the formation of a condensate in the discrete ground state with particle number [compare (7.88)] Ncond = 1
h eD /2 1
z(x) e[V (x)] .
(7.135)
(7.136)
This number diverges for D /2 or zD 1. h In a box with a nite the number of particles, Eq. (7.36) for the particle number was replaced by the equation for the normal particles (7.89) containing the regbox ularized box functions D/2 (z). In the thermodynamic limit, this turned into the function D/2 (z) in which the momentum sum was evaluated as an integral. The present functions D ( ; zD ) governing the particle number in the harmonic trap h play precisely the role of the previous box functions, with a corresponding singular term which has to be subtracted, thus dening a regularized function zD 1 1 h = Z ()SD ( ; zD ), h (7.137) D ( ; zD ) D ( ; zD )Z () h 1zD where S( , zD ) is the sum h
S( , zD ) h
1
h (1ew )D
w=1
w 1 zD
(7.138)
The local function (7.130) has a corresponding divergence and can be regularized by a similar subtraction. The sum (7.138) governs directly the number of normal particles h Nn (T ) = Z ()D ( ; zD ) SD ( , zD ). h (7.139)
The replacement of the singular equation (7.128) by the regular (7.139) of completely analogous to the replacement of the singular (7.82) by the regular (7.89) in the box.
7.2.6
Critical Temperature
Bose-Einstein condensation can be observed as a proper phase transition in the thermodynamic limit, in which N goes to innity, at a constant average particle density in the trap dened by N/D N D . In this limit, goes to zero and the sum (7.139) becomes D (zD )/ D . The associated particle equation h Nn = 1 D (zD ) ( )D h (7.140)
536
can be solved only as long as zD < 1. Above Tc , this equation determines zD as a function of T from the condition that all particles are normal, Nn = N. Below Tc , it determines the temperature dependence of the number of normal particles by inserting zD = 1, where Nn = 1 (D). ( )D h (7.141)
The particles in the ground state from a condensate, whose fraction is given by Ncond (T )/N 1 Nn (T )/N. This is plotted in Fig. 7.9 as a function of the temperature for a total particle number N = 40 000. The critical point with T = Tc , = c = D/2 is reached if Nn is equal to the total particle number N where kB Tc(0) N = h (D)
1/D
(7.142)
This formula has a solution only for D > 1. Inserting (7.142) back into (7.162), we may re-express the normal fraction as a function of the temperature as follows:
(0) Nn N
T Tc
(0)
(7.143)
and the condensate fraction as T Ncond 1 (0) N Tc

(0) D
(7.144)
Including the next term in (7.162), the condensate fraction becomes Ncond T 1 (0) N Tc + Tc
(0) D
(7.145)
It is interesting to re-express the critical temperature (7.142) in terms of the particle density at the origin which is at the critical point, according to Eq. (7.134), n0 (0) = 1 (D/2), D h le ( c ) (7.146)
where we have shortened the notation on an obvious way. From this we obtain kB Tc(0) = 2 2 n0 (0) h M (D/2)
2/D
(7.147)
Comparing this with the critical temperature without a trap in Eq. (7.18) we see that both expressions agree if we replace N/V by the uniform density n0 (0). As an
537
Figure 7.9 Condensate fraction Ncond /N 1 Nn /N as function of temperature for total number of N particles. The long- and short-dashed curves on the left-hand show the zeroth and rst-order approximations (7.144) and (7.163). The dotted curve displays the free-boson behavior (7.58). The right-hand gure shows experimental data for 40 000 87 Rb atoms near T by Ensher et. al., Phys. Rev. Lett. 77 , 4984 (1996). The solid c curve describes noninteracting Bose gas in a harmonic trap [cf. (7.144)]. The dotted curve corrects for nite-N eects [cf. (7.163)]. The dashed curve is the best t to the data. The transition lies at Tc 280 nK, about 3% below the dotted curve.
obvious generalization, we conclude that Bose condensation in any trap will set in when the density at the lowest point reaches the critical value determined by (7.147) [and (7.18)]. Note the dierent power D and argument in (D) in Eq. (7.142) in comparison with the free-boson argument D/2 in Eq. (7.18). This has the consequence that in contrast to the free Bose gas, the gas in a trap can form a condensate in two dimensions. There is now, however, a problem in D = 1 dimension where (7.142) gives a vanishing transition temperature. The leading-order expression (7.142) for critical temperature can also be calculated from a simple statistical consideration. For small , the density of states available to the bosons is given by the classical expression (4.210): cl (E) = M 2 2 h
D/2
1 (D/2)
dD x [E V (x)]D/21 .
(7.148)
The number of normal particles is given by the equation Nn =

Emin
dE
cl (E) , eE/kB T 1
(7.149)
where Emin is the classical ground state energy. For a harmonic trap, the spatial integral in (7.148) can be done and is proportional to E D , after which the integral over E in (7.149) yields [kB T / ]D (D) = (T /Tc(0) )D N, in agreement with (7.143). h
538
Alternatively we may use the phase space formula Nn = =

n=1
dD x
dD p 1 = (2 )D e[p2 /2M +V (x)] 1 n=1 h 1 dD x enV (x) , D 2 2 n/M h
dD x
dD p n[p2 /2M +V (x)] e (2 )D h (7.150)
where the spatial integration produces a factor side becomes again (T /Tc(0) )D N.
2/M 2 n so that the right-hand
7.2.7
More General Anisotropic Trap
The equation (7.150) for the particle number can be easily calculated for a more general trap where the potential has the anisotropic power behavior M 2 2 D |xi | a V (x) = 2 ai i=1
pi
(7.151)
1/D
where is some frequency parameter and a is the geometric average a D ai i=1 Inserting (7.151) into (7.150) we encounter a product of integrals
D dx enM
2 a2 (|x p i |/ai ) i /2
i=1
ai (1 + 1/pi), 2 2 1/pi i=1 (M a /2)
(7.152)
so that the right-hand side of (7.150) becomes (T /Tc(0) )D N, with the critical temperature kB Tc(0) M a2 2 = 2 h M a2 2
D/D
N D/2 (D) D (1 + 1/pi ) i=1
1/D
(7.153)
where D is the dimensionless parameter

D D 1 D + . 2 i=1 pi
(7.154)
which takes over the role of D in the harmonic formula (7.142). A harmonic trap with dierent oscillator frequencies 1 , . . . , D along the D Cartesian axes, 2 is a special case of (7.151) with pi 2, i = 2a2 /a2 and D = D, and formula i (7.153) reduces to (7.142) with replaced by the geometric average of the frequencies (1 D )1/D . The parameter a disappears from the formula. A free Bose gas D D D in a box of size VD = i=1 (2ai ) = 2 a is described by (7.151) in the limit pi where D = D/2. Then Eq. (7.153) reduces to kB Tc(0) N 2 h = 2 (D/2) 2M a
2/D
2 2 h N = M VD (D/2)
2/D
(7.155)
539
in agreement with (7.53) and (7.18). Another interesting limiting case is that of a box of length L = 2a1 in the xdirection with p1 = , and two dierent oscillators of frequency 2 and 3 in the 2 other two directions. To nd Tc(0) for such a Bose gas we identify 2 a2 /a2 = 2,3 2,3 2 2 in the potential (7.151), so that 4 /2 = 2 3 /a2 , and obtain a 1 kB Tc(0) h = h 2M
1/5
N a1 (5/2)
2/5
21 2 = h L2
1/5
N (5/2)
2/5
. (7.156)
7.2.8
Rotating Bose-Einstein Gas
Another interesting potential can be prepared in the laboratory by rotating a Bose condensate [48] with an angular velocity around the z-axis. The vertical trapping frequencies is z 2 11.0 Hz 0.58 nK, the horizontal one is 6 z . The centrifugal forces create an additional repulsive harmonic potential, bringing the rotating potential to the form V (x) =
2 4 Mz r 2 z 2 + 36r + 2 2 2 z
hz 2
4 2 z2 r r + 36 2 + 2 z z 2 4 z
(7.157)
2 2 where r = x2 + y 2 , 1 2 / , 0.4, and z 3.245 m 1.42 103 K. For > , turns negative and the potential takes the form of a Mexican hat as 2 shown in Fig. 3.13, with a circular minimum at rm = 362 z /. For large rotation speed, the potential may be approximated by a circular harmonic well, so that we may apply formula (7.156) with a1 = 2rm , to obtain the -independent critical temperature
kB Tc(0) hz
1/5
N (5/2)
2/5
(7.158)
For = 0.4 and N = 300 000, this yields Tc 53nK. At the critical rotation speed = , the potential is purely quartic r = (x2 +y 2). To estimate Tc(0) we approximate it for a moment by the slightly dierent potential (7.151) with the powers p1 = 2, p2 = 4, p3 = 4, a1 = z , a2 = a3 = z (/2)1/4 , so that formula (7.153) becomes kB Tc(0) = hz 2 164 (5/4)
1/5
N (5/2)
2/5
(7.159)
It is easy to change this result so that it holds for the potential r 4 = (x + y)4 rather than x4 + y 4: we multiply the right-hand side of equation (7.149) for N by a factor 4 2 rdrdxdy er 3/2 = . (7.160) dxdy ex4 y4 [5/4]2
540
This factor arrives inversely in front of N in Eq. (7.161), so that we obtain the critical temperature in the critically rotating Bose gas kB Tc(0) = hz 4
1/5
N (5/2)
2/5
(7.161)
The critical temperature at = is therefore by a factor 41/5 1.32 larger than at innite . Actually, this limit is somewhat academic in a semiclassical approximation since the quantum nature of the oscillator should be accounted for.
7.2.9
Finite-Size Corrections
Experiments never take place in the thermodynamic limit. The particle number is nite and for comparison with the data we must calculate nite-size corrections coming from nite N where ll 1/N 1/D is small but nonzero. The transition is no longer sharp and the denition of the critical temperature is not precise. As in the thermodynamic limit, we shall identify it by the place where zD = 1 in Eq. (7.139) for Nn = N. For D > 3, the corrections are obtained by expanding the rst term in the sum (7.138) in powers of and performing the sums over w and subtracting (0) for the sum 1: w=1 h ( )2 h 1 (D) + D(D1) + D(3D1)(D2) + . . . D ( ) h 2 24 (0). (7.162) The higher expansion terms contain logarithmically divergent expressions, for instance in one dimension the rst term (1), and in three dimensions (D 2) = (1). These indicate that the expansion powers of is has been done improperly at h a singular point. Only the terms whose -function have a positive argument can be trusted. A careful discussion along the lines of Subsection 2.15.6 reveals that (1) must be replaced by reg (1) = log( ) + const., similar to the replacement h (2.582). The expansion is derived in Appendix 7A. For D > 1, the expansion (7.162) can be used up to the (D 1) terms and yields the nite-size correction to the number of normal particles Nn (Tc ) = Nn = N T
(0) Tc D
D (D 1) 1 . 2 11/D (D) N 1/D
(7.163)
Setting Nn = N, we obtain a shifted critical temperature by a relative amount Tc

(0) Tc
1 (D 1) 1 + ... . (D1)/D (D) N 1/D 2
(7.164)
In three dimensions, the rst correction shifts the critical temperature Tc(0) downwards by 2% for 40 000 atoms. Note that correction (7.164) has no direct -dependence whose size enters only implicitly via Tc(0) of Eq. (7.142). In an anisotropic harmonic trap, the temperature
541
shift would carry a dimensionless factor / where is the arithmetic mean D i=1 i /D. The higher nite-size corrections for smaller particle numbers are all calculated in Appendix 7A. The result can quite simply be deduced by recalling that according to the Robinson expansion (2.575), the rst term in the naive, wrong power series expansion of (eb ) = ewb /w = (b)k ( k)/k! is corrected w=1 k=0 by changing the leading term () to (1 )(b)1 + () which remains nite for all positive integer . Hence we may expect that the correct equation for the critical temperature is obtained by performing this change in Eq. (7.162) on each (). This expectation is conrmed in Appendix 7A. It yields for D = 3, 2, 1 the equations for the number of particles in the excited states 1 h ( )2 h (log ) h (0) + (1) + . . . , (7.165) h 2 12 1 7( )2 h 1 (2) log + h h (0) + . . . , (7.166) Nn = 2 ( ) h 2 12 1 3 h 19 Nn = + . . . , (7.167) (3) + h (2) ( )2 log + h 3 ( ) h 2 24 Nn = where = 0.5772 . . . is the Euler-Mascheroni number (2.461). Note that all nonlogarithmic expansion terms coincide with those of the naive expansion (7.162). These equations may be solved for at Nn = N to obtain the critical temperature of the would-be phase transition. Once we study the position of would-be transitions at nite size, it makes sense to include also the case D = 1 where the thermodynamic limit has no transition at all. There is a strong increase of number of particles in the ground state at a critical temperature determined by equating Eq. (7.165) with the total particle number N, which yields kB Tc(0) = hN 1 1 hN , ( log + ) h log N D = 1. (7.168)
Note that this result can also be found also from the divergent naive expansion (7.162) by inserting for the divergent quantity (1) the dimensionally regularized expression reg (1) = log( ) of Eq. (2.582). h
7.2.10
Entropy and Specic Heat
By comparing (7.126) with (7.125) we see that the grand-canonical free energy can be obtained from Nn of Eq. (7.162) by a simple multiplication with 1/ and an increase of the arguments of the zeta-functions () by one unit. Hence we have, up to rst order corrections in FG (, c) = 1 ( )D h (D + 1) + h D (D) + . . . . 2 (7.169)
542
From this we calculate immediately the entropy S = T FG = kB 2 FG as S = kB (D + 1)FG = kB (D + 1) 1 ( )D h (D + 1) + h D (D) + . . . . (7.170) 2
In terms of the lowest-order critical temperature (7.142), this becomes S = kB N(D + 1)

T Tc
(0)
(D + 1) D (D) + (D) 2 N
1/D
T Tc
(0)
D1
From this we obtain the specic heat C = T T S below Tc : C = kB N(D+1) D T Tc

(0) D
+ . . . . (7.171) T
D1
(D+1) D(D1) (D) + (D) 2 N
1/D
Tc
(0)
+ . . . .(7.172)
At the critical temperature, this has the maximal value Cmax kB N(D+1)D
D1 1+1/D (D) D (D1) 1 (D+1) . (7.173) 1+ (D) 2 (D+1) 2 11/D(D) N 1/D
In three dimensions, the lowest two approximations have their maximum at

(0) Cmax kB N 10.805, (1) Cmax kB N 9.556.
(7.174)
Above Tc , we expand the total particle number (7.126) in powers of as in (7.162). The fugacity of the ground state is now dierent from unity: N(, ) = D 1 D (zD ) + D1 (zD ) + . . . . h D ( ) h 2 (7.175)
The grand-canonical free energy is FG (, ) = and the entropy S(, ) = kB 1 1 D2 2 D (zD ) + . . . . (7.177) h (D + 1)D+1(zD ) + ( )D h 2 1 ( )D h D+1(zD ) + h D D (zD ) + . . . , 2 (7.176)
The specic heat C is found from the derivative S|N as C(, ) = kB + 1 ( )D h (D+1)D D+1 (zD ) (7.178)
1 D D 2 + 1 D () D (zD )+. . . . h 2
543
The derivative () is found as before from the condition: N(, ())/ = 0, implying 0 = 1 D DD (zD ) + (D 1)D1(zD ) h D ( ) h 2 D D + ... , + D1 (zD ) + D2 (zD ) () h h 2 2 D (zD ) + h
(7.179)
so that we obtain
D D2 (zD ) + . . . 2 () = D . (7.180) D D1(zD ) + D2(zD ) + . . . h 2 Let us rst consider the lowest approximation, where 1 D (z), (7.181) N(, ) ( )D h 1 1 1 D+1 (z) FG (, ) (z) = N , (7.182) D D+1 ( ) h D (z) D + 1 D+1 (z) 1 1 D+1 D+1 (z) N = NkB , S(, ) T ( )D h ( )D D (z) h (7.183) so that from (7.60) E(, ) D 1 D D+1 (z) (z) = N . D D+1 ( ) h D (z) D (z) . D1(z) (7.184)
The chemical potential at xed N satises the equation () = D The specic heat at a constant volume is C = kB N (D + 1)D D+1(z) D (z) D2 . D (z) D1(z) (7.186) (7.185)
At high temperatures, C tends to the Dulong-Petit limit DNkB since for small z all (z) behave like z. This is twice a big as the Dulong-Petit limit of the free Bose gas since there are twice as many harmonic modes. As the temperature approaches the critical point from above, z tends to unity from below and we obtain a maximal value in three dimensions
(0) Cmax = kB N 12
4 (1) 3 (1) 9 kB N 4.22785. 3 (1) 2 (1)
(7.187)
The specic heat for a xed large number N of particles in a trap has a much sharper peak than for the free Bose gas. The two curves are compared in Fig. 7.10, where we also show how the peak is rounded for dierent nite numbers N.3
3
P.W. Courteille, V.S. Bagnato, and V.I. Yukalov, Laser Physics 2 , 659 (2001).
544
10 8 6 4 2
CN /kB N harmonic trap N =
CN /kB N N = 10 000 N = 1000 N = 100 free Bose gas
0.2
0.4
0.6
0.8
T /Tc
1.2 (0)
1.4
T /Tc
(0)
Figure 7.10 Peak of specic heat for innite (left-hand plot) and various nite numbers 100, 1000, 10 000 of particles N (right-hand plots) in harmonic trap. The large-N curve is compared with that of a free Bose gas.
7.2.11
Interactions in Harmonic Trap
Let us now study the eect of interactions on a Bose gas in an isotropic harmonic trap. This is most easily done by adding to the free part (7.132) the interaction (7.101) with n(x) taken from (7.131), to express the grand-canonical free energy by analogy with (7.102) as dz D ( ; z; x) + g [Z ()D ( ; zD ; x)]2 . h h z 0 (7.188) Using the relation (7.103), this takes a form more similar to (7.106): FG = 1 dD x Z ()
zD
dz D ( ; z; x)2 le ( )Z () [D ( ; zD ; x)]2 . h a D h h z 0 (7.189) As in Eq. (7.113), we now construct the variational free energy to be extremized with respect to the local parameter (x). Moreover, we shall nd it convenient to express (z) as 0z (dz /z )(z ). This leads to the variational expression
zD FG
1 FG = Z () dD x
1 = Z ()
dx
zD e(x) 0
dz 2 (x) D ( ; z; x) h , z 8 a a lD ( )Z (). h le ( ) e h
(7.190)
h h where zD = e(D /2) = eD /2 z and
a a le ( )Z () = D h
(7.191)
The extremum lies at (x) = (x) where by analogy with (7.114): (x) 4D ( ; zD e(x) ; x). a h (7.192)
For a small trap frequency , we use the function D ( ; zD ; x) in the approximate h form (7.133), written as
545
D
D ( ; zD ; x) h
w=1
2M w M w2 x2 /2 zD e . 2w
(7.193)
In this approximation, Eq. (7.192) becomes (x) 4 a

0 w=1
2M w w(x) M w2 x2 /2 z e e . 2w D
(7.194)
For small a, (x) is also small, so that the factor ew(x) on the right-hand side is close to unity and can be omitted. This will be inserted into the equation for the particle number above Tc : N= dD x n(x) = Z () h dD x D ( ; zD e(x) ; x). (7.195)
Recall that in the thermodynamic limit for D > 1 where the phase transition prop h erly exists, D ( ; zD ; x) and D ( ; zD ; x) coincide, due to (7.139) and (7.141). h From (7.195) we may derive the following equation for the critical temperature as a function of zD : 1= Z () Z (c )
(0)
dD x
h D ( ; zD e(x) ; x) , (0) D (c h; 1)
(7.196)
where Tc(0) is the critical temperature in the trap without the repulsive interaction. The critical temperature Tc of the interacting system is reached if the second argu h ment of D ( ; zD e(x) ; x) hits the boundary of the unit convergence radius of the expansion (7.130) for x = 0, i.e., if zD e(0) = 1. Thus we nd the equation for Tc : 1= Z (c ) Z (c )
(0)
dD x
D (c h; ec (x)c (0) ; x) , (0) D (c h; 1)
(7.197)
where the subscript of c (x) indicates that in (7.194) has been set equal to c . In particular, a contained in c (x) is equal to ac a/ c . Since this is small by assumption, we expand the numerator of (7.197) as 1 Z (c )
(0) Z (c )
1+
1 (0) D (c h; 1)
(0) dD x D (c h; 1; x) ,
(7.198)
where the integral has the explicit small- form

D
dD x
w=1
2 Mc 2w
(0)
eM wc
(0)
2 x2 /2
ew[c (x)c (0)] 1 .
(7.199)
(0) In the subtracted term we have used the fact that for small , D (c h; 1) D (ch; 1) (D) is independent of [see (7.139) and (7.141)].
546
Next we approximate near Tc(0) : Z (c )

(0) Z (c )
1+D
Tc
(0) Tc
(0) c h/2 (0) tanh(c h/2)
1+D
Tc Tc
(0)
(7.200)
such that Eq. (7.198) can be solved for Tc /Tc(0) : Tc

(0) Tc
1 1 D (D)
(0) dD x D (c h; 1; x).
(7.201)
On the right-hand side, we now insert (7.199) with the small quantity c (x) approx(0) imated by Eq. (7.194) at c , in which the factor ewc (x) on the right-hand side is replaced by 1, and nd for the integral (7.199):
D D
(0)
4c a
dD x
w=1
(0) 2 Mc
2w
eM wc
2 x2 /2
w
w =1
(0) 2Mc
2w
eM w c
(0)
2 x2 /2
1 .
The integral leads to

D
4c a
2 Mc 2
(0)
w,w =1 w
1
D/21 w D/2
1 1 D/2 4c S(D), (7.202) a (w + w )D/2 w
where S(D) abbreviates the double sum, whose prefactor has been simplies to 4c a (0) (0) D using (7.191) and the fact that for small , Z (c ) ( c ) . For D = 3, the h double sum has the value S(3) 1.2076(2)(3/2) 3.089. Inserting everything into (7.201), we obtain for small a and small the shift in the critical temperature Tc
(0) Tc
4c S(D) a a 3.427 . D (D) D=3 c
(7.203)
In contrast to the free Bose gas, where a small -function repulsion does not produce any shift using the same approximation as here [recall (7.116)], and only a high-loop calculation leads to an upwards shift proportional to a, the critical temperature of the trapped Bose gas is shifted downwards. We can express c in terms of the length scale h/M associated with the harmonic oscillator [recall Eq. (2.296)] and rewrite c = 2ch. Together with the relation (7.142), we nd Tc
(0) Tc
1 a a 1/6 3.427 N 1.326 N 1/6 . 2[(3)]1/6
(7.204)
Note that since is small, the temperature shift formula (7.201) can also be expressed in terms of the zero- density (7.134) as Tc
, a0
2g
d3 x [ n0 (x)] [n0 (x) n0 (0)] , d3 x T n0 (x)
(7.205)
547
where we have omitted the other arguments and z of n0 (; z; x), for brevity. To derive this formula we rewrite the grand-canonical free energy (7.190) as
ze(x) dz 2 (x) 1 d3 x n0 (; z ; x) , z 4g 0 so that the particle number equation Eq. (7.195) takes the form
FG =
(7.206)
N=
d3 x n0 (; ze(x) ; x).
(7.207)
Extremizing FG in (x) yields the self-consistent equation (x) = 2gn0 (; ze(x) ; x). As before, the critical temperature is reached for ze(0) = 1, implying that N= d3 x n0 (c ; ze2g[n0 (x)n0 (0)] ; x). (7.209) (7.208)
In the exponent we have omitted again the arguments and z of n0 (; z; x). If we now impose the condition of constant N, N = (Tc T + )N = 0, and insert = 2g[n0 (x) n0 (0)], we nd (7.205). Inserting into (7.205) the density (7.134) for the general trap (7.151), we nd the generalization of (7.203): Tc Tc
(0)
4c 1 a 1 1 1 DD/2 , D/21 w D/2 (w + w )DD/2 w D (D) w,w =1 w
(7.210)
which vanishes for the homogeneous gas, as concluded before on the basis of Eq. (7.116). Let us compare the result (7.204) with the experimental temperature shift for 87 Rb in a trap with a critical temperature Tc 280 nK which lies about 3% below the noninteracting Bose gas temperature (see Fig. 7.9). Its thermal de Broglie length is calculated best in atomic units. Then the fundamental length scale is the Bohr radius aH = h/Mp c, where Mp is the proton mass and 1/137.035 the ne-structure constant. The fundamental energy scale is EH = Me c2 2 . Writing now the thermal de Broglie length at the critical temperature as a
c
EH 2 2 h = 2 MkB Tc kB Tc
Me aH , 87Mp
(7.211)
we estimate with
and Me /87Mp 0.511eV/(87 938.27eV) 0.002502 such that c 6646aH . The triplet s-wave scattering length of 87 Rb is a (106 4) aH such that we nd from (7.203) Tc 5.4%, (7.212) (0) Tc which is compatible with the experimentally data of the trap in Fig. 7.9. Let us nally mention recent studies of more realistic systems in which bosons in a trap interact with longer-range interactions [45].
EH /kB Tc
27.21 eV/(280 109 /11 604.447 eV) 1.06 106
548
7.3
Gas of Free Fermions

f (z)
For fermions, the thermodynamic functions (7.32) and (7.33) contain the functions (1)w1
w=1
zw , w
(7.213)
which starts out for small z like z. For z = 1, this becomes

f (1) = 1 1 1 1 1 1 + + ... = 21 = 1 21 (). (7.214) 1 2 3 4 k k k=0 k=0
In contrast to (z) in Eq. (7.34) this function is perfectly well-dened for all chemical potentials by analytic continuation. The reason is the alternating sign in the series f (7.213). The analytic continuation is achieved by expressing (z) as an integral by analogy with (7.39), (7.40):
f n (z)
1 f i (), (n) n
(7.215)
where if () are the integrals n if () n

0
n1 . e + 1
(7.216)
In the integrand we recognize the Fermi distribution function of Eq. (3.111), in which is replaced by : h . (7.217) e + 1 The quantity plays the role of a reduced energy = E/kB T , and is a reduced chemical potential = /kB T . Let us also here express the grand-canonical free energy FG in terms of the functions if (). Combining Eqs. (7.32), (7.213), and (7.216) we obtain for fermions n with gS = 2S + 1 spin orientations: 1 gS 1 FG = Z0 () if D/2+1 () = (D/2+1) (D/2+1) g S VD 2 2 /M h
D 0
nf =
D/2 , e + 1 (7.218)
and the integral can be brought by partial integration to the form FG = 1 (D/2) g S VD 2 /M h
2 D 0
d D/21 log(1 + e+ ).
(7.219)
Recalling Eq. (7.47), this can be rewritten as a sum over momenta of oscillators with energy hp p2 /2M: gS h log(1 + e p + ). (7.220) FG = p
7.3 Gas of Free Fermions
549
This free energy will be studied in detail in Section 7.14. The particle number corresponding to the integral representations (7.219) and (7.220) is N = 1 FG = (D/2) g S VD 2 2 /M h
D 0
D/21 = gS e+ 1
1
p h e p +
. (7.221)
Recalling the reduced density of states, this may be written with the help of the Fermi distribution function nf of Eq. (7.217) as N = g S VD
0
d N nf .
(7.222)
The Bose function contains a pole at = 0 which prevents the existence of a solution for positive . In the analytically continued fermionic function (7.215), on the other hand, the point = 0 is completely regular. Consider now a Fermi gas close to zero temperature which is called the degenerate limit. Then the reduced variables = E/kB T and = /kB T become very large and the distribution function (7.217) reduces to nf = < 1 for > 0 = ( ). (7.223)
All states with energy E lower than the chemical potential are lled, all higher states are empty. The chemical potential at zero temperature is called Fermi energy EF : EF . (7.224)
T =0
The Fermi energy for a given particle number N in a volume VD is found by performing the integral (7.222) at T = 0: N = g S VD where is the Fermi momentum associated with the Fermi energy. Equation (7.225) is solved for EF by EF = 2 2 (D/2 + 1) h M gS
2/D EF 0
1 gS VD EF g S VD 1 dN = D D = (D/2+1) 2 2 /M (D/2+1) 4 h pF 2MEF
D/2
pF h
, (7.225)
(7.226)
N VD
2/D
(7.227)
and for the Fermi momentum by (D/2 + 1) h pF = 2 gS

1/D
N VD
1/D
h.
(7.228)
550
Note that in terms of the particle number N, the density of states per unit energy interval and volume can be written as dN N 2 VD kB T EF
D/2
D/21 .
(7.229)
As the gas is heated slightly, the degeneracy in the particle distribution function in Eq. (7.223) softens. The degree to which this happens is governed by the size of the ratio kT /EF . It is useful to dene a characteristic temperature, the so-called Fermi temperature EF 1 pF 2 TF = . (7.230) kB kB 2M For electrons in a metal, pF is of the order of h/1rA. Inserting M = me = 9.109558 28 16 10 g, further kB = 1.380622 10 erg/K and h = 6.0545919 1027 erg sec, we see that TF has the order of magnitude TF 44 000K. (7.231)
Hence, even far above room temperatures the relation T /TF 1 is quite well fullled and can be used as an expansion parameter in evaluating the thermodynamic properties of the electron gas at nonzero temperature. Let us calculate the nite-T eects in D = 3 dimensions. From Eq. (7.225) we obtain gS V 2 f i3/2 . (7.232) N = N(T, ) 3 le ( ) h kB T Expressing the particle number in terms of the Fermi energy with the help of Eq. (7.225), we obtain for the temperature dependence of the chemical potential an equation analogous to (7.54): 1= kB T EF
3/2
3 f i3/2 2 kB T
(7.233)
To evaluate this equation, we write the integral representation (7.216) as if () = n = ( + x)n1 ex + 1 ( x)n1 + dx x e +1 0
dx
dx
( + x)n1 . ex + 1
(7.234)
where = x + . In the rst integral we substitute 1/(ex + 1) = 1 1/(ex + 1), and obtain if () = n
0
dx xn1 +
dx
(+x)n1 (x)n1 + ex + 1
dx
(x)n1 . ex + 1
(7.235)
7.3 Gas of Free Fermions
551
In the limit , only the rst term survives, whereas the last term is exponentially small, so that it can be ignored in a series expansion in powers of 1/. The second term is expanded in such a series: (n1)! n1k xk =2 (1 2k )(k + 1). ex + 1 (n1k)! 0 k=odd k=odd (7.236) In the last equation we have used the integral formula for Riemanns -function4 2 n1 n1k k

dx
dx
x1 = (1 21 )(). ex + 1
(7.237)
At even positive and odd negative integer arguments, the zeta function is related to the Bernoulli numbers by Eq. (2.561). The lowest values of (x) occurring in the expansion (7.236) are (2), (4), . . . , whose values were given in (2.563), so that the expansion of if () starts out like n if () = n 1 7 1 n + 2(n1) (2)n2 + 2(n1)(n2)(n3) (4)n4 + . . . . (7.238) n 2 8
3/2
Inserting this into Eq. (7.233) where n = 3/2, we nd the low-temperature expansion 1= kB T EF 3 2 2 3 kB T
3/2
2 12 kB T
1/2
7 4 3 320 kB T
4
5/2
... , (7.239)
implying for the expansion 2 = EF 1 12
kB T EF
7 4 + 720
kB T EF
These expansions are asymptotic. They have a zero radius of convergence, diverging for any T . They can, however, be used for calculations if T is suciently small or at all T after a variational resummation ` la Section 5.18. a We now turn to the grand-canonical free energy FG . In terms of the function (7.216), this reads 1 gS V 1 FG = 3 if (). (7.241) le ( ) (5/2) 5/2 h Using again (7.238), this has the expansion 5 2 FG (T, , V ) = FG (0, , V ) 1 + 8 FG (0, , V )
4
+ . . . .
(7.240)
kB T
7 4 384
kB T
where
+ . . . ,
3/2
(7.242)
2M 3/2 2 2 gS V ()3/2 = N 2 h3 5 5 EF 3
552
By dierentiating FG with respect to the temperature at xed , we obtain the low-temperature behavior of the entropy S = kB 2 kB T N + ... . 2 EF 2 kB T N + ... . 2 EF (7.243)
From this we nd a specic heat at constant volume C = T S T

T 0 V,N
S = kB
(7.244)
This grows linearly with increasing temperature and saturates at the constant value 3kB N/2 which obeys the Dulong-Petit law of Section 2.12 corresponding to three kinetic and no potential harmonic degrees of freedom in the classical Hamiltonian p2 /2M. See Fig. 7.11 for the full temperature behavior. The linear behavior is
Figure 7.11 Temperature behavior of specic heat of free Fermi gas. As in the free Bose gas, the Dulong-Petit rule gives a high-temperature limit 3kB N/2 for the three harmonic kinetic degrees of freedom in the classical Hamiltonian p2 /2M . There are no harmonic potential degrees of freedom.
due to the progressive softening near the surface of the Fermi distribution which makes more and more electrons thermally excitable. It is detected experimentally in metals at low temperature where the contribution of lattice vibrations freezes out as (T /TD )3 . Here TD is the Debye temperature which characterizes the elastic stiness of the crystal and ranges from TD 90K in soft metals like lead over TD 389K for aluminum to TD 1890K for diamond. The experimental size of the slope is usually larger than the free electron gas value in (7.244). This can be explained mainly by the interactions with the lattice which result in a large eective mass Me > M. Note that the quantity FG (0, , V ) is temperature dependent via the chemical potential . Inserting (7.240) into (7.242) we nd the complete T -dependence 5 2 FG (T, , V ) = FG (0, EF , V ) 1 + 12
kB T EF
4 16
kB T EF
+ . . . ,
(7.245)
7.4 Statistics Interaction
553
where
2 FG (0, EF , V ) = NEF . (7.246) 5 As in the boson gas, we have a relation (7.61) between energy and grandcanonical free energy: 3 (7.247) E = FG , 2 such that equation (7.245) supplies us with the low-temperature behavior of the internal energy: 5 3 E = NEF 1 + 5 12
kB T EF
16
kB T EF
The rst term is the energy of the zero-temperature Fermi sphere. Using the relation cV = E/V T , the second term yields once more the leading T 0 -behavior (7.244) of specic heat. This behavior of the specic heat can be observed in metals where the conduction electrons behave like a free electron gas. Due to Blochs theorem, a single electron in a perfect lattice behaves just like a free particle. For many electrons, this is still approximately true, if the mass of the electrons is replaced by an eective mass. Another important macroscopic system where (7.244) can be observed is a liquid consisting of the fermionic isotope 3 He. There are two electron spins and an odd number of nucleon spins which make this atom a fermion. Also there the strong interactions in the liquid produce a screening eect which raises to an eective value of the mass to 8 times that of the atom.
+ . . . .
(7.248)
7.4
Statistics Interaction
First, we consider only two identical particles; the generalization to n particles will be obvious. For simplicity, we ignore the one-body potentials V (x() ) in (7.2) since they cause only inessential complications. The total orbital action is then A=
tb ta
dt
M (1) (1)2 M (2) (2)2 x + x Vint (x(1) x(2) ) . 2 2
(7.249)
The standard change of variables to center-of-mass and relative coordinates X = (M (1) x(1) + M (2) x(2) )/(M (1) + M (2) ), x = (x(1) x(2) ),
tb ta
(7.250)
respectively, separates the action into a free center-of-mass and a relative action A = ACM + Arel =
tb ta
dt
M 2 X + 2
dt
2 x Vint (x) , 2
(7.251)
with a total mass M = M (1) +M (2) and a reduced mass = M (1) M (2) /(M (1) +M (2) ). Correspondingly, the time evolution amplitude of the two-body system factorizes
554
into that of an ordinary free particle of mass M, (Xb tb |Xa ta ), and a relative amplitude (xb tb |xa ta ). The path integral for the center-of-mass motion is solved as in Chapter 2. Only the relative amplitude is inuenced by the particle statistics and needs a separate treatment for bosons and fermions. First we work in one dimension only. Many of the formulas arising in this case are the same as those of Section 6.2, where we derived the path integral for a particle moving in a half-space x = r > 0; only the interpretation is dierent. We take care of the indistinguishability of the particles by restricting x to the positive semiaxis x = r 0; the opposite vector x describes an identical conguration. The completeness relation of local states reads therefore
0
dr|r r| = 1.
(7.252)
To write down the orthogonality relation, we must specify the bosonic or fermionic nature of the wave functions. Since these are symmetric or antisymmetric, respectively, we express rb |ra in terms of the complete set of functions with these symmetry properties: rb |ra = 2 This may be rewritten as dp h h eip(rb ra )/ eip(rb +ra )/ = (rb ra ) (rb + ra ). (7.254) 2 h The innitesimal time evolution amplitude of relative motion is then, in the canonical formulation, rb |ra =
h (rn |rn1 0) = rn |ei Hrel / |rn1 dp h h h eip(rn rn1 )/ eip(rn +rn1 )/ ei Hrel (p,rn )/ , = h 2 0
dp h
cos prb / cos pra / h h sin prb / sin pra / h h
(7.253)
(7.255)
where Hrel (p, x) is the Hamiltonian of relative motion associated with the action Arel in Eq. (7.251). By combining N + 1 factors, we nd the time-sliced amplitude
N
(rb tb |ra ta ) = exp i h
N +1
drn
n=1
n=1 N +1 n=1
dpn 2 h i N +1 pn (rn + rn1 ) h n=1

e h i N+1 n=1
(7.256)
Hrel (pn ,rn )
pn (rn rn1 ) exp
valid for bosons and fermions, respectively. By extending the radial integral over the entire space it is possible to remove the term after the sign by writing
N
(rb tb |ra ta ) = exp
N +1 n=1
dxn
xb =rb n=1
dpn 2 h
(7.257)
i N +1 [pn (xn xn1 ) Hrel (pn , xn ) + h((xn ) (xn1 ))] , h a=1

555
where the function (x) vanishes identically for bosons while being equal to (x) = (x) (7.258)
for fermions, where (x) is the Heaviside function (1.309). As usual, we have identied xb xN +1 and xa x0 which is equal to ra . The nal sum over xb = rb accounts for the indistinguishability of the two orbits. The phase factors ei(xn ) give the necessary minus signs when exchanging two fermion positions. Let us use this formula to calculate explicitly the path integral for a free twoparticle relative amplitude. In the bosonic case with a vanishing -term, we simply obtain the free-particle amplitude summed over the nal positions rb : (rb tb |ra ta ) = 1 2 i(tb ta )/ h exp i (rb ra )2 + (rb rb ) . h 2 tb ta (7.259)
For fermions, the phases (xn ) in (7.257) cancel each other successively, except for the boundary term ei((xb )(xa )) . (7.260) When summing over xb = rb in (7.257), this causes a sign change of the term with xb = rb and leads to the antisymmetric amplitude (rb tb |ra ta ) = 1 2 i(tb ta )/ h exp i (rb ra )2 (rb rb ) . h 2 (tb ta ) (7.261)
Let us also write down the continuum limit of the time-sliced action (7.257). It reads A = Arel + Af =
tb ta
dt [px Hrel (p, x) + h x(t)x (x(t))] .
(7.262)
The last term is the desired Fermi statistics interaction. It can also be written as Af = h
tb ta
dtx(t)(x(t)) = h
tb ta
dtt (x(t)).
(7.263)
The right-hand expression shows clearly the pure boundary character of Af , which does not change the equations of motion. Such an interaction is called a topological interaction. Since the integrals in (7.257) over x and p now cover the entire phase space and (x) enters only at the boundaries of the time axis, it is possible to add to the action any potential Vint (r). As long as the ordinary path integral can be performed, also the path integral with the additional -terms in (7.257) can be done immediately. It is easy to generalize this result to any number of fermion orbits x() (t), = 1, . . . , n. The statistics interaction is then < Af [x(, ) ] with the distance vectors x(, ) x() x( ) . When summing over all permuted nal positions, the
556
many-fermion wave functions become antisymmetric. The amplitude is given by the generalization of Eq. (7.257): (xb b ; tb |x(a ) ; ta ) = a
( ) n p(b ) =1 N n=1 n =1 N +1
dx() n
n=1
()
dp() n 2 h
exp
i N +1 h n=1
() p() (x() xn1 ) Hrel (pn , x() ) n n n
+ h
<
(x(, ) ) (xn1 ) n
(, )
where p(b ) denotes the sum over all permutations of the nal positions. The phases exp[i(x)] produce the complete antisymmetry for fermions. Consider now two particles moving in a two-dimensional space. Let the relative motion be described in terms of polar coordinates. For distinguishable particles, the scalar product of localized states is rb b |ra a =
0
(7.264)
dkk
m=
im (krb )im (kra )
1 im(b a ) e 2 (7.265)
1 (rb ra )(b a ). rb ra
This follows straightforwardly by expanding the exponentials eikx = eikr cos in the scalar product d2 k ikxb ikxa = (2) (xb xa ) (7.266) e e xb |xa = (2)2 into Bessel functions, according to the well-known formula5
eacos =
m=
im (a)eim ,
(7.267)
and by rewriting (2) (xb xa ) as (rb ra )1/2 (rb ra )(b a ). For indistinguishable particles, the angle is restricted to a half-space, say [0, ). When considering bosons or fermions, the phase factor eim(b a ) must be replaced by eim(b a ) eim(b +a ) , respectively. In the product of such amplitudes in a timesliced path integral, the -terms in (7.256) can again be accounted for by completing the half-space in to the full space [, ) and introducing the eld (). By including a Hamiltonian and returning to Euclidean coordinates x1 , x2 , we arrive at the relative amplitude (xb tb |xa t) = D2x D2p i i exp Arel + Af + (xb xb ) , 2 h h (7.268)
with an obvious time slicing as in (7.257).

5

557
The Fermi statistics interaction Af looks in polar coordinates just like (7.263), but with x replaced by : Af = h
tb ta
dt(t) ((t)).
(7.269)
Adapting the step function () to the periodic nature of the variable , we continue this function periodically in . Equivalently, we replace it by a step function p () which jumps by one unit at every integer multiple of and write Af = h with a vector potential a(x) p (). (7.271) When calculating particle distributions or partition functions which satisfy periodic boundary conditions, this coupling is invariant under local gauge transformations of the vector potential a(x) a(x) + (x), (7.272)
tb ta
dt x(t) a(x(t)),
(7.270)
with smooth and single-valued functions (x), i.e., with (x) satisfying the integrability condition of Schwarz: (i j j i )(x) = 0. (7.273)
Taking advantage of gauge invariance, we can in (7.271) replace p () by any function of x as long as it changes by one unit when going from b to b +. A convenient choice is p (x) = 1 1 x2 (x) arctan . x1 (7.274)
With this, the statistics interaction (7.270) becomes Af = h

tb ta
dtxx (x) = h
tb ta
dt
ij
xi xj , 2 x
(7.275)
where ij is the antisymmetric unit tensor of Levi-Civita in two dimensions. Just like the expression (7.263), this is a purely topological interaction. By comparison with (7.270), we identify the vector potential of the statistics interaction as xj ai (x) = i = ij 2 . (7.276) x The Fermi statistics remains obviously in operation if we choose, instead of the vector potential (7.276), an arbitrary odd multiple of it: ai (x) = i = (2n + 1)
ij
xj , x2
n = 0, 1, 2, . . ..
(7.277)
558 The even multiples
ai (x) = i = 2n
ij
xj , x2
n = 0, 1, 2, . . .,
(7.278)
on the other hand, give rise to Bose statistics. For more than two particles, the amplitude (7.268) is generalized to the twodimensional analog of Eq. (7.264). In one and two space dimensions we have thus succeeded in taking care of the indistinguishability of the particles and the fermionic nature by the simple statistics interaction terms (7.263) and (7.275). The indistinguishability of the particles requires that the path integral over all paths from the initial point xa to the nal point xb has to be extended by those paths which run to the reected point xb . The statistics interaction guarantees the antisymmetry of the resulting amplitude.
7.5
Fractional Statistics
The above considerations raise an important question. Is it possible that particles with an arbitrary real multiple of the statistical gauge interaction (7.275) exist in nature? Such particles would show an unusual statistical behavior. If the prefactor is denoted by 0 and the statistics interaction reads Af = h0
tb ta
dt x
(x) = h0
tb ta
dt
ij
xi xj , 2 x
(7.279)
an interchange of the orbital endpoints in the path integral gives rise to a phase factor ei0 . If 0 is even or odd, the amplitude describes bosons or fermions, respectively. For rational values of 0 , however, the particles are neither one nor the other. They are called anyons. The phase of the amplitude returns to its initial value only after the particles have been rotated around each other several times. The statistical behavior of such particles will be studied in detail in Section 16.2. There we shall see that for two ordinary particles, an anyonic statistical behavior can be generated by a magnetic interaction. An interaction of the form (7.279) arises from an innitesimally thin magnetic ux tube of strength = 0 0 with 0 = 2 c/e. h Indeed, the magnetic interaction is given by the gauge-invariant expression Amg = e c
tb ta
dt x(t)A(x(t)),
(7.280)
and the vector potential of a thin magnetic ux tube of ux reads Ai (x) = i = 2

ij
xj . x2
(7.281)
For the ux 0 = 2 c/e or an odd multiple thereof, the magnetic interaction h coincides with the statistics interaction of two fermions (7.275). Bose statistics holds if is zero or an even multiple of 0 . The magnetic eld can be chosen
7.6 Second-Quantized Bose Fields
559
to produce any value of 0 . This analogy will permit us to calculate the second virial coecient of a gas of anyons in Section 16.3. There we shall also see that the statistical parameter 0 determines the behavior of the wave functions near the origin. While the wave functions of bosons and fermions carry either even or odd azimuthal angular momenta m, respectively, and vanish like |x|m for |x| 0, those of anyons can carry any integer m, behaving like |x||m+0 | with a noninteger exponent. We shall demonstrate in Section 16.2 that ux tubes whose ux is an integer multiple of 0 , i.e., those with a ux corresponding to Fermi or Bose statistics, have a vanishing scattering amplitude with respect to particles of charge e (AharonovBohm eect). Such ux tubes can be used as a theoretical artifact to construct the vector potential of a magnetic monopole. Although magnetic elds can have no sources, a monopole can be brought in from innity inside an innitely thin tube of ux = n0 (n = integer), called a Dirac string. Since this cannot be detected by any electromagnetic scattering experiment the endpoint of the string behaves like a magnetic monopole.6 In an important aspect, the analogy between the magnetic and statistics interaction is not perfect and the present path integral is dierent from the one governing the magnetic scattering amplitude: The magnetic scattering amplitude deals with two dierent particles, one with an electric and the other with a magnetic charge. The paths are therefore summed with a xed endpoint. In the statistics case, on the other hand, the sum includes the nal point xb and the reected point xb . For this reason, the magnetic analogy can be used to impose arbitrary statistics only upon two particles and not upon an ensemble of many identical particles. The analogy has nevertheless been useful to guide recent theoretical developments, in particular the explanation of the fractional quantum Hall eect (to be discussed in Sections 16.1316.12). Particles in two dimensions with fractional statistics have recently become a source of inspiration in eld theory, leading to many new and interesting insights.
7.6
Second-Quantized Bose Fields
We have seen above that the path integral of a system with many identical particles can become quite cumbersome to handle. Fortunately, there exists a much simpler and more ecient path integral description of many-particle systems. In the Schrdinger formulation of quantum mechanics, it is possible to generalize the singleo particle Schrdinger equation to an arbitrary and variable number of particles by o letting the complex Schrdinger elds (x, t) be eld operators rather than complex o c-numbers. These are denoted by (x, t) and postulated to satisfy the harmonicoscillator commutation relations at each point x in space. To impose properly such
See also the discussion in H. Kleinert, Int. J. Mod. Phys. A 7 , 4693 (1992) (http://www.physik.fu-berlin.de/~kleinert/203); Phys. Lett. B 246 , 127 (1990) (ibid.http/205).
6
560
local quantization rules, space is discretized into little cubes of volume 3 , centered around the points xn = (n1 , n2 , n3 ), with n1,2,3 running through all integers. If we omit the subscripts n, for brevity, the quantization rules are [(x, t), (x , t)] = xx , [ (x, t), (x , t)] = 0, [(x, t), (x , t)] = 0. (7.282)
The commutativity of the operators at dierent places ensures the independence of the associated oscillators. Imposing the conditions (7.282) is referred to as second quantization or eld quantization. One also speaks of a quantization of particle number . The commutation relations generate an innite-dimensional Hilbert space at each space point x. Applying the operator (x, t) n times to the ground state of the harmonic oscillator |0 x at x creates states with n excitations at x: 1 |n, x = [ (x, 0)]n |0 . n! (7.283)
These states are interpreted as states describing n particles at the point x. The ground state of all oscillators is |0
x
|0
(7.284)
It is called the vacuum state of the system. The total number of particles at each time is measured by the operator N(t) =
x
(x, t)(x, t).
(7.285)
The simplest classical action, whose quantum theory has the above structure, describes an ensemble of free bosons with a chemical potential : A[ , ] =
tb x ta
dt (i t + )(x, t) h
h2 2M
x (x, t)
(7.286)
The symbols x , x denote the dierence operators on the discretized threedimensional space, each component i , i being dened in the same way as the dierence operators , on the sliced time axis in Eqs. (2.87). The eigenvalues on a plane wave of momentum p are i h with Pi = i
ipx/ h ie h = Pi eipx/ ,
i h
ipx/ h ie
h = Pi eipx/ ,
(7.287) (7.288)
h ei pi / 1 ,
Pi = Pi .
By Fourier decomposing the eld

3
(x, t) =
h eipx/ ap (t), p
(7.289)
7.6 Second-Quantized Bose Fields
561
the dierence operators x , x are diagonalized and the action is decomposed into a direct sum of elds a (t), ap (t) of a xed momentum p, p A[a , a] = h
tb p ta
dt a (t)it ap (t) (p)a (t)ap (t) , p p
(7.290)
where (p) denotes the single-particle frequencies 1 |P|2 , (p) h 2M with |P|2 h2
2 i
(7.291)
2 1 cos
pi h
(7.292)
The extremization of (7.286) gives the eld equation h2 i t + + h 2M

x x
(x, t) = 0.
(7.293)
This is the ordinary free-particle Schrdinger equation (the rst-quantized eld equao tion), apart from a constant shift in the energy by the chemical potential . Recall that the chemical potential guarantees a xed average particle number which, in experiments, is enforced by contact with an appropriate particle reservoir (see Section 1.17). In momentum space, the eld equation reads [it (p)]ap (t) = 0. Knowing the general relation between the operator and the path integral description of quantum mechanics, we expect that the above rules of second quantization of operators can be accounted for by assuming the eld variables a p (t) and ap (t) in the action to be uctuating c-number variables and summing over all their congurations with an amplitude exp{(i/ )A[a , a]}. The precise form of this path integral h can be inferred from the oscillator nature of the commutation relations (7.282). After the Fourier transform (7.289), the components ap (t), a (t) satisfy p [p (t), a (t)] = pp , a p [ (t), a (t)] = 0, ap p [p (t), ap (t)] = 0. a (7.294)
Since the oscillators at dierent momenta p are independent of each other and since the action is a direct sum, we may drop the subscript p in the sequel and consider elds of a single momentum only. The commutators (7.294) are the same as those of a harmonic oscillator, of course, obtained from the usual canonical commutators [, x] = i p h (7.295)
562
by the canonical transformation a = M/2 ( x i/M), a = h p M/2 ( x + i/M). h p (7.296)
Note that within the present context, the oscillator momentum p is the conjugate momentum of the eld operator and has no relation to the particle momentum p (there exists a eld operator for each particle momentum p). The transformation (7.296) changes the Hamiltonian of the harmonic oscillator 1 2 M 2 2 H = p + x 2M 2 into the creation and annihilation operator form h ( a + a a ). a H = 2 The classical action in the canonical form A[p, q] = turns into A[a , a] = h
tb ta
(7.297)
(7.298)
dt [pq H (p, q)] dt (a it a a a).
(7.299)
tb ta
(7.300)
If one wants to describe quantum statistics, one has to replace t i and use the Euclidean action (with = 1/kB T ) Ae [a , a] = h
h 0
d (a a + a a),
(7.301)
which coincides precisely with the action (7.290) for particles of a single momentum.
7.7
Fluctuating Bose Fields
We set up a path integral formulation which replaces this second-quantized operator structure. Since we have studied the harmonic oscillator extensively in real and imaginary time and since we know how to go back and forth between quantummechanical and -statistical expressions, we consider here only the case of imaginary time with the Euclidean action (7.301). For simplicity, we calculate only the partition function. The extension to density matrices is straightforward. Correlation functions will be discussed in detail in Chapter 18. Since the action (7.300) of the harmonic oscillator is merely a rewritten canonical action (7.299), the partition function of the harmonic oscillator is given by the path integral [see (2.332)] Z = Dx( ) Dp( ) exp 2 h
h 0
d (a a + a a) ,
(7.302)
7.7 Fluctuating Bose Fields
563
where the quantum-mechanical trace requires the orbits x( ) to be periodic in + h, with a Fourier expansion 1 x( ) = h
m=
xm eim ,
m = 2m/ . h
(7.303)
The momentum integrations are unrestricted. If the momentum states were used as the diagonal basis for the derivation of the path integral, the measure would be Dx (Dp/2 ). Then p( ) is periodic under h + h and the x( )-integrations are unrestricted. This would give a dierent expression at the time-sliced level; the continuum limit 0, however, would be the same. Since the explicit conjugate variables in the action are now a and a , it is customary to express the measure of the path integral in terms of these variables and write h Da ( )Da( ) d (a a + a a) , (7.304) exp Z 0 where Da Da stands for the measure Da Da =

D Re a
D Im a .
(7.305)
With the action being the time-sliced oscillator action, the result of the path integration in the continuum limit is known from (2.401) to be Z = 1 . 2 sinh( /2) h (7.306)
In the context of second quantization, this is not really the desired result. For large , the partition function (7.306) behaves like
h Z e /2 ,
(7.307)
exhibiting in the exponent the oscillator ground-state energy E0 = h/2. In the second-quantized interpretation, however, the ground state is the no-particle state. Hence its energy should be zero. In the operator formulation, this can be achieved by an appropriate operator ordering, choosing the Hamiltonian operator to be a H = h a, (7.308)
rather than the oscillator expression (7.298). In the path integral, the same goal is achieved by suitably time-slicing the path integral (7.304) and writing
N N Z = n=0
da dan 1 n exp AN , h
(7.309)
564 with the sliced action
AN = h
n=1
[a (an an1 ) + a an1 ] . n n
(7.310)
Expressed in terms of the dierence operator, it reads

N
AN = h
n=1
a (1 ) n
+ an .
(7.311)
The a( )-orbits are taken to be periodic functions of , with a Fourier expansion 1 a( ) = h
am eim ,
m=
m = 2m/ . h
(7.312)
Note that in contrast to the coecients xm in expansion (7.303), am and am are independent of each other, since a( ) is complex. The periodicity of a( ) arises as follows: In the time-sliced path integral derived in the x-basis with integration variables x0 , . . . , xN +1 and p1 , . . . , pN +1 , we introduce a ctitious momentum varih able p0 which is set identically equal to pN +1 . Then the time-sliced 0 d px term, N +1 N +1 n=1 pn xn , can be replaced by n=1 xn pn [see the rule of partial integration on the lattice, Eq. (2.93)] or by N +1 xn pn . The rst term in the time-sliced n=1 action (7.310) arises by symmetrizing the above two lattice sums. In order to perform the integrals in (7.309), we make use of the Gaussian formula valid for Re A > 0, da dan a An an 1 n , e n = An By taking a product of N of these, we have
N n=0
Re An > 0.
(7.313)
da dan n e
a An an n
N +1
=
n=1
1 , An
Re An > 0.
(7.314)
This is obviously a special case of the matrix formula

N
Z=
n=0
da dan n e
n,m
a Anm am n
1 , det A
(7.315)
in which the matrix A = Ad has only diagonal elements with a positive real part. Now we observe that the measure of integration is certainly invariant under any unitary transformation of the components an : an So is the determinant of A: det A det (U Ad U ) = det Ad . (7.317)
Un,n an .
n
(7.316)
565
But then formula (7.315) holds for any matrix A which can be diagonalized by a unitary transformation and has only eigenvalues with a positive real part. In the present case, the possibility of diagonalizing A is guaranteed by the fact that A satises AA = A A, i.e., it is a normal matrix. This property makes the Hermitian and anti-Hermitian parts of A commute with each other, allowing them to be diagonalized simultaneously. In the partition function (7.309), the (N + 1) (N + 1) matrix A has the form 1 0 0 1 0 1 + 0 1 + 1 + = 0 0 1 + . . . 0 0 0
A = (1 )
... ... ... ...
0 0 0 0
. . . 1 +
1 + 0 0 . 0 . . .
1 (7.318)
This matrix acts on a complex vector space. Its determinant can immediately be calculated by a repeated expansion along the rst row, giving detN +1 A = 1 (1 )N +1 . Hence we obtain the time-sliced partition function
N Z =
(7.319)
1 detN +1 [ (1 )
+ ]
1 . 1 (1 )N +1
(7.320)
It is useful to introduce the auxiliary frequency 1 e log(1 ). (7.321)
The subscript e records the Euclidean nature of the time [in analogy with the freN quencies e of Eq. (2.391)]. In terms of e , Z takes the form
N Z =
1 . h 1 e e
(7.322)
This is the well-known partition function of Bose particles for a single state of energy e . It has the expansion
h h Z = 1 + e e + e2 e + . . . ,
(7.323)
in which the nth term exhibits the Boltzmann factor for an occupation of a particle state by n particles, in accordance with the Hamiltonian operator H = he N = he a a. (7.324)
566 In the continuum limit
0, the auxiliary frequency tends to , e ,

0
(7.325)
N and Z reduces to
1 . (7.326) h 1 e The generalization of the partition function to a system with a time-dependent frequency ( ) reads Z =
N N Z = n=0
1 da dan n exp AN , h
(7.327)
with the sliced action

N
AN = h
n=1
[a (an an1 ) + n a an1 ] , n n , + n an .
(7.328)
or, expressed in terms of the dierence operator AN = h The result is

N Z = N n=1
a (1 n ) n
(7.329)
1 detN +1 [ (1 ) 1 (N + 1)
+ ]
1 1
N n=0 (1
n )
(7.330)
Here we introduce the auxiliary frequency e

N which brings Z to the form N Z = N n=0
log(1 n ),
(7.331)
For comparison, let us also evaluate the path integral directly in the continuum limit. Then the dierence operator (7.318) becomes the dierential operator (1 ) + + , (7.333)
1 . h 1 e e
(7.332)
acting on periodic complex functions eim with the Matsubara frequencies m . Hence the continuum partition function of a harmonic oscillator could be written as Z = Da Da exp 1 = N . det ( + )
h 0
d (a a + a a) (7.334)
567
The normalization constant is xed by comparison with the time-sliced result. The operator + has the eigenvalues im + . The product of these is calculated by considering the ratios with respect to the = 0 -values sinh( /2) h im + = . im h/2 m=,=0 This product is the ratio of functional determinants det ( + ) sinh( /2) h = , det ( ) h/2 (7.336)
(7.335)
where the prime on the determinant with = 0 denotes the omission of the zero frequency 0 = 0 in the product of eigenvalues; the prefactor accounts for this. Note that this ratio formula of continuum uctuation determinants gives naturally only the harmonic oscillator partition function (7.306), not the secondquantized one (7.322). Indeed, after xing the normalization factor N in (7.334), the path integral in the continuum formulation can be written as Z
h Da Da d (a a + a a) exp = 0 kB T det ( ) 1 = = . h det ( + ) 2 sinh( /2) h
(7.337)
In the continuum, the relation with the oscillator uctuation factor can be established most directly by observing that in the determinant, the operator + can be replaced by the conjugate operator + , since all eigenvalues come in complexconjugate pairs, except for the m = 0 -value, which is real. Hence the determinant of + can be substituted everywhere by det ( + ) = det ( + ) = rewriting the partition function (7.337) as Z = kB T det ( ) h det ( + )
1/2 2 det ( + 2),
(7.338)
2 kB T det ( ) = 2 h det ( + 2 )
1 , 2 sinh( /2) h
(7.339)
where the second line contains precisely the oscillator expressions (2.388). A similar situation holds for an arbitrary time-dependent frequency where the partition function is Z = Da ( )Da( ) exp
h 0 1/2
d a a + ( )a a
2 1 det ( + 2 ) = 2 2sinh( /2) det ( + 2 ( )) h 1/2
2 det ( ) kB T = 2 h det ( + 2 ( ))
. (7.340)
568
While the oscillator partition function can be calculated right-away in the continuum limit after forming ratios of eigenvalues, the second-quantized path integral depends sensitively on the choice a an1 in the action (7.310). It is easy to verify that n the alternative slicings a an and a an would have led to the partition functions n+1 n h [e 1]1 and [2 sinh( /2)]1, respectively. The dierent time slicings produce h obviously the same physics as the corresponding time-ordered Hamiltonian operators a H = T a (t)(t ) in which t approaches t once from the right, once from the left, and once symmetrically from both sides. It is easy to decide which of these mathematically possible approaches is the physically correct one. Classical mechanics is invariant under canonical transformations. Thus we require that path integrals have the same invariance. Since the classical actions (7.300) and (7.301) arise from oscillator actions by the canonical transformation (7.296), the associated partition functions must be the same. This xes the time-slicing to the symmetric one. Another argument in favor of this symmetric ordering was given in Subsection 2.15.4. We shall see that in order to ensure invariance of path integrals under coordinate transformations, which is guaranteed in Schrdinger theory, path o integrals should be dened by dimensional regularization. In this framework, the symmetric xing emerges automatically. It must, however, be pointed out that the symmetric xing gives rise to an important and poorly understood physical problem in many-body theory. Since each harmonic oscillator in the world has a ground-state energy , each momentum state of each particle eld in the world possesses a nonzero vacuum energy h (thus for each element in the periodic system). This would lead to a divergence in the cosmological constant, and thus to a catastrophic universe. So far, the only idea to escape this is to imagine that the universe contains for each Bose eld a Fermi eld which, as we shall see in Eq. (7.427), contributes a negative vacuum energy to the ground state. Some people have therefore proposed that the world is described by a theory with a broken supersymmetry, where an underlying supersymmetric action contains fermions and bosons completely symmetrically. Unfortunately, all theories proposed so far possess completely unphysical particle spectra.
7.8
Coherent States
As long as we calculate the partition function of the harmonic oscillator in the variables a ( ) and a( ), the path integrals do not dier from those of the harmonicoscillator (except for the possibly absent ground-state energy). The situation changes if we want to calculate the path integral (7.334) for specic initial and nal values aa = a(a ) and ab = a(b ), implying also a = a (a ) and a = a (b ) by a b complex conjugation. In the denition of the canonical path integral in Section 2.1 we had to choose between measures (2.44) and (2.45), depending on which of the two completeness relations dx |x x| = 1, dp |p p| = 1 2 (7.341)
7.8 Coherent States
569
we wanted to insert into the factorized operator version of the Boltzmann factor e H into products of e H . The time-sliced path integral (7.309), on the other hand, runs over a ( ) and a( ) corresponding to an apparent completeness relation dx dp |x p x p| = 1. 2 (7.342)
This resolution of the identity is at rst sight surprising, since in a quantummechanical system either x or p can be specied, but not both. Thus we expect (7.342) to be structurally dierent from the completeness relations in (7.341). In fact, (7.342) may be called an overcompleteness relation. In order to understand this, we form coherent states [49] similar to those used earlier in Eq. (3A.5) [49]:
a |z ez
z a
|0 ,
a z| 0|ez
+z a
(7.343)
The Baker-Campbell-Hausdor formula (2.9) allows us to rewrite

a ez
z a
= ez
z[ ,]/2 a a
a ez ez
= ez
z/2
a ez ez a .
(7.344)
Since a annihilates the vacuum state, we may expand |z = ez

z/2
a ez |0 = ez
z/2
zn |n . n! n=0
(7.345)
The states |n and n| can be recovered from the coherent states |z and z| by the operations: |n = |z ez
z/2
n z
1 , z=0 n!
1 n n| = z ez z/2 z| n!
.
z=0
(7.346)
For an operator O, the trace can be calculated from the integral over the diagonal elements tr O = dz dz z|O|z = dz dz z z z m z n e m|O|n . m! n! m,n=0 (7.347)
Setting z = rei , this becomes tr O = dr 2 d i(mn) r2 r2 e e 2 m,n=0

(m+n)/2
1 1 m|O|n . m! n!
(7.348)
The integral over gives a Kronecker symbol m,n and the integral over r 2 cancels the factorials, so that we remain with the diagonal sum tr O = dr 2 er
2
r2
n=0
1 n|O|n = n|O|n . n! n=0
(7.349)
570
The sum on the right-hand side of (7.345) allows us to calculate immediately the scalar product of two such states: z1 |z2 = ez1 z1 /2z2 z2 /2+z1 z2 . We identify the states in formula (7.342) with these coherent states: |x p |z , where z (x + ip)/ 2. Then (7.345) can be written as |x p = e and
dp (x ip)m (x + ip)n dp 2 2 |x p x p| = dx |x p x p|e(x +p )/2 |m n|. 2 2 2m m! 2n n! m,n=0 (7.353) Setting (x ip)/ 2 rei , this can be rewritten as (x2 +p2 )/4

(7.350)
(7.351)
(x + ip)n |0 , 2n n! n=0
(7.352)
dx
dx
dp d i(mn) r2 r2 e |x p x p| = dr 2 e 2 2 m,n=0
(m+n)/2
1 1 |m n|. m! n!
(7.354)
The angular integration enforces m = n, and the integrals over r 2 cancel the factorials, as in (7.348), thus proving the resolution of the identity (7.342), which can also be written as dz dz |z z| = 1. (7.355) This resolution of the identity can now be inserted into a product decomposition of a Boltzmann operator zb |e H |za = zb |e H /(N +1) e H /(N +1) e H /(N +1) |za , to arrive at a sliced path integral [compare (2.2)(2.4)] zb |e
H N
(7.356)
|za =
n=1
dzn dzn
N +1 n=1
zn |e H |zn1 , z0 = za , zN +1 = zb , /(N +1). (7.357)

H
We now calculate the matrix elements zn |e
|zn1 and nd zn |H |zn1 . (7.358)
zn |e H |zn1 zn |1 H |zn1 = zn |zn1
Using (7.350) we nd zn |zn1 = ezn zn /2zn1 zn1 /2+zn zn1 = e(1/2)[zn (zn zn1 )(zn zn1 )zn1 ] .

(7.359)
7.8 Coherent States
571
Thus we nd immediately
The matrix elements of the operator Hamiltonian (7.298) is easily found. The coherent states (7.345) are eigenstates of the annihilation operator a with eigenvalue z: zn zn z z/2 a|n = ez z/2 a|z = e |n 1 = z|z . (7.360) n! (n 1)! n=0 n=1 1 zn |H |zn1 = h zn |( a + a a )|zn1 = h zn zn1 + a . 2 Inserting this together with (7.359) into (7.358), we obtain for small integral N dzn dzn AN [z ,z]/ h zb |e H |za = e , n=1 with the time-sliced action N +1 1 1 zn zn ( zn )zn1 + zn zn1 + . AN [z , z] = h 2 n=1 2 (7.361) the path (7.362)
(7.363)
The gradient terms can be regrouped using formula (2.35), and rewriting its righthand side as pN +1 xN +1 p0 x0 + N +1 (pn pn1 )xn1 . This leads to n=1 AN [z , z] = h (zb zb + za za ) + h 2
N +1 n=1 zn zn + zn zn1 +
1 2
(7.364)
Except for the surface terms which disappear for periodic paths, this action agrees with the time-sliced Euclidean action (7.310), except for a trivial change of variables a z. As a brief check of formula (7.362) we set N = 0 and nd 1 h , (7.365) A0 [z , z] = (zb zb + za za ) + hzb (zb za ) + zb za + 2 2 and the short-time amplitude (7.364) becomes 1 1 zb |e H |za = exp (zb zb + za za ) + zb za h zb za + . (7.366) 2 2 Applying the recovery operations (7.346) we nd 0|e H |0 = e(zb zb +za za )/2 zb |e H |za 1|e H |1 =

z =0,z=0 z e(zb zb +za za )/2 zb |e H |za z
h = e /2 , h = e 3 /2 ,
(7.367) (7.368) (7.369)
z =0,z=0
Thus we have shown that for xed ends, the path integral gives the amplitude for an initial coherent state |za to go over to a nal coherent state |zb . The partition function (7.337) is obtained from this amplitude by forming the diagonal integral dz dz Z = z|e H |z . (7.370)
0|e H |1 = 1|e H |0 = 0.
572
7.9
Second-Quantized Fermi Fields
The existence of the periodic system of elements is based on the fact that electrons can occupy each orbital state only once (counting spin-up and -down states separately). Particles with this statistics are called fermions. In the above Hilbert space in which n-particle states at a point x are represented by oscillator states |n, x , this implies that the particle occupation number n can take only the values n = 0 (no electron), n = 1 (one electron). It is possible to construct such a restricted many-particle Hilbert space explicitly by subjecting the quantized elds (x), (x) or their Fourier components a , ap p to anticommutation relations, instead of the commutation relations (7.282), i.e., by postulating [(x, t), (x , t)]+ = xx , [ (x, t), (x , t)]+ = 0, [(x, t), (x , t)]+ = 0, or for the Fourier components [p (t), a (t)]+ = pp , a p [ (t), a (t)]+ = 0, ap p [p (t), ap (t)]+ = 0. a Here [A, B]+ denotes the anticommutator of the operators A and B [A, B]+ AB + B A. (7.373) (7.372)
(7.371)
Apart from the anticommutation relations, the second-quantized description of Fermi elds is completely analogous to that of Bose elds in Section 7.6.
7.10
Fluctuating Fermi Fields
The question arises as to whether it is possible to nd a path integral formulation which replaces the anticommuting operator structure. The answer is armative, but at the expense of a somewhat unconventional algebraic structure. The uctuating paths can no longer be taken as c-numbers. Instead, they must be described by anticommuting variables.
7.10.1
Grassmann Variables
Mathematically, such objects are known under the name of Grassmann variables. They are dened by the algebraic property 1 2 = 2 1 , (7.374)
7.10 Fluctuating Fermi Fields
573
which makes them nilpotent: 2 = 0. (7.375)
These variables have the curious consequence that an arbitrary function of them possesses only two Taylor coecients, F0 and F1 , F () = F0 + F1 . They are obtained from F () as follows: F0 = F (0), F1 = F F. (7.377) (7.376)
The existence of only two parameters in F () is the reason why such functions naturally collect amplitudes of two local fermion states, F0 for zero occupation, F1 for a single occupation. It is now possible to dene integrals over functions of these variables in such a way that the previous path integral formalism remains applicable without a change in the notation, leading to the same results as the second-quantized theory with anticommutators. Recall that for ordinary real functions, integrals are linear functionals. We postulate this property also for integrals with Grassmann variables. Since an arbitrary function of a Grassmann variable F () is at most linear in , its integral is completely determined by specifying only the two fundamental integrals d and d . The values which render the correct physics with a conventional path integral notation are d = 0, 2 d = 1. 2 (7.378) (7.379)
Using the linearity property, an arbitrary function F () is found to have the integral d F () = F1 = F . (7.380) 2 Thus, integration of F () coincides with dierentiation. This must be remembered whenever Grassmann integration variables are to be changed: The integral is transformed with the inverse of the usual Jacobian. The obvious equation d F (c ) = c F = c 2 for any complex number c implies the relation d F ( ()) = 2 d d 2 d
1
d F ( ) 2
(7.381)
F ( ).
(7.382)
574
For ordinary integration variables, the Jacobian d/d would appear without the power 1. When integrating over a product of two functions F () and G(), the rule of integration by parts holds with the opposite sign with respect to that for ordinary integrals: d d G() F () = G() F (). (7.383) 2 2 There exists a simple generalization of the Dirac -function to Grassmann variables. We shall dene this function by the integral identity d ( )F ( ) F (). 2 Inserting the general form (7.376) for F (), we see that the function ( ) = (7.385) (7.384)
satises (7.384). Note that the -function is a Grassmann variable and, in contrast to Diracs -function, antisymmetric. Its derivative has the property ( ) ( ) = 1. It is interesting to see that shares with Diracs the following property: d ( )F ( ) = F (), 2 (7.387) (7.386)
with the opposite sign of the Dirac case. This follows from the above rule of partial integration, or simpler, by inserting (7.386) and the explicit decomposition (7.376) for F (). The integration may be extended to complex Grassmann variables which are combinations of two real Grassmann variables 1 , 2 : 1 a = (1 i2 ), 2 The measure of integration is dened by da da 1 a = (1 + i2 ). 2 da da . (7.388)
d2 d1 2i
(7.389)
Using (7.378) and (7.379) we see that the integration rules for complex Grassmann variables are da da da da = 0, a = 0, d2 d1 da da aa = i1 2 = 1. 2i da da a = 0, (7.390) (7.391)
575
Every function of a a has at most two terms: F (a a) = F0 + F1 a a. (7.392)
In particular, the exponential exp{a Aa} with a complex number A has the Taylor series expansion ea Aa = 1 a Aa. (7.393) Thus we nd the following formula for the Gaussian integral: da da a Aa e = A.
(7.394)
The integration rule (7.390) can be used directly to calculate the Grassmann version of the product of integrals (7.315). For a matrix A which can be diagonalized by a unitary transformation, we obtain directly Z =
n f
da dan in,n a An,n an n n e = det A.
(7.395)
Remarkably, the fermion integration yields precisely the inverse of the boson result (7.315).
7.10.2
Fermionic Functional Determinant
Consider now the time-sliced path integral of the partition function written like (7.309) but with fermionic anticommuting variables. In order to nd the same results as in operator quantum mechanics it is necessary to require the anticommuting Grassmann elds a( ), a ( ) to be antiperiodic on the interval (0, h), i.e., a( ) = a(0), h or in the sliced form aN +1 = a0 . (7.397) Then the exponent of (7.395) has the same form as in (7.315), except that the matrix A of Eq. (7.398) is replaced by 1 0 0 1 0 1 + 0 1 + 1 + = 0 0 1 + . . . 0 0 0
(7.396)
Af = (1 )
... ... ... ...
0 0 0 0
. . . 1 +
1 0 0 0 , . . .
1 (7.398)
where the rows and columns are counted from 1 to N + 1. The element in the upper right corner is positive and thus has the opposite sign of the bosonic matrix
576
in (7.318). This makes an important dierence: While for = 0 the bosonic matrix gave det ( )=0 = 0, (7.399) due to translational invariance in , we now have det ( )=0 = 2. (7.400)
The determinant of the fermionic matrix (7.398) can be calculated by a repeated expansion along the rst row and is found to be detN +1 A = 1 + (1 )N +1 . Hence we obtain the time-sliced fermion partition function
f,N Z = detN +1 [ (1 )
(7.401)
+ ] = 1 + (1 )N +1 .
(7.402)
As in the boson case, we introduce the auxiliary frequency 1 e log(1 )

f,N and write Z in the form N h Z = 1 + e e .
(7.403)
(7.404)
This partition function displays the typical property of Fermi particles. There are only two terms, one for the zero-particle and one for the one-particle state at a point. Their energies are 0 and he , corresponding to the Hamiltonian operator H = he N = he a a. (7.405)
In the continuum limit 0, where e , the partition function Z N goes over into h Z = 1 + e . (7.406) Let us generalize also the fermion partition function to a system with a timedependent frequency ( ), where it reads
f,N Z = N n=0
1 da dan n exp AN , h
(7.407)

N
AN = h
n=1
[a (an an1 ) + n a an1 ] , n n , + n an .
(7.408)
or, expressed in terms of the dierence operator

N
AN = h
n=1
a (1 n ) n
(7.409)
577
The result is
N f,N Z
= detN +1 [ (1 )
+ ] = 1
n=0
(1 n ).
(7.410)
As in the bosonic case, it is useful to introduce the auxiliary frequency e

f,N and write Z in the form
1 (N + 1)
N n=0
log(1 n ),
(7.411)
f,N h Z = 1 + e e .
(7.412)
If we attempt to write down a path integral formula for fermions directly in the continuum limit, we meet the same phenomenon as in the bosonic case. The dierence operator (7.398) turns into the corresponding dierential operator (1 ) + + ,
f
(7.413)
which now acts upon periodic complex functions eim with the odd Matsubara frequencies f m = (2m + 1)kB T / , m = 0, 1, 2, . . . . h (7.414) The continuum partition function can be written as a path integral
f Z =
Da Da exp = N det ( + ),
h 0
d (a a + a a) (7.415)
with some normalization constant N determined by comparison with the timef sliced result. To calculate Z , we take the eigenvalues of the operator + , which f are now im + , and evaluate the product of ratios
f im + = cosh( /2). h f im m=
(7.416)
This corresponds to the ratio of functional determinants det ( + ) = cosh( /2). h det ( ) (7.417)
In contrast to the boson case (7.336), no prime is necessary on the determinant of since there is no zero frequency in the product of eigenvalues (7.416). Setting N = 1/2det ( ), the ratio formula produces the correct partition function
f Z = 2cosh( /2). h
(7.418)
578
Thus we may write the free-fermion path integral in the continuum form explicitly as follows:
f Z =
Da Da exp = 2 cosh( /2). h
h 0
d (a a + a a) = 2
det ( + ) det ( ) (7.419)
The determinant of the operator + can again be replaced by det ( + ) = det ( + ) =

2 det ( + 2 ).
(7.420)
As in the bosonic case, this Fermi analog of the harmonic oscillator partition function agrees with the results of dimensional regularization in Subsection 2.15.4 which will ensure invariance of path integrals under a change of variables, as will be seen in Section 10.6. The proper fermionic time-sliced partition function corresponding to the dimensional regularization in Subsection 2.15.4 is obtained from a fermionic version of the time-sliced oscillator partition function by evaluating
f,N Z = detN +1 ( N 2
2)
2
1/2
=
m=0 N
f f + m m
2 f m + 2
2
2
1/2
m=0
2(1
f cos m
)+
2 1/2
1/2
=
m=0
2 sin
(7.421)
f with a product over the odd Matsubara frequencies m . The result is f,N Z = 2cosh( e ), h
(7.422)
with e given by sinh( e /2) = /2. (7.423) This follows from the Fermi analogs of the product formulas (2.392), (2.394):7
N/21 m=0 (N 1)/2 m=0
sin2 x sin2 (2m+1) 2(N +1) sin2 x sin2

(2m+1) 2(N +1)
cos(N + 1)x , cos x
N = even, N = odd.
(7.424) (7.425)
= cos(N + 1)x,
For odd N, where all frequencies occur twice, we nd from (7.425) that
N m=0
7
sin2 x sin2 (2m+1) 2(N +1)
1/2
= cos(N + 1)x,
(7.426)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formulas 1.391.2, 1.391.4.
579
and thus, with (7.423), directly (7.422). For even N, where the frequency with m = N/2 occurs only once, formula (7.424) gives once more the same answer, thus proving (7.426) for even and odd N. There exists no real fermionic oscillator action since x2 and x2 would vanish identically for fermions, due to the nilpotency (7.375) of Grassmann variables. The product of eigenvalues in Eq. (7.421) emerges naturally from a path integral in which the action (7.408) is replaced by a symmetrically sliced action. An important property of the partition function (7.418) of (7.422) is that the ground-state energy is negative: E (0) = h . 2 (7.427)
As discussed at the end of Section 7.7, such a fermionic vacuum energy is required for each bosonic vacuum energy to avoid an innite vacuum energy of the world, which would produce an innite cosmological constant, whose experimentally observed value is extremely small.
7.10.3
Coherent States for Fermions
For the bosonic path integral (7.304) we have studied in Section 7.8, the case that the endpoint values aa = a(a ) and ab = a(b ) of the paths a( ) are held xed. The result was found to be the matrix element of the Boltzmann operator e H a between coherent states |a = ea a/2 ea |0 [recall (7.345)]. There exists a similar interpretation for the fermion path integral (7.415) if we hold the endpoint values aa = a(a ) and ab = a(b ) of the Grassmann paths xed. By analogy with Eq. (7.345) we introduce coherent states [50] | e | e
/2
ea |0 = e 0|e
a
/2
|0 |1 . 0| + 1| .
(7.428)
The corresponding adjoint states read

/2
= e
/2
(7.429)
Note that for consistency of the formalism, the Grassmann elements anticommute with the fermionic operators. The states |0 and 1| and their conjugates 0| and 1| can be recovered from the coherent states | and | by the operations: |n = | e
/2
1 , =0 n!
1 n n| = e /2 | n!
.
=0
(7.430)
These formula simplify here to |0 = | e |1 = |

/2
0| = e
/2
|
=0
, |
=0
(7.431) . (7.432)
=0 /2 e , =0
1| = e
/2
580
For an operator O, the trace can be calculated from the integral over the antidiagonal elements tr O = d d |O| = d d 0| 1| O |0 |1 . (7.433) e (7.434)
Using the integration rules (7.390) and (7.391), this becomes tr O = 0|O|0 + 1|O|1 .
The states | form an overcomplete set in the one-fermion Hilbert space. The scalar products are [compare (7.350)]: 1 |2 = e1 1 /22 2 /2+1 2 = e1 (1 2 )/2+(1 2 )2 /2 .

(7.435)
The resolution of the identity (7.355) is now found as follows [recall (7.390)]: d d d d |0 0| |1 0| + |0 1| | | = e d d = |0 0| + |1 0| + |0 1| + |0 0| + |1 0| = 1. (7.436) We now insert this resolution of the identity into the product of Boltzmann factors b |e H |a = b |e H e H e H |a

(7.437)
where /(N + 1), and obtain by analogy with (7.362) the time-sliced path integral N dzn dzn Ae [z ,z]/ h e , (7.438) zb |e H |za = n=1 with the a time-sliced action similar to the bosonic one in (7.364): AN [ , ] = h (b b + a a ) + h 2
N +1 n n + n n1 + n=1
1 2
(7.439)
Except for the surface term which disappears for antiperiodic paths, this agrees with the time-sliced Euclidean action (7.310), except for a trivial change of variables a . We have shown that as in the Bose case the path integral with xed ends gives the amplitude for an initial coherent state |a to go over to a nal coherent state |b . The fermion partition function (7.419) is obtained from this amplitude by forming the trace of the operator e H , which by formula (7.434) is given by the integral over the antidiagonal matrix elements d d (7.440) |e H | . The antidiagonal matrix elements lead to antiperiodic boundary conditions of the fermionic path integral.
f Z =
7.11 Hilbert Space of Quantized Grassmann Variable
581
7.11
Hilbert Space of Quantized Grassmann Variable
To understand the Hilbert space associated with a path integral over a Grassmann variable we recall that a path integral with zero Hamiltonian serves to dene the Hilbert space via all its scalar products as shown in Eq. (2.18): (xb tb |xa ta ) = Dx Dp exp i 2 h dt p(t)x(t) = xb |xa = (xb xa ). (7.441)
A momentum variable inside the integral corresponds to a derivative operator p i x outside the amplitude, and this operator satises with x = x the canonical h commutation relation [, x] = i [see (2.19)]. p h In complete analogy it is possible to create the Hilbert space of spinor indices with the help of a path integral over anticommuting Grassmann variables. In order to understand the Hilbert space, we shall consider three dierent cases.
7.11.1
Single Real Grassmann Variable

i D exp 2 h
First we consider the path integral of a real Grassmann eld with zero Hamiltonian dt i h (t)(t) . 2 (7.442)
i L(t) = h(t)(t) 2 we obtain a canonical momentum p = i h L = . 2
From the Lagrangian
(7.443)
(7.444)
Note the minus sign in (7.444) arising from the fact that the derivative with resect to anticommutes with the variable on its left. The canonical momentum is proportional to the dynamical variable. The system is therefore subject to a constraint = p + i h = 0. 2 (7.445)
In the Dirac classication this is a second-class constraint, in which case the quantization proceeds by forming the classical Dirac brackets rather than the Poisson brackets (1.21), and replacing them by i/ times commutation or anticommutah tion relations, respectively. For n dynamical variables qi and m constraints p the Dirac brackets are dened by {A, B}D = {A, B} {A, p }C pq {q , B}, where C pq is the inverse of the matrix C pq = {p , q }. (7.447) (7.446)
582
For Grassmann variables pi , qi , the Poisson bracket (1.21) carries by denition an overall minus sign if A contains an odd product of Grassmann variables. Applying this rule to the present system we insert A = p and B = into the Poisson bracket (1.21) we see that it vanishes. The constraint (7.445), on the other hand, satises {, } = p + i h i h , p + = i {p , } = i . h h 2 2 (7.448)
Hence C = i with an inverse i/ . The Dirac bracket is therefore h h i i {p , }D = {p , } {p , }{, } = 0 h h i h h ( ) = . h 2 2 (7.449)
With the substitution rule {A, B}D (i/ )[A, B]+ , we therefore obtain the canonh ical equal-time anticommutation relation for this constrained system: i h [(t), (t)]+ = , p 2 or, because of (7.444), [(t), (t)]+ = 1. (7.450)
(7.451)
The proportionality of p and has led to a factor 1/2 on the right-hand side with respect to the usual canonical anticommutation relation. Let () be an arbitrary wave function of the general form (7.376): () = 0 + 1 . (7.452)
The scalar product in the space of all wave functions is dened by the integral | d ()() = 0 1 + 1 0 . 2 (7.453)
In the so-dened Hilbert space, the operator is diagonal, while the operator p is given by the dierential operator p = i , h to satisfy (7.450). The matrix elements of the operator p are || p By calculating p | d i () h 2
(7.454)
d ()i () = i 1 1 . h h 2
(7.455)
() = i 1 1 , h
(7.456)
583
we see that the operator p is anti-Hermitian, this being in accordance with the opposite sign in the rule (7.383) of integration by parts. Let | be the local eigenstates of which the operator is diagonal: | = | . The operator is Hermitian, such that | = | = |. The scalar products satisfy therefore the usual relation ( ) | = 0. (7.459) (7.458) (7.457)
On the other hand, the general expansion rule (7.376) tells us that the scalar product S = | must be a linear combination of S0 + S1 + S1 + S2 . Inserting this into (7.459), we nd | = + + S2 , (7.460) where the proportionality constants S0 and S1 are xed by the property | = d | 2 | . (7.461)
The constant S2 is an arbitrary real number. Recalling (7.385) we see that Eq. (7.460) implies that the scalar product | is equal to a -function: | = ( ), just as in ordinary quantum mechanics. Note the property |
(7.462)
= | = | ,
(7.463)
and the fact that since the scalar product | is a Grassmann object, a Grassmann variable anticommutes with the scalar product. Having assumed in (7.458) that the Grassmann variable can be taken to the left of the bra-vector |, the ket-vector | must be treated like a Grassmann variable, i.e., | = | = | . The momentum operator has the following matrix elements || = i | = i . p h h (7.465) (7.464)
Let |p be an eigenstate of p with eigenvalue ip, then its scalar product with | satises ||p = p d || p 2 |p = i h d |p = i |p , h 2 (7.466)
584
the last step following from the rule (7.380). Solving (7.466) we nd
h |p = eip/ ,
(7.467)
the right-hand side being of course equal to 1 + ip/ . h It is easy to nd an orthonormal set of basis vectors in the space of wave functions (7.452): 1 1 + () (1 + ) , () (1 ) . (7.468) 2 2 We can easily check that these are orthogonal to each other and that they have the scalar products d () () = 1. (7.469) 2 The Hilbert space contains states of negative norm which are referred to as ghosts. Because of the constraint, only half of the Hilbert space is physical. For more details on these problems see the literature on supersymmetric quantum mechanics.
7.11.2
Quantizing Harmonic Oscillator with Grassmann Variables
Let us now turn to the more important physical system containing two Grassmann variables 1 and 2 , combined to complex Grassmann variables (7.388). The Lagrangian is assumed to have the same form as that of an ordinary harmonic oscillator: L(t) = h a (t)it a(t) a (t)a(t) . (7.470) We may treat a(t) and a (t) as independent variables, such that there is no constraint in the system. The classical equation of motion ia(t) = a(t) is solved by a(t) = eit a(0), The canonical momentum reads pa (t) = L(t) = i a(t), h a(t) (7.473) a (t) = eit a (0). (7.472)
(7.471)
and the system is quantized by the equal-time anticommutation relation [a (t), a(t)]+ = i , p h or [ (t), a(t)]+ = 1. a In addition we have [(t), a(t)]+ = 0, a [ (t), a (t)]+ = 0. a (7.476)
(7.474) (7.475)
585
Due to these anticommutation relations, the time-independent number operator N a (t)a(t) satises the commutation relations [N, a (t)] = a (t), [N, a(t)] = a(t). (7.478) (7.477)
We can solve the algebra dened by (7.475), (7.476), and (7.478) for any time, say t = 0, in the usual way, dening a ground state |0 by the condition a|0 = 0, and an excited state |1 as |1 a |0 . (7.479) (7.480)
These are the only states, and the Hamiltonian operator H = N possesses the eigenvalues 0 and on them. Let (a) be wave functions in the representation where the operator a is diagonal. The canonically conjugate operator pa = i a has h then the form pa i a . h (7.481)
7.11.3
Spin System with Grassmann Variables
For the purpose of constructing path integrals of relativistic electrons later in Chapter 19 we discuss here another system with Grassmann variables. Pauli Algebra First we introduce three real Grassmann elds i , i = 1, 2, 3, and consider the path integral 3 i i h Di exp dt i (t)i (t) . (7.482) h 4 i=1 The equation of motion is i (t) = 0, (7.483)
so that i (t) are time independent variables. The three momentum operators lead now to the three-dimensional version of the equal-time anticommutation relation (7.451) [i (t), j (t)]+ = 2 ij , (7.484) where the time arguments can be omitted due to (7.483). The algebra is solved with the help of the Pauli spin matrices (1.445). The solution of (7.484) is obviously
i B|i |A = BA ,
A, B = 1, 2.
(7.485)
Let us now add in the exponent of the trivial path integral a Hamiltonian HB = S B(t), (7.486)
586 where
i ijk j k (7.487) 4 plays the role of a spin vector. This can be veried by calculating the canonical commutation relations between the operators Si [S i , S j ] = i and [S i , j ] = i
ijk S
k ,
(7.488) (7.489)
ijk
k .
which goes over into a similar equation for the spin vector: S = B S.
Thus, the operator H describes the coupling of a spin vector to a magnetic eld B(t). Using the commutation relation (7.488), we nd the Heisenberg equation (1.283) for the Grassmann variables: =B , (7.490)

(7.491)
The important observation is now that the path integral (7.492) with the magi i netic Hamiltonian (7.486) with xed ends b = i (b ) and a = i (a ) written as
i b = i (b ) i a = i (a )
D 3 exp
i h
dt
i i i h i + Bi 4 4
ijk j k
(7.492)
represents the matrix (recall Appendix 1A) T exp dt B(t)
i h
(7.493)
where T is the time-ordering operator dened in Eq. (1.241). This operator is necessary for a time-dependent B(t) eld since the matrices B(t) /2 do not in general commute with each other. Whenever we encounter time ordered exponentials of integrals over matrices, these can be transformed into a uctuating path integral over Grassmann variables. In the applications to come, we need only the trace of the matrix (7.493). Aci i cording to Eq. (7.440), this is found from the integral over (7.492) with b = a , i which means performing the integral over all antiperiodic Grassmann paths ( ). If we want to nd individual matrix elements, we have to make use of suitably extended recovery formulas (7.431) and (7.432). The result may be expressed in a slightly dierent notation using the spin tensors S ij
ijk
Sk =
1 i j , 2i
whose matrix elements satisfy the rotation algebra [S ij , S kl ] = i ik S jl il S jk + jl S ik jk S il , (7.495)
(7.494)
587
and which have the matrix representation 1 ij 1 B|S ij |A = BA [ i , j ]BA = 2 4i Note the normalization 12 = 3 . Introducing the analogous magnetic eld tensor F ij T exp i 4 h dt F ij (t) ij =
i b = i (b ) i a = i (a )
ijk
(7.496) (7.497)
ijk
Bk,
(7.498)
we can write the nal result also in the tensorial form D 3 exp i h dt i i i i jk j k h + F 4 4 .(7.499)
The trace of the left-hand side is, of course, given by the path integral over all antiperiodic Grassmann paths on the right-hand side. Dirac Algebra There exists a similar path integral suitable for describing relativistic spin systems. If we introduce four Grassmann variables , = 0, 1, 2, 3, the path integral
3 =0
D exp
i h
i dt (t) (t) 4
(7.500)
leads to an equation of motion
(t) = 0, { (t), (t)} = 2g ,
(7.501)
and an operator algebra at equal times (7.502)
where g is the metric in Minkowski space

g =
1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1
The time argument in (7.502) can again be dropped due to (7.501). The algebra (7.502) is solved by the matrix elements [recall (7.485)] |(t)| = ( ) , , = 1, 2, 3, 4, (7.504)
(7.503)
where , 5 are composed of 2 2-matrices 0, 1, and i as follows: 0 0 1 1 0 , i 0 i i 0 , 5 i 0 1 2 3 = 1 0 0 1 5. (7.505)
588
One may also introduce an additional Grassmann variable 5 such that the path integral 3 i i D5 exp (7.506) dt 5 (t)5 (t) , h 4 =0 produces the matrix elements of 5 (t): |5 (t)| = (5 ) , , = 1, 2, 3, 4. (7.507)
The Grassmann variables and 5 anticommute with each other, and so do the matrices 5 and 5 . In terms of the Grassmann variables it is possible to rewrite a four-dimensional version of the time ordered 2 2 matrix integral (7.493) as a path integral without time ordering: T exp i 2 h dt F = D 4 exp i h dt i i h + F 4 4 , (7.508)
where is the Minkowski space generalization of the spin tensor matrix ij /2 in (7.496): i [ , ] = . (7.509) 4 As a check we use (7.505) and nd 12 = 1 2 12 0 0 12 = 1 2 3 0 0 3 , (7.510)
in agreement with (7.497). As remarked before, we shall need in the applications to come only the trace of the matrix (7.493), which is found, according to Eq. (7.440), from the integral i i over (7.492) with b = a , i.e., by performing the integral over all antiperiodic Grassmann paths i ( ). If we want to nd individual matrix elements, we have to make use of suitably extended recovery formulas (7.431) and (7.432). The path integral over all antiperiodic paths for F = 0 xes the normalization. The left-hand side is equal to 4, so that we have D 4 exp i h dt i h 4 = 4. (7.511)
This normalization factor agrees with Eqs. (7.415) and (7.418), where we found the path integral of single complex fermion eld to carry a normalization factor 2. For four real elds this corresponds to a factor 4. In the presence of a nonzero eld tensor, the result of the path integral (7.508) is therefore
h Dx e(i/4 ) dt{[i +iF ]} h
1 = 4 Det1/2 t F (x( )) . h
(7.512)
589
Relation between Harmonic Oscillator, Pauli and Dirac Algebra There exists a simple relation between the path integrals of the previous three paragraphs. We simply observe that the combinations a = 1 1 1 + i 2 = + = 2 2 0 0 1 0 , a= 1 1 1 i 2 = = 2 2 0 1 0 0 , (7.513)
satisfy the anticommutation rules [, a ]+ = 1, a [ , a ]+ = 1, a [, a]+ = 0. a (7.514)
The vacuum state annihilated by a is the spin-down spinor, and the one-particle state is the spin-up spinor: |0 = 0 1 , |1 = 1 0 . (7.515)
A similar construction can be found for the Dirac algebra. There are now two types of creation and annihilation operators a = and = 1 0 + 3 = 1 b 2 2 0 i 2 + i 2 + 0 1 1 , = 1 3 = b 2 2 0 i 2 . i 2 0 (7.517) 1 1 1 + i 2 = 2 2 0 + + 0 , a= 1 1 1 + i 2 = 2 2 0 0 , (7.516)
The states |na , ab with na quanta a and nb quanta b are the following: 1 |0, 0 = 2
0 1 0 1
1 |0, 1 = b |0, 0 = 2
0 1 0 1
1 |1, 0 = a |0, 0 = 2
1 0 1 0
1 |1, 1 = a b |0, 0 = 2
1 0 1 0
(7.518)
(7.519)
From these relations we can easily deduce the proper recovery formulas generalizing (7.431) and (7.432).
590
7.12
External Sources in a , a -Path Integral
In Chapter 3, the path integral of the harmonic oscillator was solved in the presence of an arbitrary external current j( ). This yielded the generating functional Z[j] for the calculation of all correlation functions of x( ). In the present context we are interested in the generating functional of correlations of a( ) and a ( ). Thus we also need the path integrals quadratic in a( ) and a ( ) coupled to external currents. Consider the Euclidean action A[a , a] + Asource = h
h 0
d [a ( ) a( ) + a a( ) ( ( )a( ) + cc)], (7.520)
with periodic boundary conditions for a( ) and a ( ). For simplicity, we shall use the continuum formulation of the partition function, so that our results will correspond to the harmonic oscillator time slicing, with the energies En = (n + 1/2) . There h is no problem in going over to the second-quantized formulation with the energies En = n . The partition function is given by the path integral h Z [ , ] = 1 Da Da exp (A[a , a] + Asource ) . h (7.521)
As in Chapter 3, we dene the functional matrix between a ( ), a( ) as D,e (, ) ( + )( ), The inverse is the Euclidean Green function
1 Gp (, ) = D,e (, ), ,e
, (0, h).
(7.522)
(7.523)
satisfying the periodic boundary condition. We now complete the square and rewrite the action (7.520), using the shifted elds a ( ) = a( ) as Ae = h
h 0 h 0 h 0
d Gp (, )( ) ,e
(7.524)
d [a ( )D,e (, )a ( ) ( )Gp (, )( )]. ,e
(7.525)
On an innite -interval the Green function can easily be written down in terms of the Heaviside function (1.309): G,e (, ) = G,e ( ) = e( ) ( ). (7.526)
As we have learned in Section 3.3, the periodic Green function is obtained from this by forming a periodic sum
Gp (, ) = Gp ( ) = ,e ,e
e(
n=
n ) h
( n ), h
(7.527)
7.12 External Sources in a , a -Path Integral
591
which is equal to Gp ( ) = ,e
h e( /2) = (1 + nb )e , 2sinh( /2) h
(7.528)
where n is the Bose-Einstein distribution function 1 (7.529) n = e h 1 [compare (3.92) and (3.93)]. The same considerations hold for anticommuting variables with antiperiodic boundary conditions, in which case we nd once more the action (7.525) with the antiperiodic Green function [compare (3.112)] Ga ( ) = ,e
h e( /2) = (1 nf )e , 2cosh( /2) h
(7.530)
where n is the Fermi-Dirac distribution function [see (3.111)]: . (7.531) h e + 1 In either case, we may decompose the currents in (7.525) into real and imaginary parts j and k via = =
h 0
nf =
/2M (j iMk), h /2M (j + iMk), h

h 0
(7.532)
and write the source part of the original action (7.520) in the form Asource = h d (a + a) = d (jx + kp). (7.533)
h Hence, the real current = = /2M j corresponds to the earlier source term (3.2). Inserting this current into the action (7.525), it yields the quadratic source term h 1 e( ) As = j( )j( ). (7.534) d d e h 2M 0 1 e 0 This can also be rewritten as h 1 h As = d d e( +n ) j( )j( ), (7.535) e 2M n=0 0 0 which becomes for a current periodic in h:
h 1 d e( ) j( )j( ). d 2M 0 Interchanging and , this is also equal to
As = e
(7.536)
1 4M in agreement with (3.276). As = e
h 0
d e| | j( )j( ),
(7.537)
592
7.13
Generalization to Pair Terms
There exists an important generalization of these considerations to the case of the quadratic frequency term h d 2 ( )a ( )a( ) being extended to the more general quadratic form 1 1 h d 2 ( )a ( )a( ) + ( )a2 ( ) + ( )a2 ( ) . (7.538) 2 2 The additional o-diagonal terms in a , a are called pair terms. They play an important role in the theory of superconductivity. The basic physical mechanism for this phenomenon will be explained in Section 17.10. Here we just mention that the lattice vibrations give rise to the formation of bound states between pairs of electrons, called Cooper pairs. By certain manipulations of the path integral of the electron eld in the second-quantized interpretation, it is possible to introduce a complex pair eld x (t) at each space point which is coupled to the electron eld in an action of the type (7.538). The partition function to be studied is then of the generic form Z= Da Da exp
h 0
d (a a + 2 a a + 1 a2 + 1 a2 ) . 2 2
(7.539)
It is easy to calculate this partition function on the basis of the previous formulas. To this end we rewrite the action in the matrix form, using the eld doublets f ( ) as Ae = a( ) a ( ) , (7.540)
h h + ( ) ( ) d f T ( ) f ( ), (7.541) ( ) ( ( )) 2 0 where the derivative terms require a partial integration to obtain this form. The partition function can be written as Z= Df Df 1 f M f e 2 , ( ) ( ( )) f. . (7.542)
with the matrix M=
+ ( ) ( )
(7.543)
The elds f and f are not independent of each other, since f = 0 1 1 0 (7.544)
Thus, there are only half as many independent integrations as for a usual complex eld. This has the consequence that the functional integration in (7.542) gives only the square root of the determinant of M, Z=N
b,f
det
+ ( ) ( )
( ) ( + ( ))
1/2
(7.545)
7.13 Generalization to Pair Terms
593
with the normalization factors N b,f being xed by comparison with (7.337) and (7.419). A uctuation determinant of this type occurs in the theory of superconductivity [32], with constant parameters , . When applied to functions oscillating like f eim , the matrix M becomes M=
f im +
f (im )
(7.546)
It is brought to diagonal form by what is called, in this context, a Bogoliubov transformation [33] M Md = where is the frequency =
f im + 0
0 f (im )
(7.547)
2 + 2 .
(7.548)
In a superconductor, these frequencies correspond to the energies of the quasiparticles associated with the electrons. They generalize the quasi-particles introduced in Landaus theory of Fermi liquids. The partition function (7.539) is then given by Z, = N
b,f
det

1/2
1/2
2 2 = N b,f det ( + )
[2 sinh( /2)]1 , h 2 cosh( /2), h
(7.549)
for bosons and fermions, respectively. This is equal to the partition function of a symmetrized Hamilton operator 1 H= , a a + aa = a a 2 2 with the eigenvalue spectrum n n = 0, 1 for fermions:
,1 1 2
(7.550)
, where n = 0, 1, 2, 3 . . . for bosons and
Z, =
n
h e (n1/2) .
(7.551)
In the second-quantized interpretation where zero-point energies are omitted, this becomes Z, =
h (1 e )1 , h (1 + e ).
(7.552)
594
7.14
Spatial Degrees of Freedom
In the path integral treatment of the last sections, the particles have been restricted to a particular momentum state p. In a three-dimensional volume, the elds a ( ), ( ) and their frequency depend on p. With this trivial extension one obtains a free quantum eld theory.
7.14.1
Grand-Canonical Ensemble of Particle Orbits from Free Fluctuating Field

h 0
The free particle action becomes a sum over momentum states Ae [a , a] = h d

p
a ap + (p)a ap . p p
(7.553)
The time-sliced partition function is given by the product Z =

p
det [ (1 ) exp exp

p
+ (p)]
(7.554) for bosons, for fermions. (7.555) (7.556)
= The free energy is for bosons
h log 1 e e (p)
h log 1 + e e (p)
F = kB T log Z F = kB T
p h log 1 e e (p) ,
and for fermions F = kB T

h log 1 + e e (p) . p
(7.557)
In a large volume, the momentum sum may be replaced by the integral dD p V . (2 )D h (7.558)
For innitely thin time slices, 0 and e (p) reduces to (p) and the expressions (7.556), (7.557) turn into the usual free energies of bosons and fermions. They agree completely with the expressions (7.46) and (7.220) derived from the sum over orbits. Next we may introduce a uctuating eld in space and imaginary time 1 (x, ) = V eipx ap ( ),
p
(7.559)
and rewrite the action (7.553) in the local form Ae [ , ] =

h 0
dD x (x, ) (x, ) + h
h2 2M
(x, ) (x, ) . (7.560)
7.14 Spatial Degrees of Freedom
595
The partition function is given by the functional integral Z= DD eAe [

,]/ h
(7.561)
Thus we see that the functional integral over a uctuating eld yields precisely the same partition function as the sum over a grand-canonical ensemble of uctuating orbits. Bose or Fermi statistics are naturally accounted for by using complex or Grassmann eld variables with periodic or antiperiodic boundary conditions, respectively. The theory based on the action (7.560) is completely equivalent to the second-quantized theory of eld operators. In order to distinguish the second-quantized or quantum eld description of many particle systems from the former path integral description of many particle orbits, the former is referred to as the rst-quantized approach, or also the world-line approach. The action (7.560) can be generalized further to include an external potential V (x, ), i.e., it may contain a general Schrdinger operator H( ) = p2 + V (x, ) o instead of the gradient term: Ae [ , ] =
h 0
d dD x (x, ) (x, )+ (x, ) H( ) (x, ) . (7.562) h
For the sake of generality we have also added a chemical potential to enable the study of grand-canonical ensembles. This action can be used for a second-quantized description of the free Bose gas in an external magnetic trap potential V (x), which would, of course, lead to the same results as the rst-quantized approach in Section 7.2.4. The free energy associated with this action 1 F = Tr log[ + H( ) ] h (7.563) was calculated in Eq. (3.139) as an expansion F = 1 Tr 2 h
h 0
d H( )
1 Tr T en n n=1
h 0
d [H( )]/ h
(7.564)
The sum can be evaluated in the semiclassical expansion developed in Section 4.9. For simplicity, we consider here only time-independent external potentials, where we must calculate Tr [en (H) ]. Its semiclassical limit was given in Eq. (4.251) continued to imaginary time. From this we obtain 1 1 F = Tr H 2 1 2 2 /M h
D n=1
[z(x)]n d x D/2+1 , n
D
(7.565)
where z(x) e[V (x)] is the local fugacity (7.24). The sum agrees with the previous rst-quantized result in (7.132) and (7.133). The rst term is due to the symmetric treatment of the elds in the action (7.562) [recall the discussion after Eq. (7.340)]. One may calculate quantum corrections to this expansion by including the higher gradient terms of the semiclassical expansion (4.251). If the potential is timedependent, the expansion (4.251) must be generalized accordingly.
596
7.14.2
First versus Second Quantization
There exists a simple set of formulas which illustrates nicely the dierence between rst and second quantization, i.e., between path and eld quantization. Both may be though of as being based on two dierent representations of the Dirac -function. The rst-quantized representation is (D) (xb xa ) =
x(tb )=xb x(ta )=xa
DD x
D D p (i/ ) h e (2 )D h
tb ta
dt px
(7.566)
the second-quantized representation i (D) (xb xa )(tb ta ) = h DD (xb , tb ) (xa , ta )e

(i/ ) h dD x

dt (x,t)(x,t)
(7.567) The rst representation is turned into a transition amplitude by acting upon it with the time-evolution operator eiH(tb ta ) , which yields (xb tb |xa ta ) = eiH(tb ta ) (D) (xb xa ) =
DD x
D D p (i/ ) h e D (2 ) h
tb ta
dt(pxH)
. (7.568)
By multiplying this with the Heaviside function (tb ta ), we obtain the solution of the inhomogeneous Schrdinger equation o (i t H)(tb ta )(xb tb |xa ta ) = i (D) (xb xa )(tb ta ). h h This may be expressed as a path integral representation for the resolvent xb tb i h x t = (tb ta ) aa i t H h
x(tb )=xb x(ta )=xa
(7.569)
DD x
D D p (i/ ) h e D (2 ) h
tb ta
dt(pxH)
. (7.570)
The same quantity is obtained from the second representation (7.567) by changing the integrand in the exponent from (x, t)(x, t) to (x, t)(i t H)(x, t): h xb tb i h x t aa i t H h =
DD (xb , tb ) (xa , ta )e
(i/ ) h
dD x
dt (x,t)(i t H)(x,t) h
(7.571)
This is the second-quantized functional integral representation of the resolvent.
7.14.3
Interacting Fields
The interaction between particle orbits in a grand-canonical ensemble can be accounted for by anharmonic terms in the particle elds. A pair interaction between orbits, for example, corresponds to a fourth-order self interaction. An example is the interaction in the Bose-Einstein condensate corresponding to the energy in Eq. (7.101). Expressed in terms of the elds it reads
7.14 Spatial Degrees of Freedom
597
(7.572) where > 0 is an innitesimal time shift. It is then possible to develop a perturbation theory in terms of Feynman diagrams by complete analogy with the treatment in Section 3.20 of the anharmonic oscillator with a fourth-order self interaction. The free correlation function is the momentum sum of oscillator correlation functions: (x, ) (x , ) =
p,p
Aint [ , ] = e
h 0
d E =
g 2
h 0
d d3 x (x, + ) (x, + )(x, )(x, ),
ap ( )a ( ) ei(pxp x ) = p
p
ap ( )a ( ) eip(xx ) . (7.573) p
The small > 0 in (7.572) is necessary to specify the side of the jump of the correlation functions (recall Fig. 3.2). The expectation value of E is given by (7.101), with a prefactor g rather than g/2 due to the two possible Wick contractions. Inserting the periodic correlation function (7.528), we obtain the Fourier integral (x, ) (x , ) =
p
(1 + np )ep (
)+ip(xx )
(7.574)
Recalling the representation (3.284) of the periodic Green function in terms of a sum over Matsubara frequencies, this can also be written as (x, ) (x , ) = 1 h 1 eim ( im p m ,p
)+ip(xx )
(7.575)
The terms in the free energies (7.102) and (7.107) with the two parts (7.108) and (7.109) can then be shown to arise from the Feynman diagrams in the rst line of Fig. 3.7. In a grand-canonical ensemble, the energy hp in (7.575) is replaced by hp . The same replacement appears in p of Eq. (7.574) which brings the distribution function np to [recall (7.529)] np / = h 1
h z 1 e p
(7.576)
where z is the fugacity z = e . The expansion of the Feynman integrals in powers of z yields directly the expressions (7.102) and (7.107).
7.14.4
Eective Classical Field Theory
For the purpose of studying phase transitions, a functional integral over elds (x, ) with an interaction (7.572) must usually be performed at a nite temperature. Then is often advisable to introduce a direct three-dimensional extension of the eective classical potential V e cl (x0 ) introduced in Section 3.25 and used eciently in Chapter 5. In a eld theory we can set up, by analogy, an eective classical action which is a functional of the three-dimensional eld with zero Matsubara frequency (x) 0 (x). The advantages come from the reasons discussed in Section 3.25, that
598
the zero-frequency uctuations have a linearly diverging uctuation width at high temperature, following the Dulong-Petit law. Thus only the nonzero-modes can be treated eciently by the perturbative methods explained in Subsection 3.25.6. By analogy with the splitting of the measure of path integration in Eq. (3.805), we may factorize the functional integral (7.561) into zero- and nonzero-Matsubara frequency parts as follows: Z= DD eAe [
,]
D0 D0
D D eAe [
,]
(7.577)
and introduce the Boltzmann factor [compare (3.810)] contain the eective classical action e cl B[0 , 0 ] eA [0 ,0 ] D D eAe [ ,] , (7.578) to express the partition function as a functional integral over time-independent elds in three dimensions as: Z=
D0 D0 eA
e cl [ , ] 0 0
(7.579)
In Subsection 3.25.1 we have seen that the full eective classical potential V e cl (x0 ) in Eq. (3.809) reduces in the high-temperature limit to the initial potential V (x0 ). For the same reason, the full eective classical action in the functional integral (7.577) can be approximated at high temperature by the bare eective classical action, which is simply the zero-frequency part of the initial action:
Ae cl [0 , 0 ] = b d3 x 0 (x)
1 2m
0 (x) +
2a [0 (x)0 (x)]2 . (7.580) m
This follows directly from the fact that, at high temperature, the uctuations in the functional integral (7.578) are strongly suppressed by the large Matsubara frequencies in the kinetic terms. Remarkably, the absence of a shift in the critical temperature in the rst-order energy (7.113) deduced from Eq. (7.116) implies that the chemical potential in the eective classical action does not change at this order [34]. For this reason, the lowest-order shift in the critical temperature of a weakly interacting Bose-Einstein condensate can be calculated entirely from the three-dimensional eective classical eld theory (7.577) with the bare eective classical action (7.580) in the Boltzmann factor. The action (7.580) may be brought to a more conventional form by introducing the dierently normalized two-component elds = (1 , 2 ) related to the original complex eld by (x) = MT [1 (x) + i2 (x)]. If we also dene a square mass m2 2M and a quartic coupling u = 48aMT , the bare eective classical action reads
Ae cl [0 , 0 ] = A[] = b
d3 x
1 1 u | |2 + m2 2 + (2 )2 . 2 2 4!
(7.581)
7.15 Bosonization
599
In the eld theory governed by the action (7.581), the relation (7.111) for the shift of the critical temperature to lowest order in the coupling constant becomes Tc Tc
(0)
2 mTc(0) 4 (mTc(0) )2 2 4! 2 = 3 n 3 n u 2 2 4 (2) 4! = an1/3 , 3 [(3/2)]4/3 u
a (7.582)
where 2 is the shift in the expectation value of 2 caused by the interaction. Since a repulsive interaction pushes particles apart, 2 is negative, thus explaining the positive shift in the critical temperature. The evaluation of the expectation value 2 from the path integral (7.577) with the bare three-dimensional eective classical action (7.581) in the exponent can now proceed within one of the best-studied eld theories in the literature [51]. The theoretical tools for calculating strong-coupling results in this theory are well developed, and this has made it possible to drive the calculations of the shift to the ve-loop order [21]. Some low-order corrections to the eective classical action (7.580) have been calculated from the path integral (7.578) in Ref. [34].
7.15
Bosonization
The path integral formulation of quantum-mechanical systems is very exible. Just as integrals can be performed in dierent variables of integration, so can path integrals in dierent path variables. This has important applications in many-body systems, which show a rich variety of so-called collective phenomena. Practically all fermion systems show collective excitations such as sound, second sound, and spin waves. These are described phenomenologically by bosonic elds. In addition, there are phase transitions whose description requires a bosonic order parameter. Superconductivity of electron systems is a famous example where a bosonic order parameter appears in a fermion systemthe energy gap. In all these cases it is useful to transform the initial path variables to so-called collective path variables, in higher dimensions these become collective elds [32]. Let us illustrate the technique with simple a model dened by the Lagrangian L(t) = a (t)it a(t) [a (t)a(t)]2 , 2 (7.583)
where a , a are commuting or anticommuting variables. All Green functions can be calculated from the generating functional Z[ , ] = N Da Da exp i dt (L + a + a ) , (7.584)
where we have omitted an irrelevant overall factor. In operator language, the model is dened by the Hamiltonian operator H = ( a)2 /2, a (7.585)
600
where a , a are creation and annihilation operator of either a boson or a fermion at a point. In the boson case, the eigenstates are 1 |n = ( )n |0 , a n! with an energy spectrum n2 En = . 2 In the fermion case, there are only two solutions |0 with E0 = 0, with E1 = . 2 (7.588) (7.589) (7.587) n = 0, 1, 2, . . . , (7.586)
|1 = a |0
Here the Green functions are obtained from the generating functional Z[ , ] = 0|T exp i dt( a + a ) |0 , (7.590)
where T is the time ordering operator (1.241). The functional derivatives with respect to the sources , generate all Green functions of the type (3.296) at T = 0.
7.15.1
Collective Field
At this point we introduce an additional collective eld via the HubbardStratonovich transformation [52] exp i 2 dt[a (t)a(t)]2 = N D(t) exp i dt 2 (t) (t)a (t)a(t) 2 , (7.591)
where N is some irrelevant factor. Equivalently we multiply the partition function (7.584) with the trivial Gaussian path integral 1=N D(t) exp dt 1 (t) a (t)a(t) 2
2
(7.592)
to obtain the generating functional Z[ , ] = N exp Da DaD 2 (t) + (t)a(t) + a (t)(t) 2 .(7.593)
dt a (t)it a(t) (t)a (t)a(t) +
From (7.591) we see that the collective eld (t) uctuates harmonically around times particle density. By extremizing the action in (7.593) with respect to (t) we obtain the classical equality: (t) = a (t)a(t). (7.594)
7.15 Bosonization
601
The virtue of the Hubbard-Stratonovich transformation is that the fundamental variables a , a appear now quadratically in the action and can be integrated out to yield a path integral involving only the collective variable (t): Z[ , ] = N with the collective action A[] = iTr log iG1 + dt 2 (t) , 2 (7.596) D exp iA[] dtdt (t)G (t, t )(t ) , (7.595)
where G denotes the Green function of the fundamental path variables in an external (t) background potential, which satises [compare (3.75)] [it (t)] G (t, t ) = i(t t ). (7.597)
The Green function was found in Eq. (3.124). Here we nd the solution once more in a dierent way which will be useful in the sequel. We introduce an auxiliary eld (t) = in terms of which G (t, t ) is simply G (t, t ) = ei(t) ei(t ) G0 (t t ), (7.599)
t
(t )dt ,
(7.598)
with G0 being the free-eld propagator of the fundamental particles. At this point one has to specify the boundary condition on G0 (t t ). They have to be adapted to the physical situation of the system. Suppose the time interval is innite. Then G0 is given by Eq. (3.100), so that we obtain, as in (3.124), G (t, t ) = ei(t) ei(t ) (t t ). (7.600)
The Heaviside function dened in Eq. (1.309) corresponds to (t) coupling to the symmetric operator combination ( a +a )/2. The products a a in the Hamiltonian a a (7.585), however, have the creation operators left of the annihilation operators. In this case we must use the Heaviside function (t t ) of Eq. (1.300). If this function is inserted into (7.600), the right-hand side of (7.600) vanishes at t = t . Using this property we see that the functional derivative of the tracelog in (7.596) vanishes: iTr log(iG1 ) = {iTr log [it (t)]} = G (t, t )|t =t = 0. (7.601) (t) (t) This makes the tracelog an irrelevant constant. The generating functional is then simply Z[ , ] = N D(t) exp i 2 dt (t)2 dtdt (t)(t )ei(t) ei(t ) (t t ) , (7.602)
602
where we have used the Jacobian D = D Det(t ) = D, (7.603)
since Det(t ) = 1 according to (2.529). Observe that the transformation (7.598) provides (t) with a standard kinetic term 2 (t). The original theory has been transformed into a new theory involving the collective eld . In a three-dimensional generalization of this theory to electron gases, the eld describes density waves [32].
7.15.2
Bosonized versus Original Theory
The rst term in the bosonized action in (7.602) is due to a Lagrangian L0 (t) = 1 (t)2 2 (7.604)
describing free particles on the innite -axis. Its correlation function is divergent and needs a small frequency, say , to exist. Its small- expansion reads (t)(t ) i d ei(tt ) 2 2 + i 2 i |tt | e = |t t | + O(). = 2 2 2 =
(7.605)
The rst term plays an important role in calculating the bosonized correlation functions generated by Z[ , ] in Eq. (7.602). Dierentiating this n times with respect to and and setting them equal to zero we obtain G(n) (tn , . . . , t1 ; tn , . . . , t1 ) = (1)n ei(tn ) ei(t1 ) ei(tn ) ei(t1 ) p (tp1 t1 ) (tpn t1 ),
p
(7.606)
where the sum runs over all permutations p of the time labels of t1 . . . tn making sure that these times are all later than the times t1 . . . tn . The factor p reects the commutation properties of the sources , , being equal to 1 for all permutations if and commute. For Grassmann variables , , the factor p is equal to 1 if the permutation p is odd. The expectation value is dened by the path integral ... 1 Z[0, 0] D(t) . . . e(i/2)
dt (t)2
(7.607)
Let us calculate the expectation value of the exponentials in (7.606), writing it as

2n
exp i
i=1
qi (ti )
exp
i
dt (t ti )qi (t)
(7.608)
7.15 Bosonization
603
where we have numbered the times as t1 , t2 , . . . t2n rather than t1 , t1 , t2 , t2 , . . . tn , tn . Half of the 2n charges qi are 1, the other half are 1. Using Wicks theorem in the form (3.307) we nd ei
2n q (ti ) i=1 i
1 = exp 2 = exp
2n
dtdt
i=1
qi (t ti ) (t)(t ) (t )
Inserting here the small- expansion (7.605), we see that the 1/-term gives a prefactor 2 exp qi , (7.610) 4 i which vanishes since the sum of all charges qi is zero. Hence we can go to the limit 0 and obtain
2n
1 2n qi qj (ti )(tj ) . 2 i,j=1
qj (t tj ) (7.609)
exp i
i=1
qi (ti )
Note that the limit 0 makes all correlation functions vanish which do not contain an equal number of a (t) and a(t) variables. It ensures charge conservation. For one positive and one negative charge we obtain, after a multiplication by a Heaviside function (t1 t1 ), the two-point function G(2) (t, t ) = ei(tt )/2 (t t ). (7.612) This agrees with the operator result derived from the generating functional (7.590), where a G(2) (t, t ) = 0|T a(t) (t )|0 = (t t ) 0|(t) (t )|0 ei(tt )/2 (t t ). (7.613) a a Inserting the Heisenberg equation [recall (1.277)] a(t) = eitH aeitH , we nd a 0|T a(t) (t )|0
a = (t t ) 0|ei(
a)2 t/2
= exp
i 2
i>j
qi qj |ti tj | .
(7.611)
a (t ) = eit H a eit H .
(7.614)
a ae 2 (
a)2 (tt
) i( a)2 t /2 a
ae
= (t t ) 1|e
i a 2 ( a)2 (tt )
|1 = (t t )e
i(tt )/2
|0
. (7.615)
Let us compare the above calculations with an operator evaluation of the bosonized theory. The Hamiltonian operator associated with the Lagrangian (7.604) is H = 2 /2. The states in the Hilbert space are eigenstates of the momentum opp erator p = i/: 1 {|p} = eip . 2 (7.616)
604
Here, curly brackets are a modied Dirac notation for states of the bosonized theory, which distinguishes them from the states of the original theory created by products of operators a (t) acting on |0 . In operator language, the generating functional of the theory (7.602) reads Z[ , ] = 1 {0|T exp {0|0}
dtdt (t)(t )ei(t) ei(t ) (t t ) |0}, (7.617)
where (t) are free-particle operators. We obtain all Green functions of the initial operators a(t), a (t) by forming func tional derivatives of the generating functional Z[ , ] with respect to , . Take, for instance, the two-point function a 0|T a(t) (t )|0 = (2) Z (t)(t ) =
,=0
1 {0|ei(t) ei(t ) |0}(t t ). (7.618) {0|0}
Inserting here the Heisenberg equation (1.277), (t) = ei 2 t (0) ei 2 t , we can evaluate the matrix element in (7.618) as follows:
{0|ei 2 t 2ei(0) ei 2 (tt ) ei(0) ei 2 t |0} = {0|ei(0) ei 2 (tt ) ei(0) |0}. (7.620) The state ei(0) |0} is an eigenstate of p with unit momentum |1} and the same norm as |0}, so that (7.620) equals
p2 p2 p2 p2 p2 p2
(7.619)
1 {1|1} ei(tt )/2 = ei(tt )/2 {0|0} and the Green function (7.618) becomes, as in (7.613) and (7.615): a 0|T a(t) (t )|0 = ei(tt )/2 (t t ).
(7.621)
(7.622)
Observe that the Fermi and Bose statistics of the original operators a, a enters to result only via the commutation properties of the sources. There exists also the opposite phenomenon that a bosonic theory possesses solutions which behave like fermions. This will be discussed in Section 8.12.
Appendix 7A
Treatment of Singularities in Zeta-Function
Here we show how to evaluate the sums which determine the would-be critical temperatures of a Bose gas in a box and in a harmonic trap.
Appendix 7A
605
7A.1
Finite Box
According to Eqs. (7.83), (7.88), and (7.90), the relation between temperature T = h2 2 /bM L2 kB and the fugacity zD at a xed particle number N in a nite D-dimensional box is determined by the equation zD N = Nn (T ) + Ncond(T ) = SD (zD ) + , (7A.1) 1 zD where SD (zD ) is the subtracted innite sum SD (zD )
w=1
D w [Z1 (wb)ewDb/2 1]zD ,

2
(7A.2)
containing the Dth power of one-particle partition function in the box Z1 (b) = k=1 ebk /2 . The would-be critical temperature is found by equating this sum at zD = 1 with the total particle number N . We shall rewrite Z1 (b) as Z1 (b) = eb/2 1 + e3b/2 1 (b) , where 1 (b) is related to the elliptic theta function (7.85) by 1 (b)
k=2
(7A.3)
e(k
4)b/2
e2b 3 (0, eb/2 ) 1 2eb/2 . 2
(7A.4)
According to Eq. (7.87), this has the small-b behavior 1 (b) = 1 2b e e3b/2 e2b + . . . . 2b 2 (7A.5)
The omitted terms are exponentially small as long as b < 1 [see the sum over m in Eq. (7.86)]. For large b, these terms become important to ensure an exponentially fast fallo like e3b/2 . Inserting (7A.3) into (7A.2), we nd SD (1) D
w=1
1 (wb)e3wb/2 +
D1 2 (D1)(D2) 3 1 (wb)e6wb/2 + 1 (wb)e9wb/2 . 2 6 (7A.6)
Inserting here the small-b expression (7A.5), we obtain S2 (1) S3 (1)

w=1 w=1
wb e 2wb
3
wb 1 wb e + e 1 + ... , 2wb 4 3wb/2 1 3wb/2 e e 1 2wb 8
(7A.7) + . . . , (7A.8)
3 3wb/2 3 e3wb/2 e + 2wb 2 2wb 4
the dots indicating again exponentially small terms. The sums are convergent only for negative b, this being a consequence of the approximate nature of these expressions. If we evaluate them in this regime, the sums produce Polylogarithmic functions (7.34), and we nd, using also w=1 1 = (0) = 1/2 from (2.514), S2 (1) = 1 (eb )
3
1 1/2 (eb ) + 0 (eb ) (0) + . . . . 2b 4 1 1 (e3b/2 ) 0 (e3b/2 ) (0) + . . . . 2b 8
(7A.9) (7A.10)
S3 (1) =
3 3 3/2 (e3b/2 ) 1 (e3b/2 ) + 2b 2 2b 4
606
These expressions can now be expanded in powers of b with the help of the Robinson expansion (2.573). Afterwards, b is continued analytically to positive values and we obtain S2 (1) = S3 (1) = log(C2 b) 2b
3
1 (1/2) + (3 2) + O(b1/2 ), 2b 8 9 (1/2)(1 + ) + (1 + ) + O(b1/2 ). 2b 16
(7A.11) (7A.12)
3 3 (3/2) + log(C3 b) + 2b 4b 4
The constants C2,3 , C2,3 inside the logartithms turn out to be complex, implying that the limiting expressions (7A.7) and (7A.8) cannot be used reliably. A proper way to proceed gors as follows. We subtract from SD (1) terms which remove the small-b singularties by means of modications of (7A.7) and (7A.8) which have the same small-b expansion up to b0 : S2 (1) S3 (1)
w=1 w=1
2wb
3
4 3 + 2wb 4
ewb + . . . , 9 (1 + 2) e3wb/2 + . . . . 2wb 8
(7A.13) (7A.14)
3 3 + (1 + 2) 2wb 2 2wb 4
In these expressions, the sums over w can be performed for positive b yielding 1 (eb ) S2 (1) 2b
3
4 3 1/2 (eb ) + 0 (eb ) + . . . , 2b 4
(7A.15)
S3 (1)
3 3 3/2 (e3b/2 ) 1 (e3b/2 ) + (1+2) 2b 2 2b 4
9 1/2 (e3b/2 ) (1+2)0 (e3b/2 ) + . . . . 2b 8 (7A.16)
Inserting again the Robinson expansion (2.573), we obtain once more the above expansions (7A.11) and (7A.12), but now with the well-determined real constants C2 = e3/22+
2
0.8973,
3 C3 = e2+1/ 31/ 0.2630. 2
(7A.17)
The subtracted expressions SD (1) SD (1) are smooth near the origin, so that the leading small-b behavior of the sums over these can simply be obtained from a numeric integral over w:
0
1.1050938 , dw[S2 (1) S2 (1)] = b
dw[S3 (1) S3 (1)] = 3.0441.
(7A.18)
These modify the constants C2,3 to C2 = 1.8134, C3 = 0.9574. (7A.19)
The corrections to the sums over SD (1) SD (1) are of order b0 an higher and already included in the expansions (7A.11) and (7A.12), which were only unreliable as far as C2,3 os concerned. Let us calculate from (7A.12) the nite-size correction to the critical temperature by equat(0) ing S3 (1) with N . Expressing this in terms of bc via (7.92), and introducing the ratio (0) c bc /bc which is close to unity, we obtain the expansion in powers of the small quantity b (0) 2/3 2bc / = [(3/2)/N ] : 3/2 = 1 + bc 2bc
(0)
b 2bc 3 c 3 log(C3 b(0)c ) + (1/2)(1 + )c + . . . . b c b 2(3/2) 4(3/2)
(0)
(7A.20)
Appendix 7A
607
To lowest order, the solution is simply c = 1 + b 2bc

(0)
1 log(C3 b(0) ) + . . . , c (3/2)
(7A.21)
yielding the would-be critical temperature to rst in 1/N 1/3 as stated in (7.94). To next order, we insert into the last term the zero-order solution c 1, and in the second term the rst-order b solution (7A.21) to nd 3/2 bc 3 2 2bc
(0)
= +
(0)
1+
1 log(C3 b(0) ) c (3/2) (1/2)(1 + ) +

2/3
3 2bc 4(3/2)
(0)
1 2 log(C3 b(0) ) + log2 (C3 b(0) ) c c (3/2)

(0)
+ ... .
(7A.22)
Replacing bc by (2/) [(3/2)/N ] , this gives us the ratio (Tc /Tc )3/2 between nite- and (0) innite size critical temperatures Tc and Tc . The rst and second-order corrections are plotted in Fig. 7.12, together with precise results from numeric solution of the equation N = S3 (1).
1.4 1.3
Tc /Tc
1.2 1.1
(0)
0.05
0.1
0.15
1/N 1/3
Figure 7.12 Finite-size corrections to the critical temperature for N = 300 to innity calculated once from the formula N = S3 (1) (solid curve) and once from the expansion (0) (0) (7A.22) (short-dashed up to order [bc ]1/2 1/N 1/3 , long-dashed up to the order bc 1/N 2/3 ). The fat dots show the peaks in the second derivative d2 Ncond (T )/dT 2 . The small dots show the corresponding values for canonical ensembles, for comparison.
7A.2
Harmonic Trap
w=1
The sum relevant for the would-be phase transition in a harmonic trap is (7.138), SD (b, zD ) = 1
D (1ewb) w 1 zD ,
(7A.23)
which determines the number of normal particles in the harmonic trap via Eq. (7.139). We consider only the point zD = 1 which determines the critical temperature by the condition Nn = N . Restricting ourselves to the physical cases D = 1, 2, 3, we rewrite the sum as SD (b, 1) =
w=1
D ewb
(D 1) 2wb (D 1)(D 2) 3wb 1 e + e . 2 6 (1 ewb )D
(7A.24)
608
According to the method developed in the evaluation of Eq. (2.573) we obtain such a sum in two steps. First we go to small b where the sum reduces to an integral over w. After this we calculate the dierence between sum and integral by a naive power series expansion. As it stands, the sum (7A.24) cannot be converted into an integral due to singularities at w = 0. These have to be rst removed by subtractions. Thus we decompose SD (b, 1) into a subtracted sum plus a remainder as D D(3D 1) SD (b, 1) = SD (b, 1) + D SD (b, 1) + b D1 SD (b, 1) + b2 D2 SD (b, 1),(7A.25) 2 24 where SD (b, 1) = is the subtracted sum and D SD (b, 1) D1 (D 1)(D 2) D D (eb ) D (e2b ) + D (e3b ) bD 2 6 (7A.27)
w=1
D ewb
D 1 2wb (D 1)(D 2) 3wb e + e 2 6 (7A.26)
1 D D(3D 1) 1 D D wb )D D1 bD1 (1 e w b 2w 24wD2 bD2
collects the remainders. The subtracted sum can now be done in the limit of small b as an integral over w, using the well-known integral formula for the Beta function:
0
dx
eax (a)(1 b) = B(a, 1 b) = . (1 ex )b (1 + a b) 1 b 1 b 1 b 7 12
(7A.28)
This yields the small-b contributions to the subtracted sums S1 (b, 1) S2 (b, 1) S3 (b, 1)
b0
s1 , (7A.29)
b0
b0
9 s2 , 8 19 +log 3 s3 , 24 +log 2
where = 0.5772 . . . is the Euler-Mascheroni number (2.461). The remaining sum-minus-integral is obtained by a series expansion of 1/(1 ewb )D in powers of b and performing the sums over w using formula (2.576). However, due to the subtractions, the corrections are all small of order (1/bD )O(b3 ), and will be ignored here. Thus we obtain SD (b, 1) = 1 sD + SD (b, 1) + D O(b3 ). D b b (7A.30)
We now expand D SD (b, 1) using Robinsons formula (2.575) up to b2 /bD and nd D S1 (b, 1) = D S2 (b, 1) = D S3 (b, 1) = where 1 (eb ) = log 1 eb = log b + b b2 + ... , 2 24
1 D (eb ), b 1 2D (eb ) D (e2b ) , b2 1 3D (eb ) 3D (e2b ) + D (e3b ) , b3
(7A.31) (7A.32)
Appendix 7B
Experimental versus Theoretical Would-be Critical Temperature609

b2 + ... , 4 3 log b + ... , 2
2 (eb ) = 3 (eb ) = The results are S1 (b, 1) = S2 (b, 1) = S3 (b, 1) =
(2) + b(log b 1) b b2 (3) (2) 6 2
(7A.33) (7A.34)
1 b b2 ( log b + ) + + ... , b 4 144 7b2 1 1 + (2) b log b + + ... , 2 b 2 24 3b 19 1 + ... , (3) + (2) b2 log b + 3 b 2 24
(7A.35)
as stated in Eqs. (7.165)(7.167). Note that the calculation cannot be shortened by simply expanding the factor 1/(1 ewb )D in the unsubtracted sum (7A.24) in powers of w, which would yield the result (7A.25) without the rst term S1 (b, 1), and thus without the integrals (7A.29).
Appendix 7B
Experimental versus Theoretical Would-be Critical Temperature
In Fig. 7.12 we have seen that there is only a small dierence between the theoretical wouldbe critical temperature Tc of a nite system calculated from the equation N = S2 (1) and and exp the experimental Tc determined from the maximum of the second derivative of the condensate fraction Ncond/N . Let us extimate the dierence. The temperature Tc is found by solving the equation [recall (7.90)] N = SD (1)
w=1 D [Z1 (wbc )ewDb/2 1].
(7B.1)
To nd the latter we must solve the full equation (7A.1) and search for the maximum of d2 Ncond (T )/dT 2 . The last term in (7A.1) can be expressed in terms of the condensate fraction (T ) as Ncond (T ) = (T )N . Near the critical point, we set zD 1 zD and see that it is equal to zD = 1/(1 + N ) In the critical regime, and 1/N are both of the same order 1/ N . Thus we expand SD (zD ) to lowest order in zD = 1/N + . . . , and replace (7A.1) by N [SD (1) + b SD (1)b zD SD (1) (1/N 1/N + . . .)] + N, or z SD (1) 1 bb SD (1) b D + ... , SD (1) b SD (1) N (7B.2)
(7B.3)
In this leading-order discussion we may ignore the nite-size correction to SD (1), i.e., the dierence (0) (1) (0) between Tc and Tc , so that SD (1) = (/2bc )D/2 , and we may approximate the left-hand side (0) of (7B.3) by (D/2)T /Tc . Abbreviating zD SD (1)/SD (1) by A which is of order unity, we must nd (T ) from the the equation D A A t , 2 N N where t T /Tc . This yields (t) = A D D2 t+ N 4 32 N 2 D4 t A 2048 N 4 t + ... . A
3 (0)
(7B.4)
(7B.5)
610
The maximum of d2 (t)/dt2 lies at t = 0, so that the experimental would-be critical coincides with (1) the theoretical Tc to this order. If we carry the expansion of (7B.2) to the second order in 1/N 1/ N , we nd a shift of the order 1/N . As an example, take D = 3, assume A = 1, and use the full T -dependence rather than the lowest-order expansion in Eq. (7B.4): T
(0) Tc 3/2
= (1 + t)3/2 =
1 . N
(7B.6)
For simplicity, we ignore the 1/N terms in (7B.3). The resulting (t) and d2 /dt2 are plotted in Fig. 7.13. The maximum of d2 /dt2 lies at t 8/9N , which can be ignored if we know Tc only up to order O(N 1/3 ) or O(N 2/3 ), as in Eqs. (7.91) and (7A.22).
1 0.8 0.6 0.4 0.2 15
(T /Tc )
(0)
10 5 0.5 1
(T /Tc )
1.5 2
(0)
(0)
2.5
0.2 0.4 0.6 0.8 1 1.2
(0) T /Tc
-5
T /Tc
Figure 7.13 Plots of condensate fraction and its second derivative for Bose Gas in a nite box following Eq. (7B.6) for N = 100 and 1000.
Note that a convenient way to determine the would-be critical temperature from numerical data is via the maximal curvature of the chemical potential (T ), i.e., from the maximum of d2 (T )/dT 2 . Since zD = eDb/2 = 1 zD 1 + Db/2, the second derivative of is related to that of zD by d2 d2 zD 2 Db(0) . (7B.7) c dt dt2 The second term is of the order 1/N 2/D and can be ignored as we shall see immediately. The equation shows that the second derivative of coincides with that of zD , which is related to d2 /dt2 by d2 1 1 d2 zD 2 = 2 dt dt N N 2 3 d dt
2
D2 1 d2 = 2 dt2 16
3D2 N 2 N 1 t + O(t4 ) . 3 A 32 A
(1)
(7B.8)
This is again maximal at t = 0, implying that the determination of Tc by this procedure coincides with the previous one. The neglected term of order 1/N 2/D has a relative suppression of 1/N 2/D+1/2 , which can be ignored for larger N .

Path integrals of many identical particles are discussed in the texbook R.P. Feynman, Statistical Mechanics, Benjamin, Reading, 1972. See also the papers by L.S. Schulman, Phys. Rev. 176, 1558 (1968); M.G.G. Laidlaw and C. DeWitt-Morette, Phys. Rev. D 3, 5 (1971); F.J. Bloore, in Dierential Geometric Methods in Math. Phys., Lecture Notes in Mathematics 905, Springer, Berlin, 1982;

P.A. Horvathy, G. Morandi, and E.C.G. Sudarshan, Nuovo Cimento D 11, 201 (1989).
611
Path Integrals over Grassmann variables are discussed in detail in F.A. Berezin, The Method of Second Quantization, Nauka, Moscow, 1965; J. Rzewuski, Field Theory, Hafner, New York, 1969; L.P. Singh and F. Steiner, Phys. Lett. B 166, 155 (1986); M. Henneaux and C. Teitelboim, Quantization of Gauge Systems, Princeton Univ. Press, 1992. For fractional statistics see the papers by F. Wilczek and A. Zee, Phys. Rev. Lett. 51, 2250 (1983); Y.S. Wu, ibid., 53, 111 (1984); and the reprint collection by A. Shapere and F. Wilczek and Geometric Phases in Physics, World Scientic, Singapore, 1989, p. 284. The simple derivation of the statistics interaction given in this text is taken from H. Kleinert, Phys. Lett. B 235, 381 (1989) (wwwK/104, where (wwwK is short for http://www.physik.fu-berlin.de/~kleinert). See also the notes and references in Chapter 16. I thank Prof. Carl Wieman for his permission to publish Fig. 7.9 of the JILA BEC group. The particular citations in this chapter refer to the publications [1] R.P. Feynman, Statistical Mechanics, Benjamin, Reading, 1972. [2] J. Flachsmeyer, Kombinatorik , Dtsch. Verl. der Wiss., Berlin, 1972. p. 128, Theorem 11.3. The number nn of permutations of n elements consisting of z cycles satises the recursion z n1 n1 relation nn = nz1 + (n 1) nz , with the initial conditions nn = 1 and nn = (n 1)!. z n 1 [3] The Mathematica program for this can be downloaded from the internet (wwwK/b5/pgm7). [4] F. Brosens, J.T. Devreese, L.F. Lemmens, Phys. Rev. E 55 , 227 (1997). See also K. Glaum, Berlin Ph.D. thesis (in preparation). [5] P. Bormann and G. Franke, J. Chem. Phys. 98, 2484 (1984). [6] S. Bund and A. Schakel, Mod. Phys. Lett. B 13, 349 (1999). [7] See E.W. Weissteins internet page mathworld.wolfram.com. [8] See, for example, Chapter 11 in H. Kleinert, Gauge Fields in Condensed Matter , op. cit., Vol. I, World Scientic, Singapore, 1989 (wwwK/b1). [9] The rst observation was made at JILA with 87 Ru: M.H. Anderson, J.R. Ensher, M.R. Matthews, C.E. Wieman, and E.A. Cornell, Science 269, 198 (1995). It was followed by a condensate of 7 Li at Rice University: C.C. Bradley, C.A. Sackett, J.J. Tollet, and R.G. Hulet, Phys. Rev. Lett. 75, 1687 (1995), and in 30 Na at MIT: K.B. Davis, M.-O. Mewes, M.R. Andrews, and N.J. van+Druten, D.S. Durfee, D.M. Kurn, W. Ketterle, Phys. Rev. Lett. 75, 3969 (1995). [10] J.R. Abo-Shaeer, C. Raman, J.M. Vogels, and W. Ketterle, Science 292, 476 (2001). [11] A.L. Fetter and J.D. Walecka, Quantum Theory of Many-Particle Systems McGrawHill, New York, 1971, Sec. 28. [12] V.N. Popov, Theor. Math. Phys. 11, 565 (1972); Functional Integrals in Quantum Field Theory and Statistical Physics (Reidel, Dordrecht, 1983). [13] M. Schick, Phys. Rev. A 3, 1067 (1971).
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[14] J.O. Andersen, U. Al Khawaja, and H.T.C. Stoof, Phys. Rev. Lett. 88, 070407 (2002). [15] H.T.C. Stoof and M. Bijlsma, Phys. Rev. E 47, 939 (1993); U. Al Khawaja, J.O. Andersen, N.P. Proukakis, and H.T.C. Stoof, Phys. Rev. A A, 013615 (2002). [16] D.S. Fisher and P.C. Hohenberg, Phys. Rev. B 37, 4936 (1988). [17] F. Nogueira and H. Kleinert, Phys. Rev. B 73, 104515 (2006) (cond-mat/0503523). [18] K. Huang, Phys. Rev. Lett. 83, 3770 (1999). [19] K. Huang, C.N. Yang, Phys. Rev. 105, 767 (1957); K. Huang, C.N. Yang, J.M. Luttinger, Phys. Rev. 105, 776 (1957); T.D. Lee, K. Huang, C.N. Yang, Phys. Rev. 106, 1135 (1957); K. Huang, in Studies in Statistical Mechanics, North-Holland, Amsterdam, 1964, Vol. II. [20] H. Kleinert, Strong-Coupling Behavior of Phi4 -Theories and Critical Exponents, Phys. Rev. D 57 , 2264 (1998); Addendum: Phys. Rev. D 58, 107702 (1998) (cond-mat/9803268); Seven Loop Critical Exponents from Strong-Coupling 4 -Theory in Three Dimensions, Phys. Rev. D 60 , 085001 (1999) (hep-th/9812197); Theory and Satellite Experiment on Critical Exponent alpha of Specic Heat in Superuid Helium, Phys. Lett. A 277, 205 (2000) (cond-mat/9906107); Strong-Coupling 4 -Theory in 4 Dimensions, and Critical Exponent , Phys. Lett. B 434 , 74 (1998) (cond-mat/9801167); Critical Exponents without betaFunction, Phys. Lett. B 463, 69 (1999) (cond-mat/9906359). See also the textbook: H. Kleinert and V. Schulte-Frohlinde, Critical Properties of 4 -Theories, World Scientic, Singapore, 2001 (wwwK/b8). [21] H. Kleinert, Five-Loop Critical Temperature Shift in Weakly Interacting Homogeneous BoseEinstein Condensate (cond-mat/0210162). [22] T. Toyoda, Ann. Phys. (N.Y.) 141, 154 (1982). [23] A. Schakel, Int. J. Mod. Phys. B 8, 2021 (1994); Boulevard of Broken Symmetries, (condmat/9805152). The upward shift Tc /Tc by a weak -function repulsion reported in this paper is, however, due to neglecting a two-loop contribution to the free energy. If this is added, the shift disappears. See the remarks below in [34]. [24] H.T.C. Stoof, Phys. Rev. A 45, 8398 (1992). [25] M. Holzmann, P. Grueter, and F. Laloe, Eur. Phys. J. B 10, 239 (1999). [26] G. Baym, J.-P. Blaizot, M. Holzmann, F. Laloe, and D. Vautherin, Phys. Rev. Lett. 83, 1703 (1999). [27] G. Baym, J.-P. Blaizot, and J. Zinn-Justin, Europhys. Lett. 49, 150 (2000) (cond mat/9907241) [28] M. Holzmann, G. Baym, J.-P. Blaizot, and F. Laloe, Phys. Rev. Lett. 87, 120403 (2001) (cond-mat/0107129). [29] P. Grueter, D. Ceperley, and F. Laloe, Phys. Rev. Lett. 79, 3549 (1997). [30] M. Holzmann and W. Krauth, Phys. Rev. Lett. 83, 2687 (1999). [31] M. Bijlsma and H.T.C. Stoof, Phys. Rev. A 54, 5085 (1996). [32] H. Kleinert, Collective Quantum Fields, Fortschr. Phys. 26, 565 (1978) http://www.physik.fu-berlin.de/~kleinert/55). [33] N.N. Bogoliubov, Zh. Eksp. Teor. Fiz. 34, 58 (1958).
613
[34] P. Arnold and B. Tomik, Phys. Rev. A 62, 063604 (2000). as This paper starts out from the 3+1-dimensional initial theory and derives from it the threedimensional eective classical eld theory as dened in Subsection 7.14.4. This program was initiated much earlier by A. Schakel, Int. J. Mod. Phys. B 8, 2021 (1994); and explained in detail in Ref. [23]. Unfortunately, the author did not go beyond the oneloop level so that he found a positive shift Tc /Tc , and did not observe its cancellation at the two-loop level. See the recent paper A. Schakel, Zeta Function Regularization of Infrared Divergences in Bose-Einstein Condensation, (cond-mat/0301050). [35] F.F. de Souza Cruz, M.B. Pinto, R.O. Ramos, Phys. Rev. B 64, 014515 (2001); F.F. de Souza Cruz, M.B. Pinto, R.O. Ramos, P. Sena, Phys. Rev. A 65, 053613 (2002) (cond-mat/0112306). [36] P. Arnold, G. Moore, and B. Tomik, Phys. Rev. A 65, 013606 (2002) (cond-mat/0107124). as [37] G. Baym, J.-P. Blaizot, M. Holzmann, F. Laloe, and D. Vautherin (cond-mat/0107129). [38] P. Arnold and G. Moore, Phys. Rev. Lett. 87, 120401 (2001); V.A. Kashurnikov, N.V. Prokofev, and B.V. Svistunov, Phys. Rev. Lett. 87, 120402 (2001). [39] J.L. Kneur, M.B. Pinto, R.O. Ramos, Phys. Rev. A 68, 43615 (2003) (cond-mat/0207295). [40] J.D. Reppy, B.C. Crooker, B. Hebral, A.D. Corwin, J. He, and G.M. Zassenhaus, cond mat/9910013 (1999). [41] M. Wilkens, F. Illuminati, and M. Krmer, J. Phys. B 33, L779 (2000) (cond-mat/0001422). a [42] E.J. Mueller, G. Baym, and M. Holzmann, J. Phys. B 34, 4561 (2001) (cond-mat/0105359) [43] H. Kleinert, S. Schmidt, and A. Pelster, Phys. Rev. Lett. 93, 160402 (2004) (condmat/0307412). [44] E.L. Pollock and K.J. Runge, Phys. Rev. B 46, 3535 (1992). [45] J. Tempere, F. Brosens, L.F. Lemmens, and J.T. Devreese, Phys. Rev. A 61, 043605 (2000) (cond-mat/9911210). [46] N.N. Bogoliubov, On the Theory of Superuidity , Izv. Akad. Nauk SSSR (Ser. Fiz.) 11, 77 (1947); Sov.Phys.-JETP 7, 41(1958). See also J.G. Valatin, Nuovo Cimento 7, 843 (1958); K. Huang, C.N. Yang, J.M. Luttinger, Phys. Rev. 105, 767, 776 (1957). [47] See pp. 13561369 in H. Kleinert, Gauge Fields in Condensed Matter , op. cit., Vol. II, World Scientic, Singapore, 1989 (wwwK/b2); H. Kleinert, Gravity as Theory of Defects in a Crystal with Only SecondGradient Elasticity, Ann. d. Physik, 44, 117 (1987) (wwwK/172); H. Kleinert and J. Zaanen, (gr-qc/0307033). [48] V. Bretin, V.S. Stock, Y. Seurin, F. Chevy, and J. Dalibard, Fast Rotation of a BoseEinstein Condensate, Phys. Rev. Lett. 92, 050403 (2004). [49] For the beginnings see J.R. Klauder, Ann. of Physics 11, 123 (1960). The present status is reviewed in J.R. Klauder, The Current State of Coherent States, (quant-ph/0110108). [50] G. Junker and J.R. Klauder, Eur. Phys. J. C 4, 173 (1998) (quant-phys/9708027). [51] See the textbook cited at the end of Ref. [20].
614
[52] R. Stratonovich Sov. Phys. Dokl. 2, 416 (1958): J. Hubbard, Phys. Rev. Lett. 3, 77 (1959); B. M hlschlegel, J. Math. Phys. , 3, 522 (1962); u J. Langer, Phys. Rev. A 134, 553 (1964); T.M. Rice, Phys. Rev. A 140 1889 (1965); J. Math. Phys. 8, 1581 (1967); A.V. Svidzinskij, Teor. Mat. Fiz. 9, 273 (1971); D. Sherrington, J. Phys. C 4, 401 (1971).

Every path hath a puddle. George Herbert, Outlandish Proverbs, 1640
8
Path Integrals in Polar and Spherical Coordinates
Many physical systems possess rotational symmetry. In operator quantum mechanics, this property is of great help in nding wave functions and energies of a system. If a rotationally symmetric Schrdinger equation is transformed to spherical coordio nates, it separates into a radial and several angular dierential equations. The latter are universal and have well-known solutions. Only the radial equation contains specic information on the dynamics of the system. Being an ordinary one-dimensional Schrdinger equation, it can be solved with the usual techniques. o In the path integral approach, a similar coordinate transformation is possible, although it makes things initially more complicated rather than simpler. First, the use of non-Cartesian coordinates causes nontrivial problems of the kind observed in Chapter 6, where the conguration space was topologically constrained. Such problems can be solved as in Chapter 6 using the knowledge of the correct procedure in Cartesian coordinates. A second complication is more severe: When studying a system at a given angular momentum, the presence of a centrifugal barrier destroys the possibility of setting up a time-sliced path integral of the Feynman type as in Chapter 2. The recent solution of the latter problem has paved the way for two major advances in path integration which will be presented in Chapters 10, 11, and 12.
8.1
Angular Decomposition in Two Dimensions
Consider a two-dimensional quantum-mechanical system with rotational invariance. In Schrdinger quantum mechanics, it is convenient to introduce polar coordinates o x = r(cos, sin), (8.1)
and to split the dierential equation into a radial and an azimuthal one which are solved separately. Let us try to follow the same approach in path integrals. To avoid the complications associated with path integrals in the canonical formulation [1],all calculations will be done in the Lagrange formulation. It will, moreover, be advantageous to work with the imaginary-time amplitude (the thermal density 615
616
8 Path Integrals in Polar and Spherical Coordinates
matrix) to avoid carrying around factors of i. Thus we start out with the path integral (xb b |xa a ) = D 2 x( )exp 1 h
b a
M 2 x + V (r) 2
(8.2)
It is time-sliced in the standard way into a product of integrals

N
(xb b |xa a )
n=1
N +1 d2 xn M exp (xn xn1 )2 + V (rn ) 2 /M h h n=1 2 2
. (8.3)
When going over to polar coordinates, the measure of integration changes to

N n=1 0
drn rn
2 0
dn 2 /M h
and the kinetic term becomes exp 1M 1M 2 2 rn + rn1 2rn rn1 cos(n n1 ) (xn xn1 )2 = exp h2 h2 . (8.4)
To do the n -integrals, it is useful to expand (8.4) into a factorized series using the formula e
acos
=
m=
Im (a)eim ,
(8.5)
where Im (z) are the modied Bessel functions. Then (8.4) becomes exp 1M (xn xn1 )2 h2 1M 2 2 = exp (r + rn1 ) h2 n
Im
m=
M rn rn1 eim(n n1 ) . h
(8.6)
In the discretized path integral (8.3), there are N + 1 factors of this type. The Nintegrations over the n -variables can now be performed and produce N Kronecker s:
N
2mn ,mn1 .
n=1
(8.7)
These can be used to eliminate all but one of the sums over m, so that we arrive at the amplitude (xb b |xa a )
N +1
2 2 /M h
N n=1 0
drn rn 2 2 /M h
1 im(b a ) e m= 2
N +1
n=1
exp
M 1M 2 2 (rn + rn1 ) Im rn rn1 h2 h
exp
V (rn ) .
n=1
(8.8)
8.1 Angular Decomposition in Two Dimensions
617
We now dene the radial time evolution amplitudes by the following expansion with respect to the azimuthal quantum numbers m:
(xb b |xa a ) =
m=
1 1 (rb b |ra a )m eim(b a ) . rb ra 2
(8.9)
The amplitudes (rb b |ra a )m are obviously given by the radial path integral (rb b |ra a )m
N +1
1 2 /M h
N n=1
drn 2 /M h

N +1
n=1
exp
M Mrn rn1 (rn rn1 )2 Im 2h h
exp
V (rn ) . (8.10)
n=1
Here we have introduced slightly dierent modied Bessel functions Im (z) 2zez Im (z).
(8.11)
They will also be called Bessel functions, for short. They have the asymptotic behavior
m2 1/4 z m2 1/4 + . . . = e 2z + . . . , Im (z) 1 2z z0 Im (z) 2 (z/2)m+1/2 + . . . .
(8.12) (8.13)
In the case of a free particle with V (r) = 0, it is easy to perform all the intermediate integrals over rn in (8.10). Two neighboring gures in the product require the integral r 2 1 r r r r rr rr r2 1 2 dr exp exp r + Im Im 22 21 22 21 0 2 2 1 1 2 2 r r r +r r r . (8.14) = exp Im 2 ( 1 + 2) 1 + 2 1 + 2 For simplicity, the units in this formula are M = 1, h = 1. The right-hand side of (8.14) follows directly from the formula
0
drrer
2/
I (r) I (r) = e( 2
2 + 2 )
/4
I ( /2) ,
(8.15)
after identifying , , as = 2 1 2/ ( = r/ 1 , = r / 2.
1
2) ,
(8.16)
618
Thus, the integrals in (8.10) with V (r) = 0 can successively be performed yielding the thermal amplitude for b > a : 2 2 M rb ra M rb ra M rb + ra (rb b |ra a )m = Im . (8.17) exp h b a 2 (b a ) h h b a Note that the same result could have been obtained more directly from the imaginary-time amplitude of a free particle in two dimensions, M M (xb xa )2 (xb b |xa a ) = , exp 2 (b a ) h 2 b a h by rewriting the right-hand side as
2 2 M rb + ra M rb ra M exp cos (b a ) , exp 2 (b a ) h 2 b a h 2 b a h
(8.18)
and expanding the second exponential according to (8.5) into the series
Im
m=
M rb ra eim(b a ) . h b a
(8.19)
A comparison of the coecients with those in (8.9) gives the radial amplitudes (8.17). Due to (8.14), the radial amplitude satises a fundamental composition law corresponding to (2.4), which reads for b > > a
0
drr (rb b |r )m (r |ra a )m = (rb b |ra a )m .
(8.20)
8.2
Trouble with Feynmans Path Integral Formula in Radial Coordinates
In the above calculation we have shown that the expression (8.10) is certainly the correct radial path integral. It is, however, not of the Feynman type. In operator quantum mechanics we learn that the action of a particle moving in a potential V (r) at a xed angular momentum L3 = m contains a centrifugal barrier h2 (m2 h 1/4)/2Mr 2 and reads Am =
b a
M 2 h2 m2 1/4 r + + V (r) . 2 2M r2
(8.21)
This is shown by separating the Hamiltonian operator into radial and azimuthal coordinates, over xing the azimuthal angular momentum L3 , and choosing for it the quantum-mechanical value hm. According to Feynmans rules, the radial amplitude therefore should simply be given by the path integral (rb b |ra a )m =
0
1 Dr exp Am . h
(8.22)
8.2 Trouble with Feynmans Path Integral Formula in Radial Coordinates
619
The reader may object to using the word classical in the presence of a term proportional to h2 in the action. In this section, however, hm is merely meant to be a parameter specifying the azimuthal momentum p hm in the classical centrifugal barrier p2 /2Mr 2 . It is parametrized in terms of a dimensionless number m which does not necessarily have the integer values required by the quantization of the azimuthal motion. By naively time-slicing (8.22) according to Feynmans rules of Section 2.1 we would have dened it by the nite-N expression (rb b |ra a )m 1 2 /M h
N n=1
drn 2 /M h
exp
h2 m2 1/4 1 N +1 M (rn rn1 )2 + + V (rn ) h n=1 2 2M rn rn1
. (8.23)
Actually, the denominators in the centrifugal barrier could have been chosen to be 2 rn . This would make a negligible dierence for small . Note that in contrast to a standard Feynman path integral in one dimension, the integrations over r cover only the semi-axis r 0 rather than the complete r-axis. This represents no problem since we have learned in Chapter 6 how to treat such half-spaces. The expression (8.23) is now a place for an unpleasant surprise: For m = 0, a time-sliced Feynman path integral formula cannot possibly exist since the potential has an abyss at small r. This leads to a phenomenon which will be referred to as the path collapse, to be understood physically and resolved later in Chapter 12. At this place we merely point out the mathematical origin of the problem, by comparing the naively time-sliced expression (8.23) with the certainly correct one (8.10). The singularity would be of no consequence if the two expressions were to converge towards each other in the continuum limit 0. At rst sight, this seems to be the case. After all, is assumed to be innitesimally small so that we may replace the Bessel function Im (Mrn rn1 / ) by its asymptotic form (8.12), h Mrn rn1 Im h exp
0
h m2 1/4 . 2M rn rn1
(8.24)
For a xed set of rn , i.e., for a given path, the continuum limit 0 makes the integrands (8.10) and (8.23) coincide, the dierence being of the order 2 . Unfortunately, the path integral requires the limit to be taken after the integrations over the drn . The integrals, however, do not exist at m = 0. For paths moving very close to the singularity at r = 0, the approximation (8.24) breaks down. In fact, the large-z expansion m2 1/4 (m2 1/4)(m2 1/9) + Im (z) = 1 ... 2z 2!(2z)2 (8.25)
with z = Mrn rn1 / is never convergent even for a very small . The series shows h only an asymptotic convergence (more on this subject in Section 17.9). If we want
620
to evaluate Im (z) = 2zez Im (z) for all z we have to use the convergent power series expansion of Im (z) around z = 0: Im (z) = z 2
m
1 1 z + 0!m! 1!(m + 1)! 2
1 z 2!(m + 2)! 2
+ ... .
It is known from the Schrdinger theory that the leading power z m determines o the threshold behavior of the quantum-mechanical particle distribution near the origin. This is qualitatively dierent from the exponentially small distribution exp [ h(m2 1/4)/2Mr 2 ] contained in each time slice of the Feynman formula (8.23) for |m| > 1/2. The root of these troubles is an anomalous behavior in the high-temperature limit of the partition function. In this limit, the imaginary time dierence b a = h/kB T is very small and it is usually sucient to keep only a single slice in a time-sliced path integral (see Sections 2.9, 2.13). If this were true also here, the formula (8.23) would lead, in the absence of a potential V (r), to the classical particle distribution [compare (2.341)] (ra a + |ra a ) = 1 2 /M h exp h m2 1/4 . 2 2M ra (8.26)
If we subtract the barrier-free distribution, this amounts to the classical partition function1 Zcl =
0
1 m2 1/4 1 dr 1 = exp a m2 , 2 2r 2 4 2a
(8.27)
where we have abbreviated the factor h/M by a. The integral is temperature independent and converges only for |m| > 1/2. Compare this result with the proper high-temperature limit of the exact partition function calculated with the use of (8.17) and with the same subtraction as before. It reads for all T 1 dzez [Im (z) I1/2 (z)]. (8.28) Z= 2 0 As in the classical expression, there is no temperature dependence. The integral
0
dzez I (z) = (2 1)
1/2
( +
2 1)
(8.29)
[see formula (2.467)] converges for arbitrary real and > 1, and gives in the limit 1 1 (8.30) Z = (m 1/2). 2
This follows by expanding the formula 0 dxea/x subtracting the a = 0 -term, and taking the limit b 0.
1
2
bx2
/4be2
ab
in powers of
b,
8.2 Trouble with Feynmans Path Integral Formula in Radial Coordinates
621
This is dierent from the classical result (8.27) and agrees with it only in the limit of large m.2 Thus we conclude that a time-sliced path integral containing a centrifugal barrier can only give the correct amplitude when using the Euclidean action AN = m
N +1 n=1
M M (rn rn1 )2 hlogIm rn rn1 2 h
(8.31)
in which the neighborhood of the singularity is treated quantum-mechanically. The naively time-sliced classical action in (8.23) is of no use. The centrifugal barrier renders therefore a counterexample to Feynman rules of path integration according to which quantum-mechanical amplitudes should be obtainable from a sum over all histories of exponentials which involve only the classical expression for the short-time actions. It is easy to see where the derivation of the time-sliced path integral in Section 2.1 breaks down. There, the basic ingredient was the Trotter product formula (2.26), which for imaginary time reads e(T +V ) = lim

e T e V

N +1
/(N + 1).
(8.32)
An exact identity is e(T +V ) e T e V ei
with X given in Eq. (2.10) con sisting of a sum of higher and higher commutators between V and T . The Trotter formula neglects these commutators. In the presence of a centrifugal barrier, however, this is not permitted. Although the neglected commutators carry increasing powers of the small quantity , they are more and more divergent at r = 0, like n /r 2 . The same terms occur in the asymptotic expansion (8.25) of the Bessel function. In the proper action (8.31), these terms are present. It should be noted that for a Hamiltonian possessing a centrifugal barrier Vcb in addition to an arbitrary smooth potential V , i.e., for a Hamiltonian operator of the form H = T + Vcf + V , the Trotter formula is applicable in the form eH = lim
N
2X
N +1
e (T +Vcb ) e V
N +1
/(N + 1).
(8.33)
It leads to a valid time-sliced path integral formula

N
(rb b |ra a )m
2
N +1
drn
n=1
n=1
dpn 1 exp AN [p, r] , 2 h h m
(8.34)
If m were not merely a dimensionless number parametrizing an arbitrary centrifugal barrier with xed p2 /2M r2 , as it is in this section, the classical limit at a xed p would eliminate the problem since for h 0, the number m would become innitely large, leading to the correct high-temperature limit of the partition function. For a xed nite m, however, the discrepancy is unavoidable.
622 with the sliced action AN [p, r] = m

N +1 n=1
ipn (rn rn1 ) +
p2 n 2M (8.35)
M hlogIm rn rn1 + V (rn ) . h After integrating out the momenta, this becomes (rb b |ra a )m with the action AN [r, r] = m
N +1 n=1
1 2 /M h
N n=1
drn 2 /M h
exp
1 AN [r] , h m
(8.36)
Mrn rn1 M (rn rn1 )2 hlogIm + V (rn ) . 2 h
(8.37)
The path integral formula (8.36) can in principle be used to nd the amplitude for a xed angular momentum of some solvable systems. An example is the radial harmonic oscillator at an angular momentum m, although it should be noted that this particularly simple example does not really require calculating the integrals in (8.36). The result can be found much more simply from a direct angular momentum decomposition of the amplitude (2.170). After a continuation to imaginary times t = i and an expansion of part of the exponent with the help of (8.5), it reads for D = 2 (xb b |xa a ) =
M M 1 2 2 h e 2 coth[(b a )](rb +ra ) 2 h sinh[(b a )] Mrb ra eim(b a ) . Im h sinh[(b a )] m=
(8.38)
By comparison with (8.9), we extract the radial amplitude rb ra M Mrb ra . (rb b |ra a )m = Im h coth[(b a )] h sinh[(b a )] The limit 0 gives the free-particle result M rb ra M rb ra (rb b |ra a )m = Im . h b a h b a
(8.39)
(8.40)
8.3
Cautionary Remarks
It is important to emphasize that we obtained the correct amplitudes by performing the time slicing in Cartesian coordinates followed by the transformation to the polar coordinates in the time-sliced expression. Otherwise we would have easily missed
8.3 Cautionary Remarks
623
the factor 1/4 in the centrifugal barrier. To see what can go wrong let us proceed illegally and do the change of variables in the initial continuous action. Thus we try to calculate the path integral (xb b |xa a ) =
l=, 0 1 b
Dr r
D .
(b )=b +2l
exp
M 2 (r + r 2 2 ) + V (r) 2
(8.41)
The summation over all periodic repetitions of the nal azimuthal angle accounts for its multivaluedness according to the rules of Section 6.1. If the expression (8.41) is time-sliced straightforwardly it reads 1 h N+1 =b +2l,l=, 2 /M exp 1 h
N +1 n=1 N n=1
drn rn 2 /M h
dn 2 /M h
M 2 [(rn rn1 )2 + rn (n n1 )2 ] + V (rn ) 2 2
, (8.42)
where rb = rN +1 , a = 0 , ra = r0 . The integrals can be treated as follows. We introduce the momentum integrals over (p )n conjugate to n , writing for each n [with the short notation (p )n pn ] rn 2 /M h
h e(M/2 )rn (n n1 ) =
2 2
i 1 p2 dpn n + pn (n n1 ) . exp 2 2 h h 2M rn h (8.43)
After this, the integrals over n (n = 1 . . . N) in (8.42) enforce all pn to be equal to each other, i.e., pn p for n = 1, . . . , N + 1, and we remain with (xb b |xa a ) 1 1 2 /M rb h h
l
dp (i/ )p(b a +2l) N e h 2 h n=1

2
drn 2 /M h . (8.44)
N +1
exp
n=1
M (rn rn1 ) p2 + V (rn ) + 2 2 2 2Mrn
Performing the sum over l with the help of Poissons formula (6.9) changes the integral over dp/2 into a sum over integers m and yields the angular momentum h decomposition (8.9) with the partial-wave amplitudes (rb b |ra a )m rb ra 1 1 2 /M rb h
N +1 N n=1 0
drn 2 /M h . (8.45)
exp
n=1
M (rn rn1 )2 h2 m2 + V (rn ) + 2 2 2 2M rn
624
This wrong result diers from the correct one in Eq. (8.10) in three respect. First, it does not possess the proper centrifugal term log Im (Mrb ra / ). Second, there is h h a spurious overall factor ra /rb . Third, in comparison with the limiting expression (8.24), the centrifugal barrier lacks the term 1/4. It is possible to restore the term 1/4 by observing that in the time-sliced expression, the factor rb /ra is equal to
N +1 n=1
rb = ra
N +1
1+
n=1
rn rn1 rn1
N +1 n=1
1/2
N +1 n=1
1 rn rn1 1 (rn rn1 )2 ... + 2 rn rn1 8 rn rn1 (8.46)
= exp
1 2
rn rn1 + ... . rn rn1
This, in turn, can be incorporated into the kinetic term of (8.45) via a quadratic completion leading to M rn rn1 h +i exp h n=1 2 2M rn rn1

N +1
The centrifugal barrier is now correct, but the kinetic term is wrong. In fact, it does not even correspond to a Hermitian Hamiltonian operator, as can be seen by introducing momentum integrations and completing the square to exp ipn (rn rn1 ) + p2 pn n i h h 2M 2Mrn . (8.48)
h2 m2 1/4 + . 2 2M rn
(8.47)
The last term is an imaginary energy. Only by dropping it articially would the time-sliced action acquire the Feynman form (8.23), while still being beset with the problem of nonexistence for m = 0 (path collapse) and the nonuniform convergence of the path integrations to be solved in Chapter 12. The lesson of this is the following: A naive time slicing cannot be performed in curvilinear coordinates. It can safely be done in the Cartesian formulation. Fortunately, a systematic modication of the naive slicing rules has recently been found which makes them applicable to non-Cartesian systems. This will be shown in Chapters 10 and 11. In the sequel it is useful to maintain, as far as possible, the naive notation for the radial path integral (8.23) and the continuum limit of the action (8.21). The places where care has to be taken in the time-slicing process will be emphasized by setting the centrifugal barrier in quotation marks and dening h2 m2 1/4 Mrn rn1 . log Im h 2M rn rn1 h Thus we shall write the properly sliced action (8.37) as AN [r, r] = m
N +1 n=1
(8.49)
h2 m2 1/4 M 2 (rn rn1 ) + + V (rn ) , 2 2 rn rn1 (8.50)

8.4 Time Slicing Corrections
625
and emphasize the need for the non-naive time slicing of the continuum action correspondingly: Am =
b a
M 2 h2 m2 1/4 r + + V (r) . d 2 2M r2
(8.51)
8.4
Time Slicing Corrections
It is interesting to nd the origin of the above diculties. For this purpose, we take the Cartesian kinetic terms expressed in terms of polar coordinates (xn xn1 )2 = (rn rn1 )2 + 2rn rn1 [1 cos(n n1 )], (8.52)
and treat it perturbatively in the coordinate dierences [2]. Expanding the cosine into a power series we obtain the time-sliced action AN = M 2
N +1 n=1
(xn xn1 )2 =
M 2
N +1 n=1
(rn rn1 )2 .(8.53)
+ 2rn rn1
1 1 (n n1 )2 (n n1 )4 + . . . 2! 4!
In contrast to the naively time-sliced expression (8.42), we now keep the quartic term (n n1 )4 . To see how it contributes, consider a single intermediate integral dn1 2 /a e(a/2 )[(n n1 )
4 2 +a ( n 4 n1 ) +...
].
(8.54)
The rst term in the exponent restricts the width of the uctuations of the dierence n n1 to (n n1 )2 0 = . (8.55) a un , the integral takes the form If we rescale the arguments, n dun1 2/a e(a/2)[(un un1 )
2
+ a4 (un un1 )4 +...]
(8.56)
This shows that each higher power in the dierence un un1 is suppressed by an . We now expand the integrand in powers of and use the additional factor integrals 2 a1 u 4 3a2 du (a/2)u2 u (8.57) = e . , . . . . . 2/a

2n
with odd powers of u giving trivially 0, to nd an expansion of the integral (8.56). It begins as follows: a 1 a4 3a2 + O( 2 ). (8.58) 2
(2n 1)!!a
626
This can be thought of as coming from the equivalent integral dn1 2 /a The quartic term in (8.54), A = a a4 (n n1 )4 , 2 (8.60) e(a/2 )(n n1 )
2
3a4 /2a+...
(8.59)
has generated an eective action-like term in the exponent: Ae = 3a4 . 2a

0
(8.61) of the quartic term and we (8.62)
This is obviously due to the expectation value A can record, for later use, the perturbative formula Ae = A 0 .
If u is a vector in D dimensions to be denoted by u, with the quadratic term being (a/2 )(un un1 )2 , the integrals (8.57) are replaced by dD u
(a/2)u De
2/a
ui uj ui uj uk ul . . . ui1 . . . ui2n
where i1 ...i2n will be referred to as contraction tensors, dened iteratively by the recursion relation i1 ...i2n = i1 i2 i3 i4 ...i2n + i1 i3 i2 i4 ...i2n + . . . + i1 i2n i2 i3 ...i2n1 . (8.64)
a1 ij a2 (ij kl + ik jl + il jk ) = . . .

an i1 ...i2n
, (8.63)
A comparison with the Wick expansion (3.303) shows that this recursion relation amounts to i1 ...i2n possessing a Wick-like expansion into the sum of products of Kronecker s, each representing a pair contraction. Indeed, the integral formulas (8.63) can be derived by adding a source term j u to the exponent in the integrand, 2 completing the square, and dierentiating the resulting e(1/2a)j with respect to the current components ji . For vectors i , a possible quartic term in the exponent of (8.54) may have the form A = a (a4 )ijkl (n n1 )i (n n1 )j (n n1 )k (n n1 )l . 2 (8.65)
Then the factor 3a4 in Ae of Eq. (8.61) is replaced by the three contractions (a4 )ijkl (ij kl + 2 more pair terms).
8.4 Time Slicing Corrections
627
Applying the simple result (8.61) to the action (8.53), where a = (M/ )2rn rn1 h and a4 = 1/4!, we nd that the naively time-sliced kinetic term of the eld M rn rn1 (n n1 )2 2 is extended to 1/4 M rn rn1 (n n1 )2 h2 + ... . 2 2Mrn rn1 Thus, the lowest perturbative correction due to the fourth-order expansion term of cos(n n1 ) supplies precisely the 1/4-term in the centrifugal barrier which was missing in (8.45). Proceeding in this fashion, the higher powers in the expansion of cos(n n1 ) give higher and higher contributions ( /rn rn1 )n . Eventually, they would of course produce the entire asymptotic expansion of the Bessel function in the correct time-sliced action (8.37). Note that the failure of this series to converge destroys the justication for truncating the perturbation series after any nite number of terms. In particular, the knowledge of the large-order behavior (the tail end of the series) [3] is needed to recover the correct threshold behavior r m in the amplitudes observed in (8.26). The reader may rightfully object that the integral (8.56) should really contain an exponential factor exp [(a/2)(un1 un2 )2 ] from the adjacent time slice which also contains the variable un1 and which has been ignored in the integral (8.56) over un1 . In fact, with the abbreviations un1 (un + un2)/2, un1 un1 , un un2 , the complete integrand containing the variable un1 can be written as d 2/a ea ea
2 2 /4
a a4 [( + /2)4 + ( + /2)4 ] + . . . . 2
(8.66)
When doing the integral over , each even power 2n gives a factor (1/2a)(2n 1)!! and we observe that the mean value of the uctuating un1 is dierent from what it was above, when we singled out the expression (8.56) and ignored the un1 dependence of the adjacent integral. Instead of un in (8.56), the mean value of un1 is now the average position of the neighbors, un1 = (un + un2)/2. Moreover, instead of the width of the un1 uctuations being (un un1)2 0 1/a, as in (8.55), it is now given by half this value: (un1 un1 )2
0
1 . 2a
(8.67)
At rst, these observations seem to invalidate the above perturbative evaluation of (8.56). Fortunately, this objection ignores an important fact which cancels the apparent mistake, and the result (8.62) of the sloppy derivation is correct after all. The argument goes as follows: The integrand of a single time slice is a sharply peaked function of the coordinate dierence whose width is of the order and goes to zero in the continuum limit. If such a function is integrated together with some
628
smooth amplitude, it is sensitive only to a small neighborhood of a point in the amplitude. The sharply peaked function is a would-be -function that can be eectively replaced by a -function plus correction terms which contain increasing derivatives . Indeed, let us take the of -functions multiplied by corresponding powers of integrand of the model integral (8.54), 1 2 /a e(a/2 )[(n n1 )
4 2 +a ( n 4 n1 ) +...
],
(8.68)
and integrate it over n1 together with a smooth amplitude (n1 ) which plays the same role of a test function in mathematics [recall Eq. (1.162)]:

dn1 2 /a
4 2 e(a/2 )[(n n1 ) +a4 (n n1 ) +...] (n1 ).
(8.69)
For small , we expand (n1 ) around n , 1 (n1 ) = (n ) (n n1 ) (n ) + (n n1 )2 (n ) + . . . , 2 (8.70) and (8.69) becomes (1 Ae )(n ) + 2a (n ) + . . . . (8.71)
This shows that the amplitude for a single time slice, when integrated together with a smooth amplitude, can be expanded into a series consisting of a -function and its derivatives: 1 2 /a e(a/2 )[(n n1 )
4 2 +a ( n 4 n1 ) +...
] (8.72)
= (1 Ae )(n n1 ) +
2a
(n n1 ) + . . . .
The right-hand side may be viewed as the result of a simpler would-be -function 1 2 /a e(a/2 )(n n1 ) eAe ,
2
(8.73)
correct up to terms of order . This is precisely what we found in (8.59). The problems observed above arise only if the would-be -function in (8.72) is integrated together with another sharply peaked neighbor function which is itself a would-be -function. Indeed, in the theory of distributions, it is strictly forbidden to form integrals over products of two proper distributions. For the would-be distributions at hand the rule is not quite as strict and integrals over products can be formed. The crucial expansion (8.72), however, is no longer applicable if the
8.5 Angular Decomposition in Three and More Dimensions
629
accompanying function is a would-be -function, and a more careful treatment is required. The correctness of formula (8.62) derives from the fact that each time slice has, for suciently small , a large number of neighbors at earlier and later times. If the integrals are done for all these neighbors, they render a smooth amplitude before and a smooth amplitude after the slice under consideration. Thus, each intermediate integral in the time-sliced product contains a would-be -function multiplied on the right- and left-hand side with a smooth amplitude. In each such integral, the replacement (8.59) and thus formula (8.62) is correct. The only exceptions are time slices near the endpoints. Their integrals possess the above subtleties. The relative number of these, however, goes to zero in the continuum limit 0. Hence they do not change the nal result (8.62). For completeness, let us state that the presence of a cubic term in the single-sliced action (8.68) has the following -function expansion 1 2 /a e(a/2 )[(n n1 )
3 4 2 +a ( n 3 n1 ) +a4 (n n1 ) +...
(8.74) (n n1 ) + . . .
= (1 Ae )(n n1 ) + 3a3
2a
(n n1 ) + 15 2 a . 4 3
2a
corresponding to an eective action Ae = 2a 3a4 (8.75)
Using (8.75), the left-hand side of (8.74) can also be replaced by the would-be function 1 2 /a e(a/2 )(n n1 ) eAe [1
2
3a3 (n n1 ) + . . .], 2
(8.76)
which has the same leading terms in the -function expansion. In D dimensions, the term 3a3 (n n1 ) has the general form [(a3 )ijj + (a3 )jij + (a3 )jji](n n1 )i , and the term 15a2 in Ae becomes 3 (a3 )ijk (a3 )i j k (ii jj kk + 14 more pair terms).
8.5
Angular Decomposition in Three and More Dimensions
Let us now extend the two-dimensional development of Section 8.2 and study the radial path integrals of particles moving in three and more dimensions. Consider the amplitude for a rotationally invariant action in D dimensions (xb b |xa a ) = D D x( ) exp 1 h
b a
M 2 x + V (r) 2
(8.77)
630
By time-slicing this in Cartesian coordinates, the kinetic term gives an integrand exp 1M h2
N +1 n=1 2 2 (rn + rn1 2rn rn1 cos n ) ,
(8.78)
where n is the relative angle between the vectors xn and xn1 .
8.5.1
Three Dimensions
In three dimensions, we go over to the spherical coordinates x = r(cos cos , cos sin , sin ) and write cos n = cos n cos n1 + sin n sin n1 cos(n n1 ). The integration measure in the time-sliced version of (8.77), 1 2 /M h becomes 1 2 /M h
3 n=1 3 n=1 N
(8.79)
(8.80)
d3 xn 2 /M h
3,
(8.81)
2 drn rn d cos n dn
2 /M h
(8.82)
To perform the integrals, we use the spherical analog of the expansion (8.5) eh cos n = 2h
Il+1/2 (h)(2l + 1)Pl (cos n ),

l=0
(8.83)
where Pl (z) are the Legendre polynomials. These, in turn, can be decomposed into spherical harmonics Ylm (, ) = (1)
m
2l + 1 (l m)! 4 (l + m)!
1/2
Plm (cos )eim ,
(8.84)
with the help of the addition theorem

l 2l + 1 Pl (cos n ) = Ylm (n , n )Ylm (n1 , n1 ), 4 m=l
(8.85)
the sum running over all azimuthal (magnetic) quantum numbers m. The right-hand side of Plm (z) contains the associated Legendre polynomials Plm (z) = (1 z 2 )m/2 (l m)! dl+m 2 (z 1)l , 2l l! (l + m)! dz l+m (8.86)
631
which are solutions of the dierential equation3 1 d d sin sin d d + m2 P m (cos ) = l(l + 1)Plm(cos ). sin2 l (8.87)
Thus, the expansion (8.83) becomes e

h cos n
l 4 Il+1/2 (h) Ylm (n , n )Ylm (n1 , n1 ). 2h l=0 m=l
(8.88)
Inserted into (8.78), it leads to the time-sliced path integral (xb b |xa a )
N +1
4 2 /M h
3
N n=1
0 ln
n=1
h 2Mrn rn1
1/2
2 drn rn d cos n dn 4 3
2 /M h
Iln +1/2
ln =0 mn =ln
M rn rn1 h
N +1 Yln mn (n , n )Yln mn (n1 , n1 ) exp
h n=1
2 2 M rn + rn1 +V (rn ) . 2 2
(8.89)
The intermediate n - and cos n -integrals can now all be done using the orthogonality relation
1 1
d cos
d Ylm (, )Yl m (, ) = ll mm .
(8.90)
Each n -integral yields a product of Kronecker symbols ln ln1 mn mn1 . Only the initial and the nal spherical harmonics survive, YlN+1 mN+1 and Yl0 m0 , since they are not subject to integration. Thus we arrive at the angular momentum decomposition 1 (rb b |ra a )l Ylm (b , b )Ylm (a , a ), l=0 m=l rb ra
l
(xb b |xa a ) =
(8.91)
with the radial amplitude (rb b |ra a )l

N +1
4rb ra 2 /M h
3
N n=1
2 drn rn 4
2 /M h
n=1
M Il+1/2 ( rn rn1 ) exp h h
N +1 n=1
N +1 n=1
h 2Mrn rn1 .
(8.92)
M (r rn1 )2 + V (rn ) 2 n 2
1 4
m Note that yl (cos ) =
dierential equation will be used later in Eq. (8.196).
d sin Plm (cos ) satises d2
m2 1/4 sin2
m m yl = l(l + 1)yl . This
632
2 The factors N rn / N +1 rn rn1 pile up to 1/rb ra and cancel the prefactor rb ra . a a Together with the remaining product, the integration measure takes the usual onedimensional form N 1 drn . (8.93) 0 2 /M n=1 h 2 /M h
If we were to use here the large-argument limit (8.24) of the Bessel function, the integrand would become exp(AN / ), with the time-sliced radial action l h
N +1
AN = l
n=1
M h2 l(l + 1) + V (rn ) . (rn rn1 )2 + 2 2 2M rn rn1
(8.94)
The associated radial path integral (rb b |ra a )l 1 2 h/M

N n=1
drn 2 /M h
agrees precisely with what would have been obtained by naively time-slicing the continuum path integral (rb b |ra a )l = with the radial action Al [r] =
b a 0
Dr( )e h Al [r] , 1
exp
1 AN h l
(8.95)
(8.96)
M 2 h2 l(l + 1) r + + V (r) . 2 2M r 2
(8.97)
In particular, this would contain the correct centrifugal barrier Vcf = h2 l(l + 1) . 2M r 2 (8.98)
However, as we know from the discussion in Section 8.2, Eq. (8.95) is incorrect and must be replaced by (8.92), due to the non uniformity of the continuum limit 0 in the integrand of (8.92).
8.5.2
D Dimensions
The generalization to D dimensions is straightforward. The main place where the dimension enters is the expansion of
eh cos n = e h M
rn rn1 cos n
(8.99)
in which n is the relative angle between D-dimensional vectors xn and xn1 . The expansion reads [compare with (8.5) and (8.83)]
eh cos n =
l=0
al (h)
l + D/2 1 1 (D/21) C (cos n ), D/2 1 SD l
(8.100)
633
where SD is the surface of a unit sphere in D dimensions (1.555), and al (h) (2)D/2 h1D/2 Il+D/21 (h) e al (h) = e
() h h
2 h
(D1)/2
Il+D/21 (h).
(8.101)
The functions Cl (cos ) are the ultra-spherical Gegenbauer polynomials. The ex() pansion (8.100) follows from the completeness of the polynomials Cl (cos ) at xed , using the integration formulas4
0
d sin eh cos Cl (cos ) =

() ()
()
21 (2 + l) h I+l (h), l!() 212 (2 + l) ll . l!(l + )()2
(8.102) (8.103)
d sin Cl (cos )Cl (cos ) =
The Gegenbauer polynomials are related to Jacobi polynomials, which are dened in terms of hypergeometric functions (1.450) by5 Pl
(,)
(z)
1 (l + 1 + ) F (l, l + 1 + + ; 1 + ; (1 + z)/2). l! (1 + )
(8.104)
The relation is Cl (z) =

()
(2 + l)( + 1/2) (1/2,1/2) P (z). (2)( + l + 1/2) l
(8.105)
This follows from the dening equation6 Cl (z) =

()
1 (l + 2) F (l, l + 2; 1/2 + ; (1 + z)/2). l! (2)
(8.106)
For D = 2 and 3, one has7

0
1 1 () lim Cl (cos ) = cos l, 2l

(0,0)
(8.107) (8.108)
Cl
(1/2)
(cos ) = Pl
(cos ) = Pl (cos ),
and the expansion (8.100) reduces to (8.5) and (8.7), respectively. For D = 4 Cl (cos ) =
4 5
(1)
sin(l + 1) . sin
(8.109)
I. S. Gradshteyn and I. M. Ryzhik, op. cit., Formulas 7.321 and 7.313. M. Abramowitz and I. Stegun, op. cit., Formula 15.4.6. 6 ibid., Formula 15.4.5. 7 I.S. Gradshteyn and I.M. Ryzhik, op. cit.,ibid., Formula 8.934.4.
634
According to an addition theorem, the Gegenbauer polynomials can be decomposed into a sum of pairs of D-dimensional ultra-spherical harmonics Ylm ( ).8 x The label m stands collectively for the set of magnetic quantum numbers m1 , m2 , m3 , ..., mD1 with 1 m1 m2 . . . |mD2 |. The direction x of a vector x is specied by D 1 polar angles x1 = sin D1 sin 1 , x2 = sin D1 cos 1 , . . . xD = cos D1 , with the ranges 0 1 < 2, 0 i < , i = 1. (8.111) (8.112) (8.110)
The ultra-spherical harmonics Ylm ( ) form an orthonormal and complete set of x functions on the D-dimensional unit sphere. For a xed quantum number l of total angular momentum, the label m can take dl = (2l + D 2)(l + D 3)! l!(D 2)! (8.113)
dierent values. The functions are orthonormal, x d x Ylm ( )Yl m ( ) = ll mm , x with d x denoting the integral over the surface of the unit sphere: dD1 sinD2 D1 dD2 sinD3 D2 d2 sin 2 d1 . (8.115) (8.114)
dx =
By doing this integral over a unit integrand we nd the value SD of (1.555). Since Y00 ( ) is independent of x, the integral (8.114) implies that Y00 ( ) = 1/ SD . x x The integral over the sphere in D-dimensions can be decomposed recursively into an angular integration with respect to any selected direction, say u, in the space followed by an integral over a sphere of radius sin D1 in the remaining D 1 dimensional space to u. If x denotes the unit vector covering the directions in this remaining space, one decomposes x = (cos D u + sin D x, and can factorize the integral measure as dD1 x =
8
dD1 sinD2 D1
dD2 x .
(8.116)
See H. Bateman, Higher Transcendental Functions, McGraw-Hill, New York, 1953, Vol. II, Ch. XI; N.H. Vilenkin, Special Functions and the Theory of Group Representations, Am. Math. Soc., Providence, RI, 1968.
635
For clarity, the dimensionalities of initial and remaining surfaces have been noted as superscripts on the measure symbols d x and d x . For the surface of the sphere, this corresponds to the recursion relation [compare (1.555)] ((D 1)/2) SD1 , (8.117) SD = (D/2) which is solved by (1.555). In four dimensions, unit vectors x have a parametrization in terms of polar angles x = (cos , sin cos , sin sin cos , sin sin sin ), with the integration measure d = d sin2 d sin d. x (8.119) (8.118)
It is, however, more convenient to go over to another parametrization in terms of the three Euler angles which are normally used in the kinematic description of the spinning top. In terms of these, the unit vectors have the components x1 x2 x3 x4 = = = = cos(/2) cos[( + )/2], cos(/2) sin[( + )/2], sin(/2) cos[( )/2], sin(/2) sin[( )/2],
(8.120)
with the angles covering the intervals [0, ), [0, 2), [2, 2). (8.121)
We have renamed the usual Euler angles , , introduced in Section 1.15 calling them , , , since the formulas to be derived for them will be used in a later application in Chapter 13 [see Eq. (13.97)]. There the rst two Euler angles coincide with the polar angles , of a position vector in a three-dimensional space. It is important to note that for a description of the entire surface of the sphere, the range of the angle must be twice as large as for the classical spinning top. The associated group space belongs to the covering group, of the rotation group which is equivalent to the group of unimodular matrices in two dimensions called SU(2). It is dened by the matrices g(, , ) = exp(i3 /2) exp(i2 /2) exp(i3 /2), (8.122)
where i are the Pauli spin matrices (1.445). In this parametrization, the integration measure reads 1 (8.123) d = d sin d d. x 8 When integrated over the surface, the two measures give the same result S4 = 2 2 . The Euler parametrization has the advantage of allowing the spherical harmonics in
636
four dimensions to be expressed in terms of the well-known representation functions of the rotation group introduced in (1.442), (1.443): Yl,m1 ,m2 ( ) = x l + 1 l/2 D (, , ) = 2 2 m1 m2 l + 1 l/2 d ()ei(m1 +m2 ) . 2 2 m1 m2 (8.124)
For even and odd l, the numbers m1 , m2 are both integer or half-integer, respectively. In arbitrary dimensions D > 2, the ultra-spherical Gegenbauer polynomials satisfy the following addition theorem 2l + D 2 1 (D/21) C (cos n ) = D 2 SD l
Ylm ( n )Ylm ( n1 ). x x m
(8.125)
For D = 3, this reduces properly to the well-known addition theorem for the spherical harmonics
l 1 Ylm ( n )Ylm ( n1 ). x x (2l + 1)Pl (cos n ) = 4 m=l
(8.126)
For D = 4, it becomes9
l/2 l + 1 (1) l+1 l/2 Cl (cos n ) = D l/2 (n , n , n )Dm1 m2 (n1 , n1 , n1 ), 2 2 2 2 m1 ,m2 =l/2 m1 m2
(8.127) where the angle n is related to the Euler angles of the vectors xn , xn1 by cos n = cos(n /2) cos(n1 /2) cos[(n n1 + n n1 )/2] + sin(n /2) sin(n1 /2) cos[(n n1 n + n1 )/2]. Using (8.125), we can rewrite the expansion (8.100) in the form
h(cos n 1) Ylm ( n )Ylm ( n1 ). x x m
(8.128)
=
l=0
al (h)
(8.129)
This is now valid for any dimension D, including the case D = 2 where the left-hand side of (8.125) involves the limiting procedure (8.107). We shall see in Chapter 9 in connection with Eq. (9.61) that it also makes sense to apply this expansion to the case D = 1 where the partial-wave expansion degenerates into a separation of even and odd wave functions. In four dimensions, we shall mostly prefer the expansion
eh(cos n 1) =
l=0
al (h)
l+1 l/2 D l/2 (n , n , n )Dm1 m2 (n1 , n1 , n1), 2 2 m1 ,m2 =l/2 m1 m2 (8.130)
l/2
Note that Cl (cos n ) coincides with the trace over the representation functions (1.443) of l/2 l/2 the rotation group, i.e., it is equal to m=l/2 dm,m (n ).
(1)
637
where the sum over m1 , m2 runs for even and odd l over integer and half-integer numbers, respectively. The reduction of the time evolution amplitude in D dimensions to a radial path integral proceeds from here on in the same way as in two and three dimensions. The generalization of (8.89) reads (xb b |xa a ) 1 2 /M h
N +1 n=1 D N n=1
2 h Mrn rn1
(D1)/2
D1 drn rn d n x D
2 /M h
M ID/21+ln rn rn1 h ln =0
N +1
(8.131) .
Yln mn ( n )Yl mn ( n1 ) x x n
mn
exp
n=1
M (r rn1 )2 + V (rn ) 2 n 2
By performing the angular integrals and using the orthogonality relations (8.114), the product of sums over ln , mn reduces to a single sum over l, m, just as in the three-dimensional amplitude (8.91). The result is the spherical decomposition (xb b |xa a ) = 1 (rb ra )
(D1)/2 l=0
(rb b |ra a )l
Ylm ( b )Ylm ( a ), x x m
(8.132)
where (rb b |ra a )l is the purely radial amplitude (rb b |ra a )l 1 2 /M h

N n=1
drn 2 /M h
exp
1 AN [r] , h l
(8.133)
with the time-sliced action AN [r] = l

N +1 n=1
M h M (r rn1 )2 logIl+D/21 rn rn1 + V (rn ) . (8.134) 2 n 2 h
D1 As before, the product N +1 1/(rn rn1 )(D1)/2 has removed the product N rn n=1 n=1 in the measure as well as the factor (rb ra )(D1)/2 in front of it, leaving only the standard one-dimensional measure of integration. In the continuum limit 0, the asymptotic expression (8.24) for the Bessel function brings the action to the form N +1
AN [r, r ] l
n=1
h2 (l + D/2 1)2 1/4 M + V (rn ) . (8.135) (rn rn1 )2 + 22 2M rn rn1
This looks again like the time-sliced version of the radial path integral in D dimensions 1 (rb b |ra a )l = Dr( ) exp Al [r] , (8.136) h
638 with the continuum action Al [r] =

b a
M 2 h2 (l + D/2 1)2 1/4 d r + + V (r) . 2 2M r2
(8.137)
As in Eq. (8.50), we have written the centrifugal barrier as h2 [(l + D/2 1)2 1/4] , 2 2Mr (8.138)
to emphasize the subtleties of the time-sliced radial path integral, with the understanding that the time-sliced barrier reads [as in (8.51)] M h2 [(l + D/2 1)2 1/4)] logIl+D/21 ( rn rn1 ). h 2Mrn rn1 h (8.139)
8.6
Radial Path Integral for Harmonic Oscillator and Free Particle in D Dimensions
For the harmonic oscillator and the free particle, there is no need to perform the radial path integral (8.133) with the action (8.134). As in (8.38), we simply take the known amplitude in D dimensions, (2.170), continue it to imaginary times t = i , and expand it with the help of (8.129): (xb b |xa a ) = 1 2 /M h
D
sinh[(b a )]
(8.140)
exp
al
l=0
1 M 2 2 (rb + ra ) cosh[(b a )] h sinh[(b a )] Mrb ra Ylm ( b )Ylm ( a ). x x h sinh[(b a )] m
Comparing this with Eq. (8.132) and remembering (8.101), we identify the radial amplitude as M rb ra (rb b |ra a )l = h sinh[(b a )] Mrb ra 2 2 h e(M /2 ) coth[(b a )](rb +ra ) Il+D/21 , (8.141) h sinh[(b a )] generalizing (8.39). The limit 0 yields the amplitude for a free particle rb ra M (r2 +ra )/2 (b a ) M Mrb ra 2 h b e Il+D/21 . (8.142) (rb b |ra a )l = h (b a ) h(b a ) Comparing this with (8.40) on the one hand and Eqs. (8.139), (8.137) with (8.49), (8.51) on the other hand, we conclude: An analytical continuation in D yields the
8.7 Particle near the Surface of a Sphere in D Dimensions
639
path integral for a linear oscillator in the presence of an arbitrary 1/r 2 -potential as follows: 1 b M 2 h2 2 1/4 M 2 2 + r Dr( ) exp r + (rb b |ra a )l = d h a 2 2M r2 2 0 M rb ra Mrb ra 2 2 h e(M /2 ) coth[(ba )](rb +ra ) I = . h sinh[(b a )] h sinh[(b a )] (8.143)
Here is some strength parameter which initially takes the values = l + D/2 1 with integer l and D. By analytic continuation, the range of validity is extended to all real > 0. The justication for the continuation procedure follows from the fact that the integral formula (8.14) holds for arbitrary m = 0. The amplitude (8.143) satises therefore the fundamental composition law (8.20) for all real m = 0. The harmonic oscillator with an arbitrary extra centrifugal barrier potential l2 (8.144) Vextra (r) = h2 extra2 2Mr has therefore the radial amplitude (8.143) with =
2 (l + D/2 1)2 + lextra .
(8.145)
For a nite number N + 1 of time slices, the radial amplitude is known from the angular momentum expansion of the nite-N oscillator amplitude (2.192) in its obvious extension to D dimensions. It can also be calculated directly as in Appendix 2B by a successive integration of (8.131), using formula (8.14). The iteration formulas are the Euclidean analogs of those derived in Appendix 2B, with the prefactor of the 2 2 2 2 amplitude being 2N1 NN +1 rb ra , with the exponent aN +1 (rb + ra )/ , and with h the argument of the Bessel function 2bN +1 rb ra / . In this way we obtain precisely the h expression (8.143), except that sinh[(b a )] is replaced by sinh[ (N +1) ] / sinh and cosh[(b a )] by cosh[ (N + 1) ].
8.7
Particle near the Surface of a Sphere in D Dimensions
With the insight gained in the previous sections, it is straightforward to calculate exactly a certain class of auxiliary path integrals. They involve only angular variables and will be called path integrals of a point particle moving near the surface of a sphere in D dimensions. The resulting amplitudes lead eventually to the physically more relevant amplitudes describing the behavior of a particle on the surface of a sphere. On the surface of a sphere of radius r, the position of the particle as a function of time is specied by a unit vector u(t). The Euclidean action is A= M 2 r 2
b a
d u2 ( ).
(8.146)
640
The precise way of time-slicing this action is not known from previous discussions. It cannot be deduced from the time-sliced action in Cartesian coordinates, nor from its angular momentum decomposition. A new geometric feature makes the previous procedures inapplicable: The surface of a sphere is a Riemannian space with nonzero intrinsic curvature. Sections 1.13 to 1.15 have shown that the motion in a curved space does not follow the canonical quantization rules of operator quantum mechanics. The same problem is encountered here in another form: Right in the beginning, we are not allowed to time-slice the action (8.146) in a straightforward way. The correct slicing is found in two steps. First we use the experience gained with the angular momentum decomposition of time-sliced amplitudes in a Euclidean space to introduce and solve the earlier mentioned auxiliary time-sliced path integral near the surface of the sphere. In a second step we shall implement certain corrections to properly describe the action on the sphere. At the end, we have to construct the correct measure of path integration which will not be what one naively expects. To set up the auxiliary path integral near the surface of a sphere we observe that the kinetic term of a time slice in D dimensions M 2
N +1 n=1 2 2 (rn + rn1 2rn rn1 cos n )
(8.147)
decomposes into radial and angular parts as M 2

N +1 n=1 2 2 (rn + rn1 2rn rn1 ) +
M 2
N +1 n=1
2rn rn1 (1 cos n ).
(8.148)
The angular factor can be written as M 2

N +1 n=1
rn rn1 ( n xn1 )2 , x
(8.149)
where xn , xn1 are the unit vectors pointing in the directions of xn , xn1 [recall (8.110)]. Restricting all radial variables rn to the surface of a sphere of a xed radius r and identifying x with u leads us directly to the time-sliced path integral near the surface of the sphere in D dimensions: (ub b |ua a ) 1 2 /Mr 2 h
D1 N n=1
dun 2 /Mr 2 h
D1 exp
1 AN , h
(8.150)
with the sliced action AN =
M 2 N +1 r (un un1 )2 . 2 n=1
(8.151)
The measure dun denotes innitesimal surface elements on the sphere in D dimensions [recall (8.115)]. Note that although the endpoints un lie all on the sphere, the paths remain only near the sphere since the path sections between the points leave
8.7 Particle near the Surface of a Sphere in D Dimensions
641
the surface and traverse the embedding space along a straight line. This will be studied further in Section 8.8. As mentioned above, this amplitude can be solved exactly. In fact, for each time interval , the exponential exp Mr 2 Mr 2 (un un1 )2 = exp (1 cos n ) 2 h h
(8.152)
can be expanded into spherical harmonics according to formulas (8.100)(8.101), exp Mr 2 (un un1 )2 = 2 h al (h)
l=0
l + D/2 1 1 (D/21) C (cos n ) D/2 1 SD l

Ylm (un )Ylm (un1 ), m
=
l=0
al (h)
(8.153)
Mr 2 2 (D1)/2 Il+D/21 (h), h = . (8.154) h h For each adjacent pair (n + 1, n), (n, n 1) of such factors in the sliced path integral, the integration over the intermediate un variable can be done using the orthogonality relation (8.114). In this way, (8.150) produces the time-sliced amplitude al (h) = (ub b |ua a ) = h 2
(N +1)(D1)/2
where
al (h)N +1
l=0 m
Ylm (ub )Ylm (ua ).
(8.155)
We now go to the continuum limit N , (8.11)] h 2

(N +1)(D1)/2 N +1
= (b a )/(N + 1) 0, where [recall

N +1
Mr 2 al (h) = Il+D/21 h 0 (l + D/2 1)2 1/4 exp (b a ) h . 2Mr 2
(8.156)
Thus, the nal time evolution amplitude for the motion near the surface of the sphere is
(ub b |ua a ) = with
l=0
exp
hL2 (b a ) 2Mr 2
Ylm (ub )Ylm (ua ), m
(8.157)
For D = 3, this amounts to an expansion in terms of associated Legendre polynomials hL2 2l + 1 exp (b a ) (ub b |ua a ) = 4 2Mr 2 l=0 (l m)! m Pl (cos b )Plm (cos a )eim(b a ) . (l + m)! m=l
l
L2 (l + D/2 1)2 1/4.
(8.158)
(8.159)
642
If the initial point lies at the north pole of the sphere, this simplies to (ub b |a a ) = z hL2 2l + 1 exp (b a ) Pl (cos b )Pl (1), 4 2Mr 2 l=0
(8.160)
where Pl (1) = 1. By rotational invariance the same result holds for arbitrary directions of ua , if b is replaced by the dierence angle between ub and ua . In four dimensions, the most convenient expansion uses again the representation functions of the rotation group, so that (8.157) reads
(ub b |ua a ) =
l=0
exp
hL2 (b a ) 2Mr 2
(8.161)
l+1 l/2 D l/2 (n , n , n )Dm1 m2 (n1 , n1 , n1). 2 2 m1 ,m2 =l/2 m1 m2 These results will be needed in Sections 8.9 and 10.4 to calculate the amplitudes on the surface of a sphere. First, however, we extract some more information from the amplitudes near the surface of the sphere.
l/2
8.8
Angular Barriers near the Surface of a Sphere
In Section 8.5 we have projected the path integral of a free particle in three dimensions into a state of xed angular momentum l nding a radial path integral containing a singular potential, the centrifugal barrier. This could not be treated via the standard time-slicing formalism. The projection of the path integral, however, supplied us with a valid time-sliced action and yielded the correct amplitude. A similar situation occurs if we project the path integral near the surface of a sphere into a xed azimuthal quantum number m. The physics very near the poles of a sphere is almost the same as that on the tangential surfaces at the poles. Thus, at a xed two-dimensional angular momentum, the tangential surfaces contain centrifugal barriers. We expect analogous centrifugal barriers at a xed azimuthal quantum number m near the poles of a sphere at a xed azimuthal quantum number m. These will be called angular barriers.
8.8.1
Angular Barriers in Three Dimensions
Consider rst the case D = 3 where the azimuthal decomposition is (ub b |ua a ) = (sin b b | sin a a )m 1 im(b a ) e . 2 (8.162)
It is convenient to introduce also the dierently normalized amplitude (b b |a a )m sin b sin a (sin b b | sin a a )m , (8.163)
8.8 Angular Barriers near the Surface of a Sphere
643
in terms of which the expansion reads (ub b |ua a ) =

m
1 1 (b b |a a )m eim(b a ) . 2 sin b sin a 1 (b a ) sin a
(8.164)
While the amplitude (sin b b | sin a a )m has the equal-time limit (sin b | sin a )m = (8.165)
corresponding to the invariant measure of the -integration on the surface of the sphere d sin , the new amplitude (b b |a )m has the limit (b |a )m = (b a ) (8.166) with a simple -function, just as for a particle moving on the coordinate interval (0, 2) with an integration measure d. The renormalization is analogous to that of the radial amplitudes in (8.9). The projected amplitude can immediately be read o from Eq. (8.157): (b b |a a )m = sin b sin a
l=m
exp
hl(l + 1) (b a ) 2Ylm (b , 0)Ylm (a , 0). 2Mr 2
(8.167)
In terms of associated Legendre polynomials [recall (8.84)], this reads (b b |a a )m = sin b sin a hl(l + 1) (b a ) 2Mr 2 l=m (2l + 1) (l m)! m P (cos b )Plm (cos a ). 2 (l + m)! l exp
(8.168)
Let us look at the time-sliced path integral associated with this amplitude. We start from Eq. (8.150) for D = 3, 1 (ub b |ua a ) 2 /Mr 2 h and use the addition theorem cos n = cos n cos n1 + sin n sin n1 cos(n n1 ) to expand the exponent as exp Mr 2 Mr 2 (un un1 )2 = exp (1 cos n ) 2 h h Mr 2 (1 cos n cos n1 sin n sin n1 ) = exp h 1 Im (hn )eim(n n1 ) , 2hn m= (8.170)
N n=1
d cos n dn 1 exp AN , 2 2 /Mr h h
(8.169)
(8.171)
644 where hn is dened as
Mr 2 sin n sin n1 . (8.172) h By doing successively the n -integrations, we wind up with the path integral for the projected amplitude hn (b b |a a )m 1 2 h/Mr 2
N +1 n=1 N n=1
dn 2 h/Mr 2
where AN is the sliced action m AN = m

N +1 n=1
exp
1 AN , h m
(8.173)
Mr 2
[1 cos(n n1 )] h log Im (hn ) .
(8.174)
For small , this can be approximated (setting n n n1 ) by AN m
Mr 2 1 h2 m2 1/4 2 4 , (8.175) (n ) (n ) + . . . + 22 12 2Mr 2 sin n sin n1

b a
with the continuum limit Am = d Mr 2 2 h2 h2 m2 1/4 + . 2 2 8Mr 2Mr 2 sin2 (8.176)
This action has a 1/ sin2 -singularity at = 0 and = , i.e., at the north and south poles of the sphere, whose similarity with the 1/r 2 -singularity of the centrifugal barrier justies the name angular barriers. By analogy with the problems discussed in Section 8.2, the amplitude (8.173) with the naively time-sliced action (8.175) does not exist for m = 0, this being the path collapse problem to be solved in Chapter 12. With the full time-sliced action (8.174), however, the path integral is stable for all m. In this stable expression, the successive integration of the intermediate variables using formula (8.14) gives certainly the correct result (8.168). To do such a calculation, we start out from the product of integrals (8.173) and expand in each factor Im (hn ) with the help of the addition theorem 2 cos n cos n1 Im ( sin n sin n1 ) e (l m)! m = Il+1/2 ()(2l + 1) P (cos n )Plm (cos n1 ), (l + m)! l l=m
(8.177)
where Mr 2 / . This theorem follows immediately from a comparison of two h expansions e(1cos n ) = e[1cos n cos n1 sin n sin n1 cos(n n1 )] (8.178) 1 Im ( sin n sin n1 )eim(n n1 ) , 2 sin n sin n1 m= e(1cos n ) = e 2
(2l + 1)Il+1/2 ()Pl (cos n ).

l=0
(8.179)
645
The former is obtained with the help (8.5), the second is taken from (8.83). After the comparison, the Legendre polynomialis expanded via the addition theorem (8.85), which we rewrite with (8.84) as Pl (cos n ) = (l m)! m Pl (n )Plm (n1 )eim(n n1 ) . m=l (l + m)!
l
(8.180)
We now recall the orthogonality relation (8.50), rewritten as

1 1
d cos m (l + m)! 2 m ll . 2 Pl (cos )Pl (cos ) = (l m)! 2l + 1 sin
(8.181)
This allows us to do all angular integrations in (8.174). The result (b b |a a )m = sin b sin a [Im+l+1/2 ()]N +1 (8.182)
l=m
(2l + 1) (l m)! m P (cos b )Plm (cos a ) 2 (l + m)! l
is the solution of the time-sliced path integral (8.173). In the continuum limit, [Im+l+1/2 ()]N +1 is dominated by the leading asymptotic term of (8.12) so that [Im+l+1/2 ()]N +1 exp h L2 (b a ) , 2Mr 2 (8.183)
leading to the previously found expression (8.168). We have gone through this calculation in detail for the following purpose. Later applications will require an analytic continuation of the path integral from integer values of m to arbitrary real values 0. With the present calculation, such a continuation is immediately possible by rewriting (8.182) with the help of the relation (l + m)! Plm (z) = ()m Plm (8.184) (l m)! as
(b b |a a ) =
sin b sin a
[In++1/2 ()]N +1 (8.185)
n=0
(2n + 2 + 1) (n + 2)! Pn+ (cos b )Pn+ (cos a ). 2 n!
Here, can be an arbitrary real number if the factorials (n + 2)! and n! are dened as (n + 2 + 1) and (n + 1). In the continuum limit, (8.185) becomes
(b b |a a ) =
sin b sin a
n=0
exp
h(n + )(n + + 1) (b a ) 2Mr 2 (8.186)
(2n + 2 + 1) (n + 2)! Pn+ (cos b )Pn+ (cos a ). 2 n!
646
We prove this to solve the time-sliced path integral (8.173) for arbitrary real values of m = [4] by using the addition theorem10 (sin sin )

J (z sin sin )e
iz cos cos
22+1 2 ( + 1/2) = 2z (8.187)
in n!(n + + 1/2) (+1/2) (+1/2) Jn++1/2 (z)Cn (cos )Cn (cos ). (n + 2 + 1) n=0
After substituting z by ei/2 this turns into (sin sin ) I ( sin sin ) exp( cos cos ) =
22+1 2 ( + 1/2) 2 (8.188)
n!(n + + 1/2) (+1/2) (+1/2) In++1/2 ()Cn (cos )Cn (cos ). (n + 2 + 1) n=0
(+1/2) The Gegenbauer polynomials Cn (z) can be expressed, for arbitrary , by means (,) of Eq. (8.105) in terms of Jacobi polynomials Pn , and these further in terms of Legendre functions Pn+ , using the formula (,) Pn (z) = (2)
(n + )! (1 z 2 )/2 Pn+ (z). n!

