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# On unconventional integrations and cross ratio on supermanifolds

## 1 INTEGRATION

### 1.1 Integration with Stokes’ formula

In mid 1970’s J. Bernstein and I discussed how to construct an analog of integration theory on supermanifolds. We had at our disposal (1) the differential forms, i.e., functions polynomial in differentials of the coordinates, the coefficients of these polynomials being usual functions and (2) volume forms, the latter constituted a rank one module $`\mathrm{Vol}`$ over the algebra of functions and under the change of coordinates the generator $`\mathrm{vol}(x(y))`$ of $`\mathrm{Vol}`$ accrued the Berezinian (superdeterminant) of the Jacobi matrix as the factor. Each of the above notions had to be carefully reconsidered in super setting because even the most innocent-looking notions and theorems (e.g., the Foubini theorem) displayed, in supersetting, funny signs at unexpected places, see , v. 31.

On manifolds, one can integrate differential forms; on supermanifolds, one can not: their transformation rule yields no analog of determinant, except in the absence of odd parameters. On the other hand, one, clearly, can integrate elements of $`\mathrm{Vol}`$, provided they are with compact support, of course. But we wanted to have some analog of Stokes’ formula, and, therefore, needed (1) elements of “degrees” lesser than that of volume forms, and (2) the notion of the supermanifold with boundary to overcome the puzzle demonstrated by “Rudakov’s example”; for solution see .

To have integration theory, one needs not only what to integrate (the integrand), but over what (cycle), and orientation. The latter two notions turned out to be more involved than we originally thought; Shander clarified this in his development of integration theory, see  and the details in .

Actually, what we had had was sufficient to construct the integration theory desired: by setting $`\mathrm{\Sigma }_i=\mathrm{Hom}_𝙵(\mathrm{\Omega }^i,\mathrm{Vol})`$, where $`𝙵`$ is the superspace of functions, we obtain a complex dual to the de Rham one with $`\mathrm{\Sigma }_0=\mathrm{Vol}`$ as forms of the highest degree. We called the elements of $`\mathrm{\Sigma }_\text{.}`$ integrable forms (the ones one can integrate) and described how to integrate such forms in .

### 1.2 Veblen’s problem and Rudakov

We wondered for a while if there is another integration theory with Stokes’ formula, and to investigate the options, considered the following problem: describe all differential operators acting in the spaces of tensor fields and invariant with respect to any changes of variables. Indeed, the exterior differential (instrumental in Stokes’ formula) is, evidently, an invariant and, as is proven in , this is the only invariant unary differential operator between spaces of tensor fields whose fibers are irreducible $`𝔤𝔩(n)`$-modules with vacuum vector. So, in order to scan the options on supermanifolds, it was necessary to list all such operators.

This problem (to list all invariant differential operators) goes back to O. Veblen (see  for a review). For unary operators on manifolds it was solved by Rudakov  as a part of another problem (description of irreducible vacuum vector modules over simple Lie algebras of formal or polynomial vector fields).

### 1.3 Unconventional integrations

A. Shwarts and his students  attempted to integrate densities and objects depending on higher jets of the diffeomorphism but all their examples boil down to either pseudodifferential () or integral forms. Having obtained an analog of Rudakov’s result for the general vectorial Lie superalgebra , we can be sure that there is only one integration theory on supermanifolds provided the integration involves tensors

with irreducible finite dimensional fibers. $`()`$
The result of  do not preclude, however, unconventional integrations. For tensors other than $`()`$ constructions à la Shwarts may lead to an integration theory (perhaps,  leads to it). Such a theory does exist and in  the calculations from  are used to consider infinite dimensional fibers snubbed at in  for no reason except tradition. It turns out that in the spaces of such tensors there act invariant operators similar to Berezin integral. Next, observe that having stated that it is impossible to integrate differential forms on supermanifolds, we almost immediately published a paper  showing, nevertheless, how to do it if one is very eager to. More exactly, one has to consider pseudodifferential forms, i.e., functions nonpolynomial in differentials. Of course, there are no such functions on manifolds. Certain types of pseudoforms lead to new invariants — semi-infinite cohomology of supermanifolds; quite criminally, no examples are calculated yet.

Here I consider still another type of “integrations”.

### 1.4 Supertraces and superdeterminants

From the very beginning I wondered what if we stop insisting on having an analog of the Stokes’ formula? What remains of the integration then? Only the Jacobian, one can say. Since it is easier to deal with Lie algebras than with groups, let me list analogs of trace for Lie superalgebras. Then, if the Lie superalgebra $`𝔤`$ can be exponentiated to a Lie supergroup, we can consider the analog of the determinate defined via the formula

$$det\mathrm{exp}X=e^{\mathrm{tr}(X)}\text{ for any }X𝔤.$$
$`(1)`$
In other words, I mean:

1) Let us consider the Lie superalgebras $`𝔤`$ with a trace also denoted by $`\mathrm{tr}`$ (i.e., $`\mathrm{tr}([x,y])=0`$ for any $`x,y𝔤`$); then for the role of $`\mathrm{Vol}`$ we can take tensor fields of type $`\mathrm{tr}`$, its infinitesimal transformations being the Cartan prolongation (see ) of the pair $`(\mathrm{id},𝔤)`$, where $`\mathrm{id}`$ is the “standard” or “identity” representation of $`𝔤`$.

The prime example is provided by the Poisson Lie superalgebra $`𝔤=𝔭𝔬(0|2n)`$. Indeed, there is a parametric family (quantization) of Lie superalgebras $`𝔤_t`$ which at $`t=0`$ coincides with $`𝔭𝔬(0|2n)`$ and $`𝔤_t𝔤𝔩(2^{n1}|2^{n1})`$ for $`t0`$, see .

2) From various points of view it is clear that $`𝔤𝔩(n)`$ has at least two superanalogs: the “simple-minded” one, $`𝔤𝔩(n|m)`$, and the “queer” one, $`𝔮(n)`$. On $`𝔮(n)`$, the supertrace vanishes identically but there are specially designed for it its particular, queer, trace and determinant. Regrettably, the queer trace is odd and, therefore, to describe the corresponding representation, we need odd parameters, which causes extra difficulties.

So, still another versions of integration theory, if exist, are related with the queertrace and its “quasiclassical limit” as $`t0`$: the restriction of the above quantization is a parametric family $`𝔤_t`$ which at $`t=0`$ coinsides with $`𝔭𝔬(0|2n1)`$ and $`𝔤_t𝔮(2^{n1})`$ for $`t0`$. In 1) and 2) the identity representation of $`𝔭𝔬(0|m)`$ is the adjoint one and the Berezin integral serves as $`\mathrm{tr}`$.

3) The analog of trace on the general vectorial algebra $`𝔳𝔢𝔠𝔱(m|n)`$ is the divergence. I do not know how to generalize formula $`(1)`$ with divergence serves as $`\mathrm{tr}`$, so let me mention two other, more obvious, analogs of $`\mathrm{tr}`$: (a) in characteristic $`p`$ such analog exists, e.g., for Lie algebras of contact vector fields (but not only), see ; another one is provided by (b) “superconformal” algebras of divergence-free series $`𝔰𝔳𝔢𝔠𝔱(1|N)`$and the exceptions related with $`N=4`$ and $`N=5`$ extended Neveu-Schwarz algebras, see ; these traces are of the same parity as $`N`$.

