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OLIVER MATTE
Mathematisches Institut, Ludwig-Maximilians-Universit
at,
Theresienstrae 39, D-80333 M unchen, Germany
matte@math.lmu.de
EDGARDO STOCKMEYER
Institut f
ur Mathematik, Johannes Gutenberg-Universit
at,
Staudingerweg 9, D-55099 Mainz, Germany
stockm@mathematik.uni-mainz.de
We prove an HVZ theorem for a general class of no-pair Hamiltonians describing an atom
or positively charged ion with several electrons in the presence of a classical external
magnetic field. Moreover, we show that there exist infinitely many eigenvalues below the
essential spectrum and that the corresponding eigenfunctions are exponentially localized.
The novelty is that the electrostatic and magnetic vector potentials as well as a non-
local exchange potential are included in the projection determining the model. As a main
technical tool, we derive various commutator estimates involving spectral projections of
Dirac operators with external fields. Our results apply to all coupling constants e2 Z < 1.
1. Introduction
The relativistic dynamics of a single electron moving in the potential of a static
nucleus, VC 0, in the presence of an external classical magnetic eld B = curl A
is generated by the Dirac operatora
DA,VC := (i + A) + VC . (1.1)
of light. Length is measured in units of /(mc), which is the Compton wave length divided by 2.
is Plancks constant divided by 2. In these units, the square of the elementary charge equals
the fine structure constant, e2 1/137.037.
1
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
1 1
+
A,VC = + sgn(DA,VC ). (1.2)
2 2
This is conrmed by Diracs interpretation of the negative spectral subspace as
a completely lled sea of virtual electrons which, on account of Paulis exclusion
principle, forces an additional electron to attain a state of positive energy. On the
other hand, it is well known that there is no canonical a priori given atomic or
molecular Hamiltonian generating the relativistic time evolution of N > 1 inter-
acting electrons. Guided by non-relativistic quantum mechanics one might naively
propose to start with the formal expression
N
(j)
DA,VC + Wjk , (1.3)
j=1 1j<kN
where the superscript (j) means that the operator below acts on the jth electron
and Wjk 0 is the interaction potential between the jth and kth electron. It then
turns out, however, that (1.3) suers from the phenomenon of continuum dissolution
which is also known as the BrownRavenhall disease [9]. That is, the eigenvalue
problem associated to (1.3) has no normalizable solutions; see, e.g., [43, 48]. A
frequently used ansatz to nd a reasonable and semi-bounded Hamiltonian for an
N -electron atomic or molecular system again incorporates the concept of a Dirac
sea. Namely, one projects (1.3) onto the N -fold antisymmetric tensor product of a
suitable one-electron subspace, i.e. one considers operators of the form
N
(j)
HN := +,N
A,V
DA,VC + Wjk +,N
A,V , (1.4)
j=1 1j<kN
where
N
+(j)
+,N
A,V := A,V . (1.5)
j=1
Here + A,V is dened as in (1.1) and (1.2) but with VC replaced by a new potential
V . A Hamiltonian of this kind has been introduced rst by Brown and Raven-
hall in [9]. We emphasize that HN can formally be derived from quantum elec-
trodynamics (QED) by a procedure that neglects the creation and annihilation
of electron-positron pairs [47], the latter being dened with respect to +A,V . For
this reason operators of the form (1.4) are often called no-pair Hamiltonians. Mod-
els of this type are widely used as a starting point for numerical computations in
quantum chemistry. We refer the reader to the recent textbook [43] for a detailed
exposition of the application of no-pair models in quantum chemistry, for examples
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
consider: Namely, for vanishing magnetic elds, it is known that the one-particle
BrownRavenhall operator is stable if and only if Z Zc := e12 (2/)+(/2) 2
124.2 [17]. In the presence of an exterior B-eld one can show that H1 is still
bounded below in the free picture, for all Z Zc , provided the vector potential
is locally bounded and Lipschitz continuous in a neighborhood of the nuclei [36].
(For smaller values of the coupling constant, one can actually prove the stability of
matter of the second kind in the free picture treating a gauge xed vector potential
as a variable in the minimization and adding the eld energy to the multi-particle
Hamiltonian; see [35, 34], where the quantized electro-magnetic eld is considered.
In this situation it is essential that the vector potential is included in the projection
for otherwise the model is always unstable if N > 1 [21].)
Finally, we comment on some closely related recent work. In the free picture
and for vanishing exterior magnetic eld, an HVZ theorem and the existence of
innitely many eigenvalues below the essential spectrum have been proved in [40],
for nuclear charges Z Zc . The case N = 2 is also treated in [27]. A more general
HVZ theorem that applies to dierent particle species and a wider class of interac-
tion potentials and exterior elds in the free picture has been established in [37].
Moreover, the reduction to irreducible representations of the groups of rotation
and reection and permutations of identical particles is considered in [37]. The L2 -
exponential localization of eigenvectors in the BrownRavenhall model is studied
in [38,39] improving and generalizing earlier results from [2]. In all these works, the
authors employ explicit position space representations of + 0,0 . An HVZ theorem
in the free picture with constant magnetic eld is established in [28] again using
explicit representations for the projection based on Mehlers formula. By employing
somewhat more abstract arguments we are able to study a wider class of projections
in this paper. Similar results on the spectral projectors are used in [36] to study
the regularity of the eigenvectors of H1 in the free picture and to derive pointwise
exponential decay estimates for their partial derivatives of any order (for Z Zc
and assuming that all partial derivatives of A increase more slowly than any expo-
nential function). The rate of exponential decay found in [36] is actually the same
as it is known for the Chandrasekhar operator and, hence, seems to be the optimal
one. For many-electron atoms it is, however, more dicult to prove the exponential
localization and as in [2,38] we shall only get suboptimal bounds on the decay
rate in the present article.
For recent developments and numerous references to the literature on HVZ
theorems we refer to [33].
threshold energy. Section 6 deals with Weyl sequences and, nally, in Sec. 7 we
show that HN possesses innitely many eigenvalues below the threshold energy.
Some frequently used notation. Open balls in R3 with radius R > 0 and center
z R3 are denoted by BR (z). Spectral projections of a self-adjoint operator, T ,
on some Hilbert space are denoted by E (T ) and EI (T ), if R and I is an
interval. D(T ) denotes the domain of the operator T and Q(T ) its form domain.
The characteristic function of a subset M Rn is denoted by 1M . C, C , C , . . .
denote constants whose values might change from one estimate to another.
{i , j } = 2ij 1, 0 i, j 3. (2.1)
H := L2 (R3 , C4 )
with domain H 1 (R3 , C4 ). Its spectrum is purely absolutely continuous and given
by the union of two half-lines,
Moreover, there exist (0, 1) and > 0 such that the balls B (y), y Y, are
mutually disjoint and, for 0 < |x| < and y Y,
VC (y + x) . (2.4)
|x|
Example 2.1. The main example for a potential satisfying Hypothesis 2.1 is cer-
tainly the Coulomb potential generated by a nite number of static nuclei,
e2 Zy
VC (x) = 1, x R3 \Y.
|x y|
yY
VE is compact and has the following property: There exist m > 0 and some
increasing function c : [0, m) (0, ) such that, for every F C 1 (R3 , R) with
|F | a < m,
Example 2.2. (i) Possible choices for VH and VE satisfying the conditions of
Hypothesis 2.2 are the Hartree and non-local exchange potentials corresponding
to a set of exponentially localized orbitals 1 , . . . , M H , |i (x)| Cem|x| ,
1 i M , for some C (0, ). Their Hartree potential is given as
M
2 2 1
VH (x) := e |i | (x), x R3 .
i=1
||
It incorporates the presence of M electrons in a xed state into the Dirac sea
by a smeared out background density. The exchange potential corresponding
to 1 , . . . , M is the integral operator with matrix-valued kernel
M
i (x) (y)
VE (x, y) := e2 i
.
i=1
|x y|
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
em|xy|
VE (x, y) C ,
x |x y|y
DA,V = (i + A) + + V,
+
A,V := E[e0 ,) (DA,V ), +
A,V := 1 A,V , (2.9)
where
Many of our technical results on DA,V , for instance, various commutator estimates
of Sec. 3 hold actually true under the mere assumption that the components of A
are locally bounded. Of course, if not all eigenvalues of DA,V are larger than 1
and e0 is chosen between 1 and the lowest eigenvalue, the physical relevance of
the N -particle Hamiltonian HN becomes rather questionable. We remark that such
situations are not excluded by our hypotheses. For instance, if VC is the Coulomb
potential and the intensity of a constant exterior magnetic eld is increased, then
the lowest eigenvalue of DA,VC eventually reaches the lower continuum [16]. Never-
theless, our theorems hold for any choice of e0 as in (2.10).
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
where +,N 3 3
A,V is given by (1.5) and (2.9). We let W : R R [0, ] denote the
interaction potential between two electrons.
Proposition 2.1. Assume that V fullls Hypothesis 2.2, W fullls Hypothesis 2.3,
and that A L 3 3
loc (R , R ) satises e
0 |x|
A < , for some 0 0 <
min{0 , m}. Then the operator H N given by (2.13) and (2.14) is well-dened,
symmetric, and semi-bounded from below.
Proof. The only claim that is not obvious is that Wij +,N A,V is again square-
integrable, for every DN . This follows, however, from Corollary 3.3.
where SN is the group of permutations of {1, . . . , N }, and dene the no-pair Hamil-
tonian by
A
HN := HN AN H + .
N
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Remark 2.1. In the case N = 1 the assertion of Theorem 2.1 still holds true under
the assumptions of Proposition 2.1. This follows from the proof of Theorem 2.1.
In fact, for N = 1, we do not have to control error terms involving the interaction
W which is the only reason why B is assumed to be bounded in Theorem 2.1. If also
V = VC , then we obtain an exponential localization estimate for an eigenvector,
E , with eigenvalue E (1, 1) of the Dirac operator DA,VC . The estimate on the
decay rate which could be extracted from our proof is, however, suboptimal due to
error terms coming from the projections; see also [7] for decay estimates for Dirac
operators.
Next, we introduce a hypothesis which is used to prove the easy part of the
HVZ theorem below.
Hypothesis 2.4. (i) For every 1, there exist radii, 1 R1 < R2 < ,
Rn , and 1 , 2 , . . . D such that
(ii) A C 1 (R3 , R3 ) and B = curl A has the following property: There are b1
(0, ) and 0 < min{0 , m} (m and 0 are the parameters appearing in
Hypothesis 2.2 and (2.11)) such that, for all x, y R3 ,
Example 2.3 ([22]). We recall a result from [22] which provides a large class
of examples where Hypothesis 2.4(i) is fullled: Suppose that A C (R3 , R3 ),
B = curl A, and set, for x R3 and N,
| B(x)|
||=
0 (x) := |B(x)|, (x) := .
1+ | B(x)|
||<
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Proof. (i) follows directly from Lemma 6.3 and (ii) follows from Theorems 5.1
and 2.1.
To show the existence of innitely many eigenvalues below the bottom of the
A
essential spectrum of HN we certainly need a condition on the relationship between
VC , W , and the magnetic eld. To formulate it we set, for , R > 0,
S (R) := {x R3 : (1 )R |x| (1 + )R} (2.19)
v
(, R) := sup sup v | VC (x)vC4 . (2.20)
xS (R) |v|=1
or
where C0 (R3 , [0, 1]) equals 1 on B/2 (0) and 0 outside B (0). Here is the
parameter appearing in Hypothesis 2.1. We let VCs (x) = S(x)|VCs |(x) denote the
polar decomposition of VCs (x). By Hardys inequality we know that VCs is a bounded
operator from H 1 (R3 , C4 ) to L2 (R3 , C4 ). By duality and interpolation it possesses
a unique extension VCs L (H 1/2 , H 1/2 ). Given some A L 3 3
loc (R , R ) we set
s 3
A := (1 )A, where C0 (R , [0, 1]) is equal to 1 on some ball containing
supp(VCs ). We let As (x) = U (x)| As (x)| denote the polar decomposition of
As (x) and note that the operator sum D 0 + As + V s is well-dened as an
C
1/2 1/2
element of L (Hc , Hc ), for every A L loc (R 3
, R 3
). So V s s
C and A have disjoint
support by denition. As a consequence the application of the following lemma
eventually becomes more convenient.
Proof. In [44, Proposition 4.3] it is observed that the claim follows from [8, The-
orem 1.3] and [41, 42].
on the domain D(DA,V ) = D(DAs ,VCs ). Notice that in (3.2) we only add bounded
operators to DAs ,VCs . We state some of its properties in the following lemma where
De := { Hc1/2 (R3 , C4 ) : D
0 + A + V s L2 (R3 , C4 )}
C (3.4)
0 + A + VCs + (V VCs ).
DA,V = D
[DA,V , ] = i( ) + [VE , ].
Proof. Since VE is compact it is clear that all assertions hold true as soon
as they hold for VE = 0, which we assume in the following. To prove (a)
we write
1BR (0) (DA,V i)1 = (1BR (0) |D0 |1/2 )(|D0 |1/2 (DA,V i)1 ),
where C0 (R3 , [0, 1]) equals 1 in a neighborhood of BR (0). Then we use that
1BR (0) |D0 |1/2 is compact and that |D0 |1/2 (DA,V i)1 is bounded by Lemma 3.1
and the closed graph theorem. By standard arguments, we obtain the identity
ess (DA,V ) = ess (DA ) from (a) since V drops o to zero at innity; see, e.g., [49,
4.3.4]. The inclusion (DA ) (, 1] [1, ) follows from supersymmetry
arguments; see, e.g., [49, 5.6]. The assertions in (c) follow from [8, 2], (d) follows
from [8, Lemma G], and (e) from [41].
Next, we recall the useful resolvent identity (3.6) (see, e.g., [18, 53]) which is
used very often in the sequel. It should be regarded as a substitute for the second
resolvent identity which is typically not applicable in order to compare two dierent
Dirac operators in this paper. For, in general, the domain of one of these Dirac
operators is not included in the domain of the other. The vector potential A in
Eq. (3.6) below could for instance be the gradient of some gauge potential or just be
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
equal to zero. We recall another well-known resolvent identity [41] in the beginning
of Sec. 3.5.
Lemma 3.3. Assume that V fullls Hypothesis 2.2, and that A, A L (R3 , R3 ).
loc
s
Let V be either VC (given by (3.1)) or 0, let z (DA, e ) (DA,V ) and
eV
C (R3 , R) be constant outside some ball in R3 , and assume that (VC V ) and
are bounded. Then
(A A)
RA,
eV
e (z)(V V + (A A))RA,V (z). (3.6)
DA,
eV
e = DA,V + {V + V (A A)}.
Therefore, we obtain
(RA,
eV e (z) RA,V (z))(DA,
eV e z)
= (RA,
eV e (z) RA,V (z))((DA,
eV e z) + i ())
+ (RA,
eV e (z) RA,V (z))i ()
+ (RA,
eV e (z) RA,V (z))i ()RA,
eV e (z)(DA,
eV e z).
As DA,
eV
e is essentially self-adjoint on De , we know that (DA,
eV
e z)De is dense,
which together with the calculation above implies
(RA,
eV e (z) RA,V (z)) = (RA,
eV e (z) RA,V (z))i ()RA,
eV e (z)
Notice that the decay rate in the following lemma is determined only by the decay
rate m appearing in Hypothesis 2.2 and the number 0 dened in (2.11). In the
next proof and henceforth we shall often use the abbreviations
We remark that, for V = 0, the bound (3.11) below follows from a well-known
computation (see, e.g., [7]) which is recalled in the next proof. For non-vanishing,
singular potentials V a bound on the operator norm of the conjugated resolvent
seems to be less well known and the Neumann-type argument we use to prove it
might be a new observation.
Ca
eF RA,V (z)eF . (3.11)
1 + 2
Proof. First, we assume that F is constant outside some ball in R3 . Then it suf-
ces to treat the case F 0, since otherwise we could consider the adjoint of
eF RA,V (z)eF .
Since F is smooth and constant outside some compact set a straightforward
calculation (see [7]) using Lemma 3.2(d) yields, for z C and D(DA ) E ,
1 F
e (DA z)eF 2 + 3 (i + A) 2
4
+ 3(1 + |z|2 ) 2 + 3 | |F |2
eF (DA + z)eF | eF (DA z)eF
= (i + A) 2 + | (1 z 2 |F |2 ).
1 Ca,
eF RA (z)eF
2
. (3.12)
2 2
4 1 e0 a 9 + /2 1 + 2
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
We choose := (1 e20 a2 )/10 in what follows. Next, we pick some R > max{|y| :
y Y} and C (R3 , [0, 1]) such that 0 on BR (0), 1 on R3 \BR+2 (0),
and 1. We set := 1 . Furthermore, we let denote the character-
istic function of R3 \BR (0). We choose R so large (depending on a, but not on F ;
recall (2.8)) that
1
eF VE eF
sup VC (x) + sup VH (x) + . (3.13)
|x|R |x|R 2Ca,
Conjugating (3.6) with exponential weights and rearranging the terms we nd,
for z ,
{1 + eF RA (z)eF ( VH + eF VE eF
VC + )}eF RA,V (z)eF
= eF RA (z)eF (eF RA (z)eF )(eF i )(RA,V (z) RA (z))eF
(eF RA (z)eF )(eF VE eF )(1BR+2 (0) eF )RA,V (z)eF .
Here the operator { } on the left side can be inverted by means of a Neumann
series and { }1 2 by (3.12) and (3.13). Furthermore, we recall the identity
which follows from the Cliord algebra relations (2.1), and observe that, by the
choice of , the assumption on F , and (3.14),
eF i ea(R+2) , eF 1.
C eR+2
eF RA,V (z)eF a , z = e0 + i .
1 + 2
This estimate implies the assertion if F is constant outside some ball since, certainly,
eF RA,V (z)eF ea(R+2) (02 + 2 )1/2 .
Let us now assume that F 0 is not necessarily bounded. Let F1 , F2 , . . .
C (R3 , [0, )) be constant near innity and such that Fn = F on Bn (0) and
Fn F . Then eFn RA,V (z)eFn eF RA,V (z)eF by the dominated conver-
gence theorem, for every D. Since eFn RA,V (z)eFn obeys the estimate (3.11)
uniformly in n, we see that the densely dened operator eF RA,V (z)eF D is
bounded and satises (3.11), too. But this is the case if and only if its adjoint,
eF RA,V (z)eF = (eF RA,V (z)eF ) , is an element of L (H ) and satises (3.11)
as well.
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
[RA,V (z), eF ] = RA,V (z){i ( + F ) + [eF , VE ]eF }eF RA,V (z). (3.18)
eF RA,V (z)eF = RA,V (z) RA,V (z){i F + [eF , VE ]eF }eF RA,V (z)eF .
(3.19)
Using (3.21) and (3.22) with T = DA,V e0 and taking (2.8), (3.11), (3.14),
and (3.15) into account, we readily derive the asserted estimate (3.16) from (3.19).
The second estimate (3.17) it obtained analogously by means of (3.20).
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3.3. Commutators
In this subsection, we derive the crucial technical prerequisites for the spectral anal-
ysis of HN , namely various commutator estimates involving the projection + A,V ,
cut-o functions, and exponential weights eF . Roughly speaking, these estimates
allow to adapt many arguments known from the spectral analysis of partial dier-
ential operators that involve partitions of unity and conjugations with exponential
weights to our non-local model.
Our standard assumptions on the cut-o and weight functions are
and
F C (R3 , R), F 0 or F 0, F (0) = 0, |F | a,
(3.24)
F is constant outside some ball.
|DA,V |1/2 [+ F F
A,V , e ]e |DA,V |1/2 Ca0 ( + a). (3.25)
||DA,V |1/2 | [+ F F
A,V , e ]e |DA,V |1/2 |
|DA,V |1/2 RA,V ( z ) i ( + F ) + [eF , VE ]eF
|dz|
eF RA,V (z)eF |DA,V |1/2
2
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
1/2
2 |dz|
Ca 0 ( + F + a) |DA,V | 1/2
RA,V (z)
2
1/2
|dz|
eF RA,V (z)eF |DA,V |1/2 2 , (3.28)
2
for , D(|DA |1/2 ) Ran(RA (z)). By virtue of (3.16) and (3.17), we rst infer
that
[+ F F
A,V , e ]e |DA,V |1/2 D((|DA,V |1/2 ) ) = D(|DA,V |1/2 ).
Proof. First, we assume that F satises (3.24). In this case the claim follows from
Proposition 3.1 because [eF , +
A,V ]e
F +
A,V A,V . If F is unbounded, then
= F
we apply an approximation argument similar to the one at the end of the proof of
Lemma 3.4.
(a + ) inf { | + +
A,V DA,VC A,V + C
1
2 }. (3.32)
0<1
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Proof. The proof of (3.31) is a rather obvious application of Proposition 3.1 and in
fact a simpler analogue of the derivation of (3.32) below. Once (3.31) is veried, it
suces to prove (3.32) with DA,VC replaced by DA,V since VH and VE are bounded.
Without loss of generality we may further assume that DA,V is positive on the range
of +A,V . For otherwise we could add a suitable constant to DA,V . To prove (3.32)
we rst recall that +
A,V maps the domain of DA,V into itself and by Lemma 3.2(d)
we know that multiplication with or eF leaves D(DA,V ) invariant, too. We thus
have the following identity on D(DA,V ),
+
A,V DA,V A,V A,V DA,V
F F
= eF [+
A,V , e
F
]DA,V + + F +
A,V + A,V DA,V [e , A,V ]e
F
+ eF [+
A,V , e
F
]DA,V [eF , +
A,V ]e
F
.
It follows that the absolute value on the left-hand side of (3.32) is less than or
equal to
|DA,V |1/2 +
A,V |DA,V |1/2 [+ F F
A,V , e ]e
=
+ |DA,V |1/2 [+ F F
A,V , e ]e 2 ,
=
which together with Proposition 3.1 implies (3.32). The last statement of the lemma
is valid since the argument above works equally well with |DA,V | in place of DA,V
because + +
A,V |DA,V | = A,V DA,V .
+
A,V H
1/2
(R3 , C4 ). Furthermore, we pick a (smooth, locally nite) partition of
3
unity on R , {J }N , =1 J = 1, such that =1 |J | C, for some constant
C (0, ). Setting := J , N, := + A,V (DA,V i), and using (3.6), we
obtain
+
A,V = RA,V (i)+
A,V (DA,V i)
=1
= R0 (i) R0 (i)i ( )(RA,V (i) R0 (i)) (3.33)
=1
R0 (i) (V + A)RA,V (i). (3.34)
=1
Here the sum in (3.33) commutes with the rst resolvent and the strong limit
( ) denes a bounded operator on L2 (R3 , C4 ). To treat (3.34) we rst
=1 i
3
use that =1 V = V is bounded. Next, we pick some F C (R , [0, ))
vanishing on some ball containing 0 and supp() and satisfying F (x) = a|x| a ,
for x outside some suciently large ball with 0 < a < min{m, 0 }, a > 0. Then
we write
Using (2.7), Lemma 3.4 and Corollary 3.1 we see that ( A)RA,V (i) is an ele-
ment of L2 (R3 , C4 ). These remarks imply that +
A,V belongs to Ran(R0 (i)) +
1 3 4
Ran(R0 (i)) = H (R , C ).
in what follows. The proof of the next proposition looks somewhat lengthy and
is hence postponed to Sec. 3.5. This is due to the fact that the singularity of Wy
may be located anywhere and that we allow for unbounded magnetic elds. We
remark that, even in the case V = 0, a diamagnetic inequality is not very useful in
this context since, for unbounded magnetic elds, one cannot compare |i + A|
with |DA |. We tackle this problem by a procedure that involves a partition of
unity, local gauge transformations, and exponential decay estimates which control
the correlation between dierent regions in position space. As a result we obtain a
commutator estimate which can be chosen to depend only on the local magnitude
of |B| either at the singularity y or on the support of the involved cut-o function.
For any function on R3 we use the notation
Wy1/2 [+ F
A,V , e ]e
F
Ca0 ,N (1 + min{|B(y)|, B , })(a + ). (3.37)
Corollary 3.4. Assume that A C 1 (R3 , R3 ) and B = curl A is bounded and that V
fullls Hypothesis 2.2. Then we nd, for every > 0, some constant Ca0 , (0, )
such that, for all F satisfying (3.24), DN , and 1 i N,
| | 1 eF +,N +,N
A,V WiN A,V 1 e
F
| +,N +,N
A,V WiN A,V |
Proof. This corollary is proved by means of Proposition 3.2 in the same way as
Corollary 3.2. We also recall that +,N
A,V DN D(Wij ).
The technique used in the proof of Proposition 3.2 also yields the following
result whose proof can be found in Sec. 3.5, too:
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
Lemma 3.7. Assume that A C 1 (R3 , R3 ) and B = curl A satises (2.18) and
that V fullls Hypothesis 2.2. Then there is some constant C (0, ) such that,
for all D(DA,V ),
Wy1/2 +
A,V C(1 + min{|B(y)|, B , }) (DA,V i) . (3.38)
+ +
A := A,0 .
|DA |1/2 (+ +
A A,V ) C( V + ).
In particular, +
A,V D(|DA |
1/2
), for every D(DA ).
Proof. Due to (3.27) the norm in the statement (if it exists) is bounded from
above by
|dz|
sup ||DA |1/2 | (RA (z) RA,V (z))| .
D(|DA |1/2
), H
=1
We next use (3.6), (3.15), and (3.17) to conclude that the asserted bound holds
true.
|DA |1/2 (1 R )(+
A +
A,V ) C (1 R )V + 0, (3.39)
R
as R tends to innity.
every D,
| | + + + +
A,V DA,VC A,V | A DA A |
C
( V + ) inf | +
A |D A | +
A + 2
, (3.40)
0<1
and
| | + + + +
A,V DA,VC A,V | A DA A |
+ + C 2
( V + ) inf | A DA A + . (3.41)
0<1
The last estimate still holds true (with a new constant C), if DA and DA,VC are
replaced by DA 1 and DA,VC 1, respectively.
Proof. Let D and let R be the cut-o function constructed in the paragraph
preceding (3.39). On account of Lemma 3.6 we know that + A,V H
1/2
and,
1/2
hence, we infer from Lemma 3.2(c) that R + A,V Hc belongs to the domain
of DA . Applying also the formula appearing in (ii) of Lemma 3.1 and using VCs = 0
we obtain
| + s
+ + s
+
A,V DA,VC A,V = lim R A,V | DA,VC A,V
R
= lim DA R + +
A,V | A,V .
R
Writing + := + +
A,V A we further get
DA R + +
A,V | A,V
= DA R + + + +
A | A + DA R A |
+ R + | DA + + +
A + DA R | .
By virtue of Lemma 3.8, we know that + D(|DA |1/2 ) and it is easy to see
that DA R + +
A DA A , as R . Using also (3.39) we arrive at
| | + + + +
A,V DA,VC A,V DA A | A |
s
2 |DA |1/2 +
A |DA |
1/2
+ + |DA |1/2 + 2 .
Therefore, we obtain (3.40) by applying Lemma 3.8 once again. (3.41) follows from
a straightforward combination of (3.40) and Corollary 3.2. The last statement of
Corollary 3.5 follows from (3.41) and Lemma 3.8.
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
Lemma 3.9 ([32, 41, 42]). Assume that VC fullls Hypothesis 2.1 and let VCs
be given by (3.1). Then there exist 0 > 0 and 0 (, 1) such that, for every
R\(0 , 0 ), we have M (i) 0 and
R0,VCs (i) = R0 (i) R0 (i)|VCs |1/2 (1 + SM (i))1 S|VCs |1/2 R0 (i). (3.43)
Proof. The inequality | |1/2 R0 (i)| |1/2 1 has been conjectured in [41] and
proved in [32]. By means of this inequality and the arguments of [42, pp. 2 and 3
(with ks 1)] we nd some 0 (, 1) such that M (i) 0 provided || is
large enough. The resolvent formula (3.43) then follows from [41, Lemma 2.2 and
Theorem 2.2].
Proof of Proposition 3.2. We pick some C0 (R3 , [0, 1]) such that = 1
in a neighborhood of Y and supp() N . We set := 1 . Moreover, we pick
3
some C0 (R , [0, 1]) with 1 on B1/2 (0) and supp() B1 (0) and set
y (x) := (x y), x R3 . On account of Proposition 3.1 it suces to consider
y Wy1/2 | [+ F
A,V , e ]e
F
1/2 dz dz
= y Wy | T (z) + y Wy1/2 | T (z) , (3.44)
2 2
RA,V (z) = R0,VCs (z) + R0,VCs (z)i (R0,VCs (z) RA,V (z))
R0,VCs (z){V VCs + A}RA,V (z),
where VCs = S|VCs | is dened in (3.1). Since D(D0,VCs ) H 1/2 (R3 , C4 ) due to
Lemma 3.2(e) we nd C, C (0, ) such that, for all y R3 and all z ,
To treat the remaining part of the rst integral in (3.44) we employ the rst resol-
vent formula and (3.43) to obtain, for R with || 0 and z = e0 + i (0 is
the parameter appearing in Lemma 3.9),
R0 (i)|VCs |1/2 (1 + SM (i))1 S|VCs |1/2 |D0 |1/2 |D0 |1/2 R0 (i). (3.49)
Since the remaining part of the integral over {|| < 0 } does not pose any further
problem, we see altogether that the rst integral in (3.44) is absolutely convergent
and of order O( + a).
Next, we treat the second integral on the right-hand side of (3.44). Since we
eventually have to change the gauge locally, we pick a (smooth) partition of unity,
{J }Z3 , on R3 such that supp(J ) B1 (), for every Z3 . We can certainly
assume that Z3 |J | C, for some C (0, ). We set
G () := { Z3 : J = 0}, := J , := 1 ,
G ()
T = i (F + ) + [eF , VE ]eF + [, VE ]
= {i (F + ) + [eF , VE ]eF + [, VE ]} {VE }
=: U1 U2 = (J U1 U2 J ).
G ()
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For every Z3 , there is some gauge potential, g C 2 (R3 , R), such that
A g = A , where A is dened by
1
A (x) := B( + t(x )) t(x )dt, x R3 . (3.51)
0
:= g ,
By virtue of (3.6) we obtain with A
y RA,V (z)T = y RA,V (z)(J U1 U2 J )
G ()
= y RAe (z)(J U1 U2 J )
G ()
+ RAe (z)i (y )(RAe (z) RA,V (z))(J U1 U2 J )
G ()
RAe (z)y (V + A )RA,V (z)(J U1 U2 J )
G ()
=: S1 + S2 S3 . (3.52)
The proof of Proposition 3.2 is nished as soon as we have shown Lemma 3.10
below.
Lemma 3.10. In the situation above there exists a - and F -independent constant,
Ca0 (0, ), such that, for j = 1, 2, 3,
Ij := |Wy1/2 | Sj eF RA,V (z)eF ||dz|
Proof of Lemma 3.10. In our estimations below, that involve non-local operators,
we exploit the fact that the interference between spatially separated regions decays
exponentially. Therefore, we start by introducing appropriate exponential weight
functions: We pick some a (, min{0 , m}) and a convex, even function f
C (R, [0, )) such that f 0 on [2, 2], f(t) = a a, for |t| 4, and 0 f 1
|t|3
on (0, ). We dene f (x) := f(|x |), x R3 , so that f 0 on B2 () and
f a dist(, B2 ()) a
with equality outside B4 (). Moreover, |f | a . We
further pick some non-decreasing C (R, R) such that (t) = t, for t 1, 2
on [3, ) and 1. We set ,y (t) := (| y| + 1)(t/(| y| + 1)), t R,
and f,y := ,y f , so that f,y is bounded, f,y = f a dist(, B2 ()) a
on
B1 (y) supp(y ), and |f,y | a f,y
. By construction e J = J . Setting
we thus have
and employing (2.6) and (3.11) we further nd some constant C (0, ) such that,
for all z = e0 + i , Z3 , and y R3 ,
a +
,y (z) C . (3.53)
1 + 2
) C |D e | ,
Wy C (eig ) = C (i + A A
1/2
f,y 1/2 2
I1 e RAe (
z )e f,y
|DAe | |dz|
G ()
1/2
2
,y (z) |dz|
1/2
d
C (a + )
R 1 + 2
G ()
C sup{ef,y (x) : x B1 (y)} (a + )
Z3
C (a + ) .
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
for all Z3 and x R3 , which follows from (2.18). Since also |B()|
|B(y)| + |B() B(y)| and |x y| 1, if y (x) = 0, we infer again from (2.18)
that
y ef,y |A |
G ()
a|y|
C e 1 + min |B(y)|, sup |B()| , (3.55)
G ()
G ()
for some suciently small a > 0. Using these observations and the uniform bound-
f,y f,y
edness of e V e , which is implied by Hypothesis 2.2 and the choice of , we
nd some -, F -, and y-independent constant C (0, ) such that
I3 z )Wy1/2 { y ef,y ef,y V ef,y
RAe(
G ()
This completes the proof of Lemma 3.10 and, at the same time, the proof of Propo-
sition 3.2. (The last assertion of Proposition 3.2 follows by inspecting the arguments
above.)
Proof of Lemma 3.7. We use the notation introduced in the proofs of Propo-
sition 3.2 and Lemma 3.10 in the following. We already know from Corollary 3.6
1/2
that the vector +A,V belongs to D(Wy ), but we do not have any control on the
norm on the left in (3.38) yet. It is certainly sucient to derive the asserted bound
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
1/2 1/2
with Wy replaced by y Wy . As in the proof of Corollary 3.6, we rst pick some
C0 (R3 , [0, 1]) (independent of ) such that 1 on some large open ball
containing Y and set = 1 . By the closed graph theorem |D0 |1/2 RA,V (i) is
bounded whence
y Wy1/2 +
A,V C |D0 |
1/2
RA,V (i) (DA,V i) .
:= +
A,V (DA,V i)J ,
|Wy1/2 | y +A,V |
|Wy1/2 | y RA,V (i) |
G ()
|Wy1/2 y | RAe (i) |
G ()
+ |Wy1/2 | RAe (i) (y )(RA,V (i) RAe (i)) |
G ()
+ |Wy1/2 | RAe (i)y (V + A )RA,V (i) |
G ()
=: Q1 + Q2 + Q3 ,
,y := (ef,y +
A,V e
f,y f,y
)e (DA,V i)ef,y J ,
,y C (DA,V i) + O( J + a
) C (DA,V i) ,
where C, C (0, ) neither depend on nor y. Writing also ef,y RAe (i)ef,y =
RAe (i)(1 i f,y ef,y RAe (i)ef,y ) and using (3.11) we thus obtain
Q1 |DAe |1/2 Wy1/2 y ef,y
G ()
4. Exponential Localization
In this section, we prove Theorem 2.1. To this end, we adapt an argument from [1]
and some useful improvements of the latter from [19] to our non-local situation.
In the proof below, we present the general strategy of the argument. In doing so,
we refer to three technical lemmata whose proofs are postponed to the end of this
section. The argument from [1] is advantageous here since it does not require any
a priori knowledge on the spectrum of HN . It rather gives the possibility to prove
the exponential localization of spectral projections directly and to infer results
on the nature of the spectrum from the localization estimate. In particular, the
argument avoids the use of eigenvalue equations which are, for instance, exploited
in Agmon type estimates.
Throughout this section we always assume that the assumptions of Theorem 2.1
are fullled.
Proof of Theorem 2.1. Since HN is bounded from below we may suppose that
inf I > . By assumption we have sup I < ENA1 + 1. Moreover, we consider HN
as an operator on the unprojected N -particle space HN . In this case we have to
keep in mind that 0 becomes an innitely degenerated
eigenvalue of HN . Our goal
2b|X|
is to show that there are b, C (0, ) such that R3N e |(X)|2 dX C, for all
normalized Ran(EI (HN )) such that = AN and = +,N A,V . Borrowing an
idea from [38] we simplify the problem by using the bounds
N
e2b|X| max e2b N |xj |
e2bN |xj |
, X = (x1 , . . . , xN ) (R3 )N ,
j=1,...,N
j=1
and the anti-symmetry of = AN . (We are not aiming to derive good estimates
on the decay rate here.) Indeed, it suces to show that there exist a, C (0, )
such that
e2a|xN | |(X)|2 dX C, (4.1)
R3N
+ PN 1 + A +
A,V (1 E1 )R A,V + QN
A A
= HN 1 1 + EN 1 PN 1 1 (4.3)
+ PN 1 + A +
A,V {DA,VC + (1 E1 )R }A,V + QN (4.4)
N 1
+ QN WiN QN . (4.5)
i=1
We denote the Friedrichs extension of H N again by the same symbol. (The idea to
introduce an additional cut-o function R in (4.4) to compensate for the Coulomb
singularity in the last variable xN is borrowed from [19]; together with the other
N stays away
additional terms in (4.3) and (4.4) it ensures that the spectrum of H
from the interval I.) Notice that on DN we have HN 1 1 + EN 1 PN1 1
A A
PN 1 + A +
A,V {DA,VC + (1 E1 )R }A,V + QN 1 o(1)PN 1 1,
as R tends to innity. We now pick some > 0 with sup I < ENA1 + 1 . Then
the above remarks imply
N (E A + 1 /2) 2,
| H DN , (4.6)
N 1
Then H N and H have the same domain since they dier by a bounded operator
N
on their common form core DN . We further pick some I C0 (R, [0, 1]), such that
I 1 on I and supp(
I ) (, ENA1 + 1 ). Then N ) = 0 by (4.6). As
I (H
in [1] we now observe that
QN EI (HN )QN = QN EI (HN )QN = (
I (HN ) N ))QN .
I (H (4.7)
I ) (, ENA1 + 1 ) + i(, ),
supp(
(4.8)
I (z) = ON (|z|N ),
z N N,
which holds for every self-adjoint operator T on some Hilbert space. By means
of (4.7), we then nd the representation
QN EI (HN )QN =
[(HN N z)1 ]d
z)1 (H I (z)QN . (4.9)
C
For some F as in (3.24) (which acts only on the last variable in what follows), we
abbreviate
F +,N F
F,N
A,V := e A,V e .
Then (4.9) and the second resolvent identity together with the trivial identities
Q
N QN = 0 = (PN 1 1)QN yield
RF (z) := eF (H N eF z)1 ,
N z)1 eF = (eF H N ).
z (H (4.11)
In particular, eF H N eF is closed because its resolvent set is not empty. Using the
1 N eF ) = eF H
N eF .
identity RF (z) = RF (z)1 we readily verify that (eF H
Since eF maps DN into itself we further have
N eF ) = eF D(H
DN D(eF H N ) eF Q(H
N ). (4.12)
The following two lemmata, whose proofs are postponed to the end of this section,
show that eF H N eF is a small form perturbation of H
N . We dene T : DN
HN by
N eF H
T := eF H N , DN . (4.13)
N + O(a) | ,
| | T | a | H DN . (4.14)
Lemma 4.2. There exist constants c1 , c2 (0, ) such that, for all F : R3 R
satisfying (3.24) and all DN ,
N eF | c1 eF 2 | H
|eF | H N + c2 eF 2 2 . (4.15)
N ) Q(H
In particular, eF Q(H N ).
If a < 1/2 then Lemma 4.1 implies that (eF H N eF )DN has a distinguished,
F
sectorial, closed extension, HN , that is the only closed extension having the prop-
erties D(H F ) Q(H N ), D(H
F ) Q(H
N ), and i (H F ), for all R with
N N N
suciently large absolute value; see [31]. Thanks to (4.11), (4.12) and Lemma 4.2,
we know that eF H N eF is a closed extension enjoying these properties, whence
N
H F N eF .
= eF H
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
We are now prepared to derive a uniform bound on the norm under the integral
I ) and DN , we obtain
sign in (4.10). For z supp(
F z) = | (H
| (H N z) + | T
N
(1 a) H N z O(a) 2 . (4.16)
1a
By (4.6) and (4.8), we thus nd a (0, 1/2) and R [1, ) such that, for all
I ) and DN ,
z supp(
F z)
| (H N 2 .
4
N 4
(H F
z)1 , z supp(
I ),
which together with (4.10) proves Theorem 2.1.
Lemma 4.3. For every suciently large R 1, there is some cR (0, ) such
that cR 0, as R , and, for all D,
| + A + + 2 2
A,V [DA,VC + (1 E1 )R ]A,V A,V cR . (4.17)
| + A +
A,V [DA,VC + (1 E1 )R ]A,V
= | + A 2 +
A,V [j DA,VC j + (1 E1 )j R ]A,V
j=1,2
=: Yj . (4.18)
j=1,2
and D,
Y1 (1 1/R)1 | + A + + 2
A,V [DA,VC E1 ]A,V 1 + 1 A,V O(1/R)
2
1 + 2 2
A,V O(1/R) . (4.19)
| + + + +
A,V 2 DA,VC 2 A,V (1 ) | 2 A DA A 2 o (1)
2
(1 ) + 2
A 2 o (1)
2
(1 )2 2 + 2
A o (1)
2
(1 )3 2 + 2 2
A,V o (1) , (4.20)
eF + +
A,V DA,VC A,V e
F
A,V (DA,VC + i F )A,V
= F F
= (1 + a)+ +
A,V DA,VC A,V + O(a).
The term in (4.4) involving the cut-o function R yields a contribution of order
O(a), too, due to Corollary 3.2 (with L = (1 E1A )R and = 1). To account for
+
the projection on the right in (4.4) we write QN = 1HN PN 1 A,V and use
F F
Proposition 3.1 to obtain e QN e QN = O(a). Finally, we apply Corollary 3.4
to all terms in (4.5) this is the only place in this section where we use the
assumption that B is bounded and arrive at
!
N 1
(N )
| | T | a QN DA,VC + WiN QN + O(a) 2 .
i=1
A A
Since HN 1 EN 1 this completes the proof of Lemma 4.1.
Proof of Lemma 4.2. We drop the -signs in (4.15) since the they do not play
any role in this proof. It is clear that we only have to comment on those terms in
(4.3)(4.5) that involve unbounded operators. Since HN 1 1 commutes with eF
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
(If B is unbounded, then the O-symbol in (4.22) depends on the supremum of |B|
on supp(F ).) It remains to prove that there are constants c3 , c4 (0, ) such
that
| eF + + F
A,V DA,VC A,V e
c3 eF 2 | + + F 2 2
A,V DA,VC A,V + c4 e , (4.23)
for D. Moreover, since VH and VE are bounded it suces to prove this estimate
with DA,VC replaced by D := DA,V e0 , which is positive on the range of + .
A,V
We abbreviate := A,V in the rest of this proof and seek for bounds on both
terms on the right side of
+ )1/2 eF 2 2
(D + )1/2 eF 2 .
(D (4.24)
=
Here the norm with = equals (D + )1/2 [eF , ] and is not greater than
some O(a) eF due to Proposition 3.1. We next dene
+ + 1 1.
:= + (DA,V e0 )+ + 1 = + D
D
+ )1/2 D
In fact, because of (D 1/2 1 and
1/2 eF + 2 eF D
D 1/2 + 2 + [D
1/2 , eF ]+ 2
eF 2 + D
1/2 2 + D
1/2 [D
1/2 , eF ]+ D
1/2 2
we shall see that (4.23) holds true as soon as we have shown that
1/2 [D
D 1/2 , eF ]+ = O(a) eF . (4.25)
eF ] + [+ , eF ]D
eF ] = + [D,
[D,
= + i F eF + ([VE , eF ]eF )eF + [+ , eF ]D. (4.26)
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
which holds for any strictly positive operator, T , on some Hilbert space. For ,
D, it implies
1/2 1/2 F + 1 1/2 1 F + dt
D | [D
, e ] = D [D, e ] . (4.28)
0
D+t
D+t t
We estimate the contribution of the rst term on the right side of (4.26) to (4.28) as
+ F
+ O(a) eF
D 1/2 i F e , t 0. (4.29)
D +t D +t (1 + t)3/2
In view of (2.7) the second term in (4.26) can be dealt with similarly. To account
for the third term in (4.26) we apply Proposition 3.1 and obtain, for t 0,
!
1 O(a) eF
1/2 + F D +
{D
[ , e ]e }e
F F
. (4.30)
D +t +t
D 1+t
Equations (4.28)(4.30) show that (4.25) holds true, which completes the proof of
Lemma 4.2.
A
5. The Lower Bound on inf ess (HN )
In order to prove the hard part of the HVZ theorem, Theorem 2.2(ii), we employ
an idea we learned from [19]: One may use a localization estimate for spectral
projections to prove their compactness. Of course one might try to derive a lower
bound on the ionization threshold by a more direct argument, for instance, by
following the general strategy presented in [33]. Since we have already derived an
exponential localization estimate we nd it, however, more convenient here to adapt
the observation from [19] to our non-local model. Another advantage of the proof
below is that we can work with the square root of HN . This is important since only
form bounds on perturbations of HN are available.
Theorem 5.1. Let the assumptions of Theorem 2.2(ii) be fullled and let I R
be an interval sup I < 1 + ENA1 . Then the spectral projection EI (HN
A
) is a compact
+
operator on AN HN . In particular,
A
ess (HN ) [1 + ENA1 , ).
A
Proof. Let g C(R, (0, )) satisfy g(r) , r , and g(|X|)EI (HN )
L (AN HN ) and set h := 1/g. We let R denote a smoothed characteristic function
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of the closed ball in R3 with radius R > 0 and center 0 and set R (X) :=
R (x1 ) R (xN ), for X = (x1 , . . . , xN ) (R3 )N . First, we argue that it suces to
A
show that EI (HN )R (+1)1/8 is a (densely dened) bounded operator from HN
+
to AN HN . In fact, let us assume that this is the case. Since ( + 1)1/8 h(|X|)
A
is compact and g(|X|)EI (HN ) is bounded, it then follows that
A A
EI (HN )[R h(|X|)]g(|X|)EI (HN )
A
= EI (HN )R ( + 1)1/8 [( + 1)1/8 h(|X|)]g(|X|)EI (HN
A
)
Here the left curly bracket in (5.1) is a bounded operator from HN to HN+ since
+,N +,N
A,V SA,V HN + c, provided c is large enough, due to the positivity of the
interaction potentials and the boundedness of VH and VE . To see that the right
curly bracket in (5.1) is a bounded operator in HN we rst notice that it is a
restriction of S 1/2 T , where T := ( + 1)1/8 R is closed. It thus remains to
show that T S 1/2 = T S 1/2 = (S 1/2 T ) belongs to L (HN ). To this end
(i) (i)
we recall that ((i) + 1)1/4 R (|DA,V | + 1)1 is bounded on L2 (R3i , C4 ) since
1/2
D(DA,V ) Hloc (R3 , C4 ). It follows that
(i) (i)
((i) + 1)1/4 R S 1 = ((i) + 1)1/4 R (|DA,V | + 1)1 (|DA,V | + 1)S 1
6. Weyl Sequences
In this section, we prove the easy part of our HVZ theorem, namely Part (i) of
Theorem 2.2 asserting that
A
ess (HN ) [ENA1 + 1, ).
A
This is done by constructing suitable Weyl sequences for HN . The diculties we
encounter are similar to those in [40] where the BrownRavenhall model (free pic-
ture without magnetic eld) is considered. We have, however, to replace those
arguments in [40] that require explicit momentum or position space representations
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
of the free projection +0 by more abstract ones; see, e.g., Lemma 6.2. Another
new technical complication is caused by the related facts that +
A,V maps the dense
subspace D merely into H 1/2 when V has a strong Coulombic singularity and that,
compared to the free picture, it is more dicult to control the singularities of the
interaction potentials. For this reason we shall eventually study the square root of
HN rather than HN itself.
We x some spectral parameter 1 throughout the whole section and
{n }nN will always denote a corresponding Weyl sequence as in Hypothesis 2.4(i).
In this and the following section we shall repeatedly employ the following
sequence of cut-o functions: We pick some C (R, [0, 1]) such that 0
on (, 1 /4] and 1 on [1, ). Here (0, 1) is a xed parameter whose
value becomes important only in Sec. 7. We set n := (|x|/Rn ), for x R3 and
n N, where Rn is given by Hypothesis 2.4(i). Then it holds n n = n and
n = Rn1 0, as n .
To begin with we draw two simple conclusions from our hypotheses:
Proof. The rst identity is clear from the hypotheses. To treat the second we
employ the cut-o functions dened in the paragraph preceding the statement of
this lemma and abbreviate VHE := VH + VE . By means of Proposition 3.1 and
VHE n 0 we then obtain
VHE + + +
A,V n VHE n A,V n + VHE [A,V , n ]n 0,
as n tends to innity. Therefore, the second identity follows from the rst.
EI (DA,V )n 1, in particular, +
A,V n 1. (6.2)
Next, we pick 0 < a < min{m, 0 }, r (0, 1 /4), and r (0, 1) such that
(1 r)a > (1 + r), s := r + r 1 > 0. (6.5)
Here appears in (2.18). We further pick some cut-o function, C (R, [0, 1]),
such that 0 on (, s/2] and 1 on [s, ). By Lemma 3.6 we know that
(1)
|D0 |1/2 n HN 1 , where the superscript (1) again indicates that the operator
acts on the rst variable. Therefore, we nd a subsequence, {Rkn }nN , of {Rk }kN
such that, for every n N,
(1) 1
||D0 |1/2 (x1 /Rkn )n (X)|2 dX < , (6.6)
R3(N 1) n
As a candidate for a Weyl sequence we then try {AN n }nN , where
+,N
n := n +
A,V kn A,V DN , n N. (6.7)
To simplify the notation we again write n instead of kn in the following. Finally,
we pick some c > 1 and set
f (t) := (t + c)1/2 (t ENA1 ), t > c.
Lemma 6.3. Let the assumptions of Theorem 2.2(i) be fullled. If, in the situation
described above, c > 1 is suciently large, then AN n D(f (HN )), for every
n N, and
w-lim AN n = 0, lim inf AN n > 0, lim f (HN )AN n = 0. (6.8)
n n n
Proof. First, suppose that (6.8) holds true. If c > 1 is chosen suciently large,
then f is strictly monotonically increasing on (HN ). If I is some small open
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
interval around ENA1 + we thus get EI (HN ) = Ef (I) (f (HN )). By (6.8) and the
Weyl criterion applied to f (HN ) it follows that = dim Ran(Ef (I) (f (HN ))) =
dim Ran(EI (HN )).
To verify (6.8) we rst notice that n 0, as n , because of (2.17).
Exactly as in [40, 4] we can also check that lim inf AN n > 0. So it suces
to show that f (HN )n 0, as HN commutes with AN . Since n and n are
+,N
normalized and n = n + A,V n A,V DN we obtain
f (HN )n
1 1 1
(HN + c) 2 (HN 1 ENA1 ) 2 1H + (HN 1 ENA1 ) 2 n (6.9)
+ (DA,VC )+
A,V n (6.10)
N 1
1 1 1
+ (HN + c) 2 +,N 2 2 +
A,V WiN WiN (n A,V n ) . (6.11)
i=1
We rst show that the operator norm in (6.11) is actually nite. In fact,
1/2 1/2
(HN + c)1/2 +,N +,N
A,V WiN = WiN A,V (HN + c)
1/2
1,
+,N 1
since W 0, + + + A
A,V DA,VC A,V C A,V , HN 1 EN 1 A,V , and, hence,
1/2
WiN +,N 2 +,N +,N
A,V = | A,V WiN A,V | (HN + c),
for +,N
A,V DN . Using similar estimates and (6.3) it is straightforward to check
that the term in (6.9) converges to zero provided c > 1 is suciently large. The
norm in (6.10) tends to zero by Lemma 6.1. The claim now follows from Lemma 6.4
below which implies that the remaining norm in (6.11) tends to zero, too.
The rst inequality of the following lemma is used in the proof of Lemma 6.3
and the second one in Sec. 7.
sup W (x, y) + 2
A,V n + C (1 + B )e
aRn /2
|xy|
(1)Rn
+C n (y)dy(1 + B ) (DA,V + i)n 2 .
{|y|Rn /2}
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
In the last two steps we make use of Proposition 3.2 and (2.18). Next, if |x y|
(1 r )Rn and 1BrRn (0) (x) = 0, then |y| (r + r 1)Rn = sRn , and by the choice
of (see the paragraph below (6.5)) it follows that
(1 1BrRn (0) (x))W (x, y)n (y)|+ 2
A,V n (x)| d(x, y)
{|xy|(1r )Rn }
sup W (x, y)(y/Rn )n (y)dy + 2
A,V n . (6.13)
|x|rRn R3
On account of (6.5), Katos inequality, and (6.6) the rst asserted estimate follows
from (6.12) and (6.13). The second one is derived similarly by means of Lemma 3.7
and the replacements r 1 /2, r . Note that 1B(1+/2)Rn (0) n = 0, which is
used to derive the analogue of (6.12).
7. Existence of Eigenvalues
A
In this section, we prove Theorem 2.3 which asserts that HN possesses innitely
A A
many eigenvalues below inf ess (HN ) = 1 + EN 1 . We proceed along the lines of [40,
6] with a few changes. In particular, as in the previous section we replace the
arguments of [40] that employ explicit position or momentum space representations
of +0 by more abstract ones. A crucial observation is the new argument used to
prove Lemma 7.1.
Throughout this section we always assume without further notice that the
assumptions of Theorem 2.3, i.e. Hypothesis 2.5, are fullled.
Proof of Theorem 2.3. We proceed by induction on N and start with the induc-
A
tion step. So, we pick N N, N 2, and assume that HN 1 possesses innitely
A
many eigenvalues below EN 2 + 1. In particular, we can pick a normalized ground
A
state of HN 1 , which we denote by . Moreover, we denote the transposition oper-
ator which ips the ith and N th electron variable by iN , 1 i < N , and set
N N := 1. The vectors 1 , 2 , . . . are the elements of the sequence appearing in
Hypothesis 2.5.
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
Now, let d N. By Lemma 7.7 below we know that, for all suciently large
m0 N, the set {AN ( + m0 +d
A,V n )}n=m0 , where
1
N
AN ( +
A,V n ) = (1)N i iN ( +
A,V n ), n N,
N i=1
m 0 +d
N
| H |cn |2 + +
A,V n | HN ( A,V n ) (7.2)
n=m0
m 0 +d
m 0 +d
N
| H |cn |2 ,
0
n=m0
for all cm0 , . . . , cm0 +d C, if m0 is suciently large (depending on d). This con-
cludes the induction step.
Finally, the case N = 1 is treated in the same way as the induction step N
N + 1 (setting E0A := 0 and ignoring , W , and the term (7.3)).
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
To show that the contribution coming from the (one-particle) kinetic energy of
n decreases faster than its negative potential energy we make use of the require-
ment that the n have vanishing lower spinor components, n = (n,1 , n,2 , 0, 0) ,
n N. This has also been used in [40] together with explicit formulas for +0 . We
replace these arguments by the following observation:
0 + + 2
A n | (DA 1)A n CRn , n N.
Proof. Since the last two components of n are zero we have ( 1)n = 0.
If we denote the projection onto the rst two spinor components, L2 (R3 , C4 )
(1 , 2 , 3 , 4 ) (1 , 2 , 0, 0) , by p then we also have pi n = 0 = pi i n ,
2
i = 1, 2, 3, and, therefore, p(DA 1)n = 0. Moreover, [p, DA ] = 0 and, hence,
1
[p, |DA | ] = 0. This implies
|+ +
A n | (DA 1)A n |
1 1
= n | p(DA 1)n + sgn(DA )n | (DA 1)n
2 2
1 1
= (DA 1)n | |DA | (DA 1)n + n | |DA | p(DA 1)n
1 1
2 2
1
(DA 1)n 2 = O(1/Rn2 ).
2
In the last step we apply Hypothesis 2.5.
In the following we split VC into a singular and regular part, VC = VCs + VCr ,
where VCs is dened in (3.1). By Hypothesis 2.1 VCr is bounded.
+ +
A,V n | (DA,VC 1)A,V n
= + r + + + 1
A,V n | VC A,V n + A n | (DA 1)A n + o(Rn ).
In the next lemma, we single out the leading order negative contribution to (7.2).
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
Lemma 7.3. There is some constant C (0, ) such that, for all suciently large
n N,
+ r + + 2
A,V n | VC A,V n v
(, Rn ) A,V n + Ce
Rn /C
,
where v
(, Rn ) is given by (2.20).
+ r + + r +
A,V n | VC A,V n A,V n | 1S (Rn ) VC A,V n
+ r +
A,V n | 1S (Rn ) VC A,V n
v
(, Rn )( + 2 + 2
A,V n 1R3 \S (Rn ) A,V n )
v
(, Rn ) + 2
A,V n + |v
(, Rn )| 1R3 \S (Rn ) e
Fn 2 Fn +
e A,V eFn 2 .
By (2.19), (2.21), and the choice of Fn we know that 1R3 \S (Rn ) eFn
CeaRn /2 , which implies the assertion of the lemma.
From now on, we always assume that the induction hypothesis made in the proof
of Theorem 2.3 is fullled and that is a normalized ground state eigenvector of
A A A A A 1
HN 1 . So, HN 1 = EN 1 , EN 1 < EN 2 + 1. Given (0, N ) we pick some
(0, 1) as in Hypothesis 2.5(i). Then the following assertion is valid:
+ +
A,V n | WiN A,V n sup W (x, y) + 2
A,V n + O(Rn ).
|xy|
(1)Rn
Proof. This follows from Lemma 6.4 with n (y) = R3(N 2) |(y, X )|2 dX and
the exponential decay of , which is ensured by Theorem 2.1 and the induction
hypothesis.
nm := |1N ( + +
A,V n ) | HN ( A,V m )| = O(Rmin{n,m} ).
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874
Proof. We pick C0 (R3 , [0, 1]) such that 1 on B1/4 (0) and 0 outside
B1/2 (0) and set n := (/Rn ) and n := 1 n , for n N. As in [40] we nd
nm |{n + +
A,V n } | {(DA,VC 1)A,V m }|
+ |{+ (1) +
A,V n } | {n } {(DA,VC 1)A,V m }|
N 1
+ |{n + +
A,V n } | WiN (A,V m )|
i=1
N 1
+ |{+ (1) +
A,V n } | WiN (n ) (A,V m )|
i=1
N 1
N 1
=: Y1 + Y2 + Y3i + Y4i .
i=1 i=1
1/2
Y4i + (1) 1/2 +
A,V n WiN n sup Wy A,V m .
yR3
1/2
Here the norms WiN , i = 2, . . . , N 1, are actually nite since Ker(HN 1
ENA1 ) implies
1/2 +,N 1 +,N 1
WiN 2 = | A,V WiN A,V (ENA1 + C) 2 ,
for some constant C (0, ). Finally,
Y31 sup Wy1/2 n + 2 1/2 +
A,V n sup Wy A,V m ,
yR3 yR3
This estimate, the exponential decay of , and Lemma 3.7 imply that the terms
Y3i and Y4i , 1 i N 1, vanish of order O(Rmin{n,m} ) also.
| + +
A,V n | HN ( A,V m )| = O(Rn ).
Proof. We pick a family of smooth weight functions, {Fk }k,N , such that Fk 0
on supp(k ), Fk is constant outside some ball containing supp(k ) and supp( ),
Fk a < min{0 , m}, and
gk := eFk Fk Cea min{Rk ,R }
, k, N,
| + +
A,V n | HN ( A,V m )|
|+ + +
A,V n | (DA,V 1)m | + |A,V n | (VH + VE )A,V m |
1/2 1/2
+ |WiN + +
A,V n | WiN A,V m |
1i<N
gnm eFnm +
A,V e
Fnm
n { (DA,V 1)m
By virtue of Proposition 3.2 and Lemma 3.7, we know that all terms behind the
factors gnm appearing here are uniformly bounded which shows that the assertion
holds true.
Lemma 7.7. For every d N, there is some n0 N such that the set of vectors
{AN ( + m0 +d
A,V n )}n=m0 is linearly independent, for all m0 N, m0 n0 .
|1N ( + +
A,V n ) | A,V m | = O(Rmin{n,m} ).
Furthermore, by employing the exponential weights from the proof of Lemma 7.6
we see that
| + + +
A,V n | A,V m | = |n | A,V m | Ce
min{Rn ,Rm }/C
.
Altogether we nd some C (0, ) such that, for d N and all suciently large
m0 N,
m0 +d m0 +d 0 +d
1 C (N 1)
m
C
2 |cn |2 |cn ||cm | |cn ||cm |.
2 n=m Rm0 n,m=m
Rm0
0 0 n, m=m0
n=m
Acknowledgments
It is a pleasure to thank Hubert Kalf, Sergey Morozov, and Heinz Siedentop for
useful remarks and helpful discussions. Moreover, we thank Sergey Morozov for
making parts of his manuscripts [38] available to us prior to publication.
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February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
ANGELO BASSI
Department of Physics, University of Trieste,
Strada Costiera 11, 34151 Trieste, Italy
and
Istituto Nazionale di Fisica Nucleare, Trieste Section,
Via Valerio 2, 34127 Trieste, Italy
bassi@ts.infn.it
DETLEF DURR and MARTIN KOLB
We discuss the time evolution of the wave function which is the solution of a stochastic
Schr
odinger equation describing the dynamics of a free quantum particle subject to spon-
taneous localizations in space. We prove global existence and uniqueness of solutions.
We observe that there exist three time regimes: the collapse regime, the classical regime
and the diusive regime. Concerning the latter, we assert that the general solution con-
verges almost surely to a diusing Gaussian wave function having a nite spread both
in position as well as in momentum. This paper corrects and completes earlier works
on this issue.
Keywords: Collapse models; GRW-model; Hilbert space valued diusions; large time
behavior.
1. Introduction
Stochastic dierential equations (SDEs) in innite dimensional spaces are a subject
of growing interest within the mathematical physics and physics communities
working in quantum mechanics; they are currently used in models of sponta-
neous wave function collapse [114], in the theory of continuous quantum meas-
urement [15, 1725], and in the theory of open quantum systems [2628]. In the
rst case, the Schrodinger equation is modied by adding appropriate nonlinear
and stochastic terms which induce the (random) collapse of the wave function in
55
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
56 A. Bassi, D. D
urr & M. Kolb
space; in this way, one achieves the goal of a unied description of microscopic
quantum phenomena and macroscopic classical ones, avoiding the occurrence of
macroscopic quantum superpositions. Current research focuses on designing exper-
iments which discriminate between collapse and non-collapse theories, see references
in [16]. In the second case, using the projection postulate, stochastic terms in the
Schrodinger equation are used to describe the eect of a continuous measurement.
In the third case, slightly generalizing the notion of continuous measurement to
generic interactions with environments, SDEs are used as phenomenological equa-
tions describing the interaction of a quantum system with an environment, the
stochastic terms encoding the eect of the environment on the system. Looking
directly at the stochastic dierential equation for the wave function, rather than
the deterministic equation of the Lindblad type for the statistical operator has some
advantages with respect to the standard master equation approach, e.g. for faster
numerical simulations [29].
Among the dierent SDEs which have been considered so far, the following
equation, dened in the Hilbert space H L2 (R), is of particular interest [17
19, 3037, 39]
i p2 2
dt = dt + (q qt )dWt (q qt ) dt t , 0 = . (1.1)
2m 2
The rst term on the right-hand side represents the usual quantum Hamiltonian
of a free particle in one dimension, p being the momentum operator. The second
and third terms of the equation, as we shall see, induce the localization of the
wave function in space; q is the position operator and qt denotes the quantum
expectation t |qt of q with respect to t . The parameter is a xed positive
constant which sets the strength of the collapse mechanism, while Wt is a standard
Wiener process dened on a probability space (, F , P) with ltration {Ft , t 0}.
Equation (1.1) plays a special role among the SDEs in Hilbert spaces because
it is the simplest exactly solvable equation describing the time evolution of a non-
trivial physical system. Within the theory of continuous quantum measurement,
it describes a measurement-like process designed to measure the position of a free
quantum particle; within decoherence theory it represents one of the possible unrav-
ellings of the master equation rst derived by Joos and Zeh [40]. Within collapse
models (like GRW-models), it may describe the evolution of a free quantum particle
(or the center of mass of an isolated system) subject to spontaneous localizations
in space [1, 2] in the following sense. Realistic models of spontaneous wave func-
tion collapse are based on a more complicated stochastic dierential equation: The
dierence between Eq. (1.1) and the equations of the standard localization models
such as GRW [1] and CSL [2] is most easily described on the level of the Lindblad
equations for the respective statistical operators t := EP [|t t |], induced by the
stochastic dynamics of the wave function. By virtue of Eq. (1.1) (see, e.g., [9]):
d i
t = [p2 , t ] [q, [q, t ]], (1.2)
dt 2m 2
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58 A. Bassi, D. D
urr & M. Kolb
that there is no fundamental dierence between Eqs. (1.8) and (1.6), since any
solution of Eq. (1.8) can be obtained from a solution of Eq. (1.6) simply by nor-
malizing the wave function. In turn, Eq. (1.6) does not contain any information as
to why the wave function should collapse according to the Born probability rule,
i.e. the Wiener process t is not forced to pick most likely those values necessary to
reproduce quantum probabilities, during the collapse process.
The way to include such a feature into the dynamical evolution of the wave
function is to replace the measure Q with a new measure (which will turn out to
be the measure P previously introduced) so that the process t , according to the
new measure, is forced to take with higher probability the values which account
for quantum probabilities. This is precisely the key idea behind the original GRW
model of spontaneous wave function collapse [1]: the wave function is more likely
to collapse where it is more appreciably dierent from zero. The mathematical
structure of the GRW model suggests that the square modulus t 2 should be
used as density for the change of measure. We now formalize these steps.
In [31], Holevo has proven that for initial condition 0 2 = 1 the process
(t 2 )t0 is a martingale satisfying the equation
t
t 2 = 0 2 + 2 qs s 2 ds . (1.9)
0
We shall always work with normalized initial states. The martingale t 2 can be
used as a RadonNikodym derivative to generate a new probability measure P from
Q, according to the usual formula:
P[E] := EQ [1E t 2 ], E Ft , t < +, (1.10)
where 1E is the indicator function relative to the measurable subset E. We recall
that the martingale property, together with the property EQ [t 2 ] = 1, guarantee
consistency among dierent times, so that (1.10) denes indeed a unique probability
measure P on F . In the following, for simplicity we will write dP/dQ t 2 .
One can then show that Eq. (1.8), with the stochastic dynamics dened on the
probability space (, F , P) in place of (, F , Q), correctly describes the desired
physical situations.
A drawback of the change of measure is that the equation is dened in terms
of the stochastic process t , which is not anymore a Wiener process with respect
to the measure P, as it was with respect to the measure Q. This can be a source of
many diculties, e.g. when analyzing the properties of the solutions of the equa-
tion. The disadvantage can be removed by resorting to Girsanovs theorem, which
connects Wiener processes dened on the same measurable space, but with respect
to dierent probability measures. According to this theorem, the process
t
Wt := t 2 qs ds, (1.11)
0
is a Wiener process with respect to (, F , P) and ltration {Ft , t 0}, and thus
is the natural process for describing the stochastic dynamics with respect to the
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
60 A. Bassi, D. D
urr & M. Kolb
As we shall see, the parameter , which has the dimensions of a frequency, will set
the time scales for the collapse of the wave function. The representation in terms of
the Greens function (1.12), as we have said, is particularly suitable for analyzing the
time evolution of the general solution of Eq. (1.6), and thus of Eq. (1.1), even though
we will see that, when studying the long time behavior, another representation is
more convenient.
Our rst result concerns the meaning of the solution of Eq. (1.6) in terms of
t (x) := dyGt (x, y)(y) (1.20)
Theorem 1.1. Let t be dened as in (1.20); then the following three statements
hold true with Q-probability 1:
(1) L2 (R) t L2 (R), (1.21)
(2) L2B (R) t is a topological strong solution of Eq. (1.6), (1.22)
2
(3) L (R) limt0 t = 0, (1.23)
where L2B (R) is the subspace of all bounded functions of L2 (R).
Having the explicit solution of the Eq. (1.6), and thus of Eq. (1.1), the next
relevant problem is to unfold its physical content. Previous analysis of similar equa-
tions [2,8,10,14,39] have shown that one can identify three regimes, which are more
or less well separated depending on the value of the parameters and m.
(1) Collapse regime. A wave function having an initial large spread, localizes in
space; the localization occurring in agreement with the Born probability rule.
(2) Classical regime. The localized wave function moves in space like a classical free
particle, since the uctuations due to the Wiener process can be safely ignored.
That a well localized Schrodinger wave function should move along a classical
path is connected to the validity of Ehrenfest- or Egorov-type theorems [38].
(3) Diusive regime. Eventually, the random uctuations become dominant and
the wave function starts to diuse appreciably.
It is not an easy task to spell out rigorously these regimes and their properties.
We shall, however, be a bit more specic on this in the following section. We shall
afterwards focus on the simplest regime, namely the diusive one, which in fact has
been intensively looked at in the previous years [7, 19, 26, 34, 35, 39] and we shall
prove a remarkable property of the solutions of Eq. (1.1): Any solution converges
almost surely to a Gaussian wave function having a xed spread.
Theorem 1.2. let t be a solution of Eq. (1.1); then under conditions which we
will specify, the following property holds true with P-probability 1:
lim t t = 0, (1.24)
t
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
where t , dened in (5.2), is a Gaussian wave function with a xed spread both in
position and momentum.
Theorems 1.1 and 1.2 have been extensively discussed before in the literature
[7, 19, 26, 30, 3436, 39], proving that the community has devoted much attention
to the problem. However, these proofs are not complete or awed. Concerning
Theorem 1.1, in particular Statement (3) was not proven [30, 3436]. While State-
ments (1) and (2) are rather straightforward conclusions from the Gaussian kernel
of the propagator, the third statement is much more subtle and does not follow
from purely analytical arguments. Concerning Theorem 1.2, none of the previous
proofs is decisive. In [35, 36], the major aw was that it was overlooked that the
eigenfunction expansion of the relevant dissipative operator (not self-adjoint) does
not give rise to an orthonormal basis. In [19], the long time behavior was analyzed
by expanding the general solution in terms of coherent states, while in [26,39] it was
analyzed by scrutinizing the time evolution of the spread in position of the solu-
tion; in [45] it has been shown that both approaches are not conclusive. Finally, [7]
proposed Theorem 1.2 as a conjecture, but shows stability of t only against small
perturbations. Building on previous work of Holevo, Mora and Rebolledo recently
enhanced in [46, 47] the general theory of stochastic Schrodinger equations. In par-
ticular, they developed criteria for the existence of regular invariant measures for
a large class of stochastic Schrodinger equations as an important step towards an
understanding of the large time behavior. Until now however the only complete and
detailed results on the large time behavior seem to be Theorems 1.1 and 1.2.
We conclude this introductory section by summarizing the content of the paper.
In Sec. 2, we will present a qualitative analysis of the time evolution of the general
solution of Eq. (1.1); we will discuss the three regimes previously introduced, giving
also numerical estimates, and we will set the main problems which we aim at solving.
In Sec. 3, we will analyze the structure of the Greens function (1.12) and prove
Theorem 1.1. In Sec. 4, we will introduce another representation of the general
solution of Eq. (1.1), which is more suitable for analyzing its long time behavior.
Sec. 5 will be devoted to the proof of Theorem 1.2. Finally, Sec. 6 will contain some
concluding remarks and an outlook.
Notation. We will work in the complex and separable Hilbert space L2 (R), with
the norm and the scalar product given, respectively, by and |. We will also
consider the subspace L2B (R) of all bounded functions of L2 (R). Given an operator
O, we denote with D(O) its domain and with R(O) its range.
Since in some expression the real and imaginary parts of some coecients
appear, we introduce for ease of readability the symbols z R or zR will denote the
real part of the complex number z, while z I or zI will denote its imaginary part.
Given the linear SDE (1.6), a topological strong solution is an L2 -valued process
such that for any t > 0,
t
i t p2 t 2
t = s ds + qs ds q s ds (1.25)
0 2m 0 2 0
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62 A. Bassi, D. D
urr & M. Kolb
t2 2
t = t
= tanh t, (2.3)
t
tbt
a
t = a t + , (2.4)
t
b2
ct = ct + t , (2.5)
2t
t x + bt
Ytx = . (2.6)
t
64 A. Bassi, D. D
urr & M. Kolb
2 sinh t + sin t
R
t =
cosh t + cos t
2t (1.20 1025 m2 kg1 sec1 )mt t 1 ,
= 2 (2.10)
(2.39 1029 m2 kg1 )m t +.
As we see, the spread 1/ R
t is well below , for any t t1 . We can then conclude
that, for times greater than the collapse time, any state initially well spread out in
space is mapped into a very well localized wave function.
An important issue is where the wave function collapses to, given that the initial
state is spread out in space. We now show that the position of the wave function after
the collapse is distributed in very good agreement with the Born probability rule.
A reasonable measure of where the wave function is, after it has collapsed,
is given by the quantum average of the position operator qt . Accordingly, the
probability for the collapsed wave function to lie within a Borel measurable set A
of R can be simply dened to be Pcollt [A] := P[ : qt A]. Though this probability
is mathematically well dened for any Borel measurable subset A, it is physically
meaningful only when A represents an interval much larger than the spread of
the wave function itself, or a sum of such intervals. In such a case, as discussed
in [49], one can show that:
coll 2
Pt [A] EP [P t ] pt (x)dx, (2.11)
where P (x) is the characteristic function of the interval of the real axis and
pt = EP [|t (x)|2 ]. The idea behind the approximate equality (2.11) is that when t
lies within , then P t t , so that P t 2 is almost equal to 1, while when it
lies outside , it is practically 0. The critical situations, which require special care,
are those when the wave function lies at the edges of .
In [39] it has been proven that:
t 2
pt (x) = dy et y pSch
t (x + y), (2.12)
3mm0 m
t = (2.27 1043 m2 kg1 sec3 ) 3 , (2.13)
22 0 t3 t
times we are considering, the wave function solution of the free-particle Schr
odinger
equation does not change appreciably, implying that pt (x) p0 (x) = |(x)|2 ,
Sch Sch
which means precisely that the collapse probability is distributed in agreement with
the Born probability rule.
We can easily recognize in the deterministic parts of the above equations the free-
particle equations of motions of classical mechanics describing a particle moving
along a straight line with constant velocity; the remaining terms are the uctuations
around the classical motion, driven by the Brownian motion Wt . The important fea-
ture of the above equations is that these uctuations, for macroscopic masses, are
very small, for very long times. As a matter of fact, if we estimate the Brown-
ian motion uctuations by setting Wt t, we have for the stochastic terms in
Eq. (2.14):
t 2 3/2 t3/2
Ws ds t (1.63 1022 m kg1/2 sec3/2 ) , (2.16)
m t1 3 m m
t 17 1/2 1/2 t
(Wt Wt1 ) (1.02 10 m kg sec ) . (2.17)
m m m
We see that the random uctuations decrease with the square root of the mass
m of the particle, which means that the bigger the system, the more determin-
istic its motion. This is how collapse models recover classical determinism at the
macroscopic level, from a fundamentally stochastic theory.
We can introduce a time t2 , dened as the time after which the uctuations
become larger than L; we can set, e.g., L 1.00 103 m. Since the uctuations
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
66 A. Bassi, D. D
urr & M. Kolb
of a new equation which does not have that stochastic term. To this end, let us
consider the operator Qa : D(Qa ) L2 (R) L2 (R) dened as follows:
Qa (x) = eax (x), a C; (3.1)
where D(Qa ) is dened as the set of all (x) L2 (R) such that eax (x) L2 (R).
It should be noted that, in general, the operator Qa is unbounded and its domain
D(Qa ) is dense in L2 (R) but does not coincide with it. We will settle all technical
issues in the second part of the section. We now dene the vector:
(1)
t = Qt t ; (3.2)
(1)
an easy application of It
o calculus shows that t satises the dierential equation:
(1) i p2 1 2 (1) (1)
dt = Q t Q q t dt, 0 = . (3.3)
2m t
The stochastic dierential q dt has disappeared; in turn, the free Hamiltonian
p2 /2m has been replaced by the operator Qt (p2 /2m)Q1
t
which, due to the
specic commutation relations between q and p, takes the simple form:
Qt p2 Q1
= p2 2i t p 2 t2 . (3.4)
t
68 A. Bassi, D. D
urr & M. Kolb
where D(Pa ) is the set of all (x) L2 (R) which can be analytically continued to
the line x + a in the complex space C, and such that (x + a) L2 (R). Similarly
to Qa , also Pa is in general an unbounded operator and its domain D(Pa ), though
being dense, does not coincide with L2 (R); we will come back to this point later in
this section. We dene the operator:
where the coecients at , bt and ct , yet to be determined, will turn out to be complex
random functions of time. One can easily verify that:
Vt qVt1 = q + bt , (3.10)
Vt pVt1 = p + ct , (3.11)
and similarly for higher powers of q and p. Let us dene the vector:
(2)
t = Vt t , (3.12)
and
1 2 i
a t + ib2t + c t ct = 0, a0 = 0. (3.15)
2m t m
The rst two equations form a non-homogeneous linear system of rst-order dier-
ential equations, which has a unique Q-a.s. continuous random solution; the third
equation instead determines the global factor at , which is also random. With such
a choice for the three parameters, Eq. (3.13) becomes:
2
d p
i t = iq 2 t , 0 = , (3.16)
dt 2m
which is the equation of the so-called non-self-adjoint (NSA) harmonic oscillator,
whose solution and most important properties are well known. Before continuing,
we note that in the case of a more general Hamiltonian H = p2 /2m+V (q) appearing
in Eq. (1.1) in place of just the free evolution p2 /2m, the potential V (q) would have
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
been transformed, when going from Eq. (3.7) to Eq. (3.16), according to the rule:
Vt V (q)Vt1 = V (q + bt ); in this case, we would not be able to remove completely
the time-dependent terms from the equation and we would not be able to reduce
the original equation to one, whose solution is known. However, besides the free
particle case, all equations containing terms at most quadratic in q and p (among
them, the important case of the harmonic oscillator) can be solved in a similar way.
The solution of Eq. (3.16) admit a representation in terms of the Greens func-
tion, also known as Mehlers formula:
2 1
GNSA
t (x, y) = 2
exp (x + y ) coth t + 2 xy sinh t , (3.17)
sinh t
with and dened as in (1.19). In this way, we have established the link between
the solutions of the SDE (1.6) and those of the equation for the NSA harmonic oscil-
lator (3.16), which we summarize in the following lemma, whose proof is straight-
forward.
Lemma 3.1. Let TtNSA be the evolution operator represented by the Greens func-
tion GNSA
t (x, y) and Tt the one represented by Gt (x, y); then:
where the two random functions bt and ct solve the linear system (3.14), and t ,
which includes all global, i.e. independent of x, phase factors, solves the equation:
1 2 i 2 2
t = ib2t ct + t ct + , 0 = 0. (3.19)
2m m 2m t
We now proceed to prove in which sense t := Tt is the topological strong
solution of Eq. (1.6) for the given initial condition . We rst need to set some
properties of the Greens function GNSA
t (x, y) which will be necessary for the sub-
sequent theorem.
sinh t sin t
pt = , (3.21)
cosh t cos t
sinh t/2 cos t/2 cosh t/2 sin t/2
qt = ; (3.22)
cosh t cos t
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70 A. Bassi, D. D
urr & M. Kolb
note that the function pt is positive for any t > 0. The integral of |GNSA t (x, y)|2
with respect to y is equal to:
NSA 2 2 p2t 4qt2 2
dy|Gt (x, y)| = exp 2 x . (3.23)
(sinh t sin t) pt
A simple calculation shows that p2t 4qt2 > 0 for any t > 0; this means that
GNSA
t (x, ), taken as a function of y, belongs to L2 (R) for any x R and t > 0;
moreover :
dxGNSA
t (x, )2 < + for any t > 0. (3.24)
with
sinh t + sin t
pt = , (3.26)
cosh t cos t
sinh t/2 cos t/2 + cosh t/2 sin t/2
qt = . (3.27)
cosh t cos t
The above formulas imply that, for any a, b C, for any x R and for any
t > 0, the function ebx GNSA
t (x + a, ) belongs to L2 (R) and:
dxebx GNSA
t (x + a, )2 < +. (3.28)
We are now in a position to state and prove the main theorem of this section.
Theorem 3.1. Let Pa and Qa be dened, respectively, as in (3.8) and (3.1); let bt
and ct solve the linear system (3.14) and t be the solution of Eq. (3.19). Finally,
let t = Tt , with L2 (R) and Tt dened as in (3.18). Then the following three
statements hold true with probability 1:
Proof. Statement 1. Let belong to L2 (R); since also GNSA t (x, ) belongs to
L2 (R) for any x R and t > 0, H olders inequality implies that GNSA
t (x, )
belongs to L1 (R); accordingly, the operator TtNSA is well dened for any t > 0, and
maps any L2 (R)-function into a measurable function. By using Schwartz inequality
together with relation (3.24), we have:
2
dx dy GNSA
t (x, y)(y) 2 dxGNSA (x, )2 < +;
t (3.32)
thus TtNSA belongs to L2 (R) for any in L2 (R) and for any t > 0.
In a similar way, since also GNSA
t (x + a, ) belongs to L2 (R) for any a C and
because of (3.28), one proves that Pa TtNSA belongs to L2 (R) for any L2 (R),
for any complex a and for any t > 0, i.e. that D(Pa ) contains R(TtNSA ). Using once
more the same inequalities and (3.28), one shows also that Qb Pa TtNSA belongs to
L2 (R) for any in L2 (R), for any a, b C and t > 0.
Remark. Actually a stronger statement is true, as can be readily seen from the
Gaussian form of the Greens function Gt of the operator Tt : For positive t, it
maps L2 (R) to Schwartz space S(R). We shall need this information in the proof
of Statement 3.
Statement 2. Let us consider the vector t := TtNSA , with L2B (R). By
construction, t solves Eq. (3.16), once one proves that the integration
dy GNSA
t (x, y)(y) (3.33)
can be exchanged with the rst and second partial derivatives with respect to
x and with the rst partial derivative with respect to t. We note that the
function GNSA
t (x, y)(y) satises the following two properties: (i) The function
y GNSAt (x, y)(y) is measurable and integrable on R for any t > 0 and for
any x R; (ii) The rst and second partial derivatives with respect to x and the
rst partial derivatives with respect to t are exists for any t > 0, x R and y R
and can be bounded uniformly with respect to t and x. Accordingly, one can apply,
e.g., [50, Theorem 12.13, p. 199] to conclude that the operations of integration and
dierentiation can be exchanged.
Having proved that t solve Eq. (3.16), a direct application of It
o calculus proves
that t , dened as in (3.18), is a topological strong solution of Eq. (1.6).
Statement 3. Let = 0 Cc (R) be given. Since t solves Eq. (1.6) in a strong
sense, it also solves the SDE in a weak sense; hence, using, e.g., [31, Eq. (1.1)], one
has:
We extend (3.34) to the general case of L2 (R). Being dense in L2 (R), there
exist a sequence {n Cc (R), n N} which approximates any L2 (R). By
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
72 A. Bassi, D. D
urr & M. Kolb
The rst term on the right-hand side can be made arbitrarily small because
of (3.34); the second and third terms can also be made arbitrarily small by choosing
n suciently large, while t can be bounded as it converges to 0 for t 0,
due to Eq. (1.9). This proves that:
Statement 3 for test functions Cc (R) now follows directly from Eq. (1.9),
Eq. (3.36) and observing t 0 2 = t 2 +0 2 20 |t R . It remains to extend
the strong continuity of Tt from the subspace Cc (R) to L2 (R). For this, observe
that for Cc (R) (t 2 )t0 denes a stochastic process with continuous paths
and by Holevos result (cf. Eq. (1.9)) it is a martingale. For given f L2 (R) choose
a sequence (n )nN Cc (R), which converges to f in L2 (R). Doobs inequality
for submartingales implies that for all n, m N, T > 0 and > 0
1
Q sup |t t | > EQ [|nT 2 m
n 2 m 2 2
T |]. (3.37)
0tT
lim EQ [|nT 2 m 2
T |] = 0. (3.38)
n,m
|nt 2 m 2 n m n m
t | (t + t )t t
implies that
EQ [|nt 2 m 2 n m n m
t | EQ [(t + t )t t ]
1 1
(EQ [(nt + m 2 2 n m 2 2
t ) ]) (EQ [t t ])
2 12
2(EQ [nt 2 ] + EQ [m n m 2
t ])
1
= 2(n 2 + m 2 ) 2 n m .
1
d(X, Y ) = EQ min 1, sup |(X Y )s | (X, Y D).
n=1
2n 0sn
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
it suces to show that for some T > 0 limn suptT ||ft |nt | = 0. But
suptT ||ft |nt | suptT ft nt . Therefore, we need only establish
that limn suptT ft nt = 0. This is done by a similar argument as above,
namely we show that for every > 0
n 2
lim Q sup ft t > = 0,
n tT
t (x) = exp[t (x xm 2 m
t ) + ikt x + t ], (3.39)
74 A. Bassi, D. D
urr & M. Kolb
I
dktm = Rt [dt 2 xm t ], (3.42)
t
I m
dtR = (xmt )2
+ t + R
dt + xm t [dt 2 xt dt], (3.43)
m 4t
I m 2 R tI tI m
dt = (kt ) t + R 2
dt + R xt [dt 2 xm
t dt]. (3.44)
2m m 4(t ) t
In particular, the solution of Eq. (3.40) is t = (/) coth(t + ), where sets the
initial condition. These results will be useful in the subsequent analysis.
It is easy to see that the sequences {(n) } and {(n) } form a bi-orthonormal
system; one then denes the (non-orthogonal) projection operators:
Pn |(n) (n) = n (n) , (4.4)
which satisfy the relations:
lnPn
Pn Pm = n,m Pn , Pn = (n) 2 and lim = 2c, (4.5)
n+ n
where c is an appropriate constant [54]. As we see, although the states (n) are
normalized, in the sense that
+
(n) (x)(m) (x)dx = n,m , (4.6)
+
2 t x+t
xt )2 /2+ik
= ez (x
z n e(1+i)n t/2 H
n [z(x bt )], (4.9)
n=0
where n = |(n) (see Eq. (4.4)), while the two real parameters xt , kt and the
complex parameter t are dened as follows:
t = bR
x I I
t + bt (2/m)ct + (/2 )t , (4.10)
kt = (m/)bIt + (1/)(cR I
t ct ) + t , (4.11)
t = (1 i)(m/4)(b2t x
2t ) + (i/)t . (4.12)
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
76 A. Bassi, D. D
urr & M. Kolb
By resorting to Eqs. (3.14) and (3.19), and after a rather long calculation, we obtain
the following set of SDEs for these parameters:
xt = kt dt +
d [dt 2 xt dt], (4.13)
m m
dkt = [dt 2 xt dt], (4.14)
dtR = x2t + dt + xt [dt 2 xt dt], (4.15)
4
I 2
dt = k + dt xt [dt 2 xt dt]; (4.16)
2m t 4
0 = k0 = 0 = 0. Note that these equations are equiv-
the initial conditions are: x
alent to (3.41)(3.44), with t = = / = z 2 /2, x t = xm m
t , kt = kt and
t = t + (1 + i)/4; as a matter of fact, the above equations describe the time evo-
lution (according to Eq. (1.6)) of the ground state of the NSA harmonic oscillator,
which is:
2
z 2 1+i
t (x) = exp (x xt ) + ikt x + t t , 0 (x) =
(0)
(x). (4.17)
2 4
As we shall prove in the next section, this is the state to which apart from
normalization any initial state converges to, in the long time limit, hence the
name t .
As we see, due to the stochastic part of the dynamics, the argument of the
Gaussian weighting factor and that of the Hermite polynomials of Eq. (4.9) are
dierent functions of time, while for analyzing the long time behavior of the wave
function, it is more convenient that both arguments display the same time depen-
dence. We thus modify the argument of the Hermite polynomials, to make it equal
to that of the weighting factor. To this end, let us dene t = x t bt ; we can then
write:
n [z(x bt )] = 1
H Hn [z(x x
t ) + zt ]
2n n!
n
1 n
= (2zt )nm Hm [z(x x t )]
n
2 n! m=0 m
n
n!
= ( 2zt )nm H m [z(x x
t )], (4.18)
m=0 m!(n m)!
where Hm is the standard (not normalized) Hermite polynomial of degree m; in
going from the rst to the second line, we have used property (A.2). Resorting to
the above relation, we can rewrite Eq. (4.9) as follows:
+
(m) (1+i)mt/2 (m)
t (x) = eikt x+t (1+i)t/4
t e (x x
t ); (4.19)
m=0
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
the functions (m) are the eigenstates dened in (4.3), while the time dependent
(m)
coecients t are dened as follows:
+
(m)
(k + m)! k
t = k+m ( 2z t ) , (4.20)
k=0
m!k!
Lemma 4.1. Let L2 (R) and n = |(n) , with (n) dened as in (4.3).
(m)
Then the series (4.20) dening t is a.s. convergent for any m and any t > 0.
Moreover, one has the following bound on the coecients:
+ k(c+1)
(m) (c+1/2)m e | 2z t |k
|
t | Nt e , Nt A a.s., (4.21)
k=0 kk
The cases k = 0 and m = 0 can be treated separately, giving the same bound, with
the only possible dierence of an overall constant factor. This proves convergence
of the series dened in (4.20) and the bound (4.21).
