In Classical Mechanics we describe the evolution of a particle giving its trajectory. This is quite natural because it seems a particle must be somewhere and must have some state of motion. In Quantum Mechanics, on the other hand, we describe the evolution of a particle with its wave function $\Psi(x,t)$ which is a function such that $|\Psi(x,t)|^2$ is a probability density function for the position random variable.
In that case, solving the equations of the theory instead of giving the trajectory of the particle gives just statistical information about it. Up to there it is fine, these are just mathematical models. The model from Classical Mechanics has been confirmed with experiments in some situations and the Quantum Mechanics model has been confirmed with experiments in situations Classical Mechanics failed.
What is really troubling me is: does the fact that the Quantum Mechanics model has been so amply confirmed implies a particle has no trajectory? I know some people argue that a particle is really nowhere and that observation is what makes it take a stand. But, to be sincere, I don't swallow that idea. It always seemed to me that it just reflects the fact that we don't really know what is going on.
So, Quantum Mechanics implies that a particle has no trajectory whatsoever or particles do have well defined trajectories but the theory is unable to give any more information about then than just probabilities?
Answer
Quantum systems do not have a position. This is intuitively hard to grasp, but it is fundamental to a proper understanding of quantum mechanics. QM has a position operator that you can apply to the wavefunction to return a number, but the number you get back is randomly distributed with a probability density given by $|\Psi |^2$.
I can't emphasise this enough. What we instinctively think of as a position is an emergent property of quantum systems in the classical limit. Quantum systems do not have a position, so asking for (for example) the position of an electron in an atom is a nonsensical question. Given that there is no position, obviously asking for the evolution of that position with time, i.e. the trajectory, is also nonsensical.
You say:
I don't swallow that idea. It always seemed to me that it just reflects the fact that we don't really know what is going on.
and you are far from alone in this as indeed his Albertness himself would have agreed with you. The idea that we don't know what is going on is generically referred to as a hidden variable theory, however we now have experimental evidence that local hidden variable theories cannot exist.
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