## 2 Jordan superalgebras

I consider here certain algebraic structures associated with certain selected “classical superdomains”. So far, nobody knows yet (as far as I know) even a “right” definition of this basic notion, to start with: for finite dimensional manifolds all is clear, for supermanifolds we just consider the most easy to handle simple Lie supergroups and their Lie superalgebras whereas the elusive “right” definition requires, perhaps, semisimple or almost simple Lie superalgebras. So we take the road of least resistance:

Unless otherwise mentioned the ground field is $``$, the classical superdomains are considered as quotients of simple or close to them “classical” Lie supergroups modulo certain maximal parabolic subsupergroups; for the list see .

This paper is an attempt to tackle the following questions: What are the criteria for selecting the above-mentioned subgroups among other maximal ones? Why cosets modulo other parabolic subsupergroups are seldom considered in Differential Geometry whereas only these “other” cosets are the main topic of study in analytical mechanics of nonholonomic dynamical systems and in supergravity (, )?

In these questions “super” is beside the point, so we can very well begin with manifolds. The classical domains are distinguished among symmetric spaces by the fact that the Lie algebra of the symmetry group of any classical domain (Hermitian symmetric space) $`M`$ is a simple complex Lie algebra of the form

$$𝔤=_{|i|1}𝔤_i;$$
$`(d=1)`$
the tangent space to $`M`$ at a fixed point can be identified with the $`𝔤_1`$ and, on it, one can always define a Jordan algebra structure, by fixing any element $`p𝔤_1`$ and setting

$$xy=[[p,x],y]\text{ for any }x,y𝔤_1.$$
$`(2)`$
Recall that a Jordan algebra is a commutative algebra $`J`$ with product $``$ satisfying, instead of associativity, the identity

$$(x^2y)x=x^2(yx).$$
$`(JI)`$
In a very inspiring paper  McCrimmon gave an account of some applications of Jordan algebras from antiquity to nowadays, see also refs. in , . The paper and books strengthen my prejudice that general Jordan algebras are, bluntly speaking, useless. Contrariwise, simple Jordan algebras give rise to several notions important in various problems. For simple Jordan algebras the so-called general norm  should be nondegenerate which imposes additional constraints on the parabolic subalgebra. This answers the above questions but tempts one to make use of the other coset spaces as well.

I wish to make similar use of simple Jordan superalgebras, especially infinite dimensional ones, associated with infinite dimensional classical superdomains listed in ; for convenience I reproduce these tables.

In the ’60s a remarkable correspondence between Jordan algebras and certain $``$-graded Lie algebras became explicit, cf. ,  and . Kantor used this correspondence to list simple Jordan algebras (over $``$ and $``$) by the, so far, simplest known method. He clarified the mysterious relation of Jordan algebras with classical domains and actively studied certain generalizations of Jordan algebras associated with $``$-graded simple Lie algebras of finite depth $`d`$ (since all of them are of the form $`𝔤=\underset{|i|d}{}𝔤_i`$, their length is equal to $`d`$). Supersymmetry, supertwistors etc. are related with gradings $`d>1`$ almost without exceptions; so it is interesting to find generalizations of Jordan algebras (or, rather, useful related structures).

Following Freudental and Springer, Kantor generalized products $`(2)`$ to several arguments which is natural for $`d>1`$. I suggest, contrariwise, to stick to formula $`(2)`$, even for $`d>1`$, with the minimal modification: fix $`p𝔤_1`$ and for $`𝔤_{}=\underset{i0}{}𝔤_i`$ set

$$xy=[[p,x],y]\text{ for any }x,y𝔤_{}.$$
$`(3)`$
In this way we obtain noncommutative generalizations of Jordan algebras (with unknown relations instead of (JI)) and it is interesting to investigate what type of integrable systems are associated with them under the Sokolov-Svinolupov’s approach, cf. , .

Kac  has already applied this correspondence to list simple finite dimensional Jordan superalgebras.

Tables (borrowed from ) provide with a list of simple Jordan superalgebras associated with the known in 1991 simple $``$-graded Lie superalgebras of polynomial growth (SZGLSAPGs for short), cf. , , , namely, with $``$-gradings of depth 1 of SZGLSAPGs including finite dimensional ones. (This is the place where  contains an omission — cf. Kac’ exceptional Jordan superalgebra $`K`$ with our series $`𝔰𝔥`$ discovered by Serganova in 1983, see , and later rediscovered several times.)

#### 2.0.1 Tits–Kantor–Köcher’s functor $`𝔨𝔞𝔫`$

Let $`J`$ be a Jordan superalgebra and $`p`$ the tensor that determines the product in $`J`$, i.e., $`p(x,y)=xy`$. To $`J`$, Kantor assigns (see ) a $``$-graded Lie superalgebra $`𝔨𝔞𝔫(J)=\underset{|i|1}{}𝔨𝔞𝔫(J)_i`$, a $``$-graded Lie subalgebra in $`𝔳𝔢𝔠𝔱(J)`$ such that (here $`L_a(x)=ax`$)

$$\begin{array}{c}𝔨𝔞𝔫(J)_1=𝔳𝔢𝔠𝔱(J)_1,\hfill \\ 𝔨𝔞𝔫(J)_0=\mathrm{Span}(L_a,[L_a,L_b]a,bJ),\hfill \\ 𝔨𝔞𝔫(J)_1=\mathrm{Span}(p,[L_a,p]aJ).\hfill \end{array}$$

Conversely, for any $``$-graded Lie superalgebra of the form $`𝔤=\underset{i1}{}𝔤_i`$ we define a Jordan superalgebra structure on $`𝔤_1`$ if $`(𝔤_1)_{\overline{0}}0`$ in the following way. Take $`p(𝔤_1)_{\overline{0}}`$ and for $`x,y𝔤_1`$ set

$$xy=[[p,x],y].$$
$`(J)`$
#### 2.0.2 Digressioin: on homological fields

I do not know what structure is related with an arbitrary odd $`p`$ but if $`p`$ is homologic, i.e., $`[p,p]=0`$, then the formula

$$[x,y]^{}=[[p,x],y]$$
$`(L)`$
determines a Lie superalgebra structure on $`\mathrm{\Pi }(𝔤_1)`$. This structure had been first noticed, perhaps, by M. Gerstenhaber in ’60s and rediscovered many times since then. It seemed interesting to describe in intrinsic terms the $`p`$’s which determine simple Lie (super)algebras. Homological vector fields were first introduced, in connection with the problem of integration of differential equations on supermanifolds, by V. Shander , who gave a normal form for the nonsingular fields. However, Shander did not consider singularities of the fields in that work; this was recently done by Vaintrob in a series of articles (e.g.,) in which he showed that the study of singularities of homological fields, and their classification, turns out to be rather similar to the case of singularities of smooth functions. Regrettably, the answer for $`p`$ corresponding to the simple algebras is more trivial than expected, as we have recently established with Grozman:

Let, first, $`𝔤=𝔤𝔩(n)`$; denote the matrix units by $`_i^j`$, let $`(_i^j)^{}=x_j^i`$ be the dual basis. Then $`p=\xi _j^i\xi _k^j\delta _i^k`$, where $`\xi _j^i`$ is the odd copy of $`x_j^i`$ and $`\delta _i^k=\frac{}{\xi _k^i}`$. Similarly, if the $`X_i`$ form a basis of $`𝔤`$ and $`[X_i,X_j]=c_{ij}^kX_k`$, then the operator $`p𝔳𝔢𝔠𝔱(0|dim𝔤)`$ is of the form $`\frac{1}{2}c_{ij}^kX_i^{}X_j^{}X_k`$, where $`X_i^{}`$ is the dual of $`X_i`$.

