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Noncommutative geometry and stochastic processes

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  • MBDA Italia, Rome, Italy

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The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic processes can be devised, arising as fractional powers of an ordinary Wiener process, that reproduce in a proper way a stochastic process on a noncommutative geometry. These processes are characterized by producing complex values and so, the corresponding Fokker-Planck equation resembles the Schroedinger equation. Indeed, by a direct numerical check, one can recover the kernel of the Schroedinger equation starting by an ordinary Brownian motion. This class of stochastic processes needs a Clifford algebra to exist. In four dimensions, the full set of Dirac matrices is needed and the corresponding stochastic process in a noncommutative geometry is easily recovered as is the Dirac equation in the Klein--Gordon form being it the Fokker-Planck equation of the process.
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Noncommutative geometry and stochastic processes
Marco Frasca
Via Erasmo Gattamelata, 3
00176 Roma (Italy)
Abstract
The recent analysis on noncommutative geometry, showing quantization of the volume for the
Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising
by a stochastic process on it. A class of stochastic processes can be devised, arising as fractional
powers of an ordinary Wiener process, that reproduce in a proper way a stochastic process on a
noncommutative geometry. These processes are characterized by producing complex values and so,
the corresponding Fokker–Planck equation resembles the Schr¨odinger equation. Indeed, by a direct
numerical check, one can recover the kernel of the Schr¨odinger equation starting by an ordinary
Brownian motion. This class of stochastic processes needs a Clifford algebra to exist. In four
dimensions, the full set of Dirac matrices is needed and the corresponding stochastic process in a
noncommutative geometry is easily recovered as is the Dirac equation in the Klein–Gordon form
being it the Fokker–Planck equation of the process.
marcofrasca@mclink.it
1
I. INTRODUCTION
A comprehension of the link between stochastic processes and quantum mechanics can
provide a better understanding of the role of space–time at a quantum gravity level. Indeed,
noncommutative geometry, in the way Connes, Chamseddine and Mukhanov provided re-
cently [1, 2], seems to fit well the view that a quantized volume yields a link at a deeper level
of the connection between stochastic processes and quantum mechanics. This is an impor-
tant motivation as we could start from a reformulation of quantum mechanics to support or
drop proposals to understand quantum gravity and the fabric of space-time.
A deep connection exists between Brownian motion and binomial coefficients. This can
be established by recovering the kernel of the heat equation from the binomial distribution
for a random walk (Pascal–Tartaglia triangle) and applying the theorem of central limit
[3]. When an even smaller step in the random walk is taken a Wiener process is finally
approached. So, it is a natural question to ask what would be the analogous of Pascal–
Tartaglia triangle in quantum mechanics[11]. This arises naturally by noting the apparent
formal similarity between the heat equation and the Schr¨odinger equation. But this formal
analogy is somewhat difficult to understand due to the factor ientering into the Schr¨odinger
equation. An answer to this question hinges on a deep problem not answered yet: Is there
a connection between quantum mechanics and stochastic processes? The formal similarity
has prompted attempts to answer as in the pioneering work of Edward Nelson [4] and in
the subsequent deep analysis by Francesco Guerra and his group [5]. They dubbed this
reformulation of quantum mechanics as “stochastic mechanics”. This approach matches
directly a Wiener process to the Schr¨odinger equation passing through a Bohm-like set of
hydrodynamic equations and so, it recovers all the drawbacks of Bohm formulation. This
view met severe criticisms motivating some researchers to a substantial claim that “no
classical stochastic process underlies quantum mechanics” [6] showing contradiction with
predictions of quantum mechanics. Subsequent attempts to partially or fully recover this
view were proposed with non-Markovian processes [7] or repeated measurements [8–10].
In this paper we will show that a new set of stochastic processes can be devised that can
elucidate such a connection [11, 12]. We show their existence [13] and we will determine
how spin is needed also in the non-relativistic limit. Dirac equation for a free particle is also
obtained. These processes are characterized by the presence of a Bernoulli process yielding
2
the values 1 and i, exactly as expected in the volume quantization in noncommutative
geometry. In this latter case, it appears that a stochastic process on a quantized manifold is
well represented by a fractional power of an ordinary Wiener process when this is properly
defined through a technique at discrete time. For our aims we will use the simplest one: The
Euler–Maruyama technique. A numerical test will yield the proof of existence for this class
of stochastic processes. Also, the kernel of the Schr¨odinger equation is numerically obtained
through an ordinary Brownian motion.