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
78 A. Bassi, D. D
urr & M. Kolb
Theorem 4.1. Let the conditions of Lemma 4.1 be satised; let moreover t
e(1+i)t/2 t , where t = x
t bt with x
t and bt solutions of Eqs. (4.13) and (3.14),
respectively. Then the series dened in (4.19) is a.s. norm convergent for t > t
(4c + 1)/. In addition, the following equality holds true:
+
(m) (1+i)mt/2 (m)
Tt = eikt x+t (1+i)t/4
t e (x xt ), t > t, (4.26)
m=0
Theorem 5.1. Let t be a strong solution of Eq. (1.6) that admits, for t > t
a representation as in (4.26). Let t t /t (when t = 0), which can be
written as follows:
+
(m)
t x+ I t/4)
t
t = t +e i(k t e(1+i)mt/2 m (x x
t ), (5.1)
m=1
r t
with:
(0)
t i(kt x+tI t/4)
t := e 0 (x xt ), (5.2)
rt
+
(m) (1+i)mt/2
rt :=
t e m (x xt ) . (5.3)
m=0
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
lim t t = 0. (5.4)
t
Note that, apart from global factors, t is the ground state of the NSA har-
monic oscillator, randomly displaced both in position space as well as in momentum
space.
Proof. According to Eq. (5.1), all we need to prove is that, with P-probability 1:
+
(m)
t (1+i)mt/2
lim e m (x xt ) = 0. (5.5)
t r t
m=1
thus all we need to set is the long time behavior of rt and Nt . Lemmas 5.1 and 5.2
(see Eqs. (5.7) and (5.12)) state that, with P-probability 1, rt converges asymp-
totically to a nite and non-null random variable, while Nt converges to a nite
random variable. From the above properties, the conclusion of the theorem follows
immediately.
Proof. According to Eqs. (4.19) and (5.3), the following equality holds:
R
t = et t/4 rt ; (5.8)
resorting to the stochastic dierentials (1.9) and (4.15) for t 2 and tR , respec-
tively, one can write the following stochastic dierential equation for rt2 :
drt2 = [2 (qt xt )dt + 4(
x2t qt x
t ) dt]rt2 , r02 = 1. (5.9)
By using relation (1.11), the above equation can be re-written in terms of the
Wiener process Wt as follows:
drt2 = [2 (qt xt )dWt + 4(qt x
t )2 dt]rt2 , r02 = 1, (5.10)
80 A. Bassi, D. D
urr & M. Kolb
Proof. Looking back at Eq. (4.21), we see that in order to prove this lemma it is
sucient to show that t tends to a nite limit as t , with P-probability 1.
According to our previous denition, t is equal to:
t = e(1+i)t/2 (
xt bt ). (5.13)
Equations (3.14) and (4.10), together with the change of measure (1.11), lead
to the following stochastic dierential equation for t in terms of the Wiener
process Wt :
dt = e(1+i)t/2 [dWt + 2 (qt x t )dt], 0 = 0. (5.14)
2
Once again, the large time behavior of qt x
t (see Eq. (5.15)) yields the conclusion
of the lemma.
t = t xG
a G
t + ikt , (5.21)
G
with ft qt xt . By integrating the second equation, by using the strong law of
large numbers applied to Wt , Eq. (B.1) for ft and the fact that t has an asymptotic
nite limit, one can show that, with P-probability 1, the process ktG grows slower
than t2 , for t . By integrating now the rst equation, and by using the same
properties as before, one can show that x G 3
t grows slower than t , for t and
again with P-probability 1. According to Eqs. (5.21) and (1.17), we then have, with
P-probability 1:
t = o(t3 ) as t ,
a lim bt = b nite. (5.24)
t
82 A. Bassi, D. D
urr & M. Kolb
In this way, we have proven that any initial state is P-a.s. norm convergent to
the Gaussian state (5.2), which can be written as follows:
2
z
t 4 2 exp (x x t )2 + ikt x + i tI t , (5.25)
zR 2 4
which has a xed nite spread both in position and in momentum, given by [39]:
2 1/2
q = t |(q xt ) |t = , (5.26)
m
2 1/2 m
p = t |(p kt ) |t = . (5.27)
2
This corresponds almost
to the minimum allowed by Heisenbergs uncertainty rela-
tions, as q p = / 2. Note also that, the more massive the particle, the smaller
the spread in position of the asymptotic Gaussian state: this is a well known eect
of the localizing property of Eq. (1.1). Finally, Eqs. (4.13) and (4.14), together with
the change of measure (1.11), tell how the average position x t and momentum kt
evolve in time, as a function of the Wiener process Wt :
d
xt = kt dt + ht dt + dWt , (5.28)
m 2
dkt = 2ht dt + dWt , (5.29)
which imply that there exist two random variables X and K such that [35]:
t
t = X + Kt +
x Ws ds + Wt + O(et/2 ), (5.30)
m m 0 m
kt = K + Wt + O(et/2 ). (5.31)
These parameters fully describe the time evolution of the Gaussian state (5.25).
I. Collapse regime
Let be the length which discriminates between a localized and a non-localized
wave function, i.e. such that, dening with q the spread in position of a wave
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
function , we
say that is localized
in space whenever q . In our case, we
must take > /m, where /m is the asymptotic spread (see Eq. (5.26)).
TCOL := min{t : t q }. (6.1)
How is TCOL distributed? Find best possible bounds (depending on the param-
eters dening the model) for the distribution function.
The dependence of the collapse time on the parameters of the model is physically
relevant as for macroscopic bodies the collapse is supposed to happen at a much
shorter time, producing a classical macroscopic body. This time must be much
before diusion becomes eective. Bounds on the collapse time will lead hopefully
to experimentally testable deviations from linear quantum mechanics (i.e. where
the superposition principle holds on all scales.)
Acknowledgments
The work was supported by the EU grant No. MEIF CT 2003-500543 and by DFG
(Germany). We thank GianCarlo Ghirardi, Lajos Diosi and the referees for helpful
comments and an anonymous referee for pointing out a aw in a previous version.
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
84 A. Bassi, D. D
urr & M. Kolb
n/2
(1)m (2z)n2m
Hn (z) = n! , (A.1)
m=0
m!(n 2m)!
where z is any complex number. These polynomials satisfy the following addition
rule
n
n
Hn (z1 + z2 ) = (2z2 )nm Hm (z1 ). (A.2)
m=0
m
When the argument is real (z = x R), they form an orthogonal set with respect
to the weight exp[x2 ]; the normalized Hermite polynomials are:
n
n (x) = 1 Hn (x),
H Nn = 2 n!. (A.3)
Nn
G
ft qt xt = O(e
t/2
), (B.1)
G
where qt = t |q|t , and xt has been dened in (5.18).
Proof. Using the expression (1.12) for Gt (x, y) together with Schwartz inequality,
we can derive the following bound on t :
2 2 p2t 4qt2 2
|t (x)| |Kt | exp 2 x
Rt pt
bR qt
R t R (bR
t )
2
+2 a
t + 8 x + 2
ct + , (B.2)
pt 2 pt
which holds for any t > 0. The above inequality implies that it is sucient to
consider L2 (R) such that:
2
|(x)| CeAx , (B.3)
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
where C and A are random variables. A direct calculation leads to the following
expression for the quantum average t |q|t :
2
aR
( t )
t |q|t = |Kt |2 exp 2c R
t + dy1 dy2 (y1 )(y2 )
Rt R
t
R
t y 1 + t y 2 a
t 1 t2 2 1 t2
+ exp t y 1 t y22
2R
t R
t 2 2 R
t 2 2 R
t
R
R
2
t a
a |t |
exp bt + Rt y1 + bt + t Rt y2 + y1 y2 . (B.4)
t t 2R t
As we shall soon see, all exponential terms in the above expression can be controlled.
The crucial factors are the two within brackets: the rst term decays exponentially
in time, since t = O(et/2 ), while t has a nite asymptotic limit; the term
R
a R
t /t , instead, does not decay in time (see the discussion in connection with the
proof of Lemma 5.3). Since t 2 is equal to the expression (B.4) without the terms
in square brackets, and because of (5.18), we have that
R
a t
ft t 2 = t |q|t t 2 (B.5)
R t
2
aR
( t )
t y 1 + t y 2
= |Kt |2 exp 2
c R
t + dy 1 dy 2 (y 1 )(y 2 )
Rt R t 2R
t
2
2
1 1
exp t tR y12 t t R y22
2 2t 2 2t
R
t a aR |t |2
exp bt + Rt y1 + bt + t Rt y2 + y y
1 2 . (B.6)
t t 2Rt
with:
1 R (tR )2 2 R tR a
Rt
g(y) exp t y + bt + y . (B.9)
2 Rt Rt
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886
86 A. Bassi, D. D
urr & M. Kolb
Next, by using the inequality g(y1 ) + g(y2 ) (g(y1 )2 + g(y1 )2 )/2 and the symmetry
between y1 and y2 , we have:
2
2 |t | 2 R aR
( t )
|ft |t |Kt | exp 2
ct + dy1 dy2 |(y1 )||(y2 )|
2Rt Rt R t
the key point is that, since Gt (x, y) solves Eq. (1.6), then Gt (, y)2 is a positive
martingale with respect to the measure Q, for any value of y; we call MarQ (t, y)
this martingale. We can then write:
|t |
|ft |t 2 dy1 dy2 |(y1 )||(y2 )|(|y1 | + |y2 |) MarQ (t, y)
2Rt
|t | 2
dy eAy (A1 |y| + A2 ) MarQ (t, y), (B.12)
2Rt
where A1 and A2 are suitable constants. In going from the rst to the second line,
we have used (B.3). The quantity
1 2
R
dyeAy (A1 |y| + A2 ) MarQ (t, y) (B.13)
2t
is another positive martingale with respect to Q, which we call Mar Q (t). We arrive
in this way at the inequality:
Mar Q (t)
|ft | |t | . (B.14)
t 2
Since Mar Q (t) is a positive martingale with respect to Q, then MarP (t) =
Mar Q (t)/t 2 is a positive martingale with respect to P which, by Doobs con-
vergence theorem, has a P-a.s. nite limit for t +. The conclusion of the
lemma then follows from Eq. (1.15), according to which t = O(et/2 ).
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Within the framework of algebraic quantum field theory, we propose a new method
of constructing local generators of (global) gauge symmetries in field theoretic models,
starting from the existence of unitary operators implementing locally the flip automor-
phism on the doubled theory. We show, in the simple example of the internal symmetries
of a multiplet of free scalar fields, that through the pointlike limit of such local generators
the conserved Wightman currents associated with the symmetries are recovered.
1. Introduction
One of the most important features of eld theoretic models is the existence of local
conserved currents corresponding to space-time and internal (gauge) symmetries.
While in the framework of classical Lagrangian eld theory a clarication of this
issue comes from Noethers theorem (which provides an explicit formula for the
conserved current associated to any continuous symmetry of the Lagrangian itself),
it is well known that in the quantum case several drawbacks contribute to make
the situation more confusing. For example, symmetries which are present at the
classical level can disappear upon quantization due to renormalization eects.
In [1, 2], a dierent approach to the problem was outlined in the context of
algebraic quantum eld theory. It consisted of two main steps: (1) given double
cones O, O with bases B, B in the time-zero plane centered at the origin and such
that O O, start from generators Q of global space-time or gauge transformations
Q
and construct local ones, i.e. operators JO, generating the correct symmetry on
O
the eld algebra F (O) and localized in O (i.e. aliated to F (O));
and (2) these
local generators should play the role of integrals of (time components of) Wightman
91
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
currents over B with a smooth cut-o in B and possibly some smearing in time, so
that one is led to conjecture that
1 Q Q
f (x)x (JO, )dx cj0 (f ) (1.1)
3 R4 O
vol(B) c vol(B).
(1.2)
It is important to note that there is a large ambiguity in the choice of the local
generators: since their action in O O
is not xed by the above requirements we are
free to add perturbations in F (O O). Thus, the limit (1.1) is not to be expected
to converge in full generality, but we can still hope that a canonical choice or
construction of the local generators might solve the problem (see below).
The rst problem above was completely solved in [1] for the case of Abelian
gauge transformation groups, while in [2,3] the general case (including discrete and
space-time symmetries and supersymmetries) was treated. The nal result was that
in physically reasonable theories what was called by the authors a canonical local
unitary implementation of global symmetries exists and if a part of them actu-
ally constitutes a Lie group the corresponding canonical local generators provide a
local representation of the associated Lie (current) algebras. A key assumption was
identied in the so-called split property (for double cones), which holds in theories
with a realistic thermodynamic behavior [4]. It expresses a strong form of statistical
independence between the regions O and O and is equivalent to the existence of
normal product states on F (O) F (O) such that (AB) = (A)(B) ( being
the vacuum state) for A F (O) and B F (O) [5].
However, the above-mentioned construction crucially depends on such a highly
elusive object as the unique vector representative of the state in the (natural)
cone
) = 1/4 (F (O) F (O)
P (F (O) F (O) )+ (1.3)
(see [6]), where indicates the vacuum vector and the modular operator of
the pair (F (O) F (O) , ), so that nding an explicit expression of the local
generators appears as an almost hopeless task. This makes it extremely hard to
proceed to the above-mentioned second step, i.e. the determination of the current
elds themselves. Notwithstanding this, the reconstruction of the energy momentum
tensor of a certain (optimal) class of 2-dimensional conformal models was carried out
in [7], while partial results for the U(1)-current in the free massless 4-dimensional
case were obtained in [8], showing that for the local generators of [3] the drawbacks
briey discussed after Eq. (1.1) might be less severe. However, in both cases the
existence of a unitary implementation of dilations was crucial for handling the limit
0.
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
This was used in [3] to dene the universal localizing map : B(H ) B(H ),
(T ) = U (T 1)U , T B(H ),
where the standard type-I factor N = (B(H )) satises F (O1 ) N
F (O2 ). For the commutant standard inclusion = (F (O2 ) , F (O1 ) , ) [10], one
has (T ) = U (1 T )U .
For any unitarily equivalent triple 0 = (V0 F (O1 )V0 , V0 F (O2 )V0 , V0 ), one
nds U0 V0 = V0 V0 U . Notice that in the case of gauge transformations
= 0 and so
U V (g) = V (g) V (g) U . (1.7)
It is then straightforward to verify that, with Z1,3 the unitary interchanging the
rst and third factors in H H H H , the operator
W = (U U )Z1,3 (U U )
is a local implementation of the ip. Setting g = g in (1.7) and dierentiating with
respect to , a simple computation shows that
W (1 Q)W = (Q) 1 + 1 (Q) = JQ 1 + 1 JQ ,
where JQ , JQ are the canonical local implementations of [2, 3], which of course
satisfy (1.6). Choosing now = U ( ), we see that Q
O1 ,O2 (Q) = J . The
above construction (1.5) therefore includes the canonical one as a particular case.
As remarked above, the control of the limit (1.1) for such operators does not
seem within reach of the presently known techniques. However, we shall see in
Sec. 3 below that if Q is the (unbounded) generator of a 1-parameter subgroup of
a compact Lie gauge group acting on a nite multiplet of free scalar elds of mass
m 0, it is possible to provide a dierent explicit (semi-)local implementation
of the ip WO1 ,O2 such that the limit (1.1) can actually be performed for the
Q
corresponding generator JO 1 ,O2
(which is self-adjoint and satises (1.6) in the same
Q
sense as J ).
The rest of the paper is organized as follows. In Sec. 2, we introduce a new
class of test functions spaces and use it to obtain estimates concerning certain
free eld bilinears; as it is shown in the Appendix, these estimates also allow to
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
c,
i () = a( ei ),
c,+
i () = a( ei ) ,
where L2 (R3 ) and a(), K, is the usual Fock space annihilation operator.
Their commutation relations are
, ,
[ci (), cj ()] = ij , , dp (p)(p).
R3
we have
1 , 1 +,
i (f ) = ci (j f ), i (f ) = ci (j f ).
2 =+, 2 =+,
where : l c,
i k c+,
j : (f )(n) : K S (n) K S n is a bounded operator whose
expression can be obtained from the formal expression of i in terms of creation
and annihilation operators. For instance, if K S n ,
(: l ci,+ k cj+, : (f )(n) )i11...i
...n
n
(p1 , . . . , pn )
X
n
= r ,+ i,ir il+r (1)k
r=1
Z
dpm (p)k1/2 m (pr )l1/2 f(pr,+ , p+ )+1 ...
r ...n
(p, p1 , . . . , p
r , . . . , pn ),
ji1 ...ir ...in
R3
where the hat over an index means that the index itself must be omitted and
where we have introduced the convention (which we will use systematically in the
following) of denoting simply by q R4 the 4-vector (m (q), q), = +, .
We now want to show that such operators can be extended to suitable spaces
of tempered distributions on R8 , which in turn are left invariant by the operation
induced by the commutator of eld bilinears.
Definition 2.1. We denote by C the space of functions f C (R8 ) such that for
all r N, , N40 ,
f
r,, = sup |(1 + |p + q|)r p q f (p, q)| < .
(p,q)R8
k,l,
f (p, q) := f (p+ , q+ )m (p)k1/2 m (q)l1/2 ,
f
k,l := max{
T k,l (|f |)
,
T l,k (|f|)
,
k,l,
f
L2 (R6 ) }.
The spaces Ck,l depend also on the mass m appearing in m , but we have
avoided to indicate this explicitly in order not to burden the notations. It is
clear that functions in C are bounded with all their derivatives and therefore
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
(2.2)
defines a bilinear map C l,k : Cl ,l Ck,k Cl ,k , such that
C l,k (f, g)
l ,k
2
f
l ,l
g
k,k .
where, by recursion,
1
r1
1 2(2r 3) (2r 2k + 1) 1
Jr (u) := dv 2 2
= 2k 2
1 (u v )r (2r 2) (2r 2k) u (u 1)rk
k=1
(2r 3)!! 1 u + 1
+
log ,
(2r 2)!! u2r1 u 1
which easily gives estimate (2.3) with s(r, 0) = r 3. Take now h = 1. Dividing
the integration region into the subregions {|x| 1}, {|x| > 1} and using the
CauchySchwarz inequality in the rst integral, one gets
1/2
I1,r () |x|1 dx I0,2r ()1/2 + I0,r () O(r3 ).
|x|1
Finally, for h = 1, taking into account the bound |x|1/2 /(1 + |x + 1 e|)(1 + |x
1 e|) 1/2, one gets I1,r () O(r4 ).
We now show that if f Cl ,l , g Ck,k , then C l,k (f, g) Cl ,k . We introduce
the notation K to denote the HilbertSchmidt operator on L2 (R3 ) with kernel
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
T k ,l (|C l,k
(f, g)|)
2 (
T k ,k (|
g |)T l,l (|f|)||
2 +
Kl ,l, Kk,k ,+ ||
2 ),
|f | |g|
so that T l ,k (|C l,k (f, g)|) and T k ,l (|C l,k (f, g)|) are bounded. Furthermore one has,
2 6
for L (R ),
l ,k ,+
|C k,k ,+
l,k (f,g) , L2 (R6 ) | (|g| , (T l ,l (|f |) 1)||L2 (R6 )
+ l|f,l,+
| , (1 T
k ,k
g|) )||L2 (R6 ) )
(|
l ,k , l ,l,
|C l,k (f,g) , L2 (R6 ) | (|f | , (1 T
k,k
(|g|))||L2 (R6 )
k,k ,
+ |g| , (T l,l (|f|) 1)||L2 (R6 ) )
l ,k , 2 6
l,k (f,g) L (R ). The bound on
C
so that by Riesz theorem C l,k (f, g)
l,k now
follows at once from the above estimates.
For (f, g) C l ,l C k,k , we write C l,k (f, g) := C l,k (f, g) .
Proposition 2.1. The following statements hold for any i, j {1, 2}, k, l
{0, 1}, n N, , {+, }, with n 0.
(N , : l i k : (f )](N
+ 1)1/2 [N + 1)1/2
f
l,k , (2.6)
j
for some > 0. If furthermore (f, g) C l ,l C k,k , there holds, on D
0,
[: l i l i : (f ), : k j k j : (g)]
= ij : l i k j : (C l,k (f, g)) i ,j : k j l i : (C k ,l (g, f ))
,+
+ il+l +k+k 2 i ,j i,j ((1)l+l lf,l, , k,k
g L2 (R6 )
(1)k+k lf,l,+ ,
k,k ,
g L2 (R6 ) )1. (2.7)
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
n
: l ci,+ k cj+, : (f )(n) = il (i)k Vr ((T l,k (f) |e+ +
i ej |) 1 1),
r=1
1,n
il+k
: l ci,+ k cj+,+ (n)
: (f ) = Wr,s (l,k,+
f
(e+
i ej )) ,
n(n 1) r=s
: l ci, k cj+, : (f )(n) = (i)l+k (n + 1)(n + 2)(l,k,
f
(e +
i ej )),
where for i K, i = 1, . . . , n,
Vr 1 n = 2 1 n ,
r th place
Wr,s 1 n = 3 1 2 n .
rth place sth place
Remark 2.1. It is not dicult to see that the above dened exten-
sion of : l c,
i k c+,
j : ()(n) to C l,k is unique in the family of linear maps
S (n)
S : C l,k
B(K , K S n ) which are sequentially continuous when
S (n) S n
B(K ,K ) is equipped with the strong operator topology and C l,k
is equipped with the topology induced by the family of seminorms
f
k,l, = max{
T k,l (|f|)
,
T l,k (|f|)
,
k,l,
f
L2 (R6 ) }, L2 (R3 ),
with respect to which S (R8 ) is sequentially dense in C l,k . On the other hand,
we point out the fact that, according to Eq. (2.7), the linear span of extended
eld bilinears is stable under the operation of taking commutators. Together with
Proposition A.1 in the Appendix, this implies that in the construction of the local
symmetry generator carried out in the following section, Eq. (3.8), only the above
dened extensions are relevant.
According to the results in [12, Sec. X.5], the bounds (2.5) and (2.6) imply that
: l i k j : l i k j : (f ) can be extended to an operator, denoted by the same
symbol, whose domain contains D(N ).
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
and if we consider
i
e 0
V () := 1 ,
0 ei
(1 (f )) = cos 1 (f ) sin 2 (f ),
(3.1)
(2 (f )) = sin 1 (f ) + cos 2 (f ).
In Proposition A.1 in the Appendix it is shown that the Noether current of this
U(1) symmetry
J (x) = 1 (x) 2 (x) + 1 (x) 2 (x) 1 (x)2 (x) 1 (x) 2 (x) (3.2)
where Or , Or+ are the double cones with bases Br , Br+ , respectively. It
then follows easily that setting h := with (x) = (1 x) and
(t) = 1 (1 t), the unitary operator
WOr ,Or+ := (1 Z)ei 2 J0 (h ) F (Or+ )
B(H ), (3.4)
Proposition 3.1. Let the operator WOr ,Or+ be defined as above. The operator
Or ,Or+ (Q) defined on D(N ) by
Or ,Or+ (Q) = P1 WOr ,Or+ (1 Q)WOr ,Or+
, D(N ), (3.5)
Proof. We start by observing that, for all H for which the right-hand side
of (3.5) is dened, one has
Or ,Or+ (Q) = P1 ei 2 J0 (h ) (1 Q)ei 2 J0 (h ) . (3.9)
It follows from this formula that Or ,Or+ (Q) is well-dened (and symmetric) on
D(N ): according to formula (A.1) in the Appendix for J0 (h ), Proposition 2.1(2)
and [11, Lemma 2], we have ei 2 J0 (h ) D(N
) D(N
) and D(N ) D(Q) as remarked
above.
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
)
Recalling now the denition of Q one has on D(N
2
Q1 () := i[J0 (h ), 1 Q] = [: j j : ((h ) ) : j j : ((h ) )]
j=1
0,1
2
= : l j k j : (K1,m
l,k
()),
j=1 l,k
where j = 3 j. Proceeding now inductively using formula (2.7), one veries that
0,
there are operators Qn () such that, on D
Qn+1 () = i[J0 (h ), Qn ()], (3.10)
0,1
2
Q2n () = (1)j+1 : l j k j : (K2n,m
l,k
()),
j=1 l,k
(3.11)
0,1
2
Q2n+1 () = : l j k j l,k
: (K2n+1,m ()),
j=1 l,k
l,k
where the distributions Kn,m () C l,k satisfy (3.7). It is also easy to verify induc-
tively that the distributions K l,k () are real (g S being real if g, f = g, f),
n,m
so that Qn () is symmetric. Arguing again by induction, it follows from (3.7) and
Lemma 2.1, that
K
n,m
l,k
()
l,k (8)n1 (max{
(h
)
0,1 ,
(h )
1,0 }) (8)
n n1
h
nS ,
where
h
S is some xed Schwartz norm of h. The last inequality above follows
from Lemma A.1 and from the observation that, switching for a moment to the
(m)
notation
l,k in order to make explicit the dependence on the mass m of the
seminorms
l,k , one has
(h
(m) (m)
)
l,1l =
h
l,1l , l = 0, 1.
Using now the bounds in Proposition 2.1(2) and the results in [12, Sec. X.5], we see
that Qn () can be extended to an operator (denoted by the same symbol) which
. The domain D
is essentially self-adjoint on any core for N 0 being such a core,
Eq. (3.10) can be assumed to hold weakly on D(N ) D(N
) and we are therefore
in the position of applying [11, Theorem 1 ] to obtain
1 n
+
ei 2 J0 (h ) (1 Q)ei 2 J0 (h ) = 1 Q + Qn ()
n=1
n! 2
). Combining this with (3.9),
and the series converges strongly absolutely on D(N
and the fact that
P1 : l j k j : (K2n+1,m
l,k
()) = 0 = P1 : l 2 k 2 : (K2n,m
l,k
()) ,
Eq. (3.8) readily follows, upon identication of 1 (f ) = (f ) 1 with (f ).
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
We now show that the unitary group generated by the operator Or ,Or+ (Q)
dened in the above proposition provides a local implementation of the U(1) sym-
metry.
Proof. Since the free eld enjoys Haag duality property, it is sucient to show
that
eiOr ,Or+ (Q) ei[(f )+(f ) ]
eiOr ,Or+ (Q) = ei[(f )+(f ) ]
if supp f Or+ and that
i
(f )+ei (f ) ]
eiOr ,Or+ (Q) ei[(f )+(f ) ]
eiOr ,Or+ (Q) = ei[e
if supp f Or . Applying once again [11, Theorem 1 ] and keeping in mind the
previously obtained N -bounds for Or ,Or+ (Q), Eq. (3.12), one sees that in order
to achieve this, it is enough to show that for all 1 , 2 D(N )
Or ,Or+ (Q)1 , (f )2 (f ) 1 , Or ,Or+ (Q)2 = 0 (3.13)
for supp f Or+ and
Or ,Or+ (Q)1 , (f )2 (f ) 1 , Or ,Or+ (Q)2 = 1 , (f )2 (3.14)
for supp f Or . In order to prove the latter equation we compute
Or ,Or+ (Q)1 , (f )2
= (1 Q)ei 2 J0 (h) 1 , ei 2 J0 (h) ((f ) 1)2
= (1 Q)ei 2 J0 (h) 1 , (1 (f ))ei 2 J0 (h) 2
= (1 (f ) )ei 2 J0 (h) 1 , (1 Q)ei 2 J0 (h) 2
+ ei 2 J0 (h) 1 , (1 (f ))ei 2 J0 (h) 2
= (f ) 1 , Or ,Or+ (Q)2 + 1 , (f )2 ,
where in the second and fourth equalities we used (3.1) and (3.3), and in the third
equality the fact that, as noted in the proof of Proposition 3.1, ei 2 J0 (h) i
D(N ) and that for 2 D(N
1, ), there holds
(1 Q) 2 (1 (f ) )
1 , (1 (f )) 1 , (1 Q)
2 =
1 , (1 (f ))
2
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
[Q, (f )] = (f ), D(N ),
is the closure of N 1 + 1 N and of the N
of the fact that N -bounds hold-
ing for 1 Q and 1 (f ). The proof of (3.13) being analogous, we get the
statement.
l,k
In the following lemma, we collect some properties of the distributions Kn,m :=
l,k
Kn,m (1) which will be needed further on. We will use systematically the notations
f
:= sup (1 + |p0 | + |p|) |f (p)|,
pR4
1, := max{
,
},
1, := max{
,
1
, . . . ,
3
},
n,m
K l,k
(p, q) = K
n,m
k,l
(q, p), n,m
K l,k n,m
(p0 , Rp, q0 , Rq) = K l,k
(p, q) (3.15)
n N, (3.16)
4 2
for all p = (p0 , p), q = (q0 , q) R4 .
(3) For each n N, the function (p, q, m) R8 [0, 1] K l,k (p, q) is continuous.
n,m
(4) For each n N, the function (p, q, m) R8 [0, 1/e] K n,m
l,k
(p, q) is of
1
class C . Moreover, given > 5, there exists a constant C2 C1 such that
uniformly for all m [0, 1/e] and all smearing functions DR (Br+ ),
DR ((, )),
C1n1 n
K l,k
(p, q) n1, (1 + |p|)2l (1 + |q|)2k ,
1,
(3.17)
u n,m 4 2
C2n1 n
K l,k
(p, q) m|log m|
1,
Proof. (1) Both properties in (3.15) follow easily by induction from the recursive
n,m
denition of K l,k
, taking into account rotational invariance of the function .
(3.19)
where we recall that k = (m (k), k). Since > 5, there exists a xed constant
dk |k|s dk
B1 > , , s = 0, 1, 2, p R3 .
R3 |k|(1 + |p k|) R3 (1 + |k|)
so that estimate (3.16) follows by induction from (3.7) and the above expression
for C l,k , provided one denes C1 := 14B1 / and keeps in mind that h (p, q) =
1
4 2 (p 0 + q0 )(p
+ q).
(3) Using (3.16) and the fact that h S (R4 ), we obtain a bound to the inte-
1l,r , K ) with an integrable func-
grands in C (h r,k
n,m ) and C
r,1k (K
l,r , h
n,m
tion of k, uniformly for (p, q, m) in a prescribed neighborhood of any given
( R8 [0, 1]. By a straightforward application of Lebesgues domi-
p, q, m)
nated convergence theorem, the continuity of (p, q, m) K l,k (p, q) follows
n,m
then by induction from the recursive relation (3.7).
(4) Since K l,k Cl,k , we already know that it is dierentiable with respect to the
n,m
components of p and q. The estimate (3.17) and the continuity of (p, q, m)
l,k
u Kn,m (p, q) then follow by an easy adaptation of the inductive arguments
of points (2) and (3) above, using also (3.16). In order to show that K n,m
l,k
K r,k
k )
h(p
n,m k ) K
(k , q) + m (k)rl h(p r,k (k , q).
p0 m n,m
It is now straightforward to verify, using (3.16), (3.17) and the inductive hypoth-
esis (3.18), that it is possible to bound the last three terms in the above
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
1
B3 log(1 + 1 + m2 ) , m [0, 1/e].
1 + m2
2l
n+1
C2n1
1, 1, (1 + |p|)
n+1
(1 + |q|)2k ,
r,1k l,r
holds for all m [0, 1/e] together with a similar one for m C (Kn,m , h ).
2
Choosing C2 := [16(1 + B3 ) + 16B2 + 7B1 ] C1 , one nally gets (3.18) for
l,k
K n+1,m .
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
In the next theorem, which is our main result, we denote by D0,S the dense
subspace of H of nite particle vectors such that the n-particle wave functions are
in S (R3n ) for each n N.
Theorem 3.1. There holds, for each f S (R4 ) and each D0,S ,
1
lim dx f (x)x (Or ,Or+ (Q)) = cj0 (f ), (3.20)
0 3 R4
and
x (: l k : (K2n,m
l,k
())) y (: l k : (K2n,m
l,k
()))
(8)2n1
h
2n
S
(U (x) U (y) )(N + 1)
+
(U (x) U (y)): l k : (K2n,m
l,k
())U (y)
,
so that the function x x (Or ,Or+ (Q)) is continuous and bounded in norm
for each D0,S , the integral in (3.20) exists in the Bochner sense and furthermore
it is possible to interchange the integral and the series.
Given now K C l,k , it is easy to see that the pointwise product K f still
1
belongs to C l,k
and
K f
l,k (2)2
f
K
l,k so that we can dene K f :=
4
(2) (K f ) C l,k . It is then straightforward to check that
dx f (x)x (: l k : (K2n,m
l,k
())) = : l k : (K2n,m
l,k
() f ).
R4
Furthermore one has K l,k ()(p, q) = 2+l+k K l,k (p, q) and, with the nota-
2n,m 2n,m
tion ( K)b(p, q) = K(p,
q), we see that we are left with the calculation of
0,1
+
2n
lim l+k1
n (2n)!
: l k : ( K2n,m
l,k
f ). (3.22)
0
n=1
4
l,k
treated in a similar way. Using then the notations for creation and annihilation
operators and for wave functions introduced in Sec. 2 and the formulas in the proof
of Proposition 2.1, we have
: l c,+ k c+, : ( K2n,m
l,k
f )(N )
16 5 N
((T l,k (( K2n,m
l,k
)bf ) |e+ e+ |) 1 1)
,
f
4 2
(1 + |p2 |) (1 + |pN |)
m (q)k1/2 (1 + |q|)2k
dq ,
R3 (1 + |q|) (1 + |p1 q|)
where we have used (3.16) and the fact that D0,S (which gives the constant
B1 > 0). It is now easy to see that the right hand side is a square integrable function
of (p1 , . . . , pN ) if > 3/2, > 3, > 15/2 and therefore we get
: l c,+ k c+, : ( K2n,m
l,k
f )(N )
B2 C1n1
n
,
: l c, k c+, : ( K2n,m
l,k
f )(N 2)
16 5 N (N 1)
l,k, ( K l,k
2 6
,
)bf L (R )
2n,m
with
2(n1)
C1 B3 2n
l,k, l,k b
2L2 (R6 ) 2n
2
f
( K2n,m ) f 16 4
(1 + |p|)3 (1 + |q|)3
dp dq ,
R6 (1 + |p| + |q|)2
: l k : ( K2n,m
l,k n
f )
B4 C1n1
n
,
=
3C2n1
1, (m + |p| + |q|)(1 + |p|)2 (1 + |q|)2 ,
1,
4 2
valid for , = and for [0, 0 ], with 0 := min{1/em, 1}. Then a straight-
forward adaptation of the above arguments easily gives, uniformly for [0, 0 ],
1
: : ( K2n,m
l,k
f )
B5 C2n1
n
1, 1, , (3.23)
with B5 > 0 a constant independent of and n.
The same estimates above, being uniform in [0, 1/m], together with use of
Lemma 3.1(3), allow us also to conclude that
lim : l k : ( K2n,m
l,k
f ) = (2)4 K
l,k (0, 0): l k : (f ).
2n,0 (3.24)
0
0,0
1 0,0 K 2n,0
lim : : ( K2n,m f ) = (2)4 i (0, 0): : (f ).
0 p0
Proposition 3.3. Assume that the time-smearing function used in the con-
struction of Or ,Or+ (Q) satisfies (t) = 1 1 ( 1 t), where 1 DR ((1, 1))
is such that R 1 = 1, and that the space-smearing function is such that
DR (Br+/2+ ), 0 1 and (x) = 1 for all x Br+/2 , with
< /2 . Then, denoting with c(, ) the corresponding constant given by
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
l,k :
Proof. By induction, it is straightforward to prove the following formula for K n,0
l,k (p, q)
K n,0
0,1
n1
(1)k+n1 inlk n r rj1
= j j
(2)n+1 r1 ,...,rn2 1 ,...,n1 j=1
n1
dkj |kj |rj rj1 h(p 1
1, k2, ) h(k
k1, )h(k
1 2
n1,
n1 + q),
R3(n1) j=1
in the limit 0 the dependence on the j s drops o the integral in the second
line of the above equation and therefore
0,1 (1)n 22n1 (1)n 4n
lim K2n,0 (0, 0) = (0)
= dx (x)2n .
0 (2)3n+1 2(2)4 R3
But, thanks to the estimates (3.16), (3.17), the convergence of the series (3.21) is
uniform in , so that one has
+
1 (1)n 2n
lim c(, ) = dx (x)2n .
0 2 n=1 (2n)! R 3
Since is bounded above by the characteristic function of the ball Br+ for < /2,
the convergence of the above series is also uniform in so that, taking into account
that converges to the characteristic function of the ball Br+/2 when 0, we
nally get (3.25).
It is straightforward to extend the above analysis to treat the case of the net
O F (O) generated by a multiplet of free scalar elds a , a = 1, . . . , d, with the
action of a compact Lie group G dened by
d
V (g)a (f )V (g) = v(g)ab b (f ), g G,
b=1
d
[Q , a (f )] = i t()ab b (f ),
b=1
l,k
where K2n,m () are the distributions dened in (3.6) and (3.7). Finally, the ana-
logue of formula (3.20) holds, where on the right-hand side the appropriate Noether
current
d
j0 (f ) = t()ab : a b a b : (f )
a,b=1
These results have been obtained in the spirit of giving a consistency check
towards a full quantum Noether theorem according to the program set down in [1]
and recalled in the introduction. In order to proceed further in this direction it is
apparent that two main problems have to be tackled. First, it is necessary to extend
the construction of local generators proposed in the Introduction to a suitably gen-
eral class of theories. Second, it would be desirable to gain a deeper understanding
of the general properties granting the existence and non-triviality of the pointlike
limit of the free generators, which are presently under investigation. Among other
things, this is likely connected with the problem of clarifying if it is generally possi-
ble, through a suitable choice of the local ip implementation, to gain control over
the boundary part of the local symmetry implementation, whose arbitrariness is
considered to be an important obstruction for the reconstruction of Noether cur-
rents. The methods of [14] can be expected to be useful to put this analysis in a
more general framework.
Finally, we believe that our method could help to shed some light on the dicult
problem of obtaining sharply localized charges from global ones.
Acknowledgments
We would like to thank Sergio Doplicher for originally suggesting the problem to
one of us and for his constant support and encouragement, and Sebastiano Carpi
for several interesting and useful discussions. We also thank the referees for suggest-
ing several improvements in the exposition. This work was supported by MIUR,
GNAMPA-INDAM, the SNS, the Marie Curie Research Training Network MRTN-
CT-2006-031962 EU-NCG and the ERC Advanced Grant 227458 Operator Alge-
bras and Conformal Field Theory.
Lemma A.1. Let h S (R4 ), and consider the tempered distribution h (x, y) =
h(x)(x y). Then h C 0,1 C 1,0 for all m 0, and
h
0,1 ,
h
1,0
h
S
where
S is some Schwartz norm independent of m varying in bounded intervals.
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904
(p, q) = 1 C. We denote by
Proof. One has h (2)2 h(p
+ q), which implies h
w(p, q) the integral kernel dening T 1,0 (|h
|). It is easy to see that, for |q| 1,
m (p)
(1 + |p q|)1/2 ,
m (q)
2L2 (R3 ) ,
R3 (1 + |p|)r
where use was made of the Young inequality
f g
L2
f
L1
g
L2 . On the other
hand, there exist C2 > 0 and s > 2 such that, for |p| > 1,
m (p) C2
dq w(p, q)(q) dq |(q)|
|q| (1 + |p q|)s
|q|1 |q|1
m (p) dq
C2 |(q)|
|p|s
|q|1 |q|
2m (p)
C2
L2 (R3 ) ,
|p|s
and a C3 > 0 such that, for |p| 1,
m (p)
dq w(p, q)(q) C3 dq |(q)|
|q|
|q|1 |q|1
2C3 (1 + m2 )1/4
L2 (R3 ) .
2 1/4
+ 2 2/3C3 (1 + m )
L2 (R3 ) ,
This lemma, together with Proposition 2.1, shows that the timelike component
J0 (h) of the current (3.2) is well-dened for h S (R4 ). Using the fact that |pi |
m (p), the proof above shows that the spacelike components Ji (h), i = 1, 2, 3, are
well-dened too.
2
J (h) := (1)j [: j j : (h ) : j j : (h )], (A.1)
j=1
,
0 is a
and we see that is an analytic vector for J (h). Since any element in D
nite sum of such vectors, essential self-adjointness of J (h) follows.
(2) A straightforward but lengthy calculation shows that, on D 0,
References
[1] S. Doplicher, Local aspects of superselection rules, Comm. Math. Phys. 85 (1982)
7386.
[2] S. Doplicher and R. Longo, Local aspects of superselection rules. II, Comm. Math.
Phys. 88 (1983) 399409.
[3] D. Buchholz, S. Doplicher and R. Longo, On Noethers theorem in quantum eld
theory, Ann. Phys. 170 (1986) 117.
[4] D. Buchholz and E. H. Wichmann, Causal independence and the energy level density
of states in local quantum eld theory, Comm. Math. Phys. 106 (1986) 321344.
[5] D. Buchholz, Product states for local algebras, Comm. Math. Phys. 36 (1974) 287
304.
[6] S. Stratila, Modular Theory in Operator Algebras (Abacus Press, Bucharest, 1981).
[7] S. Carpi, Quantum Noethers theorem and conformal eld theory: A study of some
models, Rev. Math. Phys. 11 (1999) 519532.
[8] L. Tomassini, Sul teorema di Noether quantistico: Studio del campo libero di massa
zero in quattro dimensioni, Masters thesis, Universit`
a di Roma La Sapienza (1999).
[9] C. DAntoni and R. Longo, Interpolation by type I factors and the ip automorphism,
J. Funct. Anal. 51 (1983) 361371.
[10] S. Doplicher and R. Longo, Standard and split inclusions of von Neumann algebras,
Invent. Math. 75 (1984) 493536.
[11] J. Fr
ohlich, Application of commutator theorems to the integration of representations
of Lie algebras and commutation relations, Comm. Math. Phys. 54 (1977) 135150.
[12] M. Reed and B. Simon, Methods of Modern Mathematical Physics. Vol. II: Fourier
Analysis, Self-Adjointness (Academic Press, New York, 1975).
[13] R. M. Corless, G. H. Gonnet, D. E. G. Hare, D. J. Jerey and D. E. Knuth, On the
Lambert W function, Adv. Comput. Math. 5 (1996) 329359.
[14] H. Bostelmann, Phase space properties and the short distance structure in quantum
eld theory, J. Math. Phys. 46 (2005) 052301, 17 pp.
[15] J. Langerholc and B. Schroer, On the structure of the von Neumann algebras gener-
ated by local functions of the free Bose eld, Comm. Math. Phys. 1 (1965) 215239.
[16] S. Albeverio, B. Ferrario and M. W. Yoshida, On the essential self-adjointness of
Wick powers of relativistic elds and of elds unitary equivalent to random elds,
Acta Appl. Math. 80 (2004) 309334.
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
J070-S0129055X10003916
IGOR KRIZ
Mathematics Department, University of Michigan,
Ann Arbor, MI 48109-1109 USA
ikriz@umich.edu
The purpose of this paper is to revisit the theory of perturbative deformations of con-
formal field theory from a mathematically rigorous, purely worldsheet point of view. We
specifically include the case of N = (2, 2) conformal field theories. From this point of
view, we find certain surprising obstructions, which appear to indicate that contrary to
previous findings, not all deformations along marginal fields exist perturbatively. This
includes the case of deformation of the Gepner model of the Fermat quintic along cer-
tain cc fields. In other cases, including Gepner models of K3-surfaces and the free field
theory, our results coincides with known predictions. We give partial interpretation of
our results via renormalization and mirror symmetry.
1. Introduction
Recently, there has been renewed interest in the mathematics of the moduli space of
conformal eld theories, in particular, in connection with speculations about elliptic
cohomology. The purpose of this paper is to investigate this space by perturbative
methods from rst principles and from a purely worldsheet point of view. It is
conjectured that at least at generic points, the moduli space of CFTs is a manifold,
and in fact, its tangent space consists of marginal elds, i.e. primary elds of weight
(1, 1) of the conformal eld theory (that is in the bosonic case, in the supersym-
metric case there are modications which we will discuss later). This then means
that there should exist an exponential map from the tangent space at a point to
the moduli space, i.e. it should be possible to construct a continuous 1-parameter
set of conformal eld theories by turning on a given marginal eld.
There is a more or less canonical mathematical procedure for applying a Pexp
type construction to the eld which has been turned on, and obtaining a perturba-
tive expansion in the deformation parameter. This process, however, returns certain
117
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118 I. Kriz
does not happen in the case of the (compactied or uncompactied) free eld the-
ory. Also, there is strong evidence that obstructions to deformations along cc elds
and the corresponding real elds are equivalent (see the remark after Example 2
in Sec. 6).
Since an nth order obstruction indeed means that the marginal eld gets
deformed into a eld of non-zero weight, which changes to the order of the nth
power of the deformation parameter, usually [30, 4547, 6365, 61], when obstruc-
tions occur, one therefore concludes that the CFT does not possess continuous
deformations in the given direction. Other interpretations are possible. One thing
to observe is that our conclusion is only valid for purely perturbative theories where
we assume that all elds have power series expansion in the deformation param-
eters with coecients which are elds in the original theory. This is not the only
possible scenario. Therefore, as remarked above, our results merely indicate that in
the case when our algebraic obstruction is non-zero, non-perturbative corrections
must be made to the theory to maintain the presence of marginal elds along the
deformation path.
In fact, evidence in favor of this interpretation exists in the form of the analysis
of Nemeschansky and Sen [55,35] of higher order corrections to the -function of the
nonlinear -model. Grisaru, Van de Ven and Zanon [35] found that the four-loop
contribution to the -function of the nonlinear model for CalabiYau manifolds
is non-zero, and [55] found a recipe how to cancel this singularity by deforming
the manifold to metric which is non-Ricci at at higher orders of the deformation
parameter. The expansion [4] used in this analysis is around the 0 curvature tensor,
but assuming for the moment that a similar phenomenon occurs if we expanded
around the Fermat quintic vacuum, then there are no elds present in the Gepner
model which would correspond perturbatively to these higher order corrections in
the direction of non-Ricci at metric: bosonically, such elds would have to have
critical conformal dimension classically, since the -model Lagrangian is classically
conformally invariant for non-Ricci at target K ahler manifolds. However, quan-
tum mechanically, there is a one-loop correction proportional to the Ricci tensor,
thus indicating that elds expressing such perturbative deformations would have
to be of generalized weight (cf. [3942]). Fields of generalized weight, however, are
not present in the Gepner model, which is a rational CFT, and more generally
are excluded by unitarity (see discussions in Remarks after Theorems 2 and 3 in
Sec. 3 below). Thus, although this argument is not completely mathematical, renor-
malization analysis seems to conrm our nding that deformations of the Fermat
quintic model must in general be non-perturbative. It is also noteworthy that the
-function is known to vanish to all orders for K3-surfaces because of N = (4, 4)
supersymmetry. Accordingly, we also nd that the phenomenon we see for the Fer-
mat quintic is not present in the case of the Fermat quartic (see Sec. 7 below). It is
also worth noting that other non-perturbative phenomena such as instanton correc-
tions also arise when passing from K3-surfaces to CalabiYau 3-folds ( [14, 15, 17]).
Finally, one must also remark that the proof of [55] of the -function cancellation
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120 I. Kriz
require for example regularization of the deformation parameter, and are much
more dicult to calculate. Because of this, we work only with the case of one cc
and one ac eld. We will show that at least one cc deformation, whose real version
corresponds to the quintics
x5 + y 5 + z 5 + t5 + u5 + x3 y 2 = 0 (2)
for small (but not innitesimal) is algebraically obstructed. (One suspects that
similar algebraic obstructions also occur for other elds, but the computation is
too dicult at the moment; for the cc eld corresponding to xyztu, there is some
evidence suggesting that the deformation may exponentiate.)
It is an interesting question if nonlinear -models of CalabiYau 3-folds must
also contain non-perturbative terms. If so, likely, this phenomenon is generic, which
could be a reason why mathematicians so far discovered so few of these conformal
eld theories, despite ample physical evidence of their existence [3, 55, 23, 60, 44, 66,
67].
Originally prompted by a question of Igor Frenkel, we also consider the case of
the Fermat quartic K3 surface
x4 + y 4 + z 4 + t4 = 0
in CP 3 . This is done in Sec. 7. It is interesting that the problems of the Fermat
quintic do not arise in this case, and all the innitesimally critical elds exponentiate
in the purely perturbative sense. This dovetails with the result of Alvarez-Gaume
and Ginsparg [5] that the -function vanishes to all orders for critical perturbative
models with N = (4, 4) supersymmetry, and hence from the renormalization point
of view, the nonlinear model is conformal for the Ricci at metric on K3-surfaces.
There are also certain dierences between the ways mathematical considerations of
moduli space and mirror symmetry vary in the K3 and CalabiYau 3-fold cases,
which could be related to the behavior of the non-perturbative eects. This will be
discussed in Sec. 8.
To relate more precisely in what setup these results occur, we need to describe
what kind of deformations we are considering. It is well known that one can obtain
innitesimal deformations from primary elds. In the bosonic case, the weight of
these elds must be (1, 1), in the N = 1-supersymmetric case in the NS-NS sec-
tor the critical weight is (1/2, 1/2) and in the N = 2-supersymmetric case the
innitesimal deformations we consider are along so called ac or cc elds of weight
(1/2, 1/2). For more specic discussion, see Sec. 2 below. There may exist innites-
imal deformations which are not related to primary elds (see the remarks at the
end of Sec. 3). However, they are excluded under a certain continuity assumption
which we also state in Sec. 2.
Therefore, the approach we follow is exponentiating innitesimal deformations
along primary elds of appropriate weights. In the algebraic approach, we assume
that both the primary eld and amplitudes can be updated at all points of the defor-
mation parameter. Additionally, we assume one can obtain a perturbative power
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122 I. Kriz
a generalization of the coset construction. The formulas required are obtained from
the Coulomb gas approach (= FeiginFuchs realization), which is taken from [34].
The present paper is organized as follows: In Sec. 2, we give the general setup
in which we work, show under which condition we can restrict ourselves to defor-
mations along a primary eld, and derive the formula for innitesimally deformed
amplitudes, given in Theorem 1. In Sec. 3, we discuss exponentiation theoretically,
in terms of obstruction theory, explicit formulas for the primary and higher obstruc-
tions, and regularization. We also discuss supersymmetry, and in the end show a
mechanism by which non-perturbative deformations may still be possible when alge-
braic obstructions occur. In Sec. 4, we give the example of the free eld theories, the
trivial deformations which come from 0 momentum gravitational deforming elds,
and the primary obstruction to deforming along primary elds of non-zero momen-
tum. In Sec. 5, we will discuss the Gepner model of the Fermat quintic, and in
Sec. 6, we will discuss examples of non-zero algebraic obstructions to perturbative
deformations in this case, as well as speculations about unobstructed deformations.
In Sec. 7, we will discuss the (unobstructed) deformations for the Fermat quar-
tic K3 surface, and in Sec. 8, we attempt to summarize and discuss our possible
conclusions.
124 I. Kriz
case for deformation theory. It should be noted that a physical CFT has still more
structure. Namely, we want to consider the operators (4) where is an annulus
approaching the degenerate annulus which is the unit circle with both inbound and
outbound parametrizations equal to the identity. In such limit, the operator (4)
should approach the identity
H H.
U + V
elements
u0 , . . . , un1 H, u0 = u
such that
m
U (m) = Ui i , U0 = U (6)
i=0
126 I. Kriz
The composition notation on the right-hand side means gluing. Granted (9), we can
recover dUd(m) from dUDd(m) for the unit disk D. denotes the Lebesgue measure
(this is well dened on a worldsheet at least up to absolute continuity, which is
sucient for taking the limit in the above computation).
Now in the case of the unit disk, we get a candidate for u(m 1) in the following
way:
Assume that H is topologically spanned by subspaces H(m1 ,m2 ) of -weight
(m1 , m2 ) where m1 , m2 0, H(0,0) = UD . Then UD (m) is invariant under rigid
rotation, so
UD (m) H(k,k) []/m+1 . (10)
k0
1 xk x
k
= . (14)
2 k
k1
We see that the element (14) is not an element of H, since its norm is k1 1 = .
This occurs despite the fact that the norm on H is preserved by the deformation,
i.e. the deformation is unitary. (This is because the inner product is conjugate by
reality to the quadratic form which is the operator associated with the degener-
ate worldsheet with two outbound boundary components S 1 = {z C| z = 1}
parametrized by z and 1/z; in the class of measures equivalent to the Lebesgue
measure by absolute continuity, this worldsheet has measure 0 and hence the defor-
mation acts trivially on it.)
The explanation is simply that the innitesimally deformed vacuum is
1 xn x n
1+ . (15)
2 n>0 n
When computing the square norm of (15), the second summand is orthogonal to
the rst, hence its square norm occurs with coecient 2 , which disappears when
calculating up to linear order in (which is what we are doing in an innitesimal
deformation); such phenomena routinely occur when one attempts to dierentiate
unitary processes on Hilbert spaces. In our case, as we shall see, the situation is
further complicated by the fact that the process actually has to be regularized.
There are other problems as well. For one thing, we wish to consider theories
which really do not have Hilbert axiomatizations in the proper sense, including
Minkowski signature theories, where the Hilbert approach is impossible for physical
reasons. Therefore, we prefer a vertex operator algebra approach where we discard
the Hilbert completion and restrict ourselves to examining tree level amplitudes.
One such axiomatization of such theories was given in [41] under the term full eld
algebra. In the present paper, however, we prefer to work from scratch, listing the
properties we will use explicitly, and referring to our objects as conformal eld
theories in the vertex operator formulation.
As mentioned in the introduction, our approach in this paper is essentially to
build the minimal possible machinery in which we can phrase the concept of per-
turbative deformation of a CFT along a primary eld of critical weight to arbitrary
degree, and identifying obstructions to obtaining such deformation. Actually identi-
fying the deformed conformal eld theory upon plugging in a value of the deforma-
tion parameter (provided the obstructions vanish) by means of a general abstract
machinery (i.e. not assuming we can recognize the theory by other means) is a
dicult problem which remains untreated in the present paper. Therefore, speak-
ing purely mathematically, we are actually dening the concept of perturbative
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
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128 I. Kriz
deformation along with nding our obstructions. It would be far superior to dene
rigorously the moduli space of conformal eld theories upfront, with enough geom-
etry to allow us to dene paths. Such technology, however, is not mathematically
available at the present time.
Regarding the approach to constructing and treating elds, the vertex opera-
tor approach is largely superior from the computational point of view. One can
convert to the more symmetric and foundationally more powerful Hilbert space
approach when we have appropriate convergence of the operators constructed. We
shall proceed by using either language according to what is more convenient at each
particular time.
For now, let us consider untopologized vector spaces
V = V(wL ,wR ) . (16)
Here (wL , wR ) are weights (we refer to wL , respectively wR , as the left, respectively
right, component of the weight), so we assume wL wR Z and usually
wL , wR 0, (17)
V(0,0) = UD . (18)
The no ghost assumptions (17), (18) will sometimes be dropped. If there is a
Hilbert space H, then V is interpreted as the subspace of states of nite weights.
We assume that for u VwL ,wR , we have vertex operators of the form
Y (u, z, z) = uvL wL ,vR wR z vL zvR . (19)
(vL ,vR )
Here ua,b are operators which raise the left (respectively, right) component of weight
by a (respectively, b). We additionally assume vL vR Z and that for a given
w, the weights of operators which act on w are discrete. Even more strongly, we
assume that
Y (u, z, z) = Yi (u, z)Yi (u, z) (20)
i
where
Yi (u, z) = ui;vL wL z vL ,
(21)
Yi (u, z) = i;vR wR zvR
u
where all the operators Yi (u, z) commute with all Yj (v, z). The main axiom which
elds (19) must satisfy is commutativity and associativity analogous to the
case of vertex operator algebras, i.e. there must exist for elds u, v, w V and
w V of nite weight, a 4-point function
w Z(u, v, z, z, t, t)w (22)
which is real-analytic and unbranched outside the loci of z = 0, t = 0, z = ,
t = and z = t, and whose expansion in t rst and z second (respectively, z rst
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Remark. Even the axioms outlined here are meant for theories which are initial
points of the proposed perturbative deformations, they are too restrictive for the
theories obtained as a result of the deformations themselves. To capture those
deformations, it is best to revert to Segals approach, restricting attention to genus
0 worldsheets with a unique outbound boundary component (tree level amplitudes).
Operators will then be expanded both in the weight grading and in the perturbative
parameter (i.e. the coecient at each power of the deformation parameter will
be an element of the product-completed state space of the original theory). To
avoid discussion of topology, we simply require that perturbative coecients of all
compositions of such operators converge in the product topology with respect to
the weight grading, and the analytic topology in each graded summand.
In this section, we discuss innitesimal perturbations, i.e. the deformed theory
is dened over C[]/(2 ) where is the deformation parameter. One case where such
innitesimal deformations can be described explicitly is the following
where
Z, (u, v, z, z, t,
t) = Z,,i (u, v, z, t)Z,,i (u, v, z, t)
i
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130 I. Kriz
and similarly for thes, the s and the s. (The denition makes sense when applied
to elds on which the term with denominator 0 vanishes.) Then
Y,,u (v, t, t)w = ,,i Y (v, t, t)w Y (,,i v, t, t)w Y (v, t, t),,i w
i
Remark 1. Note that technically, the integral (25) is not dened on the nonde-
generate worldsheet described. This can be treated in the standard way, namely by
considering an actual worldsheet obtained by gluing on standard annuli on the
boundary components. It is easily checked that if we denote by Auq the innitesimal
deformation of Aq by u, then
Therefore, the theorem can be stated equivalently for the worldsheet . The only
change needs to be made in formula (31), where needs to be multiplied by s2n
and needs to be multiplied by r2n where r and s are radii of the corresponding
boundary components. Because however this is equivalent, we can pretend to work
on the degenerate worldsheet directly, in particular avoiding inconvenient scaling
factors in the statement.
132 I. Kriz
representation (in which case it factors through the abelianization of the fundamen-
tal group the rst homology group). Then and only then is the function a sum
of contributions which can be rendered holomorphic by multiplication with appro-
priate products of (zi zj )ij . A most basic example of a branched function with
non-abelian holonomy is the hypergeometric function, which occurs as the 4-point
function of parafermions and N = 2-minimal models.
Even for an abelian theory, the theorem only calculates the deformation in the
0 charge sector because of the assumption (29). Because of this, even for a free
eld theory, we will need to discuss an extension of the argument. Since in that
case, however, stating precise assumptions is even more complicated, we prefer to
treat the special case only, and to postpone the discussion to Sec. 4 below.
where c+ , c are the two parts of along the cut c, oriented from t to 0 and
back respectively. Before going further, let us look at two points x+ c+ , x c
which project to the same point on c. We have
C(e2i 1)
(x ) = C (x+ ) C (x )
(x )
(x+ ) (t + C)
= (t + C)
= (x+ ) (x )
(x )
(x+ ) (0 + D)
= (0 + D)
(x )
(x+ ) D
= D
(x )
= D(e2i 1)
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Comment. This is valid when the constants C,,i , D,,i are both taken at the
point x ; note that since the chiral forms are branched, we would have to adjust
the statement if we measured the constants elsewhere. This however will not be of
much interest to us as in the present paper we are most interested in the case when
the constants vanish.
In any case, note that (36) implies C,,i = 0 when = 0 mod Z and = 0
mod Z, and D,,i = 0 when = 0 mod Z and = 0 mod Z. There is an anlogous
,,i . Note that when = 0 = , all the forms in
relation to (36) between C,,i , D
sight are unbranched, and (32) follows directly. To treat the case = , proceed
analogously, but replacing ,,i, by ,,i,0 or ,,i,t . Thus, we have nished
proving (32) under its hypotheses.
Returning to the general case, let us study the right-hand side of (35). Subtract-
ing the rst two terms from (33), (34), we get
C,,i ,,i , D,,i ,,i , (37)
t 0
respectively. On the other hand, the sum of the last two terms, looking at points
x+ , x for each x c, can be rewritten as
C,,i (e2i + 1)
,,i = D,,i (e2i + 1)
,,i . (38)
c+ c
Now recall (30). Choosing ,,i, as the primitive function of ,,i , we see that
for the end point x of c ,
,,i, (x ) =
,,i, (x+ )
,,i,t (x )
,,i,t (x+ )
= (e2i 1)
,,i,t (x )
= (e2i 1)
,,i, (x ) + (e2i 1)C,,i .
(39)
Similarly, for the beginning point y of c ,
,,i, (y ) =
,,i, (y + ) + ,,i,0 (y )
,,i,0 (y + ) +
,,i,0 (y )
= (e2i 1)
,,i, (y ) (e2i 1)D
= (e2i 1) ,,i .
(40)
Then (39), (40) multiplied by C,,i are the integrals (37), while the integral (38) is
,,i,0 (y ) + C,,i (1 e2i )
D,,i (1 e2i ) ,,i,0 (x ). (41)
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134 I. Kriz
as claimed.
(Analogously for the s. In the following, we will work on the obstruction for the
chiral part, the antichiral part is analogous.) At rst, these equations seem very
overdetermined. Similarly as in the case of Gerstenhabers obstruction theory, how-
ever, of course the obstructions are of cohomological nature. If we denote by A the
Lie algebra L0 1, L1 , L2 , . . . , then the system
Ln (m)u(m 1)
(46)
(L0 (m) 1)u(m 1)
is divisible by m in V []/m+1 , and is obviously a coboundary, hence a cocycle
with respect to L0 (m) 1, L1 (m), . . . . Hence, dividing by m , we get a 1-cocycle
in H 1 (A, C). Solving (45) means expressing this A-cocycle as a coboundary.
In the absence of ghosts (= elements of negative weights), there is another sim-
plication we may take advantage of. Suppose we have a 1-cocycle c = (x0 , x1 , . . .)
of A, representing an element of H 1 (A, C). (In our applications, we will be inter-
ested in the case when the xi s are given by (46).) Writing out the cocycle condition
explicitly, we obtain the equations
Lk xj Lj xk = (k j)xj+k ,
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are the conditions for solving (45), i.e. the actual obstruction.
For m = 1, we get what we call the primary obstruction. Calculating the integral
(5) over an annulus and passing to the appropriate limits (the innitesimal annuli
expressing the operators Ln ), we obtain
1k =
L1k = L ui,m+k ui,m , (52)
m,i
so (50) becomes
ui,0 u
i,0 u = 0. (53)
i
136 I. Kriz
Eq. (42) remains the same as in the N = 0 case, the second becomes
(L0 1/2)um = Li0 umi . (55)
i1
we additionally get
(x0 )k = (k 1/2)y,
so
(x0 )1/2 = 0.
so we see that in the absence of ghosts, all zr s are determined, with the exception of
(z1/2 )0 .
this is a super-Lie algebra on which the central extension vanishes canonically ([31],
Sec. 3.1). Looking at a 1-cocycle whose value is xk ,zr , tk on Lk , G
r , Jk respectively,
we get Eq. (57), and additionally
G
r x0 = (L0 + r 1/2)zr , r 1/2 for , r 1/2 for + (67)
and
Jn x0 = (n 1/2)tn , n 0. (68)
+
We see that the cocycle is determined by x0 , with the exception of (z1/2 )0 , (z1/2 )1 .
Therefore, we get the condition
(x0 )1/2 = 0
(z1/2 )0 Im(G
1/2 ) (69)
+
(z1/2 )1 = G+
1/2 u where G+
1/2 u =0
and similarly for the s.
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138 I. Kriz
Remark. The relevant computation in verifying that (70), (71) (and the analogous
cases before) form a cocycle uses formulas of the following type ([72]):
Resz (a(z)v(w)z n ) Resz (v(w)a(z)z n ) = Reszw ((a(z w)v)(w)z n ). (72)
For example, when v is primary of weight 1, a = L2 , the right hand side of (72) is
Reszw (L0 v(z w)2 n(z w)wn1 + L1 v(z w)1 wn )
= nv(w)wn1 + L1 v(w)wn
= nvk wnk2 + (k 1)vk wnk2
= (n k)vn wnk2 .
The left-hand side is [Ln1 , vkn+1 ]wnk2 , so we get
[Ln1 , vkn+1 ] = (n k 1)vk ,
as needed.
Other required identities follow in a similar way. Let us verify one interesting
case when a = G 3/2 , u chiral primary. Then the right-hand side of (72) is
Reszw (G 1/2 v(w)(z w) 1 n
w ) = (G
1/2 v)(w) = (G1/2 v)w
n1
.
This implies
[G
r , us ] = (G1/2 u)r+s , (73)
as needed.
We have now analyzed the primary obstructions for exponentiation of innites-
imal CFT deformations. However, in order for a perturbative exponentiation to
exist, there are also higher obstructions which must vanish. The basic principle for
obtaining these obstructions was formulated above. However, in practice, it may
often happen that those obstructions will not converge. This may happen for two
dierent basic reasons. One possibility is that the deformation of the deforming eld
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itself does not converge. This is essentially a violation of perturbativity, but may
in some cases be resolved by regularizing the CFT anomaly along the deformation
parameter. We will discuss this at the end of this section, and will give an example
in Sec. 4 below.
Even if all goes well with the parameter, however, there may be another problem,
namely the expressions for Lin etc. may not converge due to the fact that our
deformation formulas concern vacua of actual worldsheets, while Lin etc. correspond
to degenerate worldsheets. Similarly, vertex operators may not converge in the
deformed theories. We will show here how to deal with this problem.
The main strategy is to rephrase the conditions from the above part of this
section in terms of nite annuli. We start with the N = 0 (non-supersymmetric)
case. Similarly as in (42), we can expand
m
UAr (m) = UAhr h . (74)
h=0
(76)
In particular, the obstruction is the vanishing of the sum (with the term mh + +m1
omitted from the denominator ) of the terms in (76) with mh + + m1 = 0.
Proof. The identity (75) is essentially by denition. The key point is that in the
higher deformed vacua, there are terms in the integrand obtained by inserting uk ,
k > 1 to boundaries of disjoint disks Di cut out of Ar . Then there are corrective
terms to be integrated on the worldsheets obtained by cutting out those disks. But
the point is that under our weight assumption, all the disks Di can be shrunk to
a single point, at which point the term disappears, and we are left with integrals
of several copies of u inserted at dierent points. If we are using vertex operators
to express the integral, the operators must additionally be applied in time order
(i.e. elds at points of lower modulus are inserted rst). There is an h! permutation
factor which cancels with the Taylor denominator. This gives (75).
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140 I. Kriz
Now (76) is proved by induction. For h = 1, the calculation is done above ((52)).
Assume now the induction hypothesis, and evaluate the integral in the standard
way of taking primitive functions successively from the inside out. The primitive
function of ms is taken to be ms+1 /(s + 1) (by the induction hypothesis, and the
assumptions that lower order obstructions vanish, the case s = 1 never occurs.
Then the contributing term of the integral where the k 1 innermost integrals have
the upper bound and the kth innermost integral has the lower bound is equal to
UAhk
r
uk , h>k1
(and this term occurs with a minus sign because of the lower bound involved). The
summand which has all upper bounds except in the last integral is equal to
1 r2(m1 ++mh )
um ,m um1 ,m1 ur2 , (77)
2h (mh + + m1 )(mh1 + + m1 ) m1 h h
which is supposed to be equal to
UAr uh + r2 uh .
This gives the desired solution.
Remark. The formula (77) of course does not apply to the case m1 + + mh = 0.
In that case, the correct formula is
ln(r)
um ,m um1 ,m1 ur2 . (78)
(mh1 + + m1 ) m1 h h
So the question becomes whether there could exist a eld uh such that UAr uh r2 uh
is equal to the quantity (78). One sees immediately that such eld does not exist
in the product-completed space of the original theory. What this approach does
not settle however is whether it may be possible to add such non-perturbative
elds to the theory and preserve CFT axioms, which could facilitate existence of
deformations in some generalized sense, despite the algebraic obstruction. It would
have to be, however, a eld of generalized weight in the sense of [3942].
In eect, written in innitesimal terms, the expression (78) becomes
1
L0 uh uh = um ,m um1 ,m1 u.
(mh1 + + m1 ) m1 h h
The right-hand side wu is a eld of holomorphic weight 1, so we see that we have
a matrix relation
uh 1 w uh
L0 = .
u 0 1 u
This is an example of what one means by a eld of generalized weight. One should
note, however, that elds of generalized weight are excluded in unitary conformal
eld theories. By Wick rotation, the unitarity axiom of a conformal eld theory
becomes the axiom of reection positivity [59]: the operator U associated with a
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where v is another eld of weight 1. Note that in case that u = v, (79) can be
interpreted as saying that u changes weight at order m of the perturbation param-
eter. In the general case, we obtain a matrix involving all the (holomorphic) weight
1 elds in the unperturbed theory. Excluding elds of generalized weight in the
unperturbed theory (which would translate to elds of generalized weight in the
perturbed theory), the matrix must have other eigenvalues than 1, thus showing
that some critical elds will change weight.
and accordingly
1
uh =
mk
2h (mh + + m1 )(mh1 + + m1 ) m1
(G1/2 G
1/2 u)m ,m (G1/2 G
h h
1/2 u)m1 ,m1 u, (81)
so the obstruction again states that the term with mh + + m1 = 0 must vanish.
In the N = 2 case, when u is a cc eld, we simply replace G by G in (80) and (81).
But in the supersymmetric case, to preserve supersymmetry along the deforma-
tion, we must also investigate the nite analogs of the obstructions associated
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142 I. Kriz
exp(sG+
1/2 ). (82)
Now we wish to study the deformations of the operator associated with (82) along
a cc eld u as a perturbative expansion in .
Thinking of G+1/2 as an N = 2-supervector eld, we have
+
G+
1/2 = (z + ) +
z . (83)
z
We see that (83) deforms innitesimally only the variables + and z, not . Thus,
more specically, (82) results in the transformation
z
exp(s )z,
(84)
.
This gives rise to the formula, valid when uk have weight > (1/2, 1/2) for 1 k < h,
1 th
mh1 1
mh 1
h
Uexp(sG +
)
= t h th1
1/2
mk th =exp(s ) th1 =exp(s )
t2
t1m1 1 dt1 dth vmh ,mh vm1 ,m1 Uexp(sG+ ) , (85)
1/2
t1 =exp(s )
in summands of (85) where the factor resulting from integrating the tk variable has
a factor, and
(G
1/2 G1/2 u)mk ,mk (87)
in other summands. (We see that each summand can be considered as a product of
factors resulting from integrating the individual variables tk ; in at most one factor,
(86) can occur, otherwise the product vanishes.)
Realizing that exp(ms ) = 1 + ms , this gives that the obstruction (under
the weight assumption for uk ) is that the summand for m1 + + mh = 0 (with
the denominator m1 + + mh omitted) in the following expression vanish:
h
1 1
(G G u)m ,m
mk k=1
m1 + + mh m1 1/2 1/2 h h
u)m
mk (G (G
1/2 k+1/2 ,mk 1/2 G1/2 u)m1 ,m1 u. (88)
To investigate the higher obstructions further, we need the language of corre-
lation functions. Specically, the CFTs whose deformations we will consider are
RCFTs. The simplest way of building an RCFT is from chiral sectors H
where runs through a set of labels, by the recipe
H= H H
where denotes the contragredient label (cf. [38]). (In the case of the Gepner
model, we will need a slightly more general scenario, but our methods still apply
to that case analogously.) Further, we will have a symmetric bilinear form
B : H H C
with respect to which the adjoint to Y (v, z) is
(z 2 )n Y (ezL1 v, 1/z)
where v is of weight n. There is also a real structure
H
=H ,
144 I. Kriz
which can be dened by taking the vacuum operator associated with the degenerate
worldsheet obtained by cutting out unit disks with centers z0 , . . . , zm from the
unit disk with center z , applying this operator to v0 vm , and taking
inner product with u. Thus, the correlation function (89) is in fact the same thing
as applying the eld on either side of (89) to the identity, and taking the inner
product.
This object (89) is however not simply a function of z0 , . . . , z . Instead, there is
a nite-dimensional vector space M depending holomorphically on (called the
modular functor) such that (89) is a linear function
M C.
However, now one assumes that M is a unitary modular functor in the sense
of Segal [59]. This means that M has the structure of a positive-denite inner
product space for not just the as above, but an arbitrary worldsheet. The inner
product is not valued in C, but in
det()2c
where c is the central charge. Since the determinant of as above is the same as
det(P1 ) (hence in particular constant), we can make the inner product C-valued in
our case.
If the deforming eld is of the form
uu
, (90)
the higher L0 obstruction (under the weight assumptions given above) can be
further written as
v(0) |u(zm ) u(z1 )u(0)
0 z1 zm 1
v |
u(zm ) u
(z1 ) z1 dzm d
u(0) dz1 d zm for w(v) 1 (91)
(w is weight) in the N = 0 case and
v(0) |(G
1/2 u)(zm ) (G1/2 u)(z1 )u(0)
0 z1 zm 1
u)(zm ) (G
v |(G u z1 dzm d for w(v) 1/2
1/2 1/2 )(
z1 )
u(0) dz1 d zm
(92)
u
v |(G
)
1/2 )(zm ) (G1/2 u
(z1 ) z1 dzm d
u(0) dz1 d zm for w(v) 0, w(
v ) 1/2 (93)
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and similarly for the . We see that these obstructions vanish when we have
v(z ) |u(zm ) u(z0 ) = 0, for w(v) 1 (94)
in the N = 0 case (and similarly for the s), and
v(z ) |G
1/2 u(zm ) G1/2 u(z1 )u(z0 ) = 0, for w(v) 1/2, (95)
and similarly for the s. Observe further that when
u
=u
,
the condition for the s is equivalent to the condition for u, and further (94), (95)
are also necessary in this case, as in (91), (92) we may also choose v = v, which
makes the integrand non-negative (and only 0 if it is 0 at each chirality). In the
N = 2 case, it turns that the condition (95) simplies further:
Theorem 3. Let u be a chiral primary eld of weight 1/2. Then the necessary
and sucient condition (95) for existence of perturbative CFT deformations along
the eld u u
is equivalent to the same vanishing condition applied to only chiral
primary elds v of weight 1/2.
Proof. In order for the elds (95) to correlate, they would have to have the same
J-charge QJ . We have
QJ u = 1, QJ (G
1/2 u) = 0.
As QJ of the right-hand side of (95) is 1. Thus, for the function (95) to be possibly
non-zero, we must have
QJ v = 1. (96)
But then we have
1 1
w(v) QJ v =
2 2
with equality arising if and only if
v is chiral primary of weight 1/2 (97)
(see [31, Sec. 3.3]).
146 I. Kriz
regularization along the ow parameter. This stems from the fact that Eqs. (43),
(44) only determine u() up to scalar multiple, where the scalar may be of the form
1+ Ki i = f (). (101)
i1
But the point is (as we shall see in an example in the next section) that we may
only be able to get a well dened value of
f 1 ()u() = v() (102)
when the constants Ki are innite. The obstruction then is
Ln (m)f (m)v(m) = 0 V []/m+1 for n > 0
(103)
(1 L0 (m))f (m)v(m) = 0 V []/ m+1
.
At rst, it may seem that it is dicult to make this rigorous mathematically with
the innite constants present. However, we may use the following trick. Suppose we
want to solve
c1 a11 + + cn a1n = b1
.. (104)
.
c1 am1 + + cn amn = bn
in a, say, nite-dimensional vector space V . Then we may rewrite (104) as
(b1 , . . . , bn ) = 0 V (a11 , . . . , am1 ), . . . , (a1n , . . . , amn ) . (105)
m
This of course does not give anything new in the algebraic situation, i.e when the
aij s are simply elements of the vector space V . When, however the vectors
(a11 , . . . , am1 ), . . . , (a1n , . . . , amn )
are (possibly divergent) innite sums
(a1j , . . . , amj ) = (a1jk , . . . , amjk ),
k
In that sense, (105) always makes sense, while (104) may not when interpreted
directly. We interpret (103) in this way.
Let us now turn to the question of sucient conditions for exponentiation of
innitesimal deformations. Suppose there exists a subspace W V closed under
vertex operators which contains u and such that for all elements v W , we have
that
Yi (u, z)Yi (u, z)v
i
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148 I. Kriz
and the sucient condition of exponentiability from the last section is met when
we take W the subspace consisting of states of momentum 0. Then W is closed
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under vertex operators, u W and the n = 0 term of (110) drops out in this case.
However, this is an example where regularization is needed. It can be realized as
follows: Write
= n
n>0
where
xn x
n xn x
n
n = .
n n
We have
exp = exp n . (111)
n>0
150 I. Kriz
1 xn xn xn x
n xn x
n
: exp 1 + : exp tanh()
cosh n n n
(122)
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1 xn xn x
n x
n
: exp 1 + :
cosh n n
xn x
n
exp tanh() .
n
So expressing this as
1
n = , (124)
cosh n
the product
= n
n1
152 I. Kriz
eld, which in this case is determined by the momentum, does not vanish. The
answer is actually known in string theory to correspond to constant deformation of
the metric on spacetime, which ends up isomorphic to the original free eld theory.
From the point of view of string theory, what we shall give is a purely worldsheet
argument establishing this fact.
Let us look rst at the innitesimal deformation of the operator Y (v, t, t) for
some eld v V which is an eigenstate of momentum. We have three forms which
coincide where dened:
1 , z, z)Y (v, t, t)dzd
Y (x1 x z (125)
Y (v, t, t)Y (x1 x
1 , z, z)dzd
z (126)
1 , z t, z t)v, t, t)dzd
Y (Y (x1 x z. (127)
By chiral splitting, if we assume v is a monomial in the modes, we can denote
(125)(127) by (without forming a sum of terms). Again, integrating (125)
(127) term by term dz, we get forms , 0 , t , respectively. Here we set
1
dz = ln z.
z
Again, these are branched forms. Selecting points p0 , p , pt on the correspond-
ing boundary components, we can, say, make cuts c0,t and c0, connecting the
points p0 , pt and p0 , p . Cutting the worldsheet in this way, we obtain well dened
branches , 0 , t . To complicate things further, we have constant discrepancies
C0t = 0 t
(128)
C0 = 0 .
These can be calculated for example by comparing with the 4 point function
Y+ (x1 , z)Y (v, t) + Y (v, t)Y (x1 , z) + Y (Y (x1 , z t)v, t) (129)
where Y (v, z) denotes the sum of the terms in Y (v, z) involving negative powers
of z, and Y+ (v, z) is the sum of the other terms. Another way to approach this is
as follows: one notices that
Y (x1 , z)dz = Y (1 , z)S |=0 (130)
on the boundary components around 0, t and , and along both sides of the cuts
c0,t , c0, . To get the integrals of the terms in (132)(134) which do not involve the
discrepancy constants, we need to integrate
xn
n
z + x0 ln z x
m zm1
. (135)
n m
n
=0
which will cancel with the integral along the cuts (to calculate the integral over the
cuts, pair points on both sides of the cut which project to the same point in the
original worldsheet), and local terms
2i xn x n 1
(2i)2 x0 x0 . (139)
2 n 2
n
=0
The discrepancies play no role on the cuts (as the forms C0t , C0 are
unbranched), but using the formula (131), we can compensate for the discrepancies
to linear order in by applying on each boundary component
S2ix0 . (140)
In (138), however, when integrating , we obtain also discrepancy terms conjugate
to (140), so the correct expression is
S2ix0 S2ix0 . (141)
The term (141) is also local on the boundary components, so the sum of (139) and
(141) is the formula for the innitesimal isomorphism between the free CFT and
the innitesimally deformed theory. To exponentiate, suppose now we are working
in a D-dimensional free CFT, and the deformation eld is
M x1 x
1 . (142)
Then the formula for the exponentiated isomorphism multiplies left momentum by
exp M (143)
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154 I. Kriz
exp M T . (144)
But of course, in the free theory, the left momentum must equal to the right momen-
tum, so this formula works only when M is a symmetric matrix. Thus, to cover the
general case, we must discuss the case when M is antisymmetric. In this case, it may
seem that we obtain indeed a dierent CFT which is dened in the same way as
the free CFT with the exception that the left momentum mL and right momentum
mR are related by the formula
mL = AmR
for some xed orthogonal matrix A. As it turns out, however, this theory is still iso-
morphic to the free CFT. The isomorphism replaces the left moving oscillators xi,n
by their transform via the matrix A (which acts on this Heisenberg representation
by transport of structure).
Next, let us discuss the case of deforming gravitaitonal eld of non-zero momen-
tum, i.e. when
u = M x1 x1 1 (145)
with = 0. Of course, in order for (145) to be of weight (1, 1), we must have
= 0. (146)
Clearly, then, the metric cannot be Euclidean, hence there will be ghosts and a part
of our theory does not apply. Note that in order for (145) to be primary, we also
must have
M= i
i (147)
i
where
i , =
i , = 0. (148)
Despite the indenite signature, we still have the primary obstruction, which is
xk
xk k
coe z1 z1 : n z m1 zn1 exp
M xm x zk + z :
m,n
k k
k
=0
M x1 x
1 1 (149)
(we omit the z ,x0 term, since the power is 0 by (146)). In the notation (147),
this is
(i x0 i x0 x1 x1 + i x1 x1 + x1 i x1 )
i,j
(
j x0
j x
0
x1
x1 +
j x
1
x1 +
x1
j x
1 )M x1 x
1 1
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If we set
f () = 2 =0 M ()2
then the Fourier transform of f will be a function g satisfying
2g
2 =0
i
where the signs correspond to the metric, which we assume is diagonal with entries
1. The Fourier transform of the condition (152) is then
2
g = 0. (153)
i j
Assuming a decay condition under which the Fourier transform makes sense, (153)
implies g = 0, hence (151), so in this case also the obstruction is nonzero unless
(145) is a null state.
In this discussion, we restricted our attention to deforming elds of gravitational
origin. It is important to note that other choices are possible. As a very basic exam-
ple, let us look at the 1-dimensional Euclidean model. Then there is a possibility
of critical elds of the form
a12 + b12 . (154)
This includes the sine-Gordon interaction [69] when a = b. (We see hyperbolic
rather than trigonometric functions because we are working in Euclidean spacetime
rather than in the time coordinate, which is the case usually discussed.) The primary
obstruction in this case states that the weight (0, 0) descendant of (154) applied to
(154) is 0. Since the descendant is
(4ab)x1 ,
we obtain the condition a = 0 or b = 0. It is interesting to note that in the case of
the compactication on a circle, these cases where investigated very successfully by
Ginsparg [30], who used the obstruction to competely characterize the component
of the moduli space of c = 1 CFTs originating from the free Euclidean compactied
free theory. The result is that only free theories compactify at dierent radii, and
their Z/2-orbifolds occur.
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156 I. Kriz
The point is that the innitesimal deformation is obtained by integrating the inser-
tion operators of
1/2 M 1/2 1/2 = M x1 x
G1/2 G 1 .
Therefore, (155) behaves exactly the same as a deformation along the eld (142) in
the bosonic case. Again, if M is a symmetric matrix, exponentiating the deformation
leads to a theory isomorphic via scaling the momenta, while if M is antisymmetric,
the isomorphism involves transforming the left moving modes by the orthogonal
matrix exp(M ).
In the case of momentum = 0, we again have indenite signature, and the
eld
Once again, for (156) to be primary, we must have (147), (148). Moreover, again
the actual innitesimal deformation is obtained by applying the insertion operators
of G1/2 G 1/2 u, so the treatment is exactly the same as for the deformation along
the eld (145) in the bosonic case. Again, we discover that under a suitable decay
condition, the obstruction is always nonzero for gravitational deformations of non-
zero momentum with suitable decay conditions.
It is worth noting that in both the bosonic and supersymmetric cases, one can
apply the same analysis to free eld theories compactied on a torus. In this case,
however, scaling momenta changes the geometry of the torus, so using deformation
elds of 0 momentum, we nd exponential deformations which change (constantly)
the metric on the torus. This seems to conrm, in the restricted sense investigated
here, a conjecture stated in [59].
Remark. Since one can consider CalabiYau manifolds which are tori, one sees
that there should also exist an N = 2-supersymmetric version of the free eld theory
compactied on a torus. (It is in fact not dicult to construct such model directly,
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The body parts of the bosonic and fermionic vertex operators are given by the
usual formulas
Y (x1 , z) = xn z n1 , Y (y1 , z) = yn z n1 ,
Y (1/2 , z) = s z ns1/2 , Y (1/2 , z) = s z ns1/2 ,
[r , r ] = [r , r ] = 1
[xn , xn ] = [yn , yn ] = n.
We have, say,
As usual,
1
G
3/2 =
(G13/2 iG23/2 ).
2
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158 I. Kriz
where the sum on the right is over all permutations on the set {1, . . . , k}. Now in
the present case, we have the innitesimal isomorphism on the 0-momentum part,
up to non-zero coecient,
(xn iyn )( xn + i
yn )
= (160)
n
and in the absence of regularization, the expansion of the exponentiated isomor-
phism on the 0-momentum parts is simply
exp().
(The + sign in the s is caused by the fact that we are in the complex conjugate
Hilbert space.) Applying this to (157), we see that we have formulas analogous to
(116)(122), and applying the exponentiated isomorphism to (157), all the terms
in normal order involving x>0 , y>0 will vanish, so we end up with
(xn iyn )(
xn + i
yn )
exp D u
n<0
n
must vanish identically. To see this, we simply observe (157), (158) that in the
present case, u is in the coset model with respect to G 1/2 u (see the discussion
below formula (250) below). Thus, in the N = 2-free eld theory, the obstruction
theory works as expected, and in the case discussed, the obstructions vanish. It is
worth noting that in 2n-dimensional N = 2-free eld theory, we thus have an n2 -
dimensional space of cc + aa real elds, and an n2 -dimensional space of real ca + ac
elds, and although regularization occurs, there is no obstruction to exponentiating
the deformation by turning on any linear combination of those elds. For a free N =
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The corresponding sector of the orbifold construction (formula (2.10) of [33]) has
the form
5
(Hik /5 H
(j+i
k )/5
Hik /5 H
(j+i
k )/5
). (162)
P
(ik ): ik 5Z jZ/5Z k=1
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160 I. Kriz
Call the oscillator corresponding to the jth coordinate xj,m , j = 0, 1, 2. Then the
conformal vector is
1 2 1 2 i 2 1
x x + x1,2 + x22,1 . (163)
2 0,1 2 1,1 2 5 2
The superconformal algebra is generated by
1 5
+
G3/2 = i x2,1 x1,1 1( 5 ,0,i 2 ) ,
2 3 15 3
(164)
1 5
G
3/2 = i x2,1 + x1,1 1( 5 ,0,i 2 ) .
2 3 15 3
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(, m) = 1( m 2 2 , (165)
15
, i
2
im
3, 2 3)
0 3, m = , + 2, . . . , 2, . (166)
It is obvious that to stay within the range (166), we must understand the fusion rules
and how they are applied. The basic principle is that labels are indentied as follows:
No identications are imposed on the 0th lattice coordinate. This means that upon
any identication, the 0th coordinate must be the same for the labels identied.
Therefore, the identication is governed by the 1st and 2nd coordinates, which give
the Coulomb gas (= FeiginFuchs) realization of the corresponding parafermionic
theory (the Z/3 parafermion model). The keypoint here are the parafermionic cur-
rents
1 5
1,2/3 = i x2,1 x1,1 1(0,i 2 ) ,
2 3 3 PF
(167)
1 5
+
1,2/3 = i x2,1 + x1,1 1(0,i 2 )
2 3 3 PF
(the 0th coordinate is omitted). Clearly, the parafermionic currents act on the
labels by
The lattice labels (, m)P F allowed are those which have non-negative weight. This
condition coincides with (166). Now we impose the identication for parafermionic
labels:
This implies
162 I. Kriz
Now in the Gepner model corresponding to the quintic, the cc elds allowed are
L /L (178)
The correspondence is
As described above, the fusion rules on level 0, 3 are determined by the lattice
theory of L. Additionally, multiplication preserves the correspondence (179), while
the level of the product is restricted only by requiring that any level added to level
0, 3 is the original level.
To put it in another way still, the Verlinde algebra is
where (, m) is a PF label, k Z. Two labels (181) are identied subject to identi-
cations of PF labels, and also
(By we mean that the labels (i.e. VA modules) are identied, but we do not imply
that the states involved actually coincide; in the case (183), they have dierent
weights.) Recalling again that we abbreviate (m, , m)MM as (, m)MM , we get the
following labels for the c = 9/5 N = 2 SUSY MM:
Again, the left column (184) represents 0, 3 level labels, the right column represents
level 1, 2 labels. The left column labels multiply as the labels of the lattice super-
CFT corresponding to the lattice in C C spanned by
5 2
( 15, 0), , i (185)
15 3
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164 I. Kriz
(recall that a super-CFT can be assigned to a lattice with integral quadratic form;
the quadratic form on C C is the standard one, the complexication of the
Euclidean inner product). The dual lattice of (185) is spanned by
3 5 2
,0 , ,i , (186)
15 15 3
which correspond to the labels (3, 0, 0)MM , (5, 3, 1)MM , respectively. We see that
/
= Z/5. (187)
In (184), the rows (counted from top to bottom as 0, . . . , 4) match the corresponding
residue class (187). The fusion rules for (2, 0)MM , (0, 0)MM are the same as in the
PF case. Hence, again, multiplication of labels preserves the rows (184), and the
Verlinde algebra is isomorphic to
Z[]/(2 1).
The real structure of this last modular functor can be changed by multiplying by
1 the complex conjugation in M for a worldsheet precisely when has an
odd number of boundary components labelled on level 1, 2. The resulting modular
functor of this operation is not positive-denite.