/2 Pn+ (z).
(8.189)
Thus11
(+1/2) Cn (z)
(n + 2 + 1)( + 1) 1 z 2 = (2 + 1)n! 4
(8.190)
We can now perform the integrations in the time-sliced path integral by means of the known continuation of the orthogonality relation (8.181) to arbitrary real values of :
1 1
d cos n! 2 nn . 2 Pn+ (cos )Pn + (cos ) = (n + 2)! 2n + 1 + 1 sin
(8.191)
m Note that for noninteger , the Legendre functions Pn+m (cos ) are no longer polynomials as in (1.417). Instead, they are dened in terms of the hypergeometric function as follows: P (z) =
1+z 1 (1 ) 1 z
/2
F (, + 1; 1 ; (1 z)/2).
(8.192)
The integral formula (8.191) is a consequence of the orthogonality of the Gegenbauer polynomials (8.103), which is applied here in the form
1 1
10
(+1/2) dz (1 z 2 ) Cn (z)Cn
(+1/2)
(z) = nn
22 (2 + 2 + n) . n!(n + )[( + 1/2)]2
(8.193)
G.N. Watson, Theory of Bessel Functions, Cambridge University Press, 1952, Ch. 11.6, Eq. (11.9). 11 I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 8.936.
647
Using (8.188), (8.190) and (8.191), the integrals in the product (8.206) can all be performed as before, resulting in the amplitude (8.185) with the continuum limit (8.186), both valid for arbitrary real values of m = 0. The continuation to arbitrary real values of has an important application: The action (8.176) of the projected motion of a particle near the surface of the sphere coincides with the action of a particle moving in the so-called Pschl-Teller potential o [5]: h2 s(s + 1) V () = (8.194) 2Mr 2 sin2 with the strength parameter s = m 1/2. After the continuation of arbitrary real m = 0, the amplitude (8.186) describes this system for any potential strength. This fact will be discussed further in Chapter 14 where we develop a general method for solving a variety of nontrivial path integrals. Note that the amplitude (sin b b | sin a a )m satises the Schrdinger equation o h2 1 1 d d m2 + h (sin | sin a a )m sin + Mr 2 2 sin d d 2 sin2 = h( a )(cos cos a ).
(8.195)
This follows from the dierential equation obeyed by the Legendre polynomials Plm (cos ) in (8.87). The new amplitude ( |a a )m , on the other hand, satises the equation [corresponding to that of sin Plm (cos ) in the footnote to Eq. (8.87)] h2 1 d 1 m2 1/4 + h ( |a a )m = h( a )( a ). (8.196) + Mr 2 2 d2 8 2 sin2
8.8.2
Angular Barriers in Four Dimensions
In four dimensions, the angular momentum decomposition reads in terms of Euler angles [see (8.161)]
(ub b |ua a ) =
l=0
exp
hL2 (b a ) 2Mr 2 (8.197)
l+1 dl/2 (b )dl/2 m2 (a )eim1 (b a )+im2 (b a ) , m1 2 2 m1 m2 =l/2 m1 m2 with L2 (l + 1)2 1/4 = 4(l/2)(l/2 + 1) + 3/4
l/2
(8.198)
and m1 , m2 running over integers or half-integers depending on l/2. We now dene the projected amplitudes by the expansion (ub b |ua a ) = 8 (sin b b | sin a a )m1 m2 1 im1 (b a ) 1 im2 (b a ) e e . 2 4 (8.199)
m1 m2
648
As in (8.163), it is again convenient to introduce the dierently normalized amplitude (b b |a a )m dened by (b b |a a )m1 m2 sin b sin a (sin b b | sin a a )m1 m2 , (8.200)
in terms of which the expansion becomes [compare (8.162)] (ub b |ua a ) = 1 8 1 (b b |a a )m1 m2 eim(b a ) eim(b a ) . 2 4 sin b sin a (8.201)
A comparison with (8.197) gives immediately the projected amplitude (b b |a a )m1 m2 =

l
sin b sin a
(8.202)
exp
h[(l + 1)2 1/4] l + 1 l/2 (b a ) dm1 m2 (b )dl/2 m2 (a ), m1 2 2Mr 2
in which l is summed in even steps from the larger value of |2m1 |, |2m2 | to innity. Let us write down the time-sliced path integral leading to this amplitude. According to (8.150)(8.152), it is given by (ub b |ua a ) 1 2 /Mr 2 h
3 n=1 N
0 0
2 0
dn sin n dn dn 8 2 /Mr 2 h
3
exp
1 AN . h (8.203)
In each time slice we make use of the addition theorem (8.128) and expand the exponent with (8.6) as exp Mr 2 Mr 2 (un un1 )2 = exp (1 cos n ) 2 h h Mr 2 [1 cos(n /2) cos(n1 /2) sin(n /2) sin(n1 /2)] = exp 2 h 1 1 (8.204) I|m1 +m2 | (hc )I|m1 m2 | (hs ) n n c s m ,m = 2hn 4hn 1 2 exp{im1 (n n1 ) + im2 (n n1 )}, where hc and hs are given by n n hc = n Mr 2 cos(n /2) cos(n1 /2), h hs = n Mr 2 sin(n /2) sin(n1 /2). h (8.205)
By doing successively the n - and n -integrations, we wind up with the path integral for the projected amplitude (b b |a a )m1 m2 1 2 h/4Mr 2
N n=1
dn 2 h/4Mr 2
exp
1 AN 1 m2 , (8.206) h m
649
where AN 1 m2 is the sliced action m

N +1
AN 1 m2 = m
Mr 2
n=1
[1 cos[(n n1 )/2] (8.207)
h log I|m1 +m2 | (hc ) h log I|m1 m2 | (hs ) . n n For small , this can be approximated (setting n n n1 ) by
N +1
AN 1 m2 m
n=1
Mr 2 1 [(n /2)2 (n /2)4 + . . .] 22 12
h2 (m1 + m2 )2 1/4 (m1 m2 )2 1/4 h2 + , (8.208) 2Mr 2 cos(n /2) cos(n1 /2) 2Mr 2 sin(n /2) sin(n1 /2)
with the continuum limit Am1 m2 =

b a
h2 h2 |m1 + m2 |2 1/4 Mr 2 2 + 2 8 8Mr 2Mr 2 cos2 (/2) h2 |m1 m2 |2 1/4 + 2Mr 2 sin2 (/2) . (8.209)
After introducing the auxiliary mass = M/4 (8.210)
and rearranging the potential terms, we can write the action equivalently as Am1 m2 =
b a
r 2 2 h2 h2 m2 + m2 1/4 2m1 m2 cos 1 2 + . (8.211) 2 2 2 32r 2r sin2
Just as in the previous system, this action contains an angular barrier 1/ sin2 at = 0, and = , so that the amplitude (8.206) with the naively time-sliced action (8.175) does not exist for m1 = m2 or m1 = m2 , due to path collapse. Only with the properly time-sliced action (8.207) is the path integral stable and solvable by successive integrations with the result (8.202). As before, the path integral (8.206) is initially only dened and solved by (8.202) if both m1 and m2 have integer or half-integer values. The path integral and its solution can, however, be continued to arbitrary real values of m1 = 1 0 and its m2 = 2 0. For this we rewrite (8.202) in the form [4] (b b |a a )1 2 =
sin b sin a
(8.212)
h[(n + 1 + 1)2 1/4] n + 1 + 1 n+1 exp (b a ) d1 2 (b )dn+1 (a ), 1 2 2 2Mr 2 n=0
650
assuming that 1 2 . The products of the rotation functions d1 2 () have a well-dened analytic continuation to arbitrary real values of the indices 1 , 2 , , as can be seen by expressing them in terms of Jacobi polynomials via formula (1.443). To perform the path integral in the analytically continued case, we use the expansion valid for all + , ,12 z J (z cos cos )J (z sin sin ) = cos+ cos+ sin sin 2 +
(1)n (+ + + 2n + 1)J+ + +2n+1 (z)

n=0
(n + + + + 1)(n + + 1) n!(n + + + 1)[( + 1)]2 F (n, n + + + + 1; + 1; sin2 ) F (n, n + + + + 1; + 1; sin2 )
(8.213)
with Mr 2 / . The hypergeometric functions appearing on the right-hand side h have a rst argument with a negative integer value. They are therefore proportional ( to the Jacobi polynomials Pn ,+ ) :
( Pn ,+ ) (x) =
1 (n + + 1) F (n, n + + + + 1; 1 + ; (1 x)/2) (8.214) n! ( + 1)
( ( [recall (1.443) and the identity Pn ,+ ) (x) = ()n Pn ,+ ) (x)]. Inserting z = i, = n /2, = n1 /2, and expressing the Jacobi polynomials in terms of rotation functions continued to real-valued 1 , 2 , we obtain from (8.213) for 1 2
I+ cos
n n n1 n1 I sin sin cos 2 2 2 2 4 (n + 1 + 2 )!(n + 1 2 )! n+1 n+ d1 2 (n )d1 21 (n1 ). (8.215) = I2n++ + +1 () n=0 (n + 21 )!n!
Now we make use of the orthogonality relation [compare (1.452)]

1 1 n d cos dn+1 ()d1+1 () = nn 2 1 2
2 , 2n + 1
(8.216)
which for real 1 , 2 follows from the corresponding relation for Jacobi polynomials13
1 1 ( dx (1 x) (1 + x)+ Pn ,+ ) (x)Pn ( ,+ )
(x) (8.217)
= nn
12 13
2+ + +1 (+ + n + 1)( + n + 1) , n!(+ + + 1 + 2n)(+ + + n + 1)
G.N. Watson, op. cit., Chapter 11.6, Gl. (11.6), (1). I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 7.391.
651
valid for Re + > 1 , Re > 1. Performing all n -integrations in (8.206) yields the time-sliced amplitude
(b b |a a )1 2 =
sin b sin a
n=0
N +1 I2n++ + +1 () dn+1 (b )dn+1 (a ), (8.218) 1 2 1 2
valid for all real 1 2 0. In the continuum limit, this becomes
(b b |a a )1 2 = with
sin b sin a
n=0
h n+ eEn (b a )/ dn+1 (b )d1 21 (a ), 1 2
(8.219)
En =
h [(2n + + + + 1)2 1/4], 2Mr 2
(8.220)
which proves (8.212). Apart from the projected motion of a particle near the surface of the sphere, the amplitude (8.212) describes also a particle moving in the general Pschl-Teller o 14 potential h2 s1 (s1 + 1) s2 (s2 + 1) . (8.221) + VPT () = 2Mr 2 sin2 (/2) cos2 (/2) Due to the analytic continuation to arbitrary real m1 , m2 the parameters s1 and s2 are arbitrary with the potential strength parameters s1 = m1 + m2 1/2 and s2 = m1 m2 1/2. This will be discussed further in Chapter 14. Recalling the dierential equation (1.451) satised by the rotation functions l/2 dm1 m2 (), we see that the original projected amplitude (8.206) obeys the Schrdinger o equation h2 1 d d 3 m2 + m2 2m1 m2 cos 2 + h sin + + 1 2r 2 sin d d 16 sin2 (sin | sin a a )m1 m2 = h( a )(cos cos a ).
(8.222)
The extra term 3/16 is necessary to account for the energy dierence between the motion near the surface of a sphere in four dimensions, whose energy is ( 2 /2r 2 )[(l/2)(l/2 + 1) + 3/16] [see (8.157)], and that of a symmetric spinning h top with angular momentum L = l/2 in three dimensions, whose energy is ( 2 /2r 2 )(l/2)(l/2 + 1), as shown in the next section in detail. h The amplitude (b b |a a )m1 m2 dened in (8.200) satises the dierential equation d2 h2 m2 + m2 1/4 2m1 m2 cos 1 2 2 + 1 2r 2 d 16 sin2 ( |a a )m1 m2 = h( a )( a ). + h (8.223)
This is, of course, precisely the Schrdinger equation associated with the action o (8.211).
14
See Footnote 15.
652
8.9
Motion on a Sphere in D Dimensions
The wave functions in the time evolution amplitude near the surface of a sphere are also correct for the motion on a sphere. This is not true for the energies, for which the amplitude (8.157) gives h2 (L2 )l , (8.224) El = 2Mr 2 2 with (8.225) (L2 )l = (l + D/2 1)2 1/4, l = 0, 1, 2, . . . . 2 As we know from Section 1.14, the energies should be equal to El = h2 2 (L )l , 2Mr 2 (8.226)
where (L2 )l denotes the eigenvalues of the square of the angular momentum operator. In D dimensions, the eigenvalues are known from the Schrdinger theory to be o (L2 )l = l(l + D 2), l = 0, 1, 2, . . . . (8.227)
Apart from the trivial case D = 1, the two energies are equal only for D = 3, where (L2 )l (L2 )l = l(l + 1). For all other dimensions, we shall have to remove the 2 dierence (L2 )l L2 L2 = 2 2 1 D 1 4 2
2
(D 1)(D 3) . 4
(8.228)
The simplest nontrivial case where the dierence appears is for D = 2 where the role of l is played by the magnetic quantum number m and (L2 )m = m2 1/4, whereas 2 the correct energies should be proportional to (L2 )m = m2 . Two changes are necessary in the time-sliced path integral to nd the correct energies. First, the time-sliced action (8.151) must be modied to measure the proper distance on the surface rather than the Euclidean distance in the embedding space. Second, we will have to correct the measure of path integration. The modication of the action is simply M 2 N +1 (n )2 AN sphere = r , (8.229) on 2 n=1 in addition to AN = M r2
N +1 n=1
(1 cos n ).
(8.230)
Since the time-sliced path integral was solved exactly with the latter action, it is convenient to expand the true action around the solvable one as follows: AN sphere = on M
N +1
r2
n=1
(1 cos n ) +
1 (n )4 . . . . 24
(8.231)
8.9 Motion on a Sphere in D Dimensions
653
There is no need to go to higher than the fourth order in n , since these do not contribute to the relevant order . For D = 2, the correction of the action is sucient to transform the path integral near the surface of the sphere into one on the sphere, which in this reduced dimension is merely a circle. On a circle, n = n n1 and the measure of path integration becomes 1 2 /Mr 2 h
N +1 n=1 /2 /2
dn 2 /Mr 2 h
(8.232)
The quartic term (n )4 = (n n1 )4 can be replaced according to the rules of perturbation theory by its expectation [see (8.62)] (n )4 The correction term in the action qu A = has, therefore, the expectation qu A
N 0 N 0
=3
h . Mr 2
(8.233)
N +1
2 n=1
1 (n )4 24
(8.234)
h2 /4 . = (N + 1) 2Mr 2
(8.235)
This supplies precisely the missing term which raises the energy from the near -thesurface value Em = h2 (m2 1/4)/2Mr 2 to the proper on-the-sphere value Em = h2 m2 /2Mr 2 . In higher dimensions, the path integral near the surface of a sphere requires a second correction. The dierence (8.228) between L2 and L2 is negative. Since the 2 expectation of the quartic correction term alone is always positive, it can certainly not explain the dierence.15 Let us calculate rst its contribution at arbitrary D. For very small , the uctuations near the surface of the sphere lie close to the D 1 -dimensional tangent space. Let xn be the coordinates in this space. Then we can write the quartic correction term as qu AN M
N +1 n=1
1 (xn )4 , 24r 2
(8.236)
where the components (xn )i have the correlations (xn )i (xn )j

15
h ij . M
(8.237)
This was claimed by G. Junker and A. Inomata, in Path Integrals from meV to MeV, edited by M.C. Gutzwiller, A. Inomata, J.R. Klauder, and L. Streit (World Scientic, Singapore, 1986), p.333.
654
Thus, according to the rule (8.62), qu AN has the expectation A

N 0
h2 = (N + 1) qu L2 , 2 2Mr 2
(8.238)
where qu L2 is the contribution of the quartic term to the value L2 : 2 2 qu L2 = 2 D2 1 . 12 (8.239)
This result is obtained using the contraction rules for the tensor xi xj xk xl
0
h M
(ij kl + ik jl + il jk ),
(8.240)
which follow from the integrals (8.63). Incidentally, the same result can also be derived in a more pedestrian way: The term (xn )4 can be decomposed into D 1 quartic terms of the individual components xni , and (D 1)(D 2) mixed quadratic terms (xni )2 (xnj )2 with i = j. The former have an expectation (D 1) 3( h/Mr)2 , the latter (D 1)(D 2) ( h/Mr)2 . When inserted into (8.236), they lead to (8.238). Thus we remain with a nal dierence in D dimensions: 1 f L2 = L2 qu L2 = (D 1)(D 2). 2 2 2 3 (8.241)
This dierence can be removed only by the measure of the path integral. Near the sphere we have used the measure
N n=1
D1
un
2 /Mr 2 h
D1 .
(8.242)
In Chapter 10 we shall argue that this measure is incorrect. We shall nd that the measure (8.242) receives a correction factor
N
1+
n=1
D2 (n )2 6
(8.243)
[see the factor (1 + iAJ ) of Eq. (10.150)]. Setting (n )2 = (xn /r)2 , the expectation of this factor becomes
N
1+
n=1
(D 2)(D 1) h 2 6r M
(8.244)
corresponding to a correction term in the action AN f

0
= (N + 1)
h2 f L2 , 2 2Mr 2
(8.245)
8.9 Motion on a Sphere in D Dimensions
655
with f L2 given by (8.241). This explains the remaining dierence between the 2 eigenvalues (L2 )l and (L)2 . l In summary, the time evolution amplitude on the D-dimensional sphere reads [6] hL2 Ylm (ub )Ylm (ua ), (8.246) (b a ) (ub b |ua a ) = exp 2Mr 2 m l=0 with L2 = l(l + D 2), (8.247)
which are precisely the eigenvalues of the squared angular momentum operator of Schrdinger quantum mechanics. For D = 3 and D = 4, the amplitude (8.246) o coincides with the more specic representations (8.160) and (8.161), if L2 is replaced 2 by L2 . Finally, let us emphasize that in contrast to the amplitude (8.157) near the surface of the sphere, the normalization of the amplitude (8.246) on the sphere is dD1 ub (ub b |ua a ) = 1. This follows from the integral dD1ub
m Ylm (ub )Ylm (ua ) = l0 dD1 ub Y00 (ub )Y00 (ua )
(8.248)
= l0
dD1 ub 1/SD = l0 .
(8.249)
This is in contrast to the amplitude near the surface which satises dD1 ub (ub b |ua a ) = exp (D/2 1)2 1/4 (b a ) . 2r 2 (8.250)
We end this section with the following observation. In the continuum, the Euclidean path integral on the surface of a sphere can be rewritten as a path integral in at space with an auxiliary path integral over a Lagrange multiplier ( ) in the form16 (xb b |xa a ) =
i i
D 2 x( )
1 D( ) exp 2i h h
b a
M 2 ( ) 2 x + [x ( ) r 2 ] . 2 2r (8.251)
A naive time slicing of this expression would not yield the correct energy spectrum on the sphere. The slicing would lead to the product of integrals
N
(ub tb |ua ta )
16
dD xn
N n=1
n=1
dn 2i / h
exp
i N A , h
(8.252)
The eld-theoretic generalization of this path integral, in which is replaced by a d-dimensional spatial vector x, is known as the O(D)-symmetric nonlinear -model in d dimensions. In statistical mechanics it corresponds to the well-studied classical O(D) Heisenberg model in d dimensions.
656
with u x/|x| and the time-sliced action

N +1
AN =
n=1
M n 2 (xn xn1 )2 + (x r 2 ) . 2 2r n
(8.253)
Integrating out the n s would produce precisely the expression (8.150) with the action (8.151) near the surface of the sphere. The -functions arising from the n integrations would force only the intermediate positions xn to lie on the sphere; the sliced kinetic terms, however, would not correspond to the geodesic distance. Also, the measure of path integration would be wrong.
8.10
Path Integrals on Group Spaces
In Section 8.3, we have observed that the surface of a sphere in four dimensions is equivalent to the covering group of rotations in three dimensions, i.e., with the group SU(2). Since we have learned how to write down an exactly solvable timesliced path integral near and on the surface of the sphere, the equivalence opens up the possibility of performing path integrals for the motion of a mechanical system near and on the group space of SU(2). The most important system to which the path integral on the group space of SU(2) can be applied is the spinning top, whose Schrdinger quantum mechanics was discussed in Section 1.15. Exploiting the above o equivalence we are able to describe the same quantum mechanics in terms of path integrals. The theory to be developed for this particular system will, after a suitable generalization, be applicable to systems whose dynamics evolves on any group space. First, we discuss the path integral near the group space using the exact result of the path integral near the surface of the sphere in four dimensions. The crucial observation is the following: The time-sliced action near the surface AN = Mr 2 M 2 N +1 (un un1 )2 = r 2 n=1
N +1 n=1
(1 cos n )
(8.254)
can be rewritten in terms of the group elements g(, , ) dened in Eq. (8.122) as AN = with the obvious notation gn = g(n , n , n ). This follows after using the explicit matrix form for g, which reads g(, , ) = exp(i3 /2) exp(i2 /2) exp(i3 /2) ei/2 0 cos(/2) sin(/2) = i/2 sin(/2) cos(/2) 0 e (8.257) e
i/2
N +1
r2
n=1
1 1 1 tr(gn gn1 ) , 2
(8.255)
(8.256)
0 e
i/2
8.10 Path Integrals on Group Spaces
657
After a little algebra we nd 1 1 tr(gn gn1 ) = cos(n /2) cos(n1 /2) cos[(n n1 + n n1 )/2] 2 + sin(n /2) sin(n1 /2) cos[(n n1 n + n1 )/2],
(8.258)
just as in (8.128). The invariant group integration measure is usually dened to be normalized to unity, i.e., dg 1 16 2
0 0 2 0 4
d sin dd =
1 2 2
d3 u = 1.
(8.259)
We shall renormalize the time evolution amplitude (ub b |ua a ) near the surface of the four-dimensional sphere accordingly, making it a properly normalized amplitude for the corresponding group elements (gb b |ga a ). Thus we dene (ub b |ua a ) 1 (gb b |ga a ). 2 2 (8.260)
The path integral (8.150) then turns into the following path integral for the motion near the group space [compare also (8.203)]: (gb b |ga a ) 2
2 3 n=1 N
2 /Mr 2 h
2 dgn 2 /Mr 2 h
3 exp
1 AN . h
(8.261)
Let us integrate this expression within the group space language. For this we expand the exponential as in (8.130): Mr 2 1 1 exp 1 tr(gn gn1 ) h 2

=
l=0
al (h)
l + 1 (1) C (cos n ) 2 2 l
(8.262)
=
l=0
al (h)
l/2 l+1 l/2 D l/2 (n , n , n )Dm1 m2 (n1 , n1 , n1 ). 2 2 m1 ,m2 =l/2 m1 m2
In general terms, the right-hand side corresponds to the well-known character expansion for the group SU(2): exp h 1 1 1 tr(gn gn1 ) = (l + 1)Il+1(h)(l/2) (gn gn1 ). 2 h l=0 (8.263)
Here l/2 (g) are the so-called characters, the traces of the representation matrices of the group element g, i.e.,
l/2 (l/2) (g) = Dmm (g).
(8.264)
658
The relation between the two expansions is obvious if we use the representation l/2 properties of the Dm1 m2 functions and their unitarity to write
1 (l/2) (gn gn1 ) = Dmm (gn )Dmm (gn1 ). l/2 l/2
(8.265)
This leads directly to (8.262) [see also the footnote to (8.127)]. Having done the character expansion in each time slice, the intermediate group integrations can all be performed using the orthogonality relations of group characters
1 dg(L) (g1 g 1)(L ) (gg2 ) = LL
1 (L) 1 (g1 g2 ). dL
(8.266)
The result of the integrations is, of course, the same amplitude as before in (8.161):
(gb b |ga a ) =
l=0
exp
hL2 (b a ) 2Mr 2
l/2
(8.267)
(l + 1)
m1 ,m2 =l/2
l/2 l/2 Dm1 m2 (n , n , n )Dm1 m2 (n1 , n1 , n1).
Given this amplitude near the group space we can nd the amplitude for the motion on the group space, by adding to the energy near the sphere E = h2 [(l/2 + 1)2 1/4]/2Mr 2 the correction E = h2 L2 /2Mr 2 associated with Eq. (8.228). For 2 D = 4, L2 = (l/2)(l/2+1)+3/4 has to be replaced by L2 = L2 +L2 = (l/2)(l/2+1), 2 2 2 and the energy changes by 3 2 h . (8.268) E = 8M Otherwise the amplitude is the same as in (8.267) [6]. Character expansions of the exponential of the type (8.263) and the orthogonality relation (8.266) are general properties of group representations. The above timesliced path integral can therefore serve as a prototype for the quantum mechanics of other systems moving near or on more general group spaces than SU(2). Note that there is no problem in proceeding similarly with noncompact groups [7]. In this case we would start out with a treatment of the path integral near and on the surface of a hyperboloid rather than a sphere in four dimensions. The solution would correspond to the path integral near and on the group space of the covering group SU(1,1) of the Lorentz group O(2,1). The main dierence with respect to the above treatment would be the appearance of hyperbolic functions of the second Euler angle rather than trigonometric functions. An important family of noncompact groups whose path integral can be obtained in this way are the Euclidean groups [8] consisting of rotations and translations. Their Lie algebra comprises the momentum operators p, whose representation on the spatial wave functions has the Schrdinger form p = i . Thus, the canonical o h commutation rules in a Euclidean space form part of the representation algebra of these groups. Within a Euclidean group, the separation of the path integral into a radial and an azimuthal part is an important tool in obtaining all group representations.
8.11 Path Integral of Spinning Top
659
8.11
Path Integral of Spinning Top
We are now also in a position to solve the time-sliced path integral of a spinning top by reducing it to the previous case of a particle moving on the group space SU(2). Only in one respect is the spinning top dierent: the equivalent particle does not move on the covering space SU(2) of the rotation group, but on the rotation group O(3) itself. The angular congurations with Euler angles and +2 are physically indistinguishable. The physical states form a representation space of O(3) and the time evolution amplitude must reect this. The simplest possibility to incorporate the O(3) topology is to add the two amplitudes leading from the initial conguration a , a , a to the two identical nal ones b , b , b and b , b , b + 2. This yields the amplitude of the spinning top: (b , b , b b |b , b , b a )top = (b , b , b b |b , b , b a ) + (b , b , b + 2 b |b , b , b a ).
l/2
(8.269)
The sum eliminates all half-integer representation functions Dmm () in the expansion (8.267) of the amplitude. Instead of the sum we could have also formed another representation of the operation + 2, the antisymmetric combination (b , b , b b |b , b , b a )fermionic = (b , b , b b |b , b , b a ) (b , b , b + 2 b |b , b , b a ). (8.270)
Here the expansion (8.267) retains only the half-integer angular momenta l/2. As discussed in Chapter 7, half-integer angular momenta are associated with fermions such as electrons, protons, muons, and neutrinos. This is indicated by the subscript fermionic. In spite of this, the above amplitude cannot be used to describe a single fermion since this has only one xed spin l/2, while (8.270) contains all possible fermionic spins at the same time. In principle, there is no problem in also treating the non-spherical top. In the formulation near the group space, the gradient term in the action, 1
2
1 1 1 tr(gn gn1 ) , 2
(8.271)
has to be separated into time-sliced versions of the dierent angular velocities. In the continuum these are dened by a = itr (a g 1 ), a = , , . (8.272)
The gradient term (8.271) has the symmetric continuum limit a . With the dierent 2 moments of inertia I , I , I , the asymmetric sliced gradient term reads 1
2
1 1 1 1 I 1 tr(gn gn1 ) + I 1 tr(gn gn1) 2 2 1 1 + I 1 tr(gn gn1 ) 2
(8.273)
660
rather than (8.271). The amplitude near the top is an appropriate generalization of (8.267). The calculation of the correction term E, however, is more complicated than before and remains to be done, following the rules explained above.
8.12
Path Integral of Spinning Particle
The path integral of a particle on the surface of a sphere contains states of all integer angular momenta l = 1, 2, 3, . . . . The path integral on the group space 5 SU(2) contains also all half-integer spins s = 1 , 3 , 2 , . . . . 2 2 The question arises whether it is possible to set up a path integral which contains only a single spinning particle, for instance of spin s = 1/2. Thus we need a path integral which for each time slice spans precisely one irreducible representation space of the rotation group, consisting of the 2s + 1 states |s s3 for s3 = s, . . . , s. In order to sum over paths, we must parametrize this space in terms of a continuous variable. This is possible by selecting a particular spin state, for example the state |ss pointing in the z-direction, and rotating it into an arbitrary direction u = (sin cos , sin sin , cos ) with the help of some rotation, for instance | Rs (, )|ss eiS3 eiS2 |ss , (8.274)
where Si are matrix generators of the rotation group of spin s, which satisfy the commutation rules of the generators Li in (1.410). The states (8.274) are nonabelian versions of the coherent states (7.343). They can be expanded into the 2s + 1 spin states |s s3 as follows:
s
| =
s3 =s
|s s3 s s3 |R(, )|ss =
s s3 =s
|s s3 eis3 ds3 s (), s
(8.275)
where dj () are the representation matrices of eiS2 with angular momentum j mm given in Eq. (1.443). For s = 1/2, where the matrix dj mm has the form (1.444), the states (8.275) are
1 | = ei/2 cos /2| 2 1 2 1 ei/2 sin /2| 2 1 2
(8.276)
At this point it is useful to introduce the so-called monopole spherical harmonics dened by 2j + 1 im j j Ym q (, ) e dm q (). (8.277) 4 They satisfy the orthogonality relation
1 1
d cos
2 0
j j d Ym (, )Ym q (, ) = jj mm , q
(8.278)
and the completeness relation

j,m j j Ym q (, )Ym ( , ) = (cos cos )( ). q
(8.279)
8.12 Path Integral of Spinning Particle
661
We dene now the covariant looking states |u

s 2j + 1 | = |s s3 Yss (, ), 3s 4 s3 =s
(8.280)
and write the angular integral as an integral over the surface of the unit sphere:
1 1
d cos
2 0
d =
d3 u (u2 1)
du.
(8.281)
From (8.278) we deduce that the states |u are complete in the space of spin-s states:
s s
du |u u| = =
s3 =s s3 =s s s3 =s
|s s3
1 1
d cos
2 0
dYss (, )Yss s (, ) ss3| 3s 3 (8.282)
|s s3 s s3| = 1s .
The states are not orthogonal, however. Writing Yss s (, ) as Yss s (u), we see that 3 3
s s s
u|u =
s3 =s s3 =s
Yss s (u) s s3 |ss3 Yss s (u ) = 3 3
Yss s (u)Yss (u ). 3 3s
s3 =s
(8.283)
The right-hand side can be calculated as follows: 2j + 1 2j + 1 ss|eiS2 eiS3 ei S3 ei S2 |ss = ss|eisAS3 eiS2 |ss 4 4 s 2j + 1 isAS3 1 + u u 2j + 1 isAS3 s e dss () = e = , 4 4 2
(8.284)
where is the angle between u and u , and A(u, u , z) is the area of the spherical triangle on the unit sphere formed by the three points in the argument. For a radius R, the area is equal to R2 time the angular excess E of the triangle, dened as the amount by which the sum of the angles in the triangle is larger that . An explicit formula for E is the spherical generalization of Herons formula for the area A of a triangle [9]: A= s(s a)(s b)(s c), s = (a + b + c)/2 = semiperimeter. (8.285)
The angular excess on a sphere is tan E = 4 tan s s a s b s c tan tan tan , 2 2 2 2 (8.286)
where a , b , c are the angular lengths of the sides of the triangle and s = (a + b + c )/2 (8.287)
662
is the angular semiperimeter on the sphere. We can now set up a path integral for the scalar product (8.284):
N
ub |ua =
dun
n=1
ub |uN uN |uN 1 uN 1 | |u1 u1 |ua .
(8.288)
For large N, the intermediate un -vectors will all lie close to their neighbors and we can write approximately
s 2s + 1 iAn 2s + 1 iAn + 2 un (un un1 ) . (8.289) e [1 + 1 un (un un1 )]s e 2 4 4 Let us take this expression to the continuum limit. We introduce a time parameter labeling the chain of un -vectors by tn = n , and nd the small- approximation
un |un1
s 2s + 1 exp i s cos 4 4 |it | = = =
2 + sin2 2 + . . .
(8.290)
The rst term is obtained from the scalar product ss|eiS2 eiS3 it eiS3 eiS2 |ss ss|eiS2 eiS3 S3 eiS3 eiS2 + eiS3 S2 eiS2 |ss ss| (cos S3 sin S1 ) + S2 |ss = s cos .
(8.291)
This result is actually not completely correct. The reason is that the angular variables in the states (8.274) are cyclic variables. For integer spins, and are cyclic in 2, for half-integer spins in 4. Thus there can be jumps by 2 or 4 in these angles which do not change the states (8.274). In writing down the approximation (8.290) we must assume that we are at a safe distances from such singularities. If we get close to them, we must change the direction of the quantization axis. Keeping this in mind we can express the scalar product in the limit 0 by the path integral ub |ua = where
Du e h i tb ta
dt s cos h
(8.292)
Du is dened by the limit N of the product of integrals Du lim

N
2s + 1 N 4 n=1
dun .
(8.293)
The path integral xes the Hilbert space of the spin theory. It is the analog of the zero-Hamiltonian path integral in Eqs. (2.17) and (2.18). Comparing (8.292) with (2.18), we see that s cos plays the role of a canonically conjugate momentum of h the variable . For a specic spin dynamics we must add, as in (2.15), a Hamiltonian H(cos , ), and arrive at the general path integral representation for the time evolution amplitude of a spinning particle [10] (ub tb |ua ta ) = Du e
i
tb ta
dt [ s cos H(,)]/ h h
(8.294)
8.12 Path Integral of Spinning Particle
663
The above path integral has a remarkable property which is worth emphasizing. 1 For half-integer spins s = 2 , 3 , 5 , . . . it is able to describe the physics of a fermion in 2 2 terms of a eld theory involving a unit vector eld u which describes the direction of the spin state: u|S|u = ss|R1 (, )SR(, )|ss = Ri j (, ) ss|Sj |ss = su. (8.295)
This follows from the vector property of the spin matrices S. The matrices Ri j (, ) are the dening 3 3 matrices of the rotation group (the so-called adjoint representation). Thus we describe a fermion in terms of a Bose eld. The above path integral is only the simplest illustration for a more general phenomenon. In 1961, Skyrme pointed out that a certain eld conguration of pions is capable of behaving in many respects like a nucleon [11], in particular its fermionic properties. In two dimensions, Bose eld theories are even more powerful and can describe particles with any commutation rule, called anyons in Section 7.5. This will be shown in Chapter 16. In Chapter 10 we shall see that the action in (8.292) can be interpreted as the action of a particle of charge e on the surface of the unit sphere whose center contains a ctitious magnetic monopole of charge g = 4 cs/e. The associated h (g) vector potential A (u) will be given in Eq. (10A.59). Coupling this minimally to a particle of charge e as in Eq. (2.627) on the surface of the sphere yields the action A0 = e c
tb ta
A(g) (u) u = h s
tb ta
dt cos ,
(8.296)
where the magnetic ux is supplied to the monopole by two innitesimally thin ux tubes, the famous Dirac strings, one from below and one from above. The eld A(s) in (8.296) is the average of the two expressions in (10A.61) for g = 4 cs/e. h We can easily change the supply line to a single string from above, by choosing the states | R(, )|ss = eiS3 eiS2 eiS3 |ss = | eis , (8.297)
rather than | of Eq. (8.274) for the construction of the path integral. The physics is the same since the string is an artifact of the choice of the quantization axis. In terms of Cartesian coordinates, the action (8.296) with a ux supplied from the north pole can also be expressed in terms of the vector u(t) as [compare (10A.59)] A0 = hs dt u(t) z u(t). 1 uz (t) (8.298)
This expression is singular on the north pole of the unit sphere. The singularity can be rotated into an arbitrary direction n, leading to A0 = hs dt n u(t) u(t). 1 n u(t) (8.299)
664
If u gets close to n we must change the direction of n. The action (8.299) is referred to as Wess-Zumino action. In Chapter 10 we shall also calculate the curl of the vector potential A(g) of a monopole of magnetic charge g and nd the radial magnetic eld accompanied by a singular string contribution along the direction n of ux supply [compare (10A.54)]: B(g) = A(g) = g u 4g |u|
0
ds n (3) (u s n),
(8.300)
The singular contribution is an artifact of the description of the magnetic eld. The line from zero to innity is called a Dirac string. Since the magnetic eld has no divergence, the magnetic ux emerging at the origin of the sphere must be imported from somewhere at innity. In the eld (8.301) the eld is imported along the straight line in the direction u. Indeed, we can easily check that the divergence of (8.301) is zero. For a closed orbit, the interaction (8.296) can be rewritten by Stokes theorem as A0 = e c dt A(g) (t) u(t) = e c dS A(g) = e c dS B(g) , (8.301)
where dS runs over the surface enclosed by the orbit. This surface may or may not contain the Dirac string of the monopole, in which case A0 dier by 4ge/c. A path integral over closed orbits of the spinning particle ZQM =
h du ei(A0 +A)/ ,
(8.302)
is therefore invariant under changes of the position of the Dirac string if the monopole charge g satises the Dirac charge quantization condition ge = s, hc (8.303)
with s = half-integer or integer. Dirac was the rst to realize that as a consequence of quantum mechanics, an electrically charged particle whose charge satises the quantization condition (8.303) sees only the radial monopole eld in (8.301), not the eld in the string. The string can run along any line L without being detectable. This led him to conjecture that there could exist magnetic monopoles of a specic g, which would explain that all charges in nature are integer multiples of the electron charge [15]. More on this subject will be discussed in Section 16.2. In Chapter 10 we shall learn how to dene a monopole eld A(g) which is free of the articial string singularity [see Eq. (10A.58)]. With the new denition, the divergence of B is a -function at the origin: B(u) = 4g (3) (u). (8.304)
8.13 Berry Phase
665
8.13
Berry Phase
This phenomenon has a simple physical basis which can be explained most clearly by means of the following gedanken experiment. Consider a thin rod whose dynamics is described by a unit vector eld u(t) with an action A= M 2 dt u2 (t) V (u2 (t)) , u2 (t) 1, (8.305)
where u(t) is a unit vector along the rod. This is the same Lagrangian as for a particle on a sphere as in (8.146) (recall p. 655). Let us suppose that the thin rod is a solenoid carrying a strong magnetic eld, and containing at its center a particle of spin s = 1/2. Then (8.305) is extended by the action [13] A0 = dt (t) [i t + u(t) ] (t), h where i are the Pauli spin matrices (1.445). For large coupling strength and suciently slow rotations of the solenoid, the direction of the fermion spin will always be in the ground state of the magnetic eld, i.e., its direction will follow the direction of the solenoid adiabatically, pointing always along u(t). If we parametrize u(t) in terms of spherical angles (t), (t) as n = (sin cos , sin sin , cos ), the associated wave function satises u(t) (u(t)) = (1/2)(u(t)), and reads (u(t)) = ei(t)/2 cos (t)/2 ei(t)/2 sin (t)/2
Inserting this into (8.306) we obtain [compare (8.291)] A0 = 1 dt (u(t)) i t (u(t)) = h cos (t) (t) h(t). h 2 (8.308)
The action coincides with the previous expression (8.296). The angle (t) is called Berry phase [14]. In this simple model it is obvious why the bosonic theory of the solenoid behaves like a spin-1/2 particle: It simply inherits the physical properties of the enslaved spinor. The reason why it is a monopole eld that causes the spin-1/2 behavior will become clear in another way in Section 14.6. There we shall solve the path integral of a charged particle in a monopole eld and show that it behaves like a fermion if its charge e and the monopole charge g have half-integer products q eg/ c. h
8.14
Spin Precession
The Wess-Zumino action A0 adds an interesting kinetic term to the equation of motion of a solenoid. Extremizing A0 + A yields M u + u2 u = u V (u) A0 . u(t) (8.309)
(8.306)
(8.307)
666
The functional derivative of A0 is most easily calculated starting from the general expression in (8.296) h ui(t)
tb ta
dt A(g) u = h ui Aj uj t Ai =h
(g)
(g)
=h
ui Aj uj Ai
(g)
(g)
uj (8.310)
A(g) u .
i
Inserting here the curl of Eq. (8.301), while staying safely away from the singularity, the last term in (8.309) becomes hgu u, and the equation of motion (8.309) turns into M u + u2 u = u V (u) hg u u. (8.311) Multiplying this vectorially by u(t) we nd [15, 16] Mu u = u u V (u) hg u (u u) u u2 . Since u2 = 1, this reduces to Mu u hg u = u u V (u(t)). (8.313) (8.312)
If M is small we obtain for a particle of spin s, where g = s, the so-called LandauLifshitz equation [17, 18] hs u = u u V (u). (8.314) This is a useful equation for studying magnetization elds in ferromagnetic materials. The interaction energy of a spinning particle with an external magnetic eld has the general form Hint = B, = S, (8.315) where is the magnetic moment, S the vector of spin matrices, and the gyromagnetic ratio. Since u is the direction vector of the spin, we may identify the magnetic moment of the spin s as = s u, h (8.316) so that the interaction energy becomes Hint = s u B. h Inserting this for V (u) in (8.314) yields the equation of motion u = B u, (8.318) (8.317)
showing a rate of precession = B. For comparison we recall the derivation of this result in the conventional way from the Heisenberg equation of motion (1.272):
h S = i[H, S].
(8.319)
667
Inserting for H the interaction energy (8.315) and using the commutation relations (1.410) of the rotation group for the spin matrices S, this yields the Heisenberg equation for spin precession S = B S, (8.320) in agreement with the Landau-Lifshitz equation (8.314). This shows that the WessZumino term in the action A0 + A has the ability to render quantum equations of motion from a classical action. This allows us, in particular, to mimic systems of halfinteger spins, which are fermions, with a theory containing only a bosonic directional vector eld u(t). This has important applications in statistical mechanics where models of interacting quantum spins for ferro- and antiferromagnets ` la Heisenberg a can be studied by applying eld theoretic methods to vector eld theories.

The path integral in radial coordinates was advanced by S.F. Edwards and Y.V. Gulyaev, Proc. Roy. Soc. London, A 279, 229 (1964); D. Peak and A. Inomata, J. Math. Phys. 19, 1422 (1968); A. Inomata and V.A. Singh, J. Math. Phys. 19, 2318 (1978); C.C. Gerry and V.A. Singh, Phys. Rev. D 20, 2550 (1979); Nuovo Cimento 73B, 161 (1983). The path integral with a Bessel function in the measure has a predecessor in the theory of stochastic dierential equations: J. Pitman and M. Yor, Bessel Processes and Innitely Divisible Laws, in Stochastic Integrals, Springer Lecture Notes in Mathematics 851, ed. by D. Williams, 1981, p. 285. Diculties with radial path integrals have been noted before by W. Langguth and A. Inomata, J. Math. Phys. 20, 499 (1979); F. Steiner, in Path Integrals from meV to MeV, edited by M. C. Gutzwiller, A. Inomata, J.R. Klauder, and L. Streit (World Scientic, Singapore, 1986), p. 335. The solution to the problem was given by H. Kleinert, Phys. Lett. B 224, 313 (1989) (http://www.physik.fu-berlin.de/~kleinert/195). It will be presented in Chapters 12 and 14. The path integral on a sphere and on group spaces was found by H. Kleinert, Phys. Lett. B 236, 315 (1990) (ibid.http/202). Compare also with earlier attempts by L.S. Schulman, Phys. Rev. 174, 1558 (1968), who specied the correct short-time amplitude but did not solve the path integral. The individual citations refer to [1] C.C. Gerry, J. Math. Phys. 24, 874 (1983); C. Garrod, Rev. Mod. Phys. 38, 483 (1966). [2] These observations are due to S.F. Edwards and Y.V. Gulyaev, Proc. Roy. Soc. London, A 279, 229 (1964). See also D.W. McLaughlin and L.S. Schulman, J. Math. Phys. 12, 2520 (1971). [3] H. Kleinert and V. Schulte-Frohlinde, Critical Properties of 4 -Theories, World Scientic, Singapore 2001, pp. 1487 (http://www.physik.fu-berlin.de/~kleinert/b8). [4] H. Kleinert and I. Mustapic, J. Math. Phys. 33, 643 (1992) (http://www.physik.fu-ber lin.de/~kleinert/207).
668
[5] G. Pschl and E. Teller, Z. Phys. 83, 143 (1933). o See also S. Fl gge, Practical Quantum Mechanics, Springer, Berlin, 1974, p. 89. u [6] H. Kleinert, Phys. Lett. B 236, 315 (1990) (ibid.http/202). [7] M. Bhm and G. Junker, J. Math. Phys. 28, 1978 (1987). o Note, however, that these authors do not really solve the path integral on the group space as they claim but only near the group space. Also, many expressions are meaningless due to path collapse. [8] M. Bhm and G. Junker, J. Math. Phys. 30, 1195 (1989). See also remarks in [7]. o [9] D.D. Ballow and F.H. Steen, Plane and Spherical Trigonometry with Tables, Ginn, New York , 1943. [10] J.R. Klauder, Phys. Rev. D 19, 2349 (1979); A. Jevicki and N. Papanicolaou, Nucl. Phys. B 171, 382 (1980). [11] T.H.R. Skyrme, Proc. R. Soc. London A 260, 127 (1961). [12] P.A.M. Dirac, Proc. Roy. Soc. A 133, 60 (1931); Phys. Rev. 74, 817 (1948), Phys. Rev. 74, 817 (1948). [13] M. Stone, Phys. Rev. D 33, 1191 (1986). [14] For the Berry phase and quantum spin systems see the reprint collection A. Shapere and F. Wilczek, Geometric Phases in Physics, World Scientic, Singapore, 1989, and the textbook E. Fradkin, Field Theories of Condensed Matter Systems, Addison-Wesley, Reading, MA, 1991. [15] H. Poincar, Remarques sur une exprience de Birkeland , Rendues, 123, 530 (1896). e e [16] E. Witten, Nucl. Phys. B 223, 422 (1983). [17] L.D. Landau and E.M. Lifshitz, Statistical Physics, Pergamon, London, 1975, Chapter 7. [18] The ability of the monopole action to generate the Landau-Lifshitz equation in a classical equation of motion was apparently rst recognized by C.F. Valenti and M. Lax, Phys. Rev. B 16, 4936-4944 (1977).

Tollimur in caelum curvato gurgite, et idem Subducta ad manes imos descendimus unda. We are carried up to the heaven by the circling wave, and immediately the wave subsiding, we descend to the lowest depths. Virgil, Aeneid, 3, 564
9
Wave Functions
The fundamental quantity obtained by solving a path integral is the time evolution amplitude or propagator of a system (xb tb |xa ta ). In Schrdinger quantum mechanics, o on the other hand, one has direct access on the energy spectrum and the wave functions of a system [see (1.94)]. This chapter will explain how to extract this information from the time evolution amplitude (xb tb |xa ta ). The crucial quantity for this purpose the Fourier transform of (xb tb |xa ta ), the xed-energy amplitude introduced in Eq. (1.313): (xb |xa )E =
ta
dtb exp {iE(tb ta )/ } (xb tb |xb ta ), h
(9.1)
which contains as much information on the system as (xb tb |xa ta ), and gives, in particular, a direct access to the energy spectrum and the wave functions of the system. This is done via the the spectral decomposition (1.321). Alternatively, we can work with the causal propagator at imaginary time, (xb b |xa a ) = dD p i p2 exp p(xb xa ) (b a ) , (2 )D h h 2M h
a
(9.2)
and calculate the xed-energy amplitude by the Laplace transformation (xb |xa )E = i db exp {E(b a )/ } (xb b |xb a ). h (9.3)
9.1
Free Particle in D Dimensions
For a free particle in D dimensions, the xed-energy amplitude was calculated in Eqs. (1.344) and (1.351). It will be instructive to rederive the same result once more using the development in Section 8.5.1. Here we start directly from the spectral representation (1.321), which for a free particle takes the explicit form Eq. (1.340): (xb |xa )E = dD k ik(xb xa ) i h . e 2 2 D (2) E h k /2M + i 669 (9.4)
670
9 Wave Functions
The momentum integral can now be done as follows. The exponential function exp (ikR) is written as exp (ikR cos ), where R is the distance vector xb xa and the angle between k and R. Then we use formula (8.100) with the coecients (8.101) and the hyperspherical harmonics Ylm ( ) of Eq. (8.125) and expand x eikR =
l=0
al (ikR)
m
Ylm (k)Ylm (R).
(9.5)
The integral over k follows now directly from the decomposition into size and di rection dD k = dkdk, and the orthogonality property (8.114) of the hyperspherical harmonics, according to which dk Ylm (k) = l0 m0 SD , with SD of Eq. (1.555). Since Y00 ( ) = 1/ SD , we obtain x (xb |xa )E = where 2ME/ 2 , h (9.8) as in (1.342). Inserting a0 (ikR) from (8.101), a0 (ikR) = (2)D/2 JD/21 (kR)/(kR)D/21 , we nd (xb |xa )E = The integral
0
(9.6)
2Mi (2)D
dkk D1
k2
1 a0 (ikR), + 2
(9.7)
(9.9)
2Mi R1D/2 (2)D/2
dkk D/2
k2
1 JD/21 (kR). + 2
(9.10)
dk
a b k +1 J (kb) = K (ab) (k 2 + a2 )+1 2 ( + 1)
(9.11)
yields once more the xed-energy amplitude (1.343). In two dimensions, the amplitude (1.343) becomes [recall (1.346)] (xb |xa )E = iM K0 (|xb xa |). h (9.12)
It can be decomposed into partial waves by inserting |xb xa | =

2 2 rb + ra 2ra rb cos(b a ).
(9.13)
Then a well-known addition theorem for Bessel functions yields the expansion
K0 (|xb xa |) =
Im (r< )Km (r> )eim(b a ) ,

m=
(9.14)
9.1 Free Particle in D Dimensions
671
where r< and r> are the smaller and larger values of ra and rb , respectively. Hence the xed-energy amplitude turns into (xb |xa )E = 2iM h Im (r< )Km (r> )
m
1 im(b a ) e . 2
(9.15)
This is an analytic function in the complex E-plane. The parameter is real for E < 0. For E > 0, square root (9.8) allows for two imaginary solutions, the e i/2 k e i/2 2ME/ , so that the amplitude has a right-hand cut. Its h discontinuity species the continuum of free-particle states. On top of the cut, we use the analytic continuation formulas (valid for /2 < arg z )1 I (ei/2 z) = ei/2 J (z), (1) K (ei/2 z) = i ei/2 H (z) , 2 to nd the xed-energy amplitude above the cut (xb |xa )E+i = The reection properties2
(1) (2) H (ei z) = H (z) ei H (z), (2)
(9.16)
M h
(1) Jm (kr< )Hm (kr> ) m
1 im(b a ) e . 2
(9.17)
J (ei z) = ei J (z)
(9.18)
yield the amplitude below the cut (xb |xa )Ei = M h

(2) Jm (kr< )Hm (kr> ) m
1 im(b a ) e . 2
(9.19)
The discontinuity across the cut follows from the relation J (z) = and reads disc (xb |xa )E = 2M h
1 (2) H (1) (z) + H (z) 2 1 im(b b ) e . 2
(9.20)
Jm (krb )Jm (kra )

m=
(9.21)
According to (1.326), the integral over the discontinuity yields the completeness relation dE disc (xb |xa )E h 2 dE 2M 1 = Jm (krb )Jm (kra ) eim(b b ) = (xb xa ). h h m= 2 2
1 2
(9.22)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formulas 8.406.1 and 8.407.1. ibid., Formulas 8.476.1 and 8.476.8.
672 After replacing the energy integral by a k-integral,

9 Wave Functions
dE 2M = 2 h h
dkk,
(9.23)
we can also write

dE disc (xb |xa )E = 2 h =
1 d2 k ik(xb xa ) e = (2)2 2
m= 0
dkkJ0 (k|xb xa |) 1 im(b a ) e 2 (9.24)
dkkJm (krb )Jm (kra )
1 (rb ra )(b a ). rb ra
The last two lines exhibit the well-known completeness relation of the radial wave functions of a free particle.3
9.2
Harmonic Oscillator in D Dimensions
The wave functions of the one-dimensional harmonic oscillator have already been derived in Section 2.6 from a spectral decomposition of the time evolution amplitude. This was possible with the help of Mehlers formula. In D dimensions, the xed-energy amplitude is the best starting point for determining the wave functions. We take the radial propagator (8.141) obtained from the angular momentum decomposition (8.140) or, for the sake of greater generality, the radial amplitude (8.143) with an additional centrifugal barrier, continue it to imaginary time = it, and go over to its Laplace transform (rb |ra )E,l = i M/ Mrb ra / h h
e h 1 M 2
h db eE(b a )/
2 2 coth[(b a )](rb +ra )
1 sin[(b a )] Mrb ra . h sinh[(b a )]
(9.25)
To evaluate the -integral we make use of a standard integral formula for Bessel functions4
0
dx [coth(x/2)]2 e cosh x J ( sinh x) = ((1 + )/2 ) W,/2 ( + 1) 2 + 2 + M,/2 2 + 2 ,(9.26)
where W,/2 (z), M,/2 (z) are the Whittaker functions. The formula is valid for Re > |Re |,
3
1 Re (/2 ) > . 2
Compare with Eqs. (3.112) and (3.139) in J.D. Jackson, Classical Electrodynamics, John Wiley & Sons, New York, 1975. 4 I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 6.669.1.
9.2 Harmonic Oscillator in D Dimensions
673
By a change of variables and 2 + 2 = tb,a , sinh x = (sinh y)1 , cosh x = coth y, coth(x/2) = ey , coth x = cosh y, with dx = dy/ sinh y, Eq. (9.26) goes over into
0
b a dy 2y 1 e exp [ 2 t(b a ) coth y] J t sinh y sinh y ((1 + )/2 ) = W,/2 (tb )M,/2 (ta ). t b a ( + 1) M,/2 (z) ei(+1)/2 M,/2 (z)
(9.27)
Using the identity (9.28) and changing the sign of a in (9.27), this can be turned into t b a dy 2y 1 e exp [ 2 t(b + a ) coth y] I sinh y sinh y 0 ((1 + )/2 ) W,/2 (tb )M,/2 (ta ), = t b a ( + 1) with the range of validity b > a > 0, Re [(1 + )/2 ] > 0, Re t > 0, |arg t| < . Setting M 2 M 2 rb , a = r , = E/2 h h h a in (9.29) brings the radial amplitude (9.25) to the form (valid for rb > ra ) y = (tb ta ), b =
(9.29)
(9.30)
(9.31)
M 2 M 2 1 1 ((1 + )/2 ) W,/2 rb M,/2 r . (9.32) (rb |ra )E,l = i rb ra ( + 1) h h a The Gamma function has poles at = r (1 + )/2 + nr (9.33)
for integer values of the so-called radial quantum number of the system nr = 0, 1, 2, . . . . The poles have the form ((1 + )/2 ) r
(1)nr 1 . nr ! r
(9.34)
674
9 Wave Functions
Inserting here the particular value of the parameter for the D-dimensional oscillator which is = D/2 + l 1, and remembering that = E/2 , we nd the energy h spectrum E = h (2nr + l + D/2) . (9.35) The principal quantum number is dened by n 2nr + l and the energy depends on it as follows: En = h(n + D/2). (9.37) (9.36)
For a xed principal quantum number n = 2nr + l, the angular momentum runs through l = 0, 2, . . . , n for even, and l = 1, 3, . . . , n for odd n. There are (n + 1)(n + 2)/2 degenerate levels. From the residues 1/( r ) 2 /(E En ), we extract h the product of radial wave functions at given nr , l: Rnr l (rb ) Rnr l (ra ) = 1 2(1)nr rb ra ( + 1)nr ! h h W(1+)/2+nr , (Mrb 2 / )M(1+)/2+nr , (Mra 2 / ). 2 2 (9.38)
It is now convenient to express the Whittaker functions in terms of the conuent hypergeometric or Kummer functions:5 W(1+)/2+nr , (z) = ez/2 z (1+)/2 U(nr , 1 + , z), 2 M(1+)/2+nr , (z) = ez/2 z (1+)/2 M(nr , 1 + , z). 2 The latter equation follows from the relation M(1+)/2nr , (z) = ez/2 z (1+)/2 M(1 + + nr , 1 + , z), 2 after replacing nr nr 1. For completeness, we also mention the identity M(a, b, z) = ez M(b a, b, z), so that M(1 + + nr , 1 + , z) = ez M(nr , 1 + , z). This permits us to rewrite (9.41) as M(1+)/2nr , (z) = ez/2 z (1+)/2 M(nr , 1 + , z), 2
5
(9.39) (9.40)
(9.41)
(9.42) (9.43)
(9.44)
which turns into (9.40) by using (9.28) and appropriately changing the indices.
675
The Kummer function M(a, b, z) has the power series a(a + 1) z a + ..., M(a, b, z) 1 F1 (a; b; z) = 1 + z + b b(b + 1) z!
2
(9.45)
h showing that M(1+)/2+nr , (Mra 2 /2 ) is an exponential eM ra / times a polyh 2 nomial in ra of order 2nr . A similar expression is obtained for the other factor W(1+)/2+nr , (Mrb 2 / ) of Eq. (9.39). Indeed, the Kummer function U(a, b, z) is h 2 related to M(a, b, z) by6
U(a, b, z) =
M(a, b, z) M(1 + a b, 2 b, z) . z 1b sin b (1 + a b)(b) (a)(2 b)
(9.46)
Since a = nr with integer nr and 1/(a) = 0, we see that only the rst term in the brackets is present. Then the identity ()(1 + ) = / sin[(1 + )] leads to the relation U(nr , 1 + , z) = () M(nr , 1 + , z), (nr ) () e(zb +za )/2 (nr ) (9.47)
which is a polynomial in z of order nr . Thus we have the useful formula W(1+)/2+nr , (zb )M(1+)/2+nr , (za ) = 2 2
(zb za )(1+)/2 M(nr , 1 + , zb )M(nr , 1 + , za ). We can therefore re-express Eq. (9.38) as Rnr l (rb ) Rnr l (ra ) =
2 2
(9.48)
h eM (rb +ra )/2 (Mrb ra / )1/2+ h 2 2 M(nr , 1 + , Mrb / )M(nr , 1 + , Mra / ). h h
M 2()nr () h (nr )(1 + ) nr !
(9.49)
We now insert
setting = D/2 + l 1, and identify the wave functions as Rnr l (r) = Cnr l (M/ )1/4 (Mr 2 / )l/2+(D1)/4 h h eM r
6
2 /2 h
(nr + 1 + ) ()nr () = , (nr ) (1 + )
(9.50)
M(nr , l + D/2, Mr 2/ ), h
(9.51)
M. Abramowitz and I. Stegun, Handbook of Mathematical Functions, Dover, New York, 1965, Formula 13.1.3.
676 with the normalization factor Cnr l = 2 (1 + )

7
9 Wave Functions
(nr + )! . nr !
(9.52)
By introducing the Laguerre polynomials L (z) n and using the integral formula8
0
(n + )! M(n, + 1, z), n!!
(9.53)
dzez z L (z)L (z) = nn n n
(n + )! , n!
(9.54)
we nd that the radial wave functions satisfy the orthonormality relation

0
drRnr l (r)Rnr l (r) = nr nr .
(9.55)
The radial imaginary-time evolution amplitude has now the spectral representation (rb b |ra a )l = with the energies En = h(n + D/2) = h (2nr + l + D/2) . The full causal propagator is given, as in (8.91), by (xb b |xa a ) = 1 (rb ra )(D1)/2
l=0 h Rnr l (rb )Rnr l (ra )eEn (b a )/ ,
(9.56)
nr =0
(9.57)
(rb b |ra a )l
Ylm (b )Ylm (a ). x x m
(9.58)
From this, we extract the wave functions nr lm (x) = 1 r (D1)/2 Rnr l (r)Ylm(). x (9.59)
They have the threshold behavior r l near the origin. The one-dimensional oscillator may be viewed as a special case of these formulas. For D = 1, the partial wave expansion amounts to a separation into even and odd wave functions. There are two spherical harmonics, 1 Ye, () = ((x) (x)), x 2
7
(9.60)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 8.970 (our denition diers from that in L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965, Eq. (d.13). The L.L. relation is L = () /(n + )!Ln+ ). n 8 ibid., Formula 7.414.3.
677
and the amplitude has the decomposition (xb b |xa a ) = (rb b |ra a )e Ye (b )Ye (a ) + (rb b |ra a ) Y (b )Y (a ), x x x x with the radial amplitudes (rb b |ra a )e, = (xb b |xa a ) (xb b |xa a ). These are known from Eq. (2.170) to be 1 (rb b |ra a )e, = 2 exp M/ h sinh[(b a )] (9.63) cosh sinh (Mrb ra / ) . h (9.62) (9.61)
M 2 2 (rb + ra ) cot (b a ) 2 2 h
The two cases coincide with the integrand of (9.25) for l = 0 and 1, respectively, since = l + D/2 1 takes the values 1/2 and zI
1 2
(z) =
2 2
cosh z , sinh z .
(9.64)
The associated energy spectrum (9.35) is E=

1 h(2nr + 2 ) even, 3 h(2nr + 2 ) odd,
(9.65)
with the radial quantum number nr = 0, 1, 2, . . . . The two cases follow the single formula 1 (9.66) E = h(n + 2 ), where the principal quantum number n = 0, 1, 2, . . . is related to nr by n = 2nr and n = 2nr + 1, respectively. The radial wave functions (9.51) become Rnr ,e (r) = (M/ ) h Rnr , (r) = (M/ ) h
1/4 1 2(nr + 2 ) 1 h M(nr , 2 , Mr 2 / ), nr ! 3 2(nr + 2 ) (/4)nr !
(9.67) (9.68)
1/4
Mr 2 3 h M(nr , 2 , Mr 2 / ). h
The special Kummer functions appearing here are Hermite polynomials

1 M(n, 2 , x2 ) =
n! ()n H2n (x), (2n)! n! 3 ()n H2n+1 (x)/2 x. M(n, 2 , x2 ) = (2n + 1)!
(9.69) (9.70)
678 Using the identity

1 (z)(z + 2 ) = (2)1/2 22z+1/2 (2z),
9 Wave Functions
(9.71)
we obtain in either case the radial wave functions [to be compared with the onedimensional wave functions (2.295)] 1/2 2 2 (9.72) Rn (r) = Nn 2 er /2 Hn (r/ ), n = 0, 1, 2, . . . with h , M Nn = . 2n n! 1 (9.73)
This formula holds for both even and odd wave functions with nr = 2n and nr = 2n + 1, respectively. It is easy to check that they possess the correct normalization 2 2 0 drRn (r) = 1. Note that the spherical harmonics (9.60) remove a factor in (9.72), but compensate for this by extending the x > 0 integration to the entire x-axis by the one-dimensional angular integration.
9.3
Free Particle from 0 -Limit of Oscillator
The results obtained for the D-dimensional harmonic oscillator in the last section can be used to nd the amplitude and wave functions of a free particle in D dimensions in radial coordinates. This is done by taking the limit 0 at xed energy E. In the amplitude (9.32) with W,/2 (z), M,/2 (z) substituted according to (9.39), we rewrite nr as (E/ l 1) /2 and go to the limit 0 at a xed energy h E. Replacing Mr 2 / by k 2 r 2 /2nr z/nr (where z = k 2 r 2 /2, and using E = h p2 /2M= 2 k 2 /2M), we apply the limiting formulas9 h
nr
lim {(1 nr b)U (a, b, z/nr )} 2Kb1 (2 z) 1 (b1) 2 =z (1) ieib Hb1 (2 z) (Im z > 0),
nr
(9.74)
lim M (a, b, z/nr ) /(b) = z
1 (b1) 2
Ib1 (2 z) Jb1 (2 z),
(9.75)
and obtain the radial wave functions directly from (9.51) and (9.75): Rnr l (r) Cnr l (Mr 2 / )(/2+1/2) k 2 r 2 /2 h where Cnr l Hence
9
nr nr
/2
(1 + )J (kr),
(9.76)
E 2 h
/2
1 . (1 + )
(9.77) (9.78)
nr h Rnr l (r) r 1/2 M/ 2J (kr).
M. Abramowitz and I. Stegun, op. cit., Formulas 13.3.113.3.4.

9.3 Free Particle from 0 -Limit of Oscillator
679
Inserting these wave functions into the radial time evolution amplitude (rb b |ra a )l =
h Rnr l (rb )Rnr l (rb )eEn (b a )/ , nr
(9.79)
and replacing the sum over nr by the integral 0 dk hk/M [in accordance with 2 2 the nr limit of Enr = (2nr + l + D/2) h k /2M], we obtain the spectral h representation of the free-particle propagator (rb b |ra a ) = rb ra
0
dk kJ (krb )J (kra )e 2M (b a ) .
hk2
(9.80)
For comparison, we derive the same results directly from the initial spectral representation (9.2) in one dimension (xb b |xa a ) =

dk hk 2 exp ik(xb xa ) (b a ) . 2 2M
(9.81)
Its angular decomposition is a decomposition with respect to even and odd wave functions (rb b |ra a )e, =
hk2 dk [cos k(rb ra ) cos k(rb + ra )]e 2M (b a ) 0 dk hk2 cos krb cos kra = 2 e 2M (b a ) . sin krb sin kra 0
(9.82)
In D dimensions we use the expansion (8.100) for eikx to calculate the amplitude in the radial form
dD k ik(xb xa ) hk2 (b a ) e e 2M (xb b |xa a ) = (2)D hk2 1 1 = J (kR)e 2M (b a ) , dkk 2 D/2 0 (2) (kR)
(9.83)
with D/2 1. With the help of the addition theorem for Bessel functions10 (8.187) we rewrite 1 2 () J (kR) = 2 (kR) (k rb ra ) and expand further according to (2)D/2 1 J (kR) = 2 (kR) (k rb ra ) to obtain the radial amplitude (rb b |ra a )l =
10
l=0
( + l)J+l (krb )J+l (kra )Cl ()
()
(9.84)
J+l (krb )J+l (kra )

l=0 m
Ylm ( b )Ylm ( a ), x x
(9.85)
rb ra
dkkJ+l (krb )J+l (kra )e 2M (b a ) ,
hk2
(9.86)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 8.532.
680
9 Wave Functions
just as in (9.80). For D = 1, this reduces to (9.82) using the particular Bessel functions zJ
1/2 (z)
2 = 2
cos z sin z
(9.87)
9.4
Charged Particle in Uniform Magnetic Field
with
Let us also nd the wave functions of a charged particle in a magnetic eld. The amplitude was calculated in Section 2.18. Again we work with the imaginary-time version. Factorizing out the free motion along the direction of the magnetic eld, we write (xb b |xa a ) = (zb b |za a )(x b |x a ), (9.88) b a (zb b |za a ) = 1 2 (b a )/M h exp M (zb za )2 , 2 b a h (9.89)
and have for the amplitude in the transverse direction (x b |x a ) = b a M 2 M (b a )/2 exp A / , l h 2 (b a ) sinh [(b a )/2] h
1 2
(9.90)
with the classical transverse action A = l coth [(b a )/2] (x x )2 + x x . b a a b 1 A = B x. 2 In the other gauge with A = (0, Bx, 0), there is an extra surface term, and A is replaced by cl M A = A + (xb yb xa ya ). cl cl 2 (9.94) (9.93) (9.91)
This result is valid if the vector potential is chosen as (9.92)
The calculation of the wave functions is quite dierent in these two gauges. In the gauge (9.93) we merely recall the expressions (2.655) and (2.657) and write down the integral representation (x b |x a ) = b a dpy ipy (yb ya )/ h e (xb b |xa a )x0 =py /M , 2 h (9.95)
with the oscillator amplitude in the x-direction (xb b |xa a )x0 = M 1 exp Aos , 2 sinh[(b a )] h h cl (9.96)
9.4 Charged Particle in Uniform Magnetic Field
681
and the classical oscillator action centered around x0 Aos = cl M {[(xb x0 )2 + (xa x0 )2 ] cosh[(b b )] 2 sinh[(b a )] 2(xb x0 )(xa x0 )}. (9.97)
The spectral representation of the amplitude (9.96) is then (xa b |xa a )x0 = n (xb x0 )n (xa x0 )e(n+ 2 )(b a ) ,
1
(9.98)
n=0
where n (x) are the oscillator wave functions (2.295). This leads to the spectral representation of the full amplitude (9.88) (xb b |xa a ) = dpz 2 h
n=0
dpy ipz (zb za )/ h e 2 h

1
(9.99)
n (xb py /M)n (xa py /M)e(n+ 2 )(b a ) .
The combination of a sum and two integrals exhibits the complete set of wave functions of a particle in a uniform magnetic eld. Note that the energy
1 En = (n + 2 ) h
(9.100)
is highly degenerate; it does not depend on py . 1 In the gauge A = 2 B x, the spectral decomposition looks quite dierent. To derive it, the transverse Euclidean action is written down in radial coordinates [compare Eq. (2.661)] as A = cl M coth [(b a )/2] rb 2 + ra 2 2rb ra cos(b a ) 2 2 irb ra sin(b a ) . This can be rearranged to A = cl M coth [(b a )/2] (rb 2 + ra 2 ) 2 2 M cos [b a i(b a )/2] . 2 sinh [(b a )/2]
(9.101)
(9.102)
h We now expand eAcl / into a series of Bessel functions using (8.5) h eAcl / = exp
M coth [(b a )/2] (rb 2 + ra 2 ) (9.103) 2 2 h M rb ra Im em(b a )/2 eim(b a ) . 2 sinh [(b a )/2] h m=
682
9 Wave Functions
The uctuation factor is the same as before. Hence we obtain the angular decomposition of the transverse amplitude (x b |x a ) = b a where Mrb ra M M 2 2 exp coth (rb + ra ) Im (rb b |ra a )m = rb ra em , 2 sinh h 2 2 h 2 sinh h (9.105) with (b a )/2. To nd the spectral representation we go to the xed-energy amplitude (rb |ra )m,E = i
a h db eE(b a )/ (rb b |ra a )m 0
1 rb ra
(rb b |ra a )m
1 im(b a ) e , 2
(9.104)
(9.106)
(9.107)
M = i rb ra h
d e2
1 (M /4 ) coth (r2 +ra ) Mrb ra 2 h b e Im . sinh 2 sinh h
The integral is done with the help of formula (9.29) and yields (rb |ra )m,E 1 + |m| M 2 2 = i rb ra h (M/2 )rb ra (|m| + 1) h M 2 M 2 rb M,|m|/2 r , W,|m|/2 2 h 2 a h E m + . h 2
(9.108)
with
(9.109)
The Gamma function (1/2 |m|/2) has poles at = r nr + of the form (1/2 |m|/2) The poles lie at the energies Enr m = h nr + 1 |m| m . + 2 2 2 (9.112) (1)nr h 1 (1)nr . nr ! r nr ! E Enr m (9.111) 1 |m| + 2 2 (9.110)
683
These are the well-known Landau levels of a particle in a uniform magnetic eld. The Whittaker functions at the poles are (for m > 0) M,m/2 (z) = ez/2 z M(nr , 1 + m, z), 1+m (nr + m)! M(nr , 1 + m, z). W,m/2 (z) = ez/2 z 2 ()nr m!
1+m 2
(9.113) (9.114)
The xed-energy amplitude near the poles is therefore (rb |ra )m,E with the radial wave functions11 Rnr m (r) = r M h
1/2
i h Rn m (rb )Rnr m (ra ), E Enr m r (nr + |m|)! 1 nr ! |m|! M 2 r 2 h

|m|/2
(9.115)
(9.116) M nr , 1 + |m|, M 2 r . 2 h
exp
M 2 r 4 h
Using Eq. (9.53), they can be expressed in terms of Laguerre polynomials L (z): n Rnr m = r M h
1/2
M 2 r 2 h
|m|/2
M 2 nr ! exp r (nr + |m|)! 4 h L|m| nr M 2 r . 2 h (9.117)
The integral (9.54) ensures the orthonormality of the radial wave functions
0
drRnr m (r)Rnr m (r) = nr nr .
(9.118)
A Laplace transformation of the xed-energy amplitude (9.108) gives, via the residue theorem, the spectral representation of the radial time evolution amplitude (rb b |ra a ) =
h Rnr m (rb )Rnr m (ra )eEnr m (b a )/ , nr m
(9.119)
with the energies (9.112). The full wave functions in the transverse subspace are, of course, eim 1 (9.120) nr m (x) = Rnr m (r) . r 2 Comparing the energies (9.112) with (9.100), we identify the principal quantum number n as |m| m . (9.121) n nr + 2 2
Compare with L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965, p. 427.
11
684
9 Wave Functions
Note that the innite degeneracy of the energy levels observed in (9.100) with respect to py is now present with respect to m. This energy does not depend on m for m 0. The somewhat awkward m-dependence of the energy can be avoided by introducing, instead of m, another quantum number n related to n, m by m = n n. (9.122)
The states are then labeled by n, n with both n and n taking the values 0, 1, 2, 3, . . . . For n < n, one has n = nr and m = n n < 0, whereas for n n one has n = nr and m = n n 0. There exists a natural way of generating the wave functions nr m (x) such that they appear immediately with the quantum numbers n, n . For this we introduce the Landau radius a= 2 h = M 2 c h eB (9.123)
as a length parameter and dene the dimensionless transverse coordinates (9.124) z = (x + iy)/ 2a, z = (x iy)/ 2a. It is then possible to prove that the nr m s coincide with the wave functions n,n (z, z ) = Nn,n ez
z
1 z 2
1 z 2
e2z z .
(9.125)
The normalization constants are obtained by observing that the dierential operators ez
z
ez
1 1 z ez z = (z + z), 2 2 1 1 z ez z = (z + z ) 2 2
(9.126)
behave algebraically like two independent creation operators 1 a = (z + z), 2 1 = (z + z ), b 2 whose conjugate annihilation operators are 1 a = (z + z ), 2 1 = (z + z). b 2
(9.127)
(9.128)
685
The ground state wave function annihilated by these is 0,0 (z, z ) = z, z |0 ez z . We can therefore write the complete set of wave functions as n,n (z, z ) = Nnn ann 0,0 (z, z ). b (9.130)
(9.129)
Using the fact that a = , = a , and that partial integrations turn , a into b b b a, respectively, the normalization integral can be rewritten as b, dx dy n1 ,n 1 (z, z )n2 ,n 2 (z, z ) = Nn1 n 1 Nn2 n 2 = Nn1 n 1 Nn2 n 2 dxdy (a )n1 (b )n 1 ez dxdye2z
z z
(a )n2 (b )n 2 ez
an1 bn 1 an2 bn 2 .
(9.131)
Here the commutation relations between a , , a, serve to reduce the parentheses b b in the last line to n1 !n2 ! n1 n 1 n2 n 2 . (9.132) The trivial integral dxdy e2z
z
dr 2 er
2 /a2
= a2
(9.133)
shows that the normalization constants are Nn,n = 1 . a2 n!n ! (9.134)
Let us prove the equality of nr m and n,n up to a possible overall phase. For this we rst observe that z, z and z , z carry phase factors ei and ei , respectively, so that the two wave functions have obviously the azimuthal quantum number m = n n . Second, we make sure that the energies coincide by considering the Schrdinger o equation corresponding to the action (2.635) 1 i h 2M In the gauge where A = (0, Bx, 0), it reads eB h2 x 2 + (y i x)2 + z 2 = E, 2M c and the wave functions can be taken from Eq. (9.99). In the gauge where A = (By/2, Bx/2, 0) , (9.136) e A c
2
= E.
(9.135)
(9.137)
686
9 Wave Functions
on the other hand, the Schrdinger equation becomes, in cylindrical coordinates, o h2 1 1 2 ie B h e2 B 2 2 2 2 r + r + 2 + z + r (r, z, ) 2M r r 2Mc 8Mc2 = E(r, z, ).
(9.138)
Employing a reduced radial coordinate = r/a and factorizing out a plane wave in h the z-direction, eipz z/ , this takes the form 1 2 a2 1 2 + + 2 (2ME p2 ) 2 2i 2 (r, ) = 0. z h The solutions are nr m (r, ) eim e
2 /2
(9.139)
1 |m|/2 M nr , |m| + , , 2
(9.140)
1 where the conuent hypergeometric functions M nr , |m| + 2 , are polynomials for integer values of the radial quantum number
1 1 1 nr = n + m |m| , 2 2 2 as in (9.116). The energy is related to the principal quantum number by n+ Since 1 a2 2 2ME p2 . z 2 h 1 2Ma2 = , 2 h h 1 p2 h + z . 2 2M
(9.141)
(9.142)
(9.143)
the energy is E = n+ (9.144)
We now observe that the Schrdinger equation (9.139) can be expressed in terms of o the creation and annihilation operators (9.127), (9.128) as 4 (a a + 1/2) + p2 1 E z h 2M (z, z ) = 0. (9.145)
This proves that the algebraically constructed wave functions n,n in (9.130) coincide with the wave functions nr m of (9.116) and (9.140), up to an irrelevant phase. Note that the energy depends only on the number of a-quanta; it is independent of the number of b-quanta.
9.5 Dirac -Function Potential
687
9.5
Dirac -Function Potential
For a particle in a Dirac -function potential, the xed-energy amplitudes (xb |xa )E can be calculated by performing a perturbation expansion around a free-particle amplitude and summing it up exactly. For any time-independent potential V (x), in addition to a harmonic potential M 2 x2 /2, the perturbation expansion in Eq. (3.475) can be Laplace-transformed in the imaginary time via (9.3) to nd (xb |xa )E = (xb |xa ),E + 1 h2 + ... . dD x2 i h dD x1 (xb |x1 ),E V (x1 )(x1 |xa ),E dD x1 (xb |x2 ),E V (x2 )(x2 |x1 ),E V (x1 )(x1 |xa ),E (9.146)
If the potential is a Dirac -function centered around X, V (x) = g (D) (x X), this series simplies to (xb |xa )E =(xb |xa ),E ig g2 g(xb |X),E (X|xa ),E 2 (xb |X),E (X|X),E (X|xa ),E +. . . , h h (9.148) g h2 , Ml2D (9.147)
and can be summed up to g (xb |X),E (X|xa ),E . (9.149) h 1 + i g (X|X),E h This is, incidentally, true if a -function potential is added to an arbitrary solvable xed-energy amplitude, not just the harmonic one. If the -function is the only potential, we use formula (9.149) with = 0, so that (xb |xa )0,E reduces to the xed-energy amplitude (9.12) of a free particle, and obtain directly (xb |xa )E = (xb |xa ),E i (xb |xa )E = 2i M D2 KD/21 (R) h (2)D/2 (R)D/21 2M D2 KD/21 (Rb ) 2M D2 KD/21 (Ra ) i i ig h (2)D/2 (Rb )D/21 h (2)D/2 (Ra )D/21 , D2 KD/21 () g 2M h 1 h h D/2 ()D/21
(9.150)
where R |xb xa | and Ra,b |xa,b X|, and is an innitesimal distance regularizing a possible singularity at zero-distance. In D = 1 dimension, this reduces to M 1 R M 1 (xb |xa )E = i e + i e(Rb +Ra ) , (9.151) h h l + 1
688
9 Wave Functions
For an attractive potential with l < 0, the second term can be written as i 1 h e(Rb +Ra ) , 2 E + h2 /2Ml2 l (9.152)
exhibiting a pole at the bound-state energy EB = /2Ml2 . In its neighborhood, h the pole contribution reads i h 2 (Rb +Ra )/l e . 2 l E + h /2Ml2 (9.153)
This has precisely the spectral form (1.321) with the normalized bound-state wave function 2 |xX|/l B (x) = e . (9.154) l In D = 3 dimensions, the amplitude (9.150) becomes (xb |xa )E = i M eRb eRa 1 M 1 R e +i . h 2R h 2Rb 2Ra 1/l + e /2 (9.155)
In the limit 0, the denominator requires renormalization. We introduce a renormalized coupling length scale 1 1 1+ , lr 2 and rewrite the last factor in (9.155) as 1 . 1/lr /2 (9.157) (9.156)
2 For lr < 0, this has a pole at the bound-state energy EB = 4 2h2 /2MlR of the form 1 lr EB . (9.158) E EB
The total pole term in (9.155) can therefore be written as

B (xb )B (xa )
with B =
i h , E EB
(9.159)
2MEB / = 2/lr and the normalized bound-state wave functions h B (x) = 2 B 4 2

1/4
eB |xX| . r
(9.160)
689
In D = 2 dimensions, the situation is more subtle. It is useful to consider the amplitude (9.150) in D = 2 + dimensions where one has (xb |xa )E = i M 1 K /2 (R) h (2R) /2 K /2 (Rb )K /2 (Ra ) 1 M2 1 + i 2 2 . (9.161) 1 h (2Rb ) /2 (2Ra ) /2 h M + K /2 ( ) g h (2) /2
Inserting here K /2 () (1/2)( /2)(/2) /2, the denominator becomes M ( /2) h M 2 h + + 1 log() . /2 g 2 () h g 2 h 2 Here we introduce a renormalized coupling constant 1 1 M1 = + 2 , gr g h and rewrite the right-hand side as M h log . gr 2 h This has a pole at (9.164) (9.163) (9.162)
1 2 2 /M gr eh , (9.165) indicating a bound-state pole of energy EB = 2 2 /2M. h B We can now go to the limit of D = 2 dimensions and nd that the pole term in (9.161) has the form i h B (xb )B (xa ) , (9.166) E EB with the normalized bound-state wave function B = B B (x) = K0 (B |x X|). (9.167)

The wave functions derived in this chapter from the time evolution amplitude should be compared with those given in standard textbooks on quantum mechanics, such as L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965. The charged particle in a magnetic eld is treated in 111. The -function potential was studied via path integrals by C. Grosche, Phys. Rev. Letters, 71, 1 (1993).

Make not my paths oensive to the Gods.
Aeschylos, Agamemnon, 891 b.c.
10
Spaces with Curvature and Torsion
The path integral of a free particle in spherical coordinates has taught us an important lesson: In a Euclidean space, we were able to obtain the correct time-sliced amplitude in curvilinear coordinates by setting up the sliced action in Cartesian coordinates xi and transforming them to the spherical coordinates q = (r, , ). It was crucial to do the transformation at the level of the nite coordinate dierences, xi q . This produced higher-order terms in the dierences q which had to be included up to the order (q)4 / . They all contributed to the relevant order . It is obvious that as long as the space is Euclidean, the same procedure can be used to nd the path integral in an arbitrary curvilinear coordinate system q , if we ignore subtleties arising near coordinate singularities which are present in centrifugal barriers, angular barriers, or Coulomb potentials. For these, a special treatment will be developed in Chapters 1214. We are now going to develop an entirely nontrivial but quite natural extension of this procedure and dene a path integral in an arbitrary metric-ane space with curvature and torsion. It must be emphasized that the quantum theory in such spaces is not uniquely dened by the formalism developed so far. The reason is that also the original Schrdinger theory which was used in Chapter 2 to justify the o introduction of path integrals is not uniquely dened in such spaces. In classical physics, the equivalence principle postulated by Einstein is a powerful tool for deducing equations of motion in curved space from those in at space. At the quantum level, this principle becomes insucient since it does not forbid the appearance of arbitrary coordinate-independent terms proportional to Plancks quantum h2 and the scalar curvature R to appear in the Schdinger equation. We shall set up a simple o extension of Einsteins equivalence principle which will allow us to carry quantum theories from at to curved spaces which are, moreover, permitted to carry certain classes of torsion. In such spaces, not only the time-sliced action but also the measure of path integration requires a special treatment. To be valid in general it will be necessary to nd construction rules for the time evolution amplitude which do not involve the crutch of Cartesian coordinates. The nal formula will be purely intrinsic to the general metric-ane space [1]. 690
10.1 Einsteins Equivalence Principle
691
A crucial test of the validity of the resulting path integral formula will come from applications to systems whose correct operator quantum mechanics is known on the basis of symmetries and group commutation rules rather than canonical commutation rules. In contrast to earlier approaches, our path integral formula will always yield the same quantum mechanics as operator quantum mechanics quantized via group commutation rules. Our formula can, of course, also be used for an alternative approach to the path integrals solved before in Chapter 8, where a Euclidean space was parametrized in terms of curvilinear coordinates. There it gives rise to a more satisfactory treatment than before, since it involves only the intrinsic variables of the coordinate systems.
10.1
Einsteins Equivalence Principle
To motivate the present study we invoke Einsteins equivalence principle, according to which gravitational forces upon a spinless mass point are indistinguishable from those felt in an accelerating local reference.1 They are independent of the atomic composition of the particle and strictly proportional to the value of the mass, the same mass that appears in the relation between force and acceleration, in Newtons rst law. The strict equality between the two masses, gravitational and inertial, is fundamental to Einsteins equivalence principle. Experimentally, the equality holds to an extremely high degree of accuracy. Any possible small deviation can presently be attributed to extra non-gravitational forces. Einstein realized that as a consequence of this equality, all spinless point particles move in a gravitational eld along the same orbits which are independent of their composition and mass. This universality of orbital motion permits the gravitational eld to be attributed to geometric properties of spacetime. In Newtons theory of gravity, the gravitational forces between mass points are inversely proportional to their distances in a Euclidean space. In Einsteins geometric theory the forces are explained entirely by a curvature of spacetime. In general the spacetime of general relativity may also carry another geometric property, called torsion. Torsion is supposed to be generated by the spin densities of material bodies. Quantitatively, this may have only extremely small eects, too small to be detected by present-day experiments. But this is only due to the small intrinsic spin of ordinary gravitational matter. In exceptional states of matter such as polarized neutron stars or black holes, torsion can become relevant. It is now generally accepted that spacetime should carry a nonvanishing torsion at least locally at those points which are occupied by spinning elementary particles [55]. This follows from rather general symmetry considerations. The precise equations of motion for the torsion eld, on the other hand, are still a matter of speculation. Thus it is an open question whether
Quotation from his original paper Uber das Relativittsprinzip und die aus demselben gezogea nen Folgerungen, Jahrbuch der Relativitdt und Elektonik 4 , 411 (1907): Wir . . . wollen daher im folgenden die vllige physikalische Gleichwertigkeit von Gravitationsfeld und entsprechender o Beschleunigung des Bezugssystems annehmen.
1
692
10 Spaces with Curvature and Torsion
or not the torsion eld is able to propagate into the empty space away from spinning matter. Even though the eects of torsion are small we shall keep the discussion as general as possible and study the motion of a particle in a metric-ane space with both curvature and torsion. To prepare the grounds let us rst recapitulate a few basic facts about classical orbits of particles in a gravitational eld. For simplicity, we assume here only the three-dimensional space to have a nontrivial geometry.2 Then there is a natural choice of a time variable t which is conveniently used to parametrize the particle orbits. Starting from the free-particle action we shall then introduce a path integral for the time evolution amplitude in any metric-ane space which determines the quantum mechanics via the quantum uctuations of the particle orbits.
10.2
Classical Motion of Mass Point in General Metric-Ane Space
On the basis of the equivalence principle, Einstein formulated the rules for nding the classical laws of motion in a gravitational eld as a consequence of the geometry of spacetime. Let us recapitulate his reasoning adapted to the present problem of a nonrelativistic point particle in a non-Euclidean geometry.
10.2.1
Equations of Motion
Consider rst the action of the particle along the orbit x(t) in a at space parametrized with rectilinear, Cartesian coordinates: A=
tb ta
dt
M i 2 (x ) , 2
i = 1, 2, 3.
(10.1)
It is transformed to curvilinear coordinates q , = 1, 2, 3, via some functions xi = xi (q), leading to A= where g (q) = xi (q) xi (q) (10.4)
tb ta
(10.2)
dt
M g (q)q q , 2
(10.3)
is the induced metric for the curvilinear coordinates. Repeated indices are understood to be summed over, as usual.
The generalization to non-Euclidean spacetime will be obvious after the development in Chapter 19.
10.2 Classical Motion of Mass Point in General Metric-Ane Space
693
The length of the orbit in the at space is given by l=

tb ta
dt g (q)q q .
(10.5)
Both the action (10.3) and the length (10.5) are invariant under arbitrary reparametrizations of space q q . Einsteins equivalence principle amounts to the postulate that the transformed action (10.3) describes directly the motion of the particle in the presence of a gravitational eld caused by other masses. The forces caused by the eld are all a result of the geometric properties of the metric tensor. The equations of motion are obtained by extremizing the action in Eq. (10.3) with the result 1 t (g q ) g q q = g q + q q = 0. 2 Here 1 ( g + g g ) 2 (10.7) (10.6)
is the Riemann connection or Christoel symbol of the rst kind [recall (1.70)]. With the help of the Christoel symbol of the second kind [recall (1.71)] g , we can write q + q q = 0. (10.9) (10.8)
The solutions of these equations are the classical orbits. They coincide with the extrema of the length of a line l in (10.5). Thus, in a curved space, classical orbits are the shortest lines, the geodesics [recall (1.72)]. The same equations can also be obtained directly by transforming the equation of motion from xi = 0 to curvilinear coordinates q , which gives xi = xi 2 xi q + q q = 0. q q q (10.11) (10.10)
At this place it is again useful to employ the quantities dened in Eq. (1.357), the basis triads and their reciprocals xi e (q) , q
i
q ei (q) , xi
(10.12)
694
which satisfy the orthogonality and completeness relations (1.358): ei ei = , ei ej = i j . (10.13)
The induced metric can then be written as g (q) = ei (q)ei (q). (10.14)
Labeling Cartesian coordinates, upper and lower indices i are the same. The indices , of the curvilinear coordinates, on the other hand, can be lowered only by contraction with the metric g or raised with the inverse metric g (g )1 . Using the basis triads, Eq. (10.11) can be rewritten as d i (e q ) = ei q + ei q q = 0, dt or as q + ei ei q q = 0. The quantity in front of q q is called the ane connection: = ei ei . Due to (10.13), it can also be written as [compare (1.366)] = ei ei . Thus we arrive at the transformed at-space equation of motion q + q q = 0. (10.18) (10.17) (10.16) (10.15)
The solutions of this equation are called the straightest lines or autoparallels. If the coordinate transformation functions xi (q) are smooth and single-valued, their derivatives commute as required by Schwarzs integrability condition ( )xi (q) = 0. Then the triads satisfy the identity ei ei = 0, (10.20) (10.19)
implying that the connection is symmetric in the lower indices. In fact, it coincides with the Riemann connection, the Christoel symbol . This follows i i immediately after inserting g (q) = e (q)e (q) into (10.7) and working out all derivatives using (10.20). Thus, for a space with curvilinear coordinates q which can be reached by an integrable coordinate transformation from a at space, the autoparallels coincide with the geodesics.
695
10.2.2
Nonholonomic Mapping to Spaces with Torsion
It is possible to map the x-space locally into a q-space with torsion via an innitesimal transformation dxi = ei (q)dq . (10.21) We merely have to assume that the coecient functions ei (q) do not satisfy the property (10.20) which follows from the Schwarz integrability condition (10.19): implying that second derivatives in front of xi (q) do not commute as in Eq. (10.19): ( )xi (q) = 0. (10.23) ei (q) ei (q) = 0, (10.22)
In this case we shall call the dierential mapping (10.21) nonholonomic, in analogy with the nomenclature for nonintegrable constraints in classical mechanics. The property (10.23) implies that xi (q) is a multivalued function xi (q), of which we shall give typical examples below in Eqs. (10.44) and (10.55). Educated readers in mathematics have been wondering whether such nonholonomic coordinate transformations make any sense. They will understand this concept better if they compare the situation with the quite similar but much simpler creation of magnetic eld in a eld-free space by nonholonomic gauge transformations. More details are explained in Appendix 10A. From Eq. (10.22) we see that the image space of a nonholonomic mapping carries torsion. The connection = ei ei , has a nonzero antisymmetric part, called the torsion tensor :3 1 1 S = ( ) = ei ei ei . (10.24) 2 2 In contrast to , the antisymmetric part S is a proper tensor under general coordinate transformations. The contracted tensor transforms like a vector, whereas the contracted connection does not. Even though is not a tensor, we shall freely lower and raise its indices using contractions with the metric or the inverse metric, respectively: g , g , g . The same thing will be done with . In the presence of torsion, the ane connection (10.16) is no longer equal to the Christoel symbol. In fact, by rewriting = ei ei trivially as = + 1 2 ei ei + ei ei + ei ei + ei ei ei ei + ei ei ei ei ei ei ei ei ei ei + ei ei ei ei (10.26)
Our notation for the geometric quantities in spaces with curvature and torsion is the same as in J.A. Schouten, Ricci Calculus, Springer, Berlin, 1954.
3
S S
(10.25)
1 2
696
and using ei (q)ei (q) = g (q), we nd the decomposition = + K , where the combination of torsion tensors K S S + S = . (10.28) (10.27)
is called the contortion tensor . It is antisymmetric in the last two indices so that (10.29)
In the presence of torsion, the shortest and straightest lines are no longer equal. Since the two types of lines play geometrically an equally favored role, the question arises as to which of them describes the correct classical particle orbits. Intuitively, we expect the straightest lines to be the correct trajectories since massive particles possess inertia which tend to minimize their deviations from a straight line in spacetime. It is hard to conceive how a particle should know which path to take at each instant in time in order to minimize the path length to a distant point. This would contradict the principle of locality which pervades all laws of physics. Only in a spacetime without torsion is this possible, since there the shortest lines happen to coincide with straightest ones for purely mathematical reasons. In Subsection 10.2.3, the straightest lines will be derived from an action principle. In Einsteins theory of gravitation, matter produces curvature in fourdimensional Minkowski spacetime, thereby explaining the universal nature of gravitational forces. The at spacetime metric is

1 1 1
ab =
,
ab
a, b = 0, 1, 2, 3.
(10.30)
The Riemann-Cartan curvature tensor is dened as the covariant curl of the ane connection: R = [ , ] , , , . . . = 0, 1, 2, 3. (10.31)
The last term is written in a matrix notation for the connection, in which the tensor components are viewed as matrix elements ( ) . The matrix commutator in (10.31) is then equal to [ , ] ( ) = . (10.32)
Expressing the ane connection (10.16) in (10.31) with the help of Eqs. (10.16) in terms of the four-dimensional generalization of the triads (10.12) and their reciprocals (10.12), the tetrads ea and their reciprocals ea , we obtain the compact formula R = ea ( )ea . (10.33)
697
For the mapping (10.21), this implies that not only the coordinate transformation xa (q), but also its rst derivatives fail to satisfy Schwarzs integrability condition: ( ) xa (q) = 0. (10.34)
Such general transformation matrices ea (q) will be referred to as multivalued basis tetrads. A transformation for which xa (q) have commuting derivatives, while the rst derivatives xa (q) = ei (q) do not, carries a at-space region into a purely curved one. Einsteins original theory of gravity assumes the absence of torsion. The space properties are completely specied by the Riemann curvature tensor formed from the Riemann connection (the Christoel symbol) R = [ , ] . The relation between the two curvature tensors is R = R + D K D K [K , K ] . (10.36) (10.35)
In the last term, the K s are viewed as matrices (K ) . The symbols D denote the covariant derivatives formed with the Christoel symbol. Covariant derivatives act like ordinary derivatives if they are applied to a scalar eld. When applied to a vector eld, they act as follows: D v v v , D v v + v .
(10.37)
The eect upon a tensor eld is the generalization of this; every index receives a corresponding additive contribution. Note that the Laplace-Beltrami operator (1.367) applied to a scalar eld (q) can be written as = g D D . (10.38)
In the presence of torsion, there exists another covariant derivative formed with the ane connection rather than the Christoel symbol which acts upon a vector eld as D v v v , D v v + v .
(10.39)
Note by denition of in (10.16) and (10.17), the covariant derivatives of ei and ei vanish: D ei ei ei = 0, D ei ei + ei = 0. (10.40)
698
This will be of use later. From either of the two curvature tensors, R and R , one can form the once-contracted tensors of rank two, the Ricci tensor R = R , and the curvature scalar R = g R . (10.42) (10.41)
The celebrated Einstein equation for the gravitational eld postulates that the tensor 1 G R g R, 2 (10.43)
the so-called Einstein tensor , is proportional to the symmetric energy-momentum tensor of all matter elds. This postulate was made only for spaces with no torsion, in which case R = R and R , G are both symmetric. As mentioned before, it is not yet clear how Einsteins eld equations should be generalized in the presence of torsion since the experimental consequences are as yet too small to be observed. In this text, we are not concerned with the generation of curvature and torsion but only with their consequences upon the motion of point particles. It is useful to set up two simple examples for nonholonomic mappings which illustrate the way in which these are capable of generating curvature and torsion from a Euclidean space. The reader not familiar with this subject is advised to consult a textbook on the physics of defects [2]. where such mappings are standard and of great practical importance; every plastic deformation of a material can only be described in terms of such mappings. As a rst example consider the transformation in two dimensions dxi = dq 1 dq 2 + (q)dq for i = 1, for i = 2, (10.44)
with an innitesimal parameter
and the multi-valued function (10.45)
(q) arctan(q 2 /q 1 ). The triads reduce to dyads, with the components e1 = 1 , e2 = 2 + (q) , and the torsion tensor has the components e1 S = 0, e2 S = ( ). 2
(10.46)
(10.47)
699
Figure 10.1 Edge dislocation in crystal associated with missing semi-innite plane of atoms. The nonholonomic mapping from the ideal crystal to the crystal with the dislocation introduces a -function type torsion in the image space.
If we dierentiate (10.45) formally, we nd ( ) 0. This, however, is incorrect at the origin. Using Stokes theorem we see that d2 q(1 2 2 1 ) = dq = d = 2 (10.48)
for any closed circuit around the origin, implying that there is a -function singularity at the origin with e2 S12 = 2 (2) (q). 2 (10.49)
By a linear superposition of such mappings we can generate an arbitrary torsion in the q-space. The mapping introduces no curvature. In defect physics, the mapping (10.46) is associated with a dislocation caused by a missing or additional layer of atoms (see Fig. 10.1). When encircling a dislocation along a closed path C, its counter image C in the ideal crystal does not form a closed path. The closure failure is called the Burgers vector bi
C
dxi =
dq ei .
(10.50)
It species the direction and thickness of the layer of additional atoms. With the help of Stokes theorem, it is seen to measure the torsion contained in any surface S spanned by C: bi =
S
d2 s ei =
d2 s ei S ,
(10.51)
where d2 s = d2 s is the projection of an oriented innitesimal area element onto the plane . The above example has the Burgers vector bi = (0, ). (10.52)
A corresponding closure failure appears when mapping a closed contour C in the ideal crystal into a crystal containing a dislocation. This denes a Burgers vector: b
C
dq =
dxi ei .
(10.53)
700
Figure 10.2 Edge disclination in crystal associated with missing semi-innite section of atoms of angle . The nonholonomic mapping from the ideal crystal to the crystal with the disclination introduces a -function type curvature in the image space.
By Stokes theorem, this becomes a surface integral b =

S
d2 sij i ej =
S
d2 sij ei ej (10.54)
d2 sij ei ej S ,
the last step following from (10.17). As a second example for a nonholonomic mapping, we generate curvature by the transformation xi = i [q +
q
(q)],
(10.55) denotes the antisymmetric (10.56)
with the multi-valued function (10.45). The symbol Levi-Civita tensor. The transformed metric 2 g = q q q q
is single-valued and has commuting derivatives. The torsion tensor vanishes since (1 2 2 1 )x1,2 are both proportional to q 2,1 (2) (q), a distribution identical to zero. 1 The local rotation eld (q) 2 (1 x2 2 x1 ), on the other hand, is equal to the multi-valued function (q), thus having the noncommuting derivatives: (1 2 2 1 )(q) = 2 (2) (q). (10.57) To lowest order in , this determines the curvature tensor, which in two dimensions possesses only one independent component, for instance R1212 . Using the fact that g has commuting derivatives, R1212 can be written as R1212 = (1 2 2 1 )(q). (10.58)
In defect physics, the mapping (10.55) is associated with a disclination which corresponds to an entire section of angle missing in an ideal atomic array (see Fig. 10.2). It is important to emphasize that our multivalued basis tetrads ea (q) are not related to the standard tetrads or vierbein elds h (q) used in the theory of gravi tation with spinning particles. The dierence is explained in Appendix 10B.
701
10.2.3
New Equivalence Principle
In classical mechanics, many dynamical problems are solved with the help of nonholonomic transformations. Equations of motion are dierential equations which remain valid if transformed dierentially to new coordinates, even if the transformation is not integrable in the Schwarz sense. Thus we postulate that the correct equations of motion of point particles in a space with curvature and torsion are the images of the equation of motion in a at space. The equations (10.18) for the autoparallels yield therefore the correct trajectories of spinless point particles in a space with curvature and torsion. This postulate is based on our knowledge of the motion of many physical systems. Important examples are the Coulomb system which will be discussed in detail in Chapter 13, and the spinning top in the body-xed reference system [3]. Thus the postulate has a good chance of being true, and will henceforth be referred to as a new equivalence principle.
10.2.4
Classical Action Principle for Spaces with Curvature and Torsion
Before setting up a path integral for the time evolution amplitude we must nd an action principle for the classical motion of a spinless point particle in a space with curvature and torsion, i.e., the movement along autoparallel trajectories. This is a nontrivial task since autoparallels must emerge as the extremals of an action (10.3) involving only the metric tensor g . The action is independent of the torsion and carries only information on the Riemann part of the space geometry. Torsion can therefore enter the equations of motion only via some novel feature of the variation procedure. Since we know how to perform variations of an action in the Euclidean x-space, we deduce the correct procedure in the general metric-ane space by transferring the variations xi (t) under the nonholonomic mapping q = ei (q)xi (10.59)
into the q -space. Their images are quite dierent from ordinary variations as illustrated in Fig. 10.3(a). The variations of the Cartesian coordinates xi (t) are done at xed endpoints of the paths. Thus they form closed paths in the x-space. Their images, however, lie in a space with defects and thus possess a closure failure indicating the amount of torsion introduced by the mapping. This property will be emphasized by writing the images S q (t) and calling them nonholonomic variations. The superscript indicates the special feature caused by torsion. Let us calculate them explicitly. The paths in the two spaces are related by the integral equation q (t) = q (ta ) +
t ta
dt ei (q(t ))xi (t ).
(10.60)
702
For two neighboring paths in x-space diering from each other by a variation xi (t), equation (10.60) determines the nonholonomic variation S q (t): S q (t) =
t ta
dt S [ei (q(t ))xi (t )].
(10.61)
A comparison with (10.59) shows that the variation S and the time derivatives d/dt of q (t) commute with each other: S q (t) = just as for ordinary variations xi : xi (t) = d i x (t). dt (10.63) d S q (t), dt (10.62)
Let us also introduce auxiliary nonholonomic variations in q-space: q ei (q)xi . In contrast to S q (t), these vanish at the endpoints, q(ta ) = q(tb ) = 0, (10.65) (10.64)
just as the usual variations xi (t), i.e., they form closed paths with the unvaried orbits. Using (10.62), (10.63), and the fact that S xi (t) xi (t), by denition, we derive from (10.61) the relation d d S q (t) = S ei (q(t))xi (t) + ei (q(t)) xi (t) dt dt d = S ei (q(t))xi (t) + ei (q(t)) [ei (t)q (t)]. dt After inserting S ei (q) = S q ei , this becomes d d S q (t) = S q q + q q + q . dt dt (10.68) d i e (q) = q ei , dt (10.67)
(10.66)
It is useful to introduce the dierence between the nonholonomic variation S q and an auxiliary closed nonholonomic variation q : S b S q q . (10.69)
703
Then we can rewrite (10.68) as a rst-order dierential equation for S b : d S b = S b q + 2S q q . dt After introducing the matrices G (t) (q(t))q (t) and (t) 2S (q(t))q (t), equation (10.70) can be written as a vector dierential equation: d S b = G S b + (t) q (t). dt
t ta
(10.70)
(10.71)
(10.72)
(10.73)
Although not necessary for the further development, we solve this equation by S b(t) = with the matrix U(t, t ) = T exp
t t
dt U(t, t ) (t ) q(t ),
(10.74)
dt G(t ) .
(10.75)
In the absence of torsion, (t) vanishes identically and S b(t) 0, and the variations S q (t) coincide with the auxiliary closed nonholonomic variations q (t) [see Fig. 10.3(b)]. In a space with torsion, the variations S q (t) and q (t) are dierent from each other [see Fig. 10.3(c)]. Under an arbitrary nonholonomic variation S q (t) = q + S b , the action (10.3) changes by S A = M
tb ta
1 dt g q S q + g S q q q . 2
(10.76)
After a partial integration of the q-term we use (10.65), (10.62), and the identity g + , which follows directly form the denitions g ei ei and ei ei , and obtain S A = M
tb ta
dt g q + q q q + g q
d S b + S b q q dt
. (10.77)
To derive the equation of motion we rst vary the action in a space without torsion. Then S b (t) 0, and (10.77) becomes S A = M
tb ta
dtg ( + q q )q . q
(10.78)
704
Figure 10.3 Images under holonomic and nonholonomic mapping of fundamental function path variation. In the holonomic case, the paths x(t) and x(t) + x(t) in (a) turn into the paths q(t) and q(t) + q(t) in (b). In the nonholonomic case with S = 0, they go over into q(t) and q(t) + S q(t) shown in (c) with a closure failure b at tb analogous to the Burgers vector b in a solid with dislocations.
Thus, the action principle S A = 0 produces the equation for the geodesics (10.9), which are the correct particle trajectories in the absence of torsion. In the presence of torsion, S b is nonzero, and the equation of motion receives a contribution from the second parentheses in (10.77). After inserting (10.70), the nonlocal terms proportional to S b cancel and the total nonholonomic variation of the action becomes S A = M = M
tb ta tb ta
dtg q + + 2S q q q dtg q + q q q . (10.79)
The second line follows from the rst after using the identity = {} +2S {} . The curly brackets indicate the symmetrization of the enclosed indices. Setting S A = 0 and inserting for q(t) the image under (10.64) of an arbitrary -function i i variation x (t) (t t0 ) gives the autoparallel equations of motions (10.18), which is what we wanted to show. The above variational treatment of the action is still somewhat complicated and calls for a simpler procedure [4]. The extra term arising from the second parenthesis in the variation (10.77) can be traced to a simple property of the auxiliary closed
705
nonholonomic variations (10.64). To nd this we form the time derivative dt d/dt of the dening equation (10.64) and nd dt q (t) = ei (q(t)) q (t)xi (t) + ei (q(t))dt xi (t). (10.80)
Let us now perform variation and t-derivative in the opposite order and calculate dt q (t). From (10.59) and (10.13) we have the relation dt q (t) = ei (q(t)) dtxi (t) . Varying this gives dt q (t) = ei (q(t)) q dt xi (t) + ei (q(t))dt xi . (10.82) Since the variation in xi -space commute with the t-derivatives [recall (10.63)], we obtain After re-expressing xi (t) and dt xi (t) back in terms of q (t) and dt q (t) = q (t), and using (10.17), (10.24), this becomes dt q (t) dt q (t) = 2S q (t)q (t). (10.84) dt q (t) dt q (t) = ei (q(t)) q dt xi (t) ei (q(t)) q (t)xi (t). (10.83) (10.81)
Thus, due to the closure failure in spaces with torsion, the operations dt and do not commute in front of the path q (t). In other words, in contrast to the open variations S (and of course the usual ones ), the auxiliary closed nonholonomic variations of velocities q (t) no longer coincide with the velocities of variations. This property is responsible for shifting the trajectory from geodesics to autoparallels. Indeed, let us vary an action
t2
A=
dtL (q (t), q (t))

t1
(10.85)
directly by q (t) and impose (10.84), we nd

t2
A =
dt
t1
L L d L q + q +2 S q q . q q dt q
(10.86)
After a partial integration of the second term using the vanishing q (t) at the endpoints, we obtain the Euler-Lagrange equation L d L L = 2S q . q dt q q (10.87)
This diers from the standard Euler-Lagrange equation by an additional contribution due to the torsion tensor. For the action (10.3), we thus obtain the equation of motion 1 (10.88) M q + g g g 2S q q = 0, 2 which is once more Eq. (10.18) for autoparallels.
706
10.3
Path Integral in Spaces with Curvature and Torsion
We now turn to the quantum mechanics of a point particle in a general metric-ane space. Proceeding in analogy with the earlier treatment in spherical coordinates, we rst consider the path integral in a at space with Cartesian coordinates (x t|x t ) = 1 2i h/M
D N n=1 N +1
dxn
n=1
K0 (xn ),
(10.89)
where K0 (xn ) is an abbreviation for the short-time amplitude K0 (xn ) xn | exp i H |xn1 = h 1 2i h/M
D
exp
i M (xn )2 , (10.90) h 2
with xn xn xn1 , x xN +1 , x x0 . A possible external potential has been omitted since this would contribute in an additive way, uninuenced by the space geometry. Our basic postulate is that the path integral in a general metric-ane space should be obtained by an appropriate nonholonomic transformation of the amplitude (10.89) to a space with curvature and torsion.
10.3.1
Nonholonomic Transformation of Action
The short-time action contains the square distance (xn )2 which we have to transform to q-space. For an innitesimal coordinate dierence xn dxn , the square distance is obviously given by (dx)2 = g dq dq . For a nite xn , however, we know from Chapter 8 that we must expand (xn )2 up to the fourth order in qn = qn qn1 to nd all terms contributing to the relevant order . It is important to realize that with the mapping from dxi to dq not being holonomic, the nite quantity q is not uniquely determined by xi . A unique relation can only be obtained by integrating the functional relation (10.60) along a specic path. The preferred path is the classical orbit, i.e., the autoparallel in the q-space. It is characterized by being the image of a straight line in x-space. There the velocity xi (t) is constant, and the orbit has the linear time dependence xi (t) = xi (t0 )t, (10.91)
where the time t0 can lie anywhere on the t-axis. Let us choose for t0 the nal time in each interval (tn , tn1 ). At that time, xi xi (tn ) is related to qn q (tn ) by n xi = ei (qn )qn . n (10.92)
It is easy to express qn in terms of qn = qn qn1 along the classical orbit. First we expand q (tn1 ) into a Taylor series around tn . Dropping the time arguments, for brevity, we have
q q q = q
2!
q +
3!
q + ... ,
(10.93)
10.3 Path Integral in Metric-Ane Space
707
where = tn tn1 and q , q , . . . are the time derivatives at the nal time tn . An expansion of this type is referred to as a postpoint expansion. Due to the arbitrariness of the choice of the time t0 in Eq. (10.92), the expansion can be performed around any other point just as well, such as tn1 and tn = (tn + tn1 )/2, giving rise to the so-called prepoint or midpoint expansions of q. Now, the term q in (10.93) is given by the equation of motion (10.18) for the autoparallel q = q q . A further time derivative determines q = ( 2 { } )q q q . (10.95) (10.94)
Inserting these expressions into (10.93) and inverting the expansion, we obtain q at the nal time tn expanded in powers of q. Using (10.91) and (10.92) we arrive at the mapping of the nite coordinate dierences: xi = ei q t = ei q (10.96) 1 1 + { } q q q +. . . , q q + 2! 3!
where ei and are evaluated at the postpoint. It is useful to introduce ei xi (10.97)
as autoparallel coordinates or normal coordinates to parametrize the neighborhood of a point q. If the space has no torsion, they are also called Riemann normal coordinates or geodesic coordinates. The normal coordinates (10.97) are expanded in (10.149) in powers of q around the postpoint. There exists also a prepoint version of in which all signs of q are simply the opposite. The prepoint version, for instance, has the expansion: = q + 1 1 + { } q q q +. . . . (10.98) q q + 2! 3!
In contrast to the nite dierences q , the normal coordinates in the neighborhood of a point are vectors and thus allow for a covariant Taylor expansion of a function f (q + q ). Its form is found by performing an ordinary Taylor expansion of a function F (x) in Cartesian coordinates F (x + x) = F (x) + i F (x)xi + 1 i j F (x)xi xj + . . . , 2! (10.99)
and transforming this to coordinates q . The function F (x) becomes f (q) = F (x(q)), and the derivatives i1 i2 in f (x) go over into covariant derivatives:
708
ei1 ei2 ein D1 D2 Dn f (q). For instance, i F (x) = ei f (q) = ei D f (q), and i j f (q) = ei ej f (q) = [ei ej + ei ( ej ) ] f (q) = ei ej f (q) = ei ej D f (q) = ei ej D D f (q), (10.100) where we have used (10.17) to express ej = ej , and changed dummy indices. The dierences xi in (10.99) are replaced by ei with the prepoint expansion (10.98). In this way we arrive at the covariant Taylor expansion f (q + q) = F (x) + D f (q) i + 1 D D f (q) + . . . . 2! (10.101)
Indeed, re-expanding the right-hand side in powers of q via (10.98) we may verify that the ane connections cancel against those in the covariant derivatives of f (q), so that (10.101) reduces to the ordinary Taylor expansion of f (q + q) in powers of q. Note that the expansion (10.96) diers only slightly from a naive Taylor expansion of the dierence around the postpoint: 1 1 xi = xi (q) xi (q q) = ei q ei , q q + ei , q q q + . . . , 2 3! (10.102) where a subscript separated by a comma denotes the partial derivative = /q , i.e., f, f . The right-hand side can be rewritten with the help of the completeness relation (10.13) as 1 1 xi = ei q ej ej , q q + ej ej , q q q + . . . 2 3! . (10.103)
The expansion coecients can be expressed in terms of the ane connection (10.16), using the derived relation ei ei , = (ei ei , ) ei ei , ej ej , = + . Thus we obtain xi = ei q 1 1 + q q q +. . . .(10.105) q q + 2! 3! (10.104)
This diers from the true expansion (10.149) only by the absence of the symmetrization of the indices in the last ane connection. Inserting (10.96) into the short-time amplitude (10.90), we obtain K0 (x) = x| i H |x x = h 1 2i h/M
iA> (q,qq)/ h , De
(10.106)
709
with the short-time postpoint action A> (q, q q) = (xi )2 = = M g q q 2
M g q q q q q (10.107) 2 1 1 + g + {} + q q q q + . . . . 3 4
Separating the ane connection into Christoel symbol and torsion, this can also be written as A> (q, q q) = + 1 g 3 M g q q q q q (10.108) 2 1 1 + + + S S q q q q + . . . . 4 3
Note that in contrast to the formulas for the short-time action derived in Chapter 8, the right-hand side contains only intrinsic quantities of q-space. For the systems treated there (which all lived in a Euclidean space parametrized with curvilinear coordinates), the present intrinsic result reduces to the previous one. Take, for example, a two-dimensional Euclidean space parametrized by radial coordinates treated in Section 8.1. The postpoint expansion (10.96) reads for the components r, of q r()2 r()2 + ... , 2 3 = r () + . . . . r 6 r = r + Inserting these into the short-time action which is here simply A = we nd the time-sliced action A = M 1 r 2 + r 2 ()2 rr()2 r 2 ()4 + . . . . 2 12 (10.112) M 2 (r + r 2 2 ), 2 (10.111) (10.109) (10.110)
A symmetrization of the postpoint expressions using the fact that r 2 stands for
2 rn = rn (rn1 + rn ),
(10.113)
leads to the short-time action displaying the subscripts n A = M 1 2 rn + rn rn1 (n )2 rn rn1 (n )4 + . . . . 2 12 (10.114)
This agrees with the previous expansion of the time-sliced action in Eq. (8.53). While the previous result was obtained from a transformation of the time-sliced
710
Euclidean action to radial coordinates, the short-time action here is found from a purely intrinsic formulation. The intrinsic method has the obvious advantage of not being restricted to a Euclidean initial space and therefore has the chance of being true in an arbitrary metric-ane space. At this point we observe that the nal short-time action (10.107) could also have been introduced without any reference to the at reference coordinates xi . Indeed, the same action is obtained by evaluating the continuous action (10.3) for the small time interval t = along the classical orbit between the points qn1 and qn . Due to the equations of motion (10.18), the Lagrangian L(q, q) = M g (q(t)) q (t)q (t) 2 (10.115)
is independent of time (this is true for autoparallels as well as geodesics). The short-time action A (q, q ) = M 2
t t
dt g (q(t))q (t)q (t)
(10.116)
can therefore be written in either of the three forms A = M M M g (q)q q = g (q )q q = g ()q q , q 2 2 2 (10.117)
where q , q , q are the coordinates at the nal time tn , the initial time tn1 , and the average time (tn + tn1 )/2, respectively. The rst expression obviously coincides with (10.107). The others can be used as a starting point for deriving equivalent prepoint or midpoint actions. The prepoint action A< arises from the postpoint one A> by exchanging q by q and the postpoint coecients by the prepoint ones. The midpoint action has the most simple-looking appearance: q q , q q ) = A ( + (10.118) 2 2 M 1 g ()q q + g + {} q q q q + . . . , q 2 12 where the ane connection can be evaluated at any point in the interval (tn1 , tn ). The precise position is irrelevant to the amplitude, producing changes only in higher than the relevant orders of . We have found the postpoint action most useful since it gives ready access to the time evolution of amplitudes, as will be seen below. The prepoint action is completely equivalent to it and useful if one wants to describe the time evolution backwards. Some authors favor the midpoint action because of its symmetry and the absence of cubic terms in q in the expression (10.118). The dierent completely equivalent anypoint formulations of the same shorttime action, which is universally dened by the nonholonomic mapping procedure, must be distinguished from various so-called time-slicing prescriptions found in
711
the literature when setting up a lattice approximation to the Lagrangian (10.115). There, a midpoint prescription is often favored, in which one approximates L by M g () q (t)q (t), q 22 and uses the associated short-time action L(q, q) L (q, q/ ) = Ampp = L (q, q/ ) (10.119)
(10.120)
in the exponent of the path integrand. The motivation for this prescription lies in the popularity of H. Weyls ordering prescription for products of position and momenta in operator quantum mechanics. From the discussion in Section 1.13 we know, however, that the Weyl prescription for the operator order in the kinetic energy g () p /2M does not lead to the correct Laplace-Beltrami operator in q p general coordinates. The discussion in this section, on the other hand, will show that the Weyl-ordered action (10.120) diers from the correct midpoint form (10.118) of the action by an additional forth-order term in q , implying that the short-time action Ampp does not lead to the correct physics. Worse shortcomings are found when slicing the short-time action following a pre- or postpoint prescription. There is, in fact, no freedom of choice of dierent slicing prescriptions, in contrast to ubiquitous statements in the literature. The short-time action is completely xed as being the unique nonholonomic image of the Euclidean time-sliced action. This also solves uniquely the operator-ordering problem which has plagued theorists for many decades. In the following, the action A without subscript will always denote the preferred postpoint expression (10.107): A A> (q, q q). (10.121)
10.3.2
Measure of Path Integration

1 2i h/M
D N
We now turn to the integration measure in the Cartesian path integral (10.89) dD xn .
n=1
This has to be transformed to the general metric-ane space. We imagine evaluating the path integral starting out from the latest time and performing successively the integrations over xN , xN 1 , . . . , i.e., in each short-time amplitude we integrate over the earlier position coordinate, the prepoint coordinate. For the purpose of this discussion, we relabel the product N dD xi by N +1 dxi , so that the integration n=1 n n=2 n1 in each time slice (tn , tn1 ) with n = N + 1, N, . . . runs over dxi . n1 In a at space parametrized with curvilinear coordinates, the transformation of the integrals over dD xi into those over dD qn1 is obvious: n1
N +1 N +1
dD xi = n1
n=2 n=2
dD qn1 det ei (qn1 )
(10.122)
712
The determinant of ei is the square root of the determinant of the metric g : det (ei ) = det g (q)
N +1
g(q),
(10.123)
and the measure may be rewritten as

N +1
dD xi n1
n=2
=
n=2
dD qn1
g(qn1) .
(10.124)
This expression is not directly applicable. When trying to do the dD qn1 -integrations successively, starting from the nal integration over dqN , the integration variable qn1 appears for each n in the argument of det ei (qn1 ) or g (qn1 ). To make this qn1 -dependence explicit, we expand in the measure (10.122) ei (qn1 ) = ei (qn qn ) around the postpoint qn into powers of qn . This gives
1 ( dxi = ei (q q)dq = ei dq ei , dq q + ei , dq q q + . . . , 10.125) 2 omitting, as before, the subscripts of qn and qn . Thus the Jacobian of the coordinate transformation from dxi to dq is 1 J0 = det (ei ) det ei ei , q + ei ei , q q , 2
N +1 N +1
(10.126)
giving the relation between the innitesimal integration volumes dD xi and dD q : dD xi = n1

n=2 n=2 dD qn1 J0n .
(10.127)
The well-known expansion formula det (1 + B) = exp tr log(1 + B) = exp tr(B B 2 /2 + B 3 /3 . . .) allows us now to rewrite J0 as J0 = det (ei ) exp i A , h J0 (10.129) (10.128)
with the determinant det (ei ) = g(q) evaluated at the postpoint. This equation denes an eective action associated with the Jacobian, for which we obtain the expansion i 1 AJ0 = ei ei , q + ei ei ei ei , ej ej , q q + . . . . (10.130) , h 2 The expansion coecients are expressed in terms of the ane connection (10.16) using the relations: ei, ei , = ei ei , ej ej , = ei ei , = g [ (ei ei , ) ei ei , ej ej , ] = g ( + ). (10.131) (10.132)
713
The Jacobian action becomes therefore: i 1 AJ0 = q + q q + . . . . h 2 (10.133)
The same result would, incidentally, be obtained by writing the Jacobian in accordance with (10.124) as J0 = g(q q), (10.134)
which leads to the alternative formula for the Jacobian action exp i A = h J0 g(q q) g(q) . (10.135)
An expansion in powers of q gives exp i A = 1 h J0 1 g(q) g(q), q + 1 2 g(q) g(q), q q +. . . . (10.136)
Using the formula 1 1 g = g g = , g 2 this becomes exp so that 1 i AJ0 = q + q q + . . . . h 2 (10.139) 1 i AJ0 = 1 q + ( + )q q + . . . , h 2 (10.138) (10.137)
In a space without torsion where , the Jacobian actions (10.133) and (10.139) are trivially equal to each other. But the equality holds also in the presence of torsion. Indeed, when inserting the decomposition (10.27), = + K , into (10.133), the contortion tensor drops out since it is antisymmetric in the last two indices and these are contracted in both expressions. In terms of AJ0n , we can rewrite the transformed measure (10.122) in the more useful form
N +1 N +1
dD xi n1
n=2
=
n=2
dD qn1 det ei (qn ) exp
i A h J0n
(10.140)
In a at space parametrized in terms of curvilinear coordinates, the right-hand sides of (10.122) and (10.140) are related by an ordinary coordinate transformation, and both give the correct measure for a time-sliced path integral. In a general
714
metric-ane space, however, this is no longer true. Since the mapping dxi dq is nonholonomic, there are in principle innitely many ways of transforming the path integral measure from Cartesian coordinates to a non-Euclidean space. Among these, there exists a preferred mapping which leads to the correct quantummechanical amplitude in all known physical systems. This will serve to solve the path integral of the Coulomb system in Chapter 13. The clue for nding the correct mapping is oered by an unaesthetic feature of Eq. (10.125): The expansion contains both dierentials dq and dierences q . This is somehow inconsistent. When time-slicing the path integral, the dierentials dq in the action are increased to nite dierences q . Consequently, the dierentials in the measure should also become dierences. A relation such as (10.125) containing simultaneously dierences and dierentials should not occur. It is easy to achieve this goal by changing the starting point of the nonholonomic mapping and rewriting the initial at space path integral (10.89) as (x t|x t ) = 1 2i h/M
D N n=1 N +1
dxn
n=1
K0 (xn ).
(10.141)
Since xn are Cartesian coordinates, the measures of integration in the time-sliced expressions (10.89) and (10.141) are certainly identical:
N n=1 N +1
dD xn
dD xn .
n=2
(10.142)
Their images under a nonholonomic mapping, however, are dierent so that the initial form of the time-sliced path integral is a matter of choice. The initial form (10.141) has the obvious advantage that the integration variables are precisely the quantities xi which occur in the short-time amplitude K0 (xn ). n Under a nonholonomic transformation, the right-hand side of Eq. (10.142) leads to the integral measure in a general metric-ane space
N +1 n=2 N +1
d xn
dD qn Jn ,
n=2
(10.143)
with the Jacobian following from (10.96) (omitting n) J= 1 (x) =det (ei ) det {} q + { } +{ { |}} q q +. . . . (q) 2 (10.144)
In a space with curvature and torsion, the measure on the right-hand side of (10.143) replaces the at-space measure on the right-hand side of (10.124). The curly double brackets around the indices , , , indicate a symmetrization in and followed
715
by a symmetrization in , , and . With the help of formula (10.128) we now calculate the Jacobian action i 1 AJ = {} q + { } + { {|}} {} {} q q + . . . . h 2 (10.145) This expression diers from the earlier Jacobian action (10.133) by the symmetrization symbols. Dropping them, the two expressions coincide. This is allowed if q are curvilinear coordinates in a at space. Since then the transformation functions xi (q) and their rst derivatives xi (q) are integrable and possess commuting derivatives, the two Jacobian actions (10.133) and (10.145) are identical. There is a further good reason for choosing (10.142) as a starting point for the nonholonomic transformation of the measure. According to Huygens principle of wave optics, each point of a wave front is a center of a new spherical wave propagating from that point. Therefore, in a time-sliced path integral, the dierences xi play n a more fundamental role than the coordinates themselves. Intimately related to this is the observation that in the canonical form, a short-time piece of the action reads ip2 dpn i n exp pn (xn xn1 ) t . 2 h h 2M h Each momentum is associated with a coordinate dierence xn xn xn1 . Thus, we should expect the spatial integrations conjugate to pn to run over the coordinate dierences xn = xn xn1 rather than the coordinates xn themselves, which makes the important dierence in the subsequent nonholonomic coordinate transformation. We are thus led to postulate the following time-sliced path integral in q-space:
h q|ei(tt )H/ |q =
1 2i /M h
D
N +1 n=2
dD qn
g(qn ) 2i h/M
(10.146) where the integrals over qn may be performed successively from n = N down to n = 1. Let us emphasize that this expression has not been derived from the at space path integral. It is the result of a specic new quantum equivalence principle which rules how a at space path integral behaves under nonholonomic coordinate transformations. It is useful to re-express our result in a dierent form which claries best the relation with the naively expected measure of path integration (10.124), the product of integrals
N N
i D e
N+1 (A n=1
+AJ )/ h
dD xn =
n=1 n=1
dD qn
g(qn ) .
(10.147)
716
The measure in (10.146) can be expressed in terms of (10.147) as

N +1 N
dD qn g(qn ) =
n=2 n=1
dD qn
g(qn )e
iAJ / h
0
The corresponding expression for the entire time-sliced path integral (10.146) in the metric-ane space reads
h q|ei(tt )H/ |q =
1 2i /M h
D
N n=1
dD qn
g(qn ) 2i /M h
(10.148) where AJ is the dierence between the correct and the wrong Jacobian actions in Eqs. (10.133) and (10.145): AJ AJ AJ0 . In the absence of torsion where {} = , this simplies to 1 i AJ = R q q , h 6 (10.150) (10.149)
i De
N+1 (A n=1
+AJ )/ h
where R is the Ricci tensor associated with the Riemann curvature tensor, i.e., the contraction (10.41) of the Riemann curvature tensor associated with the Christoel symbol . Being quadratic in q, the eect of the additional action can easily be evaluated perturbatively using the methods explained in Chapter 8, according to which q q may be replaced by its lowest order expectation q q
0
= i hg (q)/M.
Then AJ yields the additional eective potential h2 R(q), Ve (q) = 6M (10.151)
where R is the Riemann curvature scalar. By including this potential in the action, the path integral in a curved space can be written down in the naive form (10.147) as follows:
h q|ei(tt )H/ |q =
1 2i /M h
D
n=1
dD qn
g(qn ) 2i h/M
(10.152) This time-sliced expression will from now on be the denition of a path integral in curved space written in the continuum notation as
h q|ei(tt )H/ |q
i R(qn )/6M i h e De
N+1 n=1
A [qn ]/ h
D D q g(q) e
tb ta
dt A[q]/ h
(10.153)
10.4 Completing Solution of Path Integral on Surface of Sphere
717
The integrals over qn in (10.152) are conveniently performed successively downwards over qn+1 = qn+1 qn at xed qn+1 . The weights g(qn ) = g(qn+1 qn+1 ) require a postpoint expansion leading to the naive Jacobian J0 of (10.126) and the Jacobian action AJ0 of Eq. (10.133). It is important to observe that the above time-sliced denition is automatically invariant under coordinate transformations. This is an immediate consequence of the denition via the nonholonomic mapping from a at-space path integral. It goes without saying that the path integral (10.152) also has a phase space version. It is obtained by omitting all (M/2 )(qn )2 terms in the short-time actions A and extending the multiple integral by the product of momentum integrals
N +1 n=1
dpn 2 g(qn ) h
When using this expression, all problems which were encountered in the literature with canonical transformations of path integrals disappear. An important property of the denition of the path integral in spaces with curvature and torsion as a nonholonomic image of a Euclidean path integral is that this image is automatically invariant under ordinary holonomic coordinate transformations.
h e(i/ )
N+1 n=1
[pn q
1 2M
g (qn )pn pn ]
(10.154)
10.4
Completing Solution of Path Integral on Surface of Sphere in D Dimensions
The measure of path integration in Eq. (10.146) allows us to nally complete the calculation, initiated in Sections 8.78.9, of the path integrals of a point particle on the surface of a sphere on group spaces in any number of dimensions. Indeed, using the result (10.151) we are now able to solve the problems discussed in Section 8.7 in conjunction with the energy formula (8.224). Thus we are nally in a position to nd the correct energies and amplitudes of these systems. A sphere of radius r embedded in D dimensions has an intrinsic dimension D D 1 and a curvature scalar
(D 1)D . R= (10.155) r2 This is most easily derived as follows. Consider a line element in D dimensions (dx)2 = (dx1 )2 + (dx2 )2 + . . . + (dxD )2 (10.156)
and restrict the motion to a spherical surface (x1 )2 + (x2 )2 + . . . + (xD )2 = r 2 , by eliminating xD . This brings (10.156) to the form (dx)2 = (dx1 )2 + (dx2 )2 + . . . + (dxD )2 + (x1 dx1 + dx2 + . . . + xD dxD )2 , (10.158) r2 r 2 (10.157)
718
where r 2 (x1 )2 + (x2 )2 + . . . + (xD )2 . The metric on the D -dimensional surface is therefore g (x) = + x x . r2 r 2 (10.159)
Since R will be constant on the spherical surface, we may evaluate it for small x ( = 1, . . . , D ) where g (x) + x x /r 2 and the Christoel symbols (10.7) are x /r 2 . Inserting this into (10.35) we obtain the curvature tensor for small x : 1 R 2 ( ) . r (10.160)
This can be extended covariantly to the full surface of the sphere by replacing by the metric g (x): 1 R (x) = 2 [g (x)g (x) g (x)g (x)] , r so that Ricci tensor is [recall (10.41)] D 1 g (x). R (x) = R (x) = r2 (10.162) (10.161)
Contracting this with g [recall (10.42)] yields indeed the curvature scalar (10.155). The eective potential (10.151) is therefore Ve h2 = (D 2)(D 1). 6Mr 2 (10.163)
It supplies precisely the missing energy which changes the energy (8.224) near the sphere, corrected by the expectation of the quartic term 4 in the action, to the n proper value El = h2 l(l + D 2). 2Mr 2 (10.164)
Astonishingly, this elementary result of Schrdinger quantum mechanics was found o only a decade ago by path integration [5]. Other time-slicing procedures yield extra terms proportional to the scalar curvature R, which are absent in our theory. Here the scalar curvature is a trivial constant, so it would remain undetectable in atomic experiments which measure only energy dierences. The same result will be derived in general in Eqs. (11.25) and in Section 11.3. Experimental arguments for the absence will be given in Subsection 13.10.3. An important property of this spectrum is that the ground state energy vanished for all dimensions D. This property would not have been found in the naive measure of path integration on the right-hand side of Eq. (10.147) which is used in most
10.5 External Potentials and Vector Potentials
719
works on this subject. The correction term (10.150) coming from the nonholonomic mapping of the at-space measure is essential for the correct result. More evidence for the correctness of the measure in (10.146) will be supplied in Chapter 13 where we solve the path integrals of the most important atomic system, the hydrogen atom. We remark that for t t , the amplitude (10.152) shows the states |q to obey the covariant orthonormality relation q|q = The completeness relation reads dD q g(q)|q q| = 1. (10.166) g(q)
1
(D) (q q ).
(10.165)
10.5
External Potentials and Vector Potentials
An important generalization of the above path integral formulas (10.146), (10.148), (10.152) of a point particle in a space with curvature and torsion includes the presence of an external potential and a vector potential. These allow us to describe, for instance, a particle in external electric and magnetic elds. The classical action is then Aem =
tb ta
dt
e A (q(t))q V (q(t)) . c
(10.167)
To nd the time-sliced action we proceed as follows. First we set up the correct time-sliced expression in Euclidean space and Cartesian coordinates. For a single slice it reads, in the postpoint form, A = e e M (xi )2 + Ai (x)xi Ai,j (x)xi xj V (x) + . . . . 2 c 2c (10.168)
As usual, we have neglected terms which do not contribute in the continuum limit. The derivation of this time-sliced expression proceeds by calculating, as in (10.116), the action A =
t t
dtL(t)
(10.169)
along the classical trajectory in Euclidean space, where L(t) = M 2 e x (t) + A(x(t))x(t) V (x(t)) 2 c (10.170)
is the classical Lagrangian. In contrast to (10.116), however, the Lagrangian has now a nonzero time derivative (omitting the time arguments): d e e x L = M x + A(x) + Ai,j (x)xi xj Vi (x)xi . x dt c c (10.171)
720
For this reason we cannot simply write down an expression such as (10.117) but we have to expand the Lagrangian around the postpoint leading to the series A =
t t
dtL(t) = L(t)
1 2d L(t) + . . . . 2 dt
(10.172)
The evaluation makes use of the equation of motion e M xi = (Ai,j (x) Aj,i (x))xj Vi (x), c (10.173)
from which we derive the analog of Eq. (10.96): First we have the postpoint expansion xi = xi + 1 2 i x + ... 2 e 2 = xi (Ai,j Aj,i)xj + Vi (x) + . . . . 2Mc
(10.174)
Inverting this gives x =

i
xi
e (Ai,j Aj,i)xj + . . . . 2Mc
(10.175)
When inserted into (10.172), this yields indeed the time-sliced short-time action (10.168). The quadratic term xi xj in the action (10.168) can be replaced by the perturbative expectation value xi xj xi xj = ij i so that A becomes A = M e he (xi )2 + Ai (x)xi i Ai,i (x) V (x) + . . . . 2 c 2Mc (10.177) h , M (10.176)
Incidentally, the action (10.168) could also have been written as A = M e (xi )2 + Ai ( )xi V (x) + . . . , x 2 c (10.178)
where x is the midpoint value of the slice coordinates 1 x = x x, 2 i.e., more explicitly, 1 x(tn ) [x(tn ) + x(tn1 )]. 2 (10.180)
(10.179)
10.6 Perturbative Calculation of Path Integrals in Curved Space
721
Thus, with an external vector potential in Cartesian coordinates, a midpoint prescription for A happens to yield the correct expression (10.178). Having found the time-sliced action in Cartesian coordinates, it is easy to go over to spaces with curvature and torsion. We simply insert the nonholonomic transformation (10.96) for the dierentials xi . This gives again the short-time action (10.107), extended by the interaction due to the potentials e e Aem = A q A q q V (q) + . . . . c 2c The second term can be evaluated perturbatively leading to he e A V (q) + . . . . Aem = A q i c 2Mc The sum over all slices,
N +1
(10.181)
(10.182)
AN = em
n=1
Aem ,
(10.183)
has to be added to the action in each time-sliced expression (10.146), (10.148), and (10.152).
10.6
Perturbative Calculation of Path Integrals in Curved Space
In Sections 2.15 and 3.21 we have given a perturbative denition of path integrals which does not require the rather cumbersome time slicing but deals directly with a continuous time. We shall now extend this denition to curved space in such a way that it leads to the same result as the time-sliced denition given in Section 10.3. In particular, we want to ensure that this denition preserves the fundamental property of coordinate independence achieved in the time-sliced denition via the nonholonomic mapping principle, as observed at the end of Subsection 10.3.2. In a perturbative calculation, this property will turn out to be highly nontrivial. In addition, we want to be sure that the ground state energy of a particle on a sphere is zero in any number of dimensions, just as in the time-sliced calculation leading to Eq. (10.164). This implies that also in the perturbative denition of path integral, the operator-ordering problem will be completely solved.
10.6.1
Free and Interacting Parts of Action
The partition function of a point particle in a curved space with an intrinsic dimension D is given by the path integral over all periodic paths on the imaginary-time axis : Z= D D q g eA[q] , (10.184)
722 where A[q] is the Euclidean action A[q] =

0
1 g (q( ))q ( )q ( ) + V (q( )) . 2
(10.185)
We have set h and the particle mass M equal to unity. For a space with constant curvature, this is a generalization of the action for a particle on a sphere (8.146), also called a nonlinear -model (see p. 655). The perturbative denition of Sections 2.15 and 3.21 amounts to the following calculation rules. Expand the metric g (q) and the potential V (q) around some point qa in powers of q q qa . After this, separate the action A[q] into a harmonically uctuating part A(0) [qa ; q] 1 2
0
d g (qa ) q ( ) q ( ) + 2 q ( )q ( ) ,
(10.186)
and an interacting part Aint [qa ; q] A[q] A(0) [qa ; q]. (10.187)
The second term in (10.186) is called frequency term or mass term. It is not invariant under coordinate transformations. The implications of this will be seen later. When studying the partition function in the limit of large , the frequency cannot be set equal to zero since this would lead to innities in the perturbation expansion, as we shall see below. A delicate problem is posed by the square root of the determinant of the metric in the functional integration measure in (10.184). In a purely formal continuous denition of the measure, we would write it as g(q( )) . g(qa ) (10.188) The formal sum over all continuous times in the exponent corresponds to an integral d divided by the spacing of the points, which on a sliced time axis would be the slicing parameter . Here it is d . The ratio 1/d may formally be identied with (0), in accordance with the dening integral d ( ) = 1. The innity of (0) may be regularized in some way, for instance by a cuto in the Fourier representation (0) d/(2) at large frequencies , a so-called UV-cuto . Leaving the regularization unspecied, we rewrite the measure (10.188) formally as DD q g dD q( ) g( ) = dD q( ) g(qa ) exp 1 2 log DD q g and further as DD q g(qa ) eA
g [q]
dD q( ) g(qa ) exp
1 (0) 2
d log
g(q( )) , g(qa )
(10.189)
(10.190)
723
where we have introduced an eective action associated with the measure: 1 Ag [q] = (0) 2
0
d log
g(q( )) . g(qa )
(10.191)
For a perturbative treatment, this action is expanded in powers of q( ) and is a functional of this variable: 1 Ag [qa , q] = (0) 2
0
d [log g(qa + q( )) log g(qa )].
(10.192)
This is added to (10.187) to yield the total interaction Aint [qa , q] = Aint [qa , q] + Ag [qa , q]. tot The path integral for the partition function is now written as Z = DD q g(qa ) eA
(0) [q]
(10.193)
eAtot [q] .
int
(10.194)
int
According to the rules of perturbation theory, we expand the factor eAtot in powers of the total interaction, and obtain the perturbation series Z = DD q g(qa ) 1 Aint + tot 1 int 2 (0) Atot . . . eA [q] 2 (10.195)
= Z 1 Aint + tot where Z eF =
1 Aint 2 . . . , tot 2!
D D q g(qa ) eA
(0) [q]
(10.196)
is the path integral over the free part, and the symbol . . . denotes the expectation values in this path integral
1 . . . = Z
Dq
g(qa ) ( . . . ) eA
c
(0) [q]
. Aint 2 tot
c
(10.197) = Aint 2 tot
With the usual denition of the cumulants Aint tot Aint tot
2
= Aint , tot
, . . . [recall (3.482), (3.483)], this can be written as Z eF = exp F Aint tot + 1 Aint 2 tot 2! ... , (10.198)
where F 1 log Z the free energy associated with Z . The cumulants are now calculated according to Wicks rule order by order in h, treating the -function at the origin (0) as if it were nite. The perturbation series will contain factors of (0) and its higher powers. Fortunately, these unpleasant terms will turn out to cancel each other at each order in a suitably dened expansion
724
parameter. On account of these cancellations, we may ultimately discard all terms containing (0), or set (0) equal to zero, in accordance with Veltmans rule (2.500). The harmonic path integral (10.196) is performed using formulas (2.481) and (2.497). Assuming for a moment what we shall prove below that we may choose coordinates in which g (qa ) = , we obtain directly in D dimensions Z = Dq eA [q] = exp D Tr log( 2 + 2 ) eF . 2 (10.199)
The expression in brackets species the free energy F of the harmonic oscillator at the inverse temperature .
10.6.2
Zero Temperature
For simplicity, we st consider the limit of zero temperature or . Then F becomes equal to the sum of D ground state energies /2 of the oscillator, one for each dimension: F = 1D D Tr log( 2 + 2 ) 2 2

dk D log(k 2 + 2 ) = . 2 2
(10.200)
The Wick contractions in the cumulants Aint 2 of the expansion (10.197) contot c tain only connected diagrams. They contain temporal integrals which, after suitable partial integrations, become products of the following basic correlation functions G(2) (, ) G(2) (, ) q ( )q ( ) = q ( )q ( ) = q ( )q ( ) = q ( )q ( ) = , , , . (10.201) (10.202) (10.203) (10.204)
G(2) (, )
G(2) (, )
The right-hand sides dene line symbols to be used for drawing Feynman diagrams for the interaction terms. Under the assumption g (qa ) = , the correlation function G(2) (, ) factor izes as G(2) (, ) = ( ), (10.205)
with ( ) abbreviating the correlation the zero-temperature Green function Gp 2 ,e ( ) of Eq. (3.246) (remember the present units with M = h = 1): ( ) =

1 | | dk eik( ) = e . 2 k 2 + 2 2
(10.206)
As a consequence, the second correlation function (10.202) has a discontinuity G(2) (, ) = i

1 dk eik( ) k = ( ) ( )e| | , 2 k 2 + 2 2 (10.207)

725
where ( ) is the distribution dened in Eq. (1.311) which has a jump at = from 1 to 1. It can be written as an integral over a -function: ( ) 1 + 2

d ( ).
(10.208)
The third correlation function (10.203) is simply the negative of (10.202): G(2) (, ) = G(2) (, ) = ( ). (10.209)
At the point = , the momentum integral (10.207) vanishes by antisymmetry: G(2) (, )| = = G(2) (, )| = = i

dk k = (0) = 0. (10.210) 2 + 2 2 k
The fourth correlation function (10.204) contains a -function:

2 G(2) (, ) = G(2) (, ) =
dk ik( e 2
dk eik( ) k 2 = ( ) (10.211) 2 k 2 + 2 2 1 2 = ( ) 2 G(2) (, ). k + 2
The Green functions for = are plotted in Fig. 10.4.
0.4 0.2 -2 -1 -0.2 -0.4
( )
0.4 0.2
( )
1 2
0.4 0.2
( )
1 2
-2
-1 -0.2 -0.4
-2
-1 -0.2 -0.4
Figure 10.4 Green functions for perturbation expansions in curvilinear coordinates in natural units with = 1. The third contains a -function at the origin.
The last equation is actually the dening equation for the Green function, which is always the solution of the inhomogeneous equation of motion associated with the harmonic action (10.186), which under the assumption g (qa ) = reads for each component: ( ) + 2 q( ) = ( ). q The Green function ( ) solves this equation, satisfying ( ) = 2( ) ( ). (10.213) (10.212)
When trying to evaluate the dierent terms produced by the Wick contractions, we run into a serious problem. The dierent terms containing products of time derivatives of Green functions contain eectively products of -functions and
726
Heaviside functions. In the mathematical theory of distributions, such integrals are undened. We shall oer two ways to resolve this problem. One is based on extending the integrals over the time axis to integrals over a d-dimensional time space, and continuing the results at the end back to d = 1. The extension makes the path integral a functional integral of the type used in quantum eld theories. It will turn out that this procedure leads to well-dened nite results, also for the initially divergent terms coming from the eective action of the measure (10.192). In addition, and very importantly, it guarantees that the perturbatively dened path integral is invariant under coordinate transformations. For the time-sliced denition in Section 10.3, coordinate independence was an automatic consequence of the nonholonomic mapping from a at-space path integral. In the perturbative denition, the coordinate independence has been an outstanding problem for many years, and was only solved recently in Refs. [23][25]. In d-dimensional quantum eld theory, path integrals between two and four spacetime dimensions have been dened by perturbation expansions for a long time. Initial diculties in guaranteeing coordinate independence were solved by t Hooft and Veltman [29] using dimensional regularization with minimal subtractions. For a detailed description of this method see the textbook [30]. Coordinate independence emerges after calculating all Feynman integrals in an arbitrary number of dimensions d, and continuing the results to the desired physical integer value. Innities occuring in the limit are absorbed into parameters of the action. In contrast, and surprisingly, numerous attempts [31][36] to dene the simpler quantum-mechanical path integrals in curved space by perturbation expansions encountered problems. Although all nal results are nite and unique, the Feynman integrals in the expansions are highly singular and mathematically undened. When evaluated in momentum space, they yield dierent results depending on the order of integration. Various denitions chosen by the earlier authors were not coordinate-independent, and this could only be cured by adding coordinate-dependent correction terms to the classical action a highly unsatisfactory procedure violating the basic Feynman postulate that physical amplitudes should consist of a sum over all paths with phase h factors eiA/ containing only the classical actions along the paths. The calculations in d spacetime dimensions and the continuation to d = 1 will turn out to be somewhat tedious. We shall therefore nd in Subsection 10.11.4 a method of doing the calculations directly for d = 1.
10.7
Model Study of Coordinate Invariance
Let us consider rst a simple model which exhibits typical singular Feynman integrals encountered in curvilinear coordinates and see how these can be turned into a nite perturbation expansion which is invariant under coordinate transformations. For simplicity, we consider an ordinary harmonic oscillator in one dimension, with the action 1 d x2 ( ) + 2 x2 ( ) . (10.214) A = 2 0
10.7 Model Study of Coordinate Invariance
727
The partition function of this system is exactly given by (10.200): Z = Dx eA [x] = exp D Tr log( 2 + 2 ) eF . 2 (10.215)
A nonlinear transformation of x( ) to some other coordinate q( ) turns (10.215) into a path integral of the type (10.184) which has a singular perturbation expansion. For simplicity we assume a specic simple coordinate transformation preserving the reection symmetry x x of the initial oscillator, whose power series expansion starts out like 2 1 x( ) = f (q( )) f (q( )) = q q 3 + a q 5 , 3 5 (10.216)
where is an expansion parameter which will play the role of a coupling constant counting the orders of the perturbation expansion. An extra parameter a is introduced for the sake of generality. We shall see that it does not inuence the conclusions. The transformation changes the partition function (10.215) into Z= Dq( ) eAJ [q] eA[q] , (10.217)
where is A[q] is the transformed action, whereas AJ [q] = (0) d log f (q( )) q( ) (10.218)
is an eective action coming from the Jacobian of the coordinate transformation J=
f (q( )) . q( )
(10.219)
The Jacobian plays the role of the square root of the determinant of the metric in (10.184), and AJ [q] corresponds to the eective action Ag [q] in Eq. (10.192). The transformed action is decomposed into a free part A [q] = 1 2
0
d [q 2 ( ) + 2q 2 ( )],
(10.220)
and an interacting part corresponding to (10.187), which reads to second order in : Aint [q] =
0
d q 2 ( )q 2 ( ) + + 2
2 4 q ( ) 3 . (10.221)
1 1 2a 6 q ( ) + a q 4 ( )q 2 ( ) + 2 + 2 18 5
This is found from (10.187) by inserting the one-dimensional metric g00 (q) = g(q) = [f (q)]2 = 1 2q 2 + (1 + 2a) 2 q 4 + . . . . (10.222)
728
To the same order in , the Jacobian action (10.218) is AJ [q] = (0)

0
d q 2 ( ) + 2 a
1 4 q ( ) , 2
(10.223)
and the perturbation expansion (10.198) is to be performed with the total interaction Aint [q] = Aint [q] + AJ [q]. tot (10.224)
For = 0, the transformed partition function (10.217) coincides trivially with (10.215). When expanding Z of Eq. (10.217) in powers of , we obtain sums of Feynman diagrams contributing to each order n . This sum must vanish to ensure coordinate independence of the path integral. From the connected diagrams in the cumulants in (10.198) we obtain the free energy F = F +
n=1
n Fn = F + Aint tot
1 Aint 2 tot 2!
+ ... .
(10.225)
The perturbative treatment is coordinate-independent if F does not depend on the parameters and a of the coordinate transformation (10.216). Hence all expansion terms Fn must vanish. This will indeed happen, albeit in a quite nontrivial way.
10.7.1
Diagrammatic Expansion
The graphical expansion for the ground state energy will be carried here only up to three loops. At any order n , there exist dierent types of Feynman diagrams with L = n + 1, n, and n 1 number of loops coming from the interaction terms (10.221) and (10.223), respectively. The diagrams are composed of the three types of lines in (10.201)(10.204), and new interaction vertices for each power of . The diagrams coming from the Jacobian action (10.223) are easily recognized by an accompanying power of (0). First we calculate the contribution to the free energy of the rst cumulant Aint tot c in the expansion (10.225). The associated diagrams contain only lines whose end points have equal times. Such diagrams will be called local . To lowest order in , the cumulant contains the terms F1 =
0
d q 2 ( )q 2 ( ) +
2 4 q ( ) + (0)q 2 ( ) 3
.
c
There are two diagrams originating from the interaction, one from the Jacobian action: F1 = 2 + (0) . (10.226)
10.7 Model Study of Coordinate Invariance
729
The rst cumulant contains also terms of order 2 : 2

0
1 2a 6 1 4 1 + a q 4 ( )q 2 ( ) + 2 + q ( ) (0) a q ( ) 2 18 5 2
.
c
The interaction gives rise to two three-loop diagrams, the Jacobian action to a single two-loop diagram: F2
(1)
= 2 3
1 +a 2
+15 2
a 1 + 18 5
3 a
1 (0) 2
. (10.227)
We now come to the contribution of the second cumulant Aint 2 in the expantot c sion (10.225). Keeping only terms contributing to order 2 we have to calculate the expectation value 1 2 2!
0
2 4 q ( ) + (0)q 2 ( ) 3 2 4 2 2 q ( )q ( ) q ( ) + (0)q 2 ( ) 3 q 2 ( )q 2 ( )
.
c
(10.228)
Only the connected diagrams contribute to the cumulant, and these are necessarily nonlocal. The simplest diagrams are those containing factors of (0): F2
(2)
2 2 2 (0) 2!
4(0)
+ 2 2
(10.229)
The remaining diagrams have either the form of three bubble in a chain, or of a watermelon, each with all possible combinations of the three line types (10.201) (10.204). The sum of the three-bubbles diagrams is F2 =
(3)
2 4 2!
+2
+2
+8 2
+ 8 2
+ 8 4
, (10.230)
while the watermelon-like diagrams contribute F2

(4)
2 4 2!
2 4 3
+4
+ 4 2
(10.231)
Since the equal-time expectation value q( ) q( ) vanishes according to Eq. (10.210), diagrams with a local contraction of a mixed line (10.202) vanish trivially, and have been omitted. We now show that if we calculate all Feynman integrals in d = 1 time dimensions and take the limit 0 at the end, we obtain unique nite results. These have the desired property that the sum of all Feynman diagrams contributing to each order n vanishes, thus ensuring invariance of the perturbative expressions (10.195) and (10.198) under coordinate transformations.
730
10.7.2
Diagrammatic Expansion in d Time Dimensions
As a rst step, we extend the dimension of the -axis to d, assuming to be a vector ( 0 , . . . , d ), in which the zeroth component is the physical imaginary time, the others are auxiliary coordinates to be eliminated at the end. Then we replace the harmonic action (10.214) by A = 1 2 dd x( ) x( ) + 2 x2 ( ) , (10.232)
and the terms q 2 in the transformed action (10.221) accordingly by a q( )a q( ). The correlation functions (10.205), (10.207), and (10.211) are replaced by twopoint functions G(2) (, ) = q( )q( ) = ( ) = dd k eik( ) , (2)d k 2 + 2 (10.233)
and its derivatives G(2) (, ) = q( )q( ) G (, ) = q( ) q( )

(2)
= ( ) = = ( ) =
ik dd k eik( ) , (10.234) (2)d k 2 + 2 dd k k k ik( ) e . (10.235) (2)d k 2 + 2
The conguration space is still one-dimensional so that the indices , and the corresponding tensors in Eqs. (10.205), (10.207), and (10.211) are absent. The analytic continuation to d = 1 time dimensions is most easily performed if the Feynman diagrams are calculated in momentum space. The three types of lines represent the analytic expressions = 1 , p2 + 2 =i p , p2 + 2 = p p . p2 + 2 (10.236)
Most diagrams in the last section converge in one-dimensional momentum space, thus requiring no regularization to make them nite, as we would expect for a quantum-mechanical system. Trouble arises, however, in some multiple momentum integrals, which yield dierent results depending on the order of their evaluation. As a typical example, take the Feynman integral = dd 1 (1 2 ) (1 2 ) (1 2 ) (1 2 ). (10.237)
For the ordinary one-dimensional Euclidean time, a Fourier transformation yields the triple momentum space integral X= dk dp1 dp2 k 2 (p1 p2 ) . (10.238) 2 2 2 (k 2 + 2 )(p2 + 2)(p2 + 2)[(k + p1 + p2 )2 + 2 ] 1 2
10.8 Calculating Loop Diagrams
731
Integrating this rst over k, then over p1 and p2 yields 1/32. In the order rst p1 , then p2 and k, we nd 3/32, whereas the order rst p1 , then k and p2 , gives again 1/32. As we shall see below in Eq. (10.283), the correct result is 1/32. The unique correct evaluation will be possible by extending the momentum space to d dimensions and taking the limit d 1 at the end. The way in which the ambiguity will be resolved may be illustrated by a typical Feynman integral Yd = k 2 (p1 p2 ) (kp1 )(kp2 ) d d k d d p1 d d p2 ,(10.239) (2)d (2)d (2)d (k 2 + 2 )(p2 + 2 )(p2 + 2 )[(k + p1 + p2 )2 + 2] 1 2
whose numerator vanished trivially in d = 1 dimensions. Due to the dierent contractions in d dimensions, however, Y0 will be seen to have the nonzero value Y0 = 1/32 (1/32) in the limit d 1, the result being split according to the two terms in the numerator [to appear in the Feynman integrals (10.281) and (10.283); see also Eq. (10.354)]. The diagrams which need a careful treatment are easily recognized in conguration space, where the one-dimensional correlation function (10.233) is the continuous function (10.206). Its rst derivative (10.207) which has a jump at equal arguments is a rather unproblematic distribution, as long as the remaining integrand does not contain -functions or their derivatives. These appear with second derivatives of (, ), where the d-dimensional evaluation must be invoked to obtain a unique result.
10.8
Calculating Loop Diagrams
The loop integrals encountered in d dimensions are based on the basic one-loop integral I ddk d2 1 = (1 d/2) = , 2 + 2 d/2 d=1 2 k (4) (10.240)
where we have abbreviated d d k dd k/(2)d by analogy with h h/2. The integral exists only for = 0 since it is otherwise divergent at small k. Such a divergence is called infrared divergence (IR-divergence) and plays the role of an infrared (IR) cuto. By dierentiation with respect to 2 we can easily generalize (10.240) to
I
d+22 (d/2 + ) ( d/2) d d k (k 2 ) . = (k 2 + 2 ) (4)d/2 (d/2) ()
(10.241)
Note that for consistency of dimensional regularization, all integrals over a pure power of the momentum must vanish:
I0 =
d d k (k 2 ) = 0.
(10.242)
We recognize Veltmans rule of Eq. (2.500).
732
With the help of Eqs. (10.240) and (10.241) we calculate immediately the local expectation values (10.233) and (10.235) and thus the local diagrams in (10.226) and (10.227): = = = q2 q2 q
2
= = =
ddk 1 = , 2 + 2 d=1 2 k 2 dd k 1 , = 2 + 2 d=1 4 2 k dd k 2 + 2 k ddk 2 + 2 k ddk k 2 + 2

3
(10.243) (10.244) (10.245)
2 3
1 , d=1 8 3 =
= =
q2 qq
2
q q = qq =
1 d d p p2 = , 2 + 2 d=1 p 4
2
(10.246) (10.247)
d d p p2 1 = . p2 + 2 d=1 8
The two-bubble diagrams in Eq. (10.229) can also be easily computed = = = = dd p 1 = , (p2 + 2)2 d=1 4 3 ddk 1 d d p p2 = , dd 1 (1 1 )2 (1 2 ) 2 + 2 2 + 2 )2 d=1 8 2 k (p dd p ddk k2 1 = 2, dd 1 (1 1 )2 (1 2 ) 2 + 2 2 + 2 )2 d=1 k (p 8 d d d p 1 d k = . dd 1 (1 1 )2 (1 2 ) k2 + 2 (p2 + 2)2 d=1 8 4 dd 1 2 (1 2 ) dd 1 (1 1 )2 (1 2 )(2 2 ) ddq 2 + 2 q
2
(10.248) (10.249) (10.250) (10.251)
For the three-bubble diagrams in Eq. (10.230) we nd = = = = = = =
d d p(p2 )2 3 , = 2 + 2 )2 d=1 (p 16
2
(10.252)
dd 1 (1 1 )2 (1 2 ) (2 2 ) d d q (q 2 )2 q 2 + 2 1 ddk = , 2 + 2 )2 d=1 16 (k (10.253)
dd 1 (1 1 )2 (1 2 ) (2 2 ) ddk 2 + 2 k d d p p2 2 + 2 )2 (p 1 dd q q2 = , 2 + 2 d=1 q 16 (10.254)
dd 1 (1 1 )2 (1 2 )(2 2 )
733 ddp 2 + 2 )2 (p d d p p2 (p2 + 2)2 1 ddq = , 2 + 2 d=1 q 16 3 ddq 1 = , q 2 + 2 d=1 16 3 ddq 1 = . 2 + 2 d=1 16 5 q
= = = = =
ddk k2 k 2 + 2 ddk k 2 + 2
(10.255)
dd 1 (1 1 )2 (1 2 )(2 2 )
(10.256)
dd 1 (1 1 )2 (1 2 )(2 2 ) ddk 2 + 2 k dd p 2 + 2 )2 (p
(10.257)
In these diagrams, it does not make any dierence if we replace 2 by 2 . We now turn to the watermelon-like diagrams in Eq. (10.231) which are more tedious to calculate. They require a further basic integral [26]: J(p2 ) = = ddk = 2 + 2 )[(k + p)2 + 2 ] (k (2 d/2) (4)d/2 p2 + 4 2 4
d/22 1 0
dx
d 1 3 p2 F 2 , ; ; 2 , 2 2 2 p + 4 2
ddk 2 + p2 x(1 x) + 2 ]2 [k (10.258)
where F (a, b; c; z) is the hypergeometric function (1.450). For d = 1, the result is simply J(p2 ) = (p2 1 . + 4 2 ) (10.259)
We also dene the more general integrals J1 ...n (p) = and further J1 ...n ,1 ...m (p) = d d k k1 kn (k + p)1 (k + p)m . (k 2 + 2 )[(k + p)2 + 2] (10.261) d d k k1 kn , 2 + 2 )[(k + p)2 + 2 ] (k (10.260)
The latter are linear combinations of momenta and the former, for instance J, (p) = J (p) p + J (p). (10.262)
Using Veltmans rule (10.242), all integrals (10.261) can be reduced to combinations of p, I, J(p2 ). Relevant examples for our discussion are J (p) = d d k k 1 = p J(p2 ), (k 2 + 2 )[(k + p)2 + 2 ] 2 (10.263)
734 and J (p) =
d d k k k p p I = + (d 2) 2 (k 2 + 2 )[(k + p)2 + 2 ] p 2(d 1) J(p2 ) p p , (10.264) + (p2 + 4 2 ) + 2 d p2 + 4 2 p 4(d 1) dd k k2 = I 2 J(p2 ). 2 + 2 )[(k + p)2 + 2 ] (k
whose trace is J (p) = Similarly we expand J (p) = d d k k 2 k 1 = p [I + 2 J(p2 )]. 2 + 2 )[(k + p)2 + 2 ] (k 2 (10.266) (10.265)
The integrals appear in the following subdiagrams = J(p2 ), = J (p), = J (p), = J, (p), = J, (p), = J, (p), = J, (p), = J, (p), = J, (p). (10.267)
All two- and three-loop integrals needed for the calculation can be brought to the generic form K(a, b) = d d p (p2 )a J b (p2 ), a 0, b 1, a b, (10.268)
and evaluated recursively as follows [27]. From the Feynman parametrization of the rst line of Eq. (10.258) we observe that the two basic integrals (10.240) and (10.258) satisfy the dierential equation J(p2 ) = 1 J(p2 ) J(p2 ) I + p2 2p2 . 2 2 2 p2 (10.269)
Dierentiating K(a + 1, b) from Eq. (10.268) with respect to 2 , and using Eq. (10.269), we nd the recursion relation 2b(d/2 1) I K(a 1, b 1) 2 2 (2a 2 b + d)K(a 1, b) , (10.270) K(a, b) = (b + 1)d/2 2b + a which may be solved for increasing a starting with K(0, 0) = 0, K(0, 2) = K(0, 1) = d d p J(p2 ) = I 2 , (10.271)
d d p J 2 (p2 ) = A, . . . ,
735
where A is the integral A d d p 1 d d p2 d d k . 2 2 )(p2 + 2 )(k 2 + 2 )[(p +p +k)2 + 2 ] (p1 + 1 2 2 (10.272)
This integral will be needed only in d = 1 dimensions where it can be calculated directly from the conguration space version of this integral. For this we observe that the rst watermelon-like diagram in (10.231) corresponds to an integral over the product of two diagrams J(p2 ) in (10.267): = dd 1 (1 2 )(1 2 )(1 2 )(1 2 ) = d d k J 2 (k) = A.(10.273)

Thus we nd A in d = 1 dimensions from the simple -integral A= d 4 (, 0) = dx 1 |x| e 2

4
1 . 32 5
(10.274)
Since this conguration space integral contains no -functions, the calculation in d = 1 dimension is without subtlety. With the help of Eqs. (10.270), (10.271), and Veltmans rule (10.242), according to which K(a, 0) 0, we nd further the integrals d d p p2 J(p2 ) = K(1, 1) = 2 2 I 2 , (10.276) (10.277) (10.278) (10.275)
We are thus prepared to calculate all remaining three-loop contributions from the watermelon-like diagrams in Eq. (10.231). The second is an integral over the product of subdiagrams J in (10.267) and yields = = dd 1 2 (1 2 )2 (1 2 ) dd p dd k d d q
4 d d p p2 J 2 (p2 ) = K(1, 2) = (I 3 2 A), 3 (6 5d)I 3 + 2d 2A . d d p (p2 )2 J 2 (p2 ) = K(2, 2) = 8 2 3(4 3d)
(pk)2 (p2 + 2 )(k 2 + 2 )(q 2 + 2 )[(p + k + q)2 + 2 ] 1 = d d q J (q)J (q) = d d k (k 2 )2 J 2 (k) qqp 16 1 1 + ddk dI 2 + (d 2)k 2 4 2 I J(k)+ (k 2 +4 2)2 J 2 (k) 4(d1) 4 2 3 2 2 (6 5d)I + 2d A = (6 5d)I 3 + 2d 2A (10.279) 2 3(4 3d) 6(4 3d) 2 2 3 = (8 7d)I 3 + (d + 4) 2A = (I 3 + 5 2A) = . d=1 3(4 3d) 3 32
736
The third diagram contains two mixed lines. It is an integral over a product of the diagrams J (p) and J, in (10.267) and gives = dd 1 (1 2 ) (1 2 ) (1 2 ) (1 2 ) =
p2 p2 k
d d k d d p1 d d p2
(kp1 )(kp2 ) 2 + 2 )(p2 + 2 )(p2 + 2 ) [(k+p +p )2 + 2 ] (k 1 2 1 2
d d p [p J (p)J (p) + J (p)J (p)] 1 8 d d p p2 J(p2 ) (p2 + 2 2 )J(p2 ) 2I (10.280)
= =
2 2 1 (8 5d) I 3 2(4 d) 2A = (I 3 2 2 A) = . d=1 6(4 3d) 2 32 dd 1 (1 2 ) (1 2 ) (1 2 ) (1 2 ). (10.281)
The fourth diagram contains four mixed lines and is evaluated as follows: =
Since the integrand is regular and vanishes at innity, we can perform a partial integration and rewrite the conguration space integral as = + 2 dd 1 (1 2 ) (1 2 ) (1 2 ) (1 2 ) dd 1 (1 2 ) (1 2 ) (1 2 ) (1 2 ). (10.282)
The second integral has just been evaluated in (10.281). The rst is precisely the integral Eq. (10.238) discussed above. It is calculated as follows: dd 1 (1 2 ) (1 2 ) (1 2 ) (1 2 ) d d k d d p1 d d p2
k 2 (p1 p2 ) (k 2 + 2)(p2 + 2)(p2 + 2)[(k+p1 +p2 )2 + 2 ] 1 2 2 d d d p p2 J 2 (p2 ) = d p [p J (p)J + J (p)J (p)] = 4 1 2 . (10.283) = (I 3 2 A) = d=1 32 3 = Hence we obtain = 1 . 32 (10.284)
The fth diagram in (10.231) is an integral of the product of two subdiagrams J (p) in (10.267) and yields = dd 1 (1 2 )2 (1 2 )(1 2 )
737
= d d k d d p1 d d p2
kkp2
p1 p2 2 + 2 )(p2 + 2 )(p2 + 2 ) [(k+p +p )2 + 2 ] (k 1 2 1 2
d d k d d p1 d d p2 d d k d d p1
p2 p2
p1 2 2 ) [(p +k)2 + 2 ] (p1 + 1 1 4 d d k k 2 J 2 (k 2 )
p1 p2 2 + 2 ] (p2 + 2 )(p2 + 2 ) [(k+p )2 + 2 ] [(kp2 ) 1 1 2 d d p2
p2 2 2 ) [(p +k)2 + 2 ] (p2 + 2
= =
2 d d k J (k) =
14 3 1 (I 2 A) = . d=1 32 3 43
(10.285)
We can now sum up all contributions to the free energy in Eqs. (10.226)(10.231). An immediate simplication arises from the Veltmans rule (10.242). This implies that all -functions at the origin are zero in dimensional regularization: (d) (0) = dd k = 0. (2)d (10.286)
The rst-order contribution (10.226) to the free energy is obviously zero by Eqs. (10.244) and (10.246). (1) The rst second-order contribution F2 becomes, from (10.245) and (10.247): F2
(1)
= 2 3
1 +a 2
1 a 1 + + 15 2 8 18 5
2 . 12
(10.287)
The parameter a has disappeared from this equation. (2) The second second-order contribution F2 vanishes trivially, by Veltmans rule (10.286). (3) The third second-order contribution F2 in (10.230) vanishes nontrivially using (10.252)(10.257): F2
(3)
2 2!
4 + 8 2
1 3 1 +2 +2 16 16 16 1 1 1 2 + 8 + 8 4 3 3 16 16 16 5
= 0. (10.288)
The fourth second-order contribution, nally, associated with the watermelonlike diagrams in (10.231) yield via (10.280), (10.281), (10.284), (10.285), and (10.273): F2
(4)
1 1 1 3 1 2 2 +4 + 4 2 + + 4 2! 32 32 32 32 3 3 32 5
2 , 12 (10.289)
canceling (10.287), and thus the entire free energy. This proves the invariance of the perturbatively dened path integral under coordinate transformations.
738
10.8.1
Reformulation in Conguration Space
The Feynman integrals in momentum space in the last section corresponds in -space to integrals over products of distributions. For many applications it is desirable to do the calculations directly in -space. This will lead to an extension of distribution theory which allows us to do precisely that. In dimensional regularization, an important simplication came from Veltmans rule (10.286), according to which the delta function at the origin vanishes. In the more general calculations to come, we shall encounter generalized -functions, which are multiple derivatives of the ordinary -function:
(d) 1 ...n ( )
1 ...n (d) ( ) =
d d k(ik)1 . . . (ik)n eikx ,
(10.290)
with 1 ...n 1 . . . n and d d k dd k (2)d . By Veltmans rule (10.242), all these vanish at the origin:
(d) 1 ...n (0) =
d d k(ik)1 . . . (ik)n = 0.
(10.291)
In the extended coordinate space, the correlation function (, ) in (10.233), which we shall also write as ( ), is at equal times given by the integral [compare (10.240)] (0) = k2 d d2 d dk 1 = 2 + 2 (4)d/2 =I =
d=1
1 . 2
(10.292)
The extension (10.234) of the time derivative (10.207), ( ) = vanishes at equal times, just like (10.210): (0) = 0. (10.294) ddk ik eik k2 + 2 (10.293)
This follows directly from a Taylor series expansion of 1/(k 2 + 2 ) in powers of k 2 , after imposing (10.291). The second derivative of ( ) has the Fourier representation (10.235). Contracting the indices yields ( ) = d dk k2 eikx = (d) ( ) + 2 ( ) . k2 + 2 (10.295)
This equation is a direct consequence of the denition of the correlation function as a solution to the inhomogeneous eld equation
2 ( + 2 )q( ) = (d) ( ).
(10.296)
Inserting Veltmans rule (10.286) into (10.295), we obtain (0) = 2 (0) = . d=1 2 (10.297)
This ensures the vanishing of the rst-order contribution (10.226) to the free energy F1 = g (0) + 2 (0) (0) = 0. (10.298)
739
The same equation (10.295) allows us to calculate immediately the second-order contribution (10.227) from the local diagrams F2
(1)
= =
1 + a (0) 5 2 2 2 2 2 3 (0) = . d=1 3 12 2 3g 2
a 1 + 18 5
2 (0) 2 (0) (10.299)
The other contributions to the free energy in the expansion (10.225) require rules for calculating products of two and four distributions, which we are now going to develop.
10.8.2
Integrals over Products of Two Distributions

(d) (k + p) (p2 + 2 )(k 2 + 2 ) (2 d) d4 d dd k = = 2 (0), 2 + 2 )2 d/2 (k (4) 2 2 2 dd p dd k
The simplest integrals are dd 2 ( ) = = and dd 2 ( ) = = dd ( ) (d) ( ) + 2 ( ) = (0) 2 dd 2 ( ) (10.301)
(10.300)
d (0). 2
To obtain the second result we have performed a partial integration and used (10.295). In contrast to (10.300) and (10.301), the integral dd 2 ( ) = = ddp ddk (kp)2 (d) (k + p) (k 2 + 2)(p2 + 2 ) (k 2 )2 ddk 2 = dd 2 ( ) (k + 2)2
(10.302)
diverges formally in d = 1 dimension. In dimensional regularization, however, we may decompose (k 2 )2 = (k 2 + 2 )2 2 2 (k 2 + 2 ) + 4 , and use (10.291) to evaluate d
d
2 ( )
(k 2 )2 = 2 2 d k 2 2 )2 (k +
d
dd k ddk 4 + 2 + 2) 2 + 2 )2 (k (k (10.303)
= 2 2(0)+ 4
dd 2 ( ).
Together with (10.300), we obtain the relation between integrals of products of two distributions dd 2 ( ) = dd 2 ( ) = 2 2 (0) + 4 dd 2 ( ) (10.304)
= (1 + d/2) 2 (0) .
740
An alternative way of deriving the equality (10.302) is to use partial integrations and the identity ( ) = ( ), (10.305)
which follows directly from the Fourier representation (10.293). Finally, from Eqs. (10.300), (10.301), and (10.304), we observe the useful identity dd 2 ( ) + 2 2 2 ( ) + 4 2 ( ) = 0 , (10.306)
which together with the inhomogeneous eld equation (10.295) reduces the calculation of the second-order contribution of all three-bubble diagrams (10.230) to zero: F2
(3)
= g 2 2 (0)
dd 2 ( ) + 2 2 2 ( ) + 4 2 ( ) = 0 .
(10.307)
10.8.3
Integrals over Products of Four Distributions
Consider now the more delicate integrals arising from watermelon-like diagrams in (10.231) which contain products of four distributions, a nontrivial tensorial structure, and overlapping divergences. We start from the second to fourth diagrams: = 4 dd 2 ( )2 ( ), (10.308) (10.309) (10.310)
= 4 dd ( ) ( ) ( ) ( ), = dd ( ) ( ) ( ) ( ).
To isolate the subtleties with the tensorial structure exhibited in Eq. (10.239), we introduce the integral Yd = dd 2 ( ) 2 ( ) 2 ( ) . (10.311)
In d = 1 dimension, the bracket vanishes formally, but the limit d 1 of the integral is nevertheless nite. We now decompose the Feynman diagram (10.308), into the sum dd 2 ( )2 ( ) = dd 2 ( )2 ( ) + Yd . (10.312)
To obtain an analogous decomposition for the other two diagrams (10.309) and (10.310), we derive a few useful relations using the inhomogeneous eld equation (10.295), partial integrations, and Veltmans rules (10.286) or (10.291). From the inhomogeneous eld equation, there is the relation dd ( )3 ( ) = 3 (0) 2 dd 4 ( ). (10.313)
741
By a partial integration, the left-hand side becomes dd ( )3 ( ) = 3 leading to 1 1 dd 2 ( )2 ( ) = 3 (0) 2 3 3 dd 4 ( ). (10.315) dd 2 ( )2 ( ), (10.314)
Invoking once more the inhomogeneous eld equation (10.295) and Veltmans rule (10.286), we obtain the integrals dd 2 ( )2 ( ) 4 and dd ( )2 ( )( ) = 2 dd 2 ( )2 ( ). (10.317) dd 4 ( ) + 2 23 (0) = 0, (10.316)
Using (10.315), the integral (10.317) takes the form dd ( )2 ( )( ) = 1 2 3 1 (0) 4 3 3 dd 4 ( ). (10.318)
Partial integration, together with Eqs. (10.316) and (10.318), leads to dd ( ) ( )2 ( ) = = dd 2 ( )2 ( ) 2 dd ( )2 ( )( ) (10.319)
4 2 3 1 (0) 4 3 3
dd 4 ( ).
A further partial integration, and use of Eqs. (10.305), (10.317), and (10.319) produces the decompositions of the second and third Feynman diagrams (10.309) and (10.310): 4 and dd 2 ( )2 ( ) = 3 2 dd 2 ( )2 ( ) + Yd . (10.321) dd ( ) ( ) ( ) ( ) = 4 2 dd 2 ( )2 ( ) 2 Yd , (10.320)
We now make the important observation that the subtle integral Yd of Eq. (10.311) appears in Eqs. (10.312), (10.320), and (10.321) in such a way that it drops out from the sum of the watermelon-like diagrams in (10.231): +4 + = dd 2 ( )2 ( ) + 2 dd 2 ( )2 ( ). (10.322)
Using now the relations (10.315) and (10.316), the right-hand side becomes a sum of completely regular integrals involving only products of propagators ( ).
742
We now add to this sum the rst and last watermelon-like diagrams in Eq. (10.231) 2 4 3 and 4 2 = 4 2 dd 2 ( )2 ( ), (10.324) 2 = 4 3 dd 4 ( ), (10.323)
and obtain for the total contribution of all watermelon-like diagrams in (10.231) the simple expression for = 1: F2
(4)
= 2 2 g 2
dd 2 ( )
2 4 2 ( ) + 2 ( ) + 5 2 2 ( ) 3 (10.325)
2 2 = 2 2 3 (0) = . d=1 12 3
This cancels the nite contribution (10.299), thus making also the second-order free energy in (10.221) vanish, and conrming the invariance of the perturbatively dened path integral under coordinate transformations up to this order. Thus we have been able to relate all diagrams involving singular time derivatives of correlation functions to integrals over products of the regular correlation function (10.233), where they can be replaced directly by their d = 1 -version (10.206). The disappearance of the ambiguous integral Yd in the combination of watermelon-like diagrams (10.322) has the pleasant consequence that ultimately all calculations can be done in d = 1 dimensions after all. This leads us to expect that the dimensional regularization may be made superuous by a more comfortable calculation procedure. This is indeed so and the rules will be developed in Section 10.11. Before we come to this it is useful, however, to point out a pure x-space way of nding the previous results.
10.9
Distributions as Limits of Bessel Function
In dimensional regularization it is, of course, possible to perform the above conguration space integrals over products of distributions without any reference to momentum space integrals. For this we express all distributions explicitly in terms of modied Bessel functions K (y).
10.9.1
Correlation Function and Derivatives

( ) = cd y 1d/2 K1d/2 (y), (10.326)
2 2 1 + . . . + d , and
The basic correlation function in d-dimension is obtained from the integral in Eq. (10.233), as
where y m | | is reduced length of , with the usual Euclidean norm |x| = K1d/2 (y) is the modied Bessel function. The constant factor in front is cd = d2 . (2)d/2
(10.327)
10.9 Distributions as Limits of Bessel Function
743
In one dimension, the correlation function (10.326) reduces to (10.201). The short-distance properties of the correlation functions is governed by the small-y behavior of Bessel function at origin4 K (y) 1 ()(y/2) 2
y0
Re
> <
0.
(10.328)
In the application to path integrals, we set the dimension equal to d = 1 with a small positive , whose limit 0 will yield the desired results in d = 1 dimension. In this regime, Eq. (10.328) shows that the correlation function (10.326) is regular at the origin, yielding once more (10.292). For d = 1, the result is (0) = 1/2, as stated in Eq. (10.297). The rst derivative of the correlation function (10.326), which is the d-dimensional extension of time derivative (10.202), reads ( ) = cd y 1d/2 Kd/2 (y) y, (10.329)
where y = m /|x|. By Eq. (10.328), this is regular at the origin for > 0, such that the antisymmetry (x) = ( ) makes (0) = 0, as observed after Eq. (10.293). Explicitly, the small- behavior of the correlation function and its derivative is ( ) const., ( ) | | | |. (10.330)
In contrast to these two correlation functions, the second derivative ( ) = ( ) ( y)( y) + cd y d/2 Kd/2 (y) y 2d , (d 2) (10.331)
is singular at short distance. The singularity comes from the second term in (10.331): y 2d = (2 d) 2d |y|d d y y y2 , (10.332)
which is a distribution that is ambiguous at origin, and dened up to the addition of a (d) ( )function. It is regularized in the same way as the divergence in the Fourier representation (10.291). Contracting the indices and in Eq. (10.332), we obtain 2 y 2d = (2 d) 2d Sd (d) ( ), (10.333)
where Sd = 2 d/2 /(d/2) is the surface of a unit sphere in d dimensions [recall Eq. (1.555)]. As a check, we take the trace of ( ) in Eq. (10.331), and reproduce the inhomogeneous eld equation (10.295): ( ) = 2 ( )cd m2d Sd = 2 ( ) (d) ( ). Since (d) ( ) vanishes at the origin by (10.291), we nd once more Eq. (10.297). A further relation between distributions is found from the derivative ( ) = (d) ( ) + 2 ( ) + Sd ( )|y|d1 ( y) (d) ( ) = ( ). (10.335)
4
1 (d/2) 2d/2 (d) ( ) 2 (10.334)
744
10.9.2
Integrals over Products of Two Distributions
Consider now the integrals over products of such distributions. If an integrand f (|x|) depends only on |x|, we may perform the integrals over the directions of the vectors dd f ( ) = Sd
0
dr rd1 f (r),
r |x|.
(10.336)
Using the integral formula5

0
2 dy y K (y) =
1 1 = (1 + )(1 ), 2 sin 2
(10.337)
we can calculate directly: dd 2 ( ) = d c2 Sd d

0 2 dy y K1d/2 (y)
2d 1 (0), = d c2 Sd (1d/2) (1d/2) (d/2) = d 2 2 2 and dd 2 ( ) = = 2d c2 Sd d 2d c2 Sd d

0 2 dy yKd/2 (y)
(10.338)
d 1 (1 + d/2) (1 d/2) = (0), 2 2
(10.339)
in agreement with Eqs. (10.300) and (10.301). Inserting (0) = 1/2 from (10.292), these integrals give us once more the values of the Feynman diagrams (10.248), (10.251), (10.252), (10.255), and (10.257). Note that due to the relation6 Kd/2 (y) = y d/21 d y 1d/2 K1d/2 (y) , dy (10.340)
the integral over y in Eq. (10.339) can also be performed by parts, yielding dd 2 ( ) = 2d c2 Sd y d/2 Kd/2 d = (0) 2 dd 2 ( ). y 1d/2 K1d/2
0
dd 2 ( ) (10.341)
The upper limit on the right-hand side gives zero because of the exponentially fast decrease of the Bessel function at innity. This was obtained before in Eq. (10.301) from a partial integration and the inhomogeneous eld equation (10.295). Using the explicit representations (10.326) and (10.331), we calculate similarly the integral dd 2 ( ) = = 4 dd 2 ( ) = 4 dd 2 ( ) 4d c2 (d/2) (1d/2) Sd d (10.342)
dd 2 ( ) 2 2 (0) = (1 + d/2) 2 (0).
5 6
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 6.521.3 ibid., Formulas 8.485 and 8.486.12
10.9 Distributions as Limits of Bessel Function
745
The rst equality follows from partial integrations. In the last equality we have used (10.338). We have omitted the integral containing the modied Bessel functions (d 1)
0
dzKd/2 (z)K1d/2 (z) +
d 2
2 dz z 1 Kd/2 (z) ,
(10.343)
since this vanishes in one dimension as follows: (1 /2) [ (/2) + (/2)] 2 () = 0. 0 4 Inserting into (10.342) (0) = 1/2 from (10.292), we nd once more the value of the right-hand Feynman integral (10.249) and the middle one in (10.252). By combining the result (10.302) with (10.338) and (10.339), we can derive by proper integrations the fundamental rule in this generalized distribution calculus that the integral over the square of the -function vanishes. Indeed, solving the inhomogeneous eld equation (10.295) for (d) ( ), and squaring it, we obtain dd (d) ( )
2
= 4
dd 2 ( ) + 2 2
dd 2 ( ) +
dd 2 ( ) = 0.
(10.344)
Thus we may formally calculate dd (d) ( ) (d) ( ) = (d) (0) = 0, (10.345)
pretending that one of the two -functions is an admissible smooth test function f ( ) of ordinary distribution theory, where dd (d) ( )f ( ) = f (0). (10.346)
10.9.3
Integrals over Products of Four Distributions
The calculation of the conguration space integrals over products of four distributions in d = 1 dimension is straightforward as long as they are unique. Only if they are ambiguous, they require a calculation in d = 1 dimension, with the limit 0 taken at the end. A unique case is dd 4 ( ) = = c4 d Sd d c4 1 S1 1
0 2 4 dy y 3d K1d/2 (y)
d=1
4 24
3 d 2 2
(d) =
1 , 32 5
(10.347)
where we have set y . Similarly, we derive by partial integration dd 2 ( )2 ( ) = 2d c4 Sd d = +

0 0 2 2 dyy 3d Kd/2 (y)K1d/2 (y)
(10.348)
1 2d 4 cd S d 3
2d1 (d/2) 3 (1d/2) d y d/2 Kd/2 dy 1 . dd 4 ( ) = d=1 32

3
dy y 1d/2 K1d/2
1 3 (0) 2 3
(10.349)
746
Using (10.326), (10.329), and (10.331), we nd for the integral in d = 1 dimensions dd ( ) ( ) ( ) ( ) = 2 where Yd is the integral Yd = 2(d 1) 4d c4 Sd d
0 3 dyy 2d K1d/2 (y)Kd/2 (y).
1 dd 2 ( )2 ( ) Yd , 2
(10.350)
(10.351)
In spite of the prefactor d 1, this has a nontrivial limit for d 1, the zero being compensated by a pole from the small-y part of the integral at y = 0. In order to see this we use the integral representation of the Bessel function [28]: K (y) = 1/2 (y/2) 1 + 2
0
dt(cosh t)2 cos(y sinh t).
(10.352)
In one dimension where = 1/2, this becomes simply K1/2 (y) = = 1 d/2 written as = (1 )/2, it is approximately equal to K(1
)/2 (y)
/2yey . For = d/2 and
= 1/2 (y/2)(1 y e 2
0
)/2
2 (10.353)
dt(cosh t)1 ln(cosh t) cos(y sinh t) ,
where the t-integral is regular at y = 0.7 After substituting (10.353) into (10.351), we obtain the nite value Yd 2 4d c4 Sd d 1 2 2 2 (1 + /2) 3 (1 /2) 25 (2) 4 2 1 = . 4 8
(10.354)
The prefactor d 1 = in (10.351) has been canceled by the pole in (2). This integral coincides with the integral (10.311) whose subtle nature was discussed in the momentum space formulation (10.239). Indeed, inserting the Bessel expressions (10.326) and (10.331) into (10.311), we nd dd 2 ( ) 2 ( ) 2 ( ) = (d 1) 4d c4 Sd d and a partial integration
0 0
dy y 1d/2 K1d/2 (y)
d 2 K (y), dy d/2
(10.355)
dy y 1d/2 (y) K1d/2 (y)
d 2 K (y) = 2 dy d/2
3 dy y 2d K1d/2 (y) Kd/2 (y)
(10.356)
establishes contact with the integral (10.351) for Yd . Thus Eq. (10.350) is the same as (10.320). Knowing Yd , we also determine, after integrations by parts, the integral dd 2 ( )2 ( ) = 3 2
7
dd 2 ( )2 ( ) + Yd ,
(10.357)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formulas 3.511.1 and 3.521.2.
10.10 Simple Rules for Calculating Singular Integrals
747
which is the same as (10.321). It remains to calculate one more unproblematic integral over four distributions: dd 2 ( )2 ( ) = 2 2 3 (0) + 4 dd 4 ( )
d=1
7 . 32
(10.358)
Combining this with (10.354) and (10.357) we nd the Feynman diagram (10.280). The combination of (10.350) and (10.357) with (10.354) and (10.349), nally, yields the diagrams (10.324) and (10.323), respectively. Thus we see that there is no problem in calculating integrals over products of distributions in conguration space which produce the same results as dimensional regularization in momentum space.
10.10
Simple Rules for Calculating Singular Integrals
The above methods of calculating the Feynman integrals in d time dimensions with a subsequent limit d 1 are obviously quite cumbersome. It is preferable to develop a simple procedure of nding the same results directly working with a one-dimensional time. This is possible if we only keep track of some basic aspects of the d-dimensional formulation [37]. Consider once more the ambiguous integrals coming from the rst two watermelon diagrams in Eq. (10.231), which in the one-dimensional formulation represent the integrals I1 = I2 =

d 2 ( )2 ( ) , d ( )2 ( )( ),
(10.359) (10.360)
evaluated before in the d-dimensional equations (10.283) and (10.281). Consider rst the integral (10.359) which contains a square of a -function. We separate this out by writing I1 =
div R d 2 ( )2 ( ) = I1 + I1 ,
(10.361)
with a divergent and a regular part

div I1 = 2 (0)
d 2 ( ) ,
R I1 =
d 2 ( ) 2 ( ) 2 ( ) . (10.362)
All other watermelon diagrams (10.231) lead to the well-dened integrals 1 3 (0), 4 2 1 3 d 2 ( )2 ( ) = (0), 4 1 2 3 (0), d 4 ( ) = 4
d 4 ( ) =
(10.363) (10.364) (10.365)
748
whose D-dimensional versions are (10.273), (10.285), and (10.281). Substituting these and (10.360), (10.361) into (10.231) yields the sum of all watermelon diagrams 4 2! 2 d 2 ( )2 ( ) + 4( )2 ( )( ) + 4 ( )+ 4 22 ( )2 ( )+ 4 4 ( ) 3 17 2 3 R (0) . (10.366) = 22 (0) d 2 ( ) 2 I1 + 4I2 6
Adding these to (10.229), (10.230), we obtain the sum of all second-order connected diagrams (all) = 3 (0)
R d 2 ( ) 2 (0) 2 I1 + 4I2
7 2 3 (0) , (10.367) 2
R where the integrals I1 and I2 are undened. The sum has to vanish to guarantee coordinate independence. We therefore equate to zero both the singular and nite contributions in Eq. (10.367). The rst yields the rule for the product of two functions: 2 ( ) = (0) ( ) . This equality should of course be understood in the distributional sense: it holds after multiplying it with an arbitrary test function and integrating over .
d 2 ( )f ( ) (0)f (0).
(10.368)
The equation leads to a perfect cancellation of all powers of (0) arising from the expansion of the Jacobian action, which is the fundamental reason why the heuristic Veltman rule of setting (0) = 0 is applicable everywhere without problems. The vanishing of the regular parts of (10.367) requires the integrals (10.360) and (10.361) to satisfy 7 7 R I1 + 4I2 = 2 3 (0) = . 4 32 (10.369)
At this point we run into two diculties. First, this single equation (10.369) for R the two undened integrals I1 and I2 is insucient to specify both integrals, so that the requirement of reparametrization invariance alone is not enough to x all ambiguous temporal integrals over products of distributions. Second, and more seriously, Eq. (10.369) leads to conicts with standard integration rules based on the use of partial integration and equation of motion, and the independence of the order in which these operations are performed. Indeed, let us apply these rules to R the calculation of the integrals I1 and I2 in dierent orders. Inserting the equation of motion (10.213) into the nite part of the integral (10.361) and making use of the regular integral (10.363), we nd immediately
R I1 =
d 2 ( ) 2 ( ) 2 ( ) 7 7 . (10.370) d 4 ( ) = 2 3 (0) = 4 32
= 2 2 3 (0) + 4
749
The same substitution of the equation of motion (10.213) into the other ambiguous integral I2 of (10.360) leads, after performing the regular integral (10.364), to I2 = =
1 8
d 2 ( ) ( ) ( ) + 2

d 2 ( ) 2 ( ) , (10.371)
1 1 1 I 2 + ( ) ( ) + 23 (0) = 4 8 4
where I 2 denotes the undened integral over a product of distributions I 2 =

( )( ) .
(10.372)
The integral I2 can apparently be xed by applying partial integration to the integral (10.360) which reduces it to the completely regular form (10.365): I2 = 1 3

d ( )
1 d 3 ( ) = d 3
d 4 ( ) =
1 2 3 1 (0) = . (10.373) 12 96
There are no boundary terms due to the exponential vanishing at innity of all functions involved. From (10.371) and (10.373) we conclude that I 2 = 1/3. This, however, cannot be correct since the results (10.373) and (10.370) do not obey Eq. (10.369) which is needed for coordinate independence of the path integral. This was the reason why previous authors [32, 35] added a noncovariant correction term V = g 2 (q 2 /6) to the classical action (10.185), which is proportional to h and thus h violates Feynmans basic postulate that the phase factors eiA/ in a path integral should contain only the classical action along the paths. We shall see below that the correct value of the singular integral I in (10.372) is I 2 =

( )( ) = 0.
(10.374)
From the perspective of the previous sections where all integrals were dened in d = 1 dimensions and continued to 0 at the end, the inconsistency of I 2 = 1/3 is obvious: Arbitrary application of partial integration and equation of motion to one-dimensional integrals is forbidden, and this is the case in the calculation (10.373). Problems arise whenever several dots can correspond to dierent contractions of partial derivatives , , . . ., from which they arise in the limit d 1. The dierent contractions may lead to dierent integrals. R In the pure one-dimensional calculation of the integrals I1 and I2 , all ambiguities can be accounted for by using partial integration and equation of motion (10.213) only according to the following integration rules: Rule 1. We perform a partial integration which allows us to apply subsequently the equation of motion (10.213). Rule 2. If the equation of motion (10.213) leads to integrals of the type (10.372), they must be performed using naively the Dirac rule for the -function and the
750
property (0) = 0. Examples are (10.374) and the trivially vanishing integrals for all odd powers of ( ): d
2n+1
( ) ( ) = 0,
n = integer,
(10.375)
which follow directly from the antisymmetry of 2n+1 ( ) and the symmetry of ( ) contained in the regularized expressions (10.329) and (10.331). Rule 3. The above procedure leaves in general singular integrals, which must be treated once more with the same rules. R Let us show that calculating the integrals I1 and I2 with these rules is consistent with the coordinate independence condition (10.369). In the integral I2 of (10.360) we rst apply partial integration to nd I2 = d 2 ( ) d ( ) ( ) d 1 1 = d 4 ( ) d ( ) 2 ( ) ( ) , 2 2
1 2
(10.376)
with no contributions from the boundary terms. Note that the partial integration (10.373) is forbidden since it does not allow for a subsequent application of the equation of motion (10.213). On the right-hand side of (10.376) it can be applied. This leads to a combination of two regular integrals (10.364) and (10.365) and the singular integral I, which we evaluate with the naive Dirac rule to I = 0, resulting in 1 1 1 I2 = d 4 ( ) + d 2 ( ) ( ) ( ) 2 d 2 ( ) 2 ( ) 2 2 2 1 1 1 I 23 (0) = . (10.377) = 16 4 32
R If we calculate the nite part I1 of the integral (10.361) with the new rules we obtain a result dierent from (10.370). Integrating the rst term in brackets by parts and using the equation of motion (10.213), we obtain R I1 =
d 2 ( ) 2 ( ) 2 ( ) d ( ) ( ) 2 ( ) 2( ) 2 ( ) ( ) 2 ( ) 2 ( ) d ( ) 2 ( ) ( ) 2 ( ) 2 ( ) 2I2 2

= =
d 2 ( ) 2 ( ) . (10.378)
The last two terms are already known, while the remaining singular integral in brackets must be subjected once more to the same treatment. It is integrated by parts so that the equation of motion (10.213) can be applied to obtain

d ( ) 2 ( ) ( ) 2 ( ) 2 ( ) =

d ( ) 2 ( ) + 22 ( ) ( ) ( ) 1 I. 4 (10.379)
d 2 ( ) 2 ( ) = 2 3 (0)
751
Inserting this into Eq. (10.378) yields

R I1 =
1 3 5 I = , (10.380) d 2 ( ) 2 ( ) 2 ( ) = 2I2 2 3 (0) 4 4 32
the right-hand side following from I = 0, which is a consequence of Rule 3. We see now that the integrals (10.377) and (10.380) calculated with the new rules obey Eq. (10.369) which guarantees coordinate independence of the path integral. The applicability of Rules 13 follows immediately from the previously established dimensional continuation [23, 24]. It avoids completely the cumbersome calculations in 1 -dimension with the subsequent limit 0. Only some intermediate steps of the derivation require keeping track of the d-dimensional origin of the rules. For this, we continue the imaginary time coordinate to a d-dimensional spacetime vector = ( 0 , 1 , . . . , d1 ), and note that the equation of motion (10.213) becomes a scalar eld equation of the Klein-Gordon type
2 + 2 ( ) = (d) ( ) .
(10.381)
In d dimensions, the relevant second-order diagrams are obtained by decomposing the harmonic expectation value
2 2 dd q ( ) q 2 ( ) q (0) q 2(0)
(10.382)
into a sum of products of four two-point correlation functions according to the Wick rule. The elds q ( ) are the d-dimensional extensions q ( ) q( ) of q( ). Now the d-dimensional integrals, corresponding to the integrals (10.359) and (10.360), are dened uniquely by the contractions
d I1 =
dd
q ( )q ( )q( )q( )q (0)q (0)q(0)q(0) (10.383)
=
d I2 =
dd 2 ( ) 2 ( ) , dd q ( )q ( )q( )q( )q (0)q (0)q(0)q(0)
dd ( ) ( ) ( ) ( ) .
(10.384)
The dierent derivatives acting on ( ) prevent us from applying the eld equation (10.381). This obstacle was hidden in the one-dimensional formulation. It d can be overcome by a partial integration. Starting with I2 , we obtain
d I2 =
1 2
dd 2 ( ) 2 ( ) + ( ) ( ) .
(10.385)
d Treating I1 likewise we nd d d I1 = 2I2 +
dd 2 ( ) 2 ( ) + 2
dd ( ) 2 ( ) ( ) . (10.386)
752
In the second equation we have used the fact that = . The right-hand 2 sides of (10.385) and (10.386) contain now the contracted derivatives such that we can apply the eld equation (10.381). This mechanism works to all orders in the perturbation expansion which is the reason for the applicability of Rules 1 and 2 which led to the results (10.377) and (10.380) ensuring coordinate independence. The value I 2 = 0 according to the Rule 2 can be deduced from the regularized equation (10.385) in d = 1 dimensions by using the eld equation (10.334) to d rewrite I2 as
d I2 = d1
1 2
dd 2 ( ) 2 ( )+ 22 ( )( ) (d) ( ) dd 2 ( )2 ( )( ) (d) ( ) .
1 1 + 32 2
Comparison with (10.371) yields the regularized expression for I 2 I R = 2

( )( )
= 8
dd 2 ( ) ( ) (d) ( ) = 0,
(10.387)
the vanishing for all > 0 being a consequence of the small- behavior ( ) 2 ( ) | |2 , which follows directly from (10.330). Let us briey discuss an alternative possibility of giving up partial integration completely in ambiguous integrals containing - and -function, or their time derivatives, which makes unnecessary to satisfy Eq. (10.373). This yields a freedom in the denition of integral over product of distribution (10.372) which can be used to x I 2 = 1/4 from the requirement of coordinate independence [25]. Indeed, this value of I would make the integral (10.371) equal to I2 = 0, such that (10.369) would be satised and coordinate independence ensured. In contrast, giving up partial integration, the authors of Refs. [31, 33] have assumed the vanishing 2 ( ) at = 0 so that the integral I 2 should vanish as well: I 2 = 0. Then Eq. (10.371) yields I2 = 1/32 which together with (10.370) does not obey the coordinate independence condition (10.369), making yet an another noncovariant quantum correction V = g 2 (q 2 /2) necessary in the action, which we reject since it contradicts Feynmans original rules of path integration. We do not consider giving up partial integration as an attractive option since it is an important tool for calculating higher-loop diagrams.
10.11
Perturbative Calculation on Finite Time Intervals
The above calculation rules can be extended with little eort to path integrals of time evolution amplitudes on nite time intervals. We shall use an imaginary time interval with a = 0 and b = to have the closest connection to statistical mechanics. The ends of the paths will be xed at a and b to be able to extract quantum-mechanical time evolution amplitudes by a mere replacement it. The extension to a nite time interval is nontrivial since the Feynman integrals in frequency space become sums over discrete frequencies whose d-dimensional generalizations can usually not be evaluated with standard formulas. The above ambiguities of the integrals, however, will appear in the sums in precisely the same way as before. The reason is that they stem from ordering ambiguities between q and q in the perturbation expansions. These are properties of small
10.11 Perturbative Calculation on Finite Time Intervals
753
time intervals and thus of high frequencies, where the sums can be approximated by integrals. In fact, we have seen in the last section, that all ambiguities can be resolved by a careful treatment of the singularities of the correlation functions at small temporal spacings. For integrals on a time axis it is thus completely irrelevant whether the total time interval is nite or innite, and the ambiguities can be resolved in the same way as before [38]. This can also be seen technically by calculating the frequency sums in the Feynman integrals of nite-time path integrals with the help of the Euler-Maclaurin formula (2.586) or the equivalent -function methods described in Subsection 2.15.6. The lowest approximation involves the pure frequency integrals whose ambiguities have been resolved in the preceeding sections. The remaining correction terms in powers of the temperature T = 1/ are all unique and nite [see Eq. (2.590) or (2.550)]. The calculations of the Feynman integrals will most eciently proceed in conguration space as described in Subsection 10.8.1. Keeping track of certain minimal features of the unique denition of all singular integrals in d dimensions, we shall develop reduction rules based on the equation of motion and partial integration. These will allow us to bring all singular Feynman integrals to a regular form in which the integrations can be done directly in one dimension. The integration rules will be in complete agreement with much more cumbersome calculations in d dimensions with the limit d 1 taken at the end.
10.11.1
Diagrammatic Elements
The perturbation expansion for an evolution amplitude over a nite imaginary time proceeds as described in Section 10.6, except that the free energy in Eq. (10.200) becomes [recall (2.518)] F = = D D Tr log( 2 + 2 ) = 2 2 D log [2 sinh ( /2)] . h
2 log(n + 2 ) n
(10.388)
As before, the diagrams contain four types of lines representing the correlation functions (10.201) (10.190). Their explicit forms are, however, dierent. It will be convenient to let the frequency in the free part of the action (10.186) go to zero. Then the free energy (10.388) diverges logarithmically in . This divergence is, however, trivial. As explained in Section 2.9, the divergence is removed by replacing by the length of the q-axis according to the rule (2.353). For nite time intervals, the correlation functions are no longer given by (10.206) which would not have a nite limit for 0. Instead, they satisfy Dirichlet boundary conditions, where we can go to = 0 without problem. The niteness of the time interval removes a possible infrared divergence for 0. The Dirichlet boundary conditions x the paths at the ends of the time interval (0, ) making the uctuations vanish, and thus also their correlation functions: G(2) (0, ) = G(2) (, ) = 0, G(2) (, 0) = G(2) (, ) = 0. (10.389)
The rst correlation function corresponding to (10.205) is now G(2) (, ) = (, ) = where (, ) = ( , ) = 1 1 ( > ) < = [ ( )( ) + + ] , 2 (10.391) , (10.390)
abbreviates the Euclidean version of G0 (t, t ) in Eq. (3.39). Being a Green function of the free equation of motion (10.212) for = 0, this satises the inhomogeneous dierential equations (, ) = ) = ( ), (, (10.392)
754
by analogy with Eq. (10.213) for = 0. In addition, there is now an independent equation in which the two derivatives act on the dierent time arguments: (, ) = ( ) 1/. (10.393)
For a nite time interval, the correlation functions (10.202) (10.203) dier by more than just a sign [recall (10.209)]. We therefore must distinguish the derivatives depending on whether the left or the right argument are dierentiated. In the following, we shall denote the derivatives with respect to or by a dot on the left or right, respectively, writing (, ) d (, ), d (, ) d (, ). d (10.394)
Dierentiating (10.391) we obtain explicitly (, ) = 1 1 ( ) + , 2 2 (, ) = 1 1 ( ) + = ( , ) . 2 2 (10.395)
The discontinuity at = which does not depend on the boundary condition is of course the same as before, The two correlation functions (10.207) and (10.209) and their diagrammatic symbols are now G(2) (, ) q ( )q ( ) = (, ) = , . (10.396) (10.397)
G(2) (, ) q ( )q ( ) = (, ) = The fourth correlation function (10.211) is now G(2) (, ) = (, ) = ,
(10.398)
with (, ) being given by (10.393). Note the close similarity but also the dierence of this with respect to the equation of motion (10.392).
10.11.2
Cumulant Expansion of D-Dimensional Free-Particle Amplitude in Curvilinear Coordinates
We shall now calculate the partition function of a point particle in curved space for a nite time interval. Starting point is the integral over the diagonal amplitude of a free point particle of unit mass (xa |xa 0) in at D-dimensional space Z= with the path integral representation (xa |xa 0)0 = where A(0) [x] is the free-particle action A(0) [x] = 1 2
0
dD xa (xa |xa 0),
(10.399)
DD x eA
(0)
[x]
(10.400)
d x2 ( ).
(10.401)
Performing the Gaussian path integral leads to (xa |xa 0)0 = e(D/2)Tr log(
2
= [2]
D/2
(10.402)
755
where the trace of the logarithm is evaluated with Dirichlet boundary conditions. The result is of course the D-dimensional imaginary-time version of the uctuation factor (2.120) in natural units. A coordinate transformation xi ( ) = xi (q ( )) mapping xa to qa brings the action (10.401) to the form (10.185) with V (q( )) = 0: A[q] = 1 2
0
d g (q( ))q ( )q ( ), with g (q)
xi (q) xi (q) . q q
(10.403)
In the formal notation (10.188), the measure transforms as follows: DD x( ) dD x( ) = J

dD q( ) J
DD q
g(qa ) ,
(10.404)
where g(q) det g (q) and J is the Jacobian of the coordinate transformation generalizing (10.219) and (10.218) J=
xi (q( )) q ( )
1 xi (qa ) = exp (0) q0 2
d log
0
g(q( )) . g(qa )
(10.405)
Thus we may write the transformed path integral (10.400) in the form (xa |xa 0)0 (qa |qa 0)0 = with the total action in the exponent
DD q eAtot [x] ,
(10.406)
Atot [q] =
d
0
1 1 g(q( )) g (q( ))q ( )q ( ) (0) log . 2 2 g(qa )
(10.407)
Following the rules described in Subsection 10.6.1 we expand the action in powers of q ( ) = q ( ) qa . The action can then be decomposed into a free part A(0) [qa , q] = 1 2
d g (qa ) q ( ) q ( )
0
(10.408)
and an interacting part written somewhat more explicitly than in (10.193) with (10.187) and (10.192):
Aint [qa , q] = tot
0 0
1 d [g (q) g (qa )] q q 2 1 d (0) 2 1 g(qa + q) g(qa + q) 1 1 + ... . g(qa ) 2 g(qa )

2
(10.409)
For simplicity, we assume the coordinates to be orthonormal at qa , i.e., g (qa ) = . The path integral (10.406) is now formally dened by a perturbation expansion similar to (10.198):
(qa |qa 0) = = =
D D q eA
(0)
[q]Aint [q] tot
DD q eA
(0)
[q]
1 1 Aint + Aint 2 . . . tot 2 tot
(2)D/2 1 Aint + tot (2)D/2 exp Aint tot
1 Aint 2 . . . , tot 2 1 + Aint 2 c . . . tot c 2
ef (q) ,
(10.410)
with the harmonic expectation values . . . = (2)D/2 DD q( )(. . .)eA

(0)
[q]
(10.411)
756
2
and their cumulants Aint 2 c = Aint 2 Aint , . . . [recall (3.482), (3.483)], containing only tot tot tot connected diagrams. To emphasize the analogy with the cumulant expansion of the free energy in (10.198), we have dened the exponent in (10.410) as f (q). This q-dependent quantity f (q) is closely related to the alternative eective classical potential discussed in Subsection 3.25.4, apart from a normalization factor: ef (q) = 1 2 2 /M kB T h e V
eff cl (q)
(10.412)
If our calculation procedure respects coordinate independence, all expansion terms of f (q) must vanish to yield the trivial exact results (10.400).
10.11.3
Propagator in 1 Time Dimensions
In the dimensional regularization of the Feynman integrals on an innite time interval in Subsection 10.7.2 we have continued all Feynman diagrams in momentum space to d = 1 time dimensions. For the present Dirichlet boundary conditions, this standard continuation of quantum eld theory is not directly applicable since the integrals in momentum space become sums over discrete frequencies n = n/ [compare (3.64)]. For such sums one has to set up completely new rules for a continuation, and there are many possibilities for doing this. Fortunately, it will not be necessary to make a choice since we can use the method developed in Subsection 10.10 to avoid continuations altogether. and work in a single physical time dimension. For a better understanding of the nal procedure it is, however, useful to see how a dimensional continuation could proceed. We extend the imaginary time coordinate to a d-dimensional spacetime vector whose zeroth component is : z = (, z 1 , . . . , z d1). In d = 1 dimensions, the extended correlation function reads (, z; , z ) = d k ik(zz ) e (, ), (2) where |k|. (10.413)
Here the extra -dimensional space coordinates z are assumed to live on innite axes with translational invariance along all directions. Only the original -coordinate lies in a nite interval 0 , with Dirichlet boundary conditions. The Fourier component in the integrand (, ) is the usual one-dimensional correlation function of a harmonic oscillator with the k-dependent frequency = |k|. It is the Green function which satises on the nite -interval the equation of motion (, ) + 2 (, ) = ( ), with Dirichlet boundary conditions (0, ) = (, ) = 0. (10.415) (10.414)
The explicit form was given in Eq. (3.36) for real times. Its obvious continuation to imaginary-time is (, ) = sinh ( > ) sinh < , sinh (10.416)
where > and < denote the larger and smaller of the imaginary times and , respectively. In d time dimensions, the equation of motion (10.392) becomes a scalar eld equation of the Klein-Gordon type. Using Eq. (10.414) we obtain
(, z;
,z )
= (, z; , z ) = (, z; , z ) + zz (, z; , z ) d k ik(zz ) = e (, ) 2 (, ) = (2) = ( ) () (z z ) (d) (z z ). (10.417)
757
The important observation is now that for d spacetime dimensions, perturbation expansion of the path integral yields for the second correlation function (, ) in Eqs. (10.514) and (10.515) the extension (z, z ). This function diers from the contracted function (z, z ), and from (z, z ) which satises the eld equation (10.417). In fact, all correlation functions (, ) encountered in the diagrammatic expansion which have dierent time arguments always turn out to have the d-dimensional extension (z, z ). An important exception is the correlation function at equal times (, ) whose d-dimensional extension is always (z, z), which satises the right-hand equation (10.392) in the 0 -limit. Indeed, it follows from Eq. (10.413) that
(z, z)
d k (, ) + 2 (, ) . (2)
(10.418)
With the help of Eq. (10.416), the integrand in Eq. (10.418) can be brought to (, ) + 2 (, ) = (0) Substituting this into Eq. (10.418), we obtain
(z, z)
cosh (2 ) . sinh
(10.419)
= (d) (z, z) I .
(10.420)
The integral I is calculated as follows I = =

cosh z(1 2 /) d k cosh (2 ) 1 S dzz = (2) sinh (2) 0 sinh z 1 S ( + 1) [ ( + 1, 1 /) + ( + 1, /)] , (2) 2+1
(10.421)
where S = 2 /2 /(/2) is the surface of a unit sphere in dimension [recall Eq. (1.555)], and (z) and (z, q) are gamma and zeta functions, respectively. For small 0, they have the limits ( + 1, q) 1/ (q), and (/2) 2/, so that I 1/, proving that the d-dimensional equation (10.420) at coinciding arguments reduces indeed to the one-dimensional equation (10.392). The explicit d-dimensional form will never be needed, since we can always treat (z, z) as onedimensional functions (, ), which can in turn be replaced everywhere by the right-hand side (0) 1/ of (10.393).
10.11.4
Coordinate Independence for Dirichlet Boundary Conditions
Before calculating the path integral (10.410) in curved space with Dirichlet boundary conditions, let us rst verify its coordinate independence following the procedure in Section 10.7. Thus we consider the perturbation expansion of the short-time amplitude of a free particle in one general coordinate. The free action is (10.220), and the interactions (10.221) and (10.223), all with = 0. Taking the parameter a = 1, the actions are A(0) [q] = and Aint = tot
1 2
d q 2 ( ),
(10.422) (10.423)
d
0
3 1 q 2 ( ) + 2 q 4 ( ) q 2 ( ) (0) q 2 ( ) + 2 q 4 ( ) 2 2
.
2
(10.424)
We calculate the cumulants Aint c = Aint , Aint 2 c = Aint 2 Aint , . . . [recall tot tot tot tot tot (3.482), (3.483)] contributing to th quantity f in Eq. (10.410) order by order in . For a better
758
comparison with the previous expansion in Subsection 10.7.1 we shall denote the diagrammatic (m) contributions which are analogous to the dierent free energy terms Fn of order n by corre(m) sponding symbols fn . There are two main dierences with respect to Subsection 10.7.1: All diagrams with a prefactor are absent, and there are new diagrams involving the correlation functions at equal times q ( )q ( ) and q ( )q ( ) which previously vanished because of (10.210). Here they have the nonzero value (, ) = (, ) = 1/2 / by Eq. (10.395). To rst order in , the quantity f (q) in Eq. (10.410) receives a contribution from the rst cumulant of the linear terms in of the interaction (10.424): f1 = Aint tot
c
=
0
q 2 ( )q 2 ( ) + (0)q 2 ( ) + O( 2 ).
(10.425)
There exists only three diagrams, two originating from the kinetic term and one from the Jacobian action: f1 = 2 + (0) . (10.426)
Note the dierence with respect to the diagrams (10.226) for innite time interval with 2 -term in the action. The omitted 2 -terms in (10.425) yield the second-order contribution f2
(1)
= 2
0
1 3 4 q ( )q 2 ( ) (0) q 4 ( ) 2 2
.
c
(10.427)
The associated local diagrams are [compare (10.227)]: f2

(1)
= 2
9 2
+ 18
3 (0) 2
(10.428)
The second cumulant to order 2 reads 1 2 2!

d
0 0
q 2 ( )q 2 ( ) + (0)q 2 ( )
q 2 ( )q 2 ( ) + (0)q 2 ( )
leading to diagrams containing (0): f2

(2)
2 2 2 (0) 2!
4 (0)
+4
(10.429)
The remaining diagrams are either of the three-bubble type, or of the watermelon type, each with all possible combinations of the four line types (10.390) and (10.396)(10.398). The three-bubbles diagrams yield [compare (10.230)] f2 =
(3)
2 4 2!
+2
+4
+4
+2
. (10.430) (10.431)
The watermelon-type diagrams contribute the same diagrams as in (10.231) for = 0: 2 (4) f2 = 4 +4 + . 2!
For coordinate independence, the sum of the rst-order diagrams (10.426) has to vanish. Analytically, this amounts to the equation
f1 =
d (, )(, ) + 2 2 (, ) (0)(, ) = 0.
(10.432)
759
In the d-dimensional extension, the correlation function (, ) at equal times is the limit d 1 of the contracted correlation function (x, x) which satises the d-dimensional eld equation (10.417). Thus we can use Eq. (10.393) to replace (, ) by (0) 1/. This removes the innite factor (0) in Eq. (10.432) coming from the measure. The remainder is calculated directly:
0
1 d (, ) + 2 2 (, ) = 0.
(10.433)
This result is obtained without subtleties, since by Eqs. (10.391) and (10.395) (, ) = whose integrals yield 1 2

2 ,
2 (, ) =
1 (, ) , 4
(10.434)
d (, ) =
0 0
d 2 (, ) =
(i)
. 12
(10.435)
Let us evaluate the second-order diagrams in f2 , i = 1, 2, 3, 4. The sum of the local diagrams in (10.428) consists of the integrals by f2
(1)
3 2 2
d 32 (, )(, ) + 12(, ) 2 (, ) (0)2 (, ) .
(10.436)
Replacing (, ) in Eq. (10.436) again by (0) 1/, on account of the equation of motion (10.393), and taking into account the right-hand equation (10.434), f2
(1)
= 2 3(0)
0
d 2 (, ) = 2
3 (0). 10
(10.437)
We now calculate the sum of bubble diagrams (10.429)(10.431), beginning with (10.429) whose analytic form is f2
(2)
2 d d 2 2 (0)2 (, ) 2 0 0 4 (0) (, ) 2 (, ) + 4 (, )(, ) (, ) + 2 (, )(, ) =
(10.438) .
Inserting Eq. (10.393) into the last equal-time term, we obtain f2

(2)
2 d d 2 2 (0)2 (, ) 2 0 0 4(0) (, ) 2 (, ) + 4 (, )(, ) (, ) 2 (, )/
(10.439) .
As we shall see below, the explicit evaluation of the integrals in this sum is not necessary. Just for completeness, we give the result: f2
(2)
2 2
= 2
4 3 3 3 + 4(0) +4 90 45 180 90 3 4 2 (0) + (0) . 90 15 2 2 (0)
(10.440)
We now turn to the three-bubbles diagrams (10.431). Only three of these contain the correlation function (x, x ) (, ) for which Eq. (10.393) is not applicable: the second, fourth,
760
and sixth diagram. The other three-bubble diagrams in (10.431) containing the generalization (x, x) of the equal-time propagator (, ) can be calculated using Eq. (10.393). Consider rst a partial sum consisting of the rst three three-bubble diagrams in the sum (10.431). This has the analytic form f2
(3) 1,2,3
2 d d 4 (, ) 2 (, ) ( , ) (10.441) 2 0 0 + 2 (, )2 (, )( , ) + 16 (, )(, ) (, ) ( , ) .
Replacing (, ) and ( , ) by (0) 1/, according to of (10.393), we see that Eq. (10.441) contains, with opposite sign, precisely the previous sum (10.438) of all one-and two-bubble diagrams. Together they give f2
(2)
+ f2
(3) 1,2,3
4 2 d d (, ) 2 (, ) 2 0 0 2 16 + 2 2 (, ) (, )(, ) (, ) ,
(10.442)
and can be evaluated directly to f2 + f2

(2) (3) 1,2,3
2 2
4 2 2 4 16 3 2 + 45 90 180
2 7 2 . 2 45
(10.443)
By the same direct calculation, the Feynman integral in the fth three-bubble diagram in (10.431) yields
0
: I5
=
0
d d (, ) (, ) (, ) ( , ) =
2 . 720
(10.444)
The explicit results (10.443) and (10.444) are again not needed, since the last term in Eq. (10.442) is equal, with opposite sign, to the partial sum of the fourth and fth three-bubble diagrams in Eq. (10.431). To see this, consider the Feynman integral associated with the sixth three-bubble diagram in Eq. (10.431):

: I4
=
0 0
d d (, )(, )(, ) ( , ),
(10.445)
whose d-dimensional extension is

d I4 0
=
0
dd dd
(, )(,
) (, ) ( , ).
(10.446)
Adding this to the fth Feynman integral (10.444) and performing a partial integration, we nd in one dimension f2
(3) 4,5
2 16 (I4 + I5 ) = 2 =
2 2
2
0 0
d d
16 (, ) (, )(, ) (10.447)
4 2 , 45
where we have used d [ (, )] /d = 1/ obtained by dierentiating (10.434). Comparing (10.447) with (10.442), we nd the sum of all bubbles diagrams, except for the sixth and seventh three-bubble diagrams in Eq. (10.431), to be given by f2 + f2
(2) (3) 6,7
2 2 2 . 2 15
(10.448)
761
The prime on the sum denotes the exclusion of the diagrams indicated by subscripts. The correlation function (, ) in the two remaining diagrams of Eq. (10.431), whose d-dimensional extension is (x, x ), cannot be replaced via Eq. (10.393), and the expression can only be simplied by applying partial integration to the seventh diagram in Eq. (10.431), yielding

: I7
=
0 0 0 0 0 0
d d (, ) (, )(, ) ( , ) dd dd (, ) (, ) (, ) ( , )
0
= =
1 2 1 2 1 2
dd dd (, ) ( , ) [ (, )] d d (, ) ( , ) d d 2 (, ) 2 . 90
0 0
d d (, ) 2 (, ) =
(10.449)
The sixth diagram in the sum (10.431) diverges linearly. As before, we add and subtract the divergence
0 0 0
: I6
=
0
d d (, ) 2 (, )( , ) d d (, ) 2 (, ) 2 ( ) ( , ) d d 2 (, ) 2 ( ). (10.450)
=
0
+
0
In the rst, nite term we go to d dimensions and replace ( ) (d) ( ) = (, ) using the eld equation (10.417). After this, we apply partial integration and nd
R I6 0 0
dd dd (, )
2 (,
) 2 (, ) ( , )
dd dd { [(, )] (, ) (, )( , ) + (, ) (, ) (, ) [( , )]
d d 2 { (, ) (, )(, )( , )+ (, ) (, ) ( , ) (, )} . (10.451)
In going to the last line we have used d[(, )]/d = 2 (, ) following from (10.434). By interchanging the order of integration , the rst term in Eq. (10.451) reduces to the integral (10.449). In the last term we replace ) using the eld equation (10.392) and the trivial (, equation (10.375). Thus we obtain
R div I6 = I6 + I6
(10.452)
with
R I6 div I6
= 2
2 2 90 120
0
1 2
7 2 90
(10.453) (10.454)
=
0
d d 2 (, ) 2 ( ).
762
With the help of the identity for distributions (10.368), the divergent part is calculated to be
div I6
= (0)
0
d 2 (, ) = (0)
3 . 30
(10.455)
Using Eqs. (10.449) and (10.452) yields the sum of the sixth and seventh three-bubble diagrams in Eq. (10.431): f2
(3) 6,7
2 3 2 2 2(0) . (2I6 + 16I7 ) = + 2 2 30 10
(10.456)
Adding this to (10.448), we obtain the sum of all bubble diagrams f2

(2)
+ f2
(3)
2 3 2 2(0) . + 2 30 30
(10.457)
The contributions of the watermelon diagrams (10.431) correspond to the Feynman integrals f2
(4)
= 2 2
0 0
d d 2 (, ) 2 (, ) (10.458)
+ 4 (, ) (, ) (, )(, ) + 2 (, ) 2 (, ) . The third integral is unique and can be calculated directly:

: I10
=
0
d
0
d 2 (, ) 2 (, ) =
2 . 90
(10.459)
The second integral reads in d dimensions : I9 = dd dd (, ) (, ) (, ) (, ). (10.460)
This is integrated partially to yield, in one dimension, 1 1 1 I9 = I10 + I9 I10 2 2 2 1 2 d d (, ) 2 (, ) (, ). (10.461)
The integral on the right-hand side is the one-dimensional version of I9 = dd dd (, )2 (, ) (, ). (10.462)
Using the eld equation (10.417), going back to one dimension, and inserting (, ), (, ), and (, ) from (10.391), (10.395), and (10.392), we perform all unique integrals and obtain I9 = 2 1 48 d
2
( ) ( ) +
1 240
(10.463)
According to Eq. (10.374), the integral over the product of distributions vanishes. Inserting the remainder and (10.459) into Eq. (10.461) gives: I9 = 2 . 720 (10.464)
We now evaluate the rst integral in Eq. (10.458). Adding and subtracting the linear divergence yields
0 0
: I8 =
0
d d 2 (, ) 2 (, ) =
0
d d 2 (, ) 2 ( ) (10.465)
+
0
d d 2 (, ) 2 (, ) 2 ( ) .