The paper is so strctured. In Sec. II we discuss noncommutative geometry in informal
way, providing a general formula for a stochastic process on a quantized Riemannian man-
ifold. In Sec. III, we introduce the fractional powers of a Wiener process and we solve
the corresponding stochastic equation recovering the Wiener process we started from after
squaring its square root. In Sec. IV, we derive the formula for the square root of a Wiener
process expressing it through more elementary processes: This shows the need for a Clifford
algebra and the Fokker–Planck equation is obtained for a free particle. In Sec. V, we show
numerically how the kernel of the Schr¨odinger equation is recovered by an ordinary Brownian
motion just with the extraction of its square root. In Sec. VI, we derive the Fokker–Planck
equation in presence of a potential and specialize to the case of a harmonic oscillator. In
Sec. VII, we show how to recover a stochastic process on a noncommutative geometry taking
the square root of more Wiener processes and using the algebra of the Dirac matrices. In
Sec. VIII, we recover the Dirac equation as the Fokker–Planck equation for a square root
process. Finally, in Sec. IX conclusions are presented.
II. NONCOMMUTATIVE GEOMETRY AND QUANTIZATION OF VOLUME
A. Definition of a noncommutative geometry
Common wisdom on geometry implies that one has to cope with points and minimum
paths between them. Indeed, the idea of geometry can be extended without the central
concept of points but rather functions and introducing a redefinition of the concept of
distance beside the well-known one from a Riemannian geometry. This reformulation is
due to Alain Connes [14]. Essentially, one introduces a triple composed by an algebra
of functions Awith an involution operator like complex conjugation, playing the role of
3
coordinates, a Hilbert space L2, that we take the space of the square-summable spinors, and
a Dirac operator D=i(γ·+ωµ), being ωµa spin connection, representing momenta. The
algebra of functions has support on a Riemann manifold. When we change the algebra of
functions with a noncommutative algebra of operators acting on the given Hilbert space, in
the same way one quantize a classical theory, one gets a noncommutative geometry. So, a
geometry is identified by the triple (A,L2,D). A function fbelonging to Ashould satisfy
the Lipschitz condition on the Riemann manifold given by
Lip(f) : |f(x)f(y)| ≤ L·dR(x, y) (1)
provided the constant Lexists and
dR(x, y) =inf
γZγ
ds(2)
is the usual (geodesic) distance on a Riemann manifold that coincides with the well-known
variational principle of minimum distance between two points. This grants some regularity
properties of the functions in Aand their gradient that is bounded. In this way, we can
introduce a new definition of distance dependent just on the algebra of functions Aand the
Dirac operator. This is given by
d(x, y) =sup
f
(|f(x)f(y)|:f∈ A,kDf k<1) (3)
where the condition on the Dirac operator plays a crucial role. In this way, one recovers the
ordinary Riemann distance between points [15]. Indeed, one has for a spinor ψL2
[D, f ]ψ=·∂f ψ. (4)
then we need
k[D, f ]k=kpµfµfk ≤ 1.(5)
This is nothing else than asking the boundedness of the gradient of f. We know that fis
Lipshitz on the manifold and so, we can apply the Cauchy mean value theorem implying
that
k[D, f ]k ≤ |f(x)f(y)|
dR(x, y)(6)
because a constant Lexists that can limit the derivatives on the manifold. Now, this implies,
due to the condition kDf k<1, that
|f(x)f(y)| ≤ dR(x, y) (7)
4
and this means that dR(x, y) is the upper extreme as required by our definition of distance.
The main conclusion is that the Dirac operator plays the role of the inverse of the distance
Dds1.
