Proceedings of the 2nd IFAC

Workshop on Fractional Differentiation and its Applications

Porto, Portugal, July 19-21, 2006

PATH INTEGRAL QUANTIZATION OF

BROWNIAN MOTION AS MECHANICAL
SYSTEMS WITH FRACTIONAL DERIVATIVES

Sami I. Muslih  Eqab M. Rabei 

Dumitru Baleanu 


Department of Physics, Al-Azhar University,
Gaza, Palestine
and
International Center for Theoretical Physics,
Trieste, Italy

Department of science-Jerash Private University,
Jerash-Jordan
and
Department of Physics-Mutah University, Karak-Jordan

Department of Mathematics and Computer Sciences,
Faculty of Arts and Sciences, Cankaya University- 06530,
Ankara, Turkey
and
Institute of Space Sciences, P.O.BOX, MG-23, R 76900,
Magurele-Bucharest, Romania

Abstract: In this paper, the mechanical systems with fractional derivatives are
studied by using fractional formalism. The path integral quantization of these
system is constructed as an integration over the canonical phase space. The path
integral quantization of a system with Brownian motion is carried out. Copyright
2006 IFAC

Keywords: Fractional derivative, Hamiltonian system, Hamilton-Jacobi equation,

Non-conservative systems.

1. INTRODUCTION Spanier, 1974; Miller and Ross, 1993; Gorenflo and

Fractional derivatives and integrals found many
applications in recent studies of scaling phenom-
ena (Nonnenmacher, 1993; Glokle and Nonnen-
macher, 1993; Zaslavsky, 2002). The main aim of
most of these papers is to formulate fractional
integral-di erential equations to describe some
scaling process. One can nd other important
and interesting application of fractional calculus
in classical mechanics (Riewe, 1996; Riewe, 1997;
Rabei et al., 2004a; Rabei et al., 2004b; Agrawal,
2002; Muslih and Baleanu, 2005; Oldham and
Mainardi, 1997; Hilfer, 2000; Klimek, 2002).
By using the variational principle, one can directly
obtain Newtonian equations of motion, de nitions
of the momenta and the Hamiltonian function.
Once, the Hamiltonian is known, one can quantize
the system easily. This situation is true for the
conservative systems, where, the variational meth-
ods are equivalent to the original mechanics used
by Newton. However, it is possible to use directly
the Newtonian mechanics to obtain the equations
of motion for the nonconservative systems, but
in the Lagrangian and Hamiltonian formulations Following references (Riewe, 1996; Riewe, 1997),
there is no direct way to deal with these systems. the generalized momenta take the form
Riewe has used the fractional calculus to develop
NX
n 1
a formalism which can be used for both con-
pr,s(n),b = ( 1)s(k+n+1) s(n+1)
servative and non conservative systems (Riewe,
k=0
1996; Riewe, 1997). By using the fractional varia-
ds(k+n+1) s(n+1)
 
L
tional principles, one can obtain the Lagrange and ,(4)
the Hamilton equations of motion for the non- d(t b)s(k+n+1) s(n+1) qr,s(n)
conservative systems (Riewe, 1996; Riewe, 1997; where n = 0, 1, 2, ..., N 1. Then the Hamiltonian
Agrawal, 2002; Rabei et al., 2004b; Muslih and will take the form
Baleanu, 2005).
N
X
The main aim of this paper is to obtain the H= qr,s(n) pr,s(n 1) L. (5)
path integral quantization for both conservative n=1
and non conservative systems using the fractional
calculus. The generalized Hamilton equations of motion are
obtained as follows:
The paper is organized as follows:
H ds(n+1) s(n)
Section 2 contains the Riewes fractional Hamilto- = ( 1)s(n+1) s(n)
pr,s(n) ,(6)
qr,s(n) d(t b)s(n+1) s(n)
nian formulation of mechanical systems. Section
3 presents briefly the fractional Hamilton-Jacobi H
formulation. Section 4 is dealing with the frac- = qr,s(n) , (7)
pr,s(n)
tional path integral formulation of the Brownian
motion. Conclusions are presented in Section 5. H L
= . (8)
t t

2. HAMILTONIAN FORMULATION WITH Here n takes the values n = 0, 1, 2, ..., N 1.

FRACTIONAL DERIVATIVES
3. HAMILTON-JACOBI QUANTIZATION
In the following we shall briefly review Riewes
formulation of fractional generalization of La-
To obtain the path integral quantization for the
grangian and Hamiltonian equations of motion.
conservative and the non conservative systems, we
Let us consider the action function of the form need the canonical action function. Now, using the
(Riewe, 1996; Riewe, 1997) following canonical transformations
Zb dqs(i)
= qs(i+1) , i = 0, 1, ..., N 1, (9)
S= L(qr,s(n),b , t)dt, (1) dt
a
we calculate the Hamilton-Jacobi partial di eren-
tial equation as
where r = 1, 2, ..., R indicates particular coordi-
nate ( for example x1 = x, x2 = y, x3 = z),
 