Having observed that every simple finite dimensional Lie algebra (over $``$) possesses a nondegenerate symmetric bilinear form, we see that for such algebras $`p`$ is a hamiltonian vector field; to find the corresponding generating function is easy: it is the sum of all elements of degree 1 and weight $`0`$ with respect to the Cartan subalgebra of $`𝔭𝔬(0|dim𝔤)`$.

Generalization to Lie superalgebras is straightforward. Still, observe that some simple Lie superalgebras have no form at all, some (e.g., $`𝔮(n)`$) possess an odd nondegenerate symmetric bilinear form in which case $`p`$ belongs to the antibracket algebra, not to the Poisson one.

### 2.1 SZGLSAPGs of depth 1 and length 1

All possible $``$-gradings of SZGLSAPGs $`𝔤`$ are listed in  for $`dim𝔤<\mathrm{}`$ and in  for most of the other cases. Our job is to pick those of them which are of depth 1, in particularly, of the form $`\underset{|i|1}{}𝔤_i`$, see Tables.

Albert’s notation for Jordan algebras were given in accordance with Cartan’s notations for the corresponding Lie algebras. As follows from Serganova’s classification of systems of simple roots of simple Lie superalgebras , Cartan’s notations are highly inappropriate for Lie superalgebras.

#### 2.1.1 Matrix Jordan superalgebras

Let $`B_{m,2n}=\left(\begin{array}{cc}1_m& 0\\ 0& J_{2n}\end{array}\right)`$, where $`J_{2n}=\left(\begin{array}{cc}0& 1_n\\ 1_n& 0\end{array}\right)`$. Set

$$\begin{array}{c}\mathrm{𝙼𝚊𝚝}(m|n)=\{X\mathrm{Mat}(m|n)\},\hfill \\ 𝚀(n|n)=\{X[X,J_{2n}]=0\},\hfill \\ \mathrm{𝙾𝚂𝚙}(m|2n)=\{XX^{st}B_{m,2n}=B_{m,2n}X\},\hfill \\ \mathrm{𝙿𝚎}(n|n)=\{XX^{st}J_{2n}=(1)^{p(X)}J_{2n}X\}.\hfill \end{array}$$

In the first two of these spaces the Jordan product is given by the formula

$$XY=XY+(1)^{p(X)p(Y)}YX.$$

I leave it as an excersise to figure out the formula in the other two cases; for the answer see .

#### 2.1.2 Jordan algebras from bilinear forms

Set

$$𝚀_{m|2n}=^{m|2n}$$

with a nondegenerate even symmetric bilinear form $`(,)`$ and the product

$$xy=(e,x)y+x(e,y)(x,y)e$$
$`(Q)`$
where $`e(𝚀_{m|2n})_{\overline{0}}`$ satisfies $`(e,e)=1`$.

Set $`\mathrm{𝙷𝚀}_{m|2n}=\mathrm{\Pi }([p,q,\mathrm{\Theta }])`$, where $`m>0`$, $`p=(p_1,\mathrm{},p_n)`$, $`q=(q_1,\mathrm{},q_n)`$, $`\mathrm{\Theta }=(\xi _1,\mathrm{},\xi _r,\eta _1,\mathrm{},\eta _r)`$ for $`m=2r`$, of $`\mathrm{\Theta }=(\xi ,\eta ,\theta )`$ for $`m=2r+1`$ with the Jordan product defined with the help of the symplectic form $`\omega `$ on the supermanifold with coordinates $`p,q,\mathrm{\Theta }`$:

$$xy=\omega (e,x)y+x\omega (e,y)\omega (x,y)e,$$
$`(H^{})`$
where $`e(\mathrm{𝙷𝚀}_{m|2n})_{\overline{0}}`$ satisfies $`\omega (e,e)=1`$.

To explicitly give the product, consider the space $`[p,q,\mathrm{\Theta },\alpha ,\beta ]`$ with two extra odd indeterminates and the Poisson bracket such that $`p`$ and $`q`$, $`\xi `$ and $`\eta `$, and $`\alpha ,\beta `$ are dual. Setting $`\mathrm{deg}\alpha =\mathrm{deg}\beta =1`$ the degrees of the other indeterminates being $`0`$, we obtain the $``$-grading of the Poisson algebra, and its quotient modulo center, of the form $`(d=1)`$. On $`𝔤_1=[p,q,\mathrm{\Theta }]\alpha `$, define the product

$$H_{f\alpha }H_{g\alpha }=\{\{H_\beta ,H_{f\alpha }\},H_{g\alpha }\}=\left(1\right)^{p\left(f\right)}H_{\{f,g\}\alpha }.$$

In other words, on the superspace of functions with shifted parity, we set

$$fg=(1)^{p(f)+1}\{f,g\}.$$
$`(H,K)`$
#### 2.1.3 Exceptional Jordan superalgebras

There are two of them associated with the gradings of $`𝔬𝔰𝔭(4|2;\alpha )`$ and $`𝔞𝔟_3`$ from Table 1 and the corresponding loops.

#### 2.1.4 Stringy Jordan superalgebras

These are obtained from $`𝔨^L(1|n)`$ for $`n>2`$ and $`𝔨^M(1|n)`$ (see ) for $`n>3`$ by formula $`(J)`$ with the grading from Table 1. They will be denoted, respectively, by

$$𝙺{}_{}{}^{𝙻}𝚀_{1|n}^{}\mathrm{\Pi }([t^1,t,\theta _1,\mathrm{},\theta _n])$$

$$𝙺{}_{}{}^{𝙼}𝚀_{1|n}^{}\mathrm{\Pi }([t^1,t,\theta _1,\mathrm{},\sqrt{t}\theta _n]).$$

The product is given by formula $`(H,K)`$.

#### 2.1.5 Loop Jordan superalgebras

For a finite-dimensional Jordan superalgebra $`J`$ denote by $`J^{(1)}=J[t^1,t]`$ the loops with values in $`J`$ and point-wise product.

#### 2.1.6 Twisted loop Jordan superalgebras

These are associated by formula $`(J)`$ with the Lie superalgebras from Table 2.

## 3 Cross ratios

In  Kantor generalized the cross ratio of four points on $`^1`$ to most of the quotients $`G/P`$, where $`G`$ is a simple Lie group and $`P`$ is its parabolic subgroup. The Lie algebra $`𝔤=\text{ Lie}(G)`$ in these cases is of the form $`𝔤=\underset{|i|d}{}𝔤_i`$. I do not know any paper referring to , so Kantor’s studies drew no attention at all. His constructions, however, naturally appear in supersetting ; this prompts me to try to decipher a part of . I will consider here the simplest case, when $`d=1`$ and the corresponding Jordan algebra is simple. In this case one can generalize the cross ratio from $`^1=\mathrm{𝙶𝚛}_1^2`$ to a collection of $`\mathrm{𝙶𝚕}(2m|2n)`$-invariants of four points on $`\mathrm{𝙶𝚛}_{m|n}^{2m|2n}`$. First, consider

$$(A,B,C,D)=\left(AB\right)\left(CB\right)^1\left(CD\right)\left(AD\right)^1.$$
$`\left(CR\right)`$
Let $`mn=0`$. Now, replace the rhs of (CR) — call it $`X`$ — with $`det(X\lambda E)`$. The collection of all coefficients of the powers of $`\lambda `$ is the analog of the cross ratio.

By dimension considerations these are all the invariants of four points for the general, orthogonal and Lagrangian grassmannians.

For their super counterparts we take the Berezinian (superdeterminant) and the amount of polynomially independent invariants is infinite, cf. . If, however, we consider rational dependence, which is natural in super setting, the coefficients of the first $`n+m`$ powers of $`\lambda `$ generate the algebra of invariants and is a natural candidate for the cross ratio.