B. Quantization of volume
A noncommutative geometry implies that the volume is quantized with two classes
of unity of volume (1, i). This has been recently proved by Connes, Chamseddine and
Mukhanov[1, 2]. The two classes of volume arise from the fact that the Dirac operator
should not be limited to Majorana states in the Hilbert space and so, we need to associate a
charge conjugation operator Jto our triple (A, H, D). To complete our characterization of
our geometry, we recall that the algebra of Dirac matrices implies a γ5, the chirality matrix.
For an ordinary Riemann manifold, the algebra Ais that of functions and is commuting.
Remembering that [D, a] = ·a, and noting that, in four dimensions, x1, x2, x3, x4
are legal functions of A, it is [D, x1][D, x2][D, x3][D, x4] = γ1γ2γ3γ4=5. For generally
chosen functions in A,a0, a1, a2, a3, a4, . . . ad, summing over all the possible permutations
one has a Jacobian, we can define the chirality operator
γ=X
P
(a0[D, a1]...[D, ad]).(8)
So, in four dimension this gives
γ=iJ ·γ5=i·det(e)γ5(9)
being Jthe Jacobian, ea
µthe vierbein for the Riemann manifold and γ5=1γ2γ3γ4for
d= 4, a well-known result. We used the fact that det(e) = g, being gµν the metric tensor.
So, the definition of the chirality operator is proportional to the factor determining the
volume of a Riemannian orientable manifold.
In order to see if a Riemannian manifold can be properly quantized, instead of functions
we consider operators Ybelonging to an operator algebra A. These operators have the
properties
Y2=κI Y =κY. (10)
This is a set of compact operators playing the role of coordinates as in the Heisenberg
commutation relations. We have to consider two sets of them Y+and Yas we expect a
5
conjugation of charge operator Cto exist such that CAC1=Yfor a given operator or
complex conjugation for a function. This appears naturally out of a Dirac algebra of gamma
matrices. So, a natural way to write down the operators Yis by using an algebra of Dirac
matrices ΓAsuch that
{ΓA,ΓB}= 2δAB,A)=κΓA(11)
with A, B = 1 . . . d + 1, then
Y= ΓAYA.(12)
We will have two different set of gamma matrices for Y+and Ythat will have independent
traces. Using the charge conjugation operator C, we can define a new coordinate
Z= 2EC EC 1I(13)
where E= (1 + Y+)/2 + (1 + iY)/2 will project one or the other coordinate. We recognize
that the spectrum of Zis in (1, i) given eq.(10). Now, we generalize our equation for the
chirality operator imposing a trace on Γs both for Y+and Y, normalized to the number of
components, and we will have
1
n!hZ[D, Z]...[D, Z]i=γ. (14)
where we have introduced the average h...ithat, in this case, reduces to matrix traces. In
order to see the quantization of the volume, let us consider a three dimensional manifold
and the sphere S2. From eq.(14) one has
VM=ZM
1
n!hZ[D, Z]...[D, Z]id3x(15)
and doing the traces one has
VM=ZM1
2ǫµν ǫABC YA
+µYB
+νYC
++1
2ǫµν ǫABC YA
µYB
νYC
d3x. (16)
It is easy to see that this will yield[1, 2]
det(ea
µ) = 1
2ǫµν ǫABC YA
+µYB
+νYC
++1
2ǫµν ǫABC YA
µYB
νYC
.(17)
The coordinates Y+and Ybelongs to unitary spheres and the Dirac operator has a discrete
spectrum, so we are covering all the manifold with a large integer number of these spheres.
Thus, the volume is quantized as this condition requires. This can be extended to four
dimensions with some more work [1, 2].
6
C. Stochastic processes on a quantized manifold
Differently from an ordinary stochastic process, a Wiener process on a quantized manifold
will yield the projection of the spectrum (1, i) of the coordinates on the two kind of spheres
Y+, Y. This will depend on the way a particle moves on the manifold taking into account
that the distribution of the two kind of unitary volumes is absolutely random. One can
construct a process Φ such that, against a toss of a coin, one gets 1 or i as outcome,
assuming the distribution of the unitary volumes is uniform. This can be written
Φ = 1 + B
2+i1B
2(18)
with Ba Bernoulli process producing the value ±1 depending on the unitary volume hit
by the particle such that B2=I, a deterministic process giving always 1, and Φ2=B.
