friend said:
Yes, they are just mathematical devises, just as are manifolds, and differential lengths. We invent terms like force and mass to give some definition of what we are integrating in classical mechanics. So I'm trying to understand what those little pieces are that we are integrating in the Feynman path integral since that's what we do in classical integrals. And it seems unavoidable since we assume that the whole is constructed from the little pieces. So your advice seems to be to be saying that I should give up on understanding the basic structures of physical things. And the little pieces in the path integral seem to be called "virtual". The only problem left is to discover their properties and to understand the world in terms of them. So you are basically asking me to stop caring at all. Sorry, I can't do that.
I think you're mixing up two different topics. There is a path-integral formulation for nonrelativistic quantum mechanics, and that in no way involves "virtual particles". Virtual particles appear when one does perturbation theory in quantum field theory. The two subjects are related, in that both of them make use of something called the "propagator", but the expression that is being discussed in this thread, \langle x| \hat{U}(t, t_0)|x_0\rangle is from nonrelativistic quantum mechanics, and doesn't involve virtual particles at all.
As vanhees71 says, a propagator is not a transition amplitude, because it has different normalization rules. However, conceptually, it seems to me that it can be understood as a generalization of transition amplitudes, so I don't agree with him that it's so bad to call them that (as long as the normalization business is made clear).
If you have a quantum system with a discrete number of states |psi_j\rangle, then you can compute a transition amplitude:
A_{ij}(t, t_0)
which is defined to be the probability amplitude that a system initially in state |\psi_j\rangle at time t_0 will be found in state |\psi_i\rangle at time t. The mathematical expression for this is: A_{ij}(t, t_0) = \langle \psi_i | \hat{U}(t, t_0) | \psi_j \rangle = \langle \psi_i | e^{-i \hat{H} (t-t_0)/\hbar} | \psi_j \rangle. The probability that a system initially prepared in state j will later be observed to be in state i is just P_{ij} = |A_{ij}|^2.
The laws of quantum mechanics allow us to relate A_{ij} at different times as follows:
A_{ij}(t, t_0) = \sum_k A_{ik}(t, t_1) A_{kj}(t_1, t_0)
where t_1 is any time between t_0 and t_1, and the index k runs over all possible intermediate states.
Obviously, you can continue to expand the amplitude to get something like:
A_{ij}(t, t_0) = \sum_{k_1, k_2, ..., k_N} A_{ik_N}(t, t_N) A_{k_N, k_{N-1}}(t_N, t_{N-1}) ... A_{k_1, j}(t_1, t_0)
where t_n = t + n \epsilon, where \epsilon = \frac{n (t-t_0)}{N+1}
If we define a "path" (not through physical space, but through state space) p to be a sequence of states \psi_{k_0}, \psi_{k_1}, ..., \psi_{k_{N+1}} of length N+2, then we can associate an amplitude with such a path:
\phi(p, t, t_0) = A_{k_{N+1}, k_N}(t, t_N) A_{k_N, k_{N-1}}(t_N, t_{N-1}) ... A_{k_1, k_0}(t_1, t_0)
Then our formula above can be summarized as:
A_{ij}(t, t_0) = \sum_p \phi(p, t, t_0)
where the sum is over all possible paths p that start at \psi_j and end at \psi_i. So you can interpret the equation for transition amplitudes as saying: "Take all possible paths from \psi_j to \psi_i, and add their amplitudes." I suppose you could say that these paths are "virtual", in that there is no sense in which the system actually takes any of those paths--it's just a calculational device.
The propagator is in some sense the continuum limit of such a transition amplitude, where the states \psi_j are states that are localized in physical space.