Let us now discuss the question of vertex operators in the PF realization of the
minimal model. Clearly, since the 0th coordinate acts as a lattice coordinate and is
not involved in renaming, it suces the question for the parafermions. Now in the
FeiginFuchs realization of the level 3 PF model, any state can be written as
u1 (189)
where is one of the labels (166) and u is a state of the Heisenberg representation of
the Heisenberg algebra generated by xi,m , i = 1, 2, m = 0. The situation is however
further complicated by the fact that not all Heisenberg states u are allowed for a
given label . We shall call the states which are in the image of the embedding
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admissible. For example, since the = 0 part of the PF model is isomorphic to the
coset model SU (2)/S 1 of the same level, states
are not admissible for (a, b) = (0, 0). One can show that admissible states are exactly
those which are generated from the ground states (166) by vertex operators and
PF currents. Because not all states are admissible, however, there are also states
whose vertex operators are 0 on admissible states. Let us call them null states. For
example, since (190) is not admissible, it follows that
which is easily seen to be admissible for any choice of (a, b), is null.
Determining explicitly which states are admissible and which are null is
extremely tricky (cf. [34]). Fortunately, we do not need to address the question
for our purposes. This is because we will only deal with states which are explicitly
generated by the primary elds, and hence automatically admissible; because of
this, we can ignore null states, which do not aect correlation functions of admis-
sible states.
On the other hand, we do need an explicit formula for vertex operators. One
method for obtaining vertex operators is as follows. We may rename elds using
the identications (169) and also PF currents: a PF current applied to a renamed
eld must be equal to the same current applied to the original eld. Note that this
way we may get Heisenberg states above labels which fail to satisfy (166). Such
states are also admissible, even though the corresponding ground states (which
have the same name as the label) are not. Now if we have two admissible states
ui 1( i ,mi ) , i = 1, 2
always satises our fusion rules, and (up to scalar multiple constant on each module)
is a correct vertex operator of the PF theory. This is easily seen simply by the fact
that (192) intertwines correctly with module vertex operators (which are also lattice
operators).
While in our examples, it will suce to always consider operators obtained
in the form (192), it is important to realize that they do not describe the PF
vertex operators completely. The problem is that when we want to iterate vertex
operators, we would have to keep renaming states. But when two ground states 1 ,
1 are identied via the formula (169), it does not follow that we would have
u1 = u1 (193)
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166 I. Kriz
for every Heisenberg state u. On the contrary, we saw for example that (190) is
inadmissible, while (191) is null. One also notes that one has for example the iden-
tication
x1 1 = L1 1 = L1 1 = x1 1 , (194)
which is not of the form (193).
Because of this, to describe completely the full force of the PF theory, one needs
another device for obtaining vertex operators (although we will not need this in the
present paper). Briey, it is shown in [34] that up to scalar multiple, any vertex
operator
u(z)v = Y (u, z)(v)
where u, v are admissible states can be written as
(ak x1 1(0,2) )(tk ) (a1 x1 1(0,2) (t1 )u(z)vdt1 dtk (195)
where the operators in the argument (195) are lattice vertex operators and the
number k is selected to conform with the given fusion rule. While it is easy to show
that operators of the form (195) are correct vertex operators on admissible states
(again up to scalar multiple constant on each irreducible module), as the screening
operators
ax1 1(0,2)
commute with PF currents, selecting the bounds of integration (contours) is much
more tricky. Despite the notation, it is not correct to imagine these as integrals over
closed curves, at least not in general. One approach which works is to bring the
argument of (195) to normal order, which expands it as an innite sum of terms of
the form
(ti tj )ij tk k (196)
(where we put t0 = z) with coecients which are lattice vertex operators. Then
to integrate (196), for ij , k > 0, we may simply integrate ti from 0 to ti1 , and
dene the integral by analytic continuation in the variables ij , k otherwise.
The functions obtained in this way are generalized hypergeometric functions,
and fail for example the assumptions of Theorem 1 (see Remark 2 after the theo-
rem). The explanation is in the fact that, as we already saw, the fusion rules are
not abelian in this case.
(In the remaining three coordinates, we will always put the vacuum, so we will
omit them from our notation.) First note that by Theorem 3, this is actually the
only relevant case (95), since the only other chiral primary eld of weight 1/2
with only two non-vacuum coordinates is (2, 2, 2) (3, 3, 3), which cannot correlate
with the right-hand side of (95), whose rst coordinate is on level 0, 3. In any
case, we will show therefore that the Gepner model has an obstruction against
continuous perturbative deformation along the eld (170) in the moduli space of
exact conformal eld theories.
Now the chiral correlation function (95) is a complicated multivalued function
because of the integrals (196), which are generalized hypergeometric functions. As
remarked above, the modular functor has a canonical at connection on the space
of degenerate worldsheets whose boundary components are shifts of the unit circle
with the identity parametrization. The at connection comes from the fact that
these degenerate worldsheets are related to each other by applying exp(zL1 ) to
their boundary components. This is why we can speak of analytic continuation
of a branch of the correlation function corresponding to a particular fusion rule.
It can further be shown (although we do not need to use that result here) that
the continuations of the correlation function corresponding to any one particular
fusion rule generate the whole correlation function (i.e. the whole modular functor
is generated by any one non-zero section).
Let us now investigate which number m we need in (95). In our case, we have
G
1/2 (u) = G1/2 (3, 3, 3) (2, 2, 2) (3, 3, 3) G1/2 (2, 2, 2). (197)
(The sign will be justied later;it is not needed at this point.) The rst sum-
mand (197) has x0,0 -charge (2/ 15, 2/ 15), the second has x0,0 -charge (3/ 15,
3/ 15). Thus, the charges can add up to 0 only if m is a multiple of 5. The smallest
possible obstruction is therefore for m = 5, in which case (95) is a 7 point function.
Let us focus on this case. This function however is too big to calculate completely.
Because of this, we use the following trick.
First, it is equivalent to consider the question of vanishing of the function
1|(G
1/2 u)(z5 ) (G1/2 u)(z1 )u(z0 )
u(t) . (198)
Now by the OPE, it is possible to transform any correlation function of the form
| v(z)w(t) (199)
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168 I. Kriz
(where (u) means the parity of u). Regarding supersymmetry (if present), an
element H of the superconformal algebra also acts on a tensor product by
H(u v) = Hu v + (1)(H)(u) u Hv, (203)
in particular
G
1/2 (u v) = (G1/2 u) v + (1)
(u)
u (G
1/2 v). (204)
We see that because of (204), the elds a, b, c may have the form of sums of several
terms.
Example 1. Recall that the inner product (more precisely symmetric bilinear
form) of labels considered as lattice points is
r1 r2 s1 s2 t1 t2
(r1 , s1 , t1 ), (r2 , s2 , t2 ) = + . (205)
15 10 6
Recall also (from the denition of energy-momentum tensor) that weight of the
label ground states is calculated by
r2 r2 s(s + 2) t2
w(r, s, t)MM = + w(s, t)P F = + . (206)
30 30 20 12
Now we have
u = (3, 3, 3) (2, 2, 2) = (3, 0, 0) (2, 1, 1). (207)
We begin by choosing the eld c. Compose rst u and
= (3, 3, 3) (2, 2, 2) = (3, 0, 0) (2, 1, 1).
u (208)
We choose the non-zero un u of the bottom weight for the fusion rule which adds
the lattice charges on the right-hand side of (207), (208). The result is
u1/10 u = (0, 0, 0) (0, 2, 0). (209)
Next, apply G1/2 u to (209). Again, we will choose the bottom descendant. Now
G1/2 u has two summands,
(2, 3, 1) (2, 1, 1) (210)
and
(3, 0, 0) (0, 5, 3)x1 (3, 1, 3) (211)
(the term (211) involves renaming to stay withing no-ghost PF labels after compo-
sition). Applying (210) to (209) gives bottom descendant
(2, 3, 1) (2, 3, 1) of weight 8/5, (212)
applying (211) to (209) gives bottom descendant
(3, 0, 0) (3, 0, 0) of weight 3/5. (213)
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170 I. Kriz
Since (213) has lower weight than (212), (212) may be ignored, and we can choose
c = (3, 0, 0) (3, 0, 0). (214)
Now again, using the formula (204), we see that in the sets of elds Gx , Gy we need
one summand (211) and three summands (210) to get to x00 -charge 0. Thus, one of
the groups Gx , Gy will contain two summands of (210) and the other will contain
one. We employ the following convention:
We choose Gy to contain two summands (210) and Gx to contain one
summand (210) and one summand (211). (215)
This leads to the following:
We must choose the elds a and b of the same weights and symmetrize the
resulting correlation function with respect to x and y. (216)
We will choose b rst. Again, we will choose the bottom weight (nonzero) descendant
of (210) applied to itself renamed as
(0, 5, 3)x1 (2, 0, 2) (2, 2, 2), (217)
which is
(4, 3, 1) (4, 3, 1). (218)
We rename to level 0, which gives
b = (0, 5, 3)x1 (4, 0, 2) (0, 5, 3)x1 (4, 0, 2),
(219)
w(b) = 12/5.
Then a must have weight 12/5 to satisfy (216). When calculating a, however, there
is an additional subtlety. This time, we actually have to take into account two
summands, from applying (210) to (211) and vice versa, i.e. (211) to (210). In both
cases, we must rename to get the desired fusion rule. To this end, we may replace
(211) by
(3, 0, 0) (3, 2, 0). (220)
However, when applying (210) and (220) to each other in opposite order, the renam-
ings then do not correspond, resulting in the possibility of wrong coecient/sign
(since renaming are correct only up to constants which we have not calculated). To
reconcile this, we must use exactly the same renamings step by step, related only
by applying PF currents. To this end, we may compare the renaming of applying
(0, 5, 3)x1 (2, 0, 2) (2, 2, 2) (221)
to
1
(3, 0, 0) (0, 5, 3)x1 (3, 1, 3) (222)
2
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(the 1
2 comes from the PF current (5, 3)x1 (0, 2) which takes (2, 2) to 2(2, 0))
and
to
The expression (225) is the negative of (226). On the other hand, we see that the
bottom descendants of applying (210) to (220) and vice versa are the same. This
means that we are allowed to use the names (210) and (220) to each other in either
order, but we must take the results with opposite signs.
Now (226) has weight 7/5, so to get weight 12/5, we must take the descendant of
applying (210) to (220) and vice versa which is of weight 1 higher than the bottom.
This gives
((2, 3, 1) (3, 0, 0))x1 (1, 3, 1) (1, 3, 1)
+ (1, 3, 1) ((2, 1, 1) (3, 2, 0))x1 (1, 3, 1),
which is
Now the correlation function of a(x), b(y), c(z) given in (227), (219), (214) is an
ordinary lattice correlation function. The algorithm for calculating the lattice cor-
relation function of elds ui (xi ) which are of the form
1i (xi )
or
i x1 1i (xi )
1P i
172 I. Kriz
by a certain factor, which is a sum over all the ways we may absorb any i x1
factors. Each such factor may either be absorbed by another j x1 , which results
in a factor
i , j (xi xj )2 , i = j (228)
i , j (xi xj )1 , i = j. (229)
Each i x1 must be absorbed exactly once (and the mechanism (228) is considered
as absorbing both i and j ), but one lattice label 1j may absorb several dierent
i x1 s via (229).
Evaluating the correlation function of a(x), b(y), c(z) with the vacuum using
this algorithm, we get
2(y z)
.
(x z)(x y)3
2(x 2z + y)
,
(y z)(x z)(x y)2
1
, (230)
(x z)(y x)
1
. (231)
yx
1
,
(x z)(x y)2
x 2z + y
, (232)
(x z)(x y)2 (y z)
Example 2. In this example, we keep the same a(x) and b(y) as in the pre-
vious example, but change c(z). To select c(z), this time we start with G
1/2 u
represented as
and
Therefore, we may ignore (238) and select (237) only. Now applying (237) to u
written as
Recalling from the conjugate of (191) that weight 1 states above the label
(3, 3)P F = (0, 0)P F must vanish, we get
174 I. Kriz
(x 2z + y)2
. (241)
5(y z)2 (x z)2 (x y)2
Let us write again in more detail the contributions of the two summands (227). For
the rst summand, the contribution of the factor before is again (230) (remain
unchanged), and the contribution of the factor after is
y 3z + 4x
. (242)
15(y z)(x z)(x y)
Multiplying, we get
y 3z + 4x
,
15(y z)2 (x z)2 (x y)
and symmetrizing with respect to x, y,
y 2 + 6yz 6z 2 8xy + 6zx + x2
. (243)
15(y z)2 (x z)2 (x y)2
This is the total contribution of the rst summand (227).
For the second summand (227), the coordinate before contributes again (234),
and the coordinate after contributes
2(yx 3yz 3xz + 3z 2 + 2x2 + 2y 2 )
. (244)
15(y z)(x z)2 (x y)2
Multiplying, we get
yx 3yz 3xz + 3z 2 + 2x2 + 2y 2
.
15(y z)(x z)2 (x y)3
Symmetrizing with respect to x, y, we get
2(yx 3yz 3xz + 3z 2 + 2x2 + 2y 2 )
(245)
15(y z)2 (x z)2 (x y)2
which is the total contribution of the second summand (227). Adding the contribu-
tions (243) and (245) (which are not equal in this case) gives (241).
Remark. When u is, say, a cc eld of weight (1/2, 1/2) in an N = (2, 2) CFT,
then we have a CPT-conjugate aa eld v. Physical CFTs require a real structure,
and the elds u, v are not real. As already noted in the Remark at the end of Sec. 4
for the case of the free eld theory, deforming along the eld u (or v), which is the
case considered in this section, breaks real structure of the CFT. Truly physical
innitesimal deformations therefore occur not along the elds u, v but the eld
u + v. (246)
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(This, of course, explains why the dimension of the space of, say, innitesimal cc-
deformations is the dimension of the space of deformations of the complex structure,
and not the double of that number.) In the literature, the contribution of the CPT-
conjugate is often ignored (cf. [31, formulas (4.5) and (4.7)]). Nevertheless, from
the point of view of obstruction theory, considering (246) and the original cc eld u
should be equivalent. An argument can be sketched as follows: Let a be a non-zero
complex number. Then replacing u by au, (246) becomes
au + a
v. (247)
Since the obstructions are homogeneous, instead of (247), we may consider
a
u + bv, b = (248)
a
Then b is an arbitrary element of the unit circle S 1 . Thus, even when we restrict to
real deformations, the obstruction should vanish for every eld (248) with b S 1 .
But the chiral part of the obstruction is holomorphic in b, so vanishing for all b S 1
implies vanishing for b = 0 and hence if all of the real deformations along (247) are
unobstructed, so is the deformation along u.
While this argument is compelling, we learned in Sec. 4 that when deform-
ing along elds of the form (246), regularization along the deformation parameter
is required. Therefore, to make the argument precise in the present setting, we
would either need to develop a general regularization scheme to the same order
to which obstructions vanish, or compute the regularization parameters explicitly
in the present case. Working this out would be a substantial improvement of the
present result.
The remainder of this section is dedicated to comments on possible perturbative
deformations along the elds (15 , 15 ), (15 , 15 ) (the exponent here denotes repeti-
tion of the eld in a tensor product, and 1 again stands for (1, 1, 1)MM , etc.). We
will present some evidence (although not proof) that the obstruction might vanish
in this case. The results we do obtain will prove useful in the next section. Such
conjecture would have a geometric interpretation. In Gepners conjectured interpre-
tation of the model we are investigating as the -model of the Fermat quintic, the
eld (175) corresponds to the dilaton. It seems reasonable to conjecture that the
dilaton deformation should exist, since the theory should not choose a particular
global size of the quintic. Similarly, the eld (174) can be explained as the dilaton
on the mirror manifold of the quintic, which should correspond to deformations of
complex structure of the form
x5 + y 5 + z 5 + t5 + u5 + xyztu = 0. (249)
Therefore, our analysis predicts that the (body of) the moduli space of N = 2-
supersymmetric CFTs containing the Gepner model is 2-dimensional, and contains
-models of the quintics (249), where the metric is any multiple of the metric for
which the -model exists (which is unique up to a scalar multiple).
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176 I. Kriz
To discuss possible deformations along the elds (15 , 15 ), (15 , 15 ), let us rst
review a simpler case, namely the coset construction: In a VOA V , we set, for u V
homogeneous,
Y (u, z) = un+w(u) z n ,
nZ
Y (u, z) = un+w(u) z n , (250)
n<0
Y (u, z)Y (v, t)w = Y+ (u, z)Y (v, t)w + Y+ (v, t)Y (u, z)w + Y (Y (u, z t)v)w.
(252)
When v, w Vu , the last two terms of the right-hand side of (252) vanish, which
proves that
Now in the case of N = 2-super-VOAs, let us stick to the NS sector. Then (250) still
correctly describes the body of a vertex operator. The complete vertex operator
takes the form
n
Y (u, z, + , ) = un+w(u) z n + u+ n +
n1/2+w(u) z + un1/2+w(u) z
nZ
+ u n +
n1+w(u) z . (253)
D+ Y (u, z, + , ) = Y (G+ +
1/2 u, z, , ),
(254)
D Y (u, z, + , ) = Y (G +
1/2 u, z, , ),
where
D+ = +
+ + , D =
+ . (255)
z z
Now using (252) again, for u V homogeneous, we will have a sub-N = 2-VOA Vu
dened by (251), which is further endowed with the operators G +
1/2 , G1/2 .
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In the case of lack of locality, only a weaker conclusion holds. Assume rst we
have abelian fusion rules in the same sense as in Remark 2 after Theorem 1.
where each (zi zj )ij are expanded in zj is a power series whose coecients
involve nonnegative integral powers of z0 , . . . , zn only.
n1
zj
nj
+ zn n0 expand1/zn 1
j=1
zn
178 I. Kriz
In (258), expand? (?) means that the argument is expanded in the variable given
as the subscript. The symbol (?)?<0 (respectively, (?)?0 ) means that we take only
terms in the argument, (which is a power series in the subscript), which involve
negative (respectively, non-negative) powers of the subscript.
In any case, by the assumption of the lemma, all summands (258) vanish with
the exception of the last, which is the induction step.
in the 5-fold tensor product of the N = 2 minimal model of central charge 9/5.
Before proving this, let us state the following consequence:
Indeed, assuming Lemma 5 and setting w = ((1, 1, 1), . . . , (1, 1, 1)), the obstruc-
tion is
w |(G
1/2 )w(zn ) (G1/2 w)(z1 )w . (262)
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(The antichiral primary case is analogous.) But using the fact that
G
1/2 ((G1/2 )w(zn ) (G1/2 w)(z1 )w) = (G1/2 )w(zn ) (G1/2 w)(z1 )G1/2 w
G
1/2 (1, 1, 1) = (4, 1, 1). (263)
so we see that with the fusion rules which stays on levels 1, 2, the vertex operators
u(z)u have only non-singular terms.
However, this is not sucient to verify (259). In eect, when we use the fusion
rule which goes to levels 0, 3,
(1, 1, 1)(z)(4, 1, 1)
and
(4, 1, 1)(z)(1, 1, 1)
will have most singular term z 2/5 , so when we write again 1 instead of (1, 1, 1)
and G instead of G1/2 (1, 1, 1), with the least favorable choice of fusion rules, it
seems u(z)u can have singular term z 4/5 , coming from the expressions
(G1111)(z)(1G111) (265)
and
(1G111)(z)(G1111) (266)
(and expression obtained by permuting coordinates). Note that with other combi-
nations of fusion rules, various other singular terms can arise with z >4/5 .
Now the point is, however, that we will show that with any choice of fusion rule,
the most singular terms of (265) and (266) come with opposite signs and hence
cancel out. Since the z exponents of other terms are higher by an integer, this is all
we need.
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180 I. Kriz
Recalling the KoszulMilnor sign rules for the minimal model, recall that 1 is
odd and G is even, so
We have
with some non-zero coecients M, N , so the bottom descendants of (267) and (268)
are
M N (3, 0, 0) (3, 0, 0)
respectively,
N S N S = N S,
N S R = R, (269)
R R = N S + N S .
We shall again nd it useful to use the free eld realization of the N = 2 minimal
model, which we used in the last two sections. In the present case, the theory is a
subquotient of a lattice theory spanned by
1 1 i i 1
, 0, 0 , , , , , 0, i .
2 8 8 2 2
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182 I. Kriz
are even, the remaining fusion rules (adding 4 to the k-coordinate on the right-hand
side) are odd.
Now the c elds of the MM are
(0, 0, 0), (1, 1, 1), (2, 2, 2)
and the a elds are
(0, 0, 0), (1, 1, 1), (2, 2, 2).
If we denote by H1,2k+1 the state space of label (2k + 1, 1, 1), 0 k 1, and by
H0,2k the state space of label (2k, 0, 0), 0 k 3, then the state space of the 4-fold
tensor product of the level 2 minimal model is
3 3 1
0,2ki
H0,2ki H H1,2ki +1 H
1,2ki +1 . (271)
i=0 ki =0 ki =0
The Gepner model is an orbifold with respect to the Z/4-group which acts by i on
products in (271) where the sum of the subscripts 2ki or 2ki + 1 is congruent to
modulo 4. Therefore, the state space of the Gepner model is the sum over Z/4
and i Z/4,
3
i = 0 Z/4,
i=0
of
3
H0,2ki H
0,2ki +2
H1,2ki +1 H
1,2ki +1+2
.
i=0 2ki i mod 4 2ki +1i
(272)
It is important to note that each summand (272) in which all the factors have the
odd subscripts 1, 2ki + 1 occurs twice in the orbifold state space.
If we write again for (, , ) and for (, , ), then the critical cc elds
are chirally symmetric permutations of
(2, 2, 0, 0), (2, 2, 0, 0)
(2, 1, 1, 0), (2, 1, 1, 0) (273)
(1, 1, 1, 1), (1, 1, 1, 1).
Note that applying all the possible permutations to the elds (273), we obtain only
19 elds, while there should be 20, which is the rank of H 1,1 (X) for a K3-surface
X. However, this is where the preceeding comment comes to play: the last eld
(273) corresponds to a term (272) where all the factors have odd subscripts, and
hence there are two copies of that summand in the model, so the last eld (273)
occurs twice.
By the fact that the Fermat quartic Gepner model has N = (4, 4) worldsheet
supersymmetry (se e.g. [9, 54] and references therein), the spectral ow guarantees
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that the number of critical ac elds is the same as the number of critical cc elds.
Concretely, the critical ac elds are the permutations of
(0, 0, 2, 2), (2, 2, 0, 0)
(0, 1, 1, 2), (2, 1, 1, 0) (274)
(1, 1, 1, 1), (1, 1, 1, 1).
As above, the last eld (274) occurs in 2 copies, thus the rank of the space of critical
ac elds is also 20.
We wish to investigate whether innitesimal deformations along the elds (273),
(274) exponentiate perturbatively. To this end, let us rst see when the coset-
type scenario occurs. This is sucient to prove convergence in the present case.
This is due to the fact that in the present theory, there is an even number of
fermions, in which case it is well known by the boson-fermion correspondence that
the correlation functions follow abelian fusion rules, and therefore Lemma 4 applies.
To prove that the coset scenario occurs, let us look at the chiral c elds
u = (2, 2, 0, 0), (2, 1, 1, 0), (1, 1, 1, 1)
and study the singularities of
G
1/2 (z)(G1/2 u). (275)
By Lemma 4, if (275) are non-singular, the obstructions vanish. The inner product is
kk mm
(k, , m), (k , , m ) = + ,
8 8 4
k2 ( + 2) m2
w(k, , m) = + .
16 16 8
Next, (2, 2, 2) = (2, 0, 0),
G
1/2 (2, 0, 0) = (0, 4, 2)x1 (2, 0, 2),
G
1/2 (1, 1, 1) = (3, 1, 1),
22 1
The most singular z-power of 2(z)2 is = , (276)
8 2
2 2 1
The most singular z-power of G2(z)2 is = . (277)
8 2
For G2(z)G2, rename the rightmost G2 as (2, 2, 0). We get
(2) (2) 1
The most singular z-power of G2(z)G2 is 1 + = , (278)
8 2
The most singular z-power of 1(z)1 is 0 for the even fusion rule and 1/2
for the odd fusion rule, (279)
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184 I. Kriz
3 1 1
The most singular z-power of G1(z)1 is + + = 0 for the even,
8 8 4
fusion rule and 1/2 for the odd fusion rule, (280)
9 1 1
The most singular z-power of G1(z)G1 is + = 1 for the even
8 8 4
fusion rule and 3/2 for the odd fusion rule. (281)
One therefore sees that for the eld u = (1, 1, 1, 1), (275) is non-singular: In the
case of the least favorable (odd) fusion rules, the most singular term appears to be
1, coming from
(G1, 1, 1, 1) (1, G1, 1, 1). (282)
However, this term cancels with
(1, G1, 1, 1) (G1, 1, 1, 1). (283)
To see this, note that the last two coordinates do not enter the picture. We have
an odd (respectively, even) pair of pants P respectively, P+ in the MM with input
1, 1. They add up to a pair of pants in MMMM. On (282), we have pairs of pants
Pi {P , P+ },
P (G1 1) (1 G1) = (P1 P2 )(G1 1) (1 G1)
= sP1 (G1 1) P2 (1 G1) (284)
where s is the sign of permuting P2 past G1 1. Here we use the fact that 1 is
even. On the other hand,
P (1 G1) (G1 1) = (P1 P2 )(1 G1) (G1 1)
= sP1 (1 G1) P2 (G1 1) (285)
(as G1 is odd, so there is a by permuting it with itself). From (73), the lowest
term of Pi (1 G1) and Pi (G1 1) have opposite signs, so (284) and (285) cancel
out.
The situation is simpler for u = (2, 2, 0, 0), in which case all the fusion rules are
even, and the most singular term of
(G2 2)(z)(2 G2)
appears to have most singular term z 1 . However, again note that 2 is even and
G2 is odd, so
(G2 s)(z)(2 G2) = G2(z)2 2(z)G2, (286)
while
(2 G2)(z)(G2 2) = 2(z)G(z) G2(z)2. (287)
Renaming G2 as (2, 2, 0), the bottom descendant of both G2(z)2 and 2(z)G2 is
(0, 2, 0) with some coecient, so (286) and (287) cancel out. Thus, the deformations
along the rst and last elds of (273) and (274) exponentiate.
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The eld u = (2, 1, 1, 0) is dicult to analyse, since in this case, (275) has
singular channels and the coset-type scenario does not occur. We do not know how
to calculate the obstruction directly in this case. It is however possible to present
an indirect argument why these deformations exist.
In one precise formulation, the boson-fermion correspondence asserts that a
tensor product of two copies of the 1-dimensional chiral fermion theory considered
bosonically (= the level 2 parafermion) is an orbifold of the lattice theory 2 , by
the Z/2-group whose generator acts on the lattice by sign.
This has an N = 2-supersymmetric
version. We tensor with two copies of the
lattice theory associated with 8 , picking out the sector
m n p
, , where m n p mod 2. (288)
8 8 4
Then the elds (291), (292) are Z/2-invariant. In the case of (291), we can proceed
in the lift instead of the orbifold, because the fusion rules in the orbifold are abelian
anyway. In the case of (292), the choice amounts to choosing a particular fusion
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186 I. Kriz
(we saw some indication, although not proof, that it may vanish for the eld cor-
responding to adding the symmetric term xyztu to the superpotential, and for the
unique critical ac eld). By comparison, the obstruction vanishes for the critical
cc elds and ac elds in the Gepner model of the Fermat quartic K3-surface. Our
calculations are not completely physical in the sense that cc elds are not real: real
elds are obtained by adding in each case the complex-conjugate aa eld, in which
case the calculation is more complicated and is not done here.
Assuming (as seems likely) that the real eld case exhibits similar behavior as
we found, why are the K3 and 3-fold cases dierent, and what does the obstruction
in the 3-fold case indicate? In the K3-case, our perturbative analysis conforms
with the AspinwallMorrison construction [9] of the big moduli space of K3s, and
corresponding (2, 2)- (in fact, (4, 4)-) CFTs, and also with the ndings of Nahm
and Wendland [54, 62].
In the 3-fold case, however, the straightforward perturbative construction
of the deformed nonlinear -model fails. This corresponds to the discussion of
NemeschanskySen [55] of the renormalization of the nonlinear -model. They
expand around the 0 curvature tensor, but it seems natural to assume that similar
phenomena would occur if we could expand around the Fermat quintic vacuum.
Then [55] nd that non-Ricci at deformations must be added to the Lagrangian
at higher orders of the deformation parameter in order to cancel the function.
Therefore, if we want to do this perturbatively, elds must be present in the orig-
inal (unperturbed) model which would correspond to non-Ricci at deformation.
No such elds are present in the Gepner model. (Even if we do not a priori assume
that the marginal elds of the Gepner model correspond to Ricci at deforma-
tions, we see that dierent elds are needed at higher order of the perturbation
parameter, so there are not enough elds in the model.) More generally, ignoring
for the moment the worldsheet SUSY, the bosonic superpartners are elds which
are of weight 1 classically (as the classical nonlinear -model Lagrangian is con-
formally invariant even in the non-Ricci at case). A 1-loop correction arises in
the quantum picture [4], indicating that the corresponding deformation elds must
be of generalized weight (cf. [3942]). However, such elds are excluded in unitary
CFTs, which is the reason why these deformations must be non-perturbative. One
does not see this phenomenon on the level of the corresponding topological models,
since these are invariant under varying the metric within the same cohomological
class, and hence do not see the correction term [68]. Also, it is worth noting that
in the K3-case, the function vanishes directly for the Ricci-at metric by the
N = (4, 4) supersymmetry ( [5]), and hence the correction terms of [55] are not
needed. Accordingly, we have found that the corresponding perturbative deforma-
tions exist.
From the point of view of mirror symmetry, mirror-symmetric families of hyper-
surfaces in toric varieties were proposed by Batyrev [10]. In the case of the Fermat
quintic, the exact mirror is a singular orbifold and the nonlinear -model deforma-
tions corresponding to the Batyrev dual family exist perturbatively by our analysis.
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188 I. Kriz
To obtain mirror candidates for the additional deformations, one uses crepant res-
olutions of the mirror orbifold (see [57] for a survey). In the K3-case, this approach
seems validated by the fact that the mirror orbifolds can indeed be viewed as a
limit of non-singular K3-surfaces [6]. In the 3-fold case, however, this is not so
clear. The moduli spaces of CalabiYau 3-folds are not locally symmetric spaces.
The crepant resolution is not unique even in the more restrictive category of alge-
braic varieties; dierent resolutions are merely related by ops. It is therefore not
clear what the exact mirrors are of those deformations of the Fermat quintic where
the deformation does not naturally occur in the Batyrev family, and resolution
of singularities is needed. In other words, the McKay correspondence sees only
topological invariants, and not the ner geometrical information present in the
whole nonlinear model.
In [21], Fan, Jarvis and Ruan constructed exactly mathematically the A-models
corresponding to LandauGinzburg orbifolds via GromovWitten theory applied
to the Witten equation. Using mirror symmetry conjectures, this may be used to
construct mathematically candidates of topological gravity-coupled A-models as
well as B-models of CalabiYau varieties. GromovWitten theory, however, is a
rich source of examples where such gravity-coupled topological models exist, while
a full conformally invariant (2, 2)--model does not. For example, GromovWitten
theory can produce highly non-trivial topological models for 0-dimensional orbifolds
(cf. [56, 43]).
Why does our analysis not contradict the calculation of Dixon [19] that the
central charge does not change for deformation of any N = 2 CFT along any linear
combination of ac and cc elds? Zamolodchikov [70,71] dened an invariant c which
is a non-decreasing function in a renormalization group ow in a 2-dimensional
QFT, and is equal to the central charge in a conformal eld theory. It may therefore
appear that by [19], all innitesimal deformations along critical ac and cc elds in
an N = 2-CFT exponentiate. However, we saw that when our obstruction occurs,
additional counterterms corresponding to those of NemeschanskySen are needed.
This corresponds to non-perturbative corrections of the correlation function needed
to x c, and the functions [19] cannot be used directly in our case.
Finally, let us briey discuss the signicance of our result to the relationship
between classical and quantum geometry. One of the well known eects (and also
great puzzles) of string duality (as reviewed, say, in [31]) is that a smooth path in
the moduli space of conformal eld theories corresponding to CalabiYau varieties
can correspond to a discontinuous path in the classical moduli space of the Calabi
Yau varieties themselves, and more specically that the topology of the underlying
CalabiYau variety can change along such path. In view of our result, it is possible
that this picture needs to be rened. Namely, what we perceive as a smooth path
in quantum geometry may actually consist of discrete steps tunneling across the
changes of topology. An explanation of such phenomenon could be that the moduli
space of quantum geometries should itself be quantized, and can have a discrete
rather than continuous spectrum.
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Acknowledgments
The author thanks D. Burns, I. Dolgachev, I. Frenkel, Doron Gepner, Y. Z. Huang,
I. Melnikov, K. Wendland and E. Witten for explanations and discussions. Spe-
cial thanks to H. Xing, who contributed many useful ideas to this project before
changing his eld of interest.
The author is supported by grants from the NSA and the MCTP.
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192 I. Kriz
We consider the fundamental solution for the Cauchy problem for perturbations of the
harmonic oscillator by time dependent potentials which grow at spatial infinity slower
than quadratic but faster than linear functions and whose Hessian matrices have a fixed
sign. We prove that the fundamental solution at resonant times grows indefinitely at
spatial infinity with an algebraic growth rate, which increases indefinitely when the
growth rate of perturbations at infinity decreases from the near quadratic to the near
linear ones.
1. Introduction
We consider d-dimensional time dependent Schrodinger equations
u 1
i = + V (t, x) u(t, x), (t, x) R1 Rd . (1)
t 2
We assume throughout this paper that V (t, x) is smooth with respect to the x vari-
ables, and V (t, x) and its derivatives x V (t, x) are jointly continuous with respect
to (t, x). Under the conditions to be imposed on V (t, x) in what follows Eq. (1)
generates a unique unitary propagator {U (t, s) : t, s R} in the Hilbert space
H = L2 (Rd ), so that the solution in H of (1) with the initial condition
u(s, x) = (x) H
193
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is uniquely given by u(t) = U (t, s). The distribution kernel E(t, s, x, y) of U (t, s)
is called the fundamental solution (FDS for short) of Eq. (1):
U (t, s)(x) = E(t, s, x, y)(y)dy.
We write E(t, x, y) = E(t, 0, x, y). It is well known that the FDS of the free
Schr
odinger equation, viz. Eq. (1) with V = 0, is given by
e 4
id
2
E0 (t, x, y) = ei(xy) /2t , t0 (2)
|2t|d/2
and that of the harmonic oscillator, viz. Eq. (1) with V (t, x) = x2 /2, is given for
non-resonant times m < t < (m + 1), m Z via Mehlers formula:
eid(1+2m)/4 (i/sin t)((x2 +y2 )cos t/2xy)
Eh (t, x, y) = e , (3)
|2 sin t|d/2
and, for resonant times t s = m by
Note that the FDS for the free Schr odinger equation is smooth and spatially
bounded for any t = 0; for the harmonic oscillator the FDS has this property
only at non-resonant times; at resonant times t = m singularities of the initial
function Eh (0, x, y) = (x y) recur at x = (1)m y, however, it is smooth and
decays rapidly at spatial innity. Actually, it vanishes outside the singular point
x = (1)m y when t = m.
We begin with a brief review on properties of the FDS for (1) with general
potentials V (t, x) laying emphasis on its smoothness and boundedness with respect
to the spatial variables (x, y). We denote the classical Hamiltonian and Lagrangian
corresponding to (1), respectively, by
and (x(t, s, y, k), p(t, s, y, k)) is the solution of the initial value problem for
Hamiltons equations
x(t)
= p H(t, x, p), = x H(t, x, p);
p(t) x(s) = y, p(s) = k. (5)
Then, in the seminal work [4], Fujiwara has shown that there exists a T depending
only on V such that the following results hold for the time interval 0 (ts) < T :
The map Rd k x(t, s, y, k) Rd is a dieomorphism for every xed y Rd
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and, therefore, there exists a unique path of (5) such that x(s) = y and x(t) = x;
if we write
t
S(t, s, x, y) = 2 /2 V (r, x(r)))dr
(x(r)
s
for the action integral of the path, the FDS E(t, s, x, y) has the form
e 4
id
where k is the (unique) point such that x = x(t, s, y, k). In particular, E(t, s, x, y)
is smooth and bounded with respect to the spatial variables (x, y) Rd Rd for
every 0 < |t s| < T (see [9] for a generalization to the case when magnetic elds
are present). For the free Schrodinger equation or for the harmonic oscillator the
relation (9) holds without the error term O(|t s|(d2)/2 ).
Under the condition (6) the structure (7) of the FDS in general breaks down
at later times because singularities of the initial data (x) may recur in nite time
as the FDS of the harmonic oscillator (4) explicitly demonstrates. If V (t, x) is
subquadratic at spatial innity in the sense that
lim sup |x V (t, x)| = 0, || = 2,
|x| t
(10)
|x V (t, x)| C , for all || 3,
then this recurrence of singularities does not take place, however, and the FDS is
of the form (7) for any nite time ([12]). More precisely, if V satises (10), then for
any T > 0, there exists R > 0 such that, for any t and s with 0 < (t s) T
and for any pair (x, y) Rd Rd with x2 + y 2 R2 , there exists a unique path
of (5) such that x(s) = y and x(t) = x and the FDS for 0 < (t s) T may
be written in the form (7), where, for (x, y) with x2 + y 2 R2 , S(t, s, x, y) is the
action integral of this path. Moreover, we have a(t, s, x, y) 1 as x2 + y 2 . In
particular, E(t, s, x, y) is smooth and bounded with respect to (x, y) for any t = s.
On the other hand, if d = 1 and V (t, x) does not depend on t, and if V is convex
and V (x) C|x|2+ for large |x| for some > 0 and C > 0, then, under certain
additional techinical assumption on the derivatives, E(t, x, y) is nowhere C 1 with
respect to (t, x, y) ([10]). It is also known that, if V satises C1 |x| V (x) C2 |x|
near innity with constants > 10 and 0 < C1 C2 < , then E(t, 0, x, y) is
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unbounded with respect to (x, y) for any t R ([13]). These results have been
proven only in one dimension so far, however, it is believed that similar results hold
in all dimensions.
In this way, properties of the FDS experience a sharp transition when the
growth rate at spatial innity of the potential V (t, x) changes from subquadratic
to superquadratic. Thus, the FDS for the borderline case, viz. perturbations of the
harmonic oscillator
u 1 1
i = + x2 + W (t, x) u(t, x), (t, x) R1 Rd , (11)
t 2 2
where W (t, x) is subquadratic in the sense it satises (10) with W in place of V ,
has attracted particular interest of many authors, and the following properties of
E(t, s, x, y) have been established (see, e.g., [14, 5, 12, 2, 3]). We may set s = 0,
which we will do, and we will write E(t, x, y) for E(t, 0, x, y); x
= (1 + |x|2 )1/2 .
(a) The structure of the FDS Eh (t, x, y) at non-resonant times as stated in (3) is
stable under perturbations and E(t, x, y) is smooth and spatially bounded for
m < t < (m + 1).
|E(m, x, y) CN x y
N , |x y| 1. (12)
|E(m, x, y) CN x y
N , |x y| 1. (13)
(d) If W is superlinear and satises the following sign condition on the Hessian
matrix x2 W = ( 2 W/xj xk ) that
C1 x
x2 W (t, x) C2 x
, (t, x) R1 Rd (14)
for some constants 0 < < 1 and 0 < C1 < C2 < or < C1 < C2 < 0,
then E(m, x, y), m Z, is C with respect to (x, y), viz. singularities at
resonant times t = m are swept away.
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This paper is concerned with the properties of the FDS E(t, x, y), when t is
at resonant times t Z. We show that, in the last case (d) above, E(m, x, y)
increases indenitely as |x| at the algebraic rate C|x|d/(22) , exhibiting
a sharp contrast to the decay result (12) or (13) for the case when W is at
most linearly increasing at spatial innity. More precisely we prove the following
theorem:
Theorem 1.1. Suppose that W (t, x) is subquadratic and satisfies the sign condition
(14) for some 0 < < 1 and 0 < C1 < C2 < or < C1 < C2 < 0. Let m Z
and y Rd be fixed. Let C0 (Rd \{0}) be such that (x) = 1 for a |x| b,
0 < a < b < being constants. Then there exist constants 0 < M1 < M2 ,
independent of R 1, such that
2 1/2
2 x dx
M1 R d/(22)
|E(m, x, y)| M2 Rd/(22) . (15)
Rd R Rd
1/2
x
|E(m, x, y)| det |k|d/2 |x|d/(22) , |x| ,
k
which is consistent with (15). Here is another remark, which claries that
Theorem 1.1 is more or less consistent with the known results. We should note that
2
if = 0, then W = c x
, and m is no longer a resonant time for V = x2 /2 + W ,
and the corresponding E(m, x, y) is bounded as |x y| ; on the other hand,
if = 1, then W = c x
and, as in (c) above, a large portion of E(m, x, y) is
concentrated in a bounded domain |x y| 2cm, which may be represented as the
extreme case of C x
d/(22) as 1.
We mention here that the result of the theorem has been conjecture by Martinez
and the second author in [7], where a similar problem is studied in the semi-classical
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setting. More precisely, they consider the FDS of the semi-classical Schrodinger
equation
2
u h 1
ih = + x2 + h W (x) u,
t 2 2
where W (x) is t independent and satises the same conditions as in this paper,
(10) and (14); and they prove that the FDS at the resonant times may be written
in the form
E(m, x, y) = hd(1+)/2 a(x, y, h)eiS(x,y)/h , = /(1 ), (16)
where S(x, y) is the action integral of the path of (5) connecting x(0) = y and
x(m) = x and a(x, y, h) satises C 1 |a(x, y, h)| C uniformly with respect h
on every compact subset K of R2d \{(x, (1)m x) : x Rd }. Thus, E(m, x, y) has
the extra growing factor hd/2 as h 0 compared to E(t, x, y) at non-resonant
times t = m and they remark that, if their arguments applied for non-smooth
potentials, (16) would imply the estimate (15) of Theorem 1.1 for the homogeneous
potential W (x) = C|x|2 .
It is well known that the boundedness of E(t, s, x, y) with respect to (x, y)
implies the so called Lp -Lq estimates of the propagator U (t, s) (hence, also nite
time Strichartz estimates). There are examples of Schr odinger equations with
smooth coecients, which exhibit break down of the estimates, e.g., the harmonic
oscillator at resonant times. However, to the best knowledge of the authors, in all
known examples they are broken because of local singularities and, Theorem 1.1 is
the rst example in which they are broken because of the growth at spatial inn-
ity of the FDS (see [8] for Lp -Lq estimates for potentials which are singular but
decay at innity). For the micro-local smoothing estimate which may be applied
for proving the smoothness of the FDS, see for example [1] or [6].
The rest of the paper is devoted to the proof of this theorem. We prove it only
in the m = 1 case. The proof for the other cases is similar. In Sec. 2, we recall
several known facts, which will be used in Sec. 3, where the theorem is proved. We
often omit some of the variables of functions, if no confusion is to be feared. For
functions f of several variables, we write f C k (x) or f C k (t, x) etc., if f is of
class C k with respect to x or (t, x), etc.
2. Preliminaries
We rst recall some results on the Hamiltonian ow generated by (5) when V (t, x) =
x2 /2 + W (t, x) and W is subquadratic. We set the initial time s = 0 and omit the
variable s. The solutions (x(t), p(t)) = (x(t, y, k), p(t, y, k)) of (5) satisfy the integral
equations
t
x(t) = y cos t + k sin t sin(t s)x W (s, x(s))ds, (17)
0
t
p(t) = y sin t + k cos t cos(t s)x W (s, x(s))ds. (18)
0
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p(t, y, k) = . (24)
(t,
, y) = (t, , y) for t I, 2 + y 2 R2 .
We call integrals of the form (26) oscillatory integrals and often write them
simply as
i(m+1)d eixi(t,,y)
a(t, , y)
d.
Rd (2) |cos t|
d d/2
When W satises the sign condition (14), the phase function (, , y) satises
the following properties which are essential for the proof of the theorem. From now
on we let m = 1.
Proposition 2.2. Let W be subquadratic and satisfy (14). Let L > 0. Then, there
exist constants C > 0 and R > 0 depending only on L such that for every || R
and |y| L:
Proof. The upper bound in estimate (27) is obvious from (25), (17) and (20);
the lower bound is proved in [11, pp. 6163] for time independent perturbations
W (t, x) = W (x), and the proof applies to the time dependent case as well, if we
use [12, Lemmas 2.1 and 2.2] instead of [11, Lemmas 4.2 and 4.3]. From [11, pp. 61
63], we also have for || R and k such that p(, y, k) =
k x(, y, k) || . (29)
and, applying the second result of (23) and (29), we obtain (28) for the case || = 2.
For higher derivatives, we further dierentiate (30) and apply (22) and (23) in
addition to (29). Estimate (28) follows inductively.
Lemma 2.3. Let L > 0 and 0 < a < b < be fixed arbitrarily and let C0 (Rd )
be supported by {x Rd : a |x| b}. Then, there exist R0 > 0 and C0 > 0, such
that for all R > R0 and |y| L
1
|( (, , y)/R)|2 d C0 Rd/(1) . (31)
R d Rd
If (x) > > 0 for a1 < |x| < b1 , a < a1 < b1 < b, then we also have the lower
bound:
1
C1 R d/(1)
d |( (, , y)/R)|2 d. (32)
R Rd
Proof. For suciently large R > 0, we have by virtue of (21) that 1/2
|p(, y, k)|/|k| 2 for |y| L and |k| R, and (27) implies
D1 R1/(1) || D2 R1/(1)
and
1
|( (, , y)/R)|2 d CRd/(1) .
Rd
A similar argument yields the lower bound in the second case. We omit the obvious
details.
then the standard stationary phase method combined with a change of scale would
yield the pointwise estimate
However, (33) does not seem to hold in general and this required a weaker formu-
lation of the theorem and a little complicated proof given below.
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We need to estimate
2
1
I(R) x E(, x, y) dx. (35)
Rd R
R d
In what follows, we omit the variable , the domain of integration Rd from integral
signs and write
as . Since y is xed in the following computation, we sometimes
omit the variables y as well. This should not cause any confusion. Then, by virtue
of (26), (35) may be written as an oscillatory integral
2
1
I(R) = lim x e i(x()) 2 /2
a()d dx
0 (2)2d Rd R
2
1 x 2 2
= lim 2d d
eix()+i(()())( + )/2 a()a()dddx
0 (2) R R
1 2 2
= lim 2 (R( ))ei(()())( + )/2 a()a()dd,
(36)
0 (2)d
In what follows we omit the limit sign lim0 and the damping factors which arise
from exp(( 2 + 2 )/2). In the right-hand side of (36), we change variables to
= and expand by Taylors formula as
1 1
a( + ) = a() () + b (, )
! !
||N ||=N +1
We take N such that (1 ) > d and apply integration by parts times to the
inner integral, which we denote by I(, R), by using the identity
1 i ( + )
ei(+) = ei(+) .
1 + ( ( + ))2
Thus, if we write M for the transpose of the dierential operator on the left, we
have
I(, R) = ei(+) M (
2 (R) b (, ))d. (38)
C 1 +
2(1) 1 + ( ( + ))2 C +
2(1)
|I(, R)| C +
(1) R|| |(
2 )(R)|| || b (, )|d.
|++|
(1)
(1) R
L R|| ||N +1|| .
It follows, by changing variables to /R, and by taking L large enough, that for
R>1
(1)
|I(, R)| CRN 1d+
/R
(1)
N +1L d
(1)
C RN 1d+
.
Thus, for such that (1 ) > d we may estimate the remainder BN (R) in (37) by
C (1) C
|BN (R)| |a()|
d ,
RN +d+1 RN +d+1
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and we may ignore BN (R) by taking N large enough. We have next to deal with
the rst terms in (37), which are sum over || N of
1
A =
2 (R) i((+)())
e d a()a() ()d. (39)
(2)d !
By using Taylors formula, we write
ei((+)()) = ei () ei(,) ,
1
2
(, ) = (1 ) 2 ( + )d ,
0
where we take N large enough so that (N + 1) > d. We then insert this into the
right-hand side of (39). Note that
|(, )| C
||2
CR(d+||+2N +2) .
Thus, we may again ignore this term and we are left for A with
N
1 1
e i ()
2 (R) (i(, )) d a()a() ()dd.
m
(2)d ! m=0 m!
Here we repeat the same argument as in the rst step to the inner integral. We
expand (, ) further by Taylors formula:
()
(, ) = () + LN (, ),
!
2||N
1
LN (, ) = C (1 )N () ( + )d
||=N +1 0
Acknowledgements
The rst author was partially supported by the Danish Natural Science Research
Council grant Mathematical Physics. The second author was supported by JSPS
grant in aid for scientic research No. 18340041. This work has been done while
the second author was visiting Department of Mathematical Sciences of Aalborg
University. He acknowledges the hospitality of the department.
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odinger equation, Comm. Pure Appl. Math. 48 (1995) 769860.
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[4] D. Fujiwara, Remarks on the convergence of the Feynman path integrals, Duke Math.
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[13] G. P. Zhang and K. Yajima, Smoothing property for Schr odinger equations with
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1. Introduction
The dynamics of a nite quantum system, i.e. one with a nite number of degrees
of freedom described by a Hilbert space H, is given by the Schr
odinger equation.
c 2010 by the authors. This paper may be reproduced, in its entirety, for non-commercial
purposes.
207
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where, for each t R, A(t) B(H) is a bounded linear operator on H. Its solutions
are given by a one-parameter group of -automorphisms, t , of B(H):
A(t) = t (A(0)).
classical systems. Two classic papers are [10, 15]. Many properties of this classical
innite volume harmonic dynamics have been studied in detail, e.g., [23,9] and some
recent progress on locality estimates for anharmonic systems is reported in [5, 20].
The paper is organized as follows. We begin with a section discussing bounded
interactions. In this case, the existence of the dynamics follows by mimicking the
proof valid in the context of quantum spins systems. Section 3 describes the innite
volume harmonic dynamics on general graphs. It is motivated by an explicit example
on Zd . Next, in Sec. 4, we discuss nite volume perturbations of the innite volume
harmonic dynamics and prove that such systems satisfy a LiebRobinson bound. In
Sec. 5, we demonstrate that the existence of the dynamics and its continuity follow
from the LiebRobinson estimates established in the previous section.
2. Bounded Interactions
The goal of this section is to prove the existence of the dynamics for oscillator sys-
tems with bounded interactions. Since oscillator systems with bounded interactions
can be treated as a special case of more general models with bounded interactions,
we will use a slightly more general setup in this section, which we now introduce.
We will denote by the underlying structure on which our models will be
dened. Here will be an arbitrary set of sites equipped with a metric d. For
with countably innite cardinality, we will need to assume that there exists a
non-increasing function F : [0, ) (0, ) for which:
and
(ii) F satises
F (d(x, z))F (d(z, y))
C := sup < . (2.2)
x,y F (d(x, y))
z
Given such a set and a function F , by the triangle inequality, for any a 0
the function
where the union is over all nite subsets ; see [3, 4] for a discussion of these
issues in general.
The result discussed in this section corresponds to bounded perturbations of
local self-adjoint Hamiltonians. We x a collection of on-site local operators H loc =
{Hx }x where each Hx is a self-adjoint operator over Hx . In addition, we will
consider a general class of bounded perturbations. These are dened in terms of
an interaction , which is a map from the set of subsets of to A with the
property that for each nite set X , (X) AX and (X) = (X). As with
the LiebRobinson bound proven in [19], we will need a growth condition on the
set of interactions for which we can prove the existence of the dynamics in the
thermodynamic limit. This condition is expressed in terms of the following norm.
For any a 0, denote by Ba () the set of interactions for which
1
a := sup (X) < . (2.3)
x,y Fa (d(x, y))
Xx,y
Theorem 2.1. Under the conditions stated above, for all t R, A A , the norm
limit
Fix T > 0 and X nite. For any A AX , we will show that for any
n
non-decreasing, exhausting sequence {n } of , the sequence {t,int (A)} is Cauchy
in norm, uniformly for t [T, T ]. Moreover, the bounds establishing the Cauchy
property depend on A only through X and A. Since
loc loc P P
t (A) = t,int
(eitH AeitH ) = t,int
(eit xX Hx
Aeit xX Hx
),
an analogous statement then immediately follows for {tn (A)}, since they are all
also localized in X and have the same norm as A.
Take n m with X n m and calculate
t
m n d
t,int (A) t,int (A) = {Um (0, s)Un (s, t)AUn (t, s)Um (s, 0)} ds. (2.9)
0 ds
A short calculation shows that
d
U (0, s)Un (s, t)AUn (t, s)Um (s, 0)
ds m
= iUm (0, s)[(Hint
m
(s) Hint
n
(s)), Un (s, t)AUn (t, s)]Um (s, 0)
loc loc
n
= iUm (0, s)eisHn [B(s), st (A(t))]eisHn Um (s, 0), (2.10)
where
= eitHlocn AeitHlocn = eitHX
A(t)
loc loc
AeitHX (2.11)
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and
loc loc
B(s) = eisHn (Hint
m
(s) Hint
n
(s))eisHn
loc loc
= eisHm \n (Z)eisHm \n (Z)
Zm Zn
loc loc
isH m \n
isH m \n
= e (Z)e . (2.12)
Zm :
Zm \n =
2A 2 a Ca |ts|
(e 1) (Z) Fa (d(x, z))
Ca
ym \n Zm : xX zZ
yZ
2A 2 a Ca |ts|
(e 1) (Z) Fa (d(x, z))
Ca
ym \n zm Zm : xX
y,zZ
2Aa 2 a Ca |ts|
(e 1) Fa (d(x, z))Fa (d(z, y))
Ca
ym \n xX zm
2Aa(e2 a Ca |ts| 1) Fa (d(x, y)). (2.14)
ym \n xX
With the estimate above and the properties of the function Fa , it is clear that
m n
sup t,int (A) t,int (A) 0 as n, m , (2.15)
t[T,T ]
and the rate of convergence only depends on the norm A and the set X where A
is supported. This proves the claim.
can be regarded as a state of the innite system dened on the norm comple-
tion of A . The GNS Hilbert space H of can be constructed as the closure of
A x x . Let A x x . Then
(n ) (n ) (n )
(t (A) t0 (A)) (t (A) t (A)) + (t (A) t0 (A))
(n )
+ (t0 (A) t0 (A)). (2.17)
For suciently large n , the limtt0 of the middle term vanishes by Stones the-
orem. The two other terms are handled by (2.5). It is clear how to extend the
continuity to H .
We will discuss this type of situation in more detail in the next three sections
where we consider models that include quadratic (unbounded) interactions as well.
(f, g) = Im[
f, g]. (3.2)
and
t (W (f )) = W (Tt f ), f D (3.5)
For the von Neumann algebra M, take the weak-closure of (W) in L(H ) and
let t be the weakly continuous, one parameter group of -automorphisms of M
obtained by lifting t to M. The latter step is possible since is t -invariant; see,
e.g., [3, Corollary 2.3.17].
holds for all t R and all f, g 2 (Zd ). In general, we will assume that the harmonic
dynamics satises an estimate of this type. Namely, we suppose that there exists a
number a0 > 0 for which given 0 < a a0 , there are numbers ca and va for which
|1 ei(Tt f,g) | ca eva |t| |f (x)||g(y)|Fa (d(x, y)) (3.10)
x,y
holds for all t R and all f, g 2 (). Here we describe the spatial decay in
through the functions Fa as introduced in Sec. 2. Since the Weyl operators are
unitary, the norm estimate
[t (W (f )), W (g)] ca eva |t| |f (x)||g(y)|Fa (d(x, y)), (3.11)
x,y
readily follows.
Here the quantities px and qx , which appear in (3.12) above, are the single site
momentum and position operators regarded as operators on the full Hilbert space
HL by setting
d
px = 1l 1l i 1l 1l and qx = 1l 1l q 1l 1l,
dq
(3.14)
i.e. these operators act non-trivially only in the xth factor of HL . These operators
satisfy the canonical commutation relations
valid for all x, y L . In addition, {ej }dj=1 are the canonical basis vectors in
Zd , the numbers j 0 and 0 are the parameters of the system, and the
Hamiltonian is assumed to have periodic boundary conditions, in the sense that
qx+ej = qx(2L1)ej if x L but x + ej L . It is well-known that Hamiltonians
of this form can be diagonalized in Fourier space. We review this quickly to establish
some notation and refer the interested reader to [19] for more details.
Introducing the operators
1 1
Qk = eikx qx and Pk = eikx px , (3.16)
|L | xL |L | xL
d
(k) = 2 + 4 j sin2 (kj /2), (3.17)
j=1
Using the above diagonalization, one can determine the action of the dynamics
corresponding to HLh on the Weyl algebra W(2 (L )). In fact, by setting
W (f ) = exp i (Re[f (x)]qx + Im[f (x)]px ) , (3.20)
xL
for each f 2 (L ), it is easy to verify that (3.3) and (3.4) hold with (f, g) =
Im[
f, g]. It is convenient to express these Weyl operators in terms of annihilation
and creation operators, i.e.
1 1
ax = (qx + ipx ) and ax = (qx ipx ), (3.21)
2 2
which satisfy
with (k) as in (3.17). Using the fact that is real valued and even, it is easy to
check that
U U V V = 1l = U U V V (3.32)
and
V U U V = 0 = V U U V (3.33)
where we stress that V is the adjoint of the anti-linear mapping V . The relation
(3.29) is invertible, in fact,
and therefore
i
W (f ) = exp (b((U V )f ) + b ((U V )f )) . (3.35)
2
Clearly then,
t (W (f )) = W (Tt f ), (3.36)
Tt = (U + V )F 1 Mt F (U V ), (3.37)
i.e. Tt is sympletic in the sense of (3.6). Using [4, Theorem 5.2.8], there is a unique
one-parameter group of -automorphisms on W(D), which we will denote by t ,
that satises
(1) 2 (/2)+1
(|x|c, max( ,e )|t|)
|Ht (x)| c1
, e
(3.43)
(1) 2 (/2)+1
|Ht (x)| c, e/2 e(|x|c, max( ,e )|t|)
d
hold for all t R and x Zd . Here |x| = j=1 |xi |.
Given the estimates in Lemma 3.1, Eq. (3.41) and Youngs inequality imply that
Tt can be dened as a transformation of p (Zd ), for p 1. However, the symplectic
form limits us to consider D = p (Zd ) with 1 p 2.
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This implies an estimate of the form (3.9), and hence a LiebRobinson bound as
in (3.11).
A simple corollary of Lemma 3.1 follows.
(0)
Ht 0 1 0 as t 0, (3.45)
and
(m)
Ht 1 0 as t 0, for m {1, 1}. (3.46)
(m)
Proof. The estimates in Lemma 3.1 imply that the functions Ht are bounded
by exponentially decaying functions (in |x|). These estimates are uniform for t in
compact sets, e.g., t [1, 1], and therefore dominated convergence applies. It is
(0) (m)
clear that H0 (x) = 0 (x) while H0 (x) = 0 for m {1, 1}. This proves the
corollary.
Remark 3.3. We observe that, when = 0, the nite volume Hamiltonian HLh
(3.12) is translation invariant and commutes with the total momentum operator P0
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
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where we used the notation (3.16) and, for k = 0, we introduced the operators bk , bk
as in (3.19). In this case, the operator HLh does not have eigenvectors: its spectrum is
purely continuous. By a unitary transformation, the Hilbert space HL (see (3.13))
can be mapped into the space L2 (R, dP0 ; Hb ) of square integrable functions of
P0 R, with values in Hb . Here, Hb denotes the Fock space generated by all creation
and annihilation operators bk , bk with k = 0. It is then easy to construct vectors
which minimize the energy by a given distribution of the total momentum: for an
arbitrary (complex valued) f L2 (R) with f = 1, we dene f L2 (R, dP0 ; Hb )
by setting f (P0 ) = f (P0 ) (where is the Fock vacuum in Hb ). These vectors
are not invariant with respect to the time evolution. It is simple to check that the
2
odinger evolution of f is given by eiHL t f = ft with ft (P0 ) = eitP0 f (P0 )
h
Schr
is the free evolution of f . In particular, for = 0, HLh does not have a ground state
in the traditional sense of an eigenvector. For this reason, when = 0, it is not
a priori clear what the natural choice of state should be. As is discussed above, one
possibility is to consider rst = 0 and then take the limit 0. This yields a
ground state for the innite system with vanishing center of mass momentum of
the oscillators. By considering non-zero values for the center of mass momentum,
one can also dene other states with similar properties.
to the generator. This is a version of what is usually known as the Dyson or Duhamel
expansion. The following statement summarizes [4, Proposition 5.4.1].
Proposition 4.1. Let {M, t } be a W -dynamical system and let denote the
infinitesimal generator of t . Given any P = P M, set P to be the bounded
derivation with domain D(P ) = M satisfying P (A) = i[P, A] for all A M. It
follows that + P generates a one-parameter group of -automorphisms P of M
which is the unique solution of the integral equation
t
P
t (A) = t (A) + i P
s ([P, ts (A)]) ds. (4.1)
0
In addition, the estimate
|t| P
P
t (A) t (A) (e 1)A (4.2)
holds for all t R and A M.
Since the initial dynamics t is assumed weakly continuous, the norm estimate
(4.2) can be used to show that the perturbed dynamics is also weakly continuous.
Hence, for each P = P M the pair {M, P
t } is also a W -dynamical system.
P1 +P2
Thus, if Pi = Pi M for i = 1, 2, then one can dene t iteratively.
Our rst estimate involves perturbations dened as nite sums of on-site terms.
More specically, the perturbations we consider are dened as follows.
To each site x , we will associate a nite measure x on C, and an element
Px W(D) which has the form
Px = W (zx )x (dz). (4.6)
C
We use Proposition 4.1 to dene the perturbed dynamics. Fix a nite set .
Set
P = Px , (4.8)
x
()
and note that (P ) = P W(D). We will denote by t the dynamics that
results from applying Proposition 4.1 to the W -dynamical system {M, t0 } and P .
Before we begin the proof of our estimate, we discuss two examples.
Example 1. Let x be supported on [, ) and absolutely continuous with respect
to Lebesgue measure, i.e. x (dz) = vx (z) dz. If vx is in L2 ([, )), then Px is
proportional to an operator of multiplication by the inverse Fourier transform of
vx . Moreover, since the support of x is real, Px corresponds to multiplication by
a function depending only on qx .
Example 2. Let x have nite support, e.g., take supp(x ) = {z, z} for some
number z = + i C. Then
Px = W (zx ) + W (zx ) = 2 cos(qx + px ). (4.9)
Proof. Fix t > 0 and dene the function t : [0, t] W(D) by setting
It is clear that t interpolates between the commutator associated with the original
()
harmonic dynamics, t0 at s = 0, and that of the perturbed dynamics, t at s = t.
A calculation shows that
d
t (s) = i [s() ([Px , W (Tts f )]), W (g)], (4.13)
ds
x
where
Lts;x (f ) = Lts;x (f ) = W (zx ){ei(Tts f,zx ) 1}x (dz) W(D). (4.15)
C
Thus t satises
d
t (s) = i t (s)s() (Lts;x (f ))
ds
x
+i s() (W (Tts f ))[s() (Lts;x (f )), W (g)]. (4.16)
x
The rst term above is norm preserving. In fact, dene a unitary evolution Ut ()
by setting
d
Ut (s) = i s() (Lts;x (f ))Ut (s) with Ut (0) = 1l. (4.17)
ds
x
and therefore,
t
t (t)Ut (t) = t (0) + i s() (W (Tts f ))[s() (Lts;x (f )), W (g)]Ut (s) ds.
x 0
(4.19)
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
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t
+ ca |f (x )| Fa (d(x, x )) eva (ts)
x x 0
|z|[s() (W (zx )), W (g)]|x |(dz) ds. (4.22)
C
Following the iteration scheme applied in [19], one arrives at (4.11) as claimed.
The proof of this result closely follows that of Theorem 4.2, and so we only
comment on the dierences.
holds similarly. With (4.28), it is easy to see that the integrand in (4.29) is
bounded by
ca eva (ts) |f (x)| Fa (d(x, x )) |zx ||[s() (W (z X )), W (g)]|X |(dz),
x x X CX
(4.30)
The estimate claimed in (4.27) follows by iteration. In fact, the rst term in the
iteration is bounded by
ca |f (x)| Fa (d(x, x1 ))
x X x1 X
t
va (ts)
e |zx1 | ca e va s
|zx2 ||g(y)|Fa (d(x2 , y))
0 CX x2 X y
|X |(dz) ds
ca t ca eva t |f (x)||g(y)| Fa (d(x, x1 ))Fa (d(x2 , y))
x,y x1 ,x2
|zx1 ||zx2 ||X |(dz)
X: CX
x1 ,x2 X
a ca t ca eva t |f (x)||g(y)| Fa (d(x, x1 ))Fa (d(x1 , x2 ))Fa (d(x2 , y))
x,y x1 ,x2
a Ca2 ca t ca eva t |f (x)||g(y)|Fa (d(x, y)). (4.32)
x,y
It is important to note that since the estimates in Theorem 4.3 are independent
of , the limiting dynamics also satises a LiebRobinson bound as in (4.27). We
now prove Theorem 5.1.
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
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Proof. Fix a Weyl operator W (f ) with f 1 (). Let T > 0 and take m n.
Iteratively applying Proposition 4.1, we have that
t
( ) ( ) ( )
t n (W (f )) = t m (W (f )) + i s(n ) ([P n \m , tsm (W (f ))]) ds, (5.3)
0
follows readily from Theorem 4.3 and assumption (5.1). For f 1 () and xed
t, the upper estimate above goes to zero as n, m . In fact, the convergence is
uniform for t [T, T ]. This proves (5.2).
By an /3 argument, similar to what is done at the end of Sec. 2, weak continuity
follows since we know it holds for the nite volume dynamics. This completes the
proof of Theorem 5.1.
Acknowledgments
The work reported in this paper was supported by the National Science Foundation:
B.N. under Grants #DMS-0605342 and #DMS-0757581, R.S. under Grant #DMS-
0757424, and S.S. under Grant #DMS-0757327 and #DMS-0706927. The authors
would also like to acknowledge the hospitality of the Department of Mathematics
at U.C. Davis where a part of this work was completed.
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April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
Contents
1. Introduction 234
2. Grand-Canonical Pressure and Gap Equation 241
233
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
1. Introduction
Since the discovery of mercury superconductivity in 1911 by the Dutch physicist
Onnes, the study of superconductors has continued to intensify, see, e.g., [2]. Since
that discovery, a signicant amount of superconducting materials has been found.
This includes usual metals, like lead, aluminum, zinc or platinum, magnetic materi-
als, heavy-fermion systems, organic compounds and ceramics. A complete descrip-
tion of their thermodynamic properties is an entire subject by itself, see [24] and
references therein. In addition to zero-resistivity and many other complex phe-
nomena, superconductors manifest the celebrated Meiner or MeinerOchsenfeld
eect, i.e. they can become perfectly diamagnetic. The highesta critical tempera-
ture for superconductivity obtained nowadays is between 100 and 200 Kelvin via
doped copper oxides, which are originally insulators. In contrast to most supercon-
ductors, note that superconduction in magnetic superconductors only exists on a
nite range of non-zero temperatures.
Theoretical foundations of superconductivity go back to the celebrated BCS
theory appeared in the late fties (1957) which explains conventional type I
a In January 2008, a critical temperature over 180 Kelvin was reported in a Pb-doped copper oxide.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
1
+ k, a
k,k a k, a
k , a
k , (1.1)
||
k,k
dened in a cubic box R3 of volume ||. Here is the dual group of seen as a
torus (periodic boundary condition) and the operator ak,s respectively ak,s creates
respectively annihilates a fermion with spin s {, } and momentum k .
The function k represents the kinetic energy, the real number is the chemical
potential and k,k is the BCS coupling function. The choice k,k = < 0 is often
used in the Physics literature and the case k = 0 is known as the strong coupling
limit of the BCS model.
The lattice approximation of the BCS Hamiltonian amounts to replace the box
R3 by Z3 (or, more generally, by Zd1 ) and the strong coupling
limit of the reduced BCS model is in this case known as the strong coupling (with
k,k = ) BCS model.b The assumptions k = 0 and k,k = are of interest,
because in this case the BCS Hamiltonian can be explicitly diagonalized. The exact
solution of the strong coupling BCS model is well-known since the sixties [6, 7].
This model is in a sense unrealistic: among other things, its representation of the
kinetic energy of electrons is rather poor. Nevertheless, it became popular because
it displays most of basic properties of real conventional type I superconductors.
See, e.g., [8, Chap. VII, Sec. 4]. Even though the analysis of the thermodynamics of
the BCS Hamiltonian was rigorously performed in the eighties [9, 10] (see also the
innovating work of Bernadskii and Minlos in 1972 [11]), generalizations of the strong
coupling approximation of the BCS model are still subject of research. For instance,
strong coupling-BCS-type models with superconducting phases at arbitrarily high
temperatures are treated in [12].
In fact, a general theory of superconductivity is still a subject of debate, espe-
cially for high-Tc superconductors. An important phenomenon ignored in the BCS
theory is the Coulomb interaction between electrons or holes, which can imply
strong correlations, for instance in high-Tc superconductors. To study these cor-
relations, most of theoretical methods, inspired by Beliaev [5], use perturbation
theory or renormalization group derived from the diagram approach of Quantum
Field Theory. However, even if these approaches have been successful in explaining
many physical properties of superconductors [3, 4], only few rigorous results exist
on superconductivity.
For instance, the eect of the Coulomb interaction on superconductivity is not
rigorously known. This problem was of course adressed in theoretical Physics right
after the emergence of the Frohlich model and the BCS theory, see, e.g., [13].
for real parameters , h, , and 0. The operator ax,s respectively ax,s creates
respectively annihilates a fermion with spin s {, } at lattice position x Zd
whereas nx,s := ax,s ax,s is the particle number operator at position x and spin s.
The rst term of the right-hand side of (1.2) represents the strong coupling limit
of the kinetic energy, with being the chemical potential of the system. Note that
this strong coupling limit explained above for the BCS Hamiltonian is also
called atomic limit in the context of the Hubbard model, see, e.g., [14, 15]. The
second term in the right-hand side of (1.2) corresponds to the interaction between
spins and the magnetic eld h. The one-site interaction with coupling constant
represents the (screened) Coulomb repulsion as in the celebrated Hubbard model.
So, the parameter should be taken as a positive number but our results are also
valid for any real . The last term is the BCS interaction written in the x-space
since
ax, ax, ay, ay, = a
k, a
k, a
q, a
q, , (1.3)
N N
x,yN k,qN
with N being the reciprocal lattice of quasi-momenta and where a q,s is the cor-
responding annihilation operator for s {, }. Observe that the thermodynamics
of the model for = 0 can easily be computed. Therefore, we restrict the analy-
sis to the case > 0. Note also that the homogeneous BCS interaction (1.3) can
imply a superconducting phase and the mediator implying this eective interaction
does not matter here, i.e. it could be due to phonons, as in conventional type I
superconductors, or anything else.
We show that the one-site repulsion suppresses superconductivity for large
0. In particular, the repulsive term in (1.2) cannot imply any superconducting
state if = 0. However, the rst elementary but nonetheless important property
of this model is that the presence of an electron repulsion is not incompatible with
superconductivity if || and (+|h|) are not too big as compared to the coupling
constant of the BCS interaction. In this case, the superconducting phase appears
at low temperatures as either a rst order or a second order phase transition.
More surprisingly, the one-site repulsion can even favor superconductivity at xed
chemical potential by increasing the critical temperature and/or the Cooper pair
condensate density. This contradicts the naive guess that any one-site repulsion
between electron pairs should at least reduce the formation of Cooper pairs. It is
however important to mention that the physical behavior described by the model
depends on which parameter, or , is xed. (It does not mean that the canonical
and grand-canonical ensembles are not equivalent for this model.) Indeed, we also
analyze the thermodynamic properties at xed electron density per site in the
grand-canonical ensemble, as it is done for the perfect Bose gas in the proof of
BoseEinstein condensation. The analysis of the thermodynamics of the strong
coupling BCS-Hubbard model is performed in details. In particular, we prove that
the Meiner eect is rather generic but also that the coexistence of superconducting
and ferromagnetic phases is possible (as in the VonsovkiiZener model [16, 17]), for
instance at large > 0 and densities near half-lling. The later situation is related to
a superconductor-Mott insulator phase transition. This transition gives furthermore
a rigorous explanation of the need of doping insulators to obtain superconductors.
Indeed, at large enough coupling constant , the superconductor-Mott insulator
phase transition corresponds to the breakdown of superconductivity together with
the appearance of a gap in the chemical potential as soon as the electron density
per site becomes an integer, i.e. 0, 1 or 2. If the system has an electron density
per site equal to 1 without being superconductor, then any non-zero magnetic eld
h = 0 implies a ferromagnetic phase.
Note that the present setting is still too simplied with respect to real super-
conductors. For instance, the anti-ferromagnetic phase or the presence of vortices,
which can appear in (type II) high-Tc superconductors [3,4], are not modeled. How-
ever, the BCS-Hubbard Hamiltonian (1.2) may be a good model for certain kinds
of superconductors or ultra-cold Fermi gases in optical lattices, where the strong
coupling approximation is experimentally justied. Actually, even if the strong cou-
pling assumption is a severe simplication, it may be used in order to analyze the
thermodynamic impact of the Coulomb repulsion, as all parameters of the model
have a phenomenological interpretation and can be directly related to experiments.
See discussions in Sec. 5. Moreover, the range of parameters in which we are inter-
ested turns out to be related to a rst order phase transition. This kind of phase
transitions are known to be stable under small perturbations of the Hamiltonian.
In particular, by including a small kinetic part it can be shown by high-low tem-
perature expansions that the model
HN, := HN + (x y)(ay, ax, + ay, ax, )
x,yN
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
Note that D|UN is the density matrix associated to the state restricted on the
local CAR C -algebra UN B( CN {,} ) (isomorphism). Such a derivation
of the pressure as a minimization problem over states on a C -algebras are also
performed for various quantum spin systems, see, e.g., [1923].
The minimum of the variational problem (1.5) is attained for any weak -limit
point of local Gibbs states
Trace( eHN )
N () := (1.6)
Trace(eHN )
associated with HN . Similarly to what is done for general translation invariant
models (see [24, 25]), the set of equilibrium states of the strong coupling BCS-
Hubbard model is naturally dened to be the set = (, , , h) of minimizers
d Our notation for the Trace does not include the Hilbert space where it is evaluated but it
should be deduced from operators involved in each statement.
e Because F() is lower semicontinuous and E S,+ is compact with respect to the weak -
U
topology.
f See Remark 6.1 in Sec. 6.1.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
of (1.5). Note that is a non empty convex subsetg of EUS,+ and the extreme
decomposition in coincides with the one in EUS,+ , i.e. is a faceh in EUS,+ .
So, pure equilibrium states are extreme states of . Meanwhile, any weak limit
point as n of an equilibrium state sequence { (n) }nN with diverging inverse
temperature n is per denition a ground state EUS,+ .
Here we have left the Fock space representation of the model to go to a
representation-free formulation of thermodynamic phases. This means that HN is
not anymore seen as a Hamiltonian acting on the Fock space but as a (self-adjoint)
element of the CAR C -algebra U with thermodynamic phases describes by states
on U. Doing so we take advantage of the non-uniqueness of the representation of the
CAR C -algebra U. This property is indeed necessary to get non-unique equilibrium
and ground states which imply phase transitions. This fact was rst observed by
Haag in 1962 [26], who established that the non-uniqueness of the ground state of
the BCS model in innite volume is related to the existence of several inequivalenti
irreducible representationsj of the Hamiltonian, see also [6, 27].
Equilibrium states dene tangents to the convex map
(, , , , h) p(, , , , h).
The analysis of the set of tangents of this map gives hence information about the
expectations of many important observables with respect to equilibrium states. The
main technical point in the present work is therefore to nd an explicit representa-
tion of the pressure by using the permutation invariance of the model in a crucial
way. Indeed, we adapt to our case of fermions on a lattice the methods of [19] used
to nd the pressure of spin systems of mean-eld type. Then, it is proven that it
suces to minimize the variational problem (1.5) with respect to the set EUS,+ of
extreme states in EUS,+ . By adapting the proof of Strmers theorem [1] to even
states on the CAR algebra, we show next that extreme, permutation invariant and
even states are product states
:= x
xZd
obtained by copying some one-site even state to all other sites. This result is
a non-commutative version of the celebrated de Finetti Theorem from (classical)
probability theory [28]. Using this, the variational problem (1.5) can be drastically
simplied to a minimization problem on a nite dimensional manifold. At the end,
it yields to another explicit, rather simple, variational problem on R+0 , which can
tivity. Steady surface currents around the bulk of the superconductor are not analyzed as it is a
nite volume eect.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
The critical temperature c for the superconducting phase transition with respect
to , or h is analyzed in the case of xed chemical potential and also in the
case of constant electron density . It shows that c can be an increasing function
of the positive coupling constant > 0 at xed R but not at xed > 0.
For the critical temperature c shows as a function of the electron
density the typical behavior observed (only) in high-Tc superconductors: c
is zero or very small for 1 and is much larger for away from 1. Thus, our
model provides a simple rigorous microscopic explanation for such experimentally
well-known behavior of high-Tc superconductors.
Together with our study of the heat capacity, all these results can be used to x
experimentally all parameters of HN .
Note that our study of equilibrium states is reminiscent of the work of Fannes,
Spohn and Verbeure [33], performed however within a dierent framework. By
opposition with our setting, their analysis [33] concerns symmetric states on an
innite tensor product of one C -algebra and their denition of equilibrium states
uses the so-called correlation inequalities for KMS-states, see [29, Appendix E].
To conclude, this paper is organized as follows. In Sec. 2, we give the thermo-
dynamic limit of the pressure pN (1.4) as well as the gap equation. Then, our main
results concerning the thermodynamic properties of the model are formulated in
Sec. 3 at xed chemical potential and in Sec. 4, at xed electron density per
site. Section 5 briey explains our result on the level of equilibrium states and gives
additional remarks. In order to keep the main issues and the physical implications
as transparent as possible, we reduce the technical and formal aspects to a minimum
in Secs. 25. In particular, in Secs. 24 we only stay on the level of pressure and
thermodynamic limit of local Gibbs states. The generalization of the results on the
level of equilibrium and ground states is postponed to Sec. 6.2. Indeed, the rather
long Sec. 6 gives the detailed mathematical foundations of our phase diagrams. In
particular, in Sec. 6.1 we introduce the C -algebraic machinery needed in our anal-
ysis and prove various technical facts to conclude in Sec. 6.2 with the rigorous study
of equilibrium and ground states. In Sec. 7, we collect some useful properties on the
qualitative behavior of the Cooper pair condensate density, whereas the Appendix
is an appendix on Griths arguments [2931].
with c C, see also [6, 7]. The main advantage of this Hamiltonian in comparison
with HN is the fact that it is a sum of shifts of the same local operator. For an
appropriate order parameter c C, it leads to a good approximation of the pressure
pN as N . This can be partially seen from the inequality
N |c| + HN (c) HN =
2
ax, ax, N c ax, ax, N c 0,
N
xN xN
which is valid as soon as 0. Observe that the constant term N |c|2 is not
included in the denition of HN (c). Hence, by using the GoldenThompson inequal-
ity Trace(eA+B B ) Trace(eA ), the thermodynamic limit p(, , , , h) of the
pressure pN (1.4) is bounded from below by
The function p(c) = p(, , , , h; c) is the pressure associated with HN (c) for any
N 1. It can easily be computed since HN (c) is a sum of local operators which
commute with each other. Indeed, for any N 1, this pressure equalsl
1 1
p(c) := ln Trace(eHN (c) ) = ln Trace(eH1 (c) )
N
1
= ln Trace(e{(+h)n +(h)n +(ca a +ca a )2n n } ). (2.3)
To be useful, the variational problem in (2.2) should also be an upper bound of
p(, , , , h). By adapting the proof of Strmers theorem [1] to even states on the
CAR algebra and by using the PetzRaggioVerbeure proof for spin systems [19] as
a guideline, we prove this in Sec. 6.1. Thus, the thermodynamic limit of the pressure
of the model HN exists and can explicitly be computed by using the approximating
Hamiltonian HN (c):
l Here a0, , a0, and n0, , n0, are replaced, respectively, by a , a and n , n .
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
Remark 2.1. The fact that the pressure pN coincides as N with the vari-
ational problem given by the so-called approximating Hamiltonian (here HN (c))
was previously proven via completely dierent methods in [34] for a large class of
Hamiltonian (including HN ) with BCS-type interaction. However, as explained in
the introduction, our proof gives deeper results, not expressed in Theorem 2.1, on
the level of states, cf. (1.5) and (6.33). In contrast to the approximating Hamiltonian
method [3437], it leads to a natural notion of equilibrium and ground states and
allows the direct analysis of correlation functions. For more details, we recommend
Sec. 6, particularly Sec. 6.2.
From the gauge invariance of the map c p(c) observe that any maximizer
1/2
c C of the rst variational problem given in Theorem 2.1 has the form r ei
with r 0 being solution of
sup f (r) = f (r ) (2.4)
r0
and [0, 2). For any , > 0 and real numbers , , h, it is also clear that the
order parameter r is always bounded since f (r) diverges to when r . Up
to (special) points (, , , , h) corresponding to a phase transition of rst order,
it is always unique and continuous with respect to each parameter (see Sec. 7).
For low inverse temperatures (high temperature regime) r = 0. Indeed,
straightforward computations at low enough show that the function f (r) is con-
cave as a function of r 0 whereas r f (0) < 0, see Sec. 7. On the other hand, any
non-zero solution r of the variational problem (2.4) has to be solution of the gap
equation (or EulerLagrange equation)
2gr e cosh(h)
tanh(gr ) = 1+ . (2.5)
cosh(gr )
If gr = 0, observe that one uses in (2.5) the asymptotics x1 tanh x 1 as x 0,
see also (7.2). Because tanh(x) 1 for x 0, we then conclude that
1
0 r max{0, rmax }, with rmax := 2 ( )2 . (2.6)
4
In particular, if 2| |, then r = 0 for any > 0. However, at large
enough > 0 (low temperature regime) and at xed , h, R, there is a unique
c > 2| | such that r > 0 for any c . In other words, the domain
of parameters (, , , , h) where r is strictly positive is non-empty, see Figs. 1
and 2 and Sec. 7. Observe in Fig. 2 that a positive , i.e. a one-site repulsion,
can signicantly increase (right gure) the critical temperature c = c (, , , h),
which is dened such that r > 0 if and only if > c1 .
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
c c c
0.8 0.6
0.20
0.5
0.6 0.15
0.4
0.2
0.2 0.05
0.1
c c c
0.5 0.4
0.8
0.4
0.3
0.6
0.3
0.2
0.4
0.2
0.1
0.2 0.1
From Lemma 7.1, the set of maximizers of the variational problem (2.4) has
at most two elements in [0, 1/4]. It follows by continuity of (, , , , h, r)
f (, , , , h; r), and from the fact that the interval [0, 1/4] is compact, that the set
S := {(, , , , h): , > 0 and r > 0 is the unique maximizer of (2.4)} (2.7)
is open. In Sec. 3.1, we prove that the set S corresponds to the superconducting
phase since the order parameter solution of (2.4) can be interpreted as the Cooper
pair condensate density. The boundary S of the set S is called the set of critical
points of our model. By denition, if (2.4) has more than one maximizer, then
(, , , , h) S, whereas if (, , , , h) S, then r = 0 is the unique maximizer
of (2.4).
For more details on the study of the variational problem (2.4), we recommend
Sec. 7.
proofs are however given in Sec. 6.2. Actually, we concentrate here on the physics
of the model extracted from the (nite volume) grand-canonical Gibbs state N
(1.6) associated with HN . We start by showing the existence of a superconducting
phase transition in the thermodynamic limit.
(respectively c0 )annihilates (respectively creates) one Cooper pair within the con-
densate, i.e. in the zero-mode for electron pairs. Indeed, in Sec. 6.2 (see Theorem 6.3)
we prove, by using a notion of equilibrium states, the following.
Theorem 3.1 (Cooper Pair Condensate Density). For any , > 0 and
real numbers , , h away from any critical point, the (innite volume) Cooper pair
condensate density equals
1
1
lim N (c0 c0 ) = lim N (a
a
a y, a y, )
N N 2
x, x,
N N
x,yN
= r max{0, rmax},
with rmax 1/4 dened in (2.6). The (uniquely dened ) order parameter r =
r (, , , h) is an increasing function of > 0.
Remark 3.1. In fact, Theorem 3.1 is not anymore satised only if the order param-
eter r is discontinuous with respect to > 0 at xed (, , , h). In this case, the
thermodynamic limit of the Cooper pair condensate density is bounded by the left
and right limits of the corresponding (innite volume) density, see the Appendix,
in particular (A.1). Similar remarks can be done for Theorems 3.43.7.
At least for large enough and , we have explained that r > 0, see Figs. 1
and 2. Illustrations of the Cooper pair condensate density r as a function of
and are given in Fig. 3. In other words, a superconducting phase transition can
appear in our model. Its order depends on parameters: it can be a rst order or a
second order superconducting phase transition, cf. Fig. 3 and Sec. 7 for more details.
From numerical investigations, note that r was always found to be an increasing
function of > 0. Unfortunately we are able to prove only a part of this fact in
Sec. 7. Therefore, a superconducting phase appearing only in a range of non-zero
temperatures as for magnetic superconductors cannot rigorously be excluded. But
we conjecture that our model can never show this phenomenon, i.e. r should always
be an increasing function of > 0.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
Fig. 3. In the gure on the left, we have three illustrations of the Cooper pair condensate density
r as a function of the inverse temperature for = 0 (blue line), = 0.45 (red line) and
= 0.575 (green line). The gure on the right represents a 3D illustration of r as a function of
and . The color from red to blue reects the decrease of the temperature. In all gures, = 1,
= 2.6 and h = 0. (Color online.)
This leads to the perturbed Gibbs state N,, () dened by (1.6) with HN
replaced by
HN,, := HN (ei ax, ax, + ei ax, ax, ), (3.1)
xN
see (6.42). We then obtain the following result for the so-called Bogoliubov quasi-
averages (cf. Theorem 6.2).
see Theorem 6.3. Similar remarks can be done for Theorems 3.43.7.
Observe also that the type of superconductivity described here is the s-wave
superconductivity, which is dened via the two-point correlation function.
Theorem 3.3 (s-Wave Superconductivity). For any , > 0 and real numbers
, , h away from any critical point, and for any [0, 2), x, y Zd and s1 , s2
{, }, the two-point correlation function dened from the Bogoliubov quasi-averages
equals
1/2
lim lim N,,(ax,s1 ay,s2 ) = r ei x,y (1 s1 ,s2 ),
0 N
with r 0 being the unique solution of (2.4), see Theorem 2.1. Here x,y = 1 if
and only if x = y.
In other words, for x, y Zd and s1 , s2 {, } the two-point correlation
function inside the superconducting phase is non-zero if and only if x = y and
s1 = s2 . More generally, for any innite volume equilibrium state , we have
(ax,s1 ay,s2 ) = (a0,s1 a0,s2 )x,y , see Sec. 6.
We conclude now this analysis by giving the zero-temperature limit of
the Cooper pair condensate density r proven in Sec. 7.
Corollary 3.1 (Cooper Pair Condensate Density at Zero-Temperature).
The Cooper pair condensate density r = r (, , , h) is equal at zero-
temperature to
rmax for any > ||,+|h|
r := lim r =
0 for any < ||,+|h|
with rmax 1/4 (cf. (2.6) and Fig. 4) and
x,y := 2(y + {y 2 x2 }1/2 )[0,y) (x)(0,) (y) + 2x[y,) (x) 0
been dened for any x R+ and y R. Here K is the characteristic function of
the set K R.
Fig. 4. In the gure on the left, the blue area represents the domain of (, ) with 1 6,
where the (zero-temperature) Cooper pair condensate density r is non-zero at = 1 and h = 0.
The gure on the right represents a 3D illustration of r when 1 6 and 2.5 2.5
with again = 1, h = 0. (Color online.)
for any xed > 0,+|h| , whereas for any real numbers , , h,
1
lim r (, , , h) =.
4
In other words, the superconducting phase for = is as perfect as for = . In
particular, in order to optimize the Cooper pair condensate density, if > 0, then
it is necessary to increase the one-site repulsion by tuning in to . Consequently,
the direct repulsion between electrons can favor the superconductivity at xed .
This phenomenon is conrmed by the following analysis.
First observe that Eq. (2.5) has no solution if 2|| and = 0. In other
words, the strong coupling BCS theory has no phase transition as soon as 2||
and = 0. However, even if 2||, there is a range of where a superconducting
phase takes place. For instance, take > 0 and note that > ||,+|h| when
0 < < + ( + |h|). (3.2)
2 2
This last inequality can always be satised for some > 0, if + |h| < 2.
Therefore, although there is no superconductivity for 2|| and = 0, there
is a range of positive 0 dened by (3.2) for + |h| < 2, where the
superconductivity appears at low enough temperature, see Corollary 3.1 and Fig. 4.
In the region 2 > 0 where the superconducting phase can occur for = 0,
observe also that the critical temperature c for > 0 can sometimes be larger as
compared with the one for = 0, cf. Fig. 2.