If we want to consider the Brownian motion of the particle on such a manifold we should
expect the outcomes to be either Y+or Y. So, given the set of Γ matrices and the chirality
operator γ, the most general form for a stochastic process on the manifold can be written
down (summation on Ais implied)
dY = ΓA·(κA+ξAdXA·BA+ζAdt +Aγ5)·ΦA(19)
being κA, ξA, ζA, ηAarbitrary coefficients of this linear combination. The Bernoulli pro-
cesses BAand the Wiener process dXAcannot be independent. Rather, the sign arising from
the Bernoulli process is the same of that of the corresponding Wiener process. This equation
provides the equivalent of the eq.(10) for the coordinates on the manifold. This is exactly the
formula we will obtain for the fractional powers of a Wiener process. It just represents the
motion on a quantized Riemannian manifold with two kind of quanta. Underlying quantum
mechanics there appears to be a noncommutative geometry.
III. POWERS OF STOCHASTIC PROCESSES
We consider an ordinary Wiener Wprocess describing a Brownian motion and define the
α-th power of it. We do a proof of existence by construction using a numerical integration
technique of a stochastic differential equations (SDE) [13]. We will have the process (given
αR+) with definition
dX = (dW )α.(20)
7
We build it through the Euler–Maruyama definition of a stochastic process [16] at discrete
times
Xi=Xi1+ (WiWi1)α.(21)
This is equivalent to take the power and then a (cumulative) sum exactly as done in simu-
lating a Wiener process when α= 1.
For our numerical test we consider the square root process with α= 1/2 as it is the one
of interest for quantum mechanics. In this case the Wiener process has two components:
one real and another imaginary. We just compare the original Brownian motion with the
square of its square root given by numerically solving eq.(21). The result is displayed in
Fig. 1. The results are perfectly identical and our definition by Euler–Maruyama technique
0 0.2 0.4 0.6 0.8 1
−2
−1.5
−1
−0.5
0
0.5
1
1.5
2x 10−3
BM
SR
Figure 1. Comparison between the square of the square root process and the original Brownian
motion. These coincide perfectly as expected and the square root process exists.
just works. The square root process is so shown to exist by construction. We note that
the need for a complex valued stochastic process is essential if we aim to recover quantum
mechanics. On the other side, taking the square root of values that can have both positive
8
and negative values entails coping with complex numbers. One can always take the power
of whatever sequence of numbers as that of a Wiener process.
IV. SQUARE ROOT FORMULA AND FOKKER–PLANCK EQUATION
Using It¯o calculus to express the square root process with more elementary stochastic
processes [17], (dW )2=dt,dW ·dt = 0, (dt)2= 0 and (dW )α= 0 for α > 2, we could
tentatively set
dX = (dW )1
2?
=µ0+1
2µ0
dW ·sgn(dW )1
8µ3
0
dt·Φ1
2(22)
being µ06= 0 an arbitrary scale factor and
Φ1
2=1i
2sgn(dW ) + 1 + i
2(23)
a Bernoulli process equivalent to a coin tossing that has the property (Φ1
2)2= sgn(dW ).
This process is characterized by the values 1 and iand it is like the Brownian motion went
scattering with two different kinds of small pieces of space, each one contributing either 1
or i to the process, randomly. We have introduced the process sgn(dW ) that yields just the
signs of the corresponding Wiener process. Eq.(22) is unsatisfactory for a reason, taking the
square yields
(dX)2=µ2
0sgn(dW ) + dW (24)
and the original Wiener process is not exactly recovered. We find added a process that has
the effect to change the scale of the original Brownian motion while retaining the shape.
We can fix this problem by using Pauli matrices. Let us consider two Pauli matrices σi, σk
with i6=ksuch that {σi, σk}= 0. We can rewrite the above identity as
I·dX =I·(dW )1
2=σiµ0+1
2µ0
dW ·sgn(dW )1
8µ3
0
dt·Φ1
2+kµ0·Φ1
2(25)
and so, (dX)2=dW as it should, after removing the identity matrix on both sides. This
idea generalizes easily to higher dimensions using γmatrices. In the following we will omit
the contribution due to the Pauli matrices but it will be implied to remove the unwanted
scale changing process.