On $`𝚀(n|n)`$, we should take the queerdeterminant, $`\mathrm{qet}`$, instead of $`det`$; the collection obtained is finite.

For loop Jordan superalgebras we consider matrix-valued functions and $`det(X\lambda E)`$ returns a collection of functions, rather than numbers.

I do not know the complete cross ratio for Jordan superalgebras related to quadrics and do not know at all what are they for twisted loops and in stringy cases, most interesting to me. One invariant is obvious (but there should be several if $`dim𝚀>1`$): given the form $`(,)`$, or the symplectic form $`\omega `$ in the curved case, set (for the $`\mathrm{\Lambda }`$-points (see ) of the Jordan algebra $`J`$, i.e., for $`A,B,C,D(J\mathrm{\Lambda })_{\overline{0}}`$

$$(A,B,C,D)=\frac{(AB,AB)}{(CB,CB)}\frac{(CD,CD)}{(AD,AD)}.$$
$`\left(CRQ\right)`$
For curved quadrics, take $`\omega (H_{AB},H_{AB})`$ instead of $`(AB,AB)`$, etc.

Perhaps, other invariants (in non-super case) can be dug out from Reichstein’s results.

I almost forgot to add refs.  that studies four-point functions in $`N=2`$ superconformal field theories and , where matrix cross ratio is applied to Riccati equation; together with  they provide a wide setting for applications of our cross ratios.

## 4 Tables

Everywhere we assume the notational conventions of  and definitions adopted there.

In Table 1 we say that the homogeneous superspace $`G/P`$, where $`G`$ is a simple Lie supergroup, $`P`$ its parabolic subsupergroup corresponding to several omitted generators of a Borel subalgebra (description of these generators can be found in ), of depth $`d`$ and length $`l`$ if such are the depth and length of $`𝔤=\mathrm{Lie}(G)`$ in the $``$-grading compatible with that of $`\mathrm{Lie}(P)`$. Note that all superspaces of Table 1 possess an hermitian structure (hence are of depth 1) except $`PeGr`$ (no hermitian structure), $`PeQ`$ (no hermitian structure, length 2), $`CGr_{0,k}^{0,n}`$ and $`SCGr_{0,k}^{0,n}`$ (no hermitian structure, lengths $`nk`$ and, resp., $`nk1`$).

Let $`𝔰(𝔤)`$ be the traceless part of $`𝔤`$ and $`𝔭(𝔤)=𝔤/\mathrm{center}`$; let $`𝔤_\phi ^{(m)}`$ be the stationary subalgebra of the loop algebra with values in $`𝔤`$ singled out by the degree $`m`$ automorphism $`\phi `$ of $`𝔤`$;for $`G=𝔤_\phi ^{(m)}`$ with the $``$-grading of type $`(d=1)`$ the last column of Table 1 contains $`G_0`$; the map $`\mathrm{st}`$, “minus supertransposition”, sends $`X`$ to $`X^{st}`$, the map $`\mathrm{\Pi }`$ sends $`\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)`$ to $`\left(\begin{array}{cc}d& c\\ b& a\end{array}\right)`$, and $`\delta _x`$ sends $`\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)`$ to $`\left(\begin{array}{cc}a& xb\\ xc& d\end{array}\right)`$; the automorphism $`A`$ of $`𝔭𝔬`$ is defined on monomials $`f(\theta )`$ as $`\mathrm{id}`$ if $`\frac{f}{\theta _1}=0`$ and otherwise; $`irr(\mathrm{})`$ is any of the two irrducible components; $`LGr`$ and $`OGr`$ stand for the Lagrangian and orthogonal Grassmannian, respectively; the dual domain is endowed with an asterisk as a left superscript.

Table 2: for the lack of space I give an interpretation of the supergrassmannians here, linewise: the supergrassmannian of $`p|q`$-dimensional subsuperspaces in $`^{m|n}`$ and same for $`n=m`$, $`p=q`$; superquadric of $`1|0`$-dimensional isotropic (wrt a non-degenerate even form) lines in $`^{m|n}`$; ortolagrangian supergrassmannian; queergrassmannian; “odd” superquadric (wrt a non-degenerate even form) of $`1|0`$-lines in $`^{n|n}`$; odd-lagrangian supergrassmannian; curved supergrassmannian of $`0|1`$-dimensional subsupermanifolds in $`^{0|n}`$; curved superquadric; two exceptions.


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# Variational Perturbation Theory for Markov Processes

## I Introduction

Variational perturbation theory Kleinert  transforms divergent perturbation expansions into convergent ones with the convergence extending to infinitely strong couplings. The theory has been developed for the path integral representation of the free energy and the density matrix in quantum statistics, and has been tested for many systems, in particular the anharmonic oscillator and the hydrogen atom without and with a homogeneous magnetic field Kleinert ; Janke ; Meyer ; Kuerzinger ; Bachmann1 ; Bachmann2 ; Bachmann3 . The procedure is based on approximating a potential by a local trial oscillator whose frequency is optimized order by order for each set of external end points. Recently, variational perturbation theory has also been successfully extended to statistical field theory to calculate highly accurate critical properties of second-order phase transitions Verena .

In this paper we develop a similarly convergent variational perturbation theory for the path integral representation of the conditional probability density of Markov processes. In close analogy with the previous method we approximate a given stochastic process by a trial Brownian motion with a linear drift coefficient, and optimize the damping constant. We illustrate the procedure by calculating the time dependence of the conditional probability density for a nonlinear stochastic model. After some introductory remarks on Markov processes in Section II, the path integral for the conditional probability density is treated perturbatively in Section III, and evaluated variationally in Section IV.

## II Markov Processes

We start by summarizing the basic properties of Markov processes Stratonovich ; Kampen ; Haken1 ; Risken  needed in the sequel.

### II.1 Fokker-Planck Equation

A Markov process for a single stochastic variable $`x`$ is characterized by the conditional probability density $`P(x_bt_b|x_at_a)`$ that the event $`x_b`$ is realized at the time $`t_b`$ once the event $`x_a`$ has taken place at time $`t_a`$. It has the initial condition

$$P(x_bt_a|x_at_a)=\delta (x_bx_a)$$
(1)
and obeys, for additive noise, the Fokker-Planck equation

$$\frac{}{t_b}P(x_bt_b|x_at_a)=\widehat{L}_{\mathrm{FP}}(x_b)P(x_bt_b|x_at_a),$$
(2)
with the Fokker-Planck operator

$$\widehat{L}_{\mathrm{FP}}(x_b)=\frac{}{x_b}[K(x_b)]+D\frac{^2}{x_b^2},$$
(3)
where $`K(x)`$ and $`D`$ denote the drift and diffusion coefficient, respectively. An important example is provided by the overdamped motion of a Brownian particle with mass $`M`$ and friction constant $`\kappa `$ in an external potential $`V(x)`$. In this case, the drift coefficient reads

$$K(x)=\frac{V^{}(x)}{M\kappa },$$
(4)
and the diffusion coefficient is proportional to the temperature $`T`$ via Einstein’s relation

$$D=M\kappa k_BT.$$
(5)
Since the spatial derivatives in the Fokker-Planck equation (2), (3) are all on the left-hand side, they guarantee the probability conservation

$`{\displaystyle \frac{}{t_b}}{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑x_bP(x_bt_b|x_at_a)=0,`$ (6)
such that the normalization integral, which is unity at the initial time $`t_b=t_a`$ due to (1), remains so for all times:

$`{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑x_bP(x_bt_b|x_at_a)=1.`$ (7)
In the long-time limit $`t_b\mathrm{}`$, the conditional probability density $`P(x_bt_b|x_at_a)`$ becomes stationary

$$\underset{t_b\mathrm{}}{lim}P(x_bt_b|x_at_a)=P_{\mathrm{st}}(x_b),$$
(8)
where $`P_{\mathrm{st}}(x_b)`$ denotes the time-independent solution of the Fokker-Planck equation (2), defined by

$$\widehat{L}_{\mathrm{FP}}(x_b)P_{\mathrm{st}}(x_b)=0.$$
(9)
By applying the Fokker-Planck operator (3), we verify this solution is

$$P_{\mathrm{st}}(x_b)=N\mathrm{exp}\left[\frac{1}{D}^{x_b}𝑑xK(x)\right],$$
(10)
where the normalization constant $`N`$ follows from (7) and (8)

$$N=\left\{_{\mathrm{}}^+\mathrm{}𝑑x_b\mathrm{exp}\left[\frac{1}{D}^{x_b}𝑑xK(x)\right]\right\}^1.$$
(11)
### II.2 Path Integral

The solution of the Fokker-Planck initial value problem (1)–(3) has the path integral representation

$$P(x_bt_b|x_at_a)=_{x(t_a)=x_a}^{x(t_b)=x_b}𝒟xe^{𝒜[x]}$$
(12)
with the generalized Onsager-Machlup functional

$`𝒜[x]={\displaystyle \frac{1}{4D}}{\displaystyle _{t_a}^{t_b}}𝑑t[\dot{x}(t)K(x(t))]^2+{\displaystyle \frac{1}{2}}{\displaystyle _{t_a}^{t_b}}𝑑tK^{}(x(t)),`$ (13)
where all paths $`x(t)`$ contribute which connect the spacetime points $`(x_a,t_a)`$ and $`(x_b,t_b)`$. The extra term in (13) is needed since the path integral (12), (13) is by definition symmetrically ordered in the product of $`\dot{x}(t)`$ and $`K(x(t))`$, corresponding to a midpoint discretization Kleinert :

$`P(x_bt_b|x_at_a)`$ $`=`$ $`\underset{ϵ0}{lim}\left\{{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \underset{\mathrm{}}{\overset{+\mathrm{}}{}}}𝑑x_n\right\}\left({\displaystyle \frac{1}{4\pi Dϵ}}\right)^{\frac{N+1}{2}}`$ (14)
$`\times \mathrm{exp}\left\{{\displaystyle \frac{ϵ}{4D}}{\displaystyle \underset{n=1}{\overset{N+1}{}}}\left[{\displaystyle \frac{x_nx_{n1}}{ϵ}}K\left({\displaystyle \frac{x_n+x_{n1}}{2}}\right)\right]^2{\displaystyle \frac{ϵ}{2}}{\displaystyle \underset{n=1}{\overset{N+1}{}}}K^{}\left({\displaystyle \frac{x_n+x_{n1}}{2}}\right)\right\}.`$
Making use of the stationary solution (10), the path integral (12), (13) can be factorized as

$`P(x_bt_b|x_at_a)=\sqrt{{\displaystyle \frac{P_{\mathrm{st}}(x_b)}{P_{\mathrm{st}}(x_a)}}}\stackrel{~}{P}(x_bt_b|x_at_a)`$ (15)
with the remaining path integral

$`\stackrel{~}{P}(x_bt_b|x_at_a)={\displaystyle _{x(t_a)=x_a}^{x(t_b)=x_b}}𝒟x\mathrm{exp}\left\{{\displaystyle \frac{1}{2D}}{\displaystyle _{t_a}^{t_b}}𝑑t\left[{\displaystyle \frac{1}{2}}\dot{x}^2(t)+{\displaystyle \frac{1}{2}}K^2(x(t))+DK^{}(x(t))\right]\right\}.`$ (16)
This coincides with the quantum-statistical imaginary-time evolution amplitude Kleinert

$`(x_b\mathrm{}\beta |x_a\mathrm{\hspace{0.17em}0})={\displaystyle _{x(0)=x_a}^{x(\mathrm{}\beta )=x_b}}𝒟x\mathrm{exp}\left\{{\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\mathrm{}\beta }𝑑\tau \left[{\displaystyle \frac{M}{2}}\dot{x}^2(\tau )+U(x(\tau ))\right]\right\},`$ (17)
in which we identify

$`t_a0,t_b\mathrm{}\beta ,D{\displaystyle \frac{\mathrm{}}{2M}}`$ (18)
and set

$`U(x){\displaystyle \frac{M}{2}}K^2(x)+{\displaystyle \frac{\mathrm{}}{2}}K^{}(x).`$ (19)
To the path integral (17), we can apply directly the known variational perturbation theory Kleinert , which will lead us in the present context to a solution of the Fokker-Planck initial value problem (1)–(3).

### II.3 Brownian Motion

A solvable trial path integral is provided by the Brownian motion with a linear drift coefficient

$`K(x)=\kappa x,`$ (20)
where the stationary solution (10), (11) reads

$`P_{\kappa ,\mathrm{st}}(x)=\sqrt{{\displaystyle \frac{\kappa }{2\pi D}}}\mathrm{exp}\left({\displaystyle \frac{\kappa }{2D}}x^2\right).`$ (21)
The conditional probability density factorizes therefore according to (15) as

$`P_\kappa (x_bt_b|x_at_a)=\mathrm{exp}\left[{\displaystyle \frac{\kappa }{2}}(t_bt_a){\displaystyle \frac{\kappa }{4D}}\left(x_b^2x_a^2\right)\right]\stackrel{~}{P}_\kappa (x_bt_b|x_at_a),`$ (22)
and the remaining path integral is simply

$`\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)={\displaystyle _{x(t_a)=x_a}^{x(t_b)=x_b}}𝒟x\mathrm{exp}\left\{{\displaystyle \frac{1}{2D}}{\displaystyle _{t_a}^{t_b}}𝑑t\left[{\displaystyle \frac{1}{2}}\dot{x}^2(t)+{\displaystyle \frac{1}{2}}\kappa ^2x^2(t)\right]\right\}.`$ (23)
It describes a quantum-statistical harmonic oscillator with the potential $`U(x)=M\kappa ^2x^2/2`$. Inserting the imaginary-time evolution amplitude of the harmonic oscillator Neu  and taking into account the identification (18), we obtain

$`\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)=\sqrt{{\displaystyle \frac{\kappa }{4\pi D\mathrm{sinh}\kappa (t_bt_a)}}}\mathrm{exp}\left\{{\displaystyle \frac{\kappa }{4D\mathrm{sinh}\kappa (t_bt_a)}}\left[\left(x_a^2+x_b^2\right)\mathrm{cosh}\kappa (t_bt_a)2x_ax_b\right]\right\}.`$ (24)
The resulting conditional probability density of the Brownian motion (20) follows from (22), (24) and leads to the well-known Gaussian distribution

$`P_\kappa (x_bt_b|x_at_a)={\displaystyle \frac{1}{\sqrt{2\pi \sigma ^2(x_a,t_a;t_b)}}}\mathrm{exp}\left\{{\displaystyle \frac{\left[x_b\overline{x}(x_a,t_a;t_b)\right]^2}{2\sigma ^2(x_a,t_a;t_b)}}\right\}`$ (25)
with the average point

$`\overline{x}(x_a,t_a;t_b)`$ $`=`$ $`x_ae^{\kappa (t_bt_a)},`$ (26)
and the width

$`\sigma (x_a,t_a;t_b)`$ $`=`$ $`\sqrt{{\displaystyle \frac{D}{\kappa }}\left[1e^{2\kappa (t_bt_a)}\right]}.`$ (27)
It can easily be verified that the conditional probability density (25)–(27) satisfies the initial condition (1), and obeys the Fokker-Planck equation associated with the drift coefficient (20):

$`{\displaystyle \frac{}{t_b}}P_\kappa (x_bt_b|x_at_a)={\displaystyle \frac{}{x_b}}\left[\kappa x_bP_\kappa (x_bt_b|x_at_a)\right]+D{\displaystyle \frac{^2}{x_b^2}}P_\kappa (x_bt_b|x_at_a).`$ (28)
In general the drift coefficient $`K(x)`$ of a Markov process is a nonlinear function in $`x`$, and the corresponding conditional probability density $`P(x_bt_b|x_at_a)`$ cannot be calculated exactly. We must then resort to approximation methods, and we want to show in this paper that variational perturbation theory is a very efficient one. For this we first need an ordinary perturbation expansion which will be derived in the next section for a typical example.