Remark 3.3. The eect of a one-site repulsion on the superconducting phase tran-
sition may be surprising since one would naively guess that any repulsion between
pairs of electrons should destroy the formation of Cooper pairs. In fact, the one-site
and BCS interactions in (1.2) are not diagonal in the same basis, i.e. they do not
commute. In particular, the Hubbard interaction cannot be directly interpreted as
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
a repulsion between Cooper pairs. This interpretation is only valid for large 0.
Indeed, at xed and > 0, if is large enough, there is no superconducting
phase.
d = 1 + 2 1 ( ) (3.3)
d d
2.0 2.0 d
1.00
1.5 1.5
0.95
0.85
0.5 0.5
2 4 6 8 10 12
Fig. 5. In the gure on the left, we give illustrations of the electron density d as a function of
the chemical potential for < c (red line) and > c (blue line) at coupling constant = 0
(gure on the left, = 1.4, 2.45) and = 0.575 (gure on the center, = 4, 6.45). In the gure on
the right, d is given as a function of at = 0.3 with > equal to 0.35 (orange line, second
order phase transition), 0.575 (blue line, rst order phase transition) and 1.575 (green line, no
phase transition). In all gures, = 2.6, h = 0 and c = c1 is the critical inverse temperature.
(Color online.)
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
is equal to
sgn( )
d := lim d = 1 + [+|h|,) (| |)
1 + ||,+|h| (1 + h,0 )
for < ||,+|h| , whereas within the superconducting phase, i.e. for >
||,+|h| (Corollary 3.1), d = 1 + 2 1 ( ). Recall that sgn(0) := 0.
To conclude, observe that (2d ) is the density of holes in the system. So, if >
, then d (1, 2], i.e. there are more electrons than holes in the system, whereas
d [0, 1) for < , i.e. there are more holes than electrons. This phenomenon
can directly be seen in the Hamiltonian HN , where there is a symmetry between
electrons and holes as in the Hubbard model. Indeed, by replacing the creation
operators ax, and ax, of electrons by the annihilation operators bx, and bx,
of holes, we can map the Hamiltonian HN (1.2) for electrons to another strong
coupling BCS-Hubbard model for holes dened via the Hamiltonian
H N := hole ( x, ) hhole
nx, + n nx, n
( x, )
xN xN
+ 2 n x,
x, n by, by, bx, bx, + 2( )N ,
N
xN x,yN
with
x, := bx, bx, ,
n x, := bx, bx, ,
n hhole := h and hole := 2 N 1 .
in the strong coupling regime since the vortices appearing in presence of magnetic
elds come from the magnetic kinetic energy.
Theorem 3.5 (Magnetization Density). For any , > 0 and real numbers
, , h away from any critical point, the (innite volume) magnetization density
equals
1 sinh(h)e
lim N (nx, nx, ) = m := ,
N N e cosh(h) + cosh(gr )
xN
This theorem deduced from Theorem 6.4 does not seem to show any Meiner
eect since m > 0 as soon as h = 0. However, when the Cooper pair condensate
density r is strictly positive, from Theorem 3.5 combined with (2.5) note that
2gr e sinh(h)
m = . (3.4)
sinh(gr )
In particular, it decays exponentially as when r r > 0, see Fig. 6. We
give therefore the zero-temperature limit of m in the next corollary.
Fig. 6. In the gure on the left, we have an illustration of the electron density d (blue line), the
Cooper pair condensate density r (red line) and the magnetization density m (green line) as
functions of the magnetic eld h at = 7, = 1, = 0.575 and = 2.6. The gure on the right
represents a 3D illustration of m = m (1, 0.575, 2.6, h) as a function of h and . The color from
red to blue reects the decrease of the temperature. In both gures, we can see the Meiner eect
(in the 3D illustration, the area with no magnetization corresponds to r > 0). (Color online.)
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
for < ||,+|h| (see Corollary 3.1), whereas for > ||,+|h| there is no
magnetization at zero-temperature since m decays exponentiallym as to
m = 0.
Consequently, there is no superconductivity, i.e. r = 0, when < ||,+|h|
and, as soon as h = 0 with | | < + |h|, there is a perfect magnetization at
zero-temperature, i.e. m = sgn(h). Observe that the condition | | > + |h|
implies from Corollary 3.2 that either d = 0 or d = 2, which implies that m
must be zero.
On the other hand, if > ||, , we can dene the critical magnetic eld at
zero-temperature by the unique positive solution
1 2
(c)
h := + ( ) > 0
2
(3.5)
4
(c)
of the equation ||,+y = for y 0. Then, by increasing |h| up to h , the
(zero-temperature) Cooper pair condensate density r stays constant, whereas the
(zero-temperature) magnetization density m is zero, i.e. r = rmax and m = 0
(c) (c)
for |h| < h , see Corollary 3.1. However, as soon as |h| > h , r = 0 and
m = sgn(h), i.e. there is no Cooper pair and a pure magnetization takes place.
In other words, the model manifests a pure Meiner eect at zero-temperature
corresponding to a superconductor of type I, cf. Fig. 6.
Finally, note that we give an energetic interpretation of the critical magnetic
(c) (c)
eld h after Corollary 3.5. Observe also that a measurement of h (3.5) implies,
for instance, a measurement of the chemical potential if one would know and ,
which could be found via the asymptotic (3.15) of the specic heat, see discussions
in Sec. 5.
Together with the electron and magnetization densities d and m , the knowl-
edge of (3.6) allows us in particular to explain in detail the dierence between
superconducting and non-superconducting phases in terms of space distributions of
electrons.
Actually, by the CauchySchwarz inequality for the states one gets that
1 1 1
N (nx, nx, ) N (nx, ) N (nx, ). (3.7)
N N N
xN xN xN
From Theorems 3.4 and 3.5, the densities of electrons with spin up and down
equal, respectively,
1 d + m
lim N (nx, ) = [0, 1]
N N 2
xN
and
1 d m
lim N (nx, ) = [0, 1]
N N 2
xN
for any , > 0 and , , h away from any critical point. Consequently, by
using (3.7) in the thermodynamic limit, the (innite volume) Coulomb correlation
density is always bounded by
1 1 2
0 lim N (nx, nx, ) wmax := d m2 . (3.8)
N N 2
xN
If, for instance, (3.6) equals zero, then as soon as an electron is on a denite site,
the probability to have a second electron with opposite spin at the same place goes
to zero as N . In this case, there would be no formation of pairs of electrons on
a single site. This phenomenon does not appear exactly in nite temperature due
to thermal uctuations. Indeed, we can explicitly compute the Coulomb correlation
in the thermodynamic limit (cf. Theorem 6.4):
Theorem 3.6 (Coulomb Correlation Density). For any , > 0 and real
numbers , , h away from any critical point, the (innite volume) Coulomb corre-
lation density equalsn
1 1
lim N (nx, nx, ) = w := (d m coth(h)),
N N 2
xN
0.4
0.4 0.4
0.3
0.3 0.3
0.2
0.2 0.2
0.1
2 4 6 8 10 12
2.0 2.5 3.0 3.5 4.0 4.5 5.0
2.0 2.5 3.0 3.5 4.0 4.5 5.0
Fig. 7. Illustration of the Coulomb correlation density w (red lines) and its corresponding upper
bound wmax (blue lines) as a function of > 0 at = 0.2, = 2.6, for = 1.305 < (left gure,
d < 1), = 0.2 = (two right gures, d = 1), and from the left to the right, with h = 0
(m = 0), and h = 0.3, 0.35 (where m > 0). The dashed green lines indicate that d /2 = 0.5 in
the three cases. In the gure on the left there is no superconducting phase in opposition to the right
gures where we see a phase transition for > 2.3 (second order) or 2.6 (rst order). (Color online.)
zero-temperature is equal to
1 + sgn( )
w := lim w = [+|h|,) (| |)
2(1 + ||,+|h| (1 + h,0 ))
for < ||,+|h| whereas w = d /2 for > ||,+|h| , see Corollaries 3.1
and 3.2.
If | | > + |h|, the interpretation of this asymptotics is clear since either
d = 0 for < or d = 2 for > . The interesting phenomena are when
| | < + |h|. In this case, if there is no superconducting phase, i.e. <
||,+|h| , then w converges towards w = 0 as . In particular, as
explained above, if an electron is on a denite site, the probability to have a second
electron with opposite spin at the same place goes to zero as N and .
However, in the superconducting phase, i.e. for > ||,+|h| , the upper
bound wmax (3.8) is asymptotically attained. Since wmax = d /2 as , it
means that 100% of electrons form Cooper pairs in the limit of zero-temperature,
which is in accordance with the fact that the magnetization density must disap-
pear, i.e. m = 0, cf. Corollary 3.3. As explained in Sec. 3.1, the highest Cooper
pair condensate density is 1/4, which corresponds to an electron density d = 1.
Actually, although all electrons form Cooper pairs at small temperatures, there are
never 100% of electron pairs in the condensate, see Fig. 8. In the special case where
d = 1, only 50% of Cooper pairs are in the condensate.
The same analysis can be done for hole pairs by changing ax by bx in the
denition of extensive quantities. Dene the electron and hole pair condensate frac-
tions respectively by v := 2r /d and v , where r and d
:= 2r /d are the hole
condensate density and the hole density respectively. Because of the electron-hole
symmetry, r = r and d = 2 d . In particular, when r > 0, we asymptotically
get that v + v 1 as . Hence, in the superconducting phase, an elec-
tron pair condensate fraction below 50% means in fact that there are more than
50% of hole pair condensate and conversely at low temperatures. For more details
concerning ground states in relation with this phenomenon, see discussions around
(6.60) in Sec. 6.2.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
80 80
1.5
60 60
1.0
40 40
0.5
20 20
Fig. 8. The fraction of electron pairs in the condensate is given in right and left gures as a
function of . In the gure on the left, = h = 0, with inverse temperatures = 2.45 (orange
line), 3.45 (red line) and 30 (blue line). In the gure on the right, = 0.575 and h = 0.1 with
= 5 (orange line), 7 (red line) and 30 (blue line). The gure on the center illustrates the electron
density d also as a function of at = 30 (low temperature regime) for = h = 0 (red line)
and for = 0.575 and h = 0.1 (green line). In all gures, = 2.6. (Color online.)
which depends on the strength of > 0. From (2) to (4), we assume that (3.11) is
satised.
(2) If the BCS coupling constant satises
then from (3.10) combined with Corollary 3.1 there is no Cooper pair for any and
any . In particular, under the condition (3.11) there are a perfect magnetization,
i.e. m = sgn(h), and exactly one electron or one hole per site since d = 1 and
w = 0. In other words, we obtain a ferromagnetic Mott insulator phase.
(3) Now, if > 0 becomes too strong, i.e.
then for any R such that | | < /2 there are Cooper pairs because r =
rmax > 0, an electron density d equal to (3.3) and no magnetization (m = 0).
In this case, observe that all quantities are continuous at | | = /2. This is a
superconducting phase.
(4) The superconducting-Mott insulator phase transition only appears in the inter-
mediary regime where
1/2
x1 := {4( + |h|) }1/2 and x2 := > x1 .
2 2
In particular, for any R such that | | (x1 , /2), the BCS coupling
constant is strong enough to imply the superconductivity (r = rmax > 0), with
an electron density d equal to (3.3) and no magnetization (m = 0). We are in
the superconducting phase. However, for any R such that | | < x1 , the BCS
coupling constant becomes too weak and there is no superconductivity (r = 0),
exactly one electron per site, i.e. d = 1 and w = 0, and a pure magnetization
if h = 0, i.e. m = sgn(h). In this regime, one gets a ferromagnetic Mott insulator
phase. All quantities are continuous at | | = /2 but not for | | = x1 . In
other words, we get a superconductor-Mott insulator phase transition by tuning in
the chemical potential . An illustration of this phase transition is given in Fig. 10,
see also Fig. 8.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
2.0 100
1.5
50
1.0
0.5
50 100 150 200
1.5 2.0 2.5 3.0 3.5 4.0
50
0.5
1.0 100
Fig. 9. In both gures, the blue area represents the domain of (, ), where there is a supercon-
ducting phase at zero temperature for = 1 and h = 0. The two increasing straight lines (green
and brown) are = 4 and = 2 for 1. In particular, between these two lines (2 < < 4),
there is a superconducting-Mott insulator phase transition by tuning . (Color online.)
d , r , m d , r , m c
2.0 2.0
0.20
1.5 1.5
0.15
1.0 1.0
0.10
Fig. 10. Here = 0.575, = 2.6, and h = 0.1. In the two gures on the left, we plot the electron
density d (blue line), the Cooper pair condensate density r (red line) and the magnetization
density m (green line) as functions of for = 7 (left gure) or 30 (low temperature regime, gure
on the center). Observe the superconducting-Mott Insulator phase transition which appears in both
cases. In the right gure, we illustrate as a function of the corresponding critical temperature
c . The blue line corresponds to a second order phase transition, whereas the red dashed line
represents the domain of with rst order phase transition. The black dashed line is the chemical
potential = corresponding to an electron density per site equal to 1. (Color online.)
Theorem 3.7 (Mean-Energy per Site). For any , > 0 and real numbers
, , h away from any critical point, the (innite volume) mean energy per site is
equal to
lim {N 1 N (HN )} = := d hm + 2w r ,
N
1.5 0.95
1.0
1.6
1.00 0.20
1.1
1.7 0.15
1.2
1.05
1.8 6 0.10 h
8
1.9
4 5 6 7 8 9 10
10
0.05
2 3 4 5 6 7
12
0.00
Fig. 11. In the two gures on the left, we give the mean energy per site as a function of at
h = 0 for = 0 (gure on the left, second order BCS phase transition) or = 0.575 (gure on the
center, rst order phase transition). The dashed line in both gures is the mean energy per site
with zero Cooper pair condensate density. On the right gure, is given as a function of and h
at = 0.575. The color from red to blue reects the decrease of the temperature and the plateau
corresponds to the superconducting phase. In all gures, = 1 and = 2.6. (Color online.)
cannot be easily computed because one cannot exchange the limit N and the
derivative , i.e. C = C (, , , h) may be non-zero. For instance, Griths argu-
ments [2931] (Appendix) would allow to exchange any derivative of the pressure
pN and the limit N by using the convexity of pN . To compute (3.14) in this
way, we would need to prove the (piece-wise) convexity of N, := N 1 N (HN ) as
a function > 0. As suggested by Fig. 11, this property of convexity might be right
but it is not proven here.
Notice however that if experimental measurements of the specic heat comes
from a discrete derivative of the mean energy per site , it is then clear that it
corresponds to forget about the term C . In this case, i.e. assuming C = 0, we nd
again the well-known BCS-type behavior of the specic heat in presence of a second
order phase transition, see Fig. 12. In addition, if C = 0, then for any , , h and
> ||,+|h| (Corollary 3.1), we explicitly obtain via direct computations the
well-known exponential decay of the specic heat at zero-temperature for s-wave
superconductors:
1
c = (2 + 2 42 ) 2 e + o( 2 e ) as . (3.15)
4
(Note that this asymptotic could give access to and also , see discussions in
Sec. 5.) However, if a rst order phase transition appears, then the (innite volume)
mean energy per site is discontinuous at the critical temperature c (cf. Fig. 11)
and the specic heat cc1 is innite. In Fig. 12, we give an illustration of the ratio
c/cmax between the jump c at = c and the maximum value cmax of cc1 . For
most of standard superconductorso note that the measured values are between 0.6
and 0.7. Numerical computations suggest that this ratio c/cmax may always be
bounded in our model by one as soon as a second order phase transition appears.
c =c 1 c =c 1 c/cmax
3.0 3.0 1.0
2.5 2.5
0.8
2.0 2.0
0.6
1.5 1.5
0.4
1.0 1.0
0.2
0.5 0.5
Fig. 12. Here = 1, = 2.6 and h = 0. Assuming C = 0, we give 3 plots of the specic heat
c as a function of the ratio /c between := 1 and the critical temperature c for = 0, 0.5
(both left gure, respectively blue and red lines, second order phase transition), and = 0.575
(gure on the center, blue line, rst order phase transition). The dashed red line in the gure on
the center indicates what the specic heat at nite volume might be since c1 = +. The right
c
gure is a plot as a function of of the relative specic heat jump, i.e. the ratio c/cmax between
the jump c at = c and the maximum value cmax of c1 at the same point. The yellow colored
c
area indicates that this ratio numerically computed is formally innite due to a rst order phase
transition. (Color online.)
o At least for the following elements: Hg, In, Nb, Pb, Sn, Ta, Tl, V.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
where N represents the (nite volume) grand-canonical Gibbs state (1.6) associ-
ated with HN and taken at inverse temperature and chemical potential = N, .
The aim of this section is now to analyze the thermodynamic properties of the model
for a xed instead of a xed chemical potential . We start by investigating it
away from any critical point.
r r
0.25
0.12
0.20 0.10
0.15 0.08
0.06
0.10
0.04
0.05
0.02
1 2 3 4 5 6 7
2 3 4 5 6 7 8
Fig. 13. Illustrations of the Cooper pair condensate density r as a function of the inverse
temperature for = 2.6, h = 0, and densities = 1, 1.7 (respectively left and right gures),
with = 0 (blue line), 0.5 (red line), 0.75 (green line), and 1 (orange line). The dashed line
indicates the value of r . (Color online.)
x,y := 4y
[0,) (y)
x(x 2) + 2
is a function dened for any x, y R.
Remark 4.1. The case 0 < < ,+|h| is more subtle than its analogous with a
xed chemical potential , because phase mixtures can take place. See Sec. 4.2.
As explained above, as soon as > ,+|h| we can extract from this corollary all
the zero-temperature thermodynamics of the strong coupling BCS-Hubbard model
by using Corollaries 3.13.4.
If + |h| > 0 and satisfy the inequalities
> min {
,+|h| } = 2,+|h| = 2( + |h|)
0,+|h| =
(0,2)
and
< max {
,+|h| } =
1,+|h| = 4( + |h|),
(0,2)
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
d
(c)
:= d ( 0, , , h) with d > d .
+
Similarly, we can also dene two critical Cooper pair condensate densities r , two
critical magnetization densitiesp m and two critical Coulomb correlation density
w . Of course, since r+
> r = 0, we are here on a critical point, i.e.
(c)
(, , , , h) S
(see (2.7)), with , > 0 and , h R such that this critical chemical potential
(c) (c)
= (, , h) exists.
The thermodynamics of the model for [d +
, d ] is already explained in
Sec. 4.1 because the solution r of (2.4) is unique at = . The chemical potential
N, converges to = , if [d
(c) +
, d ]. In this case the variational problem
(2.4) has exactly two maximizers r . The thermodynamic behavior of the system
p If h = 0, then m
= 0.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
in this regime is not, a priori, clear except from the obvious fact that
1
lim N (nx, + nx, ) =
N N
xN
per denition. In particular, it cannot be deduced from the above results. We handle
this situation within a much more general framework in Theorem 6.5. As a conse-
quence of this study (see discussions after Theorem 6.5), all the extensive quantities
can be obtained in the thermodynamic limit:
Theorem 4.1 (Densities in Coexistent Phases). Take , > 0 and real num-
(c)
bers , h in the domain of denition of the critical chemical potential . For any
+
[d , d ], all densities are uniquely dened :
(i) The Cooper pair condensate density equals
1
lim N (a a a y, a y, ) = r+
, with
N N 2
x, x,
x,yN
d
:= [0, 1].
d
d+
(ii) The magnetization density equals
1
lim N (nx, nx, ) = (1 )m +
+ m .
N N
xN
with
(c)
:= hm + 2w r .
r m r , , m
1.2
0.5
0.20 1.0
0.4
0.15 0.8
0.3
0.6
0.10
0.2
0.4
0.05
0.1 0.2
5 10 15 20
5 10 15 20
0.6 0.8 1.2 1.4
Fig. 14. In the two gures on the left, we give illustrations of the Cooper pair condensate density
r and the magnetization density m as functions of the inverse temperature for densities
= 0.6 (orange line), 0.7 (magenta line), 0.8 (red line), 0.9 (cyan line). In the gure on the right,
we illustrate the coexistence of ferromagnetic and superconducting phases via graphs of r , m
and the chemical potential as functions of for = 30 (low temperature regime). In all gures,
= 0.575, = 2.6, and h = 0.1. (The small discontinuities around = 1 in the right gure are
numerical anomalies.) (Color online.)
The second interesting physical aspect related to densities between the critical
densities d +
and d is a smoothing eect of the extensive quantities (magnetization
density, Cooper pair condensate density, etc.) as functions of the inverse temper-
(c)
ature . Indeed, since the critical chemical potential only exists when a rst
order phase transition occurs, one could expect that the extensive quantities are
not continuous as functions of > 0. In fact, for (d +
, d ), there is a convex
interpolation between quantities related to the solutions r +
= 0 and r > 0 of (2.4),
see Theorem 4.1. The continuity of the extensive quantities then follows, see Fig. 14.
It does not imply however, that all densities become always continuous at xed
as a function of the inverse temperature . For instance, in Fig. 13, the green and
orange graphs give two illustrations of a discontinuity of the order parameter r at
xed electron density = 1 where = . To understand this rst order phase
transition, other extensive quantity should be additionally xed, see discussions in
Sec. 5 and Fig. 17.
Following these last results, we give now in Fig. 15 other plots of the critical
temperature c = c (, , , h), which is dened as usual such that r > 0 if and
only if > c1 . In this gure, observe that a positive , i.e. a one-site repulsion,
can never increase the critical temperature if the electron density is xed instead
of the chemical potential , compare with Fig. 2. We also show in Fig. 15 (right
gure) that if the density of holes equals the density of electrons, i.e. = 1, then
we have a Mott insulator, whereas a small doping of electrons or holes implies
either a superconducting phase (blue area) or a superconductor-Mott insulator
q It is a combination of the BCS interaction (1.3) with the Zener sd exchange interaction.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
c c c
1.2 0.6
0.20
1.0 0.5
0.15
0.8 0.4
0.4 0.2
0.05
0.2 0.1
Fig. 15. Illustration, as a function of (the two gures on the left) or (gure on the right),
of the critical temperature c = c (, , , h) for = 2.6, h = 0.1 and with = 1 (left gure),
= 0.7 (gure on the center) and = 0.575 (right gure). The blue and yellow areas correspond
respectively to the superconducting and ferromagnetic-superconducting phases, whereas the red
dashed line indicates the domain of with a rst order phase transition as a function of or the
temperature := 1 (It only exists in the left gure). The dashed green line (left gure) is the
asymptote when . In the right gure, observe that there is no phase transition for = 1.
(Color online.)
c =c 1
1.0 6 7 8 9 10
0.2 10
0.5
2 4 6 8 10
0.4
8
0.5 6
0.6
1.0 4
0.8
1.5 2
1.0
2.0
0.4 0.6 0.8 1.0 1.2
/c
1.2
Fig. 16. In the two gures on the left, we give illustrations of the mean energy per site as a
function of the inverse temperature for densities = 0.7 (magenta line), 0.9 (cyan line), 1 (green
line), 1.1 (blue line) and 1.3 (red line). For = 1, there is no phase transition and for = 0.9 or
1.1 only a ferromagnetic-superconducting phase appears, whereas for = 0.7 or 1.3 this last phase
is followed for larger by a superconducting phase. In the gure on the right, assuming C = 0,
we give two plots of the specic heat c as a function of the ratio /c between := 1 and
the critical temperature c for densities = 0.7 (magenta line) and 0.9 (cyan line). In all gures,
= 0.575, = 2.6, and h = 0.1. (Color online.)
5. Concluding Remarks
(1) First, it is important to note that two dierent physical behaviors can be
extracted from the strong coupling BCS-Hubbard model HN : a rst one at xed
chemical potential and a second one at xed electron density (0, 2). This does
not mean that the canonical and grand-canonical ensembles are not equivalent for
this model. But, the inuence of the direct interaction with coupling constant
drastically changes from the case at xed to the other one at xed . For instance,
via Corollary 4.1 (see also Fig. 15), any one-site repulsion between pairs of electrons
is in any case unfavorable to the formation of Cooper pairs, as soon as the electron
density is xed. This property is however wrong at xed chemical potential ,
see Fig. 2. In other words, xing the electron density is not equivalentr to xing
the chemical potential in the model. Physically, a xed electron density can be
modied by doping the superconductor. Changing the chemical potential may be
more dicult. One naive proposition would be to impose an electric potential on a
superconductor which is coupled to an additional conductor serving as a reservoir
of electrons or holes at xed chemical potential.
(3) In Sec. 4, the electron density is xed but one could have xed each exten-
sive quantity: the Cooper pair condensate density, the magnetization density, the
Coulomb correlation density or the mean-energy per site. For instance, if the mag-
netization density m R is xed, by strict convexity of the pressure there is a
r , m , w , r , m , w , m c (h), w c ( )
0.8
0.4 0.4
1 2 3 4 5 6 7
1 2 3 4 5 6 7
0.4
0.2 0.2
0.2
0.4 0.4
Fig. 17. In the two gures on the left, we give illustrations of the Cooper pair condensate density
r (blue line), the magnetization density m (green line), the Coulomb correlation density w
(red line), and the mean-energy per site (orange line) as functions of the inverse temperature
for h = 0 (gure on the left) and h = 0.1 (gure on the center) whereas = = 0.375, i.e.
= 1. In the gure on the right, we illustrate mc (green line) and wc (red line) respectively
as functions of h with = = 0.375 and with (, h) = (0.375, 0.1) at the critical inverse
temperature c := c1 3.04. (Color online.)
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
and , , h R, cf. Theorem 6.5. In Sec. 6.2, we prove in particular the following
properties of equilibrium states:
1/2
(i) Any pure equilibrium state satises (ax, ax, ) = r ei for some
[0, 2). In particular, if r = 0 they are not U (1)-gauge invariant and show o
diagonal long range order [38] (ODLRO), cf. Theorem 6.1, Theorem 6.3 and
Corollary 6.1.
(ii) All densities are uniquely dened: the electron density of any equilibrium states
is given by (nx, + nx, ) = d , its magnetization density by (nx,
nx, ) = m , and its Coulomb correlation density equals (nx, nx, ) = w , cf.
Theorem 6.4.
(iii) The Cooper elds x := ax, ax, + ax, ax, and x := i(ax, ax, ax, ax, )
for pure states become classical in the limit , i.e. their uctuations go
to zero in this limit, cf. Theorem 6.6.
Any weak limit point of equilibrium states with diverging inverse temperature
is (by denition) a ground state. For > 0 and , , h R, most of ground states
inherit the properties (i)(iii) of equilibrium states. In particular, within the GNS-
representation [32] of pure ground states, Cooper elds are exactly c-numbers, see
Corollary 6.2. In this case, correlation functions can explicitly be computed at any
order in Cooper elds. Furthermore, notice that even in the case h = 0 where
the Hamiltonian HN is spin invariant, there exist ground states breaking the spin
SU (2)-symmetry. For more details including a precise formulation of these results,
we recommend Sec. 6, in particular, Sec. 6.2.
We split this proof into several lemmata. But rst, we need some additional deni-
tions.
We dene the set of all S-invariant even states. Let S be the set of bijective
maps from N to N which leaves invariant all but nitely many elements. It is a
group with respect to the composition. The condition
s : a(l),# a(s(l)),# , s S, l N, (6.3)
denes a group homomorphism : S Aut(U), s s uniquely. Here, # stands
for a spin up or down . Then, let
EUS,+ := { EU : s = for any s S, and
(a(l1 ),# a(lt ),# a(m1 ),# a(m ),# ) = 0 if t + is odd}
be the set of all S-invariant even states, where EU is the set of all states on U. The
set EUS,+ is weak -compact and convex. In particular, the set of extreme points of
EUS,+ , denoted by EUS,+ , is not empty.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
s As in [40] we use the ArakiKosaki denition, which has opposite sign than the one given in [25].
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
Such product states are important and used below as reference states. More gener-
ally, a state is L-periodic with L N if = L . For each L N, the set of
L
all L-periodic states from EU is denoted by EU .
Let be any faithful even state on U1 and let be any L-periodic state on U.
It immediately follows from super-additivity (6.4) that for any N, M N
is open with respect to the weak -topology. It is also ane, i.e. for any faithful state
EU1 and states , EU
L
+ (1 ) ) = S(,
S(, ),
) + (1 )S(,
Proof. Without loss of generality, let L = 1. From the second equality of (6.8),
Mr = { EU : S( |UN | |UN ) > rN }.
N N
As the maps S( |UN | |UN ) are weak -continuous for each N , it follows that
Mr is the union of open sets, which implies the lower weak -semicontinuity of the
relative entropy density functional. Moreover from (6.5) and (6.6) we directly obtain
) is ane.
that S(,
Notice that any p.i. state is automatically shift-invariant. Thus, the mean
relative entropy density is a well-dened functional on EUS,+ . Now, we need to
dene on EUS,+ the functional () relating to the mean BCS interaction energy
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
per site:
Lemma 6.2 (BCS Energy per Site for p.i. States). For any EUS,+ , the
mean BCS interaction energy per site in the thermodynamic limit
N
() := lim (a(l), a(l), a(m), a(m), )
N N 2
l,m=1
Proof. First,
N
(a(l), a(l), a(m), a(m), )
l,m=1
N
N
= (a(l), a(l), a(l), a(l), ) + (a(l), a(l), a(m), a(m), ).
l=1 l, m=1
l
=m
(6.9)
Since EUS,+ , for any l = m observe that
(a(l), a(l), a(m), a(m), ) = (a(1), a(1), a(2), a(2), ), (6.10)
whereas
(a(l), a(l), a(l), a(l), ) = (a(1), a(1), a(1), a(1), ). (6.11)
Therefore, by combining (6.9) with (6.10) and (6.11), the lemma follows.
Now, we dene by
Trace(A eH )
H (A) := , A U , (6.12)
Trace(eH )
the Gibbs state associated with any self-adjoint element H of U at inverse tem-
perature > 0. This denition is of course in accordance with the Gibbs state N
(1.6) associated with the Hamiltoniant HN (1.2) since N = HN for any N N.
Note however, that the state N is seen either as dened on the local algebra UN
or as dened on the whole algebra U by periodically extending it (with period N ).
Next we give an important property of Gibbs states (6.12):
Lemma 6.3 (Passivity of Gibbs States). Let H0 , H1 be self-adjoint elements
from U and dene for any state on U
F () := (H1 ) 1 S( H0 |) + P H0 ,
i.e. P H1 +H0 = F ( H0 +H1 ). Without loss of generality take any faithful state on
U . In this case, there are positive numbers j with j j = 1 and vectors j| from
the Hilbert space H such that () = j j j| |j. In particular, from (6.13)
we have
(H1 ) S( H0 |) + P H0 = j ( ln j j|H0 + H1 |j).
j
exp((H1 ) S( H0 |) + P H0 )
j exp( ln j j|H0 + H1 |j)
j
Note that the last inequality uses the so-called PeierlsBogoliubov inequality which
is again a consequence of Jensen inequality.
This proof is standard (see, e.g., [25]). It is only given in detail here, because we
also need later Eqs. (6.13) and (6.14).
Observe that Lemma 6.3 applied to = H0 gives the Bogoliubov (con-
vexity) inequality [29]. We can also deduce from this lemma that the pressure
pN (, , , , h) (1.4) associated with HN equals
N
pN (, , , , h) = N (a(l), a(l), a(m), a(m), )
N2
l,m=1
1
S(0 |UN |N ) + pN (, , , 0, h), (6.15)
N
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
for any , > 0 and real numbers , , h. Recall that 0 is the shift-invariant state
obtained by copying the state 0 (6.1) of the one-site algebra U1 , see (6.7).
Lemma 6.4 (From S to the Relative Entropy Density S at Finite N ). Let
N be the shift-invariant state dened by
1
N := (N + N + + N N 1 ),
N
where is the right-shift homomorphism. Then S(0 |UN |N ) = N S(
0,
N ),
cf. (6.8).
0,
Proof. By Lemma 6.1 combined with (6.8), the relative entropy density S( N )
equals
1
1
N 1
0,
S( N ) = lim S(0 |UM N | N k |UM N ) , (6.16)
M MN N
k=0
for any xed N N. By using now the additivity of the relative entropy for product
states observe that
S(0 |UM N | N k |UM N ) = (M 1)S(0 |UN | N |UN ) + S(0 |Uk | N |Uk )
+ S(0 |UN k | N |UN k ), (6.17)
for any k {0, . . . , N 1}, with S(0 |U0 | N |U0 ) := 0 by denition. Therefore the
equality S(0 |UN |N ) = N S( 0,
N ) directly follows from (6.16) combined with
(6.17).
We are now in position to give a rst general upper bound for the pressure
pN (, , , , h) by using the equality (6.15) together with Lemmas 6.2 and 6.4.
Lemma 6.5 (General Upper Bound of the Pressure pN ). For any , > 0
and , , h R, one gets that
lim sup{pN (, , , , h)} p(, , , 0, h) + sup {() 1 S(
0 , )},
N S,+
EU
where we recall that EUS,+ is the non empty set of extreme points of EUS,+ .
1 S(
0,
N ) + pN (, , , 0, h). (6.18)
The last term of this equality is independent of N N since
1
pN (, , , 0, h) = ln Trace(e[(h)n +(+h)n 2n n ] )
=: p(, , , 0, h), (6.19)
cf. (2.3).
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
However, the other terms require the knowledge of the states N and N in the
limit N . Actually, because the unit ball in U is a metric space with respect
to the weak -topology, the sequence {N } converges in the weak -topology along
a subsequence towards . Meanwhile, it is easy to see that for all A U , I,
lim {N (A)
N (A)} = 0.
N
Thus, the sequences of states N and N have the same limit points. Since N
is even and permutation invariant with respect to the N rst sites, the state
belongs to EUS,+ . We now estimate the rst term (6.18) as in Lemma 6.2 to get
lim sup{pN (, , , , h)} p(, , , 0, h) + (a(1), a(1), a(2), a(2), )
N
+ 1 lim sup{S(
0,
N )}. (6.20)
N
From Lemma 6.1 the relative entropy density is lower semicontinuous in the weak -
topology, which implies that
lim sup{S( N )} S(
0, 0 , ).
N
with EUS,+ .
Now, from Lemma 6.2 the functional () is ane and weak -continuous,
whereas by Lemma 6.1 the map S( 0 , ) is ane and lower weak -
semicontinuous. The free energy functional () 1 S(
0 , ) is, in par-
ticular, convex and upper weak -semicontinuous. Meanwhile recall that EUS,+ is a
weak -compact and convex set. Therefore, from the Bauer maximum principle [32,
Lemma 4.1.12] it follows that
sup {() 1 S(
0 , )} = sup {() 1 S(
0 , )}. (6.22)
S,+ S,+
EU EU
Together with (6.21), this last inequality implies the upper bound stated in the
lemma.
Since even states on U are entirely determined by their action on even elements
from U, observe that we can identify the set of even p.i. states of U with the set
of p.i. states on the even sub-algebra U + . We want to show next that the set of
extreme points EUS,+ belongs to the set of strongly clustering states on the even
sub-algebra U + of U. By strongly clustering states with respect to U + , we mean
that for any B in U + , there exists a net {Bj } Co{s (B) : s S} such that for
any A U + ,
lim |(A s (Bj )) (A)(B)| = 0
j
S,+
Lemma 6.6 (Characterization of the Set of Extreme States of EU ). Any
S,+
extreme state EU is strongly clustering with respect to the even sub-algebra
U + and conversely.
Proof. We use some standard facts about extreme decompositions of states which
can be found in [32, Theorems 4.3.17 and 4.3.22]. To satisfy the requirements of
these theorems, we need to prove that the C -algebra U + of even elements of U is
asymptotically abelian with respect to the action of the group S. This is proven as
follows. For each l N dene the map (l) : N N by
k + 2 , if 1 k 2 .
l1 l1
(l) (k) := k 2l1 , if 2l1 + 1 k 2l . (6.23)
l
k, if k > 2 .
In other words, the map (l) exchanges the block {1, . . . , 2l1 } with {2l1 +
1, . . . , 2l }, and leaves the rest invariant. For any A, B U U + with I,
it is then not dicult to see that
lim [A, (l) (B)] = 0
l
in the norm sense. Recall that the map (l) is dened via (6.3). By density of
local elements of U + the limit above equals zero for all A, B U + . Therefore, by
using now [32, Theorems 4.3.17 and 4.3.22] all states EUS,+ are then strongly
clustering with respect to U + and conversely.
We show next that p.i. states, which are strongly clustering with respect to
the even sub-algebra U + , have clustering properties with respect to the whole
algebra U.
Lemma 6.7 (Extension of the Strongly Clustering Property). Let EUS,+
be any strongly clustering state with respect to U + . Then, for any A, B U and
> 0, there are B Co{s (B): s S} and l such that for any l l ,
|(A(l) (B )) (A)(B)| < .
Proof. By density of local elements it suces to prove the lemma for any A, B
UN and N N. The operators A and B can always be written as sums A = A+ +A
and B = B + + B , where A+ and B + are in the even sub-algebra U + whereas
A and B are odd elements, i.e. they are sums of monomials of odd degree in
annihilation and creation operators. Since is assumed to be strongly clustering
with respect to U + , for any > 0 there are positive numbers 1 , . . . , k with
1 + + k = 1, and maps s1 , . . . , sk S such that for any l N,
k
A+ (l) (B +
) (A +
)(B +
)
k sj < . (6.24)
j=1
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
and B
Since per construction, B anti-commute if m = m ,
l,m l,m
J
J
(Bl,m B l,m )= (Bl,m Bl,m ).
m,m =0 m=0
) = 0 for all l l .
for any J N, i.e. (ABl,0
Therefore, the lemma follows from (6.24) and (6.25) with B Co{s (B) : s
S} dened by (6.26) for any > 0.
We now identify the set of clustering states on U with the set of product states
by the following lemma, which is a non-commutative version of de Finetti Theorem
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
of probability theory [28]. Strmer [1] was the rst to show the corresponding result
for innite tensor products of C -algebras.
Lemma 6.8 (Strongly Clustering p.i. States are Product States). Any
p.i. and strongly clustering (in the sense of Lemma 6.7) state is a product state
(6.7) with the one-site state = := |U1 being the restriction of on the local
(one-site) algebra U1 .
Proof. Let l1 , . . . , lk N with li = lj whenever i = j, and for any j {1, . . . , k}
take Aj U1 . To prove the lemma we need to show that
( l1 (A1 ) lk (Ak )) = (A1 ) (Ak ). (6.27)
The proof of this last equality for any k 1 is performed by induction. First, for
k = 1 the equality (6.27) immediately follows by symmetry of the state . Now,
assume the equality (6.27) veried at xed k 1. The state is strongly clustering
in the sense of Lemma 6.7. Therefore for each > 0 there are q N, positive
numbers 1 , . . . , q with 1 + + q = 1, and maps s1 , . . . , sq S such that
q
j ( l1 (A1 ) lk (Ak )(l) sj ( lk+1 (Ak+1 )))
j=1
( l1 (A1 ) lk (Ak ))( lk+1 (Ak+1 )) < , (6.28)
for any l N. Fix N suciently large such that the operators lm (Am ) and
sj ( lk+1 (Ak+1 )) belong to UN for any m {1, . . . , k + 1} and j {1, . . . , q}.
Choose l N large enough such that the support of (1) sj ( lk+1 (Ak+1 )) does not
intersect {(1), . . . , (N )} for all l l and j {1, . . . , q}, which by symmetry of
implies that
( l1 (A1 ) lk (Ak )(l) sj ( lk+1 (Ak+1 ))) = ( l1 (A1 ) lk (Ak ) lk+1 (Ak+1 )).
Combined with (6.28) and 1 + + q = 1, it yields
|( l1 (A1 ) lk (Ak ) lk+1 (Ak+1 )) ( l1 (A1 ) lk (Ak )) (Ak+1 )| < .
Since the equality (6.27) is assumed to be veried at xed k 1, it follows that
|( l1 (A1 ) lk+1 (Ak+1 )) (A1 ) (Ak+1 )| < ,
for any > 0. In other words, by induction the equality (6.27) is proven for any
k 1.
As soon as the upper bound is concerned, we combine Lemma 6.5 with Lem-
mas 6.66.8 to obtain that
lim sup{pN (, , , )} p(, , , 0, h) + sup {|(a a )|2 1 S(0 |)}.
N +
EU
1
(6.29)
Here denotes the set of even states on the (one-site) algebra U1 . Now the
EU+1
proof of the upper bound (6.2) easily follows from the passivity of Gibbs states on
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
Moreover, as shown above (see the upper bound in the proof of Lemma 6.5), any
weak limit point of local Gibbs states N (1.6) when N satises (6.31)
with equality.
Indeed, by using (6.13) one obtains for any state that
N
1 1
((HN ) S(trN ||UN )) = 2 (a(l), a(l), a(m), a(m), )
N N
l,m=1
1
S(0 |UN ||UN ) + pN (, , , 0, h),
N
(6.32)
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
with pN being the (nite volume) pressure (1.4) associated with the Hamiltonian
HN (1.2), 0 being the product state obtained by copying the state 0 (6.1) on
the one-site algebra U1 (see (6.7)), and with the trace state trN dened on the local
algebra UN for N N by
Trace()
trN () := .
Trace(IUN )
For any permutation invariant state it is straightforward to check that the limits
lim {N 1 S(0 |UN ||UN )}
N
and
e() := lim {N 1 (HN )} = (H1 (0)) ()
N
exist for any xed parameters , > 0 and , , h R, see respectively (2.1) and
Lemma 6.2 for the denitions of H1 (0) and (). Combined with (6.19) and (6.32)
it then follows that the usual entropy density
S() := lim {N 1 S(trN ||UN )}
N
1
= lim Trace(D|UN log D|UN ) <
N N
of the permutation invariant state also exists and
1
lim S(0 |UN ||UN ) = e() + () 1 S()
+ p(, , , 0, h).
N N
Proof. Take any solution r of (2.4) and any [0, 2). Then, from (6.14) observe
that
1 S(0 |c ) + p(, , , 0, h) = c (c a a + c a a ) + p(c ). (6.36)
Since c (a a ) = c and c (a a ) = c , the last equality combined with Theo-
rem 2.1 implies that
|c (a a )|2 1 S(0 |c ) = p(, , , , h) p(, , , 0, h). (6.37)
In other words, c is a maximizer of the variational problem dened in (6.34) and
hence, c G .
On the other hand, any state G satises (6.37) and by combining Theo-
rem 2.1 with the inequality (6.30) for c = 2(a a ) it follows that
|(a a )|2 + p((a a )) sup{|c|2 + p(c)}.
cC
1/2
Hence, (a a ) = r ei = c for some [0, 2). It remains to prove that the
equality (a a ) = c uniquely denes the one-site equilibrium state G . It
follows from (a a ) = c (a a ) = c with , c G that S(0 |c ) = S(0 |)
and
(c a a + c a a ) 1 S(0 |) = P H1 (c ) P H1 (0) (6.38)
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
because of (6.36), see (2.1) for the denition of H1 (c). By Lemma 6.3, one obtains
for any self-adjoint A U1 that
P H1 (c )+A P H1 (c ) (A),
It follows immediately from the theorem above that pure states of solve the
gap equation:
Corollary 6.1 (Gap Equation for Pure Equilibrium States). For any , >
0 and , , h R, pure states from are precisely the product states c satisfying
1/2
the gap equation c (a(l), , a(l), ) = c for any l N and with c := r ei being
any maximizer of the rst variational problem given in Theorem 2.1.
e() + 1 S()
+ 2 Re{ei (a a )}. (6.40)
with the Hamiltonian HN,, dened in (3.1). Moreover, any weak -limits ,,
of local Gibbs states
Trace( eHN,, )
N,,() := (6.42)
Trace(eHN,, )
are equilibrium states (see the proof of Lemma 6.5 applied to HN,, ), i.e. the
state ,, belongs to the (non-empty) convex set ,, = ,, (, , , h) of
maximizers of (6.40) at xed 0 and [0, 2). In fact, one gets the following
statement, which implies Theorem 3.2.
1
N
1/2
lim lim N,,(a(l), a(l), ) = lim ,, (a(1), a(1), ) = r ei ,
0 N N 0
l=1
|z 1 ei |2 + p(z)
for any (0, 1) and M < suciently large. Consequently, if the parameters ,
, , , and h are such that the maximizer r (2.4) is unique, then the maximizer
c,, ei R of (6.44) is also unique as soon as > 0 is suciently small. Indeed
the map s p(s) is continuous on the compact interval [M, M ]. In particular,
from (6.45) there is a unique maximizer of (6.40), i.e.
,, = {c,, }. (6.46)
1/2
Moreover, c,, converges to r ei as 0. Therefore, it follows from (6.45)
that
1/2
lim c,, (a(l), a(l), ) = r ei (6.47)
0
for any l N.
By permutation invariance
1
N
N,, (a(l), a(l), ) = N,,(a(1), a(1), ).
N
l=1
(1) (2)
Now, let {Nj } and {Nj } be two subsequences in N such that
lim N (1) ,, (a(1), a(1), ) = lim sup N,, (a(1), a(1), ),
j j N
We can assume without loss of generality that N (2) and N (1) both converge with
j j
respect to the weak -topology as j . Since any weak -limits ,, of local
Gibbs states N,, (6.42) are equilibrium states (see again the proof of Lemma 6.5),
i.e. ,, ,, , the theorem then follows from (6.46) and (6.47). Indeed, for
any , > 0 and , , h R away from any critical point, the sequence N,,
of local Gibbs state converges towards ,, = c,, in the weak -topology as
soon as 0 is suciently small.
From Corollary 6.1 note that the expectation values of Cooper elds
(l) := a(l), a(l), + a(l), a(l),
(6.48)
(l) := i(a(l), a(l), a(l), a(l), )
are
c ((l) ) = 2 Re{c } and c ((l) ) = 2 Im{c } (6.49)
1/2
for any pure state c of and l N, where we recall that c := r ei is some
maximizer of the rst variational problem given in Theorem 2.1. In particular,
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
for any equilibrium state , and with r being the solution of (2.4).
On the other hand, the set of equilibrium states for xed parameters , > 0,
and , , h R is weak -compact. In particular, if is not extreme, the
function G (1, 2) is given, up to arbitrarily small errors, by convex sums of the
form
k
j G(j) (1, 2), 1 , . . . , k 0, 1 + + k = 1, (6.52)
j=1
where { (j) }j=1,...,k are extreme equilibrium states. Since any weak -limit of
local Gibbs states N (1.6) is an equilibrium state (see proof of Lemma 6.5), the
theorem is then a consequence of (6.51) and (6.52).
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
Since
1
N
N (a(l), a(l), a(m), a(m), )
N2
l,m=1
N (N 1)
= N (a(1), a(1), a(2), a(2), ) + O(N 1 ),
N2
Proof. Suppose rst that is pure. Then, from Corollary 6.1 it follows that
(n(l), + n(l), ) = c (n(l), + n(l), ),
1/2
with c = r ei for some [0, 2). Thus, by using the gauge invariance of the
map c p(c) we directly get
1/2
(n(l), + n(l), ) = p(, , , , h; c ) = p(, , , , h; r ) = d . (6.53)
At xed parameters , > 0, , , h R, recall that the set of equilibrium
states is weak -compact. In particular, if is not pure, it is the weak -limit
of convex combinations of pure states. Therefore, we obtain (6.53) for any .
Similarly one gets
(n(l), n(l), ) = m and (n(l), n(l), ) = w , (6.54)
for any equilibrium state and l N. Moreover, since any weak -limit
of local Gibbs states N (1.6) is an equilibrium state, i.e. , we therefore
deduce from (6.53) and (6.54), exactly as in the proof of Theorem 6.2, the existence
of the limits in the statements (i)(iii).
Observe that the weak -limit of local Gibbs states N (1.6) can
easily be performed, even at critical points, by using the decomposition theory for
states [32]:
Theorem 6.5 (Asymptotics of the Local Gibbs State N as N ).
1/2
Recall that for any [0, 2), c := r ei is a maximizer of the rst variational
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
problem given in Theorem 2.1, whereas the states c and are respectively dened
by (6.1) and (6.7). Take any , > 0, , , h R, and let N .
(i) Away from any critical point, the local Gibbs state N converges in the weak -
topology towards the equilibrium state
" 2
1
() = c ()d. (6.55)
2 0
(ii) For each weak limit point of local Gibbs states N with parameters
(N , N , N , N , hN ) converging to any critical point (, , , , h) S (2.7),
there is [0, 1] such that
" 2
() = (1 )0 () + c ()d.
2 0
= { : G }
be the set of all extreme states of , see (6.35) for the denition of the set G of one-
site equilibrium states. Observe that the closed convex hull of is precisely
and that is the image of the torus [0, 2) under the continuous map c ,
1/2
with c := r ei . This last map denes a homeomorphism between the torus and
. In particular, the set is compact and for each equilibrium state
there is a uniquely dened probability measure dm on the torus such that
" 2
(A) = c (A)dm
(), for all A U. (6.56)
0
See, e.g., [41, Proposition 1.2]. By U (1)-invariance of , for any n N one has
from (6.56) that
n " 2
# n/2
a(l), a(l), = r ein dm
() = 0.
l=1 0
more details, see Sec. 7. In both cases, we can use the same arguments as above. By
similar estimates as in the proof of Lemma 6.5 it immediately follows that all limit
points of the Gibbs states N with parameters (N , N , N , N , hN ) converging to
(, , , , h) S as N , belongs to = (, , , h). Since the set of all
U (1)-invariant equilibrium states from is { ( ) for any [0, 1]} with
" 2
() := (1 )0 () +
( )
c ()d, (6.57)
2 0
we obtain the second statement (ii).
for any l N and EU+ . In fact, in the superconducting phase the second
inequality of (6.60) is an equality for any . Indeed, (6.59) and Corollary 3.4
yield
(n(l), n(l), ) = (n(l), ) = (n(l), ), (6.61)
for any and l N. It shows that 100% of electrons form Cooper pairs in
superconducting ground states.
In the case where h = 0 with > ||,+|h| and | | = + |h|, the density
vector (d, m, w) dened by (6.58) and (6.59) is also unique as in the superconducting
phase. It equals (d , m , w ), see Corollaries 3.23.4. However, if h = 0 with
< ||, , or = ||,+|h| , or | | = + |h|, then the density vector
(d, m, w) belongs, in general, to a non-trivial convex set. In other words, there are
phase transitions involving to these densities. In particular, even in the case h = 0
where the Hamiltonian HN (1.2) is spin invariant, there are ground states breaking
the spin SU (2)-symmetry.
For instance, take , > 0 and parameters , such that | | < and <
||, . Then for any and l N, the electron density equals d = d = 1,
whereas the Coulomb correlation density is w = w = 0. In particular, the rst
inequality of (6.60) is an equality showing that 0% of electrons forms Cooper pairs.
But, even if the magnetic eld vanishes, i.e. h = 0, for any x (1, 1) there exists
a ground state (x) with magnetization density m = x (see (6.59) for the
denition of m).
Therefore, all the thermodynamics of the strong coupling BCS-Hubbard model
discussed in Secs. 3.13.5 is encoded in the notion of equilibrium and ground states
with (0, ]. However, there is still an important open question related
to the thermodynamics of this model. It concerns the problem of uctuations of
the Cooper pair condensate density (Theorem 3.1) or Cooper elds (l) and (l)
(6.48) as a function of the temperature. Unfortunately, no result in that direction
are known as soon as the thermodynamic limit is concerned. We prove however a
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
simple statement about uctuations of Cooper elds for pure states from in the
limit .
Theorem 6.6 (Fluctuations of Cooper Fields). Take , > 0 and real num-
bers , , h away from any critical point. Then, for any pure state c and
l N, the uctuations of Cooper elds (l) and (l) (6.48) are bounded by
Proof. Recall that properties of pure states are characterized in Corollary 6.1, i.e.
they are product states c with the one-site state c being dened in (6.1). In
1/2
particular, they satisfy (6.49). Now, to avoid triviality, assume that c := r ei =
0 and let f( ) be the function dened for any R by
f( ) := |c + |2 + p(c + ).
From this last equality combined with {2 p(c + )}| =0 2, we deduce the the-
orem for (l) . Moreover, from similar arguments using the function f( ) := f(i )
instead of f, the uctuations of the Cooper eld (l) are also bounded by 2 1 1 .
From Theorem 6.6, note that Cooper elds are c-numbers in the corresponding
GNS-representation [32] of pure ground states dened as weak -limits of pure equi-
librium states:
Proof. A pure equilibrium state is a product state (6.7) and any weak -limit of
product states in EUS,+ is also a product state. Thus, by Lemma 6.6, any ground state
dened as the weak -limit of pure equilibrium states is extreme in EUS,+
and hence extreme in . Clearly, for such ground state, (((l) )) = ((l) )IH
for any l N. Let := (l) ((l) ). From Theorem 6.6 combined with the
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
A2
3/2 [(
2 )]1/4 = 0.
From the cyclicity of , it follows that ((l) ) = ((l) )IH . The proof of
((l) ) = ((l) )IH is also performed in the same way. We omit the details.
(3) To get an intuitive idea of the behavior of the function f (r) (cf. Theorem 2.1),
we analyze the cardinality of the set S of strictly positive solutions of the gap
equation (2.5):
Lemma 7.1 (Cardinality of the Set S). If 6, the gap equation (2.5) has
at most one strictly positive solution, whereas it has, at most, two strictly positive
solutions when > 6.
Proof. From (7.1), any strictly positive maximizer r > 0 of (2.4) is solution of
the equation
h1 (gr ) = 0, with h1 (x) := sinh(x) e cosh(h) cosh(x). (7.2)
2x
This last equation is equivalent to the gap equation (2.5). For any x > 0, observe
that
x h1 (x) = cosh(x) + sinh(x) = 0 (7.3)
2x 2x2
if and only if
$
y
(2 1 1 )1/2 y = 1 =: C(y), y = x > 0. (7.4)
tanh(y)
The map y C(y) is strictly concave for y > 0, C(0) = 0, and y C(0) = (2/6)1/2 .
Therefore, if > 6 there is a unique strictly positive solution y% = %
x > 0 of (7.4),
and there is no strictly positive solution of (7.4) when < 6. Since h1 (0) could
be negative in some cases and h1 (x) diverges exponentially to as x , the
cardinality of set of strictly positive solutions of the gap equation (2.5) is at most
two if > 6, or at most one if 6.
Consequently, if the gap equation (2.5) has no solution, then f (r) is strictly
decreasing for any r 0. If the gap equation (2.5) has one unique solution r > 0,
the function f (r) is increasing until its (strictly positive) maximizer r > 0 and
decreasing next for r r . Finally, when there are two strictly positive solutions of
(2.5), the lower one must be one local minimum whereas the larger solution must
be a local maximum. In this case the function f (r) decreases for r 0 until its
local minimum, then increases until its local maximum, and nally decreases again
to diverge towards . Note that none of these cases can be excluded, i.e. they all
appear depending on , > 0 and , , h R. See Figs. 3 and 18.
(4) We study now the dependence of r > 0 with respect to variations of each
parameter. So, let us x the parameters {, , , , h}\{} with = , , , , or
h and consider the function (r, ) := r f (r, ) for r 0 and in the open set of
denition of f (r, ) = f (, , , , h; r), see (7.1). Recall that r > 0 is a solution
at = 0 of the gap equation (2.5), i.e. (r , 0 ) = 0.
Straightforward computations imply that
4
r2 f (r) = h2 (gr ), (7.5)
4gr2 (e cosh(h) + cosh(gr ))
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
f (r)
f (r) f (r)
1.16
2.15 1.38
1.15
1.37
1.36 1.14
2.10
1.35
1.13
2.05 1.34
1.12
1.33
Fig. 18. Illustrations of the function f (r) for r [0, 1/4] at (, , h) = (1, 2.6, 0) with inverse
temperatures = c 0.3 (orange line), = c (red line), = c + 0.5 (blue line), and with
coupling constants = 0 (left gure), = 0.45 (gure on the center) and = 0.575 (right gure).
Here c = c1 is the critical inverse temperature which, from left to right, equals 2.04, 3.46 and
6.35, respectively. (Color online.)
v If = , then of course r () := r .
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
or decreasing if
{ r f (r, 0 )}|r=r (0 ) < 0,
as soon as r > 0 is the unique maximizer of (2.4) with r (r , 0 ) = 0.
(5) By applying this last result respectively to 0 = > ||,+|h| (Corollary 3.1)
and 0 = h R, we obtain that r > 0 is an increasing function of > 0 and a
decreasing function of |h| because via (2.5) one has
{ r f (r, )}|r=r > 4 2 ( )2 0
at xed parameters (, , , h) and
2gr e sinh(h)
{h r f (r, h)}|r=r =
sinh(gr )
at xed (, , , ).
(6) If > ||,+|h| , for any xed (, , , h) the order parameter r > 0 is a
decreasing function of | | under the condition that e cosh(h) 1, as
2 ( )
{ r f (r, )}|r=r = h2 (gr ),
2gr2 (e cosh(h) + cosh(gr ))
cf. (7.6). If e cosh(h) > 1, the behavior of r > 0 is not anymore monotone as a
function of | | ( being xed), cf. Fig. 10.
The behavior of r as a function of or is also not clear in general. But, at
least as a function of the inverse temperature > 0, we can give simple sucient
conditions to get its monotonicity. Indeed, direct computations show that
cosh(gr )
{ r f (r, )}|r=r = ( + 2)gr ( + 2gr2 )
sinh(gr )
e sinh(h)
2hgr .
sinh(gr )
By combining this last equality with (2.5), we then get that
{ r f (r, )}|r=r 0 (7.7)
with r > 0 if and only if
( cosh(gr ) 2e cosh(h)( + h tanh(h)))
gr2 . (7.8)
4(cosh(gr ) + e cosh(h))
From (2.5) combined with tanh(x) < 1, we also have
2 cosh2 (gr )
gr2 < . (7.9)
4(cosh(gr ) + e cosh(h))2
Therefore, a sucient condition to satisfy the inequality (7.8) is obtained by bound-
ing the right-hand side of (7.9) with the r.h.s. of (7.8). From (2.5) this implies the
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
condition
gr ( + h tanh(h)) tanh(gr ),
under which r is an increasing function of > 0. This inequality is also equiva-
lent to
e cosh(h)
gr tanh(gr ) ( + h tanh(h)) .
2 cosh(gr )
In particular, by using again the gap equation (2.5), if
e cosh(h)
> 2( + h tanh(h)) 1 + ,
cosh(gr )
then r > 0 is an increasing function of > 0. Since tanh x 1, another sucient
condition to get (7.7) is +|h| gr . In particular, if < || and > ||,+|h|
with h suciently small, then r > 0 is again an increasing function of > 0.
Therefore, the domain of (, , , h) where r > 0 is proven to be an increasing
function of > 0 is rather large. Actually, from a huge number of numerical com-
putations, we conjecture that r > 0 is always an increasing function of > 0. In
other words, this conjecture implies that the condition expressed in Corollary 3.1 on
(, , , h) should be necessary to obtain a superconductor at a xed temperature.
(7) Observe that the order of the phase transition depends on the parameters. For
instance, assume 0, h = 0 and > ||, . Then, at any inverse temperature
> 0 it follows from (7.5) that f (r) is a strictly concave function of r > 0.
This property justies the existence and uniqueness of the inverse temperature c
solution of the equation
tanh(| |) 2 e
= 1+ ,
| | cosh(| |)
i.e. (2.5) for 0, h = 0 and r = 0. In particular, c is such that the Cooper pair
condensate density continuously goes from r = 0 for c to r > 0 for > c .
In this case the superconducting phase transition is of second order, cf. Fig. 3.
The appearance of a rst order phase transition at some xed (, , , h) is also
not surprising. Indeed, recall that the function f (r) may have a local minimum
and a local maximum, see discussions below Lemma 7.1. For instance, assume now
= > 0, h = 0 and 4 = 0, < 6. Then, from (7.1) for r = 0,
r f (0) = (e + 1) .
e +1 2
Since by explicit computations
ex + 1
min > 3,
x>0 x
it follows that r f (0) < 0 for any > 0 whenever = > 0, h = 0 and 0 < 6.
Therefore, as soon as there is a superconducting phase transition, for instance if
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
w(r) := r + gr .
In particular, the order parameter r converges towards the unique maximizer rmax
(2.6) of the function w(r) for r 0, i.e.
rmin := 2 (( + |h|)2
2 ) 0. (7.12)
| + |h| and 2( + |h|), then rmin rmax , cf. (2.6) and (7.12). In
Now, if |
this regime, straightforward computations show that
| + |h|.
for any 2( + |h|) and real numbers , , h satisfying |
| + |h| and > 2( + |h|), then rmin < rmax . In particular
However, if |
one gets
1
|h| sup w(r) = |h| w(rmax ) = (
| |,+|h| )( | |,+|h| ),
(7.17)
rrmin 4
with x,y 2y dened for any x R+ and y R in Corollary 3.1 and
| |,+|h| := 2( + |h| ( + |h|)2
2 ) 2|
|.
In particular,
sup w(r) = w(rmax ) > |h|, (7.18)
rrmin
w For instance, for special choices of parameters one could check that r (r , 0 )
= 0, see Sec. 7.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
Theorems 3.1, 3.2, 3.43.7 done in Sec. 6.2 could also be performed without our
notion of equilibrium states by using Griths arguments [2931], which are based
on convexity properties of the pressure. We explain it shortly and we conclude by
a discussion of an alternative proof of Theorem 3.2.
Remark A.1. Our method gives access to all correlation functions at once (cf. The-
orem 6.5). It is generalized in [18] to all translation invariant Fermi systems. How-
ever, computing all correlation functions with Griths arguments [2931] requires
the dierentiability of the pressure with respect to any perturbation as well as the
computation of its corresponding derivative. This is generally a very hard task, for
instance for correlation functions involving many lattice points.
(1) Take self-adjoint operators PN acting on the fermionic Fock space and assume
the existence of the (innite volume) grand-canonical pressure
p (, , , , h) := lim pN, (, , , , h)
N
for any xed in a neighborhood V of 0. In this case, observe that the nite volume
pressure
1
pN, (, , , , h) := ln Trace(e(HN PN ) )
N
is convex as a function of V and
pN,0 = N 1 N (PN ).
Consequently, the point-wise convergence of the function pN, towards p implies
that
lim inf lim pN, lim p and lim sup lim+ pN, lim+ p ,
N 0 0 N 0 0
(A.1)
see Griths lemma [30, 31] or [29, Appendix C]. In particular, one gets
lim { pN,0 } = lim {N 1 N (PN )} = p=0 , (A.2)
N N
Theorem 3.1. Meanwhile, Theorems 3.43.7 could have been deduced in the same
way from (A.2) combined with explicit computations using (2.5).
(3) A direct proof of Theorem 3.2 using Griths arguments is more delicate. One
uses similar arguments as in [29, 42]. We give them for the interested reader.
For any [0, 2), rst recall that the pressure p, associated with HN,,
(3.1) in the thermodynamic limit is given by (6.41), which equals (6.43). Addition-
ally, if the parameters , , , , and h are such that (2.4) has a unique maximizer
r , then the variational problem (6.43) has a unique maximizer c,, ei R for
1/2
> 0 suciently small, and c,, converges to r ei as 0, see proof of
Theorem 6.2.
Now, let us denote by
NN := (nx, + nx, )
xN
for any lattice site labelled by x N , where [A, B] := AB BA. Therefore the
i
unitary operator U := e 2 NN realizes a global gauge transformation because one
deduces from (A.3) that
i i
U ax, U = e 2 ax, and U ax, U = e 2 ax, . (A.4)
U HN,, U = HN,,0 .
with respect to the Hamiltonian HN,,0 (see, e.g., [25, 29, 42]), one gets that
0 ([NN , HN,,0 ], [NN , HN,,0 ])HN,,0
= N,,0 ([NN , [HN,,0 , NN ]]) = N,,0 (BN + BN ). (A.7)
Then, under the assumption that p,0 is dierentiable at = 0 away from any
critical point, the equations (A.2), with
PN = BN + BN
for any > 0 suciently small and with c () dened for any c C by (6.1).
Returning back to the original Hamiltonian HN,, (3.1) for any [0, 2), we
conclude from (A.5) combined with the last equalities that
1 ei
lim N,,(ax, ax, ) = c (a a + a a ).
N N 2 ,,0
xN
Therefore, by taking the limit 0, Theorem 3.2 would follow if one additionally
checks that p,0 is dierentiable at = 0 away from any critical point.
Acknowledgments
We are very grateful to Volker Bach and Jakob Yngvason for their hospitality at
the Erwin Schr odinger International Institute for Mathematical Physics, at the
Physics University of Vienna, and at the Institute of Mathematics of the Johannes
GutenbergUniversity that allowed us to work on dierent aspects of the present
paper. We also thank N. S. Tonchev and V. A. Zagrebnov for giving us relevant
references, as well as the referee for having helped us to improve the paper. Addition-
ally, J.-B. B. especially thanks the mathematical physics group of the Department
of Physics of the University of Vienna for the very nice working environment.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
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April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395
We study the spectra of quantum graphs with the method of trace identities (sum rules),
which are used to derive inequalities of LiebThirring, PayneP olyaWeinberger, and
Yang types, among others. We show that the sharp constants of these inequalities and
even their forms depend on the topology of the graph. Conditions are identified under
which the sharp constants are the same as for the classical inequalities. In particular, this
is true in the case of trees. We also provide some counterexamples where the classical
form of the inequalities is false.
Mathematics Subject Classification 2010: 81Q35, 34L15, 34L40, 81Q20, 47E05, 47A75
1. Introduction
This article is focused on inequalities for the means, moments, and ratios of eigenval-
ues of quantum graphs. A quantum graph is a metric graph with one- dimensional
Schr
odinger operators acting on the edges and appropriate boundary conditions
imposed at the vertices and at the nite external ends, if any. Here we shall dene
the Hamiltonian H on a quantum graph as the minimal (Friedrichs) self-adjoint
extension of the quadratic form
Cc E() := | |2 ds, (1.1)
which leads to vanishing Dirichlet boundary conditions at the ends of exterior edges
and to the conditions at each vertex vk that is continuous and moreover
(0+ ) = 0, (1.2)
j
xkj
305
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
where the sum runs over all edges emanating from vk , and xkj designates the
distance from vk along the jth edge. (Edges connecting vk to itself are accounted
twice.) In the literature, these vertex conditions are usually known as Kirchho or
Neumann conditions. Other vertex conditions are possible, and are amenable to our
methods with some complications, but they will not be considered in this article.
For details about the denition of H, we refer to [15].
Quantum mechanics on graphs has a long history in physics and physical chem-
istry [21, 24], but recent progress in experimental solid state physics has renewed
attention on them as idealized models for thin domains. While the problem of quan-
tum systems in high dimensions has to be solved numerically, since quantum graphs
are locally one-dimensional their spectra can often be determined explicitly. A large
literature on the subject has arisen, for which we refer to the bibliography given
in [3, 7].
The subject of inequalities for means, moments, and ratios of eigenvalues is
rather well developed for Laplacians on domains and for Schr odinger operators,
and it is our aim to determine the extent to which analogous theorems apply to
quantum graphs. For example, when there is a potential energy V (x) in appropriate
function spaces, LiebThirring inequalities provide an upper bound for the moments
odinger operator H() = 2 +V (x)
of the negative eigenvalues Ej () of the Schr
2 d
in L (R ), > 0, of the form
d/2
(Ej ()) L,d
(V (x))+d/2 dx (1.3)
Ej ()<0 Rd
inequalities, which have led to common proofs based on sum rules [812, 25]. More
precisely, some sharp LiebThirring inequalities and some universal inequalities of
the PPW family can be viewed as corollaries of a Yang-type inequality like (2.5)
below, which in turn follows from a sum-rule identity.
In one dimension, a domain is merely an interval and the spectrum of the Dirich-
let Laplacian is a familiar elementary calculation, for which the question of universal
bounds is trivial. A quantum graph, however, has a spectrum that responds in com-
plex ways to its connectedness; if the total length is nite and appropriate boundary
conditions are imposed at exterior vertices, then the spectrum is discrete, and ques-
tions about counting functions, moments, etc. and their relation to the topology of
the graph become interesting, even in the absence of a potential energy. Below we
shall prove several inequalities for the spectra of nite quantum graphs, with the
aid of the same trace identities we use to derive LiebThirring inequalities.
For LiebThirring inequalities on quantum graphs, the essential question is
whether a form of (1.3) holds with the sharp constant for d = 1, or whether the
connectedness of the graph can change the state of aairs. In [6], Ekholm, Frank
and Kovark proved LiebThirring inequalities for Schr odinger operators on regular
metric trees for any 1/2, but without sharp constants. We shall show below
that trees enjoy a LiebThirring inequality with the sharp constant when 2,
but that this circumstance depends on the topology of the graph.
We begin with some simple explicit examples showing that neither the expected
LiebThirring inequality nor the analogous universal inequalities for nite quantum
graphs without potential hold in complete generality. As it will be convenient to
have a uniform way of describing examples, we shall let xij denote the distance
from vertex vi along the jth edge j emanating from vi . We note that every edge
corresponds to two distinct coordinates xij = L xi j where L is the length of
the edge, and that a homoclinic loop from a vertex vi to itself is accounted as
two edges.
d2
For the operator dx 2 on an interval, with vanishing Dirichlet boundary condi-
1
2
v1
Example 1.1 (Violation of the Analogue of PPW). Let us begin with the
case of a balloon graph with L < , and assume that there is no potential. We set
d2
= 1. Thus H locally has the form dx 2 with Dirichlet condition at the end of
for a positive integer j. The corresponding fundamental ratio of the lowest two
eigenvalues becomes
2
1
arctan
E2 2
=
=
16.8453.
E1 1
arctan
2
(We spare the reader the direct calculation showing that the critical value of the
ratio occurs precisely at L = , establishing this value as the maximum among all
simple balloons.)
2
1 1
j arctan
N
for all positive integers j. Odd parity, when combined with continuity, forces the
eigenfunctions to vanish at the nodes, and thus leads to eigenvalues of the form
j 2 , for positive integers j. The fundamental ratio E2 /E1 for this example can be
seen to be
2
1
arctan N
1 ,
arctan
N
which is roughly 2 N for large N .
Remarks. (1) With no external edges, the lowest eigenvalue of a quantum graph
is E1 = 0, so one might intuitively argue that for a graph with a large and
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
complex interior part the eect of an exterior edge with a boundary condition
is small. The theorems and examples given below, however, point towards a
more nuanced intuition.
(2) Another instructive example is the bunch-of-balloons graph, with many non-
intersecting loops attached to the string at v1 . We leave the details to the
interested reader.
1
tanh(a) = . (1.5)
2
Denoting the ratio
|E1 |
Q(, V ) := ,
|V (x)|+1/2 dx
we compute
a3
Q(3/2, V ) =
4a4
2 4 dx
0 cosh (ax )
a
1
1
= 8 dy
0 cosh4 (y)
1
8
= tanh(a)(2 + sech2 (a)) .
3
3 3
Q(3/2, V ) = > = Lcl
3/2,1 . (1.6)
11 16
Note that the ratio Q(3/2, V ) is independent of the length of the loop, as expected
because any length L can be achieved by a change of scale.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
The ratio Q(, V ) can also be calculated explicitly for the case = 2. In this
case
1
3 3 1
Q(2, V ) = 27/2 arctan(tanh(a/2)) + sech(a) + sech3 (a)
4 16 8
8
0.2009 > Lcl
= 2,1 = =
0.1697.
15
d2
H() = + V (x) in L2 (), > 0,
dx2
with the usual conditions (1.2) at each vertex vi . In particular, if any leaves (i.e.
edges with one free end) are of nite length, vanishing Dirichlet boundary conditions
are imposed at their ends. Without loss of generality we may assume that V C0
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
for the operator H(). Under this assumption, for any > 0, H() has at most a
nite number of negative eigenvalues. We denote negative eigenvalues of H() by
Ej () corresponding to the normalized eigenfunctions j .
We shall be able to derive inequalities of the standard one-dimensional type
when it is possible to choose G to be multiplication by the arclength along some
distinguished subsets of the graph. This depends on the following:
Suppose that = m m with (G )2 = am on m . If the spectrum has nonempty
essential spectrum, assume that z inf ess (H). Then
(z Ej )2+ am
m j
2 4(z Ej )+ am
m j
2 0. (2.4)
j,m
We observe that m = 1 am = 0.
Proof. The formula (2.4) is a direct application of (2.2), when we note that, locally,
[H, G] = 2G dxdkj G and [G, [H, G]] = 2(G )2 . (A factor of 2 has been divided
out.) The reason for the condition (2.3) is that Gj must be in the domain of
denition of H, which requires that at each vertex,
Gj
0= (0+ )
j
xkj
j G
=G (0+ ) + j (0+ )
j
xkj j
xkj
G
= j (0+ ).
j
xkj
If we are so fortunate that (G )2 is the same constant on every edge, then (2.4)
reduces to the quadratic inequality
(z Ej )2+ 4(z Ej )+
j
2 0, (2.5)
j
familiar from [8, 9, 11, 12, 25], where it was shown that it implies universal spec-
tral bounds for Laplacians and LiebThirring inequalities for Schr odinger opera-
tors in routine ways. Equation (2.5) can be considered as a Yang-type inequality,
after [30].
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
d
Ej () = j , j =
j
2 .
d
Setting z = 0, (2.5) reads
d
(Ej ())2 + 22 (Ej ())2 0.
d
Ej ()<0 Ej ()<0
This means that 1/2 Ej ()<0 (Ej ())2 is monotone decreasing in . Hence, by
Weyls asymptotics (see [4, 28]),
1/2 (Ej ())2 lim 1/2 (Ej ())2 = Lcl
2,1 (V (x))2+1/2 dx.
0+
Ej ()<0 Ej ()<0
Remark 2.2. Strictly speaking the FeynmanHellman theorem only holds for non-
degenerate eigenvalues. In the case of degenerate eigenvalues, one has to take the
right basis in the corresponding degeneracy space and to change the numbering if
necessary, see, e.g., [26].
The balloon counterexamples given above might lead one to think that the
existence of cycles poses a barrier for a quantum graph to have an inequality of the
form (2.5). Consider, however the following example.
Example 2.3 (Hash Graphs). Let be a planar graph consisting of (or metri-
cally isomorphic to) the union of a closed family of vertical lines and line segments
Fv and a closed family of horizontal lines and line segments Fh . We assume that
for some > 0 the distance between any two lines or line segments in Fv is at
least , and that the same is true of Fh . (The assumption on the spacing of the
lines allows an unproblematic denition of the vertex conditions (1.2).) We impose
Dirichlet boundary conditions at any ends of nite line segments. We also suppose a
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
crossing condition, that there are no vertices touching exactly three edges. (That
is, no line segment from Fv has an end point in Fh and vice versa.)
Regarding the graph as a subset of the xy-plane, we let G(x, y) = x + y. It
is immediate from the crossing condition that G satises (2.3). Furthermore, the
derivative of G along every edge is 1, and therefore the quadratic inequality (2.5)
holds.
will still lead to universal spectral bounds that may be useful. We speculate about
this circumstance below.
then obviously G(J ) D(H ()) holds, and with Lemma 2.1 we get
(z Ej )2+ (
2 j
2 +
3 j
2 )
j
4(z Ej )+ (
2 j
2 +
3 j
2 ) 0. (2.7)
As 1 does not contribute to this inequality, we cyclically permute the zero part
of G, i.e. we next choose G2 (x), such that g2 = 0, g1 = x11 and g3 = x13 , and
nally G3 (x), such that g3 = 0, g1 = x11 and g2 = x12 . These give us two further
inequalities analogous to (2.7). Summing all three inequalities, and noting that on
3
every edge, =1 am = 2, we nally obtain
2(z Ej )2+ 8(z Ej )+
j
2 0, (2.8)
j
We next extend the averaging argument to prove (2.5) for arbitrary metric trees.
A metric tree consists of a set of vertices, a set of leaves and a set of edges, i.e.
segments of the real axis, which connect the vertices, such that there is exactly
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
one path connecting any two vertices. It is common in graph theory to distinguish
between edges and leaves; a leaf is joined to a vertex at only one of its endpoints,
i.e. there is a free end, at which we shall set Dirichlet boundary conditions. (When
the distinction is not material we shall refer to both edges and leaves as edges. It is
also common to regard one free end as the distinguished root r of the tree, but
for our purposes all free ends of the graph have the same status.) We denote the
vertices by vi , i = 1, . . . , n. The edges including leaves will be denoted by e. We
shall explicitly write lj for leaves when the distinction matters.
Theorem 2.5. For any tree graph with a finite number of vertices and edges, the
mapping
1/2 (Ej ())2
Ej ()<0
Remark 2.6. By the monotonicity principle of Aizenman and Lieb (see [1]),
Theorem 2.5 is also true with the sharp constant for higher moments of eigen-
values. Alternatively, the extension to higher values of can be obtained directly
from the trace inequality of [10] for power functions with > 2. Furthermore,
Theorem 2.5 can be extended by a density argument to potentials V L+1/2 ().
To prepare the proof of Theorem 2.5, we rst formulate some auxiliary results.
[ n1
2 ]
[ n
2 ]1
n1 n1
= . (2.9)
2k 2k + 1
k=0 k=0
Definition 2.8. Let E be the set of all edges e . We call the mapping C : E
{0, 1} a coloring and say that C is an admissible coloring if at each vertex v the
number
the number of all admissible mappings C A(n ), such that C(e) = 1 for e n .
Then
Proof. We shall prove (2.10) by induction over the number of vertices of . The
case with one vertex v1 is trivial because of the symmetry of the graph. Given a
metric tree n with n vertices, we can decompose it as follows. n consists of a
metric tree n1 with n 1 vertices to which m 1 leaves lj , j = 2, . . . , m, are
attached to the free end of a leaf l1 n1 . We call the vertex at which the leaves
lj , j = 1, . . . , m, are joined vn . Hence,
m
n := n1 vn lj .
j=2
Now, we have to show that a(e, n) is independent of e n . Note rst that for
m
each xed leaf lj of the subgraph = vn j=1 lj , we have
[m
2 ]1
m1
1 := #{C A( ) : C(lj ) = 1, lj } = (2.13)
2k + 1
k=0
and
2 ]
[ m1
m1
0 := #{C A( ) : C(lj ) = 0, lj } = . (2.14)
2k
k=0
Hence, for arbitrary neighboring edges e , e n1 the following equality holds,
and, respectively,
a(e , n) = 1 #{C A(n1 ) : C(e ) = 1 C(l1 ) = 1}
+ 0 #{C A(n1 ) : C(e ) = 1 C(l1 ) = 0}. (2.16)
By Lemma 2.7, := 0 = 1 . Therefore, with (2.12) the equalities (2.15) and (2.16)
read
a(e , n) = a(e , n 1),
a(e , n) = a(e , n 1).
Furthermore, by the induction hypothesis,
a(e , n 1) = a(e , n 1),
from which it immediately follows that
a(e , n) = a(e , n 1) = a(e , n 1) = a(e , n).
This proves Theorem 2.9.
where p := am = #{C A() : C(e) = 1} and we have used the normal-
ization
j
= 1. Having the anologue of inequality (2.5) for metric trees, we can
reformulate the monotonicity argument for our case. This proves Theorem 2.5.
Remark 2.10. The proof applies equally to metric trees with leaves of innite
lengths.
d2
H() = + V (x), > 0,
dx2
in L2 () with the usual conditions (1.2) at each vertex vi of . The leaves are
denoted by 1 := [0, ) and 2 := [0, ), while we write 3 and 4 for the
semicircles with lengths L. Let j be the eigenfunctions of H() corresponding to
the eigenvalues Ej ().
is nonincreasing. Furthermore, for all z R and all > 0 the following sharp
LiebThirring inequality holds:
2+1/2
3
R2 (z, ) 1/2 Lcl
2,1 V (x) z + q 2 dx, (2.20)
16
where
R2 (z, ) := (z Ej ())2+ .
Ej ()<z
For the proof of Theorem 2.11, we make use of a theorem of Harrell and
Stubbe:
1
(z Ej )2 ([G , [H, G]]j , j + [G, [H, G ]]j , j )
2
Ej J
(z Ej )(
[H, G]j
2 +
[H, G ]j
2 ). (2.21)
Ej J
Remark 2.14. Strictly speaking, in [10] it was assumed that the spectrum was
purely discrete. However, the extension to the case where continuous spectrum is
allowed in J c follows exactly as in [11, Theorem 2.1].
Proof of Theorem 2.11. In this case, it is not possible to get a quadratic inequality
from Lemma 2.1 without worsening the constants. This follows from the fact that
the conditions 3 (0) = 4 (0) and 3 (L) = 4 (L) imply that the piecewise linear
function G has to be dened equally on 3 and 4 . Consequently, the condition (1.2)
can be satised only with dierent values of am as in (2.6), namely a1 = a2 = 4a3 =
4a4 . Our proof of Theorem 2.11 consists of three steps. First, we apply Lemma 2.1,
after which we apply Theorem 2.13. Finally we combine both results and apply the
line of argument given in [10].
we obtain
4 (z Ej ())2+ p12 (j) 4 (z Ej ())+ p12 (j)
Ej ()<0 Ej ()<0
+ (z Ej ())2+ p34 (j) 4 (z Ej ())+ p34 (j) 0, (2.22)
Ej ()<0 Ej ()<0
It is easy to see that Gj D(H ). With q := 2/L, the rst commutators work
out to be
[Hj , gj ] = 0, j = 1, 2,
d 3
2 R2 (z, ) + 2 R2 (z, ) q 2 (z Ej )p34 (j), (2.25)
d 2
Ej J
or
d 3
2R2 (z, ) + 4 R2 (z, ) q 2 R1 0, (2.26)
d 2
which is equivalent to
3q 2 1/2
(1/2 R2 (z, )) R1 (z, ). (2.27)
8
U 3 2 U
q . (2.28)
16 z
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
3 2
Since the expression in (2.20) can be written as U (z 16 q , ), an application of the
chain rule shows that the monotonicity claimed in (2.20) follows from (2.28). (We
note that (2.28) can be solved by changing to characteristic variables := 16z 3q2 ,
16z
:= + 3q2 , in terms of which
U
0. (2.29)
3
U (z, ) U z + q 2 ( s ), s (2.30)
16
2+1/2
3 2
Lcl
2,1 V (x) z + q dx,
16
To summarize, in this section we have seen that for some classes of quantum
graphs a quadratic inequality (2.5) can be proved with the classical constants, and
that for some other classes of graphs similar statements can be proved at the price
of worse constants as in (2.6), or of a shift in the zero-point energy as in (2.20).
It is reasonable to ask whether one can look at the connectness of a graph and
say whether a weak Yang-type inequality (2.6) can be proved. As we have seen, this
is the case if there exists a family of continuous functions G on the graph such that
For each edge e there exists at least one function G with G = 0.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
a subgraph that can be disconnected from all leaves by the removal of one point
(such as a balloon graph or a graph shaped like the letter ); or
a subgraph that when disconnected from the graph by cutting two edges is a
generalized Wheatstone bridge,
then an inequality of the form (2.6) holds. Otherwise the best that can be
obtained may be a modied quadratic inequality with a variable shift, as in
Theorem 2.11.
d2
HD := 2 in L2 (),
dx D
with the conditions (1.2) at each vertex vi . At the ends of the leaves, vanishing
Dirichlet boundary conditions are imposed. We recall that with the methods of [9,
12] these are consequences of the same quadratic inequality (2.5) as was used above
to prove LiebThirring inequalities. When the total length of the graph is nite,
the operator HD on D(HD ) has a positive discrete spectrum {Ej } j=1 , allowing us
to dene the Riesz mean of order ,
R (z) := (z Ej )+ (3.1)
j
Theorem 3.1. Let be a metric tree of finite length and with finitely many edges
and vertices, and let HD be the Dirichlet Laplacian in L2 () with domain D(HD ).
Then for z > 0,
5
R1 (z) R2 (z); (3.2)
4z
5
R2 (z) R2 (z); (3.3)
2z
and consequently
R2 (z)
z 5/2
is a nondecreasing function of z.
Proof. The claims are vacuous for z E1 , so we henceforth assume z > E1 . The
line of reasoning of the proof of Theorem 2.5 applies just as well to the operator
HD on D(HD ), yielding
(z Ej )2+ 4(z Ej )+
j
2 0. (3.4)
j
This proves (3.2). Inequality (3.3) follows from (3.2), as R2 (z) = 2R1 (z).
As R2 (z0 ) (z0 E1 )2+ for any z0 > E1 , it follows from (3.5) that
5/2
z
R2 (z) (z0 E1 )2+ .
z0
(z0 E1 )2+
The coecient 5/2 is maximized when z0 = 5E1 . Thus we get
z0
5/2
1/2 z
16E1 R2 (z).
5
For metric trees with total length ||, the Weyl law states that
En
lim = , (3.6)
n n ||
(see [16]). It follows that
R2 (z)
Lcl
2,1 ||,
z 5/2
R2 (z)
as z . Since z 5/2
is nondecreasing, we get
R2 (z)
Lcl
2,1 ||, z < .
z 5/2
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
In summary, we get from Theorem 3.1 and Corollary 3.2 the following two-sided
estimate:
3/2
1/2 z 5
4E1 R2 (z) R1 (z). (3.7)
5 4z
In order to obtain similar estimates, related to higher eigenvalues, we introduce
the notation
1
Ej := E
j
j
for the means of eigenvalues E ; similarly, the means of the squared eigenvalues are
denoted
1 2
Ej2 := E .
j
j
For a given z, we let ind(z) be the greatest integer i such that Ei z. Then
obviously,
R2 (z) = ind(z)(z 2 2zEind(z) + Eind(z)
2 ).
As for any integer j and all z Ej , ind(z) j, we get
R2 (z) D(z, j) := j(z 2 2zEj + Ej2 ).
Using Theorem 3.1 for z zj Ej , it follows that
5/2
z
R2 (z) D(zj , j) . (3.8)
zj
2
Furthermore, Ej Ej2 by the CauchySchwarz inequality, and hence
2
D(z, j) = j((z Ej )2 + Ej2 Ej ) j(z Ej )2 . (3.9)
This establishes the following
Inserting zj = 5Ej the rst statement follows. (This choice of zj maximizes the
constant appearing in (3.10).) The second statement results from substituting the
rst statement into (3.7).
The Legendre transform is an eective tool for converting bounds on R (z) into
bounds on the spectrum, as has been realized previously, e.g., in [17]. Recall that if
f (z) is a convex function on R+ that is superlinear in z as z +, its Legendre
transform
w3 125
(w [w])E[w]+1 + [w]E[w] Ej , (3.12)
j 2 108
for certain values of w and j. In Corollary 3.3 it is supposed that z 5Ej . Let zmax
be the value for which L[f ](w) = wzmax f (zmax ), where f is the right-hand side
of (3.11). Then by an elementary calculation,
1/2
6j zmax
w= .
5 5Ej
It follows that inequality (3.12) is valid for w 6j/5. Meanwhile, for any w we can
always nd an integer k such that on the left-hand side of (3.12), k 1 w < k.
If k > 6j/5 and if we let approach k from below, we obtain from (3.12)
k 3 125
Ek + (k 1)Ek1 Ej .
j 2 108
The left-hand side of this equation is the sum of the eigenvalues E1 through Ek , so
we get the following:
Corollary 3.4. For k 65 j, the means of the eigenvalues of the Dirichlet Laplacian
on an arbitrary metric tree with finitely many edges and vertices satisfy a universal
Weyl-type bound,
2
Ek 125 k
. (3.13)
Ej 108 j
In [10] it was shown that a similar inequality with a dierent constant can
be proved for all k j in the context of the Dirichlet Laplacian on Euclidian
domains. The very same argument applies to quantum graphs with V = 0. With
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
j
Pj (z) := (z E )(z 5E ) 0 (3.14)
=1
for z [Ej , Ej+1 ] (cf. [10, Eq. (4.6)]). From (3.2) and (3.5) for z z0 Ej ,
5 5 5/2
j
R1 (z) R2 (z) z 3/2 z0 (z0 Ej )2 . (3.15)
4z 4
=1
where Dj is the discriminant of Pj . The inequality in (3.16) results from the Cauchy
Schwarz inequality as in [10, 12]. Because Pj (z0 ) = 0,
j
j
j
0= (z0 E )(z0 5E ) = 5 (z0 E )2 4z0 (z0 E ),
=1 =1 =1
so (3.15) reads
3/2
j
3/2
z z
R1 (z) (z0 E ) = j(z0 Ej ).
z0 z0
=1
2 1/2 3/2
R1 (z) jz0 z . (3.17)
3
z0 3
kEk k , (3.18)
3j 2
Remark 3.6. Relaxing the assumption to k j comes at the price of making the
constant on the right-hand side larger. It would be possible to interpolate between
(3.19) and (3.13) for k [j, 6j/5] with a slightly better inequality.
Acknowledgment
The authors are grateful to several people for useful comments, including Rupert
L. Frank, Lot Hermi, Thomas Morley, Joachim Stubbe, and Timo Weidl, and to
Michael Music for calculations and insights generated by them. We also wish to
express our appreciation to the Mathematisches Forschungsinstitut Oberwolfach
for hosting a workshop in February 2009, where this collaboration began, and to
the Erwin Schrodinger Institut for hospitality.
References
[1] M. Aizenman and E. H. Lieb, On semiclassical bounds for eigenvalues of Schr odinger
operators, Phys. Lett. A 66(6) (1978) 427429.