Now, let us consider a more general square root process where we assume also a term
proportional to dt. This forces to take µ0= 1/2 when the square is taken, to recover the
9
original stochastic process, and one has
dX(t) = [dW (t)+βdt]1
2=1
2+dW (t)·sgn(dW (t)) + (1 + βsgn(dW (t)))dtΦ1
2(t).(26)
From the Bernoulli process Φ 1
2(t) we can derive
µ=1 + i
2+β1i
2σ2= 2D=i
2.(27)
Then, we get a double Fokker–Planck equation for a free particle, being the distribution
function ˆ
ψcomplex valued,
ˆ
ψ
∂t =1 + i
4+β1i
2ˆ
ψ
∂X i
4
2ˆ
ψ
∂X 2.(28)
This should be expected as we have a complex stochastic process and then two Fokker–Planck
equations are needed to describe it. We have obtained an equation strongly resembling the
Schr¨odinger equation for a complex distribution function. We can ask at this point if indeed
are recovering quantum mechanics. In the following section we will perform a numerical
check of this hypothesis.
V. RECOVERING THE KERNEL OF THE SCHR¨
ODINGER EQUATION
If really the square root process diffuses as a solution of the Schr¨odinger equation we
should be able to recover the corresponding solution for the kernel
ˆ
ψ= (4πit)1
2exp ix2/4t(29)
sampling the square root process. To see this we note that a Wick rotation, t→ −it, turns
it into a heat kernel as we get immediately
K= (4πt)1
2exp x2/4t.(30)
A Montecarlo simulation can be easily executed extracting the square root of a Brownian
motion and, after a Wick rotation, to show that a heat kernel is obtained. We have gener-
ated 10000 paths of Brownian motion and extracted its square root in the way devised in
Sec. III. We have evaluated the corresponding distribution after Wick rotating the results
for the square root. The Wick rotation generates real results as it should be expected and
a comparison can be performed. The result is given in Fig. 2 The quality of the fit can be
10
−4 −3 −2 −1 0 1 2 3 4
0
1
2
3x 105Brownian motion
−5 0 5
0
5
10
15 x 104Square root
Figure 2. Comparison between the distributions of the Brownian motion and its square root after
a Wick rotation.
evaluated being ˆµ= 0.007347 with confidence interval [0.005916,0.008778], ˆσ= 0.730221
with confidence interval [0.729210,0.731234] for the heat kernel while one has ˆµ= 0.000178
with confidence interval [0.002833,0.003189] and ˆσ= 1.536228 with confidence interval
[1.534102,1.538360] for the Schr¨odinger kernel. Both are centered around 0 and there is a
factor 2 between standard deviations as expected from eq. (28). Both the fits are exceed-
ingly good. Having recovered the Schr¨odinger kernel from Brownian motion with the proper
scaling factors in mean and standard deviation, we can conclude that we are doing quantum
mechanics: Square root of a Brownian motion describes the motion of a quantum particle.
Need for Pauli matrices, as shown in the preceding section, implies that spin cannot be
neglected.
11
VI. PARTICLE IN A POTENTIAL
In order to understand how to introduce a potential within this approach we use the
following mapping theorem between the Fokker–Planck and the Schr¨odinger equation [18,
19]:
Theorem 1. The Fokker–Planck operator for a gradient flow can be written in the self-
adjoint form
ˆ
ψ
∂t =D∇ · eU
DeU
Dˆ
ψ.(31)
Define now ψ(x, t) = eU
2Dˆ
ψ(x, t). Then ψsolves the PDE
∂ψ
∂t =D2ψV(x)ψ, V (x) := |∇U|2
4D2U
2.(32)
On the basis of the given theorem, we can immediately generalize our formulation to the
case of a potential. We will have
dX(t) = [dW (t)+U(X, t)dt]1
2=1
2+dW ·sgn(dW (t)) + (1 + U(X, t) sgn(dW (t)))dtΦ1
2(t).