## III Perturbation Theory

Consider the nonlinear drift coefficient

$`K(x)=\kappa xgx^3`$ (29)
with a coupling constant $`g`$. Such a stochastic model is useful, for instance, to describe the statistical properties of laser light near the threshold in semiclassical laser theory Risken ; Haken3 . In this case, the stochastic variable $`x`$ is identified with the electric field. The parameter $`\kappa `$ is proportional to the difference between the pump parameter $`\sigma `$ and its threshold value $`\sigma _{\mathrm{thr}}`$. The coupling constant $`g`$ describes the interaction between light and matter within the dipole approximation, and the diffusion constant $`D`$ characterizes the spontaneous emission of radiation. For such a stochastic process, the stationary solution (10), (11) reads

$`P_{\mathrm{st}}(x)=\sqrt{{\displaystyle \frac{2g}{\kappa }}}{\displaystyle \frac{\mathrm{exp}\left[{\displaystyle \frac{1}{2D}}\left({\displaystyle \frac{\kappa ^2}{4g}}+\kappa x^2+{\displaystyle \frac{g}{2}}x^4\right)\right]}{K_{1/4}\left({\displaystyle \frac{\kappa ^2}{8Dg}}\right)}},`$ (30)
where $`K_\nu (z)`$ denotes a modified Bessel function Gradshteyn . The path integral for the conditional probability density corresponding to (12), (13) reads:

$`P(x_bt_b|x_at_a)={\displaystyle _{x(t_a)=x_a}^{x(t_b)=x_b}}𝒟x\mathrm{exp}\left\{{\displaystyle \frac{1}{4D}}{\displaystyle _{t_a}^{t_b}}𝑑t\left[\dot{x}(t)+\kappa x(t)+gx^3(t)\right]^2+{\displaystyle \frac{1}{2}}{\displaystyle _{t_a}^{t_b}}𝑑t\left[\kappa +3gx^2(t)\right]\right\}.`$ (31)
The decomposition of type (15) leads to

$`P(x_bt_b|x_at_a)=\mathrm{exp}\left[{\displaystyle \frac{\kappa }{2}}(t_bt_a){\displaystyle \frac{\kappa }{4D}}\left(x_b^2x_a^2\right){\displaystyle \frac{g}{8D}}\left(x_b^4x_a^4\right)\right]\stackrel{~}{P}(x_bt_b|x_at_a)`$ (32)
with the remaining path integral

$`\stackrel{~}{P}(x_bt_b|x_at_a)={\displaystyle _{x(t_a)=x_a}^{x(t_b)=x_b}}𝒟x\mathrm{exp}\left\{{\displaystyle \frac{1}{2D}}{\displaystyle _{t_a}^{t_b}}𝑑t\left[{\displaystyle \frac{1}{2}}\dot{x}^2(t)+{\displaystyle \frac{1}{2}}\kappa ^2x^2(t)+g\kappa x^4(t)+{\displaystyle \frac{1}{2}}g^2x^6(t)3gDx^2(t)\right]\right\}.`$ (33)
For zero coupling constant $`g`$, we obtain the conditional probability density (23) of the Brownian motion (20). Expanding the exponential in powers of $`g`$, we find the first-order approximation

$`\stackrel{~}{P}(x_bt_b|x_at_a)=\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)\left\{1+g\left[{\displaystyle \frac{3}{2}}{\displaystyle _{t_a}^{t_b}}𝑑tx^2(t)_\kappa {\displaystyle \frac{\kappa }{2D}}{\displaystyle _{t_a}^{t_b}}𝑑tx^4(t)_\kappa \right]+\mathrm{}\right\}.`$ (34)
On the right-hand side, we have denoted the harmonic expectation value of any functional $`F[x]`$ of the path $`x(t)`$ by

$`F[x]_\kappa ={\displaystyle \frac{1}{\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)}}{\displaystyle _{x(t_a)=x_a}^{x(t_b)=x_b}}𝒟xF[x]\mathrm{exp}\left\{{\displaystyle \frac{1}{2D}}{\displaystyle _{t_a}^{t_b}}𝑑t\left[{\displaystyle \frac{1}{2}}\dot{x}^2(t)+{\displaystyle \frac{1}{2}}\kappa ^2x^2(t)\right]\right\}.`$ (35)
The latter is evaluated with the help of the generating functional for the quantum-statistical harmonic oscillator

$`\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)[j]={\displaystyle _{x(t_a)=x_a}^{x(t_b)=x_b}}𝒟x\mathrm{exp}\left\{{\displaystyle \frac{1}{2D}}{\displaystyle _{t_a}^{t_b}}𝑑t\left[{\displaystyle \frac{1}{2}}\dot{x}^2(t)+{\displaystyle \frac{1}{2}}\kappa ^2x^2(t)j(t)x(t)\right]\right\},`$ (36)
which has the explicit form Neu

$`\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)[j]=\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)\mathrm{exp}\left[{\displaystyle \frac{1}{2D}}{\displaystyle _{t_a}^{t_b}}𝑑t_1x_{\mathrm{cl}}(t_1)j(t_1)+{\displaystyle \frac{1}{4D^2}}{\displaystyle _{t_a}^{t_b}}𝑑t_1{\displaystyle _{t_a}^{t_b}}𝑑t_2G(t_1,t_2)j(t_1)j(t_2)\right].`$ (37)
The quantity $`\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)`$ is the same as in Eq. (24), and $`x_{\mathrm{cl}}(t_1)`$ denotes the classical path

$`x_{\mathrm{cl}}(t_1)={\displaystyle \frac{x_a\mathrm{sinh}\kappa (t_bt_1)+x_b\mathrm{sinh}\kappa (t_1t_a)}{\mathrm{sinh}\kappa (t_bt_a)}}.`$ (38)
The quadratic term in (37) contains the Green function

$`G(t_1,t_2)={\displaystyle \frac{D[\mathrm{\Theta }(t_1t_2)\mathrm{sinh}\kappa (t_bt_1)\mathrm{sinh}\kappa (t_2t_a)+\mathrm{\Theta }(t_2t_1)\mathrm{sinh}\kappa (t_bt_2)\mathrm{sinh}\kappa (t_1t_a)]}{\kappa \mathrm{sinh}\kappa (t_bt_a)}}.`$ (39)
We evaluate harmonic expectation values of polynomials in $`x`$ arising from the generating functional (37) according to a slight generalization of the standard Wick theorem KPB ; FLORIAN . The generalization is required by the presence of the linear term in (37). The evaluation is most economically done in a recursive procedure which we illustrate with the harmonic expectation value

$`x^n(\tau _1)x^m(\tau _2)_\kappa .`$ (40)
1. Contracting $`x(\tau _1)`$ with $`x^{n1}(\tau _1)`$ and $`x^m(\tau _2)`$ leads to a Green function $`G(\tau _1,\tau _1)`$ and $`G(\tau _1,\tau _2)`$ with multiplicity $`n1`$ and $`m`$, respectively. The rest of the factors remains inside the expectation symbol, leading to $`x^{n2}(\tau _1)x^m(\tau _2)_\kappa `$ and $`x^{n1}(\tau _1)x^{m1}(\tau _2)_\kappa `$.
2. If $`n>1`$, we extract one $`x(\tau _1)`$ from the expectation value giving $`x_{\mathrm{cl}}(\tau _1)`$ multiplied by $`x^{n1}(\tau _1)x^m(\tau _2)_\kappa `$.
3. Add the terms (i) and (ii).
4. Repeat the previous steps until only products of expectation values $`x(\tau _1)_\kappa =x_{\mathrm{cl}}(\tau _1)`$ remain.

