probability backflow

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probability backflow

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of Modern Physics

journal homepage: www.elsevier.com/locate/shpsb

A.J. Bracken n, G.F. Melloy

School of Mathematics and Physics, The University of Queensland, Brisbane 4072, Australia

art ic l e i nf o

a b s t r a c t

Article history:

Received 21 July 2014

Received in revised form

30 August 2014

Accepted 2 September 2014

Available online 28 September 2014

It is 45 years since the discovery of the peculiar quantum effect known as probability backow, and it is

20 years since the greatest possible size of the effect was characterized. Recently an experiment has been

proposed to observe it directly, for the rst time, by manipulating ultra-cold atoms. Here a non-technical

description is given of the effect and its interpretation in terms of the ow of negative probability.

& 2014 Elsevier Ltd. All rights reserved.

Keywords:

Quantum probability

Probability backow

Negative probability

Quantum paradox

When citing this paper, please use the full journal title Studies in History and Philosophy of Modern Physics

1. Introduction

Einstein's conviction that God does not play at dice with the

universe is now generally seen as misguided. The quantum world,

unlike our everyday classical world, is inherently probabilitistic in

nature. But it may yet surprise the reader to learn that even in

regard to probability itself, the quantum and classical worlds do

not always behave in the same way.

Forty-ve years ago, British physicist G. R. Allcock published

three papers (Allcock, 1969), since widely-cited, on the so-called

arrival-time problem in quantum mechanics. This is the problem of determining the probability distribution over times at

which a quantum particle may be observed at a given position. It

is converse to a problem that quantum mechanics deals with

routinely, namely to predict the probability distribution over

positions at which a quantum particle may be observed at a given

time. The difference between the two looks slight, but the arrivaltime problem is by no means as straightforward as its counterpart,

and it has led to continuing argument and research over many

years (Aharonov, Oppenheim, Popescu, Reznik, & Unruh, 1998;

Kijowski, 1974; Muga & Leavens, 2000).

In his studies of the arrival-time problem, Allcock noted a very

peculiar quantum effect that has come to be known as quantum

probability backow. The effect has provoked continuing interest

Corresponding author.

E-mail address: a.bracken@uq.edu.au (A.J. Bracken).

http://dx.doi.org/10.1016/j.shpsb.2014.09.001

1355-2198/& 2014 Elsevier Ltd. All rights reserved.

in its own right (Bracken & Melloy, 1994; Eveson, Fewster, & Verch,

2005; Halliwell, Gillman, Lennon, Patel, & Ramirez, 2013; Melloy

& Bracken, 1998a, 1998b; Muga, Palao, & Leavens, 1999; Nielsen,

2010; Penz, Grubl, Kreidl, & Wagner, 2006; Strange, 2012; Yearsley,

Halliwell, Hartshorn, & Whitby, 2012), leading to a recent proposal

to observe it directly, for the rst time, by manipulating atoms in

the ultra-cold environment of a so-called BoseEinstein condensate (Palmero, Torrontegui, Muga, & Modugno, 2013).

To appreciate the strangeness of quantum probability backow,

consider a comparable everyday phenomenon. Imagine a long

straight road running past your front door, from far on your left to

far on your rightthink of it as the X-axis, with your house located

at position x 0. You have been reliably informed that there is a

bus somewhere on the road, possibly to your left, or possibly

already to your right, but denitely travelling in the left-to-right

direction. Moreover, the speed of the bus is denitely constant.

Your informants were somewhat uncertain as to just what that

speed is, but they were able to suggest a distribution of probabilities over possible left-to-right velocity values. Fig. 1 provides an

example, where the velocity scale is kilometres per hour. In this

example, the bus is most likely travelling from left to right at about

20 km/h.

Your informants were also not quite sure where the bus was

located on the road at the time they spoke to you, but they were

14

A.J. Bracken, G.F. Melloy / Studies in History and Philosophy of Modern Physics 48 (2014) 1319

0.03

Probability density

Probability density

0.2

0.02

0.01

40

80

120

0.1

0

6

160

Velocity

12

Position (kilometres)

hour/tens of microns per second of the classical/quantum bus.

Fig. 3. Distributions of probability over positions of the classical bus. From left to

right, at times 0, 0.125, 0.25 and 0.375 h.