(33)
The corresponding Fokker–Planck equation will be
ˆ
ψ
∂t =
∂X 1 + i
4+1i
4U(X, t)ˆ
ψi
4
2ˆ
ψ
∂X 2.(34)
As an example we consider a harmonic oscillator with U(X) = kX2/2
dX(t) = dW (t) + k
2X2dt
1
2
=1
2+dW ·sgn(dW (t)) + 1 + k
2X2sgn(dW (t))dtΦ1
2(t).
(35)
Here kis an arbitrary constant and the quantum potential is V(X) = |k|2X2k
2, using
the mapping between the Fokker–Planck and the Schr¨odinger equations. The corresponding
Schr¨odinger equation will be
i∂ψ
∂t =1
4
2ψ
∂X 2+|k|2X2k
2ψ(36)
with the introduction of ψas we get what is conventionally a time-reversed quantum evo-
lution.
12
VII. SQUARE ROOT AND NONCOMMUTATIVE GEOMETRY
We have seen that, in order to extract the square root of a stochastic process, we needed
Pauli matrices or, generally speaking, a Clifford algebra. This idea was initially put forward
by Dirac to derive his relativistic equation for fermions. The simplest and non-trivial choice
is obtained, as said above, using Pauli matrices {σkCℓ3(C), k = 1,2,3}that satisfy
σ2
i=I σiσk=σkσii6=k. (37)
This proves to be insufficient to go to dimensions higher than 1+1 for Brownian motion.
The more general solution is provided by a Dirac algebra of γmatrices {γkCℓ1,3(C), k =
0,1,2,3}such that
γ2
0=I γ2
1=γ2
2=γ2
3=I γiγk+γkγi= 2ηik (38)
being ηik the Minkowski metric. In this way one can introduce three different Brownian
motions for each spatial coordinates and three different Bernoulli processes for each of them.
The definition is now
dE =
3
X
k=1
kµk+1
2µk|dWk| − 1
8µ3
k
dt·Φ(k)
1
2
+
3
X
k=1
0γkµkΦ(k)
1
2
(39)
It is now easy to check that
(dE)2=I·(dW1+dW2+dW3).(40)
The Fokker-Planck equations have a solution with 4 components, as now the distribution
functions are Dirac spinors. These are given by
ˆ
Ψ
∂t =
3
X
k=1
∂Xkµkˆ
Ψi
42ˆ
Ψ (41)
being µk=1+i
4+βk1i
2. This implies that, the general formula for the square root pro-
cess implies immediately spin and antimatter for quantum mechanics that now come out
naturally. But this appears just like the non-relativistic limit of the Dirac equation and so,
having already introduced the γmatrices at this stage, it should be natural to get a fully
covariant Dirac equation. In the next section we will show that this indeed the case so that,
the metric element of a noncommutative geometry arise naturally as the Fokker–Planck
equation of a stochastic process.
13
VIII. DIRAC EQUATION
Dirac equation works on a 4-dimensional manifold and so, we will need four Wiener
processes to derive it. This assures full Lorentz invariance but, on the other side, time
should be treated as any other space variable. We need a further time variable, a fictitious
one (as happens in stochastic quantization), to get Fokker–Planck equations in this case.
To accomplish this one has to introduce the γ5matrix, as already seen in noncommutative
geometry, in the following way
dE =
3
X
k=0
kµk+1
2µk|dWk| − 1
8µ3
k
dt·Φ(k)
1
2
+
3
X
k=0
5γkµkΦ(k)
1
2
.(42)
Now one has a fictitious time variable τbut we have a full family of solutions to the Fokker-
Planck equations parametrized by τ. Only the fixed point solutions, the eigenstate with zero
eigenvalue, reproduce the Klein-Gordon equation for a free massless particle with a Dirac
spinor.
ˆ
Ψ
∂τ =·µˆ
Ψi
42ˆ
Ψ.(43)
This recovers completely Dirac theory for a free particle from Brownian motions. We recog-
nize in eq.(42) the same stochastic process arising in noncommutative geometry in eq.(19).