With the help of this recursive procedure, the first-order harmonic expectation value $`x^4(\tau _1)_\kappa `$ is reduced to

$`x^4(\tau _1)_\kappa =x_{\mathrm{cl}}(\tau _1)x^3(\tau _1)_\kappa +3G(\tau _1,\tau _1)x^2(\tau _1)_\kappa .`$ (41)
Similarly, we find

$`x^3(\tau _1)_\kappa =x_{\mathrm{cl}}(\tau _1)x^2(\tau _1)_\kappa +2G(\tau _1,\tau _1)x_{\mathrm{cl}}(\tau _1),`$ (42)
and

$`x^2(\tau _1)_\kappa =x_{\mathrm{cl}}^2(\tau _1)+G(\tau _1,\tau _1).`$ (43)
Combining Eqs. (41)–(43), we obtain in first order

$`x^4(\tau _1)_\kappa `$ $`=`$ $`x_{\mathrm{cl}}^4(\tau _1)+6x_{\mathrm{cl}}^2(\tau _1)G(\tau _1,\tau _1)+3G^2(\tau _1,\tau _1).`$ (44)
The contractions can be represented graphically by Feynman diagrams with the following rules. Vertices represent the integrations over $`t`$

$`\text{ }\text{}{\displaystyle _{t_a}^{t_b}}𝑑t,\text{ }\text{}{\displaystyle _{t_a}^{t_b}}𝑑t,`$ (45)
a line denotes the Green function

$`\text{ }\text{}G(t_1,t_2),`$ (46)
and a line ending with a cross represents the classical path

$`\text{ }\text{}x_{\mathrm{cl}}(t_1).`$ (47)
Inserting the harmonic expectation values (43) and (44) into the perturbation expansion (34) leads to the first-order diagrams

$`\stackrel{~}{P}(x_bt_b|x_at_a)=\stackrel{~}{P}_\kappa (x_bt_b|x_at_a)\left\{1+g\left[{\displaystyle \frac{3}{2}}\left(\text{ }\text{}+\text{ }\text{}\right){\displaystyle \frac{\kappa }{2D}}\left(\text{ }\text{}+6\text{ }\text{}+3\text{ }\text{}\right)\right]+\mathrm{}\right\}.`$ (48)
Evaluating the diagrams, the conditional probability density for the drift coefficient (29) following from (32) and (48) becomes to the first order in the coupling constant $`g`$

$`P(x_bt_b|x_at_a)`$ $`=`$ $`P_\kappa (x_bt_b|x_at_a)\{1+g[c_{00}^{(1)}(\tau )+c_{20}^{(1)}(\tau )x_a^2+c_{21}^{(1)}(\tau )x_ax_b+c_{22}^{(1)}(\tau )x_b^2`$ (49)
$`+c_{40}^{(1)}(\tau )x_a^4+c_{41}^{(1)}(\tau )x_a^3x_b+c_{42}^{(1)}(\tau )x_a^2x_b^2+c_{43}^{(1)}(\tau )x_ax_b^3+c_{44}^{(1)}(\tau )x_b^4]+\mathrm{}\},`$
where the expansion coefficients $`c_{ij}^{(1)}(\tau )`$ are the following functions of the dimensionless variable $`\tau =\kappa (t_bt_a)`$ (see Fig. 1):

$`c_{00}^{(1)}(\tau )`$ $`=`$ $`{\displaystyle \frac{3D\left[1+4e^{2\tau }(12\tau )e^{4\tau }(5+4\tau )\right]}{4\kappa ^2(1e^{2\tau })^2}},`$
$`c_{20}^{(1)}(\tau )`$ $`=`$ $`{\displaystyle \frac{3\left[e^{2\tau }(4\tau 5)+4e^{4\tau }(1+2\tau )+e^{6\tau }\right]}{2\kappa (1e^{2\tau })^3}}=c_{22}^{(1)}(\tau ),`$
$`c_{21}^{(1)}(\tau )`$ $`=`$ $`{\displaystyle \frac{3\left[e^\tau (2\tau )+2e^{3\tau }(14\tau )e^{5\tau }(3\tau +4)\right]}{\kappa (1e^{2\tau })^3}},`$
$`c_{40}^{(1)}(\tau )`$ $`=`$ $`{\displaystyle \frac{2e^{2\tau }+3e^{4\tau }(14\tau )6e^{6\tau }+e^{8\tau }}{4D(1e^{2\tau })^4}},`$
$`c_{41}^{(1)}(\tau )`$ $`=`$ $`{\displaystyle \frac{e^\tau +3e^{3\tau }(4\tau 3)+3e^{5\tau }(3+4\tau )+e^{7\tau }}{2D(1e^{2\tau })^4}}=c_{43}^{(1)}(\tau ),`$
$`c_{42}^{(1)}(\tau )`$ $`=`$ $`{\displaystyle \frac{3\left[e^{2\tau }(32\tau )8\tau e^{4\tau }e^{6\tau }(3+2\tau )\right]}{2D(1e^{2\tau })^4}},`$
$`c_{44}^{(1)}(\tau )`$ $`=`$ $`{\displaystyle \frac{1+6e^{2\tau }3e^{4\tau }(1+4\tau )2e^{6\tau }}{4D(1e^{2\tau })^4}}.`$ (50)
It is easy to verify that the conditional probability density (49)–(50)

1. obeys the corresponding Fokker-Planck equation following from (2), (3) and (29)

$`{\displaystyle \frac{}{t_b}}P(x_bt_b|x_at_a)={\displaystyle \frac{}{x_b}}\left[\left(\kappa x_b+gx_b^3\right)P(x_bt_b|x_at_a)\right]+D{\displaystyle \frac{^2}{x_b^2}}P(x_bt_b|x_at_a),`$ (51)
with the initial condition (1), because of

$`c_{00}^{(1)}(0)=c_{20}^{(1)}(0)=c_{21}^{(1)}(0)=c_{22}^{(1)}(0)=c_{41}^{(1)}(0)=c_{42}^{(1)}(0)=c_{43}^{(1)}(0)=0,c_{40}^{(1)}(0)=c_{44}^{(1)}(0)={\displaystyle \frac{1}{8D}}.`$ (52)
2. is normalized according to (7) for all times $`t_b`$.
3. approaches the stationary solution (30) in the long-time limit (8).

All these properties of $`P(x_bt_b|x_at_a)`$ are satisfied to first order in the coupling constant $`g`$. As such the perturbative result (49)–(50) is only applicable for small values of the coupling constant $`g`$. This limitation is removed by a variational evaluation which enables us to find an approximate conditional probability density for all values of the coupling constant $`g`$.