The nite second part of the integral (10.465) has the d-dimensional extension
R I8
763
dd dd 2 (, )
2 (,
) 2 (, ) ,
(10.466)
which after partial integration and going back to one dimension reduces to a combination of integrals Eqs. (10.464) and (10.463):
R I8 = 2I9 + 2I9 =
2 . 72
(10.467)
div The divergent part of I8 coincides with I6 in Eq. (10.454): div I8 = 0 0 div d d 2 (, ) 2 ( ) = I6 = (0)
3 . 30
(10.468)
Inserting this together with (10.459) and (10.464) into Eq. (10.458), we obtain the sum of watermelon diagrams f2
(4)
2 2 (I8 + 4I9 + I10 ) =
2 2
4(0)
2 2 30 30
(10.469)
For a at space in curvilinear coordinates, the sum of the rst-order diagrams vanish. To second order, the requirement of coordinate independence implies a vanishing sum of all connected diagrams (10.428)(10.431). By adding the sum of terms in Eqs. (10.437), (10.457), and (10.469), we nd indeed zero, thus conrming coordinate independence. It is not surprising that the integration rules for products of distributions derived in an innite time interval [0, ) are applicable for nite time intervals. The singularities in the distributions come in only at a single point of the time axis, so that its total length is irrelevant. The procedure can easily be continued to higher-loop diagrams to dene integrals over higher singular products of - and -functions. At the one-loop level, the cancellation of (0)s requires d (, ) (0) = (0) The second-order gave, in addition, the rule
0 0
d (, ).
(10.470)
d d 2 (, ) 2 ( ) = (0)
d 2 (, ),
(10.471)
To n-order we can derive the equation d1 . . . dn (1 , 2 ) (1 , 2 ) (n , 1 ) (n , 1 ) = (0) which reduces to d1 dn n (1 , 1 ) 2 (1 n ) = (0) d n (, ), (10.473) d n (, ), (10.472)
which is satised due to the integration rule (10.368). See Appendix 10C for a general derivation of (10.472).
10.11.5
Time Evolution Amplitude in Curved Space
The same Feynman diagrams which we calculated to verify coordinate independence appear also in the perturbation expansion of the time evolution amplitude in curved space if this is performed in normal or geodesic coordinates.
764
The path integral in curved space is derived by making the mapping from xi to qa in Subsection 10.11.2 nonholonomic, so that it can no longer be written as xi ( ) = xi (q ( )) but only as dxi ( ) = ei (q)dq ( ). Then the q-space may contain curvature and torsion, and the result of the path integral will not longer be trivial one in Eq. (10.402) but depend on R (qa ) and S (qa ). For simplicity, we shall ignore torsion. Then the action becomes (10.403) with the metric g (q) = ei (q)ei (q). It was shown in Subsection 10.3.2 that under nonholonomic coordinate transformations, the measure of a time sliced path integral transforms from the at-space form n dD xn to n dD q gn exp(tRn /6). This had the consequence, in Section 10.4, that the time evolution amplitude for a particle on the surface of a sphere has an energy (10.164) corresponding to the Hamiltonian (1.414) which governs the Schrdinger equation (1.420). It contains a pure Laplace-Beltrami operator in the kinetic part. o There is no extra R-term, which would be allowed if only covariance under ordinary coordinate transformations is required. This issue will be discussed in more detail in Subsection 11.1.1. Below we shall see that for perturbatively dened path integrals, the nonholonomic transformation must carry the at-space measure into curved space as follows:
DD x DD q
g exp
0
d R/8 .
(10.474)
For a D-dimensional space with a general metric g (q) we can make use of the above proven coordinate invariance to bring the metric to the most convenient normal or geodesic coordinates (10.98) around some point qa . The advantage of these coordinates is that the derivatives and thus the ane connection vanish at this point. Its derivatives can directly be expressed in terms of the curvature tensor: (qa ) = 1 R (qa ) + R (qa ) , 3 for normal coordinates. (10.475)
Assuming qa to lie at the origin, we expand the metric and its determinant in powers of normal coordinates around the origin and nd, dropping the smallness symbols in front of q and in the transformation (10.98): g () = + 1 2 R + 2 R R + . . . , 3 45 1 1 1 g() = 1 R + 2 R R + R R + . . . . 3 18 5 (10.476) (10.477)
These expansions have obviously the same power content in as the previous one-dimensional expansions (10.222) had in q. The interaction (10.409) becomes in normal coordinates, up to order 2 : Aint [] = tot
d
0
1 1 R + 2 R R 6 45 1 1 + (0)R + 2 (0)R R . 6 180
(10.478)
This has again the same powers in as the one-dimensional interaction (10.424), leading to the same Feynman diagrams, diering only by the factors associated with the vertices. In one dimension, with the trivial vertices of the interaction (10.424), the sum of all diagrams vanishes. In curved space with the more complicated vertices proportional to R and R , the result is nonzero but depends on contractions of the curvature tensor R . The dependence is easily identied for each diagram. All bubble diagrams in (10.429)(10.431) yield results proportional to 2 2 R , while the watermelon-like diagrams (10.431) carry a factor R .
765
When calculating the contributions of the rst expectation value Aint [] to the time evolution tot amplitude it is useful to reduce the D-dimensional expectation values of (10.478) to one-dimensional ones of (10.424) as follows using the contraction rules (8.63) and (8.64): = = = = + + , + + , , (10.479) (10.480) (10.481)
+ +
+ +
( + + ) + + + + + + + + . (10.482)
Inserting these into the expectation value of (10.478) and performing the tensor contractions, we obtain Aint [] tot
=
0
1 d R 6
+ (0)
2
1 2 2 R + R R + R R 45 1 2 + 2 (0) R + R R + R R . 180 + 2
(10.483)
Individually, the four tensors in the brackets of (10.482) contribute the tensor contractions, using the antisymmetry of R in and the contraction to the Ricci tensor R = R : R R ( + + ) = 0, R R + + = R R + R = 0, R R + + = R R + R + R 2 = R + R R + R R R R + + = R (R + R ) = 0. We now use the fundamental identity of Riemannian spaces R + R + R = 0. (10.485)
(10.484)
By expressing the curvature tensor (10.31) in Riemannian space in terms of the Christoel symbol (1.70) as R = 1 ( g g g + g ) [ , ] , 2 (10.486)
we see that the identity (10.485) is a consequence of the symmetry of the metric and the singlevaluedness of the metric expressed by the integrability condition8 ( )g = 0. Indeed, due to the symmetry of g we nd 1 R + R + R = [( ) g ( ) g ( ) g ] = 0. 2 The integrability has also the consequence that R = R ,
8
R = R .
(10.487)
For the derivation see p. 1353 in the textbook [2].
766
Using (10.485) and (10.487) we nd that
1 R R = R R , 2
(10.488)
2 so that the contracted curvature tensors in the parentheses of (10.483) can be replaced by R + 3 . 2 R R We now calculate explicitly the contribution of the rst-order diagrams in (10.483) [compare (10.426)]: f1 = 1 R 6 + + (0) . (10.489)
corresponding to the analytic expression [compare (10.432)]: 1 f1 = R 6

0
d (, )(, ) 2 (, ) (0)(, ) .
(10.490)
Note that the combination of propagators in the brackets is dierent from the previous one in (10.432). Using the integrals (10.435) we nd, setting = 1: 1 f1 = R 6 Using Eq. (10.435), this becomes f1 = 1 R 6
0
1 d (, ) 2 (, ) .
(10.491)
d
0
3 (, ) = R. 2 24
(10.492)
Adding to this the similar contribution coming from the nonholonomically transformed measure (10.474), we obtain the rst-order expansion of the imaginary-time evolution amplitude (qa |qa 0) = 1 2
D
exp
R(qa ) + . . . . 12
(10.493)
We now turn to the second-order contributions in . The sum of the local diagrams (10.428) reads now f2
(1)
= 2
1 45
3 R R + R R 2
1 (0) 4
(10.494)
In terms of the Feynman integrals, the brackets are equal to [compare (10.436)]
0
1 d 2 (, )(, ) (, ) 2 (, ) + (0)2 (, ) . 4
(10.495)
Inserting the equation of motion (10.393) and the right-hand equation (10.434), this becomes
0
5 2 5 5 1 (, ) + (0)2 (, ) = [1 (0)] . 4 4 4 30
(10.496)
Thus we nd f2
(1)
= 2
2 1080
3 2 2 R + R [1 (0)] . 2
(10.497)
767
Next we calculate the nonlocal contributions of order h2 to f coming from the cumulant 1 Aint 2 tot 2 = c 2 1 2 36

d
0 0
2 (0)R R ( ) ( ) ( ) ( ) (10.498) .
c
+ 2 (0)R R ( ) ( ) ( ) ( ) ( ) ( ) + R R
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
The rst two terms yield the connected diagrams [compare (10.429)] f2
(2)
2 R R 2 2 (0) 2 36
4 (0)
(10.499)
and the analytic expression diagrams [compare (10.438)] f2

(2)
2 R R d d 2 2 (0)2 (, ) 2 36 0 0 4 (0) (, ) 2 (, ) 2 (, )(, ) (, ) + 2 (, )(, ) =
(10.500) .
The third term in (10.498) leads to the three-bubble diagrams [compare (10.438)] f2 =
(3)
2 R R 4 2 36
+2
+4
+4
+2
. (10.501)
The analytic expression for the diagrams 1,2,3 is [compare (10.441)] f2

(3) 1,2,3
2 R R d d 4 (, ) 2 (, ) ( , ) (10.502) 2 36 0 0 + 2 (, )2 (, )( , ) 8 (, )(, ) (, ) ( , ) . = 2 R R 4 2 R R d d (, ) (, )(, ) (I4 +I5 ) = 2 36 2 36 0 0 2 R R 1 2 . (10.503) = 2 36 45
and for 4 and 5 [compare (10.447)] : f2

(3) 4,5
For the diagrams 6 and 7, nally, we obtain [compare (10.457)] f2

(3) 6,7
2 R R 2 R R 2 3 (2I6 8I7 ) = 2(0) . 2 36 2 36 30 6
(10.504)
The sum of all bubbles diagrams (10.500) and (10.502) is therefore f2

(2)
+ f2
(3)
= 2
3 2 2 2 R 2 (0) R . 432 1080
(10.505)
2 This compensates exactly the (0)-term proportional to R in Eq. (10.497), leaving only a nite second-order term f1 + f2
(2) (2)
+ f2
(3)
= 2
3 2 2 2 2 R . R R + 2 (0) 720 1080
(10.506)
768
Finally we calculate the second-order watermelon diagrams (10.431) which contain the initially ambiguous Feynman integrals we make the following observation. Their sum is [compare (10.431)] 2 1 2 R R + R R 2 36 corresponding to the analytic expression f2 =
(4)
(10.507)
f2
(3)
2 3 1 2 2 R 2 2 36
0 0
d d 2 (, ) 2 (, )
2 2 R (I8 2I9 + I10 ) , 24
2 (, ) (, ) (, )(, ) + 2 (, ) 2 (, ) (10.508)
where the integrals I8 , I9 , and I10 were evaluated before in Eqs. (10.468), (10.467), (10.464), and (10.459). Substituting the results into Eq. (10.508) and using the rules (10.368) and (10.374), we obtain f2
(3)
2 2 R 24
0 0
d d 2 (, ) 2 ( ) = 2
3 2 R (0). 720
(10.509)
Thus the only role of the watermelon diagrams is to cancel the remaining (0)-term proportional 2 to R in Eq. (10.506). It gives no nite contribution. The remaining total sum of all second-order contribution in Eq. (10.506). changes the diagonal time evolution amplitude (10.493) to 2 2 1 2 R(qa ) + R R + . . . . (qa |qa 0) = exp D 12 720 2 (10.510)
In Chapter 11 we shall see that this expression agrees with what has been derived in Schrdinger o quantum mechanics from a Hamiltonian operator H = /2 which contains only is the LaplaceBeltrami operator = g 1/2 g 1/2 g (q) of Eq. (1.377) and no extra R-term: (qa | qa 0) e/2 = (qa | e/2 | qa ) 1 = D 2 1+ 1 2 1 2 R R+ R + R R R 12 2 144 360 (10.511) +. . . .
This expansion due to DeWitt and Seeley will be derived in Section 11.6, the relevant equation being (11.110). Summarizing the results we have found that for one-dimensional q-space as well as for a Ddimensional curved space in normal coordinates, our calculation procedure on a one-dimensional -axis yields unique results. The procedure uses only the essence of the d-dimensional extension, together with the rules (10.368) and (10.374). The results guarantee the coordinate independence of path integrals. They also agree with the DeWitt-Seeley expansion of the short-time amplitude to be derived in Eq. (11.110). The agreement is ensured by the initially ambiguous integrals I8 and I9 satisfying the equations
R I8 + 4I9 + I10 = R I8 2I9 + I10 = 0,
2 , 120
(10.512) (10.513)
as we can see from Eqs. (10.469) and (10.508). Since the integral I10 = 2 /90 is unique, we must R have I9 = 2 /720 and I8 = 2 /72, and this is indeed what we found from our integration rules. The main role of the d-dimensional extension of the -axis is, in this context, to forbid the application of the equation of motion (10.393) to correlation functions (, ). This would
769
R x immediately the nite part of the integral I8 to the wrong value I8 = 2 /18, leaving the integral I9 which xes the integral over distributions (10.374). In this way, however, we could only satisfy one of the equations (10.512) and (10.513), the other would always be violated. Thus, any regularization dierent from ours will ruin immediately coordinate independence.
10.11.6
Covariant Results for Arbitrary Coordinates
It must be noted that if we were to use arbitrary rather than Riemann normal coordinates, we would nd ambiguous integrals already at the two-loop level:

: :
I14 =
0 0 0
d d (, ) (, )(, ), d d (, ) 2 (, ).
(10.514) (10.515)
I15 =
0
Let us show that coordinate independence requires these integrals to have the values I14 = /24,
R I15 = /8,
(10.516)
where the superscript R denotes the nite part of an integral. We study rst the ambiguities arising in one dimension. Without dimensional extension, the values (10.516) would be incompatible with partial integration and the equation of motion (10.392). In the integral (10.514), we use the symmetry (, ) = ), apply partial integration twice taking care of nonzero boundary (, terms, and obtain on the one hand I14 = 1 2 1 6
0 0 0 0
d d (, ) d d d d
1 d 2 (, ) = d 2 1 6
0
0 0
d d 2 (. ) (, ) . 12 (10.517)
3 (, ) =
d 3 (, 0) 3 (, ) =
On the other hand, we apply Eq. (10.393) and perform two regular integrals, reducing I14 to a form containing an undened integral over a product of distributions:
0 0
I14
=
0
d d (, ) (, )( ) d d 1 2 ( )( ) + 4 1 d 2 ( )( ) + . 6
1
0
0 0
d d (, ) (, ) d 2 (, ) + 12 (10.518)
=
0
1 4
A third, mixed way of evaluating I14 employs one partial integration as in the rst line of Eq. (10.517), then the equation of motion (10.392) to reduce I14 to yet another form I14 = = 1 2 1 8
0 0 0 0
d d 2 (, )( ) = d d
2
( )( ) + 1 . 24
1 2
d 2 (, ) (10.519)
1 8
( )( ) +
We now see that if we set [compare with the correct equation (10.374)] d [ ( )]2 ( ) 1 , 3 (false), (10.520)
770
the last two results (10.519) and (10.518) coincide with the rst in Eq. (10.517). The denition (10.520) would obviously be consistent with partial integration if we insert ( ) = ( )/2: d [ ( )]2 ( ) = 1 2 d [ ( )]2 ( ) = 1 6 d d 1 [ ( )]3 = . d 3 (10.521)
In spite of this consistency with partial integration and the equation of motion, Eq. (10.520) is incompatible with the requirement of coordinate independence. This can be seen from the discrepancy between the resulting value I14 = /12 and the necessary (10.516). In earlier work on the subject by other authors [31] [36], this discrepancy was compensated by adding the above-mentioned (on p. 726) noncovariant term to the classical action, in violation of Feynmans construction rules for path integrals. A similar problem appears with the other Feynman integral (10.515). Applying rst Eq. (10.393) we obtain
0
I15 =
0
d d (, ) 2 ( )
d (, ) +
0
1 2
0 0
d d (, ). (10.522)
For the integral containing the square of the -function we must postulate the integration rule (10.368) to obtain a divergent term
div I15 = (0)
d (, ) = (0)
0
2 , 6
(10.523)
which is proportional to (0), and compensates a similar term from the measure. The remaining R integrals in (10.522) are nite and yield the regular part I15 = /4, which we shall see to be inconsistent with coordinate invariance. In another calculation of I15 , we rst add and subtract the UV-divergent term, writing
0
I15 =
0
d d (, ) 2 (, ) 2 ( ) + (0)
2 . 6
(10.524)
Replacing 2 ( ) by the square of the left-hand side of the equation of motion (10.392), and integrating the terms in brackets by parts, we obtain
R I15 0 0 0
=
0
d d (, ) 2 (, ) 2 (, ) d d [ (, ) (, )(, ) (, ) (, ) d(, )] d d 2 (, ) ) (, ) (, ) (, ) (,
0 0
=
0
I14 +
d d 2 (, ) ) = I14 /6. (,
(10.525)
The value of the last integral follows from partial integration. For a third evaluation of I15 we insert the equation of motion (10.392) and bring the last integral in the fourth line of (10.525) to
0
d d 2 (, )( ) =
1 4
( )( ) +
1 . 12
(10.526)
All three ways of calculation lead, with the assignment (10.520) to the singular integral, to the R same result I15 = /4 using the rule (10.520). This, however, is again in disagreement with the
771
R coordinate-independent value in Eq. (10.516). Note that both integrals I14 and I15 are too large by a factor 2 with respect to the necessary (10.516) for coordinate independence. How can we save coordinate independence while maintaining the equation of motion and partial integration? The direction in which the answer lies is suggested by the last line of Eq. (10.519): 2 we must nd a consistent way to have an integral d [ ( )] ( ) = 0, as in Eq. (10.374), instead of the false value (10.520), which means that we need a reason for forbidding the application of partial integration to this singular integral. For the calculation at the innite time interval, this problem was solved in Refs. [23][25] with the help of dimensional regularization. In dimensional regularization, we would write the Feynman integral (10.514) in d dimensions as d I14 =
dd x dd x (x, x ) (x, x ) (x, x ),
(10.527)
and see that the dierent derivatives on (x, x ) prevent us from applying the eld equation (10.417), in contrast to the one-dimensional calculation. We can, however, apply partial integration as in the rst line of Eq. (10.517), and arrive at
d I14
1 2
dd x dd x 2 (x, x ) (x, x ).
(10.528)
In contrast to the one-dimensional expression (10.517), a further partial integration is impossible. Instead, we may apply the eld equation (10.417), go back to one dimension, and apply the integration rule (10.374) as in Eq. (10.519) to obtain the correct result I14 = /24 guaranteeing coordinate independence. The Feynman integral (10.515) for I15 is treated likewise. Its d-dimensional extension is
d I15 =
dd x dd x (x, x ) [ (x, x )] .
(10.529)
The dierent derivatives on (x, x ) make it impossible to apply a dimensionally extended version of equation (10.393) as in Eq. (10.522). We can, however, extract the UV-divergence as in Eq. (10.524), and perform a partial integration on the nite part which brings it to a dimensionally extended version of Eq. (10.525):
R I15 = I14 +
dd x dd x 2 (x, x ) (x, x ).
(10.530)
On the right-hand side we use the eld equation (10.417), as in Eq. (10.526), return to d = 1, and R use the rule (10.374) to obtain the result I15 = I14 /12 = /8, again guaranteeing coordinate independence. Thus, by keeping only track of a few essential properties of the theory in d dimensions we indeed obtain a simple consistent procedure for calculating singular Feynman integrals. All results obtained in this way ensure coordinate independence. They agree with what we would obtain using the one-dimensional integration rule (10.374) for the product of two - and one -distribution. Our procedure gives us unique rules telling us where we are allowed to apply partial integration and the equation of motion in one-dimensional expressions. Ultimately, all integrals are brought to a regular form, which can be continued back to one time dimension for a direct evaluation. This procedure is obviously much simpler than the previous explicit calculations in d dimensions with the limit d 1 taken at the end. The coordinate independence would require the equations (10.516). Thus, although the calculation in normal coordinates are simpler and can be carried more easily to higher orders, the perturbation in arbitrary coordinates help to x more ambiguous integrals. Let us see how the integrals I14 and I15 arise in the perturbation expansion of the time evolution amplitude in arbitrary coordinates up to the order , and that the values in (10.516) are necessary
772
to guarantee a covariant result. We use arbitrary coordinates and expand the metric around the origin. Dropping the increment symbol in front of q , we write: g (q) = + 1 ( g )q + ( g )q q , 2 (10.531)
with the expansion parameter keeping track of the orders of the perturbation series. At the end it will be set equal to unity. The determinant has the expansion to order : log g(q) = g ( g )q + 1 g [( g ) g ( g )( g )]q q . 2 (10.532)
The total interaction (10.409) becomes Aint [q] = tot 1 1 (10.533) ( g )q + ( g )q q q q 2 4 0 1 1 (0)g ( g )q (0) g ( g ) g ( g )( g ) q q . 2 4 d
Using the relations following directly from the denition of the Christoel symbols (1.70) and (1.71), g g
g = ( g ) = =
g g g = + = 2{} ,
g ( g ) = 2 ,
+ = {} , 2g = 2 (g ) 2 g 2 ( + g + ) ,
(10.534)
this becomes Aint [q] = tot q + q q q q 2 0 (0) q + q q . 2 d
(10.535)
The derivative of the Christoel symbol in the last term can also be written dierently using the identity g = g g g as follows: = = g = g = g g g ( g ) ( + ) .
(10.536)
To rst order in , we obtain from the rst cumulant Aint [q] c : tot f1
(1)
=
0
1 1 q q q q (0) q q 2 2
(10.537)
the diagrams (10.489) corresponding to the analytic expression [compare (10.490)] f1 =

(1)
{} 2
d g g ( , )( , )+2g g 2 ( , )(0)g g ( , )
d (, ). (10.538) g ( + g ) (0) 2 0 Replacing (, ) by (0) 1/ according to (10.393), and using the integrals (10.435), the (0)terms in the rst integral cancel and we obtain
f1 =
(1)
g g g ( ) ( + g )(0) . 4 6 3
(10.539)

In addition, there are contributions of order from the second cumulant 2!

773
d
0 0
[ q ( )q ( )q ( ) + (0) q ( )]
c
[ q ( )q ( )q ( ) + (0) q ( )] These add to the free energy f1 f1 f1

(2)
(10.540)
= g 2 = (g + g )
2(0)
+ 2 (0) (0) ,
(3) (4)
f1 f1
(5)
(6)
= (g g + g + 2g ) 2 = (g g + 3g ) , 2 = g ( + g ) . 2
(10.541)
The Feynman integrals associated with the diagrams in the rst and second lines are I11 = d d (, )(, )( , )2(0) (, ) (, )+ 2 (0) (, ) (10.542) and I12 = d d { (, ) (, )( , ) (0) (, ) (, )} , (10.543)
respectively. Replacing in Eqs. (10.542) and (10.543) (, ) and ( , ) by (0) 1/ leads to cancellation of the innite factors (0) and 2 (0) from the measure, such that we are left with I11 = and I12 = 1

1 2
d
0 0
d (, ) =
12
(10.544)
d
0 0
d (, ) (, ) =
. 12
(10.545)
The Feynman integral of the diagram in the third line of Eq. (10.541) has d-dimensional extension I13 = Integrating this partially yields I13 = 1 d d (, ) ( , ) = 1

d d (, ) ( , )(, ) dd x dd x (x, x) (x , x ) (x, x ). (10.546)
d
0 0
d (, ) (, ) =
, 12 (10.547)
774
where we have interchanged the order of integration in the second line of Eq. (10.547) and used d[ (, )]/d = 1/. Multiplying the integrals (10.544), (10.545), and (10.547) by corresponding vertices in Eq. (10.541) and adding them together, we obtain f1
(2)
+ f1 + f1
(3)
(4)
g g . 24
(5) (6)
(10.548)
The contributions of the last three diagrams in f1 and f1 of (10.541) are determined by the initially ambiguous integrals (10.514) and (10.515) to be equal to I14 = /24 and I15 = /8 + (0) 2 /6, respectively. Moreover, the (0)-part in the latter, when inserted into the last (6) line of Eq. (10.541) for f1 , is canceled by the contribution of the local diagram with the factor (1) (0) in f1 of (10.539). We see here an example that with general coordinates, the divergences containing powers of (0) no longer cancel order by order in h, but do so at the end. R Thus only the nite part I15 = /24 remains and we nd f1 +f1
(5) (6)R
= =
R R g g I14 +I15 + g 3I14 +I15 2 g g . 24
(10.549)
By adding this to (10.548), we nd the sum of all diagrams in (10.541) as follows

6 i=2
f1 =
(i)
g g jl, n ). 24
(10.550)
Together with the regular part of (10.539) in the rst line, this yields the sum of all rst-order diagrams
6 i=1
f1 =
(i)
g g R = R. 24 24
(10.551)
The result is covariant and agrees, of course, with Eq. (10.491) derived with normal coordinate. Note that to obtain this covariant result, the initially ambiguous integrals (10.514) and (10.515) over distributions appearing ni Eq. (10.549) mast satisfy
R I14 + I15 R 3I14 + I15
, 12 = 0,
(10.552)
which leaves only the values (10.516).
10.12
Eective Classical Potential in Curved Space
In Chapter 5 we have seen that the partition function of a quantum statistical system in at space can always be written as an integral over a classical Boltzmann factor exp[V e cl (x0 )], where B(x0 ) = V e cl (x0 ) is the so-called eective classical potential containing the eects of all quantum uctuations. The variable of integration is the temporal path average x0 1 0 d x( ). In this section we generalize this concept to curved space, and show how to calculate perturbatively the high-temperature expansion of V e cl (q0 ). The requirement of independence under coordinate transformations q ( ) q ( ) introduces subtleties into the denition
10.12 Eective Classical Potential in Curved Space
775
and treatment of the path average q0 , and covariance is achieved only with the help of a procedure invented by Faddeev and Popov [49] to deal with gauge freedoms in quantum eld theory. In the literature, attempts to introduce an eective classical potential in curved space around a xed temporal average q0 q ( ) 1 0 d q( ) have so far failed and produced a two-loop perturbative result for V e cl (q0 ) which turned out to deviate from the covariant one by a noncovariant total derivative [34], in contrast to the covariant result (10.493) obtained with Dirichlet boundary conditions. For this reason, perturbatively dened path integrals with periodic boundary conditions in curved space have been of limited use in the presently popular rst-quantized worldline approach to quantum eld theory (also called the string-inspired approach reviewed in Ref. [50]). In particular, is has so far been impossible to calculate with periodic boundary conditions interesting quantities such as curved-space eective actions, gravitational anomalies, and index densities, all results having been reproduced with Dirichlet boundary conditions [46, 52]. The development in this chapter cures the problems by exhibiting a manifestly covariant integration procedure for periodic paths [51]. It is an adaption of similar procedures used before in the eective action formalism of two-dimensional sigmamodels [46]. Covariance is achieved by expanding the uctuations in the neighborhood of any given point in powers of geodesic coordinates, and by a covariant denition of a path average dierent from the naive temporal average. As a result, we shall nd the same locally covariant perturbation expansion of the eective classical potential as in Eq. (10.493) calculated with Dirichlet boundary conditions. All problems encountered in the literature occur in the rst correction terms linear in in the time evolution amplitude. It will therefore be sucient to consider only to lowest-order perturbation expansion. For this reason we shall from now on drop the parameter of smallness used before.
10.12.1
Covariant Fluctuation Expansion
We want to calculate the partition function from the functional integral over all periodic paths Z = D D q g(q)eA[q] , (10.553)
where the symbol indicates the periodicity of the paths. By analogy with (2.435), we split the paths into a time-independent and a time-dependent part:
q = q0 + ( ),
(10.554)
with the goal to express the partition function as in Eq. (3.808) by an ordinary integral over an eective classical partition function Z= dD q0 V e cl (q0 ) , D g(q0 ) e 2 (10.555)
776
where V e cl (q0 ) is the curved-space version of the eective classical partition function. For a covariant treatment, we parametrize the small uctuations ( ) in terms of the prepoint normal coordinates ( ) of the point q0 introduced in Eq. (10.98), which are here geodesic due to the absence of torsion. Omitting the smallness symbols , there will be some nonlinear decomposition
q ( ) = q0 + (q0 , ),
(10.556)
where (q0 , ) = 0 for = 0. Inverting the relation (10.98) we obtain 1 1 (q0 , ) = (q0 ) (q0 ) . . . , 2 6 (10.557)
where the coecients ... (q0 ) with more than two subscripts are dened similarly to covariant derivatives with respect to lower indices (they are not covariant quantities): (q0 ) =

= 2 , . . . .
(10.558)
If the initial coordinates q are themselves geodesic at q0 , all coecients ... (q0 ) in Eq. (10.557) are zero, so that ( ) = ( ), and the decomposition (10.556) is linear. In arbitrary coordinates, however, ( ) does not transform like a vector under coordinate transformations, and we must use the nonlinear decomposition (10.556). We now transform the path integral (10.553) to the new coordinates ( ) using Eqs. (10.556)(10.558). The perturbation expansion for the transformed path integral over ( ) is constructed for any chosen q0 by expanding the total action (10.407) including the measure factor (10.405) in powers of small linear uctuations ( ). Being interested only in the lowest-order contributions we shall from now on drop the parameter of smallness counting the orders in the earlier perturbation expansions. This is also useful since the similar symbol ( ) is used here to describe the path uctuations. The action relevant for the terms to be calculated here consists of a free action, which we write after a partial integration as
A(0) [q0 , ] = g (q0 )
1 2 d ( )( ) ( ), 2
(10.559)
and an interaction which contains only the leading terms in (10.478): Aint [q0 ; ] = tot
0
1 1 R + (0)R . 6 6
(10.560)
The partition function (10.553) in terms of the coordinates ( ) is obtained from the perturbation expansion Z= D D ( ) g(q0) eA
(0) [q int 0 ,]Atot [q0 ,]
(10.561)
777
The path integral (10.561) cannot immediately be calculated perturbatively in the standard way, since the quadratic form of the free action (10.559) is degenerate. 2 The spectrum of the operator in the space of periodic functions ( ) has a zero mode. The zero mode is associated with the uctuations of the temporal average of ( ):
0 = 1 0
d ( ).
(10.562)
Small uctuations of 0 have the eect of moving the path as a whole innitesimally through the manifold. The same movement can be achieved by changing q0 innites imally. Thus we can replace the integral over the path average 0 by an integral over q0 , provided that we properly account for the change of measure arising from such a variable transformation. Anticipating such a change, the path average (10.562) can be set equal to zero eliminating the zero mode in the uctuation spectrum. The basic free correlation function ( ) ( ) can then easily be found from its spectral representation as shown in Eq. (3.251). The result is
( ) ( )
q0
where (, ) is a short notation for the translationally invariant periodic Green 2 function Gp ( ) of the operator without the zero mode in Eq. (3.251) (for a 0,e plot see Fig. 3.4): ( )2 | | (, ) = ( ) + , 2 2 12 , [0, h]. (10.564)
2 = g (q0 )( )1 ( ) = g (q0 )(, ),
(10.563)
This notation is useful since we shall have to calculate Feynman integrals of precisely the same form as previously with the Dirichlet-type correlation function Eq. (10.391). In contrast to (10.392) and (10.393) for (, ), the translational invariance of the periodic correlation function implies that (, ) = ( ), so that the rst time derivatives of (, ) have opposite signs: ( ) , (, ) = (, ) 2 , [0, h], (10.565)
and the three possible double time derivatives are equal, up tp a sign: (, ) = (, ) = (, ) = ( ) 1/. (10.566)
The right-hand side contains an extra term on the right-hand side due to the missing zero eigenmode in the spectral representation of the -function: 1 eim ( ) = ( ) 1 . (10.567)
m=0
The third equation in (10.566) happens to coincide with the dierential equation (10.393) in the Dirichlet case. All three equations have the same right-hand side due to the translational invariance of (, ).
778

Arbitrariness of q0
10.12.2
We now take advantage of an important property of the perturbation expansion of the partition function (10.561) around q ( ) = q0 : the independence of the choice of q0 . The separation (10.556) into a constant q0 and a time-dependent ( ) paths must lead to the same result for any nearby constant q0 on the manifold. The result must therefore be invariant under an arbitrary innitesimal displacement
q0 q0 = q0 + ,
||
1.
(10.568)
In the path integral, this will be compensated by some translation of uctuation coordinates ( ), which will have the general nonlinear form The transformation matrix Q (q0 , ) satises the obvious initial condition Q (q0 , 0) = . The path q ( ) = q (q0 , ( )) must remain invariant under si multaneous transformations (10.568) and (10.569), which implies that
q q q = D q (q0 , ) = 0 , = Q (q0 , ).
(10.569)
(10.570)
where D is the innitesimal transition operator D = . Q (q0 , ) q0 (10.571)
Geometrically, the matrix Q (q0 , ) plays the role of a locally at nonlinear con nection [46]. It can be calculated as follows. We express the vector q (q0 , ) in terms of the geodesic coordinates using Eqs. (10.556), (10.557), and (10.558), and substitute this into Eq. (10.570). The coecients of yield the equations
+
(q0 , ) (q0 , ) Q (q0 , ) = 0, q0
(10.572)
where by Eq. (10.557): 1 (q0 , ) = ( ) (q0 ) . . . , q0 2 (10.573)
and (q0 , ) 1 = () (q0 ) ( ) (q0 ) . . . 2 1 1 + 2 . . . . (10.574) = 3 2 To nd Q (q0 , ), we invert the expansion (10.574) to
(q0 , )
= +

1 1 + + +. . .(10.575) 3 2 ,
=(q0 ,)
(q0 , )
779
the last equality indicating that the result (10.575) can also be obtained from the original expansion (10.98) in the present notation [compare (10.557)]: 1 1 (q0 , ) = + (q0 ) + (q0 ) + . . . , 2 6 with coecients (q0 ) = , (q0 ) = + 3 = + , . . . . (10.576)
(10.577)
Indeed, dierentiating (10.576) with respect to , and re-expressing the result in terms of via Eq. (10.557), we nd once more (10.575). Multiplying both sides of Eq. (10.572) by (10.575), we express the nonlinear connection Q (q0 , ) by means of geodesic coordinates ( ) as 1 Q (q0 , ) = + (q0 ) + R (q0 ) + . . . . 3 (10.578)
The eect of simultaneous transformations (10.568), (10.569) upon the uctuation function = (q0 , ) in Eq. (10.557) is = Q (q0 , ),
Q (q0 , 0) = ,
(10.579)
where the matrix Q (q0 , ) is related to Q (q0 , ) as follows (q0 , ) (q0 , ) Q (q0 , ) = Q (q0 , ) q0 .
=(q0 ,)
(10.580)
Applying Eq. (10.572) to the right-hand side of Eq. (10.580) yields Q (q0 , ) = , as it should to compensate the translation (10.568). The above independence of q0 will be essential for constructing the correct perturbation expansion for the path integral (10.561). For some special cases of the Riemannian manifold, such as a surface of sphere in D + 1 dimensions which forms a homogeneous space O(D)/O(D 1), all points are equivalent, and the local independence becomes global. This will be discussed further in Section 10.12.6.
10.12.3
Zero-Mode Properties
We are now prepared to eliminate the zero mode by the condition of vanishing av erage = 0. As mentioned before, the vanishing uctuation ( ) = 0 is obviously a classical saddle-point for the path integral (10.561). In addition, because of the symmetry (10.569) there exist other equivalent extrema ( ) = = const. The D components of correspond to D zero modes which we shall eliminate in favor of
780
a change of q0 . The proper way of doing this is provided by the Faddeev-Popov procedure. We insert into the path integral (10.561) the trivial unit integral, rewritten with the help of (10.568):
1=
dD q0 (D) (q0 q0 ) =
dD q0 (D) (),
(10.581)
and decompose the measure of path integration over all periodic paths ( ) into a product of an ordinary integral over the temporal average 0 = , and a remainder containing only nonzero Fourier components [recall (2.440)] DD = dD 0 D 2
0
D D .
(10.582)
According to Eq. (10.569), the path average is translated under as follows 1 = Thus we can replace dD 0 D 2 1 dD D det 2
0
d Q (q0 , ( )).
(10.583)
d Q (q0 , ( )) .
(10.584)
Performing this replacement in (10.582) and performing the integral over in the inserted unity (10.581), we obtain the measure of path integration in terms of q0 and geodesic coordinates of zero temporal average DD = = dD q0 dD 0 (D) () D 2 dD q0 1 D D det D 2 D D
0
d Q (q0 , ( )) .
(10.585)
The factor on the right-hand side is the Faddeev-Popov determinant [q0 , ] for the change from 0 to q0 . We shall write it as an exponential: [q0 , ] = det 1
0
d Q (q0 , ) = eA
FP [q
0 ,]
(10.586)
where AFP [q0 , ] is an auxiliary action accounting for the Faddeev-Popov determinant 1 AFP [q0 , ] tr log d Q (q0 , ) , (10.587) 0 which must be included into the interaction (10.560). Eq. (10.587), we nd explictly
AFP[q0 , ] = tr log + (3)1 0
Inserting (10.578) into
d R (q0 ) ( ) ( ) + . . . (10.588)
1 3
d R (q0 ) + . . . .
781
The contribution of this action will crucial for obtaining the correct perturbation expansion of the path integral (10.561). With the new interaction Aint [q0 , ] = Aint [q0 , ] + AFP [q0 , ] tot,FP tot dD q0 V e cl (q0 ) , D g(q0 ) e 2 (10.589)
the partition function (10.561) can be written as a classical partition function Z= (10.590)
where V e cl (q0 ) is the curved-space version of the eective classical partition function of Ref. [53]. The eective classical Boltzmann factor B(q0 ) eV is given by the path integral B(q0 ) = D D g(q0 )eA
(0) [q int 0 ,]Atot,FP [q0 ,] e cl (q 0)
(10.591)
(10.592)
Since the zero mode is absent in the uctuations on the right-hand side, the perturbation expansion is now straightforward. We expand the path integral (10.592) in powers of the interaction (10.589) around the free Boltzmann factor B0 (q0 ) = as follows: B(q0 ) = B0 (q0 ) 1 Aint [q0 , ] tot,FP
q0
D D
g(q0 )e
1 g (q ) 2 0
(10.593)
1 Aint [q0 , ]2 tot,FP 2
q0
... ,
(10.594)
where the q0 -dependent correlation functions are dened by the Gaussian path integrals ...
q0
= B 1 (q0 )
D D [. . .]q0 eA
(0) [q
0 ,]
(10.595)
By taking the logarithm of (10.593), we obtain directly a cumulant expansion for the eective classical potential V e cl (q0 ). For a proper normalization of the Gaussian path integral (10.593) we diagonalize the free action in the exponent by going back to the orthonormal components xi in (10.97). Omitting again the smallness symbols , the measure of the path integral becomes simply: D D and we nd B0 (q0 ) = D D xi e
0
g(q0 ) =
D D xi ,
d
1 2 2
(10.596)
(10.597)
782
If we expand the uctuations xi ( ) into the eigenfunctions eim of the operator 2 for periodic boundary conditions xi (0) = xi (), xi ( ) =
m
xi um ( ) = xi + m 0
m=0
xi um ( ), xi = xi , m > 0, m m m
(10.598)
and substitute this into the path integral (10.597), the exponent becomes 1 2
0
d xi ( )
m=0
2 m xi xi = m m
2 m xi xi . m m m>0
(10.599)
Remembering the explicit form of the measure (2.439) the Gaussian integrals in (10.597) yield the free-particle Boltzmann factor B0 (q0 ) = 1, corresponding to a vanishing eective classical potential in Eq. (10.591). The perturbation expansion (10.594) becomes therefore simply B(q0 ) = 1 Aint [q0 , ] tot,FP
q0
(10.600)
1 Aint [q0 , ]2 tot,FP 2
q0
... .
(10.601)
The expectation values on the right-hand side are to be calculated with the help of Wick contractions involving the basic correlation function of a ( ) associated with the unperturbed action in (10.597): xi ( )xj ( )
q0
= ij (, ) ,
(10.602)
which is, of course, consistent with (10.563) via Eq. (10.97).
10.12.4
Covariant Perturbation Expansion
We now perform all possible Wick contractions of the uctuations ( ) in the expectation values (10.601) using the correlation function (10.563). We restrict our attention to the lowest-order terms only, since all problems of previous treatments arise already there. Making use of Eqs. (10.564) and (10.566), we nd for the interaction (10.560): Aint [q0 , ] tot
q0
1 R (q0 ) 6
q0
+ (0)R (q0 )
q0
1 = R(q0 ), 72
(10.603)
and for (10.588): AFP [q0 , ]

q0
1 R (q0 ) 3
q0
1 R(q0 ). 36
(10.604)
783
The sum of the two contributions yields the manifestly covariant high-temperature expansion up to two loops: B(q0 ) = 1 Aint [q0 , ] tot,FP
q0
+ ... = 1
1 R(q0 ) + . . . 24
(10.605)
in agreement with the partition function density (10.493) calculated from Dirichlet boundary conditions. The associated partition function ZP = dD q0 D g(q0 ) B(q0 ) 2 (10.606)
coincides with the partition function obtained by integrating over the partition function density (10.493). Note the crucial role of the action (10.588) coming from the Faddeev-Popov determinant in obtaining the correct two-loop coecient in Eq. (10.605) and the normalization in Eq. (10.606). The intermediate transformation to the geodesic coordinates ( ) has made our calculations rather lengthy if the action is given in arbitrary coordinates, but it guarantees complete independence of the coordinates in the result (10.605). The entire derivation simplies, of course, drastically if we choose from the outset geodesic coordinates to parametrize the curved space.
10.12.5
Covariant Result from Noncovariant Expansion
Having found the proper way of calculating the Boltzmann factor B(q0 ) we can easily set up a procedure for calculating the same covariant result without the use of the geodesic uctuations ( ). Thus we would like to evaluate the path integral (10.593) by a direct expansion of the action in powers of the noncovariant uctuations ( ) in Eq. (10.556). In order to make q0 equal to the path average, q ( ), we now require ( ) to have a vanishing temporal average 0 = = 0. Instead of (10.559), the free action reads now A(0) [q0 , ] = g (q0 )
0
1 2 d ( )( ) ( ) , 2
(10.607)
and the small- behavior of the path integral (10.606) is governed by the interaction Aint [q] fo tot Eq. (10.535) with unit smallness parameter . In a notation as in (10.560), the interaction (10.535) reads Aint [q0 ; ] = tot 1 2 0 1 . (0) + 2 d +
(10.608)
We must deduce the measure of functional integration over -uctuations without zero mode 0 = from the proper measure in (10.585) of -uctuations without zero mode: D
D
J(q0 , )FP [q0 , ]
DD ( )J(q0 , ) (D) (0 )FP [q0 , ].
(10.609)
This is transformed to coordinates ( ) via Eqs. (10.576) and (10.577) yielding D

D
J(q0 , )FP [q0 , ] =
FP [q0 , ] ,
(10.610)
784
where FP [q0 , ] is obtained from the Faddeev-Popov determinant FP [q0 , ] of (10.586) by expressed the coordinates ( ) in terms of ( ), and multiplying the result by a Jacobian accounting for the change of the -function of 0 to a -function of 0 via the transformation Eq. (10.576): FP [q0 , ] = FP [q0 , (q0 , )] det (q0 , ) .
=(q0 ,)
(10.611)
The last determinant has the exponential form det (q0 , ) = exp trlog
=(q0 ,)
d
0
(q0 , )
,
=(q0 ,)
(10.612)
where the matrix in the exponent has small- expansion (q0 , ) =

=(q0 ,)
1 3
1 1 + 2 + + . . . . 2 2
(10.613)
The factor (10.611) in (10.610) leads to a new contribution to the interaction (10.607), if we rewrite it as
FP FP [q0 , ] = eA [q0 ,] .
(10.614)
Combining Eqs. (10.586) and (10.612), we nd a new Faddeev-Popov type action for -uctuations at vanishing 0 : AFP [q0 , ] = = where T (q0 ) = 2 + . The unperturbed correlation functions associated with the action (10.607) are: ( ) ( )
q0
AFP [q0 , (q0 , )] trlog 1 2

0
d
0
(q0 , )
=(q0 ,)
d T (q0 ) + . . . ,
(10.615)
(10.616)
= g (q0 )(, )
(10.617)
and the free Boltzmann factor is the same as in Eq. (10.600). The perturbation expansion of the interacting Boltzmann factor is to be calculated from an expansion like (10.601): B(q0 ) = 1 Aint [q0 , ] tot,FP where the interaction is now Aint [q0 , ] = Aint [q0 , ] + AFP [q0 , ] . tot,FP tot (10.619)
q0
1 2
Aint [q0 , ] tot,FP
2 q0
... ,
(10.618)
As before in the Dirichlet case, the divergences containing powers of (0) no longer cancel order by order, but do so at the end. The calculations proceed as in the Dirichlet case, except that the correlation functions are now given by (10.564) which depend only on the dierence of their arguments.

(1)
785
The rst expectation value contributing to (10.618) is given again by f1 of Eq. (10.538), except that the integrals have to be evaluated with the periodic correlation function (, ) of Eq. (10.564), which has the properties 1 , (, ) = 12 (, ) = (, ) = 0 . (10.620)
Using further the common property (, ) = ( ) 1/ of Eq. (10.566), we nd directly from (10.538): (1) f1 = Aint [q0 , ] tot
q0
g + g + 24 2 (0) g g + . 24 g 2 + . 24
(10.621)
To this we must the expectation value of the Faddeev-Popov action: AFP [q0 , ]
q0
(10.622)
The divergent term with the factor (0) in (10.621) is canceled by the same expression in the second-order contribution to (10.601) which we calculate now, evaluating the second cumulant (10.540) with the periodic correlation function (, ) of Eq. (10.564). The diagrams are the same as in (10.542), but their evaluation is much simpler. Due to the absence of the zero modes in ( ), (2) (3) (4) all one-particle reducible diagrams vanish, so that the analogs of f1 , f1 , and f1 in (10.541) (5) (6) are all zero. Only those of f1 and f1 survive, which involve now the Feynman integrals I14 and I15 evaluated with (, ) which are : : I14 =
0 0 0 0
d d (, ) (, )(, ) = d d (, )2 (, ) = . 24
2 + (0) , 24 12
(10.623) (10.624)
I15 =
This leads to the second cumulant 1 2 Aint [q0 , ] tot,FP

2 q0 c
g g + 2 24 2 (0) g g + . 24
(10.625)
The sum of Eqs. (10.622) and (10.625) is nite and yields the same covariant result R/24 as in Eq. (10.551), so that we re-obtain the same covariant perturbation expansion of the eective classical Boltzmann factor as before in Eq. (10.605). Note the importance of the contribution (10.622) from the Faddeev-Popov determinant in producing the curvature scalar. Neglecting this, as done by other authors in Ref. [34], will produce in the eective classical Boltzmann factor (10.618) an additional noncovariant term g T (q0 )/24. This may be rewritten as a covariant divergence of a nonvectorial quantity g T =
V
, V (q0 ) = g (q0 ) (q0 ).
(10.626)
As such it does not contribute to the integral over q0 in Eq. (10.606), but it is nevertheless a wrong noncovariant result for the Boltzmann factor (10.605). The appearance of a noncovariant term in a treatment where q0 is the path average of q ( ) is not surprising. If the time dependence of a path shows an acceleration, the average of a path is not an invariant concept even for an innitesimal time. One may covariantly impose the condition of a vanishing temporal average only upon uctuation coordinates which have no acceleration. This is the case of geodesic coordinates a ( ) since their equation of motion at q0 is a ( ) = 0.
786
10.12.6
Particle on Unit Sphere
A special treatment exists for particle in homogeneous spaces. As an example, consider a quantum particle moving on a unit sphere in D + 1 dimensions. The partition function is dened by Eq. (10.553) with the Euclidean action (10.407) and the invariant measure (10.405), where the metric and its determinant are g (q) = + q q , 1 q2 g(q) = 1 . 1 q2 (10.627)
It is, of course, possible to calculate the Boltzmann factor B(q0 ) with the procedure of Section 10.12.3. Instead of doing this we shall, however, exploit the homogeneity of the sphere. The invariance under reparametrizations of general Riemannian space becomes here an isometry of the metric (10.627). Consequently, the Boltzmann factor B(q0 ) in Eq. (10.606) becomes independent of the choice of q0 , and the integral over q0 in (10.590) yields simply the total surface of the sphere times the Boltzmann factor B(q0 ). The homogeneity of the space allows us to treat paths q ( ) themselves as small quantum uctuations around the origin q0 = 0, which extremizes the path integral (10.553). The possibility of this expansion is due to the fact that = q g vanishes at q ( ) = 0, so that the movement is at this point free of acceleration, this being similar to the situation in geodesic coordinates. As before we now take account of the fact that there are other equivalent saddle-points due to isometries of the metric (10.627) on the sphere (see, e.g., [54]). The innitesimal transformations of a small vector q :
q = q + 1 q 2 , = const, = 1, . . . , D
(10.628)
move the origin q0 = 0 by a small amount on the surface of the sphere. Due to the rotational symmetry of the system in the D-dimensional space, these uctuations have a vanishing action. There are also D(D 1)/2 more isometries consisting of the rotations around the origin q ( ) = 0 on the surface of the sphere. These are, however, irrelevant in the present context since they leave the origin unchanged. The transformations (10.628) of the origin may be eliminated from the path integral (10.553) by including a factor (D) () to enforce the vanishing of the temporal q FP 1 path average q = 0 d q( ). The associated Faddeev-Popov determinant [q] is determined by the integral
FP [q]
dD (D) ( ) = FP [q] q
dD (D)
1 q 2 = 1 . (10.629)
The result has the exponential form FP [q] = 1

0 D
1 q2
= eA
FP [q]
(10.630)
where AFP [q] must be added to the action (10.407): AFP[q] = D log 1
0
1 q2 .
(10.631)
787
The Boltzmann factor B(q0 ) B is then given by the path integral without zero modes B =
,
q dq ( ) g(q( )) (D) ()FP [q]eA[q] D Dq g(q( ))FP [q]eA[q] , (10.632)
where the measure D D q is dened as in Eq. (2.439). This can also be written as B= D D q eA[q]A
J [q]AFP [q]
(10.633)
where AJ [q] is a contribution to the action (10.407) coming from the product
g(q( )) eA
J [q]
(10.634)
By inserting (10.627), this becomes AJ [q] =

0
1 d (0) log g(q) = 2
1 d (0) log(1 q 2 ) . 2
(10.635)
The total partition function is, of course, obtained from B by multiplication with the surface of the unit sphere in D + 1 dimensions 2 (D+1)/2 /(D + 1)/2). To calculate B from (10.633), we now expand A[q], AJ [q] and AFP [q] in powers of q ( ). The metric g (q) and its determinant g(q) in Eq. (10.627) have the expansions g (q) = + q q + . . . , and the unperturbed action reads A(0) [q] =
0
g(q) = 1 + q 2 + . . . ,
(10.636)
1 d q 2 ( ). 2
(10.637)
In the absence of the zero eigenmodes due to the -function over q in Eq. (10.632), we nd as in Eq. (10.600) the free Boltzmann factor B0 = 1. The free correlation function looks similar to (10.602): q ( )q ( ) = (, ). (10.639) (10.638)
The interactions coming from the higher expansions terms in Eq. (10.636) begin with Aint [q] = Aint [q] + AJ [q] = tot
0
1 (q q)2 (0)q 2 . 2
(10.640)
788
To the same order, the Faddeev-Popov interaction (10.631) contributes AFP [q] = D 2
0
d q 2 .
(10.641)
This has an important eect upon the two-loop perturbation expansion of the Boltzmann factor B(q0 ) = 1 Aint [q] tot
q0
AFP [q]
q0
+ . . . = B(0) B.
(10.642)
Performing the Wick contractions with the correlation function (10.639) with the properties (10.564)(10.566), we nd from Eqs. (10.640), (10.641) Aint [q] tot
q0
1 2 1 = 2
0 0
d D (, )(, ) + D(D + 1) 2 (, )(0)D (, ) d D D (, ) + D(D + 1) 2 (, ) = , 24 D2 . d D (, ) = 24 (10.643)
and AFP [q]

q0
D 2
(10.644)
Their combination in Eq. (10.642) yields the high-temperature expansion B =1 D(D 1) + ... . 24 (10.645)
This is in perfect agreement with Eqs. (10.493) and (10.605), since the scalar curva ture for a unit sphere in D +1 dimensions is R = D(D 1). It is remarkable how the contribution (10.644) of the Faddeev-Popov determinant has made the noncovariant result (10.643) covariant.
10.13
Covariant Eective Action for Quantum Particle with Coordinate-Dependent Mass
The classical behavior of a system is completely determined by the extrema of the classical action. The quantum-mechanical properties can be found from the extrema of the eective action (see Subsection 3.22.5). This important quantity can in general only be calculated perturbatively. This will be done here for a particle with a coordinate-dependent mass. The calculation [44] will make use of the background method of Subsection 3.23.6 combined with the techniques developed earlier in this chapter. From the one-particle-irreducible (1PI) Feynman diagrams with no external lines we obtain an expansion in powers of the Planck constant h. The result will be applicable to a large variety of interesting physical systems, for instance compound nuclei, where the collective Hamiltonian, commonly derived from a microscopic description via time-dependent Hartree-Fock theory [45], contains coordinate-dependent mass parameters.
10.13 CovariantEectiveActionforQuantumParticlewithCoordinate-DependentMass 789
10.13.1
Formulating the Problem
Consider a particle with coordinate-dependent mass m(q) moving as in the onedimensional potential V (q). We shall study the Euclidean version of the system where the paths q(t) are continued to an imaginary times = it and the Lagrangian for q( ) has the form L(q, q) = 1 m(q)q 2 + V (q). 2 (10.646)
The dot stands for the derivative with respect to the imaginary time. The qdependent mass may be written as mg(q) where g(q) plays the role of a onedimensional dynamical metric. It is the trivial 1 1 Hessian metric of the system [recall the denition (1.12) and Eq. (1.384)]. In D-dimensional conguration space, the kinetic term would read mg (q)q q /2, having the same form as in the curved-space action (10.185). Under an arbitrary single-valued coordinate transformation q = q(q), the potential V (q) is assumed to transform like a scalar whereas the metric m(q) is a one-dimensional tensor of rank two: V (q) = V (q(q)) V (q), m(q) = m(q) [dq(q)/dq]2 . (10.647)
This coordinate transformation leaves the Lagrangian (10.646) and thus also the classical action A[q] =

d L(q, q)
(10.648)
invariant. Quantum theory has to possess the same invariance, exhibited automatically by Schrdinger theory. It must be manifest in the eective action. This will be o achieved by combining the background technique in Subsection 3.23.6 with the techniques of Sections 10.610.10. In the background eld method [46] we split all paths into q( ) = Q( ) + q( ), where Q( ) is the nal extremal orbit and q describes the quantum uctuations around it. At the one-loop level, the covariant eective action [Q] becomes a sum of the classical Lagrangian L(Q, Q) and a correction term L. It is dened by the path integral [recall (3.773)]
h e[Q]/ = h D(q)e(1/ ){A[Q+q] d q [Q]/Q}
(10.649)
where the measure of functional integration D(q) is obtained from the initial invariant measure D(q) = Z 1 dq( ) m(q) and reads D(q) = Z 1 dq( )
m(Q) e(1/2)(0)
d log[m(Q+q)/m(Q)]
(10.650)
with Z being some normalization factor. The generating functional (10.649) possesses the same symmetry under reparametrizations of the conguration space as the classical action (10.648).
790
We now calculate [Q] in Eq. (10.649) perturbatively as a power series in h: [Q] = A[Q] + h1 [Q] + h2 2 [Q] + . . . . (10.651)
The quantum corrections to the classical action (10.648) are obtained by expanding A[Q + q] and the measure (10.650) covariantly in powers of q: A[Q + q] = A[Q] + + d 1 DA D2A x( ) + x( ) x( ) d d Q( ) 2 Q( )Q( ) D3A d x( ) x( ) x( ) + . . . . (10.652) Q( )Q( )Q( )
1 d d 6
The expansion is of the type (10.101), i.e., the expressions x are covariant uctuations related to the ordinary variations q in the same way as the normal coordinates x are related to the dierences q in the expansion (10.98). The symbol D/Q denotes the covariant functional derivative in one dimension. To rst order, this is the ordinary functional derivative A[Q] 1 DA[Q] = = V (Q) m (Q) Q2 ( ) m(Q) Q( ). Q( ) Q( ) 2 (10.653)
This vanishes for the classical orbit Q( ). The second covariant derivative is [compare (10.100)] D 2 A[Q] 2 A[Q] A[Q] = (Q( )) , Q( )Q( ) Q( )Q( ) Q( ) (10.654)
where (Q) = m (Q)/2 m(Q) is the one-dimensional version of the Christoel symbol for the metric g = m(Q). More explicitly, the result is 2 A[Q] 2 1 = m(Q) +m (Q)Q + m (Q)Q+ m (Q)Q2 V (Q) ( ). Q( )Q( ) 2 (10.655) The validity of the expansion (10.652) follows from the fact that it is equivalent by a coordinates transformation to an ordinary functional expansion in Riemannian coordinates where the Christoel symbol vanishes for the particular background coordinates. The inverse of the functional matrix (10.654) supplies us with the free correlation function G(, ) of the uctuations x( ). The higher derivatives dene the interactions. The expansion terms n [Q] in (10.651) are found from all one-particleirreducible vacuum diagrams (3.781) formed with the propagator G(, ) and the interaction vertices. The one-loop correction to the eective action is given by the simple harmonic path integral e1 [Q] = Dx m(Q) eA
(2) [Q,x]
(10.656)
10.13 CovariantEectiveActionforQuantumParticlewithCoordinate-DependentMass 791
with the quadratic part of the expansion (10.652): A(2) [Q, x] = 1 2

d d x( )
D 2 A[Q] x( ) . Q( )Q( )
(10.657)
The presence of m(Q) in the free part of the covariant kinetic term (10.657) and in the measure in Eq. (10.656) suggests exchanging the uctuation x by the new coordinates = h(Q)x, where h(Q) m(Q) is the one-dimensional version of x the triad (10.12) e(Q) = m(Q) associated with the metric m(Q). The uctuations correspond to the dierences xi in (10.97). The covariant derivative of e(Q) x vanishes DQ e(Q) = Q e(Q) (Q) e(Q) 0 [recall (10.40)]. Then (10.657) becomes A(2) [Q, x] = where d2 D 2 A[Q] D 2 A[Q] e1 (Q) = 2 + 2 (Q( )) ( ), (10.659) = e1 (Q) Q( )Q( ) d Q( ) Q( ) and 2 (Q) = e1 (Q) D 2 V (Q) e1 (Q) = e1 (Q) DV (Q) e1 (Q) 1 = [V (Q) (Q) V (Q)] . m(Q) 1 2

d d ( ) x
D 2 A[Q] ( ) , x Q( ) Q( )
(10.658)
(10.660)
Note that this is the one-dimensional version of the Laplace-Beltrami operator (1.377) applied to V (Q): 2 (Q) = V (Q) = d m(Q) dQ 1 m(Q) V (Q) m(Q) . (10.661)
Indeed, e2 D 2 is the one-dimensional version of g D D [recall (10.38)] Since V (Q) is a scalar, so is V (Q). Equation (10.659) shows that the uctuations behave like those of a harmonic x oscillator with the time-dependent frequency 2 (Q). The functional measure of integration in Eq. (10.656) simplies in terms of : x dx( ) m(Q) =

d( ) . x
(10.662)
This allows us to integrate the Gaussian path integral (10.656) trivially to obtain the one-loop quantum correction to the eective action 1 2 1 [Q] = Tr log + 2 (Q( )) . 2 (10.663)
Due to the -dependence of 2 , this cannot be evaluated explicitly. For suciently slow motion of Q( ), however, we can resort to a gradient expansion which yields asymptotically a local expression for the eective action.
792
10.13.2
Gradient Expansion

The gradient expansion of the one-loop eective action (10.663) has the general form 1 [Q] = d V1 (Q) + 1 Z1 (Q) Q2 + 2 . (10.664)
It is found explicitly by recalling the gradient expansion of the trace of the logarithm derived in Eq. (4.302):
2 Tr log + 2 ( )
d ( ) +
[ 2( )]2 + ... . 32 5 ( )
(10.665)
Inserting ( ) = (Q( )), we identify V1 (Q) = h(Q)/2, Z1 (Q) = (D 2)2 (Q) , 32 5(Q) (10.666)
and obtain the eective action to order h for slow motion e [Q] =

1 e m (Q) Q2 + V e (Q) , 2
(10.667)
where the bare metric me (Q) and the potential V e (Q) are related to the initial classical expressions by me (Q) = m(Q) + h (D 2)2 (Q) , 32 5(Q) (Q) V e (Q) = V (Q) + h . 2 (10.668) (10.669)
For an Q-independent mass m(Q), the result reduces to a known result [48]. The range of validity of the expansion is determined by the characteristic time scale 1/. Within this time, the particle has to move only little.
Appendix 10A
Nonholonomic Gauge Transformations in Electromagnetism
To introduce the subject, let us rst recall the standard treatment of magnetism. Since there are no magnetic monopoles, a magnetic eld B(x) satises the identity B(x) = 0, implying that only two of the three eld components of B(x) are independent. To account for this, one usually expresses a magnetic eld B(x) in terms of a vector potential A(x), setting B(x) = A(x). Then Amp`res law, which relates the magnetic eld to the electric current density j(x) by B = e 4j(x), becomes a second-order dierential equation for the vector potential A(x) in terms of an electric current [ A(x)] = j(x). (10A.1)
The vector potential A(x) is a gauge eld . Given A(x), any locally gauge-transformed eld A(x) A (x) = A(x) + (x) (10A.2)
Appendix 10A
Nonholonomic Gauge Transformations in Electromagnetism 793
yields the same magnetic eld B(x). This reduces the number of physical degrees of freedom in the gauge eld A(x) to two, just as those in B(x). In order for this to hold, the transformation function must be single-valued, i.e., it must have commuting derivatives (i j j i )(x) = 0. The equation for absence of magnetic monopoles commuting derivatives (10A.3)
B = 0 is ensured if the vector potential has (10A.4)
(i j j i )A(x) = 0.
This integrability property makes B = 0 the Bianchi identity in this gauge eld representation of the magnetic eld. In order to solve (10A.1), we remove the gauge ambiguity by choosing a particular gauge, for instance the transverse gauge A(x) = 0 in which [ A(x)] = 2 A(x), and obtain A(x) = The associated magnetic eld is B(x) = d3 x j(x ) R , R3 R x x. (10A.6) d3 x j(x ) . |x x | (10A.5)
This standard representation of magnetic elds is not the only possible one. There exists another one in terms of a scalar potential (x), which must, however, be multivalued to account for the two physical degrees of freedom in the magnetic eld.
10A.1
Gradient Representation of Magnetic Field of Current Loops
Consider an innitesimally thin closed wire carrying an electric current I along the line L. It corresponds to a current density j(x) = I (x; L), where (x; L) is the -function on the line L:

(10A.7)
(x; L) =
L
dx (3) (x x ).
(10A.8)
For a closed line L, this function has zero divergence: (x; L) = 0.
(10A.9)
This follows from the property of the -function on an arbitrary line L connecting the points x1 and x2 : (x; L) = (x2 ) (x1 ). For closed loops, the right-hand side vanishes. From Eq. (10A.5) we obtain the associated vector potential A(x) = I
L
yielding the magnetic eld B(x) = I dx R , R3 R x x. (10A.12)
(10A.10)
dx
1 , |x x |
(10A.11)
794
B(x) = (x; L)
Figure 10.5 Innitesimally thin closed current loop L. The magnetic eld B(x) at the point x
is proportional to the solid angle (x) under which the loop is seen from x. In any single-valued denition of (x), there is some surface S across which (x) jumps by 4. In the multivalued denition, this surface is absent. Let us now derive the same result from a scalar eld. Let (x; S) be the solid angle under which the current loop L is seen from the point x (see Fig. 10.5). If S denotes an arbitrary smooth surface enclosed by the loop L, and dS a surface element, then (x; S) can be calculated from the surface integral (x; S) =
S
dS R . R3
(10A.13)
The argument S in (x; S) emphasizes that the denition depends on the choice of the surface S. The range of (x; S) is from 2 to 2, as can be most easily be seen if L lies in the xy-plane and S is chosen to lie in the same place. Then we nd for (x; S) the value 2 for x just below S, and 2 just above. Let us calculate from (10A.13) the vector eld B(x; S) = I For this we rewrite (x; S) =
S
(x; S). Rk , R3 Rk . R3
(10A.14)
dSk
Rk = R3
dSk
(10A.15)
which can be rearranged to (x; S) = dSk i R Rk dSi k k R3 R3 +

S
dSi k
(10A.16)
With the help of Stokes theorem

S
(dSk i dSi k )f (x) =
kil L
dxl f (x),
(10A.17)
and the relation k (Rk /R 3 ) = 4 (3) (x x ), we obtain (x; S) =

L
dx R + 4 R3
dS (3) (x x ) .
(10A.18)
Appendix 10A
Multiplying the rst term by I, we reobtain the magnetic eld (10A.12) of the current I. The second term yields the singular magnetic eld of an innitely thin magnetic dipole layer lying on the arbitrarily chosen surface S enclosed by L. The second term is a consequence of the fact that the solid angle (x; S) was dened by the surface integral (10A.13). If x crosses the surface S, the solid angle jumps by 4. It is useful to re-express Eq. (10A.15) in a slightly dierent way. By analogy with (10A.8) we dene a -function on a surface as
(x; S) =
S
dS (3) (x x ),
(10A.19)
and observe that Stokes theorem (10A.17) can be written as an identity for -functions: (x; S) = (x; L),

(10A.20)
where L is the boundary of the surface S. This equation proves once more the zero divergence (10A.9). Using the -function (10A.19) on the surface S, Eq. (10A.15) can be rewritten as (x; S) = d3 x k (x ; S) Rk , R3 (10A.21)
and if we used also Eq. (10A.20), we nd from (10A.18) a magnetic eld
Bi (x; S) = I
d3 x [
(x; S)]
R + 4 (x ; S) . R3
(10A.22)
Stokes theorem written in the form (10A.20) displays an important property. If we move the surface S to S with the same boundary, the -function (x; S) changes by (x; S) (x; S ) = (x; S) +

(x; V ),
(10A.23)
where (x; V ) d3 x (3) (x x ), (10A.24)
and V is the volume over which the surface has swept. Under this transformation, the curl on the left-hand side of (10A.20) is invariant. Comparing (10A.23) with (10A.2) we identify (10A.23) as a novel type of gauge transformation.9 The magnetic eld in the rst term of (10A.22) is invariant under this, the second is not. It is then obvious how to nd a gauge-invariant magnetic eld: we simply subtract the singular S-dependent term and form B(x) = I [ (x; S) + 4 (x; S)] .
(10A.25)
This eld is independent of the choice of S and coincides with the magnetic eld (10A.12) derived in the usual gauge theory. Hence the description of the magnetic eld as a gradient of eld (x; S) is completely equivalent to the usual gauge eld description in terms of the vector potential A(x). Both are gauge theories, but of a completely dierent type. The gauge freedom (10A.23) can be used to move the surface S into a standard conguration. One possibility is the make gauge xing. choose S so that the third component of (x; S) vanishes. This is called the axial gauge. If (x; S) does not have this property, we can always shift S by a volume V determined by the equation
z
(V ) =
9
z (x; S),
For a discussion of this gauge freedom, which is independent of the electromagnetic one, see Ref. [56].
(10A.26)
796
and the transformation (10A.23) will produce a (x; S) in the axial gauge, to be denoted by ax (x; S) Equation (10A.25) suggests dening a solid angle (x) which is independent of S and depends only on the boundary L of S:
(x; L)
(x; S) + 4 (x; S).
(10A.27)
This is is the analytic continuation of (x; S) through the surface S which removes the jump and produces a multivalued function (x; L) ranging from to . At each point in space, there are innitely many Riemann sheets starting from a singularity at L. The values of (x; L) on the sheets dier by integer multiples of 4. From this multivalued function, the magnetic eld (10A.12) can be obtained as a simple gradient: B(x) = I (x; L). (10A.28)
Amp`res law (10A.1) implies that the multivalued solid angle (x; L) satises the equation e (i j j i )(x; L) = 4
ijk k (x; L).
(10A.29)
Thus, as a consequence of its multivaluedness, (x; L) violates the Schwarz integrability condition as the coordinate transformations do in Eq. (10.19). This makes it an unusual mathematical object to deal with. It is, however, perfectly suited to describe the physics. To see explicitly how Eq. (10A.29) is fullled by (x; L), let us go to two dimensions where the loop corresponds to two points (in which the loop intersects a plane). For simplicity, we move one of them to innity, and place the other at the coordinate origin. The role of the solid angle (x; L) is now played by the azimuthal angle (x) of the point x: (x) = arctan x2 . x1 (10A.30)
The function arctan(x2 /x1 ) is usually made unique by cutting the x-plane from the origin along some line C to innity, preferably along a straight line to x = (, 0), and assuming (x) to jump from to when crossing the cut. The cut corresponds to the magnetic dipole surface S in the integral (10A.13). In contrast to this, we shall take (x) to be the multivalued analytic continuation of this function. Then the derivative i yields xj i (x) = ij 1 2 . (10A.31) (x ) + (x2 )2 With the single-valued denition of i (x), there would have been a -function ij j (C; x) across the cut C, corresponding to the second term in (10A.18). When integrating the curl of (10A.31) across the surface s of a small circle c around the origin, we obtain by Stokes theorem d2 x(i j j i )(x) = dxi i (x),
c
(10A.32)
which is equal to 2 in the multivalued denition of (x). This result implies the violation of the integrability condition as in (10A.41): (1 2 2 1 )(x) = 2 (2) (x), (10A.33)
whose three-dimensional generalization is (10A.29). In the single-valued denition with the jump by 2 across the cut, the right-hand side of (10A.32) would vanish, making (x) satisfy the integrability condition (10A.29). On the basis of Eq. (10A.33) we may construct a Green function for solving the corresponding dierential equation with an arbitrary source, which is a superposition of innitesimally thin linelike currents piercing the two-dimensional space at the points xn : j(x) =
n
In (2) (x xn ),
(10A.34)
Appendix 10A
where In are currents. We may then easily solve the dierential equation (1 2 2 1 )f (x) = j(x), with the help of the Green function G(x, x ) = which satises (1 2 2 1 )G(x x ) = (2) (x x ). The solution of (10A.35) is obviously f (x) = d2 x G(x, x )j(x). (10A.38) (10A.37) 1 (x x ) 2 (10A.36) (10A.35)
The gradient of f (x) yields the magnetic eld of an arbitrary set of line-like currents vertical to the plane under consideration. It is interesting to realize that the Green function (10A.36) is the imaginary part of the complex function (1/2) log(z z ) with z = x1 +ix2 , whose real part (1/2) log |z z | is the Green function G (x x ) of the two dimensional Poisson equation:
2 2 (1 + 2 )G (x x ) = (2) (x x ).
(10A.39)
It is important to point out that the superposition of line-like currents cannot be smeared out into a continuous distribution. The integral (10A.38) yields the superposition of multivalued functions f (x) = 1 2 In arctan
n
x2 x2 n , x1 x1 n
(10A.40)
which is properly dened only if one can clearly continue it analytically into the all parts of the Riemann sheets dened by the endpoints of the cut at the origin. If we were to replace the sum by an integral, this possibility would be lost. Thus it is, strictly speaking, impossible to represent arbitrary continuous magnetic elds as gradients of superpositions of scalar potentials (x; L). This, however, is not a severe disadvantage of this representation since any current can be approximated by a superposition of line-like currents with any desired accuracy, and the same will be true for the associated magnetic elds. The arbitrariness of the shape of the jumping surface is the origin of a further interesting gauge structure which has interesting physical consequences discussed in Subsection 10A.5.
10A.2
Generating Magnetic Fields by Multivalued Gauge Transformations
After this rst exercise in multivalued functions, we now turn to another example in magnetism which will lead directly to our intended geometric application. We observed before that the local gauge transformation (10A.2) produces the same magnetic eld B(x) = A(x) only, as long as the function (x) satises the Schwarz integrability criterion (10A.29) (i j j i )(x) = 0. Any function (x) violating this condition would change the magnetic eld by Bk (x) =
kij (i j
(10A.41)
j i )(x),
(10A.42)
798
thus being no proper gauge function. The gradient of (x) A(x) = (x) (10A.43)
would be a nontrivial vector potential. By analogy with the multivalued coordinate transformations violating the integrability conditions of Schwarz as in (10A.29), the function (x) will be called nonholonomic gauge function. Having just learned how to deal with multivalued functions we may change our attitude towards gauge transformations and decide to generate all magnetic elds approximately in a eld-free space by such improper gauge transformations (x). By choosing for instance (x) = (x; L), we nd from (10A.29) that this generates a eld Bk (x) =
kij (i j
(10A.44)
j i )(x) = k (x; L).
(10A.45)
This is a magnetic eld of total ux inside an innitesimal tube. By a superposition of such innitesimally thin ux tubes analogous to (10A.38) we can obviously generate a discrete approximation to any desired magnetic eld in a eld-free space.
10A.3
Magnetic Monopoles
Multivalued elds have also been used to describe magnetic monopoles [10, 13, 14]. A monopole charge density m (x) is the source of a magnetic eld B(x) as dened by the equation B(x) = 4m (x). (10A.46)
If B(x) is expressed in terms of a vector potential A(x) as B(x) = A(x), equation (10A.46) implies the noncommutativity of derivatives in front of the vector potential A(x): 1 2
ijk (i j
j i )Ak (x) = 4m (x).
(10A.47)
Thus A(x) must be multivalued. Dirac in his famous theory of monopoles [15] made the eld singlevalued by attaching to the world line of the particle a jumping world surface, whose intersection with a coordinate plane at a xed time forms the Dirac string, along which the magnetic eld of the monopole is imported from innity. This world surface can be made physically irrelevant by quantizing it appropriately with respect to the charge. Its shape in space is just as irrelevant as that of the jumping surface S in Fig. 10.5. The invariance under shape deformations constitute once more a second gauge structure of the type mentioned earlier and discussed in Refs. [2, 6, 7, 10, 12]. Once we allow ourselves to work with multivalued elds, we may easily go one step further and express also A(x) as a gradient of a scalar eld as in (10A.43). Then the condition becomes
ijk i j k (x)
= 4m (x).
(10A.48)
Let us construct the eld of a magnetic monopole of charge g at a point x0 , which satises (10A.46) with m (x) = g (3) (x x0 ). Physically, this can be done only by setting up an innitely thin solenoid along an arbitrary line L whose initial point lies at x0 and the nal anywhere at 0 innity. The superscript indicates that the line has a strating point x0 . Inside this solenoid, the magnetic eld is innite, equal to Binside (x; L) = 4g (x; L ), 0 where (x; L ) is the open-ended version of (10A.8) 0

(10A.49)
(x; L ) = 0
L , x0 0
d3 x (3) (x x ).
(10A.50)
Appendix 10A
The divergence of this function is concentrated at the starting point: (x; L ) = (3) (x x0 ). 0
(10A.51)
This follows from (10A.10) by moving the end point to innity. By analogy with the curl relation (10A.20) we observe a further gauge invariance. If we deform the line L, at xed initial point x, the -function (10A.50) changes as follows: (x; L ) (x; L0 ) = (x; L ) + 0 0 (x; S),

(10A.52)
where S is the surface over which L has swept on its way to L . Under this gauge transformation, the relation (10A.51) is obviously invariant. We shall call this monopole gauge invariance. The ux (10A.49) inside the solenoid is therefore a monopole gauge eld . It is straightforward to construct from it the ordinary gauge eld A(x) of the monopole. First we dene the L -dependent eld 0 A(x; L ) = g 0 d3 x d3 x (x ; L ) 0
(x ; L ) 0 =g R
The curl of the rst expression is A(x; L ) = g 0 and consists of two terms g d3 x [ (x ; L )] 0 +g R d3 x
2
d3 x
(x ; L )] 0 , R
After an integration by parts, and using (10A.51), the rst term is L -independent and reads 0 g d3 x (3) (x x0 ) x x0 1 =g . R |x x0 |3 (10A.56)
The second term becomes, after two integration by parts, 4g (x ; L ). 0
The rst term is the desired magnetic eld of the monopole. Its divergence is (x x0 ), which we wanted to archive. The second term is the monopole gauge eld, the magnetic eld inside the solenoid. The total divergence of this eld is, of course, zero. By analogy with (10A.25) we now subtract the latter term and nd the magnetic eld of the monopole B(x) = A(x; L ) + 4g (x; L ). 0 0
This eld is independent of the string L . It depends only on the source point x0 and satises 0 B(x) = 4g (3) (x x0 ). Let us calculate the vector potential for some simple choices of x0 and L , for instance x0 = 0 0 and L along the positive z-axis, so that (x; L ) becomes (z)(x)(y), where z is the unit z 0 0 vector in z-direction. Inserting this into the second expression in (10A.53) yields A(g) (x; L ) = g 0
0
dz
zx
x2 + y 2 + (z z)2 x (y, x, 0) z =g . = g r(r z) r(r z)
R . R3
(10A.53)
(10A.54)
(x ; L ) 0 . R
(10A.55)
(10A.57)
(10A.58)
3/2
(10A.59)
800
If L runs to , so that (x; L ) is equal to (z)(x)(y), we obtain z 0 0 A(g) (x; L ) = g 0

0
dz
x z
x2 + y 2 + (z z)2 (y, x, 0) zx =g = g . r(r + z) r(r + z)
3/2
(10A.60)
The vector potential has only azimuthal components. If we parametrize (x, y, z) in terms of spherical angles , ) as r(sin cos , sin sin , cos ), these are A(g) (x; L ) = 0 g g (1 cos ) or A(g) (x; L ) = (1 + cos ), 0 r sin r sin (10A.61)
respectively. The shape of the line L can be brought to a standard form, which corresponds to xing 0 a gauge of the eld (x; L ). For example, we may always choose L to run from x0 into the 0 0 z-direction. Also here, there exists an equivalent formulation in terms of a multivalued A-eld with innitely many Riemann sheets around the line L. For a detailed discussion of the physics of multivalued elds see Refs. [2, 6, 7, 10, 12]. An interesting observation is the following: If the gauge function (x) is considered as a nonholonomic displacement in some ctitious crystal dimension, then the magnetic eld of a current loop which gives rise to noncommuting derivatives (i j j i )(x) = 0 is the analog of a dislocaton [compare (10.23)], and thus implies torsion in the crystal. A magnetic monopole, on the other hand, arises from noncommuting derivatives (i j j i )k (x) = 0 in Eq. (10A.48). It corresponds to a disclination [see (10.57)] and implies curvature. The defects in the multivalued description of magnetism are therefore similar to those in a crystal where dislocations much more abundantly observed than disclinations. They are opposite to those in general relativity which is governed by curvature alone, with no evidence for torsion so far [11].
10A.4
Minimal Magnetic Coupling of Particles from Multivalued Gauge Transformations
Multivalued gauge transformations are the perfect tool to minimally couple electromagnetism to any type of matter. Consider for instance a free nonrelativistic point particle with a Lagrangian L= M 2 x . 2 (10A.62)
The equations of motion are invariant under a gauge transformation LL =L+ since this changes the action A =
tb ta
The invariance is absent if we take (x) to be a multivalued gauge function. In this case, a nontrivial vector potential A(x) = (x) (working in natural units with e = 1) is created in the eld-free space, and the nonholonomically gauge-transformed Lagrangian corresponding to (10A.63), L = M 2 x + A(x) x, 2 (10A.65)
describes correctly the dynamics of a free particle in an external magnetic eld.

(x) x,
(10A.63)
dtL merely by a surface term: (10A.64)
A A = A + (xb ) (xa ).
Appendix 10A
The coupling derived by multivalued gauge transformations is automatically invariant under additional ordinary single-valued gauge transformations of the vector potential A(x) A (x) = A(x) + (x), (10A.66)
since these add to the Lagrangian (10A.65) once more the same pure derivative term which changes the action by an irrelevant surface term as in (10A.64). The same procedure leads in quantum mechanics to the minimal coupling of the Schrdinger o eld (x). The action is A = dtd3 x L with a Lagrange density (in natural units with h = 1) L = (x) it + 1 2M
2
(x).
(10A.67)
The physics described by a Schrdinger wave function (x) is invariant under arbitrary local phase o changes (x, t) (x) = ei(x) (x, t), (10A.68)
called local U(1) transformations. This implies that the Lagrange density (10A.67) may equally well be replaced by the gauge-transformed one L = (x, t) it + 1 D2 (x, t), 2M (10A.69)
where iD i (x) is the operator of physical momentum. We may now go over to nonzero magnetic elds by admitting gauge transformations with multivalued (x) whose gradient is a nontrivial vector potential A(x) as in (10A.43). Then iD turns into the covariant momentum operator P = iD = i A(x), (10A.70)
and the Lagrange density (10A.69) describes correctly the magnetic coupling in quantum mechanics. As in the classical case, the coupling derived by multivalued gauge transformations is automatically invariant under ordinary single-valued gauge transformations under which the vector potential A(x) changes as in (10A.66), whereas the Schrdinger wave function undergoes a local o U(1)-transformation (10A.68). This invariance is a direct consequence of the simple transformation behavior of D(x, t) under gauge transformations (10A.66) and (10A.68) which is D(x, t) D (x, t) = ei(x) D(x, t). (10A.71)
Thus D(x, t) transforms just like (x, t) itself, and for this reason, D is called gauge-covariant derivative. The generation of magnetic elds by a multivalued gauge transformation is the simplest example for the power of the nonholonomic mapping principle. After this discussion it is quite suggestive to introduce the same mathematics into dierential geometry, where the role of gauge transformations is played by reparametrizations of the space coordinates. This is precisely what is done in Subsection (10.2.2).
10A.5
Gauge Field Representation of Current Loops and Monopoles
In the previous subsections we have given examples for the use of multivalued elds in describing magnetic phenomena. The nonholonomic gauge transformations by which we created line-like nonzero eld congurations were shown to be the natural origin of the minimal couplings to the classical actions as well as to the Schrdinger equation. It is interesting to observe that there exists o a fully edged theory of magnetism (which is easily generalized to electromagnetism) with these
802
multivalued elds, if we properly handle the freedom in choosing the jumping surfaces S whose boundary represents the physical current loop in Eq. (10A.12). To understand this we pose ourselves the problem of setting up an action formalism for calculating the magnetic energy of a current loop in the gradient representation of the magnetic eld. In this Euclidean eld theory, the action is the eld energy: E= 1 8 d3 x B2 (x). (10A.72)
Inserting the gradient representation (10A.28) of the magnetic eld, we can write E= I2 8 d3 x [ (x)]2 . (10A.73)
This holds for the multivalued solid angle (x) which is independent of S. In order to perform eld theoretic calculations, we must go over to the single-valued representation (10A.25), so that E= d3 x [ (x; S) + 4 (x; S)]2 .
I2 8
(10A.74)
The -function removes the unphysical eld energy on the articial magnetic dipole layer on S. Let us calculate the magnetic eld energy of the current loop from the action (10A.74). For this we rewrite the action (10A.74) in terms of an auxiliary vector eld B(x) as E= d3 x 1 2 I B (x) B(x) [ (x; S) + 4 (x; S)] . 8 4
(10A.75)
A partial integration brings the second term to d3 x I 4 B(x) (x; S).
Extremizing this in (x) yields the equation B(x) = 0, (10A.76)
implying that the eld lines of B(x) form closed loops. This equation may be enforced identically (as a Bianchi identity) by expressing B(x) as a curl of an auxiliary vector potential A(x), setting B(x) A(x). (10A.77)
With this ansatz, the equation which brings the action (10A.75) to the form E= d3 x A(x)]2 I [ A(x)] (x; S) .
1 [ 8
(10A.78)
A further partial integration leads to E= d3 x A(x)]2 I A(x) [ (x; S)] ,
1 [ 8
(10A.79)
and we identify in the linear term in A(x) the auxiliary current j(x) I (x; S) = I (x; L),

(10A.80)
due to Stokes law (10A.20). According to Eq. (10A.9), this current is conserved for closed loops L.
Appendix 10B
Comparison of Multivalued Basis Tetrads with Vierbein Fields803
By extremizing the action (10A.78), we obtain Amp`res law (10A.1). Thus the auxiliary e quantities B(x), A(x), and j(x) coincide with the usual magnetic quantities with the same name. If we insert the explicit solution (10A.5) of Amp`res law into the energy, we obtain the Biot-Savart e energy for an arbitrary current distribution E= 1 2 d3 x d3 x j(x) 1 j(x ). |x x | (10A.81)
Note that the action (10A.78) is invariant under two mutually dual gauge transformations, the usual magnetic one in (10A.2), by which the vector potential receives a gradient of an arbitrary scalar eld, and the gauge transformation (10A.23), by which the irrelevant surface S is moved to another conguration S . Thus we have proved the complete equivalence of the gradient representation of the magnetic eld to the usual gauge eld representation. In the gradient representation, there exists a new type of gauge invariance which expresses the physical irrelevance of the jumping surface appearing when using single-valued solid angles. The action (10A.79) describes magnetism in terms of a double gauge theory [8], in which both the gauge of A(x) and the shape of S can be changed arbitrarily. By setting up a grandcanonical partition function of many uctuating surfaces it is possible to describe a large family of phase transitions mediated by the proliferation of line-like defects. Examples are vortex lines in the superuid-normal transition in helium and dislocation and disclination lines in the melting transition of crystals [2, 6, 7, 10, 12]. Let us now go through the analogous calculation for a gas of monopoles at xn from the magnetic energy formed with the eld (10A.58): E= d3 x A + 4g
n n n
1 8
(x; L ) n
(10A.82)
As in (10A.75) we introduce an auxiliary magnetic eld and rewrite (10A.82) as E= d3 x A+g
1 1 2 B (x) B(x) 8 4
(x; L ) n
(10A.83)
Extremizing this in A yields E=
B = 0, so that we may set B =
, and obtain (10A.84)
d3 x
1 2 [ (x)] + g(x) 8
(x; L ) . n
Recalling (10A.51), the extremal eld is (x) = 4g

2 n
(x xn ) = g
1 , |x xn |
(10A.85)
which leads, after reinsertion into (10A.84), to the Coulomb interaction energy E= g2 2 1 . |xn xn | (10A.86)
n,n
Appendix 10B
Comparison of Multivalued Basis Tetrads and Vierbein Fields
The standard tetrads or vierbein elds were introduced a long time ago in gravitational theories of spinning particles both in purely Riemann [16] as well as in Riemann-Cartan spacetimes [17, 18,
804
19, 20, 2]. Their mathematics is described in detail in the literature [21]. Their purpose was to dene at every point a local Lorentz frame by means of another set of coordinate dierentials dx = h (q)dq , = 0, 1, 2, 3, (10B.1)
which can be contracted with Dirac matrices to form locally Lorentz invariant quantities. Local Lorentz frames are reached by requiring the induced metric in these coordinates to be Minkowskian: g = h (q)h (q)g (q) = , (10B.2)
where is the at Minkowski metric (10.30). Just like ei (q) in (10.12), these vierbeins possess reciprocals h (q) g (q)h (q), and satisfy orthonormality and completeness relations as in (10.13): h h = , h h = . (10B.4) (10B.3)
They also can be multiplied with each other as in (10.14) to yield the metric g (q) = h (q)h (q) . (10B.5)
Thus they constitute another square root of the metric. The relation between these square roots is some linear transformation ea (q) = ea (q)h (q), which must necessarily be a local Lorentz transformation a (q) = ea (q), (10B.7) (10B.6)
since this matrix connects the two Minkowski metrics (10.30) and (10B.2) with each other: ab a (q)b (q) = . (10B.8)
The dierent local Lorentz transformations allow us to choose dierent local Lorentz frames which distinguish elds with denite spin by the irreducible representations of these transformations. The physical consequences of the theory must be independent of this local choice, and this is the reason why the presence of spinning elds requires the existence of an additional gauge freedom under local Lorentz transformations, in addition to Einsteins invariance under general coordinate transformations. Since the latter may be viewed as local translations, the theory with spinning particles are locally Poincar invariant. e The vierbein elds h (q) have in common with ours that both violate the integrability condition as in (10.22), thus describing nonholonomic coordinates dx for which there exists only a dierential relation (10B.1) to the physical coordinates q . However, they dier from our multivalued tetrads ea (q) by being single-valued elds satisfying the integrability condition ( )h (q) = 0, (10B.9)
in contrast to our multivalued tetrads e i (q) in Eq. (10.23). In the local coordinate system dx , curvature arises from a violation of the integrability condition of the local Lorentz transformations (10B.7). The simple equation (10.24) for the torsion tensor in terms of the multivalued tetrads e i (q) must be contrasted with a similar-looking, but geometrically quite dierent, quantity formed from the vierbein elds h (q) and their reciprocals, the objects of anholonomy [21]: (q) = 1 h (q)h (q) h (q) h (q) . 2 (10B.10)
Appendix 10C
Cancellation of Powers of (0)
805
Figure 10.6 Coordinate system q and the two sets of local nonholonomic coordinates dx and dxa . The intermediate coordinates dx have a Minkowski metric only at the point q, the coordinates dxa in an entire small neighborhood (at the cost of a closure failure).
A combination of these similar to (10.28),
K (q) = (q) (q) + (q), h
(10B.11)
appears in the so-called spin connection = h h h (K K ), which is needed to form a covariant derivative of local vectors v (q) = v (q)h (q), These have the form D v (q) = v (q) (q)v (q), D v (q) = v (q) + (q)v (q).
h h
(10B.12)
v (q) = v (q)h (q).
(10B.13)
(10B.14)
For details see Ref. [2, 6]. In spite of the similarity between the dening equations (10.24) and (10B.10), the tensor (q) bears no relation to torsion, and K (q) is independent of the contortion K . In fact, the objects of anholonomy (q) are in general nonzero in the absence of torsion [22], and may even be nonzero in at spacetime, where the matrices h (q) degenerate to local Lorentz transformations. The quantities K (q), and thus the spin connection (10B.12), characterize the orientation of the local Lorentz frames. The nonholonomic coordinates dx transform the metric g (q) to a Minkowskian form ab at any given point q . They correspond to a small falling elevator of Einstein in which the gravitational forces vanish precisely at the center of mass, the neighborhood still being subject to tidal forces. In contrast, the nonholonomic coordinates dxa atten the spacetime in an entire neighborhood of the point. This is at the expense of producing defects in spacetime (like those produced when attening an orange peel by stepping on it), as will be explained in Section IV. The ane connection ab c (q) in the latter coordinates dxa vanishes identically. The dierence between our multivalued tetrads and the usual vierbeins is illustrated in the diagram of Fig. 10.6.
h
Appendix 10C
Cancellation of Powers of (0)
There is a simple way of proving the cancellation of all UV-divergences (0). Consider a free particle whose mass depends on the time with an action
Atot [q] =
d
0
1 1 Z( )q 2 ( ) (0) log Z( ) , 2 2
(10C.1)
806
where Z( ) is some function of but independent now of the path q( ). The last term is the simplest nontrivial form of the Jacobian action in (10.407). Since it is independent of q, it is conveniently taken out of the path integral as a factor J =e
(1/2)(0)
0
d log Z( )
(10C.2)
We split the action into a sum of a free and an interacting part A(0) =
d
0
1 2 q ( ), 2
Aint =
d
0
1 [Z( ) 1] q 2 ( ), 2
(10C.3)
and calculate the transition amplitude (10.410) as a sum of all connected diagrams in the cumulant expansion (0 |0 0) = J Dq( )eA
(0)
[q]Aint [q]
=J
Dq( )eA
(0)
[q]
1 1 Aint + A2 . . . 2 int
= (2)1/2 J 1 Aint + = (2)1/2 J e

Aint
1 c+ 2
1 A2 . . . int 2
c
A2 int
...
(10C.4)
We now show that the innite series of (0)-powers appearing in a Taylor expansion of the exponential (10C.2) is precisely compensated by the sum of all terms in the perturbation expansion (10C.4). Being interested only in these singular terms, we may extend the -interval to the entire time axis. Then Eq. (10.393) yields the propagator (, ) = ( ), and we nd the rst-order expansion term Aint
c
1 1 [Z( ) 1] (, ) = (0) 2 2
d [1 Z( )].
(10C.5)
To second order, divergent integrals appear involving products of distributions, thus requiring an intermediate extension to d dimensions as follows A2 int
c
= =
1 1 d1 d2 (Z 1)1 (Z 1)2 2 (1 , 2 ) (2 , 1 ) 2 2 1 1 dd x1 dd x2 (Z 1)1 (Z 1)2 2 (x1 , x2 ) (x2 , x1 ) 2 2 1 1 d d d x1 d x2 (Z 1)1 (Z 1)2 2 (x2 , x1 ) (x1 , x2 ) , 2 2
(10C.6)
the last line following from partial integrations. For brevity, we have abbreviated [Z(i ) 1] by (Z 1)i . Using the eld equation (10.417) and going back to one dimension yields, with the further abbreviation (Z 1)i zi : A2 int To third order we calculate A3 int =
c c
1 2
d1 d2 z1 z2 2 (1 , 2 ).
(10C.7)
1 1 1 d1 d2 d3 z1 z2 z3 8 (1 , 2 ) (2 , 3 ) (3 , 1 ) 2 2 2 1 1 1 d d d d x1 d x2 d x3 z1 z2 z3 8 (x1 , x2 ) (x2 , x3 ) (x3 , x1 ) 2 2 2 1 1 1 dd x1 dd x2 dd x3 z1 z2 z3 8 (x3 , x1 ) (x1 , x2 ) (x2 , x3 ). 2 2 2
(10C.8)

Applying again the eld equation (10.417) and going back to one dimension, this reduces to A3 int
c
807
d1 d2 d3 z1 z2 z3 (1 , 2 ) (2 , 3 ) (3 , 1 ).
(10C.9)
Continuing to n-order and substituting Eqs. (10C.5), (10C.7), (10C.9), etc. into (10C.4), we obtain in the exponent of Eq. (10C.4) a sum Aint with cn = where C(, ) = [Z( ) 1] (, ). Substituting this into Eq. (10C.11) and using the rule (10.368) yields cn = d1 dn [Z(1 ) 1]n 2 (1 n ) = (0) d [Z( ) 1]n . (10C.13) (10C.12) d1 . . . dn C(1 , 2 ) C(2 , 3 ) . . . C(n , 1 ) (10C.11)
c+
1 A2 int 2
1 A3 int 3!
+ ... = c
1 2
(1)n
cn , n
(10C.10)
Inserting these numbers into the expansion (10C.10), we obtain Aint

c
1 A2 int 2
1 A3 int 3!
+ ... c
= =
1 (0) 2 1 (0) 2
(1)n
[Z( ) 1]n n (10C.14)
d log Z( ),
which compensates precisely the Jacobian factor J in (10C.4).

Path integrals in spaces with curvature but no torsion have been discussed by B.S. DeWitt, Rev. Mod. Phys. 29, 377 (1957). We do not agree with the measure of path integration in this standard work since it produces a physically incorrect h2 R/12M -term in the energy. This has to be subtracted from the Lagrangian before summing over all paths to obtain the correct energy spectrum on surfaces of spheres and on group spaces. Thus, DeWitts action in the short-time amplitude of the path integral is nonclassical, in contrast to the very idea of path integration. A similar criticism holds for K.S. Cheng, J. Math. Phys. 13, 1723 (1972), who has an extra h2 R/6M -term. See also related problems in H. Kamo and T. Kawai, Prog. Theor. Phys. 50, 680 (1973); M.B. Menskii, Theor. Math. Phys 18, 190 (1974); T. Kawai, Found. Phys. 5, 143 (1975); J.S. Dowker, Functional Integration and Its Applications, Clarendon, 1975; M.M. Mizrahi, J. Math. Phys. 16, 2201 (1975); C. Hsue, J. Math. Phys. 16, 2326 (1975); J. Hartle and S. Hawking, Phys. Rev. D 13, 2188 (1976); M. Omote, Nucl. Phys. B 120, 325 (1977); H. Dekker, Physica A 103, 586 (1980);
808
G.M. Gavazzi, Nuovo Cimento A 101, 241 (1981); T. Miura, Prog. Theor. Phys. 66, 672 (1981); C. Grosche and F. Steiner, J. Math. Phys. 36, 2354 (1995). A review on the earlier variety of ambiguous attempts at quantizing such systems is given in the article by M.S. Marinov, Physics Reports 60, 1 (1980). A measure in the phase space formulation of path integrals which avoids an R-term was found by K. Kuchar, J. Math. Phys. 24, 2122 (1983). The nonholonomic mapping principle is discussed in detail in Ref. [6]. The classical variational principle which yields autoparallels rather than geodesic particle trajectories was found by P. Fiziev and H. Kleinert, Europhys. Lett. 35, 241 (1996) (hep-th/9503074). The new principle made it possible to derive the Euler equation for the spinning top from within the body-xed reference frame. See P. Fiziev and H. Kleinert, Berlin preprint 1995 (hep-th/9503075). The development of perturbatively dened path integrals after Section 10.6 is due to Refs. [23, 24, 25]. The individual citations refer to [1] H. Kleinert, Mod. Phys. Lett. A 4, lin.de/~kleinert/199). 2329 (1989) (http://www.physik.fu-ber-
[2] H. Kleinert, Gauge Fields in Condensed Matter, Vol. II, Stresses and Defects, World Scientic, Singapore, 1989 (ibid.http/b2). [3] P. Fiziev and H. Kleinert, Berlin preprint 1995 (hep-th/9503075). [4] H. Kleinert und A. Pelster, Gen. Rel. Grav. 31, 1439 (1999) (gr-qc/9605028). [5] H. Kleinert, Phys. Lett. B 236, 315 (1990) (ibid.http/202). [6] H. Kleinert, Nonholonomic Mapping Principle for Classical and Quantum Mechanics in Spaces with Curvature and Torsion, Gen. Rel. Grav. 32, 769 (2000) (ibid.http/258); Act. Phys. Pol. B 29, 1033 (1998) (gr-qc/9801003). [7] H. Kleinert, Theory of Fluctuating Nonholonomic Fields and Applications: Statistical Mechanics of Vortices and Defects and New Physical Laws in Spaces with Curvature and Torsion, in: Proceedings of NATO Advanced Study Institute on Formation and Interaction of Topological Defects, Plenum Press, New York, 1995, S. 201232. [8] H. Kleinert, Double Gauge Theory of Stresses and Defects, Phys. Lett. A 97, 51 (1983) (ibid.http/107). [9] The theory of multivalued functions developed in detail in the textbook [12] was in 1991 so unfamiliar to eld theorists that the prestigious Physical Review Letters accepted, amazingly, a Comment paper on Eq. (10A.33) by C.R. Hagen, Phys. Rev. Lett. 66, 2681 (1991), and a reply by R. Jackiw and S.-Y. Pi, Phys. Rev. Lett. 66, 2682 (1991). [10] H. Kleinert, Int. J. Mod. Phys. A 7, 4693 (1992) (ibid.http/203). [11] H. Kleinert, Gravity and Defects, World Scientic, Singapore, 2007 (in preparation). [12] H. Kleinert, Gauge Fields in Condensed Matter, Vol. I, Superow and Vortex Lines, World Scientic, Singapore, 1989 (ibid.http/b1). [13] H. Kleinert, Phys. Lett. B 246, 127 (1990) (ibid.http/205).

[14] H. Kleinert, Phys. Lett. B 293, 168 (1992) (ibid.http/211).
809
[15] P.A.M. Dirac, Proc. Roy. Soc. A 133, 60 (1931); Phys. Rev. 74, 817 (1948), Phys. Rev. 74, 817 (1948). See also J. Schwinger, Particles, Sources and Fields, Vols. 1 and 2, Addison Wesley, Reading, Mass., 1970 and 1973. [16] S. Weinberg, Gravitation and Cosmology Principles and Applications of the General Theory of Relativity, John Wiley & Sons, New York, 1972. [17] R. Utiyama, Phys. Rev. 101, 1597 (1956). [18] T.W.B. Kibble, J. Math. Phys. 2, 212 (1961). [19] F.W. Hehl, P. von der Heyde, G.D. Kerlick, and J.M. Nester, Rev. Mod. Phys. 48, 393 (1976). [20] F.W. Hehl, J.D. McCrea, E.W. Mielke, and Y. Neeman, Phys. Rep. 258, 1 (1995). [21] J.A. Schouten, Ricci-Calculus, Springer, Berlin, Second Edition, 1954. [22] These dierences are explained in detail in pp. 14001401 of [2]. [23] H. Kleinert and A. Chervyakov, Phys. Lett. B 464, 257 (1999) (hep-th/9906156). [24] H. Kleinert and A. Chervyakov, Phys. Lett. B 477, 373 (2000) (quant-ph/9912056). [25] H. Kleinert and A. Chervyakov, Eur. Phys. J. C 19, 743 (2001) (quant-ph/0002067). [26] J.A. Gracey, Nucl. Phys. B 341, 403 (1990); Nucl. Phys. B 367, 657 (1991). [27] N.D. Tracas and N.D. Vlachos, Phys. Lett. B 257, 140 (1991). [28] W. Magnus, F. Oberhettinger, and R. P. Soni, Formulas and Theorems for the Special Functions of Mathematical Physics, Springer-Verlag, Berlin, Heidelberg, New York, 1966, p. 85, or H. Bateman and A. Erdelyi, Higher transcendental functions, v.2, McGraw-Hill Book Company, Inc., 1953, p. 83, Formula 27. [29] G. t Hooft and M. Veltman, Nucl. Phys. B 44, 189 (1972). [30] H. Kleinert and V. Schulte-Frohlinde, Critical Properties of 4 -Theories, World Scientic, Singapore, 2001 (ibid.http/b8). [31] J.L. Gervais and A. Jevicki, Nucl. Phys. B 110, 93 (1976). [32] P. Salomonson, Nucl. Phys. B 121, 433 (1977). [33] J. de Boer, B. Peeters, K. Skenderis and P. van Nieuwenhuizen, Nucl. Phys. B 446, 211 (1995) (hep-th/9504097); Nucl. Phys. B 459, 631 (1996) (hep-th/9509158). See in particular the extra terms in Appendix A of the rst paper required by the awkward regularization of these authors. [34] K. Schalm, and P. van Nieuwenhuizen, Phys. Lett. B 446, 247 (1998) (hep-th/9810115); F. Bastianelli and A. Zirotti, Nucl. Phys. B 642, 372 (2002) (hep-th/0205182). [35] F. Bastianelli and O. Corradini, Phys. Rev. D 60, 044014 (1999) (hep-th/9810119). [36] A. Hatzinikitas, K. Schalm, and P. van Nieuwenhuizen, Trace and chiral anomalies in string and ordinary eld theory from Feynman diagrams for nonlinear sigma models , Nucl. Phys. B 518, 424 (1998) (hep-th/9711088). [37] H. Kleinert and A. Chervyakov, Integrals over Products of Distributions and Coordinate Independence of Zero-Temperature Path Integrals, Phys. Lett. A 308, 85 (2003) (quantph/0204067). [38] H. Kleinert and A. Chervyakov, Int. J. Mod. Phys. A 17, 2019 (2002) (ibid.http/330). [39] H. Kleinert, Gen. Rel. Grav. 32, 769 (2000) (ibid.http/258).
810
[40] B.S. DeWitt, Dynamical Theory of Groups and Fields, Gordon and Breach, New-York, London, Paris, 1965. [41] R.T. Seeley, Proc. Symp. Pure Math. 10, 589 (1967); H.P. McKean and I.M. Singer, J. Di. Geom. 1, 43 (1967). [42] This is a slight modication of the discussion in H. Kleinert, Phys. Lett. A 116, 57 (1986) (ibid.http/129). See Eq. (27). [43] N.N. Bogoliubov and D.V. Shirkov, Introduction to the Theory of Quantized Fields, Interscience, New York, 1959. [44] H. Kleinert and A. Chervyakov, Phys. Lett. A 299, 319 (2002) (quant-ph/0206022). [45] K. Goeke and P.-G. Reinhart, Ann. Phys. 112, 328 (1978). [46] L. Alvarez-Gaum, D.Z. Freedman, and S. Mukhi, Ann. of Phys. 134, 85 (1981); e J. Honerkamp, Nucl. Phys. B 36, 130 (1972); G. Ecker and J. Honerkamp, Nucl. Phys. B 35 481 (1971); L. Tataru, Phys. Rev. D 12, 3351 (1975); G.A. Vilkoviski, Nucl. Phys. B 234, 125 (1984); E.S. Fradkin and A.A. Tseytlin, Nucl. Phys. B 234, 509 (1984); A.A. Tseytlin, Phys. Lett. B 223, 165 (1989); E. Braaten, T.L. Curtright, and C.K. Zachos, Nucl. Phys. B 260, 630 (1985); P.S. Howe, G. Papadopoulos, and K.S. Stelle, Nucl. Phys. B 296, 26 (1988); P.S. Howe and K.S. Stelle, Int. J. Mod. Phys. A 4, 1871 (1989); V.V. Belokurov and D.I. Kazakov, Particles & Nuclei 23, 1322 (1992). [47] C.M. Fraser, Z. Phys. C 28, 101 (1985). See also: J. Iliopoulos, C. Itzykson, and A. Martin, Rev. Mod. Phys. 47, 165 (1975); K. Kikkawa, Prog. Theor. Phys. 56, 947 (1976); H. Kleinert, Fortschr. Phys. 26, 565 (1978); R. MacKenzie, F. Wilczek, and A. Zee, Phys. Rev. Lett. 53, 2203 (1984); I.J.R. Aitchison and C.M. Fraser, Phys. Lett. B 146, 63 (1984). [48] F. Cametti, G. Jona-Lasinio, C. Presilla, and F. Toninelli, Comparison between quantum and classical dynamics in the eective action formalism, Proc. of the Int. School of Physics Enrico Fermi, CXLIII Ed. by G. Casati, I. Guarneri, and U. Smilansky, Amsterdam, IOS Press, 2000, pp. 431-448 (quant-ph/9910065). See also B.R. Frieden and A. Plastino, Phys. Lett. A 287, 325 (2001) (quant-ph/0006012). [49] L.D. Faddeev and V.N. Popov, Phys. Lett. B 25, 29 (1967). [50] C. Schubert, Phys. Rep. 355, 73 (2001) (hep-th/0101036). [51] H. Kleinert and A. Chervyakov, Perturbatively Dened Eective Classical Potential in Curved Space, (quant-ph/0301081) (ibid.http/339). [52] L. Alvarez-Gaum and E. Witten, Nucl. Phys. B 234, 269 (1984). e [53] R.P. Feynman and H. Kleinert, Phys. Rev. A 34, 5080 (1986) (ibid.http/159). [54] S. Weinberg, Gravitation and cosmology: principles and applications of the general theory of relativity, (John Wiley & Sons, New York, 1972). There are D(D + 1)/2 independent Killing vectors l (q) describing the isometries. [55] See Part IV in the textbook [2] dealing with the dierential geometry of defects and gravity with torsion, pp. 14271431. [56] H. Kleinert, Phys. Lett. B 246 , 127 (1990) (ibid.http/205); Int. J. Mod. Phys. A 7 , 4693 (1992) (ibid.http/203); and Phys. Lett. B 293 , 168 (1992) (ibid.http/211). See also the textbook [2].
Felix est quantulumcunque temporis contigit, bene collocatus est. Happy is he who has well employed the time, however small the time slices may be. Seneca
11
Schrdinger Equation in General o Metric-Ane Spaces
We now use the path integral representation of the last chapter to nd out which Schrdinger equation is obeyed by the time evolution amplitude in a space with o curvature and torsion. If there is only curvature, the result establishes the connection with the operator quantum mechanics described in Chapter 1. In particular, it will properly reproduce the energy spectra of the systems in Sections 1.14 and 1.15 a particle on the surface of a sphere and a spinning top which were quantized there via group commutation rules. If the space carries torsion also, the Schrdinger o operator emerging from our formulation will be a prediction. Its correctness will be veried in Chapter 13 by an application to the path integral of the Coulomb system which can be transformed into a harmonic oscillator by a nonholonomic mapping involving curvature and torsion.
11.1
Integral Equation for Time Evolution Amplitude
Consider the time-sliced path integral Eq. (10.146)

h q|ei(tt )H/ |q =
1 2i /M h
D
N +1 n=2
dD qn
g(qn ) 2i h/M
i D e
N+1 (A n=1
+AJ )/ h
, (11.1)
with the integrals over qn to be performed successively from n = N down to n = 1. Let us study the eect of the last qn -integration upon the remaining product of integrals. We denote the entire product briey by (qN +1 , tN +1 ) (q, t) and the product without the last factor by (qN , tN ) = (qN +1 qN +1 , tN +1 ) (q q, t ). Since the initial coordinate q0 and time t0 of the amplitude are kept xed in the sequel, they are not shown in the arguments. We assume N to be so large that the amplitude has had time to develop from the initial state localized at q to a smooth 811
812
11 Schrdinger Equation in General Metric-Ane Spaces o
function of (q q, t ), smooth compared to the width of the last short-time amplitude, which is of the order h tr (g )/M. From Eq. (11.1) we deduce the recursion relation (q, t) = g(q) dD q 2i h/M This is an integral equation (q, t) = with an integral kernel K (q) = g(q) 2i h/M
D D
exp
i (A + AJ ) (q q, t ). h
(11.2)
dD q K (q) (q q, t ),
(11.3)
exp
i (A + AJ ) . h
(11.4)
The integral equation (11.3) will now be turned into a Schrdinger equation. This o will be done in two ways, a short way which gives direct insight into the relevance of the dierent terms in the mapping (10.96), and a historic more tedious way, which is useful for comparing our path integral with previous alternative proposals in the literature (cited at the end).
11.1.1
From Recursion Relation to Schrdinger Equation o
The evaluation of (11.3) is much easier if we take advantage of the simplicity of the integral kernel K (q) and the measure when expressed in terms of the variables xi . Thus we introduce into (11.3) the integration variables xi ei , with ei evaluated at the postpoint q. The explicit relation between and q follows directly from (10.96). In terms of , we rewrite (11.3) as (q, t) = with the zeroth-order kernel K0 () = of unit normalization dD K0 () = 1. To perform the integrals in (11.2), we expand the wave function as 1 (q q, t ) = 1 q + q q + . . . 2 (q, t ), (11.7) (11.6) g(q) 2i h/M
D
dD K0 ()(q q(), t ),
exp
iM g (q) h2
(11.5)
11.1 Integral Equation for Time Evolution Amplitude
813
and the coordinate dierences q in powers of by inverting Eq. (10.96): q = + 1 1 ( { } ) +. . . .(11.8) 2! 3!
All ane connections are evaluated at the postpoint q. Including in (11.2) only the relevant expansion terms, we nd the integral equation (q, t) = dD K0 () 1 + 1 1 + + . . . 2! 2 (11.9) (q, t ).
The evaluation requires only the normalization integral (11.6) and the two-point correlation function = The result is h2 (g ) + . . . (q, t) = 1 + i 2M (q, t ). (11.11) dD K0 () = i h g (q). M (11.10)
The dierential operator in parentheses is proportional to the covariant Laplacian of the eld (q, t ): D D g D D = g D = (g ). (11.12)
In a space with no torsion, this is equal to the Laplace-Beltrami operator applied to the eld : 1 = gg . g (11.13)
In a more general space, the relation between the two operators is obtained by working out the derivatives 1 = g + g g + ( g ) . g Using 1 g g = 1 g g = , 2 (11.15) (11.14)
g = g g g , g = ,
814 we see that
1 ( g g) = , g and hence = (g ) = D D .
(11.16)
(11.17)
Thus, the relation between the Laplacian and the Laplace-Beltrami operator is given by D D = (D D K ) = (D D 2S ), (11.18)
where D denotes the covariant derivative formed with the Riemannian ane con nection, the Christoel symbol , and S is the contracted torsion S S . As a result, the amplitude (q, t) in (11.2) satises the equation (q, t) = 1 + In the limit ih D D (q, t ) + O( 2 ). 2M (11.20) (11.19)
0, this leads to the Schrdinger equation o i t (q, t) = H0 (q, t), h (11.21)
where H0 is the free-particle Schrdinger operator o h2 H0 = D D . 2M It is the naively expected generalization of the at-space operator h2 2 H0 = i , 2M (11.23) (11.22)
from which (11.22) arises by transforming the derivatives with respect to Cartesian coordinates i to the general coordinate derivatives via the nonholonomic transformation i = ei . The result is i 2 = ei ei = g , (11.25) (11.24)
which coincides with the Laplacian D D when applied to a scalar eld. Note that the operator (11.22) contains no extra term proportional to the scalar curvature R allowed by other theories.
815
11.1.2
Alternative Evaluation
For completeness, we also present an alternative evaluation of the q-integrals in Eq. (11.3) which is more tedious but facilitates comparison with previous work. First, the postpoint action A is conveniently split into the leading term A0 = and a remainder A A A0 . Correspondingly, we introduce as in (11.5) the zeroth-order kernel K0 (q) = with the unit normalization dD q K0 (q) = 1, (11.29) g(q) 2i h/M
D
M g (q)q q 2
(11.26)
(11.27)
exp
i A , h 0
(11.28)
and expand K (q) around K0 (q) with a series of correction terms of higher order in q: K (q) = K0 (q)[1 + C(q)] K0 (q) 1 +
n=1
cn (q)n .
(11.30)
Under the smoothness assumptions above, the wave function (q q, t ) can be expanded into a Taylor series around the endpoint q, so that the integral equation (11.2) reads (q, t) = dD q K0 (q) 1 +
n=1
cn (q)n
(11.31)
1 1 q + q q + . . . (q, t ) . 2 Due to the normalization property (11.6), the leading term simply reproduces (q, t ). To calculate the correction terms cn (q), we expand C(q) = exp i (A + AJ ) 1 h (11.32)
in powers of q . After inserting here A from (11.27) with A0 from (11.26), we expand A as in (10.107) [recalling (10.121)]. By separating the expansion for C into even and odd powers of q, C = C e + C , (11.33)
816 we nd for the odd terms
C = {} q and the even terms Ce = with
iM q q q + . . . , h2
4 a=1
(11.34)
e Ca + . . . ,
(11.35)
1 e C1 = [{ } + { {|}} + {} {} {} {} ]q q , 2 iM e {} q q q q , C2 = 2 h 1 iM 1 e C3 = g ( + {} ) + q q q q , 2 3 h 4 1 M2 e q q q q q q . (11.36) C4 = 2 4 2 e2 h The dots denote terms of higher order in q which do not contribute to the limit 0. The evaluation now proceeds perturbatively and requires the harmonic expectation values O(q)
0
dD q K0 (q) O(q). i h g , M 2 i h = g , M = = i h M
3
(11.37)
The relevant correlation functions are q q q q q q q q q q q q

0
(11.38) (11.39) (11.40)
g .
The tensor g in the second expectation (11.39) collects three Wick contractions [recall (3.302)] and reads g g g + g g + g g . (11.41)
The tensor g in the third expectation (11.40) collecting 15 Wick contractions is obtained recursively following the rule (3.303) by expanding g = g g + g g + g g + g g + g g . A product of 2n factors q results in (2n 1)!! pair contractions.
(11.42)
817
Let us collect all contributions in (11.31) relevant to order . Obviously, the 1 highest derivative term of (q, t ) is 2 q q (q, t ). It receives only a leading contribution from K0 (q), h2 g (q) (q, t ), (11.43) i 2M with no more corrections from C(q). The term with one derivative on (q, t ) in (11.31) becomes where A is the expectation involving the odd correction terms Using the rules (11.38) and (11.39), we nd iM q q q q + . . . A = {} q + 2 h 0 h 1 {} = i ( + + ) + . . . M 2 h = i + . . . . (11.46) 2M In combination with (11.43), this produces the Laplacian D D of the eld (q, t ) as in Eq. (11.11). We now turn to the remaining contributions in (11.31) which contain no more derivatives of (q, t ). They are all due to the expectation value C e 0 of the even correction terms. Let us dene i h i e h Ve C 0= C 0, (11.47) to be called the eective potential caused by the correction terms C Using the expectation values (11.38)(11.40) we nd Ve = h2 h2 v M M vA B ,
A,B 0
A (q, t ),
(11.44) (11.45)
A = C q 0 .
of (11.32).
(11.48)
where the sum runs over the six terms 1 v2 1 = ({} {} {} {} )g , 2 1 v2 2 = {} g , 8 1 v2 3 = {} g , 2 1 v2 4 = g , 8 1 v3 1 = ({ } + { {|}} )g , 2 1 g ( + {} )g . v3 2 = 6
(11.49)
818
The subscripts 2 and 3 distinguish contributions coming from the quadratic and the cubic terms in the expansion (10.96) of xi . By inserting on the right-hand sides the explicit expansions (11.42) and (11.41), we nd after some algebra that the sum of all vA B -terms is zero. In fact, the v2 B - and v3 B -terms disappear separately. A simple structural reason for this is given in Appendix 11A. Explicitly, the cancellation is rather obvious for v3 B after inserting (11.41). For v2 B , the proof requires more work which is relegated to Appendix 11A. Note that in a space without curvature and torsion, the above manipulations are equivalent to a direct transformation of the at-space integral equation (x, t) = dD x 2i h/M
D
exp i
M (xi )2 2
1 (1 xi xi + 2 xi xj xi xj + . . .)(x, t ) ih 2 = 1+ + O( 2 ) (x, t ), 2M i
(11.50)
to the variable q by a coordinate transformation. In a general metric-ane space, the wave function (q, t) has no counter image in x-space so that (11.50) cannot be used as a starting point for a nonholonomic transformation.
11.2
Equivalent Path Integral Representations
From the derivation of the Schrdinger equation in Subsection 11.1.1 we learn an o important lesson. When deriving the transformation law (10.96) between the nite coordinate dierences xi and q by evaluating the integral equation (10.60) along the autoparallel, the cubic terms in q, which make the action and measure lengthy, can be dropped altogether. A completely equivalent path integral representation of the time evolution amplitude is obtained by transforming the at-space path integral (10.89) into the general metric-ane one (10.146) with the help of the shortened transformation xi = ei q This has the simple Jacobian J= (x) = det (ei ) det ( ei ei {,} q ), (q) (11.52) 1 q q . 2! (11.51)
whose eective action reads 1 i j AJ = ei ei , q ei ei {,} ej e{,} q q + . . . . h 2 i 1 AJ = {} q {} {,} q q + . . . . h 2 (11.53)
With the help of (10.16), this is expressed in terms of the connection yielding (11.54)
11.2 Equivalent Path Integral Representations
819
The mapping (11.51) has, however, an unattractive feature: The short-time action following from (11.51) A = M M (xi )2 = g q q q q q 2 2 1 + q q q q + . . . 4 (11.55)
is no longer equal to the classical action (10.107) [recall the convention (10.121)] evaluated along the autoparallel. This was also a feature of another mapping which is the most convenient for calculations. Instead of deriving the relation between xi and q by evaluating (10.60) along the autoparallel, one may assume, for the moment, the absence of curvature and torsion and expand xi = xi (q) xi (q q) in powers of q: 1 1 xi = ei q ei , q q + ei , q q q + . . . . 2 3! (11.56)
After this, curvature and torsion are introduced by allowing the functions x(q) and x(q) to be nonintegrable in the sense of the Schwartz criterion, i.e., the second derivatives of x(q) and ei (q) need not commute with each other [implying that the right-hand side of (11.56) can no longer be written as xi (q) xi (q q)]. The expansion (11.56) is then a denition of the transformation from xi to q . Using the identities (10.16), (10.131), and (10.132), the transformation (11.56) turns into xi = ei q 1 q q 2! 1 + ( + )q q q + . . . . 3! (11.57)
This diers from the correct one (10.96) by the third-order term xi = 1 1 i e [,] ek ek , q q q = ei S q q q , 3! 3! (11.58)
which vanishes if the q-space has no torsion. The Jacobian associated with (11.56) is J= (x) 1 i = det (ei ) det ei ei {,} q + ei e{,} q q + . . . , (11.59) (q) 2
and corresponds to the eective action i 1 i j AJ = ei ei , q + [ei ei {,} ei e{,} ej e{,} ]q q + . . . . (11.60) h 2 With (10.16), (10.131), and (10.132), this becomes i 1 AJ = {} q + ({ ,} + {, }, {} {,} )q q +. . . , h 2 (11.61)
820
which diers from the proper Jacobian action (10.145) only by one index symmetrization. To nd the short-time action following from the mapping (11.56), we form A = M M (xi )2 = g q q ei ei , q q q (11.62) 2 2 1 i i 1 + e e , + ei , ei , q q q q +. . . , 3 4
and use the identities (10.16), (10.131), and (10.132) to obtain A = M g q q q q q (11.63) 2 1 1 + g ( + ) + q q q q + . . . . 3 4
This diers from the proper short-time action (10.107) [recall the convention (10.107)] only by the absence of the symmetrization in the indices and in the fourth term, the dierence vanishing if the q-space has no torsion. The equivalent path integral representation in which (11.2) contains the shorttime action (11.63) and the Jacobian action (11.61) will be useful in Chapter 13 when solving the path integral of the Coulomb system. The equivalence of dierent time-sliced path integral representations manifests itself in certain moment properties of the integral kernel (11.4). The derivations of the Schrdinger equation in Subsections. 11.1.1 and 11.1.2 have made use only of o the following three moment properties of the kernel: dD q K (q) = 1 + . . . , h + . . . , 2M h dD q K (q)q q = i g + ... , M dD q K (q)q = i (11.64) (11.65) (11.66)
evaluated at xed postpoint q. The omitted terms indicated by the dots and all higher moments contribute to higher orders in which are irrelevant for the derivation of the dierential equation obeyed by the amplitude. Any kernel K (q) with these properties leads to the same Schrdinger equation. If a kernel is written as o K (q) = K0 (q)[1 + C(q)], where K0 (q) is the free-particle postpoint kernel K0 (q) = g(q) 2i h/M
D
(11.67)
exp
i g (q) q q , h
(11.68)
11.2 Equivalent Path Integral Representations
821
the moment properties (11.64)(11.66) are equivalent to C C q

0 0
= 0 + ... , h = i + . . . , 2M
(11.69) (11.70)
where the expectation values are taken with respect to the kernel K0 (q), the dots on the right-hand side indicating terms of the order 2 . Note that the third of the three moment properties is trivially true since it receives only a contribution from the leading part of the kernel K (q), i.e., from K0 (q). The verication of the other two requires some work, in particular the rst, which is the normalization condition. Two kernels K1 , K2 are equivalent if their correction terms C1 , C2 have expectations which are small of the order 2 : C1 0 = C2 (C1 C2 )q
0 0
= O( 2 ), = O( 2 ).
(11.71) (11.72)
These are necessary and sucient conditions for the equivalence. Many possible correction terms C lead to the same moment integrals. All of them are physically equivalent, being associated with the same Schrdinger equation. The simplest o possibilities are 1 K (q) = K0 (q) 1 + q , 2 or K (q) = K0 (q) 1 i M q g q q , D + 2 2 h (11.74) (11.73)
where D is the space dimension. The zero-order kernel satises automatically the rst and third moment condition, (11.64) and (11.66), while the additional term enforces precisely the second condition, (11.65), without changing the others. The equivalent kernels can also be considered as the result of working with Jacobian actions i 1 1 AJ = q ( q )2 , h 2 8 i M i A = q g q q , h J D + 2 2 h (11.75) (11.76)
instead of the original one (10.145). Indeed, the second term in (11.75) can further be reduced by perturbation theory to 1 1 ( q )2 q q 8 8 h ( )2 , = i 8M
0
(11.77)
822
yielding an alternative and most useful form for the Jacobian action 1 h i AJ = q i ( )2 . h 2 8M (11.78)
Remarkably, this expression involves only the connection contracted in the rst two indices: = g . (11.79)
11.3
Potentials and Vector Potentials
It is straightforward to nd the eect of external potentials and vector potentials upon the Schrdinger equation. For this, we merely observe that the time-sliced o potential term e e Apot = A q A q q V (q) + . . . c 2c (11.80)
h derived in Eq. (10.181) appears in the kernel K (q) via a factor eiApot / . This factor can be combined with the postpoint expansion of the wave function in the integral equation (11.31), which becomes
(q, t) =
dD q K0 (q) [1 + C(q)]
1 h eiApot / 1 q + q q (q, t ) + . . . 2 e = dD q K0 (q) [1 + C(q)] 1 q i A (11.81) hc e e 1 + q q i A i A i V (q) (q, t ) + . . . . 2 hc hc By going through the steps of Subsection 11.1.1 or 11.1.2, we obtain the same Schrdinger equation as in (11.21), o i t (q, t) = H(q, t). h The Hamiltonian operator H diers from the free operator H0 of (11.22), h2 D D , H0 = 2M (11.83) (11.82)
in two ways. First, a potential energy V (q) is added. Second, the covariant derivatives D are replaced by
A D D i
e A . hc
(11.84)
This is the Schrdinger version of the minimal substitution in Eq. (2.636). o

11.4 Unitarity Problem
823
The minimal substitution extends the covariance of D with respect to coordinate changes to a covariance with respect to gauge transformations of the vector potential A . The subtraction of iA / on the right-hand side of (11.84) reects the fact that h P = p A rather than p is the gauge-invariant physical momentum of a particle in the presence of an electromagnetic eld. Only the use of P guarantees the gauge invariance of the electromagnetic interaction, just as in the at-space action (2.635). Let us briey verify that the Schrdinger equation (11.82) with the covariant o derivative (11.84) is invariant under gauge transformations. If the amplitude is multiplied by a space-dependent phase
h (q) ei(e/ c)(q) (q),
(11.85)
the covariant derivative (11.84) is multiplied by precisely the same phase:

h D (q) ei(e/ c)(q) D (q),
(11.86)
if the vector potential is gauge tranformed as follows: A A + (q). (11.87)
Under these joint transformations, the Schrdinger equation (11.82) is multiplied by o i(q) an overall phase factor e , and thus gauge invariant. Adding a potential V (q), the Hamilton operator in the Schrdinger equation o (11.82) is therefore h2 A A H= D D + V (q). 2M (11.88)
Observe that the mixed terms containing derivative and vector potential appears in the symmetrized form h ( A + A p ) . p 2Mc (11.89)
This corresponds to a symmetric time slicing of the interaction term q A which was derived in Section 10.5 by using the equation of motion in calculation of the short-time action. Here we see that this time slicing guarantees the gauge invariance of the Schrdinger equation. o Note further that there is no extra R-term in the Schrdinger equation (11.88). o
11.4
Unitarity Problem
The appearance of the Laplace operator D D in the free-particle Schrdinger equao tion (11.82) is in conict with the traditional physical scalar product between two wave functions 1 (q) and 2 (q): 2 |1
dD q g(q)2 (q)1 (q).
(11.90)
824
In such a scalar product, only the Laplace-Beltrami operator (11.13), 1 = gg , g (11.91)
is a Hermitian operator, not the Laplacian D D . The bothersome term is the contracted torsion term (D D ) = 2S . (11.92)
This term ruins the Hermiticity and thus also the unitarity of the time evolution operator of a particle in a space with curvature and torsion. For presently known physical systems in spaces with curvature and torsion, the unitarity problem is fortunately absent. Consider rst eld theories of gravity with torsion. There, the torsion eld S is generated by the spin current density of the fundamental matter elds. The requirement of renormalizability restricts these elds to carry spin 1/2. However, the spin current density of spin-1/2 particles happens to be a completely antisymmetric tensor.1 This property carries over to the torsion tensor. Hence, the torsion eld in the universe satises S = 0. This implies that for a particle in a universe with curvature and torsion, the Laplacian always degenerates into the Laplace-Beltrami operator, assuring unitarity after all. In Chapter 13 we shall witness another way of escaping the unitarity problem. The path integral of the three-dimensional Coulomb system is solved by a multivalued transformation to a four-dimensional space with torsion where the physical scalar product is 2 |1
phys
dD q g w(q)2 (q)1 (q),
(11.93)
with some scalar weight function w(q). This scalar product is dierent from the naive scalar product (11.90). It is, however, reparametrization-invariant, and w(q) makes the Laplacian D D a Hermitian operator. The characteristic property of torsion in the transformed Coulomb system is that S (q) = S can be written as a gradient of a scalar function: S (q) = (q) [see Eq. (13.138)]. Such torsion elds admit a Hermitian Laplace operator of a scalar eld in a scalar product (11.93) with the weight w(q) = e2(q) . (11.94)
Thus, the physical scalar product can be expressed in terms of the naive one as follows: 2 |1
1
phys
dD q g(q)e2(q) 2 (q)1 (q).
(11.95)
See, for example, H. Kleinert, Gauge Fields in Condensed Matter , op. cit., Vol. II, Part IV, Dierential Geometry of Defects and Gravity with Torsion, p. 1432 (http://www.physik.fu-berlin.de/~kleinert/b8).
11.4 Unitarity Problem
825
To prove the Hermiticity, we observe that within the naive scalar product (11.93), a partial integration changes the covariant derivative D into
D (D + 2S ).
(11.96)
Consider, for example, the scalar product dD q gU 1 ...n D V1 ...n . A partial integration of the derivative term in D gives surface term dD dq[( gU 1 ...n )V1 ...n 1 ...i ...n gU i i V1 ...i ...n ].
i
(11.97)
(11.98)
Now we use g = g = g(2S + ), to rewrite (11.98) as surface term which is equal to surface term dD q g(D U 1 ...n )V1 ...n . (11.101)
i
(11.99)
dD q g [( U 1 ...n )V1 ...n i i U 1 ...i ...n V1 ...i ...n 2S U 1 ...n V1 ...n ] , (11.100)
In the physical scalar product (11.95), the corresponding operation is dD q ge2(q) U 1 ...n D V1 ...n = = surface term = surface term dD q g(D e2(q) U 1 ...n )V1 ...n dD q ge2(q) (D gU 1 ...n )V1 ...n . (11.102)
Hence, iD is a Hermitian operator, and so is the Laplacian D D . For spaces with an arbitrary torsion, the correct scalar product has yet to be found. Thus the quantum equivalence principle is so far only applicable to spaces with arbitrary curvature and gradient torsion.
826
11.5
Alternative Attempts
Our procedure has to be contrasted with earlier proposals for constructing path integrals in spaces with curvature, in which torsion was always assumed to be absent. In the notable work of DeWitt,2 the measure is taken to be proportional to
N N
dqn g(qn1) =
n=1 n=1
dqn g(qn q)
(11.103)
so that the expansion in powers q gives a Jacobian action AJ0 of Eq. (10.133). If one uses this action instead of the correct expression AJ of Eq. (10.145), the amplitude obeys a Schrdinger equation o i t (q, t) = (H0 + Ve )(q, t), h where h2 H0 = 2M (11.105) (11.104)
contains the Laplace-Beltrami operator , and Ve is an additional eective potential h2 R. 6M
Ve =
(11.106)
The Schrdinger equation (11.104) diers from ours in Eq. (11.21) derived by the o nonholonomic mapping procedure by the extra R-term. The derivation is reviewed in Appendix 11A. Note that our sign convention for R is such that the surface of a 2/R2 . sphere of radius R has R= There is denite experimental evidence for the absence which will of such a term In the amplitude proposed by DeWitt, the short-time amplitude carries an extra semiclassical prefactor, a curved-space version of the Van Vleck-Pauli-Morette deter minant in Eq. (4.119). It contributes another term proportional to R which reduces 2 (11.106) to ( /12M)R (see Appendix 11B). Other path integral prescriptions lead h even to additional noncovariant terms.3 All such nonclassical terms proportional to h2 have to be subtracted from the classical action to arrive at the correct amplitude which satises the Schrdinger equation (11.104) without an extra Ve . o There are two compelling arguments in favor of our construction principle: On the one hand, if the space has only curvature and no torsion, our path integral gives, as we have seen in Sections 8.78.9 and 10.4, the correct time evolution amplitude of a particle on the surface of a sphere in D dimensions and on group spaces. In contrast to other proposals, only the classical action appears in the short-time amplitude. In spaces with constant curvature, just as in at space, our amplitude agrees with
2 3
See Section 11.5. See the review article by M.S. Marinov quoted at the end of the previous chapter.
11.6 DeWitt-Seeley Expansion of Time Evolution Amplitude
827
that obtained in operator quantum mechanics by quantizing the theory via the commutation rules of the generators of the group of motion. In the presence of torsion the result is new. It will be tested by the integration of the path integral of the Coulomb system in Chapter 13. This requires a coordinate transformation to an auxiliary space with curvature and torsion, which reduces the system to a harmonic oscillator. The new quantum equivalence principle leads to the correct result.
11.6
DeWitt-Seeley Expansion of Time Evolution Amplitude
An important tool for comparing the results of path integrals in curved space with operator results of Schrdinger theory is the short-time expansion of the imaginaryo time evolution amplitude (q, | q , 0). In Schrdinger theory, the amplitude is given o by the matrix elements of the evolution operator e H = e/2 , with the LaplaceBeltrami operator (11.13). This expansion has rst been given by DeWitt and by Seeley4 and reads (q | q 0) = (q | e/2 | q ) = 1 2
D
eg q
q /2
k=0
k ak (q, q ).
(11.107)
The expansion coecients are, up to fourth order in q , 1 1 1 R q q + R R + R R q q q q , 12 360 288 1 1 1 1 1 a1 (q, q ) R+ RR+ R R + R R R R q q , 12 144 360 360 180 1 2 1 1 a2 (q, q ) R + R R R , R (11.108) 288 720 720 a0 (q, q ) 1+ where q (q q ) and all curvature tensors are evaluated at q. For q = 0 this simplies to (q | q 0) = 1 2
D
1+
1 2 1 2 R+ R + R R R R 12 2 144 360
+ ... . (11.109)
This can also be written in the cumulant form as (q | q 0) =

4
1 2
D
exp 1 +
2 R+ R R R R + . . . . (11.110) 12 720
B.S. DeWitt, Dynamical Theory of Groups and Fields, Gordon and Breach, New-York, 1965. R.T. Seeley, Proc. Symp. Pure Math. 10 1967 589. See also H.P. McKean and I.M. Singer. J. Di. Geom. 1 , 43 (1967).
828
The derivation goes as follows. In a neighborhood of some arbitrary point q0 we expand the Laplace-Beltrami operator in normal coordinates where the metric and its determinant have the expansions (10.476) and (10.477) as
1 2 = 2 Rik1 jk2 (q0 )(q q0 )k1 (q q0 )k2 R (q0 )(q q0 ) . (11.111) 3 3 The time evolution operator H = /2 in the exponent of Eq. (11.107) is now separated into a free part H0 and an interaction part Hint as follows 1 H0 = 2 , (11.112) 2 1 1 (11.113) Hint = Rik1 jk2 (q q0 )k1 (q q0 )k2 + R (q q0 ) . 6 3 We now recall Eq. (1.294) and see that the transition amplitude (11.107) satises the integral equation (q | q 0) = q | e(H0 +Hint ) | q = q | e H0 1 = (q | q 0)0 where (q | q 0)0 = q | e H0 | q =
0 0 deH0 Hint eH | q
q q d dD q (q | q 0)0 Hint () ( | q 0), 1 (q)2 /2 . n e 2
(11.114)
(11.115)
To rst order in Hint we can replace H in the last exponential of Eq. (11.114) by H0 and obtain (q | q 0) (q | q 0)0
0
q q d dD q (q | q 0)0 Hint () ( | q 0)0 . (11.116)
Inserting (11.113) and choosing q0 = q , we nd (q | q 0) = (q | q 0)0 1 +

0
1 q q R 6
dD () [(/) q]2 /2a q q (11.117) D e 2a q q 1 q q + + R , 2 3
where we have replaced the integrating variable q by = q q and introduced q the variable a ( )/. There is initially also a term of fourth order in q which vanishes, however, because of the antisymmetry of R in and . The remaining Gaussian integrals are performed after shifting + q/, and q q we obtain 1 a (q | q 0) = (q | q 0)0 1 + d 2 R (q )q q + R(q ) 6 0 1 = (q | q 0)0 1 + R (q )q q + R(q ) . (11.118) 12 12
11.6 DeWitt-Seeley Expansion of Time Evolution Amplitude
829
Note that all geometrical quantities are evaluated at the initial point q . They can be re-expressed in power series around the nal position q using the fact that in normal coordinates 1 g (q ) = g (q) + Rik1 jk2 (q)q k1 q k2 + . . . , (11.119) 3 g (q )q q = g (q)q q , (11.120) the latter equation being true to all orders in q due to the antisymmetry of the tensors R in all terms of the expansion (11.119), which is just another form of writing the expansion (10.476) up to the second order in q . Going back to the general coordinates, we obtain all coecients of the expansion (11.107) linear in the curvature tensor (q | q 0) 1 1 g (q)q q /2 1 + R (q)q q + R(q) . (11.121) n e 12 12 2
The higher terms in (11.107) can be derived similarly, although with much more eort. A simple cross check of the expansion (11.107) to high orders is possible if we restrict the space to the surface of a sphere of radius r in D dimensions which has D 1 dimensions. Then 1 R = 2 (g g g g ) , , = 1, 2, . . . , D 1. (11.122) r Contractions yield Ricci tensor and scalar curvature D2 g , R = R = r2 and further: (D 1)(D 2) R = R = r2 (11.123)
2(D 1)(D 2) (D 1)(D 2)2 2 2 R = , R = . (11.124) r4 r4 Inserting these into (11.108), we obtain the DeWitt-Seeley short-time expansion of the diagonal amplitude for any q, up to order 2 : (q | q 0) = 1 2
D1
1 + (D1)(D2)
12r 2 2 + . . . . (11.125) 1440r 4
+ (D1)(D2)(5D 2 17D + 18)
This expansion may easily be reproduced by a simple direct calculation5 of the partition function for a particle on the surface of a sphere Z() =
5
l=0
dl exp[l(l + D2)/2r 2] ,
(11.126)
H. Kleinert, Phys. Lett. A 116 , 57 (1986) (http://www.physik.fu-berlin.de/~kleinert/ 129). See Eq. (27).
830
where l(l +D 2) are the eigenvalues of the Laplace-Beltrami operator on a sphere [recall (10.164)] and dl = (2l + D 2)(l + D 3)!/l!(D 2)! their degeneracies [recall (8.113)]. Since the space is homogeneous, the amplitude (q | q 0) is obtained from this by dividing out the constant surface of a sphere: (q | q 0) = (D/2) Z(). 2 D/2 r D1 (11.127)
For any given D, the sum in (11.126) easily be expanded in powers of . As an example, take D = 3 where Z() =
l=0
(2l + 1) exp[l(l + 1)/2r 2] .
(11.128)
In the small- limit, the sum (11.128) is evaluated as follows Z() =

0
d [l(l + 1)] exp[l(l + 1)/2r ] +
l=0
(2l+1) 1 l(l+1)/2r 2 + . . .
(11.129)
The integral is immediately done and yields

0
dz exp(z/2r 2 ) =
2r 2 .
(11.130)
The sums are divergent but can be evaluated by analytic continuation from negative powers of l to positive ones with the help of Riemann zeta functions (z) = nz , n=1 which vanishes for all even negative arguments. Thus we nd
l=0
(2l + 1) = 1 +
l=1
(2l + 1) = 1 + 2(1)
1 1 = , 2 3
(11.131)
2r 2
l=0
(2l + 1)l(l + 1) =
2r 2
l=1
(2l3 + l) =
[2(3) + (1)] = . 2 2r 30r 2 (11.132)
Substituting these into (11.129) yields Z() = 2r 2 1+ 2 + + ... . 6r 2 60r 4 (11.133)
Dividing out the constant surface of a sphere 4r 2 as required by Eq. (11.127), we obtain indeed the expansion (11.125) for the surface of a sphere in three dimensions.
Appendix 11A
Cancellations in Eective Potential
Here we demonstrate the cancellation of the terms v2 B and v3 B in formula (11.48) for the eective potential. First we give a simple reason why the cancellation occurs separately for the contributions
Appendix 11A
Cancellations in Eective Potential
831
stemming from the second and third terms in the expansion (10.96) of xi . Consider the model integral dx (x)2 , exp 2 2 and assume that x has an expansion of the type (10.96): x = q[1 + a2 q + a3 (q)2 + . . .]. The integral transforms into dq (q)2 [1 + 2a2 q + 2a3 (q)2 + a2 (q)2 + . . .] , [1 + 2a2 q + 3a3 (q)2 + . . .] exp 2 2 2 (11A.3) and is evaluated perturbatively via the expansion dq (q)2 exp 2 2 1 a2 (q)3 a3 (q)4 a2 2 (q)4 2 (11A.4) (11A.2) (11A.1)
+ a2 2 If O
0
(q)6 (q)4 2a2 + 3a3 (q)2 + . . . . 2 2
denotes the harmonic expectation value O

0
dq O exp[(q)2 /2 ], 2i = 3! 2 , (q)6 = 5! 3 , . . . .
(11A.5)
one has (q)2

0
= ,
(q)4
(11A.6)
Using these values we nd that the a2 - and a3 -terms cancel separately. Precisely this cancellation mechanism is active in the separate cancellation of the more complicated expressions v1 B , v2 B in Eq. (11.49). To demonstrate the cancellations explicitly, consider rst the derivative terms in v3 B . They are 1 1 v3 = g { } + g (g g + g g + g g ). 2 6 (11A.7)
Due to the symmetrization of the rst term in , this gives zero. The cancellation of the remaining terms in v3 B which are quadratic in is most easily shown by writing all indices as subscripts, inserting g from (11.41), and working out the contractions. To calculate the v2 B -terms, it is useful to introduce the notation 1 , 2 1 2 , 3 and similarly the matrices 1 =( ) , T =( ) , 2 = , T = , 3 = , T = . For contractions such as 1 1 we write 1 1 , and for we write 3 1 1 = 2 2 = 3 3 , whichever is most convenient. Similarly, = 1 2 T = 2 3 T = 3 1 . Then we work out v2 1 v2 2 v2 3 v2 4 = = = = 1 [(1 + 2 )2 3 (1 + T + 2 + T )], 1 2 8 1 [3 3 + 3 (3 + T )], 3 8 1 [(1 + 2 )2 + 3 (1 + 2 )], 4 1 [1 2 + 2 2 + 3 2 + 2(1 2 + 2 3 + 3 1 ) 8 1 2 3 + 3 (1 + T + 2 + T + 3 + T )]. (11A.8)
832
It is easy to check that the sum of these v2 B -terms vanishes. Incidentally, if the symmetrizations in (11.49) following from our Jacobian action had been absent, we would nd the additional terms v3 v3
2
= =
1 2 1 R S + (3 T 3 2 ), 2 6 3 6 1 1 2 3 2 + (3 2 + 3 T + 3 2 ), 2 6
(11A.9) (11A.10)
whose sum yields the additional contribution to the v3 B -terms v3 = after having used the identity S3 2 = 3 S1 . (11A.12) 1 2 2 R S + 3 S1 , 6 3 3 (11A.11)
The rst term in (11A.11) is the R-term derived by K.S. Cheng6 as an eective potential in the Schrdinger equation. o For v2 B , we would nd the extra terms 1 1 v2 1 = (1 1 3 2 ) + [(1 + 2 )2 3 (1 + T + 2 + T )], 1 2 2 8 1 (1 2 )(1 + 2 + 3 ), 4 (11A.13)
v2 3 = which add up to
(11A.14)
1 1 1 1 v2 = S1 S1 + 3 S1 3 S1 + S1 S3 , 2 2 3 2 where we have written S1 for S and used some trivial identities such as 3 2 T = 3 1 . Thus we would obtain an additional eective potential Ve = ( 2 /M )v with h v= 2 1 2 1 1 1 R g S (S1 3 S1 ) + S1 S3 3 S1 . 6 3 2 2 3
(11A.15)
(11A.16)
(11A.17)
The second and the fourth term can be combined to 2 1 D S 3 S1 . 3 6 (11A.18)
Due to the presence of s in v, this is a noncovariant expression which cannot possibly be physically correct. In the absence of torsion, however, v happens to be reparametrization-invariant, and this is the reason why the resulting eective potential Ve = h2 R/6M appeared acceptable in earlier works. A procedure which has no reparametrization-invariant extension to spaces with torsion cannot be correct.
6
K.S. Cheng, J. Math. Phys. 13 , 1723 (1972).

Appendix 11B
DeWitts Amplitude
833
Appendix 11B
DeWitts Amplitude
DeWitt, in his frequently quoted paper,7 attempted to quantize the motion of a particle in a curved space using the naive measure of path integration as in Eq. (10.152), but with the shorttime amplitude (with q qn , q qn1 ) g(q)g(q )
1/2
( /M )D/2 D1/2
D
exp
2i /M h
i A h
(11B.1)
where D is the curved-space analog of the Van Vleck-Pauli-Morette determinant [dened in at space after Eq. (4.118)]: D = detD [q q A (q, q )] .
1/2
(11B.2)
( /M )D/2 D1/2 . This has diers from our correct one in Eq. (11.4) by an extra factor g(q)g(q ) 1 the postpoint expansion 1 + 12 R q q + . . . . When treated perturbatively, the extra term is equivalent to R/12M , reducing the eective potential (11.106) by a factor 1/2. In order to obtain h the correct amplitude, DeWitt had to add a nonclassical term to the action in the path integral. This term is proportional to h2 and removes the unwanted term Ve , i.e., DW A = Ve . Such a correction procedure must be rejected on the grounds that it runs contrary to the very essence of the entire path integral approach, in which the contribution of each path is controlled entirely by h the phase eiA/ with the classical action in the exponent. The short-time kernel proposed by Cheng is the same as DeWitts, except that it does not include the extra Van Vleck-Pauli-Morette determinant in (11B.1). In this case, the result is the full eective potential (11.106), which must be articially subtracted from the classical action to obtain the correct amplitude.
After taking the Jacobian action AJ0 into account, this leads to an integral kernel K (q) which

The rst path integral in a curved space was written down by B.S. DeWitt, Rev. Mod. Phys. 29, 377 (1957), making use of previous work by C. DeWitt-Morette, Phys. Rev. 81, 848 (1951). A modied ansatz is due to K.S. Cheng, J. Math. Phys. 13, 1723 (1972). For recent discussions with results dierent from ours see H. Kamo and T. Kawai, Prog. Theor. Phys. 50, 680, (1973); T. Kawai, Found. Phys. 5, 143 (1975); H. Dekker, Physica A 103, 586 (1980); G.M. Gavazzi, Nuovo Cimento 101A, 241 (1981). A good survey of most attempts is given by M.S. Marinov, Phys. Rep. 60, 1 (1980). In a space without torsion, C. DeWitt-Morette, working with stochastic dierential equations, postulates a Hamiltonian operator without an extra R-term. See her lectures presented at the 1989 Erice Summer School on Quantum Mechanics in Curved Spacetime, ed. by V. de Sabbata, Plenum Press, 1990, and references quoted therein, in particular C. DeWitt-Morette, K.D. Elworthy, B.L. Nelson, and G.S. Sammelman, Ann. Inst. H. Poincar A e 32, 327 (1980).
7
B.S. DeWitt, Rev. Mod. Phys. 29 , 377 (1957).
834
A path measure in a phase space path integral which does not produce any R-term was proposed by K. Kuchar, J. Math. Phys. 24, 2122 (1983). The short derivation of the Schrdinger equation in Subsection 11.1.1 is due to o P. Fiziev and H. Kleinert, J. Phys. A 29, 7619 (1996) (hep-th/9604172).
To reach a depth profounder still, and still Profounder, in the fathomless abyss. William Cowper (1731-1800), The Winter Morning Walk
12
New Path Integral Formula for Singular Potentials
In Chapter 8 we have seen that for systems with a centrifugal barrier, the Euclidean form of Feynmans original time-sliced path integral formula diverges for certain attractive barriers. This happens even if the quantum statistics of the systems is well dened. The same problem arises for a particle in an attractive Coulomb potential, and thus in any atomic system. In this chapter we set up a new and more exible path integral formula which is free of this problem for any singular potential. This has recently turned out to be the key for a simple solution of many other path integrals which were earlier considered intractable.
12.1
Path Collapse in Feynmans formula for the Coulomb System
The attractive Coulomb potential V (r) = e2 /r has a singularity at the coordinate origin r = 0. This singularity is weaker than that of the centrifugal barrier, but strong enough to cause a catastrophe in the Euclidean path integral. Recall that an attractive centrifugal barrier does not even possess a classical partition function. The same thing is true for the attractive Coulomb potential where formula (2.344) reads Zcl = d3 x 2 2 /M h
3
exp
e2 . r
The integral diverges near the origin. In addition, there is a divergence at large r. The leading part of the latter can be removed by subtracting the free-particle partition function and forming Zcl Zcl Zcl |e=0 = d3 x 2 /M h 835
2 3
exp
e2 r
1 ,
(12.1)
836
12 New Path Integral Formula for Singular Potentials
leaving only a quadratic divergence. In a realistic many-body system with an equal number of oppositely charged particles, this disappears by screening eects. Thus we shall not worry about it any further and concentrate only on the remaining small-r divergence. In a real atom, this singularity is not present since the nucleus is not a point particle but occupies a nite volume. However, this physical regularization of the singularity is not required for quantum-mechanical stability. The Schrdinger o 2 equation is perfectly solvable for the singular pure e /r potential. We should therefore be able to recover the existing Schrdinger results from the path integral o formalism without any short-distance regularization. On the basis of Feynmans original time-sliced formula, this is impossible. If a path consists of a nite number of straight pieces, its Euclidean action A=
b a
e2 M 2 x ( ) 2 r( )
(12.2)
can be lowered indenitely by a path with an almost stretched conguration which corresponds to a slowly moving particle sliding down into the e2 /r abyss. We call this phenomenon a path collapse. In nature, this catastrophe is prevented by quantum uctuations. In order to understand how this happens, it is useful to reinterpret the paths in the Euclidean path integral as random lines parametrized h by (a , b ). Their distribution is governed by the Boltzmann factor eA/ , whose eective quantum temperature is Te h/kB (b a ).1 The logarithm of the Euclidean amplitude (xb b |xa a ) multiplied by Te denes a free energy F = E kB T S of the random line with xed endpoints. The quantum uctuations equip the path with a congurational entropy S. This must be suciently singular to produce a regular free energy bounded from below. Obviously, such a mechanism can only work if the exact path integral contains an innite number of innitesimally small sections. Only these can contain enough congurational entropy near the singularity to halt the collapse. The variational approach in Section 5.10 has shown an important eect of the congurational entropy of quantum uctuations. It smoothes the singular Coulomb potential producing an eective classical potential that is nite at the origin. A path collapse was avoided by dening the path integral as an innite product of integrals over all Fourier coecients. The innitely high-frequency components were integrated out and this produced the desired stability. These high-frequency components are absent in a nitely time-sliced path with a nite number of pieces, where frequencies m are bounded by twice the inverse slice thickness 1/ [recall Eqs. (2.101), (2.102)]. Unfortunately, the path measure used in the variational approach is unsuitable for exact calculations of nontrivial path integrals. Except for the free particle and
This amounts to viewing the path as a polymer with congurational uctuations in space, a possibility which is a major topic in Chapters 15 and 16.
12.1 Path Collapse in Feynmans formula for the Coulomb System
837
the harmonic oscillator, these are all based on solving a nite number of ordinary integrals in a time-sliced formula. We therefore need a more powerful time-sliced path integral formula which avoids a collapse in singular potentials. For the Coulomb system, such a formula has been found in 1979 by Duru and Kleinert.2 It has become the basis for solving the path integral of many other nontrivial systems. Here we describe the most general extension of this formula which will later be applied to a number of systems. For the attractive Coulomb potential and other singular potentials, such as attractive centrifugal barriers, it will not only halt the collapse, but also be the key to an analytic solution. The derived stabilization is achieved by introducing a path-independent width of the time slices. If the path approaches an abyss, the widths decrease and the number of slices increases. This enables the congurational entropy of Eq. (12.3) to grow large enough to cancel the singularity in the energy. To see the cancellation mechanism, consider a random line with n links which has, on a simple cubic lattice in D dimensions, (2D)n congurations with an entropy S = n log(2D). (12.3)
If the number of time slices n increases near the e2 /r singularity like const/r, then the entropy is proportional to 1/r. A path section which slides down into the abyss must stretch itself to make the kinetic energy small. But then it gives up a certain entropy S, and this raises the free energy by kB Te S according to (12.3). This compensates for the singularity in the potential and halts the collapse. The purpose of this chapter is to set up a path integral formula in which this stabilizing mechanism is at work. It should be pointed out that no instability problem would certainly arise if we were to dene the imaginary-time path integral for the time evolution amplitude in the continuum (xb b |xa a ) D D x( ) D D p( ) 1 exp (2 )D h h
b a
d [ipx H(p, x)] (12.4)
without any time slicing as the solution of the Schrdinger dierential equation o ( + H)(x |xa a ) = h( a ) (D) (x xa ) h (12.5)
[compare Eq. (1.304)]. After solving the Schrdinger equation Hn (x) = En n (x), o the spectral representation (1.319) renders directly the amplitude (12.4). All subtleties described above are due to the nite number of time slices in the path integral. As explained at the end of Section 2.1, the explicit sum over all paths is an essential ingredient of Feynmans global approach to the phenomena of
I.H. Duru and H. Kleinert, Phys. Lett. B 84, 30 (1979) (http://www.physik.fu-berlin.de/~kleinert/65); Fortschr. Phys. 30 , 401 (1982) (ibid.http/83). See also the historical remarks in the preface.
2
838
quantum uctuations. Within this approach, the nite time slicing is essential for being able to perform this sum in any nontrivial system. We now present a general solution to the stability problem of time-sliced quantum-statistical path integrals.
12.2
Stable Path Integral with Singular Potentials
Consider the xed-energy amplitude (9.1) which is the local matrix element (xb |xa )E = xb |R|xa of the resolvent operator (1.315): R= i h . E H + i (12.7) (12.6)
Recall that the i-prescription ensures the causality of the Fourier transform of (12.6), making it vanish for tb < ta [see the discussion after Eq. (1.323)]. The xed-energy amplitude has poles of the form (xb |xa )E =
n
i h n (xb )n (xa ) + . . . E En + i
at the bound-state energies, and a cut along the continuum part of the energy spectrum. The energy integral over the discontinuity across the singularities yields the completeness relation (1.326). The new path integral formula is based on the following observation. If the system possesses a Feynman path integral for the time evolution amplitude, it does so also for the xed-energy amplitude. This is seen after rewriting the latter as an integral
(xb |xa )E =
ta
dtb xb |UE (tb ta )|xa
(12.8)
involving the modied time evolution operator

h UE (t) eit(HE)/ ,
(12.9)
that is associated with the modied Hamiltonian HE H E. (12.10)
Obviously, as long as the matrix elements of the ordinary time evolution operator h U (t) = eitH/ can be represented by a time-sliced Feynman path integral, the h same is true for the matrix elements of the modied operator UE (t) = eitHE / . Its
12.2 Stable Path Integral with Singular Potentials
839
explicit form is obtained, as in Section 2.1, by slicing the t-variable into N +1 pieces, h factorizing exp(itHE / ) into the product of N + 1 factors,
h h h eitHE / = ei HE / ei HE / ,
(12.11)
and inserting a sequence of N completeness relations

N
dD xn |xn xn | = 1
n=1
(12.12)
(omitting the continuum part of the spectrum). In this way, we have arrived at the path integral for the time-sliced amplitude with tb ta = (N + 1) N xb |UE (tb ta )|xa = where AN is the sliced action E
N +1 N N +1
dD xn
n=1 n=1
d D pn i N exp A , D (2 ) h h E
(12.13)
AN = E
n=1
{pn (xn xn1 ) [H(pn , xn ) E]} .
(12.14)
In the limit of large N at xed tb ta = (N + 1), this denes the path integral xb |UE (t)|xa = D D x(t ) D D p(t ) i exp (2 )D h h
t 0
dt [px(t ) HE (p(t ), x(t ))] .
(12.15) It is easy to derive a nite-N approximation also for the xed-energy amplitude (xb |xa )E of Eq. (12.8). The additional integral over tb > ta can be approximated at the level of a nite N by an integral over the slice thickness :
ta
dtb = (N + 1)
d.
(12.16)
The resulting nite-N approximation to the xed-energy amplitude, N dtb xb |UE (tb ta )|xa , (12.17) converges against the correct limit (xb |xa )E . As an example, take the free-particle case where (xb |xa )N (N + 1) E
0
N d xb |UE ( (N + 1))|xa =
ta
(xb |xa )N = (N + 1) E exp i
1 2i(N + 1) h/M
D
M (xb xa )2 + iE(N + 1) 2(N + 1)
(12.18)
After a trivial change of the integration variable, this is the same integral as in (1.339) whose result was given in (1.344) and (1.351), depending on the sign of
840
the energy E. The N-dependence happens to disappear completely as observed in Section 2.2.4. In the general case of an arbitrary smooth potential, the convergence is still assured by the dominance of the kinetic term in the integral measure. The time-sliced path integral formula for the xed-energy amplitude (xb |xa )E given by (12.17), (12.13), (12.14) has apparently the same range of validity as the original Feynman path integral for the time evolution amplitude (xb tb |xa ta ). Thus, so far nothing has been gained. However, the new formula has an important advantage over Feynmans. Due to the additional time integration it possesses a new functional degree of freedom. This can be exploited to nd a path-integral formula without collapse at imaginary times. The starting point is the observation that the resolvent operator R in Eq. (12.7) may be rewritten in the following three ways: R= or R = fr or, more generally, R = fr i h f, (E H + i)fr l fl (12.21) i h , (E H + i)fr (12.20) i h fl , fl (E H + i) (12.19)
where fl , fr are arbitrary operators which may depend on p and x. They are called regulating functions. In the subsequent discussion, we shall avoid operator-ordering subtleties by assuming fl , fr to depend only on x, although the general case can also be treated along similar lines. Moreover, in the specic application to follow in Chapters 13 and 14, the operators fl , fr to be assumed consist of two dierent powers of one and the same operator f , i.e., fl = f 1 , whose product is fl fr = f. (12.23) fr = f , (12.22)
Taking the local matrix elements of (12.21) renders the alternative representations for the xed-energy amplitude xb |R|xa = (xb |xa )E =
sa
dsb xb |UE (sb sa )|xa ,
(12.24)
where UE (s) is the generalization of the modied time evolution operator (12.9), to be called the pseudotime evolution operator ,
UE (s) fr (x)eisfl (x)(HE)fr (x) fl (x).
(12.25)
12.2 Stable Path Integral with Singular Potentials
841
The operator in the exponent, HE fl (x)(H E)fr (x), (12.26)
may be considered as an auxiliary Hamiltonian which drives the state vectors |x h of the system along a pseudotime s-axis, with the operator eisHE (p,x)/ . Note that HE is in general not Hermitian, in which case UE (s) is not unitary. As usual, we convert the expression (12.24) into a path integral by slicing the h pseudotime interval (0, s) into N +1 pieces, factorizing exp(isHE / ) into a product of N + 1 factors, and inserting a sequence of N completeness relations. The result is the approximate integral representation for the xed-energy amplitude,
(xb |xa )E (N + 1)
N xb |UE ( s (N + 1)) |xa ,
(12.27)
with the path integral for the pseudotime-sliced amplitude N xb |UE ( s (N + 1)) |xa = fr (xb )fl (xa ) whose time-sliced action reads AN = E
N +1 N n=1
dD xn
N +1 n=1
d D pn N h eiAE / , (12.28) D (2 ) h
{pn (xn xn1 ) s fl (xn )[H(pn , xn ) E]fr (xn )} .

n=1
(12.29)
These equations constitute the desired generalization of the formulas (12.13) (12.17). In the limit of large N, we can write the xed-energy amplitude as an integral
(xb |xa )E = over the amplitude
dS xb |UE (S)|xa
(12.30)
Dp(s) i xb |UE (S)|xa = fr (xb )fl (xa ) Dx(s) exp 2 h h
S 0
ds[px HE (p, x)] . (12.31)
The prime on x(s) denotes the derivative with respect to the pseudotime s. For a standard Hamiltonian of the form H = T (p) + V (x), with the kinetic energy T (p) = p2 , 2M (12.33) (12.32)
842
the momenta pn in (12.28) can be integrated out and we obtain the conguration space path integral N xb |UE ( s (N + 1)) |xa =
N
fr (xb )fl (xa ) 2i s fl (xb )fr (xa ) /M h

n=1 D
(12.34)
d xn 2i s f (xn ) /M h

N +1
iAN / E h, De
AN = E
n=1
M (xn xn1 )2 s fl (xn )[V (xn ) E]fr (xn1 ) . (12.35) 2 s fl (xn )fr (xn1 )
In the limit of large N, this may be written as a path integral i xb |UE (S)|xa = fr (xb )fl (xa ) Dx(s)exp h
S 0
ds
M x 2 fl (V E)fr 2fl fr
, (12.36)
with the slicing specication (12.35). The path integral formula for the xed-energy amplitude based on Eqs. (12.30) and (12.36) is independent of the particular choice of the functions fl (x), fr (x), just like the most general operator expression for the resolvent (12.21). Feynmans original time-sliced formula is, of course, recovered with the special choice fl (x) fr (x) 1. When comparing (12.25) with (12.9), we see that for each innitesimal pseudotime slice, the thickness of the true time slices has the space-dependent value dt = dsfl (xn )fr (xn1 ). (12.37)
The freedom in choosing f (x) amounts to an invariance under path-dependent time reparametrizations of the xed-energy amplitude (12.30). Note that the invariance is exact in the general operator formula (12.21) for the resolvent and in the continuum path integral formula based on (12.30) and (12.36). However, the nite pseudotime slicing in (12.34), (12.35) used to dene the path integral, destroys this invariance. At a nite value of N, dierent choices of f (x) produce dierent approximations to px h the matrix element of the operator UE (s) = fr ( )eisHE ( ,)/ fl ( ). Their quality x x can vary greatly. In fact, if the potential is singular and the regulating functions fr (x), fl (x) are not suitably chosen, the Euclidean pseudotime-sliced expression may not exist at all. This is what happens in the Coulomb system if the functions fl (x) and fr (x) are both chosen to be unity as in Feynmans path integral formula. The new reparametrization freedom gained by the functions fl (x), fr (x) is therefore not just a luxury. It is essential for stabilizing the Euclidean time-sliced orbital uctuations in singular potentials. In the case of the Coulomb system, any choice of the regulating functions fl (x), fr (x) with f (x) = r leads to a regular auxiliary Hamiltonian HE , and the
12.3 Time-Dependent Regularization
843
path integral expressions (12.27)(12.36) are all well dened. This was the important discovery of Duru and Kleinert in 1979, to be described in detail in Chapter 13, which has made a large class of previously non-existing Feynman path integrals solvable. By a similar Duru-Kleinert transformation with fl (x), fr (x) with f (x) = fl (x)fr (x) = r 2 , the earlier diculties with the centrifugal barrier are resolved, as will be seen in Chapter 14.
12.3
Time-Dependent Regularization
Before treating specic cases, let us note that there exists a further generalization of the above path integral formula which is useful in systems with a time-dependent Hamiltonian H(p, x, t). There we introduce an auxiliary Hamiltonian H = fl (x, t)[H( , x, t) E]fr (x, t), p (12.38) where E is the dierential operator for the energy which is canonically conjugate to the time t: E i t . h (12.39)
The auxiliary Hamiltonian acts on an extended Hilbert space, in which the states are localized in space and time. These states will be denoted by |x, t}. They satisfy the orthogonality and completeness relations {x t|x t } = (D) (x x )(t t ), and dD x dt|x t}{x t| = 1, (12.41) (12.40)
respectively. By construction, the Hamiltonian H does not depend explicitly on the pseudotime s. The pseudotime evolution operator is therefore obtained by a simple exponentiation, as in (12.25),
U(s) fr (x, t)eisfl(x,t)(HE)fr (x,t) fl (x, t).
(12.42)
The derivation of the path integral is then completely analogous to the timeindependent case. The operator (12.42) is sliced into N + 1 pieces, and N completeness relations (12.41) are inserted to obtain the path integral {xb tb |U N (s)|xa ta } = fr (xb , tb )fl (xa , ta )
N N +1
n=1
d xn dtn
n=1
dD pn dEn iAN / h e , D 2 (2 ) h h
(12.43)
with the pseudotime-sliced action

N +1
=
n=1
{pn (xn xn1 ) En (tn tn1 ) fl (xn , tn ) [H(pn , xn , tn ) En ] fr (xn1 , tn1 )}, (12.44)
844
where xb = xN +1 , tb = tN +1 ; xa = x0 , ta = t0 . This describes orbital uctuations in the phase space of spacetime which contains uctuating worldlines x(s), t(s) and their canonically conjugate spacetime p(s), E(s). In the limit N we write this as {xb tb |U(S)|xa ta } = fr (pb , xb , tb )fl (pa , xa , ta ) D D p(s) DE(s) iA/ D D x(s)Dt(s) e h, (2 )D 2 h h with the continuous action A[p, x, E, t] =
S 0
(12.45)
ds{p(s)x (s) E(s)t (s)
fl (p(s), x(s), t(s)) [H(p(s), x(s), t(s)) E(s)] fr (p(s), x(s), t(s))}. (12.46) In the pseudotime-sliced formula (12.43), we can integrate out all intermediate energy variables En and obtain {xb tb |U(S)|xa ta } =
N n=1
dD xn
s
N +1
n=1 N +1 n=1
d D pn (2 )D h
N / h
(12.47)
tb ta with the action AN =

N +1
fl (pn , xn , tn )fr (pn1 , xn1 , tn1 ) eiA
[pn (xn xn1 ) s fl (pn xn , tn )H(pn , xn , tn )fr (pn1 , xn1 , tn1 )].
n=1
(12.48) This looks just like an ordinary time-sliced action with a time-dependent Hamiltonian. The constant width of the time slices = (tb ta )/(N + 1), however, has now become variable and depends on phase space and time:
s fl (pn xn , tn )fr (pn1 , xn1 , tn1 ).
(12.49)
The -function in (12.47) ensures the correct relation between the pseudotime s and the physical time t. In the continuum limit we may write (12.47) as {xb tb |U(S)|xa ta } = D D x(s) D D p(s) (tb ta (2 )D h
S 0 h ds f (x, t))eiA/ , (12.50)
with the pseudotime action A[p, x, t] =

S 0
ds [px fl (x, t)H(p, x, t)fr (x, t)] ,
(12.51)
which is a functional of the s-dependent paths x(s), p(s), t(s). Note that in the continuum formula, the splitting of the regulating function f (x, t) into fl (x, t) and
12.4 Relation to Schrdinger Theory. Wave Functions o
845
fr (x, t) according to the parameter in Eq. (12.22) cannot be expressed properly since fl , H, and fr are commuting c-number functions. We have written them in a way indicating their order in the time-sliced expressions (12.47), (12.48). The integral over S yields the original time evolution amplitude
(xb ta |xa ta ) =
dS{xb tb |U(S)|xa ta } = xb tb
i h x t . E a a H
(12.52)
Indeed, by Fourier decomposing the scalar products {xb tb |xa ta }, {xb tb |xa ta } = dD p (2 )D h dE ip(xb xa )/ iE(tb ta )/ h h e , 2 h (12.53)
we see that the right-hand side satises the same Schrdinger equation as the lefto hand side: [H(i x , x, t) i t ] (x t|xa ta ) = i (D) (x xa )(t ta ) h h h (12.54)
[recall (1.304) and (12.5)]. If the -function in (12.47) is written as a Fourier integral, we obtain a kind of spectral decomposition of the amplitude (12.52),
(xb ta |xa ta ) =
h dEeiE(tb ta )/
dS{xbtb |UE (S)|xa ta },
(12.55)
with the pseudotime evolution amplitude:

p p UE (s) fr ( , x, t)eisfl( ,x,t)(HE)fr ( ,x,t) fl ( , x, t). p p
(12.56)
12.4
Relation to Schrdinger Theory. Wave Functions o
For completeness, consider also the ordinary Schrdinger quantum mechanics deo This operator is the generator of translascribed by the pseudo-Hamiltonian H. tions of the system along the pseudotime axis s. Let (x, t, s) be a solution of the pseudotime Schrdinger equation o H( , x, E, t)(x, t, s) = i s (x, t, s), p h written more explicitly as fl (x, t) [H( , x, t) i t ] fr (x, t)(x, t, s) = i s (x, t, s). p h h (12.58) (12.57)
Since the left-hand side is independent of s, the s-dependence of (x, t, s) can be factored out:
h (x, t, s) = E (x, t)eiEs/ .
(12.59)
If H is independent of the time t, it is always possible to stabilize the path integral by a time-independent reparametrization function f (x). Then we remove an oscillating h factor eiEt/ from E (x, t) and factorize
h E (x, t) = E,E (x)eiEt/ .
(12.60)
846
This leaves us with the time- and pseudotime-independent equation H( , x, E)E,E (x) = fl (x) [H( , x) E] fr (x)E,E (x) p p = EE,E (x). (12.61)
For each value of E, there will be a dierent spectrum of eigenvalues En . This is indicated by writing the eigenvalues En as En (E) and the associated eigenstates En ,E(x) as En (E) . Suppose that we possess a complete set of such eigenstates at a xed energy E labeled by a quantum number n (which is here assumed to take discrete values although it may include continuous values, as usual). We can then write down a spectral representation for the local matrix elements of the pseudotime evolution amplitude (12.25): h En (E) (xb ) (xa )eiSEn (E)/ . (12.62) xb |UE (S)|xa = fr (xb )fl (xa )
En (E) n
From this we nd the expansion for the xed-energy amplitude (12.24): i h En (E) (xb )n (E) (xa ) (xb |xa )E = fr (xb )fl (xa ) . E En (E) n The time evolution amplitude is given by the Fourier transform dE i h h eiE(tb ta )/ . (12.63) En (E) (xb )n (E) (xa ) (xb tb |xa ta ) = fr (xb )fl (xa ) E h En (E) 2 n This is to be compared with the usual spectral representation of this amplitude for the time-independent Hamiltonian H (xb tb |xa ta ) =
n h n (xb )n (xa )eiEn (tb ta )/ ,
(12.64)
where n (x) are the solutions of the ordinary time-independent Schrdinger equao tion: H( , x)n (x) = En n (x). p (12.65) The relation between the two representations (12.63) and (12.64) is found by observing that for the energy E coinciding with the energy En , the eigenvalue En (E) vanishes, i.e., i /En (E) has poles at E = En of the form h i h 1 i h . (12.66) En (E) En (En ) E En + i These contribute to the energy integral in (12.63) with a sum (xb tb |xa ta ) fr (xb )fl (xa )
n h En (En ) (xb )n (En ) (xa )eiEn (tb ta )/ . E
(12.67)
A comparison with (12.64) shows the relation between the bound-state wave functions of the ordinary and the pseudotime Schrdinger equation. In general, the o function i /En (E) also has cuts whose discontinuities contain the continuum wave h functions of the Schrdinger equation (12.65). o These observations will become more transparent in Section 13.8 when treating in detail the bound and continuum wave functions of the Coulomb system.
847

The general path integral formula with time reparametrization was introduced by H. Kleinert, Phys. Lett. A 120, 361 (1987) (http://www.physik.fu-berlin.de/~kleinert/163). The stability aspects are discussed in H. Kleinert, Phys. Lett. B 224, 313 (1989) (ibid.http/195).