0.5

0.4

Probability

Probability density

0.2

0.1

0.3

0.2

0.1

0

10

10

Position

0.025

0.05

0.075

Time (hours)

microns of the classical/quantum bus.

Fig. 4. Probability that the classical bus is to the left of x 0, versus time in hours.

positions of the bus along the X-axis at that initial time. Fig. 2

shows an example, where the distance scale is kilometres. In this

example there are matching probability distributions to your left

and right, and so a 5050 chance that the bus is still approaching

at the initial time, and that it is about 1 km away.

You wait by the road in the hope of agging down the bus if

and when it reaches you from the left. The longer you wait, the

more doubtful you become that the bus is still on its way. Common

sense tells you that the probability of the bus being somewhere to

your left is not increasing as time passes, given that it is travelling

from left to right.

Supporting your intuition, Fig. 3 shows distributions of probability over positions of the classical bus at successive times,

starting from the assumed initial distribution as in Fig. 2, and

assuming a distribution of velocities as in Fig. 1. The probability

ows steadily towards the right, in the same direction as the

velocity of the bus. This is conrmed in Fig. 4, which shows the

probability that the bus is still on its way from your left, starting

from the value 0.5, or 50%, and decreasing steadily towards zero.

tens of microns per second.

More generally, all wave functions can be considered for which

the quantum bus, like the classical one, has a (constant) velocity

that is denitely directed from left to right, with uncertain

magnitude, and an initial position that is also uncertain.

While these conditions seem to be quite analogous to those of

the classical bus, something completely counter-intuitive can

happen in the quantum case.

Despite the fact that the bus is denitely travelling from left to

right, the probability of nding it to your left on measuring its

position may increase as the time of measurement increases.

Because the bus is certainly somewhere on the line at all times,

the probability of nding that its position lies to your right must

decrease accordingly during this same time interval. In other

words, probability must ow backwards across position x 0, in

the opposite direction to the velocity of the bus, even though there

is no apparent force acting to push the probability backwards.

Fig. 5 shows possible probability distributions over positions of

the quantum bus at successive times, arising from a choice of

initial wave function consistent with the probability distributions

shown in Figs. 1 and 2. The curves again show movement of the

probability distribution from left to right, and are not greatly

dissimilar to those shown for the classical bus in Fig. 3. What is

more, the graph in Fig. 6, showing the changing value of the

probability that the quantum bus is still to your left, does not

appear much different from its classical counterpart in Fig. 4. It is

easy to overlook in Fig. 6 the rise and then fall of the probability

value at very early times, up to about 0.002 s.

If we look more closely at what happens at these early times,

we can see the striking difference between the classical and

quantum cases. Fig. 7 shows plots of the probability distribution

Waiting for a quantum bus is different. To this end, consider a free

particlewith a mass near that of an oxygen atom, saytravelling

along the X-axis, and subject to the laws of non-relativistic quantum

mechanics. Such a quantum bus has a wave function satisfying

Schrdinger's equation. This wave function can be chosen so that

the distributions of probabilities over possible velocities and initial

positions are again as in Figs. 1 and 2, where now distances are

A.J. Bracken, G.F. Melloy / Studies in History and Philosophy of Modern Physics 48 (2014) 1319

15

0.5

Probability

Probability density

0.2

0.1

0.475

0.45

12

0.0025

0.005

0.0075

Time (hours)

Fig. 5. Distribution of probability over positions of the quantum bus. From left to

right, at times 0, 0.125, 0.25 and 0.375 s.

Fig. 8. Probability that the classical bus is to the left of x 0, versus time in hours.

0.24

Probability density

0.5

Probability

0.4

0.3

0.2

0.2

0.16

0.12

0.1

0.08

0

2

0

0.025

0.05

0.075

Time (seconds)

Fig. 6. Probability that the position of the quantum bus is to the left of x 0, versus

time in seconds.

Fig. 9. Distribution of probability over positions of the quantum bus at times 0

(solid line) and 0.002 s (dashed line).

0.24

0.51

0.2

Probability

Probability density

0.16

0.5

0.49

0.12

0.48

0.08

Position (kilometres)

Fig. 7. Distributions of probability over positions of the classical bus at times 0

(solid line) and 0.002 h (dashed line).