IX. CONCLUSIONS
We have shown the existence of a class of stochastic processes that can support quantum
behavior. A typical one is the square root of a Brownian motion from which the Schr¨odinger
equation comes out naturally. The case with a potential was also discussed and applied to
the harmonic oscillator. Finally, we have derived the Dirac equation while spin and anti-
matter are naturally introduced by a stochastic behavior. This formalism could entail a
new understanding of quantum mechanics and give serious hints on the properties of space-
time for quantum gravity. This yields a deep connection with noncommutative geometry
as formulated by Alain Connes through the more recent proposal of space quantization by
Connes himself, Chamseddine and Mukhanov. This quantization of volume entails two kind
of quanta implying naturally the unity (1, i) that arises in the square root of a Wiener pro-
cess. Indeed, a general stochastic process for a particle moving on such a quantized volume
corresponds to our formula of the square root of a stochastic process on a 4-dimensional
14
manifold. Spin appears to be an essential ingredient, already at a formal level, to treat such
fractional powers of Brownian motion.
Finally, it should be interesting, and rather straightforward, to generalize this approach
to a Dirac equation on a generic manifold. The idea would be to recover also Einstein
equations as a fixed point solution to the Fokker-Planck equations as already happens in
string theory. Then they would appear as a the result of a thermodynamic system at the
equilibrium based on noncommutative geometry. This is left for further study.
ACKNOWLEDGMENTS
I would like to thank Alfonso Farina for giving me the chance to unveil some original
points of view on this dusty corner of quantum physics.
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15
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... What will its equation of motion be? The answer was given in a recent paper by one of the authors [19]. To understand this, it is important to notice that this noncommutative manifold will have randomly distributed parcels that make it as, whatever configuration we will choose, the volume of the manifold will remain the same. ...
... Therefore, this is a Wiener process but also means that the Bernoulli process B is not independent but will originate from the signs of the single Brownian steps. Using the typical notation of stochastic calculus, where steps are written like differentials, the case of our sphere will take a form like (see [19]) ...
... where the condition 2 = ±1 must be understood and a, b, c, e, f, g and k, m are numbers. We used indexes on the various Bernoulli processes to distinguish their contributions on the different maps as shown in [10] and [19]; we are just extracting the square root of a Wiener process. This entails the use of a Clifford algebra (the Dirac's trick) as happened for the wave equation. ...
Preprint
Full-text available
We consider Brownian motion on quantized non-commutative Riemannian manifolds and show how a set of stochastic processes on sets of complex numbers can be devised. This class of stochastic processes are shown to yield at the outset a Chapman-Kolmogorov equation with a complex diffusion coefficient that can be straightforwardly reduced to the Schr\"odinger equation. The existence of these processes has been recently shown numerically. In this work we provide an analogous support for the existence of the Chapman-Kolmogorov-Schr\"odinger equation for them. Besides, it is numerically seen as a Wick rotation can change the heat kernel into the Schr\"odinger one.
... What will its equation of motion be? The answer was given in a recent paper by one of the authors [19]. To understand this, it is important to notice that this noncommutative manifold will have randomly distributed parcels that make it as, whatever configuration we will choose, the volume of the manifold will remain the same. ...
... Therefore, this is a Wiener process but also means that the Bernoulli process B is not independent but will originate from the signs of the single Brownian steps. Using the typical notation of stochastic calculus, where steps are written like differentials, the case of our sphere will take a form like (see [19]) ...
... where the condition 2 = ±1 must be understood and a, b, c, e, f, g and k, m are numbers. We used indexes on the various Bernoulli processes to distinguish their contributions on the different maps as shown in [10] and [19]; we are just extracting the square root of a Wiener process. This entails the use of a Clifford algebra (the Dirac's trick) as happened for the wave equation. ...