[2] M. S. Ashbaugh, The universal eigenvalue bounds of PayneP olyaWeinberger, Hile
Protter, and H. C. Yang, Spectral and Inverse Spectral Theory (Goa, 2000), Proc.
Indian Acad. Sci. Math. Sci. 112 (2002) 330.
[3] G. Berkolaiko, R. Carlson, S. A. Fulling and P. Kuchment (eds.), Quantum Graphs
and Their Applications, Contemporary Mathematics, Vol. 415 (American Mathemat-
ical Society, 2006).
[4] M. Sh. Birman, The spectrum of singular boundary problems, Amer. Math. Soc.
Trans. (2) 53 (1966) 2380.
[5] M. Cwikel, Weak type estimates for singular values and the number of bound states
odinger operators, Ann. Math. (2) 106(1) (1977) 93100.
of Schr
[6] T. Ekholm, R. L. Frank and H. Kovark, Eigenvalue estimates for Schr odinger oper-
ators on metric trees, arXiv:0710.5500.
[7] P. Exner, J. P. Keating, P. Kuchment, T. Sunada and A. Teplyaev (eds.), Analysis on
Graphs and Its Applications, Proceedings of Symposia in Pure Mathematics, Vol. 77
(American Mathematical Society, Providence, RI, 2008); Papers from the program
held in Cambridge, January 8June 29 (2007).
[8] E. M. Harrell, II and L. Hermi, On Riesz means of eigenvalues, arXiv:0712.4088.
[9] E. M. Harrell, II and L. Hermi, Dierential inequalities for Riesz means and Weyl-
type bounds for eigenvalues, J. Funct. Anal. 254(12) (2008) 31733191.
[10] E. M. Harrell, II and J. Stubbe, Trace identities for commutators with applications
to the distribution of eigenvalues, arXiv:0903:0563v1.
[11] E. M. Harrell, II and J. Stubbe, Universal bounds and semiclassical estimates for
eigenvalues of abstract Schrodinger operators, arXiv:0808.1133.
[12] E. M. Harrell, II and J. Stubbe, On trace identities and universal eigenvalue estimates
for some partial dierential operators, Trans. Amer. Math. Soc. 349(5) (1997) 1797
1809.
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00396
Universit`
a di Roma 2 Tor Vergata,
00133 Roma, Italy
Institut f
ur Theoretische Physik, Universit
at G
ottingen,
Friedrich-Hund-Platz 1, 37077 G ottingen, Germany
Courant Centre Higher Order Structures in Mathematics,
Universit
at G
ottingen, Bunsenstr. 3-5,
37073 G
ottingen, Germany
longo@mat.uniroma2.it
martinetti@theorie.physik.uni-goettingen.de
rehren@theorie.physik.uni-goettingen.de
In suitable states, the modular group of local algebras associated with unions of disjoint
intervals in chiral conformal quantum eld theory acts geometrically. We translate this
result into the setting of boundary conformal QFT and interpret it as a relation between
temperature and acceleration. We also discuss novel aspects (mixing and charge
splitting) of geometric modular action for unions of disjoint intervals in the vacuum
state.
1. Introduction
Geometric modular action is a most remarkable feature of quantum eld theory [2],
emerging from the combination of the basic principles: unitarity, locality, covariance
and positive energy [1]. It associates thermal properties with localization [17, 30],
and is intimately related to the Unruh eect [34] and Hawking radiation [31]. It
allows for a reconstruction of space and time along with their symmetries [7], and for
a construction of full-edged quantum eld theories [23, 16] out of purely algebraic
data together with a Hilbert space vector (the vacuum).
331
14:17 WSPC/S0129-055X 148-RMP J070-00397
The modular group [32, Chap. VI, Theorem 1.19] is an intrinsic group of auto-
morphisms of a von Neumann algebra M , associated with a cyclic and separating
vector , provided by the theory of Tomita and Takesaki [17, 32]. In quantum
eld theory, M may be the algebra of observables localized in a wedge region
{x R4 : x1 > |x0 |} and = the vacuum state. In this situation it follows [1]
that the associated modular group is the 1-parameter group of Lorentz boosts in
the 1-direction, which preserves the wedge, i.e. it has a geometric action on the
subalgebras of observables localized in subregions of the wedge.
Geometric modular action was also established for the algebras of observables
localized in lightcones or double cones in the vacuum state in conformally invariant
QFT [5, 16], and for interval algebras in chiral conformal QFT [4]. It is known,
however, that the modular group of the vacuum state is not geometric (fuzzy)
for double cone algebras in massive QFT (see, e.g., [2,29]), and the same is true for
the modular group of wedge algebras or conformal double cone algebras in thermal
states [3]. In this contribution, we shall be interested in modular groups for algebras
associated with disconnected regions (such as unions of disjoint intervals in chiral
conformal QFT).
Our starting point is the observation [21] that in chiral conformal QFT (the
precise assumptions will be specied below), for any nite number n of disjoint
intervals Ii on the circle one can nd product states (not the vacuum if n > 1) on
the algebras A( i Ii ) = i A(Ii ) whose modular groups act geometrically inside
the intervals.
For n = 2, let E = I1 I2 and E = S 1 \E the complement of the closure of
E. By locality, A(E) A(E ) , where the inclusion is in general proper. The larger
algebra A(E ) admits the physical re-interpretation as a double cone algebra B+ (O)
in boundary conformal QFT [25] as will be explained in Sec. 2.2.
The above state on A(E) can be extended to a state on B+ (O) = A(E ) such
that the geometric modular action is preserved. We shall compute the geomet-
ds
ric ow in the double cone O in Sec. 2. Adopting the interpretation of d as
inverse temperature (where is the proper time along an orbit and s the mod-
ular group parameter) [11, 28], we compute the relation between temperature and
acceleration. There is not a simple proportionality as in the case of the Hawking
temperature.
In Sec. 3, we shall connect our results with a recent work by Casini and
Huerta [9]. In a rst quantization approach as in [14], these authors have succeeded
to compute the operator resolvent in the formula of [14] for the modular operator.
From this, they obtained the modular ow for disjoint intervals and double cones in
2 dimensions in the theory of free Fermi elds. Unlike [21], they consider the vacuum
state. They nd a geometric modular action in the massless case (including the chi-
ral case), but this action involves a mixing (modular teleportation [9]) between
the dierent intervals resp. double cones. We shall discuss how, upon descent to
gauge-invariant subtheories, the mixing leads to the new phenomenon of charge
splitting (Sec. 3.3).
14:17 WSPC/S0129-055X 148-RMP J070-00397
Ignoring the mixing, the geometric part of the vacuum modular ow for two
intervals in the chiral free Fermi model is the same as the purely geometric modular
ow in the previous non-vacuum product state, provided a canonical choice for
the latter is made, in the model-independent approach.
We shall make the result of Casini and Huerta (which was obtained by formal
manipulations of operator kernels) rigorous by establishing the KMS property of
the vacuum state with respect to the modular action they found. We shall also
present a preliminary discussion of the question, to what extent the result may be
expected to hold in other than free Fermi theories.
is a M obius transform of a symmetric 2-interval, while the same is not true for
n > 2.
We are interested in the algebras
n
A(E) :=
A(Ii ) and A(E) := A(E ) , (2.1)
i=1
and their states with geometric modular action. By we denote the vacuum vector,
and by U the projective unitary representation of the dieomorphism group in the
vacuum representation, with generators Ln (n Z) and central charge c.
I2 I1
I3
q q
Fig. 1. Flow ft in the 3-intervals E = 3 1 = I I I and E =
S+ 3
S
1.
1 2 3
Let now
(n) 1 c n2 1 (n) 1
L0 = L0 + , L1 = Ln , (2.3)
n 24 n n
(n)
and U (n) the covering representation of the Mobius group with generators Lk
(k = 0, 1). The unitary one-parameter groups V (t) = U (n) (I (2t)) act on the
dieomorphism covariant net by
V (t)A(J)V (t) = A(ft (J)) (J I)
n
(2.4)
where the geometric ow ft is given by (cf. Fig. 1)
ft (z) = n I (2t)(z n ), (2.5)
with the branch of n chosen in the same connected component of E as z, i.e. ft is
a dieomorphism of S 1 which preserves each component of E separately. The same
formulae hold also for J n I .
(n)
The question arises whether for n > 1 the generators DI of V (t) also have
modular origin as in (2.2). However, unlike with n = 1, we have the following
lemma and corollary:
Lemma. In a unitary positive-energy representation of sl(2, R) of weight h > 0,
there is no vector such that D = 0, where D = i(L1 L1 ).
Instead, the appropriate generalization of (2.2) for the modular origin of the
(n)
generators DI was given in [21], assuming that the net A is completely rational.
This means that the split property holds and the -index A = [A(E) : A(E)] is
nite, and implies that A(E) A(E) is irreducible and there is a unique conditional
expectation E : A(E) A(E) [22, Proposition 5 and Sec. 3]. In the sequel, d d
is the Connes spatial derivative for a pair of faithful normal states and on a
von Neumann algebra M and its commutant M , which is the canonical positive
d it
d it
operator such that ( d ) implements t on M and ( d ) implements t on
M [10, Theorem 9].
Proposition2 ([21, Corollary 16]). There is a faithful normal state E on
A(E) (E = n I) and a second faithful normal state E on A(E ), such that the
following hold: The modular automorphism group tE is implemented by V (t), t E
is implemented by V (t), and
(n) E
d n1
2DI = log + log A . (2.6)
dE 2
Here,
E = E E extends the state on A(E) to a state on A(E). Moreover,
bE
d dE
dE = bE
d .
n
The state E on A(E) is given by E := ( k=1 k ) E where E : A(E)
n n
k=1 A(Ik ) k=1 A(Ik ) is the natural isomorphism given by the split property
(Ik are the components of E), and the states k on A(Ik ) are given by k =
Ad U (k ), where is the vacuum state, and U (k ) implement dieomorphisms
k that equal z z n on Ik . (By locality, k do not depend on the behavior of k
outside Ik .)
a The sign of the exponent can be reversed by exchanging A B and C D. In order that
For each value of , requiring h to preserve the endpoints of the interval I xes
the M obius transformation up to left composition with the 1-parameter subgroup
I (t). Because is invariant under I (t), the state Ad U (h) is uniquely deter-
mined by the exponent in (2.11).
One has therefore a 1-parameter family of product states, all rotation-invariant
on A(I), but with dierent modular ows on I. Going back to the product states
on A(E) by composition with z z n , there is one parameter k for each interval,
i.e. for the choice of the states Ad U (k ) on A(Ik ). The state is invariant also
under large rotations by 2/n, if and only if these parameters are the same for
all k.
R R
For I+ = (a1 , b1 ) and I = (a2 , b2 ) corresponding to a non-symmetric 2-interval
E, there is a M
obius transformation m that maps E onto a symmetric interval E.
Choosing the state E := E Ad U (m) on A(E), the resulting geometric modular
ow is given by fs = m1 fs m. Going through the same steps, we nd
(u a1 )(u b1 )(u a2 )(u b2 )
s us = 2V O (us ) = 2 (2.18)
Lu2 2M u + N
with
L = b1 a1 +b2 a2 , M = b1 b2 a1 a2 , N = b2 a2 (b1 a1 )+b1 a1 (b2 a2 ). (2.19)
This dierential equation is solved by
(us a1 )(us a2 )
log = 2s + const. (2.20)
(us b1 )(us b2 )
The modular orbits for u = t + x, v = t x are obtained by eliminating s:
(u a1 )(u a2 ) (v b1 )(v b2 )
= const. (2.21)
(u b1 )(u b2 ) (v a1 )(v a2 )
Proof. B+ (O) is generated by A+ (O) and an isometry v [24] such that every
element b B+ (O) has a unique representation as b = av with a A+ (O), and
va = (a)v where is a dual canonical endomorphism of B+ (O) into A+ (O). For
a double cone Q O, the isometry v may be chosen to belong to B+ (Q), in
which case is localized in Q. We know that the modular group restricts to the
modular group of A+ (O), which acts geometrically, in particular, it takes A+ (Q)
to A+ (fsO (Q)). It then follows by the properties of the conditional expectation
that sbE (v) vs = us v where us A(E) is a unitary cocycle of intertwiners
us : s sbE sbE 1 . Since sbE acts geometrically in A+ (O), s is
localized in fsO (Q), and A+ (fsO (Q)) vs = B+ (fsO (Q)). This proves the claim.
Thus, in every BCFT, the modular group of the state E on B+ (OE ) acts
geometrically inside the double cone OE by the same ow (2.20), (2.21).
R R
double cone O = I+ I . The product states E can therefore not be interpreted
as local thermal equilibrium states in the sense of [8]. The possibility of locally
negative energy density in quantum eld theory is well known, and its relation to the
Schwartz derivative in two-dimensional conformal QFT was rst discussed in [15].
Proposition 4 ([32, Satz 6.5]). Let A(O) be a local algebra and Ut a unitary 1-
parameter group such that Ut A(Q)Ut = A(ft Q) where ft is an automorphism of O
taking double cones in O to double cones. If there is a vector , cyclic and separating
for A(O), such that Ut A has an analytic continuation into a strip < Im t < 0,
then t (ft x)|t=0 V+ . In particular, the ow of a geometric modular action is
always past-directed null or timelike.
From (2.18), we get the proper time (d )2 = du dv and hence the inverse tem-
perature = d
ds as a function of the position x = (t, x)
du dv
(t, x)2 = = 4 2 V O (t + x)V O (t x). (2.25)
ds ds
The temperature diverges on the boundaries of the double cone (V O (ai ) = V O (bi ) =
0), and is positive everywhere in its interior.
For comparison with the ordinary Unruh eect, we also compute the acceleration
in the momentarily comoving frame
2 1
x 2 x 2 (d2 x/dt2 ) u v u v
= = = , (2.26)
2
2 (1 (dx/dt) )
2 3/2 2(u v )3/2
dx x u v d2 x
where the prime stands for s , and we have used dt = t = u +v and dt2 =
(dx/dt) u v
t = 4 u(uv +v )3 . Thus
V O (u) V O (v) V O (t + x) V O (t x)
(t, x) = = (2.27)
2 V O (u)V O (v) u=t+x, v=tx
1 (t, x)
1 B 1 B
u
u
A A
0 0
-1 -1 -1 -1
B B
-1 -1
A A
Fig. 2. Inuence of the boundary. Left: modular orbit of an arbitrary point in the symmetric
double cone O = {(t, x) : A t + x B, A 1
t x B 1
}. Right: a zoom on the modular
orbit (us , vs ) going through the center of the double cone. The plot represents the curve ( us , vs )
where us = f (us udiag
s ) + udiag
s , with (udiag
s , vs ) the straight line joining the two tips of the
double cone (a special vacuum modular orbit in the absence of the boundary), and f = 100 a
zoom factor.
has the maximal value 2 (Unruh temperature) near the left and right edges of the
double cone, and equals 0 along a timelike curve connecting the past and future
tips. This curve is in general not itself a modular orbit.
In general, the modular orbits are not boost trajectories. However, the quanti-
tative departure is very small. As an illustration, we display a true modular orbit,
as well as a plot with one coordinate exaggerated by a zoom factor of 100 (Fig. 2).
There exists however one distinguished modular orbit with a simple dynamics,
namely the boost
us vs = 1 s R (2.29)
(in the symmetric case, for simplicity) which is a solution of (2.21) for const. = 1.
It is the Lorentz boost of a wedge in M+ , whose edge lies on the boundary x = 0.
The same is true also for non-symmetric intervals, although the formula (2.29) is
more involved.
Along this distinguished orbit the inverse temperature (2.25) simply writes
s us d
= 2 = 2 ln us . (2.30)
us ds
14:17 WSPC/S0129-055X 148-RMP J070-00397
One can express the proper time of the observer following the boost as a function
of the modular parameter
(s) = ln us ln u0 , (2.31)
O
hence ( ) = 2 V u(u
0e
0e )
. Choosing u0 = 1, one can write the inverse temperature
as a function of the proper time in the form
(sinh(max ) sinh( )) (sinh( ) sinh(min ))
( ) = 2 , (2.32)
(sinh(max ) sinh(min )) cosh( )
where min and max are functions of the coordinates of the double cone. As for
double cones in Minkowski space [28], the temperature is innite at the tips of the
double cone ( = min or = max ) and reaches its minimum in the middle of the
observers lifetime. Unfortunately, for generic orbits we have no closed formula
for the temperature as a function of the proper time, so as to compare with the
plateau behavior (constant temperature for most of the lifetime) as in [28], that
occurs in CFT without boundary for vacuum modular orbits close to the edges of
the double cone.
Here,
x ak
e(x) = (3.2)
x bk
k
denes a uniformization function that maps each interval (ak , bk ) onto R, and
e R+ has n pre-images xk = xk (), one in each interval, i.e. l xxkk()al
()bl = e .
The geometric modular ow is given byb
(t) = 0 2t, (3.3)
i.e. a separate ow xk (t) = xk ( 2t) in each interval. The orthogonal matrix O
yields a mixing of the elds on the dierent trajectories xi (t), and is determined
by the dierential equation
O(t) = K(t)O(t) (3.4)
b In[9], the notation is dierent: the authors counter the ow so that the position of t ((xj ( +
2t))) remains constant, except for the mixing.
14:17 WSPC/S0129-055X 148-RMP J070-00397
z(t)n U 2t z U
n
= e , (3.7)
z(t)n V zn V
Keep in mind, however, that the modular group of the product state in Sec. 2.1
does not mix the intervals (ak , bk ).
Since every 2-interval is a M
obius transform of a symmetric 2-interval, the state-
ment of Proposition 5 is also true for general 2-intervals, with the ow (2.20).
With angular variables x = tan 2 , and > 0 > 1 > > n1 > , the
non-diagonal elements of the matrix K can be written as
dxk (t) dxl (t)
dk (t) dl (t) dk (t) dl (t)
Kkl (t) = 2
xk (t) xl (t) dz dz
dk (t) dl (t)
= 2 dz dz (3.8)
k (t) l (t)
2 sin
2
d0 (t)
dz 1
Kkl (t) = 2 = kl 0 (t), kl = . (3.9)
(k l) (k l)
2 sin 2 sin
n n
Remark. The mixing matrix O(t) always belongs to the same one-parameter sub-
group of SO(n), with generator . For n = 2, this is just
cos sin 1
O(t) = with (t) = (0 (t) 0 ). (3.11)
sin cos 2
c The authors of [9] also compute this angle, but misrepresent it as the arctan of the dierence,
rather than the dierence of the arctans.
14:17 WSPC/S0129-055X 148-RMP J070-00397
x , y by
dx dy d d
= , (3.13)
x y i i
2 sin
2
this gives
Notice that again dk , dl in the square roots do not depend on k and l. To perform
the sums over k and l, we need a couple of trigonometric identities:
1 sin(n) 1
(e2() )jk = . (3.15)
sink () sin(n) sinj ()
k
2
Proof. (i) is just another way of writing k (z k ) = z n 1 where k = eik n are
the nth roots of unity, and z = e2i . Dividing (i) by sinj (), taking the logarithm,
and taking the derivative at = 0, yields (ii). For (iii), we have to show that the
expression
1
(2)1n sin(n) (e2 )jk = (e2 )jk sinl () (3.16)
sink ()
k k l: l=k
Using (3.15) with 2 = 0 (t) l (s) and 2 = 0 l (s) in the expression (3.14),
and once again with 2 = 0 (s) 0 and 2 = 0 0 , we get
d0 (t) d0 (s)
0 0 i i
sin n dxi dyj
2
t ((xi ))s ((yj )) = . (3.18)
0 (t) 0 (s) i i j i
sin n 2 sin
2 2
We exhibit the t- and s-dependent terms:
d0 (t) d0 (s) d0 (t) dH0 (s)
=
n0 (t) n0 (s) i 0 (t) H0 (s) i
2 sin 2n sin
2 2
1 dX(t) dY (s)
= . (3.19)
n X(t) Y (s) i
The rst equality is the invariance of the 2-point function under a M obius trans-
formation mapping I to S+ 1
, such that for z = ei E and w = ei E we get
1+iX
(z n ) = ei = 1iX S+1
1iY S+ with X, Y R+ ; the
and (wn ) = eiH = 1+iY 1
e(t+s)
t ((xi ))s ((yj )) = f (xi , yj ). (3.20)
e2t X e2s Y i
This expression manifestly satises the KMS condition in the form
We conclude that the KMS condition holds for the CasiniHuerta ow for symmetric
n-intervals:
Corollary. For symmetric n-intervals E = n I, (3.1) is the modular automorphism
group of the algebra A(E) with respect to the vacuum state.
Proof. Smearing with test functions of appropriate support, the KMS property
holds for bounded generators of the CAR algebra A(E). Because is a free eld,
the KMS property of the 2-point function in the vacuum extends to the KMS
property of the corresponding quasifree (i.e. Fock) state of the CAR algebra.
Remark. It is quite remarkable that by virtue of the mixing, through the identity
(ii) of the lemma, the ratio of the modular vacuum correlation functions
(n) (n)
t ((xi ))s ((yj ))
(1) (1)
(3.22)
t ((X))s ((Y ))
14:17 WSPC/S0129-055X 148-RMP J070-00397
e = C 1 (z z n ) C(x) (3.23)
n
V
obius transformation Z C (1)
where : S 1 S 1 is the M n
(1) U ZU
V Z , that
takes I to S+ . For a general n-interval E = Ik S , one may choose an
1 1
g(z) := 1 C e C 1 , (3.24)
where is the uniformization function (3.2). Thus, g maps each component Ik onto
the same interval I = 1 (S+1
), i.e. we have E = g 1 (I). Repeating the construction
of Proposition 2 with factor states k = Ad U (k ), where the dieomorphisms
k coincide with g on Ik , one obtains a product state with the geometric modular
ow
ft (z) = g 1 I (2t)g(z) , (3.25)
: F (I) A(I), implying that the vacuum modular group of F (E) restricts to the
vacuum modular group of C(E) := (F (E)). We have
F (E)
(3.26)
A(E) C(E) A(E),
where both inclusions are strict: C(E) contains neutral products of integer charged
elements of F (Ik ) in dierent component intervals, which do not belong to A(E),
while A(E) contains charge transporters [6, 22] for the continuum of superselec-
tion sectors of the current algebra with central charge c = 1, which do not belong
to C(E).
Being the restriction of the vacuum modular group of F (E), the action of the
vacuum modular group of C(E) can be directly read o. It acts geometrically,
i.e. takes C(F ) to C(ft (F )),d but it does not take A(F ) to A(ft (F )), because the
mixing takes a neutral product of two Fermi elds in one component Jk of F to
a linear combination of neutral products of Fermi elds in dierent components
ft (Jj ), belonging to C(ft (F )) but not to A(ft (F )). Let us call this feature charge
splitting (stronger than mixing).
The inclusion situation (3.26) does not permit to determine the vacuum modular
ow of A(E) from that of C(E), because there is no vacuum-preserving conditional
expectations C(E) A(E) that would imply that the modular group restricts.
(Of course, this would be a contradiction, because we have already seen that the
modular group of F (E), and hence that of C(E), does not preserve A(E).) Similarly,
we cannot conclude that the vacuum modular ow of A(E) should extend that of
C(E), or that of A(E). Proposition 6 below actually shows that this scenario must
be excluded.
Application to BCFT
It is instructive to discuss the consequence of the free Fermi eld mixing and the
ensuing charge splitting for C(E) under the geometric re-interpretation of boundary
CFT, as in Sec. 2.2. For deniteness and simplicity, we consider the case when A
is the even subnet of the real free Fermi net, i.e. A is the Virasoro net with c = 12 .
Unlike the c = 1 free Bose net, this model is completely rational.
The same considerations as in the previous argument apply also in this case:
Again, the inclusions A(E) C(E) := (F (E)) F (E)Z2 A(E) are strict, the
1
latter because charge transporters for the Ramond sector (weight h = 16 ) do not
belong to C(E). The vacuum modular ow for C(E) is induced by that for F (E),
but it does not pass to A(E) or A(E).
S
d Here and below, F E always stands for an n-interval F = k Jk where Jk are the components
of the pre-image of some interval under the function (3.2), i.e. in the symmetric case, F = n J
with J I.
14:17 WSPC/S0129-055X 148-RMP J070-00397
R R
Let therefore E S 1 be 2-intervals and O = I+ I M+ the associated
double cones. The net
O C(O) = F (E)Z2 (3.27)
is a BCFT net intermediate between the minimal net A+ (O) = A(E) and the
maximal (Haag dual) net B+ (O) = A(E), see [25]. It is generated by elds
n m R
i=1 (u i ) j=1 (vj ) with n + m = even, and ui smeared in I+ , vj smeared in
R
I .
The vacuum modular ow of C(O) mixes ft ui with ft ui and ft vj with ft vj ,
where u u and v v are the bijections of the two intervals onto each other con-
necting the two pre-images of the uniformization function . Hence, if (u)n (v)m
(in schematical notation) belongs to C(Q) for a double cone Q O, the vacuum
modular ow takes it to linear combinations of
(ft u)n1 (ft u )n2 (ft v)m1 (ft v )m2 (3.28)
with n1 + n2 = n, m1 + m2 = m. Grouping the charged factors to neutral (even)
bi-localized products, these generators belong to the local algebra of 6 double
6 around 6 points as indicated in Fig. 3.
cones =1 C(ft Q ) C(ft Q)
the corre-
In spite of the fact that two of the 6 double cones Q lie outside Q,
But their bi-localized generators,
sponding algebras C(Q ) are contained in C(Q).
J+
u
Q
Q
O
v
Fig. 3. The 6 regions mixed by the vacuum modular ow in boundary CFT. (u, v) is a point in
Q O. The boost is the distinguished orbit in O as in Sec. 2.5, and denes u = u 1
and v = v1 .
If (u, v) lies on the boost, then the points (v, u ) and (v , u) lie on the boundary. Consequently, if
a double cone Q O around (u, v) intersects the distinguished orbit, then four of the 6 associated
double cones Q merge with each other, while the other two touch the boundary and degenerate
to left wedges. (The ow ft itself, as in Fig. 2, is suppressed.)
14:17 WSPC/S0129-055X 148-RMP J070-00397
Proposition 6. Let H be a joint cyclic and separating vector for A(E) and
A(E ), e.g., the vacuum.
(i) If the modular automorphism group of (A(E), ) globally preserves the subal-
gebra A(E), then A(E) = A(E).
(ii) If the adjoint action of the modular unitaries it for (A(E), ) globally pre-
serves A(E),
or, equivalently, A(E ) then A(E) = A(E).
Proof. By assumption, is also cyclic and separating for A(E) = A(E ) and
) = A(E) . Then (i) follows directly by Takesakis Theorem [32, Chap. IX,
A(E
Theorem 4.2]. For (ii), note that it preserves A(E ) if and only if it preserves
A(E ) = A(E); and it implements the modular automorphism group for
(A(E) = A(E ), ). Thus, the statement is equivalent to (i), with E replaced
by E .
14:17 WSPC/S0129-055X 148-RMP J070-00397
The obvious relevance of Proposition 6(ii) is that in the generic case when
A(E) is strictly larger than A(E), there can be no vector state satisfying the
ReehSchlieder property such that A(E) has geometric modular action on A(E)
and on A(E ). In particular, the modular unitaries will not belong to the dieomor-
phism group, but we may expect that Connes spatial derivatives as in Proposition
2 do.
Recall that we have already seen (in the Remark after (3.4)) that mixing nec-
essarily occurs. By Proposition 6(i), it is not possible that A(E) has geometric
modular action without charge splitting.
4. Loose Ends
We have put into relation and contrasted the two facts that
The absence of the mixing in (i) can be ascribed to the choice of product states
in which quantum correlations across dierent intervals are suppressed. (In the re-
interpretation of 2-interval algebras as double cone algebras in boundary conformal
eld theory [25], the inuence of the boundary was shown to weaken as expected
on physical grounds in the limit when the double cone is far away from the
boundary [26]. Indeed, it can be seen from the formula (3.12) for the mixing angle
that in this limit the mixing in (ii) also disappears.) On the other hand, there is
some freedom in the choice of product states, which allows to deform the geometric
modular ow within each of the intervals. It comes therefore as a certain surprise
that the geometric part of the vacuum modular ow in (ii) coincides with the purely
geometric ow in the product states in (i), precisely when the latter are chosen in a
canonical way (involving the simple function z z n on the circle, corresponding
to = 1 in (2.11), in the case of symmetric n-intervals, and the function g (3.24)
in the general case). This means that the relative Connes cocycle between the
vacuum state and the canonical product state is just the mixing, while for all
other product states, it will also involve a geometric component.
Two circles of questions arise:
First, is the geometric part of the vacuum ow specic for the free Fermi model,
or is it universal? And if it is universal, what takes the place of the mixing in the
general case? Putting aside some technical complications of the proof, the authors
of [9] claim a universal behavior for free elds, while in this paper, we have given
rst indications how the geometric behavior should propagate to subtheories and
14:17 WSPC/S0129-055X 148-RMP J070-00397
to eld extensions, also strongly supporting the idea of a universal behavior. Insight
from the theory of superselection sectors suggests that the mixing in the general case
should be replaced by a charge splitting. On the other hand, Takesakis Theorem
poses obstructions against the idea that charge splitting on top of a geometric
modular ow could be the general answer (Proposition 6).
Second, the notion of canonical ( = 1) in the above should be given a physical
meaning, related to the absence of a geometric component in the Connes cocycle.
In the free Fermi case, the geometric part of the modular Hamiltonian contains
the stress-energy tensor (x)x (x), while the mixing part can be expressed in
terms of (xk )(xl ) with xk and xl belonging to dierent intervals. The absence of
derivatives suggests that the Connes cocycle is more regular in the UV in the case
when the geometric parts coincide, than in the general case. The same should be
true for the generalized product state constructed in Sec. 3.2. A precise formulation
of this UV regularity is wanted.
Acknowledgments
We thank Jakob Yngvason for bringing to our attention the article of Casini and
Huerta [9], and Horacio Casini for discussions about their work. We also thank the
Erwin Schr odinger Institute (Vienna) for the hospitality at the Operator Algebras
and Conformal Field Theory program, AugustDecember 2008, where this work
has been initiated.
This work was supported in part by ERC Advanced Grant 227458 OACFT
Operator Algebras and Conformal Field Theory, and by the EU network Non-
commutative Geometry MRTN-CT-2006-0031962. R.L. is partially supported by
PRIN-MIUR and GNAMPA-INDAM. P.M. and K.H.R. are supported in part by the
German Research Foundation (Deutsche Forschungsgemeinschaft (DFG)) through
the Institutional Strategy of the University of Gottingen.
References
[1] J. Bisognano and E. H. Wichmann, On the duality condition for quantum elds, J.
Math. Phys. 17 (1976) 303321.
[2] H.-J. Borchers, On revolutionizing QFT with modular theory, J. Math. Phys. 41
(2000) 36043673.
[3] H.-J. Borchers and J. Yngvason, Modular groups of quantum elds in thermal states,
J. Math. Phys. 40 (1999) 601624.
[4] R. Brunetti, D. Guido and R. Longo, The conformal spin and statistics theorem,
Comm. Math. Phys. 156 (1993) 201219.
[5] D. Buchholz, On the structure of local quantum elds with non-trivial interaction,
in Proc. Intern. Conf. Operator Algebras, Ideals, and Their Applications in Physics,
ed. H. Baumg artel (Teubner, 1977), pp. 146153.
[6] D. Buchholz, G. Mack and I. T. Todorov, The current algebra on the circle as a germ
of local eld theories, Nucl. Phys. B 5B (Proc. Suppl.) (1988) 2056.
[7] D. Buchholz, O. Dreyer, M. Florig and S. J. Summers, Geometric modular action
and spacetime symmetry groups, Rev. Math. Phys. 12 (2000) 475560.
14:17 WSPC/S0129-055X 148-RMP J070-00397
We obtain a representation formula for the derivative of the spectral shift function
(; B, ) related to the operators H0 (B, ) = (Dx By)2 + Dy2 + x and H(B, ) =
H0 (B, ) + V (x, y), B > 0, > 0. We establish a limiting absorption principle for H(B, )
and an estimate O(n2 ) for (; B, ), provided / (Q), where Q = (Dx By)2 +
Dy2 + V (x, y).
1. Introduction
Consider the two-dimensional Schr
odinger operator with homogeneous magnetic
and electric elds
H = H(B, ) = H0 (B, ) + V (x, y), Dx = ix , Dy = iy ,
where
H0 = H0 (B, ) = (Dx By)2 + Dy2 + x.
Here B > 0 and > 0 are proportional to the strength of the homogeneous magnetic
and electric elds. We assume that V, x V C 0 (R2 ; R) L (R2 ; R)) and V (x, y)
satises the estimate
|V (x, y)| C(1 + |x|)2 (1 + |y|)1 , > 0. (1.1)
For = 0 we have ess (H0 (B, )) = ess (H(B, )) = R. On the other hand, for
decreasing potentials V we may have embedded eigenvalues R and this situation
is completely dierent from that with = 0 when the spectrum of H(B, 0) is formed
355
May 11, 2010 10:6 WSPC/S0129-055X 148-RMP
J070-S0129055X10003941
by eigenvalues with nite multiplicities which may accumulate only to Landau levels
n = (2n + 1)B, n N (see [9, 13, 15] and the references cited there). The spectral
properties of H and the existence of resonances have been studied in [5, 7, 8] under
the assumption that V (x, y) admits a holomorphic extension in the x-variable into
a domain
0 = {z C : 0 |Im z| 0 }.
Moreover, without any assumption on the analyticity of V (x, y) we show in Propo-
sition 2 below that the operator (H z)1 (H0 z)1 for z C, Im z = 0, is trace
class and following the general setup [11, 20], we dene the spectral shift function
() = (; B, ) related to H0 (B, ) and H(B, ) by
, f = tr(f (H) f (H0 )), f C0 (R).
By this formula () is dened modulo a constant but for the analysis of the deriva-
tive () this is not important. Moreover, the above property of the resolvents and
BirmanKuroda theorem imply ac (H0 (B, )) = ac (H(B, )) = R. A represen-
tation of the derivative (; B, ) has been obtained in [5] for strong magnetic
elds B + under the assumption that V (x, y) admits an analytic continuation
in x-direction. Moreover, the distribution of the resonances zj of the perturbed
operator H(B, ) has been examined in [5] and a BreitWigner representation of
(; B, ) involving the resonances zj was established.
In the literature there are a lot of works concerning Schrodinger operators with
magnetic elds ( = 0) but there are only few ones dealing with magnetic and
Stark potentials ( = 0) (see [5, 7, 8] and the references given there). It should be
mentioned that the tools in [5, 7, 8] are related to the resonances of the perturbed
problem and to dene the resonances one supposes that the potential V (x, y) has
an analytic continuation in x variable. In this paper we consider the operator H
without any assumption on the analytic continuation of V (x, y) and without the
restriction B +. Our purpose is to study (; B, ) and the existence of
embedded eigenvalues of H. To examine the behavior of the spectral shift function
we need a representation of the derivative (; B, ). The key point in this direction
is the following
Theorem 1. Let V, x V C 0 (R2 ; R) L (R2 ; R) and let (1.1) hold for V and
x V . Then for every f C0 (R) and = 0 we have
1
tr(f (H) f (H0 )) = tr(x V f (H)). (1.2)
The formula (1.2) has been proved by Robert and Wang [18] for Stark Hamil-
tonians in absence of magnetic eld (B = 0). In fact, the result in [18] says that
1 e
(; 0, ) = x V (x, y, x, y; , 0, )dxdy, (1.3)
R2
where e(, ; , 0, ) is the spectral function of H(0, ). The presence of magnetic led
B = 0 and Stark potential lead to some serious diculties. The operator H is not
May 11, 2010 10:6 WSPC/S0129-055X 148-RMP
J070-S0129055X10003941
elliptic for |x|+|y| and we have double characteristics. On the other hand, the
commutator [H, x] involves the term (Dx By) and it creates additional diculties.
The proof of Theorem 1 is long and technical. We are going to study the trace class
properties of the operators (H i)N , x (H i)N 1 , (H i)x (H i)N 2
etc. for N 2 and C0 (R2 ) (see Lemmas 1 and 2). Moreover, by an argument
similar to that in [5, Proposition 2.1], we obtain estimates for the trace norms of
the operators
(z H)1 V (z H)1 , V (z H)1 (z H)1 , z
/ R, z
/R
and we apply an approximation argument. Notice that in [18] the spectral shift
function is related to the trace of the time delay operator T () dened via the
corresponding scattering matrix S() (see [17]). In contrast to [18], our proof is
direct and neither T () nor S() corresponding to the operator H(B, ) are used.
The second question examined in this work is the existence of embedded real
eigenvalues and the limiting absorption principle for H. In the physical literature
one conjectures that for = 0 there are no embedded eigenvalues. We establish
in Sec. 3 a weaker result saying that in any interval [a, b] we may have at most a
nite number embedded eigenvalues with nite multiplicities. Under the assumption
for analytic continuation of V it was proved in [7] that for some nite interval
[(B, ), (B, )] there are no resonances z of H(B, ) with Re z / [(B, ), (B, )].
Since the real resonances z coincide with the eigenvalues of H(B, ), we obtain
some information for the embedded eigenvalues. On the other hand, exploiting the
analytic continuation and the resonances we proved in [5] that for B + the
reals parts Re zj of the resonances zj lie outside some neighborhoods of the Landau
levels. Thus the Landau levels play a role in the distribution of the resonances. It
is known that the spectrum of the operator Q = (Dx By)2 + Dy2 + V (x, y) with
decreasing potential V is formed by eigenvalues (see [9, 13, 15]). In this paper, we
establish a limiting absorption principle for / (Q). In particular, we show that
there are no embedded eigenvalues outside (Q). This agrees with the result in [5]
obtained under the restrictions on the behavior of V and B +. On the other
hand, the result of Proposition 3 and the estimates (4.3) have been established by
Wang [19] for Stark operators with B = 0.
Following the results in Sec. 4 and the representation of (; B, ) given in [5],
it is natural to expect that for / (Q) the derivative of the spectral shift function
(; B, ) must be bounded. In fact, we prove the following stronger result.
Theorem 2. Let the potential V C (R2 ; R) satisfy with some > 0 and n
N, n 2 the estimates
|x y V (x, y)| C, (1 + |x|)n|| (1 + |y|)2|| , , . (1.4)
Then for 0
/ (Q) we have
(; B, ) = O(n2 ) (1.5)
uniformly for in a small neighborhood R of 0 .
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The estimate (1.5) has been obtained in [18] in the case of absence of magnetic
eld B = 0 (for a BreitWigner formula see [10], [4] for Stark Hamiltonians and [5]
for the operator H(B, )). Our approach is quite dierent from that in [18]. Our
proof is going without an application of a representation similar to (1.3) which leads
to complications connected with the behavior of the spectral function e(, ; , B, )
corresponding to H(B, ). The formula (1.2) plays a crucial role and our analysis
is based on a complex analysis argument combined with a representation of f (H)
involving the almost analytic continuation of f C0 (R). In this direction, our
argument is similar to that developed in [4, 5].
The plan of this paper is as follows. In Sec. 2, we establish Theorem 1. The
embedded eigenvalues and Mourre estimates are examined in Sec. 3. In Sec. 4,
we prove Proposition 3 concerning the limiting absorption principle for H(B, ).
Finally, in Sec. 5, we establish Theorem 2.
Moreover,
|z| + 1
(H1 + i)x (H1 + i)N 1 (H1 z)1
tr = O . (2.1)
|Im z|2
Proof. We will prove the lemma only for (H1 + i), the case concerning (H1 i)
is similar. On the other hand, the statements for (H0 + i) follow from those for
(H1 + i) when V = 0.
From the rst resolvent equation, we obtain
is trace class one for ll , pp > 1, j 2 and HilbertSchmidt one for ll , pp >
1/2, j 1. Next, we write KN as follows
j1 j2
KN = x3r y2r K3r,2r,3r2,2r2 W x1 K3r3,2r2,3r1,2r4 W x1
jr
W x1 K3,2,1,0 W x1 (H1 + i)p . (2.3)
N
1
+ (H1 + i)j (1 + x V )(H1 + i)N +j . (2.5)
j=0
Applying (i) and (ii) to each term on the right hand side of (2.5), we get (iv).
Now we pass to the proof of (v). Applying (2.4), we obtain
(H1 + i)x (H1 + i)N 1 (H1 z)1
= (H1 + i)(H1 z)1 x (H1 + i)N 1
+ (H1 + i)(H1 z)1 (1 + x V ) (H1 z)1 (H1 + i)N .
Combining the above equation with (i), (ii), (iv) and using the estimate
1 |z| + 1
(H1 + i)(H1 z)
= O ,
|Im z|
we get (2.1).
Lemma 2. Assume that V (x, y) = (x, y)W (x, y), where C0 (R2 ; R) and
W, x W C 0 (R2 ; R) L (R2 ; R). Then for N 4 the operator
(H + i)x [(H + i)N (H0 + i)N ],
is trace class.
Proof. Set g(x) = (x + i)4 f (x). Since g(Hi ) is bounded, it follows from Lemma 1
that the operators
(Hi + i)4 g(Hi ), Hi x (Hi + i)4 g(Hi ), x (Hi + i)4 Hi g(Hi ),
are trace class, and the cyclicity of the trace yields
tr(Hi x f (Hi )) = tr(Hi x (Hi + i)4 g(Hi )) = tr(Hi g(Hi )x (Hi + i)4 )
= tr(x (Hi + i)4 g(Hi )Hi ) = tr(x Hi f (Hi )).
Notice that in the above equalities we have used the fact that the operators g(Hi ),
Hi and (Hi + i)4 commute.
is trace class. Since |z| is bounded on supp g, we can apply (2.1) to the right hand
part of the above equation and combining this with g (z) = O(|Im z| ), we deduce
that II is trace class. Summing up, we conclude that (H + i)x (f (H) f (H0 ))
is trace class. The same argument works for (H i)x (f (H) f (H0 )). The proof
concerning f (H) f (H0 ) and x (f (H) f (H0 )) are similar and simpler.
To establish Theorem 1, we also need the following abstract result. For the
readers convenience, we present a proof.
lim
Kn A KA
tr = 0.
n
Proof. First assume that A is a nite rank operator having the form A =
m
k=1 , k k , where k , k H. Since
m
A
tr
k
k
,
k=1
we have
m
(Kn K)A
tr
(Kn K)k
k
0, n . (2.6)
k=1
Next we apply (2.6) for the nite rank operator A and obtain
and introduce
2 2
IR = (Dy R )Dy x (f (H) f (H0 )),
R
3 1
IR = (R )x (f (H) f (H0 )).
R2
1
To treat IR , we set Q = H x and write
1 2
IR = (Dx R )(Dx y)(Q0 i)1 (H i)x (f (H) f (H0 ))
R
2
+ (Dx R )[(Dx y)(Q i)1 , x]x (f (H) f (H0 ))
R
2
+ x(Dx R )(Dx y)(Q i)1 x (f (H) f (H0 )).
R
The operators [(Dx y)(Q i)1 , x] and (Dx y)(Q i)1 are bounded,
while x (f (H) f (H0 )) and (H i)x (f (H) f (H0 )) are trace class operators
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2 3
To deal with IR , IR , notice that the operators Dy (Q i)1 and [Dy (Q i)1 , x]
are bounded and we repeat the above argument. Thus we deduce
lim I j = 0, j = 2, 3. (2.12)
R R
Consequently, (2.11) and (2.12) imply (2.10) and the claim is proved. Now, combin-
ing (2.7)(2.10), we obtain Theorem 1 in the case where V satises the assumption
of Lemma 2 and = 1.
and conclude that (H + i)1 (H0 + i)1 = (H + i)1 V (H0 + i)1 is trace class.
Now consider the following equalities
(i + H)1 V (i + H)1 = (i + H0 )1 V (i + H0 )1
+ (i + H)1 V (i + H0 )1 V (i + H0 )1
+ (i + H0 )1 V (i + H0 )1 V (i + H)1
+ (i + H)1 V (i + H0 )1 V (i + H0 )1 V (i + H)1
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and
lim tr KR = 0. (2.17)
R
1
On the other hand, since R (x )R (respectively R ) converges strongly to zero
(respectively 1), it follows from Proposition 1 that
1
lim tr (x )R Vf (H) = 0, lim tr(R x Vf (H)) = tr(x Vf (H)),
R R R
Proof. Let (x, y) C0 (R2 ) be equal to one near zero. Set n (x, y) = ( nx , ny ).
According to Lemma 3, the operator f (H)n x V f (H) is trace class. The set of
compact operators is closed with respect to the norm
.
L(L2 ) and the lemma follows
from the obvious estimate
f (H)(1 n )x V f (H)
L(L2 )
f 2 (H)
L(L2 )
(1 n )x V
.
Proof. Since the operator x commutes with (Dx By) and Dy2 , we have [x , H] =
+ x V . Consequently,
I[a,b] (H)[x , H]Ia,b] (H) = I[a,b] (H) + I[a,b] (H)x V I[a,b] (H)
= I[a,b] (H) + I[a,b] f (H)x V f (H)I[a,b] (H), (3.2)
where f C0 (R) is a cut-o function such that f = 1 on [a, b]. Thus, Theorem 3
follows from Lemma 6.
The use of commutators with the operator x is well known for the analysis of
the operator without magnetic eld (B = 0) (see the pioneering work [2] and [1] for
a more complete list of references). On the other hand, to treat crossed magnetic
and electric elds we need Lemma 1 and Lemma 3.
shows that eiA leaves D(H) invariant. On the other hand, since
Combining this with the fact i[A, H] = + x V , [A, [A, H]] = x2 V and using
(3.1), we conclude that the self-adjoint operator A is a conjugate operator for H at
every E R in the sense of [14]. Consequently, Corollary 1 follows from the main
result in [14] (see also [1, 6]).
Remark 2. For any sign-denite and bounded potential V (x, y) such that
|V (x, y)| 0 as |x| + |y| suciently fast in [13, 15] it was established that for
= 0 the potential V creates an innite number of eigenvalues of Q which accumu-
late to Landau levels. The above corollary shows that only a nite number of these
eigenvalues may survive in the presence of a non vanishing constant electric eld.
In general, the problem of absence of embedded eigenvalues when = 0 remains
open and this is an interesting conjecture.
For a xed value of = 0, the following result shows that there are potentials
for which H has absolutely continuous spectrum without embedded eigenvalues.
uniformly on (x, y) R2 . Then H has no eigenvalues. Moreover, for s > 1/2, the
following estimates holds uniformly on in a compact interval
Proof. Let [a, b] be a compact interval in R. From (3.1) and (3.3), we have
Proof. Since supp (Q) = , the operators (z Q)1 and (z Q)1 x(z Q)1
are analytic operator valued functions for z in a complex neighborhood of supp .
Let (z)
C0 (C) be an almost analytic continuation of (x) such that
(z)
= O(|Im z| )
and we obtain
(H) = (Q) (z)(z
Q)1 x(z Q)1 L(dz)
2
(z)(z
H)1 x(z Q)1 x(z Q)1 L(dz).
Since supp (z)
(Q) = , the rst two terms on the right-hand side vanish.
Consequently,
2
(H) = (z)(z
H)1 x(z Q)1 x(z Q)1 L(dz). (4.2)
Next, we observe that
We have [x, Q] = 2(Dx By). Thus it is easy to see that for z / (Q), L1 =
(z Q)1 [x, Q](z Q)1 is a bounded operator since (Dx By)(iQ)1 is bounded
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The operators I4 = L21 and I3 = L1 (z Q)1 xx2 are bounded. To see that
I1 x2 is bounded, note that
I1 x2 = (z Q)2 x2 x2 + (z Q)1 L1 xx2 .
Finally,
I2 x2 = (z Q)2 x[x, Q](z Q)1 x2 + (z Q)1 L1 [x, Q](z Q)1 x2
and since the second term on the right-hand side is bounded, it remains to examine
the operator
x[x, Q](z Q)1 x2 = [x, Q]x(z Q)1 x2 + 2(z Q)1 x2 .
Applying the above argument, we see that the last operator is bounded. Conse-
quently, the operator under integration in (4.2) is bounded by O(|Im z|1 ) and this
proves the statement.
Then it is well known (see, for instance [1,6,14]) that for [a, b] we get (4.3) and
H has no eigenvalues and singular continuous spectrum in [a, b].
Here and below we omit the dependence of B in the notations. Our purpose in this
section is to establish Theorem 2. For the proof we need the following
Proof. Before starting the proof, notice that it is easy to establish the statement for
z 0 since in this case the operator (Qz)1 is a pseudodiferential one and we can
apply the calculus of pseudodierential operators and the criteria which guarantees
that a pseudodierential operator is trace class (see for instance, [3, Theorem 9.4]).
For z R+ \(Q) this is not the case and (Q z)1 is a bounded operator but
not a pseudodierential one. We may replace (Q z)1 by the pseudodierential
operator (Qi)1 modulo bounded operators but therefore it is dicult to examine
the product involving many bounded operators and factors xk . To overcome this
diculty, we are going to apply a convenient decomposition by product of operators
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having in mind that the operator on the left of a such product must be trace
class one.
First, we treat the case n = 2, the general case will be covered by a recurrence.
We start with the analysis of the operator
(1 x2 )
(Dx By) (Q z)1 x
(1 + x2 )2
(1 x2 )x
= (Dx By) (Q i)1 [1 + (z i)(Q z)1 ]
(1 + x2 )2
1 x2
+ (Dx By) (Q z)1 [Q, x](Q z)1 .
(1 + x2 )2
(1 x2 )x
(Dx By) (Q i)1
(1 + x2 )2
is bounded and the product of this operator with [1 + (i z)(Q z)1] is bounded,
too. As in the proof of Lemma 7, we see that [Q, x](Qz)1 is bounded and with the
same argument we treat the other terms. Thus we conclude that W1 is a bounded
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where
W2 = [Q, x2 ]x(Q z)1 x + [Q, [Q, x2 ]](Q z)1 x(Q z)1 x
= W21 + W22 .
We have
x2 1 x 1
W21 = 2i (Dx By) (Q z) x + (D x By)x(Q z) x
(1 + x2 )2 (1 + x2 )2
and as above we deduce that W21 is a bounded operator. For the analysis of W22 ,
we write
1 3x2
W22 = 4(Dx By)2 + R1 (x)(Dx By) + R2 (x)
(1 + x2 )3
x
+ (4x V + 8BDy ) (Q z)1 x(Q z)1 x.
(1 + x2 )2
since 2s < 2 guarantees that the integral with respect to is convergent, while 2s <
1 + /2 and the estimate (1.4) imply that integral with respect to y is convergent.
Consequently, T is a trace class operator and this completes the analysis of (5.1).
Notice also that the same argument implies that the operator
Dx s x V [(Q z)1 x]2
is trace class.
To prove that the operator Dx s x V [(Q z)1 x]2 Dx s is trace class, we com-
mute the operator Dx s with (Q z)1 x and x V in order to reduce the proof to
that of (5.1). The commutators [x, Dx s ] and [V, Dx s ]x are bounded since s < 1.
Next
[(Q z)1 , Dx s ]x = (Q z)1 [V, Dx s ](Q z)1 x
= (Q z)1 [V, Dx s ](x(Q z)1 + (Q z)1 M1 )
= (Q z)1 M2
and we obtain operators which can be handled by the above argument. Thus the
assertion is proved for n = 2.
Passing to the general case n > 2, assume that the assertion holds for n =
2, . . . , k 1, and suppose that V satisfy the estimate (1.4) with n = k. The idea is
to replace the operator
Dx s x V [(Q z)1 x]k Dx s
by the trace class operator Dx s (x V )xk (Q z)2 Dx s plus a sum of several
operators which are trace class according to the recurrence assumption. Notice that
if Mj is bounded operator obtained as a product of (Dx By) and (Q z)j , j 1,
the operator Dx s Mj Dx s becomes a bounded operators and this makes possible
to exploit the representation
Dx s x V (Q z)1 x Mj Dx s
= [Dx s x V (Q z)1 x Dx s ] (Dx s Mj Dx s ).
Thus we reduce the analysis to the trace class property of Dx s x V (Q
z)1 x Dx s . For simplicity of the notations we will write A t B if the dif-
ference A B is a trace class operator.
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(z Q)1 is analytic over the support of f(z), applying the resolvent equality,
we get
1
x V f (H()) = f(z)x V (z H())1 L(dz)
n
= (1)n+1 f(z)x V [(z Q)1 x]n (z H())1 L(dz). (5.3)
Taking into account Proposition 4 and the cyclicity of the trace, we get
tr f(z)Dx s [Dx s x V [(z Q)1 x]n Dx s ]Dx s (z H())1 L(dz)
= tr f(z)[Dx s x V [(z Q)1 x]n Dx s ]Dx s (z H())1 Dx s L(dz).
Set W (z) = Dx s x V [(z Q)1 x]n Dx s and note that for z supp f this
operator is trace class and W (z) is analytic. We write
1
f(z) tr(x V [(z Q)1 x]n (z H())1 )L(dz)
1
= lim f(z + i)
0 Im z>0
tr[(W (z + i)Dx s (H() (z + i))1 Dx s )]L(dz)
s 1 s
+ f (z i) tr(W (z i)Dx (H() (z i)) Dx )L(dz) .
Im z<0
are analytic in Im z > 0. Applying Green formula, as in [4, Lemma 1], we deduce
1
(, ), f = tr(f (H() f (H0 )) = tr(x V f (H())
(1)n n1
= lim f () tr(W ()[Dx s ((H() ( + i))1
0 2i
(H() ( i))1 )Dx s ])d,
where the integral is taken in the sense of distributions. On the other hand, Proposi-
tion 4 combined with (4.3) show that the right-hand side of the above representation
is nite and has order O(n2 ). Thus for f C0 () we obtain
(, ), f = f ()T ()d
Acknowledgments
The authors are grateful to the referees for their thorough and careful reading of the
paper. Their remarks and suggestions lead to an improvement of the rst version
of this paper.
The second author was partially supported by the ANR project NONAa.
Appendix
The proof of the following lemma is similar to the proof of [5, Proposition 2.1] and
for the reader convenience we give it.
1
Lemma 8. Let > 0 and let kj (x, y) = xj(1+) yj( 2 +) , j = 1, 2. The opera-
tors G2 := k2 (H0 + i)2 , G2 , (respectively, G1 := k1 (H0 + i)1 , G1 ), are trace class
(respectively, HilbertSchmidt).
0 = U 1 H0 U = (Dy2 + y 2 ) + x 1 ,
H
4
1 1
kj = U kj U = kj x Dy , y + Dx .
2
Since U is unitary, it suces to prove the lemma for G j := U Gj U 1 =
j
kj (H0 + i) .
Let (t) C0 (R; [0, 1]) be a cut-o function such that (t) = 1 for |t| 1 and
2
(t) = 0 for |t| 2. Fix a number k, max{1, 1+2 } < k < 2, and introduce the
symbol
y, k
q(x, y, ) = ,
| 2 + y 2 + (x + i)|
where y, = (1 + y 2 + 2 )1/2 . It clear that q(x, y, ) S 0 (R4(x,,y,) ) and we set
A = q (x, y, Dy ). We decompose
kj (H
0 + i)j = Ak (H
j
0 + i)j + (I A)k (H
j
0 + i)j = Lj + Mj . (A.1)
To treat Lj , notice that on the support of q(x, y, ) we have
( 2 + y 2 + x + i)1 S 0 (R4 ; y, k ).
In fact, on the support of q we obtain
y, k 2| 2 + y 2 + x + i|,
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To deal with Mj , j = 1, 2, we will show that (I A)k2 is trace class operator and
(I A)k1 is HilbertSchmidt one.
Notice that on the support of the symbol of (I A) we have
y, k | 2 + y 2 + x + i|.
1
Taking into account the estimate xl ym kj (x, y) = Ol,m (xj(1+) yj( 2 +) ),
we get
22
+ u dudyd
|u| 12 y,
k
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1
(2|u|) k
C4 + C5 u22 rdr du
0
C4 + C6 u22+2/k du C7 , (A.3)
References
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[16] M. Reed and B. Simon, Methods of Modern Mathematical Physics, IV, Analysis of
Operators (Academic Press, New York, 1978).
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May 11, 2010 10:6 WSPC/S0129-055X 148-RMP
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KO SANDERS
Institute of Theoretical Physics, University of G
ottingen,
Friedrich-Hund-Platz 1, D-37077 G ottingen, Germany
and
Courant Research Center,
Higher Order Structures in Mathematics,
University of G
ottingen, Germany
jacobus.sanders@theorie.physik.uni-goe.de
1. Introduction
Quantum eld theory in curved spacetime is relevant for several purposes, such as
the construction of cosmological models and to obtain a better understanding of
quantum eld theory in Minkowski spacetime. In order to achieve these goals in
a more realistic setting, it is important to go beyond the well-studied free scalar
eld. In this paper, we will present a proof, already contained in [1], of the fact
that the free Dirac eld in a four-dimensional globally hyperbolic spacetime can be
described as a locally covariant quantum eld theory in the sense of [2].
Our presentation of the Dirac eld is representation independent and we empha-
size categorical methods throughout in order to point out an interesting problem
concerning the uniqeness of the theory. The obstruction for the denition of a unique
theory can be formulated in terms of the cohomology of the category of spacetimes
with a spin structure, in particular its rst StiefelWhitney class. It seems di-
cult to compute this class for a category, but we will show that a unique theory
381
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382 K. Sanders
2. Mathematical Preliminaries
To prepare for our discussion of the locally covariant Dirac eld, we present in the
current section some mathematical preliminaries concerning the Dirac algebra, the
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Lemma 2.1. We have g52 = I and g5 vg51 = v for all v M0 . More generally,
if u M0 has u2 = u2 I = 0, then u1 = u 1
2 u and v uvu
1
denes a
reection of M0 in the hyperplane perpendicular to u.
Proof. These equalities follow directly from Eq. (1). For the last claim, e.g., we
compute:
2u, v
uvu1 = v (uv + vu)u1 = v u, v M0 .
u2
Standard arguments with Cliord algebras [8] give:
D = Cl1,3 Cl1,4
0
Cl4,1
0
, Cl4,1 M (4, C),
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384 K. Sanders
where M (4, C) denotes the algebra of complex (44)-matrices. In fact, Cl4,1 is gen-
erated by the generators ga of D together with a central element , corresponding
to iI M (4, C). Hence:
M (4, C) C R D. (2)
This also implies that the center of D is spanned by I (over R). The following
Fundamental Theorem provides all the essential information we need on the Dirac
algebra (for an elementary algebraic proof, we refer to Pauli [10].):
Theorem 2.2 (Fundamental Theorem). The Dirac algebra D is simple and
has a unique irreducible complex representation (i.e. an R-linear representation
: D M (n, C)), up to equivalence. This is the representation 0 : D M (4, C)
determined by 0 (ga ) = a with the Dirac matrices
0 I 0 i
0 := , i := ,
I 0 i 0
where i are the Pauli matrices 1 := 01 10 , 2 := 0i i
0 and 3 := 10 10 . The
equivalence with another irreducible complex representation of D is implemented
by (S) = L0 (S)L1 for all S D, where L GL(4, C) is unique up to a non-zero
complex factor.
Consequently, for every set of matrices a M (4, C) satisfying Eq. (1) there
is an L GL(4, C), unique up to a non-zero complex constant, such that a =
La L1 .
Proof. One can show [8] that D M (2, H), where H is the skew eld of quater-
nions. This algebra is simple, because it is a full matrix algebra. The given matrices
a satisfy the Cliord relations (1) and therefore extend to a representation of D
in M (4, C).
Any complex representation : D M (n, C) extends to a complex representa-
tion of M (4, C), using Eq. (2) and the trivial center of D, which is irreducible if
is irreducible. As M (4, C) has only one irreducible representation up to equivalence
(see [11]), namely the dening one on C4 , this determines up to equivalence, as
stated. If K, L GL(4, C) are two matrices which implement the same equivalence,
then KL1 commutes with D and hence K = cL, where c C is non-zero because
K is invertible. Note that (ga ) := a extends to a complex representation of D
in M (4, C) which is faithful (as D is simple). The last statement then follows from
the previous one.
Proof. Using the cyclicity of the trace and Eq. (1) we nd: Tr(ga gb ) = 12 Tr(ga gb +
gb ga ) = Tr(ab I) = 4ab and
Tr([gb , gc ]gd ga ) = Tr(gb [gc , gd ga ]) = Tr(gb {gc , gd }ga gb gd {gc , ga })
= 2 Tr(cd gb ga gb gd ca ) = 8(cd ba bd ca ).
We now turn to the Spin group, which is the universal covering group of the
special Lorentz group, a double covering which can be constructed in an elegant
way inside the Dirac algebra.
Definition 2.4. The Pin and Spin groups of Clr,s are dened as
Pin r,s := {S Clr,s | S = u1 uk , ui Rr,s , u2i = I},
Spin r,s := Pin r,s Clr,s
0
.
We let Spin 01,3 denote the connected component of Spin 1,3 which contains the iden-
tity.
We also dene the Lorentz group L := O1,3 , the special Lorentz group L+ :=
SO1,3 and the special ortochronous Lorentz group L+ := SO1,3 0
, which is the con-
nected component of L+ containing the identity.
The special ortochronous Lorentz group preserves the orientation and time-
orientation. For S P in1,3 the map v SvS 1 on M0 is a product of reections
(up to a sign) by Lemma 2.1. Together with the fact that det u = u4 for all
u M0 this gives rise to another useful characterisation of the group P in1,3 , which
we shall not provea:
a Thedenition of the Spin group in [12] corresponds to our group P in1,3 . In [6, 7] one uses the
term Spin group for the group
S := {S M (4, C) | det S = 1, SvS 1 M0 for all v M0 }.
Note that this group cannot give a double covering of the Lorentz group, as claimed in [6] (but
not in [7]), because for any S S the matrices iS, S, iS are in S too. Its usefulness is based
on its simple denition and the fact that S 0 = Spin01,3 .
b These results are well known, but we record them for deniteness to correct a sign error in the
386 K. Sanders
S = I is given by:
1 b
(d)1 (ba ) = gb g a .
4 a
Proof. For the rst sentence we refer to [8, Theorem 2.10] and subsequent remarks.
Using the Cliord relations (1), we see that
1 ac 1
ab (S) = Tr(cd db (S)I) = ac Tr((gc gd + gd gc )db (S))
4 8
1 ac 1
= Tr(gc gd db (S)) = Tr(g a Sgb S 1 ).
4 4
Expanding (S+s+O(2 )) up to second order in we nd d(s)ab = 14 Tr([gb , g a ]s).
We check that L(ba ) := 14 ba gb g a is an inverse of d:
1 ac ef d 1
d(L(de ))ab = e Tr([gb , gc ]gd gf ) = ac ef de (cd bf bd cf )
16 2
1 a
= ( ae bd de ) = ab ,
2 b
where we used Lemma 2.3 and the symmetry properties of de l+ in the last
line.
d It is very often convenient to depict the morphisms in a diagram as arrows between objects.
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Definition 2.7. The category Mann of smooth manifolds is the category whose
objects are C manifolds M of (nite) dimension n and whose morphisms are C
embeddings : M1 M2 .
The category Bund of ber bundles is the category whose objects are smooth
ber bundles p : B M over objects M of Mann with bundle projection map p,
and whose morphisms are C maps : B1 B2 covering a morphism : M1 M2
of Mann , i.e. such that p2 = p1 . We denote by Bund the subcategory whose
morphisms restrict to isomorphisms of the bers.
The categories VBundR , respectively VBundC , of real (complex) vector bundles
is the subcategory of Bund whose objects V are real (complex) vector bundles and
whose morphisms : V1 V2 are real (complex) linear maps of the bers. Again
we denote by VBundR and VBundC the subcategories whose morphisms restrict
to isomorphisms of the bers.
We could have taken all smooth maps between manifolds as morphisms of Mann or
allowed all dimensions. However, local dieomorphisms allow us to transport more
structure, which enables us to describe more of the canonical dierential geometric
constructions as functors. We describe the most important examples below. For
ber bundles, on the other hand, it will be useful to allow maps which are not
isomorphisms on the bers.f ,g
e See [14] for some relevant remarks concerning the foundations of set theory and the use of small
sets.
f The unprimed categories, whose morphisms are isomorphisms of the bers, can be described as
manifold M a ber bundle whose base space is again M. Although we will only use functors
of this type when describing the Dirac eld, the restriction is not technically necessary in our
denitions.
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h Itis tempting to think of a contravariant functor that maps manifolds to their cotangent bundles
and morphisms to the pull-back, := d, which indeed reverses the directions of arrows
and changes the order of compositions. However, the pull-back is only dened on the image of ,
so in general this does not dene a morphism in VBundR .
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Definition 2.8. TVec is the category of topological vector spaces with injective
continuous linear maps as morphisms. The functor C : Mann TVec is the constant
functor C, i.e. it assigns to each object the one dimensional space C and to each
morphism the identity morphism.
The functor of test-sections is the functor C 0 : VBundC TVec which maps
each complex vector bundle V to the space C0 (V) of compactly supported smooth
sections of V in the test-section topology.i A morphism , covering a morphism , is
mapped to the push-forward dened by (f ) = f 1 on (M1 ), extended
by 0 to all of M2 .
The functor of smooth sections is the contravariant functor C : VBundC
TVec which maps each complex vector bundle V to the space C (V) of smooth
sections of V in the usual topology. A morphism , covering a morphism , is
mapped to the pull-back dened by (f ) = 1 f .
The functor of distributions is the contravariant functor Distr: VBundC
TVec which maps each complex vector bundle V to the space (C0 (V)) of distri-
butions on V with the weak topology induced by C0 (V). A morphism , covering
a morphism , is mapped to the pull-back dened by u := u .
We will not need compactly supported distributions, but they can be dened as
the functor dual to C . Notice that objects which are not compactly supported,
such as smooth sections or distributions, behave contravariantly, whereas compactly
supported ones behave covariantly. Also note that the pull-back of a smooth section
can only be dened for morphisms that restrict to isomorphisms of the bers. The
following constructions will be of importance in Sec. 4:
Integration is a natural transformation
: C
0 | | C which assigns to each
n
C0 (| M|) the integral M .
n
i For a precise denition of the well-known topologies on test-sections and smooth sections we refer
390 K. Sanders
T : C
0 V1 C0 V2 dened pointwise by TM f := tM f . The same statement
holds for T : C V1 C V2 , if the Vi are functors into the category VBundC .
Next we add the structure of a semi-Riemannian metric:
of the theory and nd that the non-uniqueness can be characterised in terms of the
cohomology of the category of spin spacetimes.
Definition 3.1. By the term globally hyperbolic spacetime we will mean a con-
nected, Hausdor, C Lorentzian manifold M = (M, g) of dimension d = 4, which
is oriented, time-oriented and admits a Cauchy surface.
A subset O M of a globally hyperbolic spacetime M is called causally convex
i for all x, y O all causal curves in M from x to y lie entirely in O.
The category Spac is the subcategory of SRMann whose objects are all glob-
ally hyperbolic spacetimes M = (M, g) and whose morphisms are isometric embed-
dings that preserve the orientation and time-orientation and such that (M1 ) is
causally convex.
If O M is a connected open causally convex set, then (O, g|O ) denes a globally
hyperbolic spacetime in its own right. In this case there is a canonical morphism
IM,O : O M given by the canonical embedding : O M. We will often drop
IM,O and from the notation and simply write O M .
Notice that there is a forgetful functor f : Spac SRMann and that we can
dene the functor F+ : Spac Bund of oriented, time-oriented orthonormal frames
F+ M for the tangent bundle, in analogy to Sec. 2.2. This is a principal L+ -bundle
over M , where the special ortochronous Lorentz group L+ acts from the right,
i.e., given e = (x, e0 , . . . , e3 ) F+ M , where x M and ea Tx M such that
gx (ea , eb ) = ab and e0 is future pointing, the action of is dened by R e = e =
(x, e0 , . . . , e3 ) where ea = eb ba .
392 K. Sanders
Definition 3.4. The standard locally covariant Dirac spinor bundle D0 : SSpac
VBundC is the locally covariant spinor bundle which associates to each object SM
of SSpac the associated vector bundle D0 M = SM Spin01,3 C4 of SM with the
j There exists another approach to spinors, which considers on each spacetime the Cliord bundle.
This Cliord bundle is functorial in its dependence on the spacetime, but it does not generally
dene a spin structure. Indeed, at each point one can identify the Spin group inside the ber of
the Cliord bundle, but there may not be any projection from these Spin groups onto the frame
bundle that intertwines the actions of the structure groups, the obstruction being a topological
twist. (Conversely, every spin structure can be seen as a topologically twisted copy of the Spin
groups in the Cliord bundle.) Nevertheless, it appears to provide sucient structure to describe
all the relevant physics in a functorial way. We refer to [18] for more information on this approach.
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The dual functor D0 then assigns to each SM the dual vector bundle D0 M whose
points are equivalence classes of pairs (E, w ) SM (C4 ) , where the equivalence
is given by [RS E, w ] = [E, w 0 (S 1 )]. (Here we consider w (C4 ) as a row
vector, whereas z C4 is treated as a column vector.)
For any object SM the unique connection SM on T M which is compatible
with the metric, SM g = 0, can be described by an l+ -valued one-form (SM )ba on
the orthonormal frame bundle F+ M (cf. [22, Chap. 2, Proposition 1.1]), where l+ is
the Lie-algebra of L+ , which can be identied with the tangent space of the ber of
F+ M at any point. For every local section e of F+ M the pull-back ba := e (ba )
consists exactly of the connection one-forms of SM expressed in the orthonormal
frame ea . The one-form (SM )ba can be pulled back by the spin frame projection
and lifted to a spin01,3 -valued one-form SM on SM :
1
SM := (d)1 ((SM )ba ) = p ((SM )ba )gb g a ,
4
where the last equality uses Proposition 2.6. The one-form SM determines a con-
nection on the spin frame bundle SM . For any associated vector bundle DM we
then nd a connection, also denoted by SM , determined by the connection one-
forms := E (SM ) in a local section E of SM , as represented on DM (we will
give an explicit expression for in Eq. (5)). The connection can be viewed as a
map SM : C0 (D0 M ) C0 (T M D0 M ), which is a component of a natural
transformationk : C
0 D0 C0 (T D0 ). The Leibniz rule allows us to
extend it to mixed spinor-tensors, using, e.g., a v, u = a v, u + v, a u.
k Alternatively we could have written the connection as a natural transformation from the 1-jet
bundle extension of D0 to T D0 .
l On a general representation space of complex dimension four, one can dene many complex
conjugations and Hermitean inner products. In order to obtain the desired equalities involving
adjoint and charge conjugate spinors later on, we need these two operations to be compatible, i.e.
v, w = v, w. Without loss of generality we can then use the standard complex conjugation and
Hermitean inner product on C4 .
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394 K. Sanders
Theorem 3.5. For any irreducible complex representation of the Dirac algebra
D there are matrices A, C GL(4, C) such that
A = A , (ga ) = A(ga )A1 , An > 0,
(3)
= I,
CC (ga ) = C(ga )C 1
for all future pointing time-like vectors n M0 D. We have for all S Spin01,3 :
A = C AT C,
(S) A(S) = A, (S 1 )C 1 (S) = C 1 .
Moreover, if A , C M (4, C) have the properties stated above for the irreducible
complex representation of D, then there is an L GL(4, C), unique up to a sign,
such that L A L = A, (L)
1 C L = C and = L1 L on D.
Note that g5 Spin 1,3 \Spin 01,3 . Indeed, using 0 and A0 = 0 in Theorem 3.5 we
see that 5 A0 5 = A0 , so g5 Spin 1,3 by denition, but not in Spin 01,3 .
In the following theorem we use the fact that for any pair of natural transforma-
tions t, t : SSpac VBundC we can dene the sum t + t and the tensor product
t t componentwise.
Theorem 3.6. The standard locally covariant Dirac spinor and cospinor bundles
admit natural (C-antilinear ) equivalences + : D0 D0 , c : D0 D0 , c : D0 D0 in
VBundR and a natural transformation : D0 T D0 in VBundC such that all
components cover the identity morphism and the following equations hold both on
spinors and cospinors (i.e. we denote the inverses of + and c by the same symbol):
+ +
= 1 =c c , = 1 c +
+ c
, S (+ + ) = , = , (c c )
(1+ ) = + , (1c ) = 1 c (4)
(1 + S 1) (1 ) = (2 g) 1
= ,
where S: D0 D0 D0
D0 and S: T T T T swap the factors in the
tensor product, g: 0 T T maps the function 1 to the metric g and : D0
T D0 is the adjoint map of under the canonical pairing , . Furthermore, for
every object SM , every time-like future pointing tangent vector n T M and every
v D0 M we have n v + , (v) 0.
The natural transformation can also be seen as a natural transformation T
End(D0 ) or T End(D0 ). Equations (4) simply give the usual computational
rules for spinors and cospinors in a functorial setting. Thus, for every SM and
every p D0 M , q D0 M we have:
p++ = p = pcc , pc+ = p+c
p+ , q + = q, p = q c , pc
( p)+ = p+ , ( p)c = pc
+ = 2g I, a b 0,
where we have dropped the subscript SM to lighten the notation.
396 K. Sanders
These are well-dened isomorphisms in VBundR and they give rise to natural equiv-
alences satisfying the rst two lines of Eq. (4).
Now x E SM , let ea be the orthonormal basis (e0 , . . . , e3 ) = (E) of Tp(E) M ,
where : SM FM is the spin frame projection, and let ea be the dual basis of
Tp(E) M . On SM we dene the component of the natural transformation on SM
to be
/ SM := a a .
Proposition 3.7.
/ + =+
/,
/ c
= 1 c
/.
+ c
Proof. Recall that and can be dened pointwise on test-sections. Hence, on
any object SM
/ v)c = ((a v va ) a )c = (a v va ) a C
(
= ((
v C) vCa ) a =
/ (vC) =
/ vc ,
/ u)+ = ( a (a u + a u))+ = (a u + u a )( a ) A
(
= (a (u A) u Aa ) a =
/ (u A) =
/ u+ ,
where the minus sign in the last line appears because the order of the two factors of
/ v)+ = (
in the expression for a needs to be changed. It follows that ( / v ++ )+ =
( + ++
/v ) = +
/ v and ( c
/ u) = (/ u ) = (
+ +c + c+
/ u ) = ( / u ) = (
+c +
/ uc+ )+ =
c
/u .
398 K. Sanders
LD := u+ , (i
/ + m)udvolg (7)
We will write P := i
/ + m for the operator on spinors and Pc := i/ +m
for the operator on cospinors. These are components of natural transformations
P : C
0 D0 C0 D0 , P : C
D0 C D0 and Pc : C
0 D0 C0 D0 ,
Pc : C D0 C D0 , which we denote by the same symbol. We then have by
Proposition 3.7:
P c
= c
P, Pc c
= c
Pc ,
(9)
Pc = P,
+ +
P = Pc ,
+ +
i.e. if a spinor eld u is a solution to the Dirac equation, then so are u+ and uc .
(The adjoint and charge conjugation of u are dened pointwise.)
For a distribution v on D0 M we dene the transpose P by P v, u := v, P u
and similarly for Pc . In this way the transposes give rise to natural transformations
P : Distr D0 Distr D0 and Pc : Distr D0 Distr D0 .
One can nd unique advanced and retarded fundamental solutions for the Dirac
equation, both for spinors and cospinors [6, 24]:
o The Lagrangian is a natural transformation between the functor J1 D0 , which assigns to each
spin spacetime SM the rst-order jet bundle J1 D0 M of the spinor bundle D0 M , to the functor
|n | of densities. A component of this natural transformation covers the identity morphism of SM
and is only a moprhism in Bund, not in VBundR , because it is not linear.
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Proof. The components of S and Sc are the advanced () and retarded (+)
fundamental solutions for P and Pc , which are given by S := (i / + m)E and
Sc := (i / + m)E respectively, where E are the unique advanced and retarded
fundamental solutions for the normally hyperbolic operator (i / + m)(i / + m) =
(i / + m)(i/ + m) = / 2 + m2 . We refer to [6, Theorem 2.1] for a detailed proof of
the existence and uniqueness of these operators (see also [16] for the existence and
uniqueness of E ).
The naturality of S and Sc follows from their uniqueness and the naturality of
P and Pc . In detail: for every morphism : SM 1 SM 2 and every f C0 (D0 M1 )
the unique smooth solution to P u = f on M2 with supp(u) J (supp( f ))
pulls back to a solution v := u of P v = f on M1 with supp(v) J (supp(f )).
By uniqueness we must then have u = S f and u = S f , i.e. S =
S . The same holds for cospinors. The commutation of S and Sc with charge
conjugation and adjoints follows from Eq. (9).
For arbitrary u C0 (D0 M ) and v C0 (D0 M ) we can nd a C0 (M )
which is identically one on the compact set supp(S u) supp(Sc v). We then com-
pute:
v, S u = Pc Sc v, S u = Sc v, P S u
M M M
= Sc v, P S u = Sc v, u,
M M
which proves the last claim.
400 K. Sanders
Proof. Because we use the same representation on all spacetimes we can construct
a natural equivalence t: D D0 whose components are of the form tSM ([E, z]) :=
[E, Lz] for some L GL(4, C) which is independent of SM (cf. Theorem 3.5).
Corollary 3.14. If D := (D0 ,+1 ,c1 , ) is any Dirac structure with the standard
locally covariant Dirac spinor bundle D0 , then D is isomorphic to the standard
Dirac structure D0 .
on D0 we must have 0 (S)a 0 (S 1 ) = b ba (S) for all S Spin 01,3 . This also
holds for the matrices , so we conclude from the Fundamental Theorem that
0 (S)L(x) = c(x)L(x)0 (S), where c 1 by taking S = I. We can now dene a
natural equivalence t: D0 D0 by [E, z] [E, L(p(E))z] such that t = t . If
we also dene +2 := t +1 t1 and c2 := t c1 t1 , then D (D0 ,+2 ,c2 , ) D0 ,
where the last equivalence follows from the previous corollary.
In fact, the proof of Corollary 3.13 shows that for any SM the quadruple
(DM,+ ,c , ) is unique up to an isomorphism tSM , if DM has four-dimensional
complex bers. The isomorphism tSM itself, however, is only unique up to a sign.
In other words, on each spin spacetime we nd a discrete Z2 -symmetry that pre-
serves all physical relations.p
Consider two Dirac structures D and D whose locally covariant spinor bundles
D and D have four-dimensional complex bers. Comparing the action of these
functors on morphisms of SSpac one nds a diagram that commutes up to a sign.
The existence of an initial object in the category DStruc then boils down to the
question whether one can choose signs for all spin spacetimes SM in such a way
that all the diagrams commute. The answer is not at all obvious, but can be neatly
formulated in terms of the rst StiefelWhitney class of the category SSpac. To
explain this we will briey recall the denition of cohomology groups for categories
(cf. [26]).
If C is any category, we can rst build a simplicial set from it called the nerve
of the category (cf. [27]). A 0-simplex is simply an object of C, a 1-simplex is a
morphism between two objects, a 2-simplex is a commutative triangle, etc. We will
write n for the set of all n-simplices. For n 1 every n-simplex has n + 1 faces,
which are described by maps j : n n1 , 0 j n, which remove the jth
vertex from the diagram.
To nd the cohomology of C with values in an Abelian groupq G, we dene
an n-cochain with values in G to be a map v : n G. We denote the set
of n-cochains with values in G by C n (G) and we dene the coboundary map
d : C n (G) C n+1 (G) by
n+1
dv(s) := (1)j v(j s), s n+1 ,
j=0
where we have written the group operation of G additively. One checks that d2 =
0 and denes v to be closed i dv = 0 and exact i v = dt for some (n 1)-
cochain t. The sets of closed and exact n-cochains are denoted by B n (G) and
Z n (G), respectively. They inherit an Abelian group structure from G and because
p This may be compared to [25], who use complex spinor structures and then nd a local (gauge)
402 K. Sanders
Z n (G) B n (G) is necessarily normal one can dene the jth cohomology group as
the quotient H n (G) := B n (G)/Z n (G).
Now let us return to the study of Dirac structures. Suppose that D and D
both have four-dimensional complex bers. Without loss of generality, we may
assume that both Dirac structures coincide on each spin spacetime, but the action
of their locally covariant spinor bundles on a morphism agrees only up to a sign
v() {1}. We can view v : v() as a 1-cochain on the category SSpac
with values in Z2 = {0, 1}, where 0 corresponds to +1 and 1 to 1). Notice that
for a composition of morphisms = 1 2 we nd v() = v(1 ) + v(2 ) in Z2 ,
because the Dirac structures are both functorial. In cohomological terms this means
precisely that dv = 0.
If there is a natural equivalence t: D D , then the components tSM are auto-
morphisms of the Dirac structure at each SM , i.e. tSM = 1, that compensate for
all the minus signs in v. If we view t as a 0-cochain with values in Z2 , this means
exactly that v = dt. So we have proved:
Theorem 3.15. The number of inequivalent Dirac structures whose locally covari-
ant spinor bundles have four-dimensional complex bers equals the number of rst
StiefelWhitney classes of the category SSpac, i.e. the number of elements in
H 1 (Z2 ).
Remark 3.16. For scalar and vector elds the problem above can be avoided in
a natural way. Taking L+ in the dening (four-vector) representation, the vector
bundle associated to F+ M is just the tangent bundle T M . A morphism in Spac
determines a unique morphism on the tangent bundle, so no topological obstruc-
tions occur. Similarly for the scalar eld, where one uses the trivial one-dimensional
representation of L+ , whose associated vector bundle is 0 (M ) = M R. Again a
morphism in Mann automatically determines a unique morphism on these associ-
ated vector bundles, now by the requirement that the volume element is preserved.
In general one is dealing with representations of Spin 01,3 and associates to each
morphism in SSpac an intertwining operator between such representations. For
the associated vector bundles of SM , the physical requirements that we imposed on
the bundle morphisms, concerning the adjoint and charge conjugation maps and ,
reduce the intertwiners exactly to a choice of lifting L+ to its double cover. In this
way it leads to the same rst StiefelWhitney class that characterizes the number
of spin structures on a manifold. For the general case it is expected that one needs
a non-Abelian cohomology theory to quantify the obstruction for nding initial
objects.
Definition 4.1. The category TAlg has as its objects all unital topological -
algebras A and as its morphisms all continuous and injective -homomorphisms
such that (I) = I.
A locally covariant quantum eld theory is a (covariant) functor A: SSpac
TAlg, written as SM ASM , .
A locally covariant quantum eld theory A is called causal if and only if any
pair of morphisms i : SM i SM , i = 1, 2, such that 1 (M1 ) (2 (M2 )) in M
yields [1 (ASM 1 ), 2 (ASM 2 )] = {0} in ASM .
A locally covariant quantum eld theory A satises the time-slice axiom i for
all morphisms : SM 1 SM 2 such that (M1 ) contains a Cauchy surface for M2
we have (ASM 1 ) = ASM 2 .
Definition 4.2. The locally covariant double spinor bundle is the covariant functor
D D . We dene the following natural equivalences and natural transformations
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404 K. Sanders
where the direct sum is algebraic (i.e. only nitely many non-zero summands are
allowed) and
(1) the product is given by continuous linear extension of f1 f2 := f1 f2 ,
(2) the -operation is given by continuous antilinear extension of
(f1 fn ) := fn+ f1+ ,
(3) as a topological vector space FSM 0
is the strict inductive limit FSM
0
=
N n
N =0 C
n=0 0 ((DM D M ) | n ), where KN is an exhausting and
KN
increasing sequence of compact subsets of M and the test-section space of the
restricted vector bundle (DM D M )n |K n is given the test-section topology.
N
becomes a locally covariant quantum eld theory F0 : SSpac TAlg. Our next
task will be to divide out the ideals that generate the dynamics and the canonical
anti-commutation relations.
We dene the natural transformation ( , ): (C
0 (DD ))R (C0 (DD ))
(u1 v1 , u2 v2 )
= i Pc Sc u+
1 , Su2 + Pc Sc v2 , Sv1
+
J + (C)
+i Pc Sc+ u+
1 , Su2 + Pc Sc v2 , Sv1
+ +
J (C)
= a Sc u+
1 , Su2 + a Sc v2 , Sv1
a a +
J + (C)
a Sc+ u+
1 , Su2 + a Sc v2 , Sv1
a + a +
J (C)
= na Sc u+ a
1 , Su2 + na Sc v2 , Sv1
a +
C
na Sc+ u+
1 , Su2 + na Sc v2 , Sv1
a + a +
C
= (Su1 )+ , n
/(Su2 ) + Sc v2 , n
/(Sc v1 )+ .
C
From Eq. (10) we notice that ( , ) is positive semi-denite and hence denes a
(degenerate) inner product. We proceed by dividing FSM0
by the closed ideal JSM
of FSM generated by all elements of the form P f or f1 f2 + f2 f1+ (f1 , f2 )I.
0 +
Theorem 4.4. The ideal JSM is a -ideal and for any morphism : SM 1 SM 2
we have (JSM 1 ) JSM 2 . We can dene the locally covariant quantum eld the-
ory F : SSpac TAlg which assings to every spin spacetime SM the C -algebra
FSM := FSM0 /J
SM .
Proof. The elements that generate JSM are invariant under adjoints and under
a morphism they are mapped to elements of the same form. This proves the rst
statement. It follows that the quotients FSM
0
/JSM are topological -algebras and
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406 K. Sanders
they are the inductive limits of nite-dimensional Cliord algebras ([29]). The mor-
phisms on the quotients are necessarily continuous in the norm and therefore extend
to morphisms on the C -algebras FSM .
Definition 4.5. A locally covariant quantum eld in the locally covariant vector
bundle V for the locally covariant quantum eld theory A is a natural transforma-
tion : C
0 V f A, where we let f : TAlg TVec be the forgetful functor.
We dene the locally covariant quantum elds B: D D F, : D F
and + : D F by BSM (f ) := 0 f 0 + JSM , SM (v) := BSM (0 v) and
+
SM (u) := BSM (u 0).
That the latter really are locally covariant quantum elds is a consequence of
+
Proposition 4.6. The operator-valued maps BSM , SM , SM are C -algebra-
valued distributions and:
(1) P = 0 and Pc + = 0,
+
(2) SM (u) = SM (u+ ) ,
(3) {SM (u), SM (v)} = (v + 0, u 0)I = i M v, SuI and the other anti-
+
commutators vanish.
Note that the last two conditions of Proposition 4.6 can also be formulated in
terms of natural transformations, because the algebraic operations in FSM can be
expressed as such. The theory F is the quantized free Dirac eld and ( + ) is
the locally covariant Dirac (co)spinor eld. Alternatively we could have used the
algebras FSM
0
/JSM themselves instead of completing them to C -algebras.
To see that the anti-commutator is the canonical one (cf. [24]) we apply [6,
Proposition 2.4(c)] which says that S|CC = in / for a Cauchy surface C with
future pointing normal vector eld n. Comparing with Eq. (8) and using n/ 2 = I we
then nd
{iSM (n
+
/(x)), SM (y)} = y, Sn
/ xI = i(y, x)I
M
as expected.
So far our construction depends on the choice of a Dirac structure, although nat-
urally equivalent Dirac structures yield naturally equivalent theories and quantum
elds. The following theorem restricts attention to the observable algebra, dividing
out the freedom of choice completely and yielding a unique theory, but for many
purposes it is not convenient to use it directly because it lacks locally covariant
Dirac (co)spinor elds.
Theorem 4.7. Let B : SSpac TAlg be the locally covariant quantum eld theory
that assigns to each spin spacetime SM the C -subalgebra of FSM generated by all
even polynomials in elements B(f ), with the induced action on morphisms. For all
Dirac structures with four-dimensional complex bers the resulting theories B are
isomorphic.
Proof. The algebras BSM generated by the even polynomials are C -algebras.
Morphisms respect evenness and so restrict to morphisms on B, making B a well-
dened locally covariant quantum eld theory. Now consider two Dirac structures D
and D0 with associated functors F, B and F0 , B0 . If both Dirac structures have four-
dimensional complex bers, then we infer from the comment below Corollary 3.13
that there are -isomorphisms SM : FSM (F0 )SM such that for any morphism
: SM 1 SM 2 we have SM 2 = (0 ) SM 1 , where = 1 depends
only on . It follows from the evenness that the SM descend to -isomorphisms
SM : BSM (B0 )SM that intertwine with the morphisms. Hence, B and B0 are
naturally equivalent.
Proposition 4.8. The locally covariant quantum eld theory B : SSpac TAlg
of Theorem 4.7 is causal and satises the time-slice axiom.
408 K. Sanders
Remark 4.9. A Majorana spinor is a spinor u such that u = uc . In this case the
adjoint is anti-Majorana: u+c = uc+ = u+ . We call a double spinor f = u v
Majorana i u and v + are Majorana, which means that f c = f . Such spinors
are sections of a subbundle of the Dirac spinor bundle, which can be described
by a Majorana representation. Notice that every spinor is a unique complex linear
combination of Majorana spinors.