0.002 h (dashed curve). The probability ows from left to right

over this time interval, just as it does at later times, and this is

conrmed in Fig. 8, which shows the changing value of the

probability that the classical bus is still to your left. Again, it

decreases steadily.

Figs. 9 and 10 show the analogous results for the quantum bus.

While the successive curves in Fig. 9 are again suggestive of

movement to the right during the time interval of length

0.002 s, Fig. 10 shows that the probability that the position of

the bus will be found on your left actually increases during this

period, from the initial value of 0.5 to a value of about 0.508,

before starting to decline. In other words, while there is a 50%

0.0025

0.005

0.0075

Time (seconds)

Fig. 10. Probability that the quantum bus is to the left of x 0, versus time in

seconds.

your left, this has increased to about 50.8% after about 0.002 s.

For each curve like those in Figs. 5 and 9, the area under the curve

to the left of position x0 gives the probability that the position of

the quantum bus will be found on your left at the corresponding

time, while the area under the curve to the right gives the probability

that it will be found on your right. And for each curve, the sum of

these two areas has the value one.

For the solid (t0) curve in Fig. 9, these areas are each equal to 0.5.

For the dashed (t0.002 seconds) curve however, the area to the left

equals about 0.508, and so is greater than the area to the right, which

equals about 0.492. This is despite the appearance given by the latertime curve of motion to the right from the initial one. The apparent

16

A.J. Bracken, G.F. Melloy / Studies in History and Philosophy of Modern Physics 48 (2014) 1319

the left hand peak, and a narrowing of the right hand one.

From Allcock's work it is clear that probability backow is an

interference effect, made possible because a quantum particle,

unlike a classical bus, also has wave-like properties. The appearance of mathematically similar retro-propagation effects is not

uncommon in classical wave theories (Berry, 2010), so the surprise

in the quantum context comes not so much from unusual mathematics, as from the fact that it is the probability that ows

backwards in this case, counter to our classical intuition.

The probability distributions over initial positions and velocities

can be chosen independently for a classical bus, whereas for a

quantum particle, they are tightly related, being determined from

the wave function and its Fourier transform. This relationship

involves Planck's constant h and, as time evolves, also the mass of

the particle, and it is this same relationship between wave function

and Fourier transform that gives rise to that most profound of all

quantum effects, Heisenberg's uncertainty principle.

It is not hard to appreciate the relevance of probability backow to the arrival-time problem that was primarily of interest to

Allcock 45 years ago. For if the probability of nding a rightmoving particle to the left of a given point can increase or decrease

with time, the very notion of the probable time of its arrival at that

point, from the left say, may become problematic.

In an attempt to raise interest in the backow effect itself, and

to quantify it, two aspects were considered by us some 25 years

after Allcock's work (Bracken & Melloy, 1994). The rst aspect

concerns the possible duration of the effect. It is clear enough, and

easily proved, that the probability of nding the position of the

quantum bus to the left of a given point such as x 0 must

approach the value zero for sufciently long times, while the

probability of nding it to the right of that point must approach

the value one, just as in the case of the classical bus. We are then

led to ask, for how long can the quantum probability ow backwards past a given point?

The answer to this question is simple, if surprising. Backow

can persist over any nite time-interval, no matter how long. For

once a quantum state is found that produces the effect over a

time-interval of given duration, another state can be constructed

that produces the same amount of probability backow over an

interval twice as long, say, by a simple scaling process.

The second and more interesting question is to ask: What is the

greatest amount of probabilitycall this amount P, saythat can

ow backwards over a given time-interval? The length of the

time-interval is immaterial, by the scaling argument just mentioned. This second question leads to a well-dened mathematical

problem, but one that has, to date, deed exact solution. Our

estimate of P, obtained by treating the problem numerically, was

about 0.04, or about 4% of the total probability on the line.

Subsequent numerical studies (Eveson et al., 2005; Penz et al.,

2006; Yearsley et al., 2012) have found the more precise estimate

0.0384517. This is about ve times greater than the amount of

backow in the example treated above.

The number P appears as an eigenvalue in the mathematical

problem that arises, and the corresponding eigenfunction denes

the wave function of the quantum state that gives rise to the greatest

backow value. While eigenvalue problems commonly arise for

observable quantities in quantum mechanics, leading to quantum

numbers such as the energy levels of an atom, for example, the

quantum number P is quite unusual.