S S
s(n) indicates the order of the nth derivative in H qs(i) , ,t + = 0, (10)
qs(i) t
the Lagrangian, where n = 1, 2, ..., N and for
the generalized mechanics s(n) can be any non where S is being the action function integral and
negative real number and for complementation it is de ned as
s(0) = 0, s(1) = 21 , s(2) = 1. The derivatives
N
!
qr,s(n),b is de ned as
Z Z X
S = L dt = qr,s(n) pr,s(n 1) H dt.(11)
ds(n) xr n=1
qr,s(n),b = qr,s(n) = , (2)
d(t b)s(n)
The path integral representation may be written
1
as
d2 x
therefore, q0 = x, q1 = x, q 12 = 1 , q2 = x. Z NY1 Z XN
d(t b) 2
K= dq s(i) dps(i) exp i[ ( qr,s(n) pr,s(n 1) H)dt].(12)
Using the fractional calculus of variation (Riewe, i=0 n=1
1996; Riewe, 1997), the generalized Euler-Lagrange
equations of motion read as The path integral representation (12) is an in-
N tegration over the canonical phase space coor-
X ds(n) L dinates (q s(i) , ps(i) ). An important point to be
( 1)s(n) = 0. (3)
n=0
d(t b)s(n) qr,s(n) speci ed here is that for integer values of s(i),
the path integral (12) represents the standard as we think of pressure to be just the force per
path integral quantization for systems with higher unit area arising from a tremendous number of
order Lagrangians (Klimek, 2002; Gitman and impacts of individual molecules. Hence, we can
Tyutin, 1990; Kleinert, 1986; Muslih, 2001; Mus- replace the force of one impulse or one collision
0
lih, 2002; Muslih, 2003). R (t ) by a(t t0 ).
To construct the Hamiltonian of the Brownian
particle we should obtain the potential corre-
4. PATH INTEGRAL QUANTIZATION OF sponding to this force. Following references (Rabei
BROWNIAN MOTION et al., 2004a; Rabei et al., 2006), we obtain the
potential energy as
The term Brownian motion stands for the perpet-
ual motion of small particles immersed in fluid. ib
U= [q1/2 ]2 aq0 (t0 t). (14)
The irregular motion of these particles, which are 2
large compared to the molecules of the fluid, is
caused by the very frequent impacts of the fluid The Lagrangian of the Brownian particle is there-
molecules with them (Dass and Sharma, 1998). fore
1 2 ib
Einstein gave the rst satisfactory theoretical L= mq + [q1/2 ]2 + aq0 (t0 t), (15)
treatment of this phenomenon employing statisti- 2 1 2
cal methods. Under the heading Brownian motion,
dx d1/2 x
a wide class of physical phenomena relates prop- where, q0 = x, q1 = dt , q1/2 = d(t b)1/2
.
erties such as the mobility of a fluid system, its
Using equation (4) with N = 2, the momenta p0
coe cients of di usion, etc., with the temperature
and p1/2 read as
(Pathria, 2004).
The mechanism of the Brownian motion is vital p0 = ibq1/2 + imq3/2 , (16)
in formulating, and in a certain sense solving,
problems as to how a given physical system, which p1/2 = mq1 . (17)
is not in a state of equilibrium, nally approaches
a state of equilibrium; whereas a physical system, The Hamiltonian of the system takes the form
which is an a state of equilibrium, persists to be p21/2 ib
in that state (Pathria, 2004). H= + q1/2 p0 [q1/2 ]2 aq0 (t0 t). (18)
2m 2
The quantum Brownian motion paradigm pro-
vides a uni ed framework where one can see the Making use of equations (11) and (18), the canon-
interconnection of some basic quantum statistical ical action function is calculated as,
processes like decoherence, dissipation, particle
creation, noise and fluctuation. There were several
Z p21/2 ib
S = (q1 p1/2 + [q1/2 ]2 + aq0 (t0 t))dt.(19)
attempts to extend the classical Langevin equa- 2m 2
tion for quantum cases. Study of the Langevin
equation for quantum systems has its origin in The path integral representation for the above
papers by Senitzky, Schwinger, Haken and Lax, system is given by
where they investigated a quantum-mechanical Z
damped harmonic oscillator in connection with
K = dq0 dp0 dq1/2 dp1/2
laser systems (Kobryn et al., 2003). Others no-
ticed that the random force must be an operator R p2
1/2 2
i[ (q1 p1/2 q1/2 p0 + ib
2 [q1/2 ] +aq0 (t
0
t))dt]
de ned in its own Hilbert space, which does not exp 2m (20)
.
occur in the classical case since there is no con-
sideration of space for the random force (Kobryn The path integral representation (20) is an inte-
et al., 2003). In all cases, schemes for the quan- gration over the canonical phase space coordinates
tization of dissipative systems seems to be the (q0 , p0 ) and (q1/2 , p1/2 ).
stochastic quantization procedure (Hajra, 1991).
Integrating over p1/2 and p0 , we arrive at the
The force acting on the Brownian particle is result

Z R 1 2 ib
F = b K = dq0 dq1/2 expi ( 2 mq1 + 2 [q1/2 ] +aq0 (t t))dt .(21)
2 0
v (t) + R (t). (13)

The rapidly fluctuating part, R (t) , is responsible Equation (21) can be put in a compact form as
for the random motion of the Brownian particle follows:
and averages out to zero over long intervals of Z R 1 2 R ib
dq0 ei ( 2 mq1 +aq0 (t t))dt dq1/2 ei ( 2 [q1/2 ] )dt .(22)
2
time. This random force may be represented as K=
0

a sequence of impulses, in much the same way

 5. DISCUSSION AND CONCLUSIONS
In this work we have obtained the path integral
quantization for both conservative systems and
non conservative systems as well.
The path integral for the Brownian particle is
obtained as an integration over the canonical
phase space coordinates.
It is worthwhile to mention that the general
expression (12) for the path integral leads to
the path integral representation for systems with
higher order Lagrangians.
ACKNOWLEDGMENTS
S. Muslih would like to thank the Abdus Salam
International Center for Theoretical Physics, Tri-
este, Italy, for support and hospitality during the
preparation of this work.
This work was done within the framework of the
Associateship Scheme of the Abdus Salam ICTP.
This work is partially supported by the Scienti c
and Technical Research Council of Turkey.
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