To quantize Majorana spinors we note that hc , f = h+ , f c+ . This leads us
to dene the charge conjugation on the quantized eldss by c (v) := + (v c+ )
and +c (u) := (uc+ ), or equivalently B c (f ) := B(f c+ ) = B(f c ) . We impose
the Majorana condition B c (f ) = B( f ) by dividing out the ideal generated by
all elements of the form B(f f c+ ). More precisely, if H is the Hilbert space
obtained from C0 (DM D M ) by dividing out the ideal of double spinors f for
which (f, f ) = 0, then there is an orthogonal decomposition H = H+ H , where
the elements in H satisfy f c+ = f . Indeed, every double spinor can be written
as f = f+ + if , where f := 12 (f f c+ ) are in H and the orthogonality follows
from Lemma 4.3. For the C -algebraic quantization we then have F = F+ F ,
where F is the C -algebra of quantized Majorana spinors and F+ the C -algebra
of quantized anti-Majorana spinors (see [30, Sec. 5.2]). The generators (v) and
+ (u) of F satisfy the additional relation c = and +c = + .
the proof of their Proposition 2.8, which relates the wave front set of a distribution
to that of its scaling limit, is in our opinion insucient (see footnote w). In the
Appendix, we prove a similar statement as Proposition A.2, thereby lling any gap
in [34] and establishing the desired equivalence on a rm ground. For the Dirac
eld, Hollands has proved that this wave front set condition implies a specic form
of the polarization set ([35, Theorem 4.1]).
The scaling limit result can also be used to nd the wave front sets of the
advanced and retarded fundamental solutions E of normally hpyerbolic operators
on a globally hyperbolic spacetime, a result that we prove as Theorem A.5. Our
proof is largely analogous to the work of Radzikowski and the outcome is in direct
analogy to the results of Duistermaat and H ormander [36] for the scalar case. To
nd the wave front sets of the fundamental solutions S for the Dirac equation we
use (and correct) an idea of [35].
Finally, we comment on the results by Kratzert [32], which use a spacetime defor-
mation argument to compute the wave front set and polarization set of Hadamard
states. This result has a gap, already identied in [34], concerning the case of points
(x, ; y, ) where either = 0 or = 0, which prevents the propagation of the sin-
gularity from the original to the deformed spacetime. This gap can be avoided using
either a propagation of Hadamard form result as in [34], or using the commutation or
anti-commutation relations and the explicit form of WF (E), respectively WF (S).
The latter argument, which appears to be implicit in Radzikowskis paper [31],
works as follows: when (x, ; y, 0) WF (2 ) then also (y, 0; x, ) WF (2 ) by
the (anti-)commutation relations and the fact that WF (E) (or WF (S)) has no
points with either entry equal to 0. Using the calculus of Hilbert-space-valued
distributions, Theorem A.4, we then nd that both (x, ; x, ) WF (2 ) and
(x, ; x, ) WF (2 ). Because = 0 (by denition the wave front set does not
contain the zero covector) these points can both be propagated into a deformed
spacetime, where WF () is known to satisfy the required microlocal condition.
This, however, leads to a contradiction, because WF (2 ) WF (2 ) = and
hence = 0. Therefore, WF (2 ) cannot contain points with one of the covectors
equal to 0.
After these historical notes we feel free to dene the notion of Hadamard states
directly in terms of a wave front set condition, rather than using the Hadamard
parametrix. If is a state on FSM then we may consider the GNS-representation
(H , , ) associated to and the H -valued distribution on DM D M
dened by:
v (f ) := (BSM (f )) .
Definition 4.10. A state on FSM is called Hadamard if and only if
WF (v ) = N + := {(x, ) T M | 2 = 0, is future pointing or 0}.
A state on BSM is called Hadamard if and only if it can be extended to a
Hadamard state on FSM . The set of all Hadamard states on BSM will be denoted
by SSM .
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410 K. Sanders
Note that every state on BSM can be extended to FSM , by the HahnBanach
Theorem and Proposition 4.6. The Hadamard condition is independent of the choice
of extension, because it depends solely on the two-point distribution as the following
proposition shows (cf. [34], we give a short proof using the more advanced microlocal
techniques developed in the Appendix).
Proposition 4.11. For a state on FSM the following conditions are equivalent :
(1) is Hadamard,
(2) WF (v ) N + ,
(3) the two-point distribution 2 (f1 , f2 ) := (BSM (f1 )BSM (f2 )) has
i.e. WF (w) = WF (2 ) = C.
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Proposition 4.12. The set SSM of all Hadamard states on BSM satises:
Proof. The rst property follows from Theorem 4.11 and the fact that wave front
sets are local and geometric objects (cf. [38, Chap. 8]). The second property relies
on the anti-commutation relations, which implies that the truncated n-point distri-
butions are totally anti-symmetric (cf. [1, 39]). The nal property follows from the
second characterisation in Theorem 4.11, Eq. (17) in the Appendix, the equation of
motion and the Propagation of Singularities Theorem for the wave front set, which
in this case follows from the propagation of the polarization set [41].
One can also prove that the state spaces are locally physically equivalent [5] and
that all quasi-free Hadamard states are locally quasi-equivalent [42]. Whether the
latter remains true for all Hadamard states appears to be unknown.
We conclude this section with the remark that the functor S : SSpac TVec
dened by SM SSM and (restricted to the relevant state space) is a
locally covariant state space for the theory B [2].
4.3. The relative Cauchy evolution of the Dirac eld and the
stress-energy-momentum-tensor
Now that we have a locally covariant free Dirac eld at our disposal, we will inves-
tigate the idea of relative Cauchy evolution for this eld and prove that it yields
commutators with the stress-energy-momentum tensor. This result is completely
analogous to the result for the free scalar eld of [2].
Suppose that we have two objects M0 = (M, g0 , SM 0 , p0 ) and Mg =
(M, g, SM g , pg ) in SSpac, where M is the same in both cases and such that out-
side a compact set K M we have g = g0 , SM g = SM 0 and pg = p0 . Now
let N M0 be causally convex open regions, each containing a Cauchy surface
for M0 , such that K lies to the future of N (i.e. K J + (N )\N in M0 and
hence also in Mg ) and to the past of N + . We view N as objects in SSpac and
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412 K. Sanders
g := 0+ (g+ )1 g (0 )1 .
: {(e )a } {(e0 )a }
Remark 4.13. There may be many deformations of the spin structure, i.e. many
families of projections which satisfy our requirements. However, the variation
of terms like v, P u will not depend on this choice. Indeed, if is a dierent
deformation of the spin structure, then e := (E) = R e = (RS E) for some
smooth curve S in Spin01,3 . However, using the invariance of , under the action of
the gauge group Spin 01,3 , the variation will be equal in both cases. (Also u = 0 for
t In[2], it seems the authors have the scattering of a state in mind as it passes through the
perturbed metric, which leads them to consider the -isomorphisms g1 rather than g . When
we take the variation with respect to g this gives rise to a sign.
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every spinor u, because D M = DM.) In this sense, the variation will only depend
on the variation of the metric.
reduces
to Tab := ea eb T in the limit y x. Performing a partial integration,
(ea v, u) = 0, we can write Tab
s
as a bidistribution of scalar test-functions
h1 , h2 ,
i
s
Tab (h1 , h2 ) = ( + (EA h1 )(aA |B (| (E B eb) h2 ))
2
+ + ( (e(a E|A| h1 ))b)AB (E B h2 )). (13)
Equation (13) can be promoted to the quantized case by replacing and + by the
+
components SM and SM of the corresponding locally covariant quantum eld.
The expression (13) can be viewed as a formal expression for the same distribution
with quantized eld operators.
u Forexplicit computations, we refer to [43, Sec. 4], which uses a Lagrangian that diers from ours
by a total derivative. Varying with respect to g would yield the opposite sign.
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414 K. Sanders
1
= {((a BSM )(b) (S f )h) BSM ((b a) (S f )h)},
2
where a := ea .
With Eq. (13), the commutation relations and [AB, C] = A{B, C} {A, C}B this
implies
1 +
s
[Tab (x, y), BSM (f )] = { (EA (x))(aA |B| E B , b) Su(y)
2 SM
+ Sc v, EA (x)(aA |B| (b) SM )(E B (y))
((a SM
+
)(E|A| (x))b)AB E B , Su(y)
1 +
s
[Tab (x, x), BSM (f )] = { ( (Su)(x)) + (b SM (Sc va) (x))
2 SM (a b)
(a SM
+
(b) Su(x)) SM ((a (Sc v)b) (x))}
1
= {(a BSM (b) S f (x)) BSM ((b a) (S f )(x))},
2
This result can be written for spinors and cospinors separately as:
s
[Tab (x, x), SM (v)]h(x)dvolg (x)
M
1
= {(a SM ((Sc v)b) h) SM ((a (Sc v)b) h)},
2
s +
[Tab (x, x), SM (u)]h(x)dvolg (x)
M
1
= {(a SM
+
(b) Suh) SM
+
((a b) (Su)h)}.
2
416 K. Sanders
For the last equality, we used the fact that (P ) is supported in K, where + 1.
Recall that P = (i / + m) (i
/ + m) to get the nal result.
To compute the variation of the Dirac operator we may work in a local frame
on O, where it is supported. Because the Dirac adjoint map is independent of we
only need to compute this variation either for spinors or for cospinors:
/ )v =
( / v + )+ |=0 = (
/ v|=0 = ( / v + |=0 )+ = ((
/ )v + )+ .
This result compares well with the scalar eld case, [2, Theorem 4.3].v As particular
cases we obtain for and + :
i a b s
(g (v)) = e e [T (x, x), (v)],
g (x) 2 ab
i a b s
(g + (u)) = e e [T (x, x), + (u)].
g (x) 2 ab
v The sign explained in footnote t cancels the sign due to the variation with respect to g instead
of g .
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It follows that the same result also holds for products and sums of smeared eld
operators.
5. Conclusions
A rigorous formulation of quantum eld theories in curved spacetime, going beyond
the well-known scalar eld, is a prerequisite for constructing more realistic cosmo-
logical models as well as for improving our understanding of quantum eld theory
in Minkowski spacetime. The main purpose of this paper was to present the free
Dirac eld in a four-dimensional globally hyperbolic spacetime as a locally covari-
ant quantum eld theory in the sense of [2] and to compute the relative Cauchy
evolution of this eld, obtaining commutators with the stress-energy-momentum
tensor in analogy with the free real scalar eld. We achieved this in a represen-
tation independent way and in a functorial, and therefore manifestly covariant,
framework.
We established some basic properties of the locally covariant free Dirac eld
and remarked on the quantization of Majorana spinors. We also provided a detailed
discussion of Hadamard states, closing any gaps in the existing proofs of the equiv-
alence of the denitions in terms of the series expansion of their two-point distri-
bution and a microlocal condition, respectively.
Furthermore, we argued that the observable part of the theory is uniqueley
determined by the relations between adjoints, charge conjugation and the Dirac
operator, although the geometric constructions themselves may not be unique due
to the cohomological properties of the category of spin spacetime. On a mathemat-
ical level we have consistently replaced a single spin spacetime SM by the category
SSpac of such spacetimes, and the dierential geometry on SM by the correspond-
ing functorial descriptions. On a physical level, however, we should not conclude
from this that SSpac is now the physical arena in which our system lives, instead
of a collection of systems. (See [1, Chap. 1] for more detailed philosophical remarks
on the interpretation of the locally covariant approach.)
Acknowledgments
I would like to thank Chris Fewster for suggesting to use the cohomological language
in Sec. 3.4 and for bringing the problem of computing the relative Cauchy evolution
for the Dirac eld to my attention. I would also like to thank Romeo Brunetti for
correcting some of my misconceptions in the early stages of this computation. An
anonymous referee made several important corrections and helpful suggestions, for
which I am grateful. Much of this work was performed as part of my PhD-thesis at
the University of York and I would also like to thank the University of Trento for
their kind hospitality during my visit in October 2007. Furthermore, this research
was supported by the German Research Foundation (Deutsche Forschungsgemein-
schaft (DFG)) through the Institutional Strategy of the University of G ottingen
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418 K. Sanders
Proof. Suppose that (0, 0 ) WF (u) with 0 = 0. We will prove that (x, 0 )
WF (u0 ) for all x. By assumption, we can choose C0 (O) and an open conic
neighborhood Rn of 0 such that 1 on a neighborhood of 0 and supp()
WF (u) = . We set v := u and v := d v, where d is the scaling degree of u
at 0. Notice that WF (v) T0 O = WF (u) T0 O and u0 := lim0 v , so without
wA similar result was also claimed as [34, Proposition 2.8], but we nd their proof unconvincing.
In particular, when localizing the scaling limit u0 with a test-function 0 and estimating (cf. [34,
Eq. (2.11)])
.
0
0 u () = lim
dn
u 0 ei .
0
the test-function 0 ( . ) becomes singular in the limit 0. The quoted reference pays insucient
attention to this issue in the last sentence of their proof, because their last estimate does not involve
any 0 .
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loss of generality, we may prove the result with v replacing u and we can view the
v as compactly supported distributions on all of Rn .
Notice that for > 0 we have u0 = d u0 , i.e. u0 is a homogeneous distri-
bution and therefore it is tempered ([38, Theorem 7.1.18]). We now prove that v
converges to u0 in the sense of tempered distributions on Rn . For this we rst write
v = ||r (1)|| v , where r is the order of v and the v are compactly sup-
ported distributions of order 0 (see [38, Sec. 2.1]). Note that ||<dn (1)|| v
converges to 0 in S, because for every || < d n and S(Rn ) we have
for some C, r > 0, where B1 is the (Euclidean) unit ball and 0 < 1. In fact, for
1 we also have
C sup| |,
dn||r
where the sum is nite near every point. We dene m := m and m := 2m1
and rescale m in order to apply the estimate (15):
dn /m .
|w (m )| = m w
m
m
.
C dn|| sup ( m )
m m
||r
C1 sup|x m |, m 0, (16)
Rn
||r ||r+nd
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420 K. Sanders
|w (m )| C2 sup |x |(m+1 + m + m1 )
Rn
||r ||r+nd
for all in , all N N and suitable CN > 0. For N > nd the limit yields u0 () = 0
near 0 . We then apply [38, Theorem 8.1.8], which says that for a homogeneous
distribution we have for all x = 0 that (x, 0 ) WF (u0 ) if and only if (0 , x)
WF (u 0 ).
0 ) and also (0, 0 ) WF (u0 ) if and only if 0 supp(u
For a distribution u with values in a Banach space B one can dene the wave
front set by using estimates of the norm u(ei ), which replace the corresponding
estimates of the absolute value |u(ei )| for scalar distributions [37]. Alternatively,
one can use the following equivalent characterization ( [1, Theorem A.1.4]):
WF (u) = WF (l u)\Z. (17)
lB
where , denotes the canonical pairing of Rm with the second factor of B (Rm ) .
We set by denition WF (u) := WF ( u).
Equation (17) allows a straightforward generalization of many results for
scalar distributions on open sets of Rn to Banach-space-valued distributional sec-
tions of a vector bundle over regions over Rn . Moreover, by showing how these
results transform under changes of coordinates they can be formulated for vec-
tor bundles on a manifold. We list a number of these results in the following
Theorem (cf. [1, 38]):
422 K. Sanders
for operators in a vector bundle. Note that for distributional sections of vector
bundles there is a Propagation of Singularities Theorem, which follows from the
propagation of the polarization set [41].
Theorem A.5. Let E be the advanced () and retarded (+) fundamental solu-
tions for a normally hyperbolic operator P acting on the sections of a vector bundle
DM over a globally hyperbolic spacetime M = (M, g) of dimension n 2. Then
where Z is the zero-section and (x, ) (y, ) if and only if there is a light-like
geodesic from x to y to which and are cotangent such that they are each
others parallel transport along .
Proof. The rst part of this proof follows closely the proof of [31].
We start by reducing the problem to a local one as follows. The principal symbol
of P is p(x, ) = g (x) I, where I is the identity operator on DM , so by the
Propagation of Singularities Theorem, the singularities of E propagate along light-
like geodesics by parallel transport. By denition the points in set A are invariant
under the same parallel transport. Now consider a point p := (x, ; y, ) with x = y.
If = = 0 then P is not contained in any set on either side of the equality, so
we may assume = 0 (the case = 0 is analogous). Let S be a spacelike Cauchy
surface through y and propagate (x, ) along the light-like geodesic towards S.
If ends at S in x = y then P is not contained in A or B, nor is it contained
in WF (E ), because E(x , y) = 0 when x and y are spacelike, so it cannot have
any singularities there. If ends at y, on the other hand, we can nd a point
p := (x , ; y, ), where x on is in any given causally convex neighborhood of y
and is the parallel transport of along to x . Then p WF (E ) if and only
if p WF (E ) and p A if and only if p A . Hence, it suces to prove the
claim locally.
On a suciently small causally convex domain O M we can nd for every
k N a C k -section W k of DM D M on O2 such that ( [16, Proposition 2.5.1]):
k+1
E (x, y) = Vj (x, y)f (1 R (2 + 2j, ))(x, y) + W k (x, y). (19)
j=0
well-dened because O is causally convex. The Riesz distributions have many useful
properties, of which we will only use for all j 0:
(These can be proved using [16, Proposition 1.2.4 items 4 and 5], j+1 R (2+2j, ) =
and the wave front sets of the distinguished parametrices as determined in [36].)
Hence, for all j N:
= (A B) T O2 , (21)
where df T is the transpose of the derivative df at (x, y). The last equality uses
the wave front set of the Riesz distributions in Eq. (20) and the properties of
Riemannian normal coordinates (cf. [31]). It follows that WF (E |O2 ) (A
B) T O2 , because for each order of dierentiation N we can choose a suciently
high order k in Eq. (19) to make the required estimate in the denition of the wave
front set.
We can prove the opposite inclusion, if we can show that the wave front set
of the nite sum in (19) also contains (A B) T O2 , which we will do using
scaling limits (cf. [34]). First, we may employ the Riemannian normal coordinates
f : O2 T O as above. Next, we may assume that O is also a contractible coor-
dinate neighbourhood, so we can consider local coordinates : O Rn on O and
the associated coordinate map d on T O. Moreover, we can choose in such a way
that (x0 ) = 0 for an arbitrarily given x0 O. The composition d f then denes
coordinates on O2 such that (x0 , x0 ) 0 R2n . Using a frame EA for DM |O
and the dual frame E B we can express the terms in the sum of Eq. (19) in the
local coordinates d f as VjB A
(x, y)R (2 + 2j, y). From Eq. (20), we then nd the
scaling behavior
(VjB
A
(x, y)R (2 + 2j, y)) = 2+2jn (VjB
A
(x, y)R (2 + 2j, y))
for all > 0. In the scaling limit only the lowest order term survives:
424 K. Sanders
where we wrote R(2, y) := R (2, y) R+ (2, y) and we used the explicit expression
V0AB (x, x) = B
A
( [16, Lemmas 2.2.2 and 1.3.17]).
Now, the last item of Theorem A.3 (which follows from Proposition A.2) implies
that WF (E) (d f ) ({(0, 0)} 2 (WF (1 R(2, )))), because E A (x)EA (y) is
smooth and not identically vanishing. From Eq. (20) and the support properties of
R (2, ) we easily compute 2 (WF (1 R(2, ))) = {(0, ) | 2 = 0}. Pulling this
back to O2 and using the properties of Riemannian normal coordinates yields
WF (E) {(x0 , ; x0 , ) | 2 = 0}.
Because E is a bi-solution to the wave equation we can apply the Propagation
of Singularities Theorem to nd that WF (E) A+ A on O2 and from the
support properties of E + and E we then conclude that WF (E ) A . Finally,
WF (E ) WF (P E ) = WF () = B. This completes the proof.
Proposition A.7. For the fundamental solutions of the Dirac equation we have,
in the notation of Theorem A.5: WF (S ) = WF (Sc ) = A B and WF (S) =
WF (Sc ) = A+ A \Z.
In other words, WF (S ) = WF (Sc ) = WF (E ) and WF (S) = WF (Sc ) =
WF (E).
the future pointing normal vector eld on C and : C M the canonical injec-
tion. By [6, Proposition 2.4(c)] we can restrict S to C 2 to nd S|C 2 = in /
and in particular (x, dTx (); x, dTx ()) WF (S|C 2 ). By (a component version
of) [38, Theorem 8.2.4], on the other hand:
Therefore, there must be a point (x, ; x, ) WF (S) such that (x, dTx ();
x, dTx ()) = (x, dTx (); x, dTx ()) Notice, however, that the transpose of d is
nothing else than restricting the dual vector to the tangent space of C. Because
WF (S) WF (E), there are only two possibilities: = or = 2(a na0 )n0 . The
rst contradicts our assumption, so we have = 2(a na0 )n0 . Now (x, ; x, )
WF (S) must hold for every normalised, time-like, future pointing vector n0 Tx M .
Choosing a sequence of vectors n0 such that and using the closedness of the
wave front set we nd again (x, ; x, ) WF (S). Hence, WF (E) = WF (S).
which yields:
1 d c 1 c
a e d v eb e ad vc + a e eb vc
/ v = e d a b a b a
4 4
1 1 c
ec e
a eb vc ea eb e vc .
b a b a
(23)
4 4
We can perform an integration by parts as follows:
1
a ec eb vc b a
4
i i
= Pc (ec eb vc b ) + ec eb Pc (vc b )
4 4
1 1 1
ec a eb vc b a ed eb cad vc b a + ec ed dab vc b a
4 4 4
May 11, 2010 10:6 WSPC/S0129-055X 148-RMP
J070-S0129055X10003990
426 K. Sanders
i i 1
= Pc (ec eb vc b ) + ec eb (Pc v)c b ec eb a v[c b , a ]
4 4 4
1 1 1
ec a eb vc b a + eb ed cad vc b a + ec ed dab vc b a .
4 4 4
(24)
1 1
g ea g v a = b (g g g )ea eb g v a
4 4
1 1
= b (g ea eb )va g g g b (ea eb g )v a
4 4
1 1
= b (g ea eb )va g (abc ec eb + bbc ea ec )va
4 4
1
g g g b (ea eb g )v a . (29)
4
1 1 1
b (g ea eb )va = b (g ea eb va ) g ea eb b va . (30)
4 4 4
1
g (abc ec eb + bbc ea ec + g g ac b (ec eb g ))va
4
1
= g ( ea + ea ea c ec + ea
4
+ ea g g + ea b eb + g ac ec )va
1
= g ( ac ec g + ea + ea ea g g )va
4
1
= g (2ea g g + ea g (2 g g )
8
+ ea g g 2ea g g )va
1 a
= g (e g g + 2ea g g )va . (31)
8
i i i i
/v = Pc (ec eb vc b ) + ec eb (Pc v)c b Pc (g g v) + g g Pc v
4 4 8 8
1 1
+ g ea eb a vb + b (g ea eb va ). (32)
4 4
May 11, 2010 10:6 WSPC/S0129-055X 148-RMP
J070-S0129055X10003990
428 K. Sanders
i i i i
/u = P (ec eb b c u) ec eb b c (P u) + P (g g u) g g P u
4 4 8 8
1 1
+ g ea eb b a u + b (g ea eb a u). (33)
4 4
Using Proposition 4.16 and Eqs. (32) and (33) we notice that the terms with
Pc and P cancel out in the following equality, because B0 and S0 f both satisfy the
Dirac equation:
( B0 (f )) = B0 (P S0 f )
i i
= B0 (g ea eb b a S0 f ) + B0 (b (g ea eb a S0 f ))
4 4
i a b
= g e e (B0 ((b a) S0 f ) (b B0 (a) S0 f )). (34)
4
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430 K. Sanders
INVERSE SCATTERING IN
DE SITTERREISSNERNORDSTROM
BLACK HOLE SPACETIMES
THIERRY DAUDE
Department of Mathematics and Statistics,
McGill University, 805 Sherbrooke South West,
Montreal QC, H3A 2K6, Canada
tdaude@math.mcgill.ca
FRANC
OIS NICOLEAU
Departement de Math ematiques,
Laboratoire Jean Leray UMR 6629,
Universit
e de Nantes, 2, rue de la Houssini`
ere,
BP 92208, 44322 Nantes Cedex 03, France
nicoleau@math.univ-nantes.fr
In this paper, we study the inverse scattering of massive charged Dirac elds in the
exterior region of (de Sitter)ReissnerNordstr
om black holes. Firstly, we obtain a precise
high-energy asymptotic expansion of the diagonal elements of the scattering matrix (i.e.
of the transmission coecients) and we show that the leading terms of this expansion
allow to recover uniquely the mass, the charge and the cosmological constant of the
black hole. Secondly, in the case of nonzero cosmological constant, we show that the
knowledge of the reection coecients of the scattering matrix on any interval of energy
also permits to recover uniquely these parameters.
1. Introduction
This paper deals with inverse scattering problems in black hole spacetimes and is
a continuation of our previous work [4]. Here we shall study the inverse scattering
of massive charged Dirac elds that propagate in the outer region of (de Sitter)
ReissnerNordstrom black holes, an important family of spherically symmetric,
charged exact solutions of the Einstein equations that will be thoroughly described
in Sec. 2. These spacetimes are completely characterized by three parameters: the
mass M > 0 and the electric charge Q R of the black hole as well as the cosmo-
logical constant 0 of the universe. In what follows, these parameters will be
431
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432 T. Daud
e & F. Nicoleau
considered as the unknowns of our inverse problem. In fact, the inverse scattering
problem we have in mind is the following: we assume that we are static observers
living in the exterior region of a (dS)-RN black hole, that is the region between the
exterior event horizon of the black hole and the cosmological horizon when > 0,
or the region lying beyond the exterior event horizon of the black hole when = 0.
The geometry of the spacetime in which these observers live is thus xed in some
sense. But, what we do not assume however is that these observers know the exact
values of the parameters M, Q and a priori . Hence the natural question we
adress is: do such observers have any means to measure or characterize uniquely
these parameters by an inverse scattering experiment?
Let us explain more precisely the exact inverse scattering problem studied in
this paper. First of all, we shall use the direct scattering theory for massive charged
Dirac elds established in [3] for RN black holes and more generally in [18] for dS-RN
black holes. The point of view adopted in these papers to describe the geometry
of the black hole is that of static observers located far from the horizons (think
typically of a telescope on earth aimed at the black hole). We shall conserve this
point of view here which means in practice that all the relevant objects (such as the
wave and scattering operators) used in this work will be expressed by means of the
ReggeWheeler coordinates system. This choice of coordinates has an important
consequence in the understanding of the boundaries of the outer region of (dS)-
RN black holes, namely, either the exterior event horizon of the black hole and
the cosmological horizon when > 0, or the event horizon of the black hole and
spacelike innity when = 0. These boundaries are indeed perceived by such
observers as asymptotic regions of the spacetime which, moreover, may have very
dierent geometrical structures. This entails the following nice and peculiar picture
concerning the propagation properties of the Dirac elds ([3, 18]). First, it can be
proved that the energy of the elds contained in any compact set between the two
asymptotic regions vanishes at late times. Therefore, the elds scatter toward these
asymptotic regions. Second, from the point of view of our particular observers,
Dirac elds are shown to obey there simple but dierent equations that reect
the dierent geometries of the asymptotic regions. Therefore, two distinct wave
operators must be introduced according to the asymptotic region we consider. Let
us denote for the moment the wave operators corresponding to the part of Dirac
elds which scatters toward the event horizon of the black hole by W() and the
wave operators corresponding to the part of Dirac elds which scatters toward the
cosmological horizon or spatial innity by W(+) . These wave operators will be
precisely dened in Sec. 2. The main result obtained in [3, 18] asserts that the
global wave operators dened by
W = W() + W(+) , (1.1)
exist and are asymptotically complete. This permits to dene a global scattering
operator S by the usual formula
S = (W + ) W .
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The scattering operator S will be the main object of study of this paper. It
encodes the scattering data as viewed by observers living far from the horizons of a
(dS)-RN black hole. We thus rephrase and precise our initial problem in the follow-
ing way. We assume that our observers have access experimentally to the scattering
operator S. More precisely, we assume that they can measure the expectation values
of S, i.e. they can measure any quantities of the form S, where , denotes
the scalar product of the energy Hilbert space H on which S acts and , are any
element of H. The question we adress is now: is the knowledge of S and any of its
related quantities a sucient information to uniquely characterize the parameters
M, Q and of (dS)-RN black holes?
We can in fact be a bit more precise in the statement of the problem if we
remark that the scattering operator S can be decomposed using (1.1) as
S = TL + TR + L + R,
where
+
TL = (W(+) ) W() , +
TR = (W() ) W(+) ,
and
+
R = (W(+) ) W(+) , +
L = (W() ) W() .
434 T. Daud
e & F. Nicoleau
energy) turns out to be more complicated in the case of RN black holes than in dS-
RN black holes. This is again a consequence of the very dierent geometries of the
asymptotic regions in the RN case (see below for a brief explanation). To obtain the
same uniqueness result in this last case would require thus a better understanding
of the scattering matrix. We are currently investigating this problem.
Let us now recall the results of [4] where the rst kind of inverse problem was
adressed in the case of ReissnerNordstr om black holes (i.e. with only the two
parameters M, Q unknown and the cosmological constant equal to 0). Using the
direct scattering theory for massless Dirac elds obtained in [3, 20] and a high
energy asymptotic expansion of the expectation values TR , or TL , (as
dened above), a partial answer was then given: the mass M and the modulus
of the charge |Q| are uniquely determined from the leading terms of this high
energy asymptotic expansion. Note that the indecision of the sign of the charge is
not surprising in that case since the propagation of massless Dirac elds is only
inuenced by the geometry of the black hole which in turn only depends on |Q| (see
the expression of the metric (2.2) in Sec. 2).
In this paper, we continue our investigation and improve our results in several
directions. In Sec. 3, we reconsider the case = 0 corresponding to RN black holes
but study the inverse scattering of massive charged Dirac elds instead of massless
Dirac elds. Using the same approach in [4], we show that the mass M as well
as the charge Q are uniquely determined by the leading terms of the high energy
asymptotic expansion of the transmission operators TR or TL . In fact, the advantage
of considering massive charged Dirac elds is that an explicit term associated to
the interaction between the electric charge of the elds and that of the black hole
appears in the equation and allows to recover Q and not |Q|. From the mathematical
side, the analysis turns out to be much more involved than in [4]. The reasons are
twofold. First, from the point of view of our observers, massive Dirac elds have
completely distinct behaviors when approaching the dierent asymptotic regions.
At the event horizon of the black hole for instance, the attraction exerced by the
black hole is so strong that massive Dirac elds seem to behave as massless Dirac
elds. The asymptotic dynamic there turns out to be very simple and is shown to
obey a system of transport equations along the null radial geodesics of the black
hole.a This is a consequence of the particular geometry (of hyperbolic type) near
the event horizon (and more generally near any horizons). Conversely, RN black
holes are asymptotically at at spacelike innity. There, the elds simply behave
like massive Dirac elds in Minkowski spacetime and the mass of the elds, slowing
down the propagation, plays an important role. In consequence, the dynamics near
the two asymptotic regions are quite dierent and must be treated separately. The
a We emphasize again here that this simple expression for the asymptotic dynamic at the event
horizon (in fact at any horizons) is only true from the point of view of observers living far from the
horizons. Adopting another point of view such as the one of local observers living near a horizon
would lead to a very dierent asymptotic dynamic.
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second and related diculty comes from the appearance of long-range terms in
the equation but only at a single asymptotic region: spacelike innity. This entails
new technical diculties such as a modication of the standard wave operators at
innity and we need to work harder to obtain the high energy asymptotic expansion
of the transmission operators. An interesting feature we would like to emphasize
is that, eventhough we are considering high energies, the rest mass and the charge
of Dirac elds do contribute to the asymptotic expansion of the scattering matrix.
This can be clearly seen from the reconstruction formulae obtained in Theorem 3.2.
At last, we also mention that the model studied in this section can be viewed as
a good intermediate model before studying the same inverse problem in the more
complicated geometrical setting of Kerr black holes. As shown in [13] indeed, the
appearance of long-range terms in the equation (even for massless Dirac elds) is
compulsory in that case as a side eect of the rotation of the spacetime.
In Sec. 4, we consider the case of nonzero cosmological constant > 0, that is de
SitterReissnerNordstrom black holes and the three parameters M, Q, are sup-
posed to be a priori unknown. The two asymptotic regions are the event horizon of
the black hole and the cosmological horizon. From the point of view of our observers,
massive Dirac elds seem to behave as massless Dirac elds when approaching the
horizons and as before, their propagation there obeys essentially a system of trans-
port equations along the null radial geodesics of the black hole. However, dierent
oscillations appear in the dynamics near these two horizons, once again due to the
interaction between the charge of the eld and that of the black hole. In conse-
quence, Dirac elds evolve asymptotically according to slightly dierent dynamics
in that case too. In Sec. 4.1, using the results of the previous part, we shall obtain a
high energy asymptotic expansion of the transmission operators TR and TL and we
shall prove that the parameters M, Q and are uniquely characterized by the lead-
ing terms of this asymptotic expansion. In Sec. 4.2, we consider an inverse scattering
problem based on the knowledge of the reection operators R or L on a (possibly
small) interval of energy. As already mentioned, a high energy aymptotic expansion
of these reection operators does not give any information and cannot be used to
solve the inverse problem. To study this case, we follow instead the usual stationary
approach of inverse scattering theory on the line. We refer for instance to the review
by Faddeev [8] and to the important paper by Deift and Trubowitz [6] for a presen-
tation of the method for Schr odinger operators and to the nice paper [1] for a recent
application to Dirac operators (see also [12, 15]). We shall rst obtain a stationary
representation of the scattering operator S in terms of the usual transmission and
reection coecients (note that these turn out to be matrices in our case). This
is done after a series of simplications of our model which happens nally to reduce
to a particular case of the model studied in [1]. Then we use the analysis of [1],
namely, a classical Marchenko method based on a detailed analysis of the station-
ary solutions of the corresponding Dirac equation, to prove the following result:
the knowledge of one of the reection operators L or R at all energies is enough
to uniquely characterize the parameters M, Q and . Eventually, we improve this
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436 T. Daud
e & F. Nicoleau
result observing that, in the dS-RN model, the reection operators R or L are in
fact analytic in the energy variable on a small strip containing the real axis. Hence
it is enough to know R or L on any interval of energy in order to uniquely know
them for all energies. Applying the result of [1], this leads to the uniqueness of the
parameters in that case too. Note nally that a stationnary representation of the
scattering operator in the case of RN black holes would drastically dier to the one
obtained in Sec. 4.2 for dS-RN black holes. This is due to the presence of long-range
terms at spacelike innity that change the asymptotic behaviors of stationary solu-
tions and thus the structure of the scattering matrix. In particular, the stationary
representation obtained in [1] could not be used in this case.
We nish this introduction saying a few words on the main technical tool used
in Secs. 3 and 4 to prove our uniqueness results from the high energies of the trans-
mission operators TR ot TL . These are based on a high-energy expansion of the
scattering operator S following an approach introduced by Enss and Weder in [7]
in the case of multidimensional Schr odinger operators. (Note that the case of mul-
tidimensional Dirac operators in at spacetime was treated later by Jung in [17]).
Their result can be summarized as follows. Using purely time-dependent methods,
they showed roughly speaking that the rst term of the high-energy expansion of
S is exactly the Radon transform of the potential they are looking for. Since they
work in dimension greater than two, this Radon transform can be inversed and
the potential thus uniquely recovered. In our problem however, due to the spher-
ical symmetry of the black hole, we are led to study a family of one-dimensional
Dirac equations and the above Radon transform simply becomes an integral of a
one-dimensional function, hence a number, and cannot be inversed. Fortunately in
our models, it turns out that this integral can be explicitely computed and gives in
general already a physically relevant information. Nevertheless, it is not enough to
uniquely characterize all the parameters of the black hole. In fact, we need to calcu-
late several terms of the asymptotic (and thus obtain several integrals) to prove our
result. To do this, we follow the stationary technique introduced by one of us [21]
which is close in spirit to the IsozakiKitada method used in long-range scattering
theory [16]. The basic idea is to replace the wave operators (and thus the scattering
operator) by explicit Fourier Integral Operators, called modiers, from which we
are able to compute the high-energy expansion readily. The construction of these
modiers and the precise determination of their phases and amplitudes will be given
in a self-contained manner in Sec. 3. Note also that the similar results proved in
our previous paper [4] could not be applied directly to our new model because of
the presence of long-range terms in the equation. At last we mention that, while
this method was well-known for Schrodinger operators and applied successfully to
various situations (see [2, 2123]), it has required some substantial modications
when applied to Dirac operators, essentially because of the matrix-valued nature of
the equation. To deal with these diculties, we made an extensive use of the paper
by G atel and Yafaev [9] where a direct scattering theory of massive Dirac elds in
at spacetime was studied and modiers were constructed.
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2. (De Sitter)ReissnerNordstr
om Black Holes and
Dirac Equation
In this section, we describe the geometry of the exterior regions of (de Sitter)
ReissnerNordstrom black holes. In particular, we emphasize the point of view
adopted for the observers as well as the dierent properties of the asymptotic regions
mentioned in the introduction, clearly distinguishing between the cases of zero and
nonzero cosmological constant . We then express in a synthetic manner the equa-
tions that govern the evolution of massive charged Dirac elds in these spacetimes.
We end up this section recalling the known direct scattering results of [3, 18] and
introducing the scattering operator S.
1
G = 8T , G = R + Rg + g . (2.3)
2
Here G , R and R denote respectively the Einstein tensor, the Ricci tensor and
the scalar curvature of (M, g) while T is the energy-momentum tensor
1 1
T = F F g F F
, (2.4)
4 4
where F is the electromagnetic two-form solution of the Maxwell equations
F = 0, [ F] = 0 and given here in terms of a global electromagnetic
vector potential
Q
F = [ A] , A dx = dt. (2.5)
r
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438 T. Daud
e & F. Nicoleau
The metric g has two types of singularities. Firstly, the point {r = 0} for which
the function F is singular. This is a true singularity or curvature singularity.b
Secondly, the spheres whose radii are the roots of F (note that the coecient of
the metric g involving F 1 blows up in this case). We must distinguish here two
cases. When the cosmological constant is positive > 0 and small enough, there
are three positive roots 0 r < r0 < r+ < + . The spheres of radius r , r0
and r+ are called, respectively, Cauchy, event and cosmological horizons of the dS-
RN black hole. When = 0, the number of these roots depends on the respective
values of the constants M and Q. In this paper, we only consider the case M > |Q|
for which the function F has two zeros at the values r = M M 2 Q2 and
r0 = M + M 2 Q2 . The spheres of radius r and r0 are called, respectively, the
Cauchy and event horizons of the RN black hole. In both situations, the horizons
are not true singularities in the sense given for {r = 0}, but in fact coordinate
singularities. It turns out that, using appropriate coordinate systems, these horizons
can be understood as regular null hypersurfaces that can be crossed one way but
would require speeds greater than that of light to be crossed the other way. We refer
to [14, 28] for a introduction to black hole spacetimes and their general properties.
As mentioned in the introduction, we shall consider in this paper inverse scat-
tering problems from the point of view of static observers living in the exterior
region of a (dS)-RN black hole, that is the region {r0 < r < r+ } when > 0
or the region {r0 < r < +} when = 0, and located far from the horizons.
Such observers are well described by the variable t of the Schwarzschild coordinates
meaning that t corresponds to their proper time. Since the metric is singular then,
it is important to understand the roles of the singularities the horizons as the
natural boundaries of the exterior region. It turns out that they are perceived by
such observers as asymptotic regions of spacetime. Precisely, this means that they
are never reached in a nite time t by incoming and outgoing null radial geodesics,
i.e. the trajectories followed by classical light-rays aimed radially at the black hole
and either at the cosmological horizon if > 0 or at innity if = 0. To see this
point more easily, we introduce a new radial coordinate x, called the ReggeWheeler
coordinate, which has the property of straightening the null radial geodesics and
will, at the same time, greatly simplify the later analysis. Observing that for all
0 the function F (r) in the metric (2.2) remains always positive in the exterior
region, it can be dened implicitely by the relation
dr
= F (r) > 0, (2.6)
dx
or explicitly, by
r
1 1 20
x= log(r r0 ) dy + C, (2.7)
20 r0 y r0 F (y)
b It means that certain scalars obtained by contracting the Riemann tensor blow up when r 0.
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GelFand and Sapiro [10] for a detailed presentation of these generalized spheri-
cal harmonics and to [3, 18] for an application to our model. There exists thus
a family
of eigenfunctions Fnl of DS2 with the indexes (l, n) running in the set
I = (l, n), l | 2 | N, l |n| N which forms a Hilbert basis of L2 (S 2 ; C4 )
1
with the following property. The Hilbert space H can then be decomposed into the
innite direct sum
H= [L2 (Rx ; C4 ) Fnl ] := Hln ,
(l,n)I (l,n)I
with
H ln := H|Hln = 1 Dx + al (x)2 + b(x)0 + c(x), (2.17)
and al (x) = a(x)(l + 12 ). Note that the Dirac operator DS 2 has been replaced
in the expression of H ln by (l + 12 )2 thanks to the good properties of the spin-
weighted spherical harmonics Fnl . The operator H ln is a selfadjoint operator on Hln
with domain D(H ln ) = H 1 (R; C4 ). Finally we use the following representation for
the Dirac matrices 1 , 2 and 0 appearing in (2.17)
1 0 0 0 0 0 0 1 0 0 i 0
0 1 0 0 0 1 0 0 i
1 = , 2 = 0 , 0 = 0 0 .
0 0 1 0 0 1 0 0 i 0 0 0
0 0 0 1 1 0 0 0 0 i 0 0
(2.18)
In this paper, it will be often enough to restrict our analysis to a xed harmonic.
To simplify notations we shall thus simply write H, H and a(x) instead of Hln , H ln
and al (x) respectively and we shall indicate in the course of the text whether we
work on the global problem or on a xed harmonic.
Let us summarize now the direct scattering results obtained in [3, 18]. It is
well known that the main information of interest in scattering theory concerns the
nature of the spectrum of the Hamiltonian H. Our rst result goes in this sense.
Using essentially a Mourre theory (see [19]), it was shown in [3, 18] that, for all
0,
pp (H) = , sing (H) = .
In other words, the spectrum of H is purely absolutely continuous. In consequence,
massive charged Dirac elds scatter toward the two asymptotic regions at late
times and they are expected to obey simpler equations there. This is one of the
main information encoded in the notion of wave operators that we introduce now.
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We rst treat the case = 0 corresponding to RN black holes. From (2.2) and
(2.9), the potentials a, b, c have very dierent asymptotics as x (according
to our discussion above this reects the fact that the geometries near the two
asymptotic regions are very dierent). At the event horizon, there exists > 0
such that
|a(x)|, |b(x)|, |c(x) c0 | = O(ex ), x , (2.19)
where the constant c0 is given by (see (2.15))
qQ
c0 = .
r0
Hence we can write the Hamiltonian H as
H = H0 + V0 , H0 = 1 Dx + c0 , V0 (x) = a(x)2 + b(x)0 + (c(x) c0 ),
where the potential V0 is then short-range when x . In consequence, we can
choose the asymptotic dynamic generated by the Hamiltonian H0 = 1 Dx + c0 as
the comparison dynamic in this region. The Hamiltonian H0 is a selfadjoint operator
on H with its spectrum covering the full real line, i.e. (H0 ) = R. Note nally that
due to the simple diagonal form of the matrix 1 , the comparison dynamic eitH0
is essentially a system of transport equations along the curves x t, that is the null
radial geodesics of the black hole.
Conversely at innity, the potentials a, b, c have the asymptotics
1
|a(x)|, |b(x) m|, |c(x)| = O , x +. (2.20)
x
Hence we can write the Hamiltonian H as
H = H0m + V0m , H0m = 1 Dx + m0 , V0m (x) = a(x)2 + (b(x) m)0 + c(x),
where the potential V0m is now a long-range potential having Coulomb decay when
x +. The asymptotic dynamic is generated by the Hamiltonian H0m = 1 Dx +
m0 , a classical one-dimensional Dirac Hamiltonian in Minkowski spacetime. The
Hamiltonian H0m is a selfadjoint operator on H and its spectrum has a gap, i.e.
(H0m ) = (, m) (+m, +). However, contrary to the preceding case, the
m
asymptotic dynamic eitH0 cannot be used alone as a comparison dynamic because
of the long-range potential V0m , but must be (Dollard)-modied.
In order to dene this modication and for other use, we need to introduce the
classical velocity operators
V0 = 1 , Vm = Dx (H0m )1 ,
associated to the Hamiltonians H0 and H0m , respectively. The classical velocity
operators are selfadjoint operators on H and their spectra are simply (1 ) =
{1, +1} and (Vm ) = [1, +1]. Let us also denote by P and Pm the projections
onto the positive and negative spectrum of 1 and Vm , i.e.
P = 1R (1 ), Pm = 1R (Vm ).
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As shown in [3], a great interest of these projections is that they permit to separate
easily the part of the elds that propagate toward the event horizon and the part
of the elds that propagate toward innity. They will be used in the denition of
the wave operators below. Moreover, the classical velocity operator Vm enters in
the expression of the Dollard modied comparison dynamic at innity proposed in
[3] and given by
m
Rt m 1
U (t) = eitH0 ei 0 (b(sVm )m)m(H0 ) +c(sVm ) ds . (2.21)
Let us make here two comments. First, the potential a(x)2 turns out to be a false
m
long-range term. This is clear from (2.21) where the asymptotic dynamic eitH0
has been modied by an extra phase which only involves the long-range potentials
b and c. We refer to [3] for an explanation of this particular point. Second, we shall
propose in Sec. 3 a new time-independent modication of the comparison dynamic
m
eitH0 which will be a direct byproduct of our construction of modiers in the
spirit of IsozakiKitadas work [16]. This new modication will be shown to be
equivalent to the Dollard modication (2.21) in Theorem 3.3.
We are now in position to introduce the wave operators associated to H. At the
event horizon, we dene
W() = s- lim eitH eitH0 P , (2.22)
t
i.e. Ran W = H.
As a direct consequence of Theorem 2.1, we can dene the scattering operator S
by the usual formula
S = (W + ) W . (2.25)
It is clear that S is a well-dened operator on H and a partial isometry from Hscat
into Hscat .
+
We now treat the case > 0 corresponding to dS-RN black holes wich turns
out to be a little bit more symmetric at the two (event and cosmological) horizons.
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According to (2.2), (2.7) and (2.8), the potentials a, b, c have the following asymp-
totics as x . There exists > 0 such that
|a(x)|, |b(x)| = O(e|x| ), |x| , (2.26)
and
|c(x) c0 | = O(ex ), x , (2.27)
x
|c(x) c+ | = O(e ), x +, (2.28)
where the constants c0 and c+ are given by (see (2.15))
qQ qQ
c0 = , c+ = . (2.29)
r0 r+
Hence, the potentials a, b are short-range when x and c c0 and c c+
are short-range when x and x +, respectively. At the event horizon,
we choose as before the asymptotic dynamic generated by the Hamiltonian H0 =
1 Dx + c0 as the comparison dynamic while, at the cosmological horizon, we choose
the asymptotic dynamic generated by the Hamiltonian H+ = 1 Dx + c+ as the
comparison dynamic. The Hamiltonians H0 and H+ are clearly selfadjoint operators
on H and their spectra are exactly the real line, i.e. (H0 ) = (H+ ) = R. We
observe eventually that the dynamics eitH0 and eitH+ are essentially a system of
transport equations along the null radial geodesics of the black hole but they dier
by the distinct oscillations eitc0 and eitc+ .
We need the classical velocity operators associated to H0 and H+ in order to
separate the part of the elds that propagate toward the event horizon and the part
of the elds that propagate toward the cosmological horizon. It turns out that they
are equal to V0 = 1 in both cases and the associated projections onto the positive
and negative spectrum are still P . Thus we can introduce the wave operators as
before. At the event horizon, we dene
W() = s- lim eitH eitH0 P , (2.30)
t
We deduce from the previous discussion that, for all 0, the scattering
operator S is a well-dened operator on H. For all , H, we shall consider
in the following the expectation values of S, given by S, , as the known data
of our inverse problem. Moreover, using (2.24) and (2.32), we observe that these
expectation values can be decomposed into 4 natural components
where
TR , = W(+) +
, W() , TL , = W() +
, W(+) , (2.33)
L, = W() +
, W() , R, = W(+) +
, W(+) . (2.34)
It follows from our denitions of the wave operators (2.22), (2.30) and (2.23), (2.31)
that the previous quantities can be interpreted in terms of transmission and reec-
tion between the dierent asymptotic regions, i.e. {x = } for the event horizon
of the black hole and {x = +} for either spacelike innity if = 0, or the cosmo-
logical horizon if > 0. For instance, TR , corresponds to the part of a signal
transmitted from {x = +} to {x = } in a scattering process whereas the
term TL , corresponds to the part of a signal transmitted from {x = } to
{x = +}. Hence TR stands for transmitted from the right and TL for transmit-
ted from the left. Conversely, L, corresponds to the part of a signal reected
from {x = } to {x = } in a scattering process whereas the term R,
corresponds to the part of a signal reected from {x = +} to {x = +}.
Assumption 1. We assume that our observers may measure the high energies of
the transmitted operators TR or TL . Precisely, we assume that one of the following
functions of R
are known for all large values of , for all l N where l indexes the spin-weighted
spherical harmonics and for all , H with , C0 (R; C4 ).
Assumption 2. We also assume that the mass m and the charge q of the Dirac elds
considered in these inverse scattering experiments are known and xed. Moreover
we assume that q
= 0 since the case q = 0 is similar to the one treated [4].
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The main result of this section is now summarized in the following Theorem
Remark 3.1. In Theorem 3.2, we have emphasized the dependence of the functions
Fl () and Gl () on the parameter l since the reconstruction formulae (3.1) and
(3.2) can be derived if we work on a xed spin-weighted spherical harmonic only.
Nevertheless, as indicated in Assumption 1 we shall need to know these formulae
on all spin-weighted spherical harmonics, hence for all l N, in order to prove the
uniqueness result stated in Theorem 3.1.
Remark 3.2. In the reconstruction formulae of Theorem 3.2, the +physical contri-
ic0 x
butions are the phase e appearing in (3.3) and the functions al (s)ds + m2 x
2
appearing in (3.4). The presence of these terms clearly show that the charge q
through c0 and the mass m of Dirac elds contribute to the high energy 0 asymptotics
of the transmitted operators. On the other hand, the constant terms [c(s)c0 ]ds
0 +
in (3.3) and b2 (s)ds + 0 (b(s) m)2 ds in (3.4) may appear unnatural at rst
sight since they depend explicitely on the particular value 0 of the ReggeWheeler
variable x. They are in fact due to our particular choice of Dollard modication in
the denition of the modied wave operators W(+) . Recall here indeed that there
is no canonical choice for the (necessary) modications entailed by the presence of
long-range potentials at innity. This point can be easily seen for instance from the
IsozakiKitada modications constructed in the next subsection whose phases
are dened only up to a constant of integration (see (3.26) and Remark 3.4 after
it). The above constant terms can thus be understood as constants of integration
depending on our particular choice of modication. We emphasize at last that these
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constants of integration do not play any role in our proof of the uniqueness of the
parameters.
Remark 3.3. In this paper, we use the high-energy asymptotics of the quantum
wave operators for Dirac elds in order to reconstruct the mass and the charge of
the black hole. An other interesting question would be to study the same inverse
problem, but from the semiclassical dynamics, or even from the classical ones.
According to the authors, these problems are still open. However, for semiclassical
Schr
odinger operators with energies localized in an arbitrary small interval, an
inverse scattering problem was studied in [24], for regular potentials at innity; for
the Newton equations at high energies, this problem was treated by Novikov in [25].
We now explain our strategy to prove Theorem 3.2. Using (2.22), (2.23), (2.33)
and the fact that eix corresponds to a translation by in momentum space, we
rst rewrite Fl () and Gl () as follows
Fl () = W(+) +
(), W() (), (3.5)
Gl () = W() +
(), W(+) (), (3.6)
with
W() () = eix W() eix = s- lim eitH() eitH0 () P ,
t
m
ix
W(+) () =e W(+) eix = s- lim eitH() eiX(t,) eitH0 ()
Pm, ,
t
448 T. Daud
e & F. Nicoleau
and
(W() () J() ()) = O(2 ), (3.9)
for any xed H such that C0 (R; C4 ). Note that the decay O(2 ) in
(3.9) could be improved to any inverse power decay but turns out to be enough to
our purpose here. In particular if we manage to construct such J() () satisfying
(3.9) then we obtain by (3.5) and (3.6)
Fl () = J(+) +
(), J() () + O(2 ),
(3.10)
Gl () = J() +
(), J(+) () + O(2 ),
from which we can calculate the rst terms of the asymptotics easily.
Let us here give a simple but useful result which allows us to simplify slightly
the expressions of (3.7) and (3.8).
Moreover,
For < 0, it is the opposite. This implies immediately (3.12). Finally the equality
(3.13) is a direct consequence of the denitions of H0 and P .
Before entering into the details, let us give a hint on how to construct the
modiers J() () a priori dened as FIOs with scalar phases () (x, , )
and matrix-valued amplitudes p () (x, , ), i.e. dened for all H by
1 i (x,,)
J() () = e ()
p() (x, , )()d.
2 R
If we assume for instance that (3.15) is true then we easily get
(W(+) () J(+) ())
=i eitH() C(+) ()eit (Dx +)
Pm, dt, (3.16)
0
where
C(+) () := H()J(+) () J(+) () (Dx + ), (3.17)
3.1. Asymptotics of W(+) ()
In this subsection, we construct the modiers J(+) () and give the asymptotics
of W(+) () when +. For simplicity, we shall omit the lower index (+)
in all the objects dened hereafter.
We rst look at the problem at xed energy (i.e. we take = 0 in the previous
formulae). Hence we aim to construct modiers J with scalar phases (x, )
and matrix-valued amplitudes p (x, ) such that the amplitudes c (x, ) of the
operators C = HJ J (Dx ) be short-range in x when x +. We adapt
here to our case the treatment given by G atel and Yafaev in [9] where a similar
problem was considered in Minkowski spacetime (see also our recent paper [4]).
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The operators C are clearly FIOs with phases (x, ) and amplitudes
where
As usual, we look for phases close to x and amplitudes p close to 1. So the term
x p in (3.19) should be short-range et can be neglected in a rst approximation.
With p = 1, we are thus led to solve B = 0. However a direct calculation leads
then to matrix-valued phases whereas we look for scalar ones. We follow [9]
and solve in fact (B )2 = 0. Using crucially the anticommutation properties of the
Dirac matrices (2.16), we get the new equation
r (x, ) := (x )2 + a2 + b2 (c )2 = 0. (3.22)
2x + (x )2 + a2 + (b2 m2 ) c2 + 2c = 0. (3.23)
where we have introduced the notation d (x, ) = 2c(x) (). Note that by (2.20)
and (3.11), the following estimate holds
Therefore, using (2.20) again and the previous estimate (3.25), we see that a2 c2
is short-range when x + whereas b2 m2 and d are long-range (of Coulomb
type) when x +. Hence we can dene two solutions of (3.24) for all
= 0 as
follows
+ x
1 1 2
(x, ) = [a (s) c (s)]ds
2 2
(b (s) m2 ) + d (s, ) ds
2 x 2 0
+
1
+ (b(s) m)2 ds. (3.26)
2 0
1
+
Remark 3.4. Let us emphasize that we only add the quantity 2 0
(b(s)m)2 ds
in (3.26) in order to prove that the IsozakiKitada and the Dollard modications
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coincide (see Theorem 3.3). In the general case however, the phases (x, ), solu-
tions of (3.24) would clearly take the form for all
= 0
+ x
1 1
(x, ) = [a2 (s) c2 (s)]ds (b2 (s) m2 )ds
2 x 2 0
() x
c(s)ds + C(), (3.27)
0
452 T. Daud
e & F. Nicoleau
for all (x, ) R X. The rst term in the right-hand side of (3.38) is small thanks
to (3.29) but the second one is not. We choose p in such a way that they cancel
this term. To do this, we observe that the Fourier representations of the projections
Pm , i.e. the operators
Pm () = 1R 2 ( 1
+ m 0
)
+ m2
1 sgn()
= I4 ( + m ) ,
= 0,
1 0
(3.39)
2 2 + m2
B0 ()Pm () = 0, (3.40)
by Lemma 3.1 and (3.32). According to (3.38), a natural choice for p is thus
p = (1 K )1 Pm (), (3.41)
Proof. We only sketch the proof for the case (+). By denition of P+m , we have
R
b s x +c s x
|D | |D |
+
i 0t m + m
(D )
ds
U (t)P+m = eit (Dx ) e
2
Dx +m 2 x 2
Dx +m 2
P+m
:= V (t)P+m . (3.53)
Then, we write:
+ +
+
eitH J(+) eit (Dx )
P+m = eitH V (t) V (t)eit (Dx )
+ +
eit (Dx ) J(+)
+
eit (Dx ) P+m (3.54)
Rt + +
+
= eitH V (t) ei 0 []ds eit (Dx ) J(+) eit (Dx ) P+m .
(3.55)
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The classical ow associated with the Hamiltonian + () = sgn() 2 + m2 is
given by
||
(x, ) = x + t
t
, . (3.56)
2 + m2
+ +
Then, using Egorovs theorem, we see that eit (Dx ) J(+) +
eit (Dx ) is a FIO with
phase + (t, x, ) = x + + (x + t, ), and with principal symbolc P + (x + t, )
where = 2|| 2 .
+m
Rt + +
+
Thus, ei 0 []ds eit (Dx ) J(+) eit (Dx ) is a FIO with the same principal
symbol and with phase + +
1 (t, x, ) = x + 1 (t, x, ) where
+ x+t
1 1
+
1 (t, x, ) = [a2 (s) c2 (s)]ds [(b2 (s) m2 ) + 2c(s) + ())]ds
2 x+t 2 0
+ t
1 m
+ (b(s) m)2 ds + (b(s) m) + c(s) ds.
2 0 0 + ()
(3.57)
+ 2
1
Since 2 x+t
[a (s) c2 (s)]ds = o(1) when t +, and by making a change of
variables in the last integral, we obtain
x+t +
1 1
1 (t, x, ) =
+ [(b2 (s) m2 ) + 2c(s) + ())]ds + (b(s) m)2 ds
2 0 2 0
t
1
+ [2(b(s) m)m + 2c(s) + ()]ds + o(1). (3.58)
2 0
x+t
Using again that t
(b2 (s) m2 ) + 2c(s) + ()) ds = o(1), we see that
1 t 2 1 +
1 (t, x, ) =
+ (b (s) m2 ) + 2c(s) + ()) ds + (b(s) m)2 ds
2 0 2 0
t
1
+ [2(b(s) m)m + 2c(s) + ()]ds + o(1). (3.59)
2 0
Then,
t +
1 1
1 (t, x, ) =
+ (b(s) m)2 ds + (b(s) m)2 ds + o(1) = o(1).
2 0 2 0
(3.60)
c It means that the others terms of the symbol are o(1) when t +.
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Using (3.43), (3.44), (3.47) and the continuity of FIOs, we see that
Rt + +
+
ei 0 [...]ds eit (Dx ) J(+) eit (Dx ) P+m = P+m + o(1) (3.61)
We now construct the modiers at high energy J(+) () so that they sat-
isfy (3.9) and (3.15). We still omit the lower index (+) in the next notations.
Comparing (3.15) and (3.52) suggests to construct J () close to eix J eix
which are clearly FIOs with phases (x, , ) = x + (x, + ) and amplitudes
P (x, + ).
With J () = eix J eix , we see from (3.50) that the amplitudes
for in a compact set. Here and in the following, the notation f (x, ) =
O(x2 1 ) means that f (x, ) decays as x2 when x + and as 1 when
+. We want however the amplitudes c (x, , ) to be of order O(x2 2 )
and the decay in (3.62) is not sucient for our purpose. In consequence, we need to
rene our construction. Following the procedure given in [4], we look for modiers
J () dened as FIOs with phases (x, , ) and with new amplitudes P (x, , )
that take the form
1 1
P (x, , ) = p (x, + ) + p (x, + )l (x) + 2 P k (x) , (3.63)
(up to suitable cuto functions dened later), where P denote the projections onto
the positive and negative spectrum of 1 . Here the correctors l , k (that can be
matrix-valued) will be functions of x only and should satisfy some decay in x (see
below). It will be clear in the next calculations why we add such correctors to the
amplitudes p (x, + ).
We now choose l and k in (3.63) so that the amplitudes
1 1
c (x, , ) = B (x, + ) p (x, + ) + p (x, + )l (x) + 2 P k (x)
1
i1 x p (x, + ) + x p (x, + )l (x)
1 1
+ p (x, + )x l (x) + 2 P x k (x) , (3.64)
456 T. Daud
e & F. Nicoleau
Pm ( + ) = P + O(1 ). (3.68)
We mention that the following simple equalities have been used several times to
prove the preceding asymptotics
I2 0 0 0
1
1+ =2 = 2P+ , 1 =2
1
= 2P . (3.73)
0 0 0 I2
1 2 1
c (x, , ) = c P 2 c2 P l
2 2
1 1
+ 2 2( + )P + 2cP + a + b + O
2 0
P k
1 1
i P (a 2 + b 0 ) 2 P (a 2 + b 0 )l
1
2 2
1 1 1 1
+ P + O x l + 2 P x k + O .
x2 2
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From the asymptotics (2.20) of the potentials a, b, c, we rewrite this last expres-
sion as
1 2 i 1
c (x, , ) = c2 P P k P (a 2 + b 0 )
2 2
i
1 P x l + R(x, ), (3.74)
where the rest R(x, ) satises
1 + |l (x)| |x l (x)| |k (x)| |k (x)| |x k (x)|
R(x, ) = O + + + + . (3.75)
x2 2 2 2 x2 2
Now we choose the correctors l , k in such a way that the terms of orders O(1 )
in (3.74) cancel. Once it is done we shall have to check that the rest (3.75) be of
order O(x2 2 ).
There are clearly two dierent types of terms in the expression (3.74): on one
hand the terms
1 i 1 1
c2 P 1 P x l = P c2 ix l ,
2 2
live in H = P (H); on the other hand the terms
2 i 1 2 0 1 i 2 0
P k P (a + b ) = P 2k + (a + b ) ,
2 2
live in H = P (H). Since the Hilbert spaces H and H+ form a direct sum of
H, i.e. H = H H+ , we can consider separatly the equations
1
c2 ix l = 0, (3.76)
2
i
2k + (a 2 + b 0 ) = 0,
(3.77)
2
in order to cancel the terms of order O(1 ) in (3.74). We solve rst (3.76) and
obtain
i + 2
l (x) = l(x) = c (s)ds. (3.78)
2 x
Then we solve (3.77) and get
i
k (x) = (a (x)2 + b (x)0 ). (3.79)
4
The functions l and k clearly satisfy when x +
l(x) = O(x1 ), x l(x) = O(x2 ), k (x) = O(x2 ). (3.80)
Finally, with this choice of correcting terms l and k , we conclude from (3.74) and
(3.75) that
c (x, , ) = R(x, ) = O(x2 2 ).
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In fact, we can prove that for all x R+ , in a compact set and large enough
Let us summarize the previous results. The modiers J () are (formally) con-
structed as FIOs with phases (x, , ) = x + (x, + ) where
+ x
1
(x, + ) = [a (s) c (s)]ds
2 2
[(b2 (s) m2 )
2( + ) x 0
+
+ d (s, + )ds] + (b(s) m) ds ,
2
(3.82)
0
and amplitudes
1 1
P (x, , ) = p (x, + ) + p (x, + )l(x) + 2 P k (x) , (3.83)
= {x + t; x supp , t R+ }, (3.85)
Proof. We only sketch the proof for the case (+). Using the Fourier transform and
(3.39), we easily see that
1 + 1 (
+ ) + m0
+
K () = ( (x) 1)
e i()
I4 + 0 ()d
4 (
+ )2 + m2
(y)dy, (3.88)
where () =
(x y) t (
+ )2 + m2 . So,
1
1 +
() =
x y + t . (3.89)
(1 +
1 )2 + m2
Moreover, it is easy to see that the estimates (3.81) are still satised, so we can
prove our main estimate (3.9). Precisely we get
Lemma 3.5. For C0 (R) and when tends to innity, the following estimate
holds:
(W(+) () J(+) ()) = O(2 ).
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Proof. Everything done in [4], Lemma 3.3 works here in the same way. All the
contributions coming from the cut-o function + are negligible using the same
arguments as in Lemma 3.3 since the support of the derivatives of + are far away
from .
We end up this section giving the asymptotics of W(+) () when is large.
According to Lemma 3.5, we have for any C0 (R; C4 ), W(+) () =
2
J(+) ()+ O( ). Thus we only need to compute the asymptotics of the modier
J(+) () that we shall consider as pseudodierential operators with symbols
j (x, , ) = ei (x,+)
P (x, , ).
Using the explicit expressions (3.82) and (3.91), we rst get the asymptotics
x + x
1
(x, + ) = c(s)ds + (a2 c2 )(s)ds (b2 (s) m2 )ds
0 2 x 0
+
logx
+ (b(s) m) ds + O
2
, (3.93)
0 2
1 l(x) 1
P (x, , ) = + (x) P P (a2 + b0 ) + P + O . (3.94)
2 2
and from the anticommutation properties (2.16) of the Dirac matrices that
P (a2 + b0 ) = (a2 + b0 )P .
1
(a2 + b0 ), (3.99)
2
we deduce from (3.98) and the fact that + (x) = 1 on supp , the following
Proposition
3.2. Asymptotics of W() ()
In this subsection, we focus on what happens at the event horizon and give the
asymptotics of W() () when +. In fact, we shall derive them from the
results obtained in the preceding Sec. 3.1 after some simplications of our model. As
usual, we shall omit the lower index () in the objects dened or used hereafter.
Recall that the expressions of the wave operators at the event horizon are given
by (see (2.22))
A0 = 1 Dx , A = U HU . (3.102)
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Using (3.101), a short calculation shows that the operator A can be rewritten as
A = 1 Dx + W (x), (3.103)
where
1
C (x)
1
W (x) = ei a(x)2 + b(x)0 ei C (x) . (3.104)
Note that according to the anticommutation properties (2.16) of the Dirac matrices,
the potential W satises W 1 + 1 W = 0 and W 2 (x) = a2 (x) + b2 (x). Moreover
from (2.19), we get the following estimates for W
> 0, W (x) = O(ex ), x . (3.105)
Using the unitarity of U and (3.102) we rewrite W as
W = U s- lim eitA U eitH0 P ,
t
Now we can simplify the strong limit appearing in (3.106) in two steps. First we
claim that
1
s- lim eitA0 U eitH0 P = ei c0 x
P . (3.107)
t
Indeed, using the particular diagonal form of 1 given in (2.18) and since eitH0 =
eitA0 eitco , we have
1
C (x) iA0 itc0 1
C (xt) itc0
eitA0 U eitH0 P = eitA0 ei e e P = ei e P . (3.108)
When t +, the right-hand-side of (3.108) can be written using (3.101) as
R xt
eiC (xt) eitc0 P = ei (c(s)c0 )ds+c0 x P ,
from which (3.107) follows when t +. The case t is obtained similarly.
Second since the potential W decays exponentially when x by (3.105),
it follows from the methods used in [3, 18] that the wave operators
W (A, A0 ) = s- lim eitA eitA0 P , (3.109)
t
exist on H. Hence by (3.106), (3.107), (3.109) and the chain-rule, we obtain the
following nice expressions for W
1
W = U W (A, A0 ) ei c0 x
P . (3.110)
1
At last since U and ei c0 x commute with eix , it is clear from (3.110) that it is
enough to know the asymptotics of
W (A, A0 , ) = eix W (A, A0 )eix
when + in order to get the asymptotics of W ().
Note here that the -shifted wave operator W (A, A0 , ) is exactly the kind
of wave operator studied in our previous paper [4] in which the asymptotics of
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W (A, A0 , ) were calculated. Nevertheless, we can also easily derive these asymp-
totics from the results of the preceding section. For completeness this is what we
choose to do here.
We thus follow our usual strategy and construct modiers J0 () corresponding
to W (A, A0 , ). This problem is in fact similar to the one in Sec. 3.1. It suces to
replace H0m by A0 and H by A in our calculations. From the explicit form (3.102)
and (3.103) of the operators A0 and A, we deduce that we can use the results
obtained in Sec. 3.1 with the following changes: (1) Since the mass m does not
appear in A0 hence we take m = 0. (2) The long-range matrix-valued potential b
and scalar potential c do not appear in A (see (3.103) and (3.105)) hence we put
b(x) = c(x) = 0. (3) The short-range matrix-valued potential a(x)2 is replaced
by W (x). (4) The projections Pm are replaced by P since we work at the event
horizon. Noting that these changes also entail that () = and d (x, ) = 0,
we obtain the following results.
At xed energy = 0, the modiers J0 are dened as FIOs with phases
1
(x, ) = x + W 2 (s)ds,
2 x
and amplitudesd
1 W 2 (x) 1
p (x, ) = (1K (x, ))1 P , K (x, ) = + W (x) . (3.111)
2 2
At high energy, the modiers J0 () are dened as FIOs with phases
1
(x, , ) = x + W 2 (s)ds, (3.112)
2( + ) x
and amplitudes
1
P (x, , ) = p (x, + ) + P k (x), (3.113)
2
where k (x) = 4i W (x). Using these denitions and (3.105), we can prove that
the symbols c (x, , ) of the operators C () = A()J0 () J0 ()A0 () satisfy
the estimates
ex
, N, |x c (x, , )| C 2 , (3.114)
for all x R and large enough. Finally as in the proof of Lemma 3.5 the
estimates (3.114) are the main ingredients to prove the equivalent properties to
(3.14) and (3.9). Precisely we have
Lemma 3.6. For any C0 (R; C4 ) and for large, the following estimate holds
(W (A, A0 , ) J0 ()) = O(2 ).
d Inthe same way as the preceding section, we should add some technical cuto functions which
are negligible in the asymptotics.
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Proof of Theorem 3.2. We only treat the case of the transmission operator TR
and give the proof of (3.1) since the proof of (3.2) corresponding to the transmission
operator TL is similar. Recall that we want to compute the asymptotic expansion
when + of
Fl () = TR eix , eix = W(+) +
(), W() (),
for , C0 (R; C4 ). Using Propositions 3.1 and 3.2 and the notations therein, we
have
iC + (x) 1 1 + i1 c0 x 1
Fl () = e 1 + R (x) P , U 1 + Q (x) e P + O ,
2
+ 1 1 iC + (x) 1
= eiC (x)
P , U ei c0 x
[e
P + P , U Q+ ei c0 x P
iC + (x) i1 c0 x 1
+ e R P , U e P ] + O . (3.117)
2
We now compute separatly the terms of dierent orders in (3.117).
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we have proved the reconstruction formula (3.1) and thus Theorem 3.2.
Proof of Theorem 3.1. We show here that the reconstruction formula (3.1) entails
the uniqueness of the parameters M and Q under the additional assumption that
the charge q of Dirac elds is known, xed and nonzero. The same result can be
shown from the reconstruction formula (3.2) in a similar way.
We rst compute one of the integrals that appear in (3.1) which will be useful
in the later analysis. Using the explicit expressions of F, al given in (2.2) and (2.15)
as well as the denition of the ReggeWheeler variable x(r) given in (2.6), an easy
calculation shows that
2
2 1 1
al (s)ds = l + , (3.124)
R 2 r0
m1 = m2 := m. (3.130)
Hence the mass m of Dirac elds is uniquely determined. Moreover, using (3.130),
(3.124) and the homogeneity in the parameter l, we obtain from (3.129)
Therefore the radius r0 of the event horizon is also uniquely determined. Now if
we combine (3.131) and c0 = qQ r0 into (3.128), we get (since q is supposed to be
nonzero)
Q1 = Q2 := Q.
The charge Q of the black hole is thus uniquely determined. Eventually since r0
cancels the function F , we get from (2.2) that
r02 + Q2
M1 = M2 := M = ,
2r0
and the mass M of the black hole is uniquely determined. This nishes the proof
of Theorem 3.1.
is known for all large values of , for all l N and for all , H with ,
C0 (R; C ). We emphasize that in this case the construction of the modiers are
4
simpler than in the previous section due to the decay of the potentials at innity;
the phases of the modiers constructed later will belong to a good class of oscillating
symbols. In particular, we do not need a technical cuto function + and a cuto
function 0 in order to control the spreading of the wave packets as in Sec. 3 and we
can consider test functions , H with , C (R; C4 ). We also assume that
0
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the mass m and the charge q of the Dirac elds are known and xed. Furthermore,
the charge q is supposed to be nonzero. Then our main result is
Theorem 4.1. Under the previous assumptions, the parameters M, Q and of the
dS-RN black hole are uniquely determined.
This theorem will follow from the following reconstruction formulae obtained
on each spin-weighted spherical harmonics
Theorem 4.2 (Reconstruction Formulae). Let , H such that ,
C0 (R; C ). Then for large, we have
4
1
Fl () = (x)P , P + A(x)P , P + O(2 ), (4.1)
1
Gl () = (x)P+ , P+ A(x)P+ , P+ + O(2 ), (4.2)
where (x) and A(x) are multiplication operators given by
+
i 2
(x) = eii(c+ c0 )x , A(x) = al (s) + b2 (s) ds (x), (4.3)
2
We shall prove Theorem 4.2 using the same global strategy as in the proof of
Theorem 3.2. From (2.30), (2.31), (2.33) and the fact that eix corresponds to a
translation by in momentum space, we express F () and G() as follows
Fl () = W(+) +
(), W() (), (4.4)
Gl () = W() +
(), W(+) (), (4.5)
with
W() () = eix W() eix = s- lim eitH() eitH0 () P , (4.6)
t
W(+) () = eix W(+) eix = s- lim eitH() eitH+ () P , (4.7)
t
and
H() = 1 (Dx + ) + a(x)2 + b(x)0 + c(x),
H0 () = 1 (Dx + ) + c0 , H+ () = 1 (Dx + ) + c+ .
In consequence, it is enough to obtain an asymptotic expansion of the -shifted
wave operators W() () in order to prove the reconstruction formulae (4.1)
and (4.2).
Note rst that the -shifted wave operators W() () given by (4.6) are exactly
the same as in the case = 0 studied in Sec. 3.2. For completeness we recall here
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the asymptotic expansion of W() () obtained in Proposition 3.2. For any H,
C (R; C ), we have
0
4
1 1 1
W() () = U 1 + Q (x) ei c0 x P + O , (4.8)
2
where
x
1
C (x)
U = ei , C (x) = [c(s) c0 ]ds + c0 x, (4.9)
1
Q (x) = i W 2 (s)ds W (x) ,
2 x (4.10)
i1 C (x) 2 0 i1 C (x)
W (x) = e (a(x) + b(x) )e .
Note second that the -shifted wave operators W(+) () given by (4.7) are very
similar to (4.6), the constant c0 being replaced by c+ and the projections P being
replaced by P since we work now at the cosmological horizon. Hence they can be
studied exactly the same way as in Sec. 3.2. Since there are slight modications in
some formulae, we recall here the procedure but omit the proofs. Using the unitary
transform (4.9), we simplify the wave operators W(+) as follows
W(+) = U s- lim eitA eitA0 eitA0 U eiH+ P , (4.11)
t
1 W + W 1 = 0, W 2 = a2 + b 2 , (4.12)
The potential W is thus very short-range both at the event horizon and at the
cosmological horizon. Now an easy calculation shows that (to be compared with
(3.107) and its proof)
1 1
s- lim eitA0 U eiH+ P = ei ei c+ x
P , (4.14)
t
470 T. Daud
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take the nice form (to be compared to the expressions (3.110) obtained for W() )
1 1
W(+) = U W (A, A0 ) ei ei c+ x
P . (4.16)
1 1
Since U and ei ei c+ x
commute with eix , we nally get the following expression
for W(+) ()
1 1
W(+) () = U W (A, A0 , ) ei ei c+ x
P ,
where
W (A, A0 , ) = eix W (A, A0 )eix .
F (l ) = eii(c+ c0 )x P , P
1
+ eii(c+ c0 )x Q (x) + (Q+ ) (x) P , P + O 1 . (4.19)
2
, (4.19) becomes
From the explicit expressions of Q+ and Q
Fl () = eii(c+ c0 )x P , P
+
1 ii(c+ c0 )x i 1
+ e W (s)ds W (x) P , P + O
2
.
2 2
(4.20)
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Fl () = eii(c+ c0 )x P , P
+
i ii(c+ c0 )x 1
+ W (s)ds e
2
P , P + O . (4.21)
2 2
Denoting
(x) = eii(c+ c0 )x ,
+ +
i i
A(x) = 2
W (s)ds (x) = 2 2
(al (s) + b (s))ds (x),
2 2
we have proved the reconstruction formula (4.1). This nishes the proof of
Theorem 4.2.
Proof of Theorem 4.1. We prove here that the parameters M, Q and are
uniquely determined from the knowledge of the high energies of the transmission
operator TR . Note that the proof with the high energies of TL is the same. Consider
TR,1 and TR,2 two transmission operators corresponding to parameters Mj , Qj , j
with j = 1, 2 where moreover m, q
= 0 are supposed to be known and xed. In what
follows, we shall denote all the objects associated to TR,j by the usual notations
with a lower index j.
We assume that TR,1 = TR,2 . From the denition of Fl () it follows then that
Fl,1 () = Fl,2 (). We identify now the terms of same orders in the asymptotic
expansion (4.1). Since , are dense in H, we get
Let us analyze the term of order 0 rst. From (4.22) and (4.3), we have
r+ r0
X = c0 c+ = qQ , (4.26)
r0 r+
is uniquely determined.
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We analyze now the term of order O(1 ). From (4.23), (4.3) and (4.22) again,
we have
+ +
2
W1 (s)ds = W22 (s)ds. (4.27)
Using that W 2 (x) = a2l (x) + b2 (x) and the expressions of the potentials al and
b given by (2.15) and the denition of the ReggeWheeler variable (2.6), we can
compute explicitely the integrals that appear in (4.27). In fact we have
+ 2
1 1 1
2
W (s)ds = l + + m2 (r+ r0 ). (4.28)
2 r0 r+
By homogeneity in l and since m is considered as known and xed, we deduce from
(4.27) and (4.28) that
r+,1 r0,1 r+,2 r0,2
= , (4.29)
r0,1 r+,1 r0,2 r+,2
r+,1 r0,1 = r+,2 r0,2 . (4.30)
X = qQY. (4.32)
S = (W + ) W ,
with
W() = s- lim eitH eitH0 P , W(+) = s- lim eitH eitH+ P . (4.35)
t t
We now use the unitary transform U introduced in (3.101) and the corresponding
simplied expressions of W() obtained in (3.110) and (4.16) to express (4.34) as
1 1 1
W = U W (A, A0 )(ei c0 x
P + ei ei c+ x
P ). (4.36)
Here we have used the notations introduced in Secs. 3.2 and 4.1. Let us denote by
1 1 1
G the operators ei c0 x P + ei ei c+ x P appearing in (4.36) and by S(A, A0 )
the scattering operator associated to the operators A and A0 , i.e.
Using the unitarity of U we thus immediately get the following expression for the
scattering operator S
S = G+ S(A, A0 )G . (4.37)
The couple of operators (A, A0 ) acting on H turns out to t the framework studied
in [1]. Recall that they are given by A0 = 1 Dx and A = A0 + W (x) where the
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1 1
potential W (x) = ei C (x) (a(x)2 + b(x)0 )ei C (x) is the 4 matrix-valued
function
0 k(x) 2iC (x) ib(x) a(x)
W (x) = , k(x) = e . (4.38)
k (x) 0 a(x) ib(x)
Here k (x) denotes the transpose conjugate of the matrix-valued function k(x).
Moreover W satises (4.12) and (4.13) and thus its entries belong to L1 (R). This
is precisely the kind of operators studied in [1]. Note however that our potential
W is better than L1 (R) since it is exponentially decreasing at both ends x .
This will be used hereafter. As a consequence, we can use the following stationary
representation of S(A, A0 ) obtained in [1]. Let us introduce the unitary transform
F on H dened by
1 1
F () = ei x (x)dx, (4.39)
2 R
then we have (see [1, p. 143])
S(A, A0 ) = F S0 ()F , (4.40)
where the scattering matrix S0 () takes the form
TL () R()
S0 () = . (4.41)
L() TR ()
Here TL () and TR () are 2 2 matrix-valued functions which correspond to the
usual transmission coecients of S whereas L() and R() are 2 2 matrix-valued
functions which correspond to the usual reection coecients of S. We refer to
[1, Secs. 2 and 3] for the denition and the construction of the scattering matrix
S0 (). Hence (4.37) becomes
S = (F G+ ) S0 ()F G . (4.42)
We now nish our factorization of the scattering operator S as follows. Using 2 2
block matrix notations, we note that
i ic x ic x
e 0 e + 0 1 0 e 0 0
G+ = , G = ,
0 1 0 eic0 x 0 ei 0 eic+ x
and we dene two unitary transforms F on H by
ic x
e + 0
F+ () = F ()
0 eic0 x
ix+ic+ x
1 e 0
= (x)dx, (4.43)
2 R 0 eixic0 x
and
eic0 x 0
F () = F ()
0 eic+ x
1 eix+ic0 x 0
= (x)dx. (4.44)
2 R 0 eixic+ x
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Then we have
ei 0 1 0
F G+ = F+ , F G = F . (4.45)
0 1 0 ei
Hence we conclude from (4.45) that the scattering operator (4.42) factorizes as
i
e TL () e2i R()
S = F+ F . (4.46)
L() ei TR ()
We summarize this result as a proposition
Proposition 4.1. The scattering operator S has the following stationary represen-
tation. If F are the unitary transforms dened in (4.43) and (4.44), then
S = F+ S()F , (4.47)
where the 4 4 scattering matrix S() is given by
i
e TL () e2i R()
S() = , (4.48)
L() ei TR ()
and the quantities TL , TR and L, R are the 2 2 matrices that correspond to the
transmission and reection matrices of S(A, A0 ) respectively and are obtained in
[1, Secs. 2 and 3].
Remark 4.1. As the notations suggest, the diagonal elements of the scattering
matrix S() given in (4.48) are simply the stationary representations of the trans-
mission operators TL and TR introduced in Sec. 2, (2.33). The anti-diagonal ele-
ments of S() are in turn the stationary representations of the reection operators
L and R in (2.34).
476 T. Daud
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In the sequel, we shall use the explicit link between our scattering matrix S()
and the scattering matrix S0 () thoroughly studied in [1] in order to solve the
inverse problem. Let us rst briey summarize some of the main results obtained
in [1]. Under the assumption W L1 (R), the scattering matrix S0 () is continuous
for R and tends to I4 when . It is also unitary for each R (see
[1, Theorem 3.1] for a proof of these statements and for other properties on S0 ())).
Moreover, the following partial characterization result holds:
Theorem 4.3 ([1, Theorem 6.3]). Assume that the reection operators R()
and L() be 2 2 matrix valued functions satisfying
sup R() < 1, sup L() < 1, R()
L1 (R), L()
L1 (R), (4.49)
R R
+ 0
R() 2
d < ,
L() 2
d < , (4.50)
0
where R()
and L() denote the usual Fourier transform of R() and L() and
is the Euclidean norm of a given matrix. Then the matrix-valued function k(x)
L1 (R) in (4.38) (and thus the potential W (x)) can be uniquely recovered from the
knowledge of R() and L() for all R.
We make several comments on this result and how we can apply it to our model:
The proof of the above theorem uses a classical Marchenko method. For instance,
the matrix-valued function k(x) can be obtained after solving the following
Marchenko integral equations for > 0 (see [1, Eqs. (6.9) and (6.11)])
+ +
B1 (x, ) = R(
+ 2x) + + + 2x) R(
B1 (x, )R( + + 2x)dd,
0 0
(4.51)
+ +
2x) +
B2 (x, ) = L( + 2x) dd.
+ 2x)L(
B2 (x, )L(
0 0
(4.52)
Under the assumption (4.49), the integral equations (4.51) and (4.52) are uniquely
solvable in L1 (R+ ) ([1, Theorem 6.2]). Moreover, under the additionnal assump-
tion (4.50), the matrix-valued function k(x) dened using the boundary values
of B1 and B2 by the formulae (see [1, Eq. (4.19)])
k(x) = 2iB1 (x, 0+ ), x > 0, k(x) = 2iB2 (x, 0+ ), x < 0,
can be shown to be in L1 (R) and thus corresponds to the potential we are looking
for.
If the potential W belongs to L1 (R), then the condition (4.49) is automatically
satised (see [1, Theorem 4.2 and Eq. (6.17)]). Although this condition is the
natural one under which one could expect to reconstruct the potential k in the
class L1 , the authors of [1] had to add the extra assumption (4.50) (which must
then be checked) in order to prove their result. We refer to [1, p. 154] for more
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details on this point. In our case, we shall prove the condition (4.50) as follows.
Using the exponential decay of W , we are rst able to show that the reection
coecients R() and L() (in fact the whole scattering matrix S0 ()) are analytic
on a small strip around the real axis. Moreover the functions R( + i) and
L( + i) can be shown to belong to L2 (R) uniformly for each || small enough.
It follows then from standard results on the Fourier transform (see, for instance,
[26, Theorem IX.13]) that R()
and L() satisfy
e
|| R() L2 (R),
e
|| L() L2 (R), small enough,
Under the assumption k L1 (R), it was shown in [1] that the above factorization
problems are in fact left or right canonical WienerHopf factorization in the
Wiener algebra W 4 and thus lead to unique TL () and TR () (see for instance
[11, Theorem 9.2, p. 831]). At last, the reection coecient L() is recovered
from R() by the formula
Eventually we explain how we can apply this result to our model. From
Proposition 4.1, we assume for instance that e2i R() is known for all R.
Then it is easy to see from (4.53) and (4.54) that we can uniquely recover TL ()
and TR () by performing WienerHopf factorizations and then e2i L() for all
R. Note that the exponential term e2i disappears in the factorization
(4.53). If we assume that the assumptions (4.49) and (4.50) hold (this will be
checked below), then we can apply Theorem 4.3 as follows. Multiplying the inte-
gral equations (4.51) and (4.52) by e2i and solving them, we conclude that we
can uniquely recover e2i k(x) (and not k(x)) for all x R. We shall show below
that this implies the uniqueness of the parameters M, Q and of the black hole.
Let us now show the analyticity of R() and L() on a small strip around the
real axis and prove there the uniform L2 estimates mentioned above. To do this we
need to introduce some objects whose existence has been shown in [1, Secs. 13].
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478 T. Daud
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The reection coecients R() and L() can be expressed in terms of solutions of
the stationary problem
For each R, these two solutions exist, are fundamental matrices of (4.55) and
are related as follows ([1, Proposition 2.2]). There exist two 4 4 matrix valued
functions al () and ar () such that
and satisfying al ()ar () = ar ()al () = I4 for all R. Note that Fl (x, ) and
Fr (x, ) satisfy the asymptotics (in the opposite ends)
1
Fl (x, ) = ei x
(al () + o(1)), x ,
1 (4.56)
Fr (x, ) = e i x
(ar () + o(1)), x +.
Then the reection coecients are dened by ([1, Eqs. (3.6) and (3.7)])
Since the situations are obviously symmetric, we shall only prove the analyticity
and the uniform L2 estimate on a small strip around the real axis for R() (the proof
for L() being identical). Moreover, we shall only consider the denition R() =
al1 ()1 al2 () for simplicity. To go further, we use some integral representations
of the coecients al1 () and al2 () obtained in [1]. These are given in terms of the
Faddeev matrix Ml (x, ) dened by
1
Ml (x, ) = Fl (x, )ei x
.
It is easy to see from (4.55) that Ml (x, ) must satisfy the integral equation
([1, Eq. (2.12)])
+
1 1
Ml (x, ) = I4 i1 ei (yx) W (y)Ml (y, )ei (yx) dy, (4.57)
x
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and from (4.56) that Ml (x, ) must satisfy the asymptotics Ml (x, ) = I4 + o(1)
when x +. In fact, using once again 2 2 block matrix notations for Ml (x, )
Ml1 (x, ) Ml2 (x, )
Ml (x, ) = ,
Ml3 (x, ) Ml4 (x, )
and iterating (4.57) once, we get the uncoupled system of integral equations for
Ml3 (x, ) and Ml4 (x, ) ([1, Eqs. (2.15) and (2.16)])
+
Ml3 (x, ) = i e2i(yx) k(y) dy
x
+ +
+ e2i(yx) k(y) k(z)Ml3 (z, )dzdy, (4.58)
x y
+ +
Ml4 (x, ) = I4 + e2i(zy) k(y) k(z)Ml4 (z, )dzdy, (4.59)
x y
and similar equations for Ml1 (x, ) and Ml2 (x, ) that we would not need. Eventu-
ally, the following integral representations for the coecients al1 () and al2 () hold
([1, Eqs. (2.25) and (2.26)])
al1 () = I2 i k(y)Ml3 (y, )dy, (4.60)
R
al2 () = i e2iy k(y) Ml4 (y, )dy. (4.61)
R
We rst study the coecient al2 () expressed in terms of the Faddeev matrix
Ml4 (x, ). Under the assumption k L1 (R), a solution Ml4 (x, ) of (4.59) with
the right asymptotics is easily shown to exist by iteration. Moreover for each xed
x R, this solution can be extended to a continuous function in the variable
when Im 0 and analytic when Im < 0 ([1, Proposition 2.3]). We prove now
the following result
+
Lemma 4.1. Dene the function P (x, ) = x e2|Im||y| k(y)dy. Then there
exists > 0 small enough such that
(i) For all satisfying |Im | and for all x R, the function P (x, ) is
uniformly bounded.