## IV Variational Perturbation Theory

Variational perturbation theory in quantum statistics approximates a given potential by adding and subtracting a local trial harmonic oscillator whose frequency is then systematically optimized Kleinert . Here we transfer this procedure to Markov processes and modify the nonlinear drift coefficient (29) by adding and subtracting a trial Brownian motion with a yet unknown damping constant $`K`$:

$`K(x)=Kxg\left({\displaystyle \frac{\kappa K}{g}}x+x^3\right).`$ (53)
After this, we treat the combined second term as being small of the order of the coupling constant $`g`$. The result is obtained most simply by replacing the damping constant $`\kappa `$ in the original drift coefficient (29) according to the substitution rule (compare with Chap. 5 in Ref. Kleinert )

$`\kappa K\left(1+gr\right),`$ (54)
where we have introduced the abbreviation

$`r={\displaystyle \frac{\kappa K}{gK}}.`$ (55)
Writing the conditional probability density (49) as

$`P(x_bt_b|x_at_a)=\mathrm{exp}\left[W(x_bt_b;x_at_a)\right],`$ (56)
we apply the substitution rule (54) to the cumulant expansion $`W(x_bt_b;x_at_a)`$, and reexpand up to the first order in the coupling constant $`g`$. Afterwards the abbreviation $`r`$ is reexpressed in terms of $`\kappa `$ and $`K`$ via (55). This leads to

$`W^{(1)}(x_bt_b;x_at_a;K)`$ $`=`$ $`\{c_{00}^{(0)}(\tau )+c_{20}^{(0)}(\tau )x_a^2+c_{21}^{(0)}(\tau )x_ax_b+c_{22}^{(0)}(\tau )x_b^2+g[c_{00}^{(1)}(\tau )+c_{20}^{(1)}(\tau )x_a^2+c_{21}^{(1)}(\tau )x_ax_b`$ (57)
$`+c_{22}^{(1)}(\tau )x_b^2+c_{40}^{(1)}(\tau )x_a^4+c_{41}^{(1)}(\tau )x_a^3x_b+c_{42}^{(1)}(\tau )x_a^2x_b^2+c_{43}^{(1)}(\tau )x_ax_b^3+c_{44}^{(1)}(\tau )x_b^4]\},`$
where the zeroth-order expansion coefficients

$`c_{00}^{(0)}(\tau )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{K}{2\pi D(1e^{2\tau })}}+\left({\displaystyle \frac{\kappa }{K}}1\right)\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{\tau e^{2\tau }}{1e^{2\tau }}}\right),`$
$`c_{20}^{(0)}(\tau )`$ $`=`$ $`{\displaystyle \frac{\kappa e^{2\tau }}{2D(1e^{2\tau })}}+{\displaystyle \frac{(\kappa K)\tau e^{2\tau }}{D(1e^{2\tau })^2}},`$
$`c_{21}^{(0)}(\tau )`$ $`=`$ $`{\displaystyle \frac{\kappa e^\tau }{D(1e^{2\tau })}}{\displaystyle \frac{(\kappa K)\tau (1+e^{2\tau })e^\tau }{D(1e^{2\tau })^2}},`$
$`c_{22}^{(0)}(\tau )`$ $`=`$ $`{\displaystyle \frac{\kappa }{2D(1e^{2\tau })}}+{\displaystyle \frac{(\kappa K)\tau e^{2\tau }}{D(1e^{2\tau })^2}}`$ (58)
and the first-order expansion coefficients (50) are functions of the dimensionless variable $`\tau =K(t_bt_a)`$. Note that using (50) in (57) necessitates to substitute $`\kappa `$ by $`K`$.

We now remove the dependence of the cumulant expansion (57) from the artificially introduced trial damping constant $`K`$. According to the principle of minimal sensitivity STEVENSON , we minimize its influence on $`W^{(1)}(x_bt_b|x_at_a;K)`$ by searching for local extrema of $`W^{(1)}(x_bt_b|x_at_a;K)`$ with respect to $`K`$, i.e. from the condition

$`{\displaystyle \frac{W^{(1)}(x_bt_b;x_at_a;K)}{K}}|_{K=K^{(1)}(x_bt_b;x_at_a)}=0.`$ (59)
It may happen that this equation is not solvable within a certain region of the parameters $`x_b,t_b,x_a,t_a`$. In this case we look for turning points instead in accordance with the principle of minimal sensitivity Kleinert ; FLORIAN , i.e. we determine the variational parameter $`K^{(1)}(x_bt_b;x_at_a)`$ from solving

$`{\displaystyle \frac{^2W^{(1)}(x_bt_b;x_at_a;K)}{K^2}}|_{K=K^{(1)}(x_bt_b;x_at_a)}=0.`$ (60)
The solution $`K^{(1)}(x_bt_b;x_at_a)`$ from (59) or (60) yields the variational result

$`P(x_bt_b|x_at_a){\displaystyle \frac{\mathrm{exp}\left[W(x_bt_b;x_at_a;K^{(1)}(x_bt_b;x_at_a))\right]}{{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑x_b\mathrm{exp}\left[W(x_bt_b;x_at_a;K^{(1)}(x_bt_b;x_at_a))\right]}}`$ (61)
for the conditional probability density. Note that variational perturbation theory does not preserve the normalization of the conditional probability density. Although the perturbative result (49)–(50) is still normalized in the usual sense (7) to first order in the coupling constant $`g`$, this normalization is spoilt by choosing an $`x_b`$-dependent damping constant $`K^{(1)}(x_bt_b;x_at_a)`$. Thus we have to normalize the variational conditional probability density according to (61) at the end (compare the similar situation for the variational ground-state wave function in Refs. FLORIAN ; KUNIHIRO ).

We have applied variational perturbation theory to analyze the nonlinear stochastic model (29) with $`D=1,x_a=t_a=0`$ below and above the laser threshold, i.e. $`\kappa =1`$ and $`\kappa =1`$, for small and strong coupling $`g=0.1`$ and $`g=10`$. The results for the conditional probability density $`P(x_bt_a|x_at_a)`$ are plotted in Figs. 2 and 3. On the scale of the figures, they show no significant deviation from numerical solutions of the corresponding Fokker-Planck equation, some minor deviations only occur above the laser threshold $`\kappa =1`$ for $`g=0.1`$ DREGER . Both figures illustrate how the densities, originally peaked at the origin, turn into their stationary solutions in the long-time limit. The stationary solution reveals below the threshold one extremum in Fig. 2, whereas above the laser threshold in Fig. 3 two extrema occur.

## V Conclusion

We have presented the lowest-order variational calculation for the conditional probability density of the nonlinear drift coefficient (29). By going to higher orders in variational perturbation theory, it is straightforward to increase systematically the accuracy to any desired degree Kleinert .

## VI Acknowledgement

The authors thank Jens Dreger for preparing the final Figs. 2 and 3, Dr. Anna Okopińska for carefully reading the manuscript, and Dr. Bodo Hamprecht for many discussions. M.V.P. is grateful for receiving a DAAD fellowship during which the research for this paper was performed.

## Note Added in Proof

Meantime we became aware of the alternative approach ANNA2  to variationally analyze the nonlinear model (29). Above the laser threshold $`\kappa =1`$, that method yields for all times $`t_b`$ a unique solution of the extremal condition corresponding to (59). However, the resulting conditional probability density shows for larger times $`t_b`$ significant deviations from our and from numerical solutions of the Fokker-Planck equation.