It is a pure (dimensionless) number. Furthermore, its value is not

only independent of the length of the time-interval over which

of the mass of the quantum particle and, more surprisingly, of the

value of Planck's constant h, which typically characterizes quantum

effects. In an imaginary world where h had a value many times larger

or many times smaller than the one we are familiar with in our

world, the maximum possible probability backow over any given

time interval would still be the same for any free quantum particle, of

whatever mass, namely 0.0384517.

It is often said, rather loosely, that as the value of h is reduced

in the mathematical description of a quantum system, the observed properties of the system will gradually approach those of its

classical counterpart. But probability backow does not occur at all

for a classical bus, so this dictum fails to apply here.

A striking interpretation of probability backow can be given if

we introduce negative probabilities into the quantum description.

While such a notion may seem to be absurd, the usefulness of

this radical concept for conceptualizing other aspects of quantum

mechanics has been argued long ago in other contexts by Dirac

(1942) and Feynman (1987).

The idea of negative probabilities seems to be less absurd when

we recall how useful a related notion has become in everyday life

the notion of negative numbers. No-one ever saw a negative

amount of money, for example, but there is a simplifying conceptual advantage in regarding withdrawals from your bank

account as negative deposits when calculating the balance remaining after all transactions are considered. Provided that your nal

balance is not negative, your bank manager will not complain that

you used unphysical negative numbers to help you keep track. And

so it is with negative probabilities.

To see their relevance in the present context, reconsider rstly

the classical bus. Rather than distinct probability distributions over

initial positions and velocities, we can consider a single distribution over both. For the classical state illustrated in Figs. 1 and 2,

a three-dimensional plot of such a joint distribution could look

initially as in Fig. 11.

Note that the distribution is conned to the upper half of the

positionvelocity plane because the bus denitely has a positive

velocity. Fig. 12 shows a contour plot of the initial distribution. The

probability that the bus is initially to the right of x 0 is now given

by the total probability distributed on the right quadrant of Fig. 12,

while the probability that the bus is to the left of x 0, and so yet

to arrive at x 0, is given by the total probability distributed on the

left quadrant. Each of these initial probabilities equals 0.5.

As time passes, the distribution on the upper half of the position

velocity plane evolves by shearing to the right, as indicated by the

arrows in Fig. 12, leading after some time to Fig. 13. All the probability

in the wedge shown in Fig. 12, bounded by the left-hand white line

and the black line, ows across the black line x0 during an

appropriate time interval, replacing the probability in the wedge

initially bounded by the black line and the right-hand white line,

which moves further right, as shown in Fig. 13. In this way the

probability in the right quadrant increases while the probability in

the left quadrant decreases by the same amount.

For the quantum bus, the closest analogue of a joint distribution of position and velocity probabilities is given by a construct

from the wave function due to Wigner (1932). For the quantum

state giving rise to Figs. 1 and 2, the three-dimensional plot of

this Wigner function, so-called, might look initially as shown in

Fig. 14.

The Wigner function is not everywhere positive, unlike its

classical counterpart in Fig. 11. Negative values appear with the

lightest shades in the example shown in Fig. 14. For the same

A.J. Bracken, G.F. Melloy / Studies in History and Philosophy of Modern Physics 48 (2014) 1319

17

Fig. 11. Distribution of probability over velocities and initial positions of the classical bus: 3D plot.

Fig. 12. Distribution of probability over velocities and initial positions of the classical bus: contour plot.

Fig. 13. Distribution of probability over velocities and positions of the classical bus at a later time: contour plot.

example, Figs. 15 and 16 show contour plots of the initial distribution and the distribution at a later time, with regions of negative

values again shown lightest.

does share important properties with the classical distribution.

Thus, in the present context, it vanishes for negative velocities.

18

A.J. Bracken, G.F. Melloy / Studies in History and Philosophy of Modern Physics 48 (2014) 1319

Fig. 14. Distribution of quasi-probability over velocities and initial positions of the quantum bus: 3D plot.

Fig. 15. Distribution of quasi-probability over velocities and initial positions of the quantum bus: contour plot.

Fig. 16. Distribution of quasi-probability over velocities and positions of the quantum bus at a later time: contour plot.