Et modo quae fuerat semita, facta via est. What was only a path is now made a high road. Martial, Epig., Book 7, 60
13
Path Integral of Coulomb System
One of the most important successes of Schrdinger quantum mechanics is the explao nation of the energy levels and transition amplitudes of the hydrogen atom. Within the path integral formulation of quantum mechanics, this fundamental system has resisted for many years all attempts at a solution. An essential advance was made in 1979 when Duru and Kleinert [1] recognized the need to work with a generalized pseudotime-sliced path integral of the type described in Chapter 12. After an appropriate coordinates transformation the path integral became harmonic and solvable. A generalization of this two-step transformation has meanwhile led to the solution of many other path integrals to be presented in Chapter 14. The nal solution of the problem turned out to be quite subtle due to the nonholonomic nature of the subsequent coordinate transformation which required the development of a correct path integral in spaces with curvature and torsion [2], as done in Chapter 10. Only this made it possible to avoid unwanted uctuation corrections in the Duru-Kleinert transformation of the Coulomb system, a problem in all earlier attempts. The rst consistent solution was presented in the rst edition of this book in 1990.
13.1
Pseudotime Evolution Amplitude
Consider the path integral for the time evolution amplitude of an electron-proton system with a Coulomb interaction. If me and mp denote the masses of the two particles whose reduced mass is M = me mp /(me + mp ), and if e is the electron charge, the system is governed by the Hamiltonian H= e2 p2 . 2M r (13.1)
The formal continuum path integral for the time evolution amplitude reads (xb tb |xa ta ) = D 3 x(t) exp 848 i h
ta tb
dt(px H) .
(13.2)
13.1 Pseudotime Evolution Amplitude
849
As observed in the last chapter, its Euclidean version cannot be time-sliced into a nite number of integrals since the paths would collapse. The paths would stretch out into a straight line with x 0 and slide down into the 1/r-abyss. A path integral whose Euclidean version is stable can be written down using the pseudotime evolution amplitude (12.28). A convenient family of regulating functions is fl (x) = f (x)1 , fr (x) = f (x) , (13.3)
whose product satises fl (x)fr (x) = f (x) = r. Since the path integral represents the general resolvent operator (12.21), all results must be independent of the splitting parameter after going to the continuum limit. This independence is useful in checking the calculations. Thus we consider the xed-energy amplitude (xb |xa )E =
0
dS xb |UE (S)|xa ,
S 0
(13.4)
with the pseudotime-evolution amplitude

1 D D x(s) xb |UE (S)|xa = rb ra
i D D p(s) exp D (2 ) h h
ds[px r 1 (H E)r ] , (13.5)
where the prime denotes the derivative with respect to the pseudotime argument s. For the sake of generality, we have allowed for a general dimension D of orbital motion. After time slicing and with the notation xn xn xn1 , s S/(N + 1), the amplitude (13.5) reads
1 xb |UE (S)|xa rb ra N +1 n=2
dD xn
N +1 n=1
d D pn N h eiAE / , D (2 ) h
(13.6)
where the action is

N +1
AN [p, x] = E
n=1
pn xn
1 rn rn1
pn 2 E + 2M
e2 .
(13.7)
The term s e2 carries initially a factor (rn1 /rn ) which is dropped, since it is equal to unity in the continuum limit. When integrating out the momentum variables, 1 N + 1 factors 1/(rn rn1 )D/2 appear. After rearranging these, the conguration space path integral becomes xb |UE (S)|xa
1 rb ra N +1 D n=2
2 i s h rb ra /M 1
d xn 2i s hrn1 /M
with the pseudotime-sliced action

N +1
iAN [x,x ]/ h E , (13.8) De
AN [x, x ] = (N + 1) s e2 + E
n=1
M 2
(xn )2 + 1 r s rn n1
rn E .
(13.9)
850
13 Path Integral of Coulomb System
1 In the last term, we have replaced rn rn1 by rn without changing the continuum limit. The limiting action can formally be written as
AE [x, x ] = e2 S +
S 0
ds
M 2 x + Er . 2r
(13.10)
We now solve the Coulomb path integral rst in two dimensions, assuming that the movement of the electron is restricted to a plane while the electric eld extends into the third dimension. Afterwards we proceed to the physical three-dimensional system. The case of an arbitrary dimension D will be solved in Chapter 14.
13.2
Solution for the Two-Dimensional Coulomb System
First we observe that the kinetic pseudoenergy has a scale dimension [rp2 ] [r 1 ] which is precisely opposite to that of the potential term [r +1 ]. The dimensional situation is similar to that of the harmonic oscillator, where the dimensions are [p2 ] = [r 2 ] and [r +2 ], respectively. It is possible make the correspondence perfect by describing the Coulomb system in terms of square root coordinates, i.e., by transforming r u2 . In two dimensions, the appropriate square root is given by the Levi-Civita transformation x1 = (u1 )2 (u2 )2 , x2 = 2u1 u2.
(13.11)
If we imagine the vectors x and u to move in the complex planes parametrized by x = x1 + ix2 and u = u1 + iu2 , the transformed variable u corresponds to the complex square root: u = x. (13.12) Let us also introduce the matrix A(u) = u1 u2 u2 u1 , (13.13)
and write (13.11) as a matrix equation: x = A(u)u. (13.14)
The Levi-Civita transformation is an integrable coordinate transformation which carries the at xi -space into a at u -space. We mention this fact since in the later treatment of the three-dimensional hydrogen atom, the transition to the square root coordinates will require a nonintegrable (nonholonomic) coordinate transformation dened only dierentially. As explained in Chapter 10, such mappings change, in general, a at Euclidean space into a space with curvature and torsion. The generation of torsion is precisely the reason why the three-dimensional system remained unsolved until 1990. In two dimensions, this phenomenon happens to be absent.
13.2 Solution for the Two-Dimensional Coulomb System
851
If we write the transformation (13.11) in terms of a basis dyad ei (u) as dxi = ei (u) du, this is given by xi e (u) = (u) = 2Ai (u), u
i
(13.15)
with the reciprocal dyad 1 1 ei (u) = (A1 )T i (u) = 2 Ai (u). 2 2u The associated ane connection = ei ei = has the matrix elements ( ) = : (1 )
(13.16)
1 [( A)T A] u2
(13.17)
1 = u2 1 u2
u1 u2 u2 u1 u u u1 u2
2 1
1 A(u) , 2u2 (13.18)
(2 ) =
The ane connection satises the important identity 0, which follows from the dening relation g ei ei , by inserting the obvious special property of ei
2 ei = u xi (u) = 0,
(13.19)
(13.20)
(13.21)
using the diagonality of g = /4r. The identity (13.19) will be shown in Section 13.6 to be the essential geometric reason for the absence of the time slicing corrections. The torsion and the Riemann-Cartan curvature tensor vanish identically, the former because of the specic form of the matrix elements (13.18), the latter due to the linearity of the basis dyads ei (u) in u which guarantees trivially the integrability conditions, i.e., ei ( ei ei ) 0, ei ( ) ei 0, and thus S 0, R 0. (13.22) (13.23)
852
In the continuum limit, the Levi-Civita transformation (13.10) into that of a harmonic oscillator. With x 2 = 4u2 u = 4r u we nd A[x] = e2 S +
S 0 2 2
converts the action (13.24)
ds
4M 2 u + Eu2 . 2
(13.25)
Apart from the trivial term e2 S, this is the action of a harmonic oscillator Aos [u] =
S 0
ds (u 2 2 u2 ), 2
(13.26)
which oscillates in the pseudotime s with an eective mass = 4M, and a pseudofrequency = E/2M. (13.28) (13.27)
Note that has the dimension 1/s corresponding to [] = [r/t] (in contrast to a usual frequency whose dimension is [1/t]). The path integral is well dened only as long as the energy E of the Coulomb system is negative, i.e., in the bound-state regime. The amplitude in the continuum regime with positive E will be obtained by analytic continuation. In the regularized form, the pseudotime-sliced amplitude is calculated as follows. Choosing a splitting parameter = 1/2 and ignoring for the moment all complications due to the nite time slicing, we deduce from (13.14) that dx = 2A(u)du, and hence d2 xn = 4un 2 d2 un . (13.30) (13.29)
Since the x- and the u-space are both Euclidean, the integrals over xn in (13.8) can be rewritten as integrals over xn , and transformed directly to un variables. The result is 1 2 h (13.31) xb |UE (S)|xa = eie S/ [(ub S|ua 0) + (ub S|ua 0)], 4 where (ub S|ua 0) denotes the time-sliced oscillator amplitude (ub S|ua 0)
N 1 2i s / n=1 h
d2 u n 2i s / h 1
s
(13.32) .
exp
i N h n=1 2
un 2 s 2 un 2
13.2 Solution for the Two-Dimensional Coulomb System
853
Figure 13.1 Illustration of associated nal points in u-space, to be summed in the oscillator amplitude. In x-space, the paths run from xa to xb once directly and once after crossing the cut into the second sheet of the complex function u = x.
The evaluation of the Gaussian integrals yields, in the continuum limit, (ub S|ua 0) = i exp [(ub 2 + ua 2 ) cos S 2ub ua ] . (13.33) 2i sin S h h sin S
The symmetrization in ub in Eq. (13.31) is necessary since for each path from xa to xb , there are two paths in the square root space, one from ua to ub and one from ua to ub (see Fig. 13.1). The xed-energy amplitude is obtained by the integral (13.4) over the pseudotime evolution amplitude (12.18): (xb |xa )E =
0
dS eie
2 S/ h
1 [(ub S|ua 0) + (ub S|ua 0)]. 4
(13.34)
By inserting (13.33), this becomes (xb |xa )E = 1 dS exp(ie2 S/ )F 2 (S) h 2 0 exp F 2 (S)(u2 + u2 ) cos S cosh 2F 2 (S)ub ua , (13.35) b a F (S) = /2i sin S, h (13.36)
for the one-dimensional uctuation factor [recall (2.164)]. The coordinates ub and ua on the right-hand side are related to xb xa on the left-hand side by u2 = ra,b , a,b ub ua = (rb ra + xb xa )/2. (13.37)
When performing the integral over S, we have to pass around the singularities in F (S) in accordance with the i-prescription, replacing i. Equivalently, we
854
This amounts to going over to the Euclidean amplitude of the harmonic oscillator in which the singularities are completely avoided. The amplitude is rewritten in a more compact form by introducing the variables e2iS = e2 , 2M = = 2ME/ 2 , h 2 h h e2 e4 M = . 2 h 2 2 E h 2 , F (S) = 1
2
can rotate the contour of S-integration to make it run along the negative imaginary semi-axis, S = i, (0, ).
(13.38) (13.39) (13.40)
Then
(13.41)
eie
2 s/ h
F 2 (S) =
2 1/2 , 1
(13.42)
and the xed-energy amplitude of the two-dimensional Coulomb system takes the form 1/2 2 M 1 d (xb |xa )E = i cos 2 (rb ra + xb xa )/2 0 h 1 1 1+ (rb + ra ) . (13.43) exp 1 This can be used to nd the energy spectrum and the wave functions as shown in Section 13.8. Note that the integral converges only for < 1/2. It is possible to write down another integral representation converging for all = 1/2, 3/2, 5/2, . . . . To do this we change the variable of integrations to so that d 1 = d, 2 (1 ) 2 This leads to (xb |xa )E = i M 1 2 h
1
1+ , 1 = 1 . +1
(13.44)
(13.45)
d( 1)1/2 ( + 1)1/2 (13.46)
cos 2 2 1 (rb ra + xb xa )/2 e(rb +ra ) .
13.3 Absence of Time Slicing Corrections for D = 2
855
The integrand has a cut in the complex -plane extending from z = 1 to and from = 1 to . The integral runs along the right-hand cut. The integral is transformed into an integral along a contour C which encircles the right-hand cut in the clockwise sense. Since the cut is of the type ( 1)1/2 , we may replace
1
d( 1)1/2 . . .
1 ei(+1/2) sin[( + 1/2)] 2i
d( 1)1/2 . . . ,
(13.47)
and the xed-energy amplitude reads (xb |xa )E = i M 1 ei(+1/2) 2 sin[( + 1/2)] h d ( 1)1/2 ( + 1)1/2 2i (13.48)
cos 2 2 1 (rb ra + xb xa )/2 e(rb +ra ) .
13.3
Absence of Time Slicing Corrections for D = 2
We now convince ourselves that the nite thickness of the pseudotime slices in the intermediate formulas does not change the time evolution amplitude obtained in the last section [4]. The reader who is unaware of the historic diculties which had to be overcome may not be interested in the upcoming technical discussion. He may skip this section and be satised with a brief argument given in Section 13.6. The potential term in the action (13.9) can be ignored since it is of order s and the time slicing can only produce higher than linear correction terms in s which do not contribute in the continuum limit s 0. The crucial point where corrections might enter is in the transformation of the measure and the pseudotime-sliced kinetic terms in (13.8), (13.9). In vector notation, the coordinate transformation reads, at every time slice n, xn = A(un )un . (13.49)
Among the equivalent possibilities oered in Section 11.2 to transform a time-sliced path integral we choose the Taylor expansion (11.56) to map x into u. After inserting (13.15) into (11.56) we nd xi = 2Ai (u)u Ai (u)u u . (13.50)
Since the mapping x(u) is quadratic in u, there are no higher-order expansion terms. Note that due to the absence of curvature and torsion in the u-space, the coordinate transformation is holonomic and x can also be calculated directly from x(u) x(u u). Indeed, using the linearity of A(u) in u, we nd from (13.49)
1 u xn = A(un )un A(un1 )un1 = 2A(un 2 un )un = 2A( n )un ,
(13.51)
1 where un is average across the slice. The Taylor expansion of A(un 2 un ) has only two terms and leads to (13.50). Using (13.51) we can write
(xn )2 un
= 4 2 (un )2 , un (un + un1 )/2.
(13.52) (13.53)
856
The kinetic term of the short-time action in the nth time slice of Eq. (13.9) therefore becomes A = M (xn )2 4 2 un M (un )2 . = 1 2 s rn rn1 2 s (u2 )1 (u2 ) n n1 1 un un , 2 un un , un un 1 + (2 1) + u2 n + 22 un un u2 n (un )2 , 2 s
2
(13.54)
This is expanded around the postpoint and yields un un1 2 un (u2 )1 (u2 ) n n1 = = = (13.55) (13.56) 1 4 un u2 n
2
(13.57)
It is useful to separate the short-time action into a leading term A0 (un ) = 4M plus correction terms A = 4M (un )2 2 s un un + u2 n 1 4 un 2 + 22 u2 n un un u2 n
2
(13.58)
(13.59) ,
(2 1)
which will be treated perturbatively. In order to perform the transformation of the measure of integration in (13.8), we expand x accordingly: xi 1 = 2Ai (u u)u 2 = 2Ai (u)u Ai (u)u u .
(13.60)
The indices n have been suppressed, for brevity. This expression has, of course, the general form (10.96), after inserting there ei (u) = 2Ai (u). (13.61)
Since the transformation matrix Ai (u) in (13.15) is linear in u, the matrix ei (u) has no second derivatives, and the Jacobian action (11.60) and (10.145) reduce to 1 ei ei {,} u ei ei {,} ej ej , u u 2 1 = {} u {} {} u u . 2 The expansion coecients are easily calculated using the reciprocal basis dyad i A h J = ei = as = ei ei = = ei ei 2u , u2 2u = 2 , u 2 2 ( u 2u u ). u4
(13.62)
1 i e , 2u2
(13.63)
(13.64)
= ei ei =

The second equation is found directly from ei = (2u2 )1 ei = ei 2u u2 ,
857
(13.65)
which, in turn, follows from the obvious identity ei = 0. Note that the third expression in (13.64) is automatically equal to {} {} , i.e., of the form required in (13.62), since the u space has no torsion and = . After inserting Eqs. (13.64) into the right-hand side of (13.62), we nd the postpoint expansion i un un un 2 AJ = 2 +2 h u2 u2 n n uun u2 n
2
+ ... .
(13.66)
The measure of integration in (13.8) contains additional factors rb , rn , ra which require a further treatment. First we rewrite it as (rb /ra )21 2i s h
N n=1
d2 xn 2i s rn1 /M
1 2i s n=1 h 1 2i s h
N +1 n=2
d2 xn 2i s rn /M h
N +1 n=1
rn rn1
N d2 xn h eiAf / . 2i s rn /M h
(13.67)
On the left-hand side, we have shifted the labels n by one unit making use of the fact that with N +1 N xn = xn xn1 we can certainly write n=2 d2 xn = n=1 d2 xn . In the rst expression on the right-hand side we have further shifted the subscripts of the factors 1/rn1 in the integral N +1 measure from n 1 to n and compensated for this by an overall factor n=1 (rn /rn1 ). Together with the prefactor (rb /ra )21 , this can be expressed as a product N +1 (rn /rn1 )2 . There is n=1 only a negligible error of order 2 at the upper end [this being the reason for writing the symbol s rather than = in (13.67)]. In the last part of the equation we have introduced an eective action
N +1
AN f due to the (rn /rn1 )2 factors, with
n=1
Af
(13.68)
r2 u2 i Af = 2 log 2 n = 2 log 2 n . h rn1 un1
(13.69)
The subscript f indicates that the general origin of this term lies in the rescaling factors fl (xb ), fr (xa ). We now go over from xn - to un -integrations using the relation d2 x = 4u2 d2 u exp The measure becomes 4 1 2 2 2i s n=1 h
N
i A h J
(13.70)
4d2 un i N (A + AN ) , exp f 2 2i s /M h h J
(13.71)
where AN is the sum over all time-sliced Jacobian action terms AJ of (13.66): J
N +1
AN J
n=1
AJ .
(13.72)
858
The extra factors 2 in the measure denominators of (13.71) are introduced to let the un -integrations run over the entire u-space, in which case the x-space is traversed twice. The time-sliced expression (13.71) has an important feature which was absent in the continuous formulation. It receives dominant contributions not only from the region neighborhood un un1 , in which case (un )2 is of order s , but also from un un1 where ( n )2 is of order s . This u is understandable since both congurations correspond to xn being close to xn1 and must be included. Fortunately, for symmetry reasons, they give identical contributions so that we need to discuss only the case un un1 , the contribution from the second case being simply included by dropping the factors 2 in the measure denominators. To process the measure further, we expand the action Af (13.71) around the postpoint and nd i A h f = 2 log u2 n u2 n1 = 2 2 un 2 un un +2 2 un u2 n uun u2 n
2
+ ... .
(13.73)
A comparison with (13.66) shows that adding (i/ )Af and (i/ )AJ merely changes 2 in Af into h h 2 1. Thus, altogether, the time-slicing produces the short-time action A = A0 + corr A , with the leading free-particle action A0 (un ) = 4M and the total correction term i i corr A (A + AJ + Af ) h h i un 2 un un = 4M (2 1) + h 2 s u2 n + (2 1) 2 (un )2 , 2 s (13.75) (13.74)
1 4
un 2 + 22 u2 n
2
un un u2 n
un 2 un un +2 u2 u2 n n
un un u2 n
+ ... .
(13.76)
We now show that the action corr A is equivalent to zero by proving that the kernel associated with the short-time action K (u) = 4 i exp (A + corr A ) 2 2i s /M h h 0 i 4 exp A . 2 2i s /M h h 0 (13.77)
is equivalent to the zeroth-order free-particle kernel K0 (u) = (13.78)
The equivalence is established by checking the equivalence relations (11.71) and (11.72). For the kernel (13.77), the correction (11.71) is C1 = C exp i corr A h 1. (13.79)
It has to be compared with the trivial factor of the kernel (13.78): C2 = 0. (13.80)

Thus, the equivalence requires showing that C C (pu)
0 0
859
= =
0, 0. (13.81)
The basic correlation functions due to K0 (u) are u u u1 u2n

0
i s h , 4M n i s h 1 ...2n , 4M
(13.82) n > 1, (13.83)
where the contraction tensors 1 ...2n of Eq. (8.64), determined recursively from 1 ...2n 1 2 3 4 ...2n + 1 3 2 4 ...2n + . . . + 1 2n 2 3 ...2n1 . (13.84)
They consist of (2n 1)!! products of pair contractions i j . More specically, we encounter, in calculating (13.81), expectations of the type (u)2k (uu)2l and (u)2k (uu)2l (uu)(pu) 0 =
0
i s h 4M
k+l
[D + 2(k + l 1)]!! (2l 1)!!(u2 )l , (D + 2l 2)!!

k+l+1
(13.85)
i s h 4M
[D + 2(k + l)]!! (2l 1)!!(up), (D + 2l)!!
(13.86)
where we have allowed for a general u-space dimension D. Expanding (13.81) we now check that, up to rst order in s , the expectations C 0 and C (pu) 0 vanish: C
0
i corr A h
+
0
1 2! =
i h
(corr A )2
= =
0, 0.
(13.87) (13.88)
C (pu) Indeed, the rst term in (13.87) becomes i corr A h and reduces for D = 2 to i corr A h
2 0 0
i corr A (pu) h
= 2i
h s M
1 4 h s M
(D + 2)D D+2 , 22 16 16 1 2
2
(13.89)
= i
(13.90)
This is canceled identically in by the second term in (13.87), which is equal to 1 2! i h (corr A )2
0
and reduces for D = 2 to
i s (D + 4)(D + 2) h 1 D+2 4(2 1)2 , + 4(2 1)2 8(2 1)2 2 M 64 4 16 (13.91) 1 2! i h

2
(corr A )2
=i
h s M
1 2
(13.92)
Similarly, the expectation (13.88), h 2 s [(2 1)(D + 2)/4 (2 1)], (13.93) 4M is seen to vanish identically in for D = 2. Thus there is no nite time slicing correction to the naive transformation formula (13.34) for the Coulomb path integral in two dimensions. corr A (pu)
0
860
13.4
Solution for the Three-Dimensional Coulomb System
We now turn to the physically relevant Coulomb system in three dimensions. The rst problem is to nd again some kind of square root coordinates to convert the potential Er in the pseudotime Hamiltonian in the exponent of Eq. (13.5) into a harmonic potential. In two dimensions, the answer was a complex square root. Here, it is a quaternionic square root known as the Kustaanheimo-Stiefel transformation, which was used extensively in celestial mechanics [5]. To apply this transformation, the three-vectors x must rst be mapped into a four-dimensional u -space ( = 1, 2, 3, 4) via the equations xi = z i z, r = z z. (13.94)
Here i are the Pauli matrices (1.445), and z, z the two-component objects z= z1 z2 ,
z = (z1 , z2 ),
(13.95)
called spinors. Their components are related to the four-vectors u by z1 = (u1 + iu2 ), z2 = (u3 + iu4 ). (13.96)
The coordinates u can be parametrized in terms of the spherical angles of the three-vector x and an additional arbitrary angle as follows: r cos(/2)ei[(+)/2] , z1 = z2 = r sin(/2)ei[()/2] . In Eqs. (13.94), the angle obviously cancels. Each point in x-space corresponds to an entire curve in u -space along which the angle runs through the interval [0, 4]. We can write (13.94) also in a matrix form

x x2 = A(u) 3 x
u1 u2 u3 u4
(13.97)
with the 3 4 matrix u3 u4 u1 u2 4 u1 . A(u) = u u3 u2 u1 u2 u3 u4 r = (u1)2 + (u2 )2 + (u3 )2 + (u4 )2 (u)2 , (13.98)
Since
(13.99)
this transformation certainly makes the potential Er in the pseudotime Hamiltonian harmonic in u. The arrow on top indicates the four-vector nature of u .
13.4 Solution for the Three-Dimensional Coulomb System
861
Consider now the kinetic term ds(M/2r)(dx/ds)2 in the action (13.10). Each path x(s) is associated with an innite set of paths u(s) in u-space, depending on the choice of a dummy path (s) in parameter space. The mapping of the tangent vectors du into dxi is given by

u u u u dx u1 dx2 = 2 u4 u3 u2 u1 u2 u3 u4 dx3
du1 du2 du3 du4
(13.100)
To make the mapping unique we must prescribe at least some dierential equation for the dummy angle d. This is done most simply by replacing d by a parameter which is more naturally related to the components dxi on the left-hand side. We embed the tangent vector (dx1 , dx2 , dx3 ) into a ctitious four-dimensional space and dene a new, fourth component dx4 by an additional fourth row in the matrix A(u), thereby extending (13.29) to the four-vector equation dx = 2A(u)du. (13.101)
The arrow on top of x indicates that x has become a four-vector. For symmetry reasons, we choose the 4 4 matrix A(u) as A(u) =

u3 u4 u1 u2 u4 u3 u2 u1 u1 u2 u3 u4 2 u u1 u4 u3
(13.102)
The fourth row implies the following relation between dx4 and d: dx4 = 2(u2 du1 u1 du2 + u4 du3 u3 du4 ) = r(cos d + d).
(13.103)
Now we make the important observation that this relation is not integrable since x4 /u1 = 2u2, x4 /u2 = 2u1 , and hence (u1 u2 u2 u1 )x4 (u ) = 4, (u3 u4 u4 u3 )x4 (u ) = 4, (13.104)
implying that x4 (u ) does not satisfy the integrability criterion of Schwarz [recall (10.19)]. The mapping is nonholonomic and changes the Euclidean geometry of the four-dimensional x-space into a non-Euclidean u-space with curvature and torsion. This will be discussed in detail in the next section. The impossibility of nding a unique mapping between the points of x- and u-space has the consequence that the mapping between paths is multivalued with respect to the initial point. After having chosen a specic image for the initial point, the mapping (13.102) determines the image path uniquely.
862
We now incorporate the dummy fourth dimension into the action by replacing x in the kinetic term by the four-vector x and extending the kinetic action to
N +1
AN kin
n=1
M (xn xn1 )2 . 1 2 s rn rn1
(13.105)
The additional contribution of the fourth components x4 x4 can be eliminated n n1 trivially from the nal pseudotime evolution amplitude by integrating each time slice over dx4 with the measure n1
N +1 n=1
d(x4 )n 2i s hrn rn1 /M 1
(13.106)
Note that in these integrals, the radial coordinates rn are xed numbers. In contrast to the spatial integrals d3 xn1 , the fourth coordinate must be integrated also over the initial auxiliary coordinate x4 = x4 . Thus we use the trivial identity 0 a
N +1 n=1
d(x4 )n 2i s hrn rn1 /M 1
exp
i N +1 M h n=1 2
(x4 )2 n = 1. 1 rn rn1 s
(13.107)
Hence the pseudotime evolution amplitude of the Coulomb system in three dimensions can be rewritten as the four-dimensional path integral xb |UE (S)|xa = dx4 a
N +1 n=2 1 rb ra (2i s hrb ra /M)2 1
d4 xn i N exp A , 2 (2i s hrn1 /M) h E
(13.108)
where AN is the action (13.9) in which the three-vectors xn are replaced by the fourE vectors xn , although r is still the length of the spatial part of x. By distributing the factors rb , rn , ra evenly over the intervals, shifting the subscripts n of the factors 1/rn in the measure to n + 1, and using the same procedure as in Eq. (13.67), we arrive at the pseudotime evolution amplitude xb |UE (S)|xa =
N +1
1 (2 i s h/M)2
dx4 a ra (13.109)
n=2
d4 xn i exp (AN + AN ) , f 2 /M)2 (2i s hrn h E
N +1
AN [x, x ] = (N + 1) s e2 + E
n=1
M 2
(xn )2 + 1 r s rn n1
1 rn rn1 E .
(13.110)
863
The action AN accounts for all remaining factors in the integral measure. The f prefactor is now (rb /ra )32 and can be written as a product N +1 (rn /rn1)32 . 1 The index shift in the factor 1/r changes the power 3 2 to 3
N +1 u2 i N Af = 3 log 2 n h un1 n=1
(13.111)
[compare with (13.68)]. As in the two-dimensional case we shall at rst ignore the subtleties due to the time slicing. Thus we set = 0 and apply the transformation formally to the continuum limit of the action AN , which has the form (13.10), except E that x is replaced by x. Using the properties of the matrix (13.102) AT = 4u2 A1 , det A = we see that x 2 = 4u2 u 2 = 4ru 2 , d4 x = 16r 2 d4 u. In this way, we nd the formal relation
2 h 1 xb |UE (S)|xa = eie S/ 16
det (AAT ) = 16r 2 ,
(13.112)
(13.113) (13.114)
dx4 a (ub S|ua 0) ra
(13.115)
to the time evolution amplitude of the four-dimensional harmonic oscillator (ub S|ua 0) = with the action Aos =
S 0
D 4 u(s) exp
i Aos , h
(13.116)
ds (u 2 2 u2 ). 2
(13.117)
The parameters are, as in (13.27) and (13.28), = 4M, = E/2M . (13.118)
The relation (13.115) is the analog of (13.31). Instead of a sum over the two images of each point x in u-space, there is now an integral dx4 /ra over the innitely many a images in the four-dimensional u-space. This integral can be rewritten as an integral over the third Euler angle using the relation (13.103). Since x and thus the polar angles , remain xed during the integration, we have directly dx4 /ra = da . a As far as the range of integration is concerned, we observe that it may be restricted to a single period a [0, 4]. The other periods can be included in the oscillator amplitude. By specifying a four-vector ub , all paths are summed which run either to
864
the nal Euler angle b or to all its periodic repetitions [which by (13.97) have the same ub]. This was the lesson learned in Section 6.1. Equation (13.115) contains, instead, a sum over all initial periods which is completely equivalent to this. Thus the relation (13.115) reads, more specically,
4 2 h 1 da (ub S|ua0). (13.119) xb |UE (S)|xa = eie S/ 16 0 The reason why the other periods in (13.115) must be omitted can best be understood by comparison with the two-dimensional case. There we observed a two-fold degeneracy of contributions to the time-sliced path integral which cancel all factors 2 in the measure (13.71). Here the same thing happens except with an innite degeneracy: When integrating over all images d4 un of d4 xn in the oscillator path integral we cover the original x-space once for n [0, 4] and repeat doing so for all periods n [4l, 4(l + 1)]. This suggests that each volume element d4 un must be divided by an innite factor to remove this degeneracy. However, this is not necessary since the gradient term produces precisely the same innite factor. Indeed,
(un + un1 )2 (un un1 )2
(13.120)
is small for xn xn1 at innitely many places of n n1 , once for each periodic repetition of the interval [0, 4]. The innite degeneracy cancels the innite factor in the denominator of the measure. The only place where this cancellation does not occur is in the integral dx4 /ra . Here the innite factor in the denominator is still a present, but it can be removed by restricting the integration over a in (13.119) to a single period [6]. Note that a shift of a by a half-period 2 changes u to u and thus corresponds to the two-fold degeneracy in the previous two-dimensional system. The time-sliced path integral for the harmonic oscillator can, of course, be done immediately, the amplitude being the four-dimensional version of (13.33): (ubS|ua 0) = =
N 1 (2i s /)2 n=1 h 2
d4 un i N exp 2i s / h h n=1 2
1
s
un 2 s 2 u2 n
i [(ub 2 +u2 ) cos S 2ub ua ] . (13.121) exp a 2 (2i sin S /) h h sin S
To nd the xed-energy amplitude we have to integrate this over S: 1 4 da (ubS|ua 0). (13.122) 16 0 0 Just like (13.35), the integral is written most conveniently in terms of the variables (13.38), (13.40), so that we obtain the xed-energy amplitude of the threedimensional Coulomb system (xb |xa )E = dSeie
2 S/ h
(xb |xa )E = = i M 2 2 2 h2
1 16

dSeie
dx4 a ra
da (ub s|ua 0) 1 2 1+ d exp 2 ub ua exp (rb + ra ) . 2 (1 ) 1 1 0

0
2 S/ h
865
In order to perform the integral over dx4 , we now express ub ua in terms of the polar b angles ub ua = rb ra {cos(b /2) cos(a /2) cos[(b a + b a )/2] + sin(b /2) sin(a /2) cos[(b a b + a )/2]} . (13.123) A trigonometric rearrangement brings this to the form ub ua = rb ra {cos[(b a )/2] cos[(b a )/2] cos[(b a )/2] cos[(b + a )/2] sin[(b a )/2] sin[(b a )/2]} , and further to ub ua = where is dened by tan or cos cos[(b + a )/2] sin[(b a )/2] = , 2 cos[(b a )/2] cos[(b a )/2] rb ra (rb ra + xb xa )/2 . (13.126) (rb ra + xb xa )/2 cos[(b a + )/2], (13.125)
(13.124)
b a b a = cos cos 2 2 2
(13.127)
The integral 04 da can now be done at each xed x. This gives the xed-energy amplitude of the Coulomb system [1, 7, 9, 8]. 2 M 1 (xb |xa )E = i d I0 2 (rb ra + xb xa )/2 0 h (1 )2 1 1+ (rb + ra ) , (13.128) exp 1 where and are the same parameters as in Eqs. (13.40). The integral converges only for < 1, as in the two-dimensional case. It is again possible to write down another integral representation which converges for all = 1, 2, 3, . . . by changing the variables of integration to (1 + )/(1 ) and transforming the integral over into a contour integral encircling the cut from = 1 to in the clockwise sense. Since the cut is now of the type ( 1) , the replacement rule is
1
d( 1) . . .
ei sin
d ( 1) . . . . 2i
(13.129)
This leads to the representation (xb |xa )E = i M ei d ( 1) ( + 1) 2 sin C 2i h I0 (2 2 1 (rb ra + xb xa )/2)e(rb +ra ) .
(13.130)
866
13.5
Absence of Time Slicing Corrections for D = 3
Let us now prove that for the three-dimensional Coulomb system also, the nite time-slicing procedure does not change the formal result of the last section. The reader not interested in the details is again referred to the brief argument in Section 13.6. The action AN in the time-sliced E path integral has to be supplemented, in each slice, by the Jacobian action [as in (13.62)] i A h J = = The basis tetrad ei = xi /u = 2Ai (u), i = 1, 2, 3, 4, (13.132) e ei {,} u ei ei {,} ej ei {,} u u 1 {} u {} {} u u . 2 (13.131)
is now given by the 4 4 matrix (13.102), with the reciprocal tetrad ei = 1 i e . 2u2 connection [compare (13.18)] u2 u3 u4 u1 u4 u3 , 4 1 u u u2 u3 u2 u1 u1 u4 u3 u2 u3 u4 , u3 u2 u1 u4 u1 u2 u4 u1 u2 u3 u2 u1 , 2 u u3 u4 u1 u4 u3 u3 u2 u1 u4 u1 u2 . 1 4 u u u3 u2 u3 u4 (13.133)
As in the two-dimensional case [see Eq. (13.19)], the connection satises the important identity 0, which is again a consequence of the relation [compare (13.21)] ei = 0. (13.136) (13.135)
From this we nd the matrix components of the u1 u2 1 (1 ) = u2 u3 u4 u2 1 u1 (2 ) = u2 u4 u3 u3 1 u4 (3 ) = u2 u1 u2 u4 u3 1 (4 ) = u2 u2 u1
(13.134)
In Section 13.6, this will be shown to be the essential reason for the absence of the time slicing corrections being proved in this section. However, there is now an important dierence with respect to the two-dimensional case. The present mapping dxi = ei (u)du is not integrable. Taking the antisymmetric part of we nd the u -space to carry a torsion S whose only nonzero components are S12 = S34 = 1 (u2 , u1 , u4 , u3 ) . u2 (13.137)

The once-contracted torsion is S = S = For this reason, the contracted connections = = ei ei = ei ei 3u . u2 4u , u2 2u = 2 u u . u2
867
(13.138)
(13.139)
are no longer equal, as they were in (13.64). Symmetrization in the lower indices gives {} = (13.140)
Due to this, the u u -terms in (13.131) are, in contrast to the two-dimensional case, not given directly by = {} {} = = 4 2 ( u 2u u ). u4 (13.141)
The symmetrization in the lower indices is necessary and yields 2 S + S S

2 4
(13.142)
4
2( u + 2u u )/u + u u /u . un un u2 n
2
Collecting all terms, the Jacobian action (13.131) becomes un un un 2 5 i AJ = 3 + 2 h un u2 2 n + ... . (13.143)
In contrast to the two-dimensional equation (13.66), this cannot be incorporated into Af . Although the two expressions contain the same terms, their coecients are dierent [see (13.111)]: i A h f = 3 log u2 n u2 n1 un 2 un un +2 u2 u2 n n uun u2 n
2
(13.144) + ... .
= 3 log 2
It is then convenient to rewrite (omitting the subscripts n) i A h J = 2 log uu u2 + 2 (u u)2 u uu u2

2
(13.145)
u2 3 + u2 2
+ ... ,
and absorb the rst term into Af , which changes 3 to (3 2). Thus, we obtain altogether the additional action [to be compared with (13.76)] i corr A h = uu i u2 1 u2 (2 1) 2 + ( ) 2 + 22 4M h 2 u 4 u +(3 2) 2 + uu u2 2 +2 u2 u uu u2
2
uu u2
uu u2 + ... .
uu (u)2 3 + 2 2 u u 2
(13.146)
868
Using this we now show that the expansion of the correction term C = exp has the vanishing expectations C C (pu) i.e., i corr A h
0 0 0
i corr A h
(13.147)
= =
0, 0, (13.148)
1 2
i (corr A )2 h i corr A (pu) h
= 0, = 0,
(13.149) (13.150)
as in (13.87), (13.88). In fact, using formula (13.86) the expectation (13.150) is immediately found to be proportional to i 2(2 1) D+2 1 1 , + 2(3 2) + 16 4 4 (13.151)
which vanishes identically in for D = 4. Similarly, using formula (13.85), the rst term in (13.149) has an expectation proportional to i 2 i.e., for D = 4, 3 i (2 1)2 , 8 to which the second term adds i 1 (D + 4)(D + 2) 1 D+2 4(2 1)2 , + 9(2 1)2 12(2 1)2 2 64 4 16 (13.154) (13.153) 1 4 (D + 2)D D+2 42 (3 2) 16 16 D 2 4 4 D 3 4 8 , (13.152)
which cancels (13.154) for D = 4. Thus the sum of all time slicing corrections vanishes also in the three-dimensional case.
13.6
Geometric Argument for Absence of Time Slicing Corrections
As mentioned before, the basic reason for the absence of the time slicing corrections can be shown to be the property of the connection = g ei ei = 0, (13.155)
which, in turn, follows from the basic identity ei = 0 satised by the basis tetrad, and from the diagonality of the metric g . Indeed, it is possible to apply the techniques of Sections 10.1, 10.2 to the general pseudotime evolution amplitude (12.28) with the regulating functions fl = f (x), fr 1. (13.156)
13.7 Comparison with Schrdinger Theory o
869
Since this regularization aects only the postpoints at each time slice, it is straightforward to repeat the derivation of an equivalent short-time amplitude given in Section 11.3. The result can be expressed in the form (dropping subscripts n) K (q) = g(q) 2i f /M h
D
exp
i (A + AJ ) , h
(13.157)
where f abbreviates the postpoint value f (xn ) and A is the short-time action A = M g (q)q q . 2 f (13.158)
There exists now a simple expression for the Jacobian action. Using formula (11.75), it becomes simply i 1 h f A = q i ( )2 . h J 2 8M (13.159)
In the postpoint formulation, the measure needs no further transformation. This can be seen directly from the time-sliced expression (13.8) for = 0 or, more explicitly, from the vanishing of the extra action Af in (13.69) for D = 2 and in (13.144) for D = 3. As a result, the vanishing contracted connection appearing in (13.159) makes all time-slicing corrections vanish. Only the basic short-time action (13.158) survives: A = 4M (u)2 . 2 s (13.160)
Thanks to this fortunate circumstance, the formal solution found in 1979 by Duru and Kleinert happens to be correct.
13.7
Comparison with Schrdinger Theory o
For completeness, let us also show the signicance of the geometric property = 0 within the Schrdinger theory. Consider the Schrdinger equation of the Coulomb o o system 1 2 h 2M
2
E (x) =
e2 (x), r
(13.161)
to be transformed to that of a harmonic oscillator. The postpoint regularization of the path integral with the functions (13.156) corresponds to multiplying the Schrdinger equation with fl = r from the left. This gives o 1 2 hr 2M
2
Er (x) = e2 (x).
(13.162)
We now go over to the square root coordinates u transforming Er into the harmonic potential E(u )2 and the Laplacian 2 into g . The geometric property = 0 ensures now the absence of the second term and the result is simply g . Since g = /4r, the Schrdinger equation (13.162) takes the o simple form 1 2 2 h E(u )2 (u ) = e2 (u ). 8M (13.163)
870
Due to the factor (u )2 accompanying the energy E, the physical scalar product in which the states of dierent energies are orthogonal to each other is given by | = d4 u (u )(u )2 (u). (13.164)
This corresponds precisely to the scalar product given in Eq. (11.95) with the pur2 pose of making the Laplace operator (here = (1/4u2 )u ) hermitian in the u -space with torsion. Indeed, the once-contracted torsion tensor S = S can be written as a gradient of a scalar function: S = (u), (u) = 1 log u2 . 2 (13.165)
Quite generally, we have shown in Eq. (11.104) that if S (q) is a partial derivative of a scalar eld (q), the physical scalar product is given by (11.95): 2 |1 From (13.132), we have g = 16u4 , (13.167)
phys
dD q g(q)e2(q) 2 (q)1 (q).
(13.166)
so that the physical scalar product is 2 |1

phys
d4 u ge2 2 (u)1 (u) =
d4 u 16u2 2 (u)1 (u).
(13.168)
2 The Laplace operator obtained from x by the nonholonomic Kustaanheimo2 2 Stiefel transformation is = (1/4u ) . This is Hermitian in the physical scalar product (13.168), but not in the naive one (11.90) with the integral measure d4 u 16u4. In two dimensions, the torsion vanishes and the physical scalar product reduces to the naive one: (13.169) 2 |1 phys = d2 u g2 (u)1 (u) = d2 u 4u22 (u)1 (u).
With = 4M and E = 2 /2, Eq. (13.163) is the Schrdinger equation of a o harmonic oscillator: 1 2 2 2 2 h + (u ) (u ) = E(u). 2 2 (13.170)
The eigenvalues of the pseudoenergy E are EN = h(N + Du /2), where Du = 4 is the dimension of u -space,
Du
(13.171)
N=
i=1
ni
(13.172)
871
sums up the integer principal quantum numbers of the factorized wave functions in each direction of the u -space. The multivaluedness of the mapping from x to u allows only symmetric wave functions to be associated with Coulomb states. Hence N must be even and can be written as N = 2(n 1). The pseudoenergy spectrum is therefore En = h 2(n + Du /4 1), En = e2 . e2 , 2(n + Du /4 1) n = 1, 2, 3, . . . . (13.173)
According to (13.170), the Coulomb wave functions must all have a pseudoenergy (13.174)
The two equations are fullled if the oscillator frequency has the discrete values = n n = 1, 2, 3 . . . . (13.175)
With 2 = E/2M and Du = 4, this yields the

2 En = 2Mn =
Me4 1 , h2 2n2
(13.176)
showing that the number N/2 = corresponds to the usual principal quantum number of the Coulomb wave functions. Let us now focus our attention upon the three-dimensional Coulomb system where Du = 4. In this case, not all even oscillator wave functions correspond to Coulomb bound-state wave functions. This follows from the fact that the Coulomb wave functions do not depend on the dummy fourth coordinate x4 (or the dummy angle ). Thus they satisfy the constraint x4 = 0, implying in u -space [recall (13.132)] irx4 (x) = ire4 (u ) = i = i (u ) = 0. 1 (u2 1 u1 2 ) + (u4 3 u3 4 ) (u ) 2 (13.177)
The explicit construction of the oscillator and Coulomb bound-state wave functions is most conveniently done in terms of the complex coordinates (13.96). In terms of these, the constraint (13.177) reads 1 [z zz ] (z, z ) = 0. z 2 This will be used below to select the Coulomb states. To solve the Schrdinger equation (13.170) we simplify the notation by going o over to atomic natural units, where h = 1, M = 1, e2 = 1, = 4M = 4. All lengths are measured in units of the Bohr radius (4.339), whose numerical value is aH = h2 /Me2 = 5.2917 109 cm, all energies in units of EH e2 /aH = (13.178)
872
Me4 / 2 = 4.359 1011 erg = 27.210 eV, and all frequencies in units of H h 4 Me / 3 = 4.133 1016 /sec(= 4 Rydberg frequency R ). Then (13.170) reads h (after multiplication by 4M/ 2 ) h 1 2 h(u ) + 16 2(u )2 (u ) = 4(u ). 2 (13.179)
The spectrum of the operator h is obviously 4(N + 2) = 8n. To satisfy the equation, the frequency has to be equal to n = 1/2n. We now observe that the operator h can be brought to the standard form 1 2 + 4(u )2 , hs = 2 with the help of the -dependent transformation
h = 4eiD hs eiD ,
(13.180)
(13.181)
in which the operator D is an innitesimal dilation operator which in this context is called tilt operator [10, 11]: 1 D iu , 2 and is the tilt angle = log(2). (13.183) (13.182)
The Coulomb wave functions are therefore given by the rescaled solutions of the standardized Schrdinger equation (13.180): o (13.184) (u ) = eiD s (u ) = s ( 2u ). Note that for a solution with a principal quantum number n the scale parameter 2 depends on n: s n (u ) = n (u / n). (13.185)
s The standardized wave functions n (u ) are constructed most conveniently by means of four sets of creation and annihilation operators a , a , , , and 1 2 b1 b2 a1 , a2 , 1 , 2 . They are combinations of z1 , z2 , their complex-conjugates, and the b b associated dierential operators z1 , z2 , z1 , z2 . The combinations are the same as in (9.127), (9.128), written down once for z1 and once for z2 . In addition, we choose the indices so that ai and bi transform by the same spinor representation of the rotation group. If cij is the 2 2 matrix
c = i 2 =
0 1 1 0
(13.186)

then cij zj transforms like zi . We therefore dene the creation operators
873
1 a (z2 + z2 ), 1 2 1 a (z1 + z1 ), 2 2 and the annihilation operators 1 a1 (z2 + z2 ), 2 1 a2 (z1 + z1 ), 2
1 (z + z ), b1 1 1 2 1 (z + z ), b2 2 2 2 1 1 (z + z1 ), b 2 1 1 2 (z + z2 ). b 2 2
(13.187)
(13.188)
Note that z = z . The standardized oscillator Hamiltonian is then
hs = 2( a + + 2), a bb
(13.189)
where we have used the same spinor notation as in (13.94). The ground state of the four-dimensional oscillator is annihilated by a1 , a2 and 1 , 2 . It has therefore the b b wave function 1 1 2 z, z |0 = s,0000 (z, z ) = ez1 z1 z2 z2 = e(u ) . (13.190) The complete set of oscillator wave functions is obtained, as usual, by applying the creation operators to the ground state,
n n n n b b |na , na , nb , nb = Nna ,na ,nb ,nb a1 1 a2 2 1 1 2 2 |0 , 1 2 1 2 1 2 1 2
a a b b
(13.191)
with the normalization factor Nna ,na ,nb ,nb = 1 2 1 2 1 na !na !nb !nb ! 1 2 1 2 . (13.192)
The eigenvalues of hs are obtained from the sum of the number of a- and b-quanta as 2(na + na + nb + nb + 2) = 2(N + 2) = 4n. 1 2 1 2 (13.193)
The Coulomb bound-state wave functions are in one-to-one correspondence with those oscillator wave functions which satisfy the constraint (13.178), which may now be written as 1 a b b) (13.194) L05 = ( a s = 0. 2 These states carry an equal number of a- and b-quanta. They diagonalize the (mutually commuting) a- and b-spins 1 La a i a, i 2 1 La i b b, i 2 (13.195)
874 with the quantum numbers la = (na + na )/2, 1 2 lb = (nb + nb )/2, 1 2
ma = (na na )/2, 1 2 mb = (nb nb )/2, 1 2
(13.196)
where l, m are the eigenvalues of L2 , L3 . By dening na n1 + m, na n2 , nb = n2 + m, nb = n1 , 1 2 1 2 a a b b n1 n1 , n2 n2 m, n1 = n2 , n2 = n1 m, for m 0, for m 0,
(13.197)
we establish contact with the eigenstates |n1 , n2 , m which arise naturally when diagonalizing the Coulomb Hamiltonian in parabolic coordinates. The relation between these states and the usual Coulomb wave function of a given angular momentum |nlm is obvious since the angular momentum operator Li is equal to the sum of aand b-spins. The rediagonalization is achieved by the usual vector coupling coecients (see the last equation in Appendix 13A). Note that after the tilt transformation (13.184), the exponential behavior of 2 s the oscillator wave functions n (u ) polynomial(u ) e(u ) goes correctly over into the exponential r-dependence of the Coulomb wave functions (x) polynomial(x) er/n . It is important to realize that although the dilation operator D is Hermitian iD and the operator e at a xed angle is unitary, the Coulomb bound states n , s arising from the complete set of oscillator states n by applying eiD , do not span the Hilbert space. Due to the n-dependence of the tilt angle n = log(1/n), a section of the Hilbert space is not reached. The continuum states of the Coulomb system, which are obtained by tilting another complete set of states, precisely ll this section. Intuitively we can understand this incompleteness simply as follows. s The wave functions n (u ) have for increasing n spatial oscillations with shorter and s s shorter wavelength. These allow the completeness sum n n (u )n (u ) to build up a -function which is necessary to span the Hilbert space. In contrast, when forming the sum of the dilated wave functions s s n (u / n)n (u / n),
n
the terms of larger n have increasingly stretched spatial oscillations which are not sucient to build up an innitely narrow distribution. A few more algebraic properties of the creation and annihilation operator representation of the Coulomb wave functions are collected in Appendix 13A.
13.8
Angular Decomposition of Amplitude, and Radial Wave Functions
Let us also give an angular decomposition of the xed-energy amplitude. This serves as a convenient starting point for extracting the radial wave functions of the
13.8 Angular Decomposition of Amplitude, and Radial Wave Functions
875
Coulomb system which will, in Chapter 14, enable us to nd the Coulomb amplitude to D dimensions. We begin with the expression (13.128), (xb |xa )E M = i h I0 (1 )2 1+ (rb + ra ) , exp 1
0 1
2 2 1
(rb ra + xb xa )/2 (13.198)
and rewrite the Bessel function as I0 (z cos(/2)), where is the relative angle between xa and xb , and 2 . (13.199) z 2 rb ra 1 Now we make use of the expansion1 1 (l + ) (2l + )F (l, l + ; 1 + ; k 2 )()l I2l+ (z). l! (1 + ) l=0 (13.200) Setting k = cos(/2), = 2q > 0, = 1 + 2q, and using formulas (1.442), (1.443) for the rotation functions, this becomes 1 kz 2 I (kz) = k I2q (z cos(/2)) = reducing for q = 0 to I0 (z cos(/2)) = 2 z

2 (2l + 1)dl ()I2l+1 (z), qq z l=|q|
(13.201)
(2l + 1)Pl (cos )I2l+1 (z).

l=0
(13.202)
1 After inserting this into (13.128) and substituting y = 2 log , so that
= e2y ,
z = 2 rb ra
1 , sinh y
(13.203)
we expand the xed-energy amplitude into spherical harmonics 1 rb ra

l=0 l=0
(xb |xa )E =
(rb |ra )E,l (rb |ra )E,l
2l + 1 Pl (cos ) 4
l Ylm ( b )Ylm ( a ), x x m=l
1 = rb ra
1
(13.204)
G.N. Watson, Theory of Bessel Functions, Cambridge University Press, London, 1966, 2nd ed., p.140, formula (3).
876 with the radial amplitude 2M (rb |ra )E,l = i rb ra h

0
dy
1 e2y sinh y 1 . sinh y
(13.205)
exp [ coth y(rb + ra )] I2l+1 2 rb ra Now we apply the integral formula (9.29) and nd (rb |ra )E,l = i
M ( + l + 1) W,l+1/2 (2rb ) M,l+1/2 (2ra ) . h (2l + 1)!
(13.206) 2ME/ 2 h
On the right-hand side the energy E is contained in the parameters =
h and =e2 /2 = e4 M /2 2 E. The Gamma function has poles at = n with h n = l + 1, l + 2, l + 3, . . . . These correspond to the bound states of the Coulomb system. Writing = with the Bohr radius aH h2 Me2 (13.208) 1 1 , aH (13.207)
(for the electron, aH 0.529 108cm), we have the approximations near the poles at n, ( + l + 1) ()nr 1 , nr ! n 1 2 h2 2 1 , n n 2M E En 1 1 , aH n
(13.209)
where nr = n l 1. Hence i( + l + 1)
Let us expand the pole parts of the spectral representation of the radial xed-energy amplitude in the form (rb |ra )E,l = i h Rnl (rb )Rnl (ra ) + . . . . n=l+1 E En
M ()nr 1 i h 2 . h n nr ! aH E En
(13.210)
(13.211)
The radial wave functions dened by this expansion correspond to the normalized bound-state wave functions 1 nlm (x) = Rn,l (r)Ylm ( ). x (13.212) r
13.8 Angular Decomposition of Amplitude, and Radial Wave Functions
877
By comparing the pole terms of (13.206) and (13.211) [using (13.210) and formula (9.48) for the Whittaker functions, together with (9.50)], we identify the radial wave functions as Rnl (r) = 1
1/2 aH n (2l
1 + 1)!
(2r/naH )l+1 er/naH M(n + l + 1, 2l + 2, 2r/naH ) = 1

1/2 aH n
(n + l)! (n l 1)!
(n l 1)! r/naH e (2r/naH )l+1 L2l+1 (2r/naH ). (13.213) nl1 (n + l)!
To obtain the last expression we have used formula (9.53).2 It must be noted that the normalization integrals of the wave functions Rnl (r) dier by a factor z/2n = (2r/naH )/2n from those of the harmonic oscillator (9.54), which are contained in integral tables. However, due to the recursion relation for the Laguerre polynomials zL (z) = (2n + + 1)L (z) (n + )L (z) (n + 1)L (z), n1 n+1 n n (13.214)
the factor z/2n leaves the values of the normalization integrals unchanged. The orthogonality of the wave functions with dierent n is much harder to verify since the two Laguerre polynomials in the integrals have dierent arguments. Here the group-theoretic treatment of Appendix 13A provides the simplest solution. The orthogonality is shown in Eq. (13A.28). We now turn to the continuous wave functions. The xed-energy amplitude has a cut in the energy plane for positive energy where = ik and = i/aH k are imaginary. In this case we write = i . From the discontinuity we can extract the scattering wave functions. The discontinuity is given by disc (rb |ra )E,l = (rb |ra )E+i,l (rb |ra )Ei,l M (i + l + 1) Wi ,l+1/2 (2ikrb ) Mi ,l+1/2 (2ikra ) + ( ) .(13.215) = hk (2l + 1)! In the second term, we replace Mi ,l+1/2 (2ikr) = ei(l+1) Mi ,l+1/2 (2ikr), and use the relation, valid for arg z (/2, 3/2), 2 = 1, 2, 3, . . . , M, (z) = (2 + 1) (2 + 1) ei ei(+1/2) W, (z) + ei W, (ei z), ( + + 1/2) ( + 1/2) (13.217) (13.216)
Compare L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965, p. 119. Note the dierent denition of our Laguerre polynomials L =[() /(n + )!]Ln+ |L.L. . n
878 to nd
M |(i + l + 1)|2 e Mi ,l+1/2 (2ikrb ) Mi ,l+1/2 (2ikra ) . hk (2l + 1)!2 (13.218) The continuum states enter the completeness relation as disc (rb |ra )E,l =
0 dE disc (rb |ra )E,l + Rnl (rb )Rnl (ra ) = (rb ra ) 2 h n=l+1
(13.219)
[compare (1.326)]. Inserting (13.215) and replacing the continuum integral dE/2 by the momentum integral dkk /2M, the continuum part of the h h 0 completeness relation becomes
dkRkl (rb )Rkl (ra ),
(13.220)
with the radial wave functions Rkl (r) = 1 |(i + l + 1)| /2 e Mi ,l+1/2 (2ikr). 2 (2l + 1)! (13.221)
By expressing the Whittaker function M, (z) in terms of the conuent hypergeometric functions, the Kummer functions M(a, b, z), as M, (z) = z +1/2 ez/2 M( + 1/2, 2 + 1, z), we recover the well-known result of Schrdinger quantum mechanics:3 o Rkl (r) = 1 |(i + l + 1)| /2 ikr e e (2ikr)l+1 M(i + l + 1, 2l + 2, 2ikr). 2 (2l + 1)! (13.223) (13.222)
13.9
Remarks on Geometry of Four-Dimensional u-Space
A few remarks are in order on the Riemann geometry of the u-space in four dimensions with the metric g = 4u2 . As in two dimensions, the Cartan curvature tensor R vanishes trivially since ei (u) is linear in u: ( )ei (u) = 0. (13.224)
In contrast to two dimensions, however, the Riemann curvature tensor R is nonzero. The associated Ricci tensor [see (10.41)], has the matrix elements R = R 3 = 6 ( u2 u u ), 2u
3
(13.225)
L.D. Landau and E.M. Lifshitz, op. cit., p. 120.

13.9 Remarks on Geometry of Four-Dimensional u -Space
879
yielding the scalar curvature 9 R = g R = 4 . 2u In general, a diagonal metric of the form g (q) = 2 (q) (13.227) (13.226)
is called conformally at since it can be obtained from a at space with a unit metric g = by a conformal transformation a la Weyl g (q) 2 (q)g (q). Under such a transformation, the Christoel symbol changes as follows: + , + , g g , , (13.229) (13.228)
the subscript separated by a comma indicating a dierentiation, i.e., , . In D dimensions, the Ricci tensor changes according to R 2 R (D 2)(3 ; 24 , , )
g g (D 3)4 , , + 3 ; = 2 R + (D 2)1 (1 ); g (D 2)1 D (D2 ); g . (13.230)
A subscript separated by a semicolon denotes the covariant derivative formed with Riemann connection, i.e., ; = D , = , . The curvature scalar goes over into R R = 2 R 2(D 1)1 ; g (D 1)(D 4)2 , , g .(13.232) The metric g = 4u2 in the u-space description of the hydrogen atom is conformally at, so that we can use the above relations to obtain all geometric quantities from the initially trivial metric g = with R = 0 by inserting = 2|u|, so that , = 2 u , |u| , = 2 2 ( u u u ). |u|3 (13.233) (13.231)
From the right-hand sides of (13.230) and (13.232) we obtain 1 R = 3(D 2) 6 ( u2 u u ), 4u 1 R = 3(D 1)(D 2) 4 . 4u
(13.234)
880
For D = 4, these agree with (13.225) and (13.226). For D = 2, they vanish. In the Coulomb system, the conformally at metric (13.228) arose from the nonholonomic coordinate transformation (13.101) with the basis tetrads (13.132) and their inverses (13.133), which produced the torsion tensor (13.137). In the notation (13.228), the torsion tensor has a contraction S (q) S (q) = 1 2 (q). 22 (q) (13.235)
Note that although S (q) is the gradient of a scalar eld, the torsion tensor (13.137) is not a so-called gradient torsion, which is dened by the general form S (q) = 1 s(q) s(q) . 2 (13.236)
For a gradient torsion, S (q) is also a gradient: S (q) = (q) where (q) = (D 1)s(q)/2. But it is, of course, not the only tensor, for which S (q) is a gradient. Note that under a conformal transformation a la Weyl, a massless scalar eld (q) is transformed as (q) 1D/2 (q)(q). (13.237)
The Laplace-Beltrami dierential operator = D 2 applied to (q) goes over into 1D/2 (q) (q) where 1 1 = 2 (D 2)1 ; g (D 2)(D 4)2 , , g . (13.238) 2 4 Comparison with (13.234) shows that there exists a combination of = D 2 and the Riemann curvature scalar R which may be called Weyl-covariant Laplacian. This combination is 1D 2 R. 4D 1 (13.239)
When applied to the scalar eld it transforms as 1D2 1D 2 R (q) 1D/2 R (q). 4D1 4D 1 (13.240)
Thus we can dene a massless scalar eld in a conformally invariant way by requiring the vanishing of (13.240) as a wave equation. This symmetry property has made the combination (13.239) a favorite Laplacian operator in curved spaces [12].
13.10
Solution in Momentum Space
The path integral for a point particle in a Coulomb potential can also be solved in momentum space. The solution is so far the only indirect evidence for the question
13.10 Solution in Momentum Space
881
rst raised by Bryce DeWitt in his fundamental 1957 paper [13], whether the Hamiltonian operator for a particle in curved space contains merely the Laplace-Beltrami operator in the kinetic energy, or whether there exists an additional term proportional to h2 R. Recall the various older path integral literature on the subject cited in Chapter 10. From the measure generated by the nonholonomic mapping principle in Subsection 10.3.2 it follows that there is no extra h2 R-term. See the discussion in Section 11.5. It would, of course, be more satisfactory to have a direct experimental evidence, but so far all experimentally accessible systems in curved space have either a very small R caused by gravitation, whose detection is presently impossible, or a constant R which does not change level spacings, an example for the latter being the spinning symmetric and asymmetric top discussed in the context of Eq. (1.468). We show now that if we assume the presence of an extra h2 R in the momentum space formulation of the path integral of the Coulomb system, such an extra term would cause experimentally wrong level spacings in the hydrogen atom [14].
13.10.1
Gauge-Invariant Canonical Path Integral
Starting point for our treatment is the path integral formulation for the matrix elements in momentum space of the resolvent operator R i/(E H) rewritten in the form (12.19): R= i f (E H) f (13.241)
where f is an arbitrary function of space, momentum, and some parameter s. From Eq. (12.31) we nd the canonical Euclidean path integral (in the atomic units specied on p. 871): pb |UE (S)|pa = D x(s) i h
S 0 3
D 3 p(s) 2 h ds p x f p2 E +f 2 r fa , (13.242)
exp
and the xed-energy amplitude (pb |pa )f = E

0
dS pb |UE (S)|pa .
(13.243)
The left-hand side carries a superscript f to remind us of the presence of f on the right-hand side, although the amplitude does not really depend on f . This freedom of choice may be viewed as a gauge invariance [15]. of (13.257) under f f . Such an invariance permits us to subject (13.257) to an additional path integration over f , as long as a gauge-xing functional [f ] ensures that only a specic gauge contributes. Thus we shall calculate the amplitude as a path integral (pb |pa )E = Df [f ] (pb |pa )f . E (13.244)
882
The only condition on [f ] is that it must be normalized to have a unit integral: Df [f ] = 1. The choice which leads to the desired solution of the path integral is [f ] =
s
With this, the total action in the path integral (13.244) becomes A[p, x, h] =
S 0
i p2 1 exp 2 f r 2 E 2r r 2
(13.245)
r2 ds p x 2
p2 E 2
f 1 2 f 2 + . 2r r
(13.246)
The path integrals over f and x in (13.257) are Gaussian and can be done, in this order, yielding a new action 1 A[p] = 2
S 0
4p 2 ds + 2 , 2 + p 2 )2 (p E
(13.247)
where we have introduced pE 2E, assuming E to be negative. The positive regime can be obtained by analytic continuation. Now, a stereographic projection 2pE p , p2 + p2 E 4 p2 p2 E p2 + p2 E
transforms (13.247) to the form A[] = 1 2

S 0
where denotes the four-dimensional unit vectors ( , 4 ). This describes a point particle with pseudomass = 1/p2 moving on a four-dimensional unit sphere. The E pseudotime evolution amplitude of this system is (b S|a 0) = eiS pE
2
D eiA[] . (2)3/2 p3 E
There is an exponential prefactor arising from the transformation of the functional measure in (13.257) to the unit sphere. Let us see how this comes about. When integrating out the spatial uctuations in going from (13.246) to (13.247), the canonical measure in each time slice d3 pn d3 xn /(2)3 becomes d3 pn 8/(2)3/2 (p2 + p2 ). From n E the stereographic projection (13.248) we see that this is equal to dn /(2)3/2 p3 , E where dn denotes the product of integrals over the solid angle on the surface of the unit sphere in four dimensions, with the integral d yielding the total surface 2 2 . 2 Alternatively we may also write dn = d4 n (n 1), or use an explicit angular form of the type (8.119) or (8.123). From Chapter 10 we know that in a curved space, the time-sliced measure of path integration is given by the product of invariant integrals dqn g(qn ) at
(13.248)
ds
1 2 + 2 , p2 E
(13.249)
(13.250)
13.10 Solution in Momentum Space
883
each time slice, multiplied by an eective action contribution exp(iAe (qn )) = exp(i R(qn )/6), where R is the scalar curvature. For a sphere of radius r in D dimensions, R = (D 1)(D 2)/r 2, implying here for D = 4 that exp(iAe ) = exp(i /) = exp(i p2 ). Thus, when transforming the time-sliced measure in the E original path integral (13.244) to the time-sliced measure on the sphere in (13.250), 2 we generate the factor eiS pE in (13.250) [compare (10.152) and (10.153)]:
N n=1
d3 pn d3 xn = (2)3 =
N n=1 N n=1
N d 3 pn 8 = (2)3/2 (p2 + p2 ) n=1 n E
dn (2)3/2 p3 E D . (13.251) (2)3/2 p3 E
ei pE
dn 2 2 ei pE = eiSpE 3/2 p3 (2) E
A complete set of orthonormal hyperspherical functions on this sphere is Ynlm (), where n, l, m are the quantum numbers of the hydrogen atom with the well-known ranges (n = 1, 2, 3, . . . , l = 0, . . . , n 1, m = l, . . . , l). They can be expressed j in terms of the three-dimensional representation Dm1 m2 (u) of the SU(2) matrices u = with the Pauli matrices (1, 1 , 2 , 3 ) as Y2j+1,l,m() = 2j + 1 j (j, m1 ; j, m2 |l, m) Dm1 m2 (u). 2 2 m1 ,m2 =j,...,j (13.252)
The orthonormality and completeness relations are

d Yn l m ()Ynlm () = nn ll mm , n,l,m
Ynlm( )Ynlm() = (4) ( ), (13.253)
where the -function satises d (4) ( ) = 1. When restricting the complete sum to l and m only we obtain the four-dimensional analog of the Legendre polynomial: n2 Ynlm ( )Ynlm () = 2 Pn (cos ), 2 l,m Pn (cos ) = sin n , n sin (13.254)
where is the angle between the four-vectors b and a : cos = b a = (p2 p2 )(p2 p2 ) + 4p2 pb pa E E a E b . (p2 + p2 )(p2 + p2 ) E E b a (13.255)
The path integral for a particle on the surface of a sphere was solved Sections 8.7 and 10.4. The solution of (13.250) reads (b S|a 0) = (2)3/2 p3 E n2 P (cos ) exp 2 n n=1 2
i(p2 n2 2 ) E
S . (13.256) 2
For the path integral itself in (13.250), the exponential contains the eigenvalues of the squared angular-momentum operator L2 /2 which in D dimensions are l(l +
884
D 2)/2, l = 0, 1, 2, . . . . In our system with D = 4, l = n 1, the eigenvalues 2 2 2 of L2 are n2 1, leading to an exponential ei[pE (n 1) ]S/2 . Together with the exponential prefactor in (13.250), this leads to the exponential in (13.256). The integral over S in (13.257) with (13.257) can now be done yielding the amplitude at zero xed pseudoenergy (b |a )0 = (2)3/2 p3 E 2i n2 Pn (cos ) . 2 2En2 + 2 n=1 2
(13.257)
This has poles displaying the hydrogen spectrum at energies: 1 En = 2 , n = 1, 2, 3, . . . . 2n
(13.258)
13.10.2
Another Form of Action
Consider the following generalization of the nal action (13.247) with an arbitrary function h depending on p and s: 1 Ae [p] = 2
S 0
4p2 1 ds 2 h . 2 + p 2 )2 h (p E
(13.259)
This action is invariant under reparametrizations s s if one transforms simultaneously h hds/ds . The path integral with the action (13.247) in the exponent may thus be viewed as a path integral with the gauge-invariant action (13.259) and an additional path integral dh [h] with an arbitrary gauge-xing functional [h]. Going back to a real-pseudotime parameter s = i , the action corresponding to the Euclidean expression (13.259) describes the dynamics of the point particle in the Coulomb potential reads A[p] = 1 2
b a
4p2 1 + 2 h . 2 + p 2 )2 h (p E
b a
(13.260)
At the extremum in h, this action reduces to A[p] = 2 d p2 . 2 + p2 )2 (p E (13.261)
This is the manifestly reparametrization invariant form of an action in a curved 2 space with a metric g = / (p2 + p2 ) . In fact, this action coincides with the E classical eikonal in momentum space: S(pb , pa ; E) =
pb pa
d p x.
(13.262)
Observing that the central attractive force makes p point in the direction x, and 2 2 inserting r = (p + pE )/2, we nd precisely the action (13.261). In fact, the canonical quantization of a system with the action (13.261) ` la Dirac leads directly a to a path integral with action (13.260) (see also the discussion in Chapter 19). The eikonal (13.262), and thus the action (13.261), determines the classical orbits via the rst extremal principle of theoretical mechanics found in 1744 by Maupertius (see p. 377).
Appendix 13A
Dynamical Group of Coulomb States
885
13.10.3
Absence of Extra R-Term
Since the Coulomb path integral in momentum space is equivalent to that of a point particle on a sphere, we can use it to give experimental limits on the possible presence of an extra R-term in the Hamiltonian operator H = 2 /2 + c 2 R/2 h h of the Schrdinger equation in curved space, which is not excluded by Einsteins o covariance arguments. For this purpose we assuming the R-term to be universal for all spinless point particles. Otherwise every such particle would be characterized by two parameters, the mass m and the extra parameter c. We further assume that the complete equivalence of coordinate and momentum space formulations of quantum mechanics persists in curved space. In the exponent of (13.256), the extra term c 2 R/2 would appear as an extra constant 3c added to n2 . The hydrogen h spectrum would then have the energies En = 1/2(n2 + 3c). The only theoretically proposed candidates for c are 1/24, 1/12, and 1/8.4 These parameters would imply a strong distortion of the hydrogen spectrum (13.258) which would certainly have been noticed experimentally a long time ago. In fact, a prediction of the distorted spectra would have led to discarding Schrdinger theory right from the beginning o as a possible quantum theory of atomic physics. At fundamental level, the present discussion conrms the validity of the nonholonomic mapping principle of Chapter 10 which requires the extra factor exp(iAe / ) = exp(i dsR/6) in the measure of path integration in curved space h h [recall Eq. (10.152)]. Without this factor, the spectrum would be En = /2(n2 1) rather than /2(n2 1), which would denitely be wrong, since the energy would be innite in the ground state where n = 1!
Appendix 13A
The subspace of oscillator wave functions s (u / n) in the standardized form (13.184), which do not depend on x4 (i.e., on ), is obtained by applying an equal number of creation operators a and b to the ground state wave function (13.190). They are equal to the scalar products between the localized bra states z, z | and the ket states |na , na , nb , nb of (13.191). 1 2 1 2 These ket states form an irreducible representation of the dynamical group O(4,2), the orthogonal group of six-dimensional at space whose metric gAB has four positive and two negative entries (1, 1, 1, 1, 1, 1). The 15 generators LAB LBA , A, B = 1, . . . 6, of this group are constructed from the spinors a a1 a2 , b 1 b 2 b , (13A.1)
and their Hermitian-adjoints, using the Pauli -matrices and c i 2 , as follows (since Lij carry subscripts, we dene i i ): 1 a k a + k b b Lij = 2 1 Li4 = a i a i , b b 2
4
i, j, k = 1, 2, 3 cyclic,
See Notes and References in Chapter 10.
886

1 a i cb aci , b Li5 = 2 i a i cb + aci , b Li6 = 2 1 L45 = a c ac , b b 2i 1 L46 = a cb + ac , b 2 1 a a + + 2 . b b L56 = 2
(13A.2)
The eigenvalues of L56 on the states with an equal number of a- and b-quanta are obviously 1 a n + na + nb + nb + 2 = n. 2 1 2 2 1 The commutation rules between these operators are [LAB , LAC ] = igAA LBC , (13A.4) (13A.3)
where n is the principal quantum number [see (13.193)]. It can be veried that the following combinations of position and momentum operators in a three-dimensional Euclidean space are elements of the Lie algebra of O(4,2): r xi = = L56 L46 , Li5 Li4 , L45 , i6 . L
i(xx + 1) = irxi = 1 i e 2u2
(13A.5)
The last equation follows from the transformation formula [recall (13.133)] xi = together with 1 1 (z1 + z1 ), u2 = (z1 z1 ), 2 2i 1 1 u3 = (z2 + z2 ), u4 = (z2 z2 ), 2 2i u1 = and
1 = (z1 + z1 ), 3 = (z2 + z2 ), 2 = i(z1 z1 ), 4 = i(z2 z2 ).
(13A.6)
(13A.7)
(13A.8)
Hence i irxi = (i z + z i z). z 2 (13A.9)
By analogy with (13A.2), the generators LAB can be expressed in terms of the z, z -variables as follows: Lij Li4 1 (k z z k z), z 2 1 z = (i z z i z ), 2 =
Appendix 13A

Li5 Li6 L45 L46 L56 1 (i z + z i z ), z 2 i (i z + z i z), z 2 i z (z + z z), 2 1 z (z + z z ), 2 1 (z z z ). z 2
887
= = = = =
(13A.10)
Going over to the operators xi , xi , they become Lij Li4 Li5 Li6 L45 L46 L56 i = (xi xj xj xi ), 2 1 2 xi x xi + 2xi xx , = 2 1 2 = xi x + xi + 2xi xx , 2 = irxi , = i(xi xi + 1), 1 2 = (rx r), 2 1 2 (rx + r), = 2
(13A.11)
2 2 where the purely spatial operators x and xx are equal to x and x x because of the constraint (13.177). The Lie algebra of the dierential operators (13A.11) is isomorphic to the Lie algebra of the conformal group in four spacetime dimensions, which is an extension of the inhomogeneous Lorentz group or Poincar group, dened by the commutators in Minkowski space (, = 0, 1, 2, 3), whose e metric has the diagonal elements (+1, 1, 1, 1),
[P , P ] = 0, [L , P ] = i(g P g P ), [L , L ] = i(g L g L g L g L ).
(13A.12) (13A.13) (13A.14)
The extension involves the generators D of dilatations x x and K of special conformal transformations 5 x with the additional commutation rules [D, P ] = iP , [D, K ] = iK , [D, L ] = 0, [K , K ] = 0, [K , P ] = 2i(g D+L ), [K , L ] = i(g K g K ). The commutation rules can be represented by the dierential operators P = i , M = i(x x ), D = ix , K = i(2x x x2 ).
5
x c x2 , 1 2cx + c2 x2
(13A.15)
(13A.16) (13A.17)
(13A.18) (13A.19)
Note the dierence with respect to the conformal transformations ` la Weyl in Eq. (13.228). a They correspond to local dilatations.
888
Their combinations J L , J5
1 1 (P K ), J6 (P + K ), J56 D, 2 2
(13A.20)
satisfy the commutation relation of O(4,2): [JAB , JCD ] = i(AC JBD gBC JAD gAD JBC gBD JAC ), g (13A.21)
where the metric gAB has the diagonal values (+1, 1, 1, 1, 1, +1). When working with oscillator wave functions which are factorized in the four u -coordinates, the most convenient form of the generators is L12 L13 L14 L15 L16 L23 L24 L25 26 L L34 L35 L36 L45 L46 L56 = i(u1 2 u2 1 u3 4 + u4 3 )/2, = i(u1 3 + u2 4 u3 1 u4 2 )/2,
= (u1 u3 + u2 u4 ) + (1 3 + 2 4 )/4, = (u1 u3 + u2 u4 ) + (1 3 + 2 4 )/4, = i(u1 3 + u2 4 + u3 1 + u4 2 )/2, = i(u1 4 u2 3 + u3 2 u4 1 )/2,
2 = (u )2 /2 /8.
2 = (u )2 /2 /8,
= i(u1 1 + u2 2 u3 3 u4 4 )/2, = i(u1 1 + u2 2 + u3 3 + u4 4 + 2)/2,
2 2 2 2 = [(u1 )2 + (u2 )2 (u3 )2 (u4 )2 ]/2 + (1 + 2 3 4 )/8, 1 2 2 2 3 2 4 2 2 2 2 2 = [(u ) + (u ) (u ) (u ) ]/2 + (1 + 2 3 4 )/8,
= (u1 u4 + u2 u3 ) + (1 4 2 3 )/4, = i(u1 4 u2 3 u3 2 + u4 1 )/2,
= (u1 u4 u2 u3 ) + (1 4 2 3 )/4,
(13A.22)
The commutation rules (13A.4) between these generators make the solution of the Schrdinger o equation very simple. Rewriting (13.162) as aH r 2
2
E r 1 (x) = 0, EH aH
(13A.23)
2 and going to atomic natural units with aH = 1, EH = 1, we express rx and r in terms of L46 , L56 via (13A.11). This gives
1 (L56 + L46 ) E(L56 L46 ) 1 = 0. 2 With the help of Lies expansion formula i2 eiA BeiA = 1 + i[A, B] + [A, [A, B]] + . . . 2!
(13A.24)
for A = L45 and B = L56 and the commutators [L45 , L56 ] = iL45 and [L45 , L46 ] = iL56 , this can be rewritten as e eiL45 L56 eiL45 1 = 0, with = 1 log(2E). 2 (13A.26)

(13A.25)
889
If n denotes the eigenstates of L56 with an eigenvalue n, the solutions of (13A.25) are obviously given by the tilted eigenstates eiL45 n of the generator L56 whose eigenvalues are n = 1, 2, 3, . . . [as follows directly from the representation (13A.2)]. For these states, the parameter takes the values = n = log n, (13A.27)
with the energies En = 1/2n2 . Since the energy E in the Schrdinger equation (13A.24) is accompanied by a factor L46 L56 , o the physical scalar product between Coulomb states is
H H n |n phys
s n
s |(L56 L46 )|n = n n .
(13A.28)
Within this scalar product, the Coulomb wave functions 1 1 s s H n (x) = ein D n (u ) = n (u / n) n n (13A.29)
are orthonormal. The physical scalar product (13A.28) agrees of course with the scalar product (13.164) and with the scalar product (11.95) derived for a space with torsion in Section 11.4, apart from a trivial constant factor. It is now easy to calculate the physical matrix elements of the dipole operator xi and the momentum operator ixi using the representations (13A.5). Only operations within the Lie algebra of the group O(4,2) have to be performed. This is why O(4,2) is called the dynamical group of the Coulomb system [11]. For completeness, let us state the relation between the states in the oscillator basis |n1 n2 m and the eigenstates of a xed angular momentum |nlm of (13.213): |nlm = ()m
n1 +n2 +m=(n1)/2
2l + 1
1 2 (n 1) 1 2 (n2 n1
+ m)
1 2 (n 1) 1 2 (n1 n2
l + m) m
|n1 n2 m .
(13A.30)
The coecients are the standard Wigner 3j-symbols [16].

For remarks on the history of the solution of the path integral of the Coulomb system see the preface. The advantages of four-dimensional u -space in describing the three-dimensional Coulomb system was rst exploited by P. Kustaanheimo and E. Stiefel, J. Reine Angew. Math. 218, 204 (1965). See also the textbook by E. Stiefel and G. Scheifele, Linear and Regular Celestial Mechanics, Springer, Berlin, 1971. Within Schrdingers quantum mechanics, an analog transformation was introduced in o E. Schrdinger, Proc. R. Irish Acad. 46, 183 (1941). See also o L. Infeld and T.E. Hull, Rev. Mod. Phys. 23, 21 (1951). Among the numerous applications of the transformation to the Schrdinger equation, see o M. Boiteux, Physica 65, 381 (1973); A.O. Barut, C.K.E. Schneider, and R. Wilson, J. Math. Phys. 20, 2244 (1979); J. Kennedy, Proc. R. Irish Acad. A 82, 1 (1982). The individual citations refer to
890
[1] I.H. Duru and H. Kleinert, Phys. Lett. B 84, 30 (1979) (http://www.physik.fu-berlin.de/~kleinert/65); Fortschr. Phys. 30, 401 (1982) (ibid.http/83). See also the historical remarks in the preface. [2] H. Kleinert, Mod. Phys. Lett. A 4, 2329 (1989) (ibid.http/199). [3] H. Kleinert, Gen. Rel. Grav. 32, 769 (2000) (ibid.http/258); Act. Phys. Pol. B 29, 1033 (1998) (gr-qc/9801003). [4] H. Kleinert, Phys. Lett. B 189, 187 (1987) (ibid.http/162). [5] For the interpretation of this transformation as a quaternionic square root, see F.H.J. Cornish, J. Phys. A 17, 323, 2191 (1984). [6] This restriction was missed in a paper by R. Ho and A. Inomata, Phys. Rev. Lett. 48, 231 (1982). [7] Within Schrdingers quantum mechanics, this expression had earlier been obtained by o L.C. Hostler, J. Math. Phys. 5, 591 (1964). [8] Note also a calculation of the time evolution amplitude of the Coulomb system by S.M. Blinder, Phys. Rev. A 43, 13 (1993). His result is given in terms of an innite series which is, unfortunately, as complicated as h the well-known spectral representation n n (xb )n (xb )eiEn (tb ta )/ . [9] There exists an interesting perturbative solution of the path integral of the integrated Coulomb amplitude d3 x (xb tb |xa ta ) by M.J. Goovaerts and J.T. Devreese, J. Math. Phys. 13, 1070 (1972). There exists a related perturbative solution for the potential (x): M.J. Goovaerts, A. Babcenco, and J.T. Devreese, J. Math. Phys. 14, 554 (1973). [10] For the introduction and extensive use of the tilt operator in calculating transition amplitudes, see H. Kleinert, Group Dynamics of the Hydrogen Atom, Lectures presented at the 1967 Boulder Summer School, in Lectures in Theoretical Physics, Vol. X B, pp. 427482, ed. by W.E. Brittin and A.O. Barut, Gordon and Breach New York, 1968 (ibid.http/4). [11] H. Kleinert, Fortschr. Phys. 6, 1 (1968) (ibid.http/1). [12] N.D. Birell and P.C.W. Davies, Quantum Fields in Curved Space, Cambridge University Press, Cambridge, 1982. [13] B.S. DeWitt, Rev. Mod. Phys. 29, 377 (1957). [14] H. Kleinert, Phys. Lett A 252, 277 (1999) (quant-ph/9807073). [15] K. Fujikawa, Prog. Theor. Phys. 96 863 (1996) (hep-th/9609029); (hep-th/9608052). [16] A.R. Edmonds, Angular Momentum in Quantum Mechanics, Princeton University Press, 1960.
Acribus, ut ferme talia, initiis, incurioso ne. As is usual in such matters, keen in commencing, negligent at the end. Tacitus, Annales, Book 6, 17
14
Solution of Further Path Integrals by Duru-Kleinert Method
The combination of a path-dependent time reparametrization and a compensating coordinate transformation, used by Duru and Kleinert to transform the Coulomb path integral into a harmonic-oscillator path integral, can be generalized to relate a variety of path integrals to each other. In this way, many unknown path integrals can be solved by their relation to known path integrals. In this chapter, the method is explained for a typical sample of one-dimensional path integrals as well as for a more involved three-dimensional system. The latter describes a generalization of the Coulomb system consisting of two particles which carry both electric and magnetic charges. It is commonly referred to as the dionium atom (by analogy with the positronium atom, the bound state between electron and positron). We also discuss further possible generalizations of the solution method.
14.1
One-Dimensional Systems
In one space dimension, the general relation to be established is the following: Let H be a Hamiltonian operator H =T +V, (14.1)
with the kinetic term T = p2 /2M, and dene the auxiliary Hamiltonian operator HE = H E, with the associated time evolution amplitude
h xb |UE (t)|xa xb |eitHE / |xa .
(14.2)
(14.3)
An integration of this amplitude over all t > 0 yields the xed-energy amplitude (xb |xa )E =
ta
dtb xb |UE (tb ta )|xa 891
(14.4)
892
14 Solution of Further Path Integrals by Duru-Kleinert Method
[recall (12.8)]. This can formally be written as a path integral (xb |xa )E = with an action AE [x] =
tb ta ta
dtb
h Dx(t)eiAE [x]/ ,
(14.5)
dt
M 2 x (t) V (x(t)) + E . 2
(14.6)
As in the Coulomb system, another path integral representation is found for the amplitude (14.5) by making use of the more general representation (12.21) of the resolvent operator. By choosing two arbitrary regulating functions fl (x), fr (x) whose product is f (x), we introduce the modied auxiliary Hamiltonian operator HE = fl (x)(H E)fr (x). The associated pseudotime evolution amplitude
h xb |UE (S)|xa fr (xb )fl (xa ) xb |eiS HE / |xa
(14.7)
(14.8)
yields upon integration over all S > 0 the same xed-energy amplitude as (14.4): (xb |xa )E =
0
dS xb |UE (S)|xa
(14.9)
[recall (12.30)]. The amplitude can therefore be calculated from the path integral (xb |xa )E = with the modied action Af [x] = E
S 0 0
dS fr (xb )fl (xa )
h Dx(s)eiAE [x]/ ,
(14.10)
ds
M x 2 (s) f (x(s))[V (x(s)) E] . 2f (x(s))
(14.11)
As observed in (12.37), this action is obtained from (14.6) by a path-dependent time reparametrization satisfying dt = ds f (x(s)). (14.12)
The introduction of f (x) has brought the kinetic term to an inconvenient form containing a space-dependent mass M/f (x). This space dependence is removed by a coordinate transformation x = h(q). Since the coordinate dierentials are related by dx = h (q)dq, (14.14)
(14.13)
14.1 One-Dimensional Systems
893
we require the function h(q) to satisfy h 2 (q) = f (h(q)). Then the action (14.11) reads, in terms of the new coordinate q, Af,q = E
S 0
(14.15)
ds
M 2 q (s) f (q(s))[V (q(s)) E] , 2
(14.16)
with the obvious notation f (q) f (h(q)), V (q) V (h(q)). (14.17)
In the transformed action (14.16), the kinetic term has the usual form. The important fact to be proved and exploited in the sequel is the following: The initial xed-energy amplitude (14.5) can be related to the xed-pseudoenergy amplitude associated with the transformed action (14.16), if this action is extended by an eective potential h2 1 h 3 Ve (q) = M 4h 8
h h
The eective potential is caused by time slicing eects and will be derived in the next section. Thus, instead of the naively transformed action (14.16), the xedpseudoenergy amplitude (qb |qa )E is obtained from the extended action ADK [q] = E,E
S 0
(14.18)
ds
M 2 q (s) f (q(s))[V (q(s)) E] Ve (q(s)) + E , 2

0
(14.19)
by calculating the path integral (qb |qa )E = dS Dq(s)eiAE,E [q] .

DK
(14.20)
The relation to be derived which leads to a solution of many nontrivial path integrals is (xb |xa )E = [f (xb )f (xa )]1/4 (qb |qa )E=0 . (14.21)
The procedure is an obvious generalization of the Duru-Kleinert transformation of the Coulomb path integral in Section 13.1, as indicated by the superscript DK on the transformed actions. Correspondingly, the actions AE [x] and ADK [q], whose E,E path integrals (14.5) and (14.20) producing the same xed-energy amplitude (xb |xa )E via the relation (14.21), are called DK-equivalent. The prefactor on the right-hand side has its origin in the normalization properties of the states. With dx = dq h (q) = dq f (h(q))1/2 , the completeness relation dx|x x| = 1 (14.22)
894 goes over into
dq f (q)|h(q) h(q)| = 1. We want the transformed states |q to satisfy the completeness relation dq|q q| 1. This implies the relation between new and old states: |x = f (q)1/4 |q .
(14.23)
(14.24)
(14.25)
At rst sight it appears as though the normalization factor in (14.21) should have the opposite power 1/4, but the sign is correct as it is. The reason lies, roughly speaking, in a factor [f (xb )f (xa )]1/2 by which the pseudotimes dt and ds in the integrals (14.4) and (14.20) dier from each other. This causes the xed-energy amplitude to be no longer proportional to the dimensions of the states, in which case Eq. (14.21) would have indeed carried a factor [f (xb )f (xa )]1/4 . The extra factor [f (xb )f (xa )]1/2 arising from the pseudotime integration inverts the naively expected prefactor. In applications, the situation is usually as follows: There exists a solved path integral for a system with a singular potential. The time-sliced action is not the naively sliced classical action, but a more complicated regularized one which is free of path collapse problems. The most important example is the radial path integral (8.36) which involves a logarithm of a Bessel function rather than a centrifugal barrier. Further examples are the path integrals (8.173) and (8.206) of a particle near the surface of a sphere in D = 3 and D = 4 dimensions, where angular barriers are regulated by Bessel functions. In these examples, the explicit form of the timesliced path integral without collapse as well as its solution are obtained from an angular momentum projection of a simple Euclidean path integral. In the rst step of the solution procedure, the introduction of a path-dependent new time s via dt = ds f (x(s)) removes the dangerous singularities by an appropriate choice of the regulating function f (x). The transformed system has a regular potential and possesses a time-sliced path integral, but it has an unconventional kinetic term. In the second step, the coordinate transformation brings the kinetic term to the conventional form. The nal xed-pseudoenergy amplitude (qb |qa )E evaluated at E = 0 coincides with the known amplitude of the initial system, apart from the above-discussed factor which is inversely related to the normalization of the states. Note that with (14.15), the relation (14.21) can also be written as (xb |xa )E = [h (qb )h (qa )]1/2 (qb |qa )E=0 . (14.26)
This transformation formula will be used to nd a number of path integrals. First, however, we shall derive the eective potential (14.18) as promised.
14.2 Derivation of the Eective Potential
895
14.2
Derivation of the Eective Potential
In order to derive the eective potential (14.18), we consider the pseudotime-sliced path integral associated with the regularized pseudotime evolution operator (14.8): xb |UE (S)|xa where
N +1
fr (xb )fl (xa )
N n=1
2i s hfl (xb )fr (xa )/M
dxn 2i s hfn /M
exp
i N A , h
(14.27)
AN =
n=1
M (xn )2 + s [E V (xn )]fl (xn )fr (xn1 ) . 2 s fl (xn )fr (xn1 )
(14.28)
In the measure, we have used the abbreviation fn f (xn ) = fl (xn )fr (xn ). From now on, the potential V (x) is omitted as being inessential to the discussion. By shifting the product index and the subscripts of fn by one unit, and by compensating for this with a prefactor, the integration measure in (14.27) acquires the postpoint form [f (xb )f (xa )]1/4 fr (xa ) fr (xb ) 2i s h/M
5/4
fl (xa ) fl (xb )
1/4 N +1 n=2
dxn 2i s hfn /M
(14.29)
where the integrals over xn = xn xn1 are done successively from high to low n, each at a xed postpoint position xn . We now go over to the new coordinate q with a transformation function x = h(q) satisfying (14.15) which makes the leading kinetic term simple:
N +1
AN 0
=
n=1
M (qn )2 . 2s
(14.30)
The postpoint expansion of xn reads at each n (omitting the subscripts) 1 1 x = x(q) x(q q) = e1 q e2 (q)2 + e3 (q)3 + . . . , 2 6 with the expansion coecients e1 h = f 1/2 , e2 h , e3 h , . . . (14.32) (14.31)
evaluated at the postpoint qn . The expansion (14.31) is the one-dimensional analog of the expansion (11.56), the coecients corresponding to the basis triads ei in Eq. (10.12) and their derivatives (e1 =ei , e2 =ei , , . . .). Let us also introduce the analog of the reciprocal triad ei dened in (10.12): e 1/e1 = 1/h = 1/f 1/2 . (14.33)
896
With it, we expand the kinetic term in (14.28) as (q)2 1 1 (xn )2 1 ee2 q + ee3 + (e2 )2 (q)2 + . . . = e 2 s fl (xn )fr (xn1 ) 2s 3 4 1+

f fr q + r fr fr
where fr dfr /dq. From Eq. (14.31) we see that the transformation of the measure has the Jacobian J= x 1 = f 1/2 1 ee2 q + ee3 (q)2 + . . . q 2 (14.35)
1 fr (q)2 + . . . , 2 fr
(14.34)
[this being a special case of (11.59)]. Since the subsequent algebra is tedious, we restrict the regulating functions fl (x) and fr (x) somewhat as in Eq. (13.3) by assuming them to be dierent powers fl (x) = f (x)1 and fr (x) = f (x) of a single function f (x), where is an arbitrary splitting parameter. Then the measure (14.29) becomes fb
3/2 (13)/2 N +1 fa
dxn 2i s hfn /M
2i s h/M
(14.36)
n=2
with the obvious notation fb f (xb ), fa f (xa ). We now distribute the prefactor 3/2 (13)/2 fb fa evenly over the time interval by writing
3/2 (13)/2 fb fa
1/4 1/4 fb fa
N +1 n=1
fn1 fn
1/43/2
(14.37)
Then the path integral (14.27) becomes xb |UE (s)|xa i exp h

1/4 fb fa 1/4 N n=1
2i s h/M
N +1 n=1
dqn 2i s h/M
(14.38) [1 + C(qn , qn )],
M (qn )2 + s f (qn )[E V (qn )] + . . . 2s
where 1 + C is a correction factor arising from the three-step transformation 1 + C (1 + Cmeas )(1 + Cf )(1 + Cact ). (14.39)
Dropping irrelevant higher orders in q, the three contributions on the right-hand side have the following origins: The transformation of the measure (14.35) gives rise to the time slicing correction 1 Cmeas = e2 q + ee3 (q)2 + . . . . e 2 (14.40)
14.2 Derivation of the Eective Potential
897
The rearrangement of the f -factors in (14.37) produces Cf = 1 3 4 2 1 2 1f f q + (q)2 f 2 f 1 3 4 2 f f

2
3 3 + 4 2
(q)2 + . . . .
(14.41)
The transformation of the pseudotime-sliced kinetic term (14.34) yields Cact = f i (q)2 ee2 M h 2s f

q
2
1 1 1 f f e + ee3 + (e2 )2 + + ( + 1) 3 4 2 f f
M 2 (q)4 f 2 ee2 2 f 2 4 s h
f e2 (q)2 e f
(q)2 + . . . .
(14.42)
We now calculate an equivalent kernel according to Section 11.2. The correction terms are evaluated perturbatively using the expectation values (q)
2n 0
i h M
(2n 1)!!.
(14.43)
First we nd the expectation value (11.70). Listing only the relevant terms of order s , we obtain Cq
0
= i h
e2 e
1 3 4 2
3 f f + ee2 f 2 f
(14.44)
The -terms cancel each other identically. The remainder vanishes upon using the relation (14.15), which reads in the present notation e2 = f, 1 implying that 2e1 e2 = f , 2e2 = f /f, e (14.46) (14.45)
and yielding indeed Cq 0 0. We now turn to the expectation C 0 which determines the eective potential via Eq. (11.47). By dierentiating the second equation in (14.46), we see that f /f = 2 (e2 )2 + ee3 . e (14.47)
By expressing f and f in Eqs. (14.41) and (14.42) in terms of the e-functions, we obtain 1 3 Cf = 2e2 q + [(e2 )2 + ee3 ] (q)2 e e 4 2 3 3 1 3 2 (e2 )2 (q)2 + . . . , e (14.48) + 4 2 4 2
898
Cact = i
M (q)2 (1 2)e2 q e h 2s 1 1 + ee3 + (e2 )2 (e2 + ee3 ) + 2( + 1)(e2 )2 2(e2 )2 (q)2 e e e e 3 4 M 2 (q)4 2 (1 2)2 (e2 )2 (q)2 + . . . . e (14.49) 2 4 2 h s
After forming the product (14.39), the total correction reads C = ee2 1 iM q (q)2 3 2 hs 9 1 1 7 7 M +(e2 )2 e (q)2 + i 42 + (q)4 2 6 2 2 8 hs 2 M2 1 1 6 2 2 (q) 2 2 h s 1 1 1 M 3 (q)2 i +e3 e (14.50) (q)4 + . . . . 2 2 2 3 hs
s:
Using (14.43), we nd the expectation to the relevant order C

0
sh M
1 3 ee3 (e2 )2 . e 4 8
(14.51)
It amounts to an eective potential Ve 3 i 2 1 h ee3 (e2 )2 . e = M 4 8 (14.52)
By inserting (14.32) and (14.33), this turns into the expression (14.18) which we wanted to derive. In summary we have shown that the kernel in (14.38) K s (q) = 1 2i s h/M exp i N +1 M (qn )2 + s Ef (qn ) h n=1 2 s [1 + C] (14.53)
can be replaced by the simpler equivalent kernel K s (q) = 1 2i s h/M exp i N +1 M (qn )2 + s Ef (qn ) s Ve h n=1 2 s , (14.54)
in which the correction factor 1 + C is accounted for by the eective potential Ve of Eq. (14.18). This result is independent of the splitting parameter [1]. The same result emerges, after a lengthier algebra, for a completely general splitting of the regulating function f (x) into a product fl (x)fr (x).
14.3 Comparison with Schrdinger Quantum Mechanics o
899
14.3
Comparison with Schrdinger o Quantum Mechanics
The DK transformation of the action (14.11) into the action (14.19) has of course a correspondence in Schrdinger quantum mechanics. In analogy with the introo duction of the pseudotime evolution amplitude (14.8), we multiply the Schrdinger o equation h2 2 E (x, t) = i t (x, t) h 2M x from the left by an arbitrary regulating function fl (x), and obtain h2 2 fl (x)x fr (x) Ef (x) f (x, t) = f (x)i t f (x, t), h 2M (14.56) (14.55)
with the transformed wave function f (x, t) fr (x)1 (x, t). After the coordinate transformation (14.14), we arrive at
h 1 fl (q) q 2M h (q)
fr (q) Ef (q) f (q, t) = f (q)i t f (x, t), h
(14.57)
having used the notation f (q) f (h(q)) as in (14.17). Inserting (14.15), the Schrdinger equation becomes o h h2 1 2 fr (q) q q fr (q) Ef (q) f (q, t) = f (q)i t f (q, t). (14.58) h 2M h After going from f (q, t) to a new wave function
3/4 (q, t) = fr (q)fl 1/4
(q)f (q, t)
related to the initial one by (x, t) fr (q)f (q, t)= f 1/4 (q)(q, t), the Schrdinger o equation takes the form h h2 2 h (q)1/2 q q h (q)1/2 Ef (q) (q, t) 2M h 1 2 = + Ve Ef (q) (q, t) = f (q)i t (q, t), h 2M q
(14.59)
where Ve is precisely the eective potential (14.18). The operator f (q)t on the right-hand side is equal to the pseudotime derivative s .
900
14.4
Applications
We now present some typical solutions of path integrals via the DK method. The initial xed-energy amplitudes will all have the generic action AE = dt M 2 x (t) V (x) + E , 2 (14.60)
with dierent potentials V (x) which usually do not allow for a naive time slicing. The associated path integrals are known from certain projections of Euclidean path integrals. In the sequel, we omit the subscript E for brevity (since we want to use its place for another subscript referring to the potential under consideration). The solution follows the general two-step procedure described in Section 14.4.
14.4.1
Radial Harmonic Oscillator and Morse System
Consider the action of a harmonic oscillator in D dimensions with an angular momentum lO at a xed energy EO : AO = dt 2 1/4 M 2 2 M 2 r h2 O r + EO . 2 2Mr 2 2 (14.61)
Here O is an abbreviation for O = DO /2 1 + lO (14.62) [recall (8.137)], DO denotes the dimension, and lO the orbital angular momentum of the system. The subscript O indicates that we are dealing with the harmonic oscillator. A free particle is described by the 0 -limit of this action. Due to the centrifugal barrier, the time evolution amplitude possesses only a complicated time-sliced path integral involving Bessel functions. According to the rule (8.139), the centrifugal barrier requires the regularization h2 M 2 1/4 O i log IO h rn rn1 . 2 2Mrn i h (14.63)
This smoothens the small-r uctuations and prevents a path collapse in the Euclidean path integral with O = 0. The time-sliced path integral can then be solved using the formula (8.14). The nal amplitude is obtained most simply, however, by solving the harmonic oscillator in DO Cartesian coordinates, and by projecting the result into a state of xed angular momentum lO . The result was given in Eq. (9.32), and reads for rb > ra M 2 M 2 1 1 ((1 + )/2) (rb |ra )EO ,lO = i W,/2 rb M,/2 r , (14.64) rb ra ( + 1) h h a where the parameters on the right-hand side are = O EO , 2 h = O . (14.65)
14.4 Applications
901
A stable pseudotime evolution amplitude exists after a path-dependent time transformation with the regulating function f (r) = r 2 . The time-transformed Hamiltonian HO = r 2 p2 2 1/4 M 2 4 + h2 O + r EO r 2 M 2M 2 (14.67) (14.66)
is free of the barrier singularity. Thus, when time-slicing the action

f 2 AO=r
M r 2 2 1/4 M 2 4 ds O r + EO r 2 2 2 r 2M 2
(14.68)
associated with HO , no Bessel functions are needed. Note that the factor 1/r 2 accompanying r 2 = [dr(s)/ds]2 does not produce additional problems. It merely diminishes the uctuations at small r. However, the r-dependence of the kinetic term is undesirable for an evaluation of the time-sliced path integral. We therefore go over to a new coordinate x via the transformation r = h(x) ex , (14.69)
the transformation function h(x) being related to the regulating function f (x) by (14.15): h 2 = e2x = f (r) = r 2 . The resulting eective potential (14.18) happens to be a constant: Ve h2 1 h 3 = M 4h 8
(14.70)
h h
h2 . = 8M
(14.71)
Together with this constant, the DK-transformed radial oscillator action becomes ADK = O
0
ds
2 M 2 4x M 2 x O e + EO e2x . 2 2M 2
(14.72)
The eective potential (14.71) has changed the initial centrifugal barrier term from (2 1/4)/2M to 2 /2M. We have omitted the pseudoenergy E since it is set O O equal to zero in the nal DK relation (14.26). With the identications M 2 , 2 B = EO , h2 2 O C = + EM , 2M A = (14.73)
902
the action (14.72) goes over into AM =

0
ds
M 2 x (VM EM ) . 2
(14.74)
This is the action for the so-called Morse potential VM (x) = Ae4x + Be2x + C. Its xed-energy amplitude (xb |xa )EM =
0
(14.75)
dS
h Dx(s)eiAM /
(14.76)
is therefore equivalent to the radial amplitude of the oscillator (14.64) via the DK relation (14.26), which now reads (rb |ra )EO ,l = e(xb +xa )/2 (xb |xa )EM , where r = ex . (14.77)
14.4.2
Radial Coulomb System and Morse System
By a similar argument, the completely dierent path integral of the radial Coulomb system can be shown to be DK-equivalent to the path integral of the Morse potential. The action is AC = where C = DC /2 1 + lC . (14.79) dt M 2 2 1/4 e2 r h2 C + + EC , 2 2Mr 2 r (14.78)
For e2 = 0, the action describes a free particle moving in a centrifugal barrier potential. As in the previous example, the action (14.78) does not lead to a timesliced amplitude of the Feynman type, but involves Bessel functions. We must again remove the barrier via a path-dependent time transformation with f (r) = r 2 (14.80)
by introducing the pseudotime s satisfying dt = ds r 2(s). This leads to the timetransformed action Af =r = C
2
ds
2 1/4 M r2 h2 C + e2 r + EC r 2 . 2 r2 2M
(14.81)
To bring the kinetic term to the standard form, we change the variable r to x via r = ex . (14.82)
14.4 Applications
903
This introduces the same eective potential as in (14.71), h2 1 , (14.83) Ve = M8 canceling the 1/4-term in the former centrifugal barrier. Thus we arrive at the DK transform of the radial Coulomb action M 2 2 ds ADK = (14.84) x h2 C + e2 ex + EC e2x . C 2 2M 0 A trivial change of variables x = 2, x M = M /4, C = 2, brings this to the form ADK = C
0
(14.85)
ds
2 M 2 x x x h2 + e2 e2 + EC e4 , 2 2M
(14.86)
and establishes contact with the Morse action (14.74). Upon replacing x by x we see that 1 (rb |ra )EC ,lC = e(xb +xa ) (xb |xa )EM , (14.87) 2 with r = e2x . The factor 1/2 accounts for the fact that the normalized states are related by |x = | /2. The identication of the parameters is now x A = EC , B = e2 , 2 C = h2 + EM . 2M (14.88)
14.4.3
Equivalence of Radial Coulomb System and Radial Oscillator
Since the radial oscillator and the radial Coulomb system are both DK-equivalent to a Morse system, they are DK-equivalent to each other. The relation between the parameters is MO = 4MC , O = 2C , EO = e2 ,
(14.89)
MO 2 = EC , 2 rC . rO =
904
We have added subscripts O, C also to the masses M to emphasize the systems to which they belong. The relation O = 2C implies DO /2 1 + lO = 2(DC /2 1 + lC ) (14.90)
for all dimensions and angular momenta of the two systems. Due to the square root relation rO = rC , the orbital angular momenta satisfy lO = 2lC . For the dimensions, this implies DO = 2DC 2. (14.92) (14.91)
In the cases DC = 2 and 3, there is complete agreement with Chapter 13 where the dimensions of the DK-equivalent oscillators were 2 and 4, respectively. To relate the amplitudes with each other we nd it useful to keep the notation as close as possible to that of Chapter 13 and denote the radial coordinate of the radial oscillator by u. Then the DK relation for the pseudotime evolution amplitudes states that (rb |ra )EC ,C = 1 ub ua (ub |ua )EO ,O , 2 (14.93)
with the right-hand side given by (14.64) (after replacing r by u, MO by 4MC , and MO u2/ by 2r). h Note once more that the prefactor on the right-hand side has a dimension opposite to what one might have expected from the quantum-mechanical completeness relation
0
dr|r r| = 1,
(14.94)
whose u-space version reads

0
du 2u|r r| =
du|u u| = 1.
(14.95)
As explained in Section 14.1, the reason lies in the dierent dimensions (by a factor r) of the pseudotimes over which the evolution amplitudes are integrated when going to the xed-energy amplitudes. A further factor 1/4 contained in (14.93) is due to the mass relation MO = 4MC . Let us check the relation (14.93) for DC = 3. The xed-energy amplitude of the Coulomb system has the partial-wave expansion (xb |xa )EC =
lC
lC =0 m=lC
1 (rb |ra )EC ,lC YlC m (b , b )Yl m (a , a ). C rb ra
(14.96)
14.4 Applications
905
The four-dimensional oscillator, on the other hand, has (ub |ua)EO =
lO =0
(ub |ua)EO ,lO

l /2
(14.97)
O lO + 1 lO D lO /2 (n , n , n )Dm1/2 2 (n1 , n1 , n1). m 2 2 m1 ,m2 =lO /2 m1 m2
We now take Eq. (13.122), (xb |xa )EC = and observe that the integral
l /2 0 4 0
dSeie
2 S/ h
1 16
4 0
da (ubS|ua 0),
(14.98)
da over the sum of angular wave functions (14.99)
O lO + 1 dlO /2 (b )dlO1/2 2 (a )eim1 (b a )+im2 (b a ) m m 2 2 m1 ,m2 =lO /2 m1 m2
produces a sum
lO /2
8
m
YlO /2,m,0 (b , b )Yl /2,m,0 (a , a ), O
(14.100)
with the spherical harmonics YlO /2,m (, ) = lO + 1 im lO /2 e dm,0 (). 4 (14.101)
Only even lO -values survive the integration, and we identify lC = lO /2 Recalling the radial amplitude of the harmonic oscillator (9.32), we nd from (14.93) the radial amplitude of the Coulomb system in any dimension DC for rb > ra : (rb |ra )EC ,lC = i MC ( + lC + (DC 1)/2) W,lC +DC /21 (2rb )M,lC +DC /21 (2ra ), h (2lC + DC 2)! (14.102)
where = 2ME/ 2 and = e4 MC /2 2 EC as in (13.39) and (13.40). For h h DC = 3, this agrees with (13.206). The full DC -dimensional amplitude is given by the sum over partial waves (xb |xa )EC ,lC = 1 (rb ra )
(DC 1)/2 l=0
(rb |ra )EC ,lC
Ylm ( b )Ylm ( a ), x x m
which becomes with (8.125) (xb |xa )EC ,lC = 1 (rb ra )

(DC 1)/2 lC =0
(rb |ra )EC ,lC
2lC + DC 2 1 (DC /21) C (cos n ). DC 2 SDC lC
(14.103)
906
It is easy to perform the sum if we make use of an integral representation of the radial amplitude obtained by DK-transforming the integral representation (9.25) of the radial oscillator amplitude. Replacing the imaginary time by the new variable of integration = e2(b a ) , the radial variables r by u, and the oscillator mass M by MO to match the notation of Chapter 13, the amplitude (9.25) can be rewritten as 1d 1+ 2 MO (u2 +u2 ) 1 a b e IlO +DO /21 2ub ua (ub |ua )EO ,lO = i ub ua ,(14.104) h 1 0 2 with MO , 2 h EO /2 . h (14.105)
From the DK relation (14.93) we obtain (rb |ra )lC ,EC and insert it into (14.103). Then we recall the summation formula (suppressing all subscripts C) 1 kz 2
D/21/2
ID/23/2 (kz) = k
D2
F (l, l + D 2; D/2 1/2; (1 + k 2 )/2)()l I2l+D2 (z),
1 (l + D 2) (2l + D 2) l=0 l! (D/2 1/2)
(14.106)
which follows from Eq. (13.200) for = D/2 3/2 and = D 2. After expressing D/21 the right-hand side in terms of the Gegenbauer polynomial Cl with the help of (8.105), the summation formula becomes 1 1 D/21/2 2 (2) z D2 ID/23/2 (kz)/(kz)D/23/2 2 2lC + D 2 1 (D/21) ClC ((1 + k 2 )/2)I2lC +D2 (z). = D 2 SD lC =0 2 , z 2ub ua 1
(14.107)
Setting k cos(/2), (14.108)
the sum over the partial waves in (14.103) is easily performed, and we obtain for the xed-energy amplitude of the Coulomb system in D dimensions the generalization of the integral representations (13.43) and (13.128) in two and three dimensions: (xb |xa )E = i where
1 d M D2 h (2)(D1)/2 0 (1 )2 (D3)/2 1+ 2 e 1 (rb +ra ) ID/23/2 (kz) /(kz)D/23/2 , 1
(14.109)
2 kz = 2 1
(rb ra + xb xa )/2,
(14.110)
14.4 Applications
907
and , are the Coulomb parameters (13.40). By changing the integration variable to = (1 + )/(1 ) as in (13.44), the integral in (14.109) is transformed into a contour integral encircling the cut from = 1 to in the clockwise sense. Then the amplitude reads [2] (xb |xa )E = i
C
d ( 1)+D/23/2 ( + 1)+D/23/2 e(rb +ra ) ID/23/2 (z) /z D/23/2 . 2i
M D2 ei(D/2+3/2) 2 (2)(D1)/2 sin[( D/2 + 3/2)] h
(14.111)
This expression generalizes the integral representations (13.48) and (13.130) for DC = 2 and DC = 3, respectively. It is worth emphasizing that due to the catastrophic centrifugal barriers, there is no way of establishing this relation for the time-sliced radial amplitudes without the intermediate Morse potential. This has been attempted in the literature [3]by using the DK transformation with the regulating function f (r) = r and a pseudotime s satisfying dt = ds r(s) (which were successful in two and three dimensions). Although this transformation removes the Coulomb singularity, it weakens the centrifugal barrier insuciently to a still catastrophic 1/r-singularity. Let us exhibit the place where such an attempt fails. The starting point is the pseudotime-sliced amplitude (13.8), xb |UE (s)|xa with the action
N +1 1 rb ra N D/2 n=1
2 s hr 1 r /M
d xn 2 s hrn /M
AN / E h, De
(14.112)
AN = (N + 1) s e2 + E
n=1
M (xn xn1 )2 1 + s Ern rn1 . 1 2 s rn rn1
(14.113)
In contrast to Chapter 13, we work here conveniently with an imaginary-time. In any dimension D, the amplitude has the angular decomposition xb |UE (s)|xa =
N +1
1 (rb ra )D1/2
rb |UE (s)|ra l Ylm ( b )Ylm ( a ). x x
(14.114)
The action for the radial amplitude is obtained by decomposing AN = (N + 1) s e2 + E M 2

1 s rn rn1 2 2 (rn +rn1 2rn rn1 cos n ) + s Ern ,(14.115)
n=1
1 where n is the angle between xn and xn1 . We have replaced Ern rn1 by Ern 2 since the dierence is of order s and thus negligible. We now go through the same steps as in Section 8.5. For an individual time slice, the n -part of the exponential is expanded as
exp
M
s
1 rn rn1 cos n = eh
l=0
al (h)
m
Ylm ( b )Ylm ( a ), x x
(14.116)
908 with
2 al (h) = h
(D1)/2
ID/21+l (h),
h=
M 1 r r h s n n1
(14.117)
[recall (8.129) and (8.101)]: The radial part of the propagator is then rb |UE (s)|ra l with the radial action
N +1
rb ra1 2 s rb h
1
N +1
ra /M n=2
drn rn1 AN / e E h, 2 s /M h
1/2
(14.118)
AN = (N +1) s e2 + E
n=1
M 1 M (rn rn1 )2 h log ID/21+l r r s Ern . 1 r 2 s rn h s n n1 n1 (14.119)
At this place we simplify the calculation by choosing the symmetric splitting parameter = 1/2. Going over to square root coordinates (14.120) u n = rn , we calculate rn = = rn = un 1/2 = rn1 (un + un1 )un , 2un (1 un /2un )un , 2un (1 un /un ), u1(1 un /un )1 , n (14.121)
transforming the measure of integration into N ub ua dun 2 s /M h

n=1
2 s /M h
(14.122)
Note that there are no higher un correction terms. The kinetic energy is 4 1 (un )4 4n2 (un )2 u + ... . = (un )2 + 2 s un un1 2s 4 un2 (14.123)
The (un )4 -term can be replaced right away by its expectation value and renders an eective potential Ve (un2 ) = 2 sh 1 3 . 2 4M 4un2

0
(14.124)
The radial amplitude becomes simply ub ua E (s)|ra l rb | U 2 s /M h
N +1 n=2
dun 2 2 s /M h
h eAE / ,
(14.125)
14.4 Applications
909
with
N +1
AN E
= (N + 1) s +
n=1
M 4M (un )2 + Ve (un2 ) h log ID/21+l un un1 . 2 2s hs (14.126)
Due to the 1/un2 -singularity in Ve (un2 ), the time-sliced path integral does not exist. Apart from the s /un2 -term, there should be innitely many terms of increasing order of the type ( s /un2 )2 , . . . , whose resummation is needed to obtain the correct threshold small-un behavior of the amplitude as discussed in Section 8.2. To have the usual kinetic term of the harmonic oscillator MO (un )2 /2 s , we must identify 4M with the oscillator mass MO [called in (13.27); see also (14.89) with MC M], MO = 4M. The centrifugal barrier in (14.126) resides in 3 MO /4 log ID/21+l h un un1 + s h2 + ... , hs 8MO u2 n and is given by h2 4 s 2MO un un1 D 1+l 2
2
(14.127)
(14.128)
1 3 + s h2 + ... . 4 8MO u2 n
(14.129)
This can be rewritten more explicitly as

s
1 1 h , (DC 2 + 2lC )2 2MO un un1 4
(14.130)
where we have added the subscript C to D to record its being the dimension of the Coulomb system. The expression in parentheses is identied with the parameter O of the harmonic oscillator, which appears in the subscript of the Bessel function in (8.139). This implies O = 2C , (14.131)
in agreement with the relation (14.90). Indeed, the higher terms in the expansion (14.129) must all conspire to sum up to the Bessel-regulated centrifugal barrier in the time-sliced radial amplitude of the harmonic oscillator MO un un1 . log ID2+2l h hs (14.132)
This is quite hard to verify term by term, although it must happen. Using the stronger regulating function f = r 2 , these diculties are avoided. Instead of the pseudotime evolution amplitude (14.112), we have xE |Ue (s)|xa rb ra22 2 shrb 22 ra2 /M
D/2 2 N n=1
d xn 2 s hrn /M 2
Af N / h E , (14.133) De
910
with the time-sliced transformed action Af N = (N + 1) s e2 + E

N +1 n=1
M 2
22 r 2 s rn n1
2 2 2 (rn + rn1 2rn rn1 cos n ) s Ern .
(14.134) For = 1/2, the cos n -term is now free of the radial variables rn , rn1 , rn , rn1, and the angular decomposition of the amplitude as in (14.114)(14.119) gives the radial amplitude with a time-sliced action Af N = (N +1) s e2 + E
N +1 n=1
M (rn rn1 )2 M s Ern2 . (14.135) log ID/21+l h 2 s rn rn1 hs
Since rn , rn1 are absent in the Bessel function, the limit of small s is now uniform in the integration variables rn and the logarithmic term in the energy can directly be replaced by
s
h (DC /2 1 + lC )2 1/4 , 2MC
(14.136)
where we have added the subscripts C, for clarity. To perform the integration over the rn variables, one goes over to new coordinates x with r = h(x) = ex . The measure of integration is rb ra
N +1 N +1 n=2
(14.137)
2 s /M h
drn . rn1
(14.138)
Expanding 1/rn1 around the postpoint rn gives 1 rn1 = 1 rn rn rn1 = exn . exn (14.139)
We now write (dropping subscripts n) r = ex exx = ex (1 ex ), and nd the Jacobian r = ex ex . x In the x-coordinates, the measure becomes simply e(xb +xa )/2 2 s /M h
N +1 N +1
(14.140)
(14.141)
dxn .
n=2
(14.142)
14.4 Applications
911
The kinetic term in the action turns into

N +1
AN = E and has the expansions

N +1
M
s
n=1
(1 cos xn ),
(14.143)
AN = E
n=1
M 1 (x)2 (xn )4 + . . . . 2s 12
(14.144)
The higher-order terms contribute with higher powers of s uniformly in x. They can be treated as usual. This is why the path-dependent time transformation of the radial Coulomb system to a radial oscillator with the regulating function f = r 2 is free of problems.
14.4.4
Angular Barrier near Sphere, and Rosen-Morse Potential
For another application of the solution method, consider the path integral for a mass point near the surface of a sphere in three dimensions, projected into a state of xed azimuthal angular momentum m = 0, 1, 2, . . . . The projection generates an angular barrier (m2 1/4)/ sin2 which is a potential of the Pschl-Teller type. o 2 With = Mr , the real-time action is APT = dt 2 h2 h2 m2 1/4 + + EPT . 2 8 2 sin2 (14.145)
The quotation marks are dened in analogy with those of the centrifugal barrier in Eq. (8.139). The precise meaning is given by the proper time-sliced expression in Eq. (8.174) whose limiting form for narrow time slices is (8.176). After an analytic continuation of the parameter m to arbitrary real numbers , the resulting amplitude was given in (8.186). In the sequel we refrain from using the symbol for the noninteger m-values to avoid confusion with the mass parameter . The spectral representation of the associated xed-energy amplitude is easily written down; it arises by simply integrating (8.186) over idb and reads (b |a )m,EPT = sin b sin a i h (14.146) 2 n=0 EPT h L2 /2 2n + 2m + 1 (n + 2m)! m m Pn+m (cos b )Pn+m (cos a ), 2 n!
where L2 = l(l + 1) with l = n + m [recall (8.224) for D = 3]. The sum over n can be done using the so-called Sommerfeld-Watson transformation [4]. The sum is re-expressed as a contour integral in the complex n-plane and deformed in such a way that only the Regge poles at 1 n + m = l = l(EPT ) + 2 1 2EPT + 4 h2 (14.147)
912
contribute, with both signs of the square root. The result for b > a is [5] (b |a )m,EPT = sin b sin a i (m l(EPT ))(l(EPT ) + m + 1) h m m Pl(EPT ) (cos b )Pl(EPT ) (cos a ).
(14.148)
Here we shall consider m as a free parameter characterizing the interaction strength of the Pschl-Teller potential [6] o VPT () = h2 m2 . 2 sin2 (14.149)
The regulating function removing the angular barrier is f () = sin2 , and the time-transformed action reads with dt = ds sin2 (s)
f =sin2 APT
(14.150)
h2 2 h2 2 2 ds sin (m 1/4) + EPT sin2 . (14.151) 2 + 8 2 2 sin
We now bring the kinetic term to the conventional form by the variable change sin = 1 , cosh x cos = tanh x, 1 . cosh x 1 1 2 tanh2 x , cosh x (14.152)
which maps the interval (0, ) into x (, ). Then we have h (x) = sin = Forming the higher derivatives h (x) = tanh x , cosh x h (x) = (14.154) (14.153)
the eective potential is found to be Ve = h2 1 1+ . 8 cosh2 x (14.155)
The DK-transformed action is therefore ADK PT =

0
1 2 h2 m2 + EPT ds x . 2 2 cosh2 x
(14.156)
It describes the motion of a mass point in a smooth potential well known as the Rosen-Morse potential (also called the modied Pschl-Teller potential ) [7]. The o standard parametrization is h2 s(s + 1) . VRM (x) = 2 cosh2 x (14.157)
14.4 Applications
913
This corresponds to l(EPT ) in (14.147) having the value s. The energy of the RosenMorse potential determines the parameter m in the action (14.156), and we identify m = m(ERM ) = 2ERM / 2 . h (14.158)
It is obvious that the time-sliced amplitude of the Rosen-Morse potential has no path collapse problems. Its xed-energy amplitude is thus DK-equivalent to the Pschl-Teller amplitude (14.148), with the precise relation being o (b |a )m,EPT = sin b sin a (xb |xa )m,ERM , (14.159)
where tanh x = cos , (0, ), x (, ). Inserting (14.148), the amplitude of the Rosen-Morse system reads explicitly (xb |xa )m(ERM ) = i (m(ERM ) s)(s + m(ERM ) + 1) h Psm(ERM ) (tanh xb )Psm(ERM ) ( tanh xa ).
(14.160)
The bound states lie at the poles of the rst Gamma function where m(ERM ) = s n, n = 0, 1, 2, . . . , [s], (14.161)
with [s] denoting the largest integer number s. From the residues we extract the normalized wave functions [5] n (x) = (2s n + 1)(s n)/nPsns (tanh x). (14.162)
For noninteger values of s, these are not polynomials. However, the identity between hypergeometric functions (1.450) F (a, b; c; z) = (1 z)cab F (c a, c b; c; z) permits relating them to polynomials: Psns (tanh x) = 1 2ns F (n,1 + 2s n;s n + 1;(1tanh x)/2) . (s n + 1) coshsn x (14.164) (14.163)
The continuum wave functions are obtained from (14.162) by an appropriate analytic continuation of m to ik. This amounts to replacing n by s + ik.
14.4.5
Angular Barrier near Four-Dimensional Sphere, and General Rosen-Morse Potential
Let us extend the previous path integral of a mass point moving near the surface of a sphere from D = 3 to D = 4 dimensions. By projecting the amplitude into a state of xed azimuthal angular momenta m1 and m2 , an angular barrier is generated in
914
the Euler angle proportional to (m2 + m2 1/4 2m1 m2 cos )/ sin2 . This is 1 2 again a potential of the Pschl-Teller type, although of a more general form to be o denoted by a subscript PT . The action (8.211) is, with = Mr 2 /4, APT = dt 2 h2 h2 m2 + m2 2m1 m2 cos 1/4 1 2 + + EPT 2 32 2 sin2 , (14.165)
where the quotation marks indicate the need to regularize the angular barrier via Bessel functions as specied in (8.207). The projected amplitude was given in Eq. (8.202) and continued to arbitrary real values of m1 = 1 , m2 = 2 with 1 2 0 in (8.212). As in subsection 14.4.4, we shall also use the parameters m1 , m2 when they have noninteger values. The most general Pschl-Teller potential o VPT () = h2 s1 (s1 + 1) s2 (s2 + 1) + 2 sin2 (/2) cos2 (/2) (14.166)
can easily be mapped onto the above angular barrier, up to a trivial additive constant. The xed-energy amplitude is obtained directly from Eq. (8.212) by an integration over idb . It reads for m1 m2 (b |a )m1 ,m2 ,EPT = sin b sin a 2n + 2m1 + 1 n+m1 i h n+m dm1 ,m2 (b )dm1 ,m12 (a ), (14.167) 2 2 EPT h L2 /8 n=0
where L2 is given by L2 = (l + 1)2 1/4 with l = 2n + 2m1 [recall (8.219) with (8.224)]. As in Eq. (14.146), the sum over n can be performed with the help of a Sommerfeld-Watson transformation by rewriting the sum as a contour integral in the complex n-plane. After deforming the contour in such a way that only the Regge poles at 2n + 2m1 = l = l(EPT ) 1 + 2 1 2EPT + 16 h2 (14.168)
contribute, with both signs of the square root, we nd for b > a : (b |a )m1 ,m2 ,EPT = sin b sin a 2i h (14.169)
1 l(EPT )/2 PT (m1 l(EPT )/2)(l(EPT )/2m1 +1) dm1 ,m2 (b )dl(E,m2 )/2 (a ), m1 2
with arbitrary real parameters m1 , m2 characterizing the interaction strength. The regulating function which removes the angular barrier is f () = sin2 , (14.170)
14.4 Applications
915
and the time-transformed action reads, with dt = ds sin2 (s),

f =sin2 APT 0
h2 2 ds sin2 2 + 32 2 sin 2 h (m2 + m2 1/4 2m1 m2 cos ) + EPT sin2 . 2 2 1
(14.171)
We now bring the kinetic term to the conventional form by the variable change sin = 1 , cos = tanh x. cosh x (14.172)
As in the previous case, this leads to the eective potential Ve = 1 h2 1+ . 8 cosh2 x (14.173)
The DK-transformed action is then 1 . 0 cosh2 x (14.174) It contains a smooth potential well near the origin known as the general Rosen-Morse potential [7]. A convenient general parametrization is ADK = PT
ds
3 2 h 2 h2 2 x (m1 + m2 + 2m1 m2 tanh x) + EPT 2 2 2 32
VRM (x) = which amounts to choosing EPT =
s(s + 1) h2 + 2c tanh(x) , 2 cosh2 (x)
(14.175)
h2 [s(s + 1) + 3/32], 2
m1 m2 = c,
in (14.174). Inserting this into (14.168) makes l(EPT )/2 equal to s. The energy of the general Rosen-Morse potential xes the third parameter to ERM = h2 2 (m + c2 /m2 ). 1 2 1 (14.176)
The solution of this equation will be a function m1 (EPM ). Correspondingly, we dene m2 (EPM ) c/m1 (EPM ). Feynmans time-sliced amplitude certainly exists for this potential, and the xedenergy amplitude is determined in terms of the angular-projected amplitude (14.169) of a mass point near the surface of a sphere which describes the motion in a general Pschl-Teller potential. The relation is [8] o (b |a )m1 ,m2 ,EPT = sin b sin a (xb |xa )m1 ,m2 ,ERM , (14.177)
916
with tanh x = cos , (0, ), x (, ). Explicitly we have (xb |xa )EPT = 2i (14.178) (m1 (ERM ) s)(s m1 (ERM ) + 1) h 1 ds 1 (ERM ),m2 (ERM ) (b (xb ) )ds 1 (ERM ),m2 (ERM ) (a (xa )). m 2 m
The bound states lie at the poles of the rst Gamma function. With the energydependent function m1 (ERM ) dened by (14.176), they are given by the solutions of the equation m1 (ERM ) = s n, n = 0, 1, . . . , [s] . (14.179)
The residues in (14.178) render the normalized wave functions n (x) = m2 m2 (s + 1 m1 )n! 1 2 m1 (s + 1 m2 )(s + 1 + m2 ) (14.180)
(m 1 [ 2 (1 + tanh x)](m1 m2 )/2 [ 1 (1 tanh x)](m1 +m2 )/2 Pn 1 m2 ,m1 +m2 ) ( tanh x), 2
or, expressed in terms of hypergeometric functions, n (x) = m2 m2 (s + 1 + m1 )(s + 1 m2 ) 1 2 m1 n!(1 + m1 m2 )2 (s + 1 + m2 )
[ 1 (1 + tanh x)](m1 m2 )/2 [ 1 (1 tanh x)](m1 +m2 )/2 2 2 1 F (2s n + 1, n; 1 + m1 m2 ; 2 (1 + tanh x)) ,
(14.181)
with m1 = s n and m2 = c/m1 [9]. The continuum wave functions are obtained from these by an appropriate analytic continuation of m1 to complex values ik satisfying the relation k 2 = (m2 + c2 /m2 ) [compare (14.176)]. 1 1
14.4.6
Hulthn Potential and General Rosen-Morse Potential e
For a further application of the solution method, consider the path integral of a particle moving along the positive r-axis with the singular Hulthn potential e VH (r) = g er/a 1 , 1 (14.182)
where g and a are energy and length parameters. Note that this potential contains the Coulomb system in the limit a at ag = e2 = xed. The xed-energy amplitude is controlled by the action AH = dt M 2 r VH (r) + EH . 2 (14.183)
14.4 Applications
917
The potential is singular at r = 0, and for g < 0, the Euclidean time-sliced amplitude does not exist due to path collapse. A regulating function which stabilizes the uctuations is f (r) = 4(1 er/a )2 . The time-transformed action is therefore Af = H
0
(14.184)
ds
M r2 g 4er/a (1 er/a )+ EH 4(1 er/a )2 . (14.185) 2 4(1er/a )2
The coordinate transformation leading to a conventional kinetic energy in terms of the new variable x is found by solving the dierential equation dr = h (x), dx with h = The solution is r = x + a log[2 cosh(x/a)] = log(e2x/a + 1), a so that h (x) = 2 e2x/a ex/a = . e2x/a + 1 cosh(x/a) (14.189) (14.188) f = 2(1 er/a ). (14.187) (14.186)
The semi-axis r (0, ) is mapped into the entire x-axis. To nd the eective potential we calculate the derivatives 1 1 ex/a 1 = [1 tanh(x/a)], a cosh2 (x/a) a cosh(x/a) ex/a 2 sinh x 2 h (x) = 2 [tanh(x/a) tan2 (x/a)], (14.190) = 2 3 a cosh x a cosh(x/a) h (x) = and obtain h h h h 1 1 ex/a = [1 tanh(x/a)], (14.191) a cosh(x/a) a 2 2 ex/a sinh(x/a) = 2 tanh(x/a)[1 tanh(x/a)], = 2 2 a a cosh (x/a) =
so that the eective potential becomes Ve = h2 4 . 2 2 tanh(x/a) 2 2 8Ma cosh (x/a) (14.192)
918
After adding this to the time-transformed potential, the DK-transformed action is found to be ADK = H
0
ds
M 2 h2 x g + EH 2 2Ma2 + 2EH +
1 cosh (x/a)
2
h2 tanh(x/a) + 4Ma2
2EH
h2 4Ma2
(14.193)
This is the action governing the xed-energy amplitude of the general Rosen-Morse potential VRM (x) = s(s + 1) h2 + c tanh x . 2 cosh2 x (14.194)
Since this potential is smooth, there exists a time-sliced path integral of the Feynman type. The relation between the xed-energy amplitudes is (rb |ra )EH = e(xb +xa )/2a [cosh(xb /a) cosh(xa /a)]1/2 (xb |xa )ERM , (14.195)
with r/a = log(e2x/a + 1) (0, ), x (, ). The amplitude on the right-hand side is known from the last section; it is related to the amplitude for the motion of a mass point on the surface of a sphere in four dimensions, projected into a state of xed azimuthal angular momenta m1 and m2 . Only a simple rescaling of x/a to x is necessary to make the relation explicit. In the literature, a solution of the time-sliced path integral with the action (14.183) has been attempted using a regulating function [10] f = a2 (er/a 1). This implies going to the new variables r = 2 log cos(/2), a so that f = a2 tan2 (/2) = a2 1 1 . cos2 (/2) (14.198) (14.197) (14.196)
Note that this does not lead to a solution of the time-sliced path integral, since the transformed potential is still singular. Indeed, with h = a tan(/2), h = a/[2 cos2 (/2)], h = a sin(/2)/[2 cos3 (/2)], we would nd the eective potential Ve () = 1 3 h2 1 h2 (1 + 2 cos ) = , (14.199) 2 2 8Ma2 sin 32Ma2 sin (/2) cos2 (/2) 1 Ma4 2 g + EH 1 + Ve () , (14.200) 2 (/2) 2 cos
and a transformed action ADK = H

0
(ds/a2 )
14.5 D -Dimensional Systems
919
which is of the general Pschl-Teller type (14.166). Due to the presence of the o 2 1/ cos (/2)-term, the Euclidean time evolution amplitude cannot be time-sliced. Only by starting from the particle near the surface of a sphere with the particular Bessel function regularization of (8.207), can a well-dened time-sliced amplitude be written down whose action looks like (14.200) in the continuum limit. It would be impossible, however, to invent this regularization when starting from the continuum action (14.200).
14.4.7
Extended Hulthn Potential e and General Rosen-Morse Potential
The alert reader will have noticed that the regulating function (14.182) overkills the ga/r singularity of the Hulthn potential (14.182). In fact, we may add to the e potential a term VH = (er/a g 1)2 (14.201)
without loosing the stability of the path integral. In the limit a , the extended potential contains the radial Coulomb system plus a centrifugal barrier, if we set ga = e2 = const and g a2 = h2 l(l + 1)/2M. The potential (14.201) adds to the time-transformed action (14.185) a term Af = H
0
ds g 4e2r/a ,
(14.202)
which winds up in the nal DK-transformed action as ADK = H

0
ds g 2 2 tanh2 (x/a)
1 . cosh (x/a)
2
(14.203)
Therefore, the extended Hulthn potential is again DK-equivalent to the general e Rosen-Morse potential with the same relation (14.195) between the amplitudes, but with dierent relations between the constants.
14.5
D-Dimensional Systems
Let us now perform the path-dependent time transformation in D dimensions. The xed-energy amplitude is given by the integral (xb |xa )E =
0
dS xb |UE (S)|xa ,
(14.204)
with the pseudotime evolution amplitude i xb |UE (S)|xa = fr (xb )fl (xa ) xb | exp Sfl (x)(H E)fr (x) |xa . (14.205) h
920
It has the time-sliced path integral xb |UE (S)|xa (14.206)

N D n=1
fr (xb )fl (xa )
2i s hfl (xb )fr (xa )/M with the action

N +1
dxn 2i s hfn /M
exp
i N A , h
AN =
n=1
(xn )2 M + s [E V (xn )]fl (xn )fr (xn1 ) , 2 s fl (xn )fr (xn1 )
(14.207)
where the integration measure contains the abbreviation fn f (rn ) = fl (xn )fr (xn ). The time-transformed measure of path integration reads fr (xb )fl (xa ) 2i s hfl (xb )fr (xa )/M
D N n=1
dD xn 2i s hfn /M
D.
(14.208)
By shifting the product index and the subscripts of fn by one unit, and by compensating for this with a prefactor, the integration measure in (14.27) acquires the postpoint form
D
fr (xb )fl (xa ) 2i s hfl (xb )fr (xa )/M

D
f (xb ) f (xa )
N +1 n=2
dD xn 2i s hfn /M
D.
(14.209)
The integrals over each coordinate dierence xn = xn xn1 are done at xed postpoint positions xn . To simplify the subsequent discussion, it is preferable to work only with the postpoint regularization in which fl (x) = f (x) and fr (x) 1. Then the measure becomes simply f (xa ) 2i s f (xa ) /M h
D N +1 n=2
dD xn 2i s hfn /M
D.
(14.210)
We now introduce the coordinate transformation. In D dimensions it is given by xi = hi (q). The dierential mapping may be written as in Chapter 10 as dxi = hi (q) = ei (q)dq . (14.212) (14.211)
The transformation of a single time slice in the path integral can be done following the discussion in Sections 10.3 and 10.4. This leads to the path integral (xb |xa )E f (qa ) 2i s f (qa ) /M h
D 0 N +1 n=2
dS
dD qn g 1/2 (qn ) 2i s hfn /M
iAtot / h , D e
(14.213)
14.6 Path Integral of the Dionium Atom
921
with the total time-sliced action

N +1
Atot = Each slice contains three terms
n=1
Atot .
(14.214)
Atot = A + AJ + Apot .
(14.215)
In the postpoint form, the rst two terms were given in (13.158) and (13.159). They are equal to A + AJ = h h2 M g (q)q q i q s f ( )2 . 2f 2 8M (14.216)
The third term contains the eect of a potential and a vector potential as derived in (10.182). After the DK transformation, it reads Apot = A q i s f h (A + D A ) s f V (q). 2M (14.217)
14.6
Path Integral of the Dionium Atom
We now apply the generalized D-dimensional Duru-Kleinert transformation to the path integral of a dionium atom in three dimensions. This is a system of two particles with both electric and magnetic charges (e1 , g1 ) and (e2 , g2 ) [11]. Its Lagrangian for the relative motion reads L= M 2 x + A(x)x V (x), 2 (14.218)
where x is the distance vector pointing from the rst to the second article, M the reduced mass, V (x) a Coulomb potential e2 V (x) = , r and A(x) the vector potential A(x) = hq x z 1 1 r rz r+z = hq (x y )z y x . 2 + y2) r(x (14.220) (14.219)
The coupling constants are q (e1 g2 e2 g1 )/ c and e2 (e1 e2 + g1 g2 ). The h vector potential (14.220) implies an obvious generalization of the magnetic monopole interaction (8.299) with an electric charge [recall Appendix 10A.3] The potenial If we take the coupling as and e2 e1 e2 g1 g2 in (14.220) we allow for the two particles to carry both electric and magnetic charges of the two particles, if we take for V (x) the potential V (x) = e2 . r (14.221)
922
The hydrogen atom is a special case of the dionium atom with e1 = e2 = e and q = 0, l0 = 0. An electron around a pure magnetic monopole has e1 = e, g2 = g, e2 = g1 = 0. In the vector potential (14.220) we have made use of the gauge freedom A A(x) + (x) to enforce the transverse gauge A(x) = 0. In addition, we have taken advantage of the extra monopole gauge invariance which allows us to choose the shape of the Dirac string that imports the magnetic ux to the monopoles. The eld A(x) in (14.220) has two strings of equal strength importing the ux, one along the positive x3 -axis from minus innity to the origin, the other along the negative x3 -axis from plus innity to the origin. It is the average of the vector potentials (10A.59) and (10A.60). For the sake of generality, we shall assume the potential V (x) to contain an extra 2 1/r -potential: V (x) = e2 h2 l0 2 + . r 2Mr 2 (14.222)
The extra potential is parametrized as a centrifugal barrier with an eective angular momentum hl0 . At the formal level, i.e., without worrying about path collapse and time slicing corrections, the amplitude has been derived in Ref. [12]. Here we reproduce the derivation and demonstrate, in addition, that the time slicing produces no corrections.
14.6.1
Formal Solution
We extend the action of the type (14.11) by a dummy fourth coordinate as in the Coulomb system and go over to u-coordinates depending on the radial coordinate u = r and the Euler angles , , as given in Eq. (13.97). Then the action reads A = dt M 2 2 M 4 2 hq e2 h2 l0 2 4u u + u + 2 + 2 +2 + cos 2 +E . 2 2 Mu4 u 2Mu4 (14.223)
By performing the Duru-Kleinert time reparametrization dt = ds r(s) and changing the mass to = 4M, the action takes the form ADK =
0
ds
4 2 l0 h 2 u2 2 4 q h + Eu2 . u2 + + 2 + 2 +2 + 2 cos 2 4 u 2u2 (14.224)
This can be rewritten in a canonical form A= with the Hamiltonian

ds(pu u + p + p + p H),
(14.225)
923
H = +
1 4 1 p2 + 2 p2 + p2 + (p + hq)2 2(p + hq)p cos u 2 u sin2 4 2 qp + h2 (l0 q 2 ) . h 2 2u2 (14.226)
In the canonical path integral, the momenta are dummy integration variables so that we can replace p + hq by p . Then the action becomes A=
0
ds[pu u + p + p + (p hq) H],
(14.227)
with the Hamiltonian H = + 4 1 1 p2 + 2 p2 + p2 + p2 2p p cos u 2 u sin2 4 2 q(p hq) + h2 (l0 q 2 ) . h 2 2u2 (14.228)
This diers from the pure Coulomb case in three ways: First, the Hamiltonian has an extra centrifugal barrier proportional to the charge parameter 4q: V (r) = 8 q(p hq) h . 2 2u (14.229)
Second, there is an extra centrifugal barrier h2 lextra 2 , 2u2
V (r) =
(14.230)
whose eective quantum number of angular momentum is given by

2 2 lextra 4(l0 q 2 ).
(14.231)
Third, the action (14.227) contains an additional term A = q h Fortunately, this is a pure surface term A = q(b a ). h (14.233)
0
ds .
(14.232)
2 In the case q 2 = l0 , the extra centrifugal barrier vanishes, making it straightforward to write down the xed-energy amplitude (xb |xa )E of the system. It is given by a simple modication of the relation (13.122) that expresses the xed-energy
924
amplitude of the Coulomb system (xb |xa )E in terms of the four-dimensional harmonic oscillator amplitude (ub S|ua 0). Due to (14.232), the modication consists of a simple extra phase factor eiq(b a ) in the integral over a so that (xb |xa )E =
0
dSeie
2 S/ h
1 16
4 0
da eiq(a b ) (ub S|ua 0).
(14.234)
The integral over a forces the momentum p in the canonical action (14.227) to take the value hq. This eliminates the term proportional to p h in (14.228). In the general case l0 = q, the amplitude becomes (xb |xa )E =
0
dSeie
2 S/ h
1 16
4 0
da eiq(a b ) (ub S|ua0)lextra ,
(14.235)
where the subscript lextra indicates the presence of the extra centrifugal barrier potential in the harmonic oscillator amplitude. This amplitude was given for any dimension D in Eqs. (8.132) with (8.143). In the present case of D = 4, it has the partial-wave expansion [compare (8.161)] (ub S|ua0)lextra 1 = (ub ua )3/2
(ub S|ua 0)O l
lO =0
lO + 1 2 2
(14.236)
lO /2
dlO1/2 2 (b )dlO1/2 2 (a )eim1 (b a )+im2 (b a ) , m m m m

m1 ,m2 =lO /2
with the radial amplitude MO ub ua i(MO /2 )(u2 +u2 ) cot S MO ubua h b a (ub S|ua 0)O = . e IO +1 l l i sin S h i sin S h
(14.237)
This diers from the pure oscillator amplitude [compare (8.141) for D = 4] by having the index lO + 1 of the Bessel function replaced by the square root of the shifted square as in (8.145): O + 1 l
2 (lO + 1)2 + lextra = 2 2 (lO + 1)2 + 4(l0 q 2 ) = 2 (jD + 1/2)2 + l0 q 2 . (14.238)
The expansion (14.236) is inserted into (14.235) with the variables ub , ua replaced by rb , ra . Just as in the Coulomb case in (14.100) and (14.101), the integral 4 iq(b a ) over the sum of angular wave functions 0 da e
lO /2 lO + 1 dlO /2 (b )dlO1/2 2 (a )eim1 (b a )+im2 (b a ) m m 2 2 m1 ,m2 =l/2 m1 m2
(14.239)
can immediately be done, resulting in

lO /2
8
m
lO lO Ym,q/2 (b , b )Ym,q/2 (a , a ),
(14.240)
925
lO where Ym,q/2 (, ) are the monopole spherical harmonics (8.277). They coincide with the wave functions of a spinning symmetric top which possesses a spin q along the body axis. Physically, this spin is caused by the elds momentum density = (E B)/4c encircling the radial distance vector x. The Poynting vector yielding the energy density is S = E B/4. If a magnetically charged particle lies at the origin and electrically charged particle orbits around it at x, the total angular momentum carried by the elds is [13]
J=
The quantization of the angular momentum eg h =n , c 2 n = integer (14.242)
is Diracs famous charge quantization condition [15] [see also Eq. (8.303)]. Thus we arrive at the xed-energy amplitude of the dionium atom, labeled by the subscript D, (xb |xa )ED = 1 rb ra
jD jD
where the sum over jD = lO /2 runs over integer or half-integer values depending on q, and with the radial amplitude given by the pseudotime integral over the radial oscillator amplitude of mass MO = 4MC and frequency = E/2MC [recall (13.118)]: MO rb ra 1 ie2 S/ MO rb ra h dSe I (rb |ra )ED ,jD = 2 0 i sin S lO +1 h i sin S h iMO (rb + ra ) cot S , (14.244) exp 2 h where = 2MED / 2 and = e4 MD /2 2 ED as in (13.39) and (13.40). Note h h that the dionium atom can be a fermion, even if the constituent particles are both bosons (or both fermions). After the variable changes e2 / = 2, S = iy, we do the S-integral as in h (9.29) and nd for rb > ra the radial amplitude of the dionium atom (rb |ra )ED ,jD = i j MD ( + D + 1) W, D +1/2 (2rb )M, D +1/2 (2ra ), (14.245) j j h (2D + 1)! j
2 1 1 where D = O /2 = (jD + 2 )2 + l0 q 2 2 . For q = 0 and l0 = 0, thus reduces j l properly to the three-dimensional Coulomb amplitude (14.102). The energy eigenvalues are obtained from the poles of the Gamma function at
d3 x x (x ) =
1 4c
d3 x x
eg gx e(x x) = x. 3 3 |x | |x x| c
(14.241)
(rb |ra )ED ,jD
jD jD Ym,q (b , b )Ym,q (a , a ), m=jD
(14.243)
= n D + n, j
n = 1, 2, 3, . . . ,
(14.246)
926 which yield
En = Mc2 2
1 2 n +
1 2
(jD +
1 2
)2
2 l0
q2
2.
(14.247)
From the residues at the poles and the discontinuity across the cut at E > 0 in (14.245), we can extract the bound and continuum radial wave functions by the same method as in Section 13.8 from Eqs. (13.211)(13.223).
14.6.2
Absence of Time Slicing Corrections
Let us now show that the above formal manipulations receive no correction in a proper time-sliced treatment [14]. Due to the presence of centrifugal and angular barriers, a path collapse can be avoided only after an appropriate regularization of both singularities. This is achieved by the path-dependent time transformation dt = ds f (x(s)) with the postpoint regulating functions fl (x) = f (x) = r2 sin2 , fr (x) 1. (14.248)
After the extension of the path integral by an extra dummy dimension x4 , the time-sliced timetransformed xed-energy amplitude to be studied is [see (14.204)(14.210)] (xb |xa )E with the sliced postpoint action
N +1
dx4 a
N +1 n=2
1 2 sin2 ra a
dS
0 4
1 (2i s /M )2 h (14.249)
N d xn h eiA / , 2 r4 sin4 (2i s /M ) n h n
AN =
n=1
M (xi )2 n 2 2 s rn sin2 n
2 s rn
sin2 n [V (xn ) E] +Ai (xn )xi
h Ai,i (xn ) . 2M (14.250)
On this action, we now perform the coordinate transformation in two steps. First we go through the nonholonomic Kustaanheimo-Stiefel transformation as in Section 13.4 and express the fourdimensional u-space in terms of r = |x| and the Euler angles , , . Explicitly, x1 x2 x3 dx4 = = = = r sin cos , r sin sin , r cos , r cos d + rd.
(14.251) components r, , , , the 0 0 . 0 r
It has the metric
Only the last equation is nonholonomic. If q = 1, 2, 3, 4 denotes the transformation matrix reads sin cos r cos cos r sin sin i sin sin r cos sin r sin cos x ei = = cos r sin 0 q 0 0 r cos 1 0 = 0 0 0 r2 0 0 0 0 r2 r2 cos 0 0 , r2 cos r2
g = ei ei
(14.252)

with an inverse g 1 0 = 0 0 0 1/r2 0 0 0 0 1/r2 sin2 cos /r2 sin2 0 0 . 2 2 cos /r sin 1/r2 sin2
927
(14.253)
The regulating function f (x) = r2 sin2 removes the singularities in g and thus in the free part of the Hamiltonian (1/2M )g p p ; there is no more danger of path collapse in the Euclidean amplitude. In a second step we go to new coordinates r = e , sin = 1/ cosh , cos = tanh , (14.254)
with the metric
as in the treatment of the angular barriers for D = 3 and D = 4 in Section 14.4. With q = 1, 2, 3, 4 denoting the coordinates , , , , respectively, the combined transformation matrix reads sinh e cosh1 cos e cosh2 cos e cosh1 sin 0 sinh e cosh1 sin e cosh2 sin e cosh1 cos 0 ei = (14.255) , 2 e tanh e cosh 0 0 0 0 e tanh e e2 0 = 0 0 0 e2 cosh2 0 0 0 0 e2 e2 tanh 0 0 , 2 e tanh e2
(14.256)
and the determinant
g = e8 / cosh4 . The inverse metric is completely regular: 2 e 0 0 0 e2 cosh2 0 g = 0 0 e2 cosh2 0 0 e2 sinh cosh
(14.257)
We now calculate the transformed actions (14.216) and (14.217). The relevant quantities which could contain time slicing corrections are D A and . The former quantity, being equal to i Ai , vanishes in the transverse gauge under consideration. The calculation of is somewhat tedious (see Appendix 14A) but yields a surprisingly simple result: = (1, 0, 0, 0). (14.259)
0 0 . e2 sinh cosh e2 cosh2
(14.258)
Because of this simplicity, the transformed sliced action is easily written down. It is split into two parts, Atot = A + A , one containing only the coordinates , , A = i h M [()2 cosh2 n + (n )2 ] + n n 2 s 2 h 2 2 (lextra + 1/4) Ee2n e2 en + , s cosh2 n 2M cosh2 n cosh2 n (14.261) (14.260)
928
the other dealing predominantly with , , A = M cosh2 n [(n )2 + (n )2 2n n tanh n ] 2 s h 2 q2 . + hq tanh n n s 2M cosh2 n
(14.262)
Hence the xed-energy amplitude becomes

4
(xb |xa )E
dS
0 0
da
1 2i s ra /M cosh a h 2 i h
N +1 n=1
N n=1
drn dn 2i s /M cosh2 n+1 h (14.263)
exp
(b b S|a a 0)[] .
The last factor is a pseudotime evolution amplitude in the angles , which is still a functional of (t), as indicated by the subscript [], (b b S|a a 0)[] (14.264)
N +1 =b +2l N +1 =b +4l b b N n=1
1 2i s /M cosh b h
dn dn exp 2i s /M cosh n h
i h
N +1 n=1
The sums over lb , lb account for the cyclic properties of the angles and with the periods 2 and 4, respectively, at a xed coordinate xb (as in the examples in Section 6.1). We now introduce auxiliary momentum variables p , p and go over to the canonical form of n n the amplitude (14.264): N N +1
(b b S|a a 0)[] exp

s
dn
n=1 n=1
dp n 2 h
N +1
dn
n=1 n=1
dp n 2 h (14.265)
i h
N +1
p n + p n n n
n=1 s
2M
[(p )2 + (p + hq)2 + 2p (p + hq) tanh n ] + n n n n
p q nh M cosh2 n
The momenta p are dummy integration variables and can be replaced by p q. The dn , dn h n n integrals run over the full extended zone schemes n , n (, ) and enforce the equality of all p . At the end, only the integrals over a common single momentum p , p remain and we arrive n at (b b S|a a 0)[]

(14.266) dp 2 h dp ip (b +2l a )/ ip (b +4l a )/ h h b b e e 2 h (p q) q h h M cosh2 n .
eiq(b a ) exp i h
l = l = b b
N +1 n=1
1 2M
(p2 + p2 + 2p p tanh n )
We can now do the sums over lb , lb which force the momenta p to integer values and p to half-integer values by Poissons formula, so that
(b b S|a a 0)[] = eiq(b a )

m1 ,m2
1 im1 (b a ) 1 im2 (b a ) e e 2 4
(14.267)
14.7 Time-Dependent Duru-Kleinert Transformation

i h
N +1 n=1
929
exp
h 2 h2 s (m2 q)q (m2 + m2 + 2m1 m2 tanh n ) 2 2M s 1 M cosh2 n
With this, the expression for the xed-energy amplitude (14.263) of the dionium atom contains the magnetic charge only at three places: the extra centrifugal barrier in A , the phase factor of the remaining integral over a , and the last term in (14.267). This last term, however, can be dropped since the integral over a forces the half-integer number m2 to become equal to q. The h b -integral over the remaining functional of (t) gives, incidentally,
4
da (b b S|a a 0)[] =
0 m1
1 im1 (b a ) e 2 . (14.268)
exp
i h
N +1 n=1
h 2 [m2 + q 2 + 2m1 q tanh n 2M s 1
The time-sliced expression has the parameter q at precisely the same places as the previous formal one. This proves that formula (14.235) with (14.236) is unchanged by time slicing corrections, thus completing the solution of the path integral of the dionium atom. Note that after inserting (14.268), the time-sliced path integral (14.263) is a combination of a general Rosen-Morse system in and a Morse system in . Let us end this discussion by the remark that like the Coulomb system, the dionium atom can be treated in a purely group-theoretic way, using only operations within the dynamical group O(4,2). This is explained in Appendix 14B.
14.7
Time-Dependent Duru-Kleinert Transformation
By generalizing the above transformation method to time-dependent regulating functions, we can derive further relations between amplitudes of dierent physical systems. In the path-dependent time transformation dt = ds fl (x)fr (x) regularizing the path integrals, we may allow for functions fl (p, x, t) and fr (p, x, t) depending on positions, momenta, and time. Such functions complicate the subsequent transformation to new coordinates q, in which the kinetic term of the amplitude (12.47) with respect to the pseudotime s has the standard form (M/2)q 2 (s). In particular, a momentum dependence of fl and fr leads to involved formulas, which is the reason why this case has not yet been investigated (just like the even more general case where the right-hand side of the transformation dt = ds f contains terms proportional to dx). If one restricts the transformation to depend only on time and uses the special splitting with the regulating functions fl = f and fr = 1, or fl = 1 and fr = f , the result in one spatial dimension is relatively simple. On the basis of Section 12.3, the following relation is found [instead of (14.26)] between the time evolution amplitude of an initial system and a xed-energy amplitude of the transformed systems at E = 0: (xb tb |xa ta ) = g(qb , tb )g(qa , ta ){qb tb |qa ta }E=0 , (14.269) where {qb tb |qa ta }E=0 denotes the spacetime extension of the xed-pseudoenergy amplitude. It is calculated by time-slicing the expression
0
dS{xb tb |UE (S)|xa ta }
(14.270)
930
on the right-hand side of (12.55), transforming the coordinates x to q, and adapting the normalization to the completeness relation of the states dx dt|q t}{q t| = 1. (14.271)
This leads to the path integral representation {qb tb |qa ta }E =

S 0 0
dS
h dEeiE(tb ta )/
h Dq(s)eiAE,E / ,
DK
(14.272)
with the DK-transformed action ADK = E,E ds M 2 q (s) f (q(s), t(s))[V (q(s), t) E] + E 2 Ve (q(s), t(s)) Ve (q(s), t(s)) .
(14.273)
Note that the initial potential may depend explicitly on time. The function t(s) is now given by the time-dependent dierential equation dt = f (x, t). ds The coordinate transformation also depends on time, x = h(q, t), and satises the equation h 2 (q, t) = f (h(q, t), t), (14.276) (14.275) (14.274)
where h (q, t) q h(q, t) [compare (14.15)]. The function f (q(s), t(s)) used in (14.273) is an abbreviation for f (h(q, t), t) evaluated at the time t = t(s). In addition to the eective potential Ve determined by Eq. (14.18), there is now a further contribution which is due to the time dependence of h(q, t) [16]: Ve = Mh 2 dq h h i h h . h (14.277)
The upper sign must be used if the relation between t and s is calculated from the time-sliced postpoint recursion relation tn+1 tn =
s f (qn+1 , tn+1 ).
(14.278)
The lower sign holds when solving the prepoint relation tn+1 tn =
s f (qn , tn ).
(14.279)
Note that the rst term of Ve contributes even at the classical level. If a function h(q, t) is found satisfying Newtons equation of motion Mh = V (h, t) , h (14.280)
14.7 Time-Dependent Duru-Kleinert Transformation
931
with V (h) V (x)|x=h , then the rst term eliminates the potential in the action (14.273), and the transformed system is classically free. This happens if the new coordinate q(t) associated with x, t is identied with the initial value, at some time t0 , of the classical orbit running through x, t. These are trivially time-independent and therefore behave like the coordinates of a free particle (see the subsequent example). The normalization factor g(q, t) is determined by the dierential equation g 1h M = + i h h. g 2h h The solution reads g(q, t) = ei(q,t) h (q, t), with (q, t) = M h
q
(14.281)
(14.282)
dq h h.
(14.283)
Thus, in addition to the normalization factor in (14.26), the time-dependent DK relation (14.269) also contains a phase factor. As an example [17], we transform the amplitude of a harmonic oscillator to that of a free particle. The classical orbits are given by x(t) = x0 cos t, so that the transformation x(t) = h(q, t) = q cos t leads to a coordinate q(t) which moves without acceleration. For brevity, we write cos t as c(t). Obviously, f (q, t) = c2 (t) is a pure function of the time [18], and the dierential relation between the time t and the pseudotime s is integrated to S= 1 sin (tb ta ) . c(tb )c(ta ) (14.284)
This equation can be solved for ta (S) at xed tb , or for tb (S) at xed ta . The solution ta (S) is obtained from the time-sliced postpoint recursion relation (14.278), while tb (S) arises from the prepoint recursion (14.279). The DK action (14.273) is simplied in these two cases to ADK = E,E c(tb ) M (qb qa )2 [tb ta (S)] i log h +E + ES. 2 S c(ta ) [tb (S) ta ]
0 h c(ta ) e(i/ )M (qb qa ) /2S , c(tb ) 2 iS/M h
2
(14.285)
The E-integration in (14.272) yields in the rst case {qb tb |qa ta }E = dS(tb ta (S)) (14.286)
and the integration over S using dta (S)/dS = c2 (ta ) results in

h e(i/ )M (qb qa ) /2S 1 {qb tb |qa ta }E = . c(tb )c(ta ) 2 iS/M h
2
(14.287)
932
The same amplitude is obtained for the lower sign in (14.285) with dtb (S)/dS = c2 (tb ). After inserting this together with (18.596) and (14.283) into (14.269) [the integration there gives (q, t) = (M/ )q 2 c(t)c(t)/2], we obtain h
h (xb tb |xa ta ) = e(i/ )M [qb c(tb )c(tb )qa c(ta )c(ta )]/2
2 2
1 c(tb )c(ta )
h e(i/ )M (qb qa )
2 /2S
2 iS/M h
(14.288) Since qb and qa are equal to xb /c(tb ) and xa /c(ta ), respectively, a few trigonometric identities lead to the well-known expression (2.168) for the amplitude of the harmonic oscillator. It is obvious that a combination of this transformation with a time-independent Duru-Kleinert transformation makes it possible to reduce also the path integral of the Coulomb system to that of a free particle. It will be interesting to nd out which hitherto unsolved path integrals can be integrated by means of such generalized DK transformations.
Appendix 14A
Ane Connection of Dionium Atom
From the transformation matrices (14.255), we calculate the derivatives [with q = (, , , ) and the abbreviation f, f ] ei , = ei , (14A.1)
sinh e cosh2 sin sinh e cosh2 cos 0 e cosh2 1
ei ,
sinh e cosh2 sin = e cosh2 0

1
sinh e cosh2 cos e 1sinh cos cosh3
2 2
e 1sinh sin cosh3 sinh 2e cosh3 0
0 , 0 0 0 0 , 0 0
(14A.2)
ei ,
e cosh sin e cosh1 cos = 0 0
sinh e cosh2 sin sinh e cosh2 cos
0 0
e cosh cos e cosh1 sin 0 0
(14A.3) (14A.4)
ei , = 0. From these we nd = ei ei , by contraction with ei : = g , 0 e2 cosh2 = 0 0 0 0 = e2 cosh2 0 e2 cosh2 sinh e2 cosh3 0 0 0 0 sinh e2 cosh3 0 0 0 , 2 2 e cosh 0 2 e cosh2 0 sinh e2 cosh3 0 , 0 0 0 0 0 0 0 0
(14A.5)
(14A.6)
(14A.7)
Appendix 14B
Algebraic Aspects of Dionium States

= 0.
933
(14A.8)
A contraction with the inverse metric g yields = (1, 0, 0, 0), as stated in Eq. (14.259).
Appendix 14B
Algebraic Aspects of Dionium States
In Appendix 13A we have shown that certain combinations of x and operators satisfy the commutation rules of the Lie algebra of the group O(4,2) [see Eqs. (13A.11)]. This permits solving all dynamical problems via group operations. In the case l0 = q (i.e., lextra = 0), the grouptheoretic approach can be extended to include the dionium atom. In fact, it is easy to see [19] that the Lie algebra of O(4,2) remains the same if the generators LAB (A, B = 1, . . . , 6) of Eq. (13A.11) are extended to (xi xi ) Lij Li4 Li5 Li6 L45 L46 L56 = = = = = = = i r (xi xj xj xi ) + q 2 xk , 2 x r 1 2 xi x xi + 2xi xx + 2iq 2 (x 2 x 1 r 2 xi x + xi + 2xi xx + 2iq 2 (x 2 x q irxi 2 (x x )i , x i(xx + 1), z 1 2 rx r + 2iq 2 (x 2 x z 1 2 rx + r + 2iq 2 (x 2 x r , x2 r )3 + q 2 2 . x )3 + q 2
xi , x2 xi )i ()i3 q 2 2 , x )i ()i3 q 2
(14B.1)
The representation space is now characterized by the eigenvalue of the operator L05 = irx4 = 1 being equal to q. The wave functions are generalizations of the q = 0 -wave a i = 2 ( a b b) functions of the Coulomb system.

[1] The special case = 1/2 has also been treated by N.K. Pak and I. Sokmen, Phys. Rev. A 30, 1692 (1984). [2] L.C. Hostler, J. Math. Phys. 11, 2966 (1970). [3] F. Steiner, Phys. Lett. A 106, 256, 363 (1984). [4] A. Sommerfeld, Partial Dierential Equations in Physics, Lectures in Theoretical Physics, Vol. 6, Academic, New York, 1949; T. Regge, Nuovo Cimento 14, 951 (1959); F. Calogero, Nuovo Cimento 28, 761 (1963); A.O. Barut, The Theory of the Scattering Matrix , MacMillan, New York, 1967, p. 140; P.D.B. Collins and E.J. Squires, Regge Poles in Particle Physics, Springer Tracts in Modern Physics, Vol. 49, Springer, Berlin 1968. [5] H. Kleinert and I. Mustapic, J. Math. Phys. 33, 643 (1992) (http://www.physik.fuberlin.de/ kleinert/207). [6] G. Pschl and E. Teller, Z. Phys. 83, 1439 (1933). See also S. Fl gge, Practical Quantum o u Mechanics, Springer, Berlin, 1974, p. 89.
934
[7] N. Rosen, P.M. Morse, Phys. Rev. 42, 210 (1932); S. Fl gge, op. cit., p. 94. See also u L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965, 23. [8] This DK relation between these amplitudes was rst given by G. Junker and A. Inomata, in Path Integrals From meV to MeV , edited by M.C. Gutzwiller, A. Inomata, J.R. Klauder, and L. Streit, World Scientic, Singapore, 1986, p. 315, and by M. Bhm and G. Junker, J. Math. Phys. 28, 1978 (1987). o Watch out for mistakes. For instance, in Eq. (3.28) of the rst paper, the authors claim to have calculated the xed-energy amplitude, but give only its imaginary part restricted to the bound-state poles.Their result (3.33) lacks the continuum states. Further errors in their Section V have been pointed out in Footnote 20 of Chapter 8. [9] For the explicit extraction of the wave functions see Ref. [5], Section IV B. [10] J.M. Cai, P.Y. Cai, and A. Inomata, Phys. Rev. A 34, 4621 (1986). [11] J. Schwinger, A Magnetic Model of Matter, Science, 165, 717 (1969). See also the review article K.A. Milton, Theoretical and Experimental Status of Monopoles, (hep-ex/0602040). [12] H. Kleinert, Phys. Lett. A 116, 201 (1989). [13] J.J. Thomson, On Momentum in the Electric eld , Philos. Mag. 8, 331 (1904). [14] This proof was done in collaboration with my undergraduate student J. Zaun. [15] P.A.M. Dirac, Proc. Roy. Soc. A 133, 60 (1931); Phys. Rev. 74, 817 (1948), Phys. Rev. 74, 817 (1948). [16] A. Pelster and A. Wunderlin, Zeitschr. Phys. B 89, 373 (1992). See also the similar generalization of the DK transformation in stochastic dierential equations by S.N. Storchak, Phys. Lett. A 135, 77 (1989). [17] For other examples see C. Grosche, Phys. Lett. A 182, 28 (1952). [18] This special case was treated by P.Y. Cai, A. Inomata, and P. Wang, Phys. Lett. 91, 331 (1982). Note that the transformation to free particles is based on a general observation in H. Kleinert, Phys. Lett. B 94, 373 (1980) (http://www.physik.fu-berlin.de/~kleinert/71). [19] A.O. Barut, C.K.E. Schneider, and R. Wilson, J. Math. Phys. 20, 2244 (1979).
H. Kleinert, PATH INTEGRALS June 16, 2007 ( /home/kleinert/kleinert/books/pathis/pthic15.tex) Thou comst in such a questionable shape,
That I will speak to thee. William Shakespeare, Hamlet
15
Path Integrals in Polymer Physics
The use of path integrals is not conned to the quantum-mechanical description point particles in spacetime. An important eld of applications lies in polymer physics where they are an ideal tool for studying the statistical uctuations of linelike physical objects.
15.1
Polymers and Ideal Random Chains
A polymer is a long chain of many identical molecules connected with each other at joints which allow for spatial rotations. A large class of polymers behaves approximately like an idealized random chain. This is dened as a chain of N links of a xed length a, whose rotational angles occur all with equal probability (see Fig. 15.1). The probability distribution of the end-to-end distance vector xb xa of such an object is given by
N
PN (xb xa ) =
d3 xn
n=1
N 1 (|xn | a) (3) (xb xa xn ). (15.1) 4a2 n=1
The last -function makes sure that the vectors xn of the chain elements add up correctly to the distance vector xb xa . The -functions under the product enforce the xed length of the chain elements. The length a is also called the bond length of the random chain. The angular probabilities of the links are spherically symmetric. The factors 1/4a2 ensure the proper normalization of the individual one-link probabilities P1 (x) = in the integral d3 xb P1 (xb xa ) = 1. The same normalization holds for each N: d3 xb PN (xb xa ) = 1. 935 (15.4) (15.3) 1 (|x| a) 4a2 (15.2)
936
15 Path Integrals in Polymer Physics
Figure 15.1 Random chain consisting of N links xn of length a connecting xa = x0 and xb = xN .
If the second -function in (15.1) is Fourier-decomposed as

N
(3) xb xa
xn =
n=1
d3 k ik(xb xa )ik e (2)3
N n=1
xn
(15.5)
we see that PN (xb xa ) has the Fourier representation PN (xb xa ) = with PN (k) =
N
d3 k ik(xb xa ) e PN (k), (2)3
(15.6)
d3 xn
n=1
1 (|xn | a)eikxn . 4a2
(15.7)
Thus, the Fourier transform PN (k) factorizes into a product of N Fouriertransformed one-link probabilities: PN (k) = P1 (k) These are easily calculated: P1 (k) = d3 x 1 sin ka (|x| a)eikx = . 2 4a ka d3 k [P1 (k)]N eikR (2)3
0 N
(15.8)
(15.9)
The desired end-to-end probability distribution is then given by the integral PN (R) =
1 = 2 2 R
sin ka dkk sin kR ka
(15.10)
15.2 Moments of End-to-End Distribution
937
where we have introduced the end-to-end distance vector R xb xa . The generalization of the one-link distribution to D dimensions is P1 (x) = 1 (|x| a), SD aD1 (15.12) (15.11)
with SD being the surface of a unit sphere in D dimensions [see Eq. (1.555)]. To calculate P1 (k) = dD x 1 (|x| a)eikx , SD aD1 (15.13)
we insert for eikx = eik|x| cos the expansion (8.129) with (8.101), and use Y0,0 ( ) = 1/ SD to perform the integral as in (8.249). Using the relation between x modied and ordinary Bessel functions J (z)1 I (ei/2 z) = ei/2 J (z), this gives P1 (k) = (D/2) JD/21 (ka), (ka/2)D/21 (15.15) (15.14)
where J (z) is the Bessel function.
15.2
Moments of End-to-End Distribution
The end-to-end distribution of a random chain is, of course, invariant under rotations so that the Fourier-transformed probability can only have even Taylor expansion coecients: PN (k) = [P1 (k)]N =
PN,2l
l=0
(ka)2l . (2l)!
(15.16)
The expansion coecients provide us with a direct measure for the even moments of the end-to-end distribution. These are dened by R2l dD R R2l PN (R). (15.17)
The relation between R2l and PN,2l is found by expanding the exponential under the inverse of the Fourier integral (15.6): PN (k) =
1
dD R eikR PN (R) =
n=0
dD R
(ikR)n PN (R), n!
(15.18)
938
and observing that the angular average of (kR)n is related to the average of Rn in D dimensions by (kR)
n
=k R
The three-dimensional result 1/(n+1) follows immediately from the angular average 1 (1/2) 1 d cos cosn being 1/(n + 1) for even n. In D dimensions, it is most easily derived by assuming, for a moment, that the vectors R have a Gaussian distribution 2 2 (0) PN (R) = (D/2Na2 )3/2 eR D/2N a . Then the expectation values of all products of Ri can be expressed in terms of the pair expectation value Ri Rj
(0)
0 , (n 1)!!(D 2)!! , (D + n 2)!!
n = odd, n = even. (15.19)
1 ij a2 N D
(15.20)
via Wicks rule (3.302). The result is Ri1 Ri2 Rin

(0)
1 i i i ...i an N n/2 , D n/2 1 2 3 n
(15.21)
with the contraction tensor i1 i2 i3 ...in of Eqs. (8.64) and (13.84), which has the recursive denition i1 i2 i3 ...in = i1 i2 i3 i4 ...in + i1 i3 i2 i4 ...in + . . . i1 in i2 i3 ...in1 . (15.22)
A full contraction of the indices gives, for even n, the Gaussian expectation values: Rn for instance R4
(0) (0)
(D + n 2)!! n n/2 (D/2 + n/2) 2n/2 n n/2 a N = a N , (D 2)!!D n/2 (D/2) D n/2 R6
(0)
(15.23)
(D + 2) 4 2 aN , D
(D + 2) (D + 4) 6 3 aN . D2
(15.24)
By contracting (15.21) with ki1 ki2 kin we nd (kR)n with dn = (n 1)!!(D 2)!! . (D + n 2)!! (15.26)
(0)
= (n 1)!!
1 (ka)n N n/2 = k n (R)n n/2 D
(0)
dn ,
(15.25)
Relation (15.25) holds for any rotation-invariant size distribution of R, in particular for PN (R), thus proving Eq. (15.17) for random chains. Hence, the expansion coecients PN,2l are related to the moments R2l N by PN,2l = (1)l d2l R2l , (15.27)
15.2 Moments of End-to-End Distribution
939
and the moment expansion (15.16) becomes PN (k) =

l=0
(1)l (k)2l d2l R2l . (2l)!
(15.28)
Let us calculate the even moments R2l of the polymer distribution PN (R) explicitly for D = 3. We expand the logarithm of the Fourier transform PN (k) as follows: sin ka log PN (k) = N log P1 (k) = N log ka =N 22l (1)l B2l (ka)2l , (15.29) (2l)!2l l=1
where Bl are the Bernoulli numbers B2 = 1/6, B4 = 1/30, . . . . Then we note that for a Taylor series of an arbitrary function y(x) y(x) = an n x , n=1 n!
(15.30)
the exponential function ey(x) has the expansion ey(x) = with the coecients
n 1 ai bn = n! {mi } i=0 mi ! i! mi
bn n x , n=1 n!
(15.31)
(15.32)
The sum over the powers mi = 0, 1, 2, . . . obeys the constraint

n
n=
i=1
i mi .
(15.33)
Note that the expansion coecients an of y(x) are the cumulants of the expansion coecients bn of ey(x) as dened in Section 3.17. For the coecients an of the expansion (15.29), an = N22l (1)l B2l /2l 0 for n = 2l, for n = 2l + 1, (15.34)
we nd, via the relation (15.27), the moments R

2l
1 N22i (1)i B2i = a (1) (2l + 1)! mi ! (2i)!2i {mi } i=1

2l l
mi
(15.35)
with the sum over mi = 0, 1, 2, . . .
constrained by
940
l=
i=1
i mi .
(15.36)
For l = 1 and 2 we obtain the moments R2 = a2 N, 5 2 R4 = a4 N 2 1 . 3 5N (15.37)
In the limit of large N, the leading behavior of the moments is the same as in (15.20) and (15.24). The linear growth of R2 with the number of links N is characteristic for a random chain. In the presence of interactions, there will be a dierent power behavior expressed as a so-called scaling law R2 a2 N 2 . (15.38)
The number is called the critical exponent of this scaling law. It is intuitively obvious that must be a number between = 1/2 for a random chain as in (15.37), and = 1 for a completely sti chain. Note that the knowledge of all moments of the end-to-end distribution determines completely the shape of the distribution by an expansion 1 PL (R) = SD RD1
Rn
n=0
(1)n n (R). n! R
(15.39)
This can easily be veried by calculating the integrals (15.17) using the integrals formula
n dz z n z (z) = (1)n n! .
(15.40)
15.3
Exact End-to-End Distribution in Three Dimensions
Consider the Fourier representation (15.10), rewritten as i PN (R) = 2 2 4 a R

d e
iR/a
sin
(15.41)
with the dimensionless integration variable ka. By expanding 1 sin = (2i)N

N N
(1)n
n=0
N exp [i(N 2n)] , n
(15.42)
we nd the nite series PN (R) = 1 2N +2 iN 1 2 a2 R

N
(1)n
n=0
N IN (N 2n R/a), n
(15.43)
15.3 Exact End-to-End Distribution in Three Dimensions
941
where IN (x) are the integrals IN (x)

eix . N 1
(15.44)
For N 2, these integrals are all singular. The singularity can be avoided by noting that the initial integral (15.41) is perfectly regular at = 0. We therefore replace the expression (sin /)N in the integrand by [sin( i )/( i )]N . This regularizes each term in the expansion (15.43) and leads to well-dened integrals: IN (x) =

eix(i ) . ( i )N 1
(15.45)
For x < 0, the contour of integration can be closed by a large semicircle in the lower half-plane. Since the lower half-plane contains no singularity, the residue theorem shows that IN (x) = 0, x < 0. (15.46)
For x > 0, on the other hand, an expansion of the exponential function in powers of i produces a pole, and the residue theorem yields IN (x) = 2iN 1 N 2 x , (N 2)! x > 0. (15.47)
Hence we arrive at the nite series PN (R) = 2N +1 (N N 1 (1)n (N 2n R/a)N 2 . (15.48) 2R 2)!a 0n(N R/a)/2 n
The distribution is displayed for various values of N in Fig. 15.2, where we have plotted 2R2 N PN (R) against the rescaled distance variable = R/ N a. With this N-dependent rescaling all curves have the same unit area. Note that they converge rapidly towards a universal zero-order distribution
(0) PN (R)
3 3R2 exp 2Na2 2Na2
(0) PL (R)
D 2 eDR /2aL . (15.49) 2aL
In the limit of large N, the length L will be used as a subscript rather than the diverging N. The proof of the limit is most easily given in Fourier space. For large N at nite k 2 a2 N, the Nth power of the quantity P1 (k) in Eq. (15.15) can be approximated by [P1 (k)]N eN k
2 a2 /2D
(15.50)
Then the Fourier transform (15.10) is performed with the zero-order result (15.49). In Fig. 15.2 we see that this large-N limit is approached uniformly in = R/ N a. The approach to this limit is studied analytically in the following two sections.
942
Figure 15.2 End-to-end distribution PN (R) of random chain with N links. The func tions 2R2 N PN (R) are plotted against R/ N a which gives all curves the same unit area. Note the fast convergence for growing N . The dashed curve is the continuum distri(0) bution PL (R) of Eq. (15.49). The circles on the abscissa mark the maximal end-to-end distance.
15.4
Short-Distance Expansion for Long Polymer
At nite N, we expect corrections which are expandable in the form PN (R) = PN (k) 1 +
(0)
1 Cn (R2 /Na2 ) , Nn n=1
(15.51)
where the functions Cn (x) are power series in x starting with x0 . Let us derive this expansion. In three dimensions, we start from (15.29) and separate the right-hand side into the leading k 2 -term and a remainder C(k) exp N 22l (1)l B2l 2 2 l (k a ) . (2l)!2l l=2
(15.52)
Exponentiating both sides of (15.29), the end-to-end probability factorizes as

2 2 PN (k) = eN a k /6 C(k).
(15.53)
The function C(k) is now expanded in a power series C(k) = 1 +

n=1,2,... l=2n,2n+1,...
Cn,l N n (a2 k 2 )l ,
(15.54)
15.4 Short-Distance Expansion for Long Polymer
943
with the lowest coecients 1 , C1,2 = 180 1 C1,4 = , 37800 For any dimension D, we factorize
2 2 PN (k) = eN a k /2D C(k)
1 C1,3 = , 2835 1 C2,4 = , 64800
... .
(15.55)
(15.56)
and nd C(k) by expanding (15.15) in powers of k and proceeding as before. This gives the coecients C1,2 C1,3 C1,4 C2,4 = = = = 1/4D 2 (D + 2), 1/3D 3 (D + 2)(D + 4), (5D + 12)/8D 4(D + 2)2 (D + 4)(D + 6), 1/32D 4(D + 2)2 .
(15.57)
We now Fourier-transform (15.56). The leading term in C(k) yields the zero-order distribution (15.49) in D dimensions,
(0) PN (R)
D 2 2 eDR /2N a , 2 2Na
(15.58)
or, written in terms of the reduced distance variable = R/Na,

(0) PN (R)
D 2 eDN /2 . 2 2Na
(15.59)
To account for the corrections in C(k) we take the expansion (15.54), emphasize the 2 2 dependence on k a by writing C(k) = C(k 2 a2 ), and observe that in the Fourier transform PN (R) = d3 k ikR e PN (k) = (2)3 d3 k ikR N k2 a2 /2D 2 2 e e C(k a ), (2)3 (15.60)
the series can be pulled out of the integral by replacing each power (k 2 a2 )p by (2DN )p . The result has the form PN (R) = C(2DN ) d3 k ikR N k2 a2 /2D (0) e e = C(2DN )PN (R). 3 (2) (15.61)
Going back to coordinate space, we obtain an expansion PN (R) = D 2Na2

D/2
eDN
2 /2
C(R).
(15.62)
944
For D = 3, the function C(R) is given by the series
C(R) = 1 +
n=1 l=0,...,2n
Cn,l N n (N2 )l ,
(15.63)
with the coecients 3 3 9 C1,l = , , , 4 2 20 C2,l = 29 69 981 1341 81 , , , , . 160 40 400 1400 800 (15.64)
For any D, we nd the coecients C1,l = C2,l = D D D2 , , , 4 2 4(D + 2) (3D 2 2D + 8)D (D 2 + 2D + 8)D (3D 2 + 14D + 40)D 2 , , , 96(D + 2) 8(D + 2) 16(D + 2)2 D4 (3D 2 + 22D + 56)D 3 . , 24(D + 2)2 (D + 4) 32(D + 2)2
(15.65)
15.5
Saddle Point Approximation to Three-Dimensional End-to-End Distribution
Another study of the approach to the limiting distribution (15.49) proceeds via the saddle point approximation. For this, the integral in (15.41) is rewritten as

d eN f () ,
(15.66)
with f () = i R sin log . Na (15.67)
The extremum of f lies at = , where solves the equation coth(i) 1 R = . i Na (15.68)
The function on the left-hand side is known as the Langevin function: 1 L(x) coth x . x (15.69)
The extremum lies at the imaginary position i with x being determined by x the equation L() = x R . Na (15.70)
15.6 Path Integral for Continuous Gaussian Distribution
945
The extremum is a minimum of f () since f () = L () = x 1 1 + 2 > 0. 2 sinh x x (15.71)
By shifting the integration contour vertically into the complex plane to make it run through the minimum at i, we obtain x PN (R)
1 N d (i + ) exp f () 2 x eN f () 2 a2 R 4i 2 2 eN f () . = 2 a2 R 4 Nf () x
(15.72)
When expressed in terms of the reduced distance R/Na [0, 1], this reads 1 Li ()2 PN (R) (2Na2 )3/2 {1 [Li ()/ sinh Li ()]2 }1/2 sinh Li () Li () exp[Li ()]
N
. (15.73)
Here we have introduced the inverse Langevin function Li () since it allows us to express x as x = Li () (15.74)
[inverting Eq. (15.70)]. The result (15.73) is valid in the entire interval [0, 1] corresponding to R [0, Na]; it ignores corrections of the order 1/N. By expanding the right-hand side in a power series in , we nd PN (R) = N 3 2Na2
3/2
exp
3R2 2Na2
1+
3R2 9R4 + . . . , (15.75) 2N 2 a2 20N 3 a4
with some normalization constant N . At each order of truncation, N is determined in such a way that d3 R PN (R)= 1. As a check we take the limit 2 1/N and nd powers in which agree with those in (15.62), for D = 3, with the expansion (15.63) of the correction factor.
15.6
Path Integral for Continuous Gaussian Distribution
The limiting end-to-end distribution (15.49) is equal to the imaginary-time amplitude of a free particle in natural units with h = 1: (xb b |xa a ) = We merely have to identify xb xa R, (15.77) M (xb xa )2 . D exp 2 b a 2(b a )/M 1 (15.76)
946 and replace
b a Na, M D/a. Thus we can describe a polymer with R2 PL (R) = D D x exp D 2a

L 0
(15.78) (15.79)
Na2 by the path integral D DR2 /2La e . 2a (15.80)
ds [x (s)]2 =
The number of time slices is here N [in contrast to (2.64) where it was N + 1), and the total length of the polymer is L = Na. Let us calculate the Fourier transformation of the distribution (15.80): PL (q) = dD R ei qR PL (R). (15.81)
After a quadratic completion the integral yields

2 PL (q) = eLaq /2D ,
(15.82)
with the power series expansion PL (q) =

l=0
(1)
lq
2l
l!
La 2D
(15.83)
Comparison with the moments (15.23) shows that we can rewrite this as PL (q) =
(1)l
l=0
q 2l (D/2) R2l . 2l (D/2 + l) l! 2
(15.84)
This is a completely general relation: the expansion coecients of the Fourier transform yield directly the moments of a function, up to trivial numerical factors specied by (15.84). The end-to-end distribution determines rather directly the structure factor of a dilute solution of polymers which is observable in static neutron and light scattering experiments: S(q) = 1 L2
L 0
ds
L 0
ds
eiq[x(s)x(s )] .
(15.85)
The average over all polymers running from x(0) to x(L) can be written, more explicitly, as eiq[x(s)x(s )] = dD x(L) dD (x(s )x(s)) dD x(0) (15.86)
PLs (x(L)x(s ))eiqx(s ) Ps s (x(s )x(s))eiqx(s) Ps0 (x(s)x(0)).

15.6 Path Integral for Continuous Gaussian Distribution
947
The integrals over initial and nal positions give unity due to the normalization (15.4), so that we remain with eiq[x(s)x(s )] = dD R eiqR Ps s (R). (15.87)
Since this depends only on L |s s| and not on s + s , we decompose the double integral in over s and s in (15.85) into 2 0L dL (L L ) and obtain S(q) = or, recalling (15.81), S(q) = 2 L2
L 0
2 L2
L 0
dL (L L )
dD R eiqR(L ) PL (R),
(15.88)
dL (L L )PL (q).
(15.89)
Inserting (15.82) we obtain the Debye structure factor of Gaussian random paths: S Gauss (q) = 2 x 1 + ex , x2 x q 2 aL . 2D (15.90)
This function starts out like 1 x/3 + x2 /12 + . . . for small q and falls of like q 2 for q 2 2D/aL. The Taylor coecients are determined by the moments of the end-to-end distribution. By inserting (15.84) into (15.89) we obtain:
S(q) =
l=0
(1)l q 2l
2 (D/2) 2l l!(l + D/2) L2 2
L 0
dL (L L ) R2l .
(15.91)
Although the end-to-end distribution (15.80) agrees with the true polymer dis tribution (15.1) for R Na, it is important to realize that the nature of the uctuations in the two expressions is quite dierent. In the polymer expression, the length of each link xn is xed. In the sliced action of the path integral Eq. (15.80), AN = a M (xn )2 , a2 n=1 2
N
(15.92)
on the other hand, each small section uctuates around zero with a mean square (xn )2
0
a2 a = . M D
(15.93)
Yet, if the end-to-end distance of the polymer is small compared to the completely stretched conguration, the distributions are practically the same. There exists a qualitative dierence only if the polymer is almost completely stretched. While the polymer distribution vanishes for R > Na, the path integral (15.80) gives a nonzero value for arbitrarily large R. Quantitatively, however, the dierence is insignicant since it is exponentially small (see Fig. 15.2).
948
15.7
Sti Polymers
The end-to-end distribution of real polymers found in nature is never the same as that of a random chain. Usually, the joints do not allow for an equal probability of all spherical angles. The forward angles are often preferred and the polymer is sti at shorter distances. Fortunately, if averaged over many links, the eects of the stiness becomes less and less relevant. For a very long random chain with a nite stiness one nds the same linear dependence of the square end-to-end distance on the length L = Na as for ideal random chains which has, according to Eq. (15.23), the Gaussian expectations: R2 = aL, R2l = (D + 2l 2)!! (aL)l . l (D 2)!!D (15.94)
For a sti chain, the expectation value R2 will increase aL to ae L, where ae is the eective bond length In the limit of a very large stiness, called the rod limit, the law (15.94) turns into R2 L2 , R2l L2l , (15.95)
i.e., the eective bond length length ae increases to L. This intuitively obvious statement can easily be found from the normalized end-to-end distribution, which coincides in the rod limit with the one-link expression (15.12):
rod PL (R) =
1 (R L), SD RD1
0
(15.96)
and yields [recall (15.17)] Rn =

rod dD R Rn PL (R) =
dR Rn (R L) = Ln .
(15.97)
rod By expanding PL (R) in powers of L, we obtain the series rod PL (R) = (1)n n 1 Ln Rn (R). SD RD1 n=0 n! R
(15.98)
An expansion of this form holds for any stiness: the moments of the distribution are the Taylor coecients of the expansion of PL (R) into a series of derivatives of (R)-functions. Let us also calculate the Fourier transformation (15.81) of this distribution. Recalling (15.15), we nd rod PL (q) = P rod (qL) (D/2) JD/21 (qL). (qL/2)D/21 (15.99)
For an arbitrary rotationally symmetric PL (R) = PL (R), we simply have to superimpose these distributions for all R: PL (q) = SD
0
dR RD1 P rod (qL)PL (R).
(15.100)
15.7 Sti Polymers
949
This is simply proved by decomposing and performing the Fourier transformation rod rod (15.81) on PL (R) = 0 dR (R R )PR (R)=SD 0 dR R D1 PR (R)PL (R ), and rod performing the Fourier transformation (15.81) on PR (R). In D = 3 dimensions, (15.100) takes the simple form: PL (q) = 4
0
dR R2
sin qR PL (R). qR
(15.101)
Inserting the power series expansion for the Bessel function2 z J (z) = 2
l=0
(1)k (z/2)2l l!( + l + 1)
(15.102)
into (15.99), and this into (15.100), we obtain PL (q) =
(1)l
l=0
q 2
2l
(D/2) SD l!(D/2 + l)
dR RD1 R2l PL (R),
(15.103)
in agreement with the general expansion (15.84). The same result is obtained by inserting into (15.103) the expansion (15.98) and using the integrals m n n 0 dR R R (R) = mn (1) n!, which are proved by n partial integrations. The structure factor of a completely sti polymer (rod limit) is obtained by inserting (15.99) into (15.89). The resulting S rod (q) depends only on qL: S
rod
2 42D (qL)= 2 2 + q L qL
D/2
(D/2)JD/22 (qL) + 2F (1/2; 3/2, D/2;q 2L2/4),(15.104)
where F (a; b, c; z) is the hypergeometric function (1.450). For D = 3, the integral (15.89) reduces to (2/L2 ) 0L dL (L L )(sin qL )/qL , as in the similar equation (15.9), and the result is simply S rod (z) = 2 [cos z 1 + z Si(z)] , z2 Si(z)
z 0
dt sin t. t
(15.105)
This starts out like 1 z 2 /36 + z 4 /1800 + . . . . For large z we use the limit of the sine integral3 Si(z) /2 to nd S rod (q) /qL. For of an arbitrary rotationally symmetric end-to-end distribution PL (R), the structure factor can be expressed, by analogy with (15.100), as a superposition of rod limits: SL (q) = SD
0
dR RD1 S rod (qR)PL (R).
(15.106)
When passing from long to short polymers at a given stiness, there is a crossover between the moments (15.94) and (15.95) and the behaviors of the structure function. Let us study this in detail.
2 3
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 8.440. ibid., Formulas 8.230 and 8.232.
950
15.7.1
Sliced Path Integral
The stiness of a polymer pictured in Fig. 15.1 may be parameterized by the bending energy
N Ebend =
N (un un1 )2 , 2a n=1
(15.107)
where un are the unit vectors specifying the directions of the links. The initial and nal link directions of the polymer have a distribution 1 N 1 (ub L|ua 0) = A n=1 dun exp A 2akB T
N n=1
(un un1 )2 ,
(15.108)
where A is some normalization constant, which we shall choose such that the measure of integration coincides with that of a time-sliced path integral near a unit sphere in Eq. (8.150). Comparison if the bending energy (15.107) with the Euclidean action (8.151) we identify Mr 2 = , h akB T and see that we must replace N N 1 and set A=
(15.109)
2akB T /
N m
D1
. , akB T
(15.110)
The result of the integrations in (15.108) is then known from Eq. (8.155): (ub L|ua 0) =
l=0
Il+D/21 (h)
Ylm (ub )Ylm (ua ),
(15.111)
with the modied Bessel function Il+D/21 (z) of Eq. (8.11). The partition function of the polymer is obtained by integrating over all nal and averaging over all initial link directions [1]:
N dun d ua N exp (un un1 )2 SD n=1 A 2akB T n=1 d ua = d ub (ub L|ua 0). SD Inserting here the spectral representation (15.111) we nd
ZN =
(15.112)
ZN = ID/21
akB T
2 /akB T e ID/21 akB T akB T
(15.113)
Knowing this we may dene the normalized distribution function 1 (ub L|ua 0), PN (ub , ua ) = ZN whose integral over ua as well as over ua is unity: dub PN (ub , ua ) = dua PN (ub , ua ) = 1.
(15.114)
(15.115)
15.7 Sti Polymers
951
15.7.2
Relation to Classical Heisenberg Model
The above partition function is closely related to the partition function of the onedimensional classical Heisenberg model of ferromagnetism which is dened by
Heis ZN
d ua SD
dun
n=1
J exp kB T
N n=1
un un1 ,
(15.116)
where J are interaction energies due to exchange integrals of electrons in a ferromagnet. This diers from (15.112) by a trivial normalization factor, being equal to
Heis ZN =
2J kB T
2D
ID/21
Identifying J /a we may use the Heisenberg partition functions for all calculations of sti polymers. As an example take the correlation function between neighboring tangent vectors un un1 . In order to calculate this we observe that the partition function (15.116) can just as well be calculated exactly with a slight modication that the interaction strength J of the Heisenberg model depends on the link n. The result is the corresponding generalization of (15.117): 2Jn Heis ZN (J1 , . . . , JN ) = kB T n=1
N
J . kB T
(15.117)
2D
ID/21
This expression may be used as a generating function for expectation values un un1 which measure the degree of alignment of neighboring spin directions. Indeed, we nd directly un un1 = (kB T )
Heis dZN (J1 , . . . , JN ) dJn
Jn . kB T
(15.118)
=
Jn J
ID/2 (J/kB T ) . ID/21 (J/kB T )
(15.119)
This expectation value measures directly the internal energy per link of te chain. Heis Indeed, since the free energy is FN = kB T log ZN , we obtain [recall (1.545)] EN = N un un1 = N ID/2 (J/kB T ) . ID/21 (J/kB T ) (15.120)
Let us also calculate the expectation value of the angle between next-to-nearest neighbors un+1 un1 . We do this by considering the expectation value
Heis d2 ZN (J1 , . . . , JN ) (un+1 un )(un un1 ) = (kB T ) dJn+1 dJn 2
ID/2 (J/kB T ) = ID/21 (J/kB T ) Jn J
(15.121) Then we prove that the left-hand side is in fact equal to the desired expectation value un+1 un1 . For this we decompose the last vector un+1 into a component
952
n+1,n n+1,n1 un+1 un n,n1 un1
Figure 15.3 Neighboring links for the calculation of expectation values.
parallel to un and a component perpendicular to it: un+1 = (un+1 un ) un +u . The n+1 corresponding decomposition of the expectation value un+1 un1 is un+1 un1 = (un+1 un )(un un1) + u un . Now, the energy in the Boltzmann factor depends n+1 only on (un+1 un ) + (un un1 ) = cos n+1,n + cos n,n1 , so that the integral over u runs over a surface of a sphere of radius sin n+1,n in D 1 dimensions [recall n+1 (8.116)] and the Boltzmann factor does not depend on the angles. The integral receives therefore equal contributions from u and u , and vanishes. This n+1 n+1 proves that un+1 un1 = un+1 un un un1 and further, by induction, that ul uk ID/2 (J/kB T ) = ID/21 (J/kB T )
|lk|
ID/2 (J/kB T ) = ID/21 (J/kB T )
(15.122)
(15.123)
For the polymer, this implies an exponential fallo ul uk = e|lk|a/ , where is the persistence length = a/ log For D = 3, this is equal to = a log [coth(/akB T ) akB T /] . (15.126) ID/2 (/akB T ) . ID/21 (/akB T ) (15.125) (15.124)
Knowing the correlation functions it is easy to calculate the magnetic susceptibility. The total magnetic moment is
N
M=a
n=0
un ,
(15.127)
so that we nd the total expectation value M2 = a2 (N + 1) 1 e(N +1)a/ 1 + ea/ 2a2 ea/ . 1 ea/ (1 ea/ )2 (15.128)
The susceptibility is directly proportional to this. For more details see [2].
15.7 Sti Polymers
953
15.7.3
End-to-End Distribution
A modication of the path integral (15.108) yields the distribution of the end-to-end distance at given initial and nal directions of the polymer links:
N
R = xb xa = a of the sti polymer: PN (ub , ua ; R) = 1 1 N 1 ZN A n=2 2akB T
un
n=1
(15.129)
N dun (D) (R a un ) A n=1 N 1 n=1
exp
(un+1 un )2 ,
(15.130)
whose integral over R leads back to the distribution PN (ub , ua ): dD R PN (ub , ua ; R) = PN (ub , ua ). (15.131)
If we integrate in (15.130) over all nal directions and average over the initial ones, we obtain the physically more accessible end-to-end distribution PN (R) = dub dua PN (ub , ua ; R). SD (15.132)
The sliced path integral, as it stands, does not yet give quite the desired probability. Two small corrections are necessary, the same that brought the integral near the surface of a sphere to the path integral on the sphere in Section 8.9. After including these, we obtain a proper overall normalization of PN (ub , ua ; R).
15.7.4
Moments of End-to-End Distribution
Since the (D) -function in (15.130) contains vectors un of unit length, the calculation of the complete distribution is not straightforward. Moments of the distribution, however, which are dened by the integrals R2l = dD R R2l PN (R), (15.133)
are relatively easy to nd from the multiple integrals R2l = 1 ZN dD R 1 A

N 1
dub
n=2 N 1 n=1
dun A
N dua (D) (R aun ) SD n=1
R2l exp
2akB T
(un+1 un )2 .
(15.134)
954 Performing the integral over R gives R

2l
1 1 = ZN A
N 1
dub
n=2
dun A 2akB T
dua SD
N 1 n=1
2l
a
n=1
un (15.135)
exp
(un+1 un )2 .
Due to the normalization property (15.115), the trivial moment is equal to unity: 1 = dD R PN (R) = dub dua PN (ub , ua |L) = 1. SD (15.136)
15.8
Continuum Formulation
Some properties of sti polymers are conveniently studied in the continuum limit of the sliced path integral (15.108), in which the bond length a goes to zero and the link number to innity so that L = Na stays constant. In this limit, the bending energy (15.107) becomes Ebend = where u(s) = d x(s), ds (15.138) 2
L 0
ds (s u)2 ,
(15.137)
is the unit tangent vector of the space curve along which the polymer runs. The parameter s is the arc length of the line elements, i.e., ds = dx2 .
15.8.1
Path Integral
If the continuum limit is taken purely formally on the product of integrals (15.108), we obtain a path integral (ub L|ua 0) = Du e(/2kB T )
L 0
ds [u (s)]2
(15.139)
This coincides with the Euclidean version of a path integral for a particle on the surface of a sphere. It is a nonlinear -model (recall p. 655). The result of the integration has been given in Section 8.9 where we found that it does not quite agree with what we would obtain from the continuum limit of the discrete solution (15.111) using the limiting formula (8.156), which is
P (ub , ua |L) =
l=0
exp L
kB T L2 2
Ylm (ub )Ylm (ua ), m
(15.140)
15.8 Continuum Formulation
955
with L2 = (D/2 1 + l)2 1/4. (15.141)
For a particle on a sphere, the discrete expression (15.130) requires a correction since it does not contain the proper time-sliced action and measure. According the Section 8.9 the correction replaces L2 by the eigenvalues of the square angular momentum operator in D dimensions, L2 , L2 L2 = l(l + D 2). (15.142)
After this replacement the expectation of the trivial moment 1 in (15.136) is equal to unity since it gives the distribution (15.140) the proper normalization: dub P (ub , ua |L) = 1. This follows from the integral dub
m Ylm (ub )Ylm (ua ) = l0 ,
(15.143)
(15.144)
which was derived in (8.249). Thus, with L2 in (15.140) instead of L2 , no extra normalization factor is required. The sum over Ylm (u2 )Ylm (u1 ) may furthermore be rewritten in terms of Gegenbauer polynomials using the addition theorem (8.125), so that we obtain
P (ub , ua |L) =
l=0
exp L
kB T 2 1 2l + D 2 (D/21) Cl (u2 u1 ). L 2 SD D 2
(15.145)
15.8.2
Correlation Functions and Moments
We are now ready to evaluate the expectation values of R2l . In the continuum approximation we write R2l =
L 0 2l
ds u(s)
(15.146)
The expectation value of the lowest moment R2 is given by the double-integral over the correlation function u(s2 )u(s1 ) : R2 =
L 0
ds2
L 0
ds1 u(s2 )u(s1 ) = 2
L 0
ds2
s2 0
ds1 u(s2 )u(s1 ) .
(15.147)
The correlation function is calculated from the path integral via the composition law as in Eq. (3.298), which yields here u(s2 )u(s1 ) = dua du2 du1 SD P (ub , u2 |L s2 ) u2 P (u2 , u1 |s2 s1 ) u1 P (u1 , ua |s1 ). (15.148) dub
956
The integrals over ua and ub remove the initial and nal distributions via the normalization integral (15.143), leaving u(s2 )u(s1 ) = du2 du1 u2 u1 P (u2 , u1 |s2 s1 ). SD (15.149)
Due to the manifest rotational invariance, the normalized integral over u1 can be omitted. By inserting the spectral representation (15.145) with the eigenvalues (15.142) we obtain u(s2 )u(s1 ) = =
l
du2 u2 u1 P (u2 , u1 |s2 s1 )

2 /2
e(s2 s1 )kB T L
du2 u2 u1
1 2l + D 2 (D/21) Cl (u2 u1 ) . (15.150) SD D 2
We now calculate the integral in the brackets with the help of the recursion relation (15.152) for the Gegenbauer functions4
()
zCl (z) =
1 () (2 + l 1)Cl1(z) + (l + 1)Cl+1 (z) . 2( + l)
(15.151)
Obviously, the integral over u2 lets only the term l = 1 survive. This, in turn, involves the integral du2 C0
(D/21)
(cos ) = SD .
(15.152)
The l = 1 -factor D/(D 2) in (15.150) is canceled by the rst l = 1 -factor in the recursion (15.151) and we obtain the correlation function u(s2 )u(s1 ) = exp (s2 s1 ) kB T (D 1) , 2 (15.153)
where D 1 in the exponent is the eigenvalue of L2 = l(l + D 2) at l = 1. The correlation function (15.153) agrees with the sliced result (15.124) if we identify the continuous version of the persistence length (15.126) with 2/kB T (D 1). (15.154)
Indeed, taking the limit a 0 in (15.125), we nd with the help of the asymptotic behavior (8.12) precisely the relation (15.154). After performing the double-integral in (15.147) we arrive at the desired result for the rst moment: R2 = 2 L 2 1 eL/
4
(15.155)

15.8 Continuum Formulation
957
This is valid for all D. The result may be compared with the expectation value of the squared magnetic moment of the Heisenberg chain in Eq. (15.128), which reduces to this in the limit a 0 at xed L = (N + 1)a. For small L/, the second moment (15.155) has the large-stiness expansion R2 1L 1 = L2 1 + 3 12
1 60
+ . . . ,
(15.156)
the rst term being characteristic for a completely sti chain [see Eq. (15.95)]. For large L/, on the other hand, we nd the small-stiness expansion R2 2L 1 + ... , L (15.157)
where the dots denote exponentially small terms. The rst term agrees with relation (15.94) for a random chain with an eective bond length ae = 2 = 4 . D 1 kB T (15.158)
The calculation of higher expectations R2l becomes rapidly complicated. Take, for instance, the moment R4 , which is given by the quadruple integral over the four-point correlation function R4 = 8
L 0
ds4
s4 0
ds3
s3 0
ds2
s2 0
ds1 i4 i3 i2 i1 ui4 (s4 )ui3 (s3 )ui2 (s2 )ui1 (s1 ) , (15.159)
with the symmetric pair contraction tensor of Eq. (15.22): i4 i3 i2 i1 (i4 i3 i2 i1 + i4 i2 i3 i1 + i4 i1 i3 i2 ) . (15.160)
The factor 8 and the symmetrization of the indices arise when bringing the integral R4 =
L 0
ds4
L 0
ds3
L 0
ds2
L 0
ds1 (u(s4 )u(s3 ))(u(s2 )u(s1 ))
(15.161)
to the s-ordered form in (15.159). This form is needed for the s-ordered evaluation of the u-integrals which proceeds by a direct extension of the previous procedure for R2 . We write down the extension of expression (15.148) and perform the integrals over ua and ub which remove the initial and nal distributions via the normalization integral (15.143), leaving i4 i3 i2 i1 times an integral [the extension of (15.149)]: ui4 (s4 )ui3 (s3 )ui2 (s2 )ui1 (s1 ) = du1 (15.162) SD ui4 ui3 ui2 ui1 P (u4 , u3 |s4 s3 )P (u3 , u2 |s3 s2 )P (u2 , u1 |s2 s1 ) . du4 du3 du2
958
The normalized integral over u1 can again be omitted. Still, the expression is complicated. A somewhat tedious calculation yields R4 = 4(D + 2) 2 2 D 2 + 6D 1 D 7 L/ (15.163) L 8L 3 e D D2 D+1 D 3 + 23D 2 7D + 1 (D + 5)2 L/ (D 1)5 2DL/(D1) + 4 4 2 e + 3 e . D3 (D + 1)2 D (D + 1)2
For small values of L/ , we nd the large-stiness expansion R4 25D 17 2L + = L4 1 3 90(D 1)
7D 2 8D + 3 4 315(D 1)2
the leading term being equal to (15.95) for a completely sti chain. In the opposite limit of large L/, the small-stiness expansion is R4 = 4 D+2 2 2 D + 6D 1 D + 23D 7D + 1 L 12 + D D(D + 2) L D 2 (D + 2)
2 3 2
+ . . . ,(15.164)
2
(15.165) where the dots denote exponentially small terms. The leading term agrees again with the expectation R4 of Eq. (15.94) for a random chain whose distribution is (15.49) with an eective link length ae = 2 of Eq. (15.158). The remaining terms are corrections caused by the stiness of the chain. It is possible to nd a correction factor to the Gaussian distribution which maintains the unit normalization and ensures that the moment R2 has the small- exact expansion (15.157) whereas R2 is equal to (15.165) up to the rst correction term in /L. This has the form PL (R) = D 2D1 3D1 R2 D(4D1) R4 2 eDR /4L 1 . (15.166) + 4L 4 L 4 L2 16(D+2) L3
D
+ ...
In three dimensions, this was rst written down by Daniels [3]. It is easy to match also the moment R4 by adding in the curly brackets the following terms 17D+23D 2 +D 3 D + 2 2 R2 1 R4 1+ + . D+1 8D L2 L 32 L4 (15.167)
These terms do not, however, improve the ts to Monte Carlo data for > 1/10L, since the expansion is strongly divergent. From the approximation (15.166) with the additional term (15.167) we calculate the small-stiness expansion of all even and odd moments as follows: Rn where A1 = n 2n (D/2 + n/2) n n = L 1 + A1 + A2 D n/2 (D/2) L L A2 = n(n 2)
+ ... ,
(15.168)
n 2 2d2 4d (n 1) , 4d (2 + d)
1 7d + 23d2 + d3 . 8d2 (1 + d)
(15.169)
15.9 Schrdinger Equation and Recursive Solution for Moments o
959
15.9
Schrdinger Equation and Recursive Solution for o End-to-End Distribution Moments
The most ecient way of calculating the moments of the end-to-end distribution proceeds by setting up a Schrdinger equation satised by (15.112) and solving it o recursively with similar methods as developed in 3.19 and Appendix 3C.
15.9.1
Setting up the Schrdinger Equation o
In the continuum limit, we write (15.112) as a path integral [compare (15.139)] PL (R) dub dua D D1 u (D) R
L 0 ds u(s) e(/2)
L 0
ds [u (s)]2
(15.170)
where we have introduced the reduced stiness = = (D 1) , kB T 2 (15.171)
for brevity. After a Fourier representation of the -function, this becomes PL (R) where (ub L|ua 0)
D D1u e( /2)
0
R/2
dub
dua (ub L|ua 0) ,
u(0)=ua
ds {[u (s)]2 + u(s)}
describes a point particle of mass M = moving on a unit sphere. In contrast to the discussion in Section 8.7 there is now an additional external eld which prevents us from nding an exact solution. However, all even moments Ri1 Ri2 Ri2l of the end-to-end distribution (15.172) can be extracted from the expansion coecients in powers of i of the integral dub dua over (15.173). The presence of these directional integrals permits us to assume the external electric eld to point in the z-direction, or the Dth direction in D-dimensions. Then = , and the z 2l moments R2l are proportional to the derivatives (2/ )2l dub dua (ub L|ua 0) . The proportionality factors have been calculated in Eq. (15.84). It is unnecessary to know these since we can always use the rod limit (15.95) to normalize the moments. To nd these derivatives, we perform a perturbation expansion of the path integral (15.173) around the solvable case = 0. In natural units with = 1, the path integral (15.173) solves obviously the imaginary-time Schrdinger equation o u+ (u |ua 0) = 0,

1 1 u + 2 2
d d
(15.174)
u(L)=ub
dD e 2i
(15.172)
(15.173)
960
where u is the Laplacian on a unit sphere. In the probability distribution (15.211), only the integrated expression (z, ; )
dua (u |ua 0)
appears, which is a function of z = cos only, where is the angle between u and o the electric eld . For (z, ; ), the Schrdinger equation reads d H (z, ; ) = (z, ; ), d with the simpler Hamiltonian operator 1 H H0 + HI = + z 2 2 1 d 1 d = (1 z 2 ) 2 (D 1)z + z. 2 dz dz 2 (15.176)
Now the desired moments (15.135) can be obtained from the coecient of 2l /(2l)! of the power series expansion of the z-integral over (15.175) at imaginary time = L: f (L; )
1 1
dz (z, L; ).
15.9.2
Recursive Solution of Schrdinger Equation. o
The function f (L; ) has a spectral representation
f (L; ) =
l=0
1 1
dz (l) (z) exp E (l) L

1 1
dz (l) (z) (l) (z)
where (l) (z) are the solutions of the time-independent Schrdinger equation o H(l) (z) = E (l) (l) (z). Applying perturbation theory to this problem, we start from the eigenstates of the unperturbed Hamiltonian H0 = /2, which are given D/21 (l) by the Gegenbauer polynomials Cl (z) with the eigenvalues E0 = l(l+D 2)/2. Following the methods explained in 3.19 and Appendix 3C we now set up a recursion scheme for the perturbation expansion of the eigenvalues and eigenfunctions [4].Starting point is the expansion of energy eigenvalues and wave-functions in powers of the coupling constant :
(l)
=
j=0
(l) j
(l)
=
l ,i=0
l ,i i l |l
(l)
The wave functions (l) (z) are the scalar products z|(l) () . We have inserted extra normalization constants l for convenience which will be xed soon. The unperturbed state vectors |l are normalized to unity, but the state vectors |(l) of
1 1
(15.175)
(15.177)
(15.178)
dza (l) (za )
(15.179)
(15.180)
961
the interacting system will be normalized in such a way, that (l) |l = 1 holds to all orders, implying that l,i = i,0
(l)
k,0 = l,k .
(l)
(15.181)
Inserting the above expansions into the Schrdinger equation, projecting the reo sult onto the base vector k|k , and extracting the coecient of j , we obtain the equation k,i
(l) (k) 0
i j (l) Vk,j j,i1 = j=0 j=0 k
(l) (l) j k,ij
(15.182)
where Vk,j = k|z|j are the matrix elements of the interaction between unperturbed states. For i = 0, Eq. (15.182) is satised identically. For i > 0, it leads to the following two recursion relations, one for k = l:
(l) i
=
n=1
(l) l+n,i1Wn ,
(l)
(15.183)
the other one for k = l:

i1 (l) j=1 (l) (l) j k,ij
k,i =
(k) 0
(l) k+n,i1Wn n=1 (l) 0
(l)
(15.184)
where only n = 1 and n = 1 contribute to the sums over n since

(l) Wn
l+n l| z |l + n = 0, for n = 1. l
(15.185)
(l) The vanishing of Wn for n = 1 is due to the band-diagonal form of the matrix of the interaction z in the unperturbed basis |n . It is this property which makes the sums in (15.183) and (15.184) nite and leads to recursion relations with a nite (l) (l) (l) number of terms for all i and k,i. To calculate Wn , it is convenient to express l| z |l + n as matrix elements between unnormalized noninteracting states |n} as
l| z |l + n =
{l|l}{l + n|l + n}
D/21
{l|z|l + n}
(15.186)
where expectation values are dened by the integrals {k|F (z)|l} from which we nd5 {l|l} =
5
1 1
Ck
D/21
(z) F (z) Cl
(z)(1 z 2 )(D3)/2 dz,
(15.187)
24D (l + D 2) . l! (2l + D 2) (D/2 1)2
(15.188)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formulas 7.313.1 and 7.313.2.
962
Expanding the numerator of (15.186) with the help of the recursion relation (15.151) for the Gegenbauer polynomials written now in the form (l + 1)|l + 1} = (2l + D 2) z |l} (l + D 3)|l 1}, we nd the only non-vanishing matrix elements to be l+1 {l + 1|l + 1}, 2l + D 2 l+D3 {l 1|z|l} = {l 1|l 1} . 2l + D 2 {l + 1|z|l} = Inserting these together with (15.188) into (15.186) gives l|z|l 1 = l(l + D 3) , (2l + D 2)(2l + D 4) (15.192) (15.190) (15.191) (15.189)
and a corresponding result for l|z|l + 1 . We now x the normalization constants l by setting W1 =
(l)
l+1 l| z |l + 1 = 1 l
(15.193)
for all l, which determines the ratios l = l| z |l + 1 = l+1 Setting further 1 = 1, we obtain l =
(l + 1) (l + D 2) . (2l + D) (2l + D 2)
1/2
(15.194)
j=1
(l) Using this we nd from (15.185) the remaining nonzero Wn for n = 1:
(2l + D 2)(2l + D 4) l(l + D 3)
(15.195)
W1 =
(l)
l(l + D 3) . (2l + D 2)(2l + D 4)
(15.196)
(l)
We are now ready to solve the recursion relations of (15.183) and (15.184) k,i and (l) (l) order by order in i. For the initial order i = 0, the values of the k,i are i (l) given by Eq. (15.181). The coecients i are equal to the unperturbed energies (l) (l) 0 = E0 = l(l + D 2)/2. For each i = 1, 2, 3, . . . , there is only a nite number (l) (l) of non-vanishing k,j and j with j < i on the right-hand sides of (15.183) and (l) (l) (15.184) which allows us to calculate k,i and i on the left-hand sides. In this way it is easy to nd the perturbation expansions for the energy and the wave functions to high orders.
963
Inserting the resulting expansions (15.180) into Eq. (15.179), only the totally symmetric parts in (l) (z) will survive the integration in the numerators, i.e., we may insert only (l) (z) symm = z|(l) symm
=
i=0
0,i i z|0 .
(l)
(l)
(15.197)
The denominators of (15.179) become explicitly l ,i |l ,i l |2 2i , where the sum over i is limited by power of 2 up to which we want to carry the perturbation series; also l is restricted to a nite number of terms only, because of the band(l) diagonal structure of the l ,i . Extracting the coecients of the power expansion in from (15.179) we obtain all desired moments of the end-to-end distribution, in particular the second and fourth moments (15.155) and (15.164). Higher even moments are easily found with the help of a Mathematica program, which is available for download in notebook form [5]. The expressions are too lengthy to be written down here. We may, however, expand the even moments Rn in powers of L/ to nd a general large-stiness expansion valid for all even and odd n: Rn n L n (13 n + 5D (1 + n)) L2 L3 L4 =1 + a3 3 + a4 4 +. . . , Ln 6 360 (D 1) 2 where a3 = n 44463n+15n2 +7D 2 (4+15n+5n2)+2D (124141n+7n2) , 45360(D 1)2 n D0 + D1 d + D2 d 2 + D3 d 3 , a4 = 5443200(d 1)3 (15.198)
(15.199)
with D0 = 3 5610+2921n822n2 +67n3 , D1 = 8490+12103n3426n2 +461n3 , D2 = 45 2187n46n2 +7n3 ,

R L
D4 = 35 6+31n+30n2 +5n3 .
(15.200)
The lowest odd moments are, up to order l4 ,

= 1 l 5D7 2 33 43D + 14D2 3 861 1469D + 855D2 175D3 4 + l l l ... , 2 3 6 180(D1) 3780(D 1) 453600 (D 1)
R3 5D4 2 195484D+329D2 3 6092201D+2955D2 1435D3 4 l l l l ... . = 1 + 2 3 L3 2 30 (D1) 7560 (1 + d) 151200 (D1)
15.9.3
From Moments to End-to-End Distribution for D=3
We now use the recursively calculated moments to calculate the end-to-end distribution itself. It can be parameterized by an analytic function of r = R/L [4]: PL (R) r k (1 r )m , (15.201)
964 whose moments are exactly calculable:

r2l = 3+k +2l
3+k
3+k +m+1 . 3+k +2l +m+1
(15.202)
We now adjust the three parameters k, , and m to t the three most important moments of this distribution to the exact values, ignoring all others. If the distances were distributed uniformly over the interval r [0, 1], the moments would be r 2l unif = 1/(2l + 2). Comparing our exact moments r 2l () with those of the uniform distribution we nd that r 2l ()/ r 2l unif has a maximum for n close to nmax () 4/L. We identify the most important moments as those with n = nmax () and n = nmax () 1. If nmax () 1, we choose the lowest even moments r 2 , r 4 , and r 6 . In particular, we have tted r 2 , r 4 and r 6 for small persistence length < L/2. For = L/2, we have started with r 4 , for = L with r 8 and for = 2L with r 16 , including always the following two higher even moments. After these adjustments, whose results are shown in Fig. 15.4, we obtain the distributions shown in Fig.15.6 for various persistence lengths . They are in excellent agreement with the Monte Carlo data (symbols) and better than the one-loop perturbative results (thin curves) of Ref. [6], which are good only for very sti polymers. The Mathematica program to do these ts are available from the internet address given in Footnote 5.
17.5 15 12.5 10 7.5 5 2.5 0.5 1
80
6 60
40 20
1.5 2
22 20 18 16 14 12
/L
0.5
/L
1.5
0.5
/L
1.5
Figure 15.4 Paramters k, , and m for a best t of end-to-end distribution (15.201).
For small persistence lengths /L = 1/400, 1/100, 1/30, the curves are well approximated by Gaussian random chain distributions on a lattice with lattice constant 2 ae = 2, i.e., PL (R) e3R /4L [recall (15.75)]. This ensures that the lowest moment R2 = ae L is properly tted. In fact, we can easily check that our tting program yields for the parameters k, , m in the end-to-end distribution (15.201) the 0 behavior: k , 2 + 2, m 3/4, so that (15.201) tends to the correct Gaussian behavior. In the opposite limit of large , we nd that k 107/2, 40+5, m 10, which has no obvious analytic approach to the exact limiting behavior PL (R) (1 r)5/2 e1/4(1r) , although the distribution at = 2 is tted numerically extremely well.
965
The distribution functions can be inserted into Eq. (15.89) to calculate the structure factors shown in Fig. 15.5. They interpolate smoothly between the Debye limit (15.90) and the sti limit (15.105).
1 0.8 0.6 S(q) 0.4 0.2 5
/L = 2 /L = 1 /L = 1/2 /L = 1/5, . . . , 1/400 q 20 30 10 15 25
Figure 15.5 Structure functions for dierent persistence lengths /L = 1/400, 1/100, 1/30, 1/10, 1/5, 1/2, 1, 2, (from bottom to top) following from the end-to-end distributions in Fig. 15.6. The curves with low almost coincide in this plot over the -dependent absissa. The very sti curves fall o like 1/q, the soft ones like 1/q 2 [see Eqs. (15.105) and (15.90)].
15.9.4
Large-Stiness Approximation to End-to-End Distribution
The full end-to-end distribution (15.132) cannot be calculated exactly. It is, however, quite easy to nd a satisfactory approximation for large stiness [6]. We start with the expression (15.170) for the end-to-end distribution PL (R). In Eq. (3.230) we have shown that a harmonic path integral including the integrals over the end points can be found, up to a trivial factor, by summing over all paths with Neumann boundary conditions. These are satised if we expand the elds u(s) into a Fourier series of the form (2.444):
u(s) = u0 + (s) = u0 +
un cos n s,
n=1
n = n/L.
(15.203)
Let us parametrize the unit vectors u in D dimensions in terms of the rst D 1 -dimensional coordinates u q with = 1, . . . , D 1. The Dth component is then given by a power series 1 q 2 1 q 2 /2 (q 2 )2 /8 + . . . . 2
L 0
The we approximate the action harmonically as follows: A = A(0) + Aint = 2

L 0
(15.204)
1 ds [u (s)]2 + (0) log(1 q 2 ) 2

L 0
1 ds [q (s)]2 (0) 2
ds q 2.
(15.205)
966
The last term comes from the invariant measure of integration dD1 q/ 1 q 2 [recall (10.635) and (10.640)]. Assuming, as before, that R points into the z, or Dth, direction we factorize (D) R
L 0
ds u(s)
= RL+ (D1)
L 0
L 0
ds
1 2 1 q (s) + [q 2 (s)]2 + . . . 2 8 (15.206)
ds q(s) ,
where R |R|. The second -function on the right-hand side enforces q = L1

L 0
ds q (s) = 0 ,
= 1, . . . , d 1 ,
(15.207)
and thus the vanishing of the zero-frequency parts q0 in the rst D 1 components of the Fourier decomposition (15.203). It was shown in Eqs. (10.631) and (10.641) that the last -function has a distorting eect upon the measure of path integration which must be compensated by a Faddeev-Popov action
AFP = e
D1 2L
L 0
ds q 2 ,
(15.208)
where the number D of dimensions of q -space (10.641) has been replaced by the present number D 1. In the large-stiness limit we have to take only the rst harmonic term in the action (15.205) into account, so that the path integral (15.170) becomes simply PL (R) D
D1
NBC
q RL+
L 0
1 ds q 2 (s) e(/2) 2
L 0
ds [q (s)]2
(15.209)
The subscript of the integral emphasizes the Neumann boundary conditions. The prime on the measure of the path integral indicates the absence of the zero-frequency component of q (s) in the Fourier decomposition due to (15.207). Representing the remaining -function in (15.209) by a Fourier integral, we obtain PL (R)
i i
d 2 2 (LR) e 2i
NBC
D1
q exp
L 0
ds q 2 + 2q 2
. (15.210)
The integral over all paths with Neumann boundary conditions is known from Eq. (2.448). At zero average path, the result is D
D1
NBC
q exp 2
L 0
ds q + q
2 2
L sinh L
(D1)/2
(15.211)
so that PL (R)
i i
d 2 2 (LR) e 2i
L sinh L
(D1)/2
(15.212)
967
The integral can easily be done in D = 3 dimensions using the original product representation (2.447) of L/ sinh L, where PL (R)
i i
d 2 2 (LR) e 2i
n=1
2 1+ 2 n
(15.213)
2 If we shift the contour of integration to the left we run through poles at 2 = k with residues 2 k k=1 n(=k)=1
k2 n2
(15.214)
The product is evaluated by the limit procedure for small :

n=1
(k + )2 1 n2
(k + )2 1 k2
2 (k + ) 2 sin(k + ) k sin(k + ) 2 2(1)k+1. (15.215) cos k sin
Hence we obtain [6]
PL (R)
2(1)k+1 k ek (LR) . 2
k=1
(15.216)
It is now convenient to introduce the reduced end-to-end distance r R/L and the exibility of the polymer l L/, and replace k (L R) k 2 2 (1 r)/l so that 2 (15.216) becomes
PL (R) = N L(R) = N
(1)k+1 k 2 2 ek
k=1
2 2 (1r)/l
(15.217)
where N is a normalization factor determined to satisfy d3 R PL (R) = 4L3

0
dr r 2 PL (R) = 1.
(15.218)
The sum must be evaluated numerically, and leads to the distributions shown in Fig. 15.6. The above method is inconvenient if D = 3, since the simple pole structure of (15.213) is no longer there. For general D, we expand L sinh L
(D1)/2
= (L)
(D1)/2
(1)k
k=0
(D 1)/2 (2k+(D1)/2)L e , (15.219) k
and obtain from (15.212):
PL (R)
(1)k
k=0
(D 1)/2 Ik (R/L), k
(15.220)
968
/L=
Figure 15.6 Normalized end-to-end distribution of sti polymer according to our analytic formula (15.201), plotted for persistence lengths /L = 1/400, 1/100, 1/30, 1/10, 1/5, 1/2, 1, 2 (fat curves). They are compared with the Monte Carlo calculations (symbols) and with the large-stiness approximation (15.217) (thin curves) of Ref. [6] which ts well for /L = 2 and 1 but becomes bad small /L < 1. For very small values such as /L = 1/400, 1/100, 1/30, our theoretical curves are well approximated by Gaussian random chain distributions on a lattice with lattice constant ae = 2 of Eq. (15.158) which ensures that the lowest moments R2 = ae L are properly tted. The Daniels approximation (15.166) ts our theoretical curves well up to larger /L 1/10.
with the integrals Ik (r)

i i
d (D+1)/2 [2k+(D1)/2] +(D1) 2 (1r)/2l e , 2i
(15.221)
where is the dimensionless variable L. The integrals are evaluated with the help of the formula6
i i
1 dx x2 /2qx 2 x e = eq /4 D q/ , (+1)/2 2i 2
(15.222)
where D (z) is the parabolic cylinder functions which for integer are proportional to Hermite polynomials:7 1 2 Dn (z) = n ez /4 Hn (z/ 2). 2 Thus we nd
6 7
(15.223)
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formulas 3.462.3 and 3.462.4. ibid., Formula 9.253.
969
1 l Ik (r) = 2 (D1)(1r) which becomes for D = 3 1 Ik (r) = 2 2
(D+3)/4
4(D1)(1r)/l
[2k+(D1)/2]2
2k+(D1)/2 D(D+1)/2 , (D1)(1r)/l
(15.224) (15.225)
2(1r)/l
3e
4(1r)/l
(2k+1)2
If the sum (15.220) is performed numerically for D = 3, and the integral over PL (R) is normalized to satisfy (15.218), the resulting curves fall on top of those in Fig. 15.6 which were calculated from (15.217). In contrast to (15.217), which converges rapidly for small r, the sum (15.220) convergent rapidly for r close to unity. Let us compare the low moments of the above distribution with the exact moments in Eqs. (15.156) and (15.164). in the large-stiness expansion. We set L and expand f ( ) in a power series D 1 2 (D1)(5D1) 4 (D1)(15+14D+35D 2) 6 f ( )=1 2 + +. . . .(15.227) 2 3 25 32 5 27 34 57 Under the integral (15.212), each power of 2 may be replaced by a dierential operator
2 2
H2
2k+1 2 (1r)/l
sinh
D1
(15.226)
2 The expansion f ( ) can then be pulled out of the integral, which by itself yields a 2 -function, so that we obtain PL (R) in the form f (r 1), which is a series of derivatives of -functions of r 1 staring with PL (R) 1+
2l d L d = . dr D 1 dr
(15.228)
l d (1+5 D) l2 d2 (15+14 D+35 D 2) l3 d3 + + + . . . (r 1). 6 dr 360 (D1) dr 2 dr 3 45360 (D1)2 (15.229)

0
From this we nd easily the moments Rm = dD RRm PL (R) dr r D1 r m PL (R). (15.230)
Let us introduce auxiliary expectation values with respect to the simple integrals f (r) 1 dr f (r)PL, rather than to D-dimensional volume integrals. The unnormalized moments r m are then given by r D1+m 1 . Within these one-dimensional expectations, the moments of z = r 1 are (r 1)n
1
dr (r 1)n PL (R).
(15.231)
970
The moments r m [1+(r 1)]m = [1+(r 1)]D1+m 1 are obtained by expanding the binomial in powers of r 1 and using the integrals dz z m (n) (z) = (1)m m! mn to nd, up to the third power in L/ = l,
R0 = N R2 R4 D1 (5D1)(D2) 2 (35D3 +14D+15)(D2)(D3) 3 l + l l , 6 360 45360(D 1) (5D1)D(D+1) 2 (35D2 +14D+ 15)D(D+1) D+1 l+ l l3 , = N L2 1 6 360(D 1) 45360(D 1) (5D1)(D+2)(D+3) 2 D+3 l+ l = N L4 1 6 360(D 1) (35D2 +14D+15)(D+1)(D+2)(D+3) 3 l . 45360(D 1)2 1
The zeroth moment determines the normalization factor N to ensure that R0 = 1. Dividing this out of the other moments yields 1 R2 = L2 1 l + 3 2 R4 = L4 1 l + 3 13D9 2 8 l l3 + . . . , 180(D1) 945 23D11 2 123D 2 98D+39 3 l l + ... . 90(D1) 1890(D1)2 (15.232) (15.233)
These agree up to the l-terms with the exact expansions (15.156) and (15.164) [or with the general formula (15.198)]. For D = 3, these expansions become 1 R2 = L2 1 l + 3 2 R4 = L4 1 l + 3 1 2 l 12 29 2 l 90 8 3 l + ... 945 71 3 l + ... 630 , . (15.234) (15.235)
Remarkably, these happen to agree in one more term with the exact expansions (15.156) and (15.164) than expected, as will be understood after Eq. (15.295).
15.9.5
Higher Loop Corrections
Let us calculate perturbative corrections to the large-stiness limit. For this we replace the harmonic path integral (15.210) by the full expression
1 P (r; L) = SD L NBC
D1
q(s) r L1
ds
0
1 q 2 (s)
eA
tot
[q]Acor [qb ,qa ]
(15.236)
where Atot [q] = 1 2

L 0
ds [ g (q) q (s)q (s)(s, s) log g(q(s))] + AFP L
R . 8
(15.237)
For convenience, we have introduced here the parameter = kB T / = 1/, the reduced inverse stiness, related to the exibility l L/ by l = L(d 1)/2. We also have added the correction term L R/8 to have a unit normalization of the partition function
Z = SD
0
dr rD1 P (r; L) = 1.
(15.238)

The Faddeev-Popov action, whose harmonic approximation was used in (15.208), is now
L
971
AFP [q] = (D 1) log
L1
0
ds
1 q 2 (s)
(15.239)
To perform higher-order calculations we have added an extra action which corrects for the omission of uctuations of the velocities at the endpoints when restricting the paths to Neumann boundary conditions with zero end-point velocities. The extra action contains, of course, only at the endpoints and reads [7] Acor [qb , qa ] = log J[qb , qa ] = [q 2 (0) + q 2 (L)]/4. (15.240)
Thus we represent the partition function (15.238) by the path integral with Neumann boundary conditions Z=
NBC
D1
q(s) exp Atot [q] Acor [qb , qa ] AFP [q] .
(15.241)
A similar path integral can be set up for the moments of the distribution. We express the square distance R2 in coordinates (15.207) as R =
0 2 L L L 2
ds
0
ds u(s) u(s ) =
ds
0
q 2 (s)
= R2 ,
(15.242)
we nd immediately the following representation for all, even and odd, moments [compare (15.147)] (R ) in the form Rn =
NBC 2 n L L 0 n
=
0
ds ds u(s) u(s )
(15.243)
D1
q(s) exp Atot [q] Acor [qb , qa ] AFP [q] . n
(15.244)
This diers from Eq. (15.241) only by in the Faddeev-Popov action for these moments, which is
L
AFP [q] = (n + D 1) log n
L1
0
ds
1 q 2 (s)
(15.245)
rather than (15.239). There is no need to divide the path integral (15.244) by Z since this has unit normalization, as will be veried order by order in the perturbation expansion. The Green function of the operator d2 /ds2 with these boundary conditions has the form N (s, s ) = L 3 | s s | (s + s ) (s2 + s 2 ) + . 2 2 2L (15.246)
The zero temporal average (15.207) manifests itself in the property

L 0
ds N (s, s )
= 0.
(15.247)
In the following we shall simply write (s, s ) for N (s, s ), for brevity.
972
Partition Function and Moments Up to Four Loops

We are now prepared to perform the explicit perturbative calculation of the partition function and all even moments in powers of the inverse stiness up to order 2 l2 . This requires evaluating Feynman diagrams up to four loops. The associated integrals will contain products of distributions, which will be calculated unambiguously with the help of our simple formulas in Chapter 10. For a systematic treatment of the expansion parameter , we rescale the coordinates q q , and rewrite the path integral (15.244) as Rn =
NBC
D1
q(s) exp {Atot,n [q; ].} ,
(15.248)
with the total action

L
Atot,n [q; ] =
ds
0
1 2 1 L
q2 +
L
(q q)2 1 q 2
1 (0) log(1 q 2 ) 2 2 R q (0) + q 2 (L) L . 4 8 (15.249)
n log
ds
0
1 q 2
The constant n is an abbreviation for n n + (d 1). For n = 0, the path integral (15.248) must yield the normalized partition function Z = 1. For the perturbation expansion we separate Atot,n [q; ] = A(0) [q] + Aint [q; ], n with a free action A(0) [q] = 1 2
L 0
(15.250)
(15.251)
ds q 2 (s),
(15.252)
and a large-stiness expansion of the interaction Aint [q; ] = Aint1 [q] + 2 Aint2 [q] + . . . . n n n The free part of the path integral (15.248) is normalized to unity: Z (0) D
D1
(0) L 0
(15.253)
q(s) eA
[q]
=
NBC
NBC
D1
q(s) e
(1/2)
ds q2 (s)
= 1.
(15.254)
The rst expansion term of the interaction (15.253) is Aint1 [q] = n where n (s) n + [(s) + (s L)] /2, n (0) n /L. (15.256) 1 2
L 0
ds [q(s)q(s)]2 n (s) q 2 (s) L
R , 8
(15.255)
The second term in n (s) represents the end point terms in the action (15.249) and is important for canceling singularities in the expansion. The next expansion term in (15.253) reads Aint2 [q] n = + 1 2
L 0
ds [q(s)q(s)]2
L L
1 n 2 (0) q (s) q 2 (s) 2 2L (15.257)
n 8L2
ds
0 0
ds q 2 (s)q 2 (s ).
973
The perturbation expansion of the partition function in powers of consists of expectation values of the interaction and its powers to be calculated with the free partition function (15.254). For an arbitrary functional of q(s), these expectation values will be denoted by F [q]
0
NBC
D1
q(s) F [q] e
(1/2)
L 0
ds q2 (s)
(15.258)
With this notation, the perturbative expansion of the path integral (15.248) reads Rn /Ln = 1 Aint [q; ] n =
0
+
0
1 int A [q; ]2 2 n
...
0
1 Aint1 [q] n
+ 2 Aint2 [q] n
1 int1 2 A [q] 2 n
... .
(15.259)
For the evaluation of the expectation values we must perform all possible Wick contractions with the basic propagator q (s)q (s )
0
= (s, s ) ,
(15.260)
where (s, s ) is the Green function (15.246) of the unperturbed action (15.252). The relevant loop integrals Ii and Hi are calculated using the dimensional regularization rules of Chapter 10. They are listed in Appendix 15A and Appendix 15B. We now state the results for various terms in the expansion (15.259): Aint1 [q] n Aint2 [q] n
0
= = =
1 int1 2 A [q] 2 n
= + + = + +
(D1) n 1 1 R (D1)n I1 + DI2 (0, 0) (L, L) L = L , 2 L 2 2 8 12 (D1)n n (D2 1) 2 (0) + I3 +2(D+2)I4 + (D1)I1 + 2I5 4 2L 8L2 (D1) (D2 1) (0) + L2 (25D2 +36D+23) + n(11D+5) , L3 120 1440 2 D 2 R L2 (D1)L (0) + n + 2 12 2L L 8 (D1) n n n n [H1 2(H2 + H3 H5 ) + H6 4D(H4 H7 H10 ) 4 (D1) H11 + 2D2 (H8 + H9 ) + [DH12 + 2(D + 2)H13 + DH14 ] 4 2 (D1) L2 (D1)n + L3 (0) 2 12 120 (D1) (25D2 22D + 25) + 4(n + 4D 2) L2 1440 (D1)D (D1) L3 (0) + L2 (29D 1) . (15.261) 120 720
Inserting these results into Eq. (15.259), we nd all even and odd moments up to order 2 l2 Rn /Ln (D1)n (D1)(4n + 5D 13)n (D1)2 n2 O(3 ) + 2 L 2 + 12 288 1440 n2 (4n + 5D 13)n 2 n + = 1 l+ l O(l3 ). (15.262) 6 72 360(D1) = 1 L
For n = 0 this gives the properly normalized partition function Z = 1. For all n it reproduces the large-stiness expansion (15.198) up to order l4 .
974 Correlation Function Up to Four Loops
As an important test of the correctness of our perturbation theory we calculating the correlation function up to four loops and verify that it yields the simple expression (15.153), which reads in the present units G(s, s ) = e|ss |/ = e|ss |l/L . (15.263)
Starting point is the path integral representation with Neumann boundary conditions for the twopoint correlation function G(s, s ) = u(s) u(s ) = D
D1
NBC
q(s) f (s, s ) exp Atot [q; ] ,
(0)
(15.264)
with the action of Eq. (15.249) for n = 0. The function in the integrand f (s, s ) f (q(s), q(s )) is an abbreviation for the scalar product u(s) u(s ) expressed in terms of independent coordinates q (s): f (q(s), q(s )) u(s) u(s ) = 1 q 2 (s) 1 q 2 (s ) + q(s) q(s ). Rescaling the coordinates q q, and expanding in powers of yields: f (q(s), q(s )) = 1 + f1 (q(s), q(s )) + 2 f2 (q(s), q(s )) + . . . , where f1 (q(s), q(s )) = f2 (q(s), q(s )) = q(s) q(s ) 1 2 1 q (s) q 2 (s ), 2 2 1 2 1 1 q (s) q 2 (s ) [q 2 (s)]2 [q 2 (s )]2 . 4 8 8 (15.267) (15.268) (15.265)
(15.266)
We shall attribute the integrand f (q(s), q(s )) to an interaction Af [q; ] dened by f (q(s), q(s )) eA which has the -expansion Af [q; ] = log f (q(s), q(s ))
f
[q;]
(15.269)
1 2 = f1 (q(s), q(s ))+2 f2 (q(s), q(s ))+ f1 (s, s ) . . . , 2
(15.270)
to be added to the interaction (15.253) with n = 0. Thus we obtain the perturbation expansion of the path integral (15.264) G(s, s ) = 1 (Aint [q; ] + Af [q; ]) 0 + 1 (Aint [q; ] + Af [q; ])2 0 2 ... . (15.271)
Inserting the interaction terms (15.253) and (15.271), we obtain G(s, s ) = 1+ f1(q(s), q(s )) 0+2 f2 (q(s), q(s )) 0 f1 (q(s), q(s )) Aint1 [q] 0
0
+. . . , (15.272)
and the expectation values can now be calculated using the propagator (15.260) with the Green function (15.246). In going through this calculation we observe that because of translational invariance in the pseudotime, s s + s0 , the Green function (s, s ) + C is just as good a Green function satisfying Neumann boundary conditions as (s, s ). We may demonstrate this explicitly by setting C =
975
L(a1)/3 with an arbitrary constant a, and calculating the expectation values in Eq. (15.272) using the modied Green function. Details are given in Appendix 15C [see Eq. (15C.1)], where we list various expressions and integrals appearing in the Wick contractions of the expansion Eq. (15.272). Using these results we nd the a-independent terms up to second order in : (D 1) | s s |, 2 f2 (q(s), q(s )) 0 f1 (q(s), q(s )) Aint1 [q] 0 0 1 (D 1) 1 1 1 2 K3 + K4 + K5 = (D 1) D1 (D + 1)D2 K1 DK2 2 8 L 2 2 1 = (D 1)2 (s s )2 . 8 f1 (q(s), q(s ))
0
(15.273)
(15.274)
This leads indeed to the correct large-stiness expansion of the exact two-point correlation function (15.263): G(s, s ) = 1 D1 (D1)2 | ss | (ss )2 | ss | + 2 (ss )2 +. . .= 1 + . . . . (15.275) 2 8 2 2
Radial Distribution up to Four Loops