Article
Full-text available
This lecture is about the surprising connection between the Fourier heat equation and the Schr\"odinger wave equation. In fact, if the independent "time" variable in the heat equation is replaced by the time variable multiplied by $i=\sqrt{-1}$, the heat equation becomes the Schr\"odinger equation. Two quite different physical phenomena are put in close connection: the heat diffusion in a material and the probability amplitude of particles in an atom. It is a fact of life that the movements of a small particle floating randomly in a fluid, the well-known Brownian motion, is regulated by the Fourier equation while the probabilistic behavior of the matter around us, the quantum world, is driven by the Schr\"odinger equation but no known stochastic process seems at work here. The apparent simplicity of the formal connection by a "time-rotation", a Wick rotation as it is commonly known, seems to point otherwise. Why this connection? Is there any physical intuitive explanation? Is there any practical value? In this paper, the authors try to shed some light on the above questions. The recent concept of volume quantization in noncommutative geometry, due to Connes, Chamseddine and Mukhanov, points again to stochastic processes also underlying the quantum world making Fourier and Schr\"odinger strict relatives.
... Frasca and Farina (2017) numerically proved its existence. Frasca (2017), relying on Clifford algebra, showed that the square root of a Brownian motion (in the form dW (t)) ...
... ω u and dB u are independent random variables (each has a zero mean); the existence of the process √ dB u is established by Frasca and Farina (2017) and Frasca (2017). We note that dJ u is real-valued (implying that ω u is the product of a real variable and a complex variable). ...
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We overcome the limitations of the previous literature in the European options pricing. In doing so, we provide a closed-form formula that doesn't require any numerical/computational methods. The formula is as simple as the classical Black-Scholes pricing formula. In addition, we simultaneously include jumps and stochastic volatility.
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For purely mathematical reasons it is necessary to consider spaces which cannot be represented as point set sand where the coordinates describing the space do not commute.In other words,spaces which are described by algebras of coordinates which arenot commutative.If you conside rsuch spaces,then it is necessary to rethink most of the notions of classical geometry and redefine them. Motivated from pure mathematics it turns out that there are very striking parallels to what is done in quantum physics In the following lectures, I hope to discuss some of these parallels.
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In this very short essay we shall describe a “spectral” point of view on geometry which allows to start taking into account the lessons from both renormalization and of general relativity. We shall first do that for renormalization and explain in rough outline the content of our recent collaborations with Dirk Kreimer and Matilde Marcolli leading to the universal Galois symmetry of renormalizable quantum field theories provided by the renormalization group in its cosmic Galois group incarnation. As far as general relativity is concerned, since the functional integral cannot be treated in the traditional perturbative manner, it relies heavily as a “sum over geometries” on the chosen paradigm of geometric space. This will give us the occasion to discuss, in the light of noncommutative geometry, the issue of “observables” in gravity and our joint work with Ali Chamseddine on the spectral action, with a first attempt to write down a functional integral on the space of noncommutative geometries.
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Both quantum mechanics and stochastic-process theory deal with dynamical systems the behaviors of which can be predicted only probabilistically. It is shown here that the measurable behavior of an elementary quantum system can be modeled as a non-Markovian stochastic process. The conclusion that quantum behavior can generally be modeled as a real stochastic process eliminates some mysterious characteristics of quantum mechanics when viewed in Copenhagen-interpretation terms. [S1050-2947(98)07710-5].
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Using the tools of non-commutative geometry we calculate the distances between the points of a lattice on which the usual discretized Dirac operator has been defined. We find that these distances do not have the expected behaviour, revealing that from the metric point of view the lattice does not look at all as a set of points sitting on the continuum manifold. We thus have an additional criterion for the choice of the discretization of the Dirac operator.
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Contents 1. Apology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 2. Robert Brown . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 3. The period before Einstein . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 4. Albert Einstein . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 5. Derivation of the Wiener process . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 6. Gaussian processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 7. The Wiener integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 8. A class of stochastic di#erential equations . . . . . . . . . . . . . . . . . . . 37 9. The Ornstein-Uhlenbeck theory of Brownian motion . . . . . . . . . 45 10. Brownian motion in a force field . . . . . . . . . . . . . . . .
  • A H Chamseddine
  • A Connes
  • V Mukhanov
A. H. Chamseddine, A. Connes and V. Mukhanov, Phys. Rev. Lett. 114, no. 9, 091302 (2015) [arXiv:1409.2471 [hep-th]].