(ii) For each xed x R, the Faddeev matrix Ml4 (x, ) can be extended analytically
to the strip |Im | < . Moreover, for each such , it satises the estimate
Ml4 (x, ) C cos h(P (x, )). (4.62)
(iii) For each xed x R, the derivative Ml4 (x, ) of the Faddeev matrix with
respect to the variable x can be extended analytically to the strip |Im | < .
Moreover, for each such , it satises the estimate
Ml4 (x, ) C sin h(P (x, )). (4.63)
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480 T. Daud
e & F. Nicoleau
Proof. The rst assertion is a direct consequence of the denition of P (x, ) and
(4.13) (take for instance = 2 where is the positive number that appears in
#
(4.13)). Solving (4.59) by iteration leads to set Ml4 (x, ) = n=0 un (x, ) with
u0 (x, ) = I2 and
+ +
un (x, ) = e2i(zy) k(y) k(z)un1 (z, )dzdy, n 1. (4.64)
x y
Corollary 4.1. Let the positive number dened in Lemma 4.1. The coecient
al2 () is analytic on the strip |Im | < . Moreover, it satises there the estimate
Proof. The analyticity on the strip |Im | < follows directly from (4.61) and
Lemma 4.1. To prove the second assertion, we integrate by parts in (4.61). For all
with |Im | < , we obtain
1
al2 () = e2iy (k (y)Ml4 (y, ) + k(y)Ml4
(y, ))dy. (4.67)
2 R
Since k also satises the estimate (4.13) and using Lemma 4.1 again, we conclude
that al2 () ||
C
.
We now study the coecient al1 () expressed in terms of the Faddeev matrix
Ml3 (x, ). Once again under the assumption k L1 (R), a solution Ml3 (x, ) of
(4.58) with the right asymptotics is easily shown to exist by iteration. Moreover
for each xed x R, this solution can be extended to a continuous function in the
variable when Im 0 and analytic when Im > 0 ([1, Proposition 2.3]). Using
the same function P (x, ) and positive number as in Lemma 4.1, let us prove the
following result
Lemma 4.2. For each xed x R, the Faddeev matrix Ml3 (x, ) can be extended
analytically to the strip |Im | < . Moreover, for each such , it satises the
May 11, 2010 10:7 WSPC/S0129-055X 148-RMP
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estimates
and
+ +
vn (x, ) = e2i(yx) k(y) k(z)vn1 (z, )dzdy. (4.70)
x y
Corollary 4.2. Let be the positive number dened in Lemma 4.1. Then the coef-
cient al1 () is analytic on the strip |Im | < and tends to I2 when || .
Furthermore, possibly considering smaller , the coecient al1 () is invertible on
the strip |Im | < and a1
l1 () is analytic and uniformly bounded there.
Proof. The rst assertion is a direct consequence of (4.60) and Lemma 4.2. Since
al1 () tends to I2 when || , al1 () is clearly invertible for || large enough.
Since al1 () is also invertible on the real axis ([1, Proposition 2.10]), we conclude
that al1 () is invertible on a strip |Im | < with 0 < < small enough and that
a1
l1 () is analytic and uniformly bounded on |Im | < . Denoting this by , we
have proved the corollary.
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482 T. Daud
e & F. Nicoleau
Finally it follows from [26, Theorem IX.13] that the Fourier transform R() satises
the estimate
e|| R()
L2 (R). (4.73)
Theorem 4.4. Assume that one of the reection matrices L() or e2i R()
appearing in (4.48) is known on a (possibly small) interval of R. Assume more-
over that the mass m and the charge q
= 0 of the Dirac elds are known and xed.
Then the parameters M, Q and of the dS-RN black hole are uniquely determined.
Proof. We only give the proof when the reection matrix e2i R() is supposed
to be known on an interval I of R since the proof with L() can be treated the
same way. We consider thus e2i1 R1 () and e2i2 R2 () two reection matrices
corresponding to parameters Mj , Qj and j with j = 1, 2 where moreover the
parameters m, q
= 0 are supposed to be known and xed. As usual we shall denote
all the objects related to e2ij Rj () by a lower index j in what follows. Assume
that e2i1 R1 () = e2i2 R2 () for all I. By analyticity, we thus have
Using the procedure explained after Theorem 4.3, this also entails that
Thanks to (4.73) and the corresponding result for L(), we can apply Theorem 4.3
(and the remarks following this theorem). Hence we obtain the equality e2i1 k1 (x) =
e2i2 k2 (x) for all x R or equivalently
1 1
e2i 1
W1 (x) = e2i 2
W2 (x), x R. (4.74)
W12 (x) = a2l,1 (x) + b21 (x) = a2l,2 (x) + b22 (x) = W22 (x), x R. (4.75)
May 11, 2010 10:7 WSPC/S0129-055X 148-RMP
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References
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June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00398
PARTHA GUHA
Max Planck Institute for Mathematics in the Sciences,
Inselstrasse 22, D-04103 Leipzig, Germany
and
S. N. Bose National Centre for Basic Sciences,
JD Block, Sector-3, Salt Lake, Calcutta-700098, India
partha@bose.res.in
Following the work of Ovsienko and Roger ([54]), we study loop Virasoro algebra. Using
this algebra, we formulate the EulerPoincare ows on the coadjoint orbit of loop Vira-
soro algebra. We show that the CalogeroBogoyavlenskiiSchi equation and various
other (2 + 1)-dimensional KortewegdeVries (KdV) type systems follow from this con-
struction. Using the right invariant H 1 inner product on the Lie algebra of loop Bott
Virasoro group, we formulate the EulerPoincare framework of the (2+1)-dimensional of
the CamassaHolm equation. This equation appears to be the CamassaHolm analogue
of the CalogeroBogoyavlenskiiSchi type (2 + 1)-dimensional KdV equation. We also
derive the (2 + 1)-dimensional generalization of the HunterSaxton equation. Finally,
we give an EulerPoincare formulation of one-parameter family of (1 + 1)-dimensional
partial dierential equations, known as the b-field equations. Later, we extend our con-
struction to algebra of loop tensor densities to study the EulerPoincare framework of
the (2 + 1)-dimensional extension of b-eld equations.
1. Introduction
The study of higher dimensional integrable systems is one of the most challenging
areas in integrable systems. Early in the study of integrable systems, the main
thrusts were restricted to the (1 + 1)-dimensional systems because of the diculty
of nding the physically signicant high-dimensional solutions which are localized
in all directions. Recently, much progress has been achieved in understanding the
485
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00398
486 P. Guha
Here P (L) and Rk (L, Lyk ) are certain meromorphic functions of the operator L.
In [5, 6], Bogoyavlenskii constructed several hydrodynamic-type systems which
are connected to the Toda lattice and the Volterra model. It has been shown that
these systems possess the breaking behavior, the Hamiltonian forms and conserva-
tion laws. The continuous limits of these systems include the equation
vt = 4vvy + 2vx x1 vy vxxy + 0 (6vvx vxxx ), (1)
which after the substitution v = ux , is reduced to potential form
utx = 4ux uxy + 2uy uxx uxxxy , (2)
where we set 0 = 0.
Schi [64] obtained above equation in a dierent route. He derived Eq. (1) from
the reduction of the self-dual YangMills equations from four to three dimensions.
There has been considerable interest to show that the self-dual YangMills equa-
tions as a master integrable equation, from which many integrable systems can be
obtained by suitable reductions and this was the original motivation of Schi. It
has been shown in [66] that the generalized SDYM equations contain (as dimen-
sional reductions) various (2 + 1)-dimensional integrable soliton hierarchies which
generalize the nonlinear Schrodinger and KdV hierarchies.
One can also derive (2 + 1)-dimensional KdV type systems from another
method. Using classical dierential geometry Konopelchenko [44] has derived (2+1)-
dimensional KdV equation. In geodesic coordinates, the Gauss equation is reduced
to the Schr odinger equation where the Gaussian curvature plays the role of a
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00398
EulerPoincar
e Flows on the Loop BottVirasoro Group 487
potential. It can be shown that a special case is governed by the KdV equation
for the Gaussian curvature. In this framework, Konopelchenko [44] studied the
integrable dynamics of curvature via the KdV equation, higher KdV equations
and other (2 + 1)-dimensional integrable equations with breaking solitons. The
bihamiltonian operators for (2 + 1)-dimensional integrable systems were introduced
in [2830].
In an interesting paper Fokas, Olver and Rosenau [26] proposed an algorithmic
construction of (2 + 1)-dimensional integrable system
qxt qxxxt + aqxy + bqxxxy + c(qxx qy + 2qx qxy ) c(qxxxx qy + 2qxxx qxy ), (3)
which yield peakon/dromion type solutions. This equation can be identied with
the potential form of the CamassaHolm (integrable) analogue of the Calogero
BogoyavlenskiiSchi equation.
Recently the one-parameter family of shallow water equations of the following
form
ut uxxt + (b + 1)uux = bux uxx + uuxxx, (4)
where b is a real parameter, has drawn some attention. This equation is known as
the b-eld equation. It was introduced by Degasperis, Holm and Hone [18, 19], who
showed the existence of multi-peakon solutions for any value of b, although only the
special cases b = 2, 3 are integrable, having bihamiltonian formulations. The b = 2
case is the well-known CamassaHolm (CH) equation [8] and b = 3 is the integrable
system discovered by Degasperis and Procesi [20]. One must note that only for
b = 2, 3, Eq. (4) is also hydrodynamically relevant [14, 41]. It is worth to remember
that b = 2 case was later recognized as being included in a class of integrable
equations derived from hereditary symmetries in Fokas and Fuchssteiner [25]
Using the Helmholz eld m := uuxx , the b-eld equation or the DHH equation
(4) allows reformulation in the compact form
mt + umx + bux m = 0, (5)
where the three terms correspond respectively to evolution, convection and stretch-
ing of the one-dimensional ow. In this paper we also study an EulerPoincare
formulation of (2 + 1)-dimensional b-eld equation. It must be worth to mention
that the well-posedness and blow up of the b-eld equation was proved in [23],
and its invariance properties were used by Henry [38] to investigate the equation
qualitatively.
In a recent paper [35], the author has formulated the EulerPoincare (EP)
framework of the Degasperis and Procesi (DP) equation. It turns out that the
DP equation is the EulerPoincare ow on the combined space of Hills (second
order) operator and rst order dierential operators on circle. In this paper, the
author has given the EP formulation of the two-component generalization of the
DP equation. It has been shown [35] also that the Hamiltonian structure obtained
from the EP framework exactly coincides with the Hamiltonian structures of the
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00398
488 P. Guha
EulerPoincar
e Flows on the Loop BottVirasoro Group 489
2. The EulerPoincar
e Formalism
The EulerPoincare equations were born in 1901 (see [52] for details) when Poincare
made a extensive generalization of the classical Euler equations for the rigid body
and ideal uids. He did this by formulating the equations on a general Lie algebra,
with the rigid body being associated with the rotation Lie algebra and uids with
the Lie algebra of divergence free vector elds.
We give a rapid introduction of the EulerPoincare framework. Let G be a Lie
group and g be its corresponding Lie algebra and its dual is denoted by g . G can
be thought of as the conguration space of some physical system, for example, the
group SO(3) for a rigid body and a group sDi(M ) of volume preserving dieomor-
phisms for an ideal uid lling a domain M . The dual space g to any Lie algebra
g carries a natural LiePoisson structure:
{f, g}LP () := [df, dg],
for any g and f, g C (g ).
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00398
490 P. Guha
d
= addf , g , (6)
dt
which implies that the Hamiltonian vector eld Xf () = addf .
Let us x some quadratic form, energy function, on g. Consider the right trans-
lations of this quadratic form to the tangent space at any point of the group. In
this process, we dene a right-invariant Riemannian metric on the group using the
energy function. The geodesic ow on G with respect to this quadratic form rep-
resents the extremals of the principle of least action, which traces out the actual
motion of the physical system.
We identify the Lie algebra and its dual with this quadratic form. This iden-
tication is done via inertia operator I : g g . This allows us to rewrite the
EulerPoincare equation on the dual space g . It has been proved that the EP
equation on g is Hamiltonian with respect to the natural LiePoisson structure on
the dual space.
du
= adI 1 , I 1 g, (7)
dt
where ad(.) is the coadjoint operator, dual to the operator [, ], dening the
structure of the Lie algebra g. Equation (7) characterizes an evolution of a point
g .
EulerPoincar
e Flows on the Loop BottVirasoro Group 491
492 P. Guha
argumentation gives an identication
between the tangent space to L Di(S 1 )
at the identity and L Vect(S 1 ) , equipped with its Lie bracket. In future, we will
denote L(Vect(S 1 )) by g . The natural pairing between the loop Virasoro algebra
and its dual is given by
f (x, y) , v(x, y)dx2 = f v dx dy. (9)
x S 1 S 1
d d
mGF f (x) , g(x) = (af g + bf g)dx, (10)
dx dx S1
1
f g dx = (f g f g )dx
S1 2 S1
d d
depends on the commutator of f dx and g dx .
Let us give the explicit formul of non-trivial 2-cocycles [31] on g
. A distribution
C (S 1 ) corresponds to a 2-cocycle of the rst class given by [67]
(f, g) = fg xxx dx ,
S1
these
are the Virasoro type extensions. For the particular case where (a(y)) =
S 1 a(y)dy, such a 2-cocycle will be denoted by 1 so that one has
f ,a , g ,b = (f gx fx g) + f gxxx dx dy . (12)
x x x S 1 S 1
EulerPoincar
e Flows on the Loop BottVirasoro Group 493
H(g, v) = h g, v, gx , vx , gy , vy , x1 g, x1 v, y1 g, y1 v, gxy , vxy , . . . dx dy,
S 1 S 1
494 P. Guha
x
2
with x1 v(x, y) = 0 v(, y)d 0 v(x, y)dx, is closely related to the Calogero
BogoyavlenskiiSchi equation. In fact, this is a combination of KdV and
CalogeroBogoyavlenskiiSchi ows. Equation (16) models the (2+1)-dimensional
interaction of a Riemann wave propagating along the y-axis with a long wave along
the x-axis. Using (14), we obtain the following result.
1
H= (v 2 + vx1 vy )dx dy,
2 S 1 S 1
Proposition 4.5. The second class (2 + 1)-dimensional KdV follows from the
following combination of ows on g
1 H1 + O
vt = O 2 H2 ,
v v
with H1
v = (vy1 vx ) and H2
v = v, respectively. Here = 3 and = 1.
EulerPoincar
e Flows on the Loop BottVirasoro Group 495
was derived in [41]. We start with the explicit expression for the coadjoint action
of g with respect to right invariant H 1 -metric.
Let us introduce H 1 norm on the algebra g .
Denition 5.1. The H 1 -Sobolev norm on the loop Virasoro algebra is dened as
f (x, y) , u(x, y)dx2
x H1
= fu dx + x f x u dx. (18)
S1 S1
Now we compute the coadjoint action.
Proposition 5.2. The coadjoint action with respect to H 1 metric of the loop
Virasoro algebra g
is given by
ad 2
x + 2fx v + c1 fxxx + c2 fx )dx2 ,
v dx = (f v
f (x,y) x
where v = (1 x2 )v.
LHS = g)h
(ad dx dy + g) h
(ad dx dy
f f
S 1 S 1 S 1 S 1
= gh dx dy.
[(1 x2 ) adf
S 1 S 1
Thus by equating the right-hand side and left-hand side, we obtain the above
formula.
496 P. Guha
1
H= v 1 vy dx dy,
2 S 1 S 1 x
then the EulerPoincare ow yields
vt = vx x1 vy + 2
v vy + c1 vxxy + c2 vy . (21)
for all v = ux .
EulerPoincar
e Flows on the Loop BottVirasoro Group 497
F ( ), where = (T S 1 ) ,
, : F F1 R
given by
1
a(x)(dx) , b(x)(dx)
= a(x)b(x)dx (29)
S1
498 P. Guha
We denote b-algebra by F(b1) and its dual by Fb . Thus we can dene a pairing
according to (29)
It is clear that the b-algebra is not a Lie algebra and under this circumstances we
cannot dene proper coadjoint action. We generalize the concept of the coadjoint
action to b-algebra and dened with respect to norm (29).
Lemma 6.2.
1
(adH )f (u) = (1 x2 )1 f (1 x 2 )ux + bfx (1 x 2 )u . (31)
Proof. We know
adf (u), gH 1 = u, [f, g]b H 1
u dxb , (f g (b 1)f g)(dx)1b H 1 ,
hence the pairing is well-dened. Let us compute
RHS = (ufg (b 1)uf g)dx + u (f g (b 1)f g) dx
S1 S1
= [f (1 x 2 )u + bf (1 x 2 )u
S1
1 1
LHS = (adH )f u)g dx + (adH )f u g dx
S1 S1
1
= [(1 x 2 )adH )f u]g dx.
S1
Thus by equating the right-hand side and left-hand side we obtain the above
formula.
H 1
ut = O1 for H = u2 dx,
u 2 S1
can be rewritten as
H
mt = O , (33)
u
where O = (mx + bm).
Using the EP formula (33), we construct the b-eld equation.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00398
EulerPoincar
e Flows on the Loop BottVirasoro Group 499
H
mt = O for H = u2 dx,
u S1
500 P. Guha
O0 = 3m0 . (38)
EulerPoincar
e Flows on the Loop BottVirasoro Group 501
g 1 = L(F(b1) ).
Consider an action of L(Vect(S 1 )) on L(F(b1) )
Denition 7.1. The H 1 -Sobolev norm on the loop tensor density algebra is
dened as
(b1)
f (x, y)(dx) , u(x, y)(dx) H 1 =
b
fu dx + x f x u dx. (41)
S1 S1
Proposition 7.2. The action of Vect(S 1 ) with respect to H 1 metric on the tensor
product algebra Fb is given by
d (v(x, y)(dx)b ) = +(f vx + bfx v)dxb ,
ad(f dx )
where v = (1 2 )v.
1
H= vx1 vy dx dy.
2 S 1 S 1
m = v vxx ,
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00398
502 P. Guha
Acknowledgment
The author is profoundly grateful to Professors Jerry Marsden, Tudor Ratiu,
Valentin Ovsienko and Chand Devchand for stimulating discussions and various
constructive suggestions. He is also grateful to Professor Thanasis Fokas for his
interest and encouragement. In particular, he is immensely grateful to Chand
Devchand for the b-bracket discussion. Finally, the author wants to thank the
anonymous referee for many helpful comments and suggestions. He expresses grate-
ful thanks to Professor Jurgen Jost for gracious hospitality at the Max Planck
Institute for Mathematics in the Sciences.
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June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00398
EulerPoincar
e Flows on the Loop BottVirasoro Group 505
R. B. ZHANG
School of Mathematics and Statistics,
University of Sydney, Sydney, Australia
ruibin.zhang@sydney.edu.au
XIAO ZHANG
Institute of Mathematics,
Academy of Mathematics and Systems Science,
Chinese Academy of Sciences, Beijing, P. R. China
xzhang@amss.ac.cn
An algebraic formulation is given for the embedded noncommutative spaces over the
Moyal algebra developed in a geometric framework in [8]. We explicitly construct the
projective modules corresponding to the tangent bundles of the embedded noncom-
mutative spaces, and recover from this algebraic formulation the metric, LeviCivita
connection and related curvatures, which were introduced geometrically in [8]. Trans-
formation rules for connections and curvatures under general coordinate changes are
given. A bar involution on the Moyal algebra is discovered, and its consequences on the
noncommutative dierential geometry are described.
1. Introduction
It is a long held belief in physics that the notion of spacetime as a pseudo Riemann-
ian manifold requires modication at the Planck scale [34, 38]. Theoretical inves-
tigations in recent times strongly supported this view. In particular, the seminal
paper [16] by Doplicher, Fredenhagen and Roberts demonstrated mathematically
that coordinates of spacetime became noncommutative at the Planck scale, thus
some form of noncommutative geometry [13] appeared to be necessary in order to
describe the structure of spacetime. This prompted intensive activities in mathe-
matical physics studying various noncommutative generalisations of Einsteins the-
ory of general relativity [1, 3, 511, 29, 30]. For reviews on earlier works, we refer
507
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
to [31, 35] and references therein. For more recent developments, particularly on
the study of noncommutative black holes, see [2, 4, 7, 9, 15, 26, 27, 33, 37].
In joint work with Chaichian and Tureanu [8], we investigated the noncommu-
tative geometry [13, 22] of noncommutative spaces embedded in higher dimensions.
We rst quantized a space by deforming [21, 28] the algebra of functions to a
noncommutative associative algebra known as the Moyal algebra. Such an alge-
bra naturally incorporates the generalized spacetime uncertainty relations of [16],
capturing key features expected of spacetime at the Planck scale. We then system-
atically investigated the noncommutative geometry of embedded noncommutative
spaces. This was partially motivated by Nashs isometric embedding theorem [32]
and its generalization to pseudo-Riemannian manifolds [12, 19, 23], which state that
any (pseudo-) Riemannian manifold can be isometrically embedded in Euclidean
or Minkowski spaces. Therefore, in order to study the geometry of spacetime, it
suces to investigate (pseudo-) Riemannian manifolds embedded in higher dimen-
sions. Embedded noncommutative spaces also play a role in the study of branes
embedded in RD in the context of YangMills matrix models [36].
The theory of [8] was developed within a geometric framework analogous to
the classical theory of embedded surfaces (see, e.g., [14]). The present paper fur-
ther develops the dierential geometry of embedded noncommutative spaces by
constructing an algebraic formulation in terms of projective modules, a language
commonly adopted in noncommutative geometry [13, 22].
We shall rst describe the nitely generated projective modules over a Moyal
algebra, which will be regarded as noncommutative vector bundles on a quantized
spacetime. We then construct a dierential geometry of the noncommutative vec-
tor bundles, developing a theory of connections and curvatures on such bundles. In
doing this, we make crucial use of a unique property of the Moyal algebra, namely,
it has a set of mutually commutative derivations related to the usual partial deriva-
tions of functions.
Then we apply the noncommutative dierential geometry developed to study
the embedded noncommutative spaces introduced in [8]. We explicitly construct
the projective modules corresponding to the tangent bundles of the noncommuta-
tive spaces, and recover from this algebraic formulation the geometric LeviCivita
connections and related curvatures introduced in [8]. This way, the embedded non-
commutative spaces of [8] acquire a natural interpretation in the algebraic formalism
present here.
Morally, one may regard the very denition of a projective module (a direct sum-
mand of a free module) as the geometric equivalent of embedding a low-dimensional
manifold isometrically in a higher dimensional one. In the commutative setting
of classical (pseudo-) Riemannian geometry, we make this connection more pre-
cise and explicit by showing that the projective module description of tangent
bundles studied here is a natural consequence of the isometric embedding theo-
rems [12, 19, 23, 32]. This is briey discussed in Theorem 7.1.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
On the right-hand side, f (t)g(t ) means the usual product of the numerical values
of the functions f and g at t and t , respectively.
It has been known since the early days of quantum mechanics that the Moyal
product is associative (see, e.g., [28] for reference). Thus the R[[h]]-module A
equipped with the Moyal product forms an associative algebra over R[[h]], which
is a deformation of the algebra of smooth functions on U in the sense of [21]. We
shall usually denote this associative algebra by A, but when it is necessary to make
explicit the multiplication, we shall write it as (A, ).
The partial derivations i := t i with respect to the coordinates ti for U are
R[[h]]-linear maps on A. Since is a constant matrix, the Leibniz rule is valid.
Namely, for any element f and g of A, we have
i (f, g) = (i f, g) + (f, i g). (2.2)
Therefore, the i (i = 1, 2, . . . , n) are mutually commutative derivations of the
Moyal algebra (A, ) on U .
Remark 2.1. The usual notation in the literature for (f, g) is f g. This is referred
to as the star-product of f and g. Hereafter, we shall replace by and simply
write (f, g) as f g.
Following the general philosophy of noncommutative geometry [13], we regard
the associative algebra (A, ) as dening some quantum deformation of the region
U , and nitely generated projective modules over A as (spaces of sections of) non-
commutative vector bundles on the quantum deformation of U dened by the non-
commutative algebra A. Let us now briey describe nitely generated projective
modules over A.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
are, respectively, projective left and right A-modules. Furthermore, every projective
left (right) A-module is isomorphic to an M (respectively, M) constructed this way
by using some idempotent e.
In Sec. 4, we shall give a systematic method for constructing idempotents (see
(4.1)). The corresponding noncommutative vector bundles include the tangent bun-
dles of embedded noncommutative spaces introduced in [8], which we shall inves-
tigate in depth. An explicit example of embedded noncommutative spaces will be
analyzed in detail in Sec. 4.2. To do this, we need to develop some generalities of
the dierential geometry of noncommutative vector bundles using the language of
projective modules over the Moyal algebra.
Theorem 3.1. The maps i (i = 1, 2, . . . , n) have the following properties. For all
M and a A,
i M and i (a ) = i (a) + a i .
we have
[k , [i , j ]] = k Rij , M.
From this, we immediately see that e (k Rij + j Rki + i Rjk ) = 0. In fact, the
following stronger result holds.
Note that
Aijk + Ajki + Akij = 0,
Bijk + Bjki + Bkij = k [i , j ] + i [j , k ] + j [k , i ] .
Using these relations together with the Jacobian identity
ig = g 1 i g g 1 i g. (3.4)
Then
e ig (1 e) = g 1 e i (1 e) g g 1 e i (g) (1 e).
By (3.1),
g 1 e i (1 e) g = g 1 e i (e) g
= g 1 e i (e g) + g 1 e i g
= g 1 e i (g) e e i e + g 1 e i g
= e i e + g 1 e i (g) (1 e).
Therefore,
e ig (1 e) = e i e.
This shows that the ig satisfy the condition (3.1), thus form a connection on M.
Now for any given g G, dene the maps gi on M by
gi = i + ig , .
gi ( g) = i () g, M;
Rgij =g 1
Rij g.
gi ( g) = i () g + i g + g ig = (i + i ) g.
ig := g 1
i
i g + i (g 1 ) g.
g on M
The connection dened by
i
g = i
ig
i
satises the following relation for all M:
g (g 1 ) = g 1
i .
i
g := i
R jg j
ig [
ig ,
jg ]
ij
ij by
is related to R
g = g 1 R
R ij g.
ij
M
,
: M R[[h]] A, ,
= , (3.6)
g, g
= ,
, M,
M.
i ,
= i ,
+ ,
i
, M,
M.
(1) ,
is gauge invariant if g g 1 = for all g G;
(2) ,
is compatible with the connections i on M and if for all i,
i on M
e (i i +
i ) e = 0.
Lemma 3.8. The ber metric g is gauge invariant and is compatible with the
standard connections.
Proof. Since is the identity matrix in the present case, it immediately follows
from Lemma 3.6(1) that g is gauge invariant. Note that e i (e) e = 0 for all i.
Using this fact in Lemma 3.6(2), we easily see that g is compatible with the standard
connections.
gij = i X j X .
=1
i X 1
2
i X
for i = 1, 2, . . . , n, where (Ei )t = .. denotes the transpose of Ei . Dene
.
i X m
e Mm (A) by
j Ej
e:=E
i X 1 g ij j X 1 i X 1 g ij j X 2 i X 1 g ij j X m
i X 2 g ij j X 1 i X 2 g ij j X 2 i X 2 g ij j X m
=
.
m ij 1 m
i X g j X i X g ij j X 2 m ij
i X g j X m
(4.1)
j = Ei (Ek )t g kj = j . It then
Proof. Note that gij = Ei (Ej )t . Thus Ei E i
immediately follows that
e e = Ei (Ei Ej ) Ej = Ei ij Ej = e.
ai Ei e = ai (Ei E j ) Ej = aj Ej ,
e E j bj = E
i (Ei E
j ) bj = E
i bi .
The proposition below in particular shows that g agrees with the metric of the
embedded noncommutative space dened in [8] in a geometric setting.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
Proof. Recall from Denition 3.7 that g is dened by (3.6) with being the
identity matrix. Thus for any = ai Ei T X and = (Ej )t bj TX with
ai , bj A,
g(, ) = ai Ei (Ej )t bj = ai gij bj .
This completes the proof.
Let us now equip the left and right tangent bundles with the canonical connec-
tions given by i = i = i e, and denote the corresponding covariant deriva-
tives by
i : T X T X,
i : TX TX.
In principle, one can take arbitrary connections for the tangent bundles, but we
shall not allow this option in this paper.
The following elements of A are dened in [8],
1 1
c ijl = (i gjl + j gli l gji ) , ijl = (i (Ej ) (El )t El i (Ej )t ) ,
2 2
ijl = c ijl + ijl , ijl = c ijl ijl ,
where ijk was referred to as the noncommutative torsion. Set [8]
kij = ijl g lk , k = g kl
ij
ijl . (4.2)
Then we have the following result.
Lemma 4.4.
i Ej = kij Ek ,
iE k j .
j = E (4.3)
ki
i Ej = i Ej Ej i e
= i Ej (i (Ej e) i (Ej ) e)
k Ek .
= i (Ej ) E
It was shown in [8] that kij = i (Ej ) E k . This immediately leads to the rst
formula. The proof for the second formula is essentially the same.
By using Lemmas 3.8 and 4.4, we can easily prove the following result, which is
equivalent to [8, Proposition 2.7].
Proposition 4.5. The connections are metric compatible in the sense that
For = Ej and = (Ek )t , we obtain from (4.4) the following result for all i, j, k:
i gjk ijk
ikj = 0. (4.5)
which are the Riemannian curvatures of the left and right tangent bundles of the
noncommutative space X given in [8, Lemma 2.12 and 4]. Therefore,
l j ](Ek )t = (El )t R
l ,
[i , j ]Ek = Rkij El , [
i,
kij (4.8)
recovering the relations [8, (2.13)] and their generalizations [8, 4] to arbitrary
m n.
gij = i X j X .
=1
e = (Ei )t g ij Ej ,
which obviously satises Ei e = Ei for all i. The ber metric of Denition 3.8
yields a metric on the embedded noncommutative surface X.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
4.2. Example
We analyze an embedded noncommutative surface of Euclidean signature arising
from the quantisation of a time slice of the Schwarzschild spacetime. While the
main purpose here is to illustrate how the general theory developed in previous
sections works, the example is interesting in its own right.
Let us rst specify the notation to be used in this section. Let t1 = r, t2 =
and t3 = , with r > 2m, (0, ), and (0, 2). We deform the algebra of
functions in these variables by imposing the Moyal product dened by (2.1) with
the following anti-symmetric matrix
0 0 0
3
(ij )i,j=1 = 0 0 1.
0 1 0
Note that the functions depending only on the variable r are central in the Moyal
algebra A. We shall write the usual pointwise product of two functions f and g as
f g, but write their Moyal product as f g.
Consider X = X 1 X 2 X 3 X 4 given by
1
1 2 2m
X = f (r) with (f ) + 1 = 1 ,
r (4.9)
X 2 = r sin cos , X 3 = r sin sin , X 4 = r cos .
Simple calculations yield
E1 = r X = ( f sin cos sin sin cos ),
E2 = X = ( 0 r cos cos r cos sin r sin ),
E3 = X = ( 0 r sin sin r sin cos 0 ).
Using these formulae, we obtain the following expressions for the components of
the metric of the noncommutative surface X:
1
2m 2m 2
g11 = 1 1 1 cos(2) sinh h ,
r r
g12 = g21 = r sin(2) sinh2 h,
g22 = r2 [1 + cos(2) sinh2 h],
(4.10)
g23 = g32 = r2 cos(2) sinh h
cosh h,
cosh h,
g13 = g31 = r sin(2) sinh h
g33 = r2 [sin2 cos(2) sinh2 h].
0, we recover the spatial components of the Schwarzschild metric.
In the limit h
Observe that the noncommutative surface still reects the characteristics of the
Schwarzschild spacetime in that there is a time slice of the Schwarzschild black
hole with the event horizon at r = 2m.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
Since the metric (gij ) depends on and r only, and the two variables commute,
the inverse (g ij ) of the metric can be calculated in the usual way as in the commu-
tative case. Now the components of the idempotent e = (eij ) = (Ei )t g ij Ej are
given by the following formula:
2m sin2 cos2 m
e22 = 1 + 2 [2r + 2m cos 4 cos2 6m cos2
r 2r
2 + O(h
+ 2 cos 2(m + 8r + (m r) cos 2)]h 3)
Since we need to deal with two dierent algebras (A, ) and (Au , u ) simultane-
ously in this section, we write and the matrix multiplication dened with respect
to it by as before, and use u to denote u and the matrix multiplication dened
with respect to it.
Let e Mm (A) be an idempotent. There exists the corresponding nitely
generated projective left (respectively, right) A-module M (respectively, M). Now
1 1 1 1
eu := (e) is an idempotent in Mm (Au ), that is, (e)u (e) = (e). Write
eu = (E ),=1,...,m . This idempotent gives rises to the left projective Au -module
Mu and right projective Au -module M u , respectively dened by
Mu = a u E1 a u E2 a u Em a Au ,
E1 u b
E2 u b
u =
M b Au ,
..
.
E
m u b
where a u E = u (a , E ) and E u b = u (E , b ). Below we consider
the left projective module only, as the right projective module may be treated
similarly.
Assume that we have the left connection
i : M M, i = i + i .
t
Let iu := 1 (i ). We have the following result.
Theorem 5.1. (1) The matrices iu satisfy the following relations in Mm (Au ):
eu u iu u (1 eu ) = eu u i eu .
(2) The operators i (i = 1, 2, . . . , n) dened for all Mu by
i = i + u iu
give rise to a connection on Mu .
(3) The curvature of the connection i is given by
Ruij = i ju j iu iu u ju + ju u iu ,
which is related to the curvature Rij of M by
Ruij = 1 (Rij ).
Ruij = i ju j iu iu u ju + ju u iu . Now i ju = 1 ( tij ), and
iu u ju ju u iu = 1 (i j ) 1 (j i ). Hence Ruij = 1 (Rij ).
Remark 5.2. One can recover the usual transformation rules of tensors under the
dieomorphism group from the commutative limit of Theorem 5.1 in a way similar
to that in [8, 5.C].
f g = g f.
We refer to the map as the bar involution of the Moyal algebra. It is an analogue
of the well known bar map, sending q = exp(h) to q 1 , in the theory of quantum
groups, which plays an important role in the study of canonical (crystal) bases.
The lemma can be easily proven by inspecting (2.1). Given any rectangular
matrix A = (ars ) with entries in A, we let A be the matrix obtained from A by
rst taking its transpose then sending every matrix elements to its conjugate. For
example,
a1 a2
a 1 b 1 c1
= b1 b2 .
a 2 b 2 c2
c1 c2
( , ) : Am Am A, (, ) := . (6.1)
(, ) = (, ), (a , b ) = a (, ) b.
( A, ) = (, A ).
(4) Let the bar-unitary group Um (A) over A be the subgroup of GLm (A) dened
by Um (A) = {g GLm (A) | g = g 1 }. Then the form (6.1) is invariant under
Um (A) in the sense that for all g Um (A) and , M,
( g, g) = (, ).
It is straightforward to prove the lemma. Note that part (2) of the lemma makes
the form (6.1) as nice as a positive denite hermitian form in the commutative case.
We shall call an idempotent e Mm (A) self-adjoint (with respect to the
sesquilinear form (6.1)) if
e = e .
In this case, the corresponding left and right projective modules M = l Am e and
M = e Am are related by
r
= { | M}.
M
i = i ,
i. (6.2)
(i ) =
i ( ).
Furthermore, the curvatures on the left and right bundles are related by
ij = R .
R ij
(i ) = (i + i ) = i + i =
i .
Rij = (i j j i [i , j ] )
= i j j i + [i , j ]
= R ij .
Hereafter, we shall assume that condition (6.2) is satised by the left and right
connections. Let M be the left bundle corresponding to a self-adjoint idempotent
e. We shall say that a connection i on M is hermitian with respect to the bar map
(or bar-hermitian) if i = i for all i. In this case, we shall also say that the bundle
M is bar-hermitian.
Note that the canonical connections i = i e on M and satisfy
i = i e on M
i = i and i = i provided that e is self-adjoint. Therefore, in this case the
canonical connection is bar-hermitian. Since the left and right curvatures associated
to the canonical connections are equal, it follows from Lemma 6.3 that Rij = Rij .
We have the following result.
Theorem 6.4. Let X = X 1 X 2 X m in l Am be an embedded noncommuta-
tive surface satisfying the condition X := X 1 X 2 X m = X. Then X has the
following properties:
(1) The metric has the property gij = gji for all i, j.
(2) The idempotent e = (Ei )t g ij Ej is self-adjoint.
(3) Equipped with the canonical connection i = i e, the tangent bundle of X is
bar-hermitian.
(4) The curvature satises Rij = Rij .
Proof. The given condition on X implies that all the Ei satisfy Ei = (Ei )t . Thus
Hence we have gij = (Ei (Ej ) ) = Ej (Ei ) = gji . It then follows that g ij = g ji .
Now the idempotent e satises
Parts (3) and (4) follow from part (2) and the discussion preceding the proposition.
Note that the quantum spacetimes studied in [37] and the example in Sec. 4.2
all satisfy the conditions of Theorem 6.4.
7. Concluding Remarks
We wish to point out that in the classical commutative setting, we can recover
(pseudo-) Riemannian geometry from the theory developed here by using the iso-
metric embedding theorems of [12, 19, 23, 32]. The simplication in this case is that
there is no need to distinguish the left and the right tangent bundles. To describe
the situation, we let (N, g) be a smooth n-dimensional (pseudo-) Riemannian man-
ifold with metric g. Denote by C (N ) the set of smooth functions on N endowed
with the usual pointwise multiplication. Let C (N )m be the space consisting of
row vectors of length m with entries in C (N ). By results of [12, 19, 23, 32],
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
Acknowledgments
We wish to thank Masud Chaichian and Anca Tureanu for discussions at various
stages of this work. X. Zhang thanks the School of Mathematics and Statistics,
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
the University of Sydney for the hospitality extended to him during a visit when
this work was completed. Partial nancial support from the Australian Research
Council, National Science Foundation of China (grants 10421001, 10725105 and
10731080), NKBRPC (2006CB805905) and the Chinese Academy of Sciences are
gratefully acknowledged.
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June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00402
1. Introduction
Let (M, ) be a quantizable compact Kahler manifold. Let (L, h, ) be an associated
quantum line bundle. Here L is a holomorphic line bundle, h a Hermitian metric
and the unique connection in L which is compatible with the complex structure
and the metric such that the curvature form R of the line bundle and the K ahler
form of the manifold are related as
R(X, Y ) := X Y Y X [X,Y ] = i(X, Y ),
where X, Y are smooth vector elds on M . Let us x a positive integer N and
set LN := LN , the N th tensor power of L. On the space (M, LN ) of smooth
sections of LN , we have the scalar product
, =
hN ((x), (x))d(x),
M
where hN := hN is the induced metric on LN and d(x) is the normalized Liouville
measure on M . Let L (M, L ) be the L -completion of the space (M, LN )
2 N 2
533
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00401
(Mat(dN , C), HN , N ),
2
where the Hilbert space HN = CdN is equipped with the inner product
1
A, B = Tr(AB ),
dN
and N is a matrix analog of the LaplaceBeltrami operator. The fuzzy Laplacian
N comes with a cuto and encodes mathematical informations about the manifold
D (see, e.g., [10] for details). This important fact motivates the study of fuzzy
compact manifolds from a framework of noncommutative geometry.
The main goal of the present work is to construct explicit fuzzy versions of
the homogeneous spaces SO(2n + 1)/U (n) and Sp(n)/U (1) Sp(n 1) (n 2)
by means of elementary representation-theoretic methods. This allows us to
establish the following result wich describes a class of fuzzy ag manifolds.
Theorem . Let G be a compact, connected simply connected Lie group with Lie
algebra g, and let p be a standard maximal parabolic subalgebra of the complexified
Lie algebra gC . Let K G be the connected Lie group with Lie algebra k := p g.
Assume that (G, K) is a Gelfand pair. Then there exists a sequence (EN )N 1
of G-invariant subspaces of L2 (G/K) such that EN EN +1 and N 1 EN is dense
in C (G/K), and such that EN is G-equivariantly isomorphic to a matrix algebra
AN = Mat(dN , C) with dN .
This theorem extends a result of Zhang (see [31, Proposition 3.1 and
Theorem 4.2]) wich gives a construction of fuzzy irreducible compact Hermitian
symmetric spaces. In the proof of the above theorem, we shall make direct use of
the standard BerezinToeplitz quantization procedure for compact Kahler mani-
folds. In connection with our work, let us mention that Lazaroiu, McNamee and
Samann (see [22]) have recently proved that a particular version of generalized
Berezin quantization, which they call BerezinBergmann quantization, provides
a general framework for approaching the construction of fuzzy compact K ahler
manifolds. Using this framework, the authors have proposed a general defenition of
fuzzy scalar eld theory on compact K ahler manifolds.
The present paper is organized as follows. In Sec. 2, we rst x our notations
and terminology. Then we recall some useful facts about a special class of Gelfand
pairs. In Sec. 3, we provide explicit formulas concerning the decomposition into
irreducibles of some tensor product representations of the groups SO(2n + 1) and
Sp(n) for n 2 (see Corollary 1 and Proposition 2 below). These formulas play an
important role in Sec. 4, wich is essentially devoted to the proof of our main result.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00401
2. Preliminaries
2.1. Basic notions
Let G be a compact connected semisimple Lie group with Lie algebra g. We denote
by gC the complexication of g and by GC the simply connected Lie group with Lie
algebra gC . Let T be a maximal torus in G with Lie algebra h. The complexication
hC of h is a Cartan subalgebra of gC . We denote by the root system of gC with
respect to hC . We x a lexicographic ordering on the dual hR := (ih) and we
write + for the corresponding system of positive roots. The Killing form B on g
extends complex bilinearly to gC . It is easy to see that B is positive denite on hR .
For hR , let H be the element of hR such that (H) = B(H, H ) for all H hR .
Thus we obtain a scalar product on hR given by
, = B(H , H ).
Let = {1 , . . . , l } be the system of simple roots corresponding to + . The
elements j , 1 j l, dened by
2j , k
= j,k for 1 k l,
k , k
are called the fundamental weights attached to . To simplify notation, we set
j := j . The weight lattice is then given by
l
= (hC ) ; = nj j , nj Z .
j=1
Let (G, K) be a pair from the list (i)(iii) above, and let (g, k) be the associated
pair of Lie algebras. Then k = kS for some subset S with S c = 1. Let
be the associated Gelfand node with corresponding fundamental weight := .
One can extend complex linearly to gC by setting (E ) = 0 for all .
The following fact is worth mentioning. Denote by L the isotropy group of under
the coadjoint action of G, i.e.
L = {g G; Ad (g) = }.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00401
where
Ps,t = { = (1 + t s, . . . , n + t s); (1 , . . . , n ) Nn0 , 2s 1 n 0}.
Since all representations of the group SO(2n + 1) are self-dual, we can deduce
where
Ps = { = (1 , . . . , n ) Nn0 ; 2s 1 n 0}.
be the standard Cartan subalgebra of the Lie algebra sp(n). Given an element H h
as above, we can simply write H = diag(ih1 , . . . , ihn , ih1 , . . . , ihn ). Let ek be
the linear form on hC dened by
ek (diag(h1 , . . . , hn , h1 , . . . , hn )) = hk ,
+ = + (sp(n, C), hC )
= {ek el , 1 k < l n} {2ek , 1 k n}.
Recall that:
j
(a) the fundamental weights are j = k=1 ek for 1 j n;
n
(b) the weight lattice is = { k=1 k ek ; k Z k};
(c) a weight = nk=1 k ek is dominant if and only if 1 2 n 0.
Next we are going to state a Littelmanns rule which describes the decomposition
into irreducibles of the tensor product of two general Sp(n)-irreducible modules.
To this end, we rst briey recall some basic terminology.
As usual, a partition is a non-increasing sequence = (1 , 2 , . . .) of
non-negative integers. The depth d() of a partition is the number of non-zero
terms of . A partition with depth n is regarded as an element of Nn0 . Let
= (1 , 2 , . . . , d ) be a partition of depth d. The Young diagram of is a collection
of left-justied rows of boxes with i boxes in the ith row for 1 i d. A lling of
the Young diagram of with elements of the set {1, 2, . . . , n} which is nondecreasing
in rows and strictly increasing in the columns is called n-semistandard (Young)
tableau (or tableau for short) of shape . Given a tableau T , the lling of the box
(i, j) is denoted by Ti,j .
Let again = (1 , 2 , . . . , d ) be a partition of depth d n. A tableau T
of shape is called a (2n)-symplectic tableau if its entries are elements of {1, . . . , 2n}
and if it obeys the additional constraint Ti,j 2i 1. These tableaux were
introduced by King and El-Sharkaway [18]. Consider a (2n)-symplectic tableau T .
The vector
is called the content of T . We denote by T (l) the tableau that consists of the last
n
l columns of T . Given a weight = j=1 j ej , we shall identify with the
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00401
Setting
n+ = gC
and n = gC
,
+ \+
1 + \+
1
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00401
we get
gC = hC (gC C
g )
+
= kC n+ n .
Dene N + (respectively N ) to be the connected subgroup of GC with Lie algebra
n+ (respectively n ). Note that
G/K GC /K C N + GC /K C N .
This shows that M = G/K can be regarded as a complex manifold.
Let V () be a normalized highest weight vector, with weight = .
Denote by the unique holomorphic extension to K C N + of the character e .
With these notations, we have for all k K
(k) = (k)1 .
The line bundle L = G e C over M = G/K = GC /K C N + is identied with
GC C, and then it is seen as a holomorphic line bundle. Note that every
holomorphic line bundle over M is of the form Lm for some m Z. Let HN
be the space of holomorphic sections of the line bundle LN := LN , N N. By
the BorelWeil theorem (see, e.g., [1]), HN is an irreducible G-module with highest
weight N . It follows that HN is isomorphic, as G-module, to the space V (N ).
The algebra AN := End C (HN ) admits a natural G-action and can be identied
with the matrix algebra Mat(dN , C), where dN := dimC V (N ).
Let h be the Hermitian structure of the bundle L M dened by
h([g, z], [g, z ]) = zz for all g G.
We know that there exists a unique connection on L leaving h invariant and satis-
fying X = 0 for each vector eld X of type (0, 1) and for each local holomorphic
section . The curvature of (L, ) is the complex 2-form on M given by
R(X, Y ) := X Y Y X [X,Y ] = i(X, Y ),
where X, Y are smooth vector elds and is the G-invariant K ahler metric on M
(see, e.g., [3]). This shows that (L, h, ) is a quantum line bundle over M .
where d(x) is the normalized G-invariant measure associated to the metric on M .
Let L (M, LN ) be the L2 -completion of the space (M, LN ). We denote by N
2
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00401
From this expression, it is obvious that TN is G-equivariant. Using the fact that
the map TN : C (M ) AN is surjective (see [7, Proposition 4.2]), one can deduce
that the algebra AN is G-equivariantly isomorphic to a submodule of L2 (M ). As
shown by Bordemann, Meinrenken and Schlichenmaier (see [7]), the maps TN have
the correct semi-classical behavior for N . In particular, the following results
hold.
Theorem 3. Let (G, K), M and AN be as above. Then there exists a sequence
(EN )N 1 of G-invariant subspaces of L2 (M ) such that EN EN +1 and N 1 EN
is dense in C (M ), and such that EN is G-equivariantly isomorphic to the matrix
algebra AN .
Case 1. Assume that (G, K) (SO(2n + 1), U (n)) with n 2. Let the notations
of roots and weights be as in Sec. 3.1. The Gelfand node associated to the pair
(SO(2n + 1), U (n)) is = n = en and the fundamental weight attached to this
simple root is = 12 (e1 + + en ). Consider the holomorphic line bundle L =
SO(2n + 1) e C over the homogeneous space SO(2n + 1)/U (n). As SO(2n + 1)-
modules, HN = hol (LN ) = V (N ) and AN = V (N ) V (N ) for N N.
Using the result of Corollary 1, one immediately has
AN = V ().
=(1 ,...,n )Nn0
N 1 2 n 0
Case 2. Assume that (G, K) (Sp(n), U (1) Sp(n 1)) with n 2. In the
notations of Sec. 3.2, the Gelfand node associated to the pair (Sp(n), U (1)
Sp(n 1)) is = 1 = e1 e2 and the fundamental weight attached to this
simple root is = e1 . Consider the holomorphic line bundle L = Sp(n) e C
over the homogeneous space Sp(n)/(U (1) U (n)) and take HN = hol (LN ) for
N N. As Sp(n)-modules, HN = V (N ) and AN = V (N ) V (N ). Since the
module V (N ) is self-dual, the result of Proposition 2 shows that
AN = V ((2k + l, l, 0, . . . , 0)).
k,l N0
0 k+l N
2
Denote by EN the unique submodule of L (Sp(n)/(U (1) Sp(n 1))) such that
EN
= V ((2k + l, l, 0, . . . , 0))
k,l N0
0 k+l N
Finally, we observe that the analysis used in the proof of Theorem 3 directly
implies the following result.
Proposition 3 (Compare [30, Proposition 4.8]). Let (G, K) be a pair from
the list (i)(iii) in Proposition 1, and let be the associated Gelfand node
with corresponding fundamental weight := . Then we have a multiplicity free
decomposition of G-modules of the form
r
V () V ()
= V (i )
i=0
Acknowledgments
I would like to express my gratitude to Tilmann Wurzbacher for suggesting the
problem and for helpful discussions. I would also like to thank the anonymous
referee for pointing out to me references [22, 28], and for remarks improving the
article.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00401
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June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00401
WATARU ICHINOSE
Department of Mathematical Science, Shinshu University,
Matsumoto 390-8621, Japan
ichinose@math.shinshu-u.ac.jp
1. Introduction
A number of mathematical results on the Feynman path integrals for quantum
mechanics have been obtained. On the other hand, the author does not know any
mathematical results on the Feynman path integrals for quantum electrodynamics
(cf. [2, 23]), written as QED from now on.
The Feynman path integral for the free relativistic scalar boson eld was dened
rigorously in terms of the innite dimensional Fresnel integral in [2]. The Chern
Simons functional integral was also dened rigorously, associated with a principal
549
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
550 W. Ichinose
ber bundle over R3 with structure group a compact connected Lie group, as an
innite dimensional distribution in terms of white noise analysis and the applica-
tions of its functional integral to the topological quantum eld theory were given
in [1]. In [27], the interaction of nonrelativistic particles with a scalar boson eld
was studied. There, the functional integral with respect to paths on the space of
particles and the boson eld was dened in terms of Marko processes under the
assumption that the mass divided by the imaginary unit and a coupling constant
divided by the imaginary unit are positive. As will be seen in the present paper,
particles interact with the boson eld through the quantized vector potential in
QED. On the other hand, in [27], particles interact with the boson eld through
the quantized scalar potential, where the vector potential disappears. This is the
most dierent point between our result and Nelsons one.
The spectra of Hamiltonian operators for nonrelativistic QED models have also
been studied (cf. [12, 14, 32]). The Hamiltonian operators in these QED models are
dened by means of the Coulomb potentials, and creation operators and annihi-
n 2 3
s (L (R ) L (R )),
2 3
lation operators acting on the bosonic Fock space n=0
dened dependently on an infrared and ultraviolet cut-o function in momentum
space R3 , where L2 (R3 ) is the space of all square integrable functions in R3 and
L2 (R3 ) L2 (R3 ) expresses the space of all amplitudes of momentum of a single
photon with polarizations. These QED models are simplied versions of those which
are primarily intended in physics (cf. [10, 11, 29, 33]). A functional integral repre-
sentation for the above nonrelativistic QED model with imaginary time was also
obtained by Hiroshima [16] by means of the probabilistic method. We can see from
Theorem 3.1 in the present paper that the Hamiltonian operators in [12, 14, 16, 32]
are formally like (3.10) in the present paper. But, our presentation (3.10) is exhib-
ited as a partial dierential operator. In addition, as will be seen in Sec. 5, creation
operators and annihilation operators with given momenta and polarizations acting
on S (R4N ) are dened and the Hamiltonian operator (3.10) can be written by
means of these creation operators and annihilation operators, where N is a positive
integer determined from the regularization of QED, S(R4N ) denotes the Schwartz
space of all rapidly decreasing functions in R4N and S (R4N ) is the dual space of
S(R4N ). This description of the Hamiltonian operator is the one familiar in the
heuristic presentations in physics (cf. [10, 11, 29, 33]).
It is well known that the only translation invariant -additive regular measure on
a separable innite dimensional Banach space is the identically zero measure (cf. [13,
Chap. 4, Sec. 5, Theorem 4]). The measure dening heuristically the Feynman path
integral is meant to be translation invariant (cf. [11, (7-29)]), so it cannot be realized
as a -additive regular nontrivial measure. As it is known, see, e.g., [2, 15, 23] the
Feynman path integral itself can be realized as a linear functional satisfying certain
suitable continuity conditions.
Our aim in the present paper is to dene rigorously the Feynman path integral
for a regularized nonrelativistic QED (for a physical discussion of QED and its
nonrelativistic version, see, e.g., [7, 8, 10, 11, 29]). We begin with the Lagrangian
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
552 W. Ichinose
innity and the cut-o of the Fourier coecients is removed. This result, which
shows that photons yield the Coulomb force, is well known in physics (cf. [8, 11]).
In the present paper, we give a rigorous proof of this fact in the frame of our model
of regularized nonrelativistic QED.
The proof of giving a mathematical denition of the Feynman path integral
for nonrelativistic QED with regularization is obtained by means of a somewhat
delicate study of oscillatory integral operators, the abstract AscoliArzel`a theorem
on the weighted Sobolev spaces and the uniqueness to the initial problem for the
Schrodinger type equations as in [1821].
The proof of expressing the vacuum and the states of photons with given
momenta and polarizations concretely is as follows. We rst dene annihilation
operators of photons with given momenta and polarizations by rst order dier-
ential operators having the Fourier coecients of vector potentials as variables.
Creation operators of photons are dened as the adjoint operators of the annihila-
tion operators. The vacuum is determined from the annihilation operators and the
states of photons with given momenta and polarizations are determined from the
vacuum by means of the creation operators. For the mathematics related to this
see, e.g., [6]. This relies on formal considerations going back to [7].
The proof of the appearance of the Coulomb potentials between charged par-
ticles is given by proving the convergence theorem for the Riemann sum of a
unbounded function as the discretization parameter in space tends to zero, which
will be stated in Proposition 4.3 in the present paper.
Our plan in the present paper is as follows. Section 2 is devoted to prelim-
inaries. In Sec. 3, the main results on the Feynman path integral for regular-
ized nonrelativistic QED are stated. In Sec. 4, the appearance of the Coulomb
potentials between charged particles is proved rigorously in our model. In Sec. 5,
the vacuum and the states of photons with given momenta and polarizations are
given concretely. Sections 69 are devoted to the proofs of the main results stated
in Sec. 3.
2. Preliminaries
For a multi-index = (1 , . . . , d ) and z = (z1 , . . . , zd ) Rd , we
write || =
d
j=1 j , z = z1 zd , z = (/z1 ) (/zd) and z = 1 + |z|2 . Let
1 d 1 d
(, ) and norm .
Let T > 0 be an arbitrary constant, t [0, T ] and x R3 . We consider n
charged nonrelativistic particles x(j) (t) R3 (j = 1, 2, . . . , n) with mass mj > 0
and charge ej R. Let E(t, x) = (E1 (t, x), E2 (t, x), E3 (t, x)) R3 be the electric
strength and B(t, x) = (B1 (t, x), B2 (t, x), B3 (t, x)) R3 the magnetic strength.
Then the classical equations of motion of x(j) (t) are given by
d d (j)
mj x (j) (t) = ej E(t, x(j) (t)) + ej x (j) (t) B(t, x(j) (t)), x (j) (t) = x (t).
dt dt
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
Then the Lagrangian function for particles and the electromagnetic eld with the
distributional charge density
n
(t, x) = ej (x x(j) (t)) (2.1)
j=1
n
j(t, x) = ej x (j) (t)(x x(j) (t)) R3 (2.2)
j=1
j=1
2 c
1
+ (|E(t, x)|2 |B(t, x)|2 )dx + C (2.3)
8 R3
1 A
E= , B = A, (2.4)
c t x
L1 L1 L2 L2 L3 L3
V = , , , R3 .
2 2 2 2 2 2
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
554 W. Ichinose
In the present paper, as variables we consider all periodic potentials (t, x) and
A(t, x) in x R3 with periods L1 , L2 and L3 satisfying
and also
(t, x)dx = 0, A(t, x)dx = 0. (2.6)
V V
Let |V | = L1 L2 L3 . We set
2 2 2
k := s1 , s2 , s3 (s1 , s2 , s3 = 0, 1, 2, . . .). (2.7)
L1 L2 L3
Then, using the Gram and Schmidt method, we can easily determine ej (k)
R3 (j = 1, 2) such that (e1 (k), e2 (k), k/|k|) for all k = 0 form a set of mutually
orthogonal unit vectors in R3 and
(cf. [3, p. 448]). We x these ej (k) hereafter. Noting (2.5) and (2.6), we can expand
(t, x) and A(t, x) formally into the Fourier series
4
A(x, {alk (t)}) = c {a1k (t)eikxe1 (k) + a2k (t)eikxe2 (k)}, (2.9)
|V |
k=0
1
(x, {k (t)}) = k (t)eikx . (2.10)
|V |
k=0
Remark 2.1. Usually in the physical literature (cf. [11, 29]) the condition (2.6) is
not stated clearly.
We write
(1) (2)
alk ialk
alk =: (l = 1, 2), (2.11)
2
(1) (2)
k =: k ik , (2.12)
where alk R and k R, and also the complex conjugate of alk as alk . Since A
(i) (i)
1 (1) (2)
(x, {k }) = (k cos k x + k sin k x). (2.15)
|V |
k=0
We also write
(1)
n
k (x) := ej cos k x(j) , (2.16)
j=1
(2)
n
k (x) := ej sin k x(j) . (2.17)
j=1
we can write L from (2.3) by means of (2.4), (2.9), (2.10) and (2.15) as
L(x, x , {alk }, {a lk }, {k })
2
n
mj 1 (i) (i) (i)
= |x (j) |2 + (|k|2 (k )2 8k (x)k )
2 8|V |
j=1 k=0 i=1
n
e2j 1
n
+ + ej x (j) A(x(j) , {alk })
16 2
j=1
c j=1
|k|2
(i)
1
(i)
(a lk )2 (c|k|)2 (alk )2 c|k|
+ + . (2.19)
2 2|V | 2|V | 2
k=0,i,l
The reason why we have chosen the indenite constant C in (2.3) in the way given
by (2.18) will be explained in Remark 5.1.
n (1)
Remark 2.2. If we do not assume (2.6), we must add (1/|V |)( j=1 ej )0 and
(i)
l0 )2 /(4|V |) to (2.19).
i,l=1,2 (a
556 W. Ichinose
n
and j=1 ej = 0 formally from (2.1), (2.4) and (2.5). But, in the present paper, we
adopt only (2.20) as constraints. Then from (2.16) and (2.17), we have
n
e2j
2
(i) (i) (i) j=1
(|k|2 (k )2 8k (x)k ) + 16 2
|k|2
i=1
16 2 (1) 2
n
(2)
= 2 (k ) + (k )2 e2j
|k| j=1
16 2
n
(j) (l)
= ej el eikx eikx
|k|2
j,l=1,j=l
16 2
n
= ej el cos k (x(j) x(l) ). (2.21)
|k|2
j,l=1,j=l
So we get
Lc (x, x , {alk }, {a lk })
n
mj 2
n
ej el cos k (x(j) x(l) )
= |x (j) |2
j=1
2 |V | |k|2
k=0 j,l=1,j=l
1
n
+ ej x (j) A(x(j) , {alk })
c j=1
1
(i) (i)
(a lk )2 (c|k|)2 (alk )2 c|k|
+ + . (2.22)
2 2|V | 2|V | 2
k=0,i,l
3. Main Results
We arbitrarily cut o the terms of large wave numbers k in (2.22). That is, let
Mj (j = 1, 2, 3) be arbitrary positive integers such that M2 M3 . We consider
2 2 2
j := k = s1 , s2 , s3 ; s21 + s22 + s23 = 0, |s1 |, |s2 |, |s3 | Mj .
L1 L2 L3
(3.1)
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
1
n
+ ej x (j) A(x
(j) , a )
2
c j=1
(i)
1
(i)
(a lk )2 (c|k|)2 (alk )2 c|k|
+ + (3.3)
2 2|V | 2|V | 2
k3 ,i,l
(2)
+ (alk ) sin k x)el (k). (3.4)
We assume () = () ( R).
For the sake of simplicity we write := 3 and N := N3 . We consider a
subdivision
: 0 = 0 < 1 < < = T, || := max (l l1 )
1l
558 W. Ichinose
Theorem 3.1. We assume for cut-o functions g(x) and () in (3.4) that for
any l = 1, 2, . . . and any multi-index there exist constants l > 0 and > 0
satisfying
and
(0) (1)
a (0))dx (0) dx (1) da da (3.8)
i u(t) = H(t)u(t) (3.9)
t
2
1
n
ej (j)
H(t) = (j)
A(x , a2 )
j=1
2m j i x c
n
e2j 1
n
+ + ej x (j) A(x
(j) , a )
16 2
j=1 c j=1 2
|k|2
1
(i) (i)
(a lk )2 (c|k|)2 (alk )2 c|k|
+ + (3.11)
2 2|V | 2|V | 2
k3 ,i,l
by means of (3.4) as in Lc .
Let q () R3n , a () R4N and a () R8N be the broken line paths
dened before. Let k := (k , k ) R2 for k 1 . Take k , k , . . . and k
(1) (2) (0) (1) (1)
(1) (2)
in R2 arbitrarily. Set k (x) := (k (x), k (x)) by means of (2.16) and (2.17).
Then, we dene the path
(l) 4k (q ())
k () := k + R2 , l1 < l (3.12)
|k|2
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
560 W. Ichinose
Remark 3.4. As was noted in the introduction, the constraints (2.20) are not
needed in Theorem 3.2 above. The path k () dened by (3.12) is determined so
(i)
that L( q (), a (), a (), 1 ())/k (i = 1, 2) are piecewise con-
q (),
stant.
It follows from Lemma 2.4 with a = b = 1 in [17] or as in the proof of (7.14) in the
present paper that the right-hand side of the above is bounded by C, f B |+|+M0
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
with a constant C, . Hence, for || the functions (3.8), (3.13), the limit of
(3.8) as || 0 and the limit of (3.13) as || 0 are well dened in S, so
pointwise.
We consider an external electromagnetic eld Eex (t, x) = (Eex1 (t, x), Eex2 (t, x),
Eex3 (t, x)) R3 and Bex (t, x) = (Bex1 (t, x), Bex2 (t, x), Bex3 (t, x)) R3 such that
x Eex j (t, x), x Bex j (t, x) and t Bex j (t, x) (j = 1, 2, 3) are continuous in [0, T ]
Rn for all . Let ex (t, x) R and Aex (t, x) R3 be the electromagnetic potential
to Eex and Bex . Then we obtain Theorem 3.3 below. Though Theorem 3.3 gives
the generalization of Theorems 3.1 and 3.2, the results are stated separately from
Theorems 3.1 and 3.2 to avoid confusion.
We replace A(x (j) , a ) in (3.3), (3.10) and (3.11) by A(x (j) , a ) + Aex (t, x(j) ).
n 2 n2
Moreover we add j=1 ej ex (t, x(j) ) to (3.3) and (3.11), and j=1 ej ex (t, x(j) )
to (3.10), respectively. Then we have
and
for j = 1, 2 and 3 in [0, T ] Rn. Then, the same assertions as in Theorems 3.1 and
3.2 hold.
Remark 3.7. It follows from [19, Lemma 6.1] that under the assumptions (3.15)
there exist Aex and ex satisfying (3.16).
562 W. Ichinose
1 Li
m0 , i, j = 1, 2, 3 (4.1)
m0 Lj
2
n
ej el cos k (x(j) x(l) )
lim lim
L1 ,L2 ,L3 M1 |V | |k|2
k1 j,l=1,j=l
2
n
ej el cos k (x(j) x(l) )
= lim lim
M1 L1 ,L2 ,L3 |V | |k|2
k1 j,l=1,j=l
1
n
ej el
= in S (R3n ). (4.2)
2
j,l=1,j=l
|x(j) x(l) |
We rst prove
n
1 cos k (x(j) x(l) )
lim ej el 0 (
k)dk
0 (2)2 |k|2
j,l=1,j=l
1
n
ej el
= in S (R3n ). (4.4)
2
j,l=1,j=l
|x(j) x(l) |
from (4.5). So, (4.7) holds for (x, y) = 1 (x )2 (y ). Since the set of all linear
combinations of 1 (x )2 (y ) for all 1 and 2 in S(R3 ) is dense in S(Rx6 ,y ), so
(4.7) holds for all (x, y) S(R6 ). Hence we get (4.6).
564 W. Ichinose
over (2s1 /L1 , 2s2 /L2 , 2s3 /L3 ) (s1 , s2 , s3 = 0, 1, 2, . . .). We also get
(2)3
lim (k) = (k)dk (4.8)
L1 ,L2 ,L3 |V |
k=0
since (r) is non-increasing. In the same way, for k (2(s1 1)/L1 , 2s1 /L1 ]
[2s2 /L2 , 2(s2 1)/L2 ) (2(s3 1)/L3 , 2s3 /L3 ] we get
In the same way as the above, we can dene the step function L (k) for all
k R3 \{0} such that (4.9) and
(2)3 (2)3
(k) = L (k)dk + (k). (4.10)
|V | R3 |V |
k=0 k=0,s1 s2 s3 =0
2(s1 2) 2(s1 1) 2 2
k , 0, 0,
L1 L1 L2 L3
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
2 2(s2 2) 2(s2 1) 2
k 0, , 0, .
L1 L2 L2 L3
Thus we get
(2)3 (2)3
|(k)| (|k|)
|V | |V |
k=0,s3 =0 k=0,s3 =0
(2)3
(|k|)
|V |
k=0,s3 =0,s1 ,s2 =0,1
(2)3
+ (|k|)
|V |
k=0,s3 =s1 =0,|s2 |2
+ 10 (|k|)dk. (4.11)
0k3 (2)/L3
2 2(s2 2) 2(s2 1) 2
k 0, , 0, ,
mL1 L2 L2 L3
we have
(2)3
(|k|) 2 (|k|)dk
m|V | 0k1 (2)/(mL1 ),0k3 (2)/L3
k=0,s3 =s1 =0,|s2 |2
2 (|k|)dk.
0k3 (2)/L3
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
566 W. Ichinose
(2)3 (2)3
|(k)| (|k|)
|V | |V |
k=0,s3 =0 k=0,s3 =0,s1 ,s2 =0,1
+ 2(5 + m0 ) (|k|)dk. (4.12)
0k3 (2)/L3
2(s1 2) 2(s1 1) 2 2
k , 0, 0,
L1 L1 L2 m0 L 3
2 2(s2 2) 2(s2 1) 2
k 0, , 0, .
L1 L2 L2 m0 L 3
(2)3 (2)3
|(k)| m0 (|k|)
|V | m0 |V |
k=0,s3 =0 k=0,s3 =0
(2)3
(|k|)
|V |
k=0,s3 =0,s1 ,s2 =0,1
(2)3
+ (|k|)
|V |
k=0,s3 =s1 =0,|s2 |2
+ 10m0 (|k|)dk.
0k3 (2)/(m0 L3 )
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
under (4.1). Hence, noting (4.9), from (4.10) we obtain (4.8) by means of the
Lebesgue dominated convergence theorem.
Now we will prove Theorem 4.1. For the sake of simplicity, let n = 2. Let
0 (k) be the function dened by (4.3). We write x = x(1) and y = x(2) . We take
(x, y) S(R6 ). Then, we have
% &
(2)3 cos k (x y)
0 (
k), (x, y)
|V | |k|2
k=0
(2)3 cos k (x y)
= 0 (
k)(x, y)dxdy
|V | |k|2
k=0
(2)3 cos k (x y)
= 0 (
k)Dx 2 (x, y)dxdy, (4.14)
|V | |k|2 k2
k=0
where we dene Dx := (1 nj=1 x2j ). Let
2
(k) = |k|2 k2 cos k (x y)Dx 2 (x, y)dxdy
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
568 W. Ichinose
and
1
(|k|) := |Dx 2 (x, y)|dxdy.
|k|2 k2
Remark 4.1. Let (k) S(R3 ) such that (0) = 1 and (k) = (k). We take
the limit of Lj (j = 1, 2, 3) under the condition (4.1). Then it holds that
2
n
ej el cos k (x(j) x(l) )
lim lim (
k)
0 L1 ,L2 ,L3 |V | |k|2
k=0 j,l=1,j=l
1
n
ej el
= (4.18)
2 |x(j) x(l) |
j,l=1,j=l
pointwise for x R3n such that x(j) x(l) = 0 (j, l = 1, 2, . . . , n, j = l). The proof is
easy. Consider the case n = 2 and e1 = e2 = 1. Let us write x = x(1) and y = x(2) .
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
We take 1 (k) C (R3 ) such that 1 (k) = 1 (|k| 1) and 1 (k) = 0 (|k| 2).
Then, Proposition 4.3 says for x = y that the left-hand side of (4.18) is equal to
1 cos k (x y)
lim (
k) dk
(2)2 0 |k|2
1 cos k (x y)
= lim 1 (k)(
k) dk
(2)2 0 |k|2
1 2
(cos k (x y)) k {(1 1 (k))(
k)|k| }dk
|x y|2
1 cos k (x y)
= 1 (k) dk
(2)2 |k|2
1 2
(cos k (x y)) k {(1 1 (k))|k| }dk (4.19)
|x y|2
pointwise, where k denotes the Laplacian operator with respect to k R3 and
we used |
(
k)| =
1/3 |k|2/3 (
|k|)2/3 | (
k)| Const.
1/3 |k|2/3 . Since we have
|k {(1 1 (k))(
k)|k|2 }| Ck31/3 with a constant C independent of
, so
we can prove that Eq. (4.19) is also true in the distribution sense S (R6 ). On the
other hand, we see as in the proof of Lemma 4.2 that the left-hand side of (4.19) is
equal to 1/(2|x y|) in S (R6 ). Consequently we can prove that (4.19) is equal to
1/(2|x y|). Hence (4.18) holds pointwise.
570 W. Ichinose
on S(Ra4N
) and so on S (Ra4N
) hold for k and k in the bounded domain (cf. [7,
34] and [6,30]). For S(Ra4N
) is dense in S (Ra4N
) in weak topology (cf. [26]) and the
operators of both sides above are continuous in S (Ra4N
). We dene the operator
lk acting on S (Ra4N
a
) for k and l = 1, 2 by
(1) (2)
lk i
a a
a
lk := lk (5.2)
2
l k ] = l l kk ,
alk , a
[ [
alk , a
l k ] = 0 (5.3)
on S (Ra4N
) for k and k in (cf. [29, (2.26)]). It follows from the commutator
relations (5.3) that we have
a alk )n (
lk ( alk )n a alk )n 1
lk = n ( (5.4)
on S (Ra4N
) (cf. [7, 34]). Then we get the following expression as in physics (cf., e.g.,
[29, (2.60) and (2.64)], and [33, (6.165) and (6.172)]).
Proposition 5.1. We can write the last term of H(t) dened by (3.10) as
2
2
|V | (c|k|) (i) 2 c|k|
2
Hrad := + (a )
2 i a(i) 2|V | lk 2
k ,l i=1 lk
= alk a
c|k| lk (5.5)
k,l
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
on S (Ra4N
). The vector potential A(x, a2 ) dened by (2.14), where the sum of k
is taken over 2 , is given for each x R3 by the expression
4
2
1
A(x, a2 ) = c ( lk eikx )el (k)
alk eikx + a (5.6)
|V | 2c|k|
k2 l=1
acting on S (Ra4N
).
alk a
c|k|( lk a
lk + a lk )
c|k| (1) (2) (1) (2) (1) (2) (1) (2)
= {(
alk + i
alk )(alk i
alk ) + (
alk + i alk i
alk )( alk )}
2
(1) (1) (2) (2)
= c|k|(
alk a
lk + a lk alk )
2
(c|k|) (i) 2 c|k|
2
|V | 2
= + (a )
2 i a (i) 2|V | lk 2
i=1 lk
on S(Ra4N
) for k , so we get (5.5) on S (Ra4N
) as in the same way as before.
From (5.1) and (5.2), we have
lk eikx
lk eikx + a
a
1 (1) (1) (2) (2)
= {( lk ) cos k x i(
alk + a alk a
lk ) cos k x
2
(1) (1) (2) (2)
+ i(alk a
lk ) sin k x + (
alk + alk ) sin k x}
|V | c|k| (1) c|k| (2)
= a cos k x + a sin k x
c|k| |V | lk |V | lk
i(cos k x) (2) + i(sin k x) (1)
alk alk
on S(Ra4N
). So, it is shown from (2.8) and (2.13) that
1
lk eikx )el (k)
alk eikx + a
(
k2
2c|k|
1 (1) (2)
= (alk cos k x + alk sin k x)el (k)
k2
2|V |
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
572 W. Ichinose
on S(Ra4N
). Hence, we see that the right-hand side of (5.6) is equal to
4 1 (1)
2
c (alk cos k x + a(2)
lk sin k x)
el (k)
|V | 2
k l=1
2
on S (Ra4N
), which is equal to the left-hand side of (5.6) from (2.14).
We know
a 2
e d =
a
for a constant a > 0. So, we can easily see from (5.2) and (5.5) that
c|k| c|k| (1)2 (2)2
0 (a ) := exp (alk + alk ) (5.7)
|V | 2|V |
k ,l
is the normal ground state of Hrad , called vacuum, whose energy is 0, i.e.
Hrad 0 = 0 (5.8)
(cf. [11, 8-1, (9-43) and Problem 9-8]). We know that the eigenvalue 0 of (5.8) is
simple in L2 (R4N ) (cf. [4, Chap. 3, Theorem 3.4]).
alk )n 0 (a ) (k , n = 0, 1, 2, . . .), which can
The function n lk (a ) := (
be written concretely from (5.1), (5.2) and (5.7), expresses the state of n photons
of momentum k and polarization state l (cf. [11, 9-2] and [29, 2-2]) and satises
a lk n l k = n n l k ,
lk a
k,l
alk a
k lk n l k = n (k )n l k
k
and
'
polarization state l in the same way. Setting (a ) = alk )n (l,k) 0 (a ),
k,l (
we get
a
alk = n (l, k), (5.10)
lk
k,l k,l
lk =
alk a
k n (l, k)k (5.11)
k k,l
and
Hrad = n (l, k)c|k|. (5.12)
k,l
The family
(i)
alk )n (l,k,i) 0
(
k ,l,i
n (l,k,i)=0
makes a complete orthogonal system in L2 (R4N ) (cf. [4, Chap. 3, Theorem 3.1]
and [7, 34]). We have
(1) lk a
a lk (2) i(
alk + a
lk )
lk =
a , a
lk =
2 2
from (2.13) and (5.2). So we see together with (5.4) and the second equation in
(5.9) that the family
1
alk )n (l,k) 0
( (5.13)
n (l, k)!
k,l
n (l,k)=0
also makes a complete orthonormal system in L2 (R4N ) (cf. [7, 34] and [29, (2.46)]).
For example, we have
alk 0 , (
( alk )2 0 ) = (0 , a alk )2 0 )
lk (
alk )2 a
= (0 , ( lk 0 )
lk 0 ) + 2(0 , a
alk 0 , 0 ) = 0.
= 2(
Remark 5.1. We considered the Lagrangian function (3.3) and the Hamilto-
nian operator (3.10), determining the indenite constant in (2.3) by (2.18) or in
Remark 3.1. On the other hand, in many references (cf. [11, 29, 32]) the indenite
constant is chosen to be 0. Consequently, the term = (1/2) nj=1 e2j /|x(j) x(j) |
appears in (4.2) from (2.21) and the ground state energy of Hrad is k c|k|/2,
which tends to innity as M3 tends to innity. Arguments are made about these
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
574 W. Ichinose
innities in [11, 9-3 and 9-5]. In the present paper, we could see that the innity
n
arising from the term (1/2) j=1 e2j /|x(j) x(j) | disappears in (4.2) and that the
ground state energy of Hrad is 0.
t
x,y () := x
q t,s (x y), s t. (6.1)
ts
t
at,s
X,Y () := X (X Y ), s t. (6.2)
ts
Then at,s
X,Y () R
8N
is dened by means of (2.13). We set
2
n
ej el cos k (x(j) x(l) )
V1 (x) := (6.3)
|V | |k|2
k1 j,l=1,j=l
and
(c|k|)2 (i) c|k|
V2 (a ) := (alk )2 . (6.4)
2|V | 2
k ,i,l
t,s
qt,s q t,s
x,y () = (, x,y (), a X,Y ()) R
1+3n+4N
, st (6.5)
t,s
q t,s
Sc (t, s; x,y , aX,Y )
1 n
= mj |x(j) y (j) |2
2(t s) j=1
n
(j) , a ) dx(j) V2 (a )dt + |X Y |
2
V1 (x)dt + 1
+ ej A(x
qt,s
x,y
c j=1 2|V |(t s)
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
n
1 t
t
= mj |x(j) y (j) |2 V1 x (x y) d
2(t s) j=1 s ts
1
n 1
+ ej (x(j) y (j) ) (j) (x(j) y (j) ), X (X Y ))d
A(x
c j=1 0
|X Y |2 t
t
+ V2 X (X Y ) d
2|V |(t s) s ts
n 1
1
= mj |x (j)
y (j) 2
| (t s) V1 (x (x y))d
2(t s) j=1 0
1
n 1
+ ej (x(j) y (j) ) (j) (x(j) y (j) ), X (X Y ))d
A(x
c j=1 0
|X Y |2 1
+ (t s) V2 (X (X Y ))d. (6.6)
2|V |(t s) 0
with constants C,, , , where x; w :=
all multi-indices , , and 3n+4N
for
1 + |x| + |w| . For f (x, X) S(R
2 2 ) we dene the operator P (t, s) by
n
3 4N
m 1
(exp i1 Sc (t, s; q t,s
j
t,s
x,y , aX,Y )
2i(t s) 2i|V |(t s)
j=1
xy X Y
p x, , X, f (y, Y )dydY, s < t,
ts ts
n
3 4N n
m j 1 1 mj |wj |2
Os- exp i
2i 2i|V | 2
j=1 j=1
|W |
2
+ p(x, w, X, W )dwdW f (x, X), s = t.
2|V |
(6.8)
576 W. Ichinose
|x g(x)| C xM1 , x R3
for all k = 0, 1, . . . . Let f S(R3n+4N ). Then, x X
(P (t, s)f )(x, X) are continu-
ous in 0 s t T and (x, X) R 3n+4N
for all and .
Proof. Let s < t and make the change of variables: y w = (x y)/ t s and
Y W = (X Y )/ t s in (6.8). Then from (6.6) we have
n 3 4N
m 1
(exp i1 (t, s; x, w, X, W ))
j
P (t, s)f = Os-
j=1
2i 2i|V |
p(x, w, X, W )f (x w, X W )dwdW, = t s, (6.9)
where
(t, s; x, w, X, W )
n
mj 1
:= |w(j) |2 + |W |2 + (t, s; x, w, X, W )
j=1
2 2|V |
1 (j)
n n
mj 1 1
:= |w | +
(j) 2
|W |2 V1 (x w)d + ej w
j=1
2 2|V | 0 c j=1
(j) w(j) , X W )d
1 1
A(x V2 (X W )d. (6.10)
0 0
for some real constant l. See the proof of [19, Lemma 2.1] for further details.
Consequently, we see that (P (t, s)f )(x, X) is continuous in 0 s t T and
(x, X) R3n+4N . We note (6.9) and (6.10). Then, in the same way as in the above
we can prove that x X (P (t, s)f )(x, X) are continuous in 0 s t T and
(x, X) R3n+4N for all and .
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
() := t 1 (t s) R,
(j) () := z (j) + 1 (x(j) z (j) ) + 1 2 (y (j) x(j) ) R3 , j = 1, 2, . . . , n,
() := z + 1 (x z) + 1 2 (y x) R , 3n
() := Z + 1 (X Z) + 1 2 (Y X) R4N . (6.11)
We also set
Al (j) Am (j)
Bml (x(j) , a ) = (x , a ) (x , a ) (6.12)
xm xl
t,s t,s
q t,s
Sc (t, s; q t,s
z,y , aZ,Y ) Sc (t, s; z,x , aZ,X )
1
n
x(j) + y (j)
= mj (x(j) y (j) ) z (j)
t s j=1 2
1 1
V1
+ (t s)(x y) 1 (())d1 d2
0 0 x
n 1
1
+ ej (x(j) y (j) ) (j) (x(j) y (j) ), X (X Y ))d
A(x
c j=1 0
1 1
1
n 3
(j) (j)
+ ej (xm ym )(xl zl )
(j) (j)
1 Bml ( (j) (), ())d1 d2
c j=1 0 0
l,m=1
( 1 )
1
n 1
A (j)
+ ej (x(j) y (j) ) (Z X) 1 ( (), ())d1 d2
c j=1 0 0 a
1 1
1
n 3
Am (j)
+ (X Y ) ej (x(j)
m z (j)
m ) 1 ( (), ())d1 d2
c j=1 m=1 0 0 a
1 X +Y
+ (X Y ) Z
(t s)|V | 2
1 1
V2
+ (t s)(X Y ) 1 (())d1 d2 . (6.13)
0 0 a
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
578 W. Ichinose
3
n
(j) (j)
= V1 /xl dt dxl
j=1 l=1
3 1
n 1 (j)
(j) ( (), l ())
= V1 (())/xl det d1 d2
j=1 l=1 0 0 (1 , 2 )
n
3 1 1
(j) (j) (j)
= (t s)(xl yl ) 1 V1 (())/xl d1 d2
j=1 l=1 0 0
1 1
V1
= (t s)(x y) 1 (())d1 d2 , (6.14)
0 0 x
3
(j) (i) (i)
+ Bml dx(j)
m dxl m dalk
( Am /alk )dx(j)
1m<l3 k ,i,l m=1
1
= (x(j) y (j) ) (j) (x(j) y (j) ), X (X Y ))d
A(x
0
(j) (j) (j) (j)
+ {(x(j)
m ym )(xl
(j)
zl ) (xl yl )(x(j)
m zm )}
(j)
1m<l3
1 1
1 Bml ( (j) (), ())d1 d2
0 0
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
3
{(x(j)
m ym )(X Z) (X Y )(xm zm )}
(j) (j) (j)
m=1
1 1
Am (j)
1
( (), ())d1 d2 . (6.15)
0 0 a
So we can complete the proof of (6.13) from (6.6).
(j)
Let us dene m (t, s; x(j) , y (j) , z (j) , X, Y, Z) R (m = 1, 2, 3, j = 1, 2, . . . , n)
and 1 (t, s; x, y, z, X, Y, Z) R4N by
ej (t s) (j)
(j) (j) 3
xm + y m (j)
(j)
m = zm(j)
+ (xl zl )
2 mj c
l=1
1 1
1 Bml ( (j) (), ())d1 d2
0 0
1 1
ej (t s) Am (j)
(X Z) 1 ( (), ())d 1 d2
mj c 0 0 a
ej (t s) 1
+ Am (x(j) (x(j) y (j) ), X (X Y ))d
mj c 0
2 1 1
(t s)
+ 1 V1 (())/x(j)
m d1 d2 (6.16)
mj 0 0
and
(t s)|V |
n 3
X +Y
1 = Z + m zm )
ej (x(j) (j)
2 c j=1 m=1
1
Am (j)
1
1
( (), ())d 1 d2
0 0 a
1 1
V2
+ (t s)2 |V | 1 (())d1 d2 , (6.17)
0 0 a
(j) (j) (j)
respectively. Let (j) := (1 , 2 , 3 ) R3 . Then it follows from (6.13), (6.16)
and (6.17) that
t,s t,s
q t,s
Sc (t, s; q t,s
z,y , aZ,Y ) Sc (t, s; z,x , aZ,X )
1
n
= mj (x(j) y (j) ) (j) (t, s; x(j) , y (j) , z (j) , X, Y, Z)
t s j=1
1
+ (X Y ) 1 (t, s; x, y, z, X, Y, Z). (6.18)
(t s)|V |
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
580 W. Ichinose
Lemma 7.1. Let f C 1 (Rd ) and |x f | C < x >(1+ ) for all x Rd and
all || = 1, where > 0 are constants. Then we have:
C,, , | + + | = 1, x, y, z Rd .
C,,, , , , | + + + + + | 0 (7.1)
for x(j) , y (j) , z (j) R3 and X, Y, Z R4N . In the same way we have the same
(j) (j) 1 1 (j)
estimates as the above for (xl zl ) 0 0 1 Bml ( (j) (), ())d 1 d2 and (xm
(j)
1 1
zm )
1 Am ( (j) (), ())d 1 d2 . To obtain these estimates we assumed (3.6)
0 0 a
and (3.7). Consequently, letting be a component of (j) and 1 , and | + +
+ + + | 1, then from (6.16) and (6.17) we obtain
|x y z X Y Z | C,,, , , (7.2)
together with (6.3) and (6.4) for 0 s t T, x, y, z R3n and X, Y, Z R4N .
Remark 7.1. Let us consider the general case 2 3 in Proposition 7.2. Then
a ) and Bml (x, a ) in (6.16) and (6.17).
from (3.4) and (6.12), we consider A(x, 2 2
Let 1 and 2 be xed. When 3 = 2 , we could determine > 0 from (7.4)
Theorem 7.3. Let > 0 be the constant determined in Proposition 7.2. Then
under the assumptions of Theorem 3.1 we can nd constants Ka 0 (a = 0, 1, 2, . . .)
such that
C(t, s)f B a eKa (ts) f B a , 0 t s (7.5)
for all f (x, a ) B a (R3n+4N ).
i1 Sc (t, s;
q t,s t,s
z,x , aZ,X )}dzdZ
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
582 W. Ichinose
n 3 4N
mj 1
= f (y, Y )dydY (
z,
Z)2
2(t s) 2|V |(t s)
j=1
n
m (j)
exp i dzdZ.
j 1
(x(j) y (j) ) + i(X Y ) (7.7)
j=1
(t s) |V |(t s)
C(t, s) (
)2 C(t, s)f
n 3 4N
mj 1
=
2(t s) 2|V |(t s)
j=1
n
mj (j)
f (y, Y )dydY (
z,
Z)2 exp i (x(j) y (j) )
(t s)
j=1
(z, Z)
+ i(X Y ) det dd.
|V |(t s) (, )
(z, Z)
det = 1 + (t s)h(t, s; x, , y, X, , Y ), (7.8)
(, )
lim C(t, s) (
)2 C(t, s)f
0
3n+4N
1
= lim f (y, Y )dydY (
z,
Z)2
2 0
(z, Z)
{exp(i(x y) + i(X Y ) )} det dd
(, )
3n+4N
1
= f (x, X) + (t s) Os- {exp(i(x y) + i(X Y ) )}
2
h(t, s; x, , y, X, , Y )f (y, Y )dydY dd, (7.9)
where (j) = (t s) (j) /mj (j = 1, 2, . . . , n) and = |V |(t s). We note that
the second term on the right-hand side of (7.9) is a pseudo-dierential operator.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
(1 + 2K0 (t s))f 2
e2K0 (ts) f 2
with a constant K0 0. Hence we get (7.5) with a = 0 by Fatous lemma.
Let p(x, w, X, W ) be a C function satisfying (6.7) with an integer M 0.
Then we obtain
P (t, s)f Const.f B M (7.10)
as in the proof of (7.5) with a = 0. See the proof of [19, Proposition 4.3] for further
details.
Let us recall the expression (6.9) of C(t, s)f . Set := (x, X) and let
= (1 , 2 , . . . , 3n+4N ) be an arbitrary multi-index. Then we can see that
(C(t, s)f ) C(t, s)( f ) and (C(t, s)f ) C(t, s)( f ) are written in the form
(t s) P (t, s)( f )
||||
4N
n
mj
3
1
:= (t s)
2i 2i|V |
|||| j=1
Os- (exp i1 (t, s; x, w, X, W ))p (t, s; x, w, X, W )
( f )(x w, X W )dwdW (7.11)
respectively, where p (t, s; x, w, X, W ) satises (6.7) with M = || || for
all , , and . We can prove these results by induction with respect to
1 (j) 2 1 (j) 2 1 2
||, using w(j) eimj |w | /2 = imj w(j) eimj |w | /2 , W ei |W | /(2|V |) =
1 2
(iW/|V |)ei |W | /(2|V |) and the integration by parts in (6.9). See the proof of
[21, Lemma 3.2] for further details.
Let || = a (a = 0, 1, 2, . . .). Then we have
(C(t, s)f ) C(t, s)( f ) + (t s) P (t, s)( f ).
||a
Applying (7.5) with a = 0 and (7.10) to the right-hand side above, we get
(C(t, s)f ) eK0 (ts) f + Const.(t s) ||a f B a|| .