We now turn to the most important quantity characterizing a polymer, the radial distribution function. We eliminate the -function in Eq. (15.236) enforcing the end-to-end distance by considering the Fourier transform P (k; L) = dr eik(r1) P (r; L) . (15.276)
This is calculated from the path integral with Neumann boundary conditions P (k; L) =
NBC
D1
q(s) exp Atot [q; ] , k
(15.277)
where the action Atot [q; ] reads, with the same rescaled coordinates as in (15.249), k Atot [q; ] = k (q q)2 1 ik 1 2 q + + (0) log(1 q 2 ) 2 1 q 2 2 L 0 R 1 q 2 (0) + q 2 (L) L A0 [q] + Aint [q; ]. k 4 8 ds
L
1 q 2 1 (15.278)
As before in Eq. (15.253), we expand the interaction in powers of the coupling constant . The rst term coincides with Eq. (15.255), except that n is replaced by k (s) = k + [(s) + (s L)] /2, so that Aint1 [q] = k
L
k = (0) ik/L,
(15.279)
ds
0
R 1 2 [q(s)q(s)] k (s) q 2 (s) L . 2 8
(15.280)
The second expansion term Aint2 [q] is simpler than the previous (15.257) by not containing the k last nonlocal term:
L
Aint2 [q] = k
ds
0
1 2
[q(s)q(s)]2
1 2
(0)
ik 2L
q 2 (s) q 2 (s).
(15.281)
976
Apart from that, the perturbation expansion of (15.277) has the same general form as in (15.259): P (k; L) = 1 Aint1 [q] k
0
+ 2 Aint2 [q] k
1 int1 2 A [q] 2 k
... .
(15.282)
The expectation values can be expressed in terms of the same integrals listed in Appendix 15A and Appendix 15B as follows: Aint1 [q] ,k
0
= =
Aint2 [q] ,k
= =
1 int1 2 A [q] 2 ,k
= + + = + +
(D 1) ik 1 1 R I1 + DI2 (0, 0) (L, L) L 2 L 2 2 8 (D 1) [(D 1) ik] , (15.283) L 12 (D2 1) ik (0) + I3 + 2(D + 2)I4 4 2L (D2 1) [7(D + 2) + 3ik] (D2 1) (0) + L2 , (15.284) L3 120 720 2 D 2 R L2 (D 1)L (0) + k + 2 12 2L L 8 (D 1) k k k k H1 2(H2 + H3 H5 ) + H6 4D(H4 H7 H10 ) 4 (D 1) [DH12 + 2(D + 2)H13 + DH14 ] H11 + 2D2 (H8 + H9 ) + 4 2 (D 1)2 [(D 1) ik] L2 2 122 (D 1) (D 1) (0) + L2 (13D2 6D + 21) + 4ik(2D + ik) L3 120 1440 (D 1)D (D 1) L3 (0) + L2 (29D 1) . (15.285) 120 720
In this way we nd the large-stiness expansion up to order 2 : P (k; L) = 1 + L (D 1) (D 1) [(D 1) ik] + 2 L2 (15.286) 12 1440 (ik)2 (5D1)2ik(5D2 11D+8)+(D1)(5D2 11D+14) +O(3 ). (D1) (D3) (5D2 11D+14) 2 l+ ik+ l +O(l3 ) , 6 180(D1) 360 (15.287)
This can also be rewritten as P (k; L) = P1 loop (k; L) 1+
where the prefactor P1 loop (k; L) has the expansion P1 loop (k; L) = 1 L (D 1) (D 1)(5D 1) (ik) + 2 L2 (ik)2 . . . . 22 3 25 32 5 (15.288)
With the identication 2 = ikL, this is the expansion of one-loop functional determinant in (15.227). By Fourier-transforming (15.286), we obtain the radial distribution function P (r; l) = (r1) + l l2 [ (r1) + (d 1) (r1)] + [(5d 1) (r1) 6 360(d 1)
+ 2(5d2 11d+8) (r1) + (d1)(5d2 11d+14)(r1) + O(l3 ).
(15.289)
977
As a crosscheck, we can calculate from this expansion once more the even and odd moments R n = Ln dr rn+(D1) P (r; l), (15.290)
and nd that they agree with Eq. (15.262). Using the higher-order expansion of the moments in (15.198) we can easily extend the distribution (15.289) to arbitrarily high orders in l. Keeping only the terms up to order l4 , we nd that the one-loop end-to-end distribution function (15.212) receives a correction factor:
P (r; l) with
d 2 i 2 (r1)(D1)/2l e 2 sinh
(D1)/2
eV (l, ) ,
(15.291)
2 4 6 V (l, 2 ) V0 (l) + V (l, 2 ) = V0 (l) + V1 (l) + V2 (l) 2 + V3 (l) 3 + . . . . l l l The rst term V0 (l) = d1 d 9 2 (d 1) 32 13 d + 5 d2 3 l+ l + l 6 360 6480 2 3 4 34 272 d + 259 d 110 d + 25 d 4 l + ... 259200
(15.292)
(15.293)
contributes only to the normalization of P (r; l), and can be omitted in (15.291). The remainder has the expansion coecients V1 (l) = 455 + 431 d + 91 d2 + 5 d3 4 d3 2 (5 + 9 d) 3 l + ... , l + l + 2 360 7560 (1 + d) 907200 (d 1) 31 + 42 d + 25 d2 l4 (5 3 d) l3 + ... , (15.294) V2 (l) = 7560 907200 (d 1) (d 1) l4 V3 (l) = + ... . 18900
In the physical most interesting case of three dimensions, the rst nonzero correction arises to order l3 . This explains the remarkable agreement of the moments in (15.234) and (15.234) up to order l2 . The correction terms V (l, 2 ) may be included perturbatively into the sum over k in Eq. (15.220) by noting that the expectation value of powers of 2 /l within the -integral (15.221) are 2 /l = a2 k 2k + (D 1)/2 , (D 1)(1 r) 2 /l
2
= 3a4 , k
2 /l
= 15a6 , k
(15.295)
so that we obtain an extra factor efk 4 fk = V1 (l)a2 + 3V2 (l)V12 (l) a4 + 15V3 (l)12V1(l)V2 (l)+ V13 (l) a6 + . . . , k k k 3 where up to order l4 : 3D 5 3 156 231D 26D2 7D3 4 l + l + ... , 2520 907200 (D 1) 4 D1 4 15V3 (l)12V1 (l)V2 (l)+ V13 (l) = l + ... . (15.297) 3 1260 3V2 (l)V12 (l) = (15.296)
978
15.10
Excluded-Volume Eects
A signicant modication of these properties is brought about by the interactions between the chain elements. If two of them come close to each other, the molecular forces prevent them from occupying the same place. This is called the excludedvolume eect. In less than four dimensions, it gives rise to a scaling law for the expectation value R2 as a function of L: R2 L2 , (15.298)
as stated in (15.38). The critical exponent is a number between the random-chain value = 1/2 and the sti-chain value = 1. To derive this behavior we consider the polymer in the limiting path integral approximation (15.80) to a random chain which was derived for R2 /La 1 and which is very accurate whenever the probability distribution is sizable. Thus we start with the time-sliced expression PN (R) = with the action AN = a M (xn )2 , a2 n=1 2
N
1 2a/M
D
N 1 n=1
d xn 2a/M
D exp
AN / , h
(15.299)
(15.300)
and the mass parameter (15.79). In the sequel we use natural units in which energies are measured in units of kB T , and write down all expressions in the continuum limit. The probability (15.299) is then written as PL (R) = D D x eA
L [x]
(15.301)
where we have used the label L = Na rather than N. From the discussion in the previous section we know that although this path integral represents an ideal random chain, we can also account for a nite stiness by interpreting the number a as an eective length parameter ae given by (15.158). The total Euclidean time in the path integral b a = h/kB T corresponds to the total length of the polymer L. We now assume that the molecules of the polymer repel each other with a twobody potential V (x, x ). Then the action in the path integral (15.301) has to be supplemented by an interaction 1 2
L 0 L 0
Aint =
d V (x( ), x( )).
(15.302)
15.10 Excluded-Volume Eects
979
Note that the interaction is of a purely spatial nature and does not depend on the parameters , , i.e., it does not matter which two molecules in the chain come close to each other. The eects of an interaction of this type are most elegantly calculated by making use of a Hubbard-Stratonovich transformation. Generalizing the procedure in Subsection 7.15.1, we introduce an auxiliary uctuating eld variable (x) at every space point x and replace Aint by A = int
L 0
d (x( ))
1 2
dD xdD x (x)V 1 (x, x )(x ).
(15.303)
Here V 1 (x, x ) denotes the inverse of V (x, x ) under functional multiplication, dened by the integral equation dD x V 1 (x, x )V (x , x ) = (D) (x x ). (15.304)
To see the equivalence of the action (15.303) with (15.302), we rewrite (15.303) as A = int dD x (x)(x) 1 2 dD xdD x (x)V 1 (x, x )(x ), (15.305)
where (x) is the particle density (x) 1 2

L 0
d (D) (x x( )).
(15.306)
Then we perform a quadratic completion to A = int dD xdD x (x)V 1 (x, x ) (x ) (x)V (x, x )(x ) , (15.307)
with the shifted eld (x) (x) Now we perform the functional integral D(x) eAint
dD x V (x, x )(x ).
(15.308)
(15.309)
integrating (x) at each point x from i to i along the imaginary eld axis. 1/2 The result is a constant functional determinant [det V 1 (x, x )] . This can be ignored since we shall ultimately normalize the end-to-end distribution to unity. Inserting (15.306) into the surviving second term in (15.307), we obtain precisely the original interaction (15.302). Thus we may study the excluded-volume problem by means of the equivalent path integral PL (R) D D x( ) D(x) eA , (15.310)
980 where the action A is given by the sum
A = AL [x, x, ] + A[], of the line and eld actions AL [x, ]

L 0
(15.311)
M 2 x + (x( )) , 2 dD xdD x (x)V 1 (x, x )(x ),
(15.312) (15.313)
A[]
1 2
respectively. The path integral (15.310) over x( ) and (x) has the following physical interpretation. The line action (15.312) describes the orbit of a particle in a space-dependent random potential (x). The path integral over x( ) yields the endto-end distribution of the uctuating polymer in this potential. The path integral over all potentials (x) with the weight eA[] accounts for the repulsive cloud of the uctuating chain elements. To be convergent, all (x) integrations in (15.310) have to run along the imaginary eld axis. To evaluate the path integrals (15.310), it is useful to separate x( )- and (x)integrations and to write end-to-end distributions as an average over -uctuations PL (R) where
PL (R, 0) = D(x) eA[] PL (R, 0),
(15.314)
D D x( ) eA
L [x,]
(15.315)
is the end-to-end distribution of a random chain moving in a xed external potential (x). The presence of this potential destroys the translational invariance of PL . This is why we have recorded the initial and nal points 0 and R. In the nal distribution PL (R) of (15.314), the invariance is of course restored by the integration over all (x). It is possible to express the distribution PL (R, 0) in terms of solutions of an associated Schrdinger equation. With the action (15.312), this equation is obviously o 1 R 2 + (R) PL (R, 0) = (D) (R 0)(L). L 2M (15.316)
If E (R) denotes the time-independent solutions of the Hamiltonian operator
1 H = R 2 + (R), 2M
the probability PL (R) has a spectral representation of the form PL (R, 0) = dEeELE (R)E (0),
(15.317)
L > 0.
(15.318)
981
From now on, we assume the interaction to be dominated by the simplest possible repulsive potential proportional to a -function: V (x, x ) = vaD (D) (x x ). Then the functional inverse is V 1 (x, x ) = v 1 aD (D) (x x ), and the -action (15.312) reduces to v 1 aD A[] = 2 dD x 2 (x). (15.321) (15.320) (15.319)
The path integrals (15.314), (15.315) can be solved approximately by applying the semiclassical methods of Chapter 4 to both the x( )- and the (x)-path integrals. These are dominated by the extrema of the action and evaluated via the leading saddle point approximation. In the (x)-integral, the saddle point is given by the equation v 1 aD (x) = log PL (R, 0). (x) (15.322)
This is the semiclassical approximation to the exact equation v 1 aD (x) = (x)

L 0
d (D) (x x( ))
,
x
(15.323)
where . . . x is the average over all line uctuations calculated with the help of the probability distribution (15.315). The exact equation (15.323) follows from a functional dierentiation of the path integral for PL with respect to (x): PL (R) = (x) D (x) D D x eA
L [x,]A[]
= 0.
(15.324)
By anchoring one end of the polymer at the origin and carrying the path integral from there to x( ), and further on to R, the right-hand side of (15.323) can be expressed as a convolution integral over two end-to-end distributions:
L 0
d (D) (x x( ))
=
x
L 0
dL PL (x)PLL (R x).
(15.325)
With (15.323), this becomes v 1 aD (x) which is the same as (15.323).

x
L 0
dL PL (x)PLL (R x),
(15.326)
982
According to Eq. (15.322), the extremal (x) depends really on two variables, x and R. This makes the solution dicult, even at the semiclassical level. It becomes simple only for R = 0, i.e., for a closed polymer. Then only the variable x remains and, by rotational symmetry, (x) can depend only on r = |x|. For R = 0, on the other hand, the rotational symmetry is distorted to an ellipsoidal geometry, in which a closed-form solution of the problem is hard to nd. As an approximation, we may use a rotationally symmetric ansatz (x) (r) also for R = 0 and calculate the end-to-end probability distribution PL (R) via the semiclassical approximation to the two path integrals in Eq. (15.310). The saddle point in the path integral over (x) gives the formula [compare (15.314)]
PL (R) PL (R, 0) =
D D x exp
L 0
M 2 x + (r( )) . 2
(15.327)
Thereby it is hoped that for moderate R, the error is small enough to justify this approximation. Anyhow, the analytic results supply a convenient starting point for better approximations. Neglecting the ellipsoidal distortion, it is easy to calculate the path integral over x( ) for PL (R, 0) in the saddle point approximation. At an arbitrary given (r), we must nd the classical orbits. The Euler-Lagrange equation has the rst integral of motion M 2 x (r) = E = const. 2 (15.328)
At xed L, we have to nd the classical solutions for all energies E and all angular momenta l. The path integral reduces an ordinary double integral over E and l which, in turn, is evaluated in the saddle point approximation. In a rotationally symmetric potential (r), the leading saddle point has the angular momentum l = 0 corresponding to a symmetric polymer distribution. Then Eq. (15.328) turns into a purely radial dierential equation d = dr 2[E + (r)]/M . (15.329)
For a polymer running from the origin to R we calculate L=

R 0
dr 2[E + (r)]/M
(15.330)
This determines the energy E as a function of L. It is a functional of the yet unknown eld (r): E = EL []. (15.331)
983
The classical action for such an orbit can be expressed in the form Acl [x, ] = M 2 x + (r( )) 2 0 L M 2 x (r( )) + = d 2 0
L
L 0
d M x2 (15.332)
= EL +
R 0
dr 2M[E + (r)].
In this expression, we may consider E as an independent variational parameter. The relation (15.330) between E, L, R, (r), by which E is xed, reemerges when extremizing the classical expression Acl [x, ]: Acl [x, x, ] = 0. E The classical approximation to the entire action A[x, ] + A[] is then Acl = EL +
r 0
(15.333)
dr
1 2M[E + (r )] v 1 aD 2
dD x2 (r).
(15.334)
This action is now extremized independently in (r), E. The extremum in (r) is obviously given by the algebraic equation (r ) = 0 1 MvaD SD r
1D
/ 2M[E + (r )]
for
r > r, r < r,
(15.335)
which is easily solved. We rewrite it as E + (r) = 3 2 (r), with the abbreviation 3 = r 2 , where D1>0 and For large 1/E, i.e., small r M 2 2D 2 v a SD . 2 (15.339) (15.338) (15.337) (15.336)
2/ E 6/ , we expand the solution as follows E E2 + + ... . 3 9 (15.340)
(r) =
984
This expansion is reinserted into the classical action (15.334), making it a power series in E. A further extremization in E yields E = E(L, r). The extremal value of the action yields an approximate distribution function of a monomer in the closed polymer (which runs through the origin): PL (R) eAcl (L,R) . (15.341)
To see how this happens consider rst the noninteracting limit where v = 0. Then the solution of (15.335) is (r) 0, and the classical action (15.334) becomes Acl = EL + The extremization in E gives E= yielding the extremal action Acl = M R2 . 2 L (15.344) M R2 , 2 L2 (15.343) 2MER. (15.342)
The approximate distribution is therefore PN (R) eAcl = eM R

2 /2L
(15.345)
The interacting case is now treated in the same way. Using (15.336), the classical action (15.334) can be written as Acl = EL + M 2
R 0
dr
1 1 + E 3/2 . 2 +E
(15.346)
By expanding this action in a power series in E [after having inserted (15.340) for ], we obtain with (r) E/ = E1/3 r 2/3 Acl = EL + M 1/6 2
R 0
dr r /3
3 1 + (r ) 2 (r ) + . . . . 2 6
(15.347)
As long as < 3, i.e., for D < 4, the integral exists and yields an expansion 1 Acl = EL + a0 (R) + a1 (R)E a2 (R)E 2 + . . . , 2 (15.349) (15.348)
985
with the coecients a0 (R) = a1 (R) = 3 M 2 9 1/3 1/6 1 R , 2 3
M 1+/3 1/6 1 R , 2 +3 1 M 1+ 1/2 1 a2 (R) = R . 3 2 +1 Extremizing Acl in E gives the action Acl = a0 (R) +
(15.350)
1 [L a1 (R)]2 + . . . . 2a2 (R)
(15.351)
The approximate end-to-end distribution function is therefore PL (R) N exp a0 (R) 1 [L a1 (R)]2 , 2a2 (R) (15.352)
where N is an appropriate normalization factor. The distribution is peaked around L=3 M 1+/3 1/6 1 R . 2 +3 (15.353)
This shows the most important consequence of the excluded-volume eect: The average value of R2 grows like R2 D+2 1/(D+2) 3 3 . D+2
2 L M
6/(D+2)
(15.354)
Thus we have found a scaling law of the form (15.298) with the critical exponent = (15.355)
The repulsion between the chain elements makes the excluded-volume chain reach out further into space than a random chain [although less than a completely sti chain, which is always reached by the solution (15.354) for D = 1]. The restriction D < 4 in (15.348) is quite important. The value D uc = 4 (15.356)
is called the upper critical dimension. Above it, the set of all possible intersections of a random chain has the measure zero and any short-range repulsion becomes irrelevant. In fact, for D > Duc it is possible to show that the polymer behaves like a random chain without any excluded-volume eect satisfying R2 L.
986
15.11
Florys Argument
Once we expect a power-like scaling law of the form R2 L2 , (15.357)
the critical exponent (15.355) can be derived from a very simple dimensional argument due to Flory. We take the action A=
L 0
M 2 vaD x 2 2
L 0
L 0
d (D) (x( ) x( )),
(15.358)
with M = D/a, and replace the two terms by their dimensional content, L for the -variable and R- for each x-component. Then A M R2 vaD L2 L . 2 L2 2 RD R RD1 L2 , L implying R2 L6/(D+2) , and thus the critical exponent (15.355). (15.361) (15.359)
Extremizing this expression in R at xed L gives (15.360)
15.12
Polymer Field Theory
There exists an alternative approach to nding the power laws caused by the excluded-volume eects in polymers which is superior to the previous one. It is based on an intimate relationship of polymer uctuations with eld uctuations in a certain somewhat articial and unphysical limit. This limit happens to be accessible to approximate analytic methods developed in recent years in quantum eld theory. According to Chapter 7, the statistical mechanics of a many-particle ensemble can be described by a single uctuating eld. Each particle in such an ensemble moves through spacetime along a uctuating orbit in the same way as a random chain does in the approximation (15.80) to a polymer in Section 15.6. Thus we can immediately conclude that ensembles of polymers may also be described by a single uctuating eld. But how about a single polymer? Is it possible to project out a single polymer of the ensemble in the eld-theoretic description? The answer is positive. We start with the result of the last section. The end-to-end distribution of the polymer in the excluded-volume problem is rewritten as an integral over the uctuating eld (x): PL (xb , xa ) =
D eA[] PL (xb , xa ),
(15.362)
15.12 Polymer Field Theory
987
with an action for the auxiliary (x) eld [see (15.312)] A[] = 1 2 dD xdD x (x)V 1 (x, x )(x ), (15.363)
and an end-to-end distribution [see (15.315)]

PL (xb , xa ) =
Dx exp
L 0
M 2 x + (x( )) 2
(15.364)
which satises the Schrdinger equation [see (15.316)] o 1 L 2M

2 + (x) PL (x, x ) = (3) (x x )(L).
(15.365)
Since PL and PL vanish for L < 0, it is convenient to go over to the Laplace transforms
1 2M 1 Pm2 (x, x ) = 2M Pm2 (x, x ) =
0 0
dLeLm dLeLm
2 /2M
PL (x, x ),
PL (x, x ).
(15.366) (15.367)
2 /2M
The latter satises the L-independent equation [

2 + m2 + 2M(x)]Pm2 (x, x ) = (3) (x x ).
(15.368)
The quantity m2 /2M is, of course, just the negative energy variable E in (15.332): E m2 . 2M (15.369)
The distributions Pm2 (x, x ) describe the probability of a polymer of any length run2 ning from x to x, with a Boltzmann-like factor eLm /2M governing the distribution of lengths. Thus m2 /2M plays the role of a chemical potential. We now observe that the solution of Eq. (15.368) can be considered as the correlation function of an auxiliary uctuating complex eld (x): Pm2 (x, x ) = G (x, x ) = (x)(x ) 0 D (x)D(x) (x)(x ) exp {A[ , , ]} , D (x)D(x) exp {A[ , , ]}
(15.370)
with a eld action A[ , , ] = dD x (x) (x) + m2 (x)(x) + 2M(x) (x)(x) .(15.371)
988
The second part of Eq. (15.370) denes the expectations . . . . In this way, we express the Laplace-transformed distribution Pm2 (xb , xa ) in (15.366) in the purely eld-theoretic form Pm2 (x, x ) = = D exp {A[]} (x)(x )
1 dD ydD y (y)V 1 (y, y )(y ) 2 D D (x)(x ) exp {A[ , , ]} . D D exp {A[ , , ]} D exp
(15.372)
It involves only a uctuating eld which contains all information on the path uctuations. The eld (x) is, of course, the analog of the second-quantized eld in Chapter 7. Consider now the probability distribution of a single monomer in a closed polymer chain. Inserting the polymer density function (R)
L 0
d (D) (R x( ))
(15.373)
into the original path integral for a closed polymer PL (R) =

L 0
DD x
D exp {AL A[]} (D) (R x( )),
(15.374)
the -function splits the path integral into two parts PL (R) = D exp {A[]}
L 0 d PL (0, R)P (R, 0).
(15.375)
When going to the Laplace transform, the convolution integral factorizes, yielding Pm2 (R) =
D(x) exp {A[]} Pm2 (0, R)Pm2 (R, 0).
(15.376)
With the help of the eld-theoretic expression for Pm2 (R) in Eq. (15.370), the product of the correlation functions can be rewritten as
Pm2 (0, R)Pm2 (0, R) = (R)(0)
(0)(R) .
(15.377)
We now observe that the eld appears only quadratically in the action A[ , , ]. The product of correlation functions in (15.377) can therefore be viewed as a term in the Wick expansion (recall Section 3.10) of the four-eld correlation function (R)(R) (0)(0) . This would be equal to the sum of pair contractions (R)(R)
(15.378)
(0)(0)
+ (R)(0)
(0)(R) .
(15.379)
989
There are no contributions containing expectations of two or two elds which could, in general, appear in this expansion. This allows the right-hand side of (15.377) to be expressed as a dierence between (15.378) and the rst term of (15.379):
Pm2 (0, R)Pm2 (0, R) = (R)(R) (0)(0)
(R)(R)
(0)(0) . (15.380)
The right-hand side only contains correlation functions of a collective eld, the density eld [8] (R) = (R)(R), in terms of which
Pm2 (0, R)Pm2 (0, R) = (R)(0)
(15.381)
(R)
(0) .
(15.382)
Now, the right-hand side is the connected correlation function of the density eld (R): (R)(0)
,c
(R)(0)
(R)
(0) .
(15.383)
In Section 3.10 we have shown how to generate all connected correlation functions: The action A[, , ] is extended by a source term in the density eld (x) Asource [ , , K] = dD xK(x)(x) = dD xK(x) (x)(x)), (15.384)
and one considers the partition function Z[K, ] DD exp {A [ , , ] Asource [ , , K]} . (15.385)
This is the generating functional of all correlation functions of the density eld (R) = (R)(R) at a xed (x). They are obtained from the functional derivatives (x1 ) (xn )
= Z[K, ]1
Z[K, ] . K=0 K(x1 ) K(xn ) (15.386)
Recalling Eq. (3.556), the connected correlation functions of (x) are obtained similarly from the logarithm of Z[K, ]: (x1 ) (xn )
,c
log Z[K, ] . K=0 K(x1 ) K(xn ) (15.387)
990
For n = 2, the connectedness is seen directly by performing the dierentiations according to the chain rule: (R)(0)
,c
log Z[K, ] K=0 K(R) K(0) Z 1 [K, ] Z[K, ] = K=0 K(R) K(0) = (R)(0) (R) (0) . =
(15.388)
This agrees indeed with (15.383). We can therefore rewrite the product of Laplacetransformed distributions (15.382) at a xed (x) as
Pm2 (0, R)Pm2 (0, R) =
. log Z[K, ] K=0 K(R) K(0)
(15.389)
The Laplace-transformed monomer distribution (15.376) is then obtained by averaging over (x), i.e., by the path integral Pm2 (R) = K(R) K(0) D(x) exp {A[]} log Z[K, ]
K=0
(15.390)
Were it not for the logarithm in front of Z, this would be a standard calculation of correlation functions within the combined , eld theory whose action is Atot [ , , ] = A[ , , ] + A[] = 1 2 dD x
+ m2 + 2M (15.391)
dD xdD x (x)V 1 (x, x )(x ).
To account for the logarithm we introduce a simple mathematical device called the replica trick [9]. We consider log Z[K, ] in (15.388)(15.390) as the limit log Z = lim 1 n (Z 1) , n0 n (15.392)
and observe that the nth power of the generating functional, Z n , can be thought of as arising from a eld theory in which every eld occurs n times, i.e., with n identical replica. Thus we add an extra internal symmetry label = 1, . . . , n to the elds (x) and calculate Z n formally as Z n [K, ] =
D D exp {A[ , , ]A[] Asource [ , , K]} ,
(15.393) with the replica eld action

A[ , , ] =
dD x
+ m2 + 2M ,
(15.394)
991
and the source term

Asource [ , , K] = dD x (x) (x)K(x).
(15.395)
A sum is implied over repeated indices . By construction, the action is symmetric under the group U(n) of all unitary transformations of the replica elds . In the partition function (15.393), it is now easy to integrate out the (x)uctuations. This gives Z n [K, ] = with the action
An [ , ] = D D exp {An [ , ] Asource [ , , K]} ,
(15.396)
dD x 1 (2M)2 2
+ m2
dD xdD x (x) (x)V (x, x ) (x ) (x ). (15.397)
It describes a self-interacting eld theory with an additional U(n) symmetry. In the special case of a local repulsive potential V (x, x ) of Eq. (15.319), the second term becomes simply 1 Aint [ , ] = (2M)2 vaD 2 dD x [ (x) (x)]2 . (15.398)
Using this action, we can nd log Z[K, ] via (15.392) from the functional integral log Z[K, ] lim
n0
(15.399) This is the generating functional of the Laplace-transformed distribution (15.390) which we wanted to calculate. A polymer can run along the same line in two orientations. In the above description with complex replica elds it was assumed that the two orientations can be distinguished. If they are indistinguishable, the polymer elds (x) have to be taken as real. Such a eld-theoretic description of a uctuating polymer has an important advantage over the initial path integral formulation based on the analogy with a particle orbit. It allows us to establish contact with the well-developed theory of critical phenomena in eld theory. The end-to-end distribution of long polymers at large L is determined by the small-E regime in Eqs. (15.330)(15.349), which corresponds to the small-m2 limit of the system here [see (15.369)]. This is precisely the regime studied in the quantum eld-theoretic approach to critical phenomena in many-body systems [10, 11]. It can be shown that for D larger than the upper critical dimension D uc = 4, the behavior for m2 0 of all Green functions coincides with the free-eld behavior. For D = D uc , this behavior can be deduced from scale invariance arguments of the action, using naive dimensional counting arguments.
1 n
D D exp {An [ , ] Asource [ , , K]} 1 .
992
The uctuations turn out to cause only logarithmic corrections to the scale-invariant power laws. One of the main developments in quantum eld theory in recent years was the discovery that the scaling powers for D < Duc can be calculated via an expansion of all quantities in powers of = D uc D, (15.400)
the so-called -expansion. The -expansion for the critical exponent which rules the relation between R2 and the length of a polymer L, R2 L2 , can be derived from a real 4 -theory with n replica as follows [12]:
1 = 2 +
2
(n+2) n+8
2(n+8)2
(13n + 44)
+ 8(n+8)4 [3n3 452n2 2672n 5312 + 32(n+8)6 [3n5 + 398n4 12900n3 81552n2 219968n 357120 + (4)(n + 8)3 288(5n + 22)
3
+ (3)(n + 8) 96(5n + 22)]
+ (3)(n + 8) 16(3n4 194n3 + 148n2 + 9472n + 19488)
+ 128(n+8)8 [3n7 1198n6 27484n5 1055344n4
(5)(n + 8)2 1280(2n2 + 55n + 186)] 5242112n3 5256704n2 + 6999040n 626688
+ (5)(n + 8)2 256(155n4 + 3026n3 + 989n2 66018n 130608) + (7)(n + 8)3 56448(14n2 + 189n + 526)] , (6)(n + 8)4 6400(2n2 + 55n + 186)
+ (4)(n + 8)3 48(3n4 194n3 + 148n2 + 9472n + 19488)
2 (3)(n + 8)2 1024(2n4 + 18n3 + 981n2 + 6994n + 11688)
(3)(n + 8) 16(13n6 310n5 + 19004n4 + 102400n3 381536n2 2792576n 4240640)
(15.401)
where (x) is Riemanns zeta function (2.513). As shown above, the single-polymer properties must emerge in the limit n 0. There, 1 has the -expansion 1 = 2 4 11 128
2
+ 0.114 425
0.287 512
+ 0.956 133 5.
(15.402)
This is to be compared with the much simpler result of the last section 1 = D+2 = 2 . 3 3 (15.403)
A term-by-term comparison is meaningless since the eld-theoretic -expansion has a grave problem: The coecients of the n -terms grow, for large n, like n!, so that the series does not converge anywhere! Fortunately, the signs are alternating and the series can be resummed [13]. A simple rst approximation used in -expansions
993
is to re-express the series (15.402) as a ratio of two polynomials of roughly equal degree 1 |rat = 2. + 1.023 606 0.225 661 2 1. + 0.636 803 0.011 746 2 + 0.002 677
3
(15.404)
called a Pad approximation. Its Taylor coecients up to 5 coincide with those of e the initial series (15.402). It can be shown that this approximation would converge with increasing orders in towards the exact function represented by the divergent series. In Fig. 15.7, we plot the three functions (15.403), (15.402), and (15.404), the
Figure 15.7 Comparison of critical exponent in Flory approximation (dashed line) with result of divergent -expansion obtained from quantum eld theory (dotted line) and its Pad resummation (solid line). The value of the latter gives the best approximation e 0.585 at = 1.
last one giving the most reliable approximation 1 0.585. (15.405)
Note that the simple Flory curve lies very close to the Pad curve whose calculation e requires a great amount of work. There exists a general scaling relation between the exponent and another exponent appearing in the total number of polymer congurations of length L which behaves like S = L2 . The relation is = 2 D. 1 , 4 (15.407) (15.406)
Direct enumeration studies of random chains on a computer suggest a number (15.408)
994
corresponding to = 7/12 0.583, very close to (15.405). The Flory estimate for the exponent reads, incidentally, = 4D . D+2 (15.409)
In three dimensions, this yields = 1/5, not too far from (15.408). The discrepancies arise from inaccuracies in both treatments. In the rst treatment, they are due to the use of the saddle point approximation and the fact that the -function does not completely rule out the crossing of the lines, as required by the true self-avoidance of the polymer. The eld theoretic -expansion, on the other hand, which in principle can give arbitrarily accurate results, has the problem of being divergent for any . Resummation procedures are needed and the order of the expansion must be quite large ( 5 ) to extract reliable numbers.
15.13
Fermi Fields for Self-Avoiding Lines
There exists another way of enforcing the self-avoiding property of random lines [14]. It is based on the observation that for a polymer eld theory with n uctuating complex elds and a U(n)-symmetric fourth-order self-interaction as in the action (15.397), the symmetric incorporation of a set of m anticommuting Grassmann elds removes the eect of m of the Bose elds. For free elds this observation is trivial since the functional determinant of Bose and Fermi elds are inverse to one-another. In the presence of a fourth-order self-interaction, where the replica action has the form (15.397), we can always go back, by a Hubbard-Stratonovich transformation, to the action involving the auxiliary eld (x) in the exponent of (15.393). This exponent is purely quadratic in the replica eld, and each path integral over a Fermi eld cancels a functional determinant coming from the Bose eld. This boson-destructive eect of fermions allows us to study theories with a negative number of replica. We simply have to use more Fermi than Bose elds. Moreover, we may conclude that a theory with n = 2 has necessarily trivial critical exponents. From the above arguments it is equivalent to a single complex Fermi eld theory with fourth-order self-interaction. However, for anticommuting Grassmann elds, such an interaction vanishes: ( )2 = [(1 i2 )(1 + i2 )]2 = [2i1 2 ]2 = 0. (15.410)
Looking back at the -expansion for the critical exponent in Eq. (15.401) we can verify that up to the power 5 all powers in do indeed vanish and takes the mean-eld value 1/2.
Appendix 15A
(0, 0) =
Basic Integrals
(L, L) = L/3, (15A.1)
Appendix 15B
Loop Integrals
L
995
I1 I2 I3 I4 I5
=
0 L
ds (s, s) = L2 /6, ds 2 (s, s) = L/12, ds 2 (s, s) = L3 /30, ds (s, s) 2 (s, s) = 7L2 /360,
L
(15A.2) (15A.3) (15A.4) (15A.5) (15A.6) (15A.7) (15A.8) (15A.9) (15A.10) (15A.11)
=
0 L
=
0 L
=
0 L
=
0 L
ds
0
ds 2 (s, s ) = L4 /90,
(0, L) = (L, 0) = L/6, I6 I7 I8 I9 I10 =

0 L L
ds 2 (s, 0) + 2 (s, L) = 2L3 /45, ds

0 L 0 L
= =
0 L
ds (s, s) 2 (s, s ) = L3 /45, ds (s, s)(s, s ) (s, s ) = L3 /180,

0
ds
=
0 L
ds (s, s) 2 (s, 0) + 2 (s, L) = 11L2/90,
=
0
ds (s, s) [(s, 0) (s, 0) + (s, L) (s, L)] = 17L2 /360, (15A.12) (15A.13) (15A.14) (15A.15)
(0, 0) = (L, L) = 1/2,

L L
I11 I12
=
0 L
ds
0 L
ds (s, s) (s, s ) (s , s ) = L3 /360, ds (s, s ) 2 (s, s ) = L3 /90.
=
0
ds
0
Appendix 15B
Loop Integrals
We list here the Feynman integrals evaluated with dimensional regularization rules whenever necessary. Depending whether they occur in the calculation of the moments from the expectations (15.261)(15.261) of from the expectations (15.283)(15.285) we encounter the integrals depending on n (s) n + [(s) + (s L)] /2 with n = (0) n /L or k (s) = k + [(s) + (s L)] /2 with k = (0) ik/L: H1
n(k) L L
=
0
ds
0
ds n(k) (s)n(k) (s )2 (s, s ), 1 2 (0, 0) + 2 (0, L) , 2 I9 , 2 I6 (0), 2 I10 . 2 (15B.1) (15B.2) (15B.3) (15B.4)
2 = n(k) I5 + n(k) I6 +
H2 H3 H4
n(k)
=
0 L
ds
0 L
ds n(k) (s )(s, s) 2 (s, s ) = n(k) I7 +
n(k)
=
0 L
ds
0 L
ds n(k) (s ) d(s, s)2 (s, s ) = n(k) I5 +
n(k)
=
0
ds
0
ds n(k) (s ) (s, s) (s, s )(s, s ) = n(k) I8 +
996
When calculating Rn , we need to insert here n = (0) n /L, thus obtaining L4 2 L3 L2 (4524D+4D2)4n(62Dn) , (0)+ (3Dn) (0)+ 90 45 360 L2 L3 n (0) + (154D4n), H2 = 45 180 L3 L4 2 n (0)+ (3Dn)(0), H3 = 90 90 L2 L3 n (0)+ (214D4n) , H4 = 180 720
n H1 =
(15B.5) (15B.6) (15B.7) (15B.8)
where the values for n = 0 correspond to the partition function Z = k = (0) ik/L required for the calculation of P (k; L) yields
k H1 =
R0 . The substitution
L4 2 L3 L2 5L2 (0) + [2 + (ik)] (0) + (ik) [4 + (ik)] + , 90 45 90 72 L2 L3 k (0) + [11 + 4(ik)] , H2 = 45 180 L3 L4 2 k (0) + [2 + (ik)] (0), H3 = 90 90 L3 L2 k H4 = (0) + [17 + 4(ik)] . 180 720 The other loop integrals are
L L
(15B.9) (15B.10) (15B.11) (15B.12)
H5 =
0 L
ds
0 L
ds (s, s) 2 (s, s ) d(s , s ) = (0)I7 =
L3 (0), 45 L4 2 (0), 90 L3 (0), 180
(15B.13) (15B.14) (15B.15) (15B.16) (15B.17) (15B.18)
H6 =
0 L
ds
0 L
ds d(s, s)2 (s, s ) d(s , s ) = 2 (0)I5 =
H7 =
0 L
ds
0 L
ds (s, s) (s, s )(s, s ) d(s , s ) = (0)I8 = ds (s, s) (s, s ) (s, s ) (s , s ) =

L
H8 =
0 L
ds
0
L2 , 720
H9 =
0
ds
0 L
ds (s, s)(s, s ) d(s, s ) (s , s ) =

L
I10 I8 7L2 H8 = , 2 L 360 I9 I7 7L2 = , 4 2L 360
H10 =
0 L
ds
0 L
ds (s, s) (s, s ) d(s, s ) (s , s ) =
H11 =
0
ds
0 2
ds (s, s) d2 (s, s )(s , s ) = (0)I3 + (
+ 2 (L, L) (L, L) 2 (0, 0) (0, 0) 2H10

L L
I1 2 2(I3 I11 ) ) 2I4 , L L L3 L2 = (0) + , (15B.19) 30 9 (15B.20) I12 H12 L2 I4 = , (15B.21) 2 2L 2 720
H12 =
0 L
ds
0 L
ds 2 (s, s ) 2 (s, s ) =
L2 , 90
H13 =
0 L
ds
0 L
ds (s, s ) (s, s ) (s, s ) d(s , s) = ds 2 (s, s ) d2 (s, s ) = (0)I3
H14 =
2(I3 I12 ) I5 2I4 + 2 , L L 0 0 L3 11L2 2 + 2 (L, L) (L, L) 2 (0, 0) (0, 0) 2H13 = (0) + . 30 72 ds
(15B.22)
Appendix 15C
Integrals Involving Modied Green Function
997
Appendix 15C
Integrals Involving Modied Green Function
To demonstrate the translational invariance of results showed in the main text we use the slightly modied Green function (s, s ) = L | s s | (s + s ) (s2 + s 2 ) a + , 3 2 2 2L (15C.1)
containing an arbitrary constant a. The following combination yields the standard Feynman propagator for the innite interval [compare (3.246)] 1 1 1 F (s, s ) = F (ss ) = (s, s ) (s, s) (s , s ) = (ss ). 2 2 2 Other useful relations fullled by the Green function (15C.1) are, assuming s s , D1 (s, s ) = 2 (s, s )(s, s)(s , s ) = (ss ) s(Ls) (ss )(s+s )2 La , + L 4L2 3 (15C.3) D2 (s, s ) = (s, s)(s , s ) = The following integrals are needed: (s4 +s 4 ) (2s3 +s 3 ) , 4L2 3L 0 (20a9) 2 ((a+3)s2 +as 2 ) sa L+ L , + 6 3 180 L (2s4 +6s2 s 2 +3s 4 ) J2 (s, s ) = dt (t, t)(t, s) (t, s ) = , 24L2 0 (3s3 3s2 s 6ss 2 s 3 ) (5s2 12ss 4as 2 ) s a (20a3) 2 + L+ L , 12L 24 6 720 J1 (s, s ) = dt (t, t) (t, s) (t, s ) = J3 (s, s ) = (s +6s s +s ) (s +3s )s + , dt (t, s)(t, s ) = 60L 6 0 (5a2 10a+6) 3 (s2 +s 2 ) L+ L . 6 45
L 4 2 2 4 2 2 L
(15C.2)
(ss )(s+s L) . L
(15C.4)
(15C.5)
(15C.6)
(15C.7)
These are the building blocks for other relations: f2 (q(s), q(s )) = (d1) (d+1) 2 (d1)(ss ) D1 (s, s ) D2 (s, s ) = 2 4 4 2 2 2La (d3)s(d+1)s (d1)s (d+1)s d(ss )(s+s )2 + + , 3 2 L 2L2
(15C.8)
and 1 1 K1 (s, s ) = J1 (s, s ) J1 (s, s) J1 (s , s ), 2 2 La (s+s ) (s2 +ss +s 2 ) , = (ss ) + 6 4 6L K2 (s, s ) = J2 (s, s )+J2 (s , s)J2 (s, s)J2 (s , s ),
(15C.9)
998
= (ss )2

1 (5s+7s ) (s+s )2 + , 4 12L 4L2 1 1 (s+2s ) (s+s )2 K3 (s, s ) = J3 (s, s ) J3 (s, s) J3 (s , s ) = (ss )2 , 2 2 6 8L 1 1 (ss )2 (s+s 2L)2 K4 (s, s ) = (0, s)(0, s ) 2 (0, s) 2 (0, s ) = , 2 2 8L2 1 (s2 s 2 )2 1 . K5 (s, s ) = (L, s)(L, s ) 2 (L, s) 2 (L, s ) = 2 2 8L2
(15C.10) (15C.11) (15C.12) (15C.13)

Random chains were rst considered by K. Pearson, Nature 77, 294 (1905) who studied the related problem of a random walk of a drunken sailor. A.A. Marko, Wahrscheinlichkeitsrechnung, Leipzig 1912; L. Rayleigh, Phil. Mag. 37, 3221 (1919); S. Chandrasekhar, Rev. Mod. Phys. 15, 1 (1943). The exact solution of PN (R) was found by L.R.G. Treloar, Trans. Faraday Soc. 42, 77 (1946); K. Nagai, J. Phys. Soc. Japan, 5, 201 (1950); M.C. Wang and E. Guth, J. Chem. Phys. 20, 1144 (1952); C. Hsiung, A. Hsiung, and A. Gordus, J. Chem. Phys. 34, 535 (1961). The path integral approach to polymer physics has been advanced by S.F. Edwards, Proc. Phys. Soc. Lond. 85, 613 (1965); 88, 265 (1966); 91, 513 (1967); 92, 9 (1967). See also H.P. Gilles, K.F. Freed, J. Chem. Phys. 63, 852 (1975) and the comprehensive studies by K.F. Freed, Adv. Chem. Phys. 22,1 (1972); K. It and H.P. McKean, Diusion Processes and Their Simple Paths, Springer, Berlin, 1965. o An alternative model to stimulate stiness was formulated by A. Kholodenko, Ann. Phys. 202, 186 (1990); J. Chem. Phys. 96, 700 (1991) exploiting the statistical properties of a Fermi eld. Although the physical properties of a sti polymer are slightly misrepresented by this model, the distribution functions agree quite well with those of the Kratky-Porod chain. The advantage of this model is that many properties can be calculated analytically. The important role of the upper critical dimension Duc = 4 for polymers was rst pointed out by R.J. Rubin, J. Chem. Phys. 21, 2073 (1953). The simple scaling law R2 L6/(D+2) , D < 4 was rst found by P.J. Flory, J. Chem. Phys. 17, 303 (1949) on dimensional grounds. The critical exponent has been deduced from computer enumerations of all self-avoiding polymer congurations by C. Domb, Adv. Chem. Phys. 15, 229 (1969); D.S. Kenzie, Phys. Rep. 27, 35 (1976). For a general discussion of the entire subject, in particular the eld-theoretic aspects, see P.G. DeGennes, Scaling Concepts in Polymer Physics, Cornell University Press, Ithaca, N.Y., 1979. The relation between ensembles of random chains and eld theory is derived in detail in H. Kleinert, Gauge Fields in Condensed Matter , World Scientic, Singapore, 1989, Vol. I, Part I; Fluctuating Fields and Random Chains, World Scientic, Singapore, 1989 (http://www.physik.fu-berlin.de/~kleinert/b1).

The particular citations in this chapter refer to the publications [1] The path integral (15.112) for sti polymers was proposed by O. Kratky and G. Porod, Rec. Trav. Chim. 68, 1106 (1949). The lowest moments were calculated by J.J. Hermans and R. Ullman, Physica 18, 951 (1952); N. Saito, K. Takahashi, and Y. Yunoki, J. Phys. Soc. Japan 22, 219 (1967), and up to order 6 by R. Koyama, J. Phys. Soc. Japan, 34, 1029 (1973). Still higher moments are found numerically by H. Yamakawa and M. Fujii, J. Chem. Phys. 50, 6641 (1974), and in a large-stiness expansion in T. Norisuye, H. Murakama, and H. Fujita, Macromolecules 11, 966 (1978). The last two papers also give the end-to-end distribution for large stiness. [2] H.E. Stanley, Phys. Rev. 179, 570 (1969).
999
[3] H.E. Daniels, Proc. Roy. Soc. Edinburgh 63A, 29 (1952); W. Gobush, H. Yamakawa, W.H. Stockmayer, and W.S. Magee, J. Chem. Phys. 57, 2839 (1972). [4] B. Hamprecht and H. Kleinert, J. Phys. A: Math. Gen. 37, 8561 (2004) (ibid.http/345). Mathematica program can be downloaded from ibid.http/b5/prm15. [5] The Mathematica notebook can be obtained from ibid.http/b5/pgm15. The program needs less than 2 minutes to calculate R32 . [6] J. Wilhelm and E. Frey, Phys. Rev. Lett. 77, 2581 (1996). See also: A. Dhar and D. Chaudhuri, Phys. Rev. Lett 89, 065502 (2002); S. Stepanow and M. Schuetz, Europhys. Lett. 60, 546 (2002); J. Samuel and S. Sinha, Phys. Rev. E 66 050801(R) (2002). [7] H. Kleinert and A. Chervyakov, Perturbation Theory for Path Integrals of Sti Polymers, Berlin Preprint 2005 (ibid.http/358). [8] For a detailed theory of such elds with applications to superconductors and superuids see H. Kleinert, Collective Quantum Fields, Fortschr. Phys. 26, 565 (1978) (ibid.http/55). [9] S.F. Edwards and P.W. Anderson, J. Phys. F: Metal Phys. 965 (1975). Applications of replica eld theory to the large-L behavior of R2 and other critical exponents were given by P.G. DeGennes, Phys. Lett. A 38, 339 (1972); J. des Cloizeaux, Phys. Rev. 10, 1665 (1974); J. Phys. (Paris) Lett. 39 L151 (1978). [10] See D.J. Amit, Renormalization Group and Critical Phenomena, World Scientic, Singapore, 1984; G. Parisi, Statistical Field Theory, Addison-Wesley, Reading, Mass., 1988. [11] H. Kleinert and V. Schulte-Frohlinde, Critical Properties of 4 -Theories, World Scientic, Singapore, 2000 (ibid.http/b8). [12] For the calculation of such quantities within the 4 -theory in 4 dimensions up to order 5 , see H. Kleinert, J. Neu, V. Schulte-Frohlinde, K.G. Chetyrkin, and S.A. Larin, Phys. Lett. B 272, 39 (1991) (hep-th/9503230). [13] For a comprehensive list of the many references on the resummation of divergent expansions obtained in the eld-theoretic approach to critical phenomena, see the textbook [11]. [14] A.J. McKane, Phys. Lett. A 76, 22 (1980).

Take any shape but that, and my rm nerves Shall never tremble. William Shakespeare, Macbeth
16
Polymers and Particle Orbits in Multiply Connected Spaces
In the previous chapter, the binary interaction potential between the polymer elements was approximated by a -function. Quantum-mechanically, this potential is not completely impenetrable. Correspondingly, a polymer with such an interaction has a nite probability of self-intersections. This is only a rough approximation to the situation in nature where the atomic potential is of the hard-core type and selfintersections are extremely rare. In a grand-canonical ensemble, a polymer is often entangled with itself and with others. It can be disentangled only if it has open ends. Macroscopic uctuations are required to achieve this in the form of worm-like creeping processes. Compared with local uctuations, these take a very long time. For closed polymers, disentangling is impossible without breaking bonds at the cost of large activation energies. In order to study such entanglement phenomena in their purest form, it is useful to idealize the strongly repulsive interaction potential, as in Section 15.10, to a topological constraint of the type discussed in Chapter 6. Entanglement phenomena play an important role also in quantum mechanics. Fluctuating particle orbits may get entangled with magnetic ux tubes or with other particle orbits. In fact, the statistical properties of Bose and Fermi particles may be viewed as entanglement phenomena, as will be shown in this chapter.
16.1
Simple Model for Entangled Polymers
Consider the simplest model system with a topological constraint producing entanglement phenomena: a xed polymer stretched out along the z-axis and a uctuating second polymer. Arbitrary entanglements with the straight polymer may occur. The possible entanglements of the uctuating polymer with itself are ignored, for simplicity. Let us study the end-to-end distribution of the uctuating second polymer. At rst we neglect the third dimension, which can be trivially included at a later stage, imagining the movement to be conned entirely to the xy-plane. If the polymer along the z-axis is innitely thin, the total end-to-end distribution of 1000
16.1 Simple Model for Entangled Polymers
1001
the uctuating polymer in the plane is certainly independent of the presence of the central polymer. In the random-chain approximation it reads for not too large R PN (xb xa ) = 2 2 e(xb xa ) /2La , 2La
2
(16.1)
where x is a planar vector. In the presence of the central polymer, an interesting new problem arises: How does the end-to-end distribution decompose with respect to the number of times by which the uctuating polymer is wrapped around the central polymer? To dene this number, we choose an arbitrary reference line from the origin to innity, say the x-axis. For each path from xa to xb , we count how often it crosses this line, including a minus sign for opposite directions of the crossings. In this way, each path receives an integer-valued label n which depends on the position of the reference line. A property independent of the choice of the reference line exists for the pairs of paths with xed ends. The dierence path is closed. The number n of times by which a closed path encircles the origin is a topological invariant called the winding number . Let us nd the decomposition of the probability distribution of a closed polymer PN (xb xa ) with respect to n:
PN (xb xa ) =
n PN (xb , xa ). n=
(16.2)
The topological constraint destroys the translational invariance of the total distribution on the left-hand side, so that the dierent xed-n distributions on the right-hand side depend separately on both xb and xa . In a path integral it is easy to keep track of the number of crossings n. The angular dierence between initial and nal points xb and xa is given by the integral b a =
tb ta
dt (t) =
tb ta
dt
x1 x2 x2 x1 = 2 2 x1 + x2
xb xa
x dx . x2
(16.3)
Given two paths C1 and C2 connecting xa and xb , this integral diers by an integer multiple of 2. The winding number is therefore given by the contour integral over the closed dierence path C: n= 1 2 x dx . x2 (16.4)
In order to decompose the end-to-end distribution (16.2) with respect to the winding number, we recall the angular decomposition of the imaginary-time evolution amplitude in Eqs. (8.9) and (8.17) of a free particle in two dimensions PL (xb xa ) = 1 1 (rb b |ra a )m eim(b a ) , rb ra 2 (16.5)
1002 with the radial amplitude
16 Polymers and Particle Orbits in Multiply Connected Spaces
(rb b |ra a )m = 2
rb ra (r2 +ra )/La rb ra 2 e b Im 2 . La La
(16.6)
We have inserted the polymer parameters following the rules of Section 15.6, replacing M/2 (b a ) by 1/La, and using the label L = Na in PL rather than N, as in h Eq. (15.301). We now recall that according to Section 6.1, an angular path integral consisting of a product of integrals
N
n=1
dn , 2
(16.7)
whose conjugate momenta are integer-valued, can be converted into a product of ordinary integrals
N
n=1
dn , 2
(16.8)
whose conjugate momenta are continuous. These become independent of the time slice n by momentum conservation, and the common momentum is eventually restricted to its proper integer values by a nal sum over an integer number n occurring in the Poisson formula [see (6.9)] eik(b +2na ) =
n m=
(k m)eim(b a ) .
(16.9)
Obviously, the number n on the left-hand side is precisely the winding number by which we want to sort the end-to-end distribution. The desired restricted probability n PL (xb , xa ) for a given winding number n is therefore obtained by converting the sum over m in Eq. (16.5) into an integral over and another sum over n as in Eq. (1.205), and by omitting the sum over n. The result is:
n PL (xb , xa ) =
2 La
de(rb +ra )/La I|| 2
rb ra La
1 i(b a +2n) e . 2
(16.10)
From this we nd the desired probability of a closed polymer running through a point x with various winding numbers n around the central polymer:
n PL (x, x)
2 = La
de
2r 2 /La
I||
r2 2 La
1 i2n e . 2
(16.11)
Let us also calculate the partition function of a closed polymer with a given winding number n. To make the partition function nite, we change the system by
16.1 Simple Model for Entangled Polymers
1003
adding a harmonic oscillator potential centered at the origin.1 If is measured in units 1/length, the above probability becomes
n PL (x, x) =
2 a sinh L
de2(r
2 /a)
coth L
I||
2 r2 a sinh L
1 i2n e . (16.12) 2
This can be integrated over the entire space using the formula (2.467). The result is 1 n n de||L e2in . (16.13) PL d2 xPL (x, x) = 2 sinh L To check this formula, we sum both sides over all n. Then the integral over is reduced, via Poissons formula, to a sum over integers = m = 0, 1, 2, . . . , and we nd
PL =
d2 xPL (x, x) =
n=
n PL
1 2 1 1 = . L 2 sinh L 1 e [2 sinh(L/2)]2
(16.14)
As we should have expected, this is the partition function of the two-dimensional harmonic oscillator. To nd the contribution of the various winding numbers, we perform the integral over and obtain 1 L . sinh L 4 2 n2 + 2 L2 The right-hand factor is recognized as a term arising in the expansion
n PL =
(16.15)
1 coth(L/2) = 2L =
n=
4 2 n2
1 + (L)2 1 . + 2 (16.16)
1 L2
2 n= n
The quantities n 2n/L are the polymer analogs of the Matsubara frequencies. Thus we may write
n PL = PL n ,
(16.17)
where n is the relative probability of nding the winding number n (with the normalization n n = 1), n 1 = 2 + 2 n =
1
1 2 + 2 n= n
1 1 L 1 coth 2 2 + 2 2L L n 2
(16.18)
Alternatively, we may add a magnetic eld with the Landau frequency = eB/M c, as done in (16.33). Then the amplitude contains /2 instead of , and an extra factor emL/2 .
1004
16.2
Entangled Fluctuating Particle Orbit: Aharonov-Bohm Eect
The entanglement of a uctuating polymer around a straight central polymer has an interesting quantum-mechanical counterpart known as the Aharonov-Bohm eect. Consider a free nonrelativistic charged particle moving through a space containing an innitely thin tube of nite magnetic ux along the z-direction: B3 = g 2
3jk j k
= g (2) (x ),
(16.19)
where x is the transverse vector x (x1 , x2 ). Let us study the associated path integral. The magnetic interaction is given by [recall Eq. (2.627)] Amag = e c
tb ta
dt x A,
(16.20)
where e is the charge and A the vector potential. The ux tube (16.19) is obtained from the components in the xy-plane. Ai = g i , 2 (i = 1, 2), (16.21)
where is the azimuthal angle around the tube: (x) arctan(x2 /x1 ). (16.22)
Note that the derivatives in front of in (16.19) commute everywhere, except at the origin where Stokes theorem yields d2 x (1 2 2 1 ) = d = 2. (16.23)
The total magnetic ux through the tube is dened by the integral = d2 x B3 . (16.24)
Inserting (16.19) we see that the total ux is equal to g: = g. With the vector potentoal (16.21), the interaction (16.20) takes the form Amag = 0 h where 0 is the dimensionless number 0 eg . 2 c h (16.27)
(16.25)
tb ta
dt ,
(16.26)
16.2 Entangled Fluctuating Particle Orbit: Aharonov-Bohm Eect
1005
The minus sign is a matter of convention. Since the particle orbits are present at all times, their worldlines in spacetime can be considered as being closed at innity, and the integral n= 1 2
tb ta
dt
(16.28)
is the topological invariant (16.4) with integer values of the winding number n. The magnetic interaction (16.26) is therefore a purely topological one, its value being Amag = 0 2n. h (16.29)
After adding this to the action of a free particle in the radial decomposition (8.9) of the quantum-mechanical path integral,we rewrite the sum over the azimuthal quantum numbers m via Poissons summation formula as in (16.10), and obtain (xb b |xa a ) = 1 d (rb b |ra a ) rb ra 1 i(0 )(b +2na ) e . n= 2
(16.30)
Since the winding number n is often not easy to measure experimentally, let us extract observable consequences which are independent of n. The sum over all n forces to be equal to 0 modulo an arbitrary integer number m = 0, 1, 2, . . . . The result is
(xb b |xa a ) =
m=
1 1 (rb b |ra a )m+0 eim(b a ) , rb ra 2
(16.31)
with the radial amplitude (rb b |ra a )m+0 = rb ra

2 2 M rb + ra M rb ra 1 M exp I|m+0 | .(16.32) h (b a ) 2 b a h h b a
For the sake of generality, we allow for the presence of a homogeneous magnetic eld B whose Landau frequency is = eB/Mc. In analogy with the parameter 0 in (16.27), it is dened with a minus sign. Using the radial amplitude (9.105), we see that (16.32) is simply generalized to (rb b |ra a )m+0 = rb ra M M 2 2 exp coth (rb + ra ) 2 sinh h 2 2 h Mrb ra I|m+0 | e(m+0 ) , 2 sinh h
(16.33)
where (b a )/2. At this point we can make an interesting observation: If 0 is an integer number, i.e., if eg = integer, (16.34) 2 c h
1006
the quantum-mechanical particle distribution function (x tb |x ta ) in (16.31) becomes independent of the magnetic ux tube along the z-axis. The condition implies that the magnetic ux is an integer multiple of the fundamental ux quantum 0 g0 hc 2 c h = . e e (16.35)
We recognize this innitely thin tube as a Dirac string. Such undetectable strings were used in Sections 8.12, Appendix 10A.3, and Section 14.6 to import the magnetic ux of a magnetic monopole from innity to a certain point where the magnetic eld lines emerge radially. In Appendix 10A.3 we have made the string invisible mathematically imposing monopole gauge invariance. The present discussion shows explicitly that the ux quantization makes Dirac strings indeed undetectable by any charged particle. This observation inspired Dirac his speculation on the existence of magnetic monopoles. In low-temperature physics, a quantization of magnetic ux is observable in typeII superconductors. Superconductors are perfect diamagnets which expel magnetic elds. Those of type II have the property that above a certain critical external eld called Hc1 , the expulsion is not perfect but they admit quantized magnetic tubes of ux 0 (Shubnikov phase). For increasing elds, there are more and more such ux tubes. They are squeezed together and can form a periodically arranged bundle. When cut across in the xy-plane, the bundle looks like a hexagonal planar ux lattice [4]. If the central magnetic ux tube in (16.19) carries an amount of ux that is not an integer multiple of 0 , the amplitude of particles passing the tube displays an interesting interference pattern. This was initially a surprise since the space is free of magnetic elds. To calculate this pattern we consider the xed-energy amplitude of a free particle in two dimensions (9.12), decomposed into partial waves via the addition theorem (9.14) for Bessel functions as in (9.15): (xb |xa )E = 2iM h
Im (r< )Km (r> )

m=
1 im(b a ) e . 2
(16.36)
Comparing this with (16.30) and repeating the arguments leading to (16.31), (16.32), we can immediately write down the xed-energy amplitude in the presence of a ux 0 : (xb |xa )E = 2iM h
I|m+0 | (r< )K|m+0 | (r> )

m=
1 im(b a ) e . 2
(16.37)
The wave functions are now easily extracted. In the complex E-plane, the righthand side has a discontinuity across the positive real axis. By going through the same steps as in (9.15)(9.22), we derive for the discontinuity
dE disc(xb |xa )E = 2 h m= 0
dkkJ|m+0 | (krb )J|m+0 | (kra )
1 im(b b ) e . (16.38) 2
1007
The integration measure (dE/2 )(2M/ ) has been replaced by 0 dkk according h h to Eq. (9.23). In the absence of the ux tube, the amplitude (16.38) reduces to that of a free particle, which has the decomposition

dE disc(xb |xa )E = 2 h =
d2 k ik(xb xa ) 1 e = 2 (2) 2
m= 0
dkkJ0 (k|xb xa |) 1 im(b a ) e . 2 (16.39)
dkkJm (krb )Jm (kra )
If a ux tube is present, a beam of incoming charged particles is deected even though the space around the z-axis contains no magnetic eld. Let us calculate the scattering amplitude and the ensuing cross section from the xed-energy amplitude (16.37). Recall the results of the quantum-mechanical scattering theory due to Lippmann and Schwinger. In this theory one studies the eect of an interaction upon an incoming free-particle state k of wave vector k. The result is the scattering state k obtained from the Lippmann-Schwinger integral equation k = k + 1 V k E H0 + i (16.40)
i = k R(E) V k , h
where E is the energy of the incoming particle, V the potential, and R(E) the resolvent operator (1.315). The scattering states k are solutions of the Schrdinger o equation Hk = (H0 + V )k = Ek . In x-space, the Lippmann-Schwinger equation reads k (x) = k (x) i h dD x (x|x )E V (x )k (x ). (16.42) (16.41)
The rst term describes the impinging particles, the second the scattered ones. For the scattering amplitude, only the large-x behavior of the second term matters. One usually normalizes k (x) to eikx and factorizes the second term asymptotically into a product of an outgoing spherical wave times a scattering amplitude. In three dimensions, the asymptotic behavior far away from the scattering center is k (x) e
|x| ikx
ei|k||x| + f (, ) + . . . , |x|
(16.43)
where and are the scattering angles of the outgoing beam and f is the scattering amplitude. Its square gives directly the dierential cross section d = |f (, )|2. d (16.44)
1008
In two dimensions, the corresponding splitting is k (x) eikx +

|x|
ei|k||x| |x|
f () + . . . .
(16.45)
The scattering amplitude f () which depends only on the azimuthal angle = arctan(x2 /x1 ) yields the dierential cross section d = |f ()|2 . d (16.46)
To calculate f (), we observe that the most general solution (x) of the Schrdinger equation (16.41) is obtained by forming the convolution integral of the o discontinuity of the resolvent with an arbitrary wave function (x): (x) = dD x disc(x|x )E (x ). (16.47)
Using (16.38), this becomes some linear combination of wave functions J|m+0 | (kr)
(x) =
m=
am J|m+0 | (kr)eim ,
(16.48)
which certainly satises the Schrdinger equation (16.41). The coecients am have o to be chosen to satisfy the scattering boundary condition at spatial innity. Suppose that the incident particles carry a wave vector k = (k, 0). In the incoming region x , they are described by a wave function
x
lim (x) = eikx ei0 .
(16.49)
The extra phase factor is necessary for the correct wave vector since in the presence of the gauge eld eAi = c0 i , h (16.50)
the physical momentum p = hk is not given by the usual derivative operator i h but by the gauge-invariant momentum operator P = i h e h A = i ( c + i0 ). (16.51)
The corresponding incident gauge-invariant particle current is j(x) = i h 2M
(x)
e A(x) (x). Mc
(16.52)
We demonstrate below that the correct choice for the coecients am is am = (i)|m+0 | , (16.53)
1009
leading to the scattering amplitude 1 ei/2 f () = ei/4 sin 0 , cos(/2) 2 i.e., to the cross section 1 1 d = sin2 0 2 . d 2 cos (/2) (16.55) (16.54)
It has a strong peak near the forward direction . For 0 = integer, there is no scattering at all and the ux tube becomes an invisible Dirac string. To derive (16.53) and (16.54) we may assume that 0 (0, 1). Otherwise, we could simply shift the sum over m in (16.37) by an integer m, and this would merely produce an overall factor eim(b a ) in disc(xb |xa )E . This would wind up as a factor eim in (x). For 0 (0, 1), we split the wave function (16.48) into three parts: k = (1) + (2) + (3) . The rst collects the terms with positive m,
(1)
(16.56)
=
m=1
(i)m+0 Jm+0 eim ,
(16.57)
the second those with negative m,

1
(2)
=
m=
(i)m+0 J|m+0 | eim (i)m0 Jm0 eim ,

m=1
(16.58)
and the third contains only the term m = 0, (3) = (i)|0 | J|0 | . Obviously, (2) may be obtained from (1) via the identity (2) (r, , 0 ) = (1) (r, , 0 ). (16.60) (16.59)
Thus, the wave function (16.56) requires only a calculation of (1) . As a rst step we observe that the sum (16.57) has an integral representation 1 (1) = (i)0 ei cos I(), 2 with I() being the integral I()
0
(16.61)
d ei
cos
J1+0 iJ0 ei .
(16.62)
1010
We have set kr such that kx cos . To prove the integral representation, we dierentiate (16.61) and nd the dierential equation 1 (1) = i cos (1) + (i)0 J1+0 iJ0 ei , (16.63) 2 with all functions depending only on kr . Precisely the same equation is obeyed by the sum (16.57):
(1)
=
m=1
(i)m+0 Jm+0 eim
1 (16.64) (i)m+0 (Jm+0 1 Jm+0 +1 ) eim 2 m=1 1 i = (i)m+0 Jm+0 eim ei + ei + (i)0 J1+0 iJ0 eie . 2 m=1 2
Thus, the two expressions (16.57) and (16.61) for (1) can dier at most by an integration constant. However, the constant must be zero since both expressions vanish at = 0. This proves the integral representation (16.61). In order to derive the scattering amplitude for the magnetic ux tube, we have (1) to nd the asymptotic of the wave function. This is done by splitting into two (1) terms, a contribution in which the integral I is carried all the way to innity, to be denoted by I , and a remainder (1) which vanishes for r . The integral I can be calculated analytically using the formula
0
dei J (k) =
(k 2
1 ei arcsin(/k) , 2 )1/2
0 < < k, > 2.
(16.65)
This gives I =
0
d ei
cos
J1+0 iJ0 ei =
i ei0 (/2||) ei|| ei | sin |
1 ei0 (/2||) iei ei(1+0 )(/2||) | sin | 0, < 0, (16.66) = > 0, ei0 2i0 ,
with (, ). Hence we have

(1) =
0, eikx ei0 ,
< 0, > 0.
(16.67)
Using (16.60), we nd
(2) =
eikx ei0 , 0,
< 0, > 0.
(16.68)
(1) (2) The sum + represents the incoming wave (16.49). The scattered wave must therefore reside in the remainder
sc = (1) + (2) + (3) .
(16.69)
1011
For the scattering amplitude, only the leading 1/ r-behavior of the three terms is relevant. To nd it for (1) , we take (16.61) and write the remainder of the integral (16.62) as I() I() I =

d ei
cos
J1+0 iei J0 .
(16.70)
At large , the asymptotic expansion J () renders I() = with the integrals d ei cos cos [ (1 + 0 )/2 /4] , d ei cos cos [ 0 /2 /4] . B() = iei A() =
2/ cos( /2 /4) 2 [A() + B()],
(16.71)
(16.72)
(16.73)
Separating the cosine into exponentials and changing the variable in the two terms to = t2 /(1 cos ), we nd
i3/2+0 (i)1/2+0 2 2 dteit + dteit , A() = (1+cos ) (1cos ) 1 + cos 1 cos (16.74) and a corresponding expression for B(). The asymptotic expansion of the error function x
dteit = ei (1 +
i exp(ix2 ) + ... 2 x ei (1 cos )2
(16.75)
leads to
1 1 A() = (i) 2 +0 2
cos )2
+i
1 +0 2
B() = (i)
Adding the two terms together in (16.72) and inserting everything into (16.61) gives the asymptotic behavior 1 + ei i 1 ei (1) (1)0 ei . (16.77) + iei = 2 2 1 + cos 1 cos
(i) 2 +0
ei 2
ei cos ,
(16.76)
1
ei (1 + cos )2
+ i 2 +0
ei (1 cos )2
ei cos .
1012
Together with (2) found via (16.60), we obtain i i cos(0 /2) (1) (2) + = e + iei + ei( cos +0 ) . 2 cos(/2) (16.78) Adding further (3) from (16.59) with the asymptotic limit given by (16.71), the total wave function is seen to behave like (x) ei( cos +0 ) + sc (x), with the scattered wave sc = 1 sin 0 i/2 ei e . 2i cos(/2) (16.80) (16.79)
This corresponds precisely to the scattering amplitude (16.54) with the cross section (16.55). Let us mention that for half-integer values of 0 , the solution of the Schrdinger o equation has the simple integral representation (1+cos ) i i(/2+ cos ) 2 dteit . (16.81) e (x) = 2 0 It vanishes on the line = , i.e., directly behind the ux tube and is manifestly single-valued.
16.3
Aharonov-Bohm Eect and Fractional Statistics
It was noted in Section 7.5 and it is worth mentioning once more in this context that the amplitude for the relative motion of two fermion orbits can be obtained from the amplitude of the Aharonov-Bohm eect. For this, we take the amplitude with 0 = 1 and sum it over the nal states with b , b + , to account for particle identity. The result is (xb |xa )E + (xb |xa )E = 2iM h I|m+1| (r< )K|m+1| (r> )
m
1 im(b a ) e + ()m eim(b a ) 2 1 4iM i(b a ) e I|m| (r< )K|m| (r> ) eim(b a ) . = h 2 m=odd
(16.82)
The sum over the two identical nal states selects only the odd wave functions, as in (7.267)(7.268). When calculating observable quantities such as particle densities or partition functions which involve only the trace of the amplitude, the phase factor ei(b a ) has no observable consequences and can be omitted.
16.3 Aharonov-Bohm Eect and Fractional Statistics
1013
For 0 = 1, the resulting amplitudes may be interpreted as describing particles in two dimensions obeying an unusual fractional statistics. This interpretation has recently come to enjoy great popularity.2 since it has led to an understanding of the experimental data of the fractional quantum Hall eect. The data can be explained by the following assumption: The excitations of a gas of electrons with Coulomb interactions in a quasi-two-dimensional material traversed by a strong magnetic eld can be viewed, to lowest approximation, as a gas of quasi-particles which has no Coulomb interactions, but a new eective pair interaction. Each pair behaves as if one partner were accompanied by a thin magnetic ux tube of a certain value of 0 . While the quasi-particles of the ground state carry an integer-valued 0 and act statistically like ordinary electrons, the elementary excitations carry a fractional value of 0 and display fractional statistics (more in Section 16.11). To study the fundamental thermodynamic properties of an ensemble of such particles, we calculate the partition function of a particle running around a thin ux tube along the z-axis. For niteness, we assume the presence of an additional homogeneous magnetic eld in the z-direction. Ignoring the third dimension, we take the amplitude (16.33), integrate it over all space, and nd Z = d2 x(xb b |xa a )
0
1 0 m = e e 2 m= where
de cosh I|m+0 | (),
(16.83)
Mr 2 /2 sinh h
(16.84)
[recall that = eB/Mc and = (b a )/2]. To calculate the partition function, the dierence between the Euclidean times b , a is set equal to b a = h/k T = h, so that = /2. h To deal with two identical particles, we also need the integral in which xb is exchanged by xb : Zex = 1 0 ()m em d x(xb b |xa a ) = e 2 m=
2 0
de cosh I|m+0 | (). (16.85)
In order to facilitate writing joint equations for both expansions, let us denote Z and Zex by Z1 and Z1ex , respectively. The integrals are performed with the help of formula (2.466), yielding the sums Z1,1ex = 1 1 ()m e(m+0 ) e|m+0 | . 2 m= sinh (16.86)
These sums are obviously periodic under 0 0 + 2. Because of translational invariance, the partition function Z Z1 diverges with the total area V = d2 x as
2
See Notes and References at the end of Chapter 7.
1014
an overall factor. To enforce convergence, we multiply the volume elements d2 x with an exponential regulating factor e . Then the area integrals can be extended over all space. In terms of the variable of (16.84), the measure in the above rotationally symmetric integrals can be written as
2 d2 x = le (T )
sinh d,
(16.87)
h with the thermal length le (T ) 2 2 /kB T M introduced in Eq. (2.346). The role 2 of the total area V = d x is now played by the nite quantity V d2 xe =
2 le (T ) sinh .
(16.88)
Inserting the factor e into the integrals in Eqs. (16.83) and (16.85), and dening a variable slightly dierent from by cosh + cosh , which has the expansion e = cosh + = e cosh2 1 2 1 e 1+ + ... , sinh 2 sinh3 (16.89)
> 0,
(16.90)
the regulated sums (16.86) for Z1 and Z1ex look almost the same as before: Z1,1ex 1 1 e |m+0 | . ()m e(m+0 ) = 2 m= sinh (16.91)
Separating positive and negative values of m + 0 , the two sums can be done for 0 (0, 1) and for 0 (1, 0). In the combined interval 0 (1, 1), we nd Z1,1ex = where a e , b e . e 0 e 0 + e |0 | . 1 a2 1 b2 1 0 1 e 2 sinh e 0 e 0 + e |0 | , 1 a 1 b (16.92)
Two identical particles have the partition function Z = 1 1 1 (Z1 + Z1ex ) = e0 2 2 sinh (16.93)
It is symmetric under the simultaneous exchange 0 0 , . Outside the interval 0 (1, 1), it is dened by periodic extension.
16.3 Aharonov-Bohm Eect and Fractional Statistics
1015
In the absence of the thin ux tube we may take Z1,1ex directly from the amplitude (2.660). For xb = xa and xb = xa , this yields with the present variables
2 (xa b |xa a ) = le (T )
, sinh
2 (xa b |xa a ) = le (T )
e2 cosh . (16.94) sinh
Their regulated spatial integrals are Z1,0 = Z1ex ,0 1 2 1 = 2

0 0
de =
1 , 2 1 . 2( + 2 cosh ) (16.95)
de( +2 cosh ) =
1 The subtracted partition functions Z1,1ex Z1,1ex 2 Z1,0 have a nite 0 -limit, and Z = Z 1 Z1,0 becomes for 0 (0, 2) 2
Z =
1 1 + 4e20 . coth + 2(0 1) 2e2(0 +1) 8 sinh sinh 2
(16.96)
These results can be used to calculate the second coecient appearing in a virial expansion of the equation of state. For a dilute gas of particles with the above magnetic interactions it reads
pV =1+ Br nr1 . NkB T r=2
(16.97)
Here n is the number density of the particles N/V . In many-body theory it is shown that the coecient B2 depends on the two-body partition function Z2 as follows: B2 = V 1 Z2 2 , 2 Z1 (16.98)
where Z1 is the two-dimensional single particle partition function of mass M. In the presence of the homogeneous magnetic eld, Z1 is given by Z1,0 of Eq. (16.95). Without the regulating factor, the spatial integral over the imaginary-time amplitude in (16.94) gives directly Z1 = V
2 le (T ) sinh
(16.99)
Separating the center of mass from the relative motion, we see that Z2 = 2Z1 Zrel and obtain B2 = V l2 (T ) sinh (Z1 /2 2Zrel ) = e (Z1 4Zrel ). Z1 2 (16.100)
The dierence on the right-hand side is convergent for V . It can be evaluated using any regulator for the area integration, in particular the exponential regulator of Eq. (16.88).
1016
Figure 16.1 Second virial coecient B2 as function of ux 0 for various external magnetic eld strengths parametrized by = (eB/2M c) . For a better comparison, h each curve has been normalized to unity at 0 = 0.
The partition function for the relative motion of two identical particles is obtained from Z by replacing M by the reduced mass, i.e., M M/2. This renders 2 a factor 1/2 via le (T ). Hence Z1 /2 2Zrel becomes equal to Z and (16.100) yields [5] B2 =
2 1 le (T ) +4e20 . coth +2(0 1) 2e2(0 +1) 4 sinh(2)
(16.101)
The behavior of B2 as a function of 0 is shown in Fig. 16.1. In the absence of a magnetic eld, it reduces to
2 le (T ) B2 = 1 2(1 |0 |2 )2 , 0 (1, 1). (16.102) 4 As 0 grows from zero to innity, B2 oscillates with a period 2 between B2 = 2 2 le (T )/4 for even values of 0 , and B2 = le (T )/4 for odd values. These are the wellknown second virial coecients of free bosons and fermions. They can, of course, be obtained in a simpler and more direct way from the symmetric and antisymmetric combinations of (16.95), Z0 = (1/2)(Z1,0 Z1ex ,0 ). Subtracting Z1,0 leaves Z1ex ,0 /2 which reduces for = 0 to 1/8. Accounting for the factor 2 in the reduced mass, 2 this yields B2 = le (T )/4. The expression (16.102) can be interpreted as the virial coecient of particles which are neither bosons nor fermions, but obey the laws of fractional statistics. These particles are the anyons introduced in Section 7.5. Unfortunately, there are at present no experimental data for the virial coecients to which the theoretical expressions (16.102) [or (16.101)] could be compared. At this point we should mention older, meanwhile discarded speculations that the phenomenon of high-temperature superconductivity might be explained by fractional statistics of some elementary excitations. Indeed, the change in statistics can
16.4 Self-Entanglement of Polymer
1017
Figure 16.2 Lefthanded trefoil knot in polymer.
be derived from the electromagnetic interaction between the electrons in a quasi-twodimensional layer of material moving in a strong magnetic eld. Also, it is possible to construct a model of anyonic two-dimensional superconductivity in which topological eects lead to a Meissner screening of magnetic elds (see Section 16.13). A closer investigation, however, shows that the currents in the model show dissipation after all. It must be emphasized that the equality between electromagnetic and statistical interaction used in the above calculations is restricted to two-particle systems and cannot be extended to arbitrarily many particles as in Section 7.5. Although it is possible to distribute the magnetic ux in a many-particle system equally between the constituents producing the desired behavior under particle exchange, an equal distribution of the charges would create an unwanted additional Coulomb potential, and the purely topological character of the interaction would be destroyed. The problem does not arise for charged particles such as electrons. Nevertheless, there is a denite need for a better and universally applicable theoretical description of anyons. This will be presented in Section 16.7.
16.4
Self-Entanglement of Polymer
An interesting consequence of the excluded-volume properties of polymers is the possibility of a self-entanglement of a closed polymer. Since its line elements are forbidden to cross each other, the uctuations are unable to explore all possible congurations. An initially circular polymer, for example, can never turn into a trefoil knot of the form shown in Fig. 16.2 without breaking a molecular bond. In the chemical formation process of a large number of polymers, many entangled congurations arise. It is an interesting problem to nd the distribution of the various independent topology classes. Until recently, the lack of theoretical methods has made analytic work almost impossible, restricting it to classication questions. Only Monte Carlo methods have yielded quantitative insights. Since 1989, however, interesting new quantum eld-theoretic methods have been developed promising signicant progress in the near future. Here we survey these methods and indicate how to derive analytic results. First, we introduce the relevant topological concepts. A closed polymer will in general form a knot. A circular polymer represents a trivial knot. Two knots are called equivalent if they can be deformed into each
1018
Figure 16.3 Nonprime (compound) knot. The dashed line separates two pieces. After closing the open ends, the pieces form two prime knots.
Figure 16.4 Illustration of multiplication law a1 a2 a3 in knot group. The loops a1 and a2 are equivalent, a1 a2 , while a4 a1 . 1
other without breaking any line. Such deformations are called isotopic. A rst step towards the classication consists in separating the equivalence classes into irreducible and reducible ones, dening prime or simple knots and nonprime or compound knots, respectively. A compound knot is characterized by the existence of a plane which is intersected twice (after some isotopic deformation) (see Fig. 16.3). By closing the open ends on each side of the plane one obtains two new knots. These may or may not be reduced further in the same way until one arrives at simple knots. One important step towards distinguishing dierent equivalence classes of simple and compound knots is the knot group dened as follows. In the multiply connected space created by a certain knot, choose an arbitrary point P (see Fig. 16.4). Then consider all possible closed loops starting from P and ending again at P . Two such loops are said to be equivalent if they can be deformed into each other without crossing the lines of the knot under consideration. The loops are, however, allowed to have arbitrary self-intersections. The classes of equivalent knots form the knot group. Group multiplication is dened by running through any two loops of two equivalence classes successively. The class whose loops can be contracted into the
1019
Figure 16.5 Inequivalent (compound) knots possessing isomorphic knot groups. The upper is the granny knot, the lower the square knot. They are stereoisomers characterized by the same Alexander polynomial (t2 t + 1)2 but dierent HOMFLY polynomials [see (16.126)].
point P is dened as the unit element e. Changing the orientation of the loops in a class corresponds to inverting the associated group element. In this way, the classication of knots can be related to the classication of all possible knot groups. Consider the trivial knot, the circle. Obviously, the closed loops through P fall into classes labeled by an integer number n. The associated knot group is the group of integers. Conversely, no nontrivial knot is associated with this group. Although this trivial example might at rst suggest a one-to-one correspondence between the simple knots and their knot groups, there is none. Many examples are known where inequivalent knots have isomorphic knot groups. In particular, all mirror-reected knots which usually are inequivalent to the original ones (such as the right- and left-handed trefoil), have the same knot group. Thus, the knot groups necessarily yield an incomplete classication of knots. An example is shown in Fig. 16.5. Fortunately, the degeneracies are quite rare. Only a small fraction of inequivalent knots cannot be distinguished by their knot groups. The easiest way of picturing a knot in 3 dimensions is by drawing its projection onto the paper plane. The lines in the projection show a number of crossings, and the drawing must distinguish the top from the bottom line. The knot is then deformed isotopically until the projection has the minimal number of crossings. In the projection, all isotopic deformations can be decomposed into a succession of three elementary types, the so-called Reidemeister moves shown in Fig. 16.6. A picture of all simple knots up to n = 8 is shown in Fig. 16.7. The numbers of inequivalent simple and compound knots with a given number n of minimal crossings are listed in Table 16.1. The projected pictures can be used to construct an important algebraic quantity characterizing the knot group, called the Alexander polynomial discovered in 1928. It reduces the classication of knot groups to that of polynomials. This type of work is typical of the eld of algebraic topology.
1020
Figure 16.6 Reidemeister moves in projection image of knot which do not change its class of isotopy. They dene the movements of ambient isotopy. For ribbons, only the second and third movements are allowed, dening the regular isotopy. The rst movement is forbidden since it changes its writhe [for the denition see Eq. (16.110)]. Table 16.1 Numbers of simple and compound knots with n minimal crossings in a projected plane.
n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14
simple knots 1 0 0 1 1 2 3 7 21 49 166 548
compound knots 0 0 0 0 0 0 1 1 3 5 10 37 154 484 1115
We explain the construction for the trefoil knot. Attaching a directional arrow to the polymer and selecting an arbitrary starting point, we follow the arrow until we run into a rst underpass. This point is denoted by 1. Now we continue to the next underpass denoted by 2, etc., up to n (see Fig. 16.8). The polymer sections between two successive underpasses i and i + 1 are named xi+1 . At each underpass from xi to xi+1 , we record (see Table 16.2) whether the overpassing section xk runs from right to left (type r) or from left to right (type l). We now set up a matrix Aij . Each underpass with label i denes a row Aij , j = 1, 2, 3, . . . according to the
1021
Figure 16.7 Simple knots with up to 8 minimal crossings. The number of crossings under each picture carries a subscript enumerating the equivalence classes.
1022
Figure 16.8 Labeling of underpasses for construction of Alexander polynomial t2 t + 1 of the left-handed trefoil. Table 16.2 Tables of underpasses (under) and directions (dir) r or l ofoverpassing lines (over), for trefoil knot 31 and knot 41 of Fig. 16.7.
31 :
under x1 x2 x3
over x3 x1 x2
dir r r r
41 :
under x1 x2 x3 x4
over x4 x1 x2 x3
dir r l r l
following rules: Let xk be the overpassing section. If xk coincides with xi or xi+1 the underpass is called trivial . In this, case the ith row of the matrix Aij has the elements Aii = 1, Ai,i+1 = 1. (16.103)
All other row elements Aij vanish. If the underpass is nontrivial, the nonvanishing row elements are Aii = 1, Aii+1 = t, Aik = t 1, Aii = t, Aii+1 = 1, Aik = t 1,
type r (right to left), type l (left to right).
(16.104) (16.105)
In this way, we nd the matrix of the trefoil knot: 1 t t 1 1 t . Aij = t 1 t t 1 1

(16.106)
As another example, the knot 41 in Fig. 16.7 has the matrix 1 t 0 t1 t 1 t 1 0 0 t1 1 t 1 0 t 1 t

.
Aij =
(16.107)
1023
Table 16.3 Alexander, Jones, and HOMFLY polynomials for smallest simple knots up to 8 crossings. The numbers specify the coecients; for instance, the knot 71 has the Alexander polynomial A(t) = 1 t + t2 t3 + t4 t5 + t6 and the knot 88 has the Jones polynomial J(t) = t3 (1 t + 2t2 t3 + t4 ). For the HOMFLY polynomial H(t, ), see the explanation on p. 1029.
A(t) 31 41 51 52 61 62 63 71 72 73 74 75 76 77 81 82 83 84 85 86 87 88 89 810 811 812 813 814 815 816 817 818 819 820 821 111 131 11111 232 252 13331 13531 1111111 353 23332 474 24542 15751 15952 373 1333331 494 25552 1345531 26762 1355531 26962 1357531 1367631 27972 17(13)71 27(11)72 28(11)82 38(11)83 1489841 148(11)841 15(10)(13)(10)51 1101011 12321 14541 J(t) (0)1 (2)1 (0)1101 (0)101 (2)101 (1)111 (3)111 (0)1111101 (0)10101 (0)110201 (0)10201 (0)110211 (1)1211 (3)1211 (2)10101 (1)1111 (4)10201 (3)10211 (1)1211 (1)11211 (2)11211 (3)11211 (4)11211 (2)11311 (1)12211 (4)11311 (3)12211 (1)12221 (0)1103221 (2)12321 (4)12321 (4)13331 (0)11111 (1)101 (0)1111 H(t,) ([0]21)([0]1) (1[1]1)([1]) ([0]032)([0]041)([0]01) ([0]111)([0]11) (1[0]11)([1]1) ([2]21)(1[3]1)([0]1) (1[3]1)(1[3]1)(1) ([0]0043)([0]00104)([0]0061)([0]001) ([0]1011)([0]111) (2210[0])(1330[0])(1100[0]) (1020[0])(121[0]) ([0]0201)([0]0321)([0]011) ([1]121)([1]22)([0]1) (12[2])(2[2]1)([1]) (110[0]1)(11[1]) (133[0])(374[0])(151[0])(10[0]) (10[1]01)(1[2]1) (2[2]01)(1[3]21)([1]1) (254[0])(384[0])(151[0])(10[0]) (111[2])(122[1])(11[0]) ([1]42)([3]83)([1]51)([0]1) (1[2]11)(1[2]21)([1]1) (2[3]2)(3[8]3)(1[5]1)([1]) ([2]63)([3]93)([1]51)([0]1) (121[1])(121[1])(11[0]) (11[1]11)(2[1]2)([1]) ([0]21)(1[1]21)([1]1) ([1])(111[1])(11[0]) (14310[0])(3520[0])(210[0]) ([0]21)([2]52)([1]41)([0]1) (1[1]1)(2[5]2)(1[4]1)([1]) (1[3]1)(1[1]1)(1[3]1)([1]) (15500[0])(5(10)00[0])(1600[0])(100[0]) ([1]42)([1]41)([0]1) (133[0])(132[0])(10[0]) s s s s s s
1024
Figure 16.9 Exceptional knots found by Kinoshita and Terasaka (a), Conway (b), and Seifert (c), all with same Alexander polynomial as trivial knot [|A(t)| 1].
Having set up the n n-matrix Aij , we choose an arbitrary subdeterminant (minor) of order n 1. It is a polynomial in t with integer coecients. This polynomial is divided by a suitable power of t to make it start out with a constant. The result is the Alexander polynomial A(t). It is independent of the choice of the subdeterminant. For the left-handed trefoil, the matrix (16.106) yields A(t) = t2 t + 1. For the knot 41 , we nd from (16.107) A(t) = t2 3t + 1. (16.109) (16.108)
The Alexander polynomials of the simple knots in Fig. 16.7 are shown in Table 16.3. Note that the replacement t 1/t leaves the Alexander polynomial invariant (after renormalizing it back by some power of t to start out with a constant). The Alexander polynomial of a composite knot factorizes into those of the simple knots it is composed of. If two knots are mirror images of each other, they have the same knot group and the same Alexander polynomials. Due to the factorization property, two composite knots whose simple parts dier by mirror reection (stereoisomers; see Fig. 16.5) have the same polynomial. Thus the Alexander polynomial cannot render a complete classication of inequivalent knots. This is true even after removing degeneracies of the above type. In Fig. 16.9, we give the simplest examples of knots with an Alexander polynomial A(t) 1 of the trivial knot. Up to 11 crossings, these are the only examples. Since the total number of simple knots up to n = 11 is 795, the exceptions are indeed very few. Recent years have witnessed the development of simpler construction procedures and more ecient polynomials for the classication of knots and links of several
1025
knots, the Jones and the HOMFLY polynomials 3 and their generalizations. The former depend on one, the latter on two variables, one of which occurs also with inverse powers, i.e., in this variable the polynomials are of the Laurent type. Other polynomials found in the literature, such as Conway, X-, or Kaumans bracket polynomials, are special cases of the HOMFLY polynomials. In addition, there exist a dierent type of Kauman polynomials and of BLMHo polynomials F (a, z) and Q(x), respectively, which are capable of distinguishing some knots with accidentally degenerate HOMFLY polynomials. They will not be discussed here. For their denition see Appendix 16B. The X-polynomial X(a) is trivially related to the Jones polynomial J(t), to which it reduces after a variable change a = t1/4 . The X-polynomial is closely related to the Kauman polynomial K(a) by X(a) = (a)3w K(a). (16.110)
The number w is the cotorsion, also called twist number , Tait number , or writhe [6]. It is dened by giving the loop or link an orientation and attributing to each crossing a number 1 or 1 according to the following rule. At each crossing follows the overpass along the direction of orientation. If the underpass runs from right to left, the crossing carries the number 1, otherwise 1. The sum of these numbers is the cotorsion w. In the trefoil knot in Fig. 16.2 each crossing carries a 1 so that w = 3. The Kauman polynomial is found by a very simple construction procedure. A set of n trivial loops is dened to have the Laurent polynomial Kn (a) = (a2 + a2 )n1 . (16.111)
Every knot or link can be reduced to such loops by changing the crossings recursively into two new congurations according to the graphical rule shown in Fig. 16.10.
= a
+ a1
L+
L0
Figure 16.10 Graphical rule for removing crossing in generating Kauman polynomial.
The rst conguration is associated with a factor a, the second with a factor a1 . The conguration receiving the factor a is most easily identied by approaching the crossing on the underpassing curve and taking a right turn. The two new
The word HOMFLY collects the initials of the authors (Hoste, Ocneanu, Millet, Freyd, Lickorish, Yetter). The papers are quoted in Notes and References.
3
1026
Figure 16.11 Kauman decomposition of trefoil knot. The conguration 3 is the Hopf link. The calculation of the associated polynomials is shown in Table 16.4. Table 16.4 Kauman polynomials in decomposition of trefoil knot.
link 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1
bracket polynomial a2 a2 1 1 a2 a2 1 a2 a2 a2 a2 a4 2 a4 a3 a3 a3 a5 + a a4 a4 a6 a7 a3 a5
a a a a a a a
rule Eq. 16.111 Eq. 16.111 Eq. 16.111 Eq. 16.111 Eq. 16.111 Eq. 16.111 Eq. 16.111 Eq. 16.111 14 + a1 15 , Fig. 12 + a1 13 , Fig. 10 + a1 11 , Fig. 8 + a1 9 , Fig. 6 + a1 7 , Fig. 4 + a1 5 , Fig. 2 + a1 3 , Fig.
16.10 16.10 16.10 16.10 16.10 16.10 16.10
congurations are processed further in the same way and so on until one arrives only at trivial loops. By applying these rules to a trefoil knot, we obtain a knot and a link known as the Hopf link . These are decomposed further as shown in Fig. 16.11. The Kauman polynomials of each part are listed in Table 16.4. The polynomial of the trefoil knot is K(a) = a7 a3 a5 . (16.112)
1027
Since w = 3, we obtain with the factor (a)3w = a9 the X-polynomial X(a) = a16 + a12 + a4 . (16.113)
This corresponds to a Jones polynomial J(t) = t + t3 t4 . For the Jones polynomials, there exists a simple direct construction. According to J.H. Conway, any knot can be related to lower knots or links by performing the skein operations shown in Fig. 16.12 on any crossing in the projection plane. Either
Figure 16.12 Skein operations relating higher knots to lower ones.
a crossing L+ is transformed into L and L+ , or L+ is transformed into L and L0 . For knots related in this way one denes the Jones polynomial J(t) recursively by the skein relation 1 1 t JL0 (t). JL+ (t) tJL (t) = t t (16.114)
The circular loop is dened to have the trivial polynomial J(t) 1. By applying the skein operations to two disjoint unknotted loops in Fig. 16.13, one nds the Jones polynomial J2 (t) = ( t + 1/ t). (16.115) Upon carrying this procedure to n such loops, we nd Jn (t) = [( t + 1/ t)]n1 ,
(16.116)
in agreement with (16.111). For the lowest knots, the Jones polynomials are listed in Table 16.3. Up to nine crossings, the Jones polynomials distinguish mirrorsymmetric knots. Conway discovered the rst skein relation in 1970 when trying to develop a computer program for calculating Alexander polynomials. He found the Alexander polynomials to obey modulo the normalization convention, the skein relation (16.117) AL+ (t) AL (t) = ( t 1/ t)AL0 (t), which eventually reduces the polynomials of all knots to the trivial one A1 (t) = 1. The skein relation simplies the procedure so much that Conway was able to work out by hand all polynomials known at that time. Because of the simplicity of
1028
Figure 16.13 Skein operations for calculating Jones polynomial of two disjoint unknotted loops.
Figure 16.14 Skein operation for calculating Jones polynomial of trefoil knot.
Figure 16.15 Skein operation for calculating Jones polynomial of Hopf link.
this procedure, the Alexander polynomials are now often referred to as AlexanderConway polynomials. Let us now calculate the Jones polynomial for the trefoil knot 31 of Fig. 16.7. First we apply the skein operation shown in Fig. 16.14. The loop L is unknotted and has a unit polynomial. Thus we obtain the polynomial relation Jtrefoil (t)JL+ (t) = t2 1 + t( t 1/ t)JL0 (t). (16.118) The conguration L0 is known as a Hopf link . It needs one more reduction4 via the operation shown in Fig. 16.15, resulting in the relation 1 JL 0 (t) = tJ2 (t) + ( t 1/ t)J1 (t). t +
4
(16.119)
The Kauman bracket polynomial of the Hopf link is KL0 (a) = a4 a4 . Together with the cotorsion w 2, this amounts to an X-polynomial X(a) = a10 a2 and the Jones polynomial = JL0 (t) = t(1 + t2 ) as in (16.120).
1029
Using (16.111), we nd JL0 (t) = t(1 + t2 ). Jtrefoil = t + t3 t4 . (16.120)
Inserting this into (16.118) leads to the Jones polynomial of the trefoil knot (16.121)
It diers from the result found above for the left-handed trefoil by the substitution t t1 . The HOMFLY polynomials HL (t, ) are obtained from a slight generalizations of the skein relation (16.114) of the Jones polynomials: The factor ( t 1/ t) on the right-hand side is replaced by an arbitrary parameter , leading to the skein relation 1 HL (t, ) tHL (t, ) = HL0 (t, ). t + (16.122)
The trivial knot is dened to have the trivial polynomial H1 (t, ) = 1. For two independent loops, the relation yields H2 (t, ) = (t1 t)1 . (16.123)
The HOMFLY polynomials H(t, ) transform under a mirror reection of the knot into H(t1 , ). Note that H2 (t, ) is mirror-symmetric [H1 (t, ) is trivially so].5 In general, the HOMFLY polynomials give reliable information on a possible mirror symmetry. There are, however, a few exceptions, i.e., mirror-related pairs of knots possessing the same HOMFLY polynomial.6 Examples for HOMFLY polynomials are Htrefoil(rh) (t, ) Htrefoil(lh) (t, ) HHopf(rh) (t, ) Hknot 41 (t, ) = = = = t4 + 2t2 + t2 2 , t4 + 2t2 + t2 2 , (t t3 )1 + t, t2 1 + t2 2 .
(16.124)
Setting = t1/2 t1/2 produces the Jones polynomials, while t 1, t1/2 t1/2 leads, with appropriate powers of t as normalization factors, back to the AlexanderConway polynomials. In Table 16.3, the HOMFLY polynomials are listed for knots up to 8 crossings. For mirror-unsymmetric knots, only one partner is recorded. The reected polynomial is obtained by the substitution t t1 . The meaning of the entries is best explained with an example: The knot 71 has an entry ([0]004 3)([0]00(10) 4)([0]006 1)([0]001), which stands for the polynomial
For the Kauman polynomials F (a, x) dened in Appendix 16B, mirror reection implies F (a, x) F (a1 , x). 6 The rst degeneracy of this type occurs for a link of 3 loops with 8 crossings.
5
1030
H(t, ) = (4t6 3t8 ) + (10t6 4t8 )2 + (6t6 t8 )4 + t6 6 . A bracket marks the position and coecient of the zeroth power in t2 ; the numbers to the right and the left of it specify the coecients of the adjacent higher and lower powers of t2 , respectively. Numbers with more than one digit are put in parentheses. The polynomial of the reected knot is obtained by reecting the numbers in parentheses on the associated bracket. The knots marked by an s are mirror-symmetric. The Alexander-Conway polynomials are special cases of the HOMFLY polynomials. A comparison with the skein relation (16.117) shows that they are obtained from them by setting t = 1 and replacing by t1/2 t1/2 : AL (t) = HL (1, t1/2 t1/2 ). (16.125)
The reducible granny and square knots in Fig. 16.5 are distinguished by the Jones and the HOMFLY polynomials; the latter are Hgranny (t, ) = (2t2 t4 + t2 2 )2 , Hsquare (t, ) = (2t2 t4 + t2 2 )(2t2 t4 + t2 2 );
(16.126)
the former are obtained by inserting = t1/2 t1/2 . Up to now, there exists no complete algebraic classication scheme. For example, the Jones polynomials of the knots with 10 and 13 crossings shown in Fig. 16.16 are
Figure 16.16 Knots with 10 and 13 crossings, not distinguished by Jones polynomials.
the same.7 For further details, see the mathematical literature quoted at the end of the chapter. Even with the incomplete classication of knots, it has until now been impossible to calculate the probability distribution of the various equivalence classes of knots. Modern computers allow us to enumerate the dierent topological congurations for not too long polymers and to simulate their distributions by Monte Carlo methods. In Fig. 16.17 we show the result of a simulation by Michels and Wiegel, where they measure the fraction fN of unknotted polymers of N links. They t their curve by a power law fN = CN N ,
7
(16.127)
The HOMFLY polynomials have their rst degeneracy for prime knots with 9 crossings. It was checked that up to 13 crossings (amounting to 12 965 knots) no polynomial of a nontrivial knot is accidentally degenerate with the trivial polynomial of a circle.
16.5 The Gauss Invariant of Two Curves
1031
Figure 16.17 L = N a.
Fraction fN of unknotted closed polymers in ensemble of xed length
with the parameters C 1.026, 0.99640, 0.0088. Thus fN falls o exponentially in N like N with < 1. The exponent is extremely small. A more recent simulation by S. Windwer takes account of the fact that the line elements are self-avoiding. It yields the parameters8 C 1.2325, 0.9949, 0. (16.128)
For a polymer enclosed in a sphere of radius R, the distribution has the nite-size dependence fN (R) = eA(N
l/R)
(16.129)
where l is the length of a link. The critical exponents are 0.76 and 3.
16.5
The Gauss Invariant of Two Curves
For any analytic calculation of topological properties one needs a functional of the polymer shape which is capable of distinguishing the dierent knot classes. Initially,
A rst theoretical determination of these parameters has recently been given by mapping the problem onto a four-state Potts model. A presentation of this method which does not involve path integrals would go beyond the scope of this book. See the papers by A. Kholodenko quoted at the end of the chapter.
8
1032
a hopeful candidate was the one-loop version of the contour integral introduced almost two centuries ago by Gauss for a pair of closed curves C and C : G(C, C ) = 1 4 [dx dx ] xx . |x x |3 (16.130)
Gauss proved this to be a topological invariant. In fact, we may rewrite (16.134) with the help of the -function (10A.8) as dx d3 x (x; C) d3 x (x ; C )

dx (x x ) = |x x |3
R R3
(16.131)
The second integral is recognized as the gradient of the multivalued eld (x; C ) dened by Eqs. (10A.18), which is the solid angle under which the contour C is seen from the point x, so that G(C, C ) = d3 x (x; C)
1 4
(x; C ).
(16.132)
Inserting here Eq. (10A.27), where S is any surface enclosed by the contour L , and using the fact that d3 x (x; C) (x; S ) = d3 x (x; C)(x; S ) = 0,

(16.133)
due to (10A.9) and the fact that (x; S) = 0 is single-valued, we obtain G(C, C ) = d3 x (x; C) (x; S ).

(16.134)
This is a purely topological integral. By rewriting it as G(C, C ) = dxi i (x; S ), (16.135)
we see that G(C, C ) gives the linking number of C and C . It is dened as the number of times by which one of the curves, say C , perforates the surface S spanned by the other. Alternative expressions for the Gauss integral (16.134) are G(C, C ) = 1 4 d (x ; C) = 1 4 d(x, C ), (16.136)
where where (x ; S) is the solid angle under which the curve C is seen from the point x . The values of the Gauss integral for various pairs of linked curves up to 8 crossings are given in the third column of Table 16.5. All the intertwined pairs of curves labeled by 21 , 71 , 72 , 87 , for instance, have a Gauss integral G(C, C ) = 1.
16.6 Bound States of Polymers and Ribbons
1033
Let us end this section by another interpretation of the Gauss integral. According to Section 10A.1, the solid angle is equal to the magnetic potential of a current 4 running through the curve C . Its gradient is the magnetic eld Bi = i . Hence we can write G(C, C ) =
C
(16.137)
dxi Bi =
dxi Bi .
(16.138)
According to this expression, G(C, C ) gives the total work required to move a unit magnetic charge around the closed orbit C in the presence of the magnetic eld due to a unit electric current along C . Unfortunately, there exists no such topologically invariant integral for a single closed polymer. If we identify the curves C and C , the Gauss integral ceases to be a topological invariant. It can, however, be used to classify self-entangled ribbons. These possess two separate edges identied with C and C . Such ribbons play an important role in biophysics. The molecules of DNA, the carriers of genetic information on the structure of living organisms, can be considered as ribbons. They consist of two chains of molecules connected by weak hydrogen bridges. These can break up thermally or by means of enzymes decomposing the ribbon into two single chains.
16.6
Bound States of Polymers and Ribbons
Two or more polymers may line up parallel to each other and form a bound state. The most famous example is the molecule of DNA. It is a bound state of two long chains of molecules which may contain a few thousand up to several billion links. The distance d between the two chains is about 20rA. In equilibrium, the two chains are twisted up in the form of a double helix, rising by about 20rA (i.e., about 10 monomers) per turn (see Fig. 16.18). The DNA molecule may be idealized as an innitesimally thin ribbon. The ribbon is always two-sided since the edges of the ribbon are made up of dierent phosphate groups whose chemical structure makes the binding unique. One-sided structures formed by a Mbius strip are excluded. o Circular DNA molecules have interesting topological properties. In the double helix, one edge passes through the other an integer number of times. This is the linking number Lk of the double helix. Being a topological invariant, it does not change if the two closed edges become unbound and distorted into an arbitrary shape. If the total number of windings Nw in the DNA helix is dierent from the linking number Lk , a circular helix is always under mechanical stress. It can relax by forming a supercoil (see Fig. 16.19). The number of excess turns = Lk Nw , (16.139)
1034
provides a measure for the supercoiling density which is dened by the ratio . Nw (16.140)
In natural DNA, the supercoiling density is usually 0.03 0.1. The negative sign implies that the natural twist of the double helix is slightly decreased by the supercoiling. The negative sign seems to be essential in the main biological process, the replication. It may be varied by an enzyme, called DNA gyrase. A cell has a large arsenal of enzymes which can break one of the chains in the helix and unwind the linking number Lk by one or more units, changing the topology. Such enzymes run under the name of topoisomerases of type I. There is also one of a type II which breaks both chains and can tie or untie knots in the double helix of DNA as a whole. The biophysical importance of the supercoil derives from the fact that the stress carried by such a conguration can be relaxed by breaking a number of bonds between the two chains. In fact, a number = of broken bonds leads to a complete relaxation. During a cell division, all bonds are broken. Note that this process would be energetically unfavorable if the supercoiling density were positive.
Figure 16.18 Small section and idealized view of circular DNA molecule. The link number Lk (dened as number of times one chain passes through arbitrary surface spanned by the other) is Lk 9.
Figure 16.19 A supercoiled DNA molecule. This is the natural shape when carefully extracted from a cell. The supercoiling is negative.
1035
Figure 16.20 Simple links of two polymers up to 8 crossings.
1036
Just as for knots, no complete topological invariants are known for such types of links of two (or more) closed polymers. Historically, generalized Alexander polynomials were used to achieve an approximate classication of links. They are polynomials of two variables. To construct them, we take one of the two polymers and label all underpasses in the same way as for knots. The same thing is done for the other polymer. For each underpass, a row of the Alexander matrix Aij is written down with two variables s and t. The Alexander polynomial A(s, t) is again given by any (n 1) (n 1)-subdeterminant of the n n-matrix Aij . The links up to 8 crossings are shown in Fig. 16.20. The Alexander polynomials associated with these are listed in Table 16.5. Note that the replacements s 1/s, t 1/t, or both, leave the Alexander polynomial invariant (due to the prescription of renormalizing the lowest coecients to an integer). For unlinked polymers one has A(s, t) = 0. There is no need to go through the details of the procedure since the more recent and powerful Jones and HOMFLY polynomials can be constructed for arbitrary links without additional prescriptions. The latter are tabulated in the fourth column of Table 16.5. In many cases, a change in the orientation of the second loop gives rise to an inequivalent link. Then the table shows two entries underneath each other. For the knot 72 , the upper entry {1}(1 1)(1 0 11)( 1 1) indicates the polynomial H(t, ) = 1 (t1 t) + (t1 t2 + t3 ) + 3 (t t3 ). The curly bracket shows the lowest power of and the star marks the position of the zeroth power of t. The coecients of t, t3 , . . . stand to the right of it, those of . . . , t3 , t1 to the left of it. For the special case of a circular ribbon such as a DNA molecule, the Gauss integral over the two edges, being a topological invariant, renders also a classication of the ribbon as a whole. As shown in Eq. (16.135), the Gauss integral yields precisely the linking number Lk . It is useful to calculate G(C, C ) for a ribbon in the limit of a very small edgeto-edge distance d. This will also clarify why the Gauss integral G(C, C ) in which both C and C run over the same single loop is not a topological invariant. We start with the Gauss integral for the two edges C, C of the ribbon G(C, C ) = 1 4
C C
[dx dx ]
and shift the two neighboring integration contours C, C both towards the ribbon axis called C. Let measure the distance between the two edges, and let n( ) be the unit vector orthogonal to the axis pointing from C to C . Then we write x( ) x( ) n( ) . |x( ) x( ) n( )|3 (16.142) In the limit 0, G(C, C ) does not just become equal to G(C, C) [which then would be the same as G(C, C) or G(C , C )]. A careful limiting procedure performed below shows that there is a remainder Tw , Lk = G(C, C) + Tw . (16.143) G(C, C ) = 1 4
C
xx |x x |3
(16.141)
d [x( ) (x( ) + n( ))]
1037
Table 16.5 Alexander polynomials A(s, t) and the coecients of HOMFLY polynomials H(t, ) for simple links of two closed curves up to 8 minimal crossings, labeled as in Fig. 16.20. The value |A(1, 1)| is equal to the absolute value of the Gauss integral |G(C, C )| for the two curves. The entries in the last column are explained in the text.
A(s,t) 21 1
|A|
H(t,)
{1}(011)(11) {1}(011)(031)(01)
1 {1}(11)(1) 2
41 s+t 51 (s1)(t1) 61 s2 +t2 +st
0 {1}(11)(121)(1) 3
{1}(0011)(0063)(0051)(001) {1}(0011)(111)
62 st(s+t)st+s+t 63 2st(s+t)+2 71 s2 t2 st(s+t)+st(s+t)+1 72 st(s+t)t2 s2 3st+s+t
3 {1}(0011)(0221)(011) 2 1 1
{1}(011)(0211)(011) {1}(110)(211)(1) {1}(11)(243)(10) {1}(11)(1121)(11) {1}(11)(1011)(11) {1}(11)(252)(141)(1)
73 2(st)(t1) 74 (s1)(t1)(s2 +1) 75 2s3 tt2 s+2 76 (s+1)2 (s1)(t1) 77 s3 +t 78 (st)(t1) 81 (s+t)(s2 +t2 )
0 {1}(11)(111)(11) 0 {1}(132)(253)(141)(10) 2
{1}(0023)(0143)(012) {1}(132)(262)(141)(1)
0 {1}(11)(121)(131)(1) 2
{1}(132)(141)(1) {1}(00231)(0064)(0051)(001)
0 {1}(132)(132)(10) 4 4 3 4 3 2 1 3 2
{1}(00011)(000106)(000155)(00071)(0001) {1}(00011)(1111) {1}(00011)(00343)(00441)(0011) {1}(00011)(02121)(0111) {1}(0011)((00412)(00431)(0011) {1}(1100)(2001)(11) {1}(00011)(01311)(0121) {1}(00011)(00422)(00431)(0011) {1}(0011)(01301)(0121) {1}(1100)(1422)(231)(10) {1}(011)(02011)(0111) {1}(110)(2011)(11) {1}(11)(1431)(231)(1) {1}(11)(2331)(132)(01) {1}(11)(1431)(132)(1) {1}(1221)(1133)(12) {1}(1221)(1133)(12) {1}(1221)(2341)(132)(01)
82 st(s+t1)(st+1)+s+t 83 84 2s2 t2 st(s+t)+3st(s+t)+2 s2 t2 (s+t)2s2 t2 +2st(s+t)2st+s+t
85 s2 t2 2st(s+t)+3st2(s+t)+1 86 2st3(s+t)+2 87 88 s2 t2 2st(s+t)+s2 +3st+t2 2(s+t)+1 s2 t2 2st(s+t)+s2 +st+t2 2(s+t)+1
89 s3 +2s2 t4s2 4st+s+2t 810 811 (s2 1)(t1) s3 t2s2 (s+t)+2s(s+t)2(s+t)+1
0 {1}(1221)(1441)(132)(1) 2
{1}(00231)(00521)(00421)(0011) {1}(231)(1531)(231)(1)
812 (s2 1)(t1) 813 814 (s2 +1)(s1)(t1) s3 t4s2 t+4s2 +4st4s+1
0 {1}(132)(1441)(231)(1) 0 {1}(11)(121)(122)(1) 2
{1}(00231)(00521)(0131) {1}(132)(1351)(231)(1)
815 (s1)(t1) 816 s3 2s(s+1)+1
0 {1}(1221)(231)(1) 2
{1}(1221)(222)(01) {1}(1221)(343)(141)(01)
1038
The remainder is called the twist of the ribbon, dened by Tw 1 2

C
d x( ) [n( ) n( )]/|x( )|.
(16.144)
Incidentally, this integral makes sense also for a single curve if n( ) is taken to be the principal normal vector of the curve. Then Tw gives what is called the total integrated torsion of the single curve. The rst term in (16.143), the Gauss integral for a single closed curve C, is called in this context the writhing number of the curve Wr G(C, C) = 1 4
C
d [x( ) x( )]
x( ) x( ) . |x( ) x( )|3
(16.145)
Thus one writes the relation (16.143) commonly in the form Lk = Wr + Tw . (16.146)
Only the sum Wr + Tw is a topological invariant, with Tw containing the information on the ribbon structure of the closed loop C. This formula was found by Calagareau in 1959 and generalized by White in 1969. From what we have seen above in Eq. (16.136), the writhing number may also be written as an integral Wr = 1 4
C
d(x),
(16.147)
where (x) is the solid angle under which the axis of the ribbon is seen from another point on the axis. When rewritten in the form (16.138), it has the magnetic interpretation stated there. This interpretation is relevant for understanding the spacetime properties of the dionium atom which in turn may be viewed as a world ribbon whose two edges describe an electric and a magnetic charge. We have pointed out in Section 14.6 that for a half-integer charge parameter q, a dionium atom consisting of two bosons is a fermion. For this reason, a path integral over a uctuating ribbon can be used to describe the quantum mechanics of a fermion in three spacetime dimensions [7]. Let us derive the relation (16.146). We split the integral (16.142) over into two parts: a small neighborhood of the point , i.e., ( , + ) (16.148)
and the remainder, for which the integrand is regular. In the regular part, we can set the distance between the curves C and C equal to zero, and obtain the Gauss integral G(C, C), i.e., the writhing number Wr . In the singular part, we approximate x( ) within the small neighborhood (16.148) by the straight line x( ) x( ) + x( )( ), x( ) x( ).
(16.149)
1039
Figure 16.21 Illustration of Calagareau-White relation (16.146). The number of windings around the cylinder is Lk = 2, while Tw = Lk p/ p2 + R2 , where p is the pitch of the helix and R the radius of the cylinder.
Then the -integral can be performed. For
1, we nd
Tw = =
1 4
C
d [n( ) x( )] n( )
1 |x( )|2 ( )2 +
2
1 2
d [x( ) n( )] n( )/|x( )|.
(16.150)
It is worth emphasizing that in contrast to the Gauss integral for two curves C, C , the value of the Gauss integral for C is not an integer but a continuous number. It depends on the shape of the ribbon, changing continuously when the ribbon is deformed isotopically. If one section of the ribbon passes through the other, however, it changes by 2 units. The dening equation shows that Wr vanishes if the ribbon axis has a center or a plane of symmetry. To give an example for a circular closed ribbon with an integer number Lk and an arbitrary writhing number Wr we follow Brook-Fuller and Crick. A cylinder with a closed ribbon is wound at around the surface of a cylinder, returning along the cylinder axis (see Fig. 16.21). While the two edges of the ribbon perforate each other an integer number of times such that Lk = 2, the ribbon axis has a noninteger Gauss integral Wr depending on the ratio between pitch and radius, Wr = 2 p/ p2 + R2 .
1040
16.7
Chern-Simons Theory of Entanglements
The Gauss integral has a form very similar to the Biot-Savart law of magnetostatics found in 1820. That law supplies an action-at-a-distance formula for the interaction energy of two currents I, I running along the curves C and C : E= II c2 dx dx 1 , |x x | (16.151)
where c is the light velocity. It was a decisive conceptual advance of Maxwells theory to explain formula (16.151) by means of a local eld energy arising from a vector potential A(x). In view of the importance of the Gauss integral for the topological classication of entanglements, it is useful to derive a local eld theory producing the Gauss integral as a topological action-at-a-distance. Imagine the two contours C and C carrying stationary currents of some pseudo-charge which we normalize at rst to unity. These currents are coupled to a vector potential A(x), which is now unrelated to magnetism and which will be called statisto-magnetic vector potential :
Ae,curr = i
dxA(x) i
dxA(x).
(16.152)
The action is of the Euclidean type as indicated by the subscript e (recall the relation with the ordinary action A = iAe ). We now construct a eld action for A(x) so that the eld equations render an interaction between the two currents which is precisely of the form of the Gauss integral. This eld action reads Ae,CS = i 2 d3 x A ( A) (16.153)
and is called the Chern-Simons action. It shares with the ordinary Euclidean magnetic eld action the quadratic dependence on the vector potential A(x), as well as the invariance under local gauge transformations A(x) A(x) + (x), (16.154)
which is obvious when transforming the second vector potential in (16.153). The gauge transformation of the rst vector potential produces no change after a partial integration. Also the coupling in (16.152) to the contours C and C is gauge-invariant after a partial integration, since the contours are closed, satisfying dx = 0. (16.155)
In contrast to the magnetic eld energy, however, the action (16.153) is purely imaginary. The factor i is important for the applications in which the Chern-Simons action will give rise to phase factors of the form ei2G(C,C ) .
16.7 Chern-Simons Theory of Entanglements
1041
By extremizing the combined action, we obtain the eld equation A(x) = Its solution is Ai (x) =
C C
dx.
(16.156)
Gij (x, x )dxj ,
(16.157)
where Gij (x, x ) is a suitable Green function solving the inhomogeneous eld equation (16.157) with a -function source instead of the current. Due to the gauge invariance of the left-hand side, however, there is no unique solution. Given a solution Gij (x, x ), any gauge-transformed Green function Gij (x, x ) Gij (x, x ) +
i j (x, x
)+
j i (x, x
will give the same curl A. Only the transverse part of the vector potential (16.157) is physical, and the Green function has to satisfy
ijk j Gkl (x, x
) = ij (x x )T ,
i 2 j
(3)
(16.158)
where ij (x x )T = ij
(3)
(3) (x x )
(16.159)
is the transverse -function. The vector potential is then obtained from (16.157) in the transverse gauge with A(x) = 0. (16.160)
The solution of the dierential equation (16.158) is easily found in the twodimensional transverse subspace. The Fourier transform of Eq. (16.158) reads i
ijk pj Gkl (p)
= il
pj pl , p2
(16.161)
and this is obviously solved by Gij (p) = i

ikj pk
1 . p2
(16.162)
The transverse gauge (16.160) may be enforced in an action formalism by adding to the action (16.153) a gauge-xing term AGF = 1 ( 2 A)2 , (16.163)
with an intermediate gauge parameter which is taken to zero at the end. The eld equation (16.158) is then changed to
ijk j
Gkl (x, x ) = ik (3) (x x ),
(16.164)
1042
which reads in momentum space i

ijk pj
i pi pk Gkl (p) = ik .
(16.165)
This has the unique solution Gik (p) = i

ijk pj
+ i
pi pk p2
1 , p2
(16.166)
whose 0 -limit is (16.162). Going back to conguration space, the Green function becomes Gij (x, x ) = d3 p ip(xx ) i ikj pk 1 e = 3 2 (2) p 4
ikj k
1 1 = |x x | 4
ijk
(x x )k . (16.167) |x x |3
Inserting this into Ae,curr + Ae,CS yields the interaction between the currents9 Ae,int = i
C C
dxi dxj Gij (x, x ).
(16.168)
Up to the prefactor i, this is precisely the Gauss integral G(C, C ) of the two curves C, C . In addition there are the self-interactions of the two curves Ae,int = i 2 + dxi dxj Gij (x, x ), (16.169)
which are equal to (i/2)[G(C, C) + G(C , C )]. Due to their nontopological nature discussed earlier, these have no quantized values and must be avoided. Such unquantized self-interactions can be avoided by considering systems whose orbits are subject to appropriate restrictions. They may, for instance, contain only lines which are not entangled with themselves and run in a preferred direction from to . Ensembles of nonrelativistic particles in two space dimensions have precisely this type of worldlines in three-dimensional spacetime. They are therefore an ideal eld for the Chern-Simons theory, as we shall see below in more detail. Another way of avoiding unquantized self-interactions is based on a suitable limiting procedure. If the lines C and C coincide, the Gaussian integral G(C, C ) over C = C may be spread over a large number N of parallel running lines Ci (i = 1, . . . , N), each of which carries a topological charge 1/N. The sum (1/N 2 ) ij G(Ci , Cj ) contains N-times the same self-interaction and N(N 1)-times the same integer-valued linking number Lk of pairs of lines. In the limit N , only the number Lk survives. The result coincides with the Gauss integral for the two frame lines C1 and CN of the ribbon. The number LK may therefore be called the frame linking number . This number depends obviously on the choice of the framing. There is a preferred choice for which Lk vanishes. This eliminates the self-interaction trivially.
9
Compare this with the derivation of Eq. (3.244).

16.8 Entangled Pair of Polymers
1043
Although the limiting procedure makes the self-interaction topological, the arbitrariness of the framing destroys all information on the knot classes. This information can be salvaged by means of a generalization of the above topological action leading to a nonabelian version of the Chern-Simons theory. That theory has the same arbitrariness in the choice of the framing. However, by choosing the framing to be the same as in the abelian case and calculating only ratios of observable quantities, it is possible to eliminate the framing freedom. This will enable us to distinguish the dierent knot classes after all.
16.8
Entangled Pair of Polymers
For a pair of polymers, the above problems with self-entanglement can be avoided by a slight modication of the Chern-Simons theory. This will allow us to study the entanglement of the pair. In particular, we shall be able to calculate the second topological moment of the entanglement, which is dened as the expectation value m2 of the square of the linking number m [8]. The self-entanglements will of the individual polymers will be ignored. The result will apply approximately to a polymer in an ensemble of many others, since these may be considered roughly as a single very long eective polymer. Consider two polymers running along the contours C1 and C2 which statistically can be linked with each other any number of times m = 0, 1, 2, . . . . The situation is illustrated in Fig. 16.22 for m = 2. The linking number (16.134) for these two polymers can be calculated with the help of
Figure 16.22 Closed polymers along the contours C1 , C2 respectively.

a slight modication of the Chern-Simons action (16.153) and the couplings (16.152). We simply introduce two vector potentials and the Euclidean action Ae = Ae,CS12 + Ae,curr , where Ae,CS12 = i and Ae,curr = i dxA1 (x) i dxA2 (x).
C2
(16.170)
d3 x A1 (
A2 )
(16.171)
(16.172)
C1
If we choose the gauge elds to be transverse, as in (16.160), we obtain with the same technique as before the correlation functions of the gauge elds
Dab (x, x ) A (x)A (x ) , a b
a, b = 1, 2
(16.173)
1044
are
ij D11 (x, x ) = ij D12 (x, x ) =
0,
ij D21 (x, x ) =
ij D22 (x, x ) = 0,
(16.174)
k ikj k
d p ip(xx ) i ikj k 1 e = (2)3 p2 4
1 4
ij
(x x )k . |x x |3
1 |x x | (16.175)
The transverse gauge is enforced by adding to the action (16.171) a gauge-xing term AGF = 1 [( 2 A1 )2 + ( A2 )2 ], (16.176)
and taking the limit 0 at the end. Extremizing the extended action produces the Gaussian linking number iG(C1 , C2 ) of Eq. (16.134). The calculation is completely analogous to that leading to Eq. (16.168). The partition function of the two polymers and the gauge elds is given by the path integral Z=
C1
Dx1
C2
Dx2
DA1 DA2 eAe AGF .
(16.177)
Performing the functional integral over the gauge elds, we obtain from the extremum Z = const Dx1 Dx2 eiG(C1 ,C2 ) , (16.178)
C1
C2
where the constant is the trivial uctuation factor of the vector potentials. The Gaussian integral G(C1 , C2 ) has the values m = 0, 1, 2, . . . of the linking numbers. In order to analyze the distribution of linking number in the two-polymer system we must be able to x a certain linking number. This is possible by replacing the phase factor eim in the path integral (16.178) by eim , and calculating Z(). An integral deim Z() will then select any specic linking number m. But a phase factor eim is simply produced in the partition function (16.178) by attaching to one of the current couplings in the interaction (16.172), say to that of C2 , a factor , thus changing (16.172) to Ae,curr, = i dx A1 (x) i dx A2 (x).
C2
(16.179)
C1
The -dependent partition function is then Z() =

C1
Dx1
C2
Dx2 Dx1
DA1 DA2 eAe,CS12 Ae,curr, AGF

C2
= const
C1
Dx2 eim .
(16.180)
Ultimately, we want to nd the probability distribution of the linking numbers m as a function of the lengths of C1 and C2 . The solution of this two-polymer problem may be considered as an approximation to a more interesting physical problem in which a particular polymer is linked to any number N of polymers, which are eectively replaced by a single long eective polymer [9]. Unfortunately, the full distribution of m is very hard to calculate. Only a calculation of the second topological moment is possible with limited eort. This quantity is given by the expectation value m2 of the square of the linking number m. Let PL1 ,L2 (x1 , x2 ; m) be the congurational probability to nd the polymer C1 of length L1 with xed coinciding endpoints at x1 and the polymer C2 of length L2 with xed coinciding
1045
endpoints at x2 , entangled with a Gaussian linking number m. The second moment m2 is given by the ratio of integrals m
2
d3 x1 d3 x2
+ dm m2 PL1 ,L2 (x1 , x2 ; m) , + d3 x1 d3 x2 dm PL1 ,L2 (x1 , x2 ; m)
(16.181)
performed for either of the two probabilities. The integrations in d3 x1 d3 x2 covers all positions of the endpoints. The denominator plays the role of a partition function of the system: Z d3 x1 d3 x2
+
dm PL1 ,L2 (x1 , x2 ; m).
(16.182)
Due to translational invariance of the system, the probabilities depend only on the dierences between the endpoint coordinates: PL1 ,L2 (x1 , x2 ; m) = PL1 ,L2 (x1 x2 ; m). (16.183)
Thus, after the shift of variables, the spatial double integrals in (16.181) can be rewritten as d3 x1 d3 x2 PL1 ,L2 (x1 , x2 ; m) = V where V denotes the total volume of the system. d3 x PL1 ,L2 (x; m), (16.184)
16.8.1
Polymer Field Theory for Probabilities
The calculation of the path integral over all line congurations is conveniently done within the polymer eld theory developed in Section 15.12. It permits us to rewrite the partition function (16.180) as a functional integral over two 1 1 (x1 ) and 2 2 (x2 ) with n1 and n2 replica (1 = 1, . . . , n1 , 2 = 1, . . . , n2 ). At the end we shall take n1 , n2 0 to ensure that these elds describe only one polymer each, es explained in Section 15.12. For these elds we dene an auxiliary probability Pz (x1 , x2 ; ) to nd the polymer C1 with open ends at x1 , x1 and the polymer C2 with open ends at x2 , x2 . The double vectors x1 (x1 , x1 ) and x2 (x2 , x2 ) collect initial and nal endpoints of the two polymers C1 and C2 . The auxiliary probability Pz (x1 , x2 ; ) is given by a functional integral Pz (x1 , x2 ; ) =
n1 ,n2 0
lim
D(elds) 1 i (x1 )1 1 (x1 )2 2 (x2 )2 2 (x2 )eA ,
(16.185)
where D(elds) indicates the measure of functional integration, and A the total action (16.180) governing the uctuations. The expectation value is calculated for any xed pair (1 , 2 ) of replica labels, i.e., replica labels are not subject to Einsteins summation convention of repeated indices. The action A consists of kinetic terms for the elds, a quartic interaction of the elds to account for the fact that two monomers of the polymers cannot occupy the same point, the so-called excludedvolume eect , and a Chern-Simons eld to describe the linking number m. Neglecting at rst the excluded-volume eect and focusing attention on the linking problem only, the action reads A = ACS12 + Ae,curr + Apol + AGF , with a polymer eld action
2
(16.186)
Apol =
i=1
d3 x |Di i |2 + m2 |i |2 . i
(16.187)
They are coupled to the polymer elds by the covariant derivatives Di = + ii Ai , (16.188)
1046
with the coupling constants 1,2 given by 1 = 1, 2 = . (16.189)
The square masses of the polymer elds are given by m2 = 2M zi . i (16.190)
where M = 3/a, with a being the length of the polymer links [recall (15.79)], and zi the chemical potentials of the polymers, measured in units of the temperature. The chemical potentials are conjugate variables to the length parameters L1 and L2 , respectively. The symbols i collect the replica of the two polymer elds
n 1 i = i , . . . , i i ,
(16.191)
and their absolute squares contain the sums over the replica
ni ni |Di i i |2 ,
|Di i |2 =
i =1
|i |2 =
i =1
|i i |2 .
(16.192)
Having specied the elds, we can now write down the measure of functional integration in Eq. (16.185): D(elds) = DAi DAj D1 D D2 D . 1 1 2 2 (16.193)
By Eq. (16.180), the parameter is conjugate to the linking number m. We can therefore calculate the probability PL1 ,L2 (x1 , x2 ; m) in which the two polymers are open with dierent endpoints from the auxiliary one Pz (x1 , x2 ; ) by the following Laplace integral over z = (z1 , z1 ):
c+i
PL1 ,L2 (x1 , x2 ; m) = lim
x1 x1 x2 x2
ci
M dz1 M dz2 z1 L1 +z2 L2 e 2i 2i
dkeim Pz (x1 , x2 ; ) . (16.194)
16.8.2
Calculation of Partition Function
Let us use the polymer eld theory to calculate the partition function (16.182). By Eq. (16.194), it is given by the integral over the auxiliary probabilities Z = d3 x1 d3 x2 lim
c+ ci
x1 x1 x2 x2
dm

deim Pz (x1 , x2 ; ) . (16.195)
The integration over m is trivial and gives 2(), enforcing = 0, so that Z = d3 x1 d3 x2 lim
c+i ci
x1 x1 x2 x2
M dz1 M dz2 z1 L1 +z2 L2 e Pz (x1 , x2 ; 0) . 2i
(16.196)
To calculate Pz (x1 , x2 ; 0), we observe that the action A in Eq. (16.186) depends on only via the polymer part (16.187), and is quadratic in . Let us expand A as A = A0 + A1 + 2 A2 , (16.197)

with the -independent part
2
1047
A0 a linear coecient
ACS12 + AGF +
d3 x |D1 1 |2 + | 2 |2 +
i=1
|i |2 ,
(16.198)
A1
d3 x j2 (x) A2 (x)
(16.199)
containing a pseudo-current of the second polymer eld j2 (x) = i (x) 2 (x), 2 and a quadratic coecient A2 1 4 d3 x A2 |2 (x)|2 . 2 (16.201) (16.200)
With these denitions we write with the help of (16.198): Pz (x1 , x2 ; 0) =

D(elds)eA0 1 1 (x1 )1 1 (x1 )2 2 (x2 )2 2 (x ).
(16.202)
In the action (16.198), the elds 2 , are obviously free, whereas the elds 1 , are apparently 2 1 not because of the couplings with the Chern-Simons elds in the covariant derivative D1 . This coupling is, however, without physical consequences. Indeed, by integrating out Ai in (16.202), we 2 nd from ACS12 the atness condition: A1 = 0. (16.203)
On a at space with vanishing boundary conditions at innity this implies A1 = 0. As a consequence, the functional integral (16.202) factorizes as follows [compare (15.370)] Pz (x1 , x2 ; 0) = G0 (x1 x1 ; z1 )G0 (x2 x2 ; z2 ), where G0 (xi xi ; zi ) are the free correlation functions of the polymer elds:
G0 (xi xi ; zi ) = i i (xi )i i (xi ) .
(16.204)
(16.205)
In momentum space, the correlation functions are i i (ki )i i (ki ) = (3) (ki ki ) such that G0 (xi xi ; zi ) = and
c+i
1 , k2 + m2 i i
(16.206)
d3 k ikx 1 , e (2)3 k2 + m2 i i
(16.207)
G0 (xi xi ; Li )
=
ci
M dzi zi Li e G0 (xi xi ; zi ) 2i
3/2
1 2
M 4Li
eM(xi xi )/2Li .
(16.208)
1048
The partition function (16.196) is then given by the integral Z = 2 d3 x1 d3 x2 lim G0 (x1 x1 ; L1 )G0 (x2 x2 ; L2 ).
x1 x1 x2 x2
(16.209)
The integrals at coinciding endpoints can easily be performed, yielding Z= 2M 3 V 2 (L1 L2 )3/2 . (8)3 (16.210)
It is important to realize that in Eq. (16.195) the limits of coinciding endpoints xi xi and the inverse Laplace transformations do not commute unless a proper renormalization scheme is chosen to eliminate the divergences caused by the insertion of the composite operators | (x)|2 . This can be seen for a single polymer. If we were to commuting the limit of coinciding endpoints with the Laplace transform, we would obtain
c+i ci
dz zL e lim G0 (x x ; z) = x x 2
c+i ci
dz zL e G0 (0, z), 2i
(16.211)
where G0 (0; z) = |(x)|2 . This expectation value, however, is linearly divergent: |(x)|2 = k2 d3 k . + m2 (16.213) (16.212)
16.8.3
Calculation of Numerator in Second Moment

Let us now turn to the numerator in Eq. (16.181): N d3 x1 d3 x2 dm m2 PL1 ,L2 (x1 , x2 ; m). (16.214)
We shall set up a functional integral for N in terms of the auxiliary probability Pz (x1 , x2 ; 0) analogous to Eq. (16.195). First we observe that
d3 x1 d3 r2

dm m2 lim
c i ci
x1 x1 x2 x2
M dzi M dz2 2i 2i (16.215)
ez1 L1 +z2 L2
deim Pz (x1 , x2 ; ).
The integration in m is easily performed after noting that

dm m2 eim Pz (x1 , x2 ; ) =
dm
2 im e Pz (x1 , x2 ; ). 2
(16.216)
After two integrations by parts in , and an integration in m, we obtain

c+i
d3 x1 d3 x2 lim (1)
x1 x1 x2 x2
ci
M dz1 M dz2 z1 L1 +z2 L2 e 2i 2i (16.217)
d ()
2 Pz (x1 , x2 ; ) . 2

Performing the now the trivial integration over yields N= d3 x1 d3 x2 lim (1)
x1 x1 x2 x2
c+i ci
1049
M dz1 M dz2 z1 L1 +z2 L2 2 e Pz (x1 , x2 ; 0) . 2i 2i 2
(16.218)
To compute the term in brackets, we use again (16.197) and Eqs. (16.198)(16.223), to nd N = d3 x1 d3 x2 n 0 lim
1 n2 0
c+i ci
D(elds) exp(A0 )|1 1 (x1 )|2 |2 2 (x2 )|2 2
d3 x A2 2 2
1 2
d3 x A2 |2 |2 . 2
(16.219)
In this equation we have taken the limits of coinciding endpoint inside the Laplace integral over z1 , z2 . This will be justied later on the grounds that the potentially dangerous Feynman diagrams containing the insertions of operations like |i |2 vanish in the limit n1 , n2 0. In order to calculate (16.219), we decompose the action into a free part
2
A0 0 and interacting parts
ACS +
d3 x |D1 1 |2 + | 2 |2 +
i=1
2|i |2 ,
(16.220)
A0 1 with a current of the rst polymer eld
d3 x j1 (x) A1 (x),
(16.221)
j1 (x) i (x) 1 (x), 1 and A2 0 Expanding the exponential eA0 = eA0 +A0 +A0 = eA0 1A1 + 0
0 1 2
(16.222)
1 4
d3 x A2 |1 (x)|2 . 1
(16.223)
(A1 )2 0 A2 +. . . 0 2
(16.224)
and keeping only the relevant terms, the functional integral (16.219) can be rewritten as a purely Gaussian expectation value
c+i
d3 x1 d3 x2 n 0 lim
1 n2 0
ci
D(elds) exp(A0 )|1 1 (x1 )|2 |2 2 (x2 )|2 0 2
d3 x A1 1 d3 x A2 2
1 2
+
2
1 2 1 2
d3 x A2 |1 |2 1 d3 x A2 |2 |2 . 2 (16.225)
1050
Figure 16.23 Four diagrams contributing in Eq. (16.225). The lines indicate correlation functions of i -elds. The crossed circles with label i denote the insertion of |i (xi )|2 .
Note that the initially asymmetric treatment of polymers C1 and C2 in the action (16.187) has led to a completely symmetric expression for the second moment. Only four diagrams shown in Fig. 16.23 contribute in Eq. (16.225). The rst diagram is divergent due to the divergence of the loop formed by two vector correlation functions. This innity may be absorbed in the four- interaction accounting for the excluded volume eect which we do not consider at the moment. We now calculate the four diagrams separately.
16.8.4
First Diagram in Fig. 16.23

2 lim 4 n1 0 n 0
2
From Eq. (16.225) one has to evaluate the following integral

c+i ci
N1 =
M dz1 M dz2 z1 L1 +z2 L2 e 2i 2i |1 |2 A2 1

x1
d3 x1 d3 x2 .
d3 x1 d3 x2
(16.226)
|1 1 (x1 )|2 |2 2 (x2 )|2
|2 |2 A2 2
x2
As mentioned before, there is an ultraviolet-divergent contribution which must be regularized. The system has, of course, a microscopic scale, which is the size of the monomers. This, however, is not the appropriate short-distance scale to be uses here. The model treats the polymers as random chains. However, the monomers of a polymer in the laboratory are usually not freely movable, so that polymers have a certain stiness. This gives rise to a certain persistence length 0 over which a polymer is sti. This length scale is increased to > 0 by the excluded-volume eects. This is the length scale which should be used as a proper physical short-distance cuto. We may impose this cuto by imagining the model as being dened on a simple cubic lattice of spacing . This would, of course, make analytical calculations quite dicult. Still, as we shall see, it is possible to estimate the dependence of the integral N1 and the others in the physically relevant limit in which the lengths of the polymers are much larger than the persistence length . An alternative and simpler regularization is based on cutting o all ultraviolet-divergent continuum integrals at distances smaller than . After such a regularization, the calculation of N1 is rather straightforward. Replacing the expectation values by the Wick contractions corresponding to the rst diagram in Fig. 16.23, and performing the integrals as shown in Appendix 16A, we obtain N1 =
1 V M4 (L1 L2 ) 2 6 4 (8)
1 0
ds [(1 s)s] 2
2
d3 xeM x d3 x1
/2s(1s)
(16.227)
1 0
dt [(1 t)t] 2
d3 yeM y
/2t(1t)
1 . |x1 |4
The variables x and y have been rescaled with respect to the original ones in order to extract the behavior of 1 in L1 and L2 . As a consequence, the lattices where x and y are dened have now N spacings / L1 and / L2 respectively.
1051
The x, y integrals may be explicitly computed in the physical limit L1 , L2 , in which the above spacings become small. Moreover, it is possible to approximate the integral in x1 with an integral over a continuous variable l and a cuto in the ultraviolet region: d3 x1 1 |x1 |4 4 2

dl . l2
(16.228)
After these approximations, we nally obtain N1 = V 1/2 M (L1 L2 )1/2 1 . (4)3 (16.229)
16.8.5
Second and Third Diagrams in Fig. 16.23

c+i
Here we have to calculate N2 = 2 n 0 lim

1 n2 0
ci

1
d3 x1 d3 x2
d3 x1 d3 x1 d3 x2 A2 |2 |2 2 . (16.230)
|1 1 (x1 )|2 |2 2 (x2 )|2 ( A1 1 )x ( A1 1 )x 1 1
x2
The above amplitude has no ultraviolet divergence, so that no regularization is required. The Wick contractions pictured in the second Feynman diagrams of Fig. 16.23 lead to the integral M3 1/2 N2 = 4 2V L2 L1 6 1
1 t
dt
0 0
dt C(t, t ),
(16.231)
where C(t, t ) is a function independent of L1 and L2 : C(t, t ) = [(1 t)t (t t )]

j 3/2
d3 xd3 yd3 zeM(yx)

M x2 /2(tt )
/2(1t)
ye
M y2 /2t
xe
[ij z (z + x) (z + x)i zj ] . |z|3 |z + x|3
(16.232)
As in the previous section, the variables x, y, z have been rescaled with respect to the original ones in order to extract the behavior in L1 . If the polymer lengths are much larger than the persistence length one can ignore the fact that the monomers have a nite size and it is possible to compute C(t, t ) analytically, leading to N2 where K is the constant K 1 B 6 3 1 , 2 2 1 + B 2 5 1 , 2 2 B 7 1 , 2 2 1 + B 3 9 1 , 2 2 = 19 0.154, 384 (16.234) = V L2 L1 3/2 1 M 4K, (2)6
1/2
(16.233)
and B(a, b) = (a)(b)/(a + b) is the Beta function. For large L1 , this diagram gives a negligible contribution with respect to N1 . The third diagram in Fig. 16.23 give the same as the second, except that L1 and L2 are interchanged. N3 = N2 |L1 L2 . (16.235)
1052
16.8.6
Fourth Diagram in Fig. 16.23

c+i ci
Here we have the integral N4 = 42 1 lim n 0 2 n1 0

2

1
d3 x1 d3 x2
d3 x1 d3 x2 d3 x1 d3 x2
|1 1 (x1 )|2 |2 (x2 )|2 (A1 1 )x (A1 1 )x 1 1 2
(A2 2 )x (A2 2 2
2
2 ) x
(16.236)
which has no ultraviolet divergence. After some analytic eort we nd N4 = where C(s, s ; t, t ) = [(1 s)s (s s )] d3 p (2)3
ik 3/2
1 M 5V (L1 L2 )1/2 16 (2)11
ds
0 0
ds
0
dt
0
dt C(s, s , t, t ),
(16.237)
p p2
jl
p + p2
il
p p2
[(1 t)t (t t )]
jk
3/2
p p2
(16.238)
j
d3 x d3 y ei d3 u d3 v ei
L1 p(x y ) M x 2 /2(1s)
y
l
eM y eMu
/2t
x
k
eM(xy)
/2(ss )
L2 p(u v ) M v 2 /2(1t)
/2t
eM(u v )
/2(tt )
and x , y are scaled variables. To take into account the nite persistence length, they should be dened on lattice with spacing / L1 . Similarly, u , v should be considered on a lattice with a spacing / L2 . Without performing the space integrations d3 x d3 y d3 u d3 v , the behavior of N4 as a function of the polymer lengths can be easily estimated in the following limits: 1. L1 1; L1 L2 N4 L1 1 2. L2 1; L2 L1 N4 L1 2 3. L1 , L2 1, L2 /L1 = = nite N4 L 1
3/2
(16.239)
(16.240)
(16.241)
Moreover, if the lengths of the polymers are considerably larger than the persistence length, the function C(s, s , t, t ) can be computed in a closed form: N4 128V M (L1 L2 )1/2 5 3/2
1 1
ds
0 1/2 0
dt(1 s)(1 t)(st)1/2 (16.242)
[L1 t(1 s) + L2 (1 t)s]
It is simple to check that this expression has exactly the above behaviors.
16.9 Chern-Simons Theory of Statistical Interaction
1053
16.8.7
Second Topological Moment

m2 = N1 + N2 + N3 + N4 , Z
Collecting all contributions we obtain the result for the second topological moment: (16.243)
with N1 , N2 , N3 , N4 , Z given by Eqs. (16.210), (16.229), (16.233), (16.235), and (16.231). In all formulas, we have assumed that the volume V of the system is much larger than the size of the volume occupied by a single polymer, i.e., V L3 1 To discuss the physical content of the result (16.232), we assume C2 to be a long eective polymer representing all polymers in a uniform solution. We introduce the polymer concentration l as the average mass density of the polymers per unit volume: l= where M is the total mass of the polymers
Np
M , V
(16.244)
M=
i=1
ma
Lk . a
(16.245)
Here ma is the mass of a single monomer of length a, Lk is the length of polymer Ck , and Np is the total number of polymers. Thus Lk /a is the number of monomers in the polymer Ck . The polymer C1 is singled out as any of the polymers Ck , say Ck , of length L1 = Lk . The remaining ones are replaced by a long eective polymer C2 of length L2 = k=k Lk . From the above relations we may also write L2 aV l . ma (16.246)
In this way, the length of the eective molecule C2 is expressed in terms of physical parameters, the concentration of polymers, the monomer length, and the mass and volume of the system. Inserting (16.246) into (16.232), with N1 , N2 , N3 , N4 , Z given by Eqs. (16.210), (16.229), (16.233), (16.235), and (16.231). and keeping only the leading terms for V 1, we nd for the second topological moment m2 the approximation m2 and this has the approximate form m2 = al ma 2KL1 1 Li 4 3/2 , 2 1/2 M 2 M
1/2
N1 + N2 , Z
(16.247)
(16.248)
with K of (16.234). Thus we have succeeded in setting up a topological eld theory to describe two uctuating polymers C1 and C2 , and calculated the second topological moment for the linking number m between C1 and C2 . The result is used as an approximation for the second moment for a single polymer with respect to all others in a solution of many polymers. An interesting remaining problem is to calculate the eect of the excluded volume.
16.9
Chern-Simons Theory of Statistical Interaction
The Chern-Simons theory (16.153) together with the coupling (16.152) generates the desired topological interaction corresponding to the Gaussian integral between
1054
pairs of curves C and C . We now demonstrate that this topological interaction is the same as the statistical interaction introduced in Eq. (7.279) and encountered again in (16.26), where it governed the physics of a charged particle running around a magnetic ux tube. This observation will make the Gaussian integral and thus the Chern-Simons action relevant for the description of the statistical properties of nonrelativistic particle orbits. In contrast to the electromagnetic generation of fractional statistics for particle orbits in Section 16.2 via the Aharonov-Bohm eect, the eld theory involving the statisto-magnetic vector potential has the advantage of removing the asymmetry between the particles, of which one had to carry a charge, the other one a magnetic ux. An arbitrary number of identical particle orbits can now be endowed with a fractional statistics, the same that was produced by topological interaction (7.279). To prove the equality between the two topological interactions in two space and one time dimension, consider an electron in a plane encircling an innitely thin magnetic ux tube at the origin (the word ux tube stands between quotation marks since the tube is only a point in the two-dimensional space). In a Euclidean spacetime, the worldline of the electron C winds itself around the straight ux tube C along the -axis. For this geometry, the integral over C in (16.134) can easily 3 be done using the formula dt/ t2 + d2 = 2. The result is G(C, C ) = 1 2 d x( ) (x( )) = 1 2 d (x( )), (16.249)
where (x( )) denotes the azimuthal angle of the electron with respect to the ux tube at the time Up to a factor 2, the expression (16.249) agrees with the statistical interaction in (16.26) and (7.279). In two space and one time dimension, the behavior under particle exchange can be assigned to an amplitude at will by adding to the Euclidean action a Gaussian integral with a suitable prefactor. A phase factor ei is produced by the exchange when choosing the following Euclidean action-at-a-distance: Ae,int = i2 G(C, C ). h This topological interaction is generated by the Chern-Simons action Ae,CS = 1 4 i h d3 x A ( A). (16.251) (16.250)
The phase angle is related to the former parameter 0 of the statistical interactions (16.26) and (7.279) by = 0 . (16.252)
For 0 = 1, 3, 5, . . . , the particle orbits have Fermi statistics; for 0 = 0, 2, 4, . . . , they have Bose statistics. Fractional values of 0 lead to fractional statistics. In contrast to the magnetic generation of fractional statistics, the ChernSimons mechanism applies to any number of particle orbits. By one of the methods
16.9 Chern-Simons Theory of Statistical Interaction
1055
discussed after Eq. (16.169) it must, however, be assured that the Gaussian selfenergy does not render any undesirable nontopological contributions. To maintain the analogy with the magnetic interactions as far as possible, we write the Chern-Simons action for a gas of electrons in the form Ae,CS = 1 e2 4i c2h0 d3 x A ( A), (16.253)
and the coupling of the statisto-magnetic vector potential to the particle orbits as Ae,curr = i e c
C
dx A(x) i
e c
dx A(x).
(16.254)
This looks precisely like the Euclidean coupling of an ordinary vector potential to electrons. For an arbitrary number of orbits we dene the Euclidean two-dimensional current density j(x) ec
C
dx (3) (x x )
(16.255)
and write the interaction (16.254) as 1 c2
Ae,curr = i The curl of the vector potential
d3 x j(x)A(x).
(16.256)
(16.257)
is referred to as a statisto-magnetic eld . By varying (16.253) plus (16.256) with respect to A(x), we obtain the eld equation B(x) = 0 2 c h j(x). 2 e (16.258)
With the help of the elementary ux quantum 0 , this can also be written as 1 B(x) = 0 0 j(x). e (16.259)
To apply the above formulas, we must transform them from the three-dimensional Euclidean spacetime to the Minkowski space, where the curves C become particle orbits in two space dimensions whose coordinates x = (x, y) are functions of the time t. Specically, we substitute the three coordinates (x1 , x2 , x3 ) as follows: (x1 , x2 ) x (x, y), x3 ix0 ict.
1056
The Euclidean eld components A1,2,3 go over into the Minkowskian statisto-electric potential and two spatial components Ax,y . The three elds B1,2,3 turn into the Minkowskian statisto-electric elds Ey , Ex and a statisto-magnetic eld Bz : A3 = i = iA0 , A1 = Ax , A2 = Ay , B3 = iBz , B1 = iEy , B2 = iEx . (16.260)
The Euclidean currents become, up to a factor i, the two-dimensional charge and current densities: j3 = ij0 = ic(x ), j1 = ijx (x ) = e
(x) e
(2)
(2) (x x ),
x (x x ), y (2) (x x ), (16.261)
j2 = ijy (x ) = e
where is the particle density per unit area. The motion of a particle in an external eld , Ax , Ay is then governed by the interaction 1 (16.262) dtd2 x (jx Ax + jx Ay ) . c Conversely, particles with fractional statistics in a 2+1-dimensional spacetime generate Minkowskian statisto-electromagnetic elds following the equations 1 1 Bz = 0 0 , Ex = 0 0 jy , Ey = 0 0 jx . (16.263) c c The electromagnetic normalization in Eq. (16.262) has the advantage that a charged particle cannot distinguish a statisto-magnetic eld from a true magnetic eld. This property forms the basis for a simple interpretation of the fractional quantum Hall eect as will be seen in Section 18.9. Aint =
16.10
Second-Quantized Anyon Fields
After the developments in Chapter 7, we should expect that the phase factor ei0 , appearing in the path integral upon exchanging the endpoints of two anyonic orbits, can also be found in a second-quantized operator formulation. To verify this, we consider a free Bose eld with the action (7.286) and couple it with a statistoelectromagnetic eld subject to a Chern-Simons action. The resulting free anyon action reads Aanyon = ACS + Aboson , where Aboson = d2 x
tb ta
(16.264)
e dt (x, t) i t + i (x, t) + (x, t) h h h2 2M i

2 e A(x, t) (x, t) . hc
(16.265)
16.10 Second-Quantized Anyon Fields
1057
The latter corresponds to the action (7.286) in the continuum limit with the derivatives replaced by covariant derivatives according to the usual minimal substitution rule (2.636): e p0 p0 , c e p p A. c (16.266)
The rst eld equation in (16.263) now reads Bz (x, t) = 0 0 (x, t)(x, t), so that the vector potential satises the dierential equation x Ay (x, t) y Ax (x, t) = 0 0 (x, t)(x, t). (16.268) (16.267)
It determines (Ax , Ay ) up to the gauge freedom (x , y ), where (x, t) is an arbitrary single-valued function satisfying Schwarz integrability condition (x y y x )(x, t) = 0. (16.269)
In the present case, it is useful to allow for a violation of this condition by searching for a multivalued function (x, t) whose gradient is equal to a given vector potential: (Ax , Ay ) = (x , y ). (16.270)
This function must obey the dierential equation (recall the discussion in Appendix 10A) (x y y x )(x, t) = 0 2 c h (x, t)(x, t). e (16.271)
The Green function of this dierential equation, which is the elementary building block for the construction of all multivalued functions in two dimensions, is the function used before in Eq. (16.249) [see also (10A.30)]: (x x ) arctan[(y y )/(x x )]. (16.272)
It gives the angle between the vectors x and x and violates the Schwarz integrability condition at the points where the vectors coincide [recall (10A.33)]: (x y y x )(x x ) = 2 (2) (x x ). (16.273)
To satisfy this equation, the cut of the arctan in the complex plane must be avoided, which is always possible by deforming it appropriately. The function (x x ) has the important property (x x ) (x x) = . (16.274)
In the two terms on the left-hand side, the point x is moved around the point x in the anticlockwise sense.
1058
With the help of the multivalued Green function (16.272) we nd immediately the solution of Eq. (16.271): (x, t) = 0 hc e d2 x(x x ) (x, t)(x, t). (16.275)
The relation (16.270) permits the elimination of the statisto-magnetic eld from the action. Actually, this statement is true in general. One can always multiply the elds (x, t) by a phase factor exp i e hc
x
dx A(x , t) ,
where the contour integral is taken to x from any xed point along some xed path. In front of the transformed eld
h (x, t) = ei(e/ c)
x
dx A(x ,t)
(x, t),
(16.276)
the covariant derivatives Di (x, t) = (i i e Ai )(x, t) hc (16.277)
become ordinary derivatives i . Unfortunately, the new eld (x, t) depends on the vector potential in a complicated nonlocal way so that this transformation is in general not worthwhile. In the present case, however, the equation of motion for the vector potential is so simple that the transformation can be done explicitly. In fact, the nonlocality has precisely the desired property of changing the statistics of the elds from Bose statistics to any statistics. We show this by considering the eld operators (x, t) which are canonically quantized according to Eq. (7.294). In the continuum limit they satisfy the commutation rules [(x, t), (x , t)] = (2) (x x ), [ (x, t), (x , t)] = 0, [(x, t), (x , t)] = 0.
(16.278)
The transformed eld operators satisfy the corresponding commutation rules modied by a phase factor ei0 : (x, t) (x , t) ei0 (x , t)(x, t) = (2) (x x ), (x, t) (x , t) ei0 (x , t) (x, t) = 0, i0 (x, t)(x , t) e (x , t)(x, t), = 0.
(16.279)
As in (16.274), the vector x on the left-hand side has to be carried around x in the anticlockwise sense. Using the relation (16.270), the integral in the prefactor of
16.11 Fractional Quantum Hall Eect
1059
(16.276) can immediately be performed and the transformed elds are simply given by
e (x, t) = ei hc (x,t) (x, t), e (x, t) = (x, t)ei hc (x,t) .
(16.280)
The same relations hold for the second-quantized eld operators. This makes it quite simple to prove the commutation rules (16.279). We do this here only for the second rule which controls the behavior of the many-body wave functions under the exchange of any two-particle coordinates: (x, t) (x , t) ei0 (x , t) (x, t) = 0. This amounts to the relation
e e e e (x, t)ei hc (x,t) (x , t)ei hc (x ,t) = ei0 (x , t)ei hc (x ,t) (x, t)ei hc (x,t) . (16.281)
The phase factors in the middle can be taken to the right-hand side by using the transformation formula ei
d2 x f (x ,t) (x,t)(x,t)
(x, t)ei
d2 x f (x ,t) (x,t)(x,t)
= eif (x,t) (x, t), (16.282)
which follows from the Lie expansion [recall (1.432)] eiA BeiA = 1 + i[A, B] +

i2 [A, [A, B]] + . . . . 2!
(16.283)
Setting f (x) equal to 0 (x x ), Eq. (16.281) goes over into

e (x, t) (x , t)ei0 (xx ) ei hc [(x,t)+(x ,t)] e = ei0 (x , t) (x, t)ei0 (x x) ei hc [(x ,t)+(x,t)] .
(16.284)
The correctness of this equation follows directly from the property (16.274) of the (x) eld and from the commutativity of the Bose elds (x, t) with each other. This proves the second of the anyon commutation rules (16.279). The others are obtained similarly. Note that we could just as well have constructed the anyon elds from Fermi elds by shifting the exchange phase by an angle .
16.11
Fractional Quantum Hall Eect
If particles obeying fractional statistics move in an ordinary magnetic eld, they are also subject to a statisto-magnetic eld . As observed earlier, this acts upon each particle in the same way as an additional true magnetic eld. This observation provides a key for the understanding of the fractional quantum Hall eect. The arguments will now be sketched. To measure the eect experimentally, a thin slab of conducting material (the original experiment used the compound Alx Ga1x As) is placed at low temperatures
1060
( 0.5 K) in the xy-plane traversed by a strong magnetic eld Bz (between 10 and 200 kG) along the z-axis. An electric eld Ex is applied in the x-direction and an electric Hall current jy per length unit is measured in the y-direction. Such a current is expected in a dissipative electron gas with a number density (per unit area) , where the elds satisfy the relation Ex = 1 jy Bz ec (16.285)
(see Appendix 16E). The transverse resistance dened by Rxy Bz ec (16.286)
rises linearly in Bz . Its dimension is sec/cm. In contrast with this naive expectation, the experimental data for Rxy rise stepwise with a number of plateaus whose resistance take the values h/e2 , where is a rational number with odd denominators:
2 2 1 2 = 5, 7, 1, 5, 3, . . . . 3
(16.287)
We have omitted the observed number = 5 since its theoretical explanation re2 quires additional physical considerations (see the references at the end of the chapter). Similar plateaus had been observed at integer values of . Those are explained as follows. In an ideal Fermi liquid at zero temperature, the electron orbits have energies 2 p /2M. Their momenta ll a Fermi sphere of radius pF . The size of pF is determined from the particle number per unit area via the phase space integral Lx Ly = 2 dpx dpy Lx Ly , (2 )2 h (16.288)
where Lx and Ly are the lengths of the rectangular layered material in the x- and y-directions. The factor 2 accounts for the two spin orientations. The rotationally invariant integration up to pF yields pF = 2 . h (16.289)
By switching on a magnetic eld Bz , the rotational invariance is destroyed and the electrons circle with a velocity v = r on Landau orbits around the z-direction with the cyclotron frequency = eB/Mc. In quantum mechanics, the system corresponds to an ensemble of harmonic oscillators which in the gauge A = (0, Bx, 0) [see Eq. (9.93)] move back and forth in the x-direction and have a spectrum (n + 1/2) h [see Eq. (9.100)]. The phase space integral in the x-direction dpx Lx /(2 ) beh comes therefore a sum over n. The center of oscillations is x0 = py /M [see
16.11 Fractional Quantum Hall Eect
1061
Eq. (9.95)], so that the remaining phase space integral dpy Ly /(2 ) can be inh tegrated to MLx /(2 ). Thus (16.288) gives, for each spin orientation, h 1 nF = M . 2 n=0 h (16.290)
The number of lled levels is = nF + 1. In the vacuum, the levels of one orientation are degenerate with those of the opposite orientation at a neighboring n (up to radiative corrections of the order 1/137). This is due to the anomalous magnetic moment of the spin-1/2 electron being equal to one Bohr magneton B = e /2Mc 0.927 1020 erg/gauss (i.e., twice as large as classically expected, h the factor 2 being caused by the relativistic Thomas precession). Due to the factor 2, the energy levels for the two orientations are split by , which is precisely equal h to the energy dierence between levels of neighboring n. In a solid material, however, the anomalous magnetic moment is strongly renormalized and the degeneracy is removed. There, every level has a denite spin orientation. According to Eq. (16.290), the highest level is occupied completely if each level has taken up a particle number corresponding to its maximal lling density max = M . 2 h (16.291)
At smaller magnetic elds, this density is small and the electrons are spread over many levels whose number is given by = Expressing in terms of Bz leads to Bz hc 1 = . e (16.293) M . 2 h (16.292)
Using the ux quantum 0 = hc/e, this equation states that the magnetic ux per electron has the value 1 = . 0 (16.295) Bz (16.294)
If the magnetic eld is increased, the Landau levels can accommodate more electrons which then reside in a decreasing number of levels. By inserting into Eq. (16.286) the values of Bz at which the highest level becomes depleted, one obtains precisely the experimentally observed quantized Hall resistances Rxy = h1 e2 (16.296)
1062

e
8/15 7/13 6/11 5/19 4/15 3/17 2/11 1/7 1/5 3/11 2/7 1/3 5/9 4/7 3/5 2/3 1/1
8 7 6 5 4 3 2 1 1
8/17 7/15 6/13 5/11 4/9 3/7 2/5 1/3 5/21 4/17 3/13 2/9 1/5 3/19 2/13 1/7 1/9
Figure 16.24 Values of parameter , at which plateaus in fractional quantum Hall resistance h/e2 are expected theoretically. The right-hand side shows the values e /(2m e + 1), the left-hand side e /(2m e 1). The full circles indicate the values found experimentally.
with integer values of . The assumption of a statisto-magnetic interaction makes it possible to explain the fractional quantum Hall eect by reducing it to the ordinary quantum Hall eect. In the fractional quantum Hall eect, the magnetic eld is so strong that even the lowest Landau level is only partially lled. This is why one did not expect any plateaus at all. According to a simple idea due to Jain, however, it is possible to relate the fractional plateaus to the integer plateaus. For this one assumes that the electrons in the ground state of the fractional quantum Hall eect carry an even statisto-magnetic ux 2m0 due to the presence of a Chern-Simons action. For the wave function, this amounts to a statistical phase factor ei2m under the exchange of two particle coordinates; it leaves the Fermi statistics of the electrons unchanged. Now one takes advantage of the observation made in the last section that the electrons cannot distinguish a statisto-magnetic eld from an external magnetic eld. They move in Landau orbits enforced by the combined eld
e stat Bz = Bz Bz , stat Bz = 2m0 .
(16.297)
The cyclotron frequency of the electrons in their Landau orbits is

e e = eBz /Mc.
(16.298)
Since the eective eld is now much smaller than the external eld, the Landau levels possess a greatly reduced capacity. Thus the electrons must be distributed
16.12 Anyonic Superconductivity
1063
over several levels in spite of the large magnetic eld. The number decreases as the eld grows further. The steps appear at those places where the eective magnetic eld has its integer quantum Hall plateaus, i.e., at the eective magnetic elds
e Bz = 0 / e ,
e = 1, 2, 3, . . . .
(16.299)
The values of e are related to the -values of the external magnetic eld as follows: From this one has = e . 2m e 1 (16.301) 1 1 = 2m. e (16.300)
The resulting values of on the integer-valued plane spanned by the numbers m and e are shown in Fig. 16.24. Only odd denominators are allowed. The values of found by this simple hypothesis agree well with those of the lower experimental levels (16.287).
16.12
Anyonic Superconductivity
At the end of Section 16.3 we have mentioned that an ensemble of particles with fractional statistics in 2+1 spacetime dimensions exhibits Meissner screening. This has given rise to speculations that the presently poorly understood phenomenon of high-temperature superconductivity may be explained by anyons physics. The new kind of superconductivity is observed in materials which contain pronounced layer structures, and it is conceivable that the currents move in these two-dimensional subspaces without dissipation. With some eort it can indeed be shown that in 2+1 dimensions a Chern-Simons action may be generated in principle10 by integrating out Fermi elds. Accepting this, we can easily derive that an addition of this action to the usual electromagnetic eld action gives the magnetic eld a nite range, i.e., a nite penetration depth. The usual electromagnetic action reads A= where E is the electric eld E= 1 A c t A0 . (16.303) 1 8 dtd3 x[E2 ( A)2 ], (16.302)
In the Euclidean formulation with x4 = ict, the action becomes Ae =

10
1 8c
d4 x[E2 + (
A)2 ].
(16.304)
See Notes and References at the end of the chapter.
1064
To add the Chern-Simons action, we restrict the spacetime dimensionality to 3. The restriction is imposed by considering a system in 4 spacetime dimensions and assuming it to be translationally invariant along the fourth coordinate direction x4 . Then there are no electric elds, and the Euclidean action becomes Ae = L 8c d3 x( A)2 , (16.305)
where L denotes the length of the system in the x4 -direction. To this, we now add the Chern-Simons action (16.253) and the current coupling (16.256). By extremizing the total action, we obtain the eld equation: L 4c ( L ( 4c A) + i e2 2c2 h0 A=i 1 j, c2 1 j. c2 (16.306)
For the magnetic eld B =
A, the equation reads B + i1 B) = i (16.307)
where the parameter denotes the following length ( = e2 / c = ne-structure h constant 1/137): 0 c 0 h L= L. 2e2 2 (16.308)
By multiplying (16.307) vectorially with and using the equation once more, we obtain L 1 1 ( 2 + 2 )B = i 2 j + 2 1 j . (16.309) 4c c c In the current-free case, the magnetic eld is seen to have only a nite penetration depth into the material. In an ordinary superconductor, this phenomenon is known as the Meissner eect. There it can be understood as a consequence of the induction of supercurrents in an ideal (i.e., incompressible and frictionless) liquid of charged particles, which lowers the invading magnetic eld according to Lenz rule. In the absence of friction, there is a complete extinction. Recall that a superconductor with time-dependent currents and elds is governed by the characteristic London equation (see Appendix 16D) j B. For a two-dimensional superconductor, this amounts to ( j )z Bz . (16.311) (16.310)
The above anyonic system shows a similar induction phenomenon. In the absence of currents, Eq. (16.309) determines the magnetic eld Bz from the particle density by Bz = 0 0 . (16.312)
16.13 Non-Abelian Chern-Simons Theory
1065
If there are currents in the xy-plane j = (jx , jy ), the magnetic eld is increased by Bz in accordance with the equation L ( 4c
2
+ 2 )Bz =
1 ( c2
j )z .
(16.313)
This is the desired relation between the magnetic eld and the curl of the current which indicates the superconducting character of the system expressed before in the London equation (16.311). The contact with the London equation is established by a restriction to smooth eld congurations in which the rst term in (16.313) can be ignored. Thus we conclude that the currents and magnetic elds in a two-dimensional system of anyons show Meissner screening. This is not sucient to make the system superconductive since it does not automatically imply the absence of dissipation. In a usual superconductor, the existence of an energy gap makes the dissipative part of the current-current correlation function vanish for wave vectors smaller than some value kc . This value determines the critical current strength above which superconductivity returns to normal. In the anyonic system, the absence of dissipation was proved in an approximation. Recent studies of higher corrections, however, have shown the presence of dissipation after all, destroying the hope for an anyonic superconductor.
16.13
Non-Abelian Chern-Simons Theory
The topological eld interaction (16.153) can be generalized to nonabelian gauge groups. For the local symmetry group SU(N) it reads Ae,CS = k 4i d3 x
ijk tr N
Ai
j Ak
2 + Ai Aj Ak , 3
(16.314)
where Ai are Hermitian traceless N N-matrices and tr N denotes the associated trace. In the nonabelian theory, the gauge transformations are Ai UAi U 1 + i(i U)U 1 . It can be shown that they transform Ae,CS as follows [10]: Ae,CS Ae,CS + 2ink , h n = integer. (16.316) (16.315)
Thus, the action is not completely gauge-invariant. For integer values of k, however, h the additional 2ink does not have any eect upon the phase factor eAe,CS / in the h path integral associated with the orbital uctuations. Thus there is gauge invariance for integer values of k (in contrast to the abelian case where k is arbitrary). In the nonabelian theory, gauge xing is a nontrivial issue. It is no longer possible to simply add a gauge xing functional of the type (16.163). The reason is that the volume in the eld space of gauge transformations depends on the gauge eld. For
1066
a consistent gauge xing, this volume has to be divided out of the gauge-xing functional as was rst shown by Fadeev and Popov [11]. For an adequate discussion of this interesting topic which lies beyond the scope of this quantum-mechanical text the reader is referred to books on quantum eld theory. As in the abelian case, the functional derivative of the Chern-Simons action with respect to the vector potential gives the eld strength Bi
ijk Fjk ,
(16.317)
where Fij is the nonabelian version of the curl: Fij i Aj j Ai i[Ai , Aj ]. (16.318)
In 1989, Witten found an important result: The expectation value of a gaugeinvariant integral dened for any loop L, WL [A] tr N W [A] tr N P ei
L
dxA
(16.319)
the so-called Wilson loop integral , possesses a close relationship with the Jones polynomials of knot theory. The loop L can consist of several components linked in an arbitrary way, in which case the integral in WL [A] runs successively over all compo nents. The operator P in front of the exponential function denotes the path-ordering operator . It is dened in analogy with the time-ordering operator T in (1.241): If the exponential function in (16.319) is expanded into a Taylor series, it species the order in which the N N-matricesAi (x), which do not commute for dierent x and i, appear in the products. If the path is labeled by a time parameter, the earlier matrices stand to the right of the later ones. The uctuations of the vector potential are controlled by the Chern-Simons action (16.314). Expectation values of the loop integrals are dened by the functional integral WL [A]
h DAi eAe,CS / WL [A] . h DAi eAe,CS /
(16.320)
To calculate the self-interaction of a loop, we proceed as described in the abelian case after Eq. (16.169) by spreading the line out into an innitely thin ribbon of parallel lines. The borders of the ribbon are positioned in such a way that their linking number Lk vanishes. If 0 denotes a circle, i.e., a trivial knot, one can show that W0 [A] = with q e2i/(N +k) . For an arbitrary link L one nds the skein relation (see Appendix 16C) q N/2 WL+ [A] q N/2 WL [A] = (q 1/2 q 1/2 ) WL0 [A] . (16.323) (16.322) q N/2 q N/2 , q 1/2 q 1/2 (16.321)
Appendix 16A
Calculation of Feynman Diagrams in Polymer Entanglement 1067
If N = 2, this agrees up to the sign of the right-hand side with the relation (16.114) for the Jones polynomials JL (t). For general values of N = 2, we obviously obtain with t = q N/2 and = q 1/2 q 1/2 = (t1/N t1/N ) the skein relations (16.122) of the HOMFLY polynomials. The important relation is WL [A] = HL (t, (t1/N t1/N )), W0 [A] t = ei/k . (16.324)
Since the second variable in HL (t, ) appears only in even or odd powers, HL (t, (t1/2 t1/2 )) is a Jones polynomial up to a sign (1)s+1 , where s is the number of loops in L. A favored choice of framing is one in which the self-linking number Lk of each component is equal to the twist number or writhe w introduced in Eq. (16.110). Then the ribbon lies at on the projection plane of the knot. This framing can easily be drawn on the blackboard by splitting the line L into two parallel running lines; it is therefore called the blackboard framing. Incidentally, each choice of framing can be drawn as a blackboard framing if one adds to the loop L an appropriate number of windings via a Reidemeister move of type I. These are trivial for lines and nontrivial only for ribbons (see Fig. 16.6). In the blackboard framing, each such winding changes the values Lk and w simultaneously by one unit. Thus Lk = w can be brought to any desired value. Take, for example, the trefoil knot in Fig. 16.2. In the blackboard framing it has the self-linking number Lk = w = 3. This can be brought to zero by adding three windings via a Reidemeister move of type I.11 In the framing Lk = w, the right-hand side of (16.324) carries an extra phase factor cw , where c = ei2(N
2i/k
2 1)/2N k
(16.325)
For comparison: In the abelian Chern-Simons theory, the phase factor is c = e , and the expectation WL [A] has the value ci=j Lkij for a link of several loops labeled by i with vanishing individual self-linking numbers Lki . In the framing Lki = wi , the value is ci=j Lkij +i wi . The investigation of the properties of loops with nonabelian topological interactions is an interesting task of present-day research.
Appendix 16A
Calculation of Feynman Diagrams in Polymer Entanglement
For the calculation of the amplitudes N1 , . . . , N4 in Eqs. (16.226), (16.230), (16.235), and (16.236), we need the following simple tensor formulas involving two completely antisymmetric tensors ijl :
m n n m ijk imn = j k j k , l ijk ijl = 2k .
(16A.1)
The Feynman diagrams shown in Fig. 16.23 corresponds to integrals over products of the polymer correlation functions G0 dened in Eq. (16.213), which have to be integrated over space and Mathematicians usually prefer another framing in which the ribbons lie at on the so-called Seifert surfaces.
11
1068
Laplace transformed. For the latter we make use of the convolution property of the integral over two Laplace transforms f (z) and g (z) of the functions f, g:
c+i ci
M dz zL e f (z)(z) = g 2i
L 0
dsf (s)g(L S).
(16A.2)
All spatial integrals are Gaussian of the form d3 xeax

2
+2bxy
= (2)3/2 a3/2 eb
y2 /a
a > 0.
(16A.3)
Contracting the elds in Eq. (16.226), and keeping only the contributions which do not vanish in the limit of zero replica indices, we nd with the help of Eqs. (16A.1) and (16A.2): N1 = d3 x1 , d3 x2
0 L1 L2
ds
0
dt
d3 x1 d3 x2 G0 (x1 x1 ; s)G0 (x1 x1 ; L1 s) l . |x1 x2 |4 y= x2 x2 , L2 (16A.4)
G0 (x2 x2 ; t)G0 (x2 x2 ; L2 t) Performing the changes of variables s = s , L1 t = t , L2 x=
x1 x1 , L1
(16A.5)
and setting x1 x1 x2 , we easily derive (16.227). For small / L1 and / L2 , we use the approximation (16.228). The space integrals can be done using the formula (16A.3). After some work we obtain the result (16.240). For the amplitude N2 in Eq. (16.230) we obtain likewise the integral N2 = d3 x1 d3 x2
L1 S
d3 x1 d3 x1 d3 x2 ds G0 (x1 x1 ; L1 s)
L2 j x1 G0 (x1
ds
0 0
x1 ; s )
i x1 G0 (x1
x1 ; s s ) (16A.6)
Dik (x1 x2 )Djk (x1 x2 )
dt G0 (x2 x2 ; L2 t)G0 (x2 x2 ; t) ,
where ij (x, x ) are the correlation functions (16.174) and (16.175) of the vector potentials. Setting D x2 L2 u + x2 and supposing that / L2 is small, the integral over u can easily evaluated be with the help of the Gaussian integral (16A.3). After the substitutions x1 = L1 y + x1 x1 = L1 (y x) + x1 , x2 = L1 (y x z) + x1 and a rescaling of the variables s, s by a factor L1 , 1 we derive Eq. (16.231) with (16.232). For small / L1 , / L2 , the spatial integrals are easily evaluated leading to: 1/2 t 2V L2 L1 M 1/2 1 tt 1 N2 = dt dt t (1 t) . (16A.7) (4n)6 1t+t 0 0 After the change of variable t t = t t , the double integral is reduced to a sum of integrals the type
1
c(n, m) =
0
dttm
0 m
dt t n
These can be simplied by replacing t by dtm+1 /dt(m + 1), and doing the integrals by parts. In this way, we end up with a linear combination of integrals of the form:
1 0
t , m, n = integers . 1t
The calculations of N3 and N4 are very similar, and are therefore omitted.
3 1 t+ 2 =B + , dt 2 2 1t
(16A.8)
Appendix 16B
Kauman and BLM/Ho polynomials
1069
Appendix 16B
Kauman and BLM/Ho Polynomials
The Kauman polynomials are given by F (a, x) = aw (a, x), where w is the writhe and (a, x) satises the skein relation L+ (a, x) + L (a, x) = x[L0 (a, x) + L (a, x)]. (16B.1)
The subscripts refer to the same loop congurations as in Figs. 16.10 and 16.12. The trivial loop has (a, x) = a + a1 1. z (16B.2)
While the Kauman polynomial is a knot invariant, the -polynomial is only a ribbon invariant.12 If a winding LT + or LT is removed from a loop with the help of a Reidemeister move of type I in Fig. 16.6 (which for innitely thin lines would be trivial while changing the writhe of a ribbon by one unit) then (a, x) receives a factor a or a1 , respectively (see Fig. 16.25).
= a LT + LT 0 LT
= a1 LT 0
Figure 16.25 Trivial windings LT + and LT . Their removal by means of Reidemeister move of type I decreases or increases writhe w by one unit.
The Kauman polynomials arise from Wilson loop integrals of a nonabelian Chern-Simons theory, if the action (16.314) is SO(N )- rather than SU(N )-symmetric. A list of these polynomials can be found in papers by Lickorish and Millet and by Doll and Hoste quoted at the end of the chapter. The BLMHo polynomials are special cases of the Kauman polynomials. The relation between them is Q(x) F (1, x).
Appendix 16C
Skein Relation between Wilson Loop Integrals
Here we sketch the derivation of the skein relation (16.323) for the expectation values of Wilsons loop integrals (16.319). Let us decompose Ai in terms of the N 2 1 generators Ta of the group SO(N ): Ai =
a
Aa Ta . i
(16C.1)
They satisfy the commutation rules [Ta , Tb ] = ifabc Tc .

12
(16C.2)
More precisely, F (a, x) is invariant under the three Reidemeister moves which, in the projected picture of the knot in Fig. 16.6, dene the ambient isotopy, whereas changes under the rst Reidemeister move, associated only with regular isotopy. whereas
1070
For simplicity, we assume k to be very large so that we can restrict the treatment to the lowest order in 1/k. To avoid inessential factors of the constants e, c, , we set these equal to 1. Under a h small variation of the elds one has WL [A] = iP Aa (x) i dxi (3) (x x )Ta (x )WL [A], (16C.3)
where the path-ordering operator P arranges the expression to its right in such a way that Ta is L at the correct path-ordered place. To emphasize this, we have recorded the position situated in W of Ta by means of an x-argument. More precisely, if we discretize the loop integral and write
1 2 n x1 x2 xn WL [A] = eiAi ( )xi eiAi ( )xi eiAi ( )xi ,
(16C.4)
where xn are the midpoints of the intervals xn , a dierentiation with respect to one of the n n x xn Ai ( n )-elds replaces the associated factor eiAi ( n )xi by iTa eiAi ( )xi . With the -function on x a line L dened in Eq. (10A.8), we write (16C.3) as WL [A] = iP i (x, L)Ta (x)WL [A]. Aa (x) i (16C.5)
For simplicity, we assume x to be only once traversed by the loop L. If the shape of the loop is deformed innitesimally by dSi = ijk dxi d xj , then WL changes by a WL = idxi d xj P Fij (x)Ta (x)WL ,
a where Fij are the N 2 1 components of the nonabelian eld strengths
(16C.6)
Fij = i Aj j Ai i[Ai , Aj ]
(16C.7)
and x the midpoints of the parallelograms spanned by dx and d x. The derivation of Eq. (16C.6) is based on the observation that a change of the path by a small parallelogram adds to the line integral WL a factor W , which is a Wilson loop integral around the small parallelogram. The latter is evaluated as follows: W = = eiAi (xd x/2)dxi eiAj (x+dx/2)d xj eiAi (x+d x/2)dxi eiAj (xdx/2)d xj ei[Ai (x)dxi j Ai (x)dxi d xj +...] ei[Aj (x)d xj +i Aj (x)dxi d xj +...] ei[Ai (x)dxi +j Ai (x)dxi d xj +...] ei[Aj (x)d xj i Aj (x)dxi d xj +...] eiFij (x)dxi d xj . (16C.8)
The last line is found with the help of the Baker-Hausdor formula eA eB = eA+B+[A,B]/2+... (recall Appendix 2A). Let us denote the Chern-Simons functional integral over WL [A] by W L . Their N N -traces L . The latter diers from the expectation WL [A] in (16.320) by not containing are WL [A] and W the normalizing denominator, i.e., WL DAeAe,CS WL [A]. (16C.9)
This changes under the loop deformation by W L = = DAWL [A]eAe,CS idxi d xj

a DAFij (x)Ta (x)WL [A]eAe,CS ,
(16C.10)
Appendix 16C
Skein Relation between Wilson Loop Integrals
1071
with the tacit agreement that a generator Ta (x) written in front of the trace has to be evaluated a within the trace at the correct path-ordered position. Now we observe that Fij can also be obtained by applying a functional derivative to the Chern-Simons action (16.314): i 4 k
ijk
Ae,CS a = Fij (x). Aa (x) k
(16C.11)
This allows us to rewrite (16C.10) as and further as 4 k 4 k DA dSi Ae,CS Ta (x)WL [A]eAe,CS Aa (x) i eAe,CS . Aa (x) i WL [A] Ae,CS e , Aa (x) i
DAdSi Ta (x)WL
A partial functional integration produces 4 k DA dSi Ta (x)
which brings the variation to the form W L = 4i k DAdSi i (x, L)Ta (x)Ta (x)WL [A]eAe,CS . (16C.12)
The expectation of Wilsons loop integral W L changes under a deformation only if the loop crosses another line element. This property makes W L a ribbon invariant, i.e., an invariant of regular isotopy. For a nite deformation, the right-hand side has to be integrated over the area S across which the line has swept. Using the integral formula dSi i (x, L) =
S
1 0
if the line L
pierces S misses S
(16C.13)
we obtain for each crossing W L+ W L W L = 4i k DATa (x)Ta (x)WL [A]eAe,CS . (16C.14)
The two generators Ta (x) lie path-ordered on the dierent line pieces of the crossing. To establish contact with the knot polynomials, the left-hand sides have been labeled by the loop subscripts L+ and L appearing in the skein relations of Fig. 16.114. The product of the generators on the right-hand side is the Casimir operator of the N N -representation of SO(N ): (Ta ) (Ta ) = 1 1 . 2 2N (16C.15)
When inserted into Eq. (16C.14), we obtain the graphical relation:
. The second graph on the right-hand side can be decomposed into
1072
2 . Taking these two terms to the left-hand side of (16C.14), we obtain the skein relation 1 i Nk W L+ 1 + i Nk W L = 2i W L0 . k (16C.16)
We now apply this relation to the windings displayed in Fig. 16.25. They decompose into a line and a circle. Due to the trace operation in W L0 , the circle contributes a factor N . Thus we obtain the relation 1 i Nk W LT + 1 + i Nk W LT = 2i N W LT 0 . k (16C.17)
Now we remove on the left-hand side the windings according to the graphical rules of Fig. 16.25. Under this operation, the Wilson loop integral is not invariant. Like BLMHo polynomials, it acquires a factor a or a1 : W LT + = aW LT 0 , W LT = a1 W LT 0 . (16C.18)
To be compatible with (16C.17), the parameter a must satisfy a=1 i (N 2 1), Nk a1 = 1 + i (N 2 1). Nk (16C.19)
Due to (16C.18), the Wilson loop integral is only a ribbon invariant exhibiting regular isotopy. A proper knot invariant which distinguishes ambient isotopy classes arises when multiplying W L by aw . The polynomials HL ew W L satisfy the skein relation 1 i Nk a HL + 1+ i Nk a1 HL = 2i HL 0 . k (16C.20)
The prefactors on the left-hand side can be written for large k as 1 2iN/k q N/2 and 1 + 2iN/k q N/2 with q = 1 2i/k. The prefactor on the right-hand side is equal to q 1/2 q 1/2 . To leading order in 1/k, we have thus derived the skein relation (16.323) for the HOMFLY polynomials HL .
Appendix 16D
London Equations
Consider an ideal uid of charged particles. By denition, it is non-viscous and incompressible, satisfying v = 0. If the charge of the particles is e (which we take to be negative for electrons), the electric current density is j = ev, (16D.1)
where is the particle density. The current is obviously conserved. The equation of motion of the particles in an electric and magnetic eld is governed by the Lorentz force and reads 1 Mv = e E + v B . c (16D.2)
Appendix 16D
London Equations
1073
Using the kinematic identity dv v = + (v dt t )v = v + t 1 2 v 2 v( v), (16D.3)
this leads to the partial dierential equation for the velocity eld v(x, t) M v + t M 2 v 2 = eE + M v v+ e B . Mc (16D.4)
Consider the time dependence of the vector eld on the right-hand side X= Using Maxwells equation B = c t we derive X= t ( X). (16D.7) E, (16D.6) v+ e B. Mc (16D.5)
Suppose now that there is initially no B-eld in the ideal uid at rest which therefore has X 0 everywhere. If a magnetic eld is turned on, Eq. (16D.7) guarantees that X remains zero at all times. This implies that j= e2 B, Mc (16D.8)
which is the rst London equation. By inserting the rst London equation into Eq. (16D.4), we nd the second London equation v+ t M 2 v 2 = eE. (16D.9)
If the vector potential is taken in the transverse gauge A = 0 (which in this context is also called London gauge), then the rst London equation can be solved and yields j= e2 A. Mc (16D.10)
By inserting this equation into the Maxwell equation with no electric eld E, we obtain B= When rewritten in the form ( with 2 = 4e2 , M c2 (16D.13) A) + 2 A = 0, (16D.12) 4 4e2 j= A. c M c2 (16D.11)
the equation exhibits directly the nite penetration depth of a magnetic eld into the uid, the celebrated Meissner eect. It is the ideal manifestation of the Lenz rule, according to which an incoming magnetic eld induces currents reducing the magnetic eld in the present case to extinction.
1074
Appendix 16E
Hall Eect in Electron Gas

j = ev. (16E.1)
A gas of electrons with a density carries an electric current
In a magnetic eld, the particle velocities change due to the Lorentz force by 1 Mv = e E + v B . c (16E.2)
If 0 denotes the conductivity of the system without a magnetic eld, the electric current is obviously given by j = = 1 0 E + v B c 1 jB . 0 E + ec
(16E.3)
The second term shows the classical Hall resistance (16.286).

For the Aharonov-Bohm eect, see the original work by Y. Aharonov and D. Bohm, Phys. Rev. 115, 485 (1959). For a review see S. Ruijsenaars, Ann. Phys. (N.Y.) 146, 1 (1983). See also the papers A. Inomata and V.A. Singh, J. Math. Phys. 19, 2318 (1978); E. Corinaldesi and F. Rafeli, Am. J. Phys. 46, 1185 (1978); M.V. Berry, Eur. J. Phys. 1, 240 (1980); S. Ruijsenaars, Ann. Phys. 146, 1 (1983); G. Morandi and E. Menossi, Eur. J. Phys. 5, 49 (1984); R. Jackiw, Ann. Phys. 201, 83 (1990); and in M. A. B. Bg Memorial Volume (A. Ali and P. e Hoodbhoy, Eds.), World Scientic, Singapore, 1991; G. Amelino-Camelia, Phys. Lett. B 326, 282 (1994); Phys. Rev. D 51, 2000 (1995); C. Manuel and R. Tarrach, Phys. Lett. B 328, 113 (1994); S. Ouvry, Phys. Rev. D 50, 5296 (1994); C.R. Hagen, Phys. Rev. D 31, 848 (1985); D 52 2466 (1995); P. Giacconi, F. Maltoni, and R. Soldati, Phys. Rev. D 53, 952 (1996); R. Jackiw and S.-Y. Pi, Phys. Rev. D 42, 3500 (1990); O. Bergman and G. Lozano, Ann. Phys. (N.Y.) 229, 416 (1994); M. Boz, V. Fainberg, and N.K. Pak, Phys. Lett. A 207,1 (1995); Ann. Phys (N.Y.) 246, 347 (1996); M. Gomes, J.M.C. Malbouisson, and A.J. da Silva, Phys. Lett. A 236, 373 (1997); Int. J. Mod. Phys. A 13, 3157 (1998); (hep-th/0007080). Path integrals in multiply connected spaces and their history are discussed in the textbook L.S. Schulman, Techniques and Applications of Path Integration, Wiley, New York, 1981. Details on Lippmann-Schwinger equation is found in most standard textbooks, say S.S. Schweber, Relativistic Quantum Field Theory, Harper and Row, New York, 1961, Section 11b. In chemistry, the properties of self-entangled polymer rings, called catenanes, were rst investigated by

H.L. Frisch and E. Wasserman, J. Am. Chem. Soc. 83, 3789 (1961). Their existence was proved mass-spectroscopically by R. Wolovsky, J. Am. Chem. Soc. 92, 2132 (1961); D.A. Ben-Efraim, C. Batich, and E. Wasserman, J. Am. Chem. Soc. 92, 2133 (1970).
1075
In optics, the Kirchho diraction formula can be rewritten as a path integral formula with linking terms: J.H. Hannay, Proc. Roy. Soc. Lond. A 450, 51 (1995), In biophysics, J.C. Wang, Accounts Chem. Res. D 10, 2455 (1974) showed that DNA molecules can get entangled and must be disentangled during replication. The path integral approach to the entanglement problem in polymer systems was pioneered by S.F. Edwards, Proc. Phys. Soc. 91, 513 (1967); S.F. Edwards, J. Phys. A 1, 15 (1968). See also M.G. Brereton and S. Shaw, J. Phys. A 13, 2751 (1980) and later works of these authors. Investigations via Monte Carlo simulations were made by A.V. Vologodskii, A.V. Lukashin, M.D. Frank-Kamenetskii, and V.V. Anshelevin, Sov. Phys. JETP 39, 1095 (1974); A.V. Vologodskii, A.V. Lukashin, and M.D. Frank-Kamenetskii, Sov. Phys.-JETP 40, 932 (1975). See also the review article by M.D. Frank-Kamenetskii and A.V. Vologodskii, Sov. Phys. Usp. 24, 679 (1982). This article also discussed ribbons. For further computer work on knot distributions see J.P.J. Michels and F.W. Wiegel, Phys. Lett. A 9, 381 (1982); Proc. Roy. Soc. A 403, 269 (1986), and references therein. The work is summarized in the textbook by F.W. Wiegel, Introduction to Path-Integral Methods in Physics and Polymer Science, World Scientic, Singapore, 1986. See also S. Windwer, J. Chem. Phys. 93, 765 (1990). The parameter C at the end of Section 6.4 was found by A. Kholodenko, Phys. Lett. A 159, 437 (1991), who mapped the problem onto a q-state Potts model with q = 4. This mapping gives = 0 and C = 2e/6 1.18477. For the Gauss integral as a topological invariant of links see the original paper by G.F. Gauss, Koenig. Ges. Wiss. Goettingen 5, 602 (1877). The writhing number Wr was introduced by F.B. Fuller, Proc. Nat. Acad. Sci. USA 68, 815 (1971), who applied the mathematical relation to DNA. See also F.H.C. Crick, Proc. Nat. Acad. Sci. USA 68, 2639 (1976). The relation Lk = Tw + Wr was rst written down by G. Calagareau, Rev. Math. Pur. et Appl. 4, 58 (1959); Czech. Math. J. 4, 588 (1961), and extended by J.H. White, Am. J. Math. 90, 1321 (1968). In particle physics, ribbons are used to construct path integrals over uctuating fermion orbits: A.M. Polyakov, Mod. Phys. Lett. A 3, 325 (1988). For more details see
1076
C.H. Tze, Int. J. Mod. Phys. A 3, 1959 (1988). The construction of the Alexander polynomial of links is described in A.V. Vologodskii, A.V. Lukashin, and M.D. Frank-Kamenetskii, JETP 40, 932 (1974). Their derivation from the skein relations is shown in J.H. Conway, An Enumeration of Knots and Links, Pergamon, London, 1970, pp. 329358; L.H. Kauman, Topology 20, 101 (1981). In the mathematical literature, the various knot polynomials are discussed by L.H. Kauman, Topology 26, 395 (1987); Contemporary Mathematics AMS 78, 283 (1988); Trans. Amer. Math. Soc. 318, 417 (1990); On Knots, Princeton University Press, Princeton, 1987; Knots and Physics, World Scientic, Singapore, 1991; J. Math. Phys. 36, 2402 (1995). V. Jones, Bull. Am. Math. Soc. 12, 103 (1985); Ann. Math. 126, 335 (1987); P. Freyd, D. Yetter, J. Hoste, W. B. R. Lickorish, K.C. Millet, and A. Ocneanu, Bull. Am. Math. Soc. 12, 239 (1985); W. B. R. Lickorish and K.C. Millet, Math. Magazine 61, 3 (1987). The lower HOMFLY polynomials are tabulated in the text. For the higher ones see the microlm accompanying the article H. Doll and J. Hoste, Math. of Computation 57, 747 (1991) and the unpublished tables by M.B. Thistlethwaite, University of Knoxville, Tennessee. The author is grateful for a copy of them. A collection of many relevant articles is found in T. Kuhno (ed.), New Developments in the Theory of Knots, World Scientic, Singapore, 1990. A short introduction to the classication problem of knots is given in the popular articles W.F.R. Jones, Scientic American, November 1990, p. 52, I. Stewart, Spektrum der Wissenschaft, August 1990, p. 12. The Chern-Simons actions have in recent years received increasing attention due to their relevance for explaining the fractional quantum Hall eect and a possible presence in high-temperature superconductivity . Actions of this type were rst observed in four-dimensional quantum eld theories in the form of so-called anomalies by J. Wess and B. Zumino, Phys. Lett. B 36, 95 (1971). The action (16.253) in three spacetime dimensions was rst analyzed by S. Deser, R. Jackiw, and S. Templeton, Ann. Phys. 140, 372 (1982), who pointed out the connection with the Chern classes of dierential geometry described by S. Chern, Complex Manifolds without Potential Theory, Springer, Berlin, 1979. In particular they found the mass of the electromagnetic eld which was conjectured to be the origin of the Meissner eect in high-temperature superconductors. See A.L. Fetter, C. Hanna, and R.B. Laughlin, Phys. Rev. B 39, 9679 (1989); Y.-H. Chen and F. Wilczek, Int. J. Mod. Phys. B 3, 117 (1989); Y.-H. Chen, F. Wilczek, E. Witten, and B.I. Halperin, Int. J. Mod. Phys. B 3, 1001 (1989); A. Schakel, Phys. Rev. D 44, 1198 (1992). However, the recent nding of dissipation in anyonic systems by D.V. Khveshchenko and I.I. Kogan, Int. J. Mod. Phys. B 5, 2355 (1991) speaks against an anyon mechanism of this phenomenon. A Chern-Simons type of action appeared when integrating out fermions in H. Kleinert, Fortschr. Phys. 26, 565 (1978) (http://www.physik.fu-berlin.de/~kleinert/55). The relation with Chern classes was recognized by M.V. Berry, Proc. Roy. Soc. A 392, 45 (1984); B. Simon, Phys. Rev. Lett. 51, 2167 (1983). The Chern-Simons action in the text was derived for a degenerate electron liquid in two dimensions by
1077
T. Banks and J.D. Lykken, Nucl. Phys. B 336, 500 (1990); S. Randjbar-Daemi, A. Salam, and J. Strathdee, Nucl. Phys. B 340, 403 (1990), P.K. Panigrahi, R. Ray, and B. Sakita, Phys. Rev. B 42, 4036 (1990). There is related work by M. Stone, Phys. Rev. D 33, 1191 (1986); I.J.R. Aitchison, Acta Physica Polonica B 18, 207 (1987). See also the reprints of many papers on this subject in A. Shapere and F. Wilczek, Geometric Phases in Physics, World Scientic, Singapore, 1989. F. Wilczek, Fractional Statistics and Anyon Superconductivity, World Scientic, Singapore, 1990, which itself provides a clear introduction to the subject and contains many important reprints. A good review is also contained in the lectures J.J. Leinaas, Topological Charges in Gauge Theories, Nordita Preprint, 79/43, ISSN 0106-2646. Textbooks on this subject are A. Lerda, Anyons-Quantum Mechanics of Particles with Fractional Statistics, Lecture Notes in Physics, m14, Springer, Berlin 1992; A. Khare, Fractional Statistics and Quantum Theory, World Scientic, Singapore, 1997. The Lerda book contains many useful examples and explains the origin of diculties in treating interacting anyons. The Khare book provides a well-motivated treatment and includes a brief introduction to the Braid group. Both include discussions of the Quantum Hall Eect and Anyon Superconductivity. For the relation between the Chern-Simons theory and knot polynomials see E. Witten, Comm. Math. Phys. 121, 351 (1989), Nucl. Phys. B 330, 225 (1990). See also P. Cotta-Ramusino, E. Guadagnini, M. Martellini, and M. Mintchev, Nucl. Phys. B 330, 557 (1990); G.V. Dunne, R. Jackiw, and C. Trugenburger, Ann. Phys. 194, 197 (1989); A. Polychronakos, Ann. Phys. 203, 231 (1990); E. Guadagnini, I. J. Mod. Phys. A 7, 877 (1992). The integer quantum Hall eect was found by K. vonKlitzing, G. Dorda, and M. Pepper, Phys. Rev. Lett. 45, 494 (1980); the fractional one by D.C. Tsui, H.L. Stormer, and A.C. Gossard, Phys. Rev. Lett. 48, 1559 (1980). Theoretical explanations are given in R.B. Laughlin, Phys. Rev. Lett. 50, 1395 (1983), Phys. Rev. B 23, 3383 (1983); F.D.M. Haldane, Phys. Rev. Lett. 51, 605 (1983); B.I. Halperin, Phys. Rev. Lett. 52, 1583 (1984); D.P. Arovas, J.R. Schrieer, F. Wilczek, Phys. Rev. Lett. 53, 722 (1984); D.P. Arovas, J.R. Schrieer, F. Wilczek, and A. Zee, Nucl. Phys. B 251, 117 (1985); J.K. Jain, Phys. Rev. Lett. 63, 199 (1989). The exceptional lling factor = 5 is discussed in 2 R. Willet et al., Phys. Rev. Lett. 59, 17765 (1987); S. Kivelson, C. Kallin, D.P. Arovas, and J.R. Schrieer, Phys. Rev. Lett. 56, 873 (1986). The Chern-Simons path integral is treated semiclassically in D.H. Adams, Phys. Lett. B 417, 53 (1998) (hep-th/9709147). For a simple discussion of the change from Bose to Fermi statistics at the level of creation and annihilation operators via a topological interaction see E. Fradkin, Phys. Rev. Lett. 63, 322 (1989); Field Theories of Condensed Matter Physics, Addison-Wesley, 1991. The lattice form of the action
x A
(x)
A (x)
used by that author is not correct since
1078
it violates gauge invariance. This can, however, easily be restored without destroying the results by replacing the rst A (x)-eld by A (x e ), where e is the unit vector in the -direction. See the general discussion of lattice gauge transformations in H. Kleinert, Gauge Fields in Condensed Matter , Vol. I, World Scientic, Singapore, 1989, Chapter 8 (http://www.physik.fu-berlin.de/~kleinert/b1). Also D. Eliezer and G.W. Semeno, Anyonization of Lattice Chern-Simons Theory, Ann. Phys. 217, 66 (1992). For the London equations see the original paper by F. London and H. London, Proc. Roy. Soc. A 147, 71 (1935) and the extension thereof: A.B. Pippard, ibid., A 216, 547 (1953). The individual citations refer to
[1] P.A.M. Dirac, Proc. Roy. Soc. A 133, 60 (1931); Phys. Rev. 74, 817 (1948), Phys. Rev. 74, 817 (1948). See also J. Schwinger, Particles, Sources and Fields, Vols. 1 and 2, Addison Wesley, Reading, Mass., 1970 and 1973.
[2] For a review, see G. Giacomelli, in Monopoles in Quantum Field Theory, World Scientic, Singapore, 1982, edited by N.S. Craigie, P. Goddard, and W. Nahm, p. 377.

[3] B. Cabrera, Phys. Rev. Lett. 48, 1378 (1982).
1079
[4] For a detailed discussion of the physics of vortex lines in superconductors, see H. Kleinert, Gauge Fields in Condensed Matter , World Scientic, Singapore, 1989, Vol. I, p. 331 (http://www.physik.fu-berlin.de/~kleinert/b1). [5] See the reprint collection A. Shapere and F. Wilczek, Geometric Phases in Physics, World Scientic, Singapore, 1989. In partcular the paper by D.P. Arovas, Topics in Fractional Statistics, p.284. [6] The Tait number or writhe must not be confused with the writhing number Wr introduced in Section 16.6 which is in general noninteger. See P.G. Tait, On Knots I, II, and III , Scientic Papers, Vol. 1. Cambridge, England: University Press, pp. 273-347, 1898. [7] See Ref. [7] of Chapter 19. There exists, unfortunately, no obvious extension to four spacetime dimensions. [8] The development in this Section follows F. Ferrari, H. Kleinert, and I. Lazzizzera, Phys. Lett. A 276, 1 (2000) (cond-mat/0002049); Eur. Phys. J. B 18, 645 (2000) (cond-mat/0003355); nt. Jour. Mod. Phys. B 14, 3881 (2000) (cond-mat/0005300); Topological Polymers: An Application of Chern-Simons Field Theories, in K. Lederer and N. Aust (eds.), Chemical and Physical Aspects of Polymer Science and Engineering, 5-th Oesterreichische Polymertage, Leoben 2001, Macromolecular Symposia, 1st Edition, ISBN 3-527-30471-1, Wiley-VCH, Weinheim, 2002. [9] M.G. Brereton and S. Shah, J. Phys. A: Math. Gen. 15 , 989 (1982). [10] R. Jackiw, in Current Algebra and Anomalies, ed. by S.B. Treiman, R. Jackiw, B. Zumino, and E. Witten, World Scientic, Singapore, 1986, p. 211. [11] L.D. Faddeev and V.N. Popov, Phys. Lett. B 25 , 29 (1967).
H. Kleinert, PATH INTEGRALS June 16, 2007 ( /home/kleinert/kleinert/books/pathis/pthic17.tex) many paths, that wind and wind, So
While just the art of being kind Is all the sad world needs. Ella Wilcox (1855-1919), The Worlds Needs
17
Tunneling
Tunneling processes govern the decay of metastable atomic and nuclear states, as well as the transition of overheated or undercooled thermodynamic phases to a stable equilibrium phase. Path integrals are an important tool for describing these processes theoretically. For high tunneling barriers, the decay proceeds slowly and its properties can usually be explained by a semiclassical expansion of a simple model path integral. By combining this expansion with the variational methods of Chapter 5, it is possible to extend the range of applications far into the regime of low barriers. In this chapter we present a novel theory of tunneling through high and low barriers and discuss several typical examples in detail. A useful fundamental application arises in the context of perturbation theory since the large-order behavior of perturbation expansions is governed by semiclassical tunneling processes. Here the new theory is used to calculate perturbation coecients to any order with a high degree of accuracy.
17.1
Double-Well Potential
A simple model system for tunneling processes is the symmetric double-well potential of Eq. (5.78). It may be rewritten in the form V (x) = 2 (x a)2 (x + a)2 , 8a2 (17.1)
which exhibits the two degenerate symmetric minima at x = a (see Fig. 17.1). The coupling strength is g = 2 /2a2 . (17.2)
Near the minima, the potential looks approximately like a harmonic oscillator potential V (x) = 2 (x a)2 /2: V (x) = 2 (x 2 a)2 1 x a a + . . . V (x) + V (x) + . . . . 1080 (17.3)
17.1 Double-Well Potential

V (x ) 0.4
1081
0.3
0.2
0.1
-2
-1.5
-1
-0.5
0.5
1.5
Figure 17.1 Plot of symmetric double-well potential V (x) = (x a)2 (x + a)2 2 /8a2 for = 1 and a = 1.
The height of the potential barrier at the center is Vmax (a)2 = . 8 (17.4)
In the limit a at a xed frequency , the barrier height becomes innite and the system decomposes into a sum of two independent harmonic-oscillator potentials widely separated from each other. Correspondingly, the wave functions of the system should tend to two separate sets of oscillator wave functions n (x ) where the quantities x x a (17.6) h
1/4
1 2 h e(x ) /2 Hn (x / ), h 2n/2 n!
(17.5)
measure the distances of the point x from the respective minima. A similar separation occurs in the time evolution amplitude which decomposes into the sum of the amplitudes of the individual oscillators (xb tb |xa ta ) (xb tb |xa ta ) + (xb tb |xa ta )+ (17.7) i tb 1 2 Dx(t) exp dt [x 2(x + a)2 ] + (a a). h ta 2 For convenience, we have assumed a unit particle mass M = 1 in the Lagrangian of the system: L= x2 V (x). 2 (17.8)
a
1082
17 Tunneling
If a is no longer innite, a particle in either of the two oscillator wells has a nonvanishing amplitude for tunneling through the barrier to the other well, and the wave functions of the right- and left-hand oscillators are mixed with each other. Since the action is symmetric under the mirror reection x x, the solutions of the Schrdinger equation o H(x, t) = H(ix , x)(x, t) = i t (x, t), h with the Hamiltonian H(p, x) = p2 + V (x), 2 (17.10) (17.9)
can be separated into symmetric and antisymmetric wave functions. As usual, the symmetric states have a lower energy than the antisymmetric ones since a smaller number of nodes implies less kinetic energy for the particles. If the distance parameter a is very large, then, to leading order in a , the lowest two wave functions coincide approximately with the symmetric and antisymmetric combinations of the harmonic-oscillator wave functions 1 s,a [0 (x a) 0 (x + a)]. 2 (17.11)
Due to tunneling, the lowest two energies show some deviation from the harmonic ground state value 1 (0) (0) Es,a = h + Es,a . 2 (17.12)
At a large distance parameter a, this deviation is very small. In quantum mechanics, the level shifts Es,a can be calculated in lowest-order perturbation theory by inserting the approximate wave functions (17.11) into the formula Es,a = dxs,a Hs,a . (17.13)
Since the wave functions 0 (x a) of the individual potential wells fall o expo2 nentially like ex /2 at large x, the level shifts Es,a are exponentially small in the square distance a2 . In this chapter we derive the level shifts Es , Ea and the related tunneling amplitudes from the path integral of the system. For large a, this will be relatively simple since we can have recourse to the semiclassical approximation developed in Chapter 4 which becomes exact in the limit a . As long as we are interested only in the lowest two states, the problem can immediately be simplied. We take the spectral representation of the amplitude (xb tb |xa ta ) = =
n
Dx(t)e
(i/ ) h
tb ta
dt[x2 /2V (x)]
h n (xb )n (xa )eiEn (tb ta )/
(17.14)
17.2 Classical Solutions Kinks and Antikinks
1083
to imaginary times ta,b a,b =
iL/2, where it becomes Dx( )e

n (1/ ) h
L/2 L/2
(xb L/2|xa L/2) = =
d [x 2 /2+V (x)]
(17.15)
h n (xb )n (xa )eEn L/ ,
with the notation x ( ) dx( )/d . In the limit of large L, the spectral sum (17.15) is obviously most sensitive to the lowest energies, the contributions of the higher energies En being suppressed exponentially. Thus, to calculate the small level shifts of the two lowest states, Es,a , we have only to nd the leading and subleading exponential behaviors. Since the wave functions are largest close to the bottoms of the double well at x a, we may consider the amplitudes with the initial and nal positions xa and xb lying precisely at the bottoms, once on the same side of the potential barrier, (a L/2|a L/2) = (a L/2| a L/2), and once on the opposite sides (a L/2| a L/2) = (a L/2|a L/2). (17.17) (17.16)
For these amplitudes we now calculate the semiclassical approximation in the limit L . The results will lead to level shift formula in Section 17.7.
17.2
Classical Solutions Kinks and Antikinks
According to Chapter 4, the leading exponential behavior of the semiclassical approximation is obtained from the classical solutions to the path integral. The uctuation factor requires the calculation of the quadratic uctuation correction. The result has the form
class. solutions
exp{Acl / } F , h
(17.18)
where Acl denotes the action of each classical solution and F the uctuation factor. The amplitude (17.16), which contains the bottom of the same well on either side, is dominated by a trivial classical solution which remains all the time at the same bottom: x( ) a. (17.19)
Classical solutions exist also for the other amplitudes (17.17) which connect the dierent bottoms at a and a. These solutions cross the barrier and read, in the limit L , x( ) = x ( ) a tanh[( 0 )/2], cl (17.20)
1084
4 2
17 Tunneling
-2 -2 -4
10V (x)
Figure 17.2 Classical kink solution (solid curve) in double-well potential (short-dashed curve with units marked on the lower half of the vertical axis). The solution connects the two degenerate maxima in the reversed potential. The long-dashed curve shows a solution which starts out at a maximum and slides down into the adjacent abyss.
with an arbitrary parameter 0 specifying the point on the imaginary time axis where the crossing takes place. The crossing takes place within a time of the order of 2/. For large positive and negative , the solution approaches a exponentially (see Fig. 17.2). Alluding to their shape, the solutions x ( ) are called kink and antikink cl solutions, respectively.1 To derive these solutions, consider the equation of motion in real time, x(t) = V (x(t)), where V (x) dV (x)/dx. In the Euclidean version with = it, this reads x ( ) = V (x( )). (17.22) (17.21)
Since the dierential equation is of second order, there is merely a sign change in front of the potential with respect to the real-time dierential equation (17.21). The Euclidean equation of motion corresponds therefore to a usual equation of motion of a point particle in real time, whose potential is turned upside down with respect to Fig. 17.1. This is illustrated in Fig. 17.3. The reversed potential allows obviously for a classical solution which starts out at x = a for and arrives at x = a for +. The particle needs an innite time to leave the initial potential mountain and to climb up to the top of the nal one. The movement through the central valley proceeds within the nite time 2/. If the particle does not start
In eld-theoretic literature, such solutions are also referred to as instanton or anti-instanton solutions, since the valley is crossed within a short time interval. See the references quoted at the end of the chapter.
17.2 Classical Solutions Kinks and Antikinks
1085
V ()
Figure 17.3 Reversed double-well potential governing motion of position x as function of imaginary time .
its movement exactly at the top but slightly displaced towards the valley, say at x = a + , it will reach x = a after a nite time, then return to x = a + , and oscillate back and forth forever. In the limit 0, the period of oscillation goes to innity and only a single crossing of the valley remains. To calculate this movement, the dierential equation (17.22) is integrated once after multiplying it by x = dx/d and rewriting it as d 1 d 2 x = V (x( )). 2 d d The integration gives x2 + [V (x( ))] = const . 2 (17.24) (17.23)
If is reinterpreted as the physical time, this is the law of energy conservation for the motion in the reversed potential V (x). Thus we identify the integration constant in (17.24) as the total energy E in the reversed potential: const E. Integrating (17.24) further gives 1 0 = 2
x( ) x(0 )
(17.25)
dx E + V (x)
(17.26)
A look at the potential in Fig. 17.3 shows that an orbit starting out with the particle at rest for must have E = 0. Inserting the explicit potential (17.1) into (17.26), we obtain for |x| < a 0 = 2a x dx 1 a+x = log 0 (a x )(x + a) ax x 2 = arctanh . a (17.27)
1086 Thus we nd the kink and antikink solutions crossing the barrier: xcl ( ) = a tanh[( 0 )/2].
17 Tunneling
(17.28)
The Euclidean action of such a classical object can be calculated as follows [using (17.24) and (17.25)]: Acl =

xcl 2 + V (xcl ( )) = 2
a a
d (x 2 E) cl (17.29)
= EL + The kink has E = 0, so that
dx 2[E + V (x)].
2[E + V (x)] = and the classical action becomes Acl = 2a
2 (a x2 ), 2a
(17.30)
3 2 2 . dx(a x ) = a = 3 3g a
a 2 2
(17.31)
Note that for E = 0, the classical action is also given by the integral Acl =

d xcl 2 .
(17.32)
There are also solutions starting out at the top of either mountain and sliding down into the adjacent exterior abyss, for instance (see again Fig. 17.3) 0 = 2a dx 1 x+a = log x (x a)(x + a) xa 2 x = arccoth . a (17.33)
However, these solutions cannot connect the bottoms of the double well with each other and will not be considered further. Being in the possession of the classical solutions (17.19) and (17.28) with a nite action, we are now ready to write down the classical contributions to the amplitudes (17.16) and (17.17). According to the semiclassical formula (17.18), they are (a L/2|a L/2) = 1 F (L) and
h (a L/2| a L/2) = eAcl / Fcl (L).
(17.34)
(17.35)
The factor 1 in (17.34) emphasizes the vanishing action of the trivial classical solution h (17.19). The exponential eAcl / contains the action of the kink solutions (17.28).
17.3 Quadratic Fluctuations
1087
The degeneracy of the solutions in 0 is accounted for by the uctuation factor Fcl (L), as will be shown below. Actually, the classical kink and antikink solutions (17.28) do not occur exactly in (17.35) since they reach the well bottoms at x = a only at innite Euclidean times . For the amplitude to be calculated we need solutions for which x is equal to a at large but nite values = L/2. Fortunately, the error can be ignored since for large L the kink and antikink solutions approach a exponentially fast. As a consequence the action of a proper solution which would reach a at a nite L diers from the action Acl only by terms which tend to zero like eL . Since we shall ultimately be interested only in the large-L limit we can neglect such exponentially small deviations. In the following section we determine the uctuation factors Fcl .
17.3
Quadratic Fluctuations
The semiclassical limit includes the eects of the quadratic uctuations. These are obtained after approximating the potential around each minimum by a harmonic potential and keeping only the lowest term in the expansion (17.3). The uctuation factor of a pure harmonic oscillator of frequency and unit mass has been calculated in Section 2.3 with the result F (L) = 2 sinh L h L/2 e + O(e3L/2 ). h (17.36)
The leading exponential at large L displays the ground state energy /2, while the corrections contain all information on the exited states whose energy is (n + 1/2) with n = 1, 2, 3, . . . . Note that according to the spectral representation of the amplitude (17.15), the factor / in (17.36) must be equal to the square of the ground state wave h function 0 (x ) at the potential minimum. This agrees with (17.5). Consider now the uctuation factor of a single kink contribution. It is given by the path integral over the uctuations y( ) x( ) Fcl (L) = Dy( )e
(1/ ) h
L/2 L/2
d (1/2)[y 2 +V (xcl ( ))y 2 ]
(17.37)
where xcl ( ) is the kink solution, and y( ) vanishes at the endpoints: y(L/2) = y(L/2) = 0. (17.38)
Suppose for the moment that L = . Then the kink solution is given by (17.28) and we obtain the uctuation potential V (xcl ( )) = 3 1 3 2 2 1 tanh2 [( 0 )/2] xcl ( ) 2 = 2 2 a2 2 2 2 1 3 = 2 1 . 2 cosh2 [( 0 )/2]
(17.39)
1088
17 Tunneling
Figure 17.4 Potential (17.41) for quadratic uctuations around kink solution (17.28) in Schrdinger equation. The dashed lines indicate the bound states at energies 0 and 3 2 /4. o
Thus, the quadratic uctuations are governed by the Euclidean action A0 =

L/2 L/2
1 1 3 y 2 + 2 1 y2 . 2 2 2 cosh [( 0 )/2]
(17.40)
The rules for doing a functional integral with a quadratic exponent were explained in Chapter 2. The paths y( ) are expanded in terms of eigenfunctions of the dierential equation 1 3 d2 + 2 1 2 2 d 2 cosh [( 0 )/2] yn ( ) = n yn ( ), (17.41)
with n being the eigenvalues. This is a Schrdinger equation for a particle moving o along the -axis in an attractive potential well of the Rosen-Morse type [compare (14.156) and see Fig. 17.4]: 1 3 . 2 2 cosh [( 0 )/2]
V ( ) = 2 1
(17.42)
The eigenfunctions yn ( ) satisfy the usual orthonormality condition

d yn ( )yn ( ) = nn .
(17.43)
Given a complete set of these solutions yn ( ) with n = 0, 1, 2, . . . , we now perform the normal-mode expansion
y 0 ,1 ,... ( ) =
n=0
n yn ( ).
(17.44)
1089
After inserting this into (17.40), we perform a partial integration in the kinetic term and the -integrals with the help of (17.43), and the Euclidean action of the quadratic uctuations takes the simple form 1 2 n n . A= 2 n=0 (17.45)
With this, the uctuation factor (17.37) reduces to a product of Gaussian integrals over the normal modes
Fcl (L) = N
n=0
d n e 2 h
2 /2 h n=0 n n
=N
1 . n n
(17.46)
The normalization constant N , to be calculated below, accounts for the Jacobian which relates the time-sliced measure to the normal mode measure. First we shall calculate the eigenvalues n . For this we use the amplitude of the Rosen-Morse potential obtained via the Duru-Kleinert transformation (14.159) in Eq. (14.160) [1]. If the potential is written in the form V ( ) = 2 V0 , cosh [m( 0 )]
2
(17.47)
there are bound states for n = 0, 1, 2, . . . , nmax < s, where s is dened by 1 s 1 + 2
V0 1 + 4 2. m
(17.48)
Their wave functions are, according to (14.162), and (14.164), yn ( ) = m 2ns coshns [m( 0 )] (s n)(1 + 2s n) n! (1 + s n) 1 F (n, 1 + 2s n; s n + 1; 2 (1 tanh[m( 0 )])), (17.49)
where F (a, b; c; z) are the hypergeometric functions (1.450). In terms of s, the parameter V0 becomes V0 = m2 s(s + 1). The bound-state energies are 2 = 2 m2 (s n)2 . n (17.51) (17.50)
In the Schrdinger equation (17.41), we have m = /2, V0 = 3 2 /2, so that s = 2 o and there are exactly two bound-state solutions. These are y0 ( ) = 3 1 2 8 cosh [( 0 )/2] (17.52)
1090 and y1 ( ) = =
17 Tunneling
1 3 1 F (1, 4; 2; 2 (1 tanh[( 0 )/2])) 4 cosh[( 0 )/2] 3 sinh[( 0 )/2] . 4 cosh2 [( 0 )/2] (17.53)
The negative sign in (17.52) is a matter of convention, to give y1 ( ) the same sign as xcl ( 0 ) in Eq. (17.89) below. The normalization factors can be checked using the formula sinh x 1 +1 = B( , ), (17.54) cosh x 2 2 2 0 with B(x, y) (x)(y)/(x + y) being the Beta function. The corresponding eigenvalues are 0 = 0, 1 = 3 2/4. (17.55)
The existence of a zero-eigenvalue mode is a general property of uctuations around localized classical solutions in a system which is translationally invariant along the -axis. It prevents an immediate application of the quadratic approximation, since a zero-eigenvalue mode is not controlled by a Gaussian integral as the others are in Eq. (17.46). This diculty and its solution will be discussed in Subsection 17.3.1. In addition to the two bound states, there are continuum wave functions with n 2 . For an energy k = 2 + k 2 , (17.56) they are given by a linear combination of yk ( ) Aeik F (s + 1, s; 1 ik/m; 1 (1 tanh[m( 0 )])) 2 (17.57)
and its complex-conjugate (see the end of Subsection 14.4.4). Using the identity for the hypergeometric function2 F (a, b, c; z) = (c)(c a b) F (a, b; a + b c + 1; 1 z) (c a)(c b) (c)(c + a + b) + (1 z)cab F (c a, c b; c a b + 1; 1 z), (17.58) (a)(b)

and F (a, b; c; 0) = 1, we nd the asymptotic behavior F 1, F

2
(17.59)
(ik/m)(1 ik/m) (ik/m)(1 ik/m) + e2ik . (s ik/m)(s + 1 ik/m) (s)(1 + s) (17.60)
M. Abramowitz and I. Stegun, op. cit., formula 15.3.6.