A.J. Bracken, G.F. Melloy / Studies in History and Philosophy of Modern Physics 48 (2014) 1319

Furthermore, the total of its values in the right quadrant equals the

probability that the particle will be found to the right of x 0 on

measuring its position at the corresponding time, the total of its

values in the left quadrant equals the probability that the particle

will be found to the left of x 0, and the sum of these two always

has the value one. We may say that the Wigner function denes

a quasi-probability distribution, taking both positive and negative

probability values. Such an interpretation has been much discussed in other contexts. (See for example Feynman, 1987; Scully

et al., 1994; Zachos et al., 2005.)

What is especially important for the discussion of probability

backow is that, as time passes, the Wigner function evolves in

just the same way as the classical distribution, by shearing to the

right, as indicated by Figs. 15 and 16. In the quantum case,

however, the total amount of probability on a wedge like that

between the left-hand white line and the black line in Fig. 15 can

be negative. When this negative probability ows to the right

quadrant, arriving between the initial positions of the black line

and right-hand white line after some time, the probability on the

right quadrant decreases, and the probability on the left quadrant

increases by the same amount.

We may say that all the probability moves to the right with the

motion of the quantum particle, just as in the case of the classical

bus, but now not all that probability is positive. Negative probability moving to the right has the same effect on the total

probabilities in the left and right quadrants as positive probability

moving to the left, thus giving rise to the backow phenomenon.

While the interpretation of the Wigner function as a quasiprobability distribution has limitations in more general contexts

(Feynman, 1987; Scully et al., 1994; Zachos et al., 2005), the

usefulness of treating its negative and positive values as probabilities when conceptualizing the backow effect is manifestly

clear. It must be emphasized however that negative probability

values are not directly observable. The total probabilities on the

left and right quadrants, which are observable, are always positive.

Note that the greatest possible negative value of the total

probability on any wedge like the one on the left in Fig. 15,

evaluated over all quantum states with positive left-to-right

velocities, equals the number P. For the example given here, it

has the value 0.008, only about 20% of the maximum possible.

6. Concluding remarks

The value of P evidently reects the structure of the quantum

description of a free particle, in terms of a wave function satisfying

Schrdinger's equation, rather than the values of the only

19

particle and Planck's constant. Experimental observation of the

value of P would therefore provide some novel verication of this

general mathematical framework per se, unlike more typical

physical predictions of quantum theory.

Successful observation of probability backow in experiments,

such as that proposed by Palmero et al. (2013), would conrm

Allcock's insight from 45 years ago, and highlight important

differences in the behaviour of classical and quantum probabilities.

But a further challenge to experimenters would remainto

measure the mysterious quantity P and verify that it has the value

0.0384517 predicted by quantum mechanics.

References

Aharonov, Y., Oppenheim, J., Popescu, S., Reznik, B., & Unruh, W. G. (1998). Physical

Review A, 57, 4130.

Allcock, G. R. (1969). Annals of Physics, 53 253, 286, 311.

Berry, M. V. (2010). Journal of Physics A: Mathematical and Theoretical, 43, 415302.

Bracken, A. J., & Melloy, G. F. (1994). Journal of Physics A: Mathematical and General,

27, 2197.

Dirac, P. A. M. (1942). Proceedings of Royal Society London A, 180, 1.

Eveson, S. P., Fewster, C. J., & Verch, R. (2005). Annales Henri Poincare, 6, 1.

Feynman, R. P. (1987). In: F. D. Peat, & B. Hiley (Eds.), Quantum implications: Essays

in honour of David Bohm (pp. 235248). London: Routledge and Kegan Paul.

Halliwell, J. J., Gillman, E., Lennon, O., Patel, M., & Ramirez, I. (2013). Journal of

Physics A: Mathematical and Theoretical, 46, 475303.

Kijowski, J. (1974). Reports on Mathematical Physics, 6, 361.

Melloy, G. F., & Bracken, A. J. (1998a). Annalen der Physik, 7, 726.

Melloy, G. F., & Bracken, A. J. (1998b). Foundations of Physics, 28, 505.

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Nielsen, M. A. (2010). An underappreciated gem: probability backow http://

michaelnielsen.org/blog.

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Penz, M., Grubl, G., Kreidl, S., & Wagner, P. (2006). Journal of Physics A: Mathematical

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Zachos, C. K., Fairlie, D. B., & Curtright, T. L. (2005). Quantum mechanics in phase

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