1091
These limits determine the asymptotic behavior of the wave functions (17.57). With an appropriate choice of the normalization factor in (17.57) we fulll the standard scattering boundary conditions ( ) eik + Rk eik , Tk eik , , . (17.61)
These dene the transmission and reection amplitudes. From (17.59) and (17.60) we calculate directly (s ik/m)(s + 1 ik/m) , (17.62) (ik/m)(1 ik/m) (ik/m)(1 ik/m) (s ik/m)(s + 1 ik/m) (ik/m) = Tk . (17.63) Rk = (s)(1 + s) (ik/m) (s)(1 + s) Tk = Using the relation (z) = / sin(z)(1 z), this can be written as Tk = Rk (s + 1 ik/m) (1 + ik/m) sin(ik/m) , (s + 1 + ik/m) (1 ik/m) sin(s + ik/m) sin(s) . = Tk sin(ik/m) (17.64) (17.65)
The scattering matrix Sk = is unitary since

Rk Tk + Rk Tk = 0,
Tk Rk Rk Tk
(17.66)
|Tk |2 + |Rk |2 = 1. 1 = 2 1 1
(17.67)
It is diagonal on the state vectors 1 e = 2 1 1 , , (17.68)
which, as we shall prove below, correspond to odd and even partial waves. The e, e, respective eigenvalues e, = e2ik dene the phase shifts k , in terms of which k Tk = Rk
1 2ie (e k + e2ik ), 2 1 2ie = (e k e2ik ). 2
(17.69) (17.70)
Let us verify the association of the eigenvectors (17.68) with the even and odd partial waves. For this we add to the wave function (17.61) the mirror-reected solution r ( ) Tk eik , eik + Rk eik , , , (17.71)
1092 and obtain e ( ) = ( ) + r ( ) eik + (Rk + Tk )eik , eik + (Rk + Tk )eik , , .
17 Tunneling
(17.72)
Inserting (17.69), this can be rewritten as e ( )

e eik [ei(k k ) + ei(k k ) ] = 2eik cos(k| | + k ), e e e e ik i(k +k ) i(k +k ) ik e e [e +e ] = 2e cos(k| | + k ),
e e e e
, (17.73) .
The odd combination, on the other hand, gives o ( ) = ( ) r ( ) and becomes with (17.69): ( )
o eik [ei(k k ) ei(k k ) ] = 2ieik sin(k| | + k ), e e e ik i(k +k ) i(k +k ) ik e [e e ] = 2ie sin(k| | + k ),
e e
eik + (Rk Tk )eik , eik (Rk Tk )eik ,
, ,
(17.74)
, (17.75) .
From Eqs. (17.69), (17.70) we see that

e |Tk |2 = cos2 (k k ), e |Rk |2 = sin2 (k k ),
(17.76)
and further
2 e2i(k +k ) = (Tk + Rk )(Tk Rk ) = Tk +
e
Tk Rk Rk Tk 2 Tk = Tk + (1 Tk Tk ) = . (17.77) Tk Tk Tk
From this we nd the explicit equation for the sum of even and odd phase shifts Tk 1 e k + k = arg = arg Tk . 2 Tk Similarly we derive the equation for the dierence of the phase shifts:
e i sin[2(k k )] = Tk Rk Tk Rk = 2Tk Rk = 2 Rk |Tk |2 . Tk
(17.78)
(17.79)
Dividing this by the rst equation in (17.76), we obtain

e i tan(k k ) = Rk sinh(ik/m) , = Tk sin(s)
(17.80)
and thus
e k k = arctan
sin(s) sin(s). sinh(k/m)
(17.81)
1093
For s = integer, the even and odd phase shifts become equal,
e k = k k ,
(17.82)
so that the reection amplitude vanishes, and the transmission amplitude reduces to a pure phase factor Tk = e2ik , with the phase shift determined from (17.78) to 2k = i log Tk . Now the wave functions have the simple asymptotic behavior yk ( ) ei(k k ) , e2ik = (1)s , (17.84) (17.83)
and (17.64) reduces for both even and odd phase shifts to (s + 1 ik/m) (1 + ik/m) . (1 ik/m) (s + 1 + ik/m) 2 ik/m 1 ik/m , 2 + ik/m 1 + ik/m (17.85)
For the Schrdinger equation (17.41) with s = 2, this becomes simply o e2ik = and hence k = arctan[k/m] + arctan[k/2m]. (17.87) (17.86)
If we now try to evaluate the product of eigenvalues in (17.46), two diculties arise: 1) The zero eigenvalue causes the result to be innite. 2) The continuum states make the evaluation of the product of eigenvalues n n nontrivial. These two diculties will be removed in the following two subsections.
17.3.1
Zero-Eigenvalue Mode
The physical origin of the innity caused by the zero-eigenvalue solution in the uctuation integral over 0 in (17.46) lies in the time-translational invariance of the system. This fact supplies the key to removing the innity. A kink at an imaginary time 0 contributes as much to the path integral as a kink at any other time 0 . The dierence between two adjacent solutions at an innitesimal temporal distance can be viewed as a small kink uctuation which does not change the Euclidean action. There is a zero eigenvalue associated with this dierence. If there is only a single zero-eigenvalue solution as in the Schrdinger equation (17.41) its wave function o must be proportional to the derivative of the kink solution: y0 = xcl ( 0 ) xcl ( 1 ) 0 1 a/2 . cosh [( 0 )/2]
2
0 1
= xcl ( 0 ) (17.88)
1094
17 Tunneling
This coincides indeed with the zero-eigenvalue solution (17.52). The normalization factor is xed by the integral =
2 d xcl 1/2
(17.89)
With the help of (17.32) the right-hand side can also be expressed in terms of the kink action: = 1 . Acl (17.90)
Inserting (17.2) and (17.31), this becomes = 3/2a2 = 3g/ 3 (17.91)
[the positive square root corresponding to the negative sign in (17.52)]. The zeroeigenvalue mode is associated with a shift of the position of the kink solution from 0 to any other place 0 . For an innite length L of the -axis, this is the source of the innity of the integral over 0 in the product (17.46). At a nite L, on the other hand, only a -interval of length L is available for displacements. Therefore, the innite 1/ 0 should become proportional to L for large L: 1 = const L. 0 (17.92)
What is the proportionality constant? We nd it by transforming the integration measure (17.46), N

d 0 2 n=1 h
d n , 2 h
(17.93)
to a form in which the translational degree of freedom appears explicitly N 1 2 h

d0
n=0
d n 2 h
0 (1 , 2 , . . .) . 0
(17.94)
The Jacobian appearing in the integrand satises the identity d0 (0 ) 0 = 1. 0 (17.95)
Let us calculate this Jacobian using the method developed by Faddeev and Popov [2]. Given an arbitrary uctuation y 0,1 ,2 ,..., the parameter 0 may be recovered by forming the scalar product with the zero-eigenvalue wave function y0 ( ): 0 =

d y 0 ,1 ,2 ,...( )y0 ( ).
(17.96)
1095
Moreover, it is easy to see that the uctuation y 0,1 ,2 ,... can be replaced by the full path x0 ,1 ,2 ,...( ) = xcl ( ) + y 0 ,1 ,2 ,... ( ), so that we can also write 0 =

(17.97)
d x0 ,1 ,2 ,...( )y0 ( ).
(17.98)
This follows from the fact that the additional kink solution xcl ( ) does not have any overlap with its derivative. Indeed,

d xcl ( 0 )y0 ( 0 )
d xcl ( 0 )xcl ( 0 )
1 2 x 2 cl
= 0.
(17.99)
With (17.98), the delta function (0 ) appearing in (17.95) can be rewritten in the form (0 ) =

d x0 ,1 ,2 ,...( )y0 ( ) .
(17.100)
To establish the relation between the normal coordinate 0 and the kink position 0 , we now replace x0 ,1 ,2 ,... by an alternative parametrization of the paths in which the role of the variable 0 is traded against the position of the kink solution, i.e., we rewrite the uctuating path
x0 ,1 ,2 ,... ( ) = xcl ( ) +
n=0
n yn ( )
(17.101)
in the form
0 ,1 ,2 ,...
( ) xcl ( 0 ) +
n=1
n yn ( 0 ).
(17.102)
By denition the point 0 = 0 coincides with 0 = 0. Thus, if we insert (17.102) into (17.100) and use this -function in the identity (17.95), we nd the condition for the Jacobian 0 /0 :

d0
d x0 ,1 ,2 ,... ( )y0 ( )
0 = 1. 0
(17.103)
Since the -function has a vanishing argument at 0 = 0, we expand the argument in powers of 0 , keeping only the lowest order. Writing y0 ( ) = xcl ( ), we obtain

d x
0 ,1 ,2 ,...
( )y0 ( ) = 0
2 xcl
+
n=1
2 d xcl yn + O(0 ).
(17.104)
1096 Using (17.32) and abbreviating the scalar products in the brackets as rn

17 Tunneling
d xcl yn ,
(17.105)
we may express the right-hand side of (17.104) more succinctly as
0 Acl +
n=1
2 n rn + O(0 ).
(17.106)
Inserting this into (17.103), and using (17.90), we arrive at the Jacobian
0 1/2 1 = Acl 1 + Acl n rn . 0 n=1
(17.107)
As a consequence, the zero-eigenvalue modes contribute to the uctuation factor (17.46) as follows:
Fcl (L) = N =N =N
n=1 n=1
d h n e(1/2 ) 2 h d h n e(1/2 ) 2 h Acl 2 h

2 n=1 n n
2 n=1 n n
d h 2 0 e(1/2 )0 0 2 h d 0 Acl 1/2 1+Acl1 n rn 2 h n=1
1
n=1
d0 .
(17.108)
The linear terms in the large parentheses disappear at the level of quadratic uctuations since they are odd in . Thus we may use for quadratic uctuations the simple mnemonic rule x( )/0 xcl ( ) + . . . 1 0 = = = + ... = 0 x( )/0 xcl ( ) Acl + . . . , (17.109)
where . . . stands for the irrelevant linear terms in n inside the integral (17.108). For higher-order uctuations, the linear terms in the large parentheses cannot be ignored. They contribute an eective Euclidean action Ae = log 1 + Acl 1 h e
n=1
n rn = log 1 + A1 h cl
d xcl ( )y ( ) , (17.110)
which will be needed for calculations in Section 17.8. The integral over 0 is now an appropriate place to impose the niteness of the time interval (L/2, L/2), namely
L/2 L/2
d0 = L.
(17.111)
A comparison of (17.108) with (17.46) shows that the correct evaluation of the formally diverging zero-eigenvalue contribution 1/ 0 is equivalent to the following replacement: 1 0 d 2 h 0 e(1/2 )0 0 2 h Acl 2 h
L/2 L/2
d0 =
Acl L. 2 h
(17.112)
1097
17.3.2
Continuum Part of Fluctuation Factor
We now turn to the second problem, the calculation of the product of the continuum eigenvalues in (17.46). To avoid carrying around the overall normalization factor N it is convenient to factor out the quadratic uctuations (17.36) in the absence of a kink solution. Let 0 be the associated eigenvalues. Their uctuation potential n V (xcl ( )) = 2 x2 is harmonic [compare (17.39)] with a uctuation factor known from (2.164). Comparing this with the expression (17.46) without a kink, we obtain for the normalization factor the equation N 1
n
0 n
= F (L) =
2 sinh L h
L/2 e . h
(17.113)
Pulling this factor out of the product on the right-hand side of (17.46), we are left with a ratio of eigenvalue products: Fcl (L) = N 1
n
=N
1
n
0 n
0 n = F (L) n n
n
0 n . n n
n
(17.114)
As long as L is nite, the continuum wave functions are all discrete. Let n/k denote their density of states per momentum interval. Then the ratio of the continuum eigenvalues can be written for large L as 0 n n n
n
cont
= exp
1 2
dk
n n k k
log n .
(17.115)
The density of states, in turn, may be extracted from the phase shifts (17.85). For this we observe that for a very large L where boundary conditions are a matter of choice, we may impose the periodic boundary condition y( + L) = y( ). Together with the asymptotic forms (17.84), this implies ei(kL/2+k ) = ei(kL/2+k ) , which quantizes the wave vectors k to discrete values satisfying kL + 2k = 2n. The derivative with respect to k yields the density of states L 1 dk n = + . k 2 dk Since the phase shifts vanish in the absence of a kink solution, this implies n k =
0
(17.116)
(17.117)
(17.118)
(17.119)
L , 2
(17.120)
1098 and the general formula (17.115) becomes simply 0 n n n

n
17 Tunneling
cont
= exp
1 2
dk
dk log( 2 + k 2 ) . dk
(17.121)
To calculate the integral for our specic uctuation problem (17.41), we use the expression (17.85) to nd the derivative of the phase shift for any integer value of s: 1 s dk 2 . = + ...+ 2 2 dk m 4 + (k/m) s + (k/m)2 For s = 2, the exponent in (17.121) becomes 1 2

(17.122)
dx
2 1 log 2(1 + x2 m2 / 2 ) . + 2 2 1+x 4+x
(17.123)
The 2 -term in the logarithm can be separated from this using Levinsons theorem. It states that the integral 0 dk(n/k n/k|0 ) is equal to the number of bound states:
0
dk
n n k k
=
0
dk
dk = s. dk
(17.124)
This relation is obviously fullled by (17.122). It is a consequence of the fact that a potential with s bound states has s states less in the continuum than a free system. Using this property, the integral (17.123) can be rewritten as log 2 +

1 2 dx + log(1 + x2 m2 / 2). 2 2 1 + x 4 + x2
(17.125)
The rescaled integral is calculated using the formula

1 r dx log(1 + p2 x2 ) = log 1 + p . 2 + s2 x2 2 r rs s m m 1 + log 1 + 2 .
(17.126)
The result is log 2 + log 1 + (17.127)
When inserted into the exponent of (17.121), it yields 0 n n n

n
= 2 1 +
cont
1+
m 2 .
(17.128)
In our case with m = /2, this reduces to 3 2 . Including the bound-state eigenvalue 1 of Eq. (17.55) in the denominator, this amounts to 0 n = n n
n
1 3 2/4
3 2 =
12 K .
(17.129)
17.4 General Formula for Eigenvalue Ratios
1099
Multiplying this with the zero-eigenvalue contribution as evaluated in Eq. (17.108), we arrive at the nal result for the uctuation factor in the presence of a kink or an antikink solution: Fcl (L) = F (L)KL, with K= 1 K = 0 L Acl 12. 2 h (17.131) (17.130)
17.4
General Formula for Eigenvalue Ratios
The above-calculated ratio of eigenvalue products 0 n n n

n
(17.132)
cont
of the Rosen-Morse Schrdinger equation appears in many applications with dierent o potential strength parameters s. It is therefore useful to derive a formula for this ratio which is valid for any s. The eigenvalue equation reads m2 s(s + 1) d2 2 yn ( ) = n yn ( ). 2 + d cosh2 m( 0 ) (17.133)
First we consider the case of an arbitrary integer value of s. Following the previous discussion, the ratio of eigenvalue products is found to be 0 n n n
n
cont
= exp
1 2 1 = exp 2
dk log( 2 + k 2 ) (17.134) dk 0 s n d(k/m) log[ 2 + (k/m)2 m2 ] . 2 + (k/m)2 0 n=1 n
dk
The 2 -term in the logarithm is eliminated by the generalization of (17.124) to any integer s: 1 Hence 0 n n n
n
d(k/m)
n 2 = s. 2 n=1 n + (k/m)
s
(17.135)
cont
1 = exp 2
s
dx
n=1
n2
n log(1 + x2 m2 / 2) . 2 +x
(17.136)
The integrals can be done using formula (17.126), and we obtain 0 n n n

n s
= s
cont n=1
1+
m n .
(17.137)
1100
17 Tunneling
For s = 2, and m = /2, this reduces to the previous result (17.128). Only a little more work is required to nd the ratio of all discrete and continuous eigenvalue products for a noninteger value of s. Introduce a new parameter z, let s be a parameter smaller than 1 so that there are no bound states, and consider the uctuation equation d2 s(s + 1) + m2 z 2 d cosh2 m( 0 ) yn ( ) = n yn ( ). (17.138)
The general Schrdinger operator under consideration (17.133) corresponds to z = o 2 2 /m . Since there are no bound states by assumption, the rst line in formula (17.134) now gives the ratio of all eigenvalues: 1 0 n = exp 2 n n
n
dk
dk log(m2 z + k 2 ) . dk
(17.139)
e Here k is equal to the average of even and odd phase shifts (k + k )/2. For the same reason, we can replace log(m2 z + k 2 ) by log(z + k 2 /m2 ) without error [using the generalization of (17.124)]. After substituting k 2 2 , we nd
1 n 0 n = exp n n 2
d d d C
log(z + ) ,
(17.140)
where the contour of integration C encircles the right-hand cut clockwise in the -plane. A partial integration brings this to exp 1 2 d m 1 z+ . (17.141)
For z < 0, the contour of integration can be deformed to encircle the only pole at = z counterclockwise, yielding 0 n = exp[imz ]. n n
n
(17.142)
Inserting for k the average of even and odd phase shifts from (17.78), we obtain 0 ( z s)( z + s + 1) n = ( z)( z + 1) n n
n 1/2
(17.143)
In the uctuation equation (17.41), the parameters m2 and 2 = zm2 are such as to create a zero eigenvalue at n = 0 according to formula (17.51). Then z = s2 . In the neighborhood of this z-value, the eigenvalue 0 = m2 [z s2 ] (17.144)
17.5 Fluctuation Determinant from Classical Solution
1101
is a would-be zero eigenvalue. Dividing it out of the product (17.143), we obtain an equation which remains valid in the limit z s2 : 0 ( z s + 1)( z + s + 1) n = m ( z + s) ( z)( z + 1) n n
n 1/2
(17.145)
This can be continued analytically to arbitrary z and s, as long as z remains suciently close to s = 2. For s = 2 and z = 4 (corresponding to m = /2) we recover the earlier result (17.129): 0 n = 12. n n
n
(17.146)
17.5
Fluctuation Determinant from Classical Solution
The above evaluations of the uctuation determinant require the complete knowledge of the bound and continuum spectrum of the uctuation equation. Fortunately, there exists a way to nd the determinant which needs much less information, requiring only the knowledge of the large- behavior of the classical solution and the value of its action. The basis for this derivation is the Gelfand-Yaglom formula derived in Section 2.4. According to it, the uctuation determinant of a dierential operator d2 m2 s(s + 1) O = 2 + 2 d cosh2 [m( 0 )] det O = N D(L/2), provided that it was chosen to satisfy the initial conditions at = L/2: D(L/2) = 0, D(L/2) = 1. (17.149) (17.147)
is given by the value of the zero-eigenvalue solution D( ) at the nal value = L/2 (17.148)
The normalization factor N is irrelevant when considering ratios of uctuation determinants, as we do in the problem at hand.3 To satisfy the boundary conditions (17.149), we need two linearly independent solutions of zero eigenvalue. One is known from the invariance under time translations. It is proportional to the time derivative of the classical solution [see (17.88)]: y0 ( ) = xcl ( ).
3
(17.150)
If the determinant is calculated for the time-sliced operator O with d/d replaced by the dierence operator , the normalization is N = 1/ where is the thickness of the time slices. See Chapter 2.
1102
17 Tunneling
In the above uctuation problem (17.41) with z = 2 and m = /2, the classical solution is xcl ( ) = arctanh[( 0 )/2]. It has the asymptotic behavior y0 ( ) | | e 2 for , (17.151)
with a symmetric exponential fallo in both directions of the -axis. In the sequel it will be convenient to work with zero-eigenvalue solutions without the prefactor /2, which behave asymptotically like a pure exponential. These will be denoted by ( ) and ( ), the solution ( ) being proportional to y0 , i.e., ( ) e| | for . (17.152)
The second independent solution can be found from dAlemberts formula (2.229). Its explicit form is not required; only its asymptotic behavior is relevant. Assuming the Lagrangian to be invariant under time reversal, which is usually the (2) case, this asymptotic behavior is found via the following argument: Since 0 ( ) is (1) linearly independent of 0 ( ), we can be sure that it has asymptotically the opposite exponential behavior (i.e., it grows with ) and the opposite symmetry under time reversal (i.e., it is antisymmetric). Thus must behave as follows: ( ) e| | for . (17.153)
We now form the linear combination which satises the boundary conditions (17.149) for large negative = L/2: D( ) = where W W [( )( )] = ( )( ) ( )( ) (17.155) 1 [(L/2)( ) (L/2)( )] , W (17.154)
is the Wronskian of the two solutions. It is independent of and can be evaluated from the asymptotic behavior as W = 2. Inserting (17.152) and (17.153) into (17.154), we nd the solution D( ) = 1 L/2 e ( ) + eL/2 ( ) . W
(1) (2)
(17.156)
(17.157)
Even without knowing the solutions 0 ( ), 0 ( ) at a nite , the uctuation determinant at large = L/2 can be written down: D(L/2) = 2 1 = . W (17.158)
17.5 Fluctuation Determinant from Classical Solution
1103
For uctuations around the constant classical solution, the zero-eigenvalue solution with the boundary conditions (17.149) is D (0) ( ) = It behaves for large = L like D (0) (L/2) The ratio is therefore 1 D (0) (L/2) eL D(L/2) 2 for large L. (17.161) 1 L e 2 for large L. (17.160) 1 sinh[( + L/2)]. (17.159)
This exponentially large number is a signal for the presence of a would-be zero eigenvalue in D(L/2). Since the -interval (L/2, L/2) is nite, there exists no exactly vanishing eigenvalue. In the nite interval, the derivative (17.150) of the kink solution does not quite satisfy the Dirichlet boundary condition. If the vanishing at the endpoints was properly enforced, the particle distribution would have to be compressed somewhat, and this would shift the energy slightly upwards. The shift is exponentially small for large L, so that the would-be zero eigenvalue has an exponentially small eigenvalue 0 eL . A nite result for L is obtained by removing this mode from the ratio (17.161) and considering the limit
n
D (0) (L/2) n 0 0 . = lim L D(L/2) n n
(17.162)
The leading eL -behavior of the would-be zero eigenvalue can be found perturbatively using as before only the asymptotic behavior of the two independent solutions. To lowest order in perturbation theory, an eigenfunction satisfying the Dirichlet boundary condition at nite L is obtained from an eigenfunction 0 which vanishes at = L/2 by the formula L ( ) = 0 ( ) + 0 0 W
L/2
d [( )( ) ( )( )] 0 ( ).
(17.163)
The limits of integration ensure that L ( ) vanishes at = L/2. The eigenvalue 0 0 is determined by enforcing the vanishing also at = L/2. Taking for 0 ( ) the zero-eigenvalue solution D( ) 0 = D(L/2)W (L/2)
L/2 L/2
d ( )D( ) (L/2)
L/2 L/2
d ( )D( ) . (17.164)
Inserting (17.154) and using the orthogonality of ( ) and ( ) (following from the fact that the rst is symmetric and the second antisymmetric), this becomes 0 = D(L/2)W (L/2)(L/2)
2 L/2 L/2
d ( ) + (L/2)(L/2)
L/2 L/2
d ( )
(17.165)
1104
17 Tunneling
Invoking once more the symmetry of ( ) and ( ) and the asymptotic behavior (17.152) and (17.153), we obtain 0 = D(L/2)W
2
L/2 L/2
d ( ) e
L/2 L/2
d ( )
(17.166)
The rst integral diverges like eL ; the second is nite. The prefactor makes the second integral much larger than the rst, so that we nd for large L the would-be zero eigenvalue 0 = D(L/2)eL W2 . 2 d ( ) (17.167)
This eigenvalue is exponentially small and positive, as expected. Inserting it into (17.162) and using (17.156) and (17.160), we nd the eigenvalue ratio 0 n = lim 2 n L n
n
1 . d 2 ( )
(17.168)
The determinant D(L/2) has disappeared and the only nontrivial quantity to be evaluated is the normalization integral over the translational eigenfunction ( ). The normalization integral requires the knowledge of the full -behavior of the (1) zero-eigenvalue solution 0 ( ); the asymptotic behavior used up to this point is insucient. Fortunately, the classical solution xcl ( ) also supplies this information. The normalized solution is y0 = xcl ( ) behaving asymptotically like 2ae . (1) Imposing the normalization convention (17.152) for 0 ( ), we identify ( ) = 1 x ( ). 2a cl (17.169)
Using the relation (17.32), the normalization integral is simply

d ( )2 =
Acl . 4a2 2
(17.170)
With it the eigenvalue ratio (17.168) becomes

n
0 4a2 n . = 2 Acl n n 0 n = 12 2, n n
n
(17.171)
By inserting the value of the classical action Acl = 2a2 /3 from (17.31), we obtain (17.172)
just as in (17.146) and (17.129). It is remarkable that the calculation of the ratio of the uctuation determinants with this method requires only the knowledge of the classical solution xcl ( ).
17.6 Wave Functions of Double-Well
1105
17.6
Wave Functions of Double-Well
The semiclassical result for the amplitudes (a L/2|a L/2), (a L/2| a L/2), (17.173)
with the endpoints situated at the bottoms of the potential wells can easily be extended to variable endpoints xb = a, xa = a, as long as these are situated near the bottoms. The extended amplitudes lead to approximate particle wave functions for the lowest two states. The extension is trivial for the formula (17.34) without a kink solution. We simply multiply the uctuation factor by the exponential exp(Acl / ) h containing the classical action of the path from xa to xb . If xa and xb are both near one of the bottoms of the well, the entire classical orbit remains near this bottom. If the distance of the orbit from the bottom is less than 1/a , the potential can be approximated by the harmonic potential 2 x2 . Thus near the bottom at x = a, we have the simple approximation to the action Acl [(xa a)2 + (xb a)2 ] cosh L 2(xb a)(xa a) . 2 sinh L h (17.174)
For a very long Euclidean time L, this tends to Acl [(xb a)2 + (xa a)2 ]. 2 h (17.175)
The amplitude (17.34) can therefore be generalized to (xb L/2|xa L/2) (/2 )[(xb a)2 +(xa a)2 ] L/2 h h e e . h
This can also be written in terms of the bound-state wave functions (17.5) for n = 0 as
h (xb L/2|xa L/2) 0 (xb a)0 (xa a)eL/2 .
(17.176)
For the amplitude (17.35) with the path running from one potential valley to the other, the construction is more subtle. The approximate solution is obtained by combining a harmonic classical path running from (xa , L/2) to (a, L/4), a kink solution running from (a, L/4) to (a, L/4), and a third harmonic classical path running from (a, L/4) to (xb , L/2). This yields the amplitude
2 (/2 )(xb a)2 h h h e KLeAcl / e(/2 )(xa a) . h
(17.177)
Note that by patching the three pieces together, it is impossible to obtain a true classical solution. For this we would have to solve the equations of motion containing a kink with the modied boundary conditions x(L/2) = xa , x(L/2) = xb . From the exponential convergence of x( ) a (like eL ) it is, however, obvious that the
1106
17 Tunneling
true classical action diers from the action of the patched path only by exponentially small terms. As before, the prefactor in (17.177) can be attributed to the ground state wave functions 0 (x), and we nd the amplitude for xb close to a and xa close to a:
h h (xb L/2|xa L/2) 0 (xb + a)0 (xa a)KLeAcl / eL/2 .
(17.178)
17.7
Gas of Kinks and Antikinks and Level Splitting Formula
The above semiclassical treatment is correct to leading order in eL . This accuracy is not sucient to calculate the degree of level splitting between the two lowest states of the double well caused by tunneling. Further semiclassical contributions to the path integral must be included. These can be found without further eort. For very large L, it is quite easy to accommodate many kinks and antikinks along the -axis without a signicant deviation of the path from the equation of motion. Due to the fast approach to the potential bottoms x = a near each kink or antikink solution, an approximate solution can be constructed by smoothly combining a number of individual solutions as long as they are widely separated from each other. The deviations from a true classical solution are all exponentially small if the separation distance on the -axis is much larger than the size of an individual kink (i.e., 1/). The combined solution may be thought of as a very dilute gas of kinks and antikinks on the -axis. This situation is referred to as the dilute-gas limit. Consider such an almost-classical solution consisting of N kink-antikink solutions xcl ( ) = atanh[( i )/2] in alternating order positioned at, say, 1 2 3 ... N and smoothly connected at some intermediate points 1 , . . . , N 1 . In the dilute-gas approximation, the combined action is given by the sum of the individual actions. For the amplitude (17.34) in which the paths connect the same potential valleys, the number of kinks must be equal to the number of antikinks. The action combined is then an even multiple of the single kink action: A2n 2nAcl . (17.179)
For the amplitude (17.35), where the total number is odd, the combined action is A2n+1 (2n + 1)Acl . (17.180)
As the kinks and antikinks are localized objects of size 2/, it does not matter how they are distributed on the large- interval [L/2, L/2], as long as their distances are large compared with their size. In the dilute-gas limit, we can neglect the sizes. In the path integral, the translational degree of freedom of widely spaced N kinks and antikinks leads, via the zero-eigenvalue modes, to the multiple integral
L/2 L/2
dN
LN d1 = dN 1 . . . . N! L/2 L/2
N 1
(17.181)
17.7 Gas of Kinks and Antikinks and Level Splitting Formula
1107
The Jacobian associated with these N integrals is [see (17.112)] Acl . 2 h

N
(17.182)
The uctuations around the combined solution yield a product of the individual uctuation factors. For a given set of connection points we have 1
n n LN
1
n n LN1
...
1
n n L1
(17.183)
where Li i i1 are the patches on the -axis in which the individual solutions are exact. Their total sum is
N
L=
i=1
Li .
(17.184)
We now include the eect of the uctuations at the intermediate times i where the individual solutions are connected. Remembering the amplitudes (17.176), we see that the uctuation factor for arbitrary endpoints xi , xi1 near the bottom of the potential valley must be multiplied at each end with a wave function ratio 0 (x a)/0 (0). Thus we have to replace 1
n
0 (xi a) 1 0 (xi1 a) . 0 (0) 0 (0) n n
(17.185)
The adjacent xi -values of all uctuation factors are set equal and integrated out, giving 1
n
=
L
dxN dx1
0 (xN 1 a)0 (xN 1 a) 1 2 |0 (0)| n n LN n n
LN1
...
0 (x1 a)0 (x1 |0 (0)|2
a)
. (17.186)
L1
Due to the unit normalization of the ground state wave functions, the integrals are trivial. Only the |0 (0)|2 -denominators survive. They yield a factor 1 |0 (0)|2(N 1) = (N 1) . h (17.187)
It is convenient to multiply and divide the result by the square root of the product of eigenvalues of the harmonic kink-free uctuations, whose total uctuation factor is known to be 1 n 0 |L n = L/2 h e . h (17.188)
1108 Then we obtain the total corrected uctuation factor (N 2) L/2 h e h 0 n

n
17 Tunneling
1
L n n L1
1
n n L2
...
1
n n LN
. (17.189)
We now observe that the harmonic uctuation factor (17.188) for the entire interval 0 / exp(L/2 ) can be factorized into a product of such factors h h n n | L = for each interval i , i1 as follows: 0 n
n
=
L
(N 1)
0 n
n
L1
0 n
n
.
LN
(17.190)
The total corrected uctuation factor can therefore be rewritten as L/2 h e h 0 n n n

n
L1
...
0 n n n
n
.
LN
(17.191)
Each eigenvalue ratio gives the Li -independent result K =

n
0 n n n
,
Li
(17.192)
with K of Eq. (17.131). Expressing K in terms of K via K =

1
Acl 2 h
K,
(17.193)
the factors Acl /2 remove the Jacobian factors (17.182) arising from the posih tional integrals (17.181). Altogether, the total uctuation factor of N kink-antikink solutions with all possible distributions on the -axis is L/2 LN N N Acl / h h e K e . h N! (17.194)
Summing over all even and odd kink-antikink congurations, we thus obtain (a L/2| a L/2) = This can be summed up to (a L/2| a L/2) = L/2 h e h (17.196) . L/2 h e h 1 h N (KLeAcl / ) . N! (17.195)
even odd
1 h h exp KLeAcl / exp KLeAcl / 2
17.7 Gas of Kinks and Antikinks and Level Splitting Formula
1109
As in the previous section, we generalize this result to positions xb , xa near the potential minima (with a maximal distance of the order of h/). Using the classical action (17.175) and expressing it in terms of ground state wave functions, we can now add the contribution of the amplitudes for all possible congurations, arriving at
h (xb L/2|xa L/2) = eL/2 (17.197) 1 h h 0 (xb a)0 (xa a) exp(KeAcl / L) + exp(KeAcl / L) 2 1 h h +0 (xb a)0 (xa a) exp(KeAcl / L) exp(KeAcl / L) 2 +(xb xb ) + (xa xa ) + (xb xb , xa xa ) .
The right-hand side is recombined to 1 1 [0 (xb a) + 0 (xb + a)] [0 (xa a) + 0 (xa + a)] 2 2 h exp KeAcl / L 2 1 1 + [0 (xb a) 0 (xb + a)] [0 (xa a) 0 (xa + a)] 2 2 h + KeAcl / L . exp 2
(17.198)
Here we identify the ground state wave function as the symmetric combination of the ground state wave functions of the individual wells 1 0 (x) = [0 (x a) + 0 (x + a)]. 2 Its energy is E
(0)
(17.199)
=E
(0)
E (0) = /2 Ke 2
Acl / h
h.
(17.200)
The rst excited state has the antisymmetric wave function 1 1 (x) = [0 (x a) 0 (x + a)] 2 and the slightly higher energy E
(1)
(17.201)
=E
(0)
E (0) h + = /2 + KeAcl / h. 2
(17.202)
The level splitting is therefore

h E = 2K eAcl / . h
(17.203)
1110 Inserting K from (17.131), we obtain the formula E = 4 3 Acl h heAcl / , 2 h
17 Tunneling
(17.204)
with Acl = (2/3)a2 . When expressing the action in terms of the height of the potential barrier Vmax = a2 2 /8 = 3Acl/16, the formula reads 8Vmax h E = 4 3 he16Vmax /3 . 3 h (17.205)
The level splitting decreases exponentially with increasing barrier height. Note that Vmax is related to the coupling constant of the x4 -interaction by Vmax = 4 /16g. To ensure the consistency of the approximation we have to check that the assumption of a low density gas of kinks and antikinks is self-consistent. When looking at the series (17.195) for the exponential (17.196), we see that the average number of contributing terms is given by E h N KLeAcl / = L. 2 h The associated average separation between kinks and antikinks is L 2 /E. h If we compare this with their size 2/, we nd the ratio distance h . size E (17.208) (17.207) (17.206)
For increasing barrier height, the level splitting decreases and the dilution increases exponentially. Thus the dilute-gas approximation becomes exact in the limit of innite barrier height.
17.8
Fluctuation Correction to Level Splitting
Let us calculate the rst uctuation correction to the level splitting formula (17.204). For this we write the potential (17.1) as in (5.78): V (x) = with the interaction strength g 2 . 2a2 (17.210) 1 2 2 g 4 x + x + , 4 4 4g (17.209)
Expanding the action around the classical solution, we obtain the action of the uctuations y( ) = x( ) xcl ( ). Its quadratic part was given in Eq. (17.40) which we write as A0 = 1 2 d d y( )O (, )y( ), (17.211)
17.8 Fluctuation Correction to Level Splitting

with the functional matrix O (, ) 1 d2 3 + 2 1 d 2 2 cosh2 [( 0 )/2] ( )
1111
(17.212)
associated with the Schrdinger operator for a particle in a Rosen-Morse potential (14.157). The o prime indicates the absence of the zero eigenvalue in the spectral decomposition of O (, ). Since the associated mode does not perform Gaussian uctuations, it must be removed from y( ) and treated separately. At the semiclassical level, this was done in Subsection 17.3.1, and the zero eigenvalue appeared in the level splitting formula (17.204) as a factor (17.112). The removal gave rise to an additional eective interaction (17.110): h Ae = log 1 + A1 e cl d xcl ( )y ( ) . (17.213)
With (17.88)(17.91), this can be rewritten after a partial integration as Ae e = log 1 h 3g 3 d y0 ( )y( ) . (17.214)
The interaction between the uctuations is Aint = g 4 d y 4 ( ) + 4xcl ( )y 3 ( ) . (17.215)

int eff
h In the path integral, we now perform a Taylor series expansion of the exponential e(Afl +Ae )/ in powers of the coupling strength g. A perturbative evaluation of the correlation functions of the uctuations y( ) according to the rules of Section 3.20 produces a correction factor to the path integral
C = 1 (I1 + I2 + I3 )
g h + O(g 2 ) , 3
(17.216)
where I1 , I2 , and I3 are the dimensionless integrals running over the entire -axis: I1 I2 I3 = = = 3 d y 4 ( ) O , 4 2 h 3g d d xcl ( ) y 3 ( )y 3 ( ) O xcl ( ), 3 2 h 3 3g 2 d d y0 ( ) y( )y 3 ( ) O xcl ( ). 3 h
(17.217)
In order to check the dimensions we observe that the classical solution (17.28) can be written h with (17.210) as xcl ( ) = 2 /2g tanh[( 0 )/2], while y( ) and have the dimensions / and 1/, respectively. The Dirac brackets . . . O denote the expectation with respect to the quadratic uctuations controlled by the action (17.211). Due to the absence of a zero eigenvalue, the uctuations are harmonic. The expectation values of the various powers of y( ) can therefore be expanded according to the Wick rule of Section 3.17 into a sum of pair contractions involving products of Green functions GO (, ) = y( )y( )
O
= hO (, ), 1
(17.218)
1 where O (, ) denotes the inverse of the functional matrix (17.212). The rst term in (17.217) gives rise to three Wick contractions and becomes
I1 =
3 3 4 2 h
2 d GO(, ).
(17.219)
1112
17 Tunneling
The integrand contains an asymptotically constant term which produces a linear divergence for large L. This divergence is subtracted out as follows: I1 = L 3 3 3 + 2 16 4 h
2 d GO(, )
h 2 . 4 2
(17.220)
The rst term is part of the rst-order uctuation correction without the classical solution, i.e., it contributes to the constant background energy of the classical solution. It is obtained by replacing
2 GO(, ) G ( ) = h
h | e 2
(17.221)
[recall (3.301) and (3.246)]. In the amplitudes (17.195), the background energy changes only the 3 h h h exponential prefactor eL/2 to e(1+3g /16 )L/2 and does not contribute to the level splitting. The level splitting formula receives a correction factor C = 1 c1 g h g h + . . . = 1 (I1 + I2 + I3 ) 3 + O(g 2 ) , 3 (17.222)
in which all contributions proportional to L are removed. Thus I1 is replaced by its subtracted part I1 I1 L3/16. The integral I2 has 15 Wick contractions which decompose into two classes: I2 I21 + I22 = g 3 d d 2 3 h 3 xcl ( ) 6GO(, ) + 9GO (, )GO (, )GO ( , ) xcl ( ). (17.223)
Each of the two subintegrals I21 and I22 contains a divergence with L which can again be found via the replacement (17.221). The subtracted integrals in (17.222) are I21 = I21 + L/8 and h I22 = I22 +3L/16. Thus, altogether, the exponential prefactor eL/2 in the amplitudes (17.195) 3 3 h h h h is changed to e[1/2+(3/161/89/16)g / )L/2 = e(1/2g /2 )L/2 , in agreement with (5.258). To compare the two expressions, we have to set = 2 since the present is the frequency at the bottom of the potential wells whereas the in Chapter 5 [which is set equal to 1 in (5.258)] parametrized the negative curvature at x = 0. The Wick contractions of the third term lead to the nite integral I3 = I3 = 3 3 h 2 3g 3 d d y0 ( )GO (, )GO ( , )xcl ( ). (17.224)
The correction factor (17.216) can be pictured by means of Feynman diagrams as C =13 + 3 + 1 6 2! + O(g 2 ), +9
(17.225)
where the vertices and lines represent the analytic expressions shown in Fig. 17.5. For the evaluation of the integrals we need an explicit expression for GO (, ). This is easily found from the results of Section 14.4.4. In Eq. (14.160), we gave the xed-energy amplitude (xb |xa )ERM ,EPT solving the Schrdinger equation o h 2 d2 h 2 EPT ERM + 2 2 dx 2 cosh2 x h (xb |xa )ERM ,EPT = i (xb xa ). (17.226)
17.8 Fluctuation Correction to Level Splitting

Inserting EPT = ( 2 /2)s(s + 1), the amplitude reads for xb > xa h (xb |xa )ERM ,EPT = with m(ERM ) = 1 2ERM / 2 . h i (m(ERM ) s)(s + m(ERM ) + 1) h m(ERM ) m(ERM ) Ps (tanh xb )Ps ( tanh xa ),
1113
(17.227)
(17.228)
After a variable change x = /2 and h2 / = 2 /2, we set s = 2 and insert the energy ERM = 3 2 /4. Then the operator in Eq. (17.226) coincides with O (, ) of Eq. (17.212), and we obtain the desired Green function for > GO (, ) = h m m ), (m 2)(m + 3) P2 (tanh ) P2 ( tanh 2 2 (17.229)
with m = 2. Due to translational invariance along the -axis, this Green function has a pole at ERM = 3 2 /4 which must be removed before going to this energy. The result is the subtracted Green function GO (, ) which we need for the perturbation expansion. The subtraction procedure is most easily performed using the formula GO = (d/dERM )ERM GO |ERM =32 /4 . In terms of the parameter m, this amounts to GO (, ) = 1 d (m2 4)GO (, ) 2m dm .
m=2
(17.230)
Inserting into (17.227) the Legendre polynomials from (14.164),

m P2 (z) =
1 (1 + m)
1+z 1z
m/2
3 3 (1 z) + (1 z)2 , 1+m (1 + m)(2 + m)
(17.231)
the Green function (17.230) can be written as GO (, ) = h[Y0 (> )y0 (< ) + y0 (> )Y0 (< )], (17.232)
where > and < are the greater and the smaller of the two times and , respectively, and y0 ( ), Y0 ( ) are the wave functions 2 y0 ( ) = 2 6P2 tanh 2 = 3 1 8 cosh2
2
(17.233)
g xcl ( ) h g 4 h 3g y ( ) 3 0 GO (, )
Figure 17.5 Eq. (17.225).
Vertices and lines of Feynman diagrams for correction factor C in
1114
1 1 Y0 ( ) = 2 6 2m 1 d m (m2 4)(m 2)(m + 3) P2 tanh 2 dm 2 d m tanh P + (m2 4)(m 2)(m + 3) dm 2 2
17 Tunneling
.
m=2
(17.234)
From (17.231) we see that d m P tanh dm 2 2 6 = y0 ( )[6(3 2 + ) e (8 + e )], 144 (17.235)
m=2
where 0.5773156649 is the Euler-Mascheroni constant (2.461). Hence Y0 ( ) = 1 y0 ( )[e (e + 8) 2(2 + 3 )]. 12 2 (17.236)
For = , the Green function is GO (, ) = h 1 2 cosh4

2
cosh4
11 + cosh2 2 2 8
(17.237)
Note that an application of the Schrdinger operator (17.212) to the wave functions Y0 ( ) and o y0 ( ) produces y0 ( ) and 0, respectively. These properties can be used to construct the Green function GO (, ) by a slight modication of the Wronski method of Chapter 3. Instead of the dierential equation O G(, ) = h( ), we must solve the projected equation O GO (, ) = h[( ) y0 ( )y0 ( )], (17.238)
where the right-hand side is the completeness relation without the zero-eigenvalue solution: yn ( )yn ( ) = ( ) y0 ( )y0 ( ). (17.239)
n=0
The solution of the projected equation (17.238) is precisely given by the combination (17.232) of the solutions Y0 ( ) and y0 ( ) with the above-stated properties. The evaluation of the Feynman integrals I1 , I21 , I22 , I3 is somewhat tedious and is therefore described in Appendix 17A. The result is I1 = 97 , 560 I21 = 53 , 420 I22 = 117 , 560 I3 = 49 . 20 (17.240)
These constants yield for the correction factor (17.222) C = 1 71 g h + O(g 2 ) , 24 3 (17.241)
modifying the level splitting formula (17.204) for the ground state energy to E (0) = 4 3
3 3 3 /3g h h h e /3g 71g /24 +... . 2 h
(17.242)
This expression can be compared with the known energy eigenvalues of the lowest two double-well states. In Section 5.15, we have calculated the variational approximation W3 (x0 ) to the eective classical potential of the double well and obtained for small g an energy (see Fig. 5.24) which did not yet incorporate the eects of tunneling. We now add to this the level shifts E (0) /2 from Eq. (17.242) and obtain the curves also shown in Fig. 5.24. They agree reasonably well with the Schrdinger energies. o
17.9 Tunneling and Decay
1115
Figure 17.6 Positions of extrema xex in asymmetric double-well potential, plotted as function of asymmetry parameter . If rotated by 900 , the plot shows the typical cubic shape. Between > and < , there are two minima and one central maximum. The branches denoted by min are absolute minima; those denoted by rel min are relative minima.
17.9
Tunneling and Decay
The previous discussion of level splitting leads us naturally to another important tunneling phenomenon of quantum theory: the decay of metastable states. Suppose that the potential is not completely symmetric. For deniteness, let us add to V (x) of Eq. (17.1) a linear term which breaks the symmetry x x: V = xa . 2a (17.243)
For small > 0, this slightly depresses the left minimum at x = a. The positions of the extrema are found from the cubic equation V (xex ) = 2a 2 xex a
3
xex 2 2 = 0. a a
(17.244)
They are shown in Fig. 17.6. For large , there is only one extremum, and this is always a minimum. In the region where xex has three solutions, say x , x0 , x+ , the branches denoted by rel min. in Fig. 17.6 correspond to relative minima which lie higher than the absolute minimum. The central branch corresponds to a maximum. As decreases from large positive to large negative values, a classical particle at rest at the minimum follows the upper branch of the curve and drops to the lower branch as becomes smaller than < . Quantum-mechanically, however, there is tunneling
1116
17 Tunneling
to the lower state before < . Tunneling sets in as soon as becomes negative, i.e., as soon as the initial minimum at x+ comes to lie higher than the other minimum at x . The state whose wave packet is localized initially around x+ decays into the lower minimum around x . After some nite time, the wave packet is concentrated around x . A state with a nite lifetime is described analytically by an energy which lies in the lower half of the complex energy plane, i.e., which carries a negative imaginary part E im . The imaginary part gives half the decay rate /2 . This follows directly h from the temporal behavior of a wave function with an energy E = E re + iE im which is given by
h (x)eiEt/ = (x)eiE
re t/ h
eE
im t/ h
= (x)eiE
re t/ h
h et/2 .
(17.245)
The last factor leads to an exponential decay of the norm of the state
h d3 x|(x)|2 = et/ ,
(17.246)
which shows that h/ is the lifetime of the state. A positive sign of the imaginary part of the energy is ruled out since it would imply the state to have an exponentially growing norm. We are now going to calculate for the lowest state.4 If has a small negative value, the initial probability is concentrated in the potential valley around the righthand minimum x = x+ a. We assume the potential barrier to be high compared to the ground state energy. Then a semiclassical treatment is adequate. In this approximation we evaluate the amplitude (x+ tb |x+ ta ). It contains the desired information on the lifetime of the lowest state by behaving, for large tb ta , as (x+ tb |x+ ta ) 0 (0)0 (0)eiE
re (t t )/ a h b
h e(tb ta )/2 .
As before, it is convenient to work with the Euclidean amplitude with a = L/2 and b = L/2, (x+ L/2|x+ L/2), which behaves for large L as (x+ L/2|x+ L/2) 0 (0)0 (0)eE
re L/ h
(17.247)
h eiL/2 .
(17.248)
The classical approximation to this amplitude is dominated by the path solving the imaginary-time equation of motion which corresponds to a real-time motion in the reversed potential V (x) (see Fig. 17.7). The particle starts out at x = x+ for
Due to the nite lifetime this state is not stationary. For suciently long lifetimes, however, it is approximately stationary for a nite time.
1117
Figure 17.7 Classical bubble solution in reversed asymmetric quartic potential for < 0, starting out at the potential maximum at x+ , crossing the valley, and returning to the maximum.
= L/2, traverses the minimum of V (x) at some nite value = 0 , and comes back to x+ at = L/2. This solution is sometimes called a bounce solution, because of its returning to the initial point. There exists an important application of the tunneling theory to the vaporization process of overheated water, to be discussed in Section 17.11. There the same type of solutions plays the role of critical bubbles triggering the phase transition. Since bounce solutions were rst discussed in this context [3], we shall call them bubble solutions or critical bubbles. We now proceed as in the previous section, i.e., we calculate a) the classical action of a bubble solution, b) the quadratic uctuations around a bubble solution, c) the sum over innitely many bubble solutions. By following these three steps naively, we obtain the amplitude (x+ L/2|x+ L/2) = L/2 h e exp h
h Acl /2 K LeAcl / . h
(17.249)
Here Acl is the action of the bubble solution and K collects the uctuations of all nonzero-eigenvalue modes in the presence of the bubble solution as in (17.192): K =
0 n
n . n n L
(17.250)
The translational invariance makes the imaginary part in the exponent proportional to the total length L of the -axis. From the large-L behavior of the amplitude (17.249) we obtain the ground state energy E (0) = 2
In order to deduce the nite lifetime of the state from this formula we note that, just like the kink solution, the bubble solution has a zero-eigenvalue uctuation
Acl h K eAcl / . 2 h
(17.251)
1118
17 Tunneling
associated with the time translation invariance of the system. As before, its wave function is given by the time derivative of the bubble solution y0 ( ) = 1 x ( ). Acl cl (17.252)
In contrast to the kink solution, however, the bubble solution returns to the initial position, implying that xcl ( ) has a maximum. Thus, the zero-eigenvalue mode xcl ( ) contains a sign change (see Fig. 17.7). In wave mechanics, such a place is called a node of the wave function. A wave function with a node cannot be the ground state of the Schrdinger equation governing the uctuations o d2 + V (xcl ( )) yn ( ) = n yn ( ). d 2 (17.253)
A symmetric wave function without a node must exist, which will have a lower energy than the zero-eigenvalue mode, i.e., it will have a negative eigenvalue 1 < 0. The associated wave function is denoted by y1 ( ). It corresponds to a size uctuation of the bubble solution. The nodeless wave function y1 ( ) is the ground state. There can be no further negative-eigenvalue solution [4]. It is instructive to trace the origin of the negative sign within the ecient calculation method of the uctuation determinant in Section 17.5. In contrast to the instanton treated there, the bubble solution has opposite symmetry, with an antisymmetric translational mode xcl ( ). From this we may construct again two linearly independent solutions to nd the determinant D( ) to be used in Eq. (17.154). The negative eigenvalue 1 enters in the calculation of the functional integral (17.46) via a uctuation integral d h 2 1 e(1/2 )1 1 . 2 h (17.254)
This integral diverges. The harmonic uctuations of the integration variable take place around a maximum; they are unstable. At rst sight one might hope to obtain a correct result by a naive analytic continuation doing rst the integral for 1 > 0, where it gives d 1 h 2 1 e(1/2 )1 1 = , 1 2 h (17.255)
and then continuing the right-hand side analytically to negative 1 . The result would be d i h 2 1 e(1/2 )1 1 = . (17.256) 2 h |1 | From (17.250) and (17.251) we then might expect the formula for the decay rate to be Acl 1 h = 2i K eAcl / h 2 h (wrong), (17.257)
1119
Figure 17.8 Action of deformed bubble solution as function of deformation parameter . The maximum at = 1 represents the critical bubble.
with K = i|K | = n n=0,1 n

0 n
i
L
|1 |
(17.258)
However, this naive manipulation does not quite give the correct result. As we shall see immediately, the error consists in a missing factor 1/2 which has a simple physical explanation. A more careful analytic continuation is necessary to nd this factor [3]. As a function of , it behaves as shown in Fig. 17.8. For a proper analytic continuation, consider a continuous sequence of paths in the functional space and parametrize it by some variable . Let the trivial path x( ) x+ correspond to = 0, and the bubble solution x( ) = xcl ( ) (17.260) (17.259)
to = 1. The action of the trivial path is zero, that of the bubble solution is A = Acl . As the parameter increases to values > 1, the bubble solution is deformed with a growing portion of the curve moving down towards the bottom of the lower potential valley (see Fig. 17.9). This lowers the action more and more. There is a maximum at the bubble solution = 1. The negative eigenvalue 1 < 0 of the uctuation equation (17.285) is proportional to the negative curvature at the maximum. Since there exists only a single negative eigenvalue, the uctuation determinant of the remaining modes is positive. It does not inuence the process of analytic continuation. Thus we may study the analytic continuation within a simple model integral designed to have the qualitative behavior described above: Z=
0
d 2 3 e( + ) . 2
(17.261)
The parameter stands for the negative eigenvalue 1 , whereas is an auxiliary parameter to help perform the analytic continuation. For > 0, the integral is
1120
17 Tunneling
Figure 17.9 Sequence of paths as function of parameter , starting out at = 0, with a constant solution in the metastable valley x( ) x x+ , reaching the extremal bubble solution x( ) xcl ( ) for = 1, and sliding more and more down towards the stable minimum for 1 < .
stable and well dened. For < 0, the Euclidean action in the exponent A = ( 2 + 3 ) has a maximum at m = Near the maximum, it has the expansion A = 4 ( m )2 + . . . . 2 27 (17.263) 2 . 3 (17.262)
The second term possesses a negative curvature which represents the negative eigenvalue 1 . The parameter 2 plays the role of h/(Acl ) in the bubble discus sion, and the semiclassical expansion of the path integral corresponds to an expansion of the model integral in powers of 2 . We want to show that the lowest two orders of this expansion yield an imaginary part Im Z e4/27
2
1 1 , 2 ||
(17.264)
where the exponential is the classical contribution and the factor contains the uctuation correction. To derive (17.264), we continue the integral (17.261) analytically from > 0, where it is well dened, into the complex -plane. It is convenient to introduce a new variable t = . Then Z becomes Z= 1
0
dt exp 2 (t2 + t3 ) . 2
(17.265)
Since < 0 this integral converges for > 0. To continue it to negative real values of , we set ||ei and increase the angle from zero to /2. While doing so,
1121
Figure 17.10 Lines of constant Re (t2 + t3 ) in complex t-plane and integration contours Ci for various phase angles of (shown in the insert) which maintain convergence of the integral (17.265).
we deform the contour in the t-plane in order to maintain convergence. Thus we introduce an auxiliary real variable t and set t = ei2/3 t , t (0, ). (17.266)
The continued integral is then performed as dt = ei2/3 0 dt . From the geometric viewpoint, the convergence is maintained for the following reason: For > 0, the real part of the action (/2 )(t2 + t3 ) has asymptotically three mountains at azimuthal angles = 0, 2/3, 4/3, and three valleys at = /3, , 5/3 (see Fig. 17.10). As is rotated by the phase ei , these mountains rotate with 2/3 of the angle anticlockwise in the t-plane. Since the contour keeps running up the same mountain, the integral continues to converge, rendering an analytic function of . After has been rotated to ei = , the exponent in (17.265) takes back the original form, but the contour C runs up the mountain at = 2/3. It does not matter which particular shape is chosen for the contour in the nite regime. We may deform the contour to the shape C2 shown in Fig. 17.10. Next we observe that the point can also be reached by rotating in the clockwise sense with increasing to . In this case the nal contour will run like C3 in Fig. 17.10. The dierence between the two analytic continuations is Z Z(||ei ) Z(||ei ) = 1 || dt 2 exp (t + t3 ) , 2 2 (17.267)
C4
where the contour C4 = C2 C3 connects the mountain at = 4/3 with that at = 2/3. The convergence of the combined integral is most rapid if the contour
1122
17 Tunneling
C4 is chosen to run along the line of steepest slope. This traverses the minimum at t = 1 vertically in the complex t-plane. The fact that Z is nonzero implies that the partition function has a cut in the complex -plane along the negative real axis. Since Z is real for > 0, it is a real analytic function in the complex -plane and the dierence Z gives a purely imaginary discontinuity across the cut: Z disc Z = Z(|| i) Z(|| + i). (17.268)
Let us calculate the discontinuity in the limit of small where the dominant contribution comes from the neighborhood of the point t = 1. While the action at this point has a local maximum along the real t-axis, it has a local minimum along the vertical contour in the complex t-plane. For small 2 , the integral can be found via the saddle point approximation calculating the local minimum in the quadratic approximation: disc Z e4/27
2
i i
2 d e(0 ) 2
(17.269)
= e4/27
Due to the real analyticity of Z, the imaginary part of Z is equal to one half of this: Im Z(|| i) = e4/27
2
i .
The contour leading up to the extremal point adds only a real part to Z. The result (17.270) is therefore the exact leading contributing to the imaginary part in the limit 2 0, corresponding to the semiclassical limit h 0. The exponent in (17.270) is the action of the model integral at the saddle point. The second factor produces the desired imaginary part. For a sequence of paths in functional space whose action depends on as in Fig. 17.9, the result can be phrased as follows: 1 1i d A()/ d A()/ d A (1)(1)2 /2 h h h h e = e + eA(1)/ e 0 0 1 2 h 2 h 2 h 1 1 d A()/ i A(1)/ h h . (17.271) e + e 2 0 2 h A (1) After translating this result to the form (17.254), we conclude that the integration over the negative-eigenvalue mode d 2 h 1 e1 1 /2 2 h becomes, for 1 < 0 and after a proper analytic continuation, d i 2 h 1 e1 1 /2 = 2 2 h 1 |1 | . (17.273) (17.272)
1 . 2
(17.270)
17.10 Large-Order Behavior of Perturbation Expansions
1123
It is easy to give a physical interpretation to the factor 1/2 appearing in this formula, in contrast to the naively continued formula (17.287). At the extremum, the classical solution, which plays the role of a critical bubble, can equally well contract or expand in size. In the rst case, the path x( ) returns towards to the original valley and the bubble disappears. In the second case, the path moves more and more towards the lower valley at x = x , thereby transforming the system into the stable ground state. The factor 1/2 accounts for the fact that only the expansion of the bubble solution produces a stable ground state, not the contraction. The factor 1/2 multiplies the naively calculated imaginary part of the partition function which becomes Im Z(|g| i) 1 h Acl /2 |K |LeAcl / . h 2 (17.274)
The summation over an innite number of bubble solutions moves the imaginary contribution to Z into the exponent as follows: Re Z + Im Z = Re Z(1 + Im Z/Re Z) Re ZeIm Z/Re Z
innite sum
(17.275)
as in Eqs. (17.195), (17.196). By comparison with (17.248), we obtain the correct semiclassical tunneling rate formula [rather than (17.257)]: 1 = h Acl h |K |eAcl / , 2 h (17.276)
where K is the square root of the eigenvalue ratios, with the zero-eigenvalue mode removed. The prefactor has the dimension of a frequency. It denes the bubble decay frequency att = Acl |K |. 2 h (17.277)
The exponential in (17.276) is a quantum Boltzmann factor which suppresses the formation of a bubble triggering the tunneling process via its expansion. The subscript indicates that the frequency plays the role of an attempt frequency by which the metastable state attempts to tunnel through the barrier into the stable ground state.
17.10
Large-Order Behavior of Perturbation Expansions
The above semiclassical approach of the decay rate of a metastable state has an important fundamental application. At the end of Chapter 3 we have remarked that the perturbation expansion of the anharmonic oscillator has a zero radius of convergence. This property is typical for many quantum systems. The precise form of the divergence is controlled by the tunneling rate formula (17.276), as we shall see now.
1124
17 Tunneling
17.10.1
Growth Properties of Expansion Coecients
As a specic, but typical, example we consider the anharmonic oscillator with the action A=
L/2 L/2
x 2 2 2 g 4 x x , 2 2 4
(17.278)
and study the partition function as an analytic function of g. It is given by the path integral at large L (which now represents the imaginary time = 1/kB T , setting h = 1) Z(g) = Dx( )eA . eE
n
(n) (g)L
(17.279)
The L-dependence of the partition function follows from the spectral representation Z(g) = , (17.280)
where E (n) (g) are the energy eigenvalues of the system. In the limit L , this becomes an expansion for the ground state energy E (0) (g). In the limit L , Z(g) behaves like Z(g) eE
(0) (g)L
(17.281)
exhibiting directly the ground state energy. Since the path integral can be done exactly at the point g = 0, it is suggestive to expand the exponential in powers of g and to calculate the perturbation series Z(g) =
k=0
Zk
g 3
(17.282)
As shown in Section 3.20, the expansion coecients are given by the path integrals Zk =
L/2 (g)k Dx( ) d x4 ( ) k! L/2 L/2 (g)k = Z 1 d x4 ( ) . k! L/2 k
exp
L/2 L/2
1 2 2 2 x + x 2 2 (17.283)
By selecting the connected Feynman diagrams in Fig. 3.7 contributing to this path integral, we obtain the perturbation expansion in powers of g for the free energy F . In the limit L , this becomes an expansion for the ground state energy E (0) (g), in accordance with (17.281). By following the method in Section 3.18, we nd similar expansions for all excited energies E (n) (g) in powers of g. For g = 0, (n) the energies are, of course, those of a harmonic oscillator, E0 = (n + 1/2). In general, we nd the series
E (n) (g) =
k=0
Ek
(n)
g 4
(17.284)
1125
Most perturbation expansions have the grave deciency observed in Eq. (3C.27). Their coecients grow for large order k like a factorial k! causing a vanishing radius of convergence. They can yield approximate results only for very small values of g. (n) Then the expansion terms Ek (g/4)k decrease at least for an initial sequence of kvalues, say for k = 0, . . . , N. For large k-values, the factorial growth prevails. Such series are called asymptotic. Their optimal evaluation requires a truncation after the smallest correction term. In general, the large-order behavior of perturbation expansions may be parametrized as Ek = p+1 k (4a)k (pk)! 1 + where the leading term (pk)! grows like (pk)! = (k!) (p ) k
p p k (1p)/2
1 2 + 2 + ... , k k
(17.285)
(2)(p1)/2
[1 + O(1/k)] .
(17.286)
This behavior is found by approximating n! via Stirlings formula (5.204). It is easy to see that the kth term of the series (17.284) is minimal at k kmin 1 . p(a|g|)1/p (17.287)
This is found by applying Stirlings formula once more to (k!)p and by minimizing (k!)p k (pp a|g|)k with = + (1 p)/2, which yields the equation p log k + log(pp a|g|) + ( + p/2)/k + . . . = 0. An equivalent way of writing (17.285) is Ek = p(4a)k (pk + + 1) 1 + c1 c2 + + . . . .(17.289) pk + (pk + )(pk + 1) (17.288)
The simplest example for a function with such strongly growing expansion coefcients can be constructed with the help of the exponential integral E1 (g) = Dening 1 E(g) e1/g E1 (1/g) = g this has the diverging expansion E(g) = 1 g + 2!g 2 3!g 3 + . . . + (1)N N!g N + . . . . (17.292)
0 g
dt t e . t
(17.290)
dt
1 et , 1 + gt
(17.291)
At a small value of g, such as g = 0.05, the series can nevertheless be evaluated quite accurately if truncated at an appropriate value of N. The minimal correction
1126
17 Tunneling
is reached at N = 1/g = 20 where the relative error with respect to the true value E 0.9543709099 is equal to E/E 1.14 108. At a somewhat larger value g = 0.2, on the other hand, the optimal evaluation up to N = 5 yields the much larger relative error 1.8%, the true value being E 0.852110880. The integrand on the right-hand side of (17.291), the function B(t) = 1 , 1+t (17.293)
is the so-called Borel transform of the function E(g). It has a power series expansion which can be obtained from the divergent series (17.292) for E(g) by removing in each term the catastrophically growing factor k!. This produces the convergent series B(t) = 1 t + t2 t3 + . . . , which sums up to (17.293). The integral F (g) =
0
(17.294)
dt t/g e B(t) g
(17.295)
restores the original function by reinstalling, in each term tk , the removed k!-factor. Functions F (g) of this type are called Borel-resummable. They possess a convergent Borel transform B(t) from which F (g) can be recovered with the help of the integral (17.295). The resummability is ensured by the fact that B(t) has no singularities on the integration path t [0, ), including a wedge-like neighborhood around it. In the above example, B(t) contains only a pole at t = 1, and the function E(g) is Borel-resummable. Alternating signs of the expansion coecients of F (g) are a typical signal for the resummability. The best-known quantum eld theory, quantum electrodynamics, has divergent perturbation expansions, as was rst pointed out by Dyson [5]. The expansion parameter g in that theory is the ne-structure constant = 1/137.035963(15) 0.0073. (17.296)
Fortunately, this is so small that an evaluation of observable quantities, such as the anomalous magnetic moment of the electron ae = 1 = 0.328 478 965 7 2
2
+ 1.1765(13)
+ ... ,
(17.297)
gives an extremely accurate result: atheor = (1 159 652 478 140) 1012 . e (17.298)
The experimental value diers from this only in the last three digits, which are 200 40. The divergence of the series sets in only after the 137th order.
1127
A function E(g) with factorially growing expansion coecients cannot be analytic at the origin. We shall demonstrate below that it has a left-hand cut in the complex g-plane. Thus it satises a dispersion relation E(g) = 1 2i
0
dg
disc E(g ) , g +g
(17.299)
where disc E(g ) denotes the discontinuity across the left-hand cut disc E(g) E(g i) E(g + i). (17.300)
It is then easy to see that the above large-order behavior (17.289) is in one-to-one correspondence with a discontinuity which has an expansion, around the tip of the cut, disc E(|g|)=2i(a|g|)(+1)/p e1/(a|g|) [1 + c1 (a|g|)1/p + c2 (a|g|)2/p + . . .] . (17.301) The parameters are the same as in (17.289). The one-to-one correspondence is proved by expanding the dispersion relation (17.299) in powers of g/4, giving Ek = (4)k
0
p
dg 1 disc E(g ). 2i g k+1
(17.302)
The expansion coecients are given by moment integrals of the discontinuity with respect to the inverse coupling constant 1/g. Inserting (17.301) and using the integral formula5
0
dg
1 (1/p) = a p(p), e1/(a|g|) +1 |g|
(17.303)
we indeed recover (17.289). From the strong-coupling limit of the ground state energy of the anharmonic oscillator Eq. (5.168) we see that the discontinuity grow for large g like g 1/3 . In this case, the dispersion relation (17.304) needs a subtraction and reads E(g) = E(0) + g 2i
0
dg disc E(g ) . g g +g
(17.304)
This does not inuence the moment formula (17.302) for the expansion coecients, except that the lowest coecient is no longer calculable from the discontinuity. Since the lowest coecient is known, there is no essential restriction.
17.10.2
Semiclassical Large-Order Behavior
The large-order behavior of many divergent perturbation expansions can be determined with the help of the tunneling theory developed above. Consider the potential
5
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formula 3.478.
1128
17 Tunneling
of the anharmonic oscillator at a small negative coupling constant g (see Fig. 17.11). The minimum at the origin is obviously metastable so that the ground state has only a nite lifetime. There are barriers to the right and left of the metastable minimum, which are very high for very small negative coupling constants. In this limit, the lifetime can be calculated accurately with the semiclassical methods of the last section. The uctuation determinant yields an imaginary part of Z(g) of the form (17.270), which determines the imaginary part of the ground state energy via (17.276), which is accurate near the tip of the left-hand cut in the complex g-plane. From this imaginary part, the dispersion relation (17.302) determines the large-order behavior of the perturbation coecients. The classical equation of motion as a function of is The dierential equation is integrated as in (17.26), using the rst integral of motion 1 2 1 2 2 g 4 x x x = E = const , (17.306) 2 2 4 from which we nd the solutions for E = 0 1 0 = or dx 1 x 1 (|g|/2 2)x2 = 2 2 1 1 arcosh , |g| x

x ( ) V (x( )) = 0.
(17.305)
(17.307)
x( ) = xcl ( )
2 2 1 . |g| cosh[( 0 )]
(17.308)
They represent excursions towards the abysses outside the barriers and correspond precisely to the bubble solutions of the tunneling discussion in the last section. The excursion towards the abyss on the right-hand side is illustrated in Fig. 17.11. The associated action is calculated as in (17.29): Acl =
L/2 L/2 xm 0
1 2 x ( ) + V (xcl ( )) = 2 2 cl
L/2 0
2 d [xcl ( ) E]
= 2
dx 2(E + V ) EL,
(17.309)
where xm is the maximum of the solution. The bubble solution has E = 0, so that xm 4 3 . (17.310) Acl = 2 dx 2V = 3|g| 0 Inserting the uctuating path x( ) = xcl ( ) + y( ) into the action (17.278) and expanding it in powers of y( ), we nd an action for the quadratic uctuations of the same form as in Eq. (17.211), but with a functional matrix O (, ) = = d2 + 2 + 3gx2 ( ) ( ) cl d 2 d2 6 + 2 1 2 2 d cosh [( 0 )] ( ). (17.311)
1129
Figure 17.11 Potential of anharmonic oscillator (17.278) for small negative coupling g. The ground state centered at the origin is metastable. It decays via a classical solution which makes an excursion towards the abyss as indicated by the oriented curve.
This is once more the operator of the Rosen-Morse type encountered in Eq. (17.138) with m = , z = 1, and s = 2. The subscript on the operator symbol indicates the asymptotic harmonic form of the potential. The potential accommodates again two bound states with the normalized wave functions6 and energies (see Fig. 17.12) 3 sinh[( 0 )] 2 cosh2 [( 0 )]
y0 ( ) = y1 ( ) =
with 0 = 0, with 1 = 3 2 .
(17.312) (17.313)
3 1 2 4 cosh [( 0 )]
These are the same functions as in (17.52), (17.53), apart from the fact that m is now rather than /2. However, the energies are shifted with respect to the earlier case. Now the rst excited state has a zero eigenvalue so that the ground state has a negative eigenvalue. This is responsible for the nite lifetime of the ground state. The uctuation determinant is obtained by any of the above procedures, for instance from the general formula (17.143), 0 ( z s)( z + s + 1) n = , ( z)( z + 1) n n
n
6
(17.314)
The sign of y0 is chosen to agree with that of xcl ( ) in accordance with (17.88).
1130
17 Tunneling
Figure 17.12 Rosen-Morse Potential for uctuations around the classical bubble solution.
by inserting the parameters z = 1 and s = 2. The zero eigenvalue is removed by multiplying this with (z 1) 2 , resulting in the eigenvalue ratio 0 n n 2 ( z 2)( z + 3) = lim( z 1)( z + 1) = 12 2 . (17.315) n z1 ( z)( z + 1) n The negative sign due to the negative-eigenvalue solution in (17.313) accounts for the instability of the uctuations. Using formula (17.274), we nd the imaginary part of the partition function Im Z(|g| i) 6 4 3 3 Le4 /3|g| eL/2 . 3|g| (17.316)
After summing over all bubble solutions, as in (17.275), we obtain the imaginary part of the ground state energy Im E (0) (|g| i)= 6 4 3 43 /3|g| e . 3|g| (17.317)
A comparison of this with (17.301) xes the growth parameters of the large-order perturbation coecients to 1 a = 3/4 3, = , = 2 6 , p = 1. (17.318)
Recalling the one-to-one correspondence between (17.301) and (17.289), we see that the large-order behavior of the perturbation coecients of the ground state energy E (0) (g) is Ek =
(0)
6 (3/ 3 )k (k + 1/2).
(17.319)
1131
It is just as easy to nd the large-k behavior of the excited states. Their decay is triggered by a periodic classical solution with a very long but nite Euclidean period L, which moves back and forth between positions x< = 0 and x> < 2 2 /|g|. Its action is approximately given by Acl 4 3 (1 12eL ). 3|g| (17.320)
In comparison with the limit L , the Boltzmann-like factor eAcl of this solution is replaced by e
Acl
=e
Acl
n=0
An cl
12n nL e . n!
(17.321)
The exponentials in the sum raise the reference energies in the imaginary part of Z(|g|i) in (17.316) from /2 to (n+1/2). The imaginary parts for the energies to the nth excited states become 6 12n Im E (n) (|g| i)= n! 4 3 3|g|
1+2n
e4
3 /3|g|
(17.322)
implying an asymptotic behavior of the perturbation coecients: Ek =

(n)
6 12n (3/ 3 )k (k + n + 1/2). n!
(17.323)
It is worth mentioning that within the semiclassical approximation, the dispersion integrals for the energies can be derived directly from the path integral (17.279). This can obviously be rewritten as Z(g) =
i i
d 2i
da (ga+a)/4 e 4
L/2 L/2
Dx( ) exp
1 2 2 2 4 x + x x 2 2 4
(17.324)
The integration over generates a -function 4( d x4 ( ) a) which eliminates the additionally introduced a-integration. The integral over a is easily performed. It yields a factor 1/( + g), so that we obtain the integral formula Z(g) =
i i
d 1 Z(). 2i + g
(17.325)
The integrand has a pole at = g and a cut on the positive real -axis. We now deform the contour of integration in until it encloses the cut tightly in the clockwise sense. In the semiclassical approximation, the discontinuity across the cut is given by Eq. (17.316), i.e., with the present variable : Im Z(|| i)= 6 4 3 43 /3 L/2 e e . 3 (17.326)
1132
17 Tunneling
On the upper branch of the cut, is positive, on the lower negative. Thus we arrive at a simple dispersion integral from = 0 to = : Z(g)=2
0
d 1 2 + g
4 3 43 /3 L/2 e e . 3
(17.327)
For the ground state energy, this implies E (0) (g)= 2

0
d 1 2 + g
4 3 43 /3 e . 3
(17.328)
Of course, this expression is just an approximation, since the integrand is valid only at small . In fact, the integral converges only in this approximation. If the full imaginary part is inserted, the integral diverges. We shall see below that for large , the imaginary part grows like 1/3 . Thus a subtraction is necessary. A convergent integral representation exists for E (0) (g) E (0) (0). With E (0) (0) being equal to /2, we nd the convergent dispersion integral E (0) (g)= + 2g 2
0
d 1 2 ( + g)
4 3 43 /3 e . 3
(17.329)
The subtraction is advantageous also if the initial integral converges since it suppresses the inuence of the large- regime on which the semiclassical tunneling calculation contains no information. After substituting 4g/3t 3, the integral (17.329) is seen to become a Borel integral of the form (17.295). By expanding 1/( + g) in a power series in g
1 = (1)k g k k1 , + g k=0
(17.330)
we obtain the expansion coecients as the moment integrals of the imaginary part as a function of 1/g: Ek = 2 (4)k
(0) 0
d 1 2 k+1
4 3 43 /3 e . 3
(17.331)
This leads again to the large-k behavior (17.319). The direct treatment of the path integral has the virtue that it can be generalized also to systems which do not possess a Borel-resummable perturbation series. As an example, one may derive and study the integral representation for the level splitting formula in Section 17.7.
17.10.3
Fluctuation Correction to the Imaginary Part and Large-Order Behavior
It is instructive to calculate the rst nonleading term c1 a|g| in the imaginary part (17.301), which gives rise to a correction factor 1 + c1 /k in the large-order behavior
1133
(17.289). As in Section 17.8, we expand the action around the classical solution. The interaction between the uctuations y( ) is the same as before in (17.215). The quadratic uctuations are now governed by the dierential operator O (, ) = d2 6 + 2 1 2 2 d cosh ( 0 ) ( ), (17.332)
the prime indicating the absence of the zero eigenvalue. Its removal gives rise to the factor Ae = log 1 h e
3|g| 4 3
d y0 ( )y( ) .
(17.333)
int e
h After expanding, in the path integral, the exponential e(A +Ae )/ in powers of the interaction up to the second order, a perturbative evaluation of the correlation functions of the uctuations y( ) according to the rules of Section 3.20 yields a correction factor
C = 1 + (I1 + I2 + I3 )
|g| h + O(g 2) , 3
(17.334)
with the same -integrals as in Eqs. (17.217), (17.219), (17.223), and (17.224), after replacing g by |g|. The correction parameter C has again a diagrammatic expansion (17.225), where the vertices stand for the same analytic expressions as in Fig. 17.5, except for the third vertex, which is now 3|g| y ( ). 4 3 0 The lines represent the subtracted Green function GO (, ) = y( )y( )
O
(17.335)
= hO (, ), 1
(17.336)
1 where O (, ) is the inverse of the functional matrix (17.332). In contrast to the level splitting calculation in Section 17.8, only the integral I1 requires a subtraction,
I1 =
3 3 4 2 h
2 d GO(, ) = L
3 3 3 + 2 16 4 h
2 d GO(, )
h2 , 4 2
(17.337)
and Eq. (17.334) assumes that I1 is subtracted, i.e., I1 should be replaced by I1 I1 L3/16. The correction factor for the tunneling rate reads, therefore, C = 1 + (I1 + I2 + I3 ) |g| h + O(g 2 ) . 3 (17.338)
The subtracted integral contributes only to the real part of the ground state energy which we know to be (1/2 + 3g /16 3) . h h
1134
17 Tunneling
As in Section 17.8, the explicit Green function GO (, ) is found from the amplitude (17.227). By a change of variables x = and h2 /2 = 2 , setting s = 2, the Schrdinger operator in (17.226) coincides with that in (17.212), provided we o set ERM = 0. The amplitude (17.227) then yields the Green functions for > h m m GO (, ) = (m 2)(m + 3) P2 (tanh )P2 ( tanh ), (17.339) 2 with m = 1. Due to translational invariance along the -axis, this Green function has a pole at ERM = 0 [just like the Green function (17.229)]. The pole must be removed before going to this energy, and the result is the subtracted Green function GO (, ), given by GO (, ) = 1 d (m2 1)GO (, ) . 2m dm m=1 (17.340)
Using (17.231), we nd the subtracted Green function GO (, ) = h[Y0 (> )y0 (< ) + y0 (> )Y0 (< )], with y0 ( ) = 2 Y0 ( ) = 2 1 3 8m 3 1 3 sinh P2 ( tanh ) = , 2 2 cosh2 (17.342) (17.341)
1 d m (m2 1)(m 2)(m + 3) P2 (tanh ) 2 dm d m P (tanh ) + (m2 1)(m 2)(m + 3) dm 2 m=1 (17.343)
= For =
2 3 1 3 1 sinh 1 + e . 2 3 4 cosh 3 4 8 cosh 4
h 1 (cosh2 1)(cosh2 1/2). (17.344) 2 cosh2 The evaluation of the integrals I1 , I21 , I22 , I3 proceeds as in Section 17.8 (performed in Appendix 17A), yielding [6] 11 29 71 3 13 53 I1 = 4 , I21 = 5 , I22 = 4 , I3 = 4 . (17.345) 2 57 2 37 2 7 2 5 The correction factor (17.338) is therefore GO (, ) = C = 1 h 95 3|g| + O(g 2) . 3 72 4 (17.346)
Using the one-to-one correspondence between (17.289) and (17.301), this yields the large-k behavior of the expansion coecients of the ground state energy: Ek =
(0)
6 (3/ 3 )k (k + 1/2)[1 95/72k + . . .].
(17.347)
1135
17.10.4
Variational Approach to Tunneling. Perturbation Coecients to All Orders
The semiclassical calculations of tunneling amplitudes are valid only for very high barriers. It is possible to remove this limitation with the help of a variational approach [7] similar to the one described in Chapter 5. For simplicity, we discuss here only the case of an anharmonic oscillator at zero temperature. For the lowest energy levels we shall derive highly accurate imaginary parts over the entire left-hand cut in the coupling constant plane. The accuracy can be tested by inserting these imaginary parts into the dispersion relation (17.329) to recover the perturbation coecients of the energies. These turn out to be in good agreement with the exact ones to all orders. For the path integral of the anharmonic oscillator Z(g) = Dx( ) exp
L/2 L/2
1 2 2 2 g 4 x + x + x 2 2 4
(17.348)
the variational energy (5.32) at zero temperature is given by W1 = 2 2 2 3g 4 + a + a, 2 2 4 (17.349)
with a2 = 1/2. We have omitted the path average argument x0 since, by symmetry of the potential, the minimum lies at x0 = 0. The energy has to be extremized in 2 . This yields the cubic equation 3 2 3g/2 = 0. The physically relevant solution starts out with at g = 0 and has two branches: For g (g (0) , 0) with g (0) = 4 3/9 3 [compare (5.163)], it is given by 2 1 = cos arccos (g/g (0) ) . 3 3 3 For large negative coupling constants g < g (0) , the solution is re = cosh(/3), im = sinh(/3); 3 = arcosh (g/g (0) ). (17.351) (17.350)
In this regime, the ground state energy acquires an imaginary part 3g 1 Im W1 = i (1 1/||2 ) re im /2||4 . 4 4 (17.352)
This imaginary part describes the instability of the system to slide down into the two abysses situated at large positive and negative x. In this regime of coupling constants, the barriers to the right and left of the origin are no obstacle to the decay since they are smaller than the zero-point energy. In the rst regime of small negative coupling constants g (g (0) , 0), the barriers are high enough to prevent at least one long-lived ground state from sliding down. Its energy is approximately given by the minimum of (17.349). It can decay towards
1136
17 Tunneling
the abysses via an extremal excursion across the trial potential 2 x2 /2 + gx4/4. The associated bubble solution reads, according to (17.308), x( ) = xcl ( ) 22 /|g| 1 . cosh[( 0 )] (17.353)
It has the action Acl = 43 /3|g|. Its uctuation determinant is given by (17.315), if is replaced by the trial frequency . Translations contribute a factor Acl /2. Thus, the partition function has an imaginary part Im Z(|g| i)= 6 43 /243 /3|g| e . 3|g| (17.354)
In the variational approach, this replaces the semiclassical expression (17.316), which im will henceforth be denoted by Zsc (g). The expression (17.354) receives uctuation corrections. To lowest order, they produce a factor exp( Aint O ), where the action Aint contains the interaction ,tot ,tot terms (17.215) and (17.213) of the uctuations, with replaced by , plus additional terms arising from the variational ansatz. They compensate for the fact that we are using the trial potential 2 x2 /2 rather than the proper 2 x2 /2 as the zeroth-order potential for the perturbation expansion. These compensation terms have the action Aint ,var = = 2 2 2 d x ( ) 2 2 2 2 d [xcl ( ) + 2xcl ( )y( ) + y 2 ( )]. 2
(17.355)
The expectations . . . O in the perturbation correction are calculated with respect to uctuations governed by the operator (17.332), in which is replaced by . As before, all correlation functions are expanded by Wicks rule into sums of products of the simple correlation functions GO (, ) of (17.336). Using the integral formula (17.54), we have

d x2 ( ) = 4/|g|. cl
(17.356)
The expectation of

d y( )2 is found with the help of (17.344) as

O
d y 2 ( )
= L
1 1 d GO (, ) 1/2 + 2 7 1 . = L 2 62
(17.357)
The second term can be obtained quite simply by dierentiating the logarithm of (17.314) with respect to 2 z. The linearly divergent term L/2 contributes to the earlier-calculated term proportional to L in the integral (17.337) (with replaced by ); together they yield
1137
If we want to nd all terms contributing to the imaginary part up to the order g, we must continue the perturbation expansion to the next order. This yields a further factor 1 exp [ Aint 2 O Aint 2 ] = exp(A2 A3 A4 ), (17.359) ,tot ,tot O 2 with the integrals 1 A2 = ( 2 2 )2 d d xcl ( ) y( )y( ) O xcl ( ), 2 3|g| d d y0 ( ) y( )y( ) O xcl ( ), A3 = ( 2 2 ) 43 A4 = ( 2 2 )|g| d d xcl ( ) y( )y 3( )
O xcl (
L-times W1 of (17.349). Thus we can remove a factor eLW1 from Im Z, write Z as Re ZeImZ/ReZ = eLW1 +ImZ/ReZ [as in (17.275)], and deduce the imaginary part of the energy from the exponent. We now go over to the cumulants in accordance with the rules of perturbation theory in Eqs. (3.480)(3.484) involving the integrals (17.217) (with g and replaced by |g| and , respectively). Using (17.345) we nd the correction factor eA0 A1 with 4 1 7 95 |g| , A1 = ( 2 2 ) A0 = . (17.358) 3 96 2 |g| 62
).
(17.360)
Performing the Wick contractions in the correlation functions, the integrals are conveniently rewritten as 1 1 a2 , A2 = ( 2 2 )2 2 |g| 1 A3 = ( 2 2 ) 2 a3 , 1 (17.361) A4 = ( 2 2 ) 2 a4 , where a2 , a3 , a4 are given by a2 = |g| a3 = 2 d d xcl ( )GO (, )xcl ( ), 3|g| 43 d d y0 ( )GO (, )xcl ( ), d d xcl ( )GO (, )GO ( , )xcl ( ). (17.362)
a4 = 3|g|2
In terms of these, the imaginary part of the energy reads Im E(|g| i) = exp 2 2 2 6 43 43 /3|g|c1 3|g|/43 e 3|g| + ( 2 2 )2 a2 , (17.363) 2|g|
4 7 a3 a4 2 2 |g| 6 2
1138
17 Tunneling
evaluated at the -value (17.350). To best visualize the higher-order eect of uctuations, we factorize (17.363) into the semiclassical part (17.317) and a correction factor i (g), Im E(|g| i) = where i (g) = 5/2 3|g| 3 3 c1 3 exp 4 3|g| 4 2 2 4 7 a3 a4 ( 2 2 )2 2 + a2 . 2 |g| 62 2 2|g| 6 4 3 43 /3|g| e i (g), 3|g| (17.364)
(17.365)
The calculation of the integrals (17.362) proceeds as in Appendix 17A, yielding
Figure 17.13 Reduced imaginary part of lowest three energy levels of anharmonic oscillator for negative couplings plotted against g g/ 3 . The semiclassical limit corresponds to i 1. The small-|g | branch is due to tunneling, the large-|g | branch to direct decay (sliding). Solid and dotted curves show the imaginary parts of the variational approximations W1 and W3 , respectively; dashed straight lines indicate the exactly known slopes.
a2 = 1, a3 = 3/4, a4 = 1/12. The result is shown in Fig. 17.13. The slope of i (g) at g = 0 maintains the rstorder value c1 3/4 = 95/96, i.e., the additional terms in the exponent of (17.365) cancel each other to rst order in g.
1139
There exists a short derivation of this result using the same method as in the derivation of Eq. (5.190). We take the uctuation-corrected semiclassical approximation at the frequency Im E(|g| i) = 6 4 3 43 /3|g|3c1 |g|/43 e , 3|g| (17.366)
move the -dependent prefactor into the exponent with the help of the logarithm, replace everywhere by 2 (2 2) = 2 gr 2 /2 with r 2 = 2(2 2 )/g, and expand the exponent in powers of g including all orders of g to which the exponent of (17.366) is known (treating r as a quantity of order unity). This leads again to (17.364) with (17.365). The imaginary part is inserted into the dispersion relation (17.329) and yields for positive g the energy E (0) (g)= + 2g 2
0
d 1 2 ( + g)
4 3 43 /3 e i (). 3
(17.367)
Expanding the integrand in powers of g gives an integral formula for the perturbation coecients analogous to (17.331). Its evaluation yields the numbers shown in Table 17.1. They are compared with exact previous larger-order values (17.319) which follow from i 1. The improvement of our knowledge on the imaginary part of the energy makes it possible to extend the previous large-order results to low orders. Even the lowest coecient with k = 1 is reproduced very well [8]. The high degree of accuracy of the low-order coecients is improved further by going to the higher variational approximation W3 of Eq. (5.192) and extracting from it the imaginary part Im W3 (0) at zero temperature [9]. When continuing the coupling constant g to the sliding regime, we obtain the dotted curve in Fig. 17.13. It merges rather smoothly into the tunneling branch at g 0.24. Plotting the merging regime with more resolution, we nd two closely lying intersections at g = 0.229 and g = 0.254. We choose the rst of these to cross over from one branch to the other. After inserting the imaginary part into the integral (17.331), we obtain the fth column in Table 17.1. For k = 1, the accuracy is now better than 0.05%. To make the approximation completely consistent, the tunneling amplitude should also be calculated to the corresponding order. This would yield a further improvement in the low-order coecients. It is instructive to test the accuracy of our low-order results by evaluating the dispersion relation (17.367) for the g-dependent ground state energy E (0) (g). The results shown in Fig. 17.14 compare well with the exact curves. They are only slightly worse than the original Feynman-Kleinert approximation W1 evaluated at positive values of g. We do not show the approximation W3 since it is indistinguishable from the exact energy on this plot. The approximation obtained from the dispersion relation has the advantage of possessing the properly diverging power series expansion and a reliable information
1140
17 Tunneling
Table 17.1 Comparison between exact perturbation coecients, semiclassical ones, and those obtained from moment integrals over the imaginary parts consisting of (17.363) in the tunneling regime and the analytic continuation of the variational approximations W1 and W3 in the sliding regime. An alternating sign (1)k1 is omitted and is set equal to 1.
k 1 2 3 4 5 6 7 8 9 10 Ek 0.75 2.625 20.8125 241.289063 3580.98047 63982.8135 1329733.73 31448214.7 833541603 24478940700
sc Ek 1.16954520 5.26295341 39.4721506 414.457581 5595.17734 92320.4261 1800248.43 40505587.0 1032892468 29437435332 var1+disp Ek 0.76306206 2.49885978 18.3870038 205.886443 3093.38043 57436.2852 1244339.99 30397396.0 822446267 24420208763 var3+disp Ek 0.74932168 2.61462012 20.7186128 240.857317 3590.69587 64432.5387 1342857.03 31791078.0 842273537 24703889150
on the analytic cut structure in the complex g-plane. Also here, the third-order (0) result Evar3+disp based on the imaginary part of W3 for g < 0 is so accurate that it cannot be distinguished from the exact ones on the plot. The strong-coupling behavior is well reproduced by our curves. Recall the limiting expression for the middle curve given in Eq. (5.77) and the exact one (5.226) with the coecients of Table 5.9. The calculation of the imaginary part in the sliding regime can be accelerated by removing from the perturbation coecients the portion which is due to the imaginary part of the tunneling amplitude. By adding the energy associated with this portion in the form of a dispersion relation it is possible to nd variational approximations which for positive coupling constants are not only numerically accurate but which also have power series expansions with the correct large-order behavior [which was not the case for the earlier approximations WN (g)]. The entire treatment can be generalized to excited states. The variational energies are then replaced by the minima of the expressions derived in Section 5.19, W1
(n)
= n2 +
2 2 n2 g n4 + , 2 4 2
(17.368)
with n2 = n + 1/2 and n4 = (3/2)(n2 + n + 1/2). The optimal -values are given by the solutions (17.350), (17.351), with g (0) replaced by g (n) = 2n2 /3 3n4 . For g (g (n) , 0), the energies are real; for g < g (n) they possess the imaginary part Im W1
(n)
n4 2 1 g = i 1 n2 re im 4 . 2 ||2 2 ||
(17.369)
For g (g (n) , 0), the imaginary part arises from the bubble solution. In the semiclassical limit it produces a factor 12n An /n! for n > 0 as in Eq. (17.322) (with cl
1141
Figure 17.14 Energies of anharmonic oscillator as function of g g/ 3 , obtained from variational imaginary part, and the dispersion relation (17.328) as a function of the coupling constant g. Comparison is made with the exact curve and the Feynman-Kleinert variational energy for g > 0.
replaced by ). Also here, the variational approach can easily be continued higher order approximations W2 , W3 , . . . . To rst order in g, the imaginary part is known from a WKB calculation [10]. It reads 12n 6 Im E (n) (|g| i)= n! with the slope parameter
(n) c1
4 3 3|g|
1+2n
e4
3 /3|g|c(n) 3|g|/4 3 1
(17.370)
95 29 17 d i = + n + n2 3 . = 3) d(g/ 96 16 16
(n)
(17.371)
Following the procedure described after Eq. (17.366), we obtain from this a variational expression for the imaginary part which generalizes Eq. (17.364) to any n: Im E
(n)
12n 6 (|g| i)= n!
4 3 3|g|
1+2n
e4
3 /3|g|
i (g),
(n)
(17.372)
with a correction factor i (g) =

(n)
3n+5/2
exp 4
3 3 (n) 3|g| c1 3|g| 43
1142
17 Tunneling
Im i (g)
Figure 17.15 Reduced imaginary part of ground state energy of anharmonic oscillator from variational perturbation theory plotted for small negative g against log(g/4). The fat curve is the analytic continuation of the strong-coupling expansion (5.226) with the expansion coecients up to the 22nd order listed in Table 5.9. The thin curve is the divergent semiclassical expansion of the contribution of the classical solution in Eq. (17.374).
2 2 2
4 3n + 5/2 ( 2 2 )2 . (17.373) |g| 2 2|g|
Inserting for the optimal value (n) , we obtain the solid curves shown in Fig. 17.13. Their slopes have the exact values (17.371). The sliding regime for the excited states can be obtained from an analytic continuation of the variational energies. For n = 1, 2 the resulting imaginary parts are shown as dotted curves in Fig. 17.13. They merge smoothly with the corresponding tunneling branches obtained from W1 . If we extend the variational evaluation of the perturbation expansions to high orders in g, we nd the imaginary part over the left-hand cut extending deeper and deeper into the regime dominated by the classical solution and the uctuations around it [9]. This is shown in the double-logarithmic plot of Fig. 17.15. The result may be compared with the the divergent semiclassical expansion around the classical solution [12] log i (g) = g g 4 + k1 + k2 3g 4 4
2
+ ... .
(17.374)
also plotted in Fig. 17.15. The coecients are listed in Table 17.2. The inclusion of nite temperatures is possible by summing over the imaginary parts of the energies weighted by a Boltzmann factor with these energies. This opens the road to applications in many branches of physics where tunneling phenomena are relevant.
1143
Table 17.2 Coecients kn of semiclassical expansion (17.374) around classical solution.

1 3.95833 6 632817.0536 2 19.3437500 7 1.357206 107 3 174.2092014 8 3.2924 108 4 2177.286133 9 8.92 109 5 34045.58329 10 2.65 1011
It will be interesting to generalize this procedure to quantum eld theories, where it can give rise to the development of much more ecient resummation techniques for perturbation series. One will be able to set up system-dependent basis functions in terms of which these series possess a convergent re-expansion. The critical exponents of the O(N)-symmetric 4 -theory should then be calculable from the presently known ve-loop results [13] with a much greater accuracy than before.
17.10.5
Convergence of Variational Perturbation Expansion
The knowledge of the discontinuity across the left-hand makes it possible to understand roughly the convergence properties of the variational perturbation expansion developed in Section 5.14. The ground state energy satises the subtracted dispersion relation [compare (17.299)] E (0) (g) = g 2 2i
0
dg disc E (0) (g ) , g g g
(17.375)
where disc E (0) (g ) denotes the discontinuity across the left-hand cut in the complex g-plane. An expansion of the integrand in powers of g yields the perturbation series
N
E (0) (g) =
k=0
Ek
(0)
g 4 3
(17.376)
The associated variational energy has the form [compare (5.206)]

N WN (g) = k=0
(0)
g 43
(17.377)
It is obtained from (17.376) by the replacement (5.188) and a re-expansion in powers of g. In the present context, we write this replacement as (1 )1/2 , g where g is the dimensionless coupling constant g/3 , and = (2 1)/g [recall Eqs. (5.213) and (5.208)]. (17.379) (17.378)
1144
17 Tunneling
There is a simple way of obtaining the same re-expansion from the dispersion relation (17.375). Introducing the dimensionless coupling constant g g/ 3, the replacement (17.378) amounts to g g () g g . (1 )3/2 g (17.380)
Since Eq. (17.375) represents an energy, it can be written as times a dimensionless function of g . Apart from the replacement (17.380) in the argument, it receives an overall factor / = (1 )1/2 . We introduce the reduced energies g g E() E(g)/, (17.381)
which depends only on the reduced coupling constant g , the dispersion relation g (17.375) for E (0) (g) implies a dispersion relation for E (0) (): 1 g () g E (0) (g) = (1 )1/2 g + 2 2i
0
g d disc E (0) ( ) g . g g g () g
(17.382)
The resummed perturbation series is obtained from this by an expansion in powers of g /4 up to order N. It should be emphasized that only the truncation of the expansion causes a dierence between the two expressions (17.375) and (17.382), since g and g are the same numbers, as can be veried by inserting (17.379) into the right-hand side of (17.380). To nd the re-expansion coecients we observe that the expression (17.382) satises a dispersion relation in the complex g -plane. If C denotes the cuts in this plane and discC E() is the discontinuity across these cuts, the dispersion relation g reads 1 g g E (0) () = + 2 2i g d discC E (0) ( ) g . g g g (17.383)
We have changed the argument of the energy from g to g since this will be the relevant variable in the sequel. When expanding the denominator in the integrand in powers of g /4, the expan (0) sion coecients l are found to be moment integrals with respect to the inverse coupling constant 1/ [compare (17.302)]: g k =
(0)
4k 2i
d g g discC E (0) (). k+1 g
(17.384)
In the complex g -plane, the integral (17.382) has in principle cuts along the contours C1 , C , C2 , C , and C3 , as shown in Fig. 17.16. The rst four cuts are the images of 2 1 the left-hand cut in the complex g-plane; the curve C3 is due to the square root of 1 in the mapping (17.380) and the prefactor of (17.382). g
1145
Figure 17.16 Cuts in complex g-plane whose moments with respect to inverse coupling constant determine re-expansion coecients. The cuts inside the shaded circle happen to be absent due to the convergence of the strong-coupling expansion for g > gs .
g Let D() abbreviate the reduced discontinuity in the original dispersion relation (17.375): g g g D() disc E (0) () = 2iIm E (0) ( i), Then the discontinuities across the various cuts are
C1, 1,2,2 C3
g 0.
(17.385)
disc
g g E (0) () = (1 )1/2 D((1 )3/2 ), g g 1 2

0
(17.386)
g disc E (0) () = 2i( 1)1/2 g d g ( 1)3/2 g g D( ) . g 2 + g 2 ( 1)3 2 g g 4 4/3 e g. 3 g (17.387)
For small negative g , the discontinuity is given by the semiclassical limit (17.317): 6 g D) 2i
(0)
(17.388)
We denote by k (Ci ) the contributions of the dierent cuts to the integral (17.384) for the coecients. After inserting (17.388) into Eq. (17.386), we obtain from the cut along C1 the semiclassical approximation k (C1 ) 2 4k
(0)
C1
d 1 g 2 g k+1
4(1 )5/2 4(1)3/2 /3 g g g e . 3 g
(17.389)
For the kth term Sk of the series this yields an estimate Sk

C
d fk () e ()k , g 2
(17.390)
1146 where fk () is the function of g fk () = k + 3 4 log() + (1 )3/2 . 2 3
17 Tunneling
(17.391)
For large k, the integral may be evaluated via the saddle point approximation of Subsection 4.2.1. The extremum of fk () satises the equation k + which is solved by k = 4/3k.
k
3 4 1 = (1 )1/2 (1 + 2 ) , 2 3
(17.392)
(17.393)
At the extremum, fk () has the value fk k log(3k/4e) 2.

k
(17.394)
The constant 2 in this limiting expression arises when expanding the second term of Eq. (17.391) into a Taylor series, (4/3)(1 )3/2 = 4/3k 2 + . . . . Only the rst two terms survive the large-k limit. Thus, to leading order in k, the kth term of the re-expanded series becomes Sk e
2
3k e
g 4
(17.395)
The corresponding re-expansion coecients are k e2 Ek .

(0) (0)
(17.396)
They have the remarkable property of growing in precisely the same manner with (0) k as the initial expansion coecients Ek , except for an overall suppression factor e2 . This property was found empirically in Fig. 5.20b. In order to estimate the convergence of the variational perturbation expansion, we note that with (2 1) = g and g from (5.213), we have = 1 g 1 . 2 (17.398) (17.397)
For large , this expression is smaller than unity. Hence the powers ()k alone g yield a convergent series. An optimal re-expansion of the energy can be achieved
1147
by choosing, for a given large maximal order N of the expansion, a parameter proportional to N: N cN. Inserting this into (17.391), we obtain for large k = N fN () N log() + The extremum of this function lies at 1+ 4c 1 (1 )1/2 (1 + 2 ) = 0. 3 (17.401) 4c (1 )3/2 . 3 (17.400) (17.399)
The constant c is now chosen in such a way that the large exponent proportional to N in the exponential function efN () due to the rst term in (17.400) is canceled by an equally large contribution from the second term, i.e., we require at the extremum fN () = 0. The two equations (17.401) and (17.402) are solved by = 0.242 964 029 973 520 . . . , c = 0.186 047 272 987 975 . . . . (17.403) (17.402)
In contrast to the extremal in Eq. (17.393) which dominates the large-k limit, the extremal of the present limit, in which k is also large but of the order of N, remains nite (the previous estimate holds for k N). Accordingly, the second term (4c/3)(1 )3/2 in fN () contributes in full, not merely via the rst two Taylor expansion terms of (1 )3/2 , as it did in (17.394). Since fN () vanishes at the extremum, the Nth term in the re-expansion has the order of magnitude 1 SN (N gN ) = 1 2 N
N N
(17.404)
According to (17.397) and (17.399), the frequency N grows for large N like N N g 1/3 (cNg)1/3 . As a consequence, the last term of the series decreases for large N like 1 SN (C1 ) 1 (N g)2/3
N 1/3
(17.405)
eN/(g)
2/3
eN
1/3 /(cg)2/3
(17.406)
This estimate does not yet explain the convergence of the variational perturbation expansion in the strong-coupling limit observed in Figs. 5.21 and 5.22. For the contribution of the cut C1 to SN , the derivation of such a behavior requires
1148
17 Tunneling
including a little more information into the estimate. This information is supplied by the empirically observed property, that the best N -values lie for nite N on a curve [recall Eq. (5.211)]: N cN 1 + 6.85 . N 2/3 (17.407)
Thus the asymptotic behavior (17.399) receives, at a nite N, a rather large correction. By inserting this N into fN () of (17.400), we nd an extra exponential factor efN exp N 4c (1 )3/2 6.85 3 N 2/3 6.85 1/3 = exp N log() 2/3 e9.7N . N
(17.408)
This reduces the size of the last term due to the cut C1 in (17.406) to SN (C1 ) e[9.7+(cg)
2/3 ]N 1/3
(17.409)
which agrees with the convergence seen in Figs. 5.21 and 5.22. There is no need to evaluate the eect of the shift in the extremal value of caused by the correction term in (17.407), since this would be of second order in 1/N 2/3 . How about the contributions of the other cuts? For C , the integrals in (17.384) 1 run from g = 2/ to and decrease like (2/)k . The associated last term SN (C ) is of the negligible order eN log N . For the cuts C2, , the integrals (17.384) 2,3 1 start at g = 1/ and have therefore the leading behavior k (C2, ) k . 2,3 SN (C2, ) ()N , g 2,3
(0)
(17.410)
This implies a contribution to the Nth term in the re-expansion of the order of (17.411)
which decreases merely like (17.406) and does not explain the empirically observed convergence in the strong-coupling limit. As before, an additional information produces a better estimate. The cuts in Fig. 17.16 do not really reach the point = 1. g (0) () has no singularities at There exists a small circle of radius > 0 in which E g g all. This is a consequence of the fact unused up to this point that the strong-coupling expansion (5.231) converges for g > gs . For the reduced energy, this expansion reads: g E (0) () = g 4
1/3
0 + 1
g 1 3 (1 )3/2 4 g
2/3
+ 2
1 g 3 (1 )3/2 4 g
4/3
+ ... . (17.412)
The convergence of (5.231) for g > gs implies that (17.412) converges for all in g

exp(6.41 9.42N 1/3 )
2 3
1149
-10
|SN |
-20
-30
N 1/3
-40
Figure 17.17 Theoretically obtained convergence behavior of N th approximants for 0 , to be compared with the empirically found behavior in Fig. 5.21.
e9.23N
1/3
5.14
SN N 1/3
Figure 17.18 Theoretically obtained oscillatory behavior around exponentially fast asymptotic approach of 0 to its exact value as a function of the order N of the approximant, to be compared with the empirically found behavior in Fig. 5.22, averaged between even and odd orders.
a neighborhood of the point = 1 with a radius g () g g s g

2/3
1 [1 + ()] g s g
2/3
(17.413)
where gs gs / 3 . For large N, () goes to zero like 1/(N|s|c)2/3 . Thus the g g (0) integration contours of the moment integrals (17.384) for the contributions k (Ci ) of the other cuts do not begin at the point = 1, but a little distance () away g g from it. This generates an additional suppression factor ()N [1 + ()]N . g g (17.414)
1150
17 Tunneling
Let us set s = |s | exp(is ) and xs (/s )2/3 = |xs | exp(i), and introduce g g g g 2/3 the parameter a 1/[|s |c] . Since there are two complex conjugate contributions g we obtain, for large N a last term of the re-expanded series the order of SN (C2, ) eN 2,3 By choosing |s | 0.160, g 0.467, (17.416)
1/3 a cos
cos(N 1/3 a sin ).
(17.415)
we obtain the curves shown in Figs. 17.17 and 17.18 which agree very well with the 1/3 observed Figs. 5.21 and 5.22. Their envelope has the asymptotic fallo e9.23N .
Rn
Figure 17.19 Comparison of ratios Rn between successive expansion coecients of as strong-coupling expansion (dots) with ratios Rn of expansion of superposition of two singularities at g = 0.156 exp(0.69) (crosses).
Let us see how the positions of the leading Bender-Wu singularities determined by (17.416) compare with what we can extract directly from the strong-coupling series (5.231) up to order 22. For a pair of square root singularities at xs = |xs | exp(i), the coecients of a power series n xn have the asymptotic ratios Rn n+1 /n as Rn cos[(n + 1) + ]/|xs | cos(n + ). In Fig. 17.19 we have plotted these ratios against the ratios Rn obtained from the coecients n of Table 5.9 . For large n, the agreement is good if we choose |xs | = 1/0.117, = 0.467, (17.417)
with an irrelevant phase angle = 0.15. The angle is in excellent agreement with the value found in (17.416). From |xs | we obtain |s | = 4|1/xs |3/2 = 0.160, again in g excellent agreement with (17.416). This convergence radius is compatible with the heuristic convergence of the strong-coupling series up to order 22, as can be seen in Fig. 17.19 by comparing the curves resulting from the series with the exact curve.
17.11 Decay of Supercurrent in Thin Closed Wire

E (0) (g)
1151
3rd order PT strong coupling 2nd order PT exact g
Figure 17.20 Strong-coupling expansion of ground state energy in comparison with exact values and perturbative results of 2nd and 3rd order. The convergence radius in 1/g is larger than 1/0.2.
It is possible to extend the convergence proof to the more general divergent power series discussed in Section 5.17, whose strong-coupling expansions have the more general growth parameters p and q [14]. The convergence is assured for 1/2 < 2/q < 1 [15]. If the interaction of the anharmonic oscillator is d xn ( ) with n = 4, the dimensionless expansion parameter for the energies is g/ n/2+1 rather than g/ 3. Then q = n/2 + 1, such that for n 6 the convergence is lost. This can be veried by trying to resum the expansions for the ground state energies of n = 6 and n = 8, for example. For n = 6, the cut in Fig. 17.16 becomes circular such that there is no more shaded circle C3 in which the strong-coupling series converges.
17.11
Decay of Supercurrent in Thin Closed Wire
An important physical application of the above tunneling theory explains the temperature behavior of the resistance of a thin7 superconducting wire. The superconducting state is described by a complex order parameter (z) depending on the spatial variable z along the wire. We then speak of an order eld . The variable z plays the role of the Euclidean time in the previous sections. We shall consider a closed wire where (z) satises the periodic boundary condition (z) = (z + L). (17.418)
The energy density of the system is described approximately by a Ginzburg-Landau expansion in powers of and its gradients containing only the terms g (z) = |z (z)|2 + m2 |(z)|2 + |(z)|4 . 4
7
(17.419)
A superconducting wire is called thin if it is much smaller than the coherence length to be dened in Eq. (17.425).
1152 The total uctuating energy is given by the functional E[ , ] =

L/2 L/2
17 Tunneling
dz (z),
(17.420)
and the probability of each uctuation is determined by the Boltzmann factor exp{E[ , ]/kB T }. The parameter m2 in front of |(z)|2 is called the mass term of the eld. It vanishes at the critical temperature Tc and behaves near Tc like m2 m2 0 T 1 . Tc (17.421)
Below Tc , the square mass is negative and the wire becomes superconducting. One can easily estimate, that each term in the Landau expansion is of the order of |1 T /Tc |2 and any higher expansion term in (17.419) would be smaller than that by at least a power |1 T /Tc |1/2 . The partition function of the system is given by the path integral Z= D (z)D(z)eE[
,]/k BT
(17.422)
If T does not lie too close to Tc [although close enough to justify the Landau expansion, i.e., the neglect of higher expansion terms in (17.419) suppressed by a factor |1 T /Tc |1/2 ], this path integral can be treated semiclassically in the way described earlier in this chapter [16]. The basic microscopic mechanism responsible for the phenomenon of superconductivity will be irrelevant for the subsequent discussion. Let us only recall the following facts: A superconductor is a metal at low temperatures whose electrons near the surface of the Fermi sea overcome their Coulomb repulsion due to phonon exchange. This enables them to form bound states between two electrons of opposite spin orientations in a relative s-wave, the celebrated Cooper pairs.8 The attraction which binds the Cooper pairs is extremely weak. This is why the temperature has to be very small to keep the pairs from being destroyed by thermal uctuations. The critical temperature Tc , where the pairs break up, is related to the binding energy of the Cooper pairs by Epair = kB Tc . The eld-theoretic process called phonon exchange is a way of describing the accumulation of positive ions along the path of an electron which acts as an attractive potential wake upon another electron while screening the Coulomb repulsion. The attraction is very weak and leads to a bound state only in the s-wave (the centrifugal barrier l(l + 1)/r 2 preventing the formation of a bound state in higher partial waves). The potential between the electrons may well be approximated by a -function potential V (x) g(r). The critical
We consider here only with old-fashioned superconductivity which sets in below a very small critical temperature of a few-degree Kelvin. The physics of the recently discovered hightemperature superconductors is at present not suciently understood to be discussed along the same lines.
1153
Figure 17.21 Renormalization group trajectories in the g, plane of superconducting electrons (g=attractive coupling constant, =Debye temperature, kB = 1). Curves with same Tc imply identical superconducting properties. The renormalization group determines the reparametrizations of a xed superconductive system along any of these curves.
temperature Tc , usually a few degrees Kelvin, is found to satisfy the characteristic exponential relation Tc kB = e1/g . (17.423)
The parameter denotes the upper energy cuto of the phonon spectrum TD kB , where TD is the Debye temperature of the lattice vibration. An important result of the theory, conrmed by experiment, is that all T dependent characteristic equilibrium properties of the superconductor near Tc depend only on the single parameter Tc . Thus, many quite dierent systems with dierent microscopic parameters TD and g will have the same superconducting properties (see Fig. 17.21). The critical temperature is an important prototype for the understanding of the so-called dimensionally transmuted coupling constant in quantum eld theories, which plays a completely analogous role in specifying the system. In quantum eld theory, an arbitrary mass parameter is needed to dene the coupling strength of a renormalized theory and physical quantities depend only on the combination9 Mc = e1/g() . (17.424)
The set of all changes which are accompanied by a simultaneous change of g() such as to stay on a xed curve with Mc from the renormalization group. The curve , g() is called the renormalization group trajectory [15].
In quantum chromodynamics, this dimensionally transmuted coupling constant is of the order of the pion mass and usually denoted by .
9
1154
17 Tunneling
If one works in natural units with h = kB = M = 1, the critical temperature corresponds to a length of 1000rA. This length sets the scale for the spatial correlations of the Cooper pairs near the critical point via the relation const. T 1 Tc Tc
1/2
(T ) =
1000rA 1
T Tc
1/2
(17.425)
The Cooper pairs are much larger than the lattice spacing, which is of the order of 1rA. Their size is determined by the ratio h2 kF /me kB Tc , where kF is the wave num ber of electrons of mass me on the surface of the Fermi sphere. The temperature Tc in conventional superconductors of the order of 1 K corresponds to 1/11604.447 eV. Thus the thermal energy kB Tc is smaller than the atomic energy EH = 27.210 eV (recall the atomic units dened on p. 13.7) by a factor 2.345 103 , and we nd that h2 /me kB Tc is of the order of 102 a2 . Since aH is of the order of 1/kF , we H estimate the size of the Cooper pairs as being roughly 100 times larger than the lattice spacing. This justies a posteriori the -function approximation for the attractive potential, whose range is just a few lattice spacings, i.e., much smaller than (T ). The presence of such large bound states causes the superconductor to be coherent over the large distance (T ). For this reason, (T ) is called the coherence length. Similar Cooper pairs exist in other low-temperature fermion systems such as 3 He, where they give rise to the phenomenon of superuidity. There, the interatomic potential contains a hard repulsive core for r < 2.7rA. This prevents the formation of an s-wave bound state. In addition it produces a strong spin-spin correlation in the almost fully degenerate Fermi liquid, with a preference of parallel spin congurations. Because of the necessary antisymmetry of the pair wave function of the electrons, this amounts to a repulsion in any even partial wave. For this reason, Cooper pairs can only exist in the p-wave spin triplet state. The binding energy is much weaker than in a superconductor, suppressing the critical temperature by roughly a factor thousand. Experimentally, one nds Tc = 27mK at a pressure of p = 35 bar. Since the masses of the 3 He atoms are larger than those of the electrons by about the same factor thousand, the coherence length has the same order of magnitude in both systems, i.e., 1/Tc has the same length when measured in units of rA. The theoretical description of the behavior of the condensate is greatly simplied by re-expressing the fundamental Euclidean action in terms of a Cooper pair eld which is the composite eld pair (x) = e (x)e (x). (17.426)
Such a change of eld variables can easily be performed in a path integral formulation of the eld theory. The method is very similar to the introduction of the auxiliary eld (x) in the polymer eld theory of Section 15.12. Since this subject has been
1155
treated extensively elsewhere10 we shall not go into details. The partition function of the system reads Z=
De (x)De (x)eA[e ,e ] .
(17.427)
By going from integration variables e to pair , we can derive the alternative pair partition function Z=
Dpair (x)Dpair (x)eA[pair ,pair ] ,
(17.428)
where pair is the Cooper pair eld (17.426). In general, the new action is very complicated. For temperatures close to Tc , however, it can be expanded in powers of the eld pair and its derivatives, leading to a Landau expansion of the type (17.419). For static elds the Euclidean eld action is 1 d3 x (x) (17.429) A[pair , pair ] = E/kB T = kB T 1 1 1 1 = d3 x log + 2 |pair |2 + |pair |4 + 2 | pair |2 + . . . , 2 kB T T g 2Tc Tc where the dots denote the omitted each accompanied by an additional Let us discuss the path integral that with the critical temperature written as log higher powers of pair and of their derivatives, factor 1/Tc . (17.429) rst in the classical limit. We observe (17.423), the mass term in the energy can be (17.430)
T Tc |pair |2 1 |pair |2 . T Tc
It has the wrong sign for T < Tc , so that the eld has no stable minimum at pair = 0. It uctuates around one of the innitely many nonzero values with the xed absolute value |pair,0 | = Tc 1 T . Tc (17.431)
It is then useful to take a factor Tc (1 T /Tc )1/2 out of the eld pair , dene (x) pair (x) 1 , Tc (1 T /Tc )1/2 (17.432)
and write the renormalized energy density as 1 (x) = | |2 ||2 + ||4 . 2

10
(17.433)
The way to describe the pair formation by means of path integrals is explained in H. Kleinert, Collective Quantum Fields, Fortschr. Phys. 26 , 565 (1978) (http://www.physik.fu-berlin.de/~kleinert/55).
1156
17 Tunneling
Here we have made use of the coherence length (17.425) to introduce a dimensionless space variable x, replacing x x . We also have dropped an overall energy density factor proportional to (1 T /Tc )2 Tc2 . In the rescaled form (17.433), the minimum of the energy lies at |0 | = 1, where it has the density = c = 1/2. (17.434)
The negative energy accounts for the binding of the Cooper pairs in the condensate (in the present natural units) and is therefore called the condensation energy. In terms of (17.433), the partition function in equilibrium can be written as Z= D (x)D(x)e(1/T )
d3 x (x)
(17.435)
We are now prepared to discuss the ow properties of an electric current of the system carried by the Cooper pairs. It is carried by the divergenceless pair current [compare (1.102)] j(x) = 1 (x) 2i
(x)
(17.436)
associated with the transport of the number of pairs, apart from a charge factor of the pairs, which is equal to twice the electron charge. The important question to be understood by the theory is: How can this current become super, and stay alive for a very long time (in practice ranging from hours to years, as far as the patience of the experimentalist may last) [17]. To see this let us set up a current in a long circular wire and assume that the wire thickness is much smaller than the coherence length (T ). Then transverse variations of the pair eld (x) are strongly suppressed with respect to longitudinal ones (by the gradient terms | (x)|2 in the Boltzmann factor) and the system depends mainly on the coordinate z along the wire, so that the above formalism can be applied. If the cross section of the wire is absorbed into the inverse temperature prefactor in the Boltzmann factor in (17.435), we may simply study the partition function (17.435) for a one-dimensional problem along the z-axis. The energy density (17.433) is precisely of the form announced in the beginning in Eq. (17.419). It is convenient to decompose the complex eld (z) into polar coordinates (z) = (z)ei(z) , in terms of which the energy density reads 1 2 (z) = 2 + 4 + 2 + 2 z , z 2 (17.438) (17.437)
where the subscript z indicates a derivative with respect to z. The eld equations are j(z) = 2 (z)z (z) = const (17.439)
1157
Figure 17.22 Potential V () = 2 + 4 /2 j 2 /2 showing barrier in superconducting wire to the left of 0 to be penetrated if the supercurrent is to relax.
and zz = + 3 + j2 . 3 (17.440)
If z is reinterpreted as an imaginary time, the latter equation can be interpreted as describing the mechanical motion of a mass point at the position (z) moving as a function of the time z in the potential 1 j2 V () 2 4 + 2 , 2 (17.441)
which is the potential shown in Fig. 17.22 turned upside down. Certainly, the time-sliced path integral in would suer from the phenomenon of path collapse described in Chapter 8. At the level of the semiclassical approximation to be performed here, however, this does not happen. There are two types of extremal solutions. The trivial solutions are (z) = kz, (z) 0 = 1 k 2 . (17.442) Since the wire is closed, the phase (z) has to be periodic over the total length L of the wire. This implies the quantization of the wave number k, kn = 2 n, L n = 0, 1, 2, . . . . (17.443)
1158
17 Tunneling
Figure 17.23 The condensation energy as function of velocity parameter kn = 2n/L.
The current associated with these solutions is j = 2 k = (1 k 2 )k. 0 (17.444)
As a function of k, this has an absolute maximum at the so-called critical current jc , i.e., 2 |j| < jc . 3 3 (17.445)
No solution of the eld equations can carry a larger current than this. The critical wave number is 1 kc , 3 and the energy density: 1 ec (k) = V (0 ) = (1 k 2 )2 . 2 (17.447) (17.446)
It is plotted in Fig. 17.23. Note that the k-values (17.446) for which a supercurrent can exist between the turning points. The energy ec (k) represents the negative condensation energy of the state in the presence of the current. For k 0 it goes against the current-free value (17.434). We can now understand why all states of current jn smaller than jc are, in fact, super in the sense of having an extremely long lifetime. At each value of kn , the wire carries a metastable current which can only decay by a slow tunneling. To see this, we picture the eld conguration as a spiral of radius wound around the wire with the azimuthal angle representing the phase (z) = kn z (see Fig. 17.24). At
1159
zaxis
Figure 17.24 Order parameter (z) = (z)ei(z) of superconducting thin circular wire neglecting uctuations. The order parameter is pictured as a spiral of radius 0 and pitch (z)/z = 2n/L winding around the wire. At T = 0, the supercurrent is absolutely stable since the winding number n is xed topologically.
zero temperature, the size of the order parameter is frozen at 0 and the winding number is absolutely stable on topological grounds. Then, each metastable state with wave number kn has an innite lifetime. If the current is to relax by one unit of n it is necessary that at some place z, thermal uctuations carry (z) to zero. There the phase becomes undened and may slip by 2. At the typical low temperatures of these systems, such phase slips are extremely rare. To have a local excursion of (z) to 0 at one place z, with an appreciable measure in the functional integral (17.435), it must start from a nontrivial solution of the equations of motion which carries (z) as closely as possible to zero. From our experience with the mechanical motion of a mass point in a potential such as V () of Eq. (17.441), is easily it realized that there exists such a solution. It carries (z) from 0 = 1 k 2 at z = across the potential barrier to the small value 1 = 2k and back once more across the barrier to 0 at z = (see Fig. 17.25). Using the rst integral of motion of the dierential equation (17.440), the law of energy conservation 1 2 1 1 1 z V () = E = V (0 ) = 0 (0 + 21 ) (17.448) 2 2 2 4 leads to the equation z = This is solved by the integral z z1 = 2
1
2E + V (). d + 4E2 2j 2 d2 , (2 2 )(2 2 ) 1 0 24 2 2 1 . 2 2 0 1
(17.449)
1 = 2 yielding z z1 = 2
2 2 1
(17.450)
2(2 2 ) 0 1
arctanh
(17.451)
1160 Inverting this, we nd the bubble solution 2 (z) = 1 k 2 cl where = 2(2 2 ) 0 1 2/2 , cosh2 [(z z1 )/2]
17 Tunneling
(17.452)
(17.453)
is the curvature of V () close to 0 , i.e., V () 2( 0 )2 + . . . . The extra energy of the bubble solution is Ecl =
L 0
(17.454)
4 4 dz [e(cl ) ec (k)] = = 2(1 3k 2 ). 3 3
(17.455)
The explicit solution (17.452) reaches the point of smallest at z1 , where its value is (17.456) 1 (z1 ) = 2k. This value is still nonzero and does not yet permit a phase slip. However, we shall now demonstrate that quadratic uctuations around the solution (17.456) do, in fact, to reduce the current. For this, we insert the uctuating order eld (z) = cl (z) + (z) (17.457)
Figure 17.25 Extremal excursion of order parameter in superconducting wire. It corresponds to a mass point starting out at , rolling under the inuence of negative gravity 0 up the mountain unto the point 1 = 2k, and returning back to 0 , with the variable z playing the role of a time variable.
1161
Figure 17.26 Innitesimal translation of critical bubble yields antisymmetric wave function of zero energy cl solving dierential equation (17.509). Since this wave function has a node, there must be a negative-energy bound state.
into the free energy. With cl being extremal, the lowest variation of E is of second order in (z) 2E =
L 0 2 dz (z)[z + V ()](z).
(17.458)
This expression is not positive denite as can be veried by studying the eigenvalue problem
2 2 [z + V (cl )]n (z) = z 1 + 32 3 cl
j4 n (z) = n (z). 4 cl
(17.459)
The potential V (cl (z)) has asymptotically the value 2 . When approaching z = z1 from the right, it develops a minimum at a negative value (see Fig. 17.26). After that it goes again against 2 . The energy eigenvalues 0 and 1 lie as indicated in the gure. The fact that there is precisely one negative eigenvalue 1 can be proved without an explicit solution by the same physical argument that was used to show the instability of the uctuation problem (17.253): A small temporal translation of the classical solution corresponds to a wave function which has no energy and a zero implying the existence of precisely one lower wave function with 1 < 0 and no zero. The negative eigenvalue makes the critical bubble solution unstable against contraction or expansion. The former makes the uctuation return to the spiral classical solution (17.452) of Fig. 17.24, the second removes one unit from the winding number of the spiral and reduces the supercurrent. For the precise calculation of the
1162
17 Tunneling
decay rate, the reader is referred to the references quoted at the end of the chapter. Here we only give the nal result which is [18] with the k-dependent prefactor rate = const L (k)eEcl/kB T , (17.460)
Figure 17.27 Logarithmic plot of resistance of thin superconducting wire as function of temperature at current 0.2A in comparison with experimental data (vertical axis is normalized by the Ohmic resistance Rn = 0.5 measured at T > Tc , see papers quoted at end of chapter).
1 3k 2 (1 3k 2 )7/4 3 2k (k) = 2|1 | exp , (17.461) arctan (1 k 2 )1/2 1 3k 2 2k where 1/2 1 (1 + k 2 ) < 0 (17.462) (1 + k 2 )2 + 3(1 3k 2 )2 1 2 is the negative eigenvalue of the uctuations in the complex eld (z) [which is not directly related to 1 of Eq. (17.459) and requires a separate discussion of the initial path integral (17.435)]. This complicated-looking expression has a simple quite accurate approximation which had previously been deduced from a numerical evaluation of the uctuation determinant [19]: (k) (1 3k)15/4 (1 + k 2 /4). (17.463) Both expressions vanish at the critical value k = kc = 1/ 3. The resistance of a thin superconducting wire following from this calculation is compared with experimental data in Fig. 17.27.
17.12 Decay of Metastable Thermodynamic Phases
1163
17.12
Decay of Metastable Thermodynamic Phases
A generalization of this decay mechanism can be found in the rst-order phase transitions of many-particle systems. These possess some order parameter with an eective potential which has two minima corresponding to two dierent thermodynamic phases. Take, for instance, water near the boiling point. At the boiling temperature, the liquid and gas phases have the same energy. This situation corresponds to the symmetric potential. At a slightly higher temperature, the liquid phase is overheated and becomes metastable. The potential is now slightly asymmetric. The decay of the overheated phase proceeds by the formation of critical bubbles [3]. Their outside consists of the metastable water phase, their inside is lled with vapor lying close to the stable minimum of the potential. The radius of the critical bubble is determined by the equilibrium between the gain in volume energy and the cost in surface energy. If is the surface tension and the dierence in energy density, the energy of bubble solution depends on the radius as follows: E 4R2 4 3 R . 3 (17.464)
A plot of this energy in Fig. 17.28 looks just like that of the action A() in Fig. 17.8. Thus the role of the deformation parameter is played here by the bubble radius R.
Figure 17.28 Bubble energy as function of its radius R.
At the critical bubble, the energy has a maximum. The uctuations of the critical bubble must therefore have a negative eigenvalue. This negative eigenvalue mode accounts for the fact that the critical bubble is unstable against expansion and contraction. When expanding, the bubble transforms the entire liquid into the stable gas phase. When contracting, the bubble disappears and the liquid remains in the overheated phase. Only the rst half of the uctuations have to be counted when calculating the lifetime of the overheated phase. It is instructive to take a comparative look at the instability of a critical bubble to see how the dierent spatial dimensions modify the properties of the solution. We shall discuss rst the case of three space dimensions. As in the case of superconductivity, the description of the liquid-vapor phase transition makes use of a space-dependent order parameter, the real order eld (x). The two minima of the
1164
17 Tunneling
potential V () describe the two phases of the system. The kinetic term x 2 in the path integral is now a eld gradient term [(x (x))2 ] which ensures nite correlations between neighboring eld congurations. The Euclidean action controlling the uctuations is therefore of the form A[] = d3 x 1 [ (x)]2 + V () , 2 (17.465)
where V () is the same potential as in Eq. (17.1), but it is extended by the asymmetric energy (17.243). Within classical statistics, the thermal uctuations are controlled by the path integral for the partition function Z= D(x)eA[]/T . (17.466)
Here T is the temperature measured in multiples of the Boltzmann constant kB . The path integral D(x) is dened by cutting the three-dimensional space into small cubes of size and performing one eld integration at each point. The critical bubble extremizes the action. Assuming spherical symmetry, the bubble satises in D dimensions the classical Euler-Lagrange eld equation d2 D1 d cl + V (cl (r)) = 0. 2 dr r dr (17.467)
This diers from the equation (17.305) for the one-dimensional bubble solution by the extra gradient term [(D 1)/r]r cl (r). Such a term is an obstacle to an exact solution of the equation via the energy conservation law (17.306). The relevant qualitative properties of the solution can nevertheless be seen in a similar way as for the bubble solution. As in Fig. 17.11 we plot the reversed potential and imagine the solution (r) to describe the motion of a mass point in this potential with r playing the role of a time. Setting cl (r) = x(t), the eld equation (17.467) takes the form x(t) D1 x(t) V (x(t)) = 0. t (17.468)
In this notation, the second term, i.e., the term [(D 1)/r]r cl (r) in (17.467) plays the role of a negative friction accelerating motion of the particle along x(t). This eect decreases with time like 1/t. With our everyday experience of mechanical systems, the qualitative behavior of the solution can immediately be plotted qualitatively as shown in Fig. 17.29. For D = 1, the energy conservation makes the particle reach the right-hand zero of the potential. For D > 1, the antifriction makes the trajectory overshoot. At r = 0, the solution is closest to the stable minimum (the maximum of the reversed potential) on the left-hand side. In the superheated water system, this corresponds to the inside of the bubble being lled with vapor. As r moves outward in the bubble, the state moves closer to the metastable state, i.e., it becomes more and more liquid. The antifriction term has the eect that the

r
1165
r=0 m2 2 g 4 2 4! r= r=0
cl (r)
cl (r)
Figure 17.29 Qualitative behavior of critical bubble solution as function of its radius.
point of departure on the left-hand side lies energetically below the nal value of the metastable state. Consider now the uctuations of such a critical bubble in D = 3 dimensions. Suppose that the eld deviates from the solution of the eld equation (17.467) by (x). The deviations satisfy the dierential equation 2 d L2 d2 + 2 + V (cl (r)) (x) = (x), dr 2 r dr r (17.469)
where L2 is the dierential operator of orbital angular momentum (in units h = 1). Taking advantage of rotational invariance, we expand (x) into eigenfunctions of angular momentum nlm , the spherical harmonics Ylm ( ): x (x) =
nlm
nlm (r)Ylm ( ). x
(17.470)
The coecients nlm satisfy the radial dierential equation d2 2 d l(l + 1) + + V (cl (r)) nlm (r) = nl nlm (r), 2 dr r dr r2 (17.471)
1166 with
17 Tunneling
2 3 2 2 + (r). (17.472) 2 2 a2 cl One set of solutions is easily found, namely those associated with the translational motion of the classical solution. Indeed, if we take the bubble at the origin, V (cl (r)) = cl (x) = cl (r), to another place x + a, we nd, to lowest order in a, cl (x + a) = cl (x) + ax cl (x) = cl (r) + a r cl (r). x (17.474) (17.473)
But x is just the Cartesian way of writing the three components of the spherical harmonics Y1m (). If we introduce the spherical components of a vector as follows x x3 x0 x1 (x1 + ix2 )/ 2 , x1 (x1 ix2 )/ 2

(17.475)
we see that
xm =
4 Y1m ( ). x 3
(17.476)
Thus, (x) = a r (x) must be a solution of Eq. (17.469) with zero eigenvalue x . This can easily be veried directly: The factor x causes L2 to have the eigenvalue 2, and the accompanying radial derivative (x) = r cl (r) is a solution of Eq. (17.471) for l = 1 and nl = 0, as is seen by dierentiating the Euler-Lagrange equation (17.467) with respect to r. Choosing the principal quantum number of these translational modes to be n = 1, we assign the three components of xr cl (r) to represent the eigenmodes 1,1,m . As long as the bubble radius is large compared to the thickness of the wall, which is of the order 1/, the 1/r 2 -terms will be very small. There exists then an entire family of solutions 1lm (x) with all possible values of l which all have approximately the same radial wave function r cl (r). Their eigenvalues are found by a perturbation expansion. The perturbation consists in the centrifugal barrier but with the l = 1 barrier subtracted since it is already contained in the derivative r cl (r), i.e., Vpert = [l(l + 1) 2]/2r 2 . (17.477)
The bound-state wave functions 1lm are normalizable and dier appreciably from zero only in the neighborhood of the bubble wall. To lowest approximation, the perturbation expansion produces therefore an energy nl l(l + 1) 2 , 2 rc (17.478)
1167
where rc is the radius of the critical bubble. As a consequence, the lowest l = 0 eigenstate has a negative energy 00 1 . 2 rc (17.479)
Physically, this single l = 0 -mode corresponds to an innitesimal radial vibration of the bubble. As already explained above it is not astonishing that a radial vibration has a negative eigenvalue. The critical bubble lies at a maximum of the action. Expansion or contraction is energetically favorable. Since Y00 (x) is a constant, the wave function is proportional to (d/dr)cl (r) itself without an angular factor. This is seen directly by performing an innitesimal radial contraction cl ((1 )r) = cl (r) rr cl (r). (17.480)
The variation rr cl (r) is almost zero except in the vicinity of the critical radius rc , so that rr cl (r) rc r cl (r) which is the above wave function. Being the ground state of the Schrdinger equation (17.469), it should be denoted by 000 (r). Since o it solves approximately the Schrdinger equation (17.471) with l = 1, it also solves o this equation approximately with l = 0 and the energy (17.479). Finally let us point out that in D > 1 dimensions, the value of the negative eigenvalue can be calculated very simply from a phenomenological consideration of the bubble action. Since the inside of the bubble is very close to the true ground state of the system whose energy density lies lower than that of the metastable one by , the volume energy of a bubble of an arbitrary radius R is RD EV = SD , D (17.481)
where SD RD1 is the surface of the bubble and SD RD /D its volume. The surface energy can be parametrized as ES = SD RD1 , (17.482)
where is a constant proportional to the surface tension. Adding the two terms and dierentiating with respect to R, we obtain a critical bubble radius at R = rc = (D 1)/ , with a critical bubble energy
D SD SD SD D1 D D1 R = R = (D 1) . Ec = D1 D c D(D 1) c D
(17.483)
(17.484)
The second derivative with respect to the radius R is, at the critical radius, d2 E dR2
R=rc
= DEc
D1 . 2 rc
(17.485)
1168
17 Tunneling
Identifying the critical bubble energy Ec with the classical Euclidean action Acl we nd the variation of the bubble action as D1 1 2 Acl (R)2 D Acl 2 . 2 rc (17.486)
We now express the dilational variation of the bubble radius in terms of the normal coordinate of (17.470). The normalized wave function is obviously 000 (r) = r cl (r) dD x(r cl )2 . (17.487)
But the expression under the square root is exactly D times the action of the critical bubble dD x(r cl )2 = DAcl . (17.488)
To prove this we introduce a scale factor s into the solution of the bubble and evaluate the action Acl = = dD x 1 sD 1 ([r cl (sr)]2 + V (cl (sr)) 2 s2 dD x [r cl (r)]2 + V (cl (r)) . 2
(17.489)
Since Acl is extremal at s = 1, it has to satisfy Acl s or 1 dD x (D 2) [r cl ]2 + DV (cl (r)) = 0. 2 Hence dD xV (cl (r)) = implying that Acl = 1 D2 dD x[r cl (r)]2 2 2D 1 dD x[r cl (r)]2 . = D D2 D 1 dD x [r cl (r)]2 , 2 (17.492) (17.491) = 0,
s=1
(17.490)
(17.493)
With (17.487), the 000 contribution to (x) reads r (x) = 000 000 (r) = 000 , DAcl (17.494)
1169
and we arrive at 000 R = . DAcl (17.495)
Inserting this into (17.486) shows that the second variation of the Euclidean action 2 Acl can be written in terms of the normal coordinates associated with the normalized uctuation wave function 000 as
2 2 Acl = 000
D1 . 2 2rc
(17.496)
From this relation, we read o the negative eigenvalue 00 = D1 . 2 2rc (17.497)
For D = 3, this is in agreement with the D = 3 value (17.479). For general D, the eigenvalue corresponding to (17.479) would have been derived with the arguments employed there from the derivative term [(D 1)/r]d/dr in the Lagrangian and would also have resulted in (17.497). All other multipole modes nlm have a positive energy. Close to the bubble wall (as compared with the radius), the classical solutions (1/r)nlm (r) can be taken approximately from the solvable one-dimensional equation 1 2 3 1 d2 + 1 2 2 dr 2 2 2 cosh [(r rc )/2] 1 1 nlm . (17.498) nlm n r r
The wave functions with n = 0 are 0lm and have the eigenvalues 0l The n = 1 -bound states are 1lm with eigenvalues 3 l(l + 2) 2 . 1l 2 + 2 8 2rc (17.502) 3 sinh[(r rc )/2] , 4 cosh2 [(r rc )/2] (17.501) l(l + 1) 2 . 2 2rc (17.500) 3 1 , 2 8 cosh [(r rc )/2] (17.499)
1170
17 Tunneling
Figure 17.30 Decay of metastable false vacuum in Minkowski space. It proceeds as a shock wave which after some time traverses the world almost with light velocity, converting the false into the true vacuum.
17.13
Decay of Metastable Vacuum State in Quantum Field Theory
The theory of decay presented in the last section has an interesting quantum eldtheoretic application. Consider a metastable scalar eld system in a D-dimensional Euclidean spacetime at temperature zero. At a xed time, there will be a certain average number of bubbles, regulated by the quantum Boltzmann factor exp(Acl / ). If the bubble gas is suciently dilute (i.e., if the distances between h bubbles is much larger than the radii), each bubble is described quite accurately by the classical solution. In Minkowski space, a Euclidean radius r = x2 + c2 2 corresponds to r = x2 c2 t2 , where c is the light velocity. The critical bubble has therefore the spacetime behavior cl (x, t) = cl (r = x2 c2 t2 ). (17.503) From the above discussion in Euclidean space we know that will be equal to the metastable false vacuum in the outer region r > rc , i.e., for
2 x2 c2 t2 > rc .
(17.504)
The inside region

2 x2 c2 t2 < rc
(17.505)
contains the true vacuum state with the lower energy. Thus a critical bubble in spacetime has the hyperbolic structure drawn in Fig. 17.30. Therefore, the Euclidean critical bubble describes in Minkowski space the growth of a bubble as a function of time. The bubble starts life at some time t = rc /c and expands almost instantly to a radius of order rc . The position of the shock wave is described by
2 x2 c2 t2 = rc .
(17.506)
17.14 Crossover from Quantum Tunneling to Thermally Driven Decay
1171
This implies that a shock wave that runs through space with a velocity v= |x| = t c
2 1 rc /c2 t2
(17.507)
and converts the metastable into the stable vacuum a global catastrophe. A Euclidean bubble centered at another place xb , b would correspond to the same process starting at xb and a time tb = rc /c + b . (17.508)
A nite time after the creation of a bubble, of the order rc /c, the velocity of the shock wave approaches the speed of light (in many-body systems the speed of sound). Thus, we would hardly be able to see precursors of such a catastrophe warning us ahead of time. We would be annihilated with the present universe before we could even notice.
17.14
Crossover from Quantum Tunneling to Thermally Driven Decay
For completeness, we discuss here the dierence between a decay caused by a quantum-mechanical tunneling process at T = 0, and a pure thermally driven decay at large temperatures. Consider a one-dimensional system possessing, at some place x , a high potential barrier, much higher than the thermal energy kB T , with a shape similar to Fig. 17.10. Let the well to the left of the barrier be lled with a grand-canonical ensemble of noninteracting particles of mass M in a nearly perfect equilibrium. Their distribution of momenta and positions in phase space is 2 governed by the Boltzmann factor e[p /2M +V (x)] . The rate, at which the particles escape across the barrier, is given by the classical statistical integral
1 cl = Zcl
dx
p dp [p2 /2M +V (x)] e (x x ) (p), 2 h M dp [p2 /2M +V (x)] e . 2 h
(17.509)
where Zcl is the classical partition function Zcl = dx (17.510)
The step function (p) selects the particles running to the right across the top of the potential barrier. Performing the phase space path integral in (17.509) yields cl =
1 Zcl V (x ) e . 2 h
(17.511)
If the metastable minimum of the potential is smooth, V (x) can be replaced approximately in the neighborhood of x0 by the harmonic expression V (x) M 2 (x x0 )2 . 2 0 (17.512)
1172 The classical partition function is then given approximately by Zcl 1 , h0
17 Tunneling
(17.513)
and the decay rate follows the simple formula cl 0 V (x ) e . 2 (17.514)
Let us compare this result with the decay rate due to pure quantum tunneling. In the limit of small temperatures, the decay proceeds from the ground state, and the partition function is approximately equal to Z e(E
(0) i /2) h
(17.515)
The decay rate is given by the small imaginary part of the partition function:
T 0
2 Im Z . h Re Z
(17.516)
In contrast to this, the thermal rate formula (17.511) implies for the hightemperature regime, where becomes equal to cl , the relation:
T
Im Zcl . Re Zcl
(17.517)
The frequency is determined by the curvature of the potential at the top of the barrier, where it behaves like V (x) M 2 (x x )2 . 2 (17.518)
The relation (17.517) follows immediately by calculating in the integral (17.510) the contribution of the neighborhood of the top of the barrier in the saddle point approximation. As in the integral, this is done (17.261) by rotating the contour of integration which starts at x = x into the upper complex half-plane. Writing x = x + iy this leads to the following integral: Im Zcl
0
dy 2 2 /M h
M 2 2 e [V (x )+ 2 y ]
1 eV (x ) . 2 h
(17.519)
Since the real part is given by (17.513) we nd the ratio 0 V (x ) Im Zcl e , Re Zcl 2 (17.520)
so that (17.511) is equivalent to (17.517). The two formulas (17.516) and (17.517) are derived for the two extreme regimes T T0 and T T0 , respectively, where T0 denotes the characteristic temperature
Appendix 17A
Feynman Integrals for Fluctuation Correction
1173
associated with the curvature of the potential at the metastable minimum T0 = h0 /kB . Numerical studies have shown that the applicability extends into the close neighborhood of T0 on each side of the temperature axis. The crossover regime is quite small, of the order O( 3/2 ). h Note that given the knowledge of the imaginary parts of all excited states, which can be obtained as in Section 17.9, it will be possible to calculate the average lifetime of a metastable state at all temperatures without the restrictions of the semiclassical approximation. This remains to be done.
Appendix 17A
Feynman Integrals for Fluctuation Correction

97 . 560
For the integral (17.219) we obtain with (17.237) immediately the result stated in Eq. (17.240) I1 = (17A.1)
To calculate the remaining three double integrals I21 , I22 , I3 in (17.223) and (17.224) we observe that because of the symmetry of the Green function GO (, ) in , the measure of integration t can be rewritten as 2 d d . We further introduce the dimensionless classical functions xcl ( ) y0 ( ) g xcl ( ) = tanh( /2), 2 2 8 1 , y0 ( ) = 3 cosh2 ( /2) (17A.2)
use natural units with = 1, g = 1, since these quantities cancel in all integrals, and dene xG ( ) xKG ( ) xK3G ( ) xcl ( )GO (, )
GO (, )xG ( )d
A
G3 (, O
)xG ( )dt
A
(17A.3)
where the subscript A denotes the antisymmetric part in . Because of the antisymmetry of xcl , the symmetric part gives no contribution to the integrals which can be written as
I21 I22 I3
= = =
6
0
d xcl ( )xK3G ( ), d xG ( )xKG ( ),

0 0
(17A.4) (17A.5) (17A.6)
9 24
d y0 ( )xKG ( ).
When evaluating the integrals in (17A.3) the antisymmetry of y0 ( ) is useful. We easily nd xKG ( ) = 1 12 + tanh( /2) . 4 12cosh2 ( /2) (17A.7)
Inserting this into I22 and I3 we encounter integrals of two types

0
d sinhm ( /2)/ coshn ( /2)
and
0
sinhm ( /2)/ coshn ( /2).
1174
17 Tunneling
The former can be performed with the help of formula (17.54), the latter require integrations by parts of the type
f ( /2) tanh
0
d = 2
f ( /2) ln(2 cosh ) d, 2
(17A.8)
which lead to a nite sum of integrals of the rst type plus integrals of the type11
0
log cosh( /2) sinhm ( /2)/ coshn ( /2).
These, in turn, are equal to 0 d sinhm ( /2)/ cosh+1 ( /2) so that it is evaluated again via (17.54). After performing the subtraction in I22 we obtain the values given in Eq. (17.240). The evaluation of the integral I21 is more tedious since we must integrate over the third power of the Green function, which is itself a lengthy function of . It is once more useful to exploit the symmetry properties of the integrand. We introduce the abbreviations
S/A fn ( ) S/A Fn ( )
1 n 3n n [H ( ) HR ( )]y0 ( ), 2 R
0 S/A fn ( )cl ( )d , x 3n n HR ( )y0 ( )cl ( )d , x
(17A.9)
Nn and nd xK3G in the form xK3G ( ) =
S A S A S A +3f2 ( )F1 ( ) + 3f1 ( )F2 ( ) + f0 ( )F3 ( ),
S A S A S A f3 ( )[N0 F0 ( )] + 3f2 ( )[N1 F1 ( )] + 3f1 ( )[N2 F2 ( )]
(17A.10)
with N0 = Explicitly: xK3G ( ) = sech7 2 3 3 29 753 sinh 58 cosh 3 5 27 cosh 3 cosh 2 2 2 3 , 32 N1 = 7 , 128 N2 = 203 log2 . 512 2 (17A.11)
2 108 cosh 2 + 36 cosh
3 5 7 + 48 sinh + 22 sinh + sinh 2 2 2 2 ln(2 cosh ) (6 + 8 sinh + sinh 2 ) 2 d tanh . 2 0
(17A.12)
The integrals to be performed are of the same types as before, except for the one involving the last term which requires one further partial integration:
d xcl ( )sech6
d tanh
0
d d tanh sech6 d 2 0 2 0 16 1 . (17A.13) = d sech6 tanh = 3 0 2 2 135
1 3
11
I.S. Gradshteyn and I.M. Ryzhik, op. cit., Formulas 2.417.

1175
After the necessary subtraction of the divergent term we nd the value of I21 given in Eq. (17.240). The nal result for the rst coecient of the Taylor expansion of the subtracted uctuation factor C in Eq. (17.222) is therefore c1 = 71 2.958. 24 (17A.14)
This number was calculated in Ref. [12] by solving the Schrdinger equation [20]. o With the help of the WKB approximation he derived a recursion relation for the higher coefcients ck of the expansion of C : C = 1 c1 g h c2 3 g h 3
2
c3
g h 3
+ ... .
(17A.15)
From this he calculated the next nine coecients c2 = Their large behavior is ck 9 3 2
k
315 65953 9.84376, c3 = 57.2509. 32 1152
(17A.16)
k![ln(6k) + ].
(17A.17)

The path integral theory of tunneling was rst discussed by A.I. Vainshtein, Decaying Systems and the Divergence of Perturbation Series, Novosibirsk Report (1964), in Russian (unpublished), and in the context of the nucleation of rst-order phase transitions by J.S. Langer, Ann. Phys. 41, 108 (1967). The subject was studied further in the eld-theoretic literature: M.B. Voloshin, I.Y. Kobzarev, L.B. Okun, Yad. Fiz. 20. 1229 (1974); Sov. J. Nucl. Phys. 20, 644 (1975); R. Rajaraman, Phys. Rep. 21, 227 (1975), R. Rajaraman, Phys. Rep. 21, 227 (1975), P. Frampton, Phys. Rev. Lett. 37, 1378 (1976) and Phys. Rev. D 15, 2922 (1977), S. Coleman, Phys. Rev. D 15, 2929 (1977); also in The Whys of Subnuclear Physics, Erice Lectures 1977, Plenum Press, 1979, ed. by A. Zichichi, I. Aeck, Phys. Rev. Lett. 46, 388 (1981). For a nite-temperature discussion see L. Dolan and J. Kiskies, Phys. Rev. D 20, 505-513 (1979). For multidimensional tunneling processes see H. Kleinert and R. Kaul, J. Low Temp. Phys. 38, 539 (1979) (http://www.physik.fu-berlin. de/~kleinert/66), A. Auerbach and S. Kivelson, Nucl. Phys. B 257, 799 (1985). The fact that tunneling calculations can be used to derive the growth behavior of large-order perturbation coecients was rst noticed by A.I. Vainshtein, Novosibirsk Preprint 1964, unpublished. A dierent but closely related way of deriving this behavior was proposed by L.N. Lipatov, JETP Lett. 24, 157 (1976); 25, 104 (1977); 44, 216 (1977); 45, 216 (1977).
1176
17 Tunneling
A review on this subject is given in J. Zinn-Justin, Phys. Rep. 49, 205 (1979), and in Recent Advances in Field Theory and Statistical Mechanics, Les Houches Lectures 1982, Elsevier Science 1984, ed. by J.-B. Zuber and R. Stora. J. Zinn-Justin, Quantum Field Theory and Critical Phenomena, Clarendon, Oxford, 1990. The important applications to the -expansion of critical exponents in O(N )-symmetric 4 eld theories were made by E. Brezin, J.C. Le Guillou, and J. Zinn-Justin, Phys. Rev. D 15, 1544, 1558 (1977). E. Brezin and G. Parisi, J. Stat. Phys. 19, 269 (1978). The perturbation expansion of the 4 -theory up to fth-order was calculated in Ref. [13]. For two quartic interactions of dierent symmetries (one O(N )-symmetric, the other of cubic symmetry) see: H. Kleinert and V. Schulte-Frohlinde, Phys. Lett. B 342, 284 (1995) (cond-mat/9503038) A detailed discussion and a comprehensive list of the references to the original papers are contained in the textbook [15]. The calculation of the anomalous magnetic moments in quantum electrodynamics is described in T. Kinoshita and W.B. Lindquist, Phys. Rev. D 27, 853 (1983). M.J. Levine and R. Roskies, in Proceedings of the Second International Conference on Precision Measurements and Fundamental Constants, ed. by B.N. Taylor and W.D. Phillips, Natl. Bur. Std. US, Spec. Publ. 617 (1981). The analytic result for the semiclassical decay rate of a supercurrent in a thin wire was found by I.H. Duru, H. Kleinert, and N. Unal, J. Low Temp. Phys. 42, 137 (1981) (ibid.http/74), H. Kleinert and T. Sauer, J. Low Temp. Physics 81, 123 (1990) (ibid.http/204). The experimental situation is explained in M. Tinkham, Introduction to Superconductivity, McGraw-Hill, New York, 1975. See, in particular, Chapter 7, Sections 7.17.3. For quantum corrections to the decay rate see N. Giordano, Phys. Rev. Lett. 61, 2137 (1988); N. Giordano and E.R. Schuler, Phys. Rev. Lett. 63, 2417 (1989). For thermally driven tunneling processes see the review article P. Hnggi, P. Talkner, and M. Borkovec, Rev. Mod. Phys. 62, 251 (1990). a Tunneling processes with dissipation were rst discussed at T = 0 by A.O. Caldeira and A.J. Leggett, Ann. Phys. 149, 374 (1983), 153, 445 (1973) (Erratum) and for T = 0 by H. Grabert, U. Weiss and P. Hnggi, Phys. Rev. Lett. 52, 2193 (1984), a A.I. Larkin and Y.N. Ovchinnikov, Sov. Phys. JETP 59, 420 (1984). Papers on coherent tunneling: A.J. Leggett, S. Chakravarty, A.T. Dorsey, M.P.A. Fisher, A. Garg, and W. Zwerger, Rev. Mod. Phys. 59, 1 (1987), U. Weiss, H. Grabert, P. Hnggi, and P. Riseborough, Phys. Rev. B 35, 9535 (1987), a H. Grabert, P. Olschowski, and U. Weiss, Phys. Rev. B 36, 1931 (1987), On the use of periodic orbits see: P. Hnggi and W. Hontscha, Ber. Bunsen-Ges. Phys. Chemie 95, 379 (1991). a The individual citations refer to [1] L.D. Landau and E.M. Lifshitz, Quantum Mechanics, Pergamon, London, 1965, 25, Problem 3.

[2] L.D. Faddeev and V.N. Popov, Phys. Lett. B 25, 29 (1967). [3] J.S. Langer, Ann. Phys. 41, 108 (1967). [4] For a general proof see S. Coleman, Nucl. Phys. B 298, 178 (1988). [5] F.J. Dyson, Phys. Rev. 85, 631 (1952). [6] Compare the result in Eq. (17.345) with J.C. Collins and D.E. Soper, Ann. Phys. 112, 209 (1978).
1177
[7] The variational approach to tunneling was initiated in H. Kleinert, Phys. Lett. B 300, 261 (1993). It has led to very precise tunneling rates in subsequent work by R. Karrlein and H. Kleinert, Phys. Lett. A 187, 133 (1994); H. Kleinert and I. Mustapic, Int. J. Mod. Phys. A 11, 4383 (1995), most precisely in Ref. [11]. [8] H. Kleinert, Phys. Lett. B 300, 261 (1993) (ibid.http/214). [9] R. Karrlein and H. Kleinert, Phys. Lett. A 187, 133 (1994) (hep-th/9504048). [10] C.M. Bender and T.T. Wu, Phys. Rev. D 7 , 1620 (1973), Eq. (5.22). [11] B. Hamprecht and H. Kleinert, Tunneling Amplitudes by Perturbation Theory, Phys. Lett. B 564, 111 (2003) (hep-th/0302124). [12] J. Zinn-Justin, J. Math. Phys. 22, 511 (1981); Table III. [13] H. Kleinert, J. Neu, V. Schulte-Frohlinde, K.G. Chetyrkin, and S.A. Larin, Phys. Lett. B 272, 39 (1991) (hep-th/9503230). [14] H. Kleinert, Phys. Rev. D 57 , 2264 (1998); Addendum: Phys. Rev. D 58 , 107702 (1998) (cond-mat/9803268). [15] For details and applications to see the textbook H. Kleinert and V. Schulte-Frohlinde, Critical Phenomena in 4 -Theory, World Scientic, Singapore, 2001 (ibid.http/b8). [16] The path integral treatment of the decay rate of a supercurrent in a thin wire was initiated by J.S. Langer and V. Ambegaokar, Phys. Rev. 164, 498 (1967), D.E. McCumber and B.I. Halperin, Phys. Rev. B 1, 1054 (1970). [17] M. Tinkham, Introduction to Superconductivity, McGraw-Hill, New York, 1975. [18] H. Kleinert and T. Sauer, J. Low Temp. Physics 81, 123 (1990) (ibid.http/204). [19] D.E. McCumber and B.I. Halperin Phys. Rev. B 1, 1054 (1970). [20] Divide the numbers in the Table IV of Ref. [12] by 6n4n to get our cn .
Path, motive, guide, original, and end. Samuel Johnson (1709-1784), The Rambler
18
Nonequilibrium Quantum Statistics
Quantum statistics described by the theoretical tools of the previous chapters is quite limited. The physical system under consideration must be in thermodynamic equilibrium, with a constant temperature enforced by a thermal reservoir. In this situation, partition function and the density matrix can be calculated from an analytic continuation of quantum-mechanical time evolution amplitudes to an imaginary time tb ta = i /kB T . In this chapter we want to go beyond such equilibrium h physics and extend the path integral formalism to nonequilibrium time-dependent phenomena. The tunneling processes discussed in Chapter 17 belong really to this class of phenomena, and their full understanding requires the theoretical framework of this chapter. In the earlier treatment this was circumvented by addressing only certain quasi-equilibrium questions. These were answered by applying the equilibrium formalism to the quantum system at positive coupling constant, which guaranteed perfect equilibrium, and extending the results to the quasi-equilibrium situation analytic continuation to small negative coupling constants. Before we can set up a path integral formulation capable of dealing with true nonequilibrium phenomena, some preparatory work is useful based on the traditional tools of operator quantum mechanics.
18.1
Linear Response and Time-Dependent Green Functions for T / 0 =
If the deviations of a quantum system from thermal equilibrium are small, the easiest description of nonequilibrium phenomena proceeds via the theory of linear response. In operator quantum mechanics, this theory is introduced as follows. First, the system is assumed to have a time-independent Hamiltonian operator H. The ground state is determined by the Schrdinger equation, evolving as a function o of time according to the equation |S (t) = eiHt |S (0)
(18.1)
(in natural units with h = 1, kB = 1). The subscript S denotes the Schrdinger o picture. 1178
18.1 Linear Response and Time-Dependent Green Functions for T = 0
1179
Next, the system is slightly disturbed by adding to H a time-dependent external interaction, where H ext (t) is assumed to set in at some time t0 , i.e., H ext (t) vanishes identically for t < t0 . The disturbed Schrdinger ground state has the time dependence o where UH (t) is the time translation operator in the Heisenberg picture. It satises the equation of motion ext iUH (t) = HH (t)UH (t), with1 To lowest-order perturbation theory, the operator UH (t) is given by UH (t) = 1 i
t t0 ext HH (t) eiHt H ext (t)eiHt .
H H + H ext (t),
(18.2)
|dist (t) = eiHt UH (t)|S (0) , S
(18.3)
(18.4)
(18.5)
ext dt HH (t ) + .
(18.6)
In the sequel, we shall assume the onset of the disturbance to lie at t0 = . Consider an arbitrary time-independent Schrdinger observable O whose Heisenberg o representation has the time dependence
OH (t) = eiHt OeiHt .
(18.7)
Its time-dependent expectation value in the disturbed state |dist (t) is given by S dist (t)|O|dist (t) = S (0)|UH (t)eiHt OeiHt UH (t)|S (0) S S S (0)| 1 + i 1i
t t
ext dt HH (t ) + . . . OH (t) ext dt HH (t ) + . . . |S (0)

t
(18.8)
= H |OH (t)|H i H |
ext dt OH (t), HH (t ) |H + . . . .
We have identied the time-independent Heisenberg state with the time-dependent Schrdinger state at zero time in the usual manner, i.e., |H |S (0) . Thus the o expectation value of O deviates from equilibrium by S (t)|O|S (t) dist(t)|O(t)|dist (t) S (t)|O(t)|S (t) S S
t
= i
1
ext dt H | OH (t), HH (t ) |H .
(18.9)
ext int Note that after the replacements H H0 , HH HI , Eq. (18.4) coincides with the equation for the time evolution operator in the interaction picture to appear in Section 18.7. In contrast to that section, however, the present interaction is a nonpermanent artifact to be set equal to zero at the end, and H is the complicated total Hamiltonian, not a simple free one. This is why we do not speak of an interaction picture here.
1180
18 Nonequilibrium Quantum Statistics
If the left-hand side is transformed into the Heisenberg picture, it becomes S (t)|O|S (t) = H |OH (t)|H = H | OH (t)|H , so that Eq. (18.9) takes the form H | OH (t)|H = i
t
ext dt H | OH (t), HH (t ) |H .
(18.10)
It is useful to use the retarded Green function of the operators OH (t) and HH (t ) in the state |H [compare (3.40)]: GR (t, t ) (t t ) H | OH (t), HH (t ) |H . OH Then the deviation from equilibrium is given by the integral H | OH (t)|H = i

(18.11)
dt GR (t, t ). OH
(18.12)
Suppose now that the observable OH (t) is capable of undergoing oscillations. Then an external disturbance coupled to OH (t) will in general excite these oscillations. The simplest coupling is a linear one, with an interaction energy H ext (t) = OH (t)j(t), (18.13)
where j(t) is some external source. Inserting (18.13) into (18.12) yields the linearresponse formula H | OH (t)|H = i

dt GR (t, t )j(t ), OO
(18.14)
where GR is the retarded Green function of two operators O: OO GR (t, t ) = (t t ) H | OH (t), OH (t ) |H . OO (18.15)
At frequencies where the Fourier transform of GOO (t, t ) is singular, the slightest disturbance causes a large response. This is the well-known resonance phenomenon found in any oscillating system. Whenever the external frequency hits an eigenfrequency, the Fourier transform of the Green function diverges. Usually, the eigenfrequencies of a complicated N-body system are determined by calculating (18.15) and by nding the singularities in . It is easy to generalize this description to a thermal ensemble at a nonzero temperature. The principal modication consists in the replacement of the ground state expectation by the thermal average O
T Tr (eH/T O) . Tr (eH/T )
18.2 Spectral Representations of Green Functions for T = 0
1181
Using the free energy F = T log Tr (eH/T ), this can also be written as O
T = eF/T Tr (eH/T O).
(18.16)
In a grand-canonical ensemble, H must be replaced by H N and F by its grandcanonical version FG (see Section 1.17). At nite temperatures, the linear-response formula (18.14) becomes O(t)
T
=i
dt GR (t, t )j(t ), OO
(18.17)
where GR (t, t ) is the retarded Green function at nonzero temperature dened by OO [recall (1.302)]
GR (t, t ) GR (t t ) (t t ) eF/T Tr eH/T OH (t), OH (t ) OO OO
. (18.18)
i In a realistic physical system, there are usually many observables, say OH (t) for i = 1, 2, . . . , l, which perform coupled oscillations. Then the relevant retarded Green function is some l l matrix
i j GR (t, t ) GR (t t ) (t t ) eF/T Tr eH/T OH (t), OH (t ) ij ij
(18.19)
After a Fourier transformation and diagonalization, the singularities of this matrix render the important physical information on the resonance properties of the system. The retarded Green function at T = 0 occupies an intermediate place between the real-time Green function of eld theories at T = 0, and the imaginary-time Green function used before to describe thermal equilibria at T = 0 (see Subsection 3.8.2). The Green function (18.19) depends both on the real time and on the temperature via an imaginary time.
18.2
Spectral Representations of Green Functions for T / 0 =
The retarded Green functions are related to the imaginary-time Green functions of 1 equilibrium physics by an analytic continuation. For two arbitrary operators OH , 2 OH , the latter is dened by the thermal average
1 2 G12 (, 0) G12 ( ) eF/T Tr eH/T T OH ( )OH (0) ,
(18.20)
where OH ( ) is the imaginary-time Heisenberg operator

OH ( ) eH OeH .
(18.21)
1182
To see the relation between G12 ( ) and the retarded Green function GR (t), we take 12 a complete set of states |n , insert them between the operators O 1 , O 2 , and expand G12 ( ) for 0 into the spectral representation G12 ( ) = eF/T
n,n
eEn /T e(En En ) n|O 1 |n
n |O 2|n .
(18.22)
Since G12 ( ) is periodic under + 1/T , its Fourier representation contains only the discrete Matsubara frequencies m = 2mT : G12 (m ) =
1/T 0 F/T
d eim G12 ( )
n,n
= e
eEn /T 1 e(En En )/T
n|O 1 |n
n |O 2|n (18.23)
1 . im En + En
The retarded Green function satises no periodic (or antiperiodic) boundary condition. It possesses Fourier components with all real frequencies : GR () = 12 = e
F/T 0 1 2 dt eit (t)eF/T Tr eH/T OH (t), OH (0)
dt eit
n,n
eEn /T ei(En En )t n|O 1 |n eEn /T ei(En En )t n|O 2|n
n |O 2|n n |O 1 |n . (18.24)
In the second sum we exchange n and n and perform the integral, after having attached to an innitesimal positive-imaginary part i to ensure convergence [recall the discussion after Eq. (3.84)]. The result is GR () = eF/T 12
n,n
n|O 1 |n
n |O 2|n (18.25)
i . En + En + i
By comparing this with (18.23) we see that the thermal Green functions are obtained from the retarded ones by replacing [1] i 1 . En + En + i im En + En (18.26)
A similar procedure holds for fermion operators O i (which are not observable). There are only two changes with respect to the boson case. First, in the Fourier expansion of the imaginary-time Green functions, the bosonic Matsubara frequencies m in (18.23) become fermionic. Second, in the denition of the retarded Green
18.2 Spectral Representations of Green Functions for T = 0
1183
functions (18.19), the commutator is replaced by an anticommutator, i.e., the rei tarded Green function of fermion operators OH is dened by
i j GR (t, t ) GR (t t ) (t t )eF/T Tr eH/T OH (t), OH (t ) ij ij +
. (18.27)
These changes produce an opposite sign in front of the e(En En )/T -term in both of the formulas (18.23) and (18.25). Apart from that, the relation between the two Green functions is again given by the replacement rule (18.26). At this point it is customary to introduce the spectral function 12 ( ) = 1 e /T eF/T
n,n
eEn /T 2( En + En ) n|O 1|n
n |O 2 |n ,
(18.28)
where the upper and the lower sign hold for bosons and fermions, respectively. Under an interchange of the two operators it behaves like 12 ( ) = 12 ( ). (18.29)
Using this spectral function, we may rewrite the Fourier-transformed retarded and thermal Green functions as the following spectral integrals: GR () = 12 G12 (m ) =

i d 12 ( ) , 2 + i 1 d 12 ( ) . 2 im
(18.30) (18.31)
These equations show how the imaginary-time Green functions arise from the retarded Green functions by a simple analytic continuation in the complex frequency plane to the discrete Matsubara frequencies, im . The inverse problem of reconstructing the retarded Green functions in the entire upper half-plane of from the imaginary-time Green functions dened only at the Matsubara frequencies m is not solvable in general but only if other information is available [2]. For instance, the sum rules for canonical elds to be derived later in Eq. (18.66) with the ensuing asymptotic condition (18.67) are sucient to make the continuation unique [3]. Going back to the time variables t and , the Green functions are GR (t) = (t) 12 G12 ( ) =

d 12 ( )ei t , 2 eim
m
(18.32) 1 . im (18.33)
d 12 ( )T 2
The sum over even or odd Matsubara frequencies on the right-hand side of G12 ( ) was evaluated in Section 3.3 for bosons and fermions as 1 1 = Gp ( ) = e( 1/2T ) T eim ,e im 2 sin(/2T ) n = e (1 + n ) (18.34)
1184 and T
n
eim
1 1 = Ga ( ) = e( 1/2T ) ,e im 2 cos(/2T ) = e (1 n ),
(18.35)
with the Bose and Fermi distribution functions [see (3.93), (7.529), (7.531)] n = respectively. 1 e/T 1 , (18.36)
18.3
Other Important Green Functions
In studying the dynamics of systems at nite temperature, several other Green functions are useful whose spectral functions we shall now derive. In complete analogy with the retarded Green functions for bosonic and fermionic operators, we may introduce their counterparts, the so-called advanced Green functions (compare page 38)
1 2 GA (t, t ) GA (t t ) = (t t)eF/T Tr eH/T OH (t), OH (t ) 12 12
. (18.37)
Their Fourier transforms have the spectral representation GA () = 12

d i 12 ( ) , 2 i
(18.38)
diering from the retarded case (18.30) only by the sign of the i-term. This makes the Fourier transforms vanish for t > 0, so that the time-dependent Green function has the spectral representation [compare (18.32)] GA (t) = (t) 12

d 12 ()eit . 2
(18.39)
By subtracting retarded and advanced Green functions, we obtain the thermal expectation value of commutator or anticommutator:
1 2 C12 (t, t ) = eF/T Tr eH/T OH (t), OH (t )
= GR (t, t ) GA (t, t ). (18.40) 12 12
Note the simple relations: GR (t, t ) = (t t )C12 (t, t ), 12 GA (t, t ) = (t t)C12 (t, t ). 12 (18.41) (18.42)
18.3 Other Important Green Functions
1185
When inserting the spectral representations (18.30) and (18.39) of GR (t) and 12 GA (t) into (18.40), and using the identity (1.324), 12 i i = 2 = 2( ), + i i ( )2 + 2

(18.43)
we obtain the spectral integral representation for the commutator function:2 C12 (t) = d 12 ()eit . 2 (18.44)
Thus a knowledge of the commutator function C12 (t) determines directly the spectral function 12 () by its Fourier components C12 () = 12 (). (18.45)
An important role in studying the dynamics of a system in a thermal environment is played by the time-ordered Green functions. They are dened by
1 2 G12 (t, t ) G12 (t t ) = eF/T Tr eH/T T OH (t)OH (t ) .
(18.46)
Inserting intermediate states as in (18.23) we nd the spectral representation G12 () = + = e

F/T 0 0 1 2 dt eit (t) eF/T Tr eH/T OH (t)OH (0) 2 1 dt eit (t)eF/T Tr eH/T OH (t)OH (0)
dt eit
n,n
eEn /T ei(En En )t n|O 1 |n eEn /T ei(En En )t n|O 2 |n
n |O 2|n n |O 1|n . (18.47)
eF/T
dt eit
n,n
Interchanging again n and n , this can be written in terms of the spectral function (18.28) as G12 () =

d 12 ( ) 2 1
1 i + /T + i e 1
1 i . (18.48) /T i e
Let us also write down the spectral decomposition of a further operator expression complementary to C12 (t) of (18.40), in which boson or fermion elds appear with the wrong commutator:
1 2 A12 (t t ) eF/T Tr eH/T OH (t), OH (t )
2
(18.49)
Due to the relation (18.41), the same representation is found by dropping the factor (t) in (18.32).
1186
1 2 This function characterizes the size of uctuations of the operators OH and OH . Inserting intermediate states, we nd
A12 () =
1 2 dt eit eF/T Tr eH/T OH (t), OH (0)
= eF/T
dt eit
n,n
eEn /T ei(En En )t n|O 1 |n eEn /T ei(En En )t n|O 2 |n
n |O 2|n n |O 1|n . (18.50)
In the second sum we exchange n and n and perform the integral, which runs now over the entire time interval and gives therefore a -function: A12 () = eF/T
n,n
n|O 1 |n
n |O 2|n (18.51)
2( En + En ). In terms of the spectral function (18.28), this has the simple form A12 () =

d tanh 2
12 ( ) 2( ) = tanh 2T
12 (). (18.52) 2T
Thus the expectation value (18.49) of the wrong commutator has the time dependence A12 (t, t ) A12 (t t ) =

d 12 () tanh 2
i(tt ) e . 2T
(18.53)
There exists another way of writing the spectral representation of the various Green functions. For retarded and advanced Green functions GR , GA , we decom12 12 pose in the spectral representations (18.30) and (18.38) according to the rule (1.325): i P =i i

i( ) ,
(18.54)
where P indicates principal value integration across the singularity, and write GR,A () = i 12 P d 12 ( ) 2 i( ) . (18.55)
Inserting (18.54) into (18.48) we nd the alternative representation of the timeordered Green function G12 () = i

P d 12 ( ) i tanh 2
( ) . (18.56) 2T
The term proportional to ( ) in the spectral representation is commonly referred to as the absorptive or dissipative part of the Green function. The rst term proportional to the principal value is called the dispersive or uctuation part.
18.4 Hermitian Adjoint Operators
1187
The relevance of the spectral function 12 ( ) in determining both the uctuation part as well as the dissipative part of the time-ordered Green function is the content of the important uctuation-dissipation theorem. In more detail, this may be restated as follows: The common spectral function 12 ( ) of the commutator function in (18.44), the retarded Green function in (18.30), and the uctuation part of the time-ordered Green function in (18.56) determines, after being multiplied by a factor tanh 1 ( /2T ), the dissipative part of the time-ordered Green function in Eq. (18.56). The three Green functions iG12 (), iGR (), and iGA () have the same 12 12 real parts. By comparing Eqs. (18.30) and (18.31) we found that retarded and advanced Green functions are simply related to the imaginary-time Green function via an analytic continuation. The spectral decomposition (18.56) shows this is not true for the time-ordered Green function, due to the extra factor tanh 1 (/2T ) in the absorptive term. Another representation of the time-ordered Green is useful. It is obtained by expressing tan 1 in terms of the Bose and Fermi distribution functions (18.36) as tan 1 = 1 2n . Then we can decompose G12 () =

i d 12 ( ) 2n ( ) . 2 + i
(18.57)
18.4
Hermitian Adjoint Operators

2 1 OH (t) = [OH (t)] ,
1 2 If the two operators OH (t), OH (t) are Hermitian adjoint to each other, (18.58) the spectral function (18.28) can be rewritten as 12 ( ) = (1 This shows that 12 ( ) 12 ( ) 0 0 for bosons, (18.60) for fermions. e /T )eF/T 1 eEn /T 2( En + En )| n|OH (t)|n
2
(18.59)
n,n
This property permits us to derive several useful inequalities between various diagonal Green functions in Appendix 18A. Under the condition (18A.9), the expectation values of anticommutators and commutators satisfy the time-reversal relations GA (t, t ) 12 A12 (t, t ) C12 (t, t ) G12 (t, t ) = GR (t , t) , 21 = A21 (t , t) , = C21 (t , t) . = G21 (t , t) . (18.61) (18.62) (18.63) (18.64)
1188
Examples are the corresponding functions for creation and annihilation operators which will be treated in detail below. More generally, this properties hold for any 1 2 interacting nonrelativistic particle elds OH (t) = p (t), OH (t) = p (t) of a specic momentum p. Such operators satisfy, in addition, the canonical equal-time commutation rules at each momentum p (t), p (t) = 1 (18.65)
(see Sections 7.6, 7.9). Using (18.40), (18.44) we derive from this spectral function sum rule:

d 12 ( ) = 1. 2
(18.66)
For a canonical free eld with 12 ( ) = 2( ), this sum rule is of course trivially fullled. In general, the sum rule ensures the large- behavior of imaginary-time, retarded, and advanced Green functions of canonically conjugate eld operators to be the same as for a free particle, i.e., G12 (m )
m
i , m
GA,R () 12
1 .
(18.67)
18.5
Harmonic Oscillator Green Functions for T / 0 =
As an example, consider a single harmonic oscillator of frequency or, equivalently, a free particle at a point in the second-quantized eld formalism (see Chapter 7). We shall start with the second representation.
18.5.1
Creation Annihilation Operators
1 2 The operators OH (t) and OH (t) are the creation and annihilation operators in the Heisenberg picture a (t) = a eit , H aH (t) = aeit . (18.68)
The eigenstates of the Hamiltonian operator 1 1 2 p + 2 x2 = a a + aa = a a H= 2 2 2 are 1 |n = ( )n |0 , a n! (18.70) (18.69)
with the eigenvalues En = (n 1/2) for n = 0, 1, 2, 3, . . . or n = 0, 1, if a and a commute or anticommute, respectively [compare Eq. (7.551)]. In the second quantized eld interpretation the energies are En = n and the nal Green functions
18.5 Harmonic Oscillator Green Functions for T = 0
1189
are the same. The spectral function 12 ( ) is trivial to calculate. The Schrdinger o 2 = a can connect the state |n only to n + 1|, with the matrix element operator O n + 1. The operator O 1 = a does the opposite. Hence we have
,1
12 ( ) = 2( )(1
/T
)e
F/T n
e(n1/2)/T (n + 1).
(18.71)
Now we make use of the explicit partition functions of the oscillator whose paths satisfy periodic and antiperiodic boundary conditions:
,1
e(n1/2)/T = eF/T =
n
[2 sinh(/2T )]1 2 cosh(/2T )
for
bosons fermions
(18.72)
These allow us to calculate the sum in (18.71) as follows

,1 n
e(n1/2)/T (n + 1) = T = 1 2 coth(/2T ) tanh(/2T )
1 F/T + e 2 + 1 eF/T = 1 e/T

1 F/T
(18.73) e .
The spectral function 12 ( ) of the a single oscillator quantum of frequency is therefore given by 12 ( ) = 2( ). With it, the retarded and imaginary-time Green functions become GR (t, t ) = (t t )e(tt ) ,
(18.74)
(18.75)
)
G (, ) = T
eim (
m= )
1 im for , <
(18.76)
= e(
1 n n
(18.77)
with the average particle number n of (18.36). The commutation function, for instance, is by (18.44) and (18.74): C12 (t, t ) = ei(tt ) , (18.78)
and the correlation function of the wrong commutator is from (18.53) and (18.74): i(tt ) e . (18.79) 2T Of course, these harmonic-oscillator expressions could have been obtained directly by starting from the dening operator equations. For example, the commutator function A (t, t ) = tanh
1
C (t, t ) = eF/T Tr eH/T [H (t), a (t )] a H
(18.80)
1190
turn into (18.78) by using the commutation rule at dierent times [H (t), a (t )] = ei(tt ) , a H (18.81)
which follows from (18.68). Since the right-hand side is a c-number, the thermodynamic average is trivial: eF/T Tr (eH/T ) = 1.
(18.82)
After this, the relations (18.41), (18.42) determine the retarded and advanced Green functions GR (t t ) = (t t )ei(tt ) , GA (t t ) = (t t)ei(tt ) .
(18.83)
For the Green function at imaginary times G (, ) eF/T Tr eH/T T aH ( ) ( ) , aH the expression (18.77) is found using [see (18.85)] a ( ) eH a eH = a e , H aH ( ) eH aeH = ae ,

(18.84)
(18.85)
and the summation formula (18.73). The wrong commutator function (18.79) can, of course, be immediately derived from the denition H A12 (t t ) eF/T Tr eH/T aH (t), a (t )

(18.86)
and (18.68), by inserting intermediate states. For the temporal behavior of the time-ordered Green function we nd from (18.48) G () = 1 e/T
1
GR () + 1
e/T
GA (),
(18.87)
and from this by a Fourier transformation G (t, t ) = = 1 e/T

1
(t t )ei(tt ) 1 1)1 ei(tt )
(t t ) (e/T
(t t)ei(tt ) (18.88) = [(t t ) n ] ei(tt ) .
e/T
The same result is easily obtained by directly evaluating the dening equation using (18.68) and inserting intermediate states:
G (t, t ) G (t t ) = eF/T Tr eH/T T aH (t) (t ) aH
= (t t ) a a ei(tt ) (t t) a a ei(tt ) i(tt ) = (t t )(1 n )e (t t)n ei(tt ) ,
(18.89)
18.5 Harmonic Oscillator Green Functions for T = 0
1191
which is the same as (18.88). For the correlation function with a and a interchanged,
G (t, t ) G (t t ) = eF/T Tr eH/T T a (t)H (t ) , a H
(18.90)
we nd in this way G (t, t ) = (t t ) a a ei(tt ) (t t) a a ei(tt ) i(tt ) = (t t )n e (t t)(1 n )ei(tt ) , in agreement with (18.64).
(18.91)
18.5.2
Real Field Operators
From the above expressions it is easy to construct the corresponding Green functions for the position operators of the harmonic oscillator x(t). It will be useful to keep the discussion more general by admitting oscillators which are not necessarily mass points in space but can be eld variables. Thus we shall use, instead of x(t), the symbol (t), and call this a eld variable. As in Eq. (7.295) we decompose the eld as x(t) = h aeit + a eit . 2M (18.92)
In this section we use physical units. The commutator function (18.40) is directly C(t, t ) [(t), (t )]
h 2i sin (t t ), 2M
(18.93)
implying a spectral function [recall (18.44)] ( ) = 1 2 [( ) ( + )]. 2M (18.94)
The real operator (t) behaves like the dierence of a particle of frequency and , with an overall factor 1/2M. It is then easy to nd the retarded and advanced Green functions of the operators (t) and (t ): GR (t, t ) = h h GR (t, t ) GR (t, t ) = (t t ) 2i sin (t t ), (18.95) 2M 2M h h GA (t, t ) = GA (t, t ) GA (t, t ) = (t t ) 2i sin (t t). (18.96) 2M 2M
From the spectral representation (18.53), we obtain for the wrong commutator A(t, t ) = [(t), (t )] = h coth1 2 cos (t t ). 2M 2kB T (18.97)
The relation with (18.93) is again a manifestation of the uctuation-dissipation theorem (18.53).
1192
The average of these two functions yields the time-dependent correlation function at nite temperature containing only the product of the operators GP (t, t ) (t)(t ) = h [(1 2n ) cos (t t ) i sin (t t )] , (18.98) 2M
with the average particle number n of (18.36). In the limit of zero temperature where n 0, this reduces to GP (t, t ) = (t)(t ) = h i(tt ) e . 2M (18.99)
The time-ordered Green function is obtained from this by the obvious relation 1 [A(t, t ) + (t t )C(t, t )] , 2 (18.100) where (t t ) is the step function of Eq. (1.312). Explicitly, the time-ordered Green function is G(t, t ) = (t t )GP (t, t ) (t t)GP (t , t) = G(t, t ) T (t)(t ) = which reduces for T 0 to G(t, t ) = T (t)(t ) = h [(1 2n ) cos |t t | i sin |t t |] , (18.101) 2M h i|tt | e . 2M
(18.102)
Thus, as a mnemonic rule, a nite temperature is introduced into a zerotemperature Green function by simply multiplying the real part of the exponential function by a factor 12n . This is another way of stating the uctuation-dissipation theorem. There is another way of writing the time-ordered Green function (18.101) in the bosonic case: h h cosh 2 ( i|t t |) G(t, t ) T (t)(t ) = . (18.103) h 2M sinh 2 For t t > 0, this coincides precisely with the periodic Green function Gp (, ) = e Gp ( ) at imaginary-times > [see (3.248)], if and are continued analytie cally to it and it , respectively. Decomposing (18.101) into real and imaginary parts we see by comparison with (18.100) that anticommutator and commutator functions are the doubled real and imaginary parts of the time-ordered Green function: A(t, t ) = 2 Re G(t, t ), C(t, t ) = 2i Im G(t, t ). (18.104)
In the fermionic case, the hyperbolic functions cosh and sinh in numerator and denominator are simply interchanged, and the result coincides with the analytically continued antiperiodic imaginary-time Green function (3.263).
18.6 Nonequilibrium Green Functions
1193
The time-reversal properties (18.61)(18.64) of the Green functions become for real elds (t): GA (t, t ) A(t, t ) C(t, t ) G(t, t ) = GR (t , t), = A(t , t), = C(t , t), = G(t , t). (18.105) (18.106) (18.107) (18.108)
18.6
Nonequilibrium Green Functions
Up to this point we have assumed the system to be in intimate contact with a heat reservoir which ensures a constant temperature throughout the volume. The disturbance in (18.3) was taken to be small, so that only a small fraction of the particles could be excited. If the disturbance grows larger, large clouds of excitations can be formed in a local region. Such a system leaves thermal equilibrium, and the response is necessarily nonlinear. The system must be studied in its full quantummechanical time evolution. In order to describe such a process theoretically, we shall assume an initial equilibrium characterized by some density operator [compare (2.359)] =
n
n |n n|,
(18.109)
with eigenvalues n = eEn /T . (18.110)
The disturbance sets in at some time t0 . If the initial state is out of equilibrium, the formalism to be described remains applicable, with only a few adaptations, if the initial state at t0 is still characterized by a density operator of type (18.109), but has probabilities n dierent from (18.110). Of course, in the limit of very small deviations from thermal equilibrium, the formalism to be described reduces to the previously treated linear-response theory. We rst develop a perturbation theory for the time evolution of operators in a nonequilibrium situation. This serves to set up a path integral formalism for the description of the dynamical behavior of a single particle in contact with a thermal reservoir. This description can, in principle, be extended to ensembles of many particles by considering a similar path integral for a uctuating eld. After the discussion in Chapter 7, the necessary second quantization is straightforward and requires no detailed presentation. The perturbation theory for nonequilibrium quantum-statistical mechanics to be developed now is known under the name of closed-time path Green function formalism (CTPGF). This formalism was developed by Schwinger [4] and Keldysh [5], and has been applied successfully to many nonequilibrium problems in statistical physics, in particular to superconductivity and plasma physics.
1194
The fundamental problem of nonequilibrium statistical mechanics is nding the time evolution of thermodynamic averages of products of Heisenberg operators H (t). For interesting applications it is useful to keep the formulation general and deal with relativistic elds of operators H (x, t). As in Section 7.6, an extra spatial argument x allows for a dierent time-dependent operator (t) at each point x in space. In order to prepare ourselves for the most interesting study of electromagnetic elds, we consider the simplest relativistically invariant classical action describing an observable eld in D dimensions which has the form A0 = dtdD x L0 (x, t) 1 2 dtdD x [(x, t)]2 [ (x, t)]2 m2 2 (x, t) . (18.111)
As in Section 7.6, we go over to a countable set of innite points x assuming that space is a ne lattice of spacing , with the continuum limit 0 taken at the end. The associated Euler-Lagrange equation extremizing the action is the Klein-Gordon equation
2 (x, t) + (x + m2 )(x, t) = 0.
(18.112)
This is solved by plane waves fp (x, t) = 1 2p V eip t+ipx , fp (x, t) = 1 p V eip t+ipx (18.113)
of positive and negative energy. As in Section 7.6, we imagine the system to be conned to a nite cubic volume V . Then the momenta p are discrete. The solutions (18.113) behave like an innite set of harmonic oscillator solution, one for each momentum vector p, with the p-dependent frequencies p p2 + m2 . (18.114)
The general solution of (18.112) may be expanded as (x, t) =

p
1 ap eip +ipx + a eip t+ipx . p 2p V
(18.115)
The canonical momenta of the eld variables (x, t) are the eld velocities (x, t) px (t) (x, t). The elds are quantized by the canonical commutation rules [ (x, t), (x, t)] = ixx . (18.117) (18.116)
The quantum eld is now expanded as in (18.115), but in terms of operators ap and their Hermitian adjoint operators a . These satisfy the usual canonical commutation p rules of creation and annihilation operators of Eq. (7.294): [p (t), a (t)] = pp , a p [ (t), a (t)] = 0, ap p [p (t), ap (t)] = 0. a (18.118)
1195
The simplest nonequilibrium quantities to be studied are the thermal averages of one or two such eld operators. More generally, we may investigate the averages of one or two elds with respect to an arbitrary initial density operator , the so-called -averages: H (x) H (x)H (y)

= Tr [( H (x)] , = Tr [ H (x)H (y)] .
(18.119)
For brevity, we have gone over to a four-vector notation and use spacetime coordinates x (x, t) to write H (x, t) as H (x). In general, the elds (x, t) will interact with each other and with further elds, adding to (18.111) some interaction Aint . The behavior of an interacting eld system can then be studied in perturbation theory. This is done by techniques related to those in Section 1.7. First we identify a time-independent part of the Hamiltonian for which we can solve the Schrdinger equation exactly. This is called the free part o 0 . For the eld (x, t) at hand this follows from the action of the Hamiltonian H (18.111) via the usual Legendre transformation (1.13). Its operator version is H0 = 1 dD x H0 (x, t) 2 dD x [(x, t)]2 + [ (x, t)]2 + m2 2 (x, t) . (18.120)
The interaction Aint gives rise to an interaction Hamiltonian H int (t). Then we introduce the eld operators in Diracs interaction picture (x). These are related 0 , by to the Heisenberg operators via the free Hamiltonian H (x) eiH0 (tt0 ) H (x, t0 )eiH0 (tt0 ) .

(18.121)
The operators in the two pictures are equal to each other at a time t0 at which the density operator is known. We also introduce the interaction picture for the interaction Hamiltonian3
int HI (t) eiHt H int (t)eiHt .
(18.122)
This operator is used to set up the time evolution operator in the interaction picture
t t0
U(t, t0 ) T exp i
int dt HI (t ) .
(18.123)
It allows us to express the time dependence of the eld operators (x) as follows: H (x) = U (t0 , t)(x)U (t, t0 ).
3
(18.124)
For consistency, the eld operator (x) should carry the same subscript I which is, however, omitted to shorten the notation.
1196
The -averages of the Heisenberg elds in the interaction representation are therefore H (x) H (x)H (x )
= Tr U (t0 , t)(x)U(t, t0 ) , =

(18.125) t>t, t > t. (18.126)
Tr U(t0 , t)(x)U (t, t )(x )U(t , t0 ) , Tr U(t0 , t )(x )U(t , t)(x)U (t, t0 ) ,
Now, suppose that the interaction has been active for a very long time, i.e., we let t0 . In this limit, (18.125) can be rewritten in terms of the scattering operator S U(, ) of the system.4 Using the time-ordering operator T of Eq. (1.241), we may write H (x) H (x)H (y)
= Tr S T S (x) , = Tr S T S (x)(y) .
(18.127) (18.128)
These expressions are indeed the same as those in (18.125) and (18.125); for instance S T S (x) = U(, t)U (t, )T U (, t)(x)U (t, ) = U(, t)(x)U (t, ). (18.129)
For further development it is useful to realize that the operators in the expectations (18.127) and (18.128) can be reinterpreted time-ordered products of a new type, ordered along a closed-time contour which extends from t = to t = and back . This contour is imagined to encircle the time axis in the complex t-plane as shown in Figure 18.1. The contour runs from t = to t = above the real
Figure 18.1 Closed-time contour in forwardbackward path integrals.
time axis and returns below it. Accordingly, we distinguish t values from the upper branch and the lower branch by writing them as t+ and t , respectively. Similarly we dene x(t+ ) x+ and x(t ) x . When viewed as a function of the closed-time contour, the operator S T S (x)
4
(18.130)
The matrix elements of S between momentum eigenstates form the so-called S-matrix.
1197
can be rewritten as TP S S (x+ ) , (18.131)
where TP performs a time ordering along the closed-time contour. The coordinate x lies on the positive branch of the contour, where it is denoted by x+ . The operator TP is called path-ordering operator . We can then write down immediately a generating functional for an arbitrary product of eld operators ordered along the closed-time path: TP S S exp i dx j(x+ )(x+ ) , (18.132)
where dx is short for d3 xdt. Functional dierentiation with respect to j(x+ ) produces (x+ ) (x). For symmetry reasons it is also useful to introduce the source j(x ) coupled to the eld on the lower time branch (x ). Thus we shall work with the symmetric generating functional Z[jP ] = Tr TP S S exp i It can be written as Z[jP ] = Tr TP S S exp i
P
dx j(x+ )(x+ ) +
dx j(x )(x )
dx jP (x)P (x)
(18.133)
with the subscript p distinguishing the time branches. The path-ordering symbol serves to write down a useful formal expression for the interaction representation of the operator S S:5 S S = TP exp i
P
int dt HI (t) .
(18.134)
In terms of this, Z[jP ] takes the suggestive form Z[jP ] = Tr TP exp i

P
int dtHI (t) + i
dx jP (x)P (x)
(18.135)
To calculate the integrals along the closed-time contour p, it is advantageous to traverse the lower time branch in the same direction as the upper from t = to (since we are used to integrating in this direction), and rewrite the closed-contour integral in the source term, dx jP (x)P (x) = d3 x

dt j(x, t+ )(x+ ) +
dt j(x, t )(x ) , (18.136)
Note that the left-hand side is equal to 1 due to S being unitary. However, this identity cannot be inserted into the path-ordered expressions (18.131)(18.133), since the current terms require a factorization of S or S at specic times and an insertion of eld operators between the factors.
5
1198 as
P
dx jP (x)P (x) =
d3 x
dt [j(x, t+ )(x+ ) j(x, t )(x )] . (18.137)
Obviously, the functional derivative with respect to j(x, t ) produces a factor (x ). Correspondingly, we shall imagine the two elds (x+ ), (x ) as two com ponents of a vector (x) =

(x+ ) (x )
with the associated current
(18.138)
In this vector notation, the source term reads dx (x)(x),
(x) =
j(x+ ) j(x )
(18.139)
(18.140)
and all closed-time path formulas go directly over into vector or matrix formulas whose integrals run only once along the positive time axis, for example
P
dx jP (x)GP (x, x )jP (x ) =
dx (x)G(x, x )(x ),
(18.141)
where G(x, x ) on the right-hand side denotes the 2 2 matrix G(x, y) =
G++ (x, y) G+ (x, y) G+ (x, y) G (x, y)
Since all formulas for jP and P hold also for and , we shall identify the closed time path objects with the corresponding vectors and matrices. Dierentiating the generating functional with respect to jP produces all Green functions of the theory. Forming two derivatives gives the two-point Green function GP (x, y) = ijP (x) ijP (y) Z[jP ]
jP =0
G(x+ , y+ ) G(x+ , y ) G(x , y+ ) G(x , y )
(18.142)
= Tr TP S S P (x)P (y) ,
(18.143)
which we decompose according to the branches of the closed-time contour in the same way as the matrix (18.142): GP (x, y) =
G++ (x, y) G+ (x, y) G+ (x, y) G (x, y)
The four matrix elements collect precisely the four physically relevant timedependent Green functions discussed in the last section for the case of being an
(18.144)
1199
equilibrium density operator. Here they may be out of thermal equilibrium, formed with an arbitrary -average rather than the thermal average at a given temperature. Going back from the interaction picture to the Heisenberg picture, the matrix GP (x, y) is the expectation GP (x, y) = TP H (xP )H (yP) , (18.145)
where xP can be x+ or x . Considering the dierent components we observe that the path order is trivial as soon as x and y lie on dierent branches of the time axis. Since y+ lies always before x , the path-ordering operator can be omitted so that G+ (x, y) = H (x)H (y) . (18.146)
In the opposite conguration, the path order is opposite. When reestablishing the original order, a negative sign arises for fermion elds. Hence, G+ (x, y) = H (y)H (x)
= H (x)H (y) .
(18.147)
In either case, a distinction of the upper and lower time branches is superuous after an explicit path ordering. If both x and y lie on the upper branch, the path order coincides with the usual time order so that G++ (x, y) is equal to the expectation G++ (x, y) = T H (x)H (y)
G(x, y),
(18.148)
i.e., the -average of the usual time-ordered Green function. Similarly, if x and y both lie on the lower branch, the path order coincides with the usual anti-time order and G (x, y) = T H (x)H (y)
G(x, y).
(18.149)
From these relations it is easy to see that only three of the four matrix elements of GP (x, y) are linearly independent, since there exists the relation G++ + G = G+ + G+ . (18.150)
This can be veried by writing out explicitly the time order and antiorder on the left-hand side. In the linear-response theory of Sections 18.1 and 18.2, the most convenient independent Green functions are the retarded and the advanced ones, together with the expectation of the anticommutator (the commutator for fermions). By analogy, we also dene here, in the nonequilibrium case, GR (x, y) = (x y) [H (x), H (y)] [H (x), H (y)] .
, ,
(18.151) (18.152) (18.153)
GA (x, y) = (y x) [H (x), H (y)] A(x, y) =
1200
As in (18.53), the last expression coincides with the absorptive or dissipative part of the Green function. The expectation of the commutator (the anticommutator for fermions), C(x, y) = [H (x), H (y)]
,
(18.154)
is not an independent quantity. It is related to the others by C(x, y) = GR (x, y) GA (x, y). (18.155)
A comparison of the Fourier decomposition of the eld (18.115) with (18.92) shows that the Green functions are simple plane-wave superpositions of harmonic oscillator of all momenta p and frequency = p . The normalization factor h/M becomes 1/V . For instance GR (x, x ) =
p
M ip(xx ) R e G (t, t )|=p . hV
(18.156)
In the continuum limit, where the sum over momenta goes over into an integral with the rule (7.558), this becomes, from (18.95), GR (x, x ) = (x x ) Similarly we nd from (18.102) A(x, x ) = dD p eik(xx ) 2 cos p (t t ). 2p (2)D (18.158) dD p eik(xx ) 2i sin p (t t ). 2p (2)D (18.157)
These and the other Green functions satisfy identities analogous to those formed from the position operator (t) of a simple harmonic oscillator in (18.105)(18.105): GA (x, x ) A(x, x ) C(x, x ) G(x, x ) = GR (x , x), = A(x , x), = C(x , x). = G(x , x) . (18.159) (18.160) (18.161) (18.162)
It is now easy to express the matrix elements of the 22 Green function GP (x, y) in (18.144) in terms of the three independent quantities (18.153). Since GR = G+ G = G++ G+ , A = G+ + G+ = G++ + G ,
GA = G+ G = G++ G+ , C = G+ G+ = GR GA ,
(18.163)
1201
we nd G+ = G+ and
1 G++ = GR + G+ = 2 (A + GR + GA ),
1 1 (A + C) = 2 (A + GR GA ), 2 1 1 = (A C) = 2 (A GR + GA ), 2
(18.164)
G = G+ + G+ G++
(18.165)
1 = A G++ = 2 (A GR GA ).
The matrix GP (x, y) can therefore be written as follows:

R A R A 1 A+G +G AG +G GP = . 2 A + GR GA A GR GA
(18.166)
For actual calculations it is somewhat more convenient to use a transformation introduced by Keldysh [5]. It arises from the similarity transformation G = QGP Q1 , 1 with Q = 2 1

1 1
= (QT )1 ,
(18.167)
producing the simpler triangular Green function matrix

1 1 1 A + GR + GA A GR + GA 1 y) = G(x, 2 A + GR GA A GR GA 2 1 1
A 1 1 1 0 G . = 2 1 1 GR A
(18.168)
Due to the calculational advantages it is worth re-expressing all quantities in the new basis. The linear source term, for example, becomes
P
dx jP (x)P (x) = =
dx (j(x+ ), j(x )) dx (x)(x),
(x+ ) (x )
(18.169)
with the source vectors (x) Q and the eld vectors j(x+ ) + j(x ) 1 = Q = . (x) 2 j(x+ ) j(x ) j2 (x) j(x )

(x+ ) (x )
1 = 2
(x+ ) (x ) (x+ ) + (x )
(18.170)
j1 (x)
j(x+ )
(18.171)
1202 The quadratic source term dx dx jP (x)GP (x, x )jP (x ) = becomes dx dx (j(x+ ), j(x ))
(18.172) G++ G+ G+ G
(x, x )
j(x+ ) j(x )
dx dx T (x)G(x, x )(x ).
(18.173)
The product6 of two Green functions G(1) and G(2) has the same triangular form as each factor. The three nonzero entries are composed as follows:
(1) (2) G12 = G(1) G(2) = QGP Q1 QGP Q1 0 GA GA 1 2 = . R R R G1 G2 G1 A2 + A1 GA 2
(18.174)
More details on these Green functions can be found in the literature [6].
18.7
Perturbation Theory for Nonequilibrium Green Functions
The interaction picture can be used to develop a perturbation expansion for nonequilibrium Green functions. For this we go back to the generating functional (18.135) and assume that the interaction depends only on the eld operators. Usually it will be a local interaction, i.e., a spacetime integral over an interaction density: exp i
P
int dt HI (t) = exp i
dt
d3 x Lint (P (x, t)) .
(18.175)
The subsequent formal development applies also to the case of a more general nonlocal interaction exp iAint [P ] . P (18.176)
To account for the interaction, we use the fact used in Section 3.18, that within the expectation (18.135) the eld P can be written as a dierential operator /ijP (x) applied to the source term. In this form, the interaction term can be moved outside the thermal expectation. The result is the generating functional in the interaction picture Z[jP ] = exp iAint [/ijP ] Z0 [jP ], P
6
(18.177)
(G
(1)
The product is meant in the functional sense, i.e., G(2) )(x, y) = dz G(1) (x, z)G(2) (z, y).
18.7 Perturbation Theory for Nonequilibrium Green Functions
1203
where Z0 [jP ] = Tr TP exp i

P
dx P(x) jP (x)
(18.178)
is the free partition function. To apply this formula, we have to nd Z0 [jP ] explicitly. By expanding the exponential in powers of iAint [/ijP ] and performing the functional derivatives /ijP , P we obtain the desired perturbation expansion for Z[jP ]. For a general density operator , the free partition function Z0 [jP ] cannot be written down in closed form. Here we give Z0 [jP ] explicitly only for a harmonic system in thermal equilibrium, where the -averages . . . are the thermal averages . . . T calculated in Sections 18.1 and 18.2. Since the uctuation terms in the eld (t) are quadratic, Z0 [jP ] must have an exponent quadratic in the sources jP . To satisfy (18.143), the functional is necessarily given by Z0 [jP ] = exp 1 2 dxdy jP (x)GP (x, y)jP(y) . (18.179)
Inserting the 4 4-matrix (18.166), this becomes j+ 0 GA 1 1 dx dx (j+ , j )Q Q Z0 [j+ , j ] = exp R 2 j G A 1 = exp dx dx (j+ + j )(x)GA (x, x )(j+ j )(x ) 4 + (j+ j )(x)GR (x, x )(j+ + j )(x ) + (j+ j )(x)A(x, x )(j+ j )(x )] , where j+ (x) j(x+ ), j (x) j(x ). (18.181)
(18.180)
The advanced Green functions are dierent from zero only for t < t . Using relation (18.159), the second term is seen to be the same as the rst. For the real eld at hand, these terms are purely imaginary [see (18.156)]. The anticommutation function A(x, x ) is symmetric by (18.160). We therefore rewrite (18.180) as Z0 [j+ , j ] = exp 1 2 dx dx (x x) (18.182) .
(j+ j )(x)GR (x, x )(j+ + j )(x ) + (j+ j )(x)A(x, x )(j+ j )(x )
For any given spectral function, the exponent can easily be written down explicitly using the spectral representations (18.44) and (18.53). As an important example consider the simple case of a single harmonic oscillator of frequency . Then the eld (x) depends only on the time t, and the commutator
1204
and wrong commutator functions are given by (18.93) and (18.102). Reintroducing all factors h and kB , we have 1 (18.183) Z0 [j+ , j ] = exp 2 dt dt (t t ) 2 h (j+ j )(t)C(t, t )(j+ + j )(t ) + (j+ j )(t)A(t, t )(j+ j )(t ) or, more explicitly, Z0 [j+ , j ] = exp 1 dt dt (t t) 2M h (j+ j )(t) i sin (t t ) (j+ + j )(t ) + (j+ j )(t) coth
(18.184)
h cos (t t ) (j+ j )(t ) . 2kB T We have taken advantage of the presence of the Heaviside function to express the retarded Green function for t > t as a commutator function C(t, t ) [recall (18.151), (18.154)]. Together with the anticommutator function A(t, t ), we obtain for t > t h h cosh 2 [ i(t t )] 1 G(t, t ) = [A(t, t ) + C(t, t )] = , (18.185) h 2 2M sinh 2 which coincides with the time-ordered Green function (18.101) for t > t , and thus with the analytically continued periodic imaginary-time Green function (3.248). The exponent in this generating functional is thus quite similar to the equilibrium source term (3.218). The generating functional (18.180) can, of course, be derived without the previous operator discussion completely in terms of path integrals for the harmonic oscil lator in thermal equilibrium. Using the notation X(t) for a purely time-dependent oscillator eld (x), we can take the generating functional directly from Eq. (3.168): (Xb tb |Xa ta )j = M 2 i tb dt (X 2 X 2 ) + jX h ta 2 h = e(i/ )Acl,j F,j (tb , ta ). DX(t) exp
(18.186)
with a total classical action 1 M 2 2 Acl,j = (Xb + Xa ) cos (tb ta )2XbXa 2 sin (tb ta ) tb 1 + dt[Xa sin (tb t) + Xb sin (t ta )]j(t), sin (tb ta ) ta
(18.187)
and the uctuation factor (3.170), and express (18.187) as in (3.171) in terms of the two independent solutions Da (t) and Db (t) of the homogenous dierential equations (3.48) introduced in Eqs. (2.221) and (2.222): Acl,j = M 2 X 2 Da (tb )Xa Db (ta )2XbXa 2Da (tb ) b
18.8 Path Integral Coupled to Thermal Reservoir
1205 (18.188)
1 Da (tb )
tb ta
dt [Xb Da (t)+Xa Db (t)]j(t).
The uctuation factor is taken as in (3.172). Then we calculate the thermal average of the forwardbackward path integral of the oscillator X(t) via the Gaussian integral Z0 [j+ , j ] =
dXb dXa (Xb h|Xa 0) (Xb tb |Xa ta )j+ (Xb tb |Xa ta ) . (18.189)
Here (Xb h|Xa 0) is the imaginary-time amplitude (2.403): (Xb h|Xa 0) = 1 2 /M h sinh h (18.190)
exp
1 M 2 2 [(Xb + Xa ) cosh h 2Xb Xa ] . 2 sinh h h
We have preferred deriving Z0 [j+ , j ] in the operator language since this illuminates better the physical meaning of the dierent terms in the result (18.185).
18.8
Path Integral Coupled to Thermal Reservoir
After these preparations, we can embark on a study of a simple but typical problem of nonequilibrium thermodynamics. We would like to understand the quantummechanical behavior of a particle coupled to a thermal reservoir of temperature T and moving in an arbitrary potential V (x) [7]. Without the reservoir, the probability of going from xa , ta to xb , tb would be given by7
2
|(xb tb |xa ta )| =
i Dx(t) exp h
M 2 dt x V (x) 2
(18.191)
This may be written as a path integral over two independent orbits, to be called x+ (t) and x (t): (xb tb |xa ta )(xb tb |xa ta ) = exp Dx+ (t) Dx (t)
tb ta
(18.192) .
i h
dt
M 2 (x x2 ) (V (x+ ) V (x )) 2 +
In accordance with the development in Section 18.7, the two orbits are reinterpreted as two branches of a single closed-time orbit xP (t). The time coordinate tP of the path runs from ta to tb slightly above the real time axis and returns slightly below it, just as in Fig. 18.1. The probability distribution (18.191) can then be written as a path integral over the closed-time contour encircling the interval (ta , tb ): |(xb tb |xa ta )|2 =
7
DxP exp
i h
dt
M 2 x V (xP ) 2 P
(18.193)
In the sequel, we display the constants h and kB explicitly.
1206
We now introduce a coupling to a thermal reservoir for which we use, as in the equilibrium discussion in Section 3.13, a bath of independent harmonic oscillators i (t) of masses Mi and frequencies i in thermal equilibrium at temperature T . For simplicity, the coupling is assumed to be linear in i (t) and the position of the particle x(t). The bath contributes to (18.193) a factor involving the thermal expectation of the linear interaction |(xb tb |xa ta )|2 = DxP exp Tr i h M 2 x V (xP ) 2 P P i TP exp P ci dt i (t) xP (t) h i P dt
(18.194)
Here, i (t) for i = 1, 2, 3, . . . are the position operators of the auxiliary harmonic P oscillators. Since the oscillators are independent, the trace of the exponentials factorizes into a product of single-oscillator expressions Tr i TP exp h ci
i
dt i (t)xP (t) P
=
i
i Tr TP exp ci h
dt i (t)xP (t) P
(18.195) The density operator has the eigenvalues (18.110). Each factor on the right-hand side is of the form (18.178) with (t) = ci i (t)/ P h and j+, = x+, (t), so that (18.195) leads to the partition function (18.183), which reads here
b Z0 [x+ , x ] = exp
1 2 2 h
dt
dt (t t )
(18.196) ,
(x+ x )(t)Cb (t, t )(x+ + x )(t ) + (x+ x )(t)Ab (t, t )(x+ x )(t )
where Cb (t, t ) and Ab (t, t ) collect the commutator and anticommutator functions of the bath. They are sums of correlation functions (18.93) and (18.102) of the individual oscillators of mass Mi and frequency i , each contributing with a weight c2 . Thus we may write i Cb (t, t ) =
i
c2 [i (t), i (t )] i
= h T =h
d 2
b ( )i sin (tt ),
(18.197)
Ab (t, t ) =
i
c2 {i (t), i (t )} i
d 2
b ( ) coth
h cos (tt ), (18.198) 2kB T
where the ensemble averages at a xed temperature T are now denoted by a subscript T , and b ( ) 2 c2 i [( i ) ( + i )] 2Mi i (18.199)
is the spectral function of the bath. It is the antisymmetric continuation of the spectral function (3.405) to negative . Since the spectral function of the bath b ( )
1207
of (18.199) is odd in , we can replace both trigonometric functions i sin (t t ) and cos (t t ) in (18.199) by the exponentials ei (tt ) . The expression in the exponent of (18.196) may be considered as an eective action in the path integral, caused by the thermal bath. We shall therefore write Z0 [x+ , x ] = exp i i FV A [x+ , x ] = exp AFV [x+ , x ] + AFV [x+ , x ] D F h h ,(18.200)
where the eective action AFV [x+ , x ] consists of a dissipative part AFV [x+ , x ] and D a uctuation part AFV [x+ , x ]. The expression Z0 [x+ , x ] is the famous inuence F functional rst introduced by Feynman and Vernon. Inserting (18.200) into (18.194) and displaying explicitly the two branches of the path xP (t) with the proper limits of time integrations, we obtain from (18.194) the probability for the particle to move from xa ta to xb tb as the path integral |(xb tb |xa ta )|2 = exp i h Dx+ (t) dt Dx (t)
tb
ta
i M 2 (x+ x2 ) (V (x+ ) V (x )) + AFV [x+ , x ] . (18.201) 2 h
For a better understanding of the inuence functional, we introduce an auxiliary retarded function (t t ) (t t ) Then we can write (t t )Cb (t, t ) = i M (t t ) + i M 2 (t t ), h h where the quantity 2 1 M

1 M
d b () i(tt ) e . 2
(18.202)
(18.203)
d b ( ) 1 = 2 M
c2 i Mi 2 i
(18.204)
was introduced before in Eq. (3.417). Inserting the rst term of the decomposition (18.203) into (18.196), the dissipative part of the inuence functional can be integrated by parts in t and becomes AFV [x+ , x ] = D M 2 M + 2
tb ta tb ta
dt
tb ta
dt (x+ x )(t)(t t )(x+ + x )(t ) (18.205)
dt(x+ x )(t)(t tb )(x+ + x )(ta ).
The -function in (18.203) contributes to AFV [x+ , x ] a term analogous to (3.418) D Aloc [x+ , x ] = M 2
tb ta
dt 2 (x2 x2 )(t), +
(18.206)
1208
which may simply be absorbed into the potential terms of the path integral (18.201), renormalizing them to i h
tb ta
dt [Vren (x+ ) Vren (x )] .
(18.207)
This renormalization is completely analogous to that in the imaginary-time formula (3.420). The odd bath function b ( ) can be expanded in a power series with only odd powers of . The lowest approximation b ( ) 2M , (18.208)
describes Ohmic dissipation with some friction constant [recall (3.424)]. For frequencies much larger than the atomic relaxation rates, the friction goes to zero. This behavior is modeled by the Drude form (3.425) of the spectral function b ( ) 2M
2 D . 2 D + 2
(18.209)
Inserting this into Eq. (18.202), we obtain the Drude form of the function (t):
R D (t) (t) D eD t .
(18.210)
The superscript emphasizes the retarded nature. This can also be written as a Fourier integral
R D (t) =
d R D ( )ei t , 2
(18.211)
with the Fourier components

R D ( ) =
iD . + iD
(18.212)
The position of the pole in the lower half-plane ensures the retarded nature of the friction term by producing the Heaviside function in (18.210) [recall (1.308)]. The imaginary-time expansion coecients m of Eq. (3.428) are related to these by m = ( )| =i|m | , (18.213)
by close analogy with the relation between the retarded and imaginary-time Green functions (18.30) and (18.31). In the Ohmic limit (18.208), the dissipative part of the inuence functional simR plies. Then D (t) becomes narrowly peaked at positive t, and may be approximated by a right-sided retarded -function as
R D (t) R (t),
(18.214)
1209 With
whose superscript R indicates the retarded asymmetry of the -function. this, (18.205) becomes a local action AFV [x+ , x ] = D M 2
tb ta
dt(x+ x )(x+ + x )R
M (x2 x2 )(ta ). + 2
(18.215)
The right-sided nature of the function R (t) causes an innitesimal negative shift in the time argument of the velocities (x+ + x )(t) with respect to the factor (x+ x )(t), indicated by the superscript R. It expresses the causality of the friction forces and will be seen to be crucial in producing a probability conserving time evolution of the probability distribution. The second term changes only the curvature of the eective potential at the initial time, and can be ignored. It is useful to incorporate the slope information (18.208) also into the bath correlation function Ab (t, t ) in (18.198), and factorize it as Ab (t, t ) = 2MkB T K(t, t ), where K(t, t ) = K(t t ) 1 2MkB T c2 {i (t), i (t )} T . i (18.217) (18.216)
The prefactor in (18.216) is conveniently abbreviated by the constant w 2MkB T, which is related to the so-called diusion constant D kB T /M by w = 2 2 M 2 D. The Fourier decomposition of (18.217) is K(t, t ) = with K( ) 1 b ( ) h h coth . 2M 2kB T 2kB T (18.222)

(18.218)
(18.219)
(18.220)
d K( )ei (tt ) , 2
(18.221)
In the limit of a purely Ohmic dissipation this simplies to K( ) K Ohm ( ) h h coth . 2kB T 2kB T (18.223)
1210
The function K( ) has the normalization K(0) = 1, giving K(tt ) a unit temporal area:

dt K(t t ) = 1.
(18.224)
In the classical limit h 0, the Drude spectral function (18.209) leads to

cl KD ( 2 D )= 2 , 2 + D
(18.225)
with the Fourier transform

cl KD (t t ) =
1 D (tt ) e . 2D
(18.226)
In the limit of Ohmic dissipation, this becomes a -function. Thus K(t t ) may be viewed as a -function broadened by quantum uctuations and relaxation eects. With the function K(t, t ), the uctuation part of the inuence functional in (18.196), (18.200), (18.201) becomes AFV [x+ , x ] = i F w 2 h
tb ta
dt
tb ta
dt (x+ x )(t) K(t, t ) (x+ x )(t ). (18.227)
Here we have used the symmetry of the function K(t, t ) to remove the Heaviside function (t t ) from the integrand, and to extend the range of t -integration to the entire interval (ta , tb ). In the Ohmic limit, the probability of the particle to move from xa ta to xb tb is given by the path integral |(xb tb |xa ta )|2 = exp i h Dx+ (t) Dx (t)
M 2 (x x2 ) (V (x+ ) V (x )) 2 + ta tb M (x+ x )(t)(x+ + x )R (t) dt exp i 2 h ta tb w tb 2 dt dt (x+ x )(t) K Ohm (t, t ) (x+ x )(t ) . (18.228) ta 2 ta h
tb
dt
This is the closed-time path integral of a particle in contact with a thermal reservoir. The paths x+ (t), x (t) may also be associated with a forward and a backward movement of the particle in time. For this reason, (18.228) is also called a forward backward path integral . The hyphen is pronounced as minus, to emphasize the opposite signs in the partial actions. It is now convenient to change integration variables and go over to average and relative coordinates of the two paths x+ , x : x (x+ + x )/2, y x+ x . (18.229)
18.9 Fokker-Planck Equation
1211
Then (18.228) becomes |(xb tb |xa ta )|2 = Dx(t) Dy(t)

tb ta
exp
i h
dt M y x + y xR + V
tb ta
x+
y y V x 2 2 (18.230)
w 2 2 h
dt
tb ta
dt y(t)K Ohm (t, t )y(t ) .
18.9
Fokker-Planck Equation
At high-temperatures, the Fourier transform of the Kernel K(t, t ) in Eq. (18.223) tends to unity such that K(t, t ) becomes a -function, so that the path integral (18.230) for the probability distribution of a particle coupled to a thermal bath simplies to P (xb tb |xa ta ) |(xb tb |xa ta )|2 = exp Dx(t) Dy(t)
w tb i tb dt y 2 . (18.231) dt y[M x + M xR + V (x)] 2 h ta 2 ta h The superscript R records the innitesimal backward shift of the time argument as in Eq. (18.215). The y-variable can be integrated out, and we obtain 1 tb dt [M x + M xR + V (x)]2 . (18.232) 2w ta The proportionality constant N can be xed by the normalization integral P (xb tb |xa ta ) = N Dx(t) exp dxb P (xb tb |xa ta ) = 1. (18.233) Since the particle is initially concentrated around xa , the normalization may also be xed by the initial condition
tb ta
lim P (xb tb |xa ta ) = (xb xa ).
(18.234)
The right-hand side of (18.232) looks like a Euclidean path integral associated with the Lagrangian [8] 1 [M x + M x + V (x)]2 . (18.235) 2w The result will, however, be dierent, due to time-ordering of the xR -term. Apart from this, the Lagrangian is not of the conventional type since it involves a second time derivative. The action principle A = 0 now yields the Euler-Lagrange equation Le = d L d2 L L + 2 = 0. (18.236) x dt x dt x This equation can also be derived via the usual Lagrange formalism by considering x and x as independent generalized coordinates x, v.
1212
18.9.1
Canonical Path Integral for Probability Distribution
In Section 2.1 we have constructed path integrals for time evolution amplitudes to solve the Schrdinger equation. By analogy, we expect the path integral (18.232) o for the probability distribution to satisfy a dierential equation of the Schrdinger o type. This equation is known as a Fokker-Planck equation. As in Section 2.1, the relation is established by rewriting the path integral in canonical form. Treating v = x as an independent dynamical variable, the canonical momenta of x and v are [9] p = i pv L M M =i [M x + M x + V (x)] = i [M v + Mv + V (x)], x w w 1 L = p. (18.237) = i x
The Hamiltonian is given by the Legendre transform H(p, pv , x, v) = Le (x, x) Le xi = Le (v, v) + ipv + ipv v, i=1 xi
2
(18.238)
where v has to be eliminated in favor of pv using (18.237). This leads to H(p, pv , x, v) = 1 w 2 p ipv [v + V (x)] + ipv. 2 v 2M M (18.239)
The canonical path integral representation for the probability distribution reads therefore P (xb tb |xa ta ) = Dx exp Dp 2
tb ta
Dv
Dpv 2 (18.240)
dt [i(px + pv v) H(p, pv , x, v)] .
It is easy to verify that the path integral over p enforces v x, after which the path integral over pv leads back to the initial expression (18.232). We may keep the auxiliary variable v(t) as an independent uctuating quantity in all formulas and decompose the probability distribution P (xb tb |xa ta ) with respect to the content of v as an integral P (xb tb |xa ta ) =

dvb
dva P (xb vb tb |xa va ta ).
(18.241)
The more detailed probability distribution on the right-hand side has the path integral representation P (xb vb tb |xa va ta ) = |(xb vb tb |xa va ta )|2 = exp
tb ta
Dx
Dp 2
Dv
Dpv 2 (18.242)
dt [i(px + pv v) H(p, pv , x, v)] ,
1213
where the endpoints of v are now kept xed at vb = v(tb ), va = v(ta ). We now use the relation between a canonical path integral and the Schrdinger o equation discussed in Section 2.1 to conclude that the probability distribution (18.242) satises the Schrdinger-like dierential equation [10]: o H(, pv , x, v)P (x v tb |xa va ta ) = t P (x v t|xa va ta ). p (18.243)
This is the Fokker-Planck equation in the presence of inertial forces. At this place we note that when going over from the classical Hamiltonian (18.239) to the Hamiltonian operator in the dierential equation (18.243), there is an operator ordering problem. Such a problem was encountered in Section 10.5 and discussed further at the end of Section 11.3. In this respect the analogy with the simple path integrals in Section 2.1 is not perfect. When writing down Eq. (18.243) we do not know in which order the momentum operator pv must stand with respect to v. If we were dealing with an ordinary functional integral in (18.232) we would know the order. It would be found as in the case of the electromagnetic interaction in Eq. (11.89) to have the symmetric order (v v + v pv )/2. p On physical grounds, it is easy to guess the correct order. The dierential equation (18.243) has to conserve the total probability dx dvP (x v tb |xa va ta ) = 1 (18.244)
for all times t. This is guaranteed if all momentum operators stand to the left of all coordinates in the Hamiltonian operator. Indeed, integrating the Fokker-Planck equation (18.243) over x and v, only a left-hand position of the momentum operators leads to a vanishing integral, and thus to a time independent total probability. We suspect that this order must be derivable from the retarded nature of the velocity in the term y xR in (18.231). This will now be shown.
18.9.2
Solving the Operator Ordering Problem
The ordering problem in the Hamiltonian operator associated with (18.239) does not involve the potential V (x). We may therefore study this problem most simply by considering the free Hamiltonian H0 (p, pv , x, v) = w 2 p ipv v + ipv, 2M 2 v (18.245)
associated with the Lagrangian path integral P0 (xb tb |xa ta ) = N Dx(t) exp 1 2w
tb ta
dt [M x + M xR ]2 .
(18.246)
We furthermore may concentrate on the probability distribution with xb = xa = 0, and assume tb ta to be very large. Then the frequencies of all Fourier decompositions are continuous.
1214
In spite of the restrictions to large tb ta , the result to be derived will be valid for any time interval. The reason is that operator order is a property of extremely short time intervals, so that it does not matter, how long the time interval is on which we solve the problem. Forgetting for a moment the retarded nature of the velocity x, the Gaussian path integral can immediately be done and yields
2 P0 (0 tb |0 ta ) Det 1 (t t )
exp (tb ta )
d log( 2 i ) , 2
(18.247)
d log[ 2 + 2 ] = 0 + . 2 2 (18.248) For a derivation see Section 2.14, in particular the rst term in Eq. (2.477). The same result can equally well be obtained without time slicing by regularizing the divergent integral in (18.247) analytically, as shown in (2.496). Recall the discussion in Section 10.6 where analytic regularization was seen to be the only method that allows to dene path integrals without time slicing in such a way that they are invariant under coordinate transformations [11]. It is therefore suggestive to apply the same procedure also to the present path integrals with dissipation and to use the dimensionally regularized formula (2.533): 1 2

where is positive. The integral on the right-hand side diverges. This is a consequence of the fact that we have not used Feynmans time slicing procedure for dening the path integral. As for an ordinary harmonic oscillator discussed in detail in Sections 2.3 and 2.14), this would lead to a nite integral in which is replaced by (2 2 cos a )/a2 : d 1 log[ 4 + 2 2 ] = 2 2 d 1 log 2 + 2 2
d log( i) = , 2 2
> 0.
(18.249)
Applying this to the functional determinant in (18.247) yields

2 Det(t t ) = Det(it )Det(it + i) = exp [Tr log(it ) + Tr log(it + i)] = exp (tb ta ) , (18.250) 2 and thus P0 (0 tb |0 ta ) exp (tb ta ) . (18.251) 2 This corresponds to an energy /2, and an ordering i(v v + v pv )/2 in the Hamilp tonian operator. We now take the retardation of the time argument of xR into account. Speci cally, we replace the term y xR in (18.246) by the Drude form on the left-hand side (18.214) before going to the limit D :
y xR (t)
R dt y(t) D (t t ) x(t ),
(18.252)
1215
containing now explicitly the retarded Drude function (18.210) of the friction. Then the frequency integral in (18.247) becomes d log( +iD ) + log 2 +i D D , 2 (18.253) where we have omitted a vanishing integral over log on account of (18.249). We now decompose

d D log 2 = 2 +iD
log 2 +i D D = log( +i1 ) + log( +i2 ), with 1,2 = and use formula (2.533) to nd d log( +iD )+log 2 +i D D 2
(18.254)
D 1 2
4 , D
(18.255)
D 1 2 + + = 0. (18.256) 2 2 2
The vanishing frequency integral implies that the retarded functional determinant is trivial:
2 R 2 R Det(t t ) = exp Tr log(t t ) = 1,
(18.257)
instead of (18.250) obtained from the frequency integral without the Drude modication. With the determinant (18.257), the probability becomes a constant P0 (0 tb |0 ta ) = const. (18.258)
This shows that the retarded nature of the friction force has subtracted an energy /2 from the energy in (18.251). Since the ordinary path integral corresponds to a Hamiltonian operator with a symmetrized term i(v v + v pv )/2, the subtraction of p /2 changes this term to i pv v. Note that the opposite case of an advanced velocity term xA in (18.246) would A R be approximated by a Drude function D (t) which looks just like D (t) in (18.212), but with negative D . The right-hand side of (18.256) would then become 2 rather than zero. The corresponding formula for the functional determinant is
2 A 2 A Det(t t ) = exp Tr log(t t ) = exp [(tb ta )] ,
(18.259)
A where t stands for the advanced version of the functional matrix (18.252) in which D is replaced by D . Thus we would nd
P0 (0 tb |0 ta ) exp [(tb ta )] ,
(18.260)
1216
with an additional energy /2 with respect to the ordinary formula (18.251). This corresponds to the opposite (unphysical) operator order iv pv in H0 , which would violate the probability conservation of time evolution twice as much as the symmetric order. The above formulas for the functional determinants can easily be extended to the slightly more general case where V (x) is the potential of a harmonic oscillator 2 V (x) = M0 x2 /2. Then the path integral (18.232) for the probability distribution becomes P0 (xb tb |xa ta ) = N Dx(t) exp 1 2w
tb ta 2 dt [M x + M xR + 0 x]2 , (18.261)
which we evaluate at xb = xa = 0, where it is given by the properly retarded expression

2 2 P0 (0 tb |0 ta ) Det 1 (t t + 0 ) d 2 log( 2 i 0 ) . exp (tb ta ) 2
(18.262)
The logarithm can be decomposed into a sum log( + i1 ) + log( + i2 ) with 1,2 = 1 2
4 2 1 20 .
(18.263)
We now apply the analytically regularized formula (2.533) to obtain

1 2 d [log( + i1 )+log( + i2 )] = + = . 2 2 2
(18.264)
Both under- and overdamped motion yield the same result. This is one of the situations where our remarks after Eqs. (2.536) and (2.535) concerning the cancellation of oscillatory parts apply. For the functional determinant (18.262), the result is
2 2 2 2 Det(t t 0 ) = exp Tr log(t t 0 ) = exp (tb ta )
. (18.265) 2
Note that the result is independent of 0 . This can simply be understood by forming the derivative of the logarithm of the functional determinant in (18.250) with respect 2 to 0 . Since log DetM = Tr log M, this yields the trace of the associated Green function: 2 2 Tr log(t t 0 ) = 2 0
2 2 dt (t t 0 )1 (t, t).
(18.266)
In Fourier space, the right-hand side turns into the frequency integral d 1 . 2 ( + i1 )( + i1 ) (18.267)
1217
Since the two poles lie below the contour of integration, we may close it in the upper half-plane and obtain zero. Closing it in the lower half plane would initially lead to two nonzero contributions from the residues of the two poles which, however, cancel each other. The Green function (18.266) is causal, in contrast to the oscillator Green function in Section 3.3 whose left-hand pole lies in the upper half-plane (recall Fig. 3.3). Thus it carries a Heaviside function as a prefactor [recall Eq. (1.301) and the discussion of causality there]. The vanishing of the integral (18.266) may be interpreted as being caused by the Heaviside function (1.300). The -dependence of (18.265) can be calculated likewise: 2 2 log Dett (t t 0 ) = We perform the trace in frequency space: i d . 2 ( + i1 )( + i1 ) (18.269)
2 2 dt [t (t t 0 )1 ](t, t). (18.268)
If we now close the contour of integration with an innite semicircle in the upper half plane to obtain a vanishing integral from the residue theorem, we must subtract the integral over the semicircle i d /2 and obtain 1/2, in agreement with (18.265). Formula (18.265) can be generalized further to time-dependent coecients
2 2 Det t (t)t 2 (t) = exp Tr log t (t)t 2 (t)
= exp
tb ta
dt
(t) . 2 (18.270)
This follows from the factorization

2 Det t (t)t 2 (t) = Det[t + 1 (t)] Det[t + 2 (t)] ,
(18.271)
with 1 (t) + 2 (t) = (t), t 2 (t) + 1 (t)2 (t) = 2 (t), (18.272)
and applying formula (3.134). The probability obtained from the general path integral (18.232) without retardation of the velocity term is therefore P0 (0 tb |0 ta ) exp (tb ta ) , 2 (18.273)
as in (18.251). Let us now introduce retardation of the velocity term by using the -dependent Drude expression (18.212) for the friction coecient. First we consider again the harmonic path integral (18.261), for which (18.262) becomes P0 (0 tb |0 ta ) exp (tb ta )

d R 2 log 2 iD ( ) 0 2
(18.274)
1218
Rewriting the logarithm as log( + iD ) + 3 log( + ik ) with k=1 1,2 = 1 2
[recall Eq. (3.451) in the equilibrium discussion of Section 3.15], we use again formula (2.533) to nd
3 3 k d log( + iD ) + log( + ik ) = D + = 0. (18.276) 2 k=1 k=1 2
4 2 1 20 ,
3 = D
(18.275)
Thus and 0 disappear from the functional determinant, and we remain with P0 (0 tb |0 ta ) = const . This implies a unit functional determinant [12]
2 R 2 Det(t + it + 0 ) = 1,
(18.277)
(18.278)
in contrast to the unretarded determinant (18.265). The -independence of this can also be seen heuristically as in (18.266) by forming the derivative with respect to : 2 R 2 Det(t t 0 ) =
R 2 2 dt [t (t t 0 )1 (t, t).
(18.279)
Since the retarded derivative carries a Heaviside factor (t t ) of (1.300), we nd zero for t = t . The result 1/2 of the unretarded derivative in (18.268) can similarly be understood as a consequence of the average Heaviside function (1.309) at t = t . An advanced time derivative in the determinant (18.278) would, of course, have produced the result
2 A 2 Det(t + it + 0 ) = .
(18.280)
By analogy with (18.271), the general retarded determinant is also independent of (t) and (t).
2 R Det t (t)t 2 (t) = 1.
(18.281)
In the advanced case, we would nd similarly

2 A Det t (t)t 2 (t) = exp
dt (t) .
(18.282)
By comparing the functional determinants (18.265) and (18.278) we see that the retardation prescription can be avoided by a trivial additive change of the Lagrangian (18.235) to 1 2 [ + M x + V (x)] . x (18.283) 2w 2 From this the path integral can be calculated with the usual time slicing described in Section 10.5 [13]. Le (x, x) =
1219
18.9.3
Strong Damping
For V (x)/M, the dynamics is dominated by dissipation, and the Lagrangian (18.235) takes a more conventional form in which only x and x appear: Le (x, x) = 1 M xR + V (x) 2w
2
1 1 xR + V (x) 4D M
(18.284)
where xR lies slightly earlier V (x(t)). The probability distribution P (xb tb |xa ta ) = N Dx exp
tb ta
dt Le (x, xR )
(18.285)
looks like an ordinary Euclidean path integral for the density matrix of a particle of mass M = 1/2D. As such it obeys a dierential equation of the Schrdinger type. o Forgetting for a moment the subtleties of the retardation, we introduce an auxiliary momentum integration and go over to the canonical representation of (18.285): P (xb tb |xa ta ) = Dx Dp exp 2
tb ta
dt ipx 2D
p2 1 + ip V (x) 2 M
. (18.286)
This probability distribution satises therefore the Schrdinger type of equation o H(b, xb )P (xb tb |xa ta ) = tb P (xb tb |xa ta ), p with the Hamiltonian operator H(, x) 2D p 1 1 p2 i p V (x) = D x x + V (x) . 2 M DM (18.288) (18.287)
In order to conserve probability, the momentum operator has to stand to the left of the potential term. Only then does the integral over xb of Eq. (18.287) vanish. Equation (18.287) is the overdamped or ordinary Fokker-Planck equation. Without the retardation on x in (18.285), the path integral would give a sym metrized operator i[V (x) + V (x)]/2 in H. This follows from the fact that p p the coupling (1/2DM)xV (x) looks precisely like the coupling of a particle to a magnetic eld with a vector potential A(x) = (1/2DM)V (x) [see (10.170)]. Realizing this it is not dicult to account quite explicitly for the eect of retardation of the velocity in the path integral (18.284) Let us assume, for a moment, that w is very small. Then the path integral (18.285) without the retardation, P0 (xb tb |xa ta ) = N Dx exp 1 2w
tb ta
dt [M x + V (x)]
(18.289)
can be performed in the Gaussian approximation resulting for xb = xa = 0 in the inverse functional determinant P0 (0 tb |0 ta ) = Det 1 [t + V (x)/M] , (18.290)
1220 whose value is according to formula (3.134) Det [t + V (x)/M] = exp
dt V (x)/2M .
(18.291)
The retarded version of this determinant is trivial:

R Det t + V (x)/M = 1,
(18.292)
as we learned from Eq. (18.281. The advanced version would be [compare (18.282)]
A Det t + V (x)/M = exp
dt V (x)/M .
(18.293)
Although the determinants (18.291), (18.292), and (18.293) were discussed here only for a large time interval tb ta , the formulas remain true for all time intervals, due to the trivial rst-order nature of the dierential operator. In a short time interval, however, the second derivative is approximately time-independent. For this reason the dierence between ordinary and retarded path integrals (18.285) is given by the dierence between the functional determinants (18.291) and (18.292) not only if w is very small but for all w. Thus we can avoid the retardation of the velocity as in Eq. (18.283) by adding to the Lagrangian (18.284) a term containing the second derivative of the potential: Le (x, x) = 1 1 V (x) x+ 4D M
2
1 V (x). 2M
(18.294)
From this, the path integral can be calculated with the same slicing as for the gauge-invariant coupling in Section 10.5: P0 (xb tb |xa ta ) = N Dx(t) exp
tb ta
dt
2 As an example consider a harmonic potential V (x) = M0 x2 /2 where the Lagrangian (18.294) becomes
4D
x+
V (x) M
V (x) . 2M
(18.295)
Le (x, x) =
1 (x + x)2 , 4D 2
(18.296)
2 where we have introduced the frequency 0 /. The equation of motion reads
+ 2 x = 0, x and its solution connecting xa , ta with xb , tb is x(t) = 1 e2ta e2tb
(18.297)
e(t+ta ) xa e(t+ta+2tb ) xa e(t+tb ) xb +e(t+2 ta +tb ) xb . (18.298)

1221
This has the total Euclidean action (eta xa etb xb ) Ae = . 2 D (e2ta e2tb ) 2
2
(18.299)
The uctuation determinant is from Eq. (2.164), after an appropriate substitution of variables, F (tb ta ) = 1 2 sinh (tb ta ) . (18.300)
The probability distribution is then given by P (xb tb |xa ta ) = F (tb ta )eAe = where x(t), 2 (t) are the averages x(t) x(t) = xa et , obtained from the integrals x(tb ta ) x(tb ta ) [x(tb ta ) x(tb ta )]2

1 2 2 (t)
exp
[xb x(tb ta )]2 ,(18.301) 2 (t t ) 2 b a
2 (t) [x(t) x(t)]2 =
D 1 et ,
(18.302)
xb P (xb tb |xa ta ),
(18.303)
[xb x(tb ta )]2 P (xb tb |xa ta ). (18.304)
It is easy to verify that (18.301) satises the Fokker-Planck equation (18.287):

2 Dxb xb xb P (xb tb |xa ta ) = tb P (xb tb |xa ta ).
(18.305)
For tb ta , the probability distribution (18.301) starts out as a -function around the initial position xa . In the limit of large tb ta , it converges against the limiting distribution lim P (xb tb |xa ta ) = x2 exp b . 2D 2D (18.306)
tb
2 Replacing again by 0 /, and D from (18.219), this becomes
tb
lim P (xb tb |xa ta ) =
V (0) 1 exp V (xb ) . 2kB T kB T
(18.307)
Thus, the limiting distribution of (18.285) depends only on xb . It is given by the Boltzmann factor associated with the potential V (x), in which the particle moves. This result can be generalized to a large class of potentials.
1222
An interesting related result can be derived by introducing an external source term jb x(tb ) into the Lagrangian (18.294). By repeated functional dierentiation with respect to jb we nd that the expectation values x
n
= lim x (tb ) = lim

tb
tb
Dx xn (tb )e Dx e
tb ta
dt Le (x,xR )
tb ta
dt Le (x,xR )
(18.308)
have the large-time limit

tb
lim xn (tb ) = xn =
dx xn eV (x)/kB T . dx eV (x)/kB T
(18.309)
The generalization of this relation to quantum eld theory forms the basis of stochastic quantization in Section 18.11.
18.10
Langevin Equations
Consider the forwardbackward path integral (18.230) for high T . Then the second exponent limits the uctuations of y to satisfy |y| |x|, and K(t, t ) will be assumed to take the Drude form (18.226), which becomes a -function for D . Then we can expand V x+ y V 2 x y 2 yV (x) + y3 V (x) + . . . , 24 (18.310)
keeping only the rst term. We further introduce an auxiliary quantity (t) by (t) M x(t) + M xR (t) + V (x(t)). (18.311)
With this, the exponential function in (18.230) becomes after a partial integration of the rst term using the endpoint properties y(tb) = y(ta ) = 0: exp i h
tb ta
dt y
w 2 2 h
tb ta
dt
tb ta
dt y(t)K(t, t )y(t ) .
(18.312)
The variable y can obviously be integrated out and we nd a probability distribution P [] exp 1 2w
tb ta
dt
tb ta
dt (t)K 1 (t, t )(t ) ,
(18.313)
where the uctuation width w was given in (18.218), and K 1 (t, t ) denotes the inverse functional matrix of K(t, t ). The dening equation (18.311) for (t) may be viewed as a stochastic dierential equation to be solved for arbitrary initial positions x(ta ) = xa and velocities x(ta ) = va . The dierential equation is driven by a Gaussian random noise variable (t) with a correlation function (t)
= 0,
(t)(t )
= w K Ohm (t t ),
(18.314)
18.10 Langevin Equations
1223
where the expectation value of an arbitrary functional of F [x] is dened by the path integral F [x]
x(ta )=xa
Dx P []F [x].
(18.315)
The normalization factor N is xed by the condition N D P [] = 1, so that 1 = 1. In the sequel, this factor will always be absorbed in the measure D. For each noise function (t), the solution of the dierential equation yields a path x (xa , xb , ta ) with a nal position xb = x (xa , xb , tb ) and velocity vb = x (xa , xb , tb ), all being functionals of (t). From this we can calculate the distri bution P (xb vb tb |xa va ta ) of the nal xb and vb by summing over all paths resulting from the noise functions (t) with the probability distribution (18.313). The result is of course the same as the distribution (18.242) obtained previously from the canonical path integral. It is useful to exhibit clearly the dependence on initial and nal velocities by separating the stochastic dierential equation (18.311) into two rst-order equations M v(t) + Mv R (t) + V (x(t)) = (t), x(t) = v(t), (18.316) (18.317)
to be solved for initial values x(ta ) = xa and x(ta ) = va . For a given noise function (t), the nal positions and velocities have the probability distribution P (xb vb tb |xa va ta ) = (x (t) xb )(x (t) vb ). (18.318)
Given these distributions for all possible noise functions (t), we nd the nal probability distribution P (xb vb tb |xa va ta ) from the path integral over all (t) calculated with the noise distribution (18.313). We shall write this in the form P (xb vb tb |xa va ta ) = P (xb vb tb |xa va ta ) .
2 R J[x] Det[(t)/x(t )] = det [Mt + Mt + V (x(t))].
(18.319)
Let us change of integration variable from x(t) to (t). This produces a Jacobian (18.320)
R In Eq. (18.281) we have seen that due to the retardation of t , this Jacobian is unity. Hence we can rewrite the expectation value (18.315) as a functional integral
F [x]
D P [] F [x]
x(ta )=xa
(18.321)
From the probability distribution P (xb vb tb |xa va ta ) we nd the pure position probability P (xb tb |xa ta ) by integrating over all initial and nal velocities as in Eq. (18.241). Thus we have shown that a solution of the forwardbackward path integral at high temperature (18.232) can be obtained from a solution of the stochastic dierential equations (18.311), or more specically, from the pair of stochastic dierential equations (18.316) and (18.317).
1224
The stochastic dierential equation (18.311) together with the correlation function (18.314) is called semiclassical Langevin equation. The uctuation width w in (18.314) was given in (18.218). The attribute semiclassical emphasizes the truncation of the expansion (18.310) after the rst term, which can be justied only for nearly harmonic potentials. For a discussion of the range of applicability of the truncation see the literature [14]. The untruncated path integral is equivalent to an operator form of the Langevin equation, the so-called quantum Langevin equation [15]. This equivalence will be discussed further in Subsection 18.16. The physical interpretation of Eq. (18.314) goes as follows. For T 0 and h 0 at h/T = const, the random variable (t) does not uctuate at all and (18.311) reduces to the classical equation of motion of a particle in a potential V (x), with an additional friction term proportional to . For T and h both nite, the particle is shaken around its classical path by thermal and quantum uctuations. At high temperatures (at xed h), K( ) reduces to
T
lim K( ) 1. (t)(t ) = w (t t ),
(18.322)
Then, (t) is an instantaneous random variable with the correlation functions (t)
= 0,
(18.323)
and (18.311) with (18.314) reduces to the classical Langevin equation with inertia [16]. In the opposite limit of small temperatures, K( ) diverges like K( )
T 0
h| | , 2kB T
(18.324)
so that w K( ) has the nite limit

T 0
lim wK( ) = M | |. h
(18.325)
To nd the Fourier transformation of this, we use the Fourier decomposition of the Heaviside function (1.302) ( ) = 1 2

dt ei t
i t + i
(18.326)
to form the antisymmetric combination ( ) ( ) = 1 i i dt ei t + 2 t + i t i i P dt ei t . t 1 1 =

(18.327)
A multiplication by yields | | = [( ) ( )] = dt t ei t 1 P = t

dt ei t t
P t
P dt ei t 2 . t
(18.328)
18.10 Langevin Equations
1225
By comparison with (18.325) we see that the pure quantum limit of K(t t ) can be written as wK(t t ) =
T =0
M h P . (t t )2
(18.329)
Hence the quantum-mechanical motion in contact with a thermal reservoir looks just like a classical motion, but disturbed by a random source with temporally long-range correlations (t)(t )
M h P . (t t )2 h kB T
2
(18.330)
The temporal range is found from the temporal average (t)

2 t
1 2 K( ) = dt (t) K(t) = 2 6 =0
2
. (18.331)
Apart from the negative sign (which would be positive for Euclidean times), the random variable acquires more and more memory as the temperature decreases and the system moves deeper into the quantum regime. Note that no extra normalization factor is required to form the temporal average (18.331), due to the unit normalization of K(t t ) in (18.224). In the overdamped limit, the classical Langevin equation with inertia (18.311) reduced to the overdamped Langevin equation: (t) M x(t) + V (x(t)). (18.332)
A stochastic movement of this type is called a Wiener process. The probability distribution is calculated as in Eqs. (18.319), (18.315) from the path integral P (xb ta |xa ta ) = D P [] (x (t) xb ), (18.333)
and D is normalized so that D P [] = 1. A path integral representation closely related to this is obtained by using the identity
x(tb )=xb x(ta )=xa
Dx [x ] = (x (tb ) xb ),
(18.334)
which can easily be proved by time-slicing the Fourier representation of the functional [x ] = Dp ei
dt p (x)
(18.335)
and performing all the momentum integrals. This brings the path integral (18.333) to the form P (xb tb |xa ta ) =
x(tb )=xb x(ta )=xa
Dx
D P [] [x ].
(18.336)
1226
18.11
Stochastic Quantization
In Eq. (18.308) we observed that the expectation value of powers of a classical variable x in a potential V (x) can be recovered as a result of a path integral associated with the Lagrangian (18.294). From Eq. (18.333) we know that the path integral (18.308) can be replaced by the stochastic path integral: xn = lim xn (s) = lim
s s
D xn (s)P [] ,
s sa
(18.337)
where P [] De
(1/4kB T ) ds 2 (s )
(18.338)
To simplify the equations, we have replaced the physical time by a rescaled parameter s = t/M. Equivalently we may say that we obtain the expectation values (18.337) by solving the stochastic dierential equation x (s) = V (x) + (s), where (s) is a white noise with the pair correlation functions (s)
T
(18.339)
= 0,
(s)(s )
= 2kB T (s s ),
(18.340)
and going to the large-s limit of the expectation values xn (s) . This can easily be generalized to Euclidean quantum mechanics. Suppose we want to calculate the correlation functions (3.295) x(1 )x(2 ) x(n ) Z 1 1 Dx x(1 )x(2 ) x(n ) exp Ae . (18.341) h
We introduce an additional auxiliary time variable s and set up a stochastic dierential equation s x( ; s) = Ae + ( ; s), x( ; s) (18.342)
where ( ; s) has correlation functions ( ; s) = 0, ( ; s)( ; s ) = 2 ( )(s s ). h (18.343)
The role of the thermal uctuation width 2kB T in (18.340) is now played by 2 . The h correlation functions (18.341) can now be calculated from the auxiliary correlation functions of x(, s) in the large-s limit: x(1 )x(2 ) x(n ) = s x(1 , s)x(2 , s) x(n , s) . lim (18.344)
18.11 Stochastic Quantization
1227
Due to the extra time variable of stochastic variable x( ; s) with respect to (18.339), the probability distribution associated with the stochastic dierential equation (18.361) is a functional P [xb (), sb ; xa (), sa ] given by the functional generalization of the path integral (18.295): P [xb (b), s; xa (), sa ] = N e
Dx( ; s)
sb sa
ds
1 4 h
1 d [s x( ;s)+ x( ;s) Ae ] 2 h
2 Ae x( ;s)2
. (18.345)
This satises the functional generalization of the Fokker-Planck equation (18.287): H[( ), x( )]P (x( )s|xa ( ); sa ) = s P (x( )s|xa ( ); sa ), p with the Hamiltonian H[( ), x( )] = p

(18.346)
d hp2 ( ) i( ) p
Ae , x( )
(18.347)
where p( ) /x( ). We have dropped the subscript b of the nal state, for brevity. Explicitly, the Fokker-Planck equation (18.346) reads

h h Ae P [x(), s; xa (), sa ] = s P [x(), s; xa (), sa ].(18.348) h + x() x() x()
For s , the distribution becomes independent of the initial path xa (), and has the limit [compare (18.308)]
s
lim P [x(), s; xa (), sa ] =
h eAe [x]/ h Dx() eAe [x]/
(18.349)
and the correlation functions (18.360) are given by the usual path integral, apart from the normalization which is here such that 1 = 1. As an example, consider a harmonic oscillator where Eq. (18.342) reads
2 s x( ; s) = M( + 2)x( ; s) + ( ; s).
(18.350)
This is solved by x( ; s) =
s 0
ds eM ( +
2 )(s
s)
( ; s ).
(18.351)
The correlation function reads, therefore, x(1 ; s1 )x(2 ; s2 ) =

s1 0
ds1
s2 0
ds2 eM ( +
2 )(s
1 +s2 s1 s2 )
(1 ; s1 )(2 ; s2 ) . (18.352)
Inserting (18.343), this becomes x(1 ; s1 )x(2 ; s2 ) = h

0
ds eM ( +
2 )(s+|s
1 s2 |)
eM ( +
2 )(s+s
1 +s2 )
,(18.353)
1228 or x(1 ; s1 )x(2 ; s2 ) =
2 For Dirichlet boundary conditions (xb = xa = 0) where operator ( + 2 ) has the sinusoidal eigenfunctions of the form (3.63) with eigenfrequencies (3.64), this has the spectral representation
1 h 2 2 2 2 eM ( + )|s1 s2 | eM ( + )(s1 +s2 ) . (18.354) 2 + 2 M
x(1 ; s1 )x(2 ; s2 )
h 2 = M tb ta
2
2 n=1 n
2 )|s
1 sin n (1 a ) sin n (2 a ) + 2 eM (n +
2 2 )(s 1 +s2 )
eM (n +
1 s2 |
(18.355)
For large s1 , s2 , the second term can be omitted. If, in addition, s1 = s2 , we obtain the imaginary-time correlation function [compare (3.69), (3.301), and (3.36)]:
s1
lim x(1 ; s)x(2 ; s) =s

2
1 h ( , ) 2 + 2 1 2 M h sinh (b > ) sinh (< a ) = . M sinh (b a ) = x(1 )x(2 ) =
(18.356)
We can use these results to calculate the time evolution amplitude according to an imaginary-time version of Eq. (3.315):
h (xb b |xa a ) = C(xb , xa )eAe (xb ,xa ;b a )/ e
b M a 2
db Le, (xb ,xb ) / h
(18.357)
where Ae (xb , xa ; b a ) is the Euclidean version of the classical action (4.80). If the Lagrangian has the standard form, then Le, (xb , xb ) = M b x2 , 2 (18.358)
and we obtain the imaginary-time evolution amplitude in an expression like (3.315). The constant of integration is determined by solving the dierential equation (3.316), and a similar equation for xa . From this we nd as before that C(xb , xa ) is independent of xb and xa . For the harmonic oscillator with Dirichlet boundary conditions we calculate from this M h b x2 = D coth (b a ). (18.359) 2 2 Integrating this over b yields h(D/2) log[2 sinh (b a )], so that the second ex ponential in (18.357) reduces to the correct uctuation factor in the D-dimensional imaginary-time amplitude [compare (2.403)]. The formalism can easily be carried over to real-time quantum mechanics. We replace t i and Ae iA, and nd that the real-time correlation functions are obtained from the large-s limit x(t1 )x(t2 ) x(n ) = s x(t1 , s)x(t2 , s) x(tn , s) , lim (18.360)
18.12 Stochastic Calculus
1229
where x(t; s) satises the stochastic dierential equation hs x(t; s) = i A + (t; s), x(t; s) (18.361)
where the noise (t; s) has the same correlation functions as in (18.343), if we replace by t. This procedure of calculating quantum-mechanical correlation functions is called stochastic quantization [17].
18.12
Stochastic Calculus
The relation between Langevin and Fokker-Planck equations is a major subject of the so-called stochastic calculus. Given a Langevin equation, the time order of the potential V (x) with respect to x and x is a matter of choice. Dierent choices form the basis of the It or the Stratonovich calculus. The retarded position which o appears naturally in the derivation from the forwardbackward path integral favors the use of the It calculus. A midpoint ordering as in the gauge-invariant path o integrals in Section 10.5 corresponds to the Stratonovich calculus.
18.12.1
Kubos stochastic Liouville equation
It is worthwhile to trace how the retarded operator order of the friction term enters the framework of stochastic calculus. Thus we assume that the stochastic dierential equations (18.316) and (18.317) have been solved for a specic noise function (t) such that we know the probability distribution P (x v t|xa va ta ) in (18.318). Now we observe that the time dependence of this distribution is governed by a simple dierential equation known as Kubos stochastic Liouville equation [18], which is derived as follows [19]. A time derivative of (18.318) yields t P (x v t|xa va ta ) = x (t) (x (t) x)(x (t) v) + x (t)(x (t) x) (x (t) v). (18.362) The derivatives of the -functions are initially with respect to the arguments x (t) and x (t). These can, however, be expressed in terms of derivatives with respect to x and v. However, since x (t) depends on x (t) we have to be careful where to put the derivative v . The general formula for such an operation may be expressed as follows: Given an arbitrary dynamical variable z(t) which may be any local function (local in the temporal sense) of x(t) and x(t), and whose derivative is some function of z(t), i.e., z(t) = F (z(t)), then d (z(t)z) = z(t) (z(t)z) = [z(t)(z(t)z)] = [F (z)(z(t)z)]. dt z(t) z z (18.363) To prove this formula, we multiply each expression by an arbitrary smooth test function g(z) and integrate over z. Each integral yields indeed the same result
1230
g(z(t)) = z(t)g (z(t)) = F (z)g (z(t)). Applying the identity (18.363) to (18.362), we obtain an equation for P (x v t|xa va ta ): t P (x v t|xa va ta ) = [x x (t) + v x (t)]P (x v t|xa va ta ). (18.364)
We now express x (t) with the help of the Langevin equation (18.311) in terms of the friction force M x (t), the force V (x (t)), and the noise (t). In the presence of the -function (x (t) v), the velocity x (t) can everywhere be replaced by v, and Eq. (18.364) becomes t P (x v t|xa va ta ) = vx + where f (x, v) Mv V (x) (18.366) 1 [(t) + f (x, v)] P (x v t|xa va ta ), M (18.365)
is the sum of potential and friction forces. This is Kubos stochastic Liouville equation which, together with the correlation function (18.218) of the noise variable and the prescription (18.319) of forming expectation values, determines the temporal behavior of the probability distribution P (x v t|xa va ta ).
18.12.2
From Kubos to Fokker-Planck Equations
Let us calculate the expectation value of P (x v t|xa va ta ) with respect to noise uctuations and show that P (x v t|xa va ta ) of Eq. (18.319) satises the Fokker-Planck equation with inertia (18.243). First we observe that in a Gaussian expectation value (18.315), the multiplication of a functional F [] by produces the same result as the functional dierentiation with respect to with a subsequent functional multiplication by the correlation function (t)(t ) : (t)F []
dt (t)(t )
(t) F [] (t )
(18.367)
This follows from the fact that (t) can be obtained from a functional derivative of the Gaussian distribution in (18.315) as: (t)e 2w
1
dtdt (t)K 1 (t,t )(t )
= w dt K(t, t )
1 e 2w (t )
dtdt (t)K 1 (t,t )(t )
. (18.368)
Inside the functional integral (18.315) over (t), an integration by parts moves the functional derivative /(t ) in front of F [] with a sign change. The surface terms can be discarded since the integrand decrease exponentially fast for large noises (t). Thus we obtain indeed the useful formula (18.367). With the goal of a Gaussian average (18.315) in mind, we can therefore replace Eq. (18.365) by t P (x v t|xa va ta ) = vx + 1 v w M dt K(t, t ) + f (x, v) P (x v t|xa va ta ). (t ) (18.369)
1231
After this, we observe that x (t) x (t) (x (t) x)(x (t) v) = x + v (x (t) x)(x (t) v). (t ) (t ) (t ) (18.370) From the stochastic dierential equation (18.311) we deduce the following behavior of the functional derivatives: (t) x 1 = (t t ) (t t ) + smooth function of t t , (t ) M 1 x (t) = (t t ) + O(t t ), (t ) M x (t) = O((t t )2 ). (t ) (18.371) (18.372) (18.373)
Inserting (18.362) with (18.372) and (18.373) into (18.369), the functional derivatives (18.372) and (18.373) are multiplied by K(t, t ) and integrated over t . Consider now the regime of large temperatures. There the function K(t, t ) is narrowly peaked around t = t , forming almost a -function [recall the unit normalization (18.322)]. We shall emphasize this by writing K(t, t ) (t t ), with the subscript indicating the width of K(t, t ) which goes to zero like h/kB T for large T [recall (18.331)]. In this limit, the contribution of the derivative (18.373) vanishes, whereas (18.372) contributes to (18.369) a term (x (t)x)(x (t)v) (18.374) (t ) x (t) 1 = dt (tt ) v (x (t)x)(x (t)v) = v (x (t)x)(x (t)v). (t ) 2M dt K(t, t ) The factor 1/2 on the right-hand side arises from the fact that the would-be function (tt ) is symmetric in t t , so that its convolution with the Heaviside function (t t ) is nonzero only over half the peak. Taking the noise average (18.319), we obtain from (18.369) the Fokker-Planck equation with inertia (18.243): t P (x v t|xa va ta ) = vx + w 1 v v f (x, v) M 2M P (x v t|xa va ta ). (18.375)
Note that the dierential operators have precisely the same order as in Eq. (18.239) as a consequence of formula, here (18.363). In the overdamped limit, the derivation of the Fokker-Planck equation becomes simple. Then we have to consider only the pure x-space distribution P (x t|xa ta ) = dv P (x v t|xa va ta ) = (x (t) x), (18.376)
1232 whose time derivative is given by
t P (x t|xa va ta ) = x x (t)P (x t|xa va ta ) 1 = x [(t) V (x)]P (x t|xa va ta ). M After treating the noise term (t) according to the rule (18.367), (t) w we use x (t) (x (t) x) = (x (t) x) (t ) (t ) and x (t) 1 = (t t ) + smooth function of t t , (t ) M x (t) 1 = (t t ) + O(t t ), (t ) M to nd the overdamped Fokker-Planck equation (18.287): t P (x t|xa ta ) = D 2 + 1 V (x) P (x t|xa ta ). M dt (t t ) , (t )
(18.377)
(18.378)
(18.379)
(18.380)
(18.381)
The distributions P (x t|xa ta ) and P (x v t|xa va ta ) develop from initial -function distributions P (x ta |xa ta ) = (x xa ) and P (x v ta |xa ta ) = (x xa )(v xa ). Let us multiply these -functions with arbitrary initial probabilities P (x, ta ) and P (x v, ta ) and integrate over x and v. Then we obtain the stochastic path integrals P (x , t) = P (x v, t) = D e(1/2w) D e(1/2w)
dtdt (t)K 1 (t,t )(t ) dtdt (t)K 1 (t,t )(t )
P (xa (t), ta ), P (xa (t), va , t),
(18.382) (18.383)
where xa and va are initial positions and velocities of paths which arrive at the nal x and v following the equation of motion with a xed noise (t): xa (t) = x
t ta
dt x(t ),
va (t) = x
t ta
dt v(t ).
(18.384)
At high temperatures, the overdamped equation can be written with (18.332) as P (x , t) = D e(1/2w)
dt 2 (t)
P x
1 M
t ta
dt [(t ) V (x(t ))] , t . (18.385)

1233
The time evolution equation (18.381) follows from this by calculating for a short time increment : P (x , t + ) = + D e(1/2w)
t+ t dt 2 (t)
t+
dt [(t ) V (x(t ))] x
1 2M 2 2
dt
t+ t
2 dt [(t ) V (x(t ))] [(t ) V (x(t ))] x + . . . t ta
P x
1 M
dt [(t ) V (x(t ))] , t .
(18.386)
We now use the correlation functions (18.323), ignore all powers higher than linear in , and nd in the limit 0 directly the equation (18.381).
18.12.3
Its Lemma o
The procedure applied to Eq. (18.385) to derive the overdamped Fokker-Planck equation (18.381) is a special case of a more general method of stochastic calculus. Consider an arbitrary function f (x(t)) of the uctuating variable x(t) at a time t. At a slightly later time t + , x has the value x(t + ) = x(t) + x(t), where x(t)
t+ t
dt x(t ),
(18.387)
and the function f (x(t + )) has the Taylor expansion f (x(t + )) = f (x(t)) + f (x(t))x(t) 1 1 + f (x(t))[x(t)]2 + f (3) [x(t)]3 + . . . . 2 3!
(18.388)
We now assume that x(t) uctuates with a white noise around its average x(t) according to a stochastic dierential equation x(t) = x(t) + (t), (18.389)
where the noise is harmonic, has a zero average (t) = 0, and the pair correlation function (t)(t ) = 2 (t t ). (18.390)
This makes (18.389) a Wiener process [compare (18.332)], The average x(t) , is called the drift of the process. Then the linear term in x(t) on the right-hand side of (18.388) has the averages x(t) =
t+ t
dt x(t ) + (t ) =
t+ t
dt x(t ) ,
(18.391)
1234 and the quadratic term [x(t)]2 = =

t+ t t+ t
dt1 dt1
t+ t t+ t
dt2 [ x(t1 ) + (t1 )] [ x(t2 ) + (t2 )] dt2 [ x(t1 ) x(t2 ) + (t1 )(t2 ) ] .
Since x(t) is a smooth function of t, the rst term is of the order 2 . The second term, however, is of the order due to the -function in the correlation function (18.390). Thus we nd [x(t)]2 = 2 + O( 2 ). The average of the cubic term [x(t)]3 is given by the integral
t+ t t+ t t+ t
(18.392)
dt1
t+ t
dt2
t+ t
dt3 [ x(t1 ) + (t1 )] [ x(t2 ) + (t2 )] [ x(t3 ) + (t2 )]

t+ t
dt1
dt2
dt3 x(t1 ) x(t2 ) x(t3 ) + x(t1 ) (t2)(t3 ) + x(t2 ) (t1 )(t3 ) + x(t3 ) (t1 )(t2 )
t+ t
t+ t
dt1
t+ t
dt2
t+ t
dt3 x(t1 ) x(t2 ) x(t3 ) + 3 2
dt x(t) = O( 2 ).(18.393)
n/2
The averages of the higher powers [x(t)]n are obviously at least of order small we derive from this the simple formula 2 f(x(t)) = f (x(t)) x(t) + f (x(t)) . 2
. For
(18.394)
Note that in a time-sliced formulation, f (x(t))x(t) has the form f (xn )(xn+1 xn )/ , with independently uctuating xn and xn+1 , so that we may treat xn and (xn+1 xn )/ as independent uctuating variables. In the continuum limit x(t) and x(t) become independent. The important point noted by It is now that this result is not only true for the o averages but also for the derivative f(x(t)) itself, i.e., f (x(t)) obeys the stochastic dierential equation 2 f(x(t)) = f (x(t)) x(t) + f (x(t)), 2 (18.395)
which is known as Its Lemma. o To prove this we must show that the omitted uctuations in the higher powers [x(t)]n for n 2 are of higher order in than the leading uctuation of x(t) which is of order . Indeed, let us denote the uctuation part of [x(t)]n by zn (t). The lowest ones are The lowest ones are z1 (t) =
t+ t
dt (t),
(18.396)
1235
and z2 (t) [z2,1 (t) + z2,2 (t)] , where z2,1 (t) = 2

t+ t
dt1 x(t1 ) z1 (t),
z2,2 (t) = [z1 (t)]2. (18.397)
The uctuations of z2,1 (t) are smaller than the leading ones of z1 (t) by a factor , so that they can be ignored in the limit 0. The size of the uctuations of z2,2 (t) are estimated by calculating its variance [z2,2 (t)]2 z2,2 (t) 2 . The rst term is [z2,2 (t)]2 =
t+ t
dt1
t+ t
dt2
t+ t
dt3
t+ t
dt4 (t1 )(t2 )(t3 )(t4 ) . (18.398)
According to Wicks rule (3.302) for harmonic uctuations, the expectation value on the right-hand sid is equal to the sum of three pair contractions (t1 )(t2 ) (t3 )(t4 ) + (t1 )(t3 ) (t2 )(t4 ) (t1 )(t4 ) (t2 )(t3 ) . (18.399) Inserting (18.390) and performing the integrals yields [z2,2 (t)]2 = 3 4 so that we obtain for the variance of z2,2 (t): [z2,2 (t)]2 z2,2 (t)
t+ t t+ t 2 2
(18.400)
= 2 4 2 .
(18.401)
This must be compared with the variance of the leading uctuations z1 (t) in (18.395): [z1 (t)]2 z1 (t)
2
dt1
dt2 (t1 )(t2 ) = 2 .
(18.402)
smaller than that of z1 (t), so Thus the uctuating part of z2,2 (t) is by a factor that it can be ignored in the continuum limit 0. Similar estimates can be derived for all higher uctuations zn (t) in the Taylor expansion (18.388), thus proving Its Lemma (18.395). o For an exponential function, Its Lemma yields o d Px 2 P 2 P x e . e = Px + dt 2 This can be integrated to eP x = e
t 0
(18.403)
dt P x P 2 2 t/2
(18.404)
The expectation value of this can also be formulated as a rule for calculating the expectation value of an exponential of an integral over a Gaussian noise variable with zero average: eP
t 0
dt (t )
= eP
t 0
dt
t 0
dt
(t )(t )
= eP
2 2 t/2
(18.405)
1236
This rule can also be derived directly from Wicks rule (3.307). The right-hand side corresponds to the Debye-Waller factor introduced in solid-state physics to describe the reduction of the intensities of Bragg peaks by thermal uctuations of the atomic positions [see Eq. (3.308)]. There is a simple mnemonic way of formalizing this derivation of Eq. (18.395) in a sloppy dierential notation. We expand 1 f (x(t + dt)) = f (x(t) + xdt) = f (x(t)) + f (x(t))x(t)dt + f (x(t))x2 (t)dt2 + . . . , 2 (18.406) and insert in the higher-order expansion terms x = x + (t) where (t) = 0 and the expectation 2 (t) dt = 2 , which is a sloppy innitesimal form of the correct equation
t+ t
(18.407)
dt (t )(t) =
t+ t
dt 2 (t t) = 2 .
(18.408)
The variable x2 (t)dt2 has an expectation value 2 dt and a variance [x2 (t)dt2 ]2 x2 (t)dt 2 = 2 2 dt2 , so that x2 (t)dt2 in (18.406) can be replaced according to the rule x2 (t)dt2 2 dt/2. (18.409) All higher powers xn (t)dtn can be estimated as follows xn (t)dtn O(dtn/2 ). (18.410)
and can be dropped from (18.406), so that we reobtain the properly derived relation (18.394). It must be realized that Its Lemma is valid only in the limit 0. For a o discrete time axis with small but nite time intervals t = , the uctuations of which zn (t) cannot strictly be ignored but are only suppressed by a small factor is typically of the order of a few percent. The discrete version of Its lemma expands o the uctuating dierence f (x(tn )) f (x(tn+1 )) as follows: f (x(tn )) = f (x(tn ))x(tn ) + 2 f (x(tn )) + O( t), 2 (18.411)
18.13
Supersymmetry
Recalling the origin (18.291) of the extra last term in the exponent of the path integral (18.295), this can be rewritten in a slightly more implicit but useful way as P0 (xb tb |xa ta )
V (x) Dx(t) Det t + exp M
tb ta 2 V (x) 1 . x+ dt 4D M
(18.412)
18.13 Supersymmetry
1237
In this expression, the time ordering of the velocity with respect to VM(x) is arbitrary. It may be quantum-mechanical (Stratonovich-like), but equally well retarded (Ito like) or advanced, as long as it is used consistently in both the Lagrangian and the determinant. An interesting mathematical structure arises if one generates the determinant with the help of an auxiliary fermion eld c(t) from a path integral over c(t): det [t + V (x(t))/M] DcD e c
dt(t)[M t +V (x(t))]c(t) c
(18.413)
In quantum eld theory, such auxiliary fermionic elds are referred to as ghost elds. With these we can rewrite the path integral (18.285) for the probability distribution as an ordinary path integral P (xb tb |xa ta ) = 1 2DM 2 2
tb ta
Dx
DcD exp {APS [x, c, c]} , c
(18.414)
where APS is the Euclidean action APS = dt 1 2 [M x + V (x)] + c(t) [Mt + V (x(t))] c(t) , (18.415) 2
rst written down by Parisi and Sourlas [20] and by McKane [21]. This action has a particular property. If we denote the expression in the rst brackets by Ux Mt x + V (x), (18.416)
the operator between the Grassmann variables in (18.415) is simply the functional derivative of Ux : Uxy Thus we may write APS = 1 2D
tb ta
Ux = Mt + V (x). y
(18.417)
dt
1 2 U + c(t) Uxy c(t) , 2 x
(18.418)
where Uxy c(t) is the usual short notation for the functional matrix multiplication dt Uxy (t, t )c(t ). The relation between the two terms makes this action supersymmetric. It is invariant under transformations which mix the Fermi and Bose degrees of freedom. Denoting by and a small anticommuting Grassmann variable and its conjugate (see Section 7.10), the action is invariant under the eld transformations x(t) = c(t) + c(t), (t) = Ux , c c(t) = Ux . The invariance follows immediately after observing that Ux = Uxy c(t) + c(t)Uxy . (18.422) (18.419) (18.420) (18.421)
1238
Formally, a similar construction is also possible for a particle with inertia in the path integral (18.232), which is an ordinary path integral involving the Lagrangian (18.283). Here we can write P (xb tb |xa ta ) = N Dx J[x] exp 1 2w
tb ta
dt [M x + M x + V (x)]2 , (18.423)
where J[x] abbreviates the determinant

2 J[x] = det [Mt + Mt + V (x(t))],
(18.424)
which is known from formula (18.270). The path integral (18.423) is valid for any ordering of the velocity term, as long as it is the same in the exponent and the functional determinant. We may now express the functional determinant as a path integral over fermionic ghost elds
2 J[x] = det [Mt + Mt + V (x(t))]
(18.425) and rewrite the probability distribution P (xb tb |xa ta ) as an ordinary path integral P (xb tb |xa ta ) Dx DcD exp{AKS [x, c, c]}, c (18.426)
DcD e c
2 dt c(t)[M t +M t +V (x(t))]c(t)
where A[x, c, c] is the Euclidean action AKS [x, c, c]

tb ta
dt
1 2 [M x +M x+V (x)]2 + c(t) Mt +Mt +V (x(t)) c(t) . 2w (18.427)
This formal expression contains subtleties arising from the boundary conditions when calculating the Jacobian (18.425) from the functional integral on the righthand side. It is necessary to factorize the second-order operator in the functional determinant and express the determinant of each rst-order factor as a functional integral over Grassmann variables as in (18.413). At the end, the action is again supersymmetric, but there are twice as many auxiliary Fermi elds [22]. As a check of this formula, we may let the coupling to the thermal reservoir go to zero, 0. Then the rst factor in (18.426), exp
tb ta
dt
1 [M x +M x+V (x)]2 2w
becomes proportional to a -functional [M x +V (x)]. The argument is simply the functional derivative of the original action of the quantum system in (18.191), so that we obtain in the limit [A/x]. The functional matrix between the Grassmann
18.13 Supersymmetry
1239
elds in (18.426), on the other hand, reduces to 2 A/x(t)x(t ), and we arrive at the path integral P (xb tb |xa ta )
0
Dx [A/x] DcD exp c

tb ta
dt
tb ta
dt c(t) 2 A/x(t)x(t )c(t ) .(18.428)
Performing the integral over the Grassmann variables yields P (xb tb |xa ta )
0
Dx [A/x] Det 2 A/x(t)x(t ) .
(18.429)
The -functional selects from all paths only those which obey the Euler-Lagrange equations of motion. With the help of the functional identity [M x + V (x)] = [x xcl ] Det 1 [M x + V (x)], (18.430)
which generalizes identity (f (x)) = (x)/f (x) if f (0) = 0, the above path integral becomes simply P (xb tb |xa ta )
0
Dx [x xcl ],
(18.431)
which is the correct probability distribution of classical physics. Note that by a Fourier decomposition of the -functional (18.428) we obtain the alternative path integral representation of classical physics P (xb tb |xa ta )
0
DxDDcD e c
tb ta
dtA/x(t)(t)
tb ta
dt
tb ta
dt c(t)2A/x(t)x(t )c(t )
.(18.432)
This is supersymmetric under the transformations x = c , c = 0 , = , c = 0 , (18.433)
as observed by Gozzi [23]. There exists a compact way of rewriting the action using superelds. We dene a three-dimensional superspace consisting of time and two auxiliary Grassmann variables and . Then we dene a supereld X(t) x(t) + ic(t) ic(t) (t). We now consider the superaction Asuper ddA[X] ddA[x + ic i ] c (18.435) (18.434)
and expand the action into a functional Taylor series: dd A[x] + A 1 2A (ic i ) + (ic i ) c c (ic ic ) . c x 2 xx
1240
Due to the nilpotency (7.375) of the Grassmann variables, the expansion stops after the second term. Recalling now the integration rules (7.378) and (7.379), this becomes 1 2A A + c c, x 2 xx which is precisely the short-hand functional notation for the negative exponent in the path integral (18.432).
18.14
Stochastic Quantum Liouville Equation
At lower temperatures, where quantum uctuations become important, the forward backward path integral (18.230) does not allow us to derive a Schrdinger-like diero ential equation for the probability distribution P (x v t|xa va tt ). To see the obstacle, we go over to the canonical representation of (18.230): |(xb tb |xa ta )|2 = where HT = w 1 py px + py y + V (x + y/2) V (x y/2) i y K Ohm y M 2 h (18.437) Dx Dy i Dp Dpy exp 2 2 h
tb ta
dt [px + py y HT ] , (18.436)
plays the role of a temperature-dependent quasi-Hamiltonian for an Ohmic system associated with the Lagrangian of the forwardbackward path integral (18.230). The notation K Ohm y(t) abbreviates the product of the functional matrix K Ohm (t, t ) with the functional vector y(t ) dened by K Ohm y(t) dt K Ohm (t, t )y(t ). Hence is HT a nonlocal object (in the temporal sense), and this is the reason for calling it quasiHamiltonian. It is useful to omit y-integrations at the endpoints in the path integral (18.436), and set up a path integral representation for the product of amplitudes U(xb yb tb |xa ya ta ) (xb + yb /2 tb |xa + ya /2 ta )(xb yb /2 tb |xa ya /2 ta ) . (18.438) Given some initial density matrix (x+ , x ; t) = (x + y/2, x y/2; t) at time t = ta , which may actually be in equilibrium and time-independent, as in Eq. (2.359), the functional matrix U(xb yb tb |xa ya ta ) allows us to calculate (x+ , x ; t) at any time by the time evolution equation (x + y/2, x y/2; t) = dxa dya U(x y t|xa ya ta ) (xa + ya /2, xa ya /2; ta ). (18.439) Recall that the Fourier transform of (x + y/2, x y/2; t) with respect to y is the Wigner function (1.224). When considering the change of U(x y t|xa ya ta ) over a small time interval , the momentum variables p and py have the same eect as dierential operators ixb
18.14 Stochastic Quantum Liouville Equation
1241
and iyb , respectively. The last term in HT , however, is nonlocal in time, thus preventing a derivation of a Schrdinger-like dierential equation. o The locality problem can be removed by introducing a noise variable (t) with the correlation function determined by (18.315): (t)(t )
T
w Ohm 1 [K ] (t, t ). 2
(18.440)
Then we can dene a temporally local -dependent Hamiltonian operator 1 (x + y) py + V (x + y/2) V (x y/2) y, p H M (18.441)
which governs the evolution of -dependent versions of the amplitude products (18.438) via the stochastic Schrdinger equation o i t U (x y t|xa ya ta ) = H U (x y t|xa ya ta ). h (18.442)
The same equation is obeyed by the noise-dependent density matrix (x, y; t). Averaging these equation over with the distribution (18.315) yields for ya = yb = 0 the same probability distribution as the forwardbackward path integral (18.230): |(xb tb |xa ta )|2 = U(xb 0 tb |xa 0 ta ) U(xb 0 tb |xa ya ta ) . (18.443)
At high temperatures, the noise averaged stochastic Schrdinger equation (18.442) o takes the form i t U(x y t|xa ya ta ) = H T U(x y t|xa ya ta ), h where H is now a local (in the temporal sense) 1 w HT py px + y py + V (x + y/2) V (x y/2) i y 2, M 2 h (18.445) (18.444)
arising from the Hamiltonian (18.437) in the high-temperature limit K Ohm 1 [recall (18.223)]. In terms of the separate path positions x = x y/2 where px = + + and py = (+ )/2, this takes the more familiar form [24] 1 w HT p p2 p2 + V (x+ ) V (x ) + (x+ x )(+ p ) i (x+ x )2 . + 2M 2 2 h (18.446) The last term is often written as i (x+ x )2 , where is the so-called decoherence h rate per square distance w MkB T . 2 = 2 h h2 2 , 2 h le ( ) (18.447)
It is composed of the damping rate and the squared thermal length (2.345): = (18.448)
1242
and controls the decay of interference peaks [25]. Note that the order of the operators in the mixed term of the form y py in Eq. (18.445) is opposite to the mixed term iv v in the dierential operator (18.239) p of the Fokker-Planck equation. This order is necessary to guarantee the conservation of probability. Indeed, multiplying the time evolution equation (18.444) by (y), and integrating both sides over x and y, the left-hand side vanishes. The correctness of this order can be veried by calculating the uctuation determinant of the path integral for the product of amplitudes (18.438) in the Lagrangian form, which looks just like (18.230), except that the dierence between forward and backward trajectories y(t) = x+ (t) x (t) is nonzero at the endpoints. For the uctuation which vanish at the endpoints, this is irrelevant. As explained before, the order is a short-time issue, and we can take tb ta . Moreover, since the order is independent of the potential, we may consider only the free case V (x y/2) 0. The relevant uctuation determinant was calculated in formula (18.250). In the Hamiltonian operator (18.445), this implies an additional energy i/2 with respect to the symmetrically ordered term {y, py }/2, which brings it to y py , and thus the order in (18.446).
18.15
Master Equation for Time Evolution
In the high-temperature limit, the Hamiltonian (18.446) becomes local. Then the evolution equation (18.439) for the density matrix (x+a , xa ; ta ) can be converted into an operator equation i t (x+ , x ; ta ) = H T (x+ , x ; ta ), h (18.449)
where H T is the operator version of the temperature-dependent Hamiltonian (18.446). Such an equation does not exist at low temperatures, due to the nonlocality of the last term in (18.437). Then one cannot avoid solving the stochastic Schrdinger equation (18.442) with the subsequent averaging (18.443). For modo erately high temperatures, however, a Hamiltonian formalism can still be set up, although it requires solving a recursion relation. For this purpose we write down the quasi-Hamiltonian in D dimensions HT 1 M + p2 p2 + V (x+ ) V (x ) + ( + x )(x+ + x )R x 2M 2 w x x (18.450) i ( + x )K Ohm ( + x ), 2 h
where the Fourier transform of K Ohm (t, t ) is expanded in powers of [recall (18.223)] K
Ohm
1 ( ) = 1 + 3
h 2kB T
+ ... .
(18.451)
18.15 Master Equation for Time Evolution
1243
In this way we nd for the last term the locally looking high-temperature expansion i( + x )K Ohm ( + x ) = i( + x )2 + i x x x w h (x+ x )2 + . . . . (18.452) 2 24(kB T )
The expression is not really local, since the operator x is dened implicitly as an abbreviations for the commutator i x [H T , x]. (18.453) h If the expansion (18.452) is carried further, higher derivatives of x arise, which are all dened recursively: i x [H T , x], h i [H T , x], . . . . x h (18.454)
Thus Eq. (18.450) with the expansion (18.452) is a recursive equation for the Hamil tonian operator H T . For small (and thus w = 2MkB T ), the recursion can be solved iteratively, in the rst step by inserting x p/M into Eq. (18.455). It is useful to re-express (18.449) in the Dirac operator form where the density matrix has a braket representation (t) = mn mn (t)|m n|. Denoting p2 /2M + V in (18.450) by H, we obtain with the expansion (18.452) the local master equation: M x xx x + x x x x i t = H T [H, ] + h 2 iw iw 2 h [ , [ , ]] x x [x, [x, ]] + . . . . 2 h 24(kB T )2
(18.455)
The validity of the above iterative procedure is most easily proved in the timesliced path integral. The nal slice of innitesimal width reads U(x+b , xb , tb |x+a , xa , tb ) dp+ (tb ) dp (tb ) i {p+ (tb )[x+ (tb )x+ (tb )]p x HT (tb )} . (18.456) = eh 3 3 (2) (2) Consider now a term of the generic form F+ (x+ (t))F (x (t)) in HT (t). When dierentiating U(x+b , xb , tb |x+a , xa , tb ) with respect to the nal time tb , the integrand receives a factor HT (tb ). At tb , the term F+ (x+ (t))F (x (t)) in HT (t) has the explicit form 1 [F+ (x+ (tb )) F+ (x+ (tb ))] F (x (tb )). It can be taken out of the integral, yielding
1
[F+ (x+ (tb ))U UF+ (x+ (tb ))] F (x (tb )).
(18.457)
h In operator language, the amplitude U is associated with U 1 i H T / , such the term F+ (x+ (t))F (x (t)) in H T yields a Schrdinger operator o i H T , F+ (x+ ) F (x ) h (18.458)
1244
in the time evolution equation (18.455). For functions of the second derivative x we have to split o the last two time slices in (18.456) and convert the two intermediate integrals over x into operator expressions, which obviously leads to the repeated commutator of H T with x, and so on. The operator order in the terms in the parentheses of Eq. (18.455) is xed by the retardation of x with respect to x in (18.446). This implies that the associated operator x(t) has a time argument which lies slightly before that of x , thus acting to the right of x, i.e., next to . On the right-hand upon before x. This puts x(t) must lie to the left side of , the time runs in the opposite direction such that x of x, again next to . In this way we obtain an operator order which ensures that Eq. (18.455) conserves the total probability. This property and the positivity of are actually guaranteed by the observation, that the master equation (18.455) can be written in the Lindblad form [26]
2 1 1 i n Ln Ln + Ln L L Ln , t = [H, ] n h 2 2 n=1
(18.459)
with the two Lindblad operators [27] w 3w h x, L2 xi x . L1 2 h 2 h 3kB T
(18.460)
Note that the operator order in Eq. (18.455) prevents the term xx from being a pure divergence. If we rewrite it as a sum of a commutator and an anticommutator, x [ , x]/2 + { , x}/2, then the latter term is a pure divergence, and we can think of x the rst two -terms in (18.455) as being due to an additional anti-Hermitian term in the Hamiltonian operator H, the dissipation operator 1 H = M [ , x]. x 4 (18.461)
18.16
Relation to Quantum Langevin Equation
The stochastic Liouville equation (18.442) can also be derived from an operator version of the Langevin equation (18.311), the so-called Quantum Langevin equation M x(t) + M x(t) + V ((t)) = (t), x where (t) is an operator noise variable with the commutation rule [t , t ] = w and the correlation function [28] 1 [t , t ]+ 2

(18.462)
i h t (t t ), kB T
(18.463)
= w K(t, t ).
(18.464)
18.17 Electromagnetic Dissipation and Decoherence
1245
The commutator (18.463) and the correlation function (18.464) are related to each other as required by the uctuation-dissipation theorem: By omitting the factor coth( /2kB T ) in Eq. (18.223), the Fourier integral (18.221) for K(t, t ) reduces to h ( /2kB T )t (t t ). A comparison with the general spectral representation (18.53) h shows that the expectation value (18.464) has the spectral function b ( ) = 2M . h (18.465)
By inserting this into the spectral representation (18.53) we obtain the right-hand side of the commutator equation (18.463). A noise variable with the properties (18.463) and (18.464) can be constructed explicitly by superimposing quantized oscillator velocities of frequencies as follows: (t) = i M h
0
[a ei t a ei t ].
(18.466)
It is worth pointing out that there exists a direct derivation of the quantum Langevin equation (18.462), whose noise operator (t) satises the commutator and uctuation properties (18.463) and (18.464), from Kubos stochastic Liouville equation, and thus from the forwardbackward path integral (18.230) [29].
18.17
Electromagnetic Dissipation and Decoherence
There exists a thermal bath of particular importance: atoms are usually observed at a nite temperature where they interact with a grand-canonical ensemble of photons in thermal equilibrium. This interaction will broaden the natural line width of atomic levels even if all major mechanisms for the broadening are removed. To study this situation, let us set up a forwardbackward path integral description for a bath of photons, and derive from it a master equation for the density matrix which describes electromagnetic dissipation and decoherence. As an application, we shall calculate the Wigner-Weisskopf formula for the natural line width of an atomic state at zero temperature, nd the nite-temperature eects, and calculate the Lamb shift between atomic s- and p-wave states of principal quantum number n = 2 with the term notation 2S1/2 and 2P1/2 . The master equation may eventually have applications to dilute interstellar gases or to few-particle systems in cavities.
18.17.1
ForwardBackward Path Integral
With the application to atomic physics in mind, we shall consider a threedimensional quantum system described by a time-dependent quantum-mechanical density matrix (x+ , x ; t). In contrast to Eq. (18.439), we use here the forward and backward variables as arguments, and write the time evolution equation as (x+b , xa ; tb ) = dx+a dxa U(x+b , xb , tb |x+a , xa , ta )(x+a , xa ; ta ). (18.467)
1246
In an external electromagnetic vector potential A(x, t), the time-evolution kernel is determined by a forwardbackward path integral of the type (18.192), in which the forward and backward paths start at dierent initial and nal points x+a , xa and x+b , xb , respectively: U(x+b , xb , tb |x+a , xa , ta ) (x+b , tb |x+a , ta )(xb , tb |xa , ta ) = exp i h
tb ta
M 2 e e x+ x2 V (x+ ) + V (x ) x+ A(x+ , t) + x A(x , t) . 2 c c (18.468)
Dx+ Dx
The vector potential A(x, t) is a superposition of oscillators Xk (t) of frequency k = c|k| in a volume V : A(x, t) =
k
ck (x)Xk (t),
ck =
eikx , 2k V
=
k
d3 kV . (2)3
(18.469)
At a nite temperature T , these oscillators are assumed to be in equilibrium, where we shall write their time-ordered correlation functions as
ij i j Gij (t, t ) = T Xk (t), Xk (t ) = kktr Gk (t, t ) kk Pk ij Gk (t, t ). (18.470) kk
The transverse projection matrix is the result of the sum over the transverse polarization vectors of the photons:
Pk ij = h= i
(k, h)
(k, h) = ( ij k i k j /k2 ).
(18.471)
The function Gk (t, t ) on the right-hand side of (18.470) is the Green function (18.185) of a single oscillator of frequency k . It is decomposed into real and imaginary parts, dening Ak (t, t ) and Ck (t, t ) as in (18.185), which are commutator and anticommutator functions of the oscillator at temperature T : Ck (t, t ) [X(t), X(t )] T and Ak (t, t ) [X(t), X(t )] T , respectively. The thermal average of the evolution kernel (18.468) is then given by the forward backward path integral U(x+b , xb , tb |x+a , xa , ta ) = exp i h
tb ta FV
dt
M 2 i (x+ x2 ) (V (x+ ) V (x )) + AFV [x+ , x ] , (18.472) 2 h
Dx+ (t)
Dx (t)
where exp{iA [x+ , x ]/ } is the Feynman-Vernon inuence functional dened in h Eq. (18.200). The inuence action AFV [x+ , x ] is the sum of a dissipative and a uctuating part AFV [x+ , x ] and AFV [x+ , x ], whose explicit forms are now D F AFV [x+ , x ] = D ie2 dt dt (t t ) 2 c2 h x+ (t)Cb (x+ t, x+ t )x+ (t ) x+ (t)Cb (x+ t, x t )x (t )
x (t)Cb (x t, x+ t )x+ (t ) + x (t)Cb (x t, x t )x (t ) , (18.473)

1247
and AFV [x+ , x ] = F ie2 dt dt (t t ) 2 c2 h x+ (t)Ab (x+ t, x+ t )x+ (t ) + x+ (t)Ab (x+ t, x t )x (t ) + x (t)Ab (x t, x+ t )x+ (t ) + x (t)Ab (x t, x t )x (t ) ,(18.474) with Cb (x t, x t ) and Ab (x t, x t ) collecting the 3 3 commutator and anticommutator functions of the bath of photons. They are sums of correlation functions over the bath of the oscillators of frequency k , each contributing with a weight ck (x)c k(x ) = eik(xx ) /2k V . Thus we may write, generalizing (18.197) and (18.198),
ij Cb (x t, x t ) = k
i j ck (x)ck (x ) [Xk (t), Xk (t )]
d d3 k = i h ( )Pk ij eik(xx ) sin (t t ), 4 k (2) ij i j Ab (x t, x t ) = ck (x)ck (x ) Xk (t), Xk (t )

k T
(18.475)
= h
h d d3 k ( )Pk ij coth eik(xx ) cos (t t ),(18.476) 4 k (2) 2kB T 2 [( k ) ( + k )]. 2k
where k ( ) is the spectral density contributed by the oscillator of momentum k: k ( ) (18.477)
At zero temperature, we recognize in (18.475) and (18.476) twice the imaginary and real parts of the Feynman propagator of a massless particle for t > t , which in four-vector notation with k = (/c, k) and x = (ct, x) reads G(x, x ) = d4 k ik(xx ) i h 1 [A(x, x ) + C(x, x )] = e 4 2 + i 2 (2) k 3 d d k ic h = ei[(tt )k(xx )] , 4 2 2 + i (2) k
(18.478)
where is an innitesimally small number > 0. We shall now focus attention upon systems which are so small that the eects of retardation can be neglected. Then we can ignore the x-dependence in (18.476) and (18.477) and nd h 2 ij t (t t ). (18.479) 2c 3 Inserting this into (18.473) and integrating by parts, we obtain two contributions. The rst is a diverging term
ij ij Cb (x t, x t ) Cb (t, t ) = i
Aloc [x+ , x ] =
M 2
tb ta
+ dt (x2 x2 )(t),
(18.480)
1248 where M e2 c2
e2 d d3 k k ( ) ij tr kk = 2 3 (2)4 3 c
dk
(18.481)
diverges linearly. This simply renormalizes the kinetic terms in the path integral (18.472), renormalizing them to i h
tb ta
dt
Mren 2 x+ x2 . 2
(18.482)
By identifying M with Mren this renormalization may be ignored. The second term has the form [compare (18.205)] AFV [x+ , x ] = D M 2
tb ta
dt (x+ x )(t)( + + x )R (t), x
(18.483)
with the friction constant of the photon bath encountered before in Eq. (3.441): 2 e2 = , 3M 6c 3 M (18.484)
where e2 / c 1/137 is the ne-structure constant (1.502) and M Mc2 / the h h Compton frequency associated with the mass M. Note once more that in contrast to the usual friction constant in Section 3.13, this has the dimension 1/frequency. As discussed in Section 18.8, the retardation enforced by the Heaviside function in the exponent of (18.473) removes the left-hand half of the -function [see (18.214)]. It ensures the causality of the dissipation forces, which has been shown in Section 18.9.2 to be crucial for producing a probability conserving time evolution of the probability distribution [13]. The superscript R in (18.483) shifts the accelera tion ( + + x )(t) slightly towards an earlier time with respect to the velocity factor x (x+ x )(t). We now turn to the anticommutator function. Inserting (18.477) and the friction constant from (18.484), it becomes e2 Ab (x t, x t ) 2kB T K Ohm (t, t ), c2 (18.485)
as in Eq. (18.216), with the same function K Ohm (t, t ) as in Eq. (18.223), whose high-temperature expansion starts out as in Eq. (18.451). In terms of the function K Ohm (t, t ), the uctuation part of the inuence functional in (18.474), (18.473), (18.472) becomes [compare (18.227)] AFV [x+ , x ] = i F w 2 h
tb ta
dt
tb ta
dt (x+ x )(t) K Ohm (t, t ) (x+ x )(t ). (18.486)
Here we have used the symmetry of the function K Ohm (t, t ) to remove the Heaviside function (t t ) from the integrand, extending the range of t -integration to the entire interval (ta , tb ). We also have introduced the constant w 2MkB T , (18.487)
1249
for brevity. In the high-temperature limit, the time evolution amplitude for the density matrix is given by the path integral U(x+b , xb , tb |x+a , xa , ta ) = exp i h
tb
M 2 (x x2 ) (V (x+ ) V (x )) 2 + ta tb w i dt (x+ x )( + + x )R 2 x exp M 2 h ta 2 h dt
Dx+ (t)
Dx (t)
(18.488)
tb ta
dt (x+ x )2 ,
where the last term is now local since K Ohm (t, t ) (t t ). In this limit (as in the classical limit h 0), this term squeezes the forward and backward paths together. The density matrix (18.488) becomes diagonal. The -term, however, remains and describes classical radiation damping. At moderately high temperature, we should include also the rst correction term in (18.451) which adds to the exponent an additional term w 24(kB T )2
tb ta
dt ( + x )2 . x
(18.489)
The extended expression is the desired closed-time path integral of a particle in contact with a thermal reservoir.
18.17.2
Master Equation for Time Evolution in Photon Bath
It is possible to derive a master equation for the evolution of the density matrix (x+a , xa ; ta ) analogous to Eq. (18.455) for a quantum particle in a photon bath. Since the dissipative and uctuating parts of the inuence functional in Eq. (18.480) and (18.486) coincide with the corresponding terms in (18.230), except for an extra dot on top of the coordinates, the associated temperature-dependent Hamiltonian operator is directly obtained from (18.450) with the expansion (18.452) by adding the extra dots: In the high-temperature limit we obtain 1 M w + H p2 p2 + V (x+ ) V (x ) + (x+ x )(x+ + x )R i (x+ x )2 , 2M 2 2 h (18.490) extended at moderately high temperatures by the Hamiltonian corresponding to (18.489): H T i w h (x+ x )2 . 24(kB T )2 (18.491)
The master equation corresponding to the Ohmic equation (18.455) reads now M xx xx + x x x x i t = H T [H, ] + h 2 iw iw 2 h [x, [x, ]] [x, [x, ]]. 2 h 24(kB T )2
(18.492)
1250
The conservation of total probability and the positivity of are ensured by the observation, that Eq. (18.492) can be written in the Lindblad form
2 1 i 1 t = [H, ] Ln Ln + Ln L L Ln , n n h 2 n=1 2
(18.493)
with the two Lindblad operators h w 3w L1 x, L2 xi x . 2 h 2 h 3kB T
(18.494)
As noted in the discussion of Eq. (18.455), the operator order in (18.492) prevents the term xx from being a pure divergence. By rewriting it as a sum of a commutator and an anticommutator, [x, x]/2 + {x, x}/2, the latter term is a pure divergence, and we can think of the rst two -terms in (18.492) as being due to an additional anti-Hermitian dissipation operator 1 H = M [x, x]. 4 (18.495)
For a free particle with V (x) 0 and [H, p] = 0, one has x = p /M to all orders in , such that the time evolution equation (18.492) becomes i t = [H, ] h iw [ , [ , ]]. p p 2M 2 h (18.496)
In the momentum representation of the density matrix = pp pp |p p |, the last 2 2 2 term simplies to i iw(p p ) /2M h multiplying , which shows that a free particle does not dissipate energy by radiation, and that the o-diagonal matrix elements decay with the rate . For small e2 , the implicit equation Eq. (18.490) with the expansion term (18.491) can be solved approximately in a single iteration step, inserting x p/M and V /M. x
18.17.3
Line Width
Let us apply the master equation (18.492) to atoms, where V (x) is the Coulomb potential, assuming it to be initially in an eigenstate |i of H, with a density matrix (0) = |i i|. Since atoms decay rather slowly, we may treat the -term in (18.492) perturbatively. It leads to a time derivative of the density matrix t i|(t)|i = i|[H, p] p (0)|i = hM M
3 if f
f =i
if i|p|f f |p|i (18.497)
= M
|xf i | ,
where hif Ei Ef , and xf i f |x|i are the matrix elements of the dipole operator.
1251
An extra width comes from the last two terms in (18.492): t i|(t)|i = w w i|p2 |i i|p2 |i 2 (k T )2 2 h2 12M B M h2 if 2 2 |xf i |2 . if 1 + = w 12(kB T )2 n
(18.498)
This time dependence is caused by spontaneous emission and induced emission and absorption. To identify the dierent contributions, we rewrite the spectral decompositions (18.475) and (18.476) in the x-independent approximation as Cb (t, t ) + Ab (t, t ) 4 h d d3 k = 1 + coth h 3 (2)4 2Mk 2kB T or Cb (t, t ) + Ab (t, t ) (18.500) 3 2 4 d d k 2( k )+ /kB T [( k ) + ( +k )] ei (tt ). = h h k 3 (2)4 2Mk e 1 Following Einsteins intuitive interpretation, the rst term in curly brackets is due to spontaneous emission, the other two terms accompanied by the Bose occupation function account for induced emission and absorption. For high and intermediate temperatures, (18.500) has the expansion 4 h 3 d d3 k 2( k ) (2)4 2Mk 2kB T 1 hk + [( k ) + ( + k )] ei (tt ) . (18.501) 1+ hk 6 kB T (18.499) [( k ) ( + k )] ei (tt ) ,
The rst term in curly brackets corresponds to the spontaneous emission. It con3 tributes to the rate of change t i|(t)|i a term 2M f <i if |xf i |2 . This diers from the right-hand side of Eq. (18.497) in two important respects. First, the sum is restricted to the lower states f < i with if > 0, since the -function allows only for decays. Second, there is an extra factor 2. Indeed, by comparing (18.499) with (18.501) we see that the spontaneous emission receives equal contributions from the 1 and the coth( /2kB T ) in the curly brackets of (18.499), i.e., from dissipation h and uctuation terms Cb (t, t ) and Ab (t, t ). Thus our master equation yields for the natural line width of atomic levels the equation = 2M
f <i 3 if |xf i |2 ,
(18.502)
in agreement with the historic Wigner-Weisskopf formula.
1252
In terms of , the rate (18.497) can therefore be written as t i|(t)|i = + M

f <i 3 if |xf i |2 + M f >i
|if |3 |xf i |2 .
(18.503)
The second and third terms do not contribute to the total rate of change of i|(t)|i since they are canceled by the induced emission and absorption terms associated with the 1 in the big parentheses of the uctuation part of (18.501). The nite lifetime changes the time dependence of the state |i, t from |i, t = |i, 0 eiEt to |i, 0 eiEtt/2 . Note that due to the restriction to f < i in (18.502), there is no operator local in time whose expectation value is . Only the combination of spontaneous and induced emissions and absorptions in (18.503) can be obtained from a local operator, which is in fact the dissipation operator (18.495). For all temperatures, the spontaneous and induced transitions together lead to the rate of change of i|(t)|i : t i|(t)|i = 2M
3 if + f 3 if
1
h e if /kB T 1
f <i
|xf i |2 .
(18.504)
For a state with principal quantum number n the temperature eects become detectable only if T becomes larger than 1/(n+ 1)2 + 1/n2 2/n3 times the Rydberg > temperature TRy = 157886.601K. Thus we have to go to n 20 to have observable eects at room temperature.
18.17.4
Lamb shift
For atoms, the Feynman inuence functional (18.472) allows us to calculate the celebrated Lamb shift. Being interested in the time behavior of the pure-state density matrix = |i i|, we may calculate the eect of the actions (18.473) and (18.474) perturbatively. For this, consider the dissipative part of the inuence action (18.473), and in it the rst term involving x+ (t) and x+ (t ), and integrate the external positions in the path integral (18.472) over the initial wave functions, forming Uii,tb ;ii,ta = dx+b dxb dx+a dxa i|x+b i|xb U(x+b , xb , tb |x+a , xa , ta ) x+b |i xb |i . (18.505)
To lowest order in , the eect of the Cb -term in (18.473) can be evaluated in the local approximation (18.479) as follows. We take the linear approximation to the exponential exp[ dtdt O(t, t )] 1 + dtdt O(t, t ) and propagate the initial state with the help of the amplitude Uii,t ;ii,ta to the rst time t , then with Uf i,t;f i,t to the later time t, and nally with Uii,ta ;ii,t to the nal time tb . The intermediate state between the times t and t are arbitrary and must be summed. Details how to do such a perturbation expansion are given in Section 3.17. Thus we nd C Uii,tb ;ii,ta = i e2 2 2 c2 h
tb ta
dtdt
f
dx+
dx+ Uii,ta ;ii,t i|x+ x+ x+ |f

1253 (18.506)
[t t Cb (t, t )]Uf i,t;f i,t f |x+ x+ x+ |i Uii,t ;ii,ta .

h Inserting Uii,ta ;ii,t = eiEi (ta t)/ etc., this becomes
C Uii,tb ;ii,ta =
e2 2 2 c2 h e2 = 2 2 2 c h
tb ta
dtdt i| (t) [t t Cb (t, t )] x(t )|i x

tb ta
dtdt eiif (tt ) i|x|f Cb(t, t ) f |x|i . (18.507)
ij Expressing Cb (t, t ) of Eq. (18.479) in the form ij Cb (t, t ) =
h 2 ij 2c 3
d ei(tt ) , 2
(18.508)
the integration over t and t yields C Uii,tb ;ii,ta = i e2 2 4 c3 3 h

tb ta
dt
d 2
|xf i |2 . if i
(18.509)
The same treatment is applied to the Ab in the action (18.474), where the rst term involving x+ (t) and x+ (t ) changes (18.510) to Uii,tb ;ii,ta= i e2 2 4 c3 3 h
tb ta
dt
d 2
h 1+coth if + i 2kB T d , if + i
|xf i |2 .(18.510)
The -integral is conveniently split into a zero-temperature part I(if , 0)

0
(18.511)
and a nite-temperature correction IT (if , T ) 2

0
1 . h /kB T 1 if + i e
(18.512)
Decomposing 1/(if + i) = P/( if ) i(if ), the imaginary part of the -integral yields half of the natural line width in (18.497). The other half comes from the part of the integral (18.473) involving x (t) and x (t ). The principalvalue part of the zero-temperature integral diverges linearly, the divergence yielding again the mass renormalization (18.481). Subtracting this divergence from I(if , 0), the remaining integral has the same form as I(if , 0), but with in the numerator replaced by if = 0. This integral diverges logarithmically like (if /) log[( if )/|if |], where is Bethes cuto [30]. For |if |, the result (18.510) implies an energy shift of the atomic level |i : Ei = e2 2 4c3 3
f 3 if | f i |2 log x
, |if |
(18.513)
1254
which is the Lamb shift. Usually, the weakly varying logarithm is approximated by a weighted average L = log[/ |if | ] over energy levels and taken out of the integral. Then contribution of the term (18.510) can be attributed to an extra term 1 L HLS i M [x, x] 4 (18.514)
in the Hamiltonian (18.492). In this form, the Lamb shift appears as a Hermitian logarithmically divergent correction to the operator (18.495) governing the spontaneous emission of photons. To lowest order in , the commutator is for a Coulomb potential V (x) = e2 /r equal to i h p 2 [ , p] = 2 M M leading to 42h3 Ei = i| (3) (x)|i . 2c 3M (18.516)
2
h2 c V (x) = 4 (3) (x), 2 M
(18.515)
For an atomic state of principal quantum number n with a wave function n (x), this becomes En = 4 3 h L |n (0)|2 . 3M 2 c2 (18.517)
Only atomic s-states can contribute, since the wave functions of all other angular momenta vanish at the origin. Explicitly, the s-states of the hydrogen atom (13.213) have the value at the origin n (0) = 1 n3 1 aH
3/2
(18.518)
where aH = h/Mc is the Bohr radius (4.339). If the nuclear charge is Z, then aB , is diminished by this factor. Thus we obtain the energy shift En = 42h3 3M 2 c Mc h
3
L . n3
(18.519)
For a hydrogen atom with n = 2, this becomes E2 = 3 2 Mc2 L. 6 (18.520)
The quantity Mc2 2 is the unit energy of atomic physics determining the hydrogen spectrum to be En = Mc2 2 /2n2 . Thus M2 = 4.36 1011 erg = 27.21eV = 2 Ry = 2 3.288 1015 Hz. (18.521)
1255
Inserting this together with 1/137.036 into (18.520) yields8 E2 135.6MHz L. The constant L can be calculated approximately as L 9.3, leading to the estimate E2 1261MHz. The experimental Lamb shift ELamb shift 1057 MHz (18.525) (18.524) (18.523) (18.522)
is indeed contained in this range. In this calculation, two eects have been ignored: the vacuum polarization of the photon and the form factor of the electron caused by radiative corrections. They reduce the frequency (18.524) by (27.3 + 51)MHz bringing the theoretical number closer to experiment. The vacuum polarization will be discussed in detail in Section 19.5. At nite temperature, (18.513) changes to e2 2 Ei = 4c3 3 kB T 3 + if | f i |2 log x |if | hij
0
where J(z) denotes the integral
hif , kB T
(18.526)
J(z) z
dz
which has the low-temperature (large-z) expansion J(z) = 2 /6 2(3)/z + . . . , and goes to zero for high temperature (small z) like z log z, as shown in Fig. 18.2.
z = hij /kB T
10 -0.25 -0.5 -0.75 -1 -1.25 -1.5 20 30 40 50
z P , z 1 z ze
(18.527)
6J(z)/ 2
Figure 18.2 Behavior of function 6J(z)/ 2 in nite-temperature Lamb shift.
The above equations may have applications to dilute interstellar gases or, after a reformulation in a nite volume, to few-particle systems contained in cavities. So far, a master equation has been set up only for a nite number of modes [31].
8
The precise value of the Lamb constant 4 M/6 is 135.641 0.004 MHz.
1256
18.17.5
Langevin Equations
For high T , the last term in the forwardbackward path integral (18.488) makes the size of the uctuations in the dierence between the paths y(t) x+ (t) x (t) very small. It is then convenient to introduce the average of the two paths as x(t) [x+ (t) + x (t)] /2, and expand V x+ y y V x 2 2 y V (x) + O(y3 ) . . . , (18.528)
keeping only the rst term. We further introduce an auxiliary quantity (t) by
(t) M x(t) M + x(t) i h

tb ta
V (x(t)).
With this, the exponential function in (18.488) becomes exp dt y w 2 2 h

tb ta
dt y2 (t) ,
where w is the constant (18.487). Consider now the diagonal part of the amplitude (18.528) with x+b = xb xb and x+a = xa xa , implying that yb = ya = 0. It represents a probability distribution P (xb tb |xa ta ) |(xb , tb |xa , ta )|2 U(xb , xb , tb |xa , xa , ta ). (18.531)
Now the variable y can simply be integrated out in (18.530), and we nd the probability distribution P [ ] exp
ta
dt
The expectation value of an arbitrary functional of F [x] can be calculated from the path integral F [x]
Dx P [ ]F [x],
where the normalization factor N is xed by the condition 1 = 1. By a change of integration variables from x(t) to (t), the expectation value (18.533) can be rewritten as a functional integral F [x]
D P [ ] F [x].
Note that the probability distribution (18.532) is h-independent. Hence in the ap proximation (18.528) we obtain the classical Langevin equation. In principle, the integrand contains a factor J 1 [x], where J[x] is the functional Jacobian
2 3R J[x] Det[ i (t)/xj (t )] = det [ Mt Mt ij + i jV
1 2w
tb
(t) .
(x(t))]. (18.535)
(18.529)
(18.530)
(18.532)
(18.533)
(18.534)
18.18 Fokker-Planck Equation in Spaces with Curvature and Torsion
1257
By the same procedure as in Section 18.9.2 it can be shown that the determinant is unity, due to the retardation of the friction term, thus justifying its omission in (18.534). The path integral (18.534) may be interpreted as an expectation value with respect to the solutions of a stochastic dierential equation (18.529) driven by a Gaussian random noise variable (t) with a correlation function i (t) j (t )
T
= ij w (t t ).
(18.536)
Since the dissipation carries a third time derivative, the treatment of the initial conditions is nontrivial and will be discussed elsewhere. In most physical applications leads to slow decay rates. In this case the simplest procedure to solve (18.529) is to write the stochastic equation as M x(t) + V (x(t)) = (t) + M x(t),
and solve it iteratively, rst without the -term, inserting the solution on the righthand side, and such a procedure is equivalent to a perturbative expansion in in Eq. (18.488). Note that the lowest iteration of Eq. (18.537) with 0 can be multiplied by x and leads to the equation for the energy change of the particle d M 2 x x + V (x) M x = M x2 . dt 2
The right-hand side is the classical electromagnetic power radiated by an accelerated particle. The extra term in the brackets is known as Schott term [32].
18.18
Fokker-Planck Equation in Spaces with Curvature and Torsion
According to the new equivalence principle found in Chapter 10, equations of motion can be transformed by a nonholonomic transformation dxi = ei (q)dq into spaces with curvature and torsion, where they are applicable to the diusion of atoms in crystals with defects [33]. If we denote g q by v , the Langevin equation (18.311) goes over into v = F (q, v) + ei (q)i (18.539)
where F (q, v) is the sum of all forces after the nonholonomic transformation: F (q, v) M (q)v v v V (q). (18.540)
In addition to the transformed force (18.366), F (q, v) contains the apparent forces resulting from the coordinate transformation. For a distribution P (qvt|qa va ta ) = (q (t) q)(q v ) (18.541)
(18.537)
(18.538)
1258
one obtains, instead of (18.365), the Kubo equation t P (q v t|qa va ta ) = g (q)v 1 v i e (q)i + F (q, v) M P (q v t|qa va ta ), (18.542) and from this the generalization of the Fokker-Planck equation (18.375) to spaces with curvature and torsion: t P (x v t|xa va ta ) = g v + 1 v w v F (q, v) M 2M P (x v t|xa va ta ). (18.543)
In the overdamped limit, the integrated probability distributions P (q t|qa ta ) dD vP (q v t|qa va ta ) (18.544)
satises the equation [generalizing (18.381)] t P (q t|qa t) = D ei ei + 1 g V (q) P (q t|qa t), M (18.545)
where V (q) V (q). In the Fokker-Planck equations (18.542) and (18.545), the probability distributions P (q v t|qa va ta ) and P (qt|qa t) have the unit normalizations dD qdD v P (q v t|qa va ta ) = 1, dD q P (q t|qa ta ) = 1, (18.546)
as can be seen from the denitions (18.541) and (18.544). For distributions normal ized with the invariant volume integral dD q g, to be denoted by P inv (qt|qa ta ) 1 g P (qt|qa t), we obtain from (18.545) the following invariant Fokker-Planck equation: t P inv (q t|qa ta ) = 1 D V (x) g g + 2S + g kB T P inv (q t|qa ta ). (18.547)
The rst term on the right-hand side contains the Laplace-Beltrami operator (11.13). With the help of the covariant derivative D dened in Eq. (11.96), which arises from D by a partial integration, this equation can also be written as
t P inv (q t|qa ta ) = D g D D +
1 D V (x) P inv (q t|qa ta ), M
(18.548)
where D is the covariant derivative (10.37) associated with the Christoel symbol.
18.19 Stochastic Interpretation of Quantum-Mechanical Amplitudes
1259
18.19
Stochastic Interpretation of Quantum-Mechanical Amplitudes
In the last section we have seen that the probability distribution |(xb , tb |xa , ta )|2 is the result of a stochastic dierential equation describing a classical path disturbed by a noise term (t) with the correlation function (18.314). It is interesting to observe that the quantum-mechanical amplitude (xb , tb |xa , ta ) possesses quite a similar stochastic interpretation, albeit with some imaginary factors i and an unsatisfactory aspect as we shall see. Recall the path integral representation of the time evolution amplitude in Eq. (2.704). It involves the action A(x, t; xa , ta ) from the initial point xa to the actual particle position x. Recalling the denition of the uctuation factor F (xb , xa ; tb ta ) in Eq. (4.90), we see that this factor is given by the path integral F (xb , xa ; tb ta ) =
(xa ,ta );(xb ,tb )
Dx exp
i h
tb ta
dt
M (x v)2 , 2
(18.549)
where v(x, t) = (1/M)x A(x, xa ; tb ta ) is the classical particle velocity. Up to a factor i and the absence of the retardation symbol, this path integral has the same form as the one for the probability (18.285) at large damping. As in (2.705) we introduce the momentum variable p(t) and obtain the canonical path integral F (xb , xa ; tb ta ) = Dx Dp (i/ ) h e 2 h
tb ta
(xa ,ta );(xb ,tb )
dt{p(t)[x(t)v(x(t),t)]p2 (t)/2M }
, (18.550)
which looks similar to the stochastic path integral (18.285). The role of the diusion constant D = kB T /M is now played by h/2. By analogy with the path integral of a particle in a magnetic eld in (2.646), the uctuation factor satises a Schrdingero like equation p2 b 1 + {b , vb } F (xb , xa ; tb ta ) = i F (xb , xa ; tb ta ). p h 2M 2 (18.551)
This can easily be veried for the free particle, where vb = (xb xa )/(tb ta ), and h the uctuation factor is from (2.120) F (xb , xa ; tb ta ) = 2i (tb ta ). Note the symmetric operator order of the product pv in accordance with the time slicing in Section 10.5, and the ensuing operator order observed in Eq. (11.88). By reordering the Hamiltonian operator on the left-hand side of (18.551) to position p to the left of the velocity, i p2 + pv + v. H 2M 2 (18.552)
Without the last term, the path integral (18.550) would describe uctuating paths obeying the stochastic dierential equation analogous to the classical Langevin equation (18.332) [34]: x(t) v(x(t), t) = p(t)/M. (18.553)
1260
The momentum variable p(t) plays the role of the noise variable (t). Up to a factor i, this quantum noise has the same correlation functions as a white-noise variable: p(t)p(t ) = iM (t t ). h (18.554)
The Fokker-Planck equation associated with this process would be the ordinary Schrdinger equation for the amplitude (xb tb |xa ta ). o For a free particle, the ordering problem can be solved by noting that in the path integral (18.549), the constant v can be removed from the path integral leaving
h F (xb , xa ; tb ta ) = eiA(xb ,xa ;tb ta )/
(xa ,ta );(xb ,tb )
Dx exp
i h
tb ta
dt
M 2 x 2
, (18.555)
the right-hand factor being the path integral for the amplitude (xb tb |xa ta ) itself. This is identical with the path integral for the probability distribution of Brownian motion, and quantum-mechanical uctuations are determined by the process x(t) = p(t)/M, (18.556)
with the quantum noise (18.554). But also in the presence of a potential, it is possible to specify a process which properly represents quantum-mechanical uctuations, although the situation is more involved [35]. To nd it we rewrite the action in (18.549) as A=
tb ta
dt
M (x v)2 = 2
tb ta
dt
M i h (x s)2 s 2 , 2 2
(18.557)
with some as yet unknown function s(x). The associated Hamiltonian is now p2 1 p2 H + {, s} + i s 2 = p h + ps, 2M 2 2M (18.558)
with the proper operator order. In order for (18.557) to hold, the function s(x) must satisfy the equations v =s, i s 2 + s2 = v 2 . h (18.559)
Recalling Eqs. (4.12) and (4.5) we see that the equations in (18.559) can be satised with the help of the full eikonal S(x): s(x) = S(x)/M. (18.560)
The process which describes the quantum-mechanical uctuations is therefore x(t) S(x)/M = p(t)/M. (18.561)
The analogy is, however, not really satisfactory, since the full eikonal contains information on all uctuations. Indeed, by the denition (4.4), it is given by the logarithm
18.20 Stochastic Equation for Schrdinger Wave Function o
1261 dxa (x t|xa ta )(xa ta ) of (18.562)
of the amplitude (x t|xa ta ), or any superposition (x, t) = it: S(x) = i log(x t|xa ta ). h For the uctuation factor this implies s(x) v(x) = v(x) i hF (x t|xa ta ). M
(18.563)
The path integral representation (18.549) for the uctuation factor which has maximal analogy with the stochastic path integral (18.295) is therefore i F (xb tb , xa ta ) = Dx exp h (xa ,ta );(xb ,tb )
tb ta 2 i M R x v + h log F (xb tb , xa ta ) . dt 2 M (18.564)
Since we have to know F (xb tb , xa ta ) to describe quantum-mechanical uctuations as a process, this representation is of little practical use. The initial representation (18.549) which does not correspond to a proper process can, however, be used to solve quantum-mechanical problems.
18.20
Stochastic Equation for Schrdinger Wave Function o
It is possible to write a stochastic type of path integral for the Schrdinger wave o function (x, t) in D dimensions. By close analogy with Eq. (18.385), it reads (xb , tb ) = where xv (tb , t) x(tb )
tb t
Dv e
(i/ ) h
tb ta
dt [(M/2)v 2 (t)V (xv (tb ,t))]
(xv (tb , ta ), ta ) ,
(18.565)
dt v(t )
(18.566)
is a functional of v(t ) parameterizing all possible uctuating paths arriving at the xed nal point x(tb ) after having started from an arbitrary initial point x(t). They are Brownian bridges between the two points. The variables v(t) are the independently uctuating velocities of the particle. The natural appearance of the velocities in the measure of the stochastic path integral (18.565) is in agreement with our observation in Eq. (10.141) that the time-sliced measure should contain the coordinate dierences xn as the integration variables rather than the coordinates themselves, which was the starting point for the nonholonomic coordinate transformations to spaces with curvature and torsion. We easily verify that (18.565) satises the Schrdinger equation by calculating o the wave function at a slightly later time tb + , and expanding the right-hand side in powers of . Using the correlation functions v i(t) = 0, v i (t)v j (t ) = i ij (t t ), h (18.567)
1262
we nd, via a similar intermediate step as in (18.386), the desired result: it (x, t) = h2 2 + V (x) (x, t). 2M x (18.568)
One may also write down a corresponding path integral for the time evolution amplitude (xb tb |xa ta ) = Dv e
(i/ ) h
tb ta
dt [(M/2)v 2 (t)V (xv (tb ,t))] (D)
(xa xb +
tb ta
dt v(t)), (18.569)
which returns the Schrdinger amplitude (18.565) after convolution with (xa , ta ) o (D) (and reduces to (xa xb ) for tb ta , as it should). The addition of an interaction with a vector potential is nontrivial. The electromagnetic interaction in (10.167) Aem =
t ta
dt A(x(t)) x
(18.570)
cannot be simply inserted into the exponent of the path integral (18.565) since in the evaluation via the correlation functions (18.567) assumes the independence of the noise variables v(t). This, however, is not true in the interaction (18.570). Recall the discussion in Section 10.6 which showed that the time-sliced version of the interaction (18.570) must contain the midpoint ordering of the vector potential with respect to the intervals x to be compatible with the classical eld equation. In Section 11.3 we have furthermore seen that this guaranteed gauge invariance. For the time-sliced short-time action, this implies that (18.570) has the form [see (10.178)] Aem = A( ) x. x (18.571)
In this expression, a variation of x changes also x, implying that in the sum over all sliced actions, the x are not independent. This is only achieved by the reexpanded postpoint interaction [see 10.177]. In the continuum, we shall indicate the postpoint product as before in (18.231) by a retardation symbol R, and rewrite (18.570) as Aem =
t ta
dt A(x(t))xR (t) i
h 2M
A(x(t)) .
(18.572)
In the theory of stochastic dierential equations, this postpoint expression is called an It integral . The ordinary midpoint integral (18.570) is referred to as Stratonovich o integral . The It integral can now be added to the action in (18.569) with x(t) replaced o by v(t), and we obtain (xb tb |xa ta ) = exp i h Dv exp
tb ta
i h
tb ta
dt
M 2 v (t) + A(xv (tb , t))vR (t) V (xv (tb , t)) 2 (D) (xa xb +
tb ta
dt i
h 2M
A(xv (tb , t))
dt v(t)). (18.573)
18.21 Real Stochastic and Deterministic Equation for Schrdinger Wave Function 1263 o
Expanding the functional integrand in powers of v(t) as in (18.385) and using the correlation functions (18.567) we obtain the Schrdinger equation o it (x t|xa ta ) = h2 [ 2M iA(x)]2 + V (x) (x t|xa ta ). (18.574)
The advantage of the It integral is that such a calculation becomes quite simple o using the correlation functions (18.567). The integral itself, however, is awkward to handle since it cannot be modied by partial integration. This is only possible for the ordinary, Stratonovich integral.
18.21
Real Stochastic and Deterministic Equation for Schrdinger Wave Function o
The noise variable in the previous stochastic dierential equation had an imaginary correlation function (18.554). It is possible to set up a completely real stochastic dierential equation and modify this into a simple deterministic model which possesses the quantum properties of a particle in an arbitrary potential. In particular, the model has a discrete energy spectrum with a denite ground state energy, in this respect going beyond an earlier model by t Hooft [36], whose spectrum was unbounded from below. Let u(x) = (u1 (x), u2 (x)) be a time-independent eld in two dimensions to be called mother eld . The reparametrization freedom of the spatial coordinates is xed by choosing harmonic coordinates in which
2
u(x) = 0,
(18.575)
where 2 is the Laplace operator. Equivalently, the components u1 (x) and u2 (x) may be assumed to satisfy the Cauchy-Riemann equations u =
u
(, , . . . = 1, 2),
(18.576)
where is the antisymmetric Levi-Civita pseudotensor. The metric is , so that indices can be sub- or superscripts.
18.21.1
Stochastic Dierential Equation
Consider now a point particle in contact with a heat bath of temperature h. Its classical orbit x(t) is assumed to follow a stochastic dierential equation consisting of a xed rotation and a random translation in the diagonal direction n (1, 1): where is the rotation vector of length pointing orthogonal to the plane, and (t) a white-noise variable with zero expectation and the correlation function
(t)(t ) = h (t t ).
x(t) =
x(t) + n (t),
(18.577)
(18.578)
1264
For a particle starting at x(0) = x, the position x(t) at a later time t is a function of x and a functional of the noise variable (t ) for 0 < t < t: x(t) = X (x, t). (18.579)
As earlier in Section 18.12, a subscript is used to indicate the functional dependence on the noise variable . We now use the orbits ending at all possible nal points x = x(t) to dene a time-dependent eld u(x; t) which is equal to u(x) at t = 0, and evolves with time as follows: u(x; t) = ut [x; ] u (X0 [t, x; ]) , (18.580)
where the notation ut [x; ] indicates the variables as in (18.579). As a consequence of the dynamic equation (18.577), the change of the eld u(x, t) in a small time interval from t = 0 to t = t has the expansion u (x, 0) = t [ x] u (x, 0) + 1 2
t 0 t 0
dt (t ) (n
) u (x, 0) )2 u (x, 0) + . . . . (18.581)
The omitted terms are of order t
18.21.2
Equation for Noise Average

u(x, t) u (x, t) . (18.582)
We now perform the noise average of Eq. (??), dening the average eld
Using the vanishing average of (t) and the correlation function (18.578), we obtain in the limit t 0 the time derivative t u(x, t) = H u(x, t), at t = 0, (18.583) with the time evolution operator h } + (n )2 . (18.584) 2 The average over has made the operator H time-independent. For this reason, the average eld u(x, t) at an arbitrary time t is obtained by the operation u(x, t) = U (t)u(x, 0), (18.585) H {[ x] where U(t) is a simple exponential (18.586) as follows immediately from (18.583) and the trivial property H U(t) = U(t)H. 2 Note that the operator H commutes with the Laplace operator , thus ensuring that the harmonic property (18.575) of u(x) remains true for all times, i.e.,
2
dt
t 0 3/2
dt (t )(t ) (n
U(t) eHt ,
u(x, t) 0.
(18.587)
18.21 Real Stochastic and Deterministic Equation for Schrdinger Wave Function 1265 o
18.21.3
Harmonic Oscillator
We now show that Eq. (18.583) describes the quantum mechanics of a harmonic oscillator. Let us restrict our attention to the line with arbitrary x1 x and x2 = 0. Applying the Cauchy-Riemann equations (18.576), we can rewrite Eq. (18.583) in the pure x-form h 2 x x u2 (x, t) x u2 (x, t), 2 h 2 t u2 (x, t) = x x u1 (x, t) + x u1 (x, t), 2 t u1 (x, t) = (18.588) (18.589)
where we have omitted the second spatial coordinates x2 = 0. Now we introduce a complex eld (x, t) ex
2 /2 h
u1 (x, t) + iu2 (x, t) .
(18.590)
This satises the dierential equation i t (x, t) = h h2 2 2 2 h x + x 2 2 2 (x, t), (18.591)
which is the Schrdinger equation of a harmonic oscillator with the discrete energy o spectrum En = (n + 1/2) , n = 0, 1, 2, . . . . h
18.21.4
General Potential
The method can easily be generalized to an arbitrary potential. We simply replace (18.577) by x1 (t) = 2 S 1 (x(t)) + n1 (t), x2 (t) = 1 S 1 (x(t)) + n2 (t), where S(x) shares with u(x) the harmonic property (18.575):
2
(18.592)
S(x) = 0,
(18.593)
i.e., the functions S (x) with = 1, 2 fulll Cauchy-Riemann equations like u (x) in (18.576). Repeating the above steps we nd, instead of the operator (18.584), h H (2 S 1 )1 (1 S 1 )2 + (n 2 and Eqs. (18.588) and (18.589) become: h 2 (x S 1 )x u2 (x, t) x u2 (x, t), 2 h 2 t u2 (x, t) = (x S 1 ) x u1 (x, t) + x u1 (x, t). 2 t u1 (x, t) = (18.595) (18.596) )2 , (18.594)
1266
This time evolution preserves the harmonic nature of u(x). Indeed, using the harmonic property 2 S(x) = 0 we can easily derive the following time dependence of the Cauchy-Riemann combinations in Eq. (18.576):
2 t (1 u1 2 u2 ) = H(1 u1 2 u2 ) 2 1 S 1 (1 u1 2 u2 ) + 2 S 1 (2 u1 + 1 u2 ), 2 t (2 u1 + 1 u2 ) = H(2 u1 + 1 u2 ) 2 1 S 1 (2 u1 + 1 u2 ) 2 S 1 (1 u1 2 u2).
Thus 1 u1 2 u2 and 2 u1 + 1 u2 which are zero at any time remain zero at all times. On account of Eqs. (18.596), the combination (x, t) eS
1 (x)/ h
u1 (x, t) + iu2 (x, t)
(18.597)
satises the Schrdinger equation o i t (x, t) = h h2 2 + V (x) (x, t), 2 x (18.598)
where the potential is related to S 1 (x) by the Riccati dierential equation 1 h 2 V (x) = [x S 1 (x)]2 x S 1 (x). 2 2 The harmonic oscillator is recovered for the pair of functions S 1 (x) + iS 2 (x) = (x1 + ix2 )2 /2. (18.600) (18.599)
18.21.5
Deterministic Equation
The noise (t) in the stochastic dierential equation Eq. (18.592) can also be replaced by a source composed of deterministic classical oscillators qk (t), k = 1, 2, . . . with the equations of motion qk = pk , as (t) qk (t).
k 2 pk = k qk ,
(18.601)
(18.602)
The initial positions qk (0) and momenta pk (0) are assumed to be randomly dish tributed with a Boltzmann factor eHosc / , such that qk (0)qk (0) = h/k , 2 Using the equation of motion qk (t) = k qk (0) sin k t + pk (0) sin k t, (18.604)
pk (0)pk (0) = h.
(18.603)
18.22 Heisenberg Picture for Probability Evolution
1267
we nd the correlation function qk (t)qk (t )

2 = k cos k t cos k t qk (0)qk (0) + sin k t sin k t pk (0)pk (0) = cos k (t t ). (18.605)
We may now assume that the oscillators qk (t) are the Fourier components of a massless eld, for instance the gravitational eld whose frequencies are k = k, and whose random initial conditions are caused by the big bang. If the sum over k is simply a momentum integral dk, then (18.605) yields a white-noise correlation function (18.578) for (t). Thus it is indeed possible to simulate the quantum-mechanical wave functions (x, t) and the energy spectrum of an arbitrary potential problem by deterministic equations with random initial conditions at the beginning of the universe. It remains to solve the open problem of nding a classical origin of the second important ingredient of quantum theory: the theory of quantum measurement to be extracted from the wave function (x, t). Only then shall we understand how God throws dice [37].
18.22
Heisenberg Picture for Probability Evolution
The parallels between the evolution of probabilities and the Schrdinger theory of probability amo plitudes can be exploited further. For example, it is possible to develop a Heisenberg operator description of the time dependence of thermal expectations. This goes by complete analogy with the development in Section 2.23 for the quantum-mechanical time evolution amplitude. To see this consider the thermal expectations of x and x2 for a particle which sits at the initial time t = ta at xa . They are given by the integrals
x x2
dxb xb P (xb tb |xa ta ), dxb x2 P (xb tb |xa ta ). b
(18.606) (18.607)
For simplicity, let us rst look at the case of a dominant friction term. As in quantum mechanics, it is useful to introduce a bra-ket notation, but for the probabilities rather than the amplitudes, xb tb |xa ta |(xb tb |xa ta )|2 . (18.608)
The fact that this probability satises the Fokker-Planck equation implies that we can write it as
xb tb |xa ta = e(tb ta )H(pb ,xb ) (xb xa ).
(18.609)
Thus we may introduce time-independent basis vectors |xa satisfying xb |xa = (xb xa ). On this basis, the operators p, x are dened in the usual way. They satisfy xb | = x xb | = p xb xb |, i xb |. xb (18.610)
(18.611)
1268
Then we may rewrite (18.609) in bra-ket notation as
x xb tb |xa ta = xb |eH(p,)(tb ta ) |xa .
(18.612)
The expectation value of any function f (x) is calculated as follows
f (x)
x dxb f (xb ) xb |e(tb ta )H(p,) |xa x dxb xb |f ()e(tb ta )H(p,) |xa x
(18.613)
dxb
x dxP xb |e(tb ta )H(p,) |xP xP |f ((tb ta ))|xa . x
In the last term we have introduced the time-dependent Heisenberg type of operator
x x x(t) etH(p,) xetH(p,) .
(18.614)
The probability P (xb tb |xa ta ) satises the normalization condition

dxb P (xb tb |xa ta )
dxb xb tb |xa ta
x dxb xb |e(tb ta )H(p,) |xa = 1.
(18.615)
Using this in the last line of (18.614), we arrive at the simple formula
f (x) =
dxb xb |f ((tb ta ))|xa . x x2 , 4D Dp2 ,
(18.616)
For the Brownian motion of a point particle where Le H the Heisenberg operators are p(t) = x(t) = and x2 (t) = =

= =
(18.617)
p, eHt xeHt = x i2Dpt,

(18.618)
x2 i2D (x + xp)t 4D2 p2 t2 , p x2 + 2Dt i2D 2p 4D2 p2 t. x
(18.619)
It is easy to calculate the following matrix elements: dxb xb ||xa x dxb xb ||xa p
2
= xa ,
= i
dxb
(xb xa ) = 0, xb (18.620)
dxb xb | |xa x dxb xb |2 |xa p dxb xb |x|xa p
= =
2 (xb xa ) = 0, xb 2 (xb xa )xa = 0. = i dxb xb dxb

dxb xb 2 (xb xa ) = xa 2 ,
18.22 Heisenberg Picture for Probability Evolution

The vanishing integrals reect the translational invariance of the integrated bra state which is therefore annihilated by a translational operator pb on its right:

1269
dxb xb |, (18.621)
dxb xb | = 0. p
With the help of Eqs. (18.620), we obtain x x2 and (x xa )2 = 2D(tb ta ). (18.623) = = xa , xa 2 + 2D(tb ta ),
(18.622)
Clearly, a similar formalism can be developed for the general case with the Lagrangian containing x-terms. All we have to do is dene time-dependent Heisenberg operators for both sets of canonical coordinates x, p, v, pv . For instance, consider the case of a free particle, where V (x) = 0 and the Hamiltonian (18.239) reduces to H= w 2 p ipv v + ipv. 2M 2 v (18.624)
If we want to calculate expectations such as x2 for a particle initially at xa , we have to evaluate integrals of the form 2
dxb x2 P (xb tb |xa ta ) b
dxb
dx2b xb 2 P (xb x2b tb |xa x2a ta ).
(18.625)
Here we introduce basis vectors |xv which diagonalize the operators x, v . The momentum opera tors satisfy xv| = p xv|v p Then we can write

xv|, x xv|. v
(18.626)
x2 =
dxb
dx2b xb x2b |2 (tb ta )|xa x2a , x
(18.627)
where x(t) is the Heisenberg operator dened by

xv xv x(t) = etH(p,pv ,,) xetH(p,pv ,,) .
(18.628)
The Heisenberg equations of motions are p(t) v (t) p x(t) v (t) = [H, p(t)] = 0, pv (t)] = pv (t) p(t), = [H, x(t)] = v (t), = [H, w = [H, v (t)] = i 2 pv (t) (t). v M
(18.629)
According to the rst equation, p(t) is a constant operator: p(t) p = const.
1270
The second equation is solved by pv (t) = pv et
1 p(et 1),
(18.630)
where pv is the initial value of pv (t) at t = 0. With this, the fourth equation can be integrated to give v (t) = = so that 1 1 w x(t) = x + v (1 et ) i pv cosh t p(sinh t t) . 2 M Using again the relations

v et i
t w dt e(tt ) pv (t ) M2 0 1 w pv sinh t p(cosh t 1) , v et i 2 M
(18.631)
(18.632)
dxb

dx2b xb x2b |
p pv
=0
(18.633)
to express the translational invariance of the integrated bra state, as in Eq. (18.621), we nd directly 1 x = xa + xa (1 et ), and (x xb )2 = 1 (1 et )2 2 kB T + 2 [2t 3 + 4et e2t ]. M x2 a (18.634)
(18.635)
Appendix 18A
Inequalities for Diagonal Green Functions
Let us introduce several diagonal Green functions consisting of thermal averages of equal-time commutators and anticommutators of bosonic and fermionic eld operators, elementary or composite. For brevity, we write ...
T
= Tr exp(H/T ) . . .
Tr exp(H/T ) = . . .
(18A.1)
and dene the averages with obvious spectral representations c a [, ] [, ]

T
d 12 (), 2 d 12 () tanh 2
1
. 2T
(18A.2)
We shall also introduce a quantity obtained by integrating the imaginary-time Green function over a period [0, 1/T ). This gives for boson and fermion elds the nonnegative expression [see (18.23)]
1/T
G(m = 0) =
0
d ( ) (0) 1 tanh(/2T )
d 1 12 () 2
0.
(18A.3)
Appendix 18A
1271
Note that for fermion elds, the spectral weight in this integral is accompanied by an extra factor tanh(/2T ). This is due to the fact that m = 0 is no fermionic Matsubara frequency, but a wrong bosonic one. In fact, the sum (18.23) for G(m ) contains a factor 1 e(En En )/T for both bosons and fermions, while 12 () in the spectral representation (18A.3) introduces, via (18.59), a factor 1 e/T for bosons and a factor 1 + e/T for fermions, thus explaining the relative factor tanh(/2T ) in (18A.3). The integration over leads to the factor 1/ in (18A.3). This factor is also found by integrating the retarded Green function G12 (t) and the commutator function C12 (t) over all real times, resulting in the spectral representations
dt (t) [(t), (0)] dt (t) [(t), (0)]
= =
1 d 12 () , 2 d 1 12 () tanh 2
(18A.4)
1
. 2T
(18A.5)
Another set of thermal expectation values involves products of eld operators with time derivatives rather than integrals. Their spectral representations contain an extra factor . For example, the -derivative of the expectation value in (18A.3) leads to (0), (0)
T
d 12 ()(1 n ). 2
(18A.6)
The real-time derivatives of the expectation values in (18A.4) and (18A.5) have the spectral integrals d e i [(0), (0)] i [(0), (0)]
T
d 12 (), 2 d 12 () tanh 2
1
(18A.7) . 2T (18A.8)
The expectation values c, a, g, d, e satisfy several rigorous inequalities. To derive these, we observe that () = 1 1 1 12 () g 2 1 tanh(/2T ) (18A.9)
is a positive function. This follows directly from (18.59), according to which 12 () at negative is negative for bosons and positive for fermions. Having divided out the total integral g dened in (18A.3), the integral over () is normalized to unity,
d () = 1,
(18A.10)
for both bosons and fermions. Using (), we form the following ratios: c g a g d g e g
d ()
1 coth(/2T ) coth(/2T ) 1 1 coth(/2T ) coth(/2T ) 1
(18A.11)
d ()
(18A.12)
d () 2
(18A.13)
d () 2
(18A.14)
1272
The inequalities to be derived are based on the Jensen-Peierls inequality for convex functions derived in Chapter 5. Recall that a convex function f () satises f which is generalized to f
i
1 + 2 2
f (1 ) + f (2 ) , 2
(18A.15)
i i
i f (i ),
i i
(18A.16)
where i is an arbitrary set of positive numbers with becomes

i = 1. In the continuum limit, this
d ()
d ()f ().
(18A.17)
It is obvious that a similar Jensen-Peierls inequality holds also for concave functions with inequality sign in the opposite direction. The Jensen-Peierls inequality (18A.17) is now applied to the function f () = coth , 2T (18A.18)
which looks like a slightly distorted hyperbola coming in from innity along the diagonal lines || and crossing the f -axis at = 0, f (0) = 2T . The second derivative of f () is positive everywhere, ensuring the convexity. The function (18A.18) appears in the integrand of the boson part of Eq. (18A.12). The right-hand side of (18A.17) can therefore be written as a/g. The left-hand side is obviously equal to (c/g) coth(c/2T g). Hence we arrive at the inequality c coth c a. 2T g (18A.19)
In terms of the original eld operators, this amounts to [, ]+

T
[, ]
coth
2T
1/T 0
[, ] T d ( ) (0)
.
T
(18A.20)
In the special case that is a canonical interacting boson eld of momentum p, the commutator is simply [, ] = 1, and the inequality becomes 1 + 2 p p i.e., p p
T T
coth(1/2T g) = 1 +
2 = 1 + 2ng1 , e1/gT 1
(18A.21)
where ng1 is the free-boson distribution function (18.36) for an energy g 1 . This is quite an interesting relation. The quantity g is the Euclidean equilibrium Green function G(m , p) at m = 0. For free particles in contact with a reservoir, it is given by g 1 = G(0, p)1 = p2 (p), 2M (18A.23)
1 ng1 , e1/gT 1
(18A.22)
i.e., it is equal to the particle energy measured with respect to the chemical potential . Moreover, we know that for free particles p p
T
= n(p) ,
(18A.24)
Appendix 18A
1273
so that the inequality (18A.22) becomes an equality. The content of the inequality (18A.22) may therefore be phrased as follows: For any interaction, the occupation of a state with momentum p is never smaller than for a free boson level of energy g 1 = G(0, p). Another inequality can be derived from the concave function (y) = y coth y , f (18A.25) 2T using y = 2 and the measure

d () =
0
dy ( y) = 1. y
(18A.26)
As argued before, concave functions satisfy the inequality opposite to (18A.17), from which we derive the inequality f
0
dy ( y)y y
dy ( y)f (y), y
(18A.27)
which can be rewritten as f

d () 2
d ()f ( 2 ).
(18A.28)
Again, the right-hand side is a/g, but now it is bounded from above by a g The combined inequality c coth c a 2T g dg coth 1 2T d g (18A.30) d coth g 1 2T d g . (18A.29)
may be used to derive further inequalities: c2 dg, a, coth(c/2T a), d tanh(c/2T a), a tanh(d/2T c). (18A.31)
c coth(d/2T c) g c c
For fermion elds we see that an inequality like (18A.19) holds with c and a interchanged, i.e., a coth which leads to [, ]
T
a c, 2T g [, ]+ T 1/T 2T 0 d ( ) (0)
(18A.32)
[, ]+
tanh
.
T
(18A.33)
For canonical fermion elds with [, ]+ = 1, this becomes 1 2

T
tanh(1/2gT ) = 1
2 , e1/gT + 1
(18A.34)
1274
i.e., the fermionic counterpart of (18A.22): p p
T
1 = ng1 , e1/gT + 1
(18A.35)
where ng1 is the free-fermion distribution function (18.36) at an energy g 1 . As in the Bose case, free particles fulll p p
T
= n(p) ,
(18A.36)
with g 1 = (p), so that the inequality (18A.35) becomes an equality. The inequality implies that an interacting Fermi level is never occupied more than a free fermion level of energy g 1 = G(0, p)1 . Also the second inequality in (18A.31) can be taken over to fermions which amounts to (18A.32), but with a and d replaced by c and e.
Appendix 18B
General Generating Functional
For a eld operator a(t) of frequency and its Hermitian conjugate a (t), the retarded and advanced Green functions and the expectation values of commutators and anticommutators were derived in Eqs. (18.68)(18.77): GR (t, t ) = GA (t, t ) = C (t, t ) = A (t, t ) = (t t )ei(tt ) ,
ei(tt ) , tanh 2T
(t t)ei(tt ) ,
1
ei(tt ) .
(18B.1)
Introducing complex sources (t) and (t) associated with these operators, the generating functional for these functions is
Z0 [P , P ] = Tr
TP exp i
tb ta
dt( + a) a
(18B.2)
The complex sources are distinguished according to the closed-time contour branches by a subscript P. The generating functional can then be written down immediately as
Z0 [P , P ] = exp
dt
dt P (t)GP (t, t )P (t ) ,
(18B.3)
generalizing (18.179), where the matrix Gp = 1 2 A + GR + GA A + GR GA A GR + GA A GR GA (18B.4)
contains the following operator expectations on the two time branches: Gp (t, t ) = = TP aH (t+ ) (t+ ) aH P aH (t ) (t+ ) T aH T aH (t+ ) (t+ ) aH aH (t ) (t+ ) aH
T T T
TP aH (t+ ) (t ) aH P aH (t ) (t ) T aH a (t )H (t+ ) H a a (t ) (t ) T a
H H T T
T T
(18B.5)
Appendix 18B
1275
Note that aH (t+ ), a (t+ ) and aH (t ), a (t ) obey the Heisenberg equations of motion with the H H Hamiltonians H+ H a (t+ )H (t+ ) aH (t+ ) (t+ ) , a aH 2 H a (t )H (t ) aH (t ) (t ) . a aH 2 H a (t+ )H (t+ ), a 2 H a (t )H (t ). a 2 H (t t ) n 1 n n (t t) n
(18B.6)
In the second-quantized eld interpretation, they read H+ H
The explicit time dependence of the matrix elements of GP (t, t ) in Eq. (18B.5) is GP (t, t ) = ei(tt ) , (18B.7)
with n = (e/T 1)1 . This Green function can, incidentally, be decomposed as G0 (t, t ) + GN (t, t ), P P (18B.8)
where G0 (t, t ) is the Green function at zero temperature, i.e., the expression (18B.7) for n 0. P The matrix GN (t, t ) contains the expectations of the normal products: GN (t, t ) P N aH (t+ ) (t+ ) aH aH (t ) (t ) N aH + a (t+ )H (t+ ) H a aH (t+ )H (t ) a
T T T T
N aH (t+ ) (t ) aH aH (t ) (t ) N aH a a (t )H (t+ ) H aH (t )H (t ) a
T T
T T
(18B.9)
For an arbitrary product of operators, the normal product N (. . .) is dened by reordering the operators so that all annihilation operators come to act rst upon the state on the right-hand side. At the end, the product receives the phase factor ()F , where F is the number of fermion permutations to arrive at the normal order. A similar decomposition exists at the operator level before taking expectation values. For any pair of operators A(t), B(t ) which are linear combinations of creation and annihilation operators, the time-ordered product can be decomposed as T A(t)B(t ) = T A(t)B(t )
0
+ N A(t)B(t ),
(18B.10)
where . . . 0 Tr (|0 0| . . .) denotes the zero-temperature expectation. This decomposition is proved in Appendix 18C, where it is also generalized to products of more than two operators. Let us also go to the Keldysh basis here: 1 P = QP = 2 1 1 1 1 P . (18B.11)
Then the generating functional becomes [instead of (18.180)]:

Z0 [P , P ] = exp
dt 1 2 dt
dt (+ , )Q1
0 GR
GA A
= exp
dt
(+ )(t)GR (t t )(+ + )(t )
+ ( )(t)A (t t )(+ )(t )
+ (+ + )(t)GA (t t )(+ )(t )
(18B.12)
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where we have used the notation + (t) (t+ ),
(t) (t ).
(18B.13)
Expression (18B.12) can be simplied [as before (18.180)] using the time reversal relation (18.62) in the form A (t, t ) = (t, t )A (t, t ) (t t)A (t , t), leading to
Z0 [P , P ] = exp t
(18B.14)
1 2
dt

dt
(+ ) (t)GR (t, t )(+ + )(t ) + (+ ) (t)A (t, t )(+ )(t ) (+ )(t)GR (t, t ) (+ + ) (t ) . (18B.15)
+ (+ )(t)A (t, t ) (+ ) (t )
For the case of a second-quantized eld, this is the most useful generating functional. The expression (18B.15) can be used to derive the generating functional for correlation functions between one or more (t) and the associated canonically-conjugate momenta. As an example, consider immediately a harmonic oscillator with (t) = x(t) and the momentum p(t). We would like to nd the generating functional Z[jP , kP ] = Tr TP exp i
P
dx [jP (t)xP (t) + kP (t)pP (t)]
(18B.16)
The position variable x(t) is decomposed as in (18.92) into a sum of creation and an annihilation operators: x(t) = The inverse of this decomposition is a a h = (M i)/ 2M , p (18B.18) h aeit + a eit . 2M (18B.17)
and there is an analogous relation of the complex sources: = (j iM k) / 2M . h (18B.19)
Inserting these sources into (18B.15), we obtain the generating functional Z0 [jP , kP ] = exp 1 2M
t
dt

dt (j+ j )(t) (18B.20)
[Re A (t, t ) + iIm GR (t, t )]j+ (t ) 1 2

t
[Re A (t, t ) iIm GR (t, t )]j (t )
dt

dt (k+ k )(t) {[Im A (t, t ) iRe GR (t, t )]j+ (t )
[Im A (t, t ) + iRe GR (t, t )]j (t ) + (j kM ) .

Appendix 18B
1277
Here it is useful to introduce the quantities (t, t ) = (t, t ) = Then the generating functional reads
t
1 Re A (t, t ) + iIm GR (t, t ) , 2M 1 Im A (t, t ) iRe GR (t, t ) . 2M
(18B.21)
Z0 [j+ , j , k+ , k ] = exp M
dt
t
dt (j+ j )(t) [(t, t )j+ (t ) (t, t )j (t )] + (j kM )
dt
dt (k+ k )(t) [(t, t )j+ (t ) (t, t )j (t )] + (j kM ) . (18B.22)
If the oscillator is coupled only to the real source j, i.e., if its generating functional reads Z[jP ] = Tr TP exp i dx jP (t)P (t) , x P we can drop all but the rst line in the exponent of (18B.22) and have
t
(18B.23)
Z0 [j+ , j ] = exp
dt

dt (j+ j )(t) [(t, t )j+ (t ) (t, t )j (t )] .
(18B.24) Since (18B.22) and (18B.24) contain only the causal temporal order t > t , the retarded Green function GR (t, t ) in (18B.21) can be replaced by the expectation value of the commutator [see (18.40), (18.41), and (18.42)]. Thus, for t > t , the functions (t, t ) and (t, t ) are equal to9 (t, t ) = (t, t ) = 1 [Re A (t, t ) + iIm C (t, t )] , 2M 1 [Im A (t, t ) iRe C (t, t )] , 2M t>t, t>t. (18B.25)
For a single oscillator of frequency , we use the spectral function (18.74) properties (18.44) and (18.53) of A (t, t ) and C (t, t ), and nd the simple expressions: (t, t ) = 1 Re ei(tt ) 2M 1 cos (t t ) 2M 1 Im ei(tt ) 2M 1 sin (t t ) 2M
coth 2T tanh 2T coth 2T tanh 2T coth 2T tanh 2T coth 2T tanh 2T
+ iIm ei(tt )
i sin (t t ) , iRe ei(tt ) + i cos (t t ) .
(18B.26)
(t, t ) =
(18B.27)
Note that real and imaginary parts of the functions (tt ) can be combined into a single expression ( = 1/T ) cosh[(/2 i(t t )] for bosons, 1 sinh(/2) (t t ) = (18B.28) 2M sinh[(/2 i(t t )] for fermions. cosh(/2)
9
Note that (t, t ) = x(t)x(t )
T.
1278
The bosonic function agrees with the time-ordered Green function (18.101) for t > t and continues it analytically to t < t . In Fourier space, the functions (18B.26) and (18B.27) correspond to ( ) ( ) coth1 + 1 [( ) ( + )] , 2M 2T i coth1 + 1 [( ) + ( + )] . = 2M 2T =
Let us split these functions into a zero-temperature contribution plus a remainder ( ) = ( ) = M M ( ) ( ) 1 e/T 1 e/T 1 1 [( ) + ( + )] , [( ) ( + )] .
On the basis of this formula, Einstein rst explained the induced emission and absorption of light by atoms which he considered as harmonically oscillating dipoles in contact with a thermal reservoir. He imagined them to be harmonically oscillating dipole moments coupled to a thermal bath consisting of the Fourier components of the electromagnetic eld in thermal equilibrium. Such a thermal bath is called a black body. The rst purely dissipative and temperature-independent term in ( ) was attributed by Einstein to the spontaneous emission of photons. The second term is caused by the bath uctuations, making energy go in and out via induced emission and absorption of photons. It is proportional to the occupation number of the oscillator state n = (e/T 1)1 . The equality of the prefactors in front of the two terms is the important manifestation of the uctuation-dissipation theorem found earlier [see (18.53)].
Appendix 18C
Wick Decomposition of Operator Products
Consider two operators A(t) and B(t) which are linear combinations of creation and annihilation operators A(t) = B(t) = 1 a(t) + 2 a (t), 1 a(t) + 2 a (t). (18C.1)
We want to show that the time-ordered product of two operators has the decomposition quoted in Eq. (18B.10): T A(t)B(t) = T A(t)B(t)
0
+ N A(t)B(t).
(18C.2)
The rst term on the right-hand side is the thermal expectation of the time-ordered product at zero temperature; the second term is the normal product of the two operators. If A and B are both creation or annihilation operators, the statement is trivial with T AB 0 = 0. If one of the two, say A(t), is a creation operator and the other, B(t), an annihilation operator, then a T a(t) (t ) = (t t )(t) (t ) (t t) (t )(t) a a a a
= (t t )[(t) (t )] a (t )(t). a a a
(18C.3)
Due to the commutator (anticommutator) the rst term is a c-number. As such it is equal to the expectation value of the time-ordered product at zero temperature. The second term is a normal product, so that we can write a a T a(t) (t ) = T a(t) (t )
0
a + N a(t) (t ).
(18C.4)
1279
The same thing is true if a and a are interchanged (such an interchange produces merely a sign change on both sides of the equation). The general statement for A(t)B(t ) follows from the bilinearity of the product. The decomposition (18C.2) of the time-ordered product of two operators can be extended to a product of n operators, where it reads
n
T A(t1 ) . . . A(tn ) =
i=2
N A(t1 ) . . . A(ti ) . . . A(tn ).
(18C.5)
A common pair of dots on top of a pair of operators denotes a Wick contraction of Section 3.10. It indicates that the pair of operators has been replaced by the expectation T A(t1 )A(ti ) 0 , multiplied F by a factor () , if F = fermion permutations were necessary to bring the contracted operator to the adjacent positions. The remaining factors are contracted further in the same way. In this way, any time-ordered product T A(t1 ) A(tn ) (18C.6)
can be expanded into a sum of normal products of these operators containing successively one, two, three, etc. pairs of contracted operators. The expansion rule can be phrased most compactly by means of a generating functional i Te

dtA(t)j(t)
=e
1 2
dtdt j(t) T A(t)A(t )
0 j(t
dtA(t)j(t)
(18C.7)
Dierentiations with respect to the source j(t) on both sides produce precisely the above decompositions. By going to thermal expectation values of (18C.7) at a temperature T , we nd i Te with G(t, t ) = T A(t)A(t )
0

dtA(t)j(t) T
=e
i 2
dtdt j(t)G(t,t )j(t )
(18C.8)
+ N A(t)A(t )
T.
(18C.9)
The rst term on the right-hand side is calculated at zero temperature. All nite temperature eects reside in the second term.

The uctuation-dissipation theorem was rst formulated by H.B. Callen and T.A. Welton, Phys. Rev. 83, 34 (1951). It generalizes the relation between the diusion constant and the viscosity discovered by A. Einstein, Ann. Phys. (Leipzig) 17, 549 (1905), and an analogous relation for induced light emission in A. Einstein, Strahlungs-Emission und -Absorption nach der Quantentheorie, Verhandlungen der Deutschen Physikalischen Gesellschaft 18, 318 (1916), where he derived Plancks black-body formula. See also the functioning of this theorem in the thermal noise in a resistor: H. Nyquist, Phys. Rev. 32, 110 (1928). K.V. Keldysh, Z. Eksp. Teor. Fiz. 47, 1515 (1964); Sov. Phys. JETP 20, 1018 (1965). See also V. Korenman, Ann. Phys. (N. Y.) 39, 72 (1966); D. Dubois, in Lectures in Theoretical Physics, Vol. IX C, ed. by W.E. Brittin, Gordon and Breach,
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New York, 1967; D. Langreth, in Linear and Nonlinear Electronic Transport in Solids, ed. by J.T. Devreese and V. Van Doren, Plenum, New York, 1976; A.M. Tremblay, B. Patton, P.C. Martin, and P. Maldague, Phys. Rev. A 19, 1721 (1979). For the derivation of the Langevin equation from the forwardbackward path integral see S.A. Adelman, Chem. Phys. Lett. 40, 495 (1976); and especially A. Schmid, J. Low Temp. Phys. 49, 609 (1982). To solve the operator ordering problem, Schmid assumes that a time-sliced derivation of the forwardbackward path integral would yield a sliced version of the stochastic dierential equation (18.311) n (M/ )(xn 2xn1 + xn2 ) + +(M /2)(xn xn2 ) + V (xn1 . The matrix /x has a constant determinant (M/ )N (1 + /2)N . His argument [cited also in the textbook by U. Weiss, Quantum Dissipative Systems, World Scientic, 1993, in the discussion following Eq. (5.93)] is unacceptable for two reasons: First, his slicing is not derived. Second, the resulting determinant has the wrong continuum limit proportional to exp dt /2 for 0, N = (tb ta )/ , corresponding to the unretarded functional determinant (18.270), whereas the correct limit should be -independent, by Eq. (18.278). The above textbook by U. Weiss contains many applications of nonequilibrium path integrals. More on Langevin and Fokker-Planck equations can be found in S. Chandrasekhar, Rev. Mod. Phys. 15, 1 (1943); N.G. van Kampen, Stochastic Processes in Physics and Chemistry, North-Holland, Amsterdam, 1981; P. Hnggi and H. Thomas, Phys. Rep. 88, 207 (1982); a C.W. Gardiner, Handbook of Stochastic Methods, Springer Series in Synergetics, 1983, Vol. 13; H. Risken, The Fokker-Planck Equation, ibid., 1983, Vol. 18; R. Kubo, M. Toda, and N. Hashitsume, Statistical Physics II , Springer, Berlin, 1985; H. Grabert, P. Schramm, and G.-L. Ingold, Phys. Rep. 168, 116 (1988). The stochastic Schrdinger equation with the Hamiltonian operator (18.446) was derived by o A.O. Caldeira and A.J. Leggett, Physica A 121, 587 (1983); A 130 374(E) (1985). See also A.O. Caldeira and A.J. Leggett, Phys. Rev. A 31, 1059 (1985). A recent discussion of the relation between time slicing and It versus Stratonovich calculus can o be found in H. Nakazato, K. Okano, L. Sch lke, and Y. Yamanaka, Nucl. Phys. B 346, 611 (1990). u For the Heisenberg operator approach to stochastic calculus see N. Saito and M. Namiki, Progr. Theor. Phys. 16, 71 (1956). Recent applications of the Langevin equation to decay problems and quantum uctuations are discussed in U. Eckern, W. Lehr, A. Menzel-Dorwarth, F. Pelzer. See also their references and those quoted at the end of Chapter 3. The quantum Langevin equation is discussed in G.W. Ford, J.T. Lewis und R.F. OConnell, Phys. Rev. Lett. 55, 42273 (1985); Phys. Rev. A 37, 4419 (1988); Ann. of Phys. 185, 270 (1988). Deterministic models for Schrdinger wave functions are discussed in o G. t Hooft, Class. Quant. Grav. 16, 3263 (1999) (gr-gc/9903084); hep-th/0003005; Int. J. Theor. Phys. 42, 355 (2003) (hep-th/0104080); hep-th/0105105; Found. Phys. Lett. 10, 105 (1997) (quant-ph/9612018). See also the Lecture
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G. t Hooft, How Does God Throw Dice? in Fluctuating Paths and Fields - Dedicated to Hagen Kleinert on the Occasion of his 60th Birthday, Eds. W. Janke, A. Pelster, H.-J. Schmidt, and M. Bachmann, World Scientic, Singapore, 2001 (http://www.physik.fu-berlin.de/~kleinert/fest.html). The representation in Section 18.21 is due to Z. Haba and H. Kleinert, Phys. Lett. A 294, 139 (2002) (quant-ph/0106095). See also F. Haas, Stochastic Quantization of the Time-Dependent Harmonic Oscillator , Int. J. Theor. Phys. 44, 1 (2005) (quant/ph-0406062). M. Blasone, P. Jizba, and H. Kleinert, Phys. Rev. A 71, 2005; Braz. J. Phys. 35, 479 (2005) (quant/ph-0504047); Annals Phys. 320, 468 (2005) (quant/ph-0504200). Another improvement is due to M. Blasone, P. Jizba, G. Vitiello, Phys. Lett. A 287, 205 (2001) (hep-th/0007138); M. Blasone, E. Celeghini, P. Jizba, G. Vitiello, Quantization, Group Contraction and Zero-Point Energy, Phys. Lett. A 310, 393 (2003) (quant-ph/0208012). The individual citations refer to [1] Some authors dene G12 ( ) as having an extra minus sign and the retarded Green function with a factor i, so that the relation is more direct: GR () = G12 (m = i + ). See 12 A.A. Abrikosov, L.P. Gorkov, and I.E. Dzyaloshinski, Sov. Phys. JETP 9, 636 (1959); or Methods of Quantum Field Theory in Statistical Physics, Dover, New York, 1975; also A.L. Fetter and J.D. Walecka, Quantum Theory of Many-Particle Systems, McGraw-Hill, New York, 1971. Our denition (18.20) without a minus sign conforms with the denition of the xed-energy amplitude in Chapter 9, Eq. (1.321), which is also a retarded Green function. [2] E.S. Fradkin, The Greens Function Method in Quantum Statistics, Sov. Phys. JETP 9, 912 (1959). [3] G. Baym and D. Mermin, J. Math. Phys. 2, 232 (1961). One extrapolation uses Pad approximations: e H.J. Vidberg and J.W. Serene, J. Low Temp. Phys. 29, 179 (1977); W.H. Press, S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery, Numerical Recipes in Fortran, Cambridge Univ. Press (1992), Chapter 12.5. Since the thermal Green function are usually known only approximately, the continuation is not unique. A maximal-entropy method by R.N. Silver, D.S. Sivia, and J.E. Gubernatis, Phys. Rev. B 41, 2380 (1990) selects the most reliable result. [4] J. Schwinger, J. Math. Phys. 2, 407 (1961). [5] K.V. Keldysh, Z. Eksp. Teor. Fiz. 47, 1515 (1964); Sov. Phys. JETP 20, 1018 (1965). [6] K.-C. Chou, Z.-B. Su, B.-L. Hao, and L. Yu, Phys. Rep. 118, 1 (1985); also K.-C. Chou et al., Phys. Rev. B 22, 3385 (1980). [7] R.P. Feynman and F.L. Vernon, Ann. Phys. 24, 118 (1963); R.P. Feynman and A.R. Hibbs, Quantum Mechanics and Path Integrals, McGraw-Hill, New York, 1965, Sections 12.8 and 12.9. [8] The solution of path integrals with second time derivatives in the Lagrangian is given in H. Kleinert, J. Math. Phys. 27, 3003 (1986) (http://www.physik.fu-berlin.de/~kleinert/144). [9] H. Kleinert, Gauge Fields in Condensed Matter , op. cit., Vol. II, Section 17.3 (ibid.http/b2), and references therein.
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[10] See the review paper by S. Chandrasekhar, Rev. Mod. Phys. 15, 1 (1943).
[11] H. Kleinert, A. Chervyakov, Phys. Lett. B 464, 257 (1999) (hep-th/9906156); Phys. Lett. B 477, 373 (2000) (quant-ph/9912056); Eur. Phys. J. C 19, 743-747 (2001) (quantph/0002067); Phys. Lett. A 273, 1 (2000) (quant-ph/0003095); Int. J. Mod. Phys. A 17, 2019 (2002) (quant-ph/0208067); Phys. Lett. A 308, 85 (2003) (quant-ph/0204067); Int. J. Mod. Phys. A 18, 5521 (2003) (quant-ph/0301081) . [12] In a rst attempt to show that this functional the determinant is unity, A. Schmid, J. Low Temp. Phys. 49, 609 (1982). contrived a suitable time slicing of the dierential operator in (18.320) to achieve this goal. However, since this was not derived from a time slicing of the initial forwardbackwards path integral (18.230), this procedure cannot be considered as a proof. [13] The operator-ordering problem was rst solved by H. Kleinert, Ann. of Phys. 291, 14 (2001) (quant-ph/0008109). [14] R. Benguria and M. Kac, Phys. Rev. Lett. 46, 1 (1981); Y.C. Chen, M.P.A. Fisher and A.J. Leggett, J. Appl. Phys. 64, 3119 (1988). [15] G.W. Ford, M. Kac, and P. Mazur, J. Math. Phys. 6, 504 (1965). G.W. Ford and M. Kac, J. Stat. Phys. 46, 803 (1987). [16] P. Langevin, Comptes Rendues 146, 530 (1908). [17] G. Parisi and Y.S. Wu, Scientia Sinica 24, 483 (1981). [18] R. Kubo, J.Math.Phys. 4, 174 (1963); R. Kubo, M. Toda, and N. Hashitsume, Statistical Physics II (Nonequilibrium Statistical Mechanics), Springer-Verlag, Berlin, 1985 (Chap. 2). [19] J. Zinn-Justin, Critical Phenomena, Clarendon, Oxford, 1989. [20] G. Parisi and N. Sourlas, Phys. Rev. Lett. 43, 744 (1979); J. de Phys. 41, L403 (1981); Nucl. Phys. B 206 , 321 (1982); [21] A.J. McKane, Phys. Lett. A 76 , 22 (1980). [22] H. Kleinert and S. Shabanov, Phys. Lett. A 235, 105 (1997) (quant-ph/9705042). [23] E. Gozzi, Phys. Lett. B 201, 525 (1988). [24] A.O. Caldeira and A.J. Leggett, Physica A 121, 587 (1983); A 130 374(E) (1985). [25] More on this subject is found in the collection of articles D. Giulini, E. Joos, C. Kiefer, J. Kupsch, I.O. Stamatescu, H.D. Zeh, Decoherence and the Appearance of a Classical World in Quantum Theory, Springer, Berlin, 1996. [26] G. Lindblad, Comm. Math. Phys. 48, 119 (1976). This paper shows that the form (18.459) of the master equation (18.449) guarantees the positivity of the probabilities derived from the solutions. The right-hand side can be more generally 1 1 mn hmn 2 Lm Ln + 2 Lm Ln Ln Lm + h.c. . [27] L. Diosi, Europhys. Lett. 22, 1 (1993). [28] C.W. Gardiner, IBM J. Res. Develop. 32, 127 (1988). [29] H. Kleinert and S. Shabanov, Phys. Lett. A 200, 224 (1995) (quant-ph/9503004); K. Tsusaka, Phys. Rev. E 59, 4931 (1999). [30] H.A. Bethe, Phys. Rev. 72, 339 (1947).
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[31] C. Cohen-Tannoudji, J. Dupont-Roc, G. Grynberg, Photons and Atoms: Introduction to Quantum Electrodynamics, Wiley, New York, 1992. [32] R. Rohrlich, Am. J. Phys. 68, 1109 (2000). [33] H. Kleinert and S. Shabanov, J. Phys. A: Math. Gen. 31, 7005 (1998) (cond-mat/9504121); R. Bausch, R. Schmitz, and L.A. Turski, Phys. Rev. Lett. 73, 2382 (1994); Z. Phys. B 97, 171 (1995). [34] M. Roncadelli, Europhys. Lett. 16, 609 (1991); J. Phys. A 25, L997 (1992); A. Defendi and M. Roncadelli, Europhys. Lett. 21, 127 (1993). [35] Z. Haba, Lett. Math. Phys. 37, 223 (1996). [36] G. t Hooft, Found. Phys. Lett. 10, 105 (1997) (quant-ph/9612018). [37] G. t Hooft, How Does God Throw Dice? in Fluctuating Paths and Fields - Dedicated to Hagen Kleinert on the Occasion of his 60th Birthday, Eds. W. Janke, A. Pelster, H.-J. Schmidt, and M. Bachmann, World Scientic, Singapore, 2001 (http://www.physik.fu-berlin.de/~kleinert/fest.html).
Agri non omnes frugiferi sunt. Not all elds are fruitful. Cicero, Tusc. Quaest., 2, 5, 13
19
Relativistic Particle Orbits
Particles moving at large velocities near the speed of light are called relativistic particles. If such particles interact with each other or with an external potential, they exhibit quantum eects which cannot be described by uctuations of a single particle orbit. Within short time intervals, additional particles or pairs of particles and antiparticles are created or annihilated, and the total number of particle orbits is no longer invariant. Ordinary quantum mechanics which always assumes a xed number of particles cannot describe such processes. The associated path integral has the same problem since it is a sum over a given set of particle orbits. Thus, even if relativistic kinematics is properly incorporated, a path integral cannot yield an accurate description of relativistic particles. An extension becomes necessary which includes an arbitrary number of mutually linked and branching uctuating orbits. Fortunately, there exists a more ecient way of dealing with relativistic particles. It is provided by quantum eld theory. We have demonstrated in Section 7.14 that a grand-canonical ensemble of particle orbits can be described by a functional integral of a single uctuating eld. Branch points of newly created particle lines are accounted for by anharmonic terms in the eld action. The calculation of their eects proceeds by perturbation theory which is systematically performed in terms of Feynman diagrams with calculation rules very similar to those in Section 3.18. There are again lines and interaction vertices, and the main dierence lies in the lines which are correlation functions of elds rather than position variables x(t). The lines and vertices represent direct pictures of the topology of the worldlines of the particles and their possible collisions and creations. Quantum eld theory has been so successful that it is generally advantageous to describe the statistical mechanics of many completely dierent types of line-like objects in terms of uctuating elds. One important example is the polymer eld theory in Section 15.12. Another important domain where eld theory has been extremely successful is in the theory of line-like defects in crystals, superuids, and superconductors. In the latter two systems, the defects occur in the form of quantized vortex lines or quantized magnetic ux lines, respectively. The entropy of their classical shape uctuations determines the temperature where the phase transitions take place. Instead of the usual way of describing these systems as ensembles of 1284
1285 particles with their interactions, a eld theory has been developed whose Feynman diagrams are the direct pictures of the line-like defects, called disorder eld theory [1]. The most important advantage of eld theory is that it can describe most easily phase transitions, in which particles form a condensate. The disorder theory is therefore particularly suited to understand phase transitions in which defect-, vortex-, or ux-lines proliferate, which happens in the processes of crystal melting, superuid to normal, or superconductor to normal transitions, respectively. In fact, the disorder theory is so far the only theory in which the critical behavior of the superconductor near the transition is properly understood [2]. A particular quantum eld theory, called quantum electrodynamics describes with great success the electromagnetic interactions of electrons, muons, quarks, and photons. It has been extended successfully to include the weak interactions among these particles and, in addition, neutrinos, using only a few quantized Dirac elds and a quantized electromagnetic vector potential. The inclusion of a nonabelian gauge eld, the gluon eld, is a good candidate for explaining all known features of strong interactions. It is certainly unnecessary to reproduce in an orbital formulation the great amount of results obtained in the past from the existing eld theory of weak, electromagnetic, and strong interactions. The orbital formulation was, in fact, proposed by Feynman back in 1950 [3], but never pursued very far due to the success of quantum eld theory. Recently, however, this program was revived in a number of publications [4, 5]. The main motivation for this lies in another eld of fundamental research: the string theory of fundamental particles. In this theory, all elementary particles are supposed to be excitations of a single line-like object with tension, and various diculties in obtaining a consistent theory in the physical spacetime have led to an extension by fermionic degrees of freedom, the result being the so-called superstring. Strings moving in spacetime form worldsurfaces rather than worldlines. They do not possess a second-quantized eld theoretic formulation. Elaborate rules have been developed for the functional integrals describing the splitting and merging of strings. If one cancels one degree of freedom in such a superstring, one has a theory of splitting and merging particle worldlines. As an application of the calculation rules for strings, processes which have been known from calculations within the quantum eld theory have been recalculated using these reduced superstring rules. In this textbook, we shall give a small taste of such calculations by evaluating the change in the vacuum energy of electromagnetic elds caused by uctuating relativistic spinless and spin-1/2 particles. It should be noted that since up to now, no physical result has emerged from superstring theory,1 there is at present no urgency to dwell deeper into the subject. By giving a short introduction into this subject we shall be able to pay tribute to some historic developments in quantum mechanics, where the relativistic generalizaThis theory really deserves a price for having the highest popularity-per-physicality ratio in the history of science, enjoying a great amount of nancial support. The situation is very similar to the geocentric medieval picture of the world.
1
1286
19 Relativistic Particle Orbits
tion of the Schrdinger equation was an important step towards the development of o quantum eld theory [6]. For this reason, many textbooks on quantum eld theory begin with a discussion of relativistic quantum mechanics. By analogy, we shall incorporate relativistic kinematics into path integrals. It should be noted that an esthetic possibility to give a path Fermi statistics is based on the Chern-Simons theory of entanglement of Chapter 16. However, this approach is still restricted to 2 + 1 spacetime dimensions [7], and an extension to the physical 3 + 1 spacetime dimensions is not yet in sight.
19.1
Special Features of Relativistic Path Integrals
Consider a free point particle of mass M moving through the 3 + 1 spacetime dimensions of Minkowski space at relativistic velocity. Its path integral description is conveniently formulated in four-dimensional Euclidean spacetime where the uctuating worldlines look very similar to the uctuating polymers discussed in Chapter 15. Thus, time is taken to be imaginary, i.e., t = i = ix4 /c, and the length of a four-vector x = (x, x4 ) is given by x2 = x2 + (x4 )2 = x2 + c2 2 . (19.2) (19.1)
If x () is an arbitrarily parametrized orbit, the well-known classical Euclidean action is proportional to the invariant length of the orbit in spacetime: L= and reads Acl,e = McL, or, explicitly, Acl,e = Mc with ds() d x 2 () = d x 2 () + c2 2 (). (19.6)
b a b a
d x 2 (),
(19.3)
(19.4)
ds(),
(19.5)
The prime denotes the derivative with respect to the parameter . The action is independent of the choice of the parametrization. If is replaced by a new parameter = f (), then f (), 1 2 x2 x , f2 d d f ,
(19.7)
19.1 Special Features of Relativistic Path Integrals
1287
so that ds and the action remain invariant. We now calculate the Euclidean amplitude for the worldline of the particle to run from the spacetime point xa = (xa , ca ) to xb = (xb , cb ). For the sake of generality, we treat the case of D Euclidean spacetime dimensions. First we assume the total length L of the orbit to be xed. The sum over all dierent lengths L will be performed later, since it does not depend on the shape of the path the probability for the presence of the length L being determined by the Boltzmann-like h h factor eA/ = eLM c/ . The nal result after the sum over all lengths L is well known: It has to coincide with the Green function of a Klein-Gordon eld which in Euclidean time obeys the eld equation
2 (b + M 2 c2 / 2 )(xb |xa ) = (D) (xb xa ), h
(19.8)
solved by the Fourier integral (xb |xa ) = 1 dD k eik(xb xa ) . D k 2 + M 2 c2 / 2 (2) h
The sum over all path congurations of a xed L is done with the techniques developed for polymers in Section 15.3. Each path is decomposed into N + 1 small sections of a xed length a. For R2 aL, we obtain the limiting distribution of Eq. (15.49):
(0) PL (R)
D 2 eDR /2aL , 2aL
(19.9)
where R denotes the distance between the endpoints in the D-dimensional Euclidean spacetime: R= (xb xa )2 . (19.10)
h Together with the probability factor eA/ , the paths of a xed length L yield the amplitude
(xb L|xa 0) e
M cL/ h
D 2 eDR /2aL . 2aL
(19.11)
It possesses the Fourier decomposition (xb L|xa 0) dD k M cL/ ak2 L/2D ik(xb xa ) h e e . (2)D (19.12)
After an integration over L, the continuum limit a 0 should yield the amplitude (19.9), up to some normalization factor. This, however, is impossible since the limit
1288
removes the k 2 -term in the exponent of (19.12). This term must survive if we want to obtain the correct amplitude, which satises (xb L|xa 0) M 2 c2 dD k h + k2 exp L 2 D (2) Mc h eik(xb xa ) . (19.13)
The polymer expression (19.12) takes this form if the uctuating relativistic orbit of a scalar particle is assumed to possess a nite eective length parameter ae = 2D h , Mc (19.14)
which survives the continuum limit a 0. In the polymer language, the orbits are sti over a nite persistence length ae [see (15.158)]. In the present context, we call this property of relativistic particle orbits quantum stinessThe length scale contained in ae , C M h , Mc (19.15)
is the well-known Compton wavelength of a particle of mass M [recall Eq. (4.340)]. It is a measure for the persistence length of quantum stiness. To account for quantum stiness in the action, we have to extend (19.4) by a curvature energy to Ae = Mc
L 0
where u is the tangent unit vector pointing in the direction of the orbit. In the general parametrization of the orbit by , the tangent vector is given by x u = , x2 so that 1 x (x x )x u = u = 2 . s x (x 2 )2 x2 Using this, the action can also be written as Ae = Mc
b a
h2 ds 1 + 2 2 M c
u s
(19.16)
(19.17)
(19.18)
h2 x d x 2 1 + Mc2
(x x )2 /x 2 . x4
(19.19)
This expression is invariant under reparametrization f (), (19.20)

19.2 Proper Action for Fluctuating Relativistic Particle Orbits
1289
with arbitrary functions f () > 0. In the classical limit h 0, the quantum stiness term disappears and the particle orbit is governed only by the rst term proportional to the length L. Since the spatial distribution of a sti polymer is not of the purely Gaussian type, the stiness term alone is insucient to nd the correct correlation function of the Klein-Gordon eld. These would contain undesirable uctuation eects which 2 must be eliminated by including higher derivative terms (s u)2 , . . . into the action, to every order in h. Obviously, a polymer-like path integral description of a relativistic particle becomes extremely complicated and must therefore be rejected.
19.2
Proper Action for Fluctuating Relativistic Particle Orbits
To nd a more satisfactory path integral description of a relativistic particle propagator we set up an improved action whose uctuations dier from those in (19.5) without changing the classical orbits.
19.2.1
Gauge-Invariant Formulation
b a
The new Euclidean action has the form A(34) = e d Mc Mc 2 . x () + h() 2h() 2 (19.21)
It has the advantage of containing the particle orbit quadratically as in the free nonrelativistic action, but at the expense of an extra dimensionless uctuating variable h(). The Euclidean metric in (19.21) is . Let us check that the new action coincides with the initial one (19.5) at the classical level. Extremizing Ae in h() gives the relation h() = x 2 (). (19.22)
Inserting this back into Ae renders the classical action Acl,e = Mc

b a
d x 2 (),
(19.23)
which is the same as (19.5). The new action shares with the old action (19.5) the reparametrization invariance (19.20) for arbitrary uctuating path congurations. We only have to assign an appropriate transformation behavior to the extra eld h(). If is replaced by a new parameter = f (), then x 2 and d transform as in (19.7) and the action remains invariant, if h() is simultaneously changed as h h/f . (19.24)
1290
We now set up a path integral starting from the action (19.21). First we sum over the orbital uctuations at a xed h(). To nd the correct measure of integration, we use the canonical formulation in which the Euclidean action reads Ae [p, x] =
b a
d ipx +
h() 2 p + M 2 c2 2Mc
(19.25)
This must be sliced in the length parameter . We form N + 1 slices as usual, choosing arbitrary small parameter dierences n = n n1 depending on n, and write the sliced action as AN [p, x] = e
N +1 n=1
ipn (xn xn1 ) + hn
p2 n + n 2Mc
n hn
Mc . 2
(19.26)
The path integral has then a universal measure and reads DD x

N D D p Ae [p,x]/ h e (2 )D h n=1 N +1
dD xn
n=1
dD pn AN [p,x]/ h e e . (19.27) D (2 ) h
The momenta are integrated out to give (setting N +1 b , hN +1 hb ) 1 2 b hb /Mc h

D N n=1
d xn 2 n hn /Mc h
D exp
1 AN [x] , h e
(19.28)
with the time-sliced action in conguration space e AN [x] =

N +1 n=1
Mc (xn )2 + 2hn n
n hn
Mc . 2
(19.29)
The Gaussian integrals over xn in (19.28) can now be done successively as in Chapter 2 and we nd 1 2 L/Mc h
D
exp
Mc (xb xa )2 Mc L , 2 h L 2 h
(19.30)
where L is the total sliced length of the orbit

N +1
L whose continuum limit is L=
n hn , n=1
(19.31)
b a
d h().
(19.32)
Remarkably, the result (19.30) does not depend on the function h() but only on L. This is a reection of the reparametrization invariance of the path integral. While
1291
the total -interval changes under the transformation, the total length L of (19.32) is invariant under the joint transformations (19.20) and (19.24). This invariance permits only the invariant length L to appear in the integrated expression (19.30), and the path integral over h() can be reduced to a simple integral over L. The appropriate path integral for the time evolution amplitude reads (xb |xa ) = N
0
dL
Dh [h]
h D D x eAe / ,
(19.33)
where N is some normalization factor and [h] an appropriate gauge-xing functional .
19.2.2
Simplest Gauge Fixing
The simplest choice for the latter is a -functional, [h] = [h c], which xes h() to be equal to the light velocity everywhere, and relates L = c(b a ). (19.35)
(19.34)
This relation makes the dimension of the parameter timelike. This Lorentzinvariant time parameter is the so-called proper time of special relativity, and should not be confused with the parameter time contained in the Dth component xD = c [see Eq. (19.1) for D = 4]. By analogy with the discussion of thermodynamics in Chapter 2 we shall then denote b a by h and write (19.35) as L = c(b a ) c h. (19.36)
If we further use translational invariance to set a = 0, we arrive at the gauge-xed path integral (xb |xa ) = N c h with A0,e =
h 0 0
d eM c
2 /2
h D D x eA0,e / ,
(19.37)
M 2 x. 2
(19.38)
Since is now timelike, we use a dot to denote the derivative: x() dx()/d. Remarkably, the gauge-xed action coincides with the action of a free nonrelativistic particle in D Euclidean spacetime dimensions. Having taken the trivial term h h 0 d Mc/2 out of the action (19.25), the expression (19.37) contains a Boltz2 mann weight eM c /2 multiplying each particle orbit of mass M.
1292 The solution of the path integral is then given by (xb |xa ) = N c h
0
1 2 /M h
2 D
exp
Mc2 M (xb xa )2 . 2 h h 2
(19.39)
By Fourier-transforming the x-dependence, this amplitude can also be written as (xb |xa ) = N c h and evaluated to (xb |xa ) = N Upon setting N = C h M = , 2 2Mc (19.42) 2Mc h dD k 1 eik(xb xa ) . D k 2 + M 2 c2 / 2 (2) h (19.41)
0
d eM c
2 /2
h2 k 2 dD k , exp ik(xb xa ) (2)D 2M
(19.40)
this becomes the standard Green function of the Klein-Gordon eld (19.9). In the Fourier representation (19.41), the integral over k [or the integral over in (19.39)] can be performed with the explicit result for the Green function 1 (xb |xa ) = (2)D/2 Mc h x2
D/21
h KD/21 Mc x2 / ,
(19.43)
where K (z) denotes the modied Bessel function and x xb xa . In the nonrelativistic limit c , the asymptotic behavior K (z) /2zez leads to (xb |xa ) = (xb a |xa a ) 1 2 (b a )/M h
D1 c
h M c2 (b a )/ h e (xb b |xa a )Schr , 2Mc M (xb xa )2 . exp 2 b a h
(19.44)
with the usual Euclidean time evolution amplitude of the free Schrdinger equation o (xb b |xa a )Schr = (19.45)
The exponential prefactor in (19.44) contains the eect of the rest energy Mc2 which is ignored in the nonrelativistic Schrdinger theory. o Note that the same limit may be calculated conveniently in the saddle point approximation to the -integral (19.39). For c , the exponent has a sharp extremum at = (xb xa )2 c h = (xb xa )2 +c2 (b a )2 c h c b a (xb xa )2 + 2 + . . . ,(19.46) h 2c h(b a )
and the -integral can be evaluated in a quadratic approximation around this value. This yields once again (19.44).
1293
19.2.3
Partition Function of Ensemble of Closed Particle Loops
The diagonal amplitude (19.37) with xb = xa contains the sum over all lengths and shapes of a closed particle loop in spacetime. This sum can be made a partition function of a closed loop if we remove a degeneracy factor proportional to 1/L from the integral over L. Then all cyclic permutations of the points of the loop are counted only once. Apart from an arbitrary normalization factor to be xed later, the partition function of a single closed loop reads Z1 =
0
d M c2 /2 e
h D D x eA0,e / .
(19.47)
Inserting the right-hand integral in (19.40) for the path integral (with xb = xa ), this becomes Z 1 = VD
0
d M c2 /2 e
dD k h2 k 2 exp , D (2) 2M
(19.48)
where VD is the total volume of spacetime. This can be evaluated immediately. The h Gaussian integral gives for each of the D dimensions a factor 1/ 2 2 /M, after which formula (2.490) leads to Z 1 = VD
0
d M c2 /2 e
1 2 /M h
2 D
VD
D C M
1 (1 D/2), (4)D/2
(19.49)
where C is the Compton wavelength (19.15). With the help of the sloppy formula M (2.498) of analytic regularization which implies the minimal subtraction explained in Subsection 2.15.1, the right-hand side of (19.48) can also be written as Z1 = VD dD k log k 2 + M 2 c2 / 2 . h (2)D (19.50)
The right hand side can be expressed in functional form as Z1 = Tr log 2 + M 2 c2 / 2 = Tr log 2 2 + M 2 c2 , h h (19.51)
the two expressions being equal in the analytic regularization of Section 2.15, since a constant inside the logarithm gives no contribution by Veltmans rule (2.500). The partition function of a grand-canonical ensemble is obtained by exponentiating this:
h Z = eZ1 = eTr log(
2 2 +M 2 c2
).
(19.52)
In order to interprete this expression physically, we separate the integral dD k/(2)D into an integral over the temporal component k D and a spatial remainder, and write k 2 + M 2 c2 / 2 = k D h
2 2 + k /c2 ,
(19.53)
1294 with the frequencies k c k2 + M 2 c2 / 2 . h
(19.54)
Recalling the result (2.497) of the integral (2.483) we obtain Z1 = 2VD dD1 k hk . D1 2c (2) (19.55)
The exponent is the sum of two ground state energies of oscillators of energy hk /2, which are the vacuum energies associated with two relativistic particles. In quantum eld theory one learns that these are particles and antiparticles. Many neutral particles are identical to their antiparticles, for example photons, gravitons, and the pion with zero charge. For these, the factor 2 is absent. Then the integral (19.48) contains a factor 1/2 accounting for the fact that paths running along the same curve in spacetime but in the opposite sense are identied. Comparing (19.52) with (3.556) and (3.619) for j = 0 we identify Z1 h with W [0] and the Euclidean eective action of the ensemble of loops: Z1 = W [0]/ = e / . h h (19.56)
19.2.4
Fixed-Energy Amplitude
a
The xed-energy amplitude is related to (19.33) by a Laplace transformation: (xb |xa )E i

h db eE(b a )/ (xb |xa ) ,
(19.57)
where b , a are once more the time components in xb , xa . As explained in Chapter 9, the poles and the cut along the energy axis in this amplitude contain all information on the bound and continuous eigenstates of the system. The xed-energy amplitude has the reparametrization-invariant path integral representation [here with the conventions of Eq. (19.21)] (xb |xa )E = with the Euclidean action Ae,E =
b a
h 2Mc
dL
Dh [h]
h D D x eAe,E / ,
(19.58)
E2 Mc 2 Mc . x () h() + h() 3 2h() 2Mc 2
(19.59)
To prove this, we write the temporal xD -part of the sliced D-dimensional action (19.29) in the canonical form (19.26). In the associated path integral (19.27), we integrate out all xD -variables, producing N -functions. These remove the integrals n over N momentum variables pD , leaving only a single integral over a common pD . n The Laplace transform (19.57), nally, eliminates also this integral making pD equal to iE/c. In the continuum limit, we thus obtain the action (19.59). The path integral (19.58) forms the basis for studying relativistic potential problems. Only the physically most relevant example will be treated here.
19.3 Tunneling in Relativistic Physics
1295
19.3
Tunneling in Relativistic Physics
Relativistic harbors several new tunneling phenomena, of which we want to discuss two especially interesting ones.
19.3.1
Decay Rate of Vacuum in Electric Field
In relativistic physics, an empty Minkowski space with a constant electric eld E is unstable. There is a nite probability that a particle-antiparticle pair can be created. For particles of mass M, this requires the energy Epair = 2Mc2 . (19.60)
This energy can be supplied by the external electric eld. If the pair of charge e is separated by a distance which is roughly twice the Compton wavelength C = M h/Mc of Eq. (19.15), it gains an energy 2|E|C e. The decay will therefore become M signicant when |E| > Ec = Euclidean Action In Chapter 17 we have shown that in the semiclassical limit where the decay-rate h is small, it is proportional to a Boltzmann-like factor eAcl,e / , where Acl,e is the action of a Euclidean classical solution mediating the decay. Such a solution is easily found. We use the classical action in the form (19.23) and choose the parameter to measure the imaginary time = = it = x4 /c. Then the action takes the form Acl,e =
b a
M 2 c3 . e h
(19.61)
d Mc2 1 + x2 ( )/c2 e E x( ) .
(19.62)
This is extremized by the classical equation of motion M d d x( ) 1 + x2 ( )/c2 = eE, (19.63)
whose solutions are circles in spacetime of a xed E-dependent radius lE :

2 (x x0 )2 + c2 ( 0 )2 = lE
Mc2 eE
E |E|.
(19.64)
To calculate their action we parametrize the circles in the E -plane, where E is the unit vector in the direction of E, by an angle as x() = lE E cos + x0 , () = lE sin + 0 . c (19.65)
1296 A closed circle has action Acl,e = Mc2 lE c

2 0
d cos
Ec 1 cos = Mc lE = h . cos E
(19.66)
The decay rate of the vacuum is therefore proportional to eEc /E . (19.67)
The circles (19.64) are, of course, the space-time pictures of the creation and the annihilation of particle-antiparticle pairs at times 0 lE /c and 0 + lE /c and positions x0 , respectively (see Fig. 19.1). A particle can also run around the circle
(x0 , c0 + lE ) r
? (x0 c0 )
Figure 19.1 Spacetime picture of pair creation at the point x0 and time 0 lE /c and annihilation at the later time 0 + lE /c.
r (x0 , c0 lE )
repeatedly. This leads to the formula
Fn enEc /E ,
n=1
(19.68)
with uctuation factors Fn which we are now going to determine. Fluctuations As explained above, uctuations must be calculated with the relativistic Euclidean action (19.21), in which we have to include the electric eld by minimal coupling: Ae =
b a
Mc e M x 2 () + h() i A(x()) x () . 2h() 2 c
(19.69)
The vacuum will decay by the creation of an ensemble of pairs which in Euclidean spacetime corresponds to an ensemble of particle loops. For free particles, the partition function Z was given in (19.52) as an exponential of the one-loop partition function Z1 in (19.47). The corresponding Z1 in the presence of an electromagnetic eld has the one-loop partition function Z1 =
0
d M c2 /2 e
h D 4 x eAe / ,
(19.70)
1297
with the Euclidean action Ae =

h 0
M 2 e x () i A(x()) x () . 2 c e x E, Mc
(19.71)
The equations of motion are now x = e (x E i x B) , Mc 4 x4 = (19.72)
If both a constant electric and a constant magnetic eld are present, the vector potential is A = F x /2 and the action (19.71) takes the simple quadratic form Ae = e = i F x , c
h 0
M 2 e x i F x x , 2 2c
(19.73)
and the equations of motion (19.72) are x
with Fij =
ijk B
, F i4 = iF i0 = iE i .
(19.74)
In a purely electric eld, the solutions are circular orbits:

E x() = E A cos L ( 0 ) + c2 , E x4 () = A sin L ( 0 ) + c4 ,
(19.75)
with the electric version of the Landau or cyclotron frequency (2.640)

E L
eE . Mc
(19.76)
The circular orbits are the same as those in the previous formulation (19.65). If E points in the z-direction, the action (19.73) decomposes into two decoupled quadratic actions A(12) + A(34) for the motion in the x1 x2 and x3 x4 -planes, respectively, e e and the one-loop partition function (19.70) factorizes as follows: Z1 =
0 0
d M c2 /2 (12) h e D 2 x(12) eAe / d M c2 /2 (12) e Z (0)Z (34) (E).
D 2 x(34) eAe
(34) / h
(19.77)
The path integral for Z (12) (0) collecting the uctuations in the x1 x2 -plane have the trivial action e A(12) =
h 0
M (x 2 + x2 2 ), 2 1
(19.78)
2 with the trivial uctuation determinant Det ( ) = 1, so that we obtain for Z (12) (0) the free-particle partition function in two dimensions
(12)
(0) = x1 x2
M . 2 2 h
(19.79)
1298
The factor x1 x2 is the total area of the system in the x1 x2 -plane. Note that upper and lower indices are the same in the present Euclidean metric. For the motion in the x3 x4 -plane, the quadratic uctuations with periodic boundary conditions have a functional determinant Det
2 E iL E 2 iL 2 2 E = Det Det + L 2
=1
E sinh L h , (19.80) E L h
leading to the partition function becomes Z

(34)
(E) = x3 x4
E M sinh L h . 2 E L h 2 h
(19.81)
This result can, of course, also be obtained without calculation from the observation that the Euclidean electric path integral is completely analogous to the real-time magnetic path integral solved in Section 2.18. Indeed, with the E-eld pointing in the z-direction, the action (19.73) becomes for the motion in the x3 x4 -plane A(34) = e
h 0
e M x3 2 + x4 2 + E(x3 x4 x4 x3 ) . 2 c
(19.82)
This coincides with the magnetic action (2.627) in real time, if we insert there the magnetic vector potential (2.628) and replace B by E. The equations of motion (19.72) reduces to
E x3 = L x4 , E x4 = L x3 ,
(19.83)
in agreement with the magnetic equations of motion (2.664) in real time. Thus the motion in the x3 x4 -plane as a function of the pseudotime is the same as the real-time motion in the x y -plane, if the magnetic eld B in the z-direction is exchanged by an E-eld of the same size pointing in the x3 -axis. The amplitude can therefore be taken directly from (2.660) we must merely replace the real time dierence tb ta by h. Inserting (19.79) and (19.81) into (19.77), we obtain the partition function of a single closed particle orbit in four Euclidean spacetime dimensions: Z1 = x4 V
0
E M L h/2 M c2 /2 e , 2 E 2 sin L h/2 h
(19.84)
where V x1 x2 x3 is the total spatial volume. We now go over to real times by setting x4 = ict. By exponentiating the subtracted expression (19.84) as in Eq. (19.52), we go to a grand-canonical ensemble, and may identify Z1 with i times the eective electromagnetic action caused by uctuating ensemble of particle loops Z1 = iAe / = itV Le / . h h (19.85)
The integral over in (19.84) is divergent. In order to make it convergent, we perform two subtractions. In the subtracted expression we change the integration
1299
variable to the dimensionless = Mc2 /2, and obtain the eective Lagrangian density L
e
Mc = hc h
1 4(2)2
d 3
E/Ec E 2 2 e . 1 3 sin E/Ec 6Ec
(19.86)
The rst subtraction has removed the divergence coming from the 1/ 3-singularity in the integrand. This produces a real innite eld-independent contribution to the eective action which can be omitted since it is unobservable by electromagnetic experiments.2 After subtracting this divergence, the integral still contains a logarithmic divergence. It can be interpreted as a contribution proportional to E 2 to the Lagrangian density Le = hc div Mc h
4
1 4(2)2
E2 2 6Ec
d cos = 24
d cos ,
(19.87)
which changes the original Maxwell term E 2 /2 to ZA E 2 /2 with ZA = 1 + 12

0
d cos .
(19.88)
According to the rules of renormalization theory, the prefactor is removed by renor1/2 malizing the eld strength, replacing E E/ZA , and identifying the replaced eld 1/2 with the physical, renormalized eld E/ZA ER . Due to the presence of the aective action, the vacuum is no longer time inh h dependent, put depends on time like ei(Hi /2)t/ . Thus the decay rate of the vacuum per unit volume is given by the imaginary part of the eective Lagrangian density = 2 Im Le . V (19.89)
In order to calculate this we replace E/Ec by z in (19.86), and expand in the integrand
z2 2 z , = 1 + 2 (1)n 2 = 2 (1)n 2 2 sin z z n2 2 n n=1 n=1
n n
Ec . (19.90) E
Adding to the poles the usual innitesimal i-shifts in the complex plane (see p. 114), we replace with the help of the decomposition (1.325) 2
2
P = i ( + n ) i ( n ) + 2 2 . 2 2 + i 2 n n 2 2 n
(19.91)
This energy would, however, be observable in the cosmological evolution to be discussed in Subsection 19.3.3.
1300
The -functions yield imaginary parts and thus directly the decay rate Mc = 2 Im Le = c V h
4
E Ec
1 1 1 (1)n1 2 enEc /E . 3 2 4 n n=1
(19.92)
The principal values produces a real eective Lagrangian density Le = hc P If we expand z2 7 4 31 6 z =1+ + z + z + ... sin z 6 360 15120 and perform the integrals over , we nd the expansion terms L
e
Mc h
1 P 4(2)2
d 3
E 2 2 E/Ec 1+ e . (19.93) 2 sin E/Ec 6Ec
(19.94)
72 313 6 4 = E + E + ... . 360M 4 630M 6
(19.95)
The subscript P of L has been omitted since the imaginary part of the eective Lagrangian density (19.101) has an identically vanishing Taylor expansion. Each coecient in (19.95) is exact to leading order in . This expansion shows that due to the virtual creation and annihilation of particle-antiparticle pairs, the physical vacuum has a nontrivial E-dependent dielectric constant, whose lowest expansion term is is = 72 2 2 Le = E + ... . E 2 30M 2 (19.96)
Such a term gives rise to a small amplitude for photon-photon scattering in the vacuum, a process which has been observed in the laboratory. Including Constant Magnetic Field parallel to Electric Field Let us see how the decay rate (19.92) and the eective Lagrangian (19.86) are inuenced by the presence of an additional constant B-eld. This will at rst be assumed to be parallel to the E-eld, with both elds pointing in the z-direction. Then the action (19.78) for the motion in the x1 x2 -plane becomes e A(12) =
h 0
e M x1 2 + x2 2 + iB(x1 x2 x2 x1 ) . 2 c
(19.97)
The partition function in the x1 x2 -plane will therefore have the same form as E B (19.81), except with L replaced by iL : Z (12) (B) = Z (34) (iB). (19.98)
1301
Thus the B-eld changes the partition function (19.84) of a single closed orbit to Z1 = x4 V
0
E B L h/2 L h/2 M c2 /2 M e , 2 E B 2 sin L h/2 sinh L h/2 h
(19.99)
and the eective Lagrangian (19.86) becomes Mc L = hc h

e 4
1 4(2)2
E/Ec d B/Ec (E 2 B 2 ) 2 e . 1 3 3 sin E/Ec sinh B/Ec 6Ec (19.100)
In the subtracted free-eld term (19.87), the term E 2 is changed to the Lorentzinvariant combination E 2 B 2 . The decay rate (19.92) is modied to Mc = 2Im Le = c V h
4
E Ec
1 nB/E 1 1 (1)n1 2 enEc /E. (19.101) 3 2 4 n sinh nB/E n=1
Including Constant Magnetic Field in any Direction The case of a constant magnetic eld pointing in any direction can be reduced to the parallel case by a simple Lorentz transformation. It is always possible to nd a Lorentz frame in which the elds become parallel. This special frame will be called center-of-elds frame, and the transformed elds in this frame will be denoted by BCF and ECF . The transformation has the form ECF = E + BCF 2 v v v B E , c +1 c c v 2 v v = B E B , c +1c c (19.102) (19.103)
with a velocity of the transformation determined by EB v/c = , 2 1 + (|v|/c) |E|2 + |B|2 (19.104)
and [1 (|v|/c)2]1/2 . The elds |ECF | and |BCF | are, of course, Lorentz-invariant quantities which can be expressed in terms of the two quadratic Lorentz invariants of the electromagnetic eld: the scalar S and the pseudoscalar P dened by 1 2 1 1 E 2 B2 = 2 , S F F = 4 2 2 Solving these equation yields 1 S2 + P 2 S = 2 (E2 B2 )2 + 4(E B)2 (E2 B2 ). (19.106) 1 P F F = E B = . 4 (19.105)
1302
As a result we nd that the formulas (19.100) and (19.101) are valid for arbitrary constant elds E and B if we replace E and B by the Lorentz invariants and . After this we may expand the integrand in (19.100) in powers of and using Eq. (19.94), e 1 e2 2 1 e = 3 2 + e4 74 102 2 + 7 4 3 sin e sinh e 6 360 3 316 494 2 + 492 4 31 6 + . . . . e6 1520
(19.107)
and obtain the eective Lagrangian the elds, whose lowest two terms yield the following direct generalization of (19.95): L
e
72 (E2 B2 )2 + 4(EB)2 = 4 360M 313 (E2 B2 )[2(E2 B2 )2 4(EB)2] + . . . . + 630M 8
(19.108)
Spin-1/2 Particles We anticipate the small modication which is necessary to obtain the analogous result for spin-1/2 fermions: The tools for this will be developed in Subsections 19.6.1 19.6.3. The relevant formula has actually been derived before in Eq. (7.512). The bosonic result receives for fermions a factor 1 and a uctuation factor which is the square root of the functional determinant 4 Det i e F Mc = 4 det cosh e F h . Mc (19.109)
The normalization factor follows from Eqs. (7.415) and (7.418), where we found that the path integral of single complex fermion eld carries a normalization factor 2. For a purely electric eld, the square-root of the right-hand side of (19.109) is 2 det 1/2 [cos(e/Mc)F ] = 2 cos(eE/Mc). Multiplying the cos-factor into the expansion (19.90), this is modied to z
cos z z2 2 , =1+2 =2 2 2 2 2 2 sin z n=1 z n n=1 n
n n
Ec . E
(19.110)
Performing now the singular integral over in (19.86), we obtain for the decay rate the same formula as in (19.92), except that the alternating signs are absent. The factor 4 of the fermionic determinant reduces to a factor 2 for the eective action. The resulting eective Lagrangian density for spin-1/2 fermions is therefore Le 1 = c h spin
2
Mc h
1 2(2)2
d 3
E/Ec E 2 2 e , (19.111) 1+ 3 tan E/Ec 3Ec

1303
a result rst derived by Heisenberg and Euler in 1935 [8]. Its imaginary part yields the decay rate of the vacuum due to pair creation spin 1
2
= 2 Im Le 1 = c spin
2
Mc h
E Ec
1 4 3
1 nEc /E e . 2 n=1 n
(19.112)
The reason for the reduction from 4 to 2 is that the sum over bosonic paths has to be rst divided by a factor 2 to remove their orientation, before the fermionic factor 4 is applied. This procedure is not so obvious at this point but will be understood later in Subsection 19.6.2. The remaining factor 2 accounts for the two spin orientations of the charged particles. The Taylor series z2 1 2 6 z =1 z4 z ... tan z 3 45 945 in the integrand of (19.111) leads to the expansion Le = 323 6 22 4 E + E + ... . 45M 2 315M 4 (19.114) (19.113)
As in the boson result (19.95), each coecient is exact to leading order in , and the virtual creation and annihilation of fermion-antifermion pairs gives the physical vacuum a nontrivial E-dependent dielectric constant = 242 2 2 Le = E + ... . E 2 45M 2 (19.115)
The resulting small amplitude for photon-photon scattering in the vacuum has also been observed in the laboratory. If we admit also a constant B-eld parallel to E, the formulas (19.112) and (19.111) for the spin- 1 -particles are modied in the same way as the bosonic for2 mulas (19.92) and (19.93), except that the determinant (19.109) in spinor space introduces a further factor cosh(eB/Mc). Thus we obtain h Le 1 = c spin 2 Mc 4 1 h 2(2)2
0
d B/Ec (E 2 B 2 ) 2 E/Ec 1+ e . 3 3 tan E/Ec tanh B/Ec 3Ec (19.116)
For a general combination of constant electric and magnetic elds, we simply exchange E and B by the Lorentz invariants and . From the imaginary part we obtain the decay rate spin 1
2
= 2 Im Le 1 = c spin
2
Mc h
Ec
1 4 3
1 n/ enEc / . (19.117) 2 tanh n/ n n=1
1304
19.3.2
Birth of Universe
A similar tunneling phenomenon could explain the birth of the expanding universe [9]. As an idealization of the observed density of matter, the universe is usually assumed to be isotropic and homogeneous. Then it is convenient to describe it by a coordinate frame in which the metric is rotationally invariant. To account for the expansion, we have to allow for an explicit time dependence of the spatial part of the metric. In the spatial part, we choose coordinates which participate in the expansion. They can be imagined as being attached to the gas particles in a homogenized universe. Then the time passing at each coordinate point is the proper time. In this context it is the so-called cosmic standard time to be denoted by t. We imagine being an observer at a coordinate point with dxi /dt = 0, and measure t by counting the number of orbits of an electron around a proton in a hydrogen atom, starting from the moment of the big bang (forgetting the fact that in the early time of the universe, the atom does not yet exist). Geometry With this time calibration, the component g00 of the metric tensor is identically equal to unity g00 (x) 1, (19.118)
such that at a xed coordinate point, the proper time coincides with the coordinate time, d = dt. Moreover, since all clocks in space follow the same prescription, there is no mixing between time and space coordinates, a property called time orthogonality, so that g0i (x) 0. (19.119)
As a consequence, the Christoel symbol 00 [recall (10.7)] vanishes identically: 1 00 g (0 g0 + 0 g0 g00 ) 0. 2 (19.120)
This is the mathematical way of expressing the fact that a particle sitting at a coordinate point, which has dxi /dt = 0, and thus dx /dt = u = (c, 0, 0, 0), experiences no acceleration du = 00 c2 = 0. d The coordinates themselves are trivially comoving. Under the above condition, the invariant distance has the general form ds2 = c2 dt2 (3) gij (x)dxi dxj . (19.122)
(19.121)
1305
We now impose the spatial isotropy upon the spatial metric gij . Denote the spatial length element by dl, so that dl2 = (3) gij (x)dxi dxj . (19.123)
The isotropy and homogeneity of space is most easily expressed by considering the spatial curvature (3) Rijk l calculated from the spatial metric (3) gij (x). The space corresponds to a spherical surface. If its radius is a, the curvature tensor is, according to Eq. (10.160), 1 (3) gil (x)(3) gjk (x) (3) gik (x)(3) gjl (x) . (19.124) a2 The derivation of this expression in Section 10.4 was based on the assumption of a spherical space whose curvature K 1/a2 is positive. If we allow also for hyperbolic and parabolic spaces with negative and vanishing curvature, and characterize these by a constant
(3)
Rijkl (x) =
then the prefactor 1/a2 in (19.124) is replaced by K k/a2 . For k = 1 and 0, the space has an open topology and an innite total volume. The Ricci tensor and curvature scalar are in these three cases [compare (10.162) and (10.155)] 6 2 g (x), (3) R = k 2 . (19.126) 2 il a a By construction it is obvious that for k = 1, the three-dimensional space has a closed topology and a nite spatial volume which is equal to the surface of a sphere of radius a in four dimensions
(3)
1 0 k= 1
spherical parabolic universe, hyperbolic
(19.125)
Ril = k
S a = 2 2 a3 .
(19.127)
A circle in this space has maximal radius a and a maximal circumference 2a. A sphere with radius r0 < a has a volume
(3)
Vra = 0
2 0
d sin
r 0
dr
r2 1 r 2 /a2
(19.128)
For small r0 , the curvature is irrelevant and the volume depends on r0 like the usual volume of a sphere in three dimensions: 4 2 (3) a Vr 0 Vr 0 = r0 . (19.129) 3 For r0 a, however, (3) Vra approaches a saturation volume 2a3 . 0 The analogous expressions for negative and zero curvature are obvious.
r0 a2 r0 r0 2 a3 1 2 . = 4 arcsin 2 a 2 a
1306 Robertson-Walker Metric
In spherical coordinates, the four-dimensional invariant distance (19.122) denes the Robertson-Walker metric. ds2 = c2 dt2 dl2 dr 2 dl2 = + r 2 (d2 + sin2 d2 ). 1 kr 2 /a2 (19.130) (19.131)
It will be convenient to introduce, instead of r, the angle on the surface of the four-sphere, such that r = a sin . Then the metric has the four-dimensional angular form ds2 = c2 dt2 a2 (t)[d2 + f 2 ()(d2 + sin2 d2 )], where for spherical, parabolic, and hyperbolic spaces, f () is equal to sin f () = sinh

(19.132)
(19.133)
k = 1, k = 0, k = 1.
(19.134)
In order to have maximal symmetry, it is useful to absorb a(t) into the time and dene a new timelike variable by c dt = a() d, so that the invariant distance is measured by ds2 = a2 ()[d 2 d2 f 2 ()(d2 + sin2 d2 )]. Then the metric is simply
(19.135)
(19.136)
1 1 f 2 () f 2 () sin2 ,
g = a2 ()
(19.137)
and the Christoel symbols become 00 0 = a a a , 00 i = 0, 0i 0 = 0, 0i j = i j , ij 0 = 3 gij , ij k = 0, (19.138) a a a
where the subscripts denote derivatives with respect to the corresponding variables: a a da a da = at . d c dt c (19.139)
1307
We now calculate the 00-component of the Ricci tensor: R00 = 00 0 0 0 0 + 00 . Inserting the Christoel symbols (19.138) we nd 00 0 0 = 0 i0 i = 3 0 0 00 so that R00 = 3 (aa a2 ), a2 R0 0 = g 00 R00 = 3 (aa a2 ). a4 (19.144) 1 d a = 3 2 a a a2 , d a a a 2 a = 00 0 00 0 + 00 i 0i 0 + i0 0 00 i + i0 j 0j i = +3 a a 2 a a = 00 0 00 0 + 00 0 i0 i + 00 i 0i 0 + 00 i ki k = +3 a a (19.141)
2
(19.140)
, (19.142)
2
, (19.143)
The other components can be determined by relating them to the three-dimensional curvature tensor (3) Rij which has the simple form (19.124). So we calculate Rij = Rij = Rkij k + R0ij 0 = (3) Rij kj 0 i0 k + ij 0 k0k + R0ij 0 . Inserting R0ij 0 = 0 ij 0 i 0j 0 0j l il 0 0j 0 i0 0 + ij l 0l 0 + ij 0 00 0 ,
(3)
(19.145)
(19.146)
Rij = k
2 gij a2
(19.147)
and the above Christoel symbols (19.138) gives Rij = and thus a curvature scalar R = g 00 R00 + g ij Rij = = 6 (a + ka). a3 3 1 3 (aa a2 ) 4 (2ka2 + a2 + aa ) 2 a2 a a (19.149) 1 (2ka2 + a2 + aa )gij a4 (19.148)
Action and Field Equation In the absence of matter, the Einstein-Hilbert action of the gravitational eld is A=
f f 1 d4 x g L= 2
d4 x g(R + 2),
(19.150)
1308 were is related to Newtons gravitational constant GN 6.673 108 cm3 g1 s2 by c3 1 . = 8GN
(19.151)
(19.152)
A natural length scale of gravitational physics is the Planck length, which can be formed from combinations of Newtons gravitational constant (19.151), the light velocity c 3 1010 cm/s, and Plancks constant h 1.05459 1027 : lP = c3 GN h
1/2
1.615 1033 cm.
(19.153)
It is the Compton wavelength lP h/mP c associated with the Planck mass mP = c h GN

1/2
2.177 105 g = 1.22 1022 MeV/c2 .
(19.154)
The constant 1/ in the action (19.150) can be expressed in terms of the Planck length as h 1 . = 2 8lP (19.155)
If we add to (19.150) a matter action and vary to combined action with respect to the metric g , we obtain the Einstein equation 1 1 R g R g = T , 2 (19.156)
where T is the energy-momentum tensor of matter. The constant is called the cosmological constant. It is believed to arise from the zero-point oscillations of all quantum elds in the universe. A single eld contributes to the Lagrangian density L in (19.150) a term / which is typically of the order of h/lP . For bosons, the sign is positive, for 4 fermions negative, reecting the lling of all negative-energy in the vacuum. A constant of this size is much larger than the present experimental estimate. In the literature one usually nds estimates for the dimensionless quantity 0 c2 . 2 3H0 (19.157)
f
where H0 is the Hubble constant, whose inverse is roughly the lifetime of the universe
1 H0 14 109 years.
(19.158)
1309
Present ts to distant supernovae and other cosmological data yield the estimate [10] 0 0.68 0.10. The associated cosmological constant has the value = 0
2 0 0 0 3H0 . (19.160) 2 27 cm)2 9 ly)2 c (6.55 10 (6.93 10 (2.14 Runiverse )2
(19.159)
Note that in the presence of , the Schwarzschild solution around a mass M has the metric ds2 = B(r)c2 dt2 B 1 dr 2 r 2 d2 r 2 sin2 d2 , with B(r) = 1 2MGN 2 M lP 2 r2 r2 = 1 0 . c2 r 3 mP r 3 (2.14 Runiverse )2 (19.162) (19.161)
The -term adds a small repulsion to Newtons force between mass points. if the distances are the order of the radius of the universe. The value of the constant associated with (19.159) is = 3H 2 l2 h = 0 2 0 P 10122 4 . c 8 lP (19.163)
Such a small prefactor can only arise from an almost perfect cancellation of the contributions of boson and fermion elds. This cancellation is the main reason for postulating a broken supersymmetry in the universe, in which every boson has a fermionic counterpart. So far, the known particle spectra show no trace of such a symmetry. Thus there is need to explain it by some other not yet understood mechanism. The simplest model of the universe governed by the action (19.150) is called Friedmann model or Friedmann universe.
19.3.3
Friedmann Model
Inserting (19.144) and (19.149) into the 00-component of the Einstein equation (19.156), we obtain the equation for the energy 3 2 a + ka2 = T0 0 . 4 a In terms of the cosmic standard time t, the general equation reads 3 at a
2
(19.164)
+k
c2 c2 = c2 T0 0 . a2
(19.165)
1310
The simplest Friedmann model is based on an energy-momentum tensor T0 0 of an ideal pressure-less gas of mass density : T = cu u , (19.166)
where u are the four-vectors u = (, v/c) of the particles with 1/ 1 v 2 /c2 . The gas is assumed to be at rest in our comoving coordinates. so that only the T0 0 component is nonzero: T0 0 = c. (19.167)
This component is invariant under the time transformation (19.135). As a fortunate accident, this component of the Einstein equation has no a a term. Thus we may simply study the rst-order dierential equation 3 2 a + ka2 = c. 4 a (19.168)
Since the total volume of the universe is 2a3 , we can express in terms of the total mass M as follows = M . 2 2 a3 (19.169)
In this way we arrive at the dierential equation 3 2 Mc 4GN M (a + ka2 ) = 2 3 = . 4 a 2 a c2 a3 (19.170)
This equation of motion can also be obtained in another way. We express the action (19.150) in terms of a() using the equation (19.184) for R. We use the volume (19.127) and the relation (19.135) to rewrite the integration measure as d4 x g = so that A =
f
dt (4) S a = 2 2
d a4 (),
(19.171)
2 2 2
d 6a(a + ka) 2a4 =
2 2
d 3a2 + 3ka2 a4 .(19.172)
The second expression arises from the rst by a partial integration and ignoring the boundary terms which do not inuence the equation of motion. The above matter is described by the action A =
m
d4 x gc = 2 2
Mc a(). 2 2
(19.173)
Variation with respect to a yields the Euler-Lagrange equation 1 Mc 6(a + ka) 4a3 2 = 0. 2 (19.174)
1311
Note that in terms of the Robertson-Walker time t [recall (19.135)], the equation of motion reads a= 1 Mc a . 3 6 2 2 a2 (19.175)
As one should expect, the cosmological expansion is slowed down by matter, due to the gravitational attraction. A positive cosmological constant, on the other hand, accelerates the expansion. At the special value = Einstein 4GN M 4GN Mc = = , 2 a3 2 a3 2 c c (19.176)
the two eects cancel each other and there exist a time-independent solution at a radius a and a density . This is the cosmological constant which Einstein chose before Hubbles discovery of the expanding universe to agree with Hoyles steadystate model of the universe (a choice which he later called the biggest blunder of his life). Multiplying (19.174) by a and integration over yields the pseudo-energy conservation law 3(a2 + ka2 ) a4 Mc a = const, 2 2 (19.177)
in agreement with (19.170) for a vanishing pseudo-energy. This equation may also be written as a2 + ka2 amax a a4 = 0, 3 where amax Mc 4GN M = . 6 2 3c2 (19.179) (19.178)
This looks like the energy conservation law for a point particle of mass 2 in an eective potential of the universe V univ (a) = ka2 amax a a4 , 3 (19.180)
at zero total energy. The potential is plotted for the spherical case k = 1 in Fig. 19.2. Friedmann neglects the cosmological constant and considers the equation a2 + ka2 amax a = 0. (19.181)
The solution of the dierential equation for this trajectory is found by direct integration. Assuming k = 1 we obtain = da V univ (a) = da (a amax /2)2 + a2 /4 max = arccos 2a . (19.182) amax
1312
4 2
V univ (a)/a2 max a amax
6
-2 -4 -6
a0 amax
Figure 19.2 Potential of closed Friedman universe as a function of the reduced radius a/amax for a2 = 0.1. Note the metastable minimum which leads to a possible solution max a a0 . A tunneling process to the right leads to an expanding universe.
With the initial condition a(0) = 0, this implies a() = amax (1 cos ). 2 (19.183)
Integrating Eq. (19.135), we nd the relation between and the physical (=proper) time t= 1 c d a() = amax 2c d (1 cos ) = amax ( sin ). 2c (19.184)
The solution a(t) is the cycloid pictured in Fig. 19.3. The radius of the universe bounces periodically with period t0 = amax /c from zero to amax . Thus it emerges from a big bang, expands with a decreasing expansion velocity due to the gravitational attraction, and recontracts to a point.
2.5 2 1.5 1 0.5 0.2 0.4 0.6 0.8 1 1.2
a amax
t/t0
Figure 19.3 Radius of universe as a function of time in Friedman universe, measured in terms of the period t0 amax /c. (solid curve=closed, dashed curve=hyperbolic, dotted curve =parabolic). The curve for the closed universe is a cycloid.
Certainly, for high densities the solution is inapplicable since the pressure-less ideal gas approximation (19.167) breaks down.
1313
Consider now the case of negative curvature with k = 1. Then the dierential equation (19.181) reads a2 a2 amax a a4 = 0. 3 (19.185)
In order to compare the curves we shall again introduce a mass parameter M and rewrite the density as in (19.169), although M has no longer the meaning of the total mass of the universe (which is now innite). The solution for = 0 is now a() = amax (cosh 1), 2 amax (sinh ). t = 2c (19.186) (19.187)
The solution is again depicted in Fig. 19.3. After a big bang, the universe expands forever, although with decreasing speed, due to the gravitational pull. The quantity amax is no longer the maximal radius nor is t0 the period. Consider nally the parabolic case k = 0, where the equation of motion (19.181) reads a2 amax a a4 = 0, 3 (19.188)
where M is a mass parameter dened as before in the negative curvature case. Now the solution for = 0 is simply =2 which is inverted to a() = amax Now we solve (19.135) with t= so that a(t) = 9 amax 4
1/3
a amax
(19.189)
2 . 4
(19.190)
amax 3 , 12c
(19.191)
(ct)2/3 .
(19.192)
This solution is simply the continuation of leading term in the previous two solutions to large t.
1314
19.3.4
Tunneling of Expanding Universe
It is now interesting to observe that the potential for the spherical universe in Fig. 19.2 allows for a time-independent solution in which the radius lies at the metastable minimum which we may call a0 . The solution a a0 is a timeindependent universe. We may now imagine that the expanding universe arises from this by a tunneling process towards the abyss on the right of the potential [9]. Its rate can be calculated from the Euclidean action of the associated classical solution in imaginary time corresponding to the motion from a0 towards the right in the inverted potential V univ (a). Observe that this birth can only lead to universe of positive curvature. For a negative curvature, where the a2 -term in (19.180) has the opposite sign, the metastable minimum is absent.
19.4
Relativistic Coulomb System
An external time-independent potential V (x) is introduced into the path integral (19.58) by substituting the energy E by E V (x). In the case of an attractive Coulomb potential, the second term in the action (19.59) becomes Aint =
b a
d h()
(E + e2 /r)2 , 2Mc2
(19.193)
where r = |x|. The associated path integral is calculated via a Duru-Kleinert transformation as follows [11]. Consider the three-dimensional Coulomb system where the spacetime dimension is D = 4. Then we increase the three-dimensional space in a trivial way by a dummy fourth component x4 , just as in the nonrelativistic treatment in Section 13.4. The additional variable x4 is eliminated at the end by an integral dx4 /ra = da , as a in (13.115) and (13.122). Then we perform a Kustaanheimo-Stiefel transformation (13.101) dx = 2A(u) du . This changes x 2 into 4u2u 2 , with the vector symbol indicating the four-vector nature. The transformed action reads: Ae,E =
b a
h() e4 4Mu2 2 u () + (M 2 c4 E 2 )u2 2Ee2 2 2h() 2Mc2 u2 u
. (19.194)
We now choose the gauge h() = 1, and go from to a new parameter s via the path-dependent time transformation d = f ds with f = u2 . Result is the DKtransformed action e,E ADK =
sb sa
ds
1 4M 2 u (s) + 2 2Mc2
M 2 c4 E 2 u2 2Ee2
e4 u2
(19.195)
It describes a particle of mass = 4M moving as a function of the pseudotime s in a harmonic oscillator potential of frequency 1 2 4 = M c E2. (19.196) 2Mc
19.4 Relativistic Coulomb System
1315
The oscillator possesses an additional attractive potential e4 /2Mc2 u2 , which is conveniently parametrized in the form of a centrifugal barrier Vextra = h2
2 lextra , 2u2
(19.197)
whose squared angular momentum has the negative value

2 lextra 42 .
(19.198)
Here denotes the ne-structure constant e2 / c 1/137. In addition, there is h also a trivial constant potential Vconst = E 2 e. Mc2 (19.199)
If we ignore, for the moment, the centrifugal barrier Vextra , the solution of the path integral can immediately be written down [see (13.122)]: (xb |xa )E = i h 1 2Mc 16
0
dL ee
2 EL/M c2 h
4 0
da (ub L|ua 0) ,
(19.200)
where (ub L|ua 0) is the time evolution amplitude of the four-dimensional harmonic oscillator. There are no time slicing corrections for the same reason as in the threedimensional case. This is ensured by the ane connection of the KustaanheimoStiefel transformation satisfying = g ei ei = 0 (19.201)
(see the discussion in Section 13.6). Performing the integral over a in (19.200), we obtain 2 h M 1 I0 2 (rb ra + xb xa )/2 d (xb |xa )E = i 2Mc 0 h (1 )2 1 1+ (rb + ra ) , (19.202) exp 1 with the variable h e2L , and the parameters , M 2 c4 /E 2 1 1 2 4 E = M c E2 = . = 2 h hc hc = e2 E = 2 Mc2 h (19.204) (19.205) (19.203)
1316
As in the further treatment of (13.198), the use of formula (13.202) I0 (z cos(/2)) = 2 z
(2l + 1)Pl (cos )I2l+1 (z)

l=0
(19.206)
provides us with a partial wave decomposition (xb |xa )E = = 1 rb ra 1 rb ra

l=0 l=0
(rb |ra )E,l (rb |ra )E,l
2l + 1 Pl (cos ) 4
l Ylm ( b )Ylm ( a ). x x m=l
(19.207)
The radial amplitude is normalized slightly dierently from (13.205): (rb |ra )E,l = i 2M h rb ra 2Mc h
0
dy
1 e2y sinh y 1 . sinh y
(19.208)
exp [ coth y(rb + ra )] I2l+1 2 rb ra
At this place, we incorporate the additional centrifugal barrier via the replacement 2l + 1 2 + 1 l
2 (2l + 1)2 + lextra ,
(19.209)
as in Eqs. (8.145) and (14.238). The integration over y according to (9.29) yields (rb |ra )E,l = i h M ( + + 1) l W, l+1/2 (2rb ) M, l+1/2 (2ra ) . (19.210) 2Mc h (2 + 1)! l
This expression possesses poles in the Gamma function whose positions satisfy the equations 1 = 0, 1, 2, . . . . These determine the bound states of the l Coulomb system. To simplify subsequent expressions, we introduce the small positive l-dependent parameter l l = l + 1/2 l (l + 1/2)2 2 2 + O(4 ). 2l + 1 (19.211)
Then the pole positions satisfy = nl n l , with n = l + 1, l + 2, l + 3, . . . . Using the relation (19.204), we obtain the bound-state energies: Enl = Mc2 1 + Mc2 2 (n l )2 2 4 1 2 3 2n n
1/2
3 1 + O(6 ) . 2l + 1 8n
(19.212)
Note the appearance of the plus-minus sign as a characteristic property of energies in relativistic quantum mechanics. A correct interpretation of the negative energies as
19.4 Relativistic Coulomb System
1317
positive energies of antiparticles is straightforward only within quantum eld theory, and will not be discussed here. Even if we ignore the negative energies, there is poor agreement with the experimental spectrum of the hydrogen atom. The spin of the electron must be included to get more satisfactory results. To nd the wave functions, we approximate near the poles nl : ()nr 1 ( + + 1) l , nr ! nl E 2 2Mc2 2 h2 2 1 , 2 nl nl 2M Mc2 E 2 Enl E 1 1 , Mc2 aH nl
(19.213)
with the radial quantum number nr = n l 1. By analogy with the nonrelativistic equation (13.207), the last equation can be rewritten as = where aH aH Mc2 E (19.215) 1 1 , aH (19.214)
denotes a modied energy-dependent Bohr radius [compare (4.339)]. It sets the length scale of relativistic bound states in terms of the energy E. Instead of being 1/ 137 times the Compton wavelength of the electron h/Mc, the modied Bohr radius is equal to 1/ times hc/E. Near the positive-energy poles, we now approximate ()nr 1 M 2 i( + + 1) l h nl nr ! aH E Mc2
2
2Mc2 i h . 2 E2 E nl
(19.216)
Using this behavior and formula (9.48) for the Whittaker functions [together with (9.50)] we write the contribution of the bound states to the spectral representation of the xed-energy amplitude as (rb |ra )E,l = E h Mc n=l+1 Mc2
2
2Mc2 i h Rnl (rb )Rnl (ra ) + . . . . 2 E2 E nl
(19.217)
A comparison between the pole terms in (19.210) and (19.217) renders the radial wave functions Rnl (r) = 1 1/2 + 1)! aH nl (2l 1
n (2r/ l aH )l+1 er/ l aH M(n + l + 1, 2 + 2, 2r/ l aH ) n l n
( l + n l)! (n l 1)!
(19.218)
1
1/2 aH nl
(n l 1)! r/ aH e n (2r/ l aH )l+1 L2l+1 (2r/ l aH ). n n nl l1 ( + l)! n
1318 The properly normalized total wave functions are 1 x nlm (x) = Rnl (r)Ylm ( ). r
(19.219)
The continuous wave functions are obtained in the same way as from the nonrelativistic amplitude in formulas (13.215)(13.223).
19.5
Relativistic Particle in Electromagnetic Field
Consider now the relativistic particle in a general spacetime-dependent electromagnetic vector eld A (x).
19.5.1
Action and Partition Function
An electromagnetic eld A (x) is included into the canonical action (19.25) in the usual way by the minimal substitution (2.636): Ae [p, x] =
b a
d ipx +
h() 2Mc
e p A c
+ M 2 c2
(19.220)
and the amplitude (19.33): (xb |xa ) = h 2Mc

0
dL
Dh [h]
h D D x eAe / ,
(19.221)
with the minimally coupled action [compare (2.698)] Ae =

b a
Mc 2 e Mc x () + i x ()A(x()) + h() , 2h() c 2
(19.222)
which reduces in the simplest gauge (19.34) to the obvious extension of (19.37): (xb |xa ) = with the action Ae = Ae,0 + Ae,int
h 0
h2 2M
d eM c
2 /2
D 4 x eAe ,
(19.223)
M 2 e x ( ) + i x( )A(x( )) . 2 c
(19.224)
The partition function of a single closed particle loop of all shapes and lengths in an external electromagnetic eld is from (19.47) Z1 =
0
d M c2 /2 e
h D D x eAe / .
(19.225)
As in (19.55) and (19.56) this yields, up to a factor 1/ the eective action of an h ensemble of closed particle loops in an external electromagnetic eld.
19.5 Relativistic Particle in Electromagnetic Field
1319
19.5.2
h Since the electromagnetic coupling is rather small, we can split the exponent eA/ A0 / Aint / h h into e e and expand the second factor in powers of Aint : h eAint / =
(ie/ c)n h n! n=0
h 0
di x(i )A(x(i )) .
(19.226)
i=1
If the noninteracting eective action implied by Eqs. (19.49), (19.47), and (19.56) is denoted by e,0 Z1 = h
d 0
eM c
2 /2
VD 2 2 /M h
D
VD
D C M
1 (1D/2), (19.227) (4)D/2
with the Compton wavelength C of Eq. (19.15), we obtain the perturbation exM pansion e e,0 = h h
d 0
M c2 /2
VD 2 2 /M h
D
(ie/c)n n! n=1
n i=1 0
di x(i )A(x(i ))
,
0
(19.228) where . . . 0 denotes the free-particle expectation values [compare (3.480)(3.483)] taken in the free path integral with periodic paths with a xed [compare (19.48) and (19.51)]: O[x]
0
h D D x O[x] eAe,0 / . h D D x eAe,0 / D
(19.229)
The denominator is equal to VD / 2 2 /M . h The free eective action in the expansion (19.228) can be omitted by letting the sum start with n = 0. The evaluation of the cumulants proceeds by Fourier decomposing the vector elds as A(x) = and rewriting (19.228) as e e,0 = h h
0
dD k ikx e A(k), (2)D
(19.230)
d M c2 /2 e
n i=1
VD 2 2 /M h
D n i=1 0 h
(ie/ c)n h n! n=1
dD ki i A (ki ) (2)D
di xi (i )eiki x(i )
.(19.231)
0
First we evaluate the expectation values x(1 )eik1 x(1 ) x(n )eikn x(n )
0
(19.232)
1320
Due to the periodic boundary conditions, we separate, as in Section 3.25, the path average x0 = x( ) [recall (3.804)], writing x( ) = x0 + x( ), and factorize (19.232) as ei(k1 +...+kn )x0
0
(19.233)
x(1 )eik1 x(1 ) x(n )eikn x(n )
(19.234)
The rst average can be found as an average with respect to the x0 -part of the path integral whose measure was given in Eq. (3.808). It yields a function ensuring the conservation of the total energy and momenta of the n photons involved: ei(k1 +...+kn )x0
0
1 (2)D (D) (k1 + . . . + kn ). VD
(19.235)
The denominator comes from the normalization of the expectation value which has an integral dD x0 in the denominator. The second average is obtained using Wicks theorem. The correlation function x (1 )x (2 ) 0 , is obtained from Eq. (3.839) in the limit 0 for 1 , 2 (0, ). It is the periodic propagator with subtracted zero mode: x (1 )x (2 )
0
= G(1 , 2 ) =
h (1 , 2 ), M
(19.236)
where (1 2 ) is the subtracted periodic Green function Ga ( ) of the ,e 2 dierential operator calculated in Eq. (3.251) in the short notation of Subsection 10.12.1 [see Eq. (10.564)]. In the presently used physical units it reads:
2 ) ( ) = ( ) + h , (, 2 h 2 12
[0, h].
(19.237)
The time derivatives of (19.237) are from (10.565): ( ) (, ) = (, ) , h 2 , [0, h]. (19.238)
With these functions it is straightforward to calculate the expectation value using the Wick rule (3.307) for j( ) = n ki ( i ): i eik1 x(1 ) eikn x(n ) By rewriting the right-hand side as e
1 2
n i,j=1
=e
1 2
n i,j=1
ki kj G(i ,j )
(19.239)
ki kj G(i ,j )
=e
1 2
n i,j=1
ki kj [G(i ,j )G(i ,i )] 1 ( 2 n i=1
n i=1
ki ) G(i ,i )
, (19.240)
we see that if the momenta ki add up to zero, by eik1 x(1 ) eikn x(n ) = exp

n i<j
ki = 0, we can replace (19.239)

ki kj [G(i , j ) G(i , i )] .
(19.241)
1321
It is therefore useful to introduce the subtracted Green function G (i , j ) G(i , j ) G(i , i ). Recall the similar situation in the evaluation (5.377). An obvious extension of (19.239) is
ei[k1 x(1 )+q1 x(1 )] ei[kn x(n )+qn x(n )] 0 n qi kj G (i ,j ) 1 2 i,j=1
(19.242)
(19.243)
n i,j=1
=e
1 2
n i,j=1
ki kj G(i ,j ) 1 2
ki qj G(i ,j ) 1 2
n q q G(i ,j ) i,j=1 i j
where the dots have the same meaning as in (10.394).
19.5.3
Lowest-Order Vacuum Polarization
Consider the lowest nontrivial case n = 2. By dierentiating (19.241) with respect to iq1 and iq2 , and setting qi = 0, we obtain for k2 = k1 = k: x(1 )eikx(1 ) x(2 )eikx(2 ) = G(1 , 2 )+k 2 G (1 , 2 )G(1 , 2 ) ek
0
2 [G( , )G( , )] 1 2 1 1
(19.244) Inserting this into (19.231) after factorization according to (19.234), we obtain the lowest correction to the eective action e= e2 2 c2 h
h 0 d 0
h 0
eM c
2 /2
1 2 2 /M h
D
2 i=1
dD ki (2)D (D)(k1+k2 )A (k1 )A (k2 ) (2)D

2
d1
d2 [G(1 , 2 ) + k1 k1 G (1 , 2 ) G(1 , 2 )] ek1 G (1 ,2 ) ,
(19.245)
where we have displayed the proper vector indices. A partial integration over 1 brings the second line to the form
h 0
d1
h 0
2 d2 k1 k1 k1 G (1 , 2 ) G(1 , 2 ) ek1 G (1 ,2 ) .
(19.246)
Expressing G (1 , 2 ) as ( /M) (1 2 ) (0) and using the periodicity in 2 , h we calculate the integral h2 k 2 k1 k1 h M2 1
h 0 h 2 d p 2 ( )e k1 M [p ( )p (0)] .
(19.247)
We now introduce reduced times u / and rewrite the Green functions for h (0, h), u (0, 1) as 1 h u(1 u) , (1 2 ) = 2 6 1 (1 2 ) = u , 2 (19.248) (19.249)
1322 such that the integral in (19.247) becomes 1 4

1 0
du (2u 1)2 e
h 2 k1 2 u(1u) 2M
(19.250)
Inserting this into (19.245) and dropping the irrelevant subscript of k1 we arrive at e = e2 2 c2 h
d 0
eM c
2 /2
1 2 2 /M h
D 1 0
dD k A (k)A (k) (2)D

h2 k2 u(1u) 2M
k 2 k k
h4 2 4M 2
du (2u 1)2 e
(19.251)
After replacing h2 /2M , the integral over can easily be performed using the formula (2.490) with the result e = e2h 1 1 2 (4)D/2 2c c
1 0
dD k A (k)A (k) k 2 k k (2)D h du (2u 1)2 u(1 u)k 2 + M 2 c2 / 2

D/22
(2 D/2)
(19.252)
In the prefactor we recognize the ne structure constant = e2 / c [recall (1.502)]. h The momentum integral can be rewritten as 1 2 where F (x) = A (x) A (x) (19.254) 1 dD k A (k)A (k) k 2 k k = (2)D 4 dD k F (k)F (k), (2)D (19.253)
is the tensor of electromagnetic eld strengths. We now abbreviate the integral over u as follows: (k 2 ) 4 (2D/2) (4)D/2
1 0
du (2u 1)2 u(1 u)k 2 + M 2 c2 / 2 h
D/22
.(19.255)
This allows us to re-express (19.252) in conguration space: e = 1 16c d4 xF (x)( 2 )F (x), (19.256)
where F (x) is the Euclidean version of the gauge-invariant 4-dimensional curl of the vector potential: F (x) = A (x) A (x). F0i = F 0i = 0 Ai + i A0 = 0 Ai i A0 = E i , Fij = F ij = i Aj + j Ai = i Aj + j Ai = ijk B k . (19.257)
In Minkowski space, the components of F are the electric and magnetic elds: (19.258) (19.259)
1323
This is in accordance with the electrodynamic denitions 1 E A c , B A, (19.260)
where A0 (x) is identied with the electric potential (x). In terms of F (x), the Maxwell action in the presence of a charge density (x) and a electric current density j(x) Aem = dt d3x 1 1 E2 (x) B2 (x) (x)(x) j(x) A(x) 4 c , (19.261)
can be written covariantly as Aem = where j (x) = (c(x), j(x)) (19.263) d4 x 1 2 1 F (x) + 2 j (x)A (x) , 8c c (19.262)
is the four-vector formed by charge density and electric current. By extremizing the action (19.262) in the vector eld A (x) we nd the Maxwell equations in the covariant form 1 F (x) = j (x), c (19.264)
whose zeroth and spatial components reduce to the time-honored laws of Gauss and Amp`re: e E = 4 (Gauss s law), 4 B = j (Amp`res law). e c (19.265) (19.266)
Expressing E(x) in terms of the potential using Eq. (19.260) and inserting this into Gausss law, we obtain for a static point charge e at the origin the Poisson equation
2
(x) = 4e (3) (x).
(19.267)
An electron of charge e experiences an attractive mechanical potential V (x) = e(x). In momentum space this satises the equation reads k2 V (k) = 4e2 . From this we nd directly the Coulomb potential of a hydrogen atom V (x) = (
2 1
(19.268)
) 4e (3) (x) =
e2 d3 k 4e2 = , (2)3 k2 r
r |x|,
(19.269)
1324
where e2 can be expressed in terms of the ne-structure constant as e2 = hc . (1.502). The Euclidean result (19.256) implies that a uctuating closed particle orbit changes the rst term in the Maxwell action (19.262) to Ae = em dD x 1 F (x) 1 + ( 2 ) F (x). 16c (19.270)
The quantity ( 2 ) is the self-energy of the electromagnetic eld caused by the uctuating closed particle orbit. The self-energy changes the Maxwell equations (19.265) and (19.266) into 1 + ( 2 ) 1 + ( 2 ) E = 4, 4 B = j. c
(19.271)
The static equation (19.268) for the atomic potential changes therefore into 1 + (k2 ) k2 V (k) = 4e2 . Since (k2 ) is of order 1/137, this can be solved approximately by V (k) 4e2 1 (k2 ) 1 ( r 1 . k2 (19.273) (19.272)
In real space, the attractive atomic potential is changed to lowest order in as

2
. r
(19.274) and k 2 , we expand the selfk2 . (19.275) M 2 c2 / 2 h
Let us calculate this change explicitly. For small energy (19.255) in D = 4 dimensions as (k 2 ) =
2 2 k 2 h M 2 c2 e + log +O 2 24 160M 2 c2 4 h
Inserting this into (19.273), or into (19.273) and using the Poisson equation 2 1/r = 4 (3) (x), we see that the self energy changes the Coulomb potential as follows: 2h2 (3) (x). r 40M 2 c2 (19.276) The rst term amounts to a small renormalization of the electromagnetic coupling by the factor in curly brackets, which is close to unity for nite since is small. We are, however, interested in the result in D = 4 spacetime dimensions where 0 and (19.276) diverges. The physical resolution of this divergence problem is to assume 1( r
2
M 2 c2 e 2 1 +log r 24 2 4 2 h
19.6 Path Integral for Spin-1/2 Particle
1325
the initial point charge e0 in the electromagnetic interaction to be dierent from the experimentally observed e to precisely compensate the renormalization factor, i.e., e2 = e2 1 + 0 M 2 c2 e 2 +log 24 2 4 2 h . (19.277)
Thus, the result Eq. (19.276) is really obtained in terms of e0 , i.e., with replaced by 0 . Then, using (19.277), we nd that up to order 2 , the atomic potential is V e (x) = 2h2 (3) (x). r 40M 2 c2 (19.278)
The second is an additional attractive contact interaction. It shifts the energies of the s-wave bound states in Eq. (19.212) slightly downwards.
19.6
Path Integral for Spin-1/2 Particle
For particles of spin 1/2 the path integral formulation becomes algebraically more involved. Let us rst recall a few facts from Diracs theory of the electron.
19.6.1
Dirac Theory
In the Dirac theory, electrons are described by a four-component eld (x) in spacetime parametrized by x = (ct, x) with = 0, 1, 2, 3. The eld satises the wave equation (i Mc) (x) = 0, h/ (19.279)
where is a short notation for and are 4 4 Dirac matrices satisfying the / anticommutation rules { , } = 2g , where g is now the Minkowski metric

(19.280)
g =
1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1
(19.281)
An explicit representation of these rules is most easily written in terms of the Pauli matrices (1.445): 0 = 1 0 0 1 , i = 0 i i 0 , (19.282)
1326
where 1 is a 2 2 unit matrix. The anticommutation rules (19.280) follow directly from the multiplication rules for the Pauli matrices: i j = ij + i The action of the Dirac eld is A= d4 x (x) (i Mc) (x), h/ (19.284)
ijk k
(19.283)
where the conjugate eld (x) is dened as (x) (x) 0 . (19.285)
It can be shown that this makes (x)(x) a scalar eld under Lorentz transforma tions, (x) (x) a vector eld, and A an invariant. If we decompose (x) into its Fourier components (x) =
k
1 eikx k (t), V
(19.286)
where V is the spatial volume, the action reads A=

tb ta
dt
k
k (t) [i t H( k)] k (t), h h
(19.287)
with the 4 4 Hamiltonian matrix H(p) 0 p c + 0 Mc2 . This can be rewritten in terms of 2 2-submatrices as H(p) = Mc p p Mc

(19.288)
c.
(19.289)
Since the matrix is Hermitian, it can be diagonalized by a unitary transformation to H d(p) = where k c p2 + M 2 c2 (19.291) k 0 0 k , (19.290)
are energies of the relativistic particles of mass M and momentum p. Each entry in (19.290) is a 2 2-submatrix. This is achieved by the Foldy-Wouthuysen transformation H d = eiS HeiS , (19.292)
1327
where
S = i /2,
The vector is called rapidity. It points in the direction of the velocity v and has the length = arctan (v/c), such that cos = p2 Mc , + M 2 c2 sin = p2 |p| . + M 2 c2 (19.294)
A function of a vector v is dened by its Taylor series where even powers of v are scalars v2n = v 2n and odd powers are vectors v2n+1 = v 2n v. If v denotes as usual the direction vector v v/|v|, the matrix v has the property that all even powers of it are equal to a 4 4 unity matrix up to an alternating sign: ( v)2n = (1)n . iS Thus S = i v and the Taylor series of e reads explictly = cos

(1)n e = n=0,2,4,... n!
iS
(1)n1 + ( v) n! n=1,3,5,...
+ 2
v sin . (19.295) 2
Now, S commutes trivially with p = |p|, while anticommuting with 0 due to the anticommutation rules (19.280). Hence we can move the right-hand transformation in (19.292) simply to the left-hand side with a sign change of S, and obtain H d = e2iS H.

It is easy to calculate e2iS : we merely have to double the rapidity in (19.295) and obtain p2

e2iS = cos + Hence we obtain
v sin =
Mc (1 + + M 2 c2
p/Mc) .
H d = c p2 + M 2 c2 0 = k 0 = hk 0 .
(19.299)
Remembering 0 from Eq. (19.282) shows that H d has indeed the diagonal form (19.290). d Going to the diagonal elds k (t) = eiS k (t), the action becomes A=
tb ta
dt
k
d d k (t) i t H d ( k) k (t). h h
(19.300)
Taking the right-hand parentheses to the left of 0 changes the sign of product (1 + p/Mc) (1 p/Mc) is simply 1 + p2 /M 2 c2 , such that

H d = e2iS H =
Mc (1 + p2 + M 2 c2
p/Mc) Mc2 0 (1 +
p/Mc) . (19.298) . The
arctan (v/c),
v p/M = velocity.
(19.293)
(19.296)
(19.297)
1328
Thus a Dirac eld is equivalent to a sum of innitely many momentum states, each being associated with four harmonic oscillators of the Fermi type. The path integral is a product of independent harmonic path integrals of frequencies k . It is then easy to calculate the quantum-mechanical partition function using the result (7.419) for each oscillator, continued to real times: ZQM =
k
2 cosh4 [k (tb ta )/2] .
(19.301)
This can also be written as ZQM = exp 4

k
log {2 cosh[k (tb ta )/2]} ,
(19.302)
or as ZQM = exp 4
k
Tr log (i t hk ) = exp h
Tr log i t H d ( k) h h
. (19.303)
Since the trace is invariant under unitary transformations, we can rewrite this as ZQM = exp
k
Tr log [i t H( k)] , h h
(19.304)
or, since the determinant of 0 is unity, as ZQM = exp

k
= exp
k
If we include the spatial coordinates into the functional trace, this can also be written as
ZQM = exp Tr log i 0 t i c h h
Mc2
= exp {Tr log [c (i Mc)]} . h/
In analytic regularization of Section 2.15, the factor c in the tracelog can be dropped. Moreover, there exists a simple algebraic identity (i + Mc)(i Mc) = 2 2 M 2 c2 . h/ h/ h (19.305)
The factors on the left-hand side have the same functional determinant since [compare (7.338) and (7.420)]
h/ Det(i Mc) = eTr log(i M c) = e 4 h/ = Det(i Mc). h/ V
d4 p Tr (2)4
log( p M c) h/
=e
V4
d4 p Tr (2)4
This allows us, as a generalization of (7.420), to write Det(i Mc) = Det(i + Mc) = h/ h/ Det( 2 2 M 2 c2 )144 , h (19.307)
Tr log i 0 t 0 H d ( k) h h
Tr log i 0 t c kMc2 h h
log( p M c) h/
(19.306)
1329
where 144 is a 4 4 unit matrix. In this way we arrive at the quantum-mechanical partition function ZQM = exp 4 1 f h Tr log( 2 2 M 2 c2 ) ei0 / . h 2 (19.308)
The factor 4 comes from the trace in the 4 4 matrix space, whose indices have disappeared in the formula. The exponent determines the eective action of the quantum system by analogy with the Euclidean relation Eq. (19.56). The Green function of the Dirac equation (19.279) is a 4 4 -matrix dened by (i Mc) (x|xa ) = i (D) (x xa ) . h/ h Suppressing the Dirac indices, it has the spectral representation (xb |xa ) = d4 p i h h eip(xx )/ . 4 p Mc + i (2 ) / h i h |xa , i Mc h/ (19.310) (19.309)
This can be written more formally as a functional matrix (xb |xa ) = xb | (19.311)
which obviously satises the dierential equation (19.309).
19.6.2
Path Integral
It is straightforward to write down a path integral representation for the amplitude (19.311): (xb |xa ) = with the action A[x, p] =
S 0 0
dS
xb =x(b ) xa =x(a )
D4x
D 4 p iA/ e h, (2 )4 h
(19.312)
d [px + (/ Mc)] , p
(19.313)
where x dx( )/d . We are using the proper time to parametrize the orbits.3 Thus S is the total time, in contrast to the length parameter L in the Euclidean discussion in the previous section [see Eq. (19.3)]. The minus sign in front of px is necessary to have the positive sign for the spatial part px in the Minkowski metric (19.281). The action (19.313) can immediately be generalized to A[x, p] =
3
S 0
d [px + h( ) (/ Mc)] , p
(19.314)
It corresponds to the parameter in Subsection 19.3.1. From now on we prefer the letter , since there will be no danger of confusing the proper time with the coordinate time in Subsection 19.3.1.
1330
with any function h( ) > 0. This makes it invariant under the reparametrization f ( ), h( ) h( )/f ( ). (19.315)
The path integral (19.312) contains then an extra functional integration over h( ) with some gauge-xing functional [h], as in (19.33), which has been chosen in (19.313) as [h] = [h 1]. The path integral alone yields an amplitude
h/ h x|eiS(i M c)/ |xa ,
(19.316)
and the integral over S in (19.312) produces indeed the propagator (19.311). In evaluating this we must assume, as usual, that the mass carries an innitesimal negative imaginary part i. This is also necessary to guarantee the convergence of the path integral (19.312). Electromagnetism is introduced as usual by the minimal substitution (2.636). In the operator version, we have to substitute e + i A . (19.317) hc Thus we obtain the gauge-invariant action A[x, p] =
S 0
d px + h( ) p /
e h A Mc / c
(19.318)
Another path integral representation which is closer to the spinless case is obtained by rewriting (19.311) as (x|xa ) = (i + Mc) x| h/ 2 2 h i h |xa , M 2 c2 (19.319)
where we have omitted the negative innitesimal imaginary part i of the mass, h for brevity, and used the fact that (i + Mc)(i Mc) = 2 2 M 2 c2 , h/ h/ h (19.320)
on account of the anticommutation relation (19.280). By rewriting (19.319) as a proper-time integral (x|xa ) = 1 (i + Mc) h/ 2M
0 h dS x|eiS (
2 2 M 2 c2
h )/2M |x , a
(19.321)
we nd immediately the canonical path integral (x|xa ) = with the action A[x, p] =
S 0
1 (i + Mc) h/ 2Mc
dS
x=x(b ) xa =x(a )
D4x
D 4 p iA/ e h, (2 )4 h
(19.322)
d px +
1 p 2 M 2 c2 2M
(19.323)
1331
The suppressed Dirac indices of the 4 4 -amplitude on the left-hand side, (x|xa ) , are entirely due to the prefactor (i + Mc) on the right-hand side. h/ As in the generalization of (19.313) to (19.313), this action can be generalized to A[x, p] =
S 0
d px +
h( ) 2 p M 2 c2 2Mc
(19.324)
with any function h( ) > 0, thus becoming invariant under the reparametrization (19.315), and the path integral (19.312) contains then an extra functional integration Dh( ) [h]. The action (19.324), is precisely the Minkowski version of the path integral of a spinless particle of the previous section [see Eq. (19.25)]. Introducing here electromagnetism by the minimal substitution (19.317) in the prefactor of (19.319) and on the left-hand side of (19.320), the latter becomes then e i A + Mc h/ / c where i [ , ] = 4 (19.326) e i A Mc = h2 h/ / c i e A hc
2
e F M 2 c2 , hc (19.325)
are the generators of Lorentz transformations in the space of Dirac spinors. For any xed index , they satisfy the commutation rules: [ , ] = ig . (19.327)
Due to the antisymmetry in the two indices, this determines all nonzero commutators of the Lorentz group. Using Eqs. (19.258), we can write the last interaction term in (19.325) as F = 2i B i + 20i E i , where i are the generators of rotation i and 0i ii i 0 i = i i 0 0 i (19.330) 1 2
jk ijk
(19.328)
1 2
i 0 0 i
(19.329)
are the generators of rotation-free Lorentz transformations. Thus F = (B + iE) 0 0 (B iE)
(19.331)
1332
19.6.3
Amplitude with Electromagnetic Interaction
The obvious generalization of the path integral (19.322) which includes minimal electromagnetic interactions is then (x|xa ) = 1 2M e / i A +Mc h/ c
0
dS Dh( ) [h]
x=x(b ) xa =x(a )
D4x
D 4 p iA/ T e h, (2 )4 h (19.332)
with the action A[x, p] =

S 0
d px +
h( ) 2Mc
e p A c
he F M 2 c2 c
(19.333)
The symbol T is the time-ordering operator dened in (1.241), now with respect to the proper time , which has to be present to account for the possible noncommutativity of F /2 at dierent . Integrating out the momentum variables yields the conguration-space path integral e 1 i A +Mc h/ (x|xa ) = / 2M c with the action A[x] =
S 0 0
dS
Dh( ) [h]
x=x(b ) xa =x(a )
h D 4 x T eiA/ ,(19.334)
he Mc Mc 2 e x xA h( ) F h( ) . 2h( ) c 2Mc2 2
(19.335)
The coupling to the magnetic eld adds to the rest energy Mc2 an interaction energy
Hint =
he B. Mc
(19.336)
From this we extract the magnetic moment of the electron. We compare (19.336) with the general interaction energy (8.315), and identify the magnetic moment as
he . Mc
Recall that in 1926, Uhlenbeck and Goudsmit explained the observed Zeeman splitting of atomic levels by attributing to an electron a half-integer spin. However, the magnetic moment of the electron turned out to be roughly twice as large as what one would expect from a charged rotating sphere of angular momentum L, whose magnetic moment is = B L , h
where B he/Mc is the Bohr magneton (2.641). On account of this relation, it is customary to parametrize the magnetic moment of an elementary particle of spin S as follows: S = gB . h
(19.337)
(19.338)
(19.339)
1333
The dimensionless ratio g with respect to (19.338) is called the gyromagnetic ratio or Land factor . For a spin-1/2 particle, S is equal to /2, and comparison with e (19.337) yields the gyromagnetic ratio g = 2,
(19.340)
the famous result found rst by Dirac, predicting the intrinsic magnetic moment of an electron to be equal to the Bohr magneton B , thus being twice as large as expected from the relation (19.338), if we insert there the spin 1/2 for the orbital angular momentum. In quantum electrodynamics one can calculate further corrections to this Dirac result as a perturbation expansion in powers of the ne-structure constant [recall (1.502)]. The rst correction to g due to one-loop Feynman diagrams was found by Schwinger: g =2 1+ 2 2 1.001161, (19.341)
where is the ne-structure constant (1.502). Experimentally, the gyromagnetic ratio has been measured to an incredible accuracy: g = 2 1.001 159 652 193(10), (19.342)
in excellent agreement with (19.341). If the perturbation expansion is carried to higher orders, one is able to reach agreement up to the last experimentally known digits [13]. In the literature, there exist other representations of path integrals for Dirac particles involving Grassmann variables. For this we recall the discussion in Subsection 7.11.3 that a path integral over four real Grassmann elds , = 0, 1, 2, 3 D 4 exp i h i d , 2 (19.343)
generates a matrix space corresponding to operators with the anticommutation rules , = g , and the matrix elements | | = (5 ) , 1 2M
0
(19.344)
, = 1, 2, 3, 4.
(19.345)
It is then possible to replace path integral (19.334) by (x|xa ) = dS Dh [h] D4 Dx Dp i(A[x]+AG [ ,A])/ h , e (2 )4 h (19.346)
D[]
1334
with the action of a relativistic spinless particle [the action (19.335) without the spin coupling] A[x, p] =
S 0
d px +
h( ) 2Mc
e p A c
M 2 c2
(19.347)
and an action involving the Grassmann elds : AG [ , A] =

S 0
i e h i h ( ) ( ) h( ) F (x( )) ( ) ( ) . (19.348) 4 4Mc2
This follows directly from Eq. (7.508). The function h( ) is the same as in the bosonic actions (19.25) and the path integral (19.33) guaranteeing the reparametrization invariance (19.24). After integrating out the momentum variables in the path integral (19.346), the canonical action is of course replaced by the conguration space action (19.222). In the simplest gauge (19.34), the total action reads Mc2 i h h F + ( ) ( ) . 4M 2 4 0 (19.349) Note that the Grassmann variables can always be integrated out, yielding the functional determinant [compare with the real-time formula (7.512)] A[x, ] =
S
M 2 e x 2 c
xA + i
h Dx e 4
d [ ( ) ( )+(e/4M c)F ]
= 4Det1/2 i
e F (x( )) . (19.350) Mc
For a constant eld tensor, and with the usual antiperiodic boundary conditions, the result has been given before in Eq. (19.109).
19.6.4
Eective Action in Electromagnetic Field
In the absence of electromagnetism, the eective action of the fermion orbits is given by (19.308). Its Euclidean version diers from the Klein-Gordon expression in (19.48) only by a factor 2: f e,0 = 2 Tr log 2 2 + M 2 c2 . h h Explicitly we have from (19.49), (19.51), and (19.56): f e,0 = 2VD h
0
(19.351)
1 d M c2 /2 1 VD e (1 D/2). (19.352) D = 2 C D 2 M (4)D/2 2 /M h
The factor 2 may be thought of as 4 1/2 where the factor 4 comes from the free path integral over the Grassmann eld,
h D D eAe,0 []/ = 4.
(19.353)
1335
counts the four components of the Dirac eld. Recall that by (19.290), the Dirac eld carries four modes, one of energy hk , with two spin degrees of freedom, the other of energy k with two spin degrees. The latter are shown in quantum eld theory h to correspond to an antiparticle with spin 1/2. The path integral over x ( ) which counts paths in opposite directions with the ground state energy (19.49) describes particles and antiparticles [recall the remarks after Eq. 19.55]. This explains why only the spin factor 2 remains in (19.352). By including the vector potential via the minimal substitution p p (e/c)A, we obtain the Euclidean eective action from Eq. (19.225), and thus obtain immediately the path integral representation f e =2 h
0
d M c2 /2 e
h D D x eAe / ,
(19.354)
with the Euclidean action (19.224). This is not yet the true partition function e of the spin-1/2 particle, since the proper path integral contains the additional Grassmann terms of the action (19.349). In the Euclidean version, the full interaction is i e i x ( )A (x( )) F (x( )) ( ) ( ) . (19.355) c 4M 0 Thus we obtain the path integral representation Ae,int [x, ] = f e =2 h
h
d M c2 /2 e
DD x
h 0
h D D e{Ae,0 [x,]+Ae,int [x,]}/ ,
(19.356)
where the free part of the Euclidean action is Ae,0 [x, ] = Ae,0 [x] + Ae,0 [] d M 2 x ( ) + 2
h 0
h ( ) ( ). 4
(19.357)
19.6.5
The perturbation expansion is a straightforward generalization of the expansion (19.228): f f e,0 e = + h h

d 0 n i=1 0
eM c
h
2 /2
2VD 2 /M h
2 D
(ie/c)n n! n=1
(19.358) .
0
di x (i )A (x(i ))
h F (x(i )) (i ) (i ) 4M
The leading free eective action coincides, of course, with the n = 0-term of the sum [compare (19.352)]. The expectation values are now dened by the Grassmann extension of the Gaussian path integral (19.229): O[x, ]
0
h D D x D D O[x, ] eAe,0 [x,]/ . h h D D x eAe,0 [x]/ D D eAe,0 []/
(19.359)
1336

D
where the denominator is equal to (1/2)VD / 2 2 /M 4. h There exists also an expansion analogous to (19.231), where the vector potentials have been Fourier decomposed according to (19.230). Then we obtain an expansion just like (19.231), except for a factor 2 and with the expectation values replaced as follows:
n i=1 0 h
di xi (i )eiki x(i )
0 n
h 0
di xi (i ) +
i=1
i i i h k (i )i (i ) eiki x(i ) 2M i
. (19.360)
0
The evaluation of these expectation values proceeds as in Eqs. (19.232)(19.243), except that we also have to form Wick contractions of Grassmann variables which have the free correlation functions ( ) ( ) = 2 Ga ( ), ,e where Ga ( ) = ,e 1 ( ), 2 [ , h) h (19.362) (19.361)
is the Euclidean version of the antiperiodic Green function (3.109) solving the inhomogeneous equation Ga ( ) = ( ). ,e (19.363)
Outside the basic interval [ , h) the function is to be continued antiperiodically. h in accordance with the fermionic nature of the Grassmann variables. In operator language, the correlation function (19.361) is the time-ordered ex pectation value T ( )( ) 0 [recall (3.296)]. By letting once from above and once from below, the correlation function shows agreement with the anticommutation rule (19.344). In verifying this we must use the fact that the time ordered product of fermion operators is dened by the following modication of the bosonic denition in Eq. (1.241): T (On (tn ) O1 (t1 ))
P Oin (tin ) Oi1 (ti1 ),
(19.364)
where tin , . . . , ti1 are the times tn , . . . , t1 relabeled in the causal order, so that tin > tin1 > . . . > ti1 . (19.365)
The dierence lies in the sign factor P which is equal to 1 for an even and 1 for an odd number of permutations of fermion variables.
1337
19.6.6
Vacuum Polarization
Let us see how the uctuations of an electron loop change the electromagnetic eld action. To lowest order, we must form the expectation value (19.360) for n = 0 and k1 = k2 k: x1 (1 )+ i 1 1 h i 2 2 h k (1 )1 (1 ) eikx(1 ) x2 (2 ) k (2 )2 (2 ) eikx(2 ) . 2M 2M 0 (19.366)
From the contraction of the velocities x1 (1 ) and x2 (2 ) we obtain again the spinless result (19.244) leading in (19.246) to the integrand
2 k1 1 2
k1 1 k1 2
G (1 , 2 ) =
2 k1 1 2
k1 1 k1 2
h2 (u 1/2)2. 2 M
(19.367)
In addition, there are the Wick contractions of the Grassmann variables: h 1 1 i 2 2 h k (1 )1 (1 ) eikx(1 ) k (2 )2 (2 ) eikx(2 ) 2M 2M
2 = k1 1 2 k1 1 k1 2
h2 1 M2 4
(1 2 ).
(19.368)
Since
(1 2 ) = 1, this changes the spinless result (19.367) to h2 [(u 1/2)2 1/4]. (19.369) M2
2 2 k1 1 2 k1 1 k1 2 G 2 (1 , 2 ) = k1 1 2 k1 1 k1 2
Remembering the factor 2 in the expansion (19.359) with respect to the spinless one, we nd that the vacuum polarization due to uctuating spin-1/2 orbits is obtained from the spinless result (19.255) by changing the factor 4(u 1/2)2 = (2u 1)2 in the integrand to 2 4u(u 1) = 8u(1 u). The resulting function (k 2 ) has the expansion (k 2 ) = h2 k 2 M 2 c2 e 1 2 log +O 2 3 15M 2 c2 4 h , k2 . M 2 c2 / 2 h (19.370)
The rst term produces a renormalization of the charge which is treated as in the bosonic case [recall (19.275)(19.278)], which causes an additional contact interaction 42h2 (3) (x). r r 15M 2 c2 (19.371)
There, the vacuum polarization has the eect of lowering the state 2S1/2 , which is the s-state of principal quantum number n = 2, against the p-state 2P1/2 by 27.3 MHz. The experimental frequency shift is positive 1057 MHz [recall Eq. (18.525)],
1338
and is mainly due to the eect of the electron moving through a bath of photons as calculated in Eq. (18.524). The eect of vacuum polarization was rst calculated by Uehling [12], who assumed it to be the main cause for the Lamb shift. He was disappointed to nd only 3% of the experimental result, and a wrong sign. The situation in muonic atoms is dierent. There the vacuum polarization does produce the dominant contribution to the Lamb shift for a simple reason: The other 2 2 eects contain in a factor M/M , where M is the mass of the muon, whereas the vacuum polarization still involves an electron loop containing only the electron mass M, thus being enhanced by a factor (M /M)2 2102 over the others. The calculations for the electron in an atom have been performed to quite high orders [13] within quantum electrodynamics. We have gone through the above calculation only to show that it is possible to re-obtain quantum eld-theoretic result within the path integral formalism. More details are given in the review article [5], As mentioned in the beginning, the above calculations are greatly simplied version of analogous calculations within superstring theory, which so far have not produced any physical results. If this ever happens, one should expect that also in this eld a second-quantized eld theory would be extremely useful to extract eciently observable consequences. Such a theory still need development [14].
19.7
Supersymmetry
It is noteworthy that the various actions for a spin-1/2 particle is invariant under certain supersymmetry transformations.
19.7.1
Global Invariance
Consider rst the xed-gauge action (19.349). Its appearance can be made somewhat more symmetric by absorbing a factor h/2M into the Grassmann variables ( ), so that it reads A[x, ] =
S 0
M 2 e x 2 c
Mc2 M i + i ( ) ( ) . (19.372) xA + F 2 2 2
The correlation functions (19.361) of the -variables are now ( ) ( ) = Gf (, ) h f ( ), M 0 (19.373)
with f ( ) = ( )/2. In this normalization, Gf (, ) coincides, up to a 0 sign, with the rst term in the derivative G(, ) of the bosonic correlation function [recall (19.236) and the rst term in (19.238)]. Let us apply to the variables the innitesimal transformations x ( ) = i ( ), ( ) = x ( ). (19.374)
19.7 Supersymmetry
1339
where is an arbitrary Grassmann parameter. For the free terms this is obvious. The interacting terms change by e i d4 x A + F x . (19.375) c Inserting F x ( ) = dA (x( ))/d [A (x( ))x ( )], the rst term cancels and the second is a pure surface term, such that the action is indeed invariant. Supersymmetric theories have a compact representation in an extended space called superspace. This space is formed by pairs (, ), where is a Grassmann variable playing the role of a supersymmetric partner of the time parameter . The coordinates x ( ) are extended likewise by dening X ( ) x ( ) + i ( ). A supersymmetric derivative is dened by DX ( ) + i X ( ) = i ( ) + i x ( ). (19.377) (19.376)
If we now form the integral, using the Grassmann formula (7.379), d we nd d x2 + i , (19.379) d d iX ( )DX ( ) = d i x( )+i ( ) [i ( ) + i x ( )] , (19.378) 2 2
which proportional to the free part of the action (19.349). As a curious property of dierentiations in superspace we note that D 2 X ( ) = ix ( ) ( ), d D 3 X ( ) = ( ) x( ), (19.380)
such that the kinetic term (19.378) can also be written as d X ( )D 3 X ( ). 2 The interaction is found from the integral in superspace i d (19.381)
d A (X( ))DX( ) 2 d [A (x( )) + i A (x( )) ( )] [i ( ) + i x ( )] , (19.382) = i d 2 which is equal to i d A ( ) x( ) + F ( ) ( ) , 2 thus reproducing the interaction in (19.349). The action in superspace can therefore be written in the simple form A[X] = i d e d M X ( )D 3 X ( ) + A (X( ))DX( ) . 2 2 c (19.383)
1340
19.7.2
Local Invariance
A larger class of supersymmetry transformations exists for the action without gauge xing which is the sum of the free part (19.347) and the interacting part (19.348). Absorbing again the factor h/2M into the Grassmann variable ( ), and rescaling in addition h( ) by a factor 1/c, the reparametrization-invariant action reads A[x, p, , h] =
S 0
d px + +
h( ) 2M
e p A c
M 2 c2
M e i ( ) ( ) ih( ) F (x( )) ( ) ( ) . (19.384) 2 c
Let us now compose the action from invariant building blocks. For simplicity, we ignore the electromagnetic interaction. In a rst step we also omit the mass term. The extra variable h( ) requires an extra Grassmann partner ( ) for symmetry, and we form the action A1 [x, p, , h, ] =
S 0
d px +
i h( ) 2 M p + i ( ) ( )+ ( ) ( )p ( ) .(19.385) 2M 2 2
This action possesses a local supersymmetry. If we now perform -dependent versions of the supersymmetry transformations (19.374) x = i( ) , h = i( ), = ( )p, = 2( ). p = 0, (19.386)
If we integrate out the momenta in the path integral, the action (19.385) goes over into A1 [x, , h, ] =
S 0
x2 M i + i ( ) ( ) + ( ) ( )x ( ) , (19.387) 2h( ) 2 2h( )
where a term proportional to 2 ( ) has been omitted since it vanishes due to the nilpotency (7.375). This action is locally supersymmetric under the transformations x = i( ) , h = i( ), We now add the mass term AM = 1 2
S 0
( ) i x , h( ) 2 (19.388)
= 2( ).
d h( )Mc2 .
(19.389)
This needs a supersymmetric partner to compensate the variation of Am under (19.388). A5 = i 2

S 0
d 5 ( )5 ( ) + Mc( )5 ( ) .
(19.390)
1341
Indeed, add to (19.388) the transformation 5 = Mc ( ), (19.391)
we see that the sum AM + A5 is invariant. Adding this to (19.385), we obtain the locally invariant canonical action A[x, p, , 5 , h, ] =
S 0
d px +
M h( ) 2 h( ) p Mc + i ( ) ( ) + 5 ( )5 ( ) 2M 2 2 (19.392)
i + ( ) [ ( )p ( ) + Mc5 ( )] . 2

Relativistic quantum mechanics is described in detail in J.D. Bjorken and S.D. Drell, Relativistic Quantum Mechanics, McGraw-Hill, New York, 1964, relativistic quantum eld theory in S.S. Schweber, Introduction to Relativistic Quantum Field Theory, Harper and Row, New York, 1962; J.D. Bjorken and S.D. Drell, Relativistic Quantum Fields, McGraw-Hill, New York, 1965; C. Itzykson and J.-B. Zuber, Quantum Field Theory, McGraw-Hill, New York, 1985. The individual citations refer to [1] For the development and many applications see the textbook H. Kleinert, Gauge Fields in Condensed Matter , World Scientic, Singapore, 1989; Vol. I, Superow and Vortex Lines (Disorder Fields, Phase Transitions); Vol. II, Stresses and Defects (Dierential Geometry, Crystal Melting) (wwwK/b1, where wwwK is short for (http://www.physik.fu-berlin.de/~kleinert). [2] See Vol. I of the textbook [1] and the original paper H. Kleinert, Lett. Nuovo Cimento 35, 405 (1982) (ibid.http/97). The theoretical prediction of this paper was conrmed only 20 years later in S. Mo, J. Hove, A. Sudb, Phys. Rev. B 65, 104501 (2002) (cond-mat/0109260); Phys. Rev. B 66, 064524 (2002) (cond-mat/0202215). [3] R.P. Feynman, Phys. Rev. 80, 440 (1950). [4] There are basically two types of approach towards a worldline formulation of spinning particles: one employs auxiliary Bose variables: R.P. Feynman, Phys. Rev. 84, 108 (1989); A.O. Barut and I.H. Duru, Phys. Rep. 172, 1 (1989); the other anticommuting Grassmann variables: E.S. Fradkin, Nucl. Phys. 76, 588 (1966); R. Casalbuoni, Nuov. Cim. A 33, 389 (1976); Phys. Lett. B 62, 49 (1976); F.A. Berezin and M.S. Marinov, Ann. Phys. 104, 336 (1977); L. Brink, S. Deser, B. Zumino, P. DiVecchia, and P.S. Howe, Phys. Lett. B 64, 435 (1976); L. Brink, P. DiVecchia, and P.S. Howe, Nucl. Phys. B 118, 76 (1976). These worldline formulations were used to recalculate processes of electromagnetic and strong interactions by M.B. Halpern, A. Jevicki, and P. Senjanovic, Phys. Rev. D 16, 2476 (1977); M.B. Halpern and W. Siegel, Phys. Rev. D 16, 2486 (1977); Z. Bern and D.A. Kosower, Nucl. Phys. B 362, 389 (1991); 379, 451 (1992);
1342

M. Strassler, Nucl. Phys. B 385, 145 (1992); M.G. Schmidt and C. Schubert, Phys. Lett. B 331, 69 (1994); Nucl. Phys. Proc. Suppl. B,C 39, 306 (1995); Phys. Rev. D 53, 2150 (1996) (hep-th/9410100). For many more references see the review article in Ref. [5].
[5] C. Schubert, Phys. Rep. 355, 73 (2001); G.V. Dunne, Phys. Rep. 355, 73 (2002); [6] As a curiosity of history, Schrdinger invented rst the relativistic Klein-Gordon equation o and extracted the Schrdinger equation from this by taking its nonrelativistic limit similar o to Eqs. (19.44) and (19.45). [7] In particle physics, the Chern-Simons theory of ribbons explained in Section 16.7 was used to construct path integrals over uctuating fermion orbits: A.M. Polyakov, Mod. Phys. Lett. A 3, 325 (1988). For more details see C.H. Tze, Int. J. Mod. Phys. A 3, 1959 (1988). [8] W. Heisenberg and H. Euler, Z. Phys. 98, 714 (1936). English translation available at wwwK/files/heisenberg-euler.pdf. J. Schwinger, Phys. Rev. 84, 664 (1936); 93, 615; 94, 1362 (1954). [9] A. Vilenkin, Phys. Rev. D 27, 2848 (1983). [10] See the internet page http://super.colorado.edu/~michaele/Lambda/links.html. [11] The path integral of the relativistic Coulomb system was solved by H. Kleinert, Phys. Lett. A 212, 15 (1996) (hep-th/9504024). The solution method possesses an inherent supersymmetry as shown by K. Fujikawa, Nucl. Phys. B 468, 355 (1996). [12] E.A. Uehling, Phys. Rev. 49, 55 (1935). [13] T. Kinoshita (ed.), Quantum Electrodynamics, World Scientic, Singapore, 1990. [14] For a rst attempt see H. Kleinert, Lettere Nuovo Cimento 4, 285 (1970) (wwwK/24). New developments can be traced back from the recent papers I.I. Kogan and D. Polyakov, Int. J. Mod. Phys. A 18, 1827 (2003) (hep-th/0208036); D. Juriev, Alg. Groups Geom. 11, 145 (1994); R. Dijkgraaf, G. Moore, E. Verlinde, and H. Verlinde, Comm. Math. Phys. 185, 197 (1997).
Quandoquidem inter nos sanctissima divitiarum maiestas Since the majesty of wealth is most sacred with us Juvenal, Sat. 1, 113
20
Path Integrals and Financial Markets
An important eld of applications for path integrals are nancial markets. The prices of assets uctuate as a function of time and, if the number of participants in the market is large, the uctuations are pretty much random. Then the time dependence of prices can be modeled by uctuating paths.
20.1
Fluctuation Properties of Financial Assets
Let S(t) denote the price of a stock or another nancial asset. Over long time spans, i.e., if the data are recorded at low frequency, the average over many stock prices has a time behavior that can be approximated by pieces of exponentials. This is why they are usually plotted on a logarithmic scale. This is best illustrated by a plot of the Dow-Jones industrial index over 60 years in Fig. 20.1. The uctuations of the index have a certain average width called the volatility of the market. Over
Figure 20.1 Periods of exponential growth of price index averaged over major industrial stocks in the United States over 60 years [?].
1343
1344
20 Path Integrals and Financial Markets
a
500
S&P 500
100
b
5.0
Volatility 103
1.0
1984 1986 1988 1990 1992 1994 1996
Figure 20.2 (a) Index S&P 500 for 13-year period Jan. 1, 1984 Dec. 14, 1996, recorded every minute, and (b) volatility in time intervals 30 min (from Ref. [?]).
long times, the volatility is not constant but changes stochastically, as illustrated by the data of the S&P 500 index over the years 1984-1997, as shown in Fig. 20.2 [?]. In particular, there are strong increases shortly before a market crash. The theory to be developed will at rst ignore these uctuations and assume a constant volatility. Attempts to include them have been made in the literature [?][?] and a promising version will be described in Section ??. The distribution of the logarithms of the volatilities is approximately normal as illustrated in Fig. 20.3.
1.0 0.8 0.6
300-min data log-normal fit Gaussian fit
Probability 103 0.4

0.2 0.0 0.000
0.001
0.002
0.003
0.004
Volatility
Figure 20.3 Comparison of best log-normal and Gaussian ts to volatilities over 300 min (from Ref. [?]).
20.1 Fluctuation Properties of Financial Assets
1345
An individual stock will in general have larger volatility than an averge market index, especially when the associated company is small and only few shares are traded per day.
20.1.1
Harmonic Approximation to Fluctuations
To lowest approximation, the stock price S(t) satises a stochastic dierential equation for exponential growth S(t) = rS + (t), S(t) (20.1)
where rS is the growth rate, and (t) is a white noise dened by the correlation functions (t) = 0, (t)(t ) = 2 (t t ). (20.2)
The standard deviation is a precise measure for the volatility of the stock price. The squared volatility v 2 is called the variance. The quantity dS(t)/S(t) is called the return of the asset. From nancial data, the return is usually extracted for nite time intervals t rather than the innitesimal dt since prices S(t) are listed for certain discrete times tn = t0 + nt. There are, for instance, abundant tables of daily closing prices of the market S(tn ), from which one obtains the daily returns S(tn )/S(tn ) = [S(tn+1 ) S(tn )]/S(tn ). The set of available S(tn ) is called the time series of prices. For a suitable choice of the time scales to be studied, the assumption of a white noise is fullled quite well by actual uctuations of asset prices, as illustrated in Fig. 20.4.
S()
[sec1 ]
Figure 20.4 Fluctuation spectrum of exchange rate DM/US$ as function of frequency in units 1/sec, showing that the noise driving the stochastic dierential equation (20.1) is approximately white (from [?]).
1346
For the logarithm of the stock or asset price1 x(t) log S(t) this implies a stochastic dierential equation for linear growth [?, ?, ?, ?] x(t) = where 1 rx rS 2 2 (20.5) S 1 2 = rx + (t), S 2 (20.4) (20.3)
is the drift of the process [compare (18.389)]. A typical set of solutions of (20.4) is shown in Fig. 20.5.
6 5 4 3 2 1 -1
xS (t) log S(t)
10
Figure 20.5 Behavior of logarithm of stock price following the stochastic dierential equation (20.3).
The nite dierences x(tn ) = x(tn+1 )x(tn ) and the corresponding dierentials dx are called log-returns. The extra term 2 /2 in (20.5) is due to Its Lemma (18.395) for functions of a o stochastic variable x(t). Recall that the formal expansion in powers of dt: dx(t) = dx dS(t) + dS S(t) 1 = dt S(t) 2 1 d2 x 2 dS (t) + . . . 2 dS 2 2 S(t) dt2 + . . . S(t)
(20.6)
may be treated in the same way as the expansion (18.406) using the mnemonic rule (18.409), according to which we may substitute x2 dt x2 dt = 2 , and thus S(t) S(t)
2
dt x2 (t)dt = 2 .
(20.7)
The higher powers in dt do not contribute for Gaussian uctuations since they carry higher powers of dt. For the same reason the constant rates rS and rx in S(t)/S(t) and x(t) do not show up in [S(t)/S(t)]2 dt= x2 (t)dt.
To form the logarithm, the stock or asset price S(t) is assumed to be dimensionless, i.e. the numeric value of the price in the relevant currency.
1347
In charts of stock prices, relation (20.5) implies that if we t a straight line through a plot of the logarithms of the prices with slope rx , the stock price itself grows on the average like S(t) = S(0) erS t = S(0) erx t+
t 0
dt (t )
= S(0) e(rx +
2 /2)t
(20.8)
This result is, of course, a direct consequence of Eq. (18.405). The description of the logarithms of the stock prices by Gaussian uctuations around a linear trend is only a rough approximation to the real stock prices. The volatilities depend on time. If observed at small time intervals, for instance every minute or hour, they have distributions in which frequent events have an exponential distribution [see Subsection ??], whereas rare events have a much higher probability than in Gaussian distributions. They have heavy tails of in comparison with the extremely light tails of Gaussian distributions. This was rst observed by Pareto in the 19th century [?], reemphasized by Mandelbrot in the 1960s [?], and investigated recently by several authors [?, ?]. The theory needs therefore considerable renement. For this purpose we shall introduce beside the heavy power-like tails also the so-called semi-heavy tails, which drop o faster than any power, such as a ex xb with arbitrarily small a > 0 and large b. We shall see later in Section ??, that semi-heavy tails of nancial distribution may be derived as a consequence of volatility uctuations. Before we come to such more rened models we shall t the data phenomenologically with various non-Gaussian distributions and explore the consequences.
20.1.2
Lvy Distributions e
Following Pareto and Mandelbrot we may attempt to t the distributions of the price changes Sn = S(tn+1 ) S(tn ), the returns Sn /S(tn ), and the log-returns xn = x(tn+1 ) x(tn ) for a certain time dierence t = tn+1 tn approximately with the help of Lvy distributions [?, ?, ?, ?]. For brevity we shall, from now e on, use the generic variable z to denote any of the above dierences. The Lvy e distributions are dened by the Fourier transform L2 (z) with L2 (p) exp ( 2 p2 )/2 /2 . dp ipz e D(p) 2 (20.10)

dp ipz e L2 (p), 2
(20.9)
For an arbitrary distribution D(z), we shall write the Fourier decomposition as D(z) = (20.11)
and the Fourier components D(p) as an exponential D(p) eH(p) , (20.12)
1348
where H(p) plays a similar role as the Hamiltonian in quantum statistical path integrals. By analogy with this we shall also dene H(z) so that
D(z) = eH(z) .
(20.13)
An equivalent denition of the the Hamiltonian is
P (z) P (z) 1 + 2.7
1+4 1/x1+
z/
z/
Figure 20.6 Left: Lvy tails of the S&P 500 index (1 minute log-returns) plotted e against z/. Right: Double-logarithmic plot exhibiting power-like tail regions of the S&P 500 index (1 minute log-returns) (after Ref. [?])
eH(p) eipz . For the Lvy distributions (20.9), the Hamiltonian is e 1 H(p) = ( 2 p2 )/2 . 2
(20.14)
(20.15)
The Gaussian distribution is recovered in the limit 2 where the Hamiltonian becomes simply 2 p2 /2. For large z, the Lvy distribution (20.9) falls o with the characteristic power-law e L2 (z) A2 . |z|1+ (20.16)
This power fallo is the above discussed heavy tail of the distribution (also called power tail , Paretian tail , or Lvy tail ). The size of the tails is found by approxe imating the integral (20.9) for large z, where only small momenta contribute, as follows: L2 (z) with A2 = 2
0
dp ipz 1 e 1 ( 2 p2 )/2 2 2
A2
, |z|1+
(20.17)
dp p cos p = sin(/2) (1 + ). 2
(20.18)
1349
The stock market data are tted best with between 1.2 and 1.5 [?], and we shall use = 3/2 most of the time, for simplicity, where one has A2 =
3/2
1 3/2 . 4 2
(20.19)
The full Taylor expansion of the Fourier transform (20.10) yields the asymptotic series L2 (z) = (1)n n! n=0
0 sin dp n pn (1)n+1 n 2 cos pz = (1 + n) 1+ . (20.20) 2n n! 2n |z| n=0
This series is not useful for practical calculations since it diverges. In particular, it is unable to reproduce the pure Gaussian distribution in the limit 2.
20.1.3
Truncated Lvy Distributions e
Mathematically, an undesirable property of the Lvy distributions is that their uce tuation width diverges for < 2, since the second moment 2 = z2 d2 dz z 2 L2 (z) = 2 L2 (p) dp p=0
(20.21)
is innite. If one wants to describe data which show heavy tails for large log-returns but have nite widths one must make them fall o at least with semi-heavy tails at very large returns. Examples are the the so-called truncated Lvy distributions [?]. e They are dened by (,) L2 (z)

dp ipz (,) e L2 (p) = 2
dp ipzH(p) e , 2
(20.22)
with a Hamiltonian which generalizes the Lvy Hamiltonian (20.15) to e H(p) 2 2 ( + ip) + ( ip) 2 2 (1 ) (2 + p2 )/2 cos[ arctan(p/)] = 2 . 2 (1 )
(20.23)
The asymptotic behavior of the truncated Lvy distributions diers from the e power behavior of the Lvy distribution in Eq. (20.17) by an exponential factor ez e which guarantees the niteness of the width and of all higher moments. A rough estimate of the leading term is again obtained from the Fourier transform of the lowest expansion term of the exponential function eH(p) : (,) L2 (z)
z
dp ipz e 1 s ( + ip) + ( ip) 2 sin() e|z| s 1+ , e2s (1 + ) |z| e2s
(20.24)
1350 where
2 2 . s 2 (1 ) The integral follows directly from the formulas [?]

(20.25)
(z) ez dp ipz e ( + ip) = , 2 () z 1+
(z) e|z| dp ipz e ( ip) = ,(20.26) 2 () |z|1+
and the identity for Gamma functions2 1 = (1 + z) sin(z)/. (z) The full expansion is integrated with the help of the formula [?]

(20.27)
dp ipz e ( + ip) ( ip) 2 1 |z|1+/2+/2 1 W()/2,(1++)/2 (2z) z > 0, () for 1 z < 0, W()/2,(1++)/2 (2z) ()

= (2)/2+/2
(20.28)
where the Whittaker functions W()/2,(1++)/2 (2z) can be expressed in terms of Kummers conuent hypergeometric function 1 F1 (a; b; x) of Eq. (9.45) as W, (x) = (2) x+1/2 ex/2 1 F1 (1/2 + ; 2 + 1; x) (1/2 ) (2) + x+1/2 ex/2 1 F1 (1/2 ; 2 + 1; x), (1/2 + )
(20.29)
as can be seen from (9.39), (9.46) and Ref. [?]. For = 0, only z > 0 gives a nonzero integral (20.28), which reduces, with W/2,1/2+/2 (z) = z /2 ez/2 , to the left equation in (20.26). Setting = we nd

1 1 dp ipz 2 e ( + p2 ) = (2)/2 1+ W0,1/2+ (2|z|). 2 |z| () 2z K1/2+ (x/2),
(20.30)
Inserting W0,1/2+ (x) = we may write

2
(20.31)
dp ipz 2 e ( + p2 ) = 2
2 |z|
1/2+
1 K1/2+ (|z|). ()
(20.32)

1351
For = 1 where K1/2 (x) = K1/2 (x) =

/2xex , this reduces to (20.33)
1 1 |z| dp ipz e = e . 2 + p2 2 2
Summing up all terms in the expansion of the exponential function eH(p) :

(,) L2 (z) e2s
(s)n dp 1+ ( + ip) + ( ip) 2 n! n=1
eipz (20.34)
yields the true asymptotic behavior (,) L2 (z)

z
e(22
)s
(1 + )
which diers from the estimate (20.24) by a constant factor (see ?? for details) [?]. Hence the tails are semi-heavy. In contrast to Gaussian distributions which are characterized completely by their width , the truncated Lvy distributions contain three parameters , , and . Best e ts to two sets of uctuating market prices are shown in Fig. 20.7. For the S&P 500 index we plot the cumulative distributions P< (z) =
z
sin() e|z| s 1+ , |z|
(20.35)
(,) dz L2 (z ),
P> (z) =
(,) dz L2 (z ) = 1 P< (z), (20.36)
for the price dierences z = S over t = 15 minutes. For the ratios of the changes of the currency rates DM/$ we plot the returns z = S/S with the same t. The plot shows the negative and positive branches P< (z), and P> (z) both plotted on the positive z axis. By denition: P< () = 0, P< (0) = 1/2, P< () = 1, P> () = 1, P> (0) = 1/2, P> () = 0. (20.37)
The ts are also compared with those by other distributions explained in the gure captions. A t to most data sequences is possible with a rather universal parameter close to = 3/2. The remaining two parameters x all expansion coecients of Hamiltonian (20.23): 1 1 1 1 H(p) = c2 p2 c4 p4 + c6 p6 c8 p8 + . . . . 2 4! 6! 8! (20.38)
The numbers c2n = (1)n H (2n) (0) are the cumulants of the truncated Lvy dise tribution [compare (3.584)], also denoted by z n c . Here they are equal to z2 z4 z6 z 2n
c c c
= c2 = 2 , = c4 = 2 (2 )(3 )2 , = c6 = 2 (2 )(3 )(4 )(5 )4, . . . (2n ) 22n . = c2n = 2 (2 )
(20.39)
1352
P > (z)
<
P > (z)
<
Figure 20.7 Best t of cumulative versions (20.36) of truncated Lvy distribution to e nancial data. For the S&P 500 index, the uctuating variable z is directly the index change S every t=15 minutes (t with 2 = 0.280 and = 12.7). For the DM/US$ exchange ratio, the variable z is equal to 100S/S every fteen minutes (t with 2 = 0.0163 and = 20.5). The negative uctuations lie on a slightly higher curve than the positive ones. The dierence is often neglected. The parameters A and are the size and truncation parameters of the distribution. The best value of is 3/2 (from [?]). The dashed curves show the best ts of generalized hyperbolic functions (??) (l.h.s. = 1.46, = 4.93, = 0, = 0.52; r.h.s. = 1.59, = 32.1, = 0, = 0.221).
The rst cumulant c2 determines the quadratic uctuation width z2 d2 (,) dz z 2 L2 (z) = 2 eH(p) dp
= c2 = 2 ,
p=0
(20.40)
the second the expectation of the fourth power of z z and so on: z 6 = c6 + 15c4 c2 + 15c3 , 2 z 8 = c8 + 28c6 c2 + 35c2 + 210c4c2 + 105c4 , . . . . (20.42) 2 2 4
4 4 (,) (z) = d eH(p) dz z L2 dp4 4
= c4 + 3c2 , 2
p=0
(20.41)
In a rst analysis of the data, one usually determines the so-called kurtosis, which is the normalized fourth-order cumulant c4 c4 z4 = 2 c2 z 2
c 2 c
z4 c . 4
(20.43)
1353
It depends on the parameters , , as follows = (2 )(3 ) . 2 2 (20.44)
Given the volatility and the kurtosis , we extract the Lvy parameter from the e equation = 1 (2 )(3 ) . (20.45)
In terms of and , the normalized expansion coecients are
0.3 0.2 0.1 -3 -2 -1 0 1
2 L, (z)
Figure 20.8 Change in shape of truncated Lvy distributions of width = 1 with e increasing kurtoses = 0 (Gaussian, solid curve), 1, 2 , 5, 10.
c4 = , . . .
c6 = 2
(5 )(4 ) , (3 )(2 )
c8 = 2
(7 )(6 )(5 )(4 ) , (3 )2 (2 )2 (20.46)
cn = n/21
(n )/(4 ) . (3 )n/22 (2 )n/22
For = 3/2, the second equation in (20.45) becomes simply = and the coecients (20.48): c4 = , . . . cn = c6 = 57 2 , 3 c8 = 5 7 11 2 , (20.48) 1 2 3 2 , (20.47)
(n 3/2)/(5/2) n/21 . 3n/22 /2n4
1354
At zero kurtosis, the truncated Lvy distribution reduces to a Gaussian distribution e of width . The change in shape for a xed width and increasing kurtosis is shown in Fig. 20.8. From the S&P and DM/US$ data with time intervals t = 15 min one extracts 2 = 0.280 and 0.0163, and the kurtoses = 12.7 and 20.5, respectively. This implies 0.46 and 1.50, respectively. The other normalized cumulants (6 , c8 , . . .) c are then all determined to be (1881.72, 788627.46, . . .) and (4902.92, 3.3168 106 , . . .), respectively. The cumulants increase rapidly showing that the expansion needs resummation. The higher normalized cumulants are given by the following ratios of expectation values c6 = c8 = z4 z6 15 2 2 + 30, z2 3 z 8 z z6 z4 28 2 3 35 2 z2 4 z z
2 4
+ 420
z4 630, . . . . z2 2
(20.49)
In praxis, the high-order cumulants cannot be extracted from the data since they are sensitive to the extremely rare events for which the statistics is too low to t a distribution function.
20.1.4
Asymmetric Truncated Lvy Distributions e
We have seen in the data of Fig. 20.7 that the price uctuations have a slight asymmetry: Price drops are slightly larger than rises. This is accounted for by an asymmetric truncated Lvy distribution. It has the general form [?] e L2 with a Hamiltonian function H(p) 2 2 ( + ip) (1 + ) + ( ip) (1 ) 2 2 (1 ) (2 + p2 )/2 {cos[ arctan(p/)] + i sin[ arctan(p/)]} . (20.51) = 2 2 (1 ) 1 1 1 1 H(p) = ic1 p + c2 p2 i c3 p3 c4 p4 + i c5 p5 + . . . . 2 3! 4! 5! There are now even and odd cumulants cn = in H (n) (0) with the values cn = 2 (n ) 2n 1 n = even, for (2 ) n = odd. (20.53)
(,,)
(p) eH(p) ,
(20.50)
This has a power series expansion (20.52)
1355
The even cumulants are the same as before in (20.39). Similarly, the even expectation values (20.40)(20.42) are extended by the odd expectation values: z z2 z3 z4 . . .

dz z L2
(,,)
(z) = i
d H(p) e dp
= c1 ,
p=0
dz z 2 L2
(,,)
(z) =
d2 H(p) e d2 p
3
= c2 + c2 , 1
p=0
dz z 3 L2
(,,)
(z) = i
4
d H(p) e d3 p
= c3 + 3c2 c1 + c3 , 1
p=0
dz z 4 L2
(,,)
(z) =
d H(p) e d4 p
= c4 + 4c3 c1 + 3c2 + 6c2 c2 + c4 , 2 1 1

p=0
(20.54)
The inverse relations are c1 = c2 = c3 = c4 = = z c= z , z2 c = z2 z3 c = z3 z4 c = z4 (z z c ) z 2 = (z z c ) 2 , 3 z z 2 + 2 z 3 = (z z c ) 3 , 3 z 2 2 4 z z 3 + 12 z 2 z 2 6 z 4 3 z 2 z 2 2 = (z z c ) 4 3c2 . c 2
(20.55)
These are, of course, just simple versions of the cumulant expansions (3.582) and (3.584). The distribution is now centered around a nonzero average value: z = c1 . The uctuation width is given by 2 z2 z
2
(20.56)
= (z z )2 = c2 .
(20.57)
For large z, the asymmetric truncated Lvy distributions exhibit semi-heavy e tails, obtained by a straightforward modication of (20.26): (,) L2 (z)

dp ipz e 2
2 2 ( + ip) (1+) + ( ip) (1) 2 2 (1) sin() e|z| s 1+ [1 + sgn(z)]. |z| (z z )3 c3 = c3 = 3/2 . 3 c2 (20.58)
2 e2s (1 + ) z
In analyzing the data, one uses the skewness s (20.59)
1356
2 L,, (z)
0.1
-4
-2
z z
Figure 20.9 Change in shape of truncated Lvy distributions of width = 1 and e kurtosis = 1 with increasing skewness s = 0 (solid curve), 0.4, 0.8 . The curves are centered around z .
It depends on the parameters , , , and or as follows s= (2 ) . (20.60)
The kurtosis can also be dened by3 [compare (20.43)] z4 c4 = 2 c2 z 2 z4 c (z z )4 = 3. 4 4
c4
c 2 c
(20.61)
From the data one extracts the three parameters volatility , skewness s, and kurtosis , which determine completely the asymmetric truncated Lvy distribution. e The data are then plotted against z z = z , so that they are centered at the (,,) (z), i.e. average position. This centered distribution will be denoted by L2 (,,) (z) L(,,) (z ). 2 L2 The Hamiltonian associated with this zero-average distribution is H(p) H(p) H (0)p, (20.63) (20.62)
and its expansion in power of the momenta starts out with p2 , i.e. the rst term in (20.52) is subtracted. In terms of , s, and , the normalized expansion coecients are cn = n/21
3
Some authors call the ratio (z z ) 4 / 4 kurtosis and the quantity (20.43) excess kurtosis. Their kurtosis is equal to 3 for a Gaussian distribtion, ours vanishes.
1 (n )/(4 ) for (3 )n/22 (2 )n/22 (3 )/(2 ) s
n = even, (20.64) n = odd.
Index
Abarbanel, H.D.I., 204 Abo-Shaeer, J.R., 686 Abraham, R., 87 Abramowitz, M., 50, 70, 170, 174, 240, 242, 402, 496, 708, 750, 753, 818, 1167, 1424, 1447 Abrikosov, A.A., 1357 absence of extra R-term in curved-space Schrdinger equation, 793, 889, 898, o 901, 930, 960 absorption, 1326, 1327, 1354 absorptive part inuence functional, 1283 of Green function, 1263, 1276 action, 1 canonical, 3 Chern-Simons, 1118, 1121, 1132, 1134, 1140, 1154 classical, 1 DeWitt, 882 eective, 296301, 303, 863 eective classical, 678 Einstein-Hilbert, 1382 Euclidean, 136, 234, 238, 1197 Faddeev-Popov, 860, 863, 1041, 1046, 1047 Jacobian, 787, 789, 791, 893, 894, 896, 897, 901, 931, 932, 941, 942 kink, 1171, 1181 Maxwell, 1397 midpoint, 785 nonlocal, 259 particle in magnetic eld, 176, 177 postpoint, 784, 794 prepoint, 785 pseudotime-sliced, 916919 quantum-statistical, 136 super, 1315 time-sliced, 91 curvilinear coordinates, 765 Wess-Zumino action, 738 activation energy, 172 Adams, B.G., 478, 567 Adams, D.H., 1155 addition theorem Bessel functions, 745, 754 Gegenbauer polynomials, 709 hyperspherical harmonics, 711 Legendre polynomials, 705 spherical harmonics, 705 trigonometric, 718 Adelman, S.A., 1355 adjoint Hermitian operator, 16 adjoint representation, 738 advanced Green function, 1261 ane connection, 769 in Coulomb system, 926 in dionium atom, 1007 Riemann, 86 Riemann-Cartan, 770 Affleck, I., 1252 Aharonov, Y., 1151 Aharonov-Bohm eect, 639, 640, 1080, 1089, 1131, 1151 Airy function, 174 Aitchison, I.J.R., 885, 1154 Alexander -Conway knot polynomial, 1105 knot polynomial, 1096, 10991101, 1153 generalized to links, 1112, 1114 Alexandrov, A.S., 569 algebra Dirac, 670 Lie, 56 of dynamical group of dionium atom, 1008 of dynamical group of hydrogen atom, xii, 960 rotation group, 58 Pauli, 666 algebraic topology, 1096 Alvarez-Gaum, L., 885 e Amaral, L.A.N., 1494 Ambegaokar, V., 1254 ambient isotopy of knots, 1097, 1146, 1150 Amelino-Camelia, G., 1152 American option, 1472 Amit, D.J., 1075
1343
1344
Amp`re law, 867, 1398 e amplitude, see also time evolution, 43, 94 evolution, 966 xed-energy, 45, 50, 383, 913, 921, 966, 977 Duru-Kleinert transformation, 975 spectral representation, 744 xed-pseudoenergy, 969 free particle, 101 from 0 -oscillator, 753 imaginary-time evolution, 140 spectral decomposition, 751 with external source, 234 integral equation, 887 near group space, 731734, 742 near spinning top, 735 near surface of sphere, 715, 716, 722, 726, 728, 731, 732 of spinning particle, 735 of spinning top, 734, 735 on group space, 731, 733, 734, 742 on surface of sphere, 714, 715, 727, 728, 730, 733, 792, 990 time-dependent frequency, 126 particle in magnetic eld, 175 spectral representation, 758 probability, 1342 pseudotime evolution, 921 radial, 692, 697, 698 Coulomb system, 986 oscillator, 984 scattering, 186 eikonal approximation, 71 rst correction to eikonal, 335 time evolution, 43, 46, 89, 94, 100, 231, 744, 921, 1255 xed path average, 233 of free particle, 109 of freely falling particle, 173 of particle in magnetic eld, 175, 177, 179 perturbative in curved space, 838 with external source, 228 time-sliced, 89, 101 conguration space, 97 in curvilinear coordinates, 765 momentum space, 94 phase space, 91 analysis, spectral, 131 analytic regularization, 158 Anderson, M.H., 686 Anderson, P.W., 1074 Andrews, M.R., 686
Index
angle Euler, 60, 62, 64 tilt, 947, 949 angular barrier, 717, 719, 724, 986 four-dimensional, 988 momentum, 57 conservation law, 427 decomposition, 690, 697, 698, 706, 712, 715 anharmonic oscillator, xxiv, 456, 1206 eective classical potential, 460 anholonomy, objects of, 879 annihilation operator, 643, 947, 948, 960 anomalous dimension, 508 magnetic moment, 1138, 1203 square-root trick, 508 anomaly, eccentric, 429 Anshelevin, V.V., 1152 Anteneodo, C., 1495 anti-instanton, 1161 anticausal, 38 time evolution operator, 38 anticommutation rules elds, 653 Grassmann variables, 653, 663 anticommuting variables, 653, 672 antikink, 1160, 1161 antiperiodic boundary conditions, 220, 221, 227, 340 functional determinant, 343 Green function, 220, 221, 244, 1259 anyons, x, 639, 1093 anypoint time slicing, 785 approximation Born, 70, 74, 187, 338 eikonal, 190, 334, 363, 408, 434 Feynman-Kleinert, 454 Ginzburg-Landau, 301 isotropic for eective classical potential, 470 mean-eld, 302, 308, 482 Pad, 1068 e saddle point, 369, 1199, 1234 semiclassical, 363, 1159, 1160 Thomas-Fermi, 431 tree, 301 Wentzel-Kramers-Brillouin (WKB), 363, 366, 367, 388, 1218, 1252 arbitrage of nancial asset, 1472 statistical, 1472
1345
Arnold, P., 688 Arovas, D.P., 1155, 1156 Arrighini, G.P., 203 Arthurs, A.M., 202 Arvanitis, C., 566 asset, see also nancial asset, asymmetric spinning top, 85 truncated Lvy distributions, 1430 e asymptotic series, 694 of perturbation theory, 269, 370, 497, 632, 1202 atom hydrogen, 902, see also Coulomb system, 923 one-dimensional, 440 hydrogen-like, 72 Thomas-Fermi, 423 atomic units, 472, 946, 1231 attempt frequency, 1200 Auerbach, A., 1252 Aust, N., 1156 autoparallel, 769 coordinates, 782 auxiliary nonholonomic variation, 777 average energy, 78 functional, 205, 245 particle number, 78 Avron, J.E., 478, 567, 568 axial gauge, 871 Baaquie, B.E., 1493, 1496 Babaev, E., ix Babcenco, A., 589, 965 Bachelier, L., 1471, 1496 Bachmann, M., 251, 361, 538, 568, 590, 1356, 1358 background eld, 317 eld method for eective action, 317, 863 Bagnato, V.S., 624 Baker, H.F., 203 Baker-Campbell-Hausdor formula, 90, 197, 203, 344, 650 Ball, C.A., 1493 Ballow, D.D., 742 Balsa, R., 567 Banerjee, K., 567 Bank, P., ix Banks, T., 566, 1154 Barndorff-Nielsen, O., 1494 Barnes, T., 566 barrier angular, 717, 719, 724, 986 four-dimensional, 988 centrifugal, 693, 695, 699, 707, 713, 714, 910 time-sliced, 696, 699 height, 1158 high, semiclassical tunneling, 1159 low, sliding regime, 1212 Barut, A.O., xii, 964, 965, 1008, 1009, 1416 basis complete in Hilbert space, 21 functions, 20 local, 19 multivalued tetrads, 772 triads, 770, 772 tetrads, 771 multivalued, 772 reciprocal, 771 triads, 768 multivalued, 770, 772 reciprocal, 768 Bastianelli, F., 884 Bateman, H., 709 bath Ohmic for oscillator, 264 oscillators, 258 photons, 262 for oscillator, 267 master equation, 1325 thermal photons, 264 thermal for quantum particles, 258 Batich, C., 1152 Baur, H., ix Bausch, R., 1358 Baxter, M.W., 1493 Baym, G., 687, 688, 1357 Belokurov, V.V., 885 Ben-Efraim, D.A., 1152 Bender, C.M., 347, 447, 566, 1254, 1493 Bender-Wu recursion relations, 347 Benguria, R., 1358 Berezin, F.A., 686, 1416 Bergman, O., 1152 Bern, Z., 1416 Bernoulli numbers, 167, 632 polynomials, 241 Berry, M.V., 397, 446, 1152, 1154 Bertoin, J., 1494
1346
Bessel function, 50, 155, 166, 402, 1012, 1024 addition theorem, 745, 754 as regulator, 969, 975, 977, 984, 985, 989 modied, 50, 691 representation of distributions (generalized functions), 817 Bessis, D., 566 Beta function, 421 Bethe, H.A., 1358 Bianchi identity, 868 Bijlsma, M., 687 bilocal density of states, 401 Biot-Savart energy, 877 bipolaron, 534 Birell, N.D., 965 Bjorken, J.D., 1416 black body, 1354 holes, 766 Black, F., 1471, 1496 Black-Scholes formula, 1471, 1472, 1478, 1481, 1482, 1484, 1485, 1487, 1497 blackboard framing, 1144 Blaizot, J.-P., 687, 688 Blasone, M., 1356 Blattberg, R., 1495 Blinder, S.M., 965 BLM/Ho knot polynomials, 1102, 1146, 1149 Bloch theorem, 634 Bloore, F.J., 685 Bohm, M., 742, 1009 Bogoliubov transformation, 674 Bogoliubov, N.N., 568, 687, 688, 884 Bogomonly, E.B., 447 Bohm, D., 1151 Bohr magneton, 177, 1407 radius, 412, 456, 475, 628, 946, 1330, 1392 Bohr-Sommerfeld quantization rule, 367, 368, 390, 441, 442 Boiteux, M., 964 Boltzmann constant, 76 distribution, 94, 135, 137, 153 in nancial markets, 1432 factor, 76 local, 326, 448, 449 quantum, 1200, 1247 bond length, 1010 eective, 1023 Boness, A.J., 1471 Borel
Index
resummability, 1203 transform, 1203 Borkovec, M., 1253 Borland, L., 1495 Bormann, P., 686 Born approximation, 70, 74, 187, 338 Born, M., 591 Bose -Einstein condensate, 87, 591, 599, 604, 619 distribution, 218, 244, 1261 normal part, 619 elds uctuating, 643 quantized, 640 occupation number, 218, 244 particles ensemble of orbits, 592 partition function, 646 bosons, 218, 244, 591, 592, 635, 637 eld quantization, 640 free energy, 675 free particle amplitude, 636 integration, 645 many orbits, 592 Nambu-Goldstone, 307, 320, 321 nonequilibrium Green functions, 1259 quantization of particle number, 640 second quantization, 640 Bouchaud, J.-P., 1493, 1495, 1497 bounce solution, 1194 bound states Coulomb system, 927 poles, 1009 boundary condition antiperiodic, 220, 221, 227, 340 Dirichlet, 102, 125, 152, 209, 212, 225, 256, 258, 334, 340, 829 in momentum space, 153 functional determinant, 343 Neumann, 152, 226, 1040 periodic, 125, 165, 215, 218, 238, 243, 246, 252 box, particle in, 579, 581, 582 Boz, M., 1152 bra-ket formalism of Dirac, 18, 21, 662 for probability evolution, 1343 Braaten, E., 885 bracket Kauman knot polynomial, 1102 Lagrange, 7, 8 Poisson, 4, 8, 9, 40, 56, 662 Bradley, C.C., 686
1347
Bragg peaks, 1311 reection, 12 scattering, 248, 1439 Brandt, S.F., 362 Bray, A.J., 1496 Breeden, D.T., 1493 Brereton, M.G., 1152, 1156 Bretagnolle, J., 1494 Bretin, V., 688 Brey, J.J., 1496 Brezin, E., 1253 Brillouin, L., 275, 446 Brillouin-Wigner perturbation theory, 275 Brink, L., 1416 Brittin, W.E., xii, 965, 1355 Brodimas, G.N., 203 Brosens, F., ix, 569, 686, 688 Brownian bridge, 1337 motion, 1335 Brush, S.G., 202 bubble critical, xxviii, 1194, 1200, 1236, 1237, 12401245, 1247 in Minkowski space, 1248 instability, 1195 radius, 1240, 12431245 wall, 1243, 1246 decay frequency, 1200 solution, 1194 Buckley, I.R.C., 566 Budnyj, B., ix Bund, S., 686 Burgers vector, 774 Cabrera, B., 1156 Cage, M.E., 71 Cai, J.M., 1009 Cai, P.Y., 1009 Calagareau, G., 1153 Calagareau-White relation, 1116, 1117, 1153 calculus It, 1306 o stochastic, 185, 1310 Stratonovich, 1306 Caldeira, A.O., 361, 1253, 1356, 1358 call option, 1470, 1473 Callen, H.B., 87, 1355 Calogero, F., 1008 Cametti, F., 885 Campbell, J.E., 203 Campbell, W.B., 204, 447 canonical action, 3 anticommutation relations, 663 commutation relations, 15, 39, 40, 92 ensemble, 77 Laplacian, 55, 56 path integral correlation functions, 251 quantization, 39, 5557, 66 transformation, 6, 8, 9 generating function, 10 Carr, P.P., 1495, 1497 Cartan curvature tensor, 926 Casalbuoni, R., 1416 Casati, G., 885 Castelli, C., 1471 Caswell, W., 567 catenane, self-entangled polymer ring, 1152 causal, 38 ordering, 35 time evolution amplitude, 44 operator, 43 causality, 217, 591, 913, 1285, 1324 caustics, 112, 128, 128 Celeghini, E., 1356 central limiting theorem, 1441, 1444, 1447, 1455, 1465, 1482 centrifugal barrier, 693, 695, 699, 707, 713, 714, 910 time-sliced, 696, 699 Ceperley, D., 687 chain diagram, 280, 804, 808, 815, 823, 833, 842 random, 1010 sti, 1015 Chakrabarty, D., 567 Chakravarty, S., 361, 1253 Chan, T., 1495, 1496 Chandler, D., 566 Chandrasekhar, S., 1073, 1356, 1357 Chang, B.K., 565 Chang, E.C., ix, 1497 Chang, L.-D., 361 chaos hard, 397 smooth, 397 character expansion, 732 charged particle in magnetic eld xed-energy amplitude, 757 wave functions, 755, 758
1348
radial, 758 Chaudhuri, D., 1074 chemical potential, 77, 597, 1063, 1348 Chen, Y.-H., 1154 Chen, Y.C., 1358 Cheng, B.K., 203 Cheng, K.S., xiii, 88, 882, 907, 908 Chern, S., 1154 Chern-Simons action, 1118, 1121, 1132, 1134, 1140 theory, 1131, 1140, 1154 nonabelian, 1142, 1148 of entangled polymers, x, 1117, 1121 Chervyakov, A., 243, 590, 884, 885, 1357 Chetyrkin, K.G., 1075, 1254 Chevy, F., 688 Chou, K.-C., 1357 Christoel symbol, 11, 86, 768, 769, 772, 784, 791 circle, particle on, 571, 574, 581 classes of knot topology, 1094 classical action, eective, 678 Boltzmann factor, 154, 325, 329 eective, 325, 329 dierential cross section, 437 eective action, 305, 678 eective potential, 324, 329, 678 eikonal, 365 limit, 153 local density of states, 400 mechanics, 1 momentum, local, 363 motion in gravitational eld, 767 orbit, 1 particle distribution, 137 partition function, 76 path, 2 potential eective, xxi, 324, 329, 453, 454, 456, 460, 463, 465, 481, 678 solution, 1167, 1205, 1206, 1243 almost, 1183 tunneling, 1160 statistics, 76, 1241 Clay, M., 567 closed-path variations in action principle, 776 closed-time path integral, 1287, 1324 closure failure, 774, 779 cluster decomposition, 290 coecients strong-coupling expansion, 503
Index
virial, 1093, 1093 Cohen-Tannoudji, C., 1358 coherence length, 1228 coherent states, 344, 650 Coleman, S., 446, 1252, 1254 collapse of path uctuations, 694, 719, 910, 911, 923, 1234 collective excitations, 613, 680 eld, 681 elds, 680 phenomena, 680 variables, 680 Collins, J.C., 1254 Collins, P.D.B., 1008 commissions in nancial markets, 1472 commutation rules canonical, 15, 39, 40, 92 equal-time, 40 eld, 641 commuting observables, 4 complete basis, 21 completeness relation, 19, 2123, 27, 28, 31, 46, 47, 571, 756, 760 basis Dads, 52, 768 Dirac, 21 lattice, 107 composite eld, 302, 1231 knot, 1100 composition law for time evolution amplitude, 90, 693 composition law for time evolution operator, 38, 72 compound knots, 1095, 1098, 1101 inequivalent, 1096, 1097 Compton wavelength, 412, 1363, 1368, 1370, 1392, 1393 Cond, R., 1496 condensate Bose-Einstein, 87, 591, 599, 604, 619 critical temperature, 596, 603 superconductor, 1231 energy, 1233, 1235 superuid helium, 608 critical temperature, 608 condition Schwarz integrability, 7, 176, 638, 769, 770, 772, 840, 871 Wentzel-Kramers-Brillouin (WKB), 364, 366 conguration space, 98 conuent hypergeometric functions, 749, 953
1349
conformal group, 962 invariance in eld theory, 955 transformation Weyl, 954, 955 conformally at, 954, 954 conjugate points, 128 connected correlation functions, 284 generating functional, 284 diagram, 280, 290 n-point function, 288, 299 two-point function, 297 connectedness structure of correlation functions, 285 connection ane, 769 in Coulomb system, 926 Riemann-Cartan, 770 Riemann, 86, 768 rules, Wentzel-Kramers-Brillouin (WKB), 366 spin, 879 conservation law angular momentum, 427 current, 17 energy, 14, 75, 1162 momentum, 297, 1078 probability, 16, 1285, 1290, 1293, 1317, 1319, 1325 constant Boltzmann, 76 cosmological, 1383 coupling dimensionally transmuted, 1230 in Ginzburg-Landau expansion, 1228 dielectric, 525 Euler-Mascheroni, 155, 532, 1191 ne-structure, 71, 412, 628, 1389, 1398, 1407, 1408 Hubble, 1383 Lamb, 1330 Planck, 13 constraint geometric, 579, 793 topological, 571, 1077 Cont, R., 1495 continuity law, 17 continuous spectrum, 47 Coulomb system, 953 continuum limit, 93 contortion tensor, 771 contraction tensors appearing in Wick expansion, 701, 934, 1013, 1032 Wick pair, 247 convention, Einstein summation, 2, 4 functional, 286 convergence proof for variational perturbation expansion, 1226 radius of strong-coupling expansion, 1228 vanishing radius in perturbation series, 1202 convex eective potential, 482 function, 450, 482, 483 Conway knot polynomial, 1102 Conway, J.H., 1104, 1153 Conway-Seifert knot, 1101 Cooper pair, 1229 eld, 1231 coordinate -dependent mass, 863 autoparallel, 782 curvilinear, 690, 766 time-sliced amplitude in, 765 cyclic, 572 generalized, 1 geodesic, 782 independence, 796, 801, 803, 823, 826, 833, 843, 846 of path integral in time-sliced formulation, 792 normal, 782 Riemann, 782 parabolic, Coulomb wave functions, 949 radial, 785 transformation, 768, 967, 969, 970, 974, 976 nonholonomic, 770 Cootner, P., 1496 core, repulsive in 3 He potential, 1231 Corinaldesi, E., 1152 Cornell, E.A., 686 Cornish, F.H.J., 965 Cornwall, J.M., 361 Corradini, O., 884 correction uctuation, 404 semiclassical expansion, 399, 442 tracelog, 408 corrections uctuations in tunneling process, 1160
1350
time slicing, 971, 973, 983, 986 correlation functions, 205, 245, 246 connected, 284 connectedness structure, 285 from vacuum diagrams, 294 in canonical path integral, 251 in magnetic eld, 250 one-particle irreducible, 296 subtracted, 218, 221, 240, 260, 323, 329, 330, 332, 852 correspondence principle, 15, 17, 31, 55, 56, 62, 66, 67 group, 56 Heisenberg, 40, 41 Corwin, A.D., 688 cosmic standard time, 1379, 1384 cosmological constant, 1383 cotorsion of polymer, 1102 Cotta-Ramusino, P., 1155 Coulomb amplitude D = 2, 930 D = 3, 940 polar decomposition, 949 energies, 946 Hamiltonian, 16 potential, 910 scattering, 71 system, 456, 466, 471, 886, 902, 923 ane connection, 926 and oscillator, 1390 bound states, 927 continuous spectrum, 953 curvature and torsion after transformation, 923 D = 1, energies, 442 D = 2, 925 D = 2, amplitude, 929 D = 2, time-slicing corrections, 930 D = 3, amplitude, 940 D = 3, energies, 946 D = 3, time-slicing corrections, 935, 941 dynamical group O(4, 2), 961, 964 eccentricity of orbit, 429 eective classical potential, 472, 567 energy eigenvalues, 946 in magnetic eld, 474 one-dimensional, 440 particle distribution, xxi, 473 path integral, xii, 923
Index
pseudotime-sliced action, 924 amplitude, 924 radial, 977, 978 relativistic path integral, x, 1388 solution in momentum space, 955 time-slicing corrections, 943 torsion, 926 transformation to oscillator, xii, 927, 928, 938, 939, 944, 945, 948, 949, 951, 960 wave functions, 456, 929, 946, 949 algebraic aspects, xii, 960 parabolic coordinates, 949 coupling constant dimensionally transmuted, 1230 in Ginzburg-Landau expansion, 1228 magnetic, 897 minimal, 897 strong, 509 weak, 268, 509 Courant, R., 1493 Courteille, P.W., 624 covariant derivative, 772 functional, 865 uctuations, 865 Laplacian, 888, 892, 899 -Weyl, 955 perturbation expansion, 857 Taylor expansion, 783 variations, 865 Cowley, E.R., 565 Cowley, R.A., 613 Cox, J.C., 1493 Craigie, N.S., 1155 creation operator, 643, 947, 948, 960 Crick, F.H.C., 1153 critical bubble, xxviii, 1194, 1200, 1236, 1237, 12401245, 1247 in Minkowski space, 1248 instability, 1195 radius, 1240, 12431245 wall, 1243, 1246 current, 1142, 1234, 1235 exponent of eld theory, 1220 of polymers, 1015 exponent, polymers, 1053, 1061, 1067, 1068, 1074
1351
phenomena, 1254 temperature Bose-Einstein, 596, 603 of superconductor, 1229 superuid helium, 608 Crooker, B.C., 688 cross section classical, 437 semiclassical, 438 crossings in knot graph, 1077, 1096, 1097, 1098, 1100, 1106, 1107, 1113, 1115 crystals, quantum, 565 Cuccoli, A., 565 cumulants, 270 expansion in perturbation theory, 270, 274, 290, 484 polymer distribution, 1014 truncated Lvy distribution, 1426 e Curado, E.M.F., 1495 current, 205, 236, 246 conservation law, 17 critical, 1142, 1234, 1235 density, 17 Hall, 1137 periodic, 243 super, 1233 Curtright, T.L., 885 curvature, 775 eective potential, 901 in transformed H-atom, 923 scalar, 66, 87 of spinning top, 87 Riemann-Cartan, 773 sphere, 792 tensor of disclination, 775 Riemann, 772 Riemann-Cartan, 771, 926 curvature and torsion space with, 765 Schrdinger equation, 886 o curved spacetime, 10 curvilinear coordinates, 690, 766 time-sliced amplitude in, 765 cuto infrared (IR), 806 ultraviolet (UV), 797 cycles in permutations, 595 cyclic coordinate, 10, 572 permutations, 595 variable, 571, 574 cyclotron frequency, 177, 1372 cylinder function, parabolic, 1043 dAlembert formula, 123 da Silva, A.J., 1152 Dalibard, J., 688 Daniell, P.J., 202 Daniels distribution for polymers, 1033 Daniels, H.E., 1074 Dash, J.W., 1473 Dashen, R., 446 David, F., 590 Davies, P.C.W., 965 Davis, K.B., 686 Davis, M.H.A., 1496 de Boer, J., 884 De Dominicis, C., 361 De Raedt, B., 204 De Raedt, H., 204 de Souza Cruz, F.F., 688 de Broglie thermal wavelength, 138, 595 wavelength, 364 Debye -Waller factor, 248, 1311, 1450 non-Gaussian uctuations, 1439 function, 1022, 1040 temperature, 1229 decay bubble, frequency, 1200 of supercurrent by tunneling, 1228 rate, 1193, 1238 thermally driven, 1248 via tunneling, 1192, 1193, 1206, 1235, 12381240, 1247 decoherence, 1317 decomposition, angular momentum, 690, 697, 698, 706, 712, 715 in D dimensions, 707 in four dimensions, 722 defect crystal, 773, 775 eld, 1360 Defendi, A., 204, 1358 denition of path integral perturbative, 283 time-sliced, 89 degeneracy of spherical harmonics, 709 degenerate limit, 630 DeGennes, P.G., 1074 Dekker, H., xiii, 88, 882, 908 Delos, J.B., 446 -function and Heaviside function, 44
1352
Dirac, 24, 44 path integral, 762 would-be, 703 Dempster, M.A.H., 1497 density current, 17 matrix, 33, 139 of states, 266, 602 bilocal, 401 local classical, 391, 393, 400 local quantum-mechanical, 398 local semiclassical, 400 Thomas-Fermi, 410 of supercoiling in DNA, 1112 operator, 33, 1270 particle, 136 partition function, 135, 452, 538 probability, 17 spin current, 899 states, 82 derivative assets, 1470 covariant, 772 expansion, 399, 404, 867 functional, 205 covariant, 865 lattice, 104 des Cloizeaux, J., 1074 Deser, S., 1154, 1416 desired velocity, 185 DeSitter, J., 569 determinant Faddeev-Popov, 855, 858861 uctuation, 109 easy way, 1178 functional free particle, 110 from Green function, 338 oscillator, 116 time-dependent frequency, 119 Van Vleck-Pauli-Morette, 380, 382, 901, 908 Wronski, 122, 124, 210, 339 Devoret, M.H., 362 Devreese, J.T., ix, xiii, 272, 569, 589, 686, 688, 965, 1355 DeWitt -Seeley expansion, 843 action, 882 extra R-term, 901 DeWitt, B.S., xiii, 88, 361, 882, 884, 902, 908, 965
Index
DeWitt-Morette, C., 203, 380, 589, 685, 908 Dhar, A., 1074 diagram chain, 280, 804, 808, 815, 823, 833, 842 connected, 280 disconnected, 280 Feynman, 278, 1359 local, 803 loop, 279 nonlocal, 804 one-particle irreducible (1PI), 296, 300, 314, 315, 492, 863 reducible, 314 tadpole, 490 tree, 300, 302, 305, 311 watermelon, 280, 804, 808, 815, 823, 833, 842 dielectric constant, 525 dierential cross section classical, 437 semiclassical, 438, 438 Mott scattering, 440 dierential equation rst-order, 215 Green function, 215 for time-dependent frequency, 222 Hamilton-Jacobi, 10, 364, 376 Riccati, 165, 364 stochastic, 1301 Sturm-Liouville, 122 Thomas-Fermi, 417 diraction pattern, 29 diusion constant, 1286 Dijkgraaf, R., 1417 dilatations, 962 local, 962 dilation operator, 947, 949 dilute-gas limit, 1183 dimension, anomalous, 508 dimensionally transmuted coupling constant, 1230 Dineykhan, M., 569 Ding, Z.X., 1496 dionium atom, 966 ane connection, 1007 dynamical group O(4, 2), 1008 path integral, 996 time slicing corrections absense, 1001 Diosi, L., 1358 Dirac
1353
-Fermi distribution, 221 algebra, 670 bra-ket formalism, 21 for probability evolution, 1343 brackets, 18, 662 charge quantization, 997, 1082 -function, 24, 44 and Heaviside function, 44 path integral, 762 interaction picture generating functional, 1279 time evolution operator, 1272 string, 640, 873, 1082, 1086 theory of magnetic monopoles, 873 Dirac, P.A.M., 87, 202, 1155 Dirichlet boundary conditions, 102, 125, 152, 209, 212, 225, 256, 258, 334, 340, 829 in momentum space, 153 disclinations and curvature, 775 disconnected diagrams, 280 discontinuity xed-energy amplitude, 47 discount factor in nancial distributions, 1451 dislocations and torsion, 773 disorder eld, 1360 dispersion relation, 1204 dispersive part of Green function, 1263 displacement eld, electric, 524 dissipation, 258 -uctuation theorem, 1264, 1268, 1269, 1320, 1354, 1355 Drude, 261, 264, 1285, 1292, 1294, 1299 Ohmic, 1286 dissipative part in inuence functional, 1283 of Green function, 1263, 1264, 1276 distribution Boltzmann, 94, 137, 153 in nancial markets, 1432 Bose-Einstein, 218, 1261 classical of particles, 137 Dirac , 25 Fermi-Dirac, 221, 1261 nancial, 1421 heavy tails, 1421 Gauss in nancial markets, 1422 Heaviside, 25 Lvy, 1422 e truncated, 1423, 1426 asymmetric, 1430 cumulants, 1426 Meixner in nancial markets, 1434 particle, 154, 178 Student in nancial markets, 1429 Tsallis in nancial markets, 1429 distributions (generalized functions), 25, 45 as limits of Bessel functions, 817 extension to semigroup, 813 products of, 822 Di Vecchia, P., 1416 divergence infrared (IR), 806 of perturbation series, 1202, 1226 ultraviolet (UV), 158, 797 dividends of nancial asset, 1472 DM/US$ exchange rate, 1428 DNA molecules, 1111, 1111, 1112, 1114, 1152 circular, 1112 Dodonov, V.V., 203 Dolan, L., 1252 Doll, H., 1146, 1153 Domb, C., 1074 Dorda, G., 1155 Dorsey, A.T., 1253 double -well potential, 462, 463, 513, 1157, 1158, 1161, 1162, 1183 convex eective potential, 483 particle density, 468 helix, 1111, 1111, 1112, 1114, 1152 circular, 1112 double-slit experiment, 12 Dow-Jones industrial index, 1418 Dowker, J.S., 589, 882 Dragulescu, A.A., ix, 1454, 1493 Drell, S.D., 1416 Drozdov, A.N., 1496 Drude dissipation, 261, 264, 1285, 1292, 1294, 1299 relaxation time, 261 Dubois, D., 1355 Dubrulle, B., 1495 Duffie, D., 1495 Dulong-Petit law, 172, 323, 606, 608, 624, 633 Duncan, A., 566 Dunne, G.V., 1155, 1416 Dupont-Roc, J., 1358 Durante, N.L., 203
1354
Durfee, D.S., 686 Duru, I.H., xiii, 912, 965, 1253, 1416 Duru-Kleinert equivalence, 968 angular barrier and Rosen-Morse potential, 986 D-dimensional systems, 994 extended Hulthn potential general e Rosen-Morse potential, 994 four-dimensional angular barrier and general Rosen-Morse potential, 988 Hulthn potential and general Rosene Morse potential, 991 radial Coulomb and Morse system, 977 radial Coulomb and radial oscillator, 978 radial oscillator and Morse system, 975 Duru-Kleinert transformation, 917, 923, 966, 970, 974977, 984, 985, 987, 990, 992, 993, 1004 D = 1, 966 eective potential, 968 xed-energy amplitude, 975 of Schrdinger equation, 974 o radial Coulomb action, 978 oscillator, 978 time-slicing corrections, 968 dynamical group, 960 group O(4, 2) of Coulomb system, 961, 964 of dionium atom, 1008 metric, 373 Dyson series, 35, 199 Dyson, F.J., 1254 Dzyaloshinski, I.E., 1357 Eberlein, E., ix, 1495 eccentric anomaly, 429 eccentricity of Coulomb orbit, 429 Ecker, G., 885 Eckern, U., xv, 1356 Eckhardt, B., 447 Edmonds, A.R., 88, 965 Edwards, S.F., 741, 742, 1073, 1074, 1152 eect Aharonov-Bohm, 639, 640, 1080, 1089, 1131, 1151 excluded-volume in polymers, 1053, 1055, 1061, 1062 Meissner, 308, 1141 quantum Hall, 1139, 1155 fractional, x, 1137, 1139, 1154 eective
Index
action, 296301, 303, 863 background eld method, 317, 863 classical approximation, 305, 678 two loops, 311 bond length, 1023 classical action, 678 Boltzmann factor, 325, 329 free energy, 457 potential, xxi, 324, 329, 449, 453, 454, 456, 460, 463, 465, 481, 678 energy, 298, 300, 301 potential, 303, 481, 482, 892, 907 convex in double well, 483 convexity, 482 due to curvature, 901 Duru-Kleinert transformation, D = 1, 968 in space with curvature and torsion, 791 mean-eld, 483 on sphere, 793 range, 609 ecient markets, 1472 Efimov, G.V., 569 eikonal, 364, 365 approximation, 190, 334, 363, 408, 434 Einstein -Bose distribution, 218, 1261 equation, 1383, 1384 equation for gravity, 773 equivalence principle, 766, 767 invariance, 879 summation convention, 2, 4, 286, 305 tensor, 773 Einstein, A., 1355, 1496 Einstein-Hilbert action, 1382 electric displacement eld, 524 electrodynamics, quantum (QED), 1360, 1412 electromagnetic eld, 875, 1398 forces, 875 self-energy, 1398 Eliezer, D., 1155 elliptic eigenvalue of stability matrix, 396 Elworthy, K.D., 908 emission, spontaneous, 1326, 1327, 1354 end-to-end distribution, polymer, 1010, 1011 cumulants, 1014 exact, 1015 Gaussian approximation, 1020 moments, 1012
1355
saddle point approximation, 1019 short-distance expansion, 1017 Endrias, S., xi, xv energy -entropy argument for path collapse, 911 -momentum tensor symmetric, 773 activation, 172 average, 78 Biot-Savart, 877 conservation, 1162 conservation law, 14, 75 density, Thomas-Fermi, 411 eective, 298, 300, 301 excitation, 612, 613 Fermi, 410, 630 free, 78 functional Ginzburg-Landau, 302 ground state anharmonic oscillator, 456 hydrogen atom, 456 internal, 78 of condensate in superconductor, 1233, 1235 Rydberg, 72 self-, 300 shift, 270, 272, 274276, 346 Thomas-Fermi, 420, 422, 423, 426 variational, xxix zero-point, 145, 328, 674, 1212 energy-momentum tensor, 1383 ensemble Bose particle orbits, 592 canonical, 77 Fermi particle orbits, 592 grand-canonical, 78, 80 Ensher, J.R., 686 entangled polymer, x Chern-Simons theory, x entanglement paths, 1076, 1080, 1094 Chern-Simons theory, 1117, 1121 polymers, 1076, 1080, 1094 Chern-Simons theory, 1117, 1121 entropy -energy argument for path collapse, 911 equal-time commutation rules, 40 equation Einstein, 1383, 1384 Einstein for gravity, 773 Euler-Lagrange, 2, 3, 5, 6, 11, 231, 1288 rst and second London, 1151 Fokker-Planck, 1288, 1296, 1356 for nancial assets, 1467 with inertia, 1290, 1308, 1309 overdamped, 1309 Hamilton-Jacobi, 10, 364, 376 Landau-Lifshitz, 741 Langevin, 1282, 1356 operator form, 1301 quantum, 1301 semiclassical, 1301 with inertia, 1301 Lindblad, 1319, 1325 Liouville, 33 Lippmann-Schwinger, 73, 74, 338, 609, 1084, 1152 master, 1318, 1319 photon bath, 1325 Maxwell, 1398 of motion, 42 Hamilton, 3, 4, 42 Heisenberg, 42, 741 Poisson, 412, 413, 1398 Riccati dierential, 364 Schrdinger, 15, 16, 18, 25, 34, 35, 38 o 40, 43, 44, 51, 53, 889, 901, 944, 1255 Duru-Kleinert transformation, 974 in space with curvature and torsion, 886 time-independent, 16, 921 Thomas-Fermi dierential, 417 Wentzel-Kramers-Brillouin (WKB), 365 equilibrium, thermal, 245 equipartition theorem, 323, 452 equivalence Duru-Kleinert, 968 angular barrier and Rosen-Morse potential, 986 D-dimensional systems, 994 extended Hulthn potential and gene eral Rosen-Morse potential, 994 four-dimensional angular barrier and general Rosen-Morse potential, 988 Hulthn potential and general Rosene Morse potential, 991 radial Coulomb and Morse system, 977 radial Coulomb and radial oscillator, 978 radial oscillator and Morse system, 975 principle Einstein, 766, 767 new, 776, 1333
1356
quantum, 790, 902 equivalent knots, 1094 martingales, 1454 path integral representations, 893 Eris, T., xv Esscher martingales, 1454 transform, 1453, 1453 Esscher, F., 1453, 1496 Esteve, D., 362 Esteve, J.G., 567 Euclidean action, 136, 234, 238, 252, 1197 Green function, 247 group, 57 periodic Green function, 236 source term, 234 space, metric, 1361 time evolution amplitude, 140 Euler -Heisenberg formula, 1378 -Lagrange equations, 2, 3, 5, 6, 11, 231, 1288 -Maclaurin formula, 170 -Mascheroni constant, 155, 532, 1191 angles, 60, 62, 64 relation, thermodynamic, 81 Euler, H., 1417 European option, 1472 evolution, see also time, 34 exceptional knots, 1101 exchange interaction, 419 excitation energy, 612, 613, 680 excluded-volume eects in polymers, 1053, 1055, 1061, 1062 expansion asymptotic, 269, 370, 497, 632 character, 732 cumulant in perturbation theory, 270, 274, 290, 484 derivative or gradient, 164, 399, 404, 867 DeWitt-Seeley, 843 uctuations, 102, 111 Ginzburg-Landau, 1228 gradient, 165, 867 large-stiness, 1032, 1033, 1038, 1049, 1051 Lie, 61, 1136 loop, 303 Magnus, 35, 199 midpoint, 782
Index
Neumann-Liouville, 35, 199 normal modes, 1165 perturbation, 268 covariant, 857 large-order, 1201 path integral with -function potential, 762 postpoint, 782 prepoint, 782 Robinson, 169, 600 saddle point, 369 semiclassical, 383 around eikonal, 365 small-stiness, 1032, 1033 strong-coupling, xxi, xxix, 504506, 533, 566, 12261228 coecients, 503 Taylor, 2 covariant, 783 virial, 1092 weak-coupling, 533 Wick, 205, 245, 247, 247, 1311, 1354 expectation value, 32, 205, 245 local, 449 experiment double-slit, 12 exponent critical of eld theory, 1220 of polymers, 1015, 1053, 1061, 1067, 1068, 1074 Wegner, 509 exponential integral, 155, 1202 extended zone scheme, 575, 593, 1003 extension of theory of distributions (generalized functions), 813, 822 external force, 205 potential, 794 source second quantization, 671, 672 Ezra, G.S., 446, 447 factor Boltzmann, 76 Debye-Waller, 1450 non-Gaussian uctuations, 1439 uctuation, 103 tunneling, 1160 Land, 1407 e structure of polymer, 1021, 1024 Faddeev, L.D., 188, 885, 1156, 1253 Faddeev-Popov
1357
action, 860, 863, 1041, 1046, 1047 determinant, 855, 858861 gauge-xing functional, 188, 850, 1143, 1171 failure of closure, 774, 779 Fainberg, V., 1152 false vacuum, 1247 Fama, E.F., 1496 Fedoriuk, M.V., 114, 446 Fedotov, S., 1496 Feller process, 1493 Feller, W., 1493 Feng Nee, Lim, xi Feranshuk, I.D., 568 Fermi -Dirac distribution, 221, 244, 1261 energy, 410, 630 elds uctuating, 653 quantized, 653 liquid, 1231 momentum, 410, 630 occupation number, 221, 244 particle orbits, 592 sphere, 410, 599, 1231 temperature, 631 fermions, 221, 244, 591, 592, 635637, 639, 653 eld quantization, 653 free energy, 675 free particle amplitude, 636 integration, 656 many orbits, 636 nonequilibrium Green functions, 1259 partition function, 659 quantization of particle number, 653 second quantization, 653 statistics interaction, 636 Ferrari, F., 1156 ferromagnetism, classical Heisenberg model, 1026 Feshbach, H., 132, 201 Fetter, A.L., 686, 1154, 1357 Feynman diagrams, 278, 1359 integrals, 358 path integral formula, 91 rule, 801, 824, 827 Feynman, R.P., xii, xiv, 202, 203, 565, 567 569, 686, 885, 1357, 1416 Feynman-Kleinert approximation, 454, 464, 465, 467 eld anticommutation relations, 653 background, 317 background method for eective action, 317, 863 collective, 680, 681 commutation relations, 641 composite, 302, 1231 Cooper pair, 1231 defect, 1360 disorder, 1360 electric displacement, 524 electromagnetic, 875 energy, 1117 gauge, 867 minimal coupling, 875 Klein-Gordon, 1362 Green function, 1367 magnetic, 175, 474 operator, 640 order, 1228, 1240 quantization bosons, 640 external source, 671, 672 fermions, 653 relativistic, 1271 statisto-magnetic, 1133, 1135, 1137, 1140 super, 1314 theory conformal invariance, 955 critical exponents, 1220 eective classical, 678 polymer, 1062 quantum, 675 relativistic quantum, 591, 1359 vierbein, 775, 878 vortex, 1360 weak magnetic, 474, 477 nancial asset arbitrage, 1472 statistical, 1472 dividends, 1472 Fokker-Planck equation, 1467 Hamiltonian, 1460 hedging of investment, 1470 kurtosis of data, 1427, 1431, 1437, 1442, 1482, 1486 log-return, 1421 option, 1418 price, 1470 return, 1420 riskfree martingale distribution, 1476 skewness of data, 1431
1358
smile of data, 1479, 1487 strategy, 1473 time series of data, 1420 utility function, 1454 variance of data, 1420, 1434 volatility of data, 1418, 1420, 1422, 1454, 1455, 1478 risk, 1484 ne-structure constant, 71, 412, 628, 1203, 1389, 1398, 1407, 1408 Finkler, P., 204, 447 rst quantization, 676 rst-order dierential equation, 215 Green function, 215 antiperiodic, 221 periodic, 218 time-dependent frequency, 222 Fisher, M.P.A., 1253, 1358 xed-energy amplitude, 45, 50, 383, 913, 921, 966, 977 charged particle in magnetic eld, 757 discontinuity, 47 Duru-Kleinert transformation, 975 free particle, 744746 discontinuity, 746 spectral representation, 744 oscillator radial, 747 spectral representation, 748 Pschl-Teller potential, 988 o Rosen-Morse potential, 988 xed-pseudoenergy amplitude, 969 Fizeau, P., 1493 Fiziev, P., 883, 909 Flachsmeyer, J., 686 Flannery, B.P., 1357 at conformally, 954, 954 space, 767 exibility of polymer, 1044 Fliegner, D., 447 Flory theory of polymers, 1061 Flory, P.J., 1074 uctuation -dissipation theorem, 1264, 1268, 1269, 1320, 1354, 1355 Bose elds, 643 correction, 404 semiclassical expansion, 399, 442 tracelog, 408 tunneling, 1160 correction to tunneling, xxiv, 11641166, 1174, 1194, 1205, 1237
Index
covariant, 865 Debye-Waller factor, 1439 non-Gaussian, 1439 determinant, 109, 377, 1178 easy way, 1178 ratio, 117 expansion, 102, 111 factor, 103 free particle, 110 oscillator, 112115, 117119 tunneling, 1160 Fermi elds, 653 elds, 592 formula, 116 kinks would-be zero modes, 1180 zero modes, 1167, 1170, 1173, 1176, 1180, 1194, 1195, 1238 part of Green function, 1263, 1264 part of inuence functional, 1283 quantum, xii, 100, 102, 324, 363, 369, 452, 481 thermal, 100, 245, 324, 452, 481, 1187 translational, 378 width local, 452 longitudinal, 515 transversal, 515 Flugge, S., 366, 742, 1008, 1009 ux magnetic, 1082, 1083 quantization, 1080, 1082 in superconductor, 1083 tube, 1082, 1083 Follmer, H., 1496 Fokker-Planck equation, 1288, 1289, 1296, 1333, 1356 for nancial assets, 1467 with inertia, 1290, 1308, 1309 overdamped, 1309 Foldy-Wouthuysen transformation, 1401 Fomin, V.M., 569 forces electromagnetic, 875 external, 205 gravitational, 766 magnetic, 175 statisto-magnetic, 1133 Ford, G.W., 362, 1356, 1358 Ford, K.W., 447 formalism Hamilton, 3 Lagrange, 2, 1288
1359
formula Baker-Campbell-Hausdor, 90, 197, 203, 344, 650 Black-Scholes, 1478, 1481, 1482, 1484, 1485, 1487, 1497 dAlembert, 123 Euler-Maclaurin, 170 uctuation, 116 Fresnel integral, 48, 97, 108, 113, 114, 144 Gelfand-Yaglom, 119, 120, 121, 122, 124, 125, 1178 Gelfand-Yaglom-like, 149 Heron, 736 level shift, 510 splitting, 1187 Lie expansion, 61 Lvy-Khintchine, 1438 e Magnus, 199 Mehler, 132, 201, 545 Poisson, 29, 155 Rutherford, 433 smearing, 453 Stirling, 496, 589, 1202, 1447 Trotter, 93, 93, 204 Veltman, 160, 224 Wigner-Weisskopf for natural line width, 1321, 1327 Zassenhaus, 198 forwardbackward path integral, 1287, 1316 path order, 1276 time order, 1276 Fouqu, J.P., 1493 e four-point function, 291 Fourier space, measure of functional integral, 150 transform, 744 fractional quantum Hall eect, x, 640, 1137, 1139, 1154, 1155 statistics, 639, 1089, 1090, 1093 Fradkin, E., 743, 1155 Fradkin, E.S., 885, 1357, 1416 frame linking number, 1120 framing, 1120, 1144 blackboard, 1144 Frampton, P., 1252 Frank-Kamenetskii, M.D., 1152, 1153 Franke, G., 686 Fraser, C.M., 885 free energy, 78, 461, 463, 464, 466 bosons, 675 eective classical, 457 fermions, 675 free particle amplitude for bosons, 636 for fermions, 636 from 0 -oscillator, 753 xed-energy amplitude, 744746 discontinuity, 746 spectral representation, 744 uctuation factor, 110 from harmonic oscillator, 139, 183 functional determinant, 110 path integral, 101, 103, 134 quantum-statistical, 134 radial propagator, 754 wave function, 747 time evolution amplitude, 101, 109 momentum space, 110 wave functions, 131 from 0 -oscillator, 753 Freed, K.F., 1073 Freedman, D.Z., 885 freely falling particle time evolution amplitude, 173 Freidkin, E., 362 frequency cyclotron, 177, 1372 insertion, 302 Landau, 177, 177, 474, 1372 magnetic, 177, 474 Matsubara, 142, 143, 150, 153, 154 of wave, 12 optimal in variational perturbation theory, 488 Rydberg, 947 shift, 260 Fresnel integral, 48, 97, 108, 113, 114, 144 Frey, E., 1074 Freyd, P., 1153 friction coecient, 266 Drude, 1285, 1292, 1294, 1299 force, 261 Frieden, B.R., 885 Friedmann model, 1384 universe, 1384 Friedrich, H., 447 Frisch, H.L., 1152 Froman, N., 366 Froman, P.O., 366
1360
fugacity, 597 local, 616, 676 Fujii, M., 1074 Fujikawa, K., 965, 1417 Fujita, H., 1074 Fuller, F.B., 1153 function Airy, 174 basis, 20 Bessel, 50, 155, 166, 402, 1012, 1024 modied, 50, 691 regulating, 969, 975, 977, 984, 985, 989 Beta, 421 conuent hypergeometric, 953 convex, 450, 482, 483 correlation, 205, 245 connectedness structure, 285 in canonical path integral, 251 in magnetic eld, 250 subtracted, 218, 221, 240, 260, 323, 329, 330, 332, 852 Debye, 1022, 1040 Gamma, 159 Gelfand-Yaglom, 124, 125, 128, 149 generalized zeta, 83 generating for canonical transformations, 10 Green, 43, 122, 207, 209, 210, 214 harmonic oscillator, 208 on lattice, 245 spectral representation, 213 summing spectral representation, 225 Hankel, 50 Heaviside, 44, 100, 164 Hurwitz zeta, 600 hypergeometric, 63, 708 conuent, 749 Kummer, 749, 750, 752, 953, 1424 Langevin, 1019 Legendre, 721 Lerch, 600 operator zeta, 83 parabolic cylinder, 1043 polylogarithmic, 599 proper vertex, 297 regulating, 915, 917, 943, 969, 976 Riemann zeta, 83, 162, 167 test, 25, 45, 703 vertex, 297 wave, 12, 46, 47, 132, 744 Whittaker, 747, 749, 758, 953, 1424 Wigner, 33, 1316 functional
Index
average, 205, 245 derivative, 205 covariant, 865 determinant antiperiodic boundary conditions, 343 free particle, 110 from Green function, 338 oscillator, 116 time-dependent frequency, 119 periodic boundary conditions, 343 gauge-xing, 188, 850, 1122, 1143, 1171, 1366 generating, 205, 239, 245, 246, 271, 334 canonical path integral, 255 Dirichlet boundary conditions, 254, 255 for connected correlation functions, 284 for vacuum diagrams, 290 momentum correlation functions, 251 inuence, 1283, 1285, 1322, 1324 integral measure in Fourier space, 150 time-sliced, 101 integral, extension of path integral, 801 matrix, 39, 207, 238, 250 fundamental composition law, 714 identity, 840 Furry, W.H., 366 Gabay, L., 1496 Gamma function, 159 Ganbold, G., 569 Gardiner, C.W., 1356, 1358 Garg, A., 1253 Garrod, C., 203, 742 gas phase, 1240 gauge -xing functional, 188, 850, 1119, 1122, 1143, 1171, 1366 -invariant coupling, 897 axial, 871 eld, 867 minimal coupling, 875 statistics interaction, 638 invariance, 1118, 1404 monopole, 874 London, 1151 nonholonomic transformation, 873 transformation, 181, 1118 nonholonomic, 770 transverse, 1119
1361
Gauss distribution in nancial markets, 1422 integral, 48, 101, 111, 138, 144, 159, 182 invariant integral topological, 11091111, 11141117, 1120, 1131, 1146, 1153 limit of sti polymer structure factor, 1022 link invariant, 1108 martingale, 1476 polymer, end-to-end distribution, 1020 Gauss law, 1398 Gauss, G.F., 1153 Gavazzi, G.M., xiii, 88, 882, 908 Gegenbauer polynomials, 708, 711, 721, 1030 addition theorem, 709 Gelfand, I.M., 87, 120, 202 Gelfand-Yaglom -like formula, 149 formula, 119, 120, 121, 122, 124, 125, 147, 339, 377, 1178 function, 124, 125, 128, 149 Geman, H., 1495, 1497 generalized coordinates, 1 functions (distributions), 25, 45 as limits of Bessel functions, 817 hyperbolic distribution in nancial markets, 1436 Pschl-Teller potential, 726 o Rosen-Morse potential, 990 zeta function, 83 generating function for canonical transformations, 10 generating functional, 205, 239, 245, 246, 271, 334 canonical path integral, 255 Dirichlet boundary conditions, 254, 255 for connected correlation functions, 284 for vacuum diagrams, 290 for vertex functions, 296 momentum correlation functions, 251 nonequilibrium Green functions, 1279 geodesic, 11, 768 coordinates, 782 geometric constraint, 579, 793 quantization, 88 Gerber, H.U., 1496 German, G., xv Gerry, C.C., 203, 742 Gervais, J.L., 884 Geyer, F., 568 Ghandour, G.I., 566 ghost elds, 1312 states, 665 Giacconi, P., 1152 Giachetti, R., 565 Giacomelli, G., 1155 Gillan, M.J., 566 Gilles, H.P., 1073 Ginzburg-Landau approximation, 301 energy functional, 302 expansion, 1228 Giordano, N., 1253 Giulini, D., 1358 glass, Vycor, 611 Glasser, M.L., 567 Glaum, K., ix Gobush, W., 1074 Goddard, P., 1155 Goeke, K., 885 Gohberg, I., 204 Goldberger, M.L., 275, 367 Goldstein, H., 87 Goldstone-Nambu boson, 307, 320, 321 theorem, 307, 320, 321 Gomes, M., 1152 Gompper, G., 590 Gonedes, N., 1495 Goovaerts, M.J., 203, 272, 569, 589, 965 Gopikrishnan, P., 1494 Gordus, A., 1073 Gorkov, L.P., 1357 Gossard, A.C., 1155 Gozzi, E., 1358 Grabert, H., 361, 362, 1253, 1356 Gracey, J.A., 884 gradient expansion of tracelog, 164 representation of magnetic eld, 876, 878 torsion, 955 gradient expansion, 165, 399, 404, 867 Gradshteyn, I.S., 50, 108, 113, 115, 132, 145, 155, 162, 166168, 175, 202, 241, 242, 265, 367, 400, 403, 632, 637, 659, 708, 721, 725, 746, 747, 749, 751, 754, 819, 821, 1012, 1024, 1031, 1036, 1043, 1204, 1251, 1462, 1494 grand-canonical ensemble, 78, 80
1362
Hamiltonian, 78 quantum-statistical partition function, 77 Graner, F., 1495 Granger, C.W.J., 1496 granny knot, 1096, 1107 Grassmann variables, 653, 686 anticommutation rules, 653 complex, 655 integration over, 653, 654, 655 nilpotency, 653, 660 gravitational eld, classical motion in, 767 forces, 766 universality, 766 mass, 766 Green function, 43, 122, 207210, 214216, 220 Schwinger-Keldysh theory, 1270 advanced, 1261 and functional determinant, 338 antiperiodic, 220, 221, 1259 rst-order dierential equation, 215 antiperiodic, 221 periodic, 218 time-dependent frequency, 222 harmonic oscillator, 208 imaginary-time, 248, 1258 Klein-Gordon eld, 1367 on lattice, 245 periodic, 216, 219 real-time for T = 0, 1255, 1258 retarded, 210, 212, 222, 263, 1257, 1346 spectral representation, 213 summation, 225 time-ordered, 1262 Wronski construction Dirichlet case, 209 periodic, 227 Grigelionis, B., 1494 Grigorenko, I., ix Grosche, C., 589, 764, 882 Grosjean , C.C., 203 ground state lifetime, 1206 energy anharmonic oscillator, 456 hydrogen atom, 456 group conformal, 962 correspondence principle, 56 dynamical, 960 Euclidean, 57
Index
knots, 1095, 1096 Lorentz, 962 permutations, 591 Poincar, 962 e quantization, 56, 59 renormalization, 1230 space, amplitude on, 733 growth parameters perturbation expansion, 1207 precocious of perturbation expansion, 503 retarded of perturbation expansion, 503 Gruter, P., 687 Grynberg, G., 1358 Guadagnini, E., 1155 Guarneri, I., 885 Gubernatis, J.E., 1357 Guida, R., 566, 568 Guidotti, C., 203 Gulyaev, Y.V., 741, 742 Guth, E., 1073 Gutzwiller, M.C., 128, 393, 447, 728, 1009 gyromagnetic ratio, 741, 1407 Haake, F., 362 Haas, F., 1356 Haba, Z., 1356, 1358 Haberl, P., 447 Hanggi, P., 362, 1253, 1356 Hagen, C.R., 883, 1152 Haldane, F.D.M., 1155 half-space, particle in, 575, 576, 578 Hall current, 1137 eect fractional quantum, 640 quantum, 71 resistance, 1139, 1151 Halperin, B.I., 1154, 1155, 1254 Halpern, M.B., 1416 Hamel, G., 87 Hamilton -Jacobi dierential equation, 10, 364, 376 equation of motion, 3, 4, 42 formalism, 3 Hamiltonian, 2 Coulomb, 16 grand-canonical, 78 modied, 913 of nancial uctuations, 1460 pseudotime, 967
1363
standard form, 90 Hamprecht, B., 590, 1074, 1254 Hanke, A., 362 Hankel function, 50 Hanna, C., 1154 Hannay, J.H., 1152 Hao, B.-L., 1357 hard chaos, 397 Harding, A.K., 567 harmonic hyperspherical, 709, 745 addition theorem, 711 oscillator, see also oscillator, 111 spherical, 59, 980 addition theorem, 705 in one dimension, 579 in three dimensions, 705 Harrison, J.M., 1496 Hartle, J., 882 Hashitsume, N., 1356, 1358 Hasslacher, B., 446 Hatamian, T.S., ix Hatzinikitas, A., 884 Haugerud, H., 567 Hausdorff, F., 203 Hawking, S., 882 Hayashi, M., 567 He, J., 688 heat bath, 258 general particle in, 258 Ohmic, 264 photons, 264 master equation, 1325 oscillator in, 267 particle in, 262 Heaviside function, 44, 44, 100, 164, 217 heavy tails in nancial distributions, 1421 Hebral, B., 688 hedging of investment, 1470 Heisenberg -Euler formula, 1378 correspondence principle, 40, 41 equation of motion, 42, 741 Euler formula, 1378 matrices, 39, 41, 42 model of ferromagnetism, 1026 operator, 41 picture, 39, 40, 41, 1256 for probability evolution, 1342 in nonequilibrium theory, 1256, 1265 spin precession, 741 uncertainty principle, 14 Heisenberg, W., 1417 Helfrich, W., 590 helium, superuid, 591, 608, 611 helix double, DNA, 1111, 1111, 1112, 1114, 1152 circular, 1112 Heller, E.J., 447 Henneaux, M., 686 Herbst, I.W., 568 Hermans, J.J., 1074 Hermite polynomials, 132, 201, 347, 752 Hermitian -adjoint operator, 16 operator, 16 Herold, H., 568 Heron formula, 736 Hessian metric, 3, 54, 65, 85, 864 Heston, S.L., 1493 Hibbs, A.R., xii, 203, 1357 high-temperature superconductor, x, 535, 1140, 1154 Hilbert space, 18 Hilbert, D., 1493 Hillary, M., 567 Hioe, F.T., 567 Ho, R., xiii, 965 Hohler, S., 568 Holdom, B., 1493 Hollister, P., ix Holm, C., xv Holstein, B.R., 203 Holzmann, M., 687, 688 HOMFLY knot polynomials, 1096, 1100, 1102, 1106, 1107, 1114, 1115, 1144, 1150, 1153 homogeneous universe, 1379 Honerkamp, J., 885 Hontscha, W., 1253 Hopf link, 1103, 1103, 1105 Hornig, D.F., 567 Horton, G.K., 565 Horvathy, P.A., xv, 203, 589, 685 Hoste, J., 1146, 1153 Hostler, L.C., 965, 1008 Hove, J., 1416 Howe, P.S., 885, 1416 Hsiung, A., 1073 Hsiung, C., 1073 Hsue, C., 882 Huang, K., 687 Hubbard, J., 689
1364
Hubbard-Stratonovich transformation, 681, 1054, 1064, 1069 Hubble constant, 1383 Hulet, R.G., 686 Hull, J., 1493 Hull, T.E., 964 Hulthn potential, 991 e and Rosen-Morse system, 991 extended, 994 Hurley, K., 567 Hurwitz zeta function, 600 hydrogen -like atom, 72 atom, see also Coulomb system, 923 energy eigenvalues, 946 one-dimensional, 440 hyperbolic distribution in nancial markets, 1436 eigenvalue of stability matrix, 396 hypergeometric functions, 63, 708 conuent, 749 hyperspherical harmonics, 709, 745 addition theorem, 711 identical particle orbits, 592 identity Bianchi, 868 fundamental, 840 Jacobi, 4 resolution of, 650, 651 Ward-Takakashi, 321 i-prescription, 47, 114 Iliopoulos, J., 885 Illuminati, F., 688 imaginary-time evolution amplitude, 140 spectral decomposition, 751 with external source, 234 Green function, 248, 1258 impact parameter, 71, 190 independence of coordinates, 801 index critical of eld theory, 1220 Dow-Jones industrial, 1418 Maslov-Morse, 114, 128, 380, 388, 393, 395 Morse, 128 Nikkei-225, 1434 S&P 500, 1419, 1425, 1460 indistinguishable particles, 591
Index
induced emission, 1326, 1327, 1354 and absorption, 1354 metric, 767, 769 inequality for nonequilibrium Green functions, 1264, 1347 Jensen-Peierls, 450, 484, 534, 569, 1347 inequivalent compound knots, 1096, 1097 knots, 1101 simple knots, 1097 inertial mass, 766 Infeld, L., 964 innite wall potential, 575, 576, 578, 579, 581 inuence functional, 1283, 1285, 1322, 1324 dissipative part, 1283 uctuation part, 1283 infrared (IR) cuto, 806 divergence, 806 Ingersoll, J.E., 1493 Ingerson, J., 1473 Ingold, G.-L., 362, 1356 Inomata, A., xiii, 203, 728, 741, 742, 965, 1009, 1152 insertion of frequency, 302 of mass, 302, 360 instability of critical bubble, 1195 of vacuum, 1248 instanton, 1161, 1252 integrability condition, Schwarz, 7, 176, 638, 769, 770, 772, 840, 871, 1134, 1135 integral -equation for amplitude, 887 kernel for Schrdinger equation, 887 o exponential, 155 Feynman, 358 Fresnel, 48, 97, 108, 113, 114, 144 functional, extension of path integral, 801 Gaussian, 48, 101, 111, 138, 144, 159, 182 principal-value, 47, 1263, 1374 Wilson loop, 1143 integration by parts, 104, 111 on lattice, 111 over boson variable, 645 over complex Grassmann variable, 655
1365
over fermion variable, 656 over Grassmann variable, 653, 654 interaction, 268 exchange, 419 local, 1279 magnetic, 175 picture (Dirac), 42, 72, 1272 generating functional, 1279 time evolution operator, 1272 statistic, 592, 634, 638 for fermions, 636 gauge potential, 638 topological, 636, 638, 1081, 1131 interatomic potential in 3 He, 1231 interest rate, riskfree, 1472 internal energy, 78 interpolation, variational, 509 intersections of polymers, 1076 intrinsic geometric quantities, 784 invariance Einstein, 879 gauge, 1118, 1404 Lorentz, 878 monopole, magnetic gauge, 874 Poincar, 879 e scale, 1067 under coordinate transformations, 796, 801, 803, 823, 826, 833, 843, 846 under path-dependent time transformations, 917 invariant for knots, 1146 for ribbons, 1146, 1149, 1150 Gauss integral for links, 1108 topological, 1077, 1081, 1109, 1111, 1112, 1114, 1116 inverse hyperbolic eigenvalue of stability matrix, 396 Langevin function, 1020 parabolic eigenvalue of stability matrix, 396 Iori, G., 1497 Iserles, A., 199 isotopy of knots ambient, 1097, 1146, 1150 regular, 1097, 1146, 1150 isotropic approximation in variational approach, 470 isotropic universe, 1379 It o calculus, 1306 integral, 1338 rule, 1311, 1421, 1450 Ito, K., 1073 Itzykson, C., 204, 283, 885, 1416 Jackiw, R., 361, 883, 1152, 11541156 Jackson, J.D., 122, 747 Jacobi action, 787, 789, 791, 893, 894, 896, 897, 901, 931, 932, 941, 942 identity, 4 polynomials, 63, 708, 721, 725 Jacod, J., 1495, 1497 Jaenicke, J., 566 Jain, J.K., 1155 Janke, W., 204, 361, 465, 565, 567, 568, 579, 590, 1356, 1358 Janner, A., 203 Janussis, A.D., 203 Jensen-Peierls inequality, 450, 461, 484, 534, 569, 1347 Jevicki, A., 742, 884, 1416 Jizba, P., ix, 1356 Johnston, D., xv Jona-Lasinio, G., 885 Jones knot polynomial, 1102, 1104, 1107 Jones, C.E., 204, 447 Jones, H.F., 566 Jones, V., 1153 Jones, W.F.R., 1154 Joos, E., 1358 Jordan rule, 15 Jordan, P., 591 Junker, G., 203, 688, 728, 742, 1009 Juriev, D., 1417 Kac, M., 202204, 1358 Kallin, C., 1155 Kallsen, J., ix Kamo, H., xiii, 88, 882, 908 Karrlein, R., 1254 Kashurnikov, V.A., 688 Kaspi, V.M., 567 Kastening, B., ix, 361 Kato, T., 204 Kauman bracket polynomial, 1102, 1105 polynomial, 1102, 1102, 1103, 1146 relation to Wilson loop integral, 1146 Kauffman, L.H., 1153 Kaul, R., 1252 Kawai, T., xiii, 88, 882, 908 Kazakov, D.I., 885
1366
Kazanskii, A.K., 361 Kehrein, S., 362 Keldysh, K.V., 1355, 1357 Keller, U., 1495 Kennedy, J., 964 Kenzie, D.S., 1074 Kepler law, 428 Ketterle, W., 686 Khandekar, D.C., 203 Khare, A., 1154 Kholodenko, A., 1073, 1108, 1153 Khveshchenko, D.V., 1154 Kiefer, C., 1358 Kikkawa, K., 885 kink, 1160, 1161, 1163, 1164 action, 1171, 1181 Kinoshita, T., 1253, 1417 Kinoshita-Terasaka knot, 1101 Kivelson, S., 1155, 1252 Klauder, J.R., 688, 728, 742, 1009 Klein-Gordon equation, 1271 eld, 1362 Green function, 1367 Kleinert, A., ix, xi, xv Kleinert, H., xiixiv, 11, 67, 101, 160, 172, 203, 243, 251, 283, 297, 361, 362, 382, 465, 538, 565569, 579, 590, 640, 686688, 742, 883885, 899, 904, 909, 912, 922, 965, 1008, 1009, 1074, 1075, 11541156, 1231, 1252 1254, 13561358, 1416, 1417, 1494 1496 Klimin, S.N., 569 Kneur, J.L., 688 knot composite, 1100 compound, 1095, 1098, 1101 inequivalent, 1096, 1097 Conway-Seifert, 1101 crossings in graph, 1077, 1096, 1097, 1098, 1100, 1106, 1107, 1113, 1115 equivalent, 1094 exceptional, 1101 granny, 1096, 1107 graph crossing, 1077, 1096, 1097, 1098 overpass, 1099 underpass, 1097, 1099, 1112 group, 1095, 1096 inequivalent, 1101 invariant, 1146 Kinoshita-Terasaka, 1101
Index
multiplication law, 1095 polynomial, x, 1096 Alexander, 1096, 10991101, 1153 Alexander-Conway, 1105 BLM/Ho, 1102 Conway, 1102 HOMFLY, 1102 Jones, 1102, 1104 Kauman, 1102, 1102, 1103, 1146 Kauman bracket, 1102, 1105 and Wilson loop integral, 1146 X, 1102, 1102 prime, 1095, 1101 simple, 1095, 1100, 1101 inequivalent, 1097 square, 1096, 1107 stereoisomer, 1101 trefoil, 1094, 1094 Kogan, I.I., 1154, 1417 Komarov, L.I., 568 Konishi, K., 566, 568 Koponen, I., 1494 Korenman, V., 1355 Kornilovitch, P., xv Kosower, D.A., 1416 Kosterlitz-Thouless phase transition, 603 Kouveliotou, C., 567 Koyama, R., 1074 Kramer, M., ix, 688 Kramers, H.A., 446 Kratky, O., 1074 Krauth, W., 687 Kroll, D.M., 590 Kruizenga, R., 1471 Kubo stochastic Liouville equation, 1306, 1307, 1320, 1333 Kubo, R., 1356, 1358 Kuchar, K., 882, 909 Kurzinger, W., 568, 569 Kuhno, T., 1153 Kummer functions, 749, 750, 752, 953, 1424 Kupsch, J., 1358 Kurn, D.M., 686 kurtosis of nancial data, 1427, 1431, 1437, 1442, 1482, 1486 Kustaanheimo, P., 964 Kustaanheimo-Stiefel transformation, 935, 945, 1389, 1390 Kwek, L.C., 1496 Lagrange brackets, 7, 8 formalism, 2, 1288
1367
multiplier, 730 Lagrange, J.L., 87 Lagrangian, 1 Laguerre polynomials, 751, 952 Laidlaw, M.G.G., 589, 685 Lalo, F., 687, 688 e Lamb constant, 1330 shift, 1321, 1328, 1330, 1331, 1412 Lambert, J.H., 430 Lamoureux, C.G., 1493 Landau -Ginzburg expansion, 1228 approximation, 301 frequency, 177, 177, 474, 1372 level, 758 orbit, 1138 radius, 759 Landau, L.D., 87, 88, 175, 302, 367, 568, 743, 751, 758, 952, 953, 1009, 1253 Landau-Lifshitz equation, 741 Landwehr, G., 569 Land factor, 1407 e Langer, J., 689 Langer, J.S., 12521254 Langer, R.E., 366 Langevin equation, 1282, 1356 operator form, 1301 quantum, 1301 semiclassical, 1301 with inertia, 1301 function, 1019 Langevin, P., 1358 Langguth, W., 742 Langhammer, F., xv Langreth, D., 1355 Laplace -Beltrami operator, 53, 55, 56, 59, 66, 888, 899, 901, 1334 transform, 744 Laplacian, 52, 56 canonical, 55, 56 covariant, 888, 892, 899 covariant, Weyl, 955 lattice, 106 large-order perturbation theory, 1201, 1202, 1204, 1205, 1207, 1211 large-stiness expansion, 1032, 1033, 1038, 1049, 1051 Larin, S.A., 1075, 1254 Larkin, A.I., 361, 1253 Larsen, D., 569 Lastrapes, W.D., 1493 lattice completeness relation, 107 derivative, 104 Green function, 245 Laplacian, 106 models quantum eld theories, 154 statistical mechanics, 509 orthogonality relation, 107 Laughlin, R.B., 1154, 1155 law Amp`re, 867, 1398 e angular momentum conservation, 427 composition for time evolution amplitude, 90, 693 continuity, 17 current conservation, 17 Dulong-Petit, 172, 323, 606, 608, 624, 633 energy conservation, 14, 75 energy conservation law, 1162 for multiplication of knots, 1095 Gauss, 1398 Kepler, 428 momentum conservation, 297, 1078 Newtons rst, 766 probability conservation, 16, 1285, 1290, 1293, 1317, 1319, 1325 scaling for polymers, 1015, 1053, 1061, 1067, 1074 Lawande, S.V., 203 Lax, M., 743 Lazzizzera, I., 1156 Le Guillou, J.C., 1253 Lederer, K., 1156 Lee, T.D., 687 Legendre functions, 721 polynomials, 705, 720 associated, 716, 718 Leggett, A.J., 361, 1253, 1356, 1358 LeGuillou, J.C., 568 Lehr, W., 1356 Leibbrandt, G., 158 Leinaas, J.J., 589, 1154 lemma, Riemann-Lebesgue, 73 Lemmens, L.F., 569, 686, 688 length bond, 1010 eective, 1023 classical of oscillator, 139 coherence, 1228
1368
oscillator, 526 persistence, 1027, 1031, 1363 Planck, 1383 quantum of oscillator, 132 scattering, 609 thermal, 138, 595, 603 Lerch function, 600 Lerda, A., 1154 level -splitting formula, 1187 Landau, 758 shift due to tunneling, 1159 formula, 275, 510 operator, 275 level-splitting, 1183 quadratic uctuations, 1187 Levi-Civita tensor, 775 transformation, 925, 925, 927 Levine, M.J., 1253 Levinson theorem, 1175 Lewis, J.T., 1356 Li, X.L., 362 Li-ming, Chen, ix Liang, W.Y., 569 Lickorish, W.B.R., 1146 Lie algebra, 56 rotation group, 58 expansion formula, 61, 1136 lifetime metastable state, 1206 universe, 1383 Lifshitz, E.M., 87, 88, 175, 367, 568, 743, 751, 758, 952, 953, 1009, 1253 light scattering, 1021 velocity, 13 limit classical, 153 degenerate, 630 strong-coupling, x, 486 thermodynamic, 284 limiting theorem, central, 1441, 1444, 1447, 1455, 1465, 1482 Lindblad equation, 1319, 1325 Lindblad, G., 1358 Lindquist, W.B., 1253 line width, 1320 linear oscillator, see also oscillator, 111
Index
response theory, 140, 1255, 1257, 1270 space, 25 Linetsky, V., 1496 link, 1112, 1114, 1153 Hopf, 1103, 1103, 1105 polynomial Alexander, 1112, 1114 simple, xl, 1113, 1115 linked curves, 1110 linking number, 1109, 1112, 1114 frame, 1120 Liouville equation stochastic Kubo, 1306, 1307, 1320, 1333 Wigner equation, 33 Liouville equation, 33 Lipatov, L.N., 1252 Lipowski, R., 590 Lippmann-Schwinger equation, 73, 74, 338, 609, 1084, 1152 Liptser, R.S., 1495 liquid Fermi, 1231 phase, 1240 Liu, S., 565 Liu, Y., 1493 local, 98 basis functions, 19 Boltzmann factor, 326, 448, 449 classical momentum, 363 conservation law, 17 density of states, 391, 393 classical, 400 quantum-mechanical, 398 diagram, 803 dilatations, 962 expectation value, 449 eld energy, 1117 uctuation square width, 452 fugacity, 616, 676 interaction, 1279 partition function, 449 supersymmetry, 1415 transformation, 5 of coordinates, 876 trial action, 449 U(1) transformations, 876 locality, 5, 591 Loeffel, J.J., 566 log-return of nancial asset, 1421
1369
London equations, 1151 gauge, 1151 London, F., 1155 London, H., 1155 longitudinal uctuation width, 515 projection matrix, 306, 469 trial frequency, 469 loop diagram, 279 expansion, 303 integral Gauss, for links, 1108 Wilson, 1143 Lorentz frame, 878 group, 962 invariance, 878 transformations, 879 loxodromic eigenvalue of stability matrix, 396 Lozano, G., 1152 Lu, W.-F., ix Luckock, H.C., 1496 Lukashin, A.V., 1152, 1153 Luttinger, J.M., 687 Lyashin, A., 1494 Lykken, J.D., 1154 Lvy e -Khintchine formula, 1438 distributions, 1422 truncated, 1423, 1426 measure, 1438 Lvy, P., 1497 e Macchi, A., 565 MacKenzie, R., 885 MacMillan, D., 567 Madan, D., 1495, 1497 Magalinsky, V.B., 567 Magee, W.S., 1074 magnetic eld, 175, 474 correlation function, 250 polaron in, 534 time evolution amplitude of particle, 175, 177, 179 ux quantization, 1080, 1083 forces, 175 frequency, 177, 474 interaction, 175, 897 moment anomalous, 1138, 1203 electron, 1407 monopole, 740, 867, 996 Dirac theory, 873 susceptibility, 1027, 1032 trap for Bose-Einstein condensation, 614 anisotropic, 621 magnetization, 481, 482, 483 magneton, Bohr, 177, 1407 Magnus expansion, 35, 199 Magnus, W., 203, 204 Maheshwari, A., 203 Maki, K., 297 Malbouisson, J.M.C., 1152 Maldague, P., 1355 Maltoni, F., 1152 Mandelbrot, B.B., 1494, 1497 Manko, V.I., 203 Manning, R.S., 446 Mantegna, R.N., 1494 Manuel, C., 1152 many -boson orbits, 592 -fermion orbits, 636 mapping from at to space with curvature and torsion, 781 nonholonomic, 773, 781, 886 Maradudin, A., 565 Marinov, M.S., xiii, 882, 901, 908, 1416 market, ecient, 1472 Markoff, A.A., 1073 Marsden, J.E., 87 Marshall, J.T., 569 Martellini, M., 1155 Marthinsen, A., 199 Martin, A., 566, 885 Martin, P.C., 361, 1355 Martinez Pena, G.M., 567 martingale, 1451, 1454 Esscher, 1454 Gaussian, 1476 natural, 1452, 1454, 1468, 1469 riskfree distribution, 1476 Martinis, J.M., 362 Maslov -Morse index, 114, 128, 380, 388, 393, 395 Maslov, V.P., 114, 446 Masoliver, J., 1497 mass coordinate-dependent, 863 gravitational, 766 inertial, 766
1370
insertion, 302, 360 polaron, 533 term, 1229 time-dependent, 863 master equation, 1318, 1319 photon bath, 1325 Matacz, A., 1494, 1497 material waves, 11 matrix density, 33, 139 functional, 39, 207, 238, 250 Heisenberg, 39, 41, 42 Hessian, 3, 54, 65, 85, 864 normal, 646 Pauli spin, 63, 739 projection longitudinal, 306, 469 transversal, 306, 469 representation of spin, 735 scattering, 67, 186 scatteringT, 187, 188, 609 scatterinT, 338 stability, 395 symplectic unit, 7 matrix T , 74 Matsubara frequencies, 142, 143, 150, 153, 154, 215, 220, 239, 244 even, 142 odd, 220 Matthews, M.R., 686 Maupertius principle, 372, 959 Maxwell action, 1397 equations, 1398 theory, 1117 Mazur, P., 1358 McCumber, D.E., 1254 McGurn, A.R., 565 McKane, A.J., 1075, 1358, 1496 McKean, H.P., 884, 902, 1073 McLaughlin, D.W., 742 mean motion, 428 mean-eld approximation, 302, 308, 482 eective potential, 483 measure functional integral in Fourier space, 150 time-sliced, 101 of path integral in space with curvature and torsion, 786, 791, 960
Index
transformation of, 971, 983, 985 of path integration, 765, 882 of perturbatively dened path integral in space with curvature, 839 mechanics classical, 1 quantum, 1, 11 level shift due to tunneling, 1159 quantum-statistical, 76 statistical, 76 Mehler formula, 132, 201, 545 Meinhardt, H., 590 Meissner eect, 308, 1141 Meller, B., xv melting process, 1360 Mendoza, H.V., 567 Menossi, E., 1152 Menskii, M.B., 882 Menzel-Dorwarth, A., 1356 Mermin, D., 1357 Merton, R.C., 1471, 1473, 1496 Merzbacher, E., 87, 367 Messiah, A., 87 metastable phase, 1240 state, 1241 metric, 52 -ane space, 765, 776, 785, 791, 893 dynamical, 373 Euclidean space, 1361 Hessian, 3, 54, 65, 85, 864 induced, 767 Minkowski space, 668, 1361 Robertson-Walker, 1381 tensor, 52 Mewes, M.-O., 686 Meyer, H., 566 Meyer, M., 1493, 1494 Michels, J.P.J., 1107, 1153 midpoint action, 785 expansion, 782 prescription, 786 Mielke, A., 362 Mikhailov, S., 1496 Mikosch, T., 1494 Miller, W.H., 566 Millet, K.C., 1146, 1153 Mills, L.R., 569 Milne, F., 1497 Milton, K.A., 1009 minimal coupling, 897
1371
gauge eld, 875 substitution, 176, 897, 1134 subtraction, 159 Minkowski space, 771, 962 critical bubble, 1248 metric, 668, 1361 Mintchev, M., 1155 Misheloff, M.N., 204, 447 Mitter, H., 566 Miura, T., 882 Miyake, S.J., 568 Mizrahi, M.M., 882 mnemonic rule, 1173 beyond It, 1450 o for free-particle partition function, 139, 183 It, 1421 o Mo, S., 1416 Moats, R.K., 567 mode negative-eigenvalue for decay, 1196, 1197 zero, 213 model Black-Scholes, 1472 Drude for dissipation, 1285 for tunneling processes, 1157 Friedmann, 1384 Ginzburg-Landau, 1228 Heisenberg, of ferromagnetism, 1026 lattice quantum eld theories, 154 statistical mechanic, 509 nonlinear , 730, 739, 797, 1029 random chain for polymer, 1010 Thomas-Fermi, 410 modied Bessel function, 50 Hamiltonian, 913 Pschl-Teller potential, 987 o time evolution operator, 913 Moebius strip, 1112 molecules DNA, 1111, 1111, 1112, 1114, 1152 circular, 1112 moment magnetic electron, 1407 moments in polymer end-to-end distribution, 1012 topological, 1121 momentum angular, 57 conservation law, 297, 1078 Fermi, 410, 630 local classical, 363 operator, 92 space path integral of Coulomb system, 955 wave functions in, 28 transfer, 70 monopole, magnetic, 740, 867, 874, 996 Dirac theory, 873 gauge invariance, 874 gauge invariance, 874 gauge eld, 874 gauge invariance, 997 spherical harmonics, 735, 1000 Montroll, E.W., 567 Moore, G., 688, 1417 Morandi, G., 589, 685, 1152 Morse -Maslov index, 114, 128, 380, 388 index, 128 potential, 975, 977 Morse, P.M., 132, 201, 1009 Moser, J.K., 87 motion Brownian, 1335 equation of, 42 mean, 428 Mott scattering, 439 Mount, K.E., 446 move, Reidemeister in knot theory, 1096, 1097, 1144 Muhlschlegel, B., 689 Mullensiefen, A., 568 Mueller, E.J., 688 Mukhi, S., 885 Mukhin, S., ix multiplication law for knots, 1095 multiplicity, 279 multiply connected spaces, 1076, 1080 multivalued basis tetrads, 772 triads, 770, 772 Murakama, H., 1074 Mustapic, I., xv, 742, 1008, 1254 Myrheim, J., 589 Nrsett, S.P., 199 Nagai, K., 1073 Nahm, W., 1155 Nakazato, H., 1356 Nambu-Goldstone boson, 307, 320, 321
1372
theorem, 307, 320, 321 Namgung, W., 567 Namiki, M., 1356 natural martingale, 1452, 1454, 1468, 1469 units, 460 atomic, 946 Nedelko, S.N., 569 negative-eigenvalue solution, 1196, 1197, 1206, 1207, 1244 Nelson, B.L., 203, 908 Nelson, E., 202, 204 Netz, R.R., 590 Neu, J., 1075, 1254 Neumann boundary conditions, 152, 226, 1040 Neumann, M., 565 Neumann-Liouville expansion, 35, 199 neutron scattering, 1021 stars, 474, 766 Neveu, A., 446 Newtons rst law, 766 Newton, I., 87 Nikkei-225 index, 1434 nilpotency of Grassmann variables, 653, 660 node, in wave function, 1159 noise, 1299, 1332 quantum, 1335 white, 1310, 1335, 1339, 1342, 1420 non-Gaussian uctuation Debye-Waller factor, 1439 nonequilibrium Green function bosons, 1259 fermions, 1259 generating functional, 1279 inequalities, 1264, 1347 perturbation theory, 1279 spectral representation, 1258 Heisenberg picture, 1256, 1265 quantum statistics, 1255, 1270, 1276, 1279 Schrdinger picture, 1256 o nonholonomic coordinate transformation, 770 gauge transformation, 770, 873 mapping, 773, 781, 886 objects, 879 variation, 776 auxiliary, 777 nonintegrable mapping, 773, 781, 886 nonlinear -model, 730, 739, 797, 1029 nonlocal action, 259 diagram, 804 Norisuye, T., 1074 normal -mode expansion, 1165 coordinates, 782 matrix, 646 part of Bose gas, 619 product, 1351, 1354 Northcliffe, A., 447 n-point function, 246, 247, 288, 290 connected, 288, 299 vertex function, 299 number Bernoulli, 167, 632 Euler-Mascheroni, 155, 532, 1191 frame linking, 1120 linking, 1112, 1114 Tait, 1102 twist, 1144 winding, 594, 1077 writhing, 1116, 1116, 1156 Nyquist, H., 1355
Index
objects of anholonomy, 879 observables commuting, 4 operators, 31 Ocneanu, A., 1153 OConnell, R.F., 567 OConnell, R.F., 362, 1356 OGorman, E.V., 566 Ohmic dissipation, 261, 1286 Okano, K., 1356 Okopinska, A., 567 Olaussen, K., 447 old-fashioned perturbation expansion, 272 Olschowski, P., 362, 1253 Omote, M., 882 one-dimensional oscillator, 751, 752 radial wave functions, 751, 752 one-particle irreducible (1PI) correlation functions, 296 diagrams, 296, 300, 314, 315 vacuum, 318, 492, 863 vertex functions, 296 one-particle reducible diagrams, 314, 489 one-point function, 288, 297 operation, skein, 1104 operator annihilation, 643, 947, 948, 960
1373
creation, 643, 947, 948, 960 density, 33, 1270 dilation, 947, 949 eld, 640 Heisenberg, 41 Hermitian, 16 Laplace-Beltrami, 53, 55, 56, 59, 66, 888, 899, 901, 1334 level shift, 275 momentum, 92 observable, 31 ordering problem, xiii, 17, 55, 786, 1290, 1355 solved, 786, 796 position, 92 pseudotime evolution, 915, 916 resolvent, 46 tilt, 947 tilting, 567 time evolution, 34, 35, 3740, 43, 72, 77, 89, 90, 94, 246 interaction picture, 42 retarded, 38 time-ordering, 35, 37, 225 zeta function, 83 optimization in variational perturbation theory, 454, 475, 477, 481, 483, 484, 492, 507, 535 option American, 1472 call, 1470, 1473 European, 1472 of nancial asset, 1418 price, 1470 Black-Scholes formula, 1478 strike, 1476 put, 1471, 1473 orbits classical, 1 identical particles, 592 Landau, 1138 many-boson, 592 many-fermion, 636 sti, 1363 tangent vector, 1363 order eld, 1228, 1240 of operators, causal, 35 parameter, 1228, 1236 superconductor, 1236 problem for operators, xiii, 17, 55, 786, 1290, 1355 solved, 786, 796 Orszag, S.A., 566, 1493 orthogonality of time and space, 1379 relation, 19 basis Dads, 52, 768 lattice, 107 orthonormality relation, 19 oscillator anharmonic, 456 D=1 spectral representation, 132 xed-energy amplitude radial, 747 spectral representation, 748 uctuation factor, 112115, 117119 free particle amplitude from 0 limit, 753 from Coulomb system, xii, 927, 928, 938, 939, 944, 945, 948, 949, 951, 960, 1390 functional determinant, 116 in heat bath of photons, 267 in Ohmic heat bath, 264 length scale, 526 classical, 139 quantum, 132 path integral, 111, 142 radial, 975, 978 principal quantum number, 749 wave function, 749, 750 wave functions for D = 1, 751, 752 radial amplitude, 977, 984 time evolution amplitude, 111 time-dependent frequency functional determinant, 119 path integral, 126, 146 wave function, 131 wavelength classical, 139 quantum, 132 Osorio, R., 1495 Oteo, J.A., 199, 203 Otto, M., 1496 Otto, P., 567 Ouvry, S., 1152 Ovchinnikov, Y.N., 361, 1253 overcompleteness relation, 650 overdamped Fokker-Planck equation with inertia, 1309 Langevin equation with inertia, 1302
1374
overdamping, 1296 overheated phase, 1240 overpass in knot graph, 1099 Pacheco, A.F., 567 packet, wave, 14 Pad approximation, 1068 e Pagan, A., 1496 pair Cooper, 1229 eld, 1231 terms in second quantization, 673 in superconductivity, 674 Wick contraction, 247 Pak, N.K., 1008, 1152 Paldus, J., 567 Panigrahi, P.K., 1154 Papadopoulos, G., 885 Papanicolaou, G., 1493 Papanicolaou, N., 742 parabolic coordinates, Coulomb wave functions, 949 cylinder function, 1043 eigenvalue of stability matrix, 396 parameter impact, 71 order, 1228, 1236 Paretian tail, 1422 Pareto distribution in nancial markets, 1421 Pareto, V., 1493 Parisi, G., 1075, 1253, 1358 Parker, C.S., 566 partial integration, 104, 111 lattice, 111 summation, 104, 111 particle density, 136 distribution, 136, 137, 154, 178 classical, 137 Coulomb system, xxi, 473 free radial propagator, 754 in a box, 579, 581, 582 in half-space, 575, 576, 578 in heat bath, 258 in heat bath of photons, 262 in magnetic eld action, 176, 177 xed-energy amplitude, 757 radial wave function, 758, 761
Index
spectral representation of amplitude, 756, 758 time evolution amplitude, 175, 177, 179 wave function, 755, 758 indistinguishability, 591 number, average, 78 on a circle, 571, 574, 581 on sphere, eective potential, 793 on surface of sphere, 57 orbits ensemble of bosons, 592 ensemble of fermions, 592 identical, 592 relativistic, 1359 and sti polymer, 1361 path integral, 1361, 1364 particle, spinning amplitude, 735 particles, many at a point, 653 partition function, 659 Bose particles, 646 classical, 76 density, 135, 452, 538 fermions, 659 grand-canonical quantum-statistical, 77 local, 449 quantum-mechanical, 77 relativistic, 1402 quantum-statistical, 77 path classical, 2 closed, in action principle, 776 collapse, xiv, 694, 699, 719, 724, 742, 910, 911, 923, 1234 energy-entropy argument, 911 xed average time evolution amplitude, 233 in phase space, 97, 136 order in forwardbackward path integral, 1276 path integral, 89, 93100 coordinate invariance in time-sliced formulation, 792 perturbative denition, 801 Coulomb system, xii, 923 relativistic, x, 1388 equivalent representations, 893 Feynmans time-sliced denition, 89 divergence, 910 for probability, 1282 forwardbackward, 1316
1375
path order, 1276 free particle, 101, 103, 109 momentum space, 110 freely falling particle, 173 in dionium atom, 996 measure, 765, 882 in space with curvature and torsion, 786, 791, 960 oscillator, 111 time-dependent frequency, 126, 146 particle in magnetic eld, 175, 177, 179 perturbative denition, 283 calculations in, 796 measure of path integration, 839 quantum-statistical, 134 oscillator, 142 radial, 693 relativistic particle, 1361 and sti polymer, 1361 reparametrization invariance, 1364 solvable, 101, 111, 966 spinning particle, 735 spinning top, 734, 735 stable for singular potentials, 913 time-sliced Feynman, 91 in space with curvature and torsion, 790 velocity, 185, 188 path-dependent time transformation (DK), 974, 976, 977, 984, 985, 987, 990, 992, 993, 1004 reparametrization invariance of, 917 pattern, diraction, 29 Patton, B., 1355 Pauli algebra, 666 exclusion principle, 591 spin matrices, 63, 710, 739 Pauli, W., 380 Peak, D., 741 Pearson, K., 1073 Pechukas, P., 447 Peeters, B., 884 Peeters, F.M., ix, 569 Pelster, A., ix, 251, 361, 362, 538, 568, 569, 590, 688, 883, 1009, 1356, 1358 Pelzer, F., 1356 Pepper, M., 1155 Percival, I.C., 447 periodic boundary conditions, 125, 165, 215, 218, 238, 243, 246, 252 functional determinant, 343 current, 243 Green function, 216, 217, 219, 244 Euclidean, 236 permutation group, 591 persistence length, 1027, 1031, 1363 perturbation coecients precocious growth, 503 retarded growth, 503 expansion Bender-Wu, 347 covariant, 857 large-order, 1201 path integral with -function potential, 762 theory, 268, 1270 Brillouin-Wigner, 275 cumulant expansion, 270, 274, 290, 484 large-order, 1202, 1204, 1205, 1207, 1211 nonequilibrium Green functions, 1279 Rayleigh-Schrdinger, x, 272, 272, o 276 scattering amplitude, 334 variational, x, 448, 487, 487 via Feynman diagrams, 272 perturbative denition of path integral, 283, 796 coordinate invariance, 801 measure of path integration, 839 phase gas, 1240 liquid, 1240 metastable, 1240 overheated, 1240 shifts, 1168, 1170, 1174, 1177 slips in thin superconductor, 1235 space, 3, 98 paths in, 97, 136 transition, 1239 Kosterlitz-Thouless, 603 phenomena collective, 680 entanglement, 1076, 1080, 1094, 1121 phenomena, critical, 1254 Phillips, W.D., 1253 photoeect, 13 photon bath master equation, 264, 1325 physics of defects, 773, 775 Pi, S.-Y., 883, 1152
1376
picture Heisenberg, 39, 40, 41, 1256 for probability evolution, 1342 in nonequilibrium theory, 1256, 1265 interaction (Dirac), 42, 72 generating functional, 1279 time evolution operator, 1272 Schrdinger, 40, 41 o in nonequilibrium theory, 1256 Pinto, M.B., ix, 688 Pippard, A.B., 1155 Pitaevski, L.P., 87 Pitman, J., 742 Planck constant, 13 length, 1383 plane wave, 13 Plastino, A., 885 Plerou, V., 1494 Pliska, S.R., 1496, 1497 Plo, M., 567 Podolsky, B., 88 Poschl, G., 742, 1008 Pschl-Teller potential, 722 o general, 726 Poincar e group, 962 Poincar, H., 743 e point conjugate, 128 transformation, 5 turning, 128 Poisson brackets, 4, 8, 9, 40, 56, 662 equation, 412, 413, 1398 summation formula, 29, 155, 260, 573, 575, 580, 582 polar coordinates, 690, 698, 938 decomposition of Coulomb amplitude, 949 polaron, 523, 527 in magnetic eld, 534 mass, 533 polaronic exciton, 534 poles from bound states, 1009 Pollock, E.L., 688 Polyakov, A.M., xiv, 1153, 1416 Polyakov, D., 1417 Polychronakos, A., 1155 polylogarithmic functions, 599 polymer Chern-Simons theory, 1117, 1121
Index
critical exponent, 1015, 1053, 1061, 1067, 1068, 1074 end-to-end distribution, 1010, 1011 cumulants, 1014 Daniels, 1033 exact, 1015 Gaussian approximation, 1020 moments, 1012 rod-limit, 1023 saddle point approximation, 1019 short-distance expansion, 1017 entangled, 1076, 1080, 1094 excluded-volume eects, 1053, 1055, 1061, 1062 eld theory, 1062 exibility, 1044 Flory theory, 1061 Gaussian random paths structure factor, 1022 linked, 1110 moments arbitrary stiness, 1038 Gaussian limit, 1023 rod-limit, 1023 physics, 1010 rod limit, 1023 structure factor, 1024 scaling law, 1015, 1053, 1061, 1067, 1074 self-entangled ring, 1152 semiclassical approximation, 1056 sti, 1023 polynomial Alexander, 1096, 10991101, 1153 generalized to links, 1112, 1114 Bernoulli, 241 BLM/Ho, 1146, 1149 Gegenbauer, 708, 721, 1030 addition theorem, 709 Hermite, 132, 201, 752 HOMFLY, 1096, 1100, 1106, 1107, 1114, 1115, 1144, 1150, 1153 Jacobi, 63, 708, 721 Jones, 1107 knot, x, 1096 Alexander, 1101 Alexander-Conway, 1105 BLM/Ho, 1102 Conway, 1102 HOMFLY, 1102 Jones, 1102, 1104 Kauman, 1102, 1102, 1103 Kauman bracket, 1102, 1105 and Wilson loop integral, 1146
1377
X, 1102, 1102 Laguerre, 751, 952 Legendre, 705, 720 associated, 716, 718 Popov, V.N., 188, 885, 1156, 1253 Porod, G., 1074 position operator, 92 postpoint action, 784, 794 expansion, 782 prescription, 786 postulate, Feynman, 801, 824, 827 potential chemical, 77, 597, 1063, 1348 double-well, 462, 463, 513, 1157, 1158, 1161, 1162, 1183 convex eective potential, 483 particle density, 468 eective, 303, 481, 482, 892, 907 derivation, 970 in space with curvature and torsion, 791 on sphere, 793 eective classical, 324, 329, 453 Coulomb, 472, 567 external, 794 general Rosen-Morse, 988, 990, 991, 994 Hulthn, 991 e extended, 994 innite wall, 575, 576, 578, 579, 581 interatomic in 3 He, 1231 Rosen-Morse, 986, 988, 1176, 1188, 1206 singular, 910 statisto-electric, 1133 vector, 794 in Fokker-Planck equation, 1296 statisto-electromagnetic, 1133 statisto-magnetic, 1118 time-sliced action, 794 Potters, M., 1493, 1495, 1497 Praetz, P., 1495 Prause, K., 1495 precession, Thomas, 1138 precocious growth of perturbation expansion, 503 premium, 1471 prepoint action, 785 expansion, 782 prescription, 786 prescription i, 47, 114 midpoint, 786 postpoint, 786 prepoint, 786 Presilla, C., 885 Press, W.H., 1357 pressure, 81 price of option, 1470 strike, 1476 prime knot, 1095, 1100, 1101 principal quantum number radial oscillator, 749 principal-value integral, 47, 1263, 1374 principle correspondence, 15, 17, 31, 55, 56, 62, 66, 67 equivalence Einstein, 766, 767 new, 776 Maupertius, 372, 959 Pauli exclusion, 591 probability amplitude, 1342 conservation law, 16, 1285, 1290, 1293, 1317, 1319, 1325 end-to-end distribution in polymers, 1010, 1011 exact, 1015 Gaussian approximation, 1020 moments, 1012 saddle point approximation, 1019 short-distance expansion, 1017 evolution bra-ket formalism, 1343 Heisenberg picture, 1342 path integral for, 1282 problem entanglement, x, 1076, 1080 operator-ordering, xiii, 17, 55, 786, 1290, 1355 solved, 786, 796 topological, 1076, 1080 unitarity, 898 process Feller, 1493 melting, 1360 non-Gaussian, 1439 Wiener, 1302 product normal of operators, 1354 scalar, 19 in space with torsion, 898 time-ordered of operators, 246, 1354 Prokofev, N.V., 688 propagator, see also Green, 43
1378
proper time Schwinger formula, 159 vertex functions, 297 proper time, 11, 1366, 1404 Protter, P., 1497 pseudo-Hamiltonian, 920 pseudoenergy spectrum, 946 pseudotime, 430 action, 916919 Coulomb system, 924 amplitude, 916 Coulomb system, 924 evolution amplitude, 921, 976, 979 operator, 915, 918 Hamiltonian, 967 Schrdinger equation, 920 o put option, 1471, 1473 quadratic completion, 207, 238, 252 uctuations level-splitting, 1187 tunneling, xxiv, 11641166, 1174, 1187, 1194, 1205, 1237 quantization Bohr-Sommerfeld, 367, 368, 390, 441, 442 canonical, 39, 5557, 66 eld, 676 rst, 676 geometric, 88 group, 56, 59 of charge, 997, 1082 of magnetic ux, 1080, 1082 in superconductor, 1083 particle number bosons, 640 fermions, 653 second, 641, 642, 676 semiclassical, 367, 390 stochastic, 1299, 1303 quantum -statistical action, 136 partition function, 77 path integral, 134, 142 with source, 233 Boltzmann factor, 1200, 1247 crystals, 565 electrodynamics (QED), 1203, 1360, 1412 equivalence principle, 790, 902
Index
eld theory, 591 lattice models, 154 relativistic, 591, 1359 uctuation, xii, 100, 102, 324, 363, 369, 452, 481 Hall eect, 71, 640, 1139, 1155 fractional, x, 1137, 1139, 1154 Langevin equation, 1301, 1320 mechanics, 1, 11 level shift due to tunneling, 1159 partition function, 77 with source, 205 noise, 1335 number principal, 749 radial, 748 in relativistic atom, 1391 statistics, 76 nonequilibrium, 1255, 1270, 1276, 1279 stiness, 1363 quantum eld theory, 675, 678 Quesne, C., 204 radial amplitude, 692, 697, 698, 706, 712, 713 oscillator, 977, 984 coordinates, 785 Coulomb, 977, 978 oscillator, 975, 978 principal quantum number, 749 path integral, 693 propagator free particle, 754 quantum number, 748 relativistic atom, 1391 wave functions free particle, 747 oscillator, 749, 750 particle in magnetic eld, 761 radius Bohr, 412, 456, 475, 628, 946, 1330, 1392 critical bubble, 1240, 12431245 of convergence strong-coupling expansion, 1228 vanishing in perturbation series, 1202 Rafeli, F., 1152 Raible, S., 1495 Rajaraman, R., 446, 1252 Raman, C., 686 Ramos, R.O., 688 Randjbar-Daemi, S., 1154 random chain, 1010
1379
range, eective, 609 rapidity, 1401 Rashba, E., 569 rate decay, 1193, 1238 DM/US$ exchange, 1428 riskfree interest, 1472 ratio gyromagnetic, 741, 1407 of uctuation determinants, 117 Raunda, F., 567 Ray, R., 1154 Rayleigh, L., 1073 Rayleigh-Schrdinger perturbation theory, x, o 272, 272, 276 scattering amplitude, 336 real-time Green function for T = 0, 1255, 1258 Rebonato, R., 1493 reciprocal basis tetrads, 771 basis triads, 768 recursion relations Bender-Wu, 347 Reed, J.F., 567 reection, Bragg, 12 Regge, T., 1008 regular isotopy of knots, 1097, 1146, 1150 regularization, analytic, 158 regulating Bessel function, 969, 975, 977, 984, 985, 989 function in path integral, 915, 917, 943, 969, 976 Reibold, R., 362 Reidemeister moves in knot theory, 1096, 1097, 1144 Reinhart, P.-G., 885 relation Calagareau-White, 1116, 1117, 1153 canonical anticommutation, 663 commutation, 40 completeness, 19, 2123, 27, 28, 31, 46, 47, 571, 756 basis Dads, 52, 768 Dirac, 21 Euler, 81 orthogonality, 19 basis Dads, 52, 768 orthonormality, 19 overcompleteness, 650 skein, 1104, 1144, 1146, 1149, 1150, 1153 uncertainty, 32 unitarity, 68 relativistic elds, 1271 particle, 1359 and sti polymer, 1361 path integral, 1361 path integral Coulomb system, x, 1388 reparametrization invariance, 1364 quantum eld theories, 591 Rennie, A.J.O., 1493 renormalization group, 1230 renormalized potential, 261 reparametrization invariance of conguration space, 796, 801, 803, 823, 826, 833, 843, 846 of relativistic path integral, 1364 under path-dependent time transformations, 917 replica trick, 1066 Reppy, J.D., 688 representation adjoint, 738 matrices, 735 spectral, 46, 131, 751 nonequilibrium Green functions, 1258 spin matrices, 735 repulsive core in 3 He potential, 1231 resistance, Hall, 1139, 1151 Resnick, S., 1494 resolution of identity, 650, 651 resolvent, 913, 915, 917, 966 operator, 46 retarded, 38 Green function, 210, 212, 222, 263, 1257, 1346 growth of perturbation expansion, 503 time evolution amplitude, 44 operator, 38, 43 return of nancial asset, 1420 log, 1421 Reyes Sanchez, R., 567 Rezende, J., 343 ribbon, 1111, 1112, 1114, 1152 circular, 1112 invariant, 1146, 1149, 1150 Riccati dierential equation, 165, 364 Ricci tensor, 86 Riemann-Cartan, 773
1380
Rice, T.M., 689 Richter, K., 447 Riemann -Cartan connection, 770 curvature tensor, 771, 926 space, 765 -Lebesgue lemma, 73 connection, 86, 768 spinning top, 86 coordinates, 782 curvature tensor, 772 space, 715, 840 zeta function, 83, 162, 167 Ringwood, G.A., xiii Riseborough, P., 362, 1253 risk-neutral, 1479 martingale distribution, 1476 Risken, H., 1356 riskfree interest rate, 1472 martingale distribution, 1476 portfolio, 1483 Ritschel, U., 567 Roberts, M.J., 447 Robertson-Walker metric, 1381 Robinson expansion, 169, 600 Robinson, J.E., 169 rod limit of polymer, 1023 structure factor, 1024 Rossler, J., 569 Roepstorff, G., 203 Rohrlich, R., 1358 Roma, A., 1493 Roncadelli, M., 204, 1358 Rosen, N., 1009 Rosen-Morse potential, 986, 987, 988, 1176, 1188, 1206 general, 988, 990, 991, 994 Rosenfelder, R., ix, 189, 204, 336, 569 Roskies, R., 1253 Ross, S.A., 1493 Rost, J.M., 447 rotation, 57 symmetry, 690, 726 R-term in curved-space Schrdinger equation o absence, 793, 889, 898, 901, 930, 960 Cheng, 907 DeWitt, 901 Rubin, R.J., 1074 Ruder, H., 568 Ruijsenaars, S., 1152 rule
Index
Feynman, 801, 824, 827 It, 1421, 1450 o Jordan, 15 semiclassical quantization, 390 smearing, 453 Veltman, 160, 224, 806, 808, 810, 812, 823 Wick, 205, 245, 247, 247, 1213, 1311, 1354 Runge, K.J., 688 Rutherford formula, 433 scattering, 432, 433 Rydberg energy, 72 frequency, 947 Rydberg, T.H., 1497 Ryzhik, I.M., 50, 108, 113, 115, 132, 145, 155, 162, 166168, 175, 202, 241, 242, 265, 367, 400, 403, 632, 637, 659, 708, 721, 725, 746, 747, 749, 751, 754, 819, 821, 1012, 1024, 1031, 1036, 1043, 1204, 1251, 1462, 1494 Rzewuski, J., 361, 686 S&P 500 index, 1419, 1425, 1460 Sackett, C.A., 686 saddle point approximation, 369, 1199, 1234 for integrals, 368 expansion, 369, 382 Saito, N., 1074, 1356 Saitoh, M., 569 Sakita, B., 1154 Salam, A., 1154 Salje, E.K.H., 569 Salomonson, P., 884 Sammelman, G.S., 908 Samorodnitsky, G., 1497 Samuel, J., 1074 Samuelson, P., 1471 Santa-Clara, P., 1497 Sarkar, S., 336 Sato, K., 1497 Sauer, T., xv, 204, 1253, 1254 scalar curvature, 66, 87 Riemann-Cartan, 773 sphere, 792 product, 19 in space with torsion, 898 scale invariance, 1067 Scalettar, R., ix
1381
scaling law for polymers, 1015, 1053, 1061, 1067, 1074 scattering amplitude, 186 eikonal approximation, 71 rst correction to eikonal, 335 perturbation expansion, 334 Bragg, 1439 Coulomb, 71 length, 609 light, 1021 matrix, 186 Mott, 439 neutron, 1021 Rutherford, 433 Schakel, A., 686688, 1154 Schalm, K., 884 Scheifele, G., 964 Scherer, P., 447 Schiff, L.I., 87, 366 Schmid, A., 1355, 1357 Schmidt, H.-J., 1356, 1358 Schmidt, M.G., 447, 1416 Schmidt, S., ix, 688 Schmitz, R., 1358 Schneider, C.K.E., 964, 1009 Schobel, R., 1493 Scholes, M., 1471, 1496 Schouten, J.A., 11, 770 Schoutens, W., 1494 Schramm, P., 1356 Schreiber, A.W., 569 Schrieffer, J.R., 1155 Schrodinger, E., 964 Schrdinger o equation, 15, 16, 18, 25, 34, 35, 3840, 43, 44, 51, 53, 889, 901, 920, 944, 1255 Duru-Kleinert transformation, 974 in space with curvature and torsion, 886 integral kernel, 887 pseudotime, 920 time-independent, 16, 921 time-slicing corrections, 974 picture, 40, 41 in nonequilibrium theory, 1256 wave function, 16 Schroer, B., 591 Schubert, C., ix, 447, 885, 1416 Schulke, L., 1356 Schutz, M., 1074 Schuler, E.R., 1253 Schulman, L.S., 203, 589, 685, 742, 1152 Schulte-Frohlinde, V., 160, 283, 568, 687, 742, 884, 1075, 1253, 1254 Schultz, T.D., 569 Schwartz, L., 87 Schwarz integrability condition, 7, 176, 638, 769, 770, 772, 840, 871, 1134, 1135 Schwarz, H.A., 7, 87 Schweber, S.S., 361, 1152, 1416 Schweizer, M., ix, 1496 Schwinger -Keldysh formalism, 1270 proper-time formula, 159 Schwinger, J., 447, 1009, 1155, 1357, 1407, 1417 Scully, M.O., 567 second quantization, 592, 641, 642, 676 bosons, 640 external source, 671, 672 fermions, 653 pair terms, 673 Seeley, R.T., 884, 902 Seeley-DeWitt expansion, 843 Seifert surfaces, 1144 self -energy, 300 of electromagnetic eld, 1398 -entangled polymer ring, 1152 -nancing strategy, 1474 -interaction in eld theory, 1066, 1069 in polymers, 1120 -intersections of polymers, 1076 Selyugin, O.V., 568 Semenoff, G.W., 1155 semiclassical approximation, 363, 1159, 1160 polymers, 1056 density of states, 400 dierential cross section, 438 Mott scattering, 440 expansion, 368, 383 around eikonal, 365 Langevin equation, 1301 quantization rule, 367, 390 time evolution amplitude, 380 Semig, L., xv Sena, P., 688 Seneta, E., 1497 Senjanovic, P., 1416 Serene, J.W., 1357 series asymptotic, 269, 370, 497, 632, 694
1382
Dyson, 35, 199 perturbation, 268 large-order, 1201 path integral with -function potential, 762 strong-coupling, 533, 12261228 Taylor, 2 weak-coupling, 533 Servuss, R.M., 590 Seurin, Y., 688 Seznec, R., 566 Shabanov, S., 1358 Shah, S., 1156 Shapere, A., 686, 743, 1154, 1156 Shaverdyan, B.S., 566 Shaw, S., 1152 Shephard, N., 1494 Sherrington, D., 689 Shevchenko, O.Y., 567 shift Lamb, 1321, 1328, 1330, 1331, 1412 operator for energy, 275 phase, 1168, 1170, 1174, 1177 Shilov, G.E., 87 Shirkov, D.V., 884 Shiryaev, A.N., 1495, 1497 Shiu, E.S.W., 1496 Siegel, C.L., 87 Siegel, W., 1416 -model, nonlinear, 730, 739, 797, 1029 Silver, R.N., 1357 Silverstone, H.J., 567 Simon, B., 566, 568, 1154 simple knots, 1095, 1100, 1101 inequivalent, 1097 links, xl, 1113, 1115 Singer, I.M., 884, 902 Singh, L.P., 686 Singh, V.A., 741, 742, 1152 singular potentials, 910 stable path integral, 913 Sinha, S., 1074 Sircar, K.R., 1493 Sissakian, A.N., 567 Sivia, D.S., 1357 skein operations, 1104 relation, 1104, 1144, 1146, 1149, 1150, 1153 Skenderis, K., 884 skewness of nancial data, 1431 Skyrme, T.H.R., 742
Index
sliding decay, 566, 1212 slip of phase in thin superconductor, 1235 small bipolaron, 534 small-stiness expansion, 1032, 1033 smearing formula, 453 Smilansky, U., 885 smile in nancial data, 1479, 1487 Smondyrev, M.A., 568 smooth chaos, 397 Sokmen, I., 1008 Soldati, R., 1152 Solovtsov, I.L., 567 solution bounce, 1194 classical, 1167 almost, 1183 tunneling, 1160 critical bubble, 1194 negative-eigenvalue for decay, 1196, 1197 solvable path integral, 101, 111, 966 Sommerfeld, A., 87, 1008 Somorjai, R.L., 567 Soper, D.E., 1254 Sornette, D., 1497 source, 205, 206, 208, 228233, 238, 243, 245 in imaginary-time evolution amplitude, 234 in quantum mechanics, 205 in quantum-statistical path integral, 233 in time evolution amplitude, 228 Souriau, J.M., 203 Sourlas, N., 1358 space -time curved, 10 Minkowski, 771 conguration, 98 extended time, 801 at, 767 Hilbert, 18 linear, 25 metric-ane, 765, 785, 893 Minkowski, 962 multiply connected, 1076, 1080 phase, 3, 98 reparametrization invariance, 796, 801, 803, 823, 826, 833, 843, 846 Riemann, 715, 840 Riemann-Cartan, 765 super, 1314, 1413 space with curvature and torsion, 765 mapping to, 781 path integral, 781
1383
measure, 786, 791, 960 time-sliced, 790 scalar product, 898 Schrdinger equation, 886 o spectral analysis, 131 density, 261 of bath, 259 function sum rule, 1265 representation, 46, 131, 751 amplitude of particle in magnetic eld, 756, 758 dissipative part, 1264 xed-energy amplitude free particle, 744 oscillator, 748 nonequilibrium Green functions, 1258 of Green function, 213, 225 spectrum continuous, 47 Coulomb, 927, 953 bound-state, 927 continuum, 953 pseudoenergy, 946 sphere amplitude near surface, 715, 716, 722, 726, 728, 731, 732 on surface, 727, 728, 730, 733, 990 curvature scalar, 792 Fermi, 410, 599, 1231 particle on surface, 57 surface in D dimensions, 79, 708 spherical -hyper harmonics, 709, 745 addition theorem, 711 components of vector, 1243 harmonic in one dimension, 579 in three dimensions, 705 harmonics, 59, 706, 710, 711, 716, 980 addition theorem, 705 degeneracy in D dimensions, 709 monopole, 735, 1000 spin and torsion, 766 connection, 879 current density, 899 matrix representation, 735 Pauli matrices, 63, 739 precession, Heisenberg, 741 spinning particle amplitude, 735 path integral, 735 spinning top, 57, 59, 6466, 77, 85, 710, 726, 731, 734 amplitude, 734, 735 curvature scalar, 87 path-integral, 734 Ricci tensor, 86 Riemann connection, 86 spontaneous emission, 1326, 1327, 1354 square knot, 1096, 1107 root trick, 489 anomalous, 508 width of local uctuations, 452 Squires, E.J., 1008 Srikant, M., 1496 Srivastava, S., 565 stability matrix, 395 eigenvalue direct hyperbolic, 396 direct parabolic, 396 elliptic, 396 inverse hyperbolic, 396 inverse parabolic, 396 loxodromic, 396 stable path integral for singular potentials, 913 Stamatescu, I.O., 1358 Stancu, I., 567 standard cosmic time, 1379, 1384 form of Hamiltonian, 90 tetrads, 878 Stanley, H.E., 1074, 1494 stars, neutron, 766 states coherent, 344, 650 density, 82, 602 classical, 400 local, 400 local classical, 391, 393 local quantum-mechanical, 398 metastable, 1241 Schrdinger, 16 o stationary, 16, 33 statistical mechanics, 76 lattice models, 509 statistics, 591 classical, 76, 1241 fractional, 639, 1089, 1090, 1093 interaction, 592, 634, 636, 638 for anyons, 639 for bosons, 634
1384
for fermions, 636 gauge potential, 638 quantum, 76 statisto -electric eld, 1133 potential, 1133 -electromagnetic vector potential, 1133 -magnetic eld, 1133, 1135, 1137, 1140 forces, 1133 vector potential, 1118 Steele, J.M., 1495 Steen, F.H., 742 Stegun, I., 50, 70, 170, 174, 240, 242, 402, 496, 708, 750, 753, 818, 1167, 1424, 1447 Stein, E.M., 1493 Stein, J.C., 1493 Steinberger, J., 567 Steiner, F., 686, 742, 882, 1008 Stelle, K.S., 885 Stepanow, S., 1074 stereoisomer knots, 1096, 1101 Stevenson, P.M., 566, 567 Stewart, I., 1154 Stiefel, E., 964 sti chain, 1015 orbit, 1363 polymer, 1023 Stirling formula, 496, 589, 1202, 1447 stochastic calculus, 185, 1306, 1310 dierential equation, 1299, 1301, 1332 Liouville equation Kubo, 1306, 1307, 1320, 1333 quantization, 1299, 1303 Schrdinger equation, 1316 o Stock, V.S., 688 Stockmayer, W.H., 1074 Stokes theorem, 774, 775, 869, 871 Stone, M., 742, 1154 Stoof, H.T.C., 687 Stora, R., 1252 Storchak, S.N., 1009 Storer, R.G., 473 Stormer, H.L., 1155 straightest lines, 769 Strassler, M., 1416 strategy of portfolio manager, 1473 Stratonovich
Index
calculus, 1306 integral, 1338 Stratonovich, R., 689 Streclas, A., 203 Streit, L., 728, 1009 strike price of option, 1476 string Dirac, 640, 873, 1082, 1086 super, 1360 theory, 1360, 1413 strip, Moebius, 1112 strong-coupling behavior, 503 expansion, xxi, xxix, 504506, 509, 533, 566, 12261228 coecients, 503 limit, x, 462, 463, 486 structure factor of polymer, 1021, 1024 Gaussian limit, 1022 rod limit, 1024 Student distribution in nancial markets, 1429 Sturm-Liouville dierential equation, 122 Su, Z.-B., 1357 substitution, minimal, 176, 897, 1134 subtraction correlation function, 218, 221, 240, 260, 323, 329, 330, 332, 852 subtraction, minimal, 159 Sudarshan, E.C.G., 589, 685 Sudb, A., 1416 summation by parts, 104, 111 convention, Einstein, 2, 4, 286, 305 formula, Poisson, 29, 155, 260, 573, 575, 580, 582 super atom, 608 eld, 1314 geometry, 1413 selection rule, 591 space, 1314, 1413 string, 1360, 1413 symmetry, 649, 1413 local, 1415 superaction, 1315 supercoil, 1112 density, 1112 superconductor, 1083, 1156, 1230, 1236 condensate, 1231 critical temperature, 1229 high-temperature, x, 535, 1140, 1154 order parameter in, 1236
1385
pair terms, 674 thin wire, 1228 type II, 1083 supercurrent, 1233, 1238 superuid, 1231 helium, 591, 608, 611 superheated water, 1241 supersymmetry, 1312 surface of sphere amplitude near, 715, 716, 722, 726, 728, 731, 732 amplitude on, 714, 715, 727, 728, 730, 733, 792, 990 in D dimensions, 79, 708 particle on, 57 Seifert, 1144 terms in partial integration, 2 susceptibility, magnetic, 1027, 1032 Suzuki, H., 566, 568 Suzuki, M., 204 Svidzinskij, A.V., 689 Svistunov, B.V., 688 symbol Christoel, 11, 86 Levi-Civita, 775 symmetry energy-momentum tensor, 773 rotations, 690 translations, 1167, 1190, 1194, 1199, 1211 symplectic coordinate transformations, 7 unit matrix, 7 T matrix, 74, 187, 188, 338, 609 Tabor, M., 397 tadpole diagrams, 489, 490 tail, exponential or Paretian, 1422 Tait number, 1102 Tait, P.G., 1102, 1156 Takahashi, K., 1074 Talkner, P., 1253 tangent vector of orbit, 1363 Tangui, C., ix Tanner, G., 447 Taqqu, M., 1497 Tarrach, R., 567, 1152 Tataru, L., 885 Taylor expansion, 2, 99 covariant, 783 Taylor, B.N., 1253 Teitelboim, C., 686 Teller, E., 742, 1008 temperature critical Bose-Einstein, 596, 603 superconductor, 1229 superuid helium, 608 Debye, 1229 Fermi, 631 Tempere, J., 688 Templeton, S., 1154 Tenney, M., ix tensor contortion, 771 curvature of disclination, 775 Riemann-Cartan, 926 Einstein, 773 energy-momentum, 1383 Levi-Civita, 775 metric, 52 of contractions in Wick expansion, 701, 934, 1013, 1032 Ricci, 86 Riemann-Cartan, 773 Riemann curvature, 772 Riemann-Cartan curvature, 771 symmetric energy-momentum, 773 torsion, 770 of dislocation, 773 test function, 25, 45, 703 tetrads basis, 771 multivalued, 772 reciprocal, 771 standard, 878 Teukolsky, S.A., 1357 Theis, W., xv theorem Bloch, 634 central limiting, 1441, 1444, 1447, 1455, 1465, 1482 equipartition, 323, 452 Levinson, 1175 Nambu-Goldstone, 307, 320, 321 Stokes, 774, 775, 869, 871 virial, 418, 431 theory Chern-Simons, 1131 nonabelian, 1142, 1148 Flory, of polymers, 1061 growth parameters of large-order perturbation coecients, 1207
1386
linear response, 140, 1255, 1255, 1257, 1270 Maxwell, 1117 mean-eld, 302, 308 perturbation, 268, 1270 large-order, 1202, 1204, 1205, 1207, 1211 quantum eld, 675, 678 Schwinger-Keldysh, 1270 string, 1360, 1413 thermal de Broglie wavelength, 138, 595 driven decay, 1248 equilibrium, 245 uctuations, 100, 245, 324, 452, 481, 1187 length scale, 138, 595, 603 wavelength, 595, 603 thermodynamic limit, 284 relation, Euler, 81 Thistlethwaite, M.B., 1153 Thoma, M.H., 567 Thomas -Fermi approximation, 410, 431 atom, 423 density of states, 410 dierential equation, 417 energy, 420, 422, 423, 426 energy density, 411 model of neutral atoms, 410 precession, 1138 Thomas, H., 1356 Thomchick, J., 569 Thomson, J.J., 1009 t Hooft, G., 158, 801, 884, 1356, 1358 three-point function, 298 tilt angle, 947, 949 operator, 567, 947 transformation, 949 time -dependent density matrix, 1316 mass, 863 -independent Schrdinger equation, 921 o -ordered Green function, 1262 operator product, 1354 product, 246 -ordering
Index
in forwardbackward path integral, 1276 operator, 35, 37, 225 -slicing corrections, 968 from Schrdinger equation, 974 o general, 969 cosmic standard, 1379, 1384 extended space, 801 orthogonality, 1379 proper, 1366, 1404 series of nancial data, 1420 slicing any point, 785 correction, 971, 973, 983, 986 transformation path-dependent, 917 path-dependent (DK), 974, 976, 977, 984, 985, 987, 990, 992, 993, 1004 time evolution amplitude, 43, 46, 89, 94, 100, 231, 744, 920, 921, 966, 1255 causal, 44 composition law, 90, 693 xed path average, 233 free particle, 101, 109 freely falling particle, 173 oscillator, 111 particle in magnetic eld, 175, 177, 179 perturbative in curved space, 838 retarded, 44 semiclassical, 380 with external source, 228 Euclidean amplitude spectral decomposition, 751 operator, 34, 35, 3740, 43, 77, 89, 90, 94, 246 anticausal, 38 causal, 43 composition law, 38, 72 interaction picture, 42, 1272 modied, 913 retarded, 38, 43 time-sliced action, 91 curvilinear coordinates, 765 amplitude, 89 conguration space, 97 in curvilinear coordinates, 765 momentum space, 94 phase space, 91 Feynman path integral, 89 divergence, 910
1387
measure of functional integral, 101 path integral coordinate invariance, 792 in space with curvature and torsion, 790 Tinkham, M., 1253, 1254 Toda, M., 1356, 1358 Tognetti, V., 565 Tollet, J.J., 686 s Tomaik, B., 688 Tomboulis, E., 361 Toninelli, F., 885 top, spinning, 57, 59, 6466, 77, 85, 710, 726, 731, 734 amplitude, 734, 735 asymmetric, 85 curvature scalar, 87 Ricci tensor, 86 Riemann connection, 86 topoisomerase, 1112 topological constraint, 571, 1077 interaction, 636, 638, 1081, 1131 invariant, 1077, 1081, 11091112, 1114 1117, 1120, 1131, 1146, 1153 moment, 1121 problems, 1076, 1080 topology algebraic, 1096 classes of knots, 1094 torsion and curvature, space with, 765 and spin density, 766 gradient, 955 in Coulomb system, 926 in transformed H-atom, 923 of curve, 1116 tensor, 770 of dislocation, 773 Toyoda, T., 687 Tracas, N.D., 884 tracelog, 82, 403 gradient expansion, 164 transfer of momentum, 70 transformation Bogoliubov, 674 canonical, 6, 8, 9 conformal Weyl, 954, 955 coordinate, 967, 969, 970, 974, 976 local, 876 Duru-Kleinert, 917, 923, 966, 970, 974 977, 984, 985, 987, 990, 992, 993, 1004 D = 1, 966 xed-energy amplitude, 975 of radial Coulomb action, 978 of radial oscillator, 978 of Schrdinger equation, 974 o Esscher, 1453, 1453 Foldy-Wouthuysen, 1401 Fourier, 744 gauge, 181, 1118 nonholonomic, 770 Hubbard-Stratonovich, 681, 1054, 1064, 1069 Kustaanheimo-Stiefel, 945 Laplace, 744 Levi-Civita, 925, 927 local U(1), 876 Lorentz local, 879 of coordinates, 768 of measure in path integral, 971, 983, 985 path-dependent time (DK), 974, 976, 977, 984, 985, 987, 990, 992, 993, 1004 Poincar, 879 e point, 5 tilt, 949 translation, 57 uctuation, 378 symmetry, 1167, 1190, 1194, 1199, 1211 transversal uctuation width, 515 gauge, 1119 projection matrix, 306, 469 trial frequency, 469 trap, magnetic for Bose-Einstein condensation, 614 anisotropic, 621 tree approximation, 301 diagrams, 300, 302, 305, 311 trefoil knot, 1094, 1094 Treiman, S.B., 1156 Treloar, L.R.G., 1073 Tremblay, A.M., 1355 triads basis, 768 multivalued, 770, 772 reciprocal, 768 trial frequency
1388
longitudinal, 469 transversal, 469 partition function, 449 trick anomalous square-root, 508 Faddeev-Popov, 188, 850, 1143, 1171 replica, 1066 square-root, 489 trigonometric addition theorem, 718 Trotter formula, 93, 93, 204 Trotter, E., 204 Trugenburger, C., 1155 truncated Lvy distribution, 1423, 1426, e 1428, 1430, 14341436, 1440, 1442, 1443, 1481, 1482, 1486, 1490 asymmetric, 1430 cumulants, 1426 Tsallis distribution in nancial markets, 1429 Tsallis, C., 1495 Tseytlin, A.A., 885 Tsui, D.C., 1155 Tsusaka, K., 1358 tube, ux, 1082, 1083 tunneling, 1157, 1159, 1205 and decay, 1192, 1193, 1206, 1235, 1238 1240, 1247 of supercurrent, 1228 quadratic uctuations, xxiv, 11641166, 1174, 1194, 1205, 1237 rate formula, 1200 variational approach, x, 1212 turning points, 128 Turski, L.A., 1358 twist, 1114 number, 1102, 1144 two-point function, 247, 288 connected, 297 type II superconductor, 1083 Tze, C.H., 1153, 1417 U(1) local transformations, 876 Unal, N., 1253 Uehling, E.A., 1417 Ullman, R., 1074 ultra -local functional, 98 -spherical harmonics, 709 ultraviolet (UV) cuto, 797 divergence, 158, 797 uncertainty principle, 14
Index
relation, 32 underpass in knot graph, 1097, 1099, 1112 unit matrix, symplectic, 7 unitarity, 38 problem, 898 relation, 68 units atomic, 472, 946, 1231 natural, 460 universality of gravitational forces, 766 universe Friedmann, 1384 homogeneous, 1379 isotropic, 1379 lifetime, 1383 Usherveridze, A.G., 566 utility function of nancial asset, 1454 vacuum, 595 diagrams, 280 correlation functions, 294 generating functional, 290 one-particle irreducible, 318 false, 1247, 1247 instability, 1203, 1248 Vaia, R., 565 Vainshtein, A.I., 1252 Valatin, J.G., 688 Valenti, C.F., 743 Van den Bossche, B., 362, 382 Van Doren, V., 1355 van Kampen, N.G., 1356 van Nieuwenhuizen, P., 884 Van Royen, J., 569 Van Vleck, J.H., 380 van Vugt, M., ix van Winter, C., 88 van Druten, N.J., 686 Van Vleck-Pauli-Morette determinant, 380, 382, 901, 908 variable anticommuting, 653, 672 collective, 680 complex Grassmann integration over, 655 cyclic, 571, 574 Grassmann, 653, 686 integration over, 653, 654 variance of nancial data, 1420, 1434 variation auxiliary nonholonomic, 777 covariant, 865 in action principle, 2, 776
1389
nonholonomic, 776 variational approach, 448, 466 to tunneling, x, 1212 energy, xxix interpolation, 509 perturbation theory, x, 448, 487, 487 convergence proof, 1226 optimization, 454, 475, 477, 481, 483, 484, 492, 507, 535 Vassiliev, A.N., 361 Vautherin, D., 687, 688 vector Burgers, 774 potential, 794 in Fokker-Planck equation, 1296 statisto-electromagnetic, 1133 statisto-magnetic, 1118 time-sliced action, 794 spherical components, 1243 tangent of orbit, 1363 velocity desired, 185 light, 13 path integral, 185, 188 Veltman rule, 160, 224, 806, 808, 810, 812, 823 Veltman, M., 158, 801, 884 Verlinde, E., 1417 Verlinde, H., 1417 Vernon, F.L., 1357 vertex functions, 297 generating functional for, 296 one-particle irreducible (1PI), 296 proper, 297 vertices, 279 Vetterling, W.T., 1357 Vidberg, H.J., 1357 vierbein elds, 775, 878 Vilenkin, A., 1417 Vilenkin, N.H., 709 Vilkoviski, G.A., 885 Vinette, F., 505, 567 virial coecient, 1093, 1093 expansion, 1092 theorem, 418, 431 Vitiello, G., 1356 Vlachos, N.D., 884 Vogels, J.M., 686 Voigt, J., 1493 volatility of nancial data, 1418, 1420, 1422, 1454, 1455, 1478, 1484 risk, 1484 Vologodskii, A.V., 1152, 1153 von Klitzing, K., 1155 vortex lines, 608 vortex eld, 1360 Voth, G.A., 566 Vrscay, E., 567 Vycor glass, 611 Walecka, J.D., 686, 1357 wall of critical bubble, 1246 Wallace, S.J., 336 Wang, J.C., 1152 Wang, M.C., 1073 Wang, P., 1009 Wang, P.S., 447 Ward-Takakashi identity, 321 Wasserman, E., 1152 watermelon diagram, 280, 804, 808, 815, 823, 833, 842 Watson, G.N., 721, 725, 950 Watson, K.M., 275, 367 wave frequency, 12 function, 12, 46, 47, 132, 744, 759, 760 charged particle in magnetic eld, 755, 758 Coulomb, 456, 929, 946 free particle, 131 free particle from 0 -oscillator, 753 momentum space, 28 node, 1159 oscillator, 131 particle in magnetic eld, 759 radial, free particle, 747 oscillator, 749, 750 particle in magnetic eld, 761 Schrdinger, 16 o Wentzel-Kramers-Brillouin (WKB), 366 material, 11 packet, 14 plane, 13 wavelength classical of oscillator, 139 Compton, 412, 1363, 1368, 1370, 1392, 1393 de Broglie, 364
1390
oscillator, 526 quantum, 132 thermal, 138, 595, 603 Waxman, D., 361 weak -coupling expansion, 268, 509, 533 -eld expansion, 474, 477 Wegner exponent, 509 Wegner, F.J., 568 Weierstrass, K., 87 Weinberg, S., 11 Weiss, U., 361, 362, 1253, 1355 Weisstein, E.W., 203, 686 Weizel, W., 87 Welton, T.A., 1355 Weniger, E.J., 567 Wentzel, G., 446 Wentzel-Kramers-Brillouin (WKB) approximation, 363, 366, 367, 388, 1218, 1252 condition, 364, 366 connection rules, 366 equations, 365 wave function, 366, 366 Wess, J., 1154 Wess-Zumino action, 738 Weyl covariance, 955 order of operators, 786 Weyl, H., 786 Wheeler, J.A., 447 white dwarfs, 474 noise, 1310, 1335, 1339, 1342, 1420 White, A., 1493 White, J.H., 1153 Whitenton, J., xv Whittaker functions, 747, 749, 758, 953, 1424 Whittaker, E.T., 202 Wick expansion, 205, 245, 247, 247, 1213, 1311, 1354 width uctuation local, 452 longitudinal, 515 transversal, 515 line, natural, 1320 Wiegel, F.W., 203, 1107, 1153 Wieman, C.E., 686 Wiener process, 1302 Wiener, N., 202, 1496 Wigner function, 33, 1316
Index
Liouville equation, 33 Weisskopf natural line width, 1321, 1327 Wigner, E.P., 275, 567 Wilczek, F., 589, 686, 743, 885, 11541156 Wilhelm, J., 1074 Wilkens, M., 688 Willet, R., 1155 Williams, D., 742 Wilmott, P., 1493 Wilson loop integral, 1143 Wilson, R., 964, 1009 winding number, 594, 1077 Windwer, S., 1108, 1153 Wintgen, D., 447 wire, superconducting, 1228 Witten, E., 743, 885, 1154, 1156 Wolovsky, R., 1152 Woodhouse, N.M.J., 88 Woods, A.D., 613 would-be -function, 703 zero eigenvalue, 1178 writhe, 1102, 1144, 1146 writhing number, 1116, 1116, 1156 Wronski construction of Green function Dirichlet case, 209 periodic and antiperiodic, 227 determinant, 122, 124, 210, 339 Wu, T.T., 347, 566, 1254 Wu, Y.S., 686, 1358 Wu1Xiaoguang, 569 Wunderlin, A., 1009 Wunner, G., 568 X-polynomial of knots, 1102, 1102 Xiao-Jiang, T., 1494 Yaglom, A.M., 120, 202 Yakovenko, V.M., 1454, 1493 Yamakawa, H., 1074 Yamanaka, Y., 1356 Yamazaki, K., 566 Yang, C.N., 687 Yetter, D., 1153 Yor, M., 742, 1495, 1497 Yu, L., 1357 Yukalov, V.I., 565, 624 Yukawa potential, 471 Yunoki, Y., 1074 Zaanen, J., 688 Zachos, C.K., 885
1391
Zassenhaus formula, 198 Zassenhaus, G.M., 688 Zaun, J., xv, 1009 Zee, A., 686, 885, 1155 Zeh, H.D., 1358 zero-modes, 213, 214 of kink uctuations, 1167, 1170, 1173, 1176, 1180, 1194, 1195, 1238 would-be, of kink uctuations, 1178, 1180 zero-point energy, 145, 328, 674, 1212 zeta function generalized, 83 Hurwitz, 600 operator, 83 Riemann, 83, 162, 167 Zhang, B., 567 Zhu, J., 1493 Zinn-Justin, J., 566, 568, 687, 12521254, 1358 zone scheme, extended, 575, 593, 1003 Zuber, J.-B., 283, 1252, 1416 Zumino, B., 1154, 1156, 1416 Zwerger, W., 362, 1253
1392
Index

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Path Integrals

in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

To Annemarie and Hagen II

Nature alone knows what she wants.

H. Kleinert Berlin, June 2006

H. Kleinert, PATH INTEGRALS

Preface to Third Edition

H. Kleinert Berlin, August 2003

H. Kleinert, PATH INTEGRALS

Preface to Second Edition

H. Kleinert Berlin, December 1994

H. Kleinert, PATH INTEGRALS

Preface to First Edition

H. Kleinert Berlin, January 1990

H. Kleinert, PATH INTEGRALS

H. Kleinert, PATH INTEGRALS

3.4 3.5 3.6 3.7 3.8

3.9 3.10 3.11 3.12

H. Kleinert, PATH INTEGRALS

H. Kleinert, PATH INTEGRALS

H. Kleinert, PATH INTEGRALS

H. Kleinert, PATH INTEGRALS

H. Kleinert, PATH INTEGRALS

20.7 20.8 20.9

H. Kleinert, PATH INTEGRALS

H. Kleinert, PATH INTEGRALS June 16, 2007 ( /home/kleinert/kleinert/books/pathis/pthic1.tex)

dt L(qi (t), qi (t), t)

1.1 Classical Mechanics

pi (t) = pcl (t) + pi (t). i In general, the variation is A[pi , qi ] = =

dt pi (t)qi (t) + pi (t) qi (t) dt qi (t)

1.1 Classical Mechanics

dt L Qj (t), Qj (t), t (1.31) dt L fi (Qj (t), t) , fi (Qj (t), t) , t .

dt [pi qi H(pi , qi , t)] =

H(pi (Pj , Qj , t), qi (Pj , Qj , t), t) , qi dPj Pj = F (Pj , Qj , t) .

and subtracting it from the right-hand side, leading to

H. Kleinert, PATH INTEGRALS

1.1 Classical Mechanics

Pi /pj Qi /pj pi /Pj qi /Pj 0 ij

Pi /qj Qi /qj pi /Qj qi /Qj ij 0

and the symplectic unit matrix

1.1 Classical Mechanics

dt [pi qi H(pi , qi , t)] =

F (qi , Pj , t) F (qi , Qj , t) + Pj Qj , and works out the derivatives. This yields

dt pi qi + Pj Qj [H(pi , qi , t) H (Pj , Qj , t)]

F F F (qi , Pj , t)qi + (qi , Pj , t)Pj + (qi , Pj , t) . dt qi Pj t

Relativistic Mechanics in Curved Spacetime

H. Kleinert, PATH INTEGRALS

1.3 Quantum Mechanics

Bragg Reections and Interference

eik(R+ 2 d sin ) + eik(R 2 d sin )

1.3 Quantum Mechanics

is a short notation for the dierence

1.3 Quantum Mechanics

An operator H is Hermitian, if it coincides with its Hermitian-adjoint H : H = H .

d3 x (x, t)1 (x, t) 2 d

(1.100) d x [H2 (x, t)] 1 (x, t) = 0.

x (x, t)H1 (x, t) 2

1.3 Quantum Mechanics

Particle Current Conservation

Diracs Bra-Ket Formalism

1.4 Diracs Bra-Ket Formalism

with the components va given by the scalar products va bi a vi .

The latter equation is a consequence of the orthogonality relation 7 bi a bi a = aa ,