We know from Lemma 2.3 with s = 1 and a = b in [17] that there exist a constant
a 0 and a (, ) satisfying
| a (, )| C, ; a (7.12)
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
584 W. Ichinose
Proof. Let = (x, X) and f S(R3n+4N ). We also use (6.9) as in the proof of
Theorem 7.3. Then we have
P (t, s)f = P (t, s) f,
Proof. In this proof, we write x and y as x and y, respectively. Let x denote
variables in R3 . We may assume s < t from Lemma 6.1. It follows from (3.10), (6.6)
and (6.8) that direct calculations show
i H(t) C(t, s)f
t
n 3
4N
m j 1
=
j=1
2i(t s) 2i|V |(t s)
1 t,s t,s
(exp i Sc (t, s; q x,y , aX,Y ) r1 (t, s; x, y , X, Y )
i
+ r2 (t, s; x, y, X, Y ) f (y, Y )dy dY (8.3)
2
by means of (6.3) and (6.4), where
r1 (t, s; x, y , X, Y ) = t Sc (t, s; q t,s t,s
y , aX,Y )
x,
2
1
n
ej (j)
+ x(j) Sc A(x , X)
j=1
2mj c
|V |
+ V1 (x) + |X Sc |2 + V2 (X) (8.4)
2
and
3n + 4N 1
n
r2 = (j) Sc
ts j=1
mj x
1 ej
n
+ (x A)(x
(j) , X) |V |X Sc , x R3 (8.5)
c j=1 mj
586 W. Ichinose
ej ej (j)
4N 3
A (j)
(j) Al
(Xm Ym ) (x , X) + (xl yl ) (x(j) , X)
2c m=1 Xm 2c x
l=1
x y X Y
+ q1 t, s; x, , X, (8.6)
and
1
n 3
X Y 1
V2 (j) (j)
X Sc = (1 ) (X (X Y ))d + ej (xl yl )
|V | 0 X c j=1
l=1
1
Al (j)
(1 ) (x (x(j) y (j) ), X (X Y ))d
0 X
1
n 3
X Y (j)
(j) Al
= + ej (xl yl ) (x(j) , X)
|V | 2c j=1 X
l=1
x y X Y
+ q2 t, s; x, , X, . (8.7)
3
(j) (j) Ak (j)
(xk yk )(x(j)
m ym )
(j)
(x , X)
xm
k,m=1
3
(j) (j) (j) (j) Al (j)
+ (xk yk )(xl yl ) (x , X) = 0. (8.8)
xk
k,l=1
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
1
n
|X Y |2
q t,s
t Sc (t, s; t,s
y , aX,Y ) = mj |x(j) y (j) |2 V1 (x)
x, 2
2 j=1 2|V |2
x y X Y
V2 (X) + q4 t, s; x, , X, .
(8.10)
(x A)(x
(j) (x(j) y (j) ), X (X Y ))d
x y X Y
+ q6 t, s; x, , X,
1 ej
n
3n + 4N
= + (x A)(x
(j) , X)
c j=1 mj
x y X Y
+ q7 t, s; x, , X, . (8.12)
Hence together with (8.5), we get
x y X Y
r2 (t, s; x, y, X, Y ) = q7 t, s; x, , X, . (8.13)
Thus we could complete the proof of (8.1) from (8.3), (8.11) and (8.13).
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
588 W. Ichinose
Let us consider (8.2). By direct calculations we see that the left-hand side of
(8.2) is equal to
n 3
4N
m 1
j
j=1
2i(t s) 2i|V |(t s)
1
(exp i Sc (t, s; q t,s t,s
y , aX,Y
x,
) r1 (t, s; x, y , X, Y )
i
+ r2 (t, s; x, y , X, Y ) f (y, Y )dy dY, (8.14)
2
where
|V |
V1 (y ) |Y Sc |2 V2 (Y ) (8.15)
2
and
3n + 4N 1
n
r2 = + (j) Sc
ts j=1
mj y
1 ej
n
+ (x A)(y
(j) , Y ) + |V |Y Sc . (8.16)
c j=1 mj
K (
)K1 (
) (
)K1 (
)f K K1
K1 f
= K (
) (
)Kj+1 (
)(Kj Kj )Kj1
K1 f
j=1
1
+ K (
) (
)Kj+1 ((
) 1)Kj K1 f. (9.1)
j=0
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
l=1
(l)
where X (l) = a (l = 1, 2, . . . , 1) and X () = a . So, (3.8) is written as
lim C(T, 1 )(
)C(1 , 2 )(
) C(2 , 1 )(
)C(1 , 0)(
)f
0
sup (
)f B a Const.f B a
0<1
and
lim ((
) 1)f B a = 0.
0
Consequently, using Theorem 7.3 and (9.1), we can see that (3.8) is well dened in
B a , which is written as
We also see from Remark 3.5 that there exists (3.8) in S for f S.
Let 0 t0 t T . For a subdivision of [0, T ] we can nd j and l such that
j l, j1 < t0 j and l1 < t l , where we take j = 1 for t0 = 0. Then we
dene
(
)C(j+1 , j )(
)C(j , t0 )(
)f (9.3)
590 W. Ichinose
Proof. Let R(t, s) and R (t, s) be the operators dened by (8.1) and (8.2), respec-
tively. We determine M in Proposition 9.1 by max (M, M , 2) for M and M in
Theorem 8.1. We can easily see
t
i(C(t, s)f C(t , s)f ) = (H()C(, s)f + sR(, s)f )d (9.6)
t
from (8.1) for s t t T . Let j < t j+1 and k < t k+1 . So j k holds.
Using the equation just after (9.3) and (9.6), we get
jl+1
jk1
+ jl R(, jl )dC (jl , t0 )f
l=1 jl
k+1
+ k R(, k )dC (k , t0 )f. (9.7)
t
and so u(t) = 0 in [t0 , T ], where a for a complex number a denotes the real part
of a. Consequently, we can see for a given f B a+M that the solution to (3.9)
with u(t0 ) = f is determined uniquely in the space of all B M -valued continuous
and L2 -valued continuously dierentiable functions in [t0 , T ].
Let {j } j=1 be a family of subdivisions of [0, T ] such that |j | and
So,
in B a . The inequality W (t, t0 )f B a eKa (tt0 ) f B a holds from (9.4). So, from
[17, Lemma 2.5] with a = b = 1 we can see
t
i(W (t, t0 )f f ) = H()W (, t0 )f d
t0
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
592 W. Ichinose
4k (q t,s
x,y ())
t,s () := k + R2 , st (9.11)
k |k|2
t,s 4k 2 16 2
= |k|
2 |k |2
k |k|2 |k|2
16 2
= |k|2 | k |2 |k (q t,s 2
x,y ())| . (9.12)
|k|2
dened by (3.11) is written as
So, the classical action for L
t,s t,s
S(t, s; x,y , aX,Y , { }k1 )
q t,s
k
t,s (t s)
= Sc (t, s; q t,s
x,y , aX,Y ) + |k|2 |k |2 (9.13)
4|V | k1
(9.14)
1
ei S 1 (
)f (y, Y )dydY dk , s < t,
k1
f, s = t,
t,s t,s
q t,s
where S = S(t, s; x,y , aX,Y , { }k1 ).
k
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
Proposition 9.2. Let f B a (R3n+4N )(a = 0, 1, 2, . . .). Then, under the assump-
tions of Theorem 3.1 we have
in B a for 0 t s .
Proof. In the case t = s Eq. (9.15) is clear from (7.6). Let 0 < t s and
f S(R3n+4N ). From (9.13) we have
n 3
4N
m j 1
G (t, s)f =
j=1
2i(t s) 2i|V |(t s)
(exp i1 Sc (t, s; q t,s t,s
x,y , aX,Y ))f (y, Y )dydY
|k|2 (t s)
i(t s)
exp |k|2 |k |2
4i 2 |V | 4|V |
k1 k1
1 (
) dk .
k1
(1) (2)
k := (k , k ) R2 and := {k }k1 . We know
Let
ia 2 i
e d = (9.16)
a
for a constant a > 0. So we can write
where
|k|2
p (t, s) = exp i |k|2 |k |2
i
k1 k1
(
4|V |/(t s)) dk . (9.18)
k1
We see that
594 W. Ichinose
We consider
G (t, s)f C(t, s)f 2 = P (t, s)f C(t, s)f 2
= ((P (t, s) C(t, s)) (P (t, s) C(t, s))f, f )
= (Q (t, s) Q (t, s)f, f ).
Hence, we obtain (9.15) as in the proof of Theorem 7.3 in the present paper together
with [17, Lemma 2.2]. See the proof of [20, Lemma 4.1] for further details.
lim G (T, 1 )(
)G (1 , 2 )(
) G (2 , 1 )(
)G (1 , 0)(
)f (9.20)
0
in the same way that (3.8) is written in the above of (9.2). Integrating by parts in
(9.18), we see that sup0<1 |p (t, s)| is nite. So the same proof as for (7.5) shows
with constants Ca from (9.17). Hence, using (9.1), we can prove Theorem 3.2 as in
the proof of the convergence of (3.8) to (9.2) together with (9.15).
Finally, we will prove Theorem 3.3. As in the proof of (6.15) we get
1
Aex (t, x ) dx ex (t, x )dt
(j) (j) (j)
q zt,s
y
,y q zt,s
x
,x
c
1
1
= (x(j) y (j) ) Aex (s, x(j) (x(j) y (j) ))d
c 0
1 1
(t s)(x (j)
y (j)
) 1 Eex ( (), (j) ())d1 d2
0 0
1 1
1 (j)
3 3
(j) (j)
(x ym )
(j)
(zl xl ) 1 Bml ( (), (j) ())d1 d2
c m=1 m 0 0
l=1
(9.21)
for s < t, where (B23 (t, x), B31 (t, x), B12 (t, x)) = Bex (t, x), Blm = Bml , and ()
(j)
and () were dened by (6.11). See the proof of [18, Proposition 3.3] for further
details. So, we get Eq. (6.18) where the sum over j = 1, 2, . . . , n of (9.21) multiplied
by mj ej /(ts) is added to. Hence, under the assumptions of Theorem 3.3 we obtain
the same assertion as in Theorem 3.1 in the same way that Theorem 3.1 is proved.
In the same way of the proof of Theorem 3.2 we also get the same assertion as in
Theorem 3.2 under the assumptions of Theorem 3.3. Thus, we could complete the
proof of the main results.
June 2, 2010 14:55 WSPC/S0129-055X 148-RMP J070-00403
Acknowledgements
The author thanks the referee for many useful suggestions. This research was
partially supported by Grant-in-Aid for Scientic Research No. 16540145 and
No. 19540175, Ministry of Education, Culture, Sports, Science and Technology,
Japanese Government.
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July 12, 2010 12:0 WSPC/S0129-055X 148-RMP
J070-S0129055X10004053
THOMAS SCHULTE-HERBRUGGEN and STEFFEN J. GLASER
Many challenges in quantum information and quantum control root in constrained opti-
mization problems on nite-dimensional quantum systems. The constraints often arise
from two facts: (i) quantum dynamic state spaces are naturally smooth manifolds (orbits
of the respective initial states) rather than being Hilbert spaces; (ii) the dynamics of
the respective quantum system may be restricted to a proper subset of the entire state
space. Mathematically, either case can be treated by constrained optimization over the
reachable set of an underlying control system. Thus, whenever the reachable set takes
the form a smooth manifold, Riemannian optimization methods apply. Here, we give a
comprehensive account on the foundations of gradient ows on Riemannian manifolds
including new applications in quantum information and quantum dynamics. Yet, we do
not pursue the problem of designing explicit controls for the underlying control systems.
The framework is suciently general for setting up gradient ows on (sub)manifolds,
Lie (sub)groups, and (reductive) homogeneous spaces. Relevant convergence conditions
are discussed, in particular for gradient ows on compact and analytic manifolds. This
is meant to serve as foundation for new achievements and further research.
Illustrative examples and new applications are given: we extend former results on
unitary groups to closed subgroups with tensor-product structure, where the nest prod-
uct partitioning relates to SUloc (2n ) := SU (2) SU (2) known as (qubit-wise)
local unitary operations. Such applications include, e.g., optimizing gures of merit on
SUloc (2n ) relating to distance measures of pure-state entanglement as well as to best
rank-1 approximations of higher-order tensors. In quantum information, our gradient
ows provide a numerically favorable alternative to standard tensor-SVD techniques.
Mathematics Subject Classication 2010: 49-02, 49R50, 53-02, 53Cxx, 65Kxx, 81V70,
90C30, 15A18, 15A69
597
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598 T. Schulte-Herbr
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Contents
1. Introduction 598
2. Overview 602
2.1. Flows and dynamical systems . . . . . . . . . . . . . . . . . . . . . . 602
2.2. Gradient ows for optimization . . . . . . . . . . . . . . . . . . . . . 603
2.3. Discretized gradient ows . . . . . . . . . . . . . . . . . . . . . . . . 603
2.4. Reachability and controllability . . . . . . . . . . . . . . . . . . . . . 606
2.5. Settings of interest . . . . . . . . . . . . . . . . . . . . . . . . . . . . 608
3. Theory: Gradient Flows 609
3.1. Gradient ows on Riemannian manifolds . . . . . . . . . . . . . . . . 609
3.2. Gradient ows on Lie groups . . . . . . . . . . . . . . . . . . . . . . 614
3.3. Gradient ows on homogeneous spaces . . . . . . . . . . . . . . . . . 619
3.4. Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 631
4. Applications to Quantum Information and Quantum Control 644
4.1. A geometric measure of pure-state entanglement . . . . . . . . . . . 644
4.2. Generalized local subgroups . . . . . . . . . . . . . . . . . . . . . . . 644
4.3. Locally reversible interaction Hamiltonians . . . . . . . . . . . . . . 651
4.4. Intrinsic versus penalty approach: An example . . . . . . . . . . . . 653
5. Conclusions 655
1. Introduction
Controlling quantum systems oers a great potential for performing computational
tasks or for simulating the behavior of other quantum systems (which are dicult to
handle experimentally) or classical systems [1,2], when the complexity of a problem
reduces upon going from a classical to a quantum setting [3]. Important examples
are known in quantum computation, quantum search and quantum simulation.
Most prominently, there is the exponential speed-up by Shors quantum algorithm
of prime factorisation [4,5], which on a general level relates to the class of quantum
algorithms [6,7] solving hidden subgroup problems in an ecient way [8]. In Grovers
quantum search algorithm [9,10] one still nds a quadratic acceleration compared to
classical approaches [11]. Recently, the simulation of quantum phase-transitions [12]
has shifted into focus [13, 14].
Among the generic tools needed for advances in quantum simulation and quan-
tum technology, quantum control plays a major role. For a survey see, e.g., [15,16].
Its key concern is to develop (optimal) control strategies and constructive ways for
implementing them under realistic experimental settings such that a certain per-
formance index is maximized. In a wider sense, such gures of merit depend on
terminal conditions as well as on running cost like time or energy. Yet in quan-
tum control important classes of performance indices are completely determined by
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 599
their value at the nal state, typical examples being quantum gate delities, e-
ciencies of state transfer or coherence transfer, as well as distance functions related
to Euclidean entanglement measures.
Since realistic quantum systems are mostly beyond analytical tractability,
numerical methods are often indispensable. A good strategy is to proceed in two
steps: (a) rstly, by exploring the possible gains on an abstract and computation-
ally cheap level, i.e. by maximizing the quality function either over the entire state
space or over the set of possible states the so-called reachable set; (b) secondly,
by going into optimizing the experimental controls (pulse shapes) in a concrete
setting. However, (b) is often computationally expensive and highly sensitive, as
it actually approximates the solution of a constrained variational problem in an
innite dimensional function space. Here we almost entirely focus on task (a) and
no longer pursue issues of optimal control (b). In particular, we do not address the
problem of designing controls that steer concrete experimental setups to achieve
optimal gures of merit.
By merely depending on the geometry of the underlying state-space manifold the
rst instance (a) allows for analyzing in advance and on an abstract level the limits
of what one can achieve in step (b). We therefore refer to (a) as the abstract opti-
mization task. The second instance, in contrast, hinges on introducing the specic
time scales and control parameters of an experimental setting for nding steerings
of the quantum dynamical system such that the optima determined in (a) are actu-
ally assumed. This is why we term (b) the dynamic optimal control task. Certainly,
one can approach the entire problem only in terms of (b) and sometimes one is
even forced to do so, e.g., if nothing is known about the geometric structure of
the reachable set. Yet, the above two-fold strategy serves to yield (strict) upper
bounds (independent of the concrete experimental setting) in (a) which provide
benchmarks for the reliability of the numerical methods applied in (b).
In a pioneering paper [17], Brockett introduced the idea of exploiting gradient
ows on the orthogonal group for diagonalizing real symmetric matrices and for
sorting lists. In a series of subsequent papers he extended the concept to intrinsic
gradient methods for (constrained) optimization [18,19]. Soon these techniques were
generalized to Riemannian manifolds, their mathematical and numerical details
were worked out [2022] and thus they turned out to be applicable to a broad
range of optimization tasks including eigenvalue and singular-value problems, prin-
cipal component analysis, matrix least-squares matching problems, balanced matrix
factorisations, and combinatorial optimization for an overview see, e.g., [22, 23].
Implementing a gradient method for optimization on a smooth (constrained) man-
ifold, such as an unitary orbit, via the Riemannian exponential map, inherently
ensures that the (discretized) ow remains within the manifold. Alternatively, for-
mulating the optimization problem on some embedding Euclidean space comes at
the expense of additional constraints (e.g., enforcing unitarity) to be taken care
of by penalty-type or augmented Lagrange-type techniques. In this sense, gradi-
ent ows on manifolds are intrinsic optimization methods [24], whereas extrinsic
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 601
Outline
To begin with, recall some basic terminology on dynamical systems and Riemannian
geometry. Then the aim is to provide the dierential geometric tools for setting
up Riemannian optimization methods primarily focussing on gradient ows
in dierent scenarios ranging from optimization over the entire unitary group to
closed subgroups or homogeneous spaces. Finally we give a number of applications
including worked examples.
More precisely, the paper is organized as follows: Section 2 draws a general sketch
of dynamical systems and ows on manifolds including issues of reachability and
controllability. It provides the manifold setting for gradient-ow-based algorithms
like steepest ascent, conjugate gradients, Jacobi-type, and Newton methods.
A detailed analysis is then given in Sec. 3, where (1) we resume the general pre-
conditions for gradient ows on smooth manifolds. In particular, we recall the role
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602 T. Schulte-Herbr
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of a Riemannian metric that allows for identifying the cotangent bundle T M with
the tangent bundle T M . Though major parts of the foundations can be found scat-
tered in [22,25,61], here we add a comprehensive overview of the interplay between
Riemannian geometry, Lie groups, and (reductive) homogeneous spaces. (2) We give
examples of gradient ows on compact Lie groups as well as their closed subgroups.
(3) In view of further developments, we address gradient ows on reductive homo-
geneous spaces including specializations to Cartan-like cases as well as naturally
reductive homogeneous spaces. In particular, double-bracket ows turn out as gra-
dient ows on naturally reductive homogeneous spaces. (4) Examples interdispersed
in the main text illustrate the relevance in a plethora of dierent settings.
Section 4 is dedicated to specic applications in quantum information and quan-
tum control. (1) We show how gradient ows on the subgroup of local unitaries
SUloc (2n ) in n qubits do not only provide a valuable tool in witness optimization,
but relate to generalized singular-value decompositions (SVD), namely the tensor-
SVD. Here, our gradient ows yield an alternative to common algorithms for best
rank-1 approximations of higher-order tensors, e.g., higher-order power methods
(HOPM) or higher-order orthogonal iteration (HOOI). (2) Flows on SUloc (2n ) also
serve as a convenient tool to decide whether Hamiltonian interactions can be time-
reversed solely by local unitary manipulations thus complementing the algebraic
assessment given in [29]. (3) Optimization tasks with additional extrinsic constraints
are addressed by tailored gradient ows on the respective subgroups or by auxil-
iary penalty methods. By including practical applications and worked examples we
illustrate the ample range of problems to which gradient ows on manifolds provide
valuable solutions. To this end, we start out by an extended overview on Rieman-
nian optimization techniques on manifolds with particular emphasis on gradient
techniques.
2. Overview
2.1. Flows and dynamical systems
In this paper, we treat various optimization tasks for quantum dynamical systems
in a common framework, namely by gradient ows on smooth manifolds. Let M
denote a smooth manifold, e.g., the unitary orbit of all quantum states relating to
an initial state X0 . By a continuous-time dynamical system or a ow one denes a
smooth map
: RM M (2.1)
such that for all states X M and times t, R one has
(0, X) = X
(2.2)
(, (t, X)) = (t + , X).
Since these equations hold for any X M , one gets the operator identity
t = t+ (2.3)
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 603
for all t, R, thus showing the ow acts as a one-parameter group, and for positive
times t, 0 as a one-parameter semigroup of dieomorphisms on M .
604 T. Schulte-Herbr
uggen et al.
Here, the right-hand side of Eq. (2.7) does make sense, as the manifold M =
Rm coincides with its tangent space TX M = Rm containing grad f (X). Clearly, a
generalization is required as soon as M and TX M are no longer identiable. This
gap is lled by the Riemannian exponential map dened by
so that t expX (t) describes the unique geodesic with initial value X M and
initial velocity TX M as illustrated in Fig. 1.
If the manifold M carries the structure of a matrix Lie group G, we may iden-
tify the tangent space element TX G with X, where is itself an element
of the Lie algebra g, i.e. the tangent space at the unity element g = T1 G. More-
over, if the Lie-group structure matches with the Riemannian framework in the
sense that the metric is bi-invariant (as will be explained in more detail later),
then the Riemannian exponential of = X can readily be calculated explicitly.
This is done in three steps by (i) right translation with the inverse group element
X 1 , (ii) taking the conventional exponential map of the Lie algebra element ,
(iii) right translation with the group element X as summarized in the following
diagram
exp
= X TX G X
e X G
RX 1
R
X (2.9)
exp
g e G.
Next, the gradient system (2.5) will be integrated (to sucient approximation)
by a discrete scheme that can be seen as an intrinsic Euler step method. This can
be performed by way of the Riemannian exponential map, which is to say straight
line segments used in the standard method are replaced by geodesics on M . This
leads to the following integration scheme which is well-dened on any Riemannian
manifold M .
Fig. 1. The Riemannian exponential expX is a smooth map taking the tangent vector t TX M
at X M to expX (t) M . By varying t R, it yields the unique geodesic with initial value
X M and initial velocity TX M . (Color online)
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 605
For matrix Lie groups G with bi-invariant metric, Eq. (2.10) simplies to
In either case, the iterative procedure can be pictured as follows: at each point
Xk M one evaluates grad f (Xk ) in the tangent space TXk M . Then one moves via
the Riemannian exponential map in direction grad f (Xk ) to the next point Xk+1 on
the manifold so that the quality function f improves, f (Xk+1 ) f (Xk ), as shown
in Fig. 2.
Fig. 2. Abstract optimization task: The quality function f : M R, X f (X) (top trace) is
driven into a (local) maximum by following the gradient ow X = grad f (X) on the manifold M
(lower trace). (Color online)
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606 T. Schulte-Herbr
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 607
Here Reach(X0 , T ) denotes the set of all states which can be reached in time T , i.e.
with drift A0 g and control directions Aj g. For compact Lie groups G, a simple
algebraic test for controllability is known: If the system Lie algebra
for all X0 G. Estimates on T which leads to upper and lower bounds for the
optimal time of state-to-state transfer in controlled quantum systems can be found
in [77]. If s g, but s generates a closed subgroup of G, one can still conclude how
the reachable set of (2.18) looks like:
Reach(X0 ) = S X0 , (2.21)
608 T. Schulte-Herbr
uggen et al.
This follows from a more general result on smooth non-linear control systems, which
says that the so-called Lie algebra rank condition (LARC)
{F (X) | F Fu | u ULie } = TX M, (2.22)
for all X M implies accessibility. Here, Fu | u ULie denotes the Lie subalgebra
of vectors elds generated by Fu , u U via Lie bracket operation, cf. [67]. Note
that for right invariant vector elds on G, the Lie bracket coincides (up to sign)
with the commutator such that (2.22) boils down to s = g. Moreover, by exploiting
the identity
Reach(1, T1 ) Reach(1, T2 ) = Reach(1, T1 + T2 ), (2.23)
one can show that Reach(1) is always a Lie subsemigroup of G. A subsemigroup is a
subset S G which contains the unity and is closed under multiplication, i.e. 1 S
and S S S. However, the geometry of subsemigroups is rather subtle compared
to Lie subgroups and therefore at present not amenable to intrinsic optimization
methods, as shown in more detail in a paper dwelling on open quantum systems in
terms of Lie semigroups [59].
Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 609
the sense of Hahns spin echo [29]. Or, one may ask what is the Euclidean distance
of some pure state to the nearest point on the local unitary orbit of a pure product
state. This may be useful when optimizing entanglement witnesses [55]. Likewise,
one may address other than the nest partitioning of the entire unitary group, e.g.,
K = SU (2n1 ) SU (2nj ) SU (2nr ) SU (2n ), where rj=1 nj = n.
Another type of reduction arises not by restriction to a subgroup H, but by the
fact that the quality function of interest f is equivariant, i.e. constant on cosets
HG. Consider, for instance, a fully controllable system where f is equivariant with
respect to the closed subgroup H G. Then, it may be favorable to transfer the
optimization problem from the original Lie group G to the homogeneous space
G/H.
610 T. Schulte-Herbr
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smooth, positive denite section in the bundle of all symmetric bilinear forms over
M . Such sections always exist for nite dimensional smooth manifolds, cf. [89, 92].
The pair (M, | ) is called a Riemannian manifold.
Let f : M R be a smooth quality function on M with dierential Df : M
T M . Then the gradient of f at X M , denoted by grad f (X), is the vector in
TX M uniquely determined by the equation
Df (X) = grad f (X) | X (3.1)
for all TX M . Equation (3.1) naturally denes a vector eld on M via
grad f : M T M, X grad f (X) (3.2)
called the gradient vector eld of f . The corresponding ordinary dierential equation
X = grad f (X), (3.3)
and its ow are referred to as the gradient system and the gradient ow of f ,
respectively.
Obviously, the critical points of f : M R coincide with the equilibria of the
gradient ow. Moreover, the quality function f is monotonically increasing along
solutions X(t) of (3.3), i.e. the real-valued function t f (X(t)) is monotonically
increasing in t, as
d
f (X(t)) = grad f (X(t)) | X(t)
X(t) = grad f (X(t))X(t) 0.
2
dt
Here X denotes the norm on TX M induced by | X , i.e. X := | X
for all TX M .
where { } denotes the closure of the set { } and X(t, X0 ) the unique solution
of (3.3) with initial value X(0) = X0 and positive escape time t+ (X0 ) > 0. The
following result gives a sucient condition for solutions of Eq. (3.3) to converge to
the set of critical points of f .
Proof. Since solutions of Eq. (3.3) are monotonically increasing in t, the compact
sets {X M | f (X) C} are positively invariant, i.e. invariant for t 0 under
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the gradient ow of Eq. (3.3). Thus the assertion follows from standard results on
-limit sets and Lyapunov theory, cf. [22, 85].
Corollary 3.1. If f has compact superlevel sets and if all critical points are
isolated, then any solution of (3.3) converges to a critical point of f for t +.
Theorem 3.1 ([94]). If (M, | ) and f are real analytic, then all non-empty
-limit sets (X0 ) of Eq. (3.3) are singletons, i.e. (X0 ) = implies that X(t, X0 )
converges to a single critical point X of f for t +.
Proof. The main argument is based on L ojasiewiczs inequality which says that
in a neighborhood of X an estimate of the type
|f (X)|p Cgrad f (X)
for some p < 1 and C > 0 holds. A complete proof can be found in [94, 95].
612 T. Schulte-Herbr
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b More precisely, the polarization procedure is dened as follows: Let H be a real Hilbert space
and : H R a bounded quadratic form, i.e. there exists a bounded symmetric bilinear form
B : H H R such that (v) = B(v, v) for all v H. By the symmetry and bilinearity of B
we have B(v + w, v + w) = B(v, v) + B(w, w) + 2B(v, w) and hence B(v, w) = 12 (B(v + w, v +
w) B(v, v) B(w, w)) = 12 ((v + w) (v) (w)) for all v, w H. Therefore, B is uniquely
determined by the quadratic form and the latter identity is known as law of polarization.
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Proof. In local coordinates the result follows straightforwardly from Eq. (3.6).
Proof. Both assertions follow immediately from classical stability theory by taking
f as Lyapunov function, cf. [22, 85].
Note that the convergence analysis near arbitrary equilibria, i.e. near arbitrary
critical points of f is quite subtle and may depend on the Riemannian metric,
cf. [97].
614 T. Schulte-Herbr
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we assume that M is (geodesically) complete, i.e. any geodesic is dened for all
t R. Hence, (3.11) is well-dened for the entire tangent bundle T M .
The simplest discretization approach a scheme that can be seen as an intrinsic
Euler step method leads to
Riemannian gradient method
Xk+1 := expXk (k grad f (Xk )) (3.12)
where k denotes an appropriate step size.
In order to guarantee convergence of (3.12) to the set of critical points, it is sucient
to apply the Armijo rule [87]. An alternative to Armijos rule provides the step size
selection suggested by Brockett in [19], see also [22]. Convergence to a single critical
point is a more subtle issue. If (M, | ) and f are analytic, and the step sizes are
chosen according to a version of the rst WolfePowell condition for Riemannian
manifolds, then pointwise convergence holds. A detailed proof can be found in [98].
c Actually, any Lie group G exhibits a real analytic substructure (induced by the exponential
map), i.e. G can also be regarded as a real analytic manifold [101, 103].
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Proof. The equivalence (a) (b) follows easily by exploiting Eq. (3.15) at G = 1.
Moreover, applying (b) to a one-parameter subgroup t exp(tg) and taking the
derivative at t = 0 yields (c). The implication (c) (b) is obtained in the same
way, i.e. by dierentiating
t (Adetg h | Adetg k)
with respect to t, cf. [102]. Note, however, that this implies AdG -invariance only
on the connected component of the unity. Therefore, connectedness is necessary for
the implication (c) (b) as counter-examples show.
Now, the main result on the existence of bi-invariant metrics reads as follows.
Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 617
Corollary 3.2. Let G be a compact Lie group with a right invariant Riemannian
metric | and let f : G R be a real analytic quality function. Then any
solution of Eq. (3.21) converges to a critical point of f for t +.
Proof. This follows immediately from Proposition 3.1 and Theorem 3.1, as the pair
(G, | ) constitutes a real analytic Riemannian manifold whenever the metric
| is invariant, cf. footnote [146].
Lemma 3.1. Let G be a Lie group with a right invariant Riemannian metric |
and let H be a closed subgroup of G. Furthermore, let g and h their corresponding
Lie algebras and denote by Ph the orthogonal projection of g onto h. Then the
orthogonal projection PH in (3.4) is given by
PH (gH) := Ph (g)H (3.23)
for all gH TH G.
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Fact 1. The Lie derivative of a right/left invariant vector eld is again right/left
invariant and satises
LXgr Xhr = X[g,h]
r
and LXgl Xhl = X[g,h]
l
. (3.25)
Theorem 3.6. Let G be a Lie group with a bi-invariant metric | and let
denote the unique Riemannian connection on G induced by | .
(a) For right/left invariant vector elds the Riemannian connection is given by
1 r 1 l
Xgr Xhr = X[g,h] and Xgl Xhl = X . (3.28)
2 2 [g,h]
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Observe that the bi-invariance of the metric and the invariance of the vector elds
are essential for the above result. For example Eq. (3.28) fails, if the Riemannian
metric is just right invariant. More details on this topic can be found in [99, 105].
Finally, by Theorem 3.6, the Hessian of the restriction f |H can easily be obtained
by restricting the Hessian of f to T H. More precisely, we have.
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Thus
f(Y ) = f (G) (3.31)
for Y = X G with G G. Such quality functions f are called induced by F , cf.
Sec. 3.4. By construction, we have
max f (G) = max f(Y ). (3.32)
GG Y O(X)
Theorem 3.7. Let G be a Lie group with Lie algebra g and let H G be a closed
subgroup with Lie algebra h. Moreover, let p be any complementary subspace to h,
i.e. g = h p. Then the following holds:
(a) The quotient topology turns the set of right cosets G/H := {[G] := HG | G
G} into a locally compact Hausdor space.
(b) There exists a unique manifold structure on G/H such that the canonical
projection : G G/H, G [G] is a submersion. In particular, the
tangent space of G/H at [1] is isomorphic to p via the canonical identica-
tion p dt
d
[exp tp]|t=0 and thus dim G/H = dim G dim H.
The following statements refer to the unique manifold structure on G/H given in
part (b).
(c) The Lie group G acts smoothly from the right on G/H via
([G ], G) [G G] (3.35)
d Notethat the coset-terminoloy in the group literature is not consistent, i.e. right cosets are
sometimes called left cosets and vice versa. Here, we stick to the term right coset, if the group
element in on the right side, i.e. [G] = HG.
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such that
rG : G/H G/H, [G ] [G G] (3.36)
are dieomorphisms for all G G. Moreover,
lG : G G/H, G [GG ] (3.37)
are submersions for all G G. Thus the tangent space T[G] G/H is given by
T[G] G/H = D
rG ([1]) T[1] G/H = D( lG )(1)g
= D( lG )(1)(AdG1 p). (3.38)
(d) Moreover, if H is a normal subgroup, i.e. GHG1 = H for all G G, then the
multiplication [G] [G ] := [GG ] is well-dened and yields a Lie group structure
on G/H.
The Lie group G/H given by Theorem 3.7(d) is called the quotient Lie group of G
by H. Moreover, the result provides the possibility to extend the well-known First
Isomorphism Law to the category of Lie groups.
G
/ G
yy<
yy
yy b (3.39)
yy
G/H
commutes. Moreover, let g, g and h denote the corresponding Lie algebras and let
p be any complementary space to h. Then D(1) is a surjective Lie algebra homo-
morphism with ker D(1) = h and commutative diagram
D(1)
g / g
ww;
w
ww (3.40)
D(1)
wwwD(1)
b
w
p= g/h.
Proof. Note that H = ker is a closed normal subgroup of G. Thus by the First
Isomorphism Law ([G]) := (G) for [G] G/H is a well-dened group isomor-
phism. Moreover, is smooth, since is a smooth submersion by Theorem 3.7.
The assertion that D(1) is a surjective Lie algebra homomorphism, follows easily
from the properties of the exponential map. Finally, a straightforward application
of the chain rule yields Eq. (3.40).
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eA map is called proper if the pre-image 1 (K) of any compact set K is also compact.
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(c) The rst part follows from a standard embedding criterion on immersed mani-
folds, cf. [92]. The rst equality of Eq. (3.42) is a straightforward consequence
of the identity X = X X , where X : G G/HX denotes the canonical
projection. The second one is obtained by Y = X lG = X rG AdG , while
the third one follows from HY = AdG1 Hx . For further details see also.
Proof. (a) This follows readily from Theorem 3.9(c) and the compactness of G.
X ([G]).
(b) Observe that transitivity of implies surjectivity of DX (G) and D
Thus Theorem 3.9(b) yields the desired result, cf. [106].
Remark 3.4. Note that by Theorem 3.9 the orbit O(X) carries always a man-
ifold structure the topology of which is equal or ner than the topology induced
by M .
rG ([G ]) | D
| [G ] = D rG ([G ])[G G] (3.43)
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Remark 3.5. (a) As a special case, Theorem 3.10 implies the existence of
bi-invariant metrics on compact Lie groups, cf. Theorem 3.4 and [89].
(b) Replacing p by the quotient space g/h, allows to state Theorem 3.10 without
referring to any reductive decomposition g = h p of g, cf. [89]. Moreover, it
can be shown that any homogeneous space G/H which admits a G-invariant
metric is reductive, cf. [107].
Theorem 3.10 can easily be rephrased for an arbitrary homogeneous G-space M
with transitive group action : M G M , by choosing H := HX with X M .
Note however, for orbits M := O(X) embedded in some larger Riemannian manifold
N , the invariant metric given by Theorem 3.10 does in general not coincide with
the induced metric. This gives rise to the following denition.
A manifold M is called a Riemannian homogeneous G-space or for short Rie-
mannian homogeneous space, if M is a homogeneous G-space with -invariant
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Proposition 3.5. (a) Any homogeneous space of the form G/H with a G-invariant
metric is a Riemannian homogeneous space.
(b) Any Riemannian homogeneous space is isometric to a homogeneous space of
the form G/H with a G-invariant metric.
Proof. Follows readily from the previous denitions and Corollary 3.3(b).
Remark 3.6. If, in denition (a), the complementary space p can be chosen as
the orthogonal complement of h with respect to some AdG -invariant scalar product
(|) on g, then condition (3.47) reduces to
(adg h | k) = (h | adg k) (3.49)
for all g, h, k p.
Lemma 3.2. (a) Every Cartan-like homogeneous space G/H is naturally reductive.
(b) Every naturally reductive homogeneous space G/H is a Riemannian homoge-
neous space.
Proof. (a) By the commutator relation [p, p] h, we have P adg h = 0 for all
g, h p. Thus Eq. (3.47) is satised.
(b) The assertion follows immediately from Proposition 3.4.
Theorem 3.11 (Coset Version). Let G/H be naturally reductive. Then G/H is
Riemannian homogeneous space such that all geodesics through [G] G/H are of
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the form
t [G exp(t AdG1 p)] = [exp(tp)G] (3.50)
with p p.
Proof. By Lemma 3.2(b), the quotient space G/H is also a Riemannian homoge-
neous space. For a proof for Eq. (3.50) we refer to [91, 102, 105].
The above result can be restated for an arbitrary naturally reductive Rieman-
nian homogeneous G-space.
Theorem 3.12 (Orbit Version). Let M be a homogeneous G-space with transi-
tive group action : M G M . Assume that G/HX is naturally reductive with
decomposition g = hX pX . Then M is a Riemannian homogeneous G-space such
that all geodesics through Y = X G M are of the form
t Y exp(t AdG1 p) (3.51)
with p pX .
Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 627
Fig. 3. Geodesics in reductive homogeneous spaces G/H. The tangent vector p p projects to
the tangent vector at the coset [1] = H. Note that only in naturally reductive homogeneous
spaces the geodesic in G generated by p projects onto G/H such that it coincides with the geodesic
of the projected tangent vector in the sense (etp ) = exp[1] (t). In reductive homogeneous spaces
that are not naturally reductive, the projection yields in general only a rst-order approximation
at [1] = H as shown in the lower part, where (etp ) = exp[1] (t). (Color online)
the forthcoming applications. Therefore, we summarize the previous results for the
particular case of adjoint orbits. Note that the adjoint action given by (X, G)
AdG X := GXG1 is a left action. However, all previous statements and formulas
remain valid mutatis mutandis, e.g., right cosets have to be replaced by left cosets,
etc.
Corollary 3.4. Let G be a Lie group with Lie algebra g and let K G be a
compact subgroup with Lie algebra k and bi-invariant metric | . Moreover, let
: g K g, (X, K) AdK X := KXK 1 be the adjoint action of K on g and
denote by X : K g the map K AdK X. Then the following assertions hold
628 T. Schulte-Herbr
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(c) Let h := hX denote the Lie algebra of H and p be any complementary space to
h in k, then D(1) = adX is a surjective homomorphism with ker adX = h
and commutative diagram
DX (1)
g / TX O(X) g
7
pp ppp
pppX ([1])
D(1) (3.54)
ppp Db
p= k/h;
Moreover, the tangent space of O(X) at Y = AdK X is given by
TY O(X) = adY k = adY (AdK 1 p).
(d) O(X) = K/H is naturally reductive. More precisely, p := h yields a naturally
reductive decomposition of k with AdH -invariant scalar product on p is given
by the restriction of | .
(e) There is a well-dened -invariant metric on O(X) given by
| AdK X := p | p (3.55)
with = adY (AdK p ), = adY (AdK p ) and p , p p.
(f) All geodesics through Y = AdK X O(X) with respect to the metric given in
part (e) are of the form
t Adexp(t AdK p) Y (3.56)
with p p.
Proof. Part (a) and (b) follow immediately from Theorem 3.9 and Corollary 3.3.
(c) For k k we have
d
Adexp(tk) X = adX k
dt t=0
and thus D(1) = adX . All other statements are again consequences of Theo-
rem 3.9.
(d) First, observe that the bi-invariance of | implies that k = h p with p := h
is reductive. Now, let P denote the orthogonal projection onto p. In turn, the
bi-invariance of | yields
P adg h | k = adg h | k = h | adg k = h | P adg k
for all g, h, k p, cf. Proposition 3.2. Therefore, O(X) = K/H is naturally
reductive.
(e) Let Y O(X) and K K. A straightforward calculation using the identities
DKe (Y ) = AdKe for TY O(X) and AdK e (adY k) = adAdK
fY
(AdK e k) for
all k k yields the required invariance.
Part (f) follows immediately from Theorem 3.12 and the identity hY =
AdK hX for Y = AdK X which implies h Y = AdK p.
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Proof. This follows immediately from Proposition 3.1 and Theorem 3.1 as a
Riemannian homogeneous space constitutes always a real analytic Riemannian
manifold, cf. [99, 101].
Finally, we return to our starting point and ask for the relation between (3.59)
and (3.21) in the case of an H-equivariant quality function f . Then, f induces a
quality function f on G/H via
f([G]) := f (G) (3.60)
for all G G. Moreover, assume G carries a bi-invariant metric | and G/H
is a homogeneous space with reductive decomposition g = h p and p := h . This
implies that the restriction of | to p p is AdH -invariant. Now, the identity
f = f yields
Df([G]) D(G) = Df (G) for all G G (3.61)
and hence
(D(G)) grad f([G]) = grad f (G) (3.62)
for all G G, where denotes the canonical projection and () the adjoint
mapping. By identifying p with the tangent space of G/H at [1], the map D(1)
represents the orthogonal projector h + p p for h h and p p. Thus we obtain
D(1)(D(1)) = idp .
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3.4. Examples
Often practically relevant quality functions take the form of a linear functional
restricted to an adjoint orbit O(X). For instance, in quantum dynamics the unitary
orbit
of an initial state A plays a central role, because it denes the largest reachability
set under closed Hamiltonian dynamics. Then the set of feasible expectation values
is such a linear map, since it is the projection onto an observable C in the sense of
a HilbertSchmidt scalar product. These expectation values can be generalized to
arbitrary complex square matrices A, C CN N such as to coincide with elements
of the C-numerical range
(a) Find all points on the unitary orbit of A that minimize the Euclidean distance
to C.
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(b) Find all points on the unitary orbit of A that minimize the angle to the
1-dimensional, complex subspace spanned by C.
Clearly, the distance
UAU C22 = A22 + C22 2 Re{tr(C UAU )} (3.68)
is minimal if the overlap Re{tr(C UAU )} is maximal. Moreover, making use of
the denition of the angle between 1-dimensional complex subspaces
|tr{C UAU }|2
cos2 ({UAU , C}) := 2 2 , (3.69)
A2 C2
problem (b) is equivalent to maximizing the function |tr(C UAU )|. Its maximal
value is the C-numerical radius of A (see Eq. (3.66)). Obviously, rC (A) A2 C2
with equality if and only if UAU and C are complex collinear for some U SU (N ).
Note that the two tasks (a) and (b) are equivalent whenever the C-numerical range
forms a circular disk in the complex plane (centred at the origin); conditions for
circular symmetry have been characterized in [115].
Extending concepts of Brockett [17] from the orthogonal to the special unitary
group [27, 28, 116], the above optimization problems (a) and (b) can be treated by
the previously presented gradient-ow methods, cf. also [22, 23].
For xed matrices A, C CN N dene
f1 : SU (N ) R, f1 (U ) := Re tr(C UAU ) (3.70)
and
f2 : SU (N ) R, f2 (U ) := |tr(C UAU )|2 . (3.71)
Observe that the distance problem (a) is solved by maximizing f1 , while the angle
problem is solved for maximal f2 .
Now, the dierential and the gradient of f1 with respect to the bi-invariant
Riemannian metric Eq. (3.77) is precisely given by
Df1 (U )(U ) = Re tr([UAU , C ]),
grad f1 (U ) = [UAU , C ]S U,
as will be illustrated in the worked example below. The dierential and the gradient
of f2 can be obtained in the same manner as
Df2 (U )(U ) = tr(C UAU ) tr([UAU , C ]) tr(C UAU )
tr([UAU , C ] ),
grad f2 (U ) = 2(f2 (U ) [UAU , C ])S U.
This yields the following result.
Theorem 3.14. The gradient systems of f , = 1, 2 with respect to the bi-invariant
Riemannian metric (3.77) are given by
U = (U )U (3.72)
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with
1 (U ) := [UAU , C ]S and 2 (U ) := 2(f2 (U ) [UAU , C ])S . (3.73)
respectively. Each solution of (3.72) converges to a respective critical point for t
+. Thereby, the critical points of f are characterized by (U ) = 0, = 1, 2.
634 T. Schulte-Herbr
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the ordinary Frechet derivative DF (U ) to the tangent space TU SU (N ), cf. Eqs. (3.4)
and (3.5). Thus, by applying the product rule, one easily nds
Now, the chain rule as well as the short-hand notations A := UAU and [, ]S to
denote the skew-Hermitian part of the commutator [, ] give
where the last identity explicitly invokes the right-invariance of the Riemannian
metric on SU (N ), cf. Eq. (3.77). Next, identifying the above expression with
By the Riemannian exponential, see Eqs. (2.9) and (2.11), and with k 0 as an
appropriate step size we nally arrive at the discretization
Uk+1 = ek [Uk AUk ,C]S Uk . (3.81)
k, := 12 12 12 12 , (3.84)
where the term appears in the kth position of the Kronecker product and 12
denotes the 22-identity matrix.
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with the term k su(2) appearing at the kth position, cf. Eq. (3.84). Then the
tangent space of SUloc (2n ) at an arbitrary element U is given by
TU SUloc (2n ) = {U | suloc (2n )}. (3.85)
Finally, SUloc (2n ) is endowed with the bi-invariant Riemannian metric induced by
SU (2n ), i.e.
U, U U := tr( ) (3.86)
for U, U TU SUloc (2n ).
Lemma 3.3. Let H GL(N, C) be any closed subgroup with Lie algebra h
gl(N, C) := CN N . Moreover let h1 , . . . , hm be a real orthonormal basis of h with
respect to the real scalar product
(g1 | g2 ) := Re tr(g1 g2 ), g1 , g1 CN N , (3.87)
i.e. spanR {h1 , . . . , hm } = h and (hi | hj ) = ij .
(a) Then the orthogonal projection P : CN N CN N onto h is given by
m
g P g := Re tr{hj g}hj . (3.88)
j=1
Proof. Both (a) and (b) are basic and well-known facts from linear algebra.
Remark 3.7. For the unitary case, i.e. for h su(N ), the real part in Eq. (3.88)
can be neglected and the projector P can be rewritten in the more convenient
matrix form P as
m
P := vec(hj ) vec(hj ) , (3.89)
j=1
where the terms vec(hj ) vec(hj ) represent the rank-1 projectors Pj = |hj hj | in
vec-notation.
Corollary 3.6. The orthogonal projection P : CN N CN N onto suloc (2n ) with
respect to (3.87) is given by
n
1
P g := (Re(tr(g Xk ))Xk + Re(tr(g Yk ))Yk + Re(tr(g Zk ))Zk ),
2n
k=1
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 637
Proof. The subsequent arguments follow our conference report [117], which also
contains a complete proof for the ow on the entire groups such as SU (2n ).
(a) Since SUloc (2n ) is a closed subgroup of SU (2n ), it is also an embedded Lie
subgroup and thus a submanifold of SU (2n ), cf. Remark 3.2. Therefore, the
gradient of floc is well-dened by (3.4). Furthermore, by (3.23) and (3.73) we
obtain
grad floc (U ) = P (grad f1 (U )) = P ([UAU , C ] )U = P ([C , UAU ])U,
where the last equality follows from P ([UAU , C ] ) = P ([UAU , C ]) and
the skew-symmetry of the commutator. Moreover, Eq. (3.92) is derived by
Corollary 3.6 and the identity
n
d
(U1 (t) Un (t)) = 12 U k (t)Uk1 (t) 12
dt
k=1
638 T. Schulte-Herbr
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 639
Building upon Corollary 3.4, we have the following facts: O(A) constitutes
a compact and connected naturally reductive homogeneous space isomorphic to
SU (N )/H. Here,
H := {U SU (N ) | AdU A = A} (3.101)
denotes the stabilizer group of A. Recalling that the Lie algebra of SU (N ) is su(N ),
we further obtain for the tangent space of O(A) at X = AdU A the form
and forms the Lie subalgebra to H. Now, by the standard HilbertSchmidt scalar
product (1 , 2 ) tr{1 2 } on su(N ) one can dene the ortho-complement to
the above kernel as
p := h . (3.104)
with pX := AdU p. Now, the main results on double-bracket ows read as follows:
Theorem 3.16. Set f : O(A) R, f(X) := Re tr{C X}. Then one nds
(a) The gradient of f with respect to the Riemannian metric dened by Eq. (3.105)
is given by
Proof. (A detailed proof for the real case can be found in [22]; for an abstract Lie
algebraic version see also [19].)
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for all p p, where (adA C)S denotes the skew-Hermitian part of adA C.
Hence, p = (adA C)pS . Moreover, for h h, we have
(b) Since Eq. (3.107) evolves on the unitary orbit of A, the associated ow is isospec-
tral by construction. The compactness of O(A) then implies that each solution
X(t) of Eq. (3.107) exists for all t 0 and converges to the set of critical points
cf. Proposition 3.1. Moreover, from Theorem 3.1 we derive that X(t) converges
actually to a single critical point X of f, i.e. to a point X which satises
[X , [X , C ]S ] = 0. (3.109)
with appropriate step sizes k > 0. Note that Eq. (3.110) heavily exploits the fact
that the adjoint orbit O(A) constitutes a naturally reductive homogeneous space
and thus the knowledge on its geodesics, cf. Corollary 3.4.
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642 T. Schulte-Herbr
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Y := grad
g(Y ) = [Y, [Y, C]] (3.116)
Proof. (a) and (b) The counting arguments follow immediately from the fact that
in either case for C diagonal with distinct eigenvalues, the set of critical points
C := {X O(A) | [X , C] = 0} on the orthogonal or unitary orbit is given
by N ! dierent diagonalizations of A and remains therefore invariant under
conjugation by any permutation matrix.
Moreover, on the orthogonal group O(N ), the stabilizer group of A is
given by
{diag(1, 1, . . . , 1)},
Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 643
The exponential convergence of the gradient ows Eqs. (3.116) and (3.120) to
the respective unique global maximum for almost all initial values is also estab-
lished via the Hessian, i.e. by linearizing the respective gradient ows at critical
points [22].
which is naturally reductive for all n and even Cartan-like for n = 2. This can
be seen, because (i) SU (2n ) carries a bi-invariant metric induced by the Killing
form allowing to dene p := k , which gives the reductive decomposition g =
k p, yet only for n = 2 one recovers the commutator inclusions [k, k] k, [p, p]
k, and [k, p] p; (ii) in any case, by Proposition 3.4 there is an AdK -invariant scalar
product on p; and (iii) Eq. (3.47) is fullled for all {a, b, c} p, as tr{[a, b] c} =
tr{b [a, c]}, cf. Remark 3.6. Therefore, one nally arrives at a discretized gradient
algorithm of the form
cf. Eq. (3.64). Clearly, this example extends analogously to functions that are equiv-
ariant under the action of generalized local subgroups SU(N1 ) SU(Nr ) with
r
j=1 Nj = N , cf. (4.8), giving ows on the corresponding reductive homogeneous
spaces
Comparing Eq. (3.121) with the results of the previous subsection on double
bracket ows shows the following: having a model of the coset space G/K, i.e. hav-
ing a smooth group action of G (e.g. on some vector space) such that one of its
orbits is dieomorphic to G/K, facilitates the implementation Eq. (3.121) rather
than implementing it on the abstract coset level.
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 645
(4.7)
where the last inequality is due to von Neumann, cf. [111,124]. If VX , VY SU(N1 )
and WX , WY SU(N2 ), equality is assumed in Eq. (4.7) for
U := (WY WX ) VX VY = (WX
VX ) (WY VY ).
Corollary 4.1. Set x := vec A and y := vec C. Then the maximum local transfer
between xx and yy in the sense of Proposition 4.1 is bounded by
Note that in the context of nding maximal distances between global unitary
orbits for the purpose of geometric discrimination of generic non-pure quantum
states [126], results similar to [125, 127] show up, while here we treat local unitary
orbits of pure bipartite states as made explicit in Eq. (4.5).
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Note that the above notation is necessary to distinguish between two dierent
types of outer products: the Kronecker product (of column-vectors), which maps
r-tuples of column-vectors to a column-vector of larger size, and the abstract
outer product , which maps r-tuples of column-vectors to arrays (= tensors) of
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 647
order r. The relation between both is given by the canonical isomorphism vec :
CN1 Nr CN with N := N1 N2 Nr , which is uniquely determined by
x1 x2 xr x1 x2 xr , (4.13)
i.e. vec assigns to each array X CN1 Nr a column-vector in CN by arranging
the entries of X in a lexicographical order. With these notations at hand, the
relation between GLSP and BRAP can be stated as follows.
and C = X | x1 xr .
648 T. Schulte-Herbr
uggen et al.
Therefore, we obtain
max Re(tr(xx U yy U )) = max |X | (U1 e1 ) (Ur e1 )|2
USUloc (N1 ,...,Nr ) USUloc (N1 ,...,Nr )
Remark 4.1. (1) The isomorphism vec coincides almost with the standard vec-
operation on matrices for r = 2, more precisely vec(X) = vec(X ).
(2) Since any phase factor can readily be absorbed into x1 xr , it is easy to
show that
max |X | x1 xr | = max Re(X | x1 xr ).
xk =1,k=1,...,r xk =1,k=1,...,r
with l min{N1 , . . . , Nr } and all xi,1 xi,r mutually orthogonal, cf. [128,
129].
(4) Unfortunately, an analogue of Proposition 4.1 involving the tensor SVD as
dened in [130] does not hold for higher-order tensors. Even the classical
EckartYoung Theorem, which asserts that the best rank-k approximation of a
matrix is given by its truncated SVD, is false for higher-order tensors, cf. [131].
(5) Higher-order methods, like Newton-, BFGS- or conjugate gradient methods
for computing best approximations of higher order tensors can be found in
[132135]. Near local maxima these methods are in general faster than gradient
algorithms: Although a single iteration of them is more time-consumimg than
a gradient step, the number of iterations to guarantee a certian error threshold
is considerably lower due to local higher-order convergence rate. However, their
global convergence behavior is a rather delicate issue. In practice, therefore,
one often applies a combined strategy: (i) rst, run a gradient algorithm to
reach the region of attraction of a higher-order method; (ii) then switch to a
higher-order method.
Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 649
[136] as well as numerical results from semidenite programming are known [55].
First, consider a pure 3-qubit state depending on a real parameter s [0, 1]
|X(s) := s|W + 1 s|V , (4.16)
where one denes
1 1
|W := (|001 + |010 + |100) and |V := (|110 + |101 + |011)
3 3
with the usual shorthand notation of quantum information |0 := 10 , |1 := 01
and |001 := 10 10 01 , etc. With these stipulations one nds the corresponding
2 2 2 tensor representations for |W and |V to take the form
1 0 1 1 1 0
W(1,:,:) = W(2,:,:) = (4.17)
3 1 0 3 0 0
and
1 0 0 1 0 1
V(1,:,:) = V(2,:,:) = . (4.18)
3 0 1 3 1 0
Likewise, observe the pure 4-qubit-state
|X(s) := s|GHZ 1 s|X + |X + , (4.19)
with the denitions
1 1
|GHZ := (|0011 + |1100) and |X + := (|10 + |01).
2 2
Consider the target function f (K) = tr{C KAK } with C = diag(1, 0, 0, . . . , 0)
and A := |X(s)
X(s)|. As shown in Fig. 4 with the gradient ow restricted
to the local unitaries K SUloc (2n ) one obtains results perfectly matching the
analytical solutions of [136] as well as the numerical ones from semidenite pro-
gramming ensuring global optimality yet in drastically less CPU time as com-
pared to [55], see Table 1. Gradient ows are some 30 to 150 times faster in CPU
time than semidenite programming methods for the 3-qubit and 4-qubit example,
respectively.
In the tensor-SVD algorithms [131] such as the higher-order power method
(HOPM) or the higher-order orthogonal iteration (HOOI) as implemented in the
MATLAB package [137], N = 50 to N = 60 iterations are required for quantitative
agreement with the algebraically established results. In the 3-qubit example, all
minimal distances are also reproduced correctly with N = 5 iterations except
for the limiting values s near 0 and near 1, for which the minimal distances of
(|X(0)) = (|X(1)) = 2/3 are obtained by either tensor method instead of
the correct analytical value of 5/9, which requires N = 60 iterations as shown
in Fig. 4(c). In the 4-qubit example, however, for N = 5 iterations, both tensor
methods suer from apparently random numerical instabilities, which only vanish
when allowing for N = 50 iterations in either method. It is the considerably high
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0.6 0.8
1 max. local transfer
0.5 0.7
0.4 0.6
0.3 0.5
0.2 0.4
0 0.5 1 0 0.5 1
s s
(a) (b)
0.7 0.7
0.68
N=5 0.68
N = 60
1 max. local transfer
0.66 0.66
0.64 0.64
0.62 0.62
0.6 0.6
0.58 0.58
0.56 0.56
0.54 0.54
0.52 0.52
0.5 0.5
0.998 0.999 1 0.998 0.999 1
s s
(c)
number of iterations that makes the tensor methods substantially slower than our
gradient-ow algorithm as shown in Table 1.
Therefore, at least for lower order tensors, gradient ows provide an appealing
alternative to standard tensor-SVD methods for best rank-1 approximations. More-
over, one should take into account that the above gradient methods are developed
to solve the GLSOP and thus a considerable speed-up can be expected by adjusting
them to the local orbit Oloc (yy ) of a pure product state. For similar results obtained
by an intrinsic Newton and conjugated gradient method see also [118, 123]. Gener-
alizations of such higher-order methods to Grassmann manifolds, which perfectly
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 651
Table 1. CPU times for determining Euclidean distance to orbit of separable pure
states in Fig. 4.
652 T. Schulte-Herbr
uggen et al.
then the interaction Hamiltonian H is locally reversible. The references also estab-
lish the interconnection to local C-numerical ranges of circular symmetry and
multi-quantum interaction components transforming like irreducible spherical spin
tensors.
K1 ei H K2 = e+i H (4.24)
(a)
[normalised]
0.5
(b)
0
tr {KHK 1 H}
(c)
0.5
0 50 100 150
iteration
Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 653
0.5 (b)
2
1
0 10 20 30 40 50
iteration
654 T. Schulte-Herbr
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the same stabilizer group). Another variant amounts to optimizing the contrast
between the transfer from A to C and the transfer from A to D; so the task is to
maximize the transfer from A to C subject to suppressing the transfer from A to D.
For tackling those types of problems, we address two basically dierent
approaches a purely intrinsic one and a combined method joining intrinsic and
penalty-type techniques. Both methods will be briey illustrated for the problem
of maximizing the transfer from A to C while leaving E invariant, i.e.
max |tr{UAU C }| subject to UE U = E. (4.28)
UU(N )
Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 655
5. Conclusions
The ability to calculate optima of quality functions for quantum dynamical pro-
cesses and to determine steerings in concrete experimental settings that actually
July
656
No. Target function Discretized gradient ow Ref.
I. Unconstrained optimization
12,
Maximization over the orthogonal group: O SO(N, R) and A, RNN with diagonal, k > 0 stepsize
J070-S0129055X10004053
O1 f (O) = tr{ OAO } Ok+1 = exp{k [Ok AOk , ]}Ok [17, 22, 23]
Maximization over the unitary group: U, V SU (N ) and A, C CNN ; [, ]S and ()S denote skew-Hermitian parts
T. Schulte-Herbr
Maximization restricted to subgroups K U (N ) of the unitary group with K K and Pk as projection from gl(N, C) onto k, i.e. the
Lie algebra to K
U1K f (K) = Re tr{C KAK } Kk+1 = exp{k Pk [Kk AKk , C ]}Kk [herea ]
U2K f (K) = |tr{C KAK }|2 Kk+1 = exp{k (Pk [Ak , C ]f (Kk ) Pk [Ak , C ] f (Kk ))}Kk [herea ]
where Ak := Kk AKk
(1) (1) (2) (1)
U3K f (K1 , K2 ) = Re tr{C K 1 AK2 } Kk+1 = exp{k Pk (Kk AKk C )}Kk [29]
(2) (2) (1) (2)
Kk+1 = exp{k Pk (Kk C Kk A)}Kk
X
N
(j) (j) (j) (j)
U4K min U j Aj U j A0 Uk+1 = exp{k [Ak , A0jk ] }Uk [141]
s
2010 12:0 WSPC/S0129-055X
U SU (n)
j=1
N
X
(j) (j) (j) ()
where Ak := Uk Aj Uk and A0jk := A0 Ak
=1
=j
X
N (j) (j) (j) (j) (j)
U5K min U j A j Vj A 0
Uk+1 = exp{k (Uk Aj Vk A0jk )s }Uk [141]
148-RMP
U,V SU (n)
j=1
(j) (j) (j) (j) (j)
Vk+1 = exp{k (Vk A0jk Uk Aj )s }Vk ,
N
X () ()
where A0jk := A0 Uk A Vk
=1
=j
July 12,
J070-S0129055X10004053
Table 2. (Continued )
(U )[A , C ]) [E , E ])}U
L(U ) = |fC (U )|2 (fE (U ) ||E||22) Uk+1 = exp{k ((2fC k k S k k
fC (U ) (s.a.) and fE (U ) := tr{E U EU } where Ak := Uk AUk and Ek := Uk EUk
U3C L(U ) = |fC (U )|2 |fD (U )|2 Uk+1 = (U )[A , C ]) (f (U )[A , D ]) )}U
exp{2k ((fC k k S D k k S k [28]
fC (U ) (s.a.) and fD (U ) := tr{D UAU } where Ak := Uk AUk
a Work presented in part at the MTNS 2006 [117].
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658 T. Schulte-Herbr
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Summary:
General Gradient Algorithm for Steepest Ascent on Riemannian Manifolds
Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 659
Theory and algorithms have been structured and tailored for the following
scenarios:
(i) for Lie groups with bi-invariant metric,
(ii) for closed subgroups
(iii) for compact Riemannian symmetric spaces, or, more generally,
(iv) for naturally reductive homogeneous spaces.
As soon as the homogeneous spaces are no longer naturally reductive, the stan-
dard way of representing geodesics on quotient spaces (by projecting geodesics
from the group level to the quotient) fails. Alternatives of local approximations
have been sketched in these cases in order to structure future developments.
Techniques based on the Riemannian exponential are easy to implement on Lie
groups (with bi-invariant metric) and their closed subgroups. In particular, gradient
ows on subgroups of the unitary group with tensor product structure allow to
address dierent partitionings of m-party quantum systems, the nest one being the
group of purely local operations SU (2) SU (2) SU (2). The corresponding
gradient ows have several applications in quantum dynamics: for instance they
prove useful tools to decide whether eective multi-qubit interaction Hamiltonians
generate time evolutions that can be reversed in the sense of Hahns spin echo solely
by local operations. As a new application, gradient ows on SU (N1 ) SU (N2 )
SU (Nm ) turned out to be a valuable and reliable alternative to conventional
tensor-SVD methods for determining best rank-1 tensor approximations to higher-
order tensors. In the case of m-party multipartite pure quantum states, they can
readily be applied to optimizing entanglement witnesses.
Double-bracket ows have been characterized as a special case of gradient ows
on naturally reductive homogeneous orbit spaces. Here, in view of using gradient
techniques for ground-state calculations [36], it is important to note that double-
bracket ows can also be established for any closed subgroup of SU (N ): by allowing
for dierent partitionings SU (N1 ) SU (N2 ) SU (Nm ), one may set up a
common frame to compare dierent types of unitary networks [36,50] for calculating
and simulating large-scale quantum systems.
Moreover, we have shown how techniques of restricting a gradient ow to
subgroups also prove a useful tool for addressing constrained optimization tasks
by ensuring the constraints are fullled intrinsically. As an alternative, we have
sketched gradient ows that respect constraints extrinsically, e.g., by way of penalty-
type parameters. These methods await application, e.g., in error-correction and
robust state transfer.
Finally, in a follow-up study, we discussed the dynamics of open quantum sys-
tems in terms of Lie semigroups [59]. We discuss relations between the theory of Lie
semigroups and completely positive semigroups. In particular in open systems, an
easy characterization of reachable sets arises only in very simple cases. It thus poses
a current limit to an abstract optimization approach on reachable sets. However,
in these cases, gradient-assisted optimal control methods again prove valuable.
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Therefore, not only does the current work give the justication to some recent
developments, it also provides new techniques to the eld of quantum dynamics. It
shows how to exploit the dierential geometry in Lie theoretical terms for optimiza-
tion on quantum-state manifolds. Thus the comprehensive theoretical treatment
illustrated by known examples and new practical applications has been given to ll
a gap. We anticipate that the ample array of methods and their exemplications
will nd broad application in particular, since tensor approximations begin to play
a key role in tensor-network approaches. They are used to approximate ground
state energies (Rayleigh-coecients) of large-system Hamiltonians exceeding the
memory capacity of any (classical) computer hardware [36, 4150]. The account of
theoretical foundations is also meant to structure and trigger further basic research
thus widening the set of useful tools.
Acknowledgments
Fruitful discussion with Jens Eisert on [36] is gratefully acknowledged. We wish
to thank Otfried G uhne for drawing our attention to witness optimization and
Ref. [55]. This work was supported in part by the integrated EU programmes QAP,
Q-ESSENCE and the exchange with COQUIT, as well as by Deutsche Forschungs-
gemeinschaft, DFG, in the incentives SPP 1078 and SFB 631. Support and exchange
enabled by the two Bavarian PhD programmes of excellence Quantum Computing,
Control, and Communication (QCCC) as well as Identication, Optimization and
Control with Applications in Modern Technologies is gratefully acknowledged.
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Gradient Flows for Optimization in Quantum Information and Quantum Dynamics 667
MAMADOU SANGO
School of Mathematics, Institute for Advanced Study,
1, Einstein Drive, Princeton, NJ 08540, USA
and
Department of Mathematics and Applied Mathematics,
University of Pretoria, Pretoria 0002, South Africa
sango1767@gmail.com
mamadou.sango@up.ac.za
In this work, we investigate the question of existence of weak solutions to the density
dependent stochastic NavierStokes equations. The noise considered contains functions
which depend nonlinearly on the velocity and which do not satisfy the Lipschitz
condition. Furthermore, the initial density is allowed to vanish. We introduce a suitable
notion of probabilistic weak solution for the problem and prove its existence.
1. Introduction
The mathematical study of incompressible NavierStokes equations goes back to
the pioneering work of Leray [2931]. Since then a considerable wealth of work
and ground-breaking results have been obtained by some of the brightest minds in
Mathematics and Applied Mathematics. For an in-depth historical overview of the
body of work done in this direction, we refer to the monographs [1, 27, 32, 35, 57].
One of the greatest challenges in the eld of uid dynamics is the question of
understanding of complex phenomenon of Turbulence. With the development of
stochastic processes, models of NavierStokes equations perturbed by white noise
were proposed and investigated in the quest for better understanding turbulence
in uids (see [35, 10, 11, 1517, 19, 40, 41, 43, 46, 47, 6062], just to cite a few). The
main feature in these equations is the decomposition of the force acting on the
uid into a regular (deterministic) part and very irregular (turbulent) part driven
by white noise. The mathematical theory of stochastic (mainly incompressible)
669
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670 M. Sango
NavierStokes equations is a very rich and broad area covering deep results on
existence of solutions, dynamical systems feature, ergodicity, and many more, see
[11, 14, 17, 42], for instance.
However, while research in the density independent case has known a relatively
sustained growth over the years, very little is known about the density dependent
case which even in the deterministic case has a relatively recent history. On the
deterministic front, results on global existence and some uniqueness results have
been obtained by Antonsev and Kazhikov [1,24], in the case of non vanishing initial
density, see also [28]. These results were subsequently extended to the vanishing
initial density case in [20, 22, 23, 33, 35, 5254] (the magnetohydrodynamic version).
The most dicult case of compressible uids is a very active area since the work of
Lions [3739] where the notion of renormalized solution introduced earlier by him
and Di-Perna led to a breakthrough in the eld; we refer to his monograph [36] and
those of Feireisl [18] and Novotny [44] for a greater wealth of information.
In the present work, we provide a detailed investigation of a large class of
stochastic density dependent NavierStokes equations. We consider a suciently
general forcing consisting of a regular part and a stochastic part both depend-
ing nonlinearly on the velocity of the uid and we do not require the functions
involved in the forcing to satisfy the Lipschitz condition and we allow the initial
density of the uid to be non negative. The main result is the construction of
a probabilistic weak solution for the problem considered. The result is achieved
thanks to a delicate blending of the semi-Galerkin approximation and deep theo-
rems of compactness both of probabilistic and analytic nature which has proved
very ecient in establishing existence of solutions in other problems, we refer
to [35,15,16,19,4650,62,64]. Securing the strong convergence of several sequences
of the approximating solutions through the tightness of the corresponding probabil-
ity distributions and ne measure, theoretic results presented far more challenges
than in the deterministic and the density independent stochastic NavierStokes
cases. Our results extend most of the known deterministic existence results referred
to above to the stochastic case. Yashima was the rst to study stochastic den-
sity dependent equations in his thesis [64]. He considered additive noise and the
case of positive initial density. One of his main contributions is the extension of
some results of Bensoussan and Temam [5] to the density dependent case and the
extension of some results of Antontsev and Kazhikov [1] to the stochastic case.
The next work known to us in this direction is that of Cutland and Enright [12]
who treat the case of positive initial density with nonlinear noise depending on the
velocity. Their approach is based on nonstandard analysis and Loeb space tech-
niques. It is worth noting that some existence results in the one-dimensional and
two-dimensional compressible cases were obtained in the work of Tornatore and
Yashima [58, 59, 63].
In view of the lack of Lipschitzity of the forces uniqueness is out of reach for the
problem we study. The genuine uniqueness question is similar to the still unsolved
deterministic case.
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672 M. Sango
i=1
xi
p 1 1
if v L (D) and w L (D), p + (p ) = 1.
p
Lemma 1.
is continuous if r 1 and r1 = p1 + q1 .
(ii) For 1 p , 1 q , the product
is continuous if p1 + q 1 1 and r1 = p1
+q
1
.
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Remark 3. The results of the lemma hold for the space Lq (, F, P, Lq (0, T, D))
in QT .
The next result is a sharper version of a theorem of Aubin (cf. [32, Chap. 1,
Par. 5]) due to Simon [51, Sec. 8, Theorem 5].
The following result due to Prokhorov [45] shows that the tightness property is
a compactness criterion.
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674 M. Sango
Skorokhod proves in [55] the next result which relates the weak convergence
of probability measures with that of almost everywhere convergence of random
variables.
lim n = , P -a.s.
n
and
(0) = 0 , (0)u(0)dx = 0 u0 dx (11)
D D
Theorem 9. Let the above conditions on f and g be satisfied and assume that
u0 H, 0 L (D), 0 0. Then there exists a solution of problems (1)(5) in
the sense of Definition 8.
Remark 10. We hereby emphasize the fact that the initial conditions (5) are
understood in the sense of (11). Under the above estimates satised by u and ,
and the integral identities (9) and (10) it can be shown as in the deterministic
case ( [35, 54, Chap. 2]) that (11) holds almost surely. [54, Proposition 13, p. 1110]
shows that conditions (11) are equivalent to
(0 (u(0) u0 )) = q,
where is the Leray projector and q H 1 (D). Therefore unless (0) is constant
this condition is weaker than the one usually required,
0 (u(0) u0 ) = 0.
This means the velocity elds u(0) and u0 are equal outside the vacuum.
676 M. Sango
We assume that
0 V ,
um m
0 u0
um in (L2 (D))3 , (15)
1
0 C (D),
m 0 0
m in L (D) weakly-star, (16)
1 1
m = + inf 0 m
0 + sup 0 = m . (17)
m D m D
In solving (13) with the second initial condition in (14), we assume that um exists
and let y m (, t, x) be the ow of um (, ); that is y m is solution of the Cauchy
problem
dy(, t, x)
= um (, y(, t, x)), y(, t, x)| =t = x. (18)
d
By the method of characteristics, we have the representation
m (t, x) = m m
0 (y (0, t, x)) (19)
We note that m is a random function through the relations (18) and (19) which is
bounded above and below by deterministic values in (20).
For the existence of a solution um to (12), we substitute the function m
from (19) in (12) and look for um in the form of the expansion
m
um = m k
k (t)w (x). (21)
k=1
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m
= g t, wj m l
j (t) w dxdW , l = 1, . . . , m. (22)
D j=1
The matrix
m
m k l
w w dx
D k,l=1
In view of the conditions on f and g, the functions Flm and Gm l are continu-
ous in their variables t, m 1 , . . . , m
m . Thus thanks to an existence result for sys-
tem of stochastic ordinary dierential equations due to Skorokhod [56, Theorem 2,
Chap. 5], a local solution of (23) exists on an interval [0, Tm ]. Therefore any for
t [0, Tm ], the representation (21) holds. The existence over the whole interval
[0, T ] will follow from uniform a priori estimates in the next subsection.
678 M. Sango
where in the last step we made use of the divergence freeness of um . The left-hand
side is equal to zero in view of the vanishing of um on (0, T ) D. Hence from (13),
we have
m (s)
um um dx = um um um m dx
D s D
=2 um m (um )um dx; (27)
D
Thus substituting the right-hand side of (27) into (26), we get for all s [0, t N ]
s
m (s)um (s)2L2 (D) + 2 um (r)2V dr
0
m 2
s
m
0 u0 L2 (D) + 2|um , m f (r, um )|dr
0
s
s
+ (r)g(r, u )L2 (D) dr + 2 (u , g(r, u ))dW .
m m 2 m m m (28)
0 0
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Taking supremum in both sides of (28) over the interval [0, t N ], followed by the
expectation, we have
tN
2
E sup (s)u (s)L2 (D) + 2E
m m um (s)2V ds
0stN 0
m 2
tN
E
0 u0 L2 (D) + E
m 2|um , m f (s, um )|ds
0
tN tN
+E
m (s)g(s, um )2L2 (D) ds + 2E .
(um , m g(s, um ))dW
0 0
(29)
We estimate terms in the right-hand side of this equation. By Youngs inequality
and the conditions on f , we have for any > 0
tN tN
2u , f (s, u )ds
m m m
m (s)um (s)2L2 (D) ds
0 0
tN
+ C m (s)f (s, um )2L2 (D) ds
0
tN
C m (s)um (s)2L2 (D) ds + C. (30)
0
We now estimate the stochastic integral in (28). We have for any > 0,
s
E sup 2( (s)g(s, u (s)), u (s))dW
m m m
0stN 0
tN 1/2
2
C E m m
( (s)g(s, u (s)), u (s)) ds m
0
1/2
tN
C E (s)L (D) (1 + u (s)L2 (D) ) m (s)um (s)2L2 (D) ds
m m 2
0
C E sup m (s)um (s)L2 (D)
0stN
tN 1/2
2
(s)L (D) (1 + u (s)L2 (D) ) ds
m m
0
E
sup m (s)um (s)2L2 (D)
0stN
tN
+ CE (1 + m (s)um (s)2L2 (D) )ds. (32)
0
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680 M. Sango
Substituting the inequalities (30)(32) into (29) we get for suciently small > 0
tN
E sup m (s)um (s)2 2 + 2E um (s)2 ds
L (D) V
0stN 0
m m 2 tN
= E 0 u0 L2 (D) + C E (1 + m (s)um (s)2L2 (D) )ds.
0
p p
+ 1 m (t)um (t)L p4
2 (D) (u , g(t, um ))2 dt, t [0, T ].
m m
2 2
Integrating this equation over [0, t] and squaring the resulting equation we get
2
t
m (t)um (t)2p
L2 (D) + (p)
2 p2
m (s)um (s)L 2 (D) u
m
(s)2V ds
0
m 2p
C{ m
0 u0 L2 (D) + I1 + I2 + I3 + I4 }, (34)
where
2
t p2
I1 = m (s)um (s)L 2 (D) u
m
(s), m (s)f (s, um (s))ds ,
0
2
t
I2 = p2
m (s)um (s)L 2 (D) m (s)g(s, um (s))2L2 (D) ds ,
0
2
t p2
I3 = m (s)um (s)L 2 (D) (u
m
(s), m (s)g(s, um (s)))dW ,
0
2
t
I4 = p4
m (s)um (s)L 2 (D) (u
m
(s), m (s)g(s, um (s)))2 ds .
0
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In view of these estimates and (34) making use of Gronwalls inequality, we obtain
E sup m (t)um (t)2p
L2 (D) C, p 1. (35)
0tT
Raising both sides of (28) to the power p 1, and using the above inequality (35),
we also get along the previous lines
p
T
2
E u (s)V ds
m
C. (36)
0
Our next task is to estimate some increments in time of um and m in the space
V . But before that let us make a few remarks.
In view of estimate (35), for any p 1, and the fact that m L (0, T, L (D))
m um L2p (,
F , P , L (0, T, (L2 (D))3 )). (37)
Thus
(m um ) L2p (,
F , P , L (0, T, H 1 (D)))
682 M. Sango
Lemma 11. Let T be a linear operator from Lp1 (0, T ) into Lp2 (D) and from
Lq1 (0, T ) into Lq2 (D) with q1 p1 and q2 p2 . Then for any s (0, 1), T maps
Lr1 (0, T ) into Lr2 (D) with
1 1
r1 = , r2 = .
s/p1 + (1 s)/q1 s/p2 (1 s)/q2
Applying this lemma with p1 = 2, p2 = 6, q1 = , q2 = 2 and s = 3/4, we get
from (37) and (40) that
m u m , F , P , L8/3 (0, T, ((L4 (D)))3 ));
um Lp (, (41)
where we have also used the lemma with respect to L2p (,
F , P ) X and
L (, F , P ) X.
p
Next we have
F , P , L4/3 (0, T, (L2 (D))9 )),
m um um Lp (, (42)
and thus
F , P , L4/3 (0, T, (H 1 (D))3 )).
(m um um ) Lp (, (43)
Indeed applying Holders inequality we have for k = 1, 2, 3
T 2 4/6
m m m
( uk uk ) dx dt
0 D
T 4/12 4/12
4 m 4
(m um
k ) dx (u k ) dx dt
0 D D
8/12 1/2 8/12 1/2
T T
m m 4 4
( uk ) dx dt (um
k ) dx dt
0 D 0 D
8/12 8/12
T T
4 4
C (m um
k ) dx dt + (um
k ) dx dt .
0 D 0 D
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The integrals in the right-hand side are bounded for a.e. in view of the
estimates (41). The sought estimates thus follow.
Recalling the denition of the norm of V , we have
T
E (m um )(t + ) (m um )(t)2V dt
0
2
T t+
= E d(m um )ds dt
0 t
V
T
E
[R1 (t) + R2 (t) + R3 (t) + R4 (t)]dt (44)
0
where
2 2
t+ t+
m
R1 (t) = ( u u )ds ,
m m m
R2 (t) = u ds ,
t t
V V
2 2
t+ t+
m m m m
R3 (t) = f (s, u )ds , R4 (t) = g(s, u )dW .
t t
V V
We have
t+
1/2
R1 = sup (m um um )ds (x)dx : V, V = 1
D t
t+
C m um um L2 (D) ds.
t
3/4
T T t+
4/3
E R1 (t)dt C1/2 E
m um um L2 (D) dsdt
0 0 t
C1/2 .
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684 M. Sango
C.
C.
2
T t+
E sup m g(s, um )(x)dx ds dt
0 V :V =1 t D
T t+
m 2
E m
[ g(s, u )] dx ds dt
0 t D
T t+
E m 2L (D) g(s, um )2(L2 (D))l ds dt
0 t
T
C E sup m 2L (D) (1 + um 2H )
0 0tT
C;
at some steps we made use of Fubinis theorem and the estimate (35). Combining
the estimates that weve just derived with (44) we get the crucial estimate
T
E (m um )(t + ) (m um )(t)2V dt C1/2 . (45)
0
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We note that
m (t + )(um (t + ) um (t))
= (m um )(t + ) (m um )(t)um (t)(m (t + ) m (t)). (47)
Let us estimate
T
E um (t)(m (t + ) m (t))2W 1 (D) dt.
0 3/2
t+ m 2
T (s)
u (t)V
m dsdt
s
0 t V
m 2
(s) T
C2
s
um (t)2V dt.
L (0,T,V ) 0
Taking mathematical expectation in this inequality and using (36) and (38), we get
T
um (t)(m (t + ) m (t))2W 1 (D) dt C2 . (48)
0 3/2
686 M. Sango
Ch1/4 vH E
m um um L4/3 (0,T,(L2 (D))9 ) Ch1/4 .
Ch1/2 .
By similar arguments, we have by (35)
t+h
E m f (s, um )v dxds Ch1/2 m L (Q) vH E
sup (1 + um (s)H )
t D s[t,t+h]
Ch1/2 .
Finally using Martingale inequality we have
t+h
sup m m
E g(s, u )v dxdW
t[0,T h] t D
2 1/2
t+h
E
m g(s, um )v dx dt
t D
Ehv
H L (Q)
m
sup (1 + um (s)H )
s[t,t+h]
Ch.
Hence summarizing these estimates we arrive at (49). Furthermore, in view of (35),
we have for any p 1
sup |m (t)|p Cvp , sup m um p 2
E H E L (D) C. (50)
t[0,T ] t[0,T ]
We now summarize our key estimates in this section. For that we introduce the
spaces Xp,
k
n ,n
(1 p < ) (k = 1, 2) of random variables y such that
1
(i) For Xp,n ,n
p
T
sup y(t)2p2 y(s)2V
E L (D) C, E ds C,
0tT 0
T
sup 1 sup
E y(t + ) y(t)2W 1 (D) dt C;
n n ||n 0 3/2
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1/2
T
sup 1
+E sup y(t + ) y(t)2W 1 (D) dt ,
n n ||n 0 3/2
1
Xp,n ,n
is a Banach space.
2
(ii) For Xp, n ,n
p
Ey L8/3(0,T,((L4 (D)))3 )
C,
T
sup 1 sup
E y(t + ) y(t)2V dt C;
n n ||n 0
yXp,
2
n ,n
= (Ey p
L8/3 (0,T,((L4 (D)))3 )
)1/p
1/2
T
sup 1
+E sup y(t + ) y(t)2V dt ,
n n ||n 0
2
Xp,n ,n
is a Banach space.
We dene Xq3 (q is any positive number) as the space of random variables y such
that
q
y
Ey q
C,
E C;
L (0,T,L (D)) t
L (0,T,H 1 (D))
p 1
L (0,T ) C, + ) y(t)C[0,T ] C,
Ey sup
sup Ey(t
n n ||n
is a Banach space.
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688 M. Sango
Combining the estimates (20), (35), (36), (38), (41), (45), (46), (49) and (50),
we have
Theorem 12. For any p 1 and for n , n such that the series
1/4
n
n=1
n
1 2
converges, the sequences um , m um , m and m are bounded in Xp,n ,n
, Xp,n ,n
,
3 4
Xq and Xp,n ,n for any n, respectively.
and B2 = W2 (D) (0 < < 1), W2 (D) being the interpolation space [L2 (D) =
W20 (D), H 1 (D)] ; we refer to [34] for the needed informations. Also by [34, The-
orem 16.1, Chap. 1], we have that W2 (D) is compactly embedded into H 1 (D).
Let Y3n ,n be the space with X3 = L (D), Y3 = H 1 (D), q3 = , p3 = and let
1
B3 = W (D). Let Y4n ,n be the space with X4 = B4 = Y4 = R, p4 = q4 = .
Now we consider the set
4
S = C(0, T, Rl ) Lpk (0, T, Bk ).
k=1
and B(S) the -algebra of the Borel sets of S. For each m, let be the map :
S:
(W , ), um (
( , ), m um (
, ), m (
, ), m (
, )). Since the solution
is not unique in general this map is multivalued. However a selection can be made
to suit our needs. Precise arguments can be found in [5]. So we make use of the
map modulo a selection. For each m, we introduce a probability measure m on
(S, B(S)) by
m (A) = P (1 (A)) for all A B(S).
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such that
P { , )
(
:W / } /2 (51)
P { , ), m um (
: (um ( , ), m (
, ), m (
, ))
/ Y } /2. (52)
The quest for is made by taking account of some facts about the Wiener process
such as the formula
P {
:W , )
( / }
P n : sup |W
(t2 ) W
(t1 )| > L /n
t1 ,t2 [0,T ],|t2 t1 |<n6
n1
6 4
n (iT n6 )|4
E sup |W
(t) W
n=1 i=0
L iT n6 t(i+1)T n6
4
n C 1
C (T n6 )2 n6 = 4 .
n=1
L L n=1 n2
We choose
1
1 1
L4 = 2
2C n=1
n
to get (51).
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690 M. Sango
We have further
P { , ), m um (
: (um ( , ), m (
, ), m (
, ))
/ Y }
: um Y1n ,n > M } + P {
P { : m um Y2n ,n > M }
: m Y3n ,n > M } + P {
+ P { : m Y4n ,n > M }
1 m
(Eu Y1n ,n + E
m um Y 2
n ,n
m Y 3
+ E n ,n
m Y 4
+ E n ,n
)
M
C
.
M
Choosing M = 2C1 we get (52). From (51) and (52), we have
P { , ) ; (um (
(
:W , ), m um (
, ), m (
, ), m (
, )) Y } 1 .
m ( Y ) 1 , > 0
In view of the just proven tightness of {m } we have from Lemma 6 that there
exists a subsequence {mj } and a measure such that
mj
We show that W (t) is a F t -standard Wiener process. For this we use the following
characterization of Wiener processes through their characteristic functions (see [21])
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(55) will follow if we can prove that for the conditional characteristic function
we have
2
v h
E[exp{iv[W (t + h) W (t)]}/F t ] = exp (56)
2
for all h > 0 and any v. Note that for any given -algebra F and random variables
X and Y on a probability space (, F , P ) on which the mathematical expectation
is denoted by E, if X is F -measurable and E|Y |, E|XY | < ,
E(XY /F ) = XE(Y /F ), EE(Y /F ) = E(Y ),
that is
E(XY ) = E(XE(Y /F )).
Using this fact we see that (56) will be proved if for any continuous bounded
functional t (W (), u(), ()) on S depending only on the values of W, u and on
the interval (0, t), we have
E[exp{v[W (t + h) W (t)]}t (W (), u(), ())]
2
z h
= exp Et (W (), u(), ()). (57)
2
Since [Wmj (t + h) Wmj (t)] are independent of t (Wmj , umj , mj ) and Wmj is a
Wiener process
E[exp{iz[Wmj (t + h) Wmj (t)]}t (Wmj , umj , mj )]
= E exp{iz[Wmj (t + h) Wmj (t)]}Et (Wmj , umj , mj )
2
z h
= exp Et (Wmj , umj , mj ).
2
In view of (54) and the continuity of t , we can pass to the limit in this equality
and get (57).
It can be shown that Wmj , umj , mj satisfy the approximating equations (12)
and (25) with m replaced by mj . In particular
div umj = 0, (58)
mj
+ (umj )mj = 0, (59)
t
m m
umj (0) = u0 j , mj (0) = 0 j , (60)
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692 M. Sango
t t
(mj umj )(t)v dx mj umj umj v dxdt + umj v dxdt
D 0 D 0 D
t
m m
= 0 j u0 j v dx + mj f (t, umj )v dxdt
D 0 D
t
+ mj g(t, umj )v dxdWmj . (61)
0 D
This estimate combined with (54) and Vitalis theorem imply that
mj strongly in L2 (, F, P, C(0, T, W
1
(D))). (69)
(42) gives
mj u mj u mj h weakly in L2 (,
F , P , L4/3 (0, T, (L2 (D))9 )).
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1
The product W (D) H 1 (D) W61 (D) is continuous. Thus (69) and (63)
give
mj umj u weakly in L2 (, F, P, L2 (0, T, W61 (D))). (70)
And taking account of (67) we get
g = u. (71)
Similarly since the product W61 (D)H 1 (D) 1
W3/2 (D) is continuous we have
from (67), (70) and (63) that
1
mj umj umj gu = uu weakly in L2 (, F, P, L2 (0, T, W3/2 (D))). (72)
Next, in view of (67), (35), the conditions on f and Vitalis theorem we have
f (, umj ()) f (, u()) in L2 (, F, P, L2 (0, T, H)). (73)
Similarly owing to the conditions on g
g(, umj ()) g(, u()) in L2 (, F, P, L2 (0, T, H d )). (74)
Using this convergence with (69) and (54), we can show that
t t
mj g(s, umj (s))dWmj (s) g(s, u(s))dW (s) (75)
0 0
weakly in L2 (, F, P, L2 (D)). We skip the details and instead refer to [50] where a
similar situation is dealt with thoroughly. A key role is played by Lemma 2.
Next in view of (54),
mj (, ) (, )
uniformly in C([0, T ]), P a.s. Hence owing to (50) and Vitalis theorem we get
mj
strongly in L1 (, F, P, C(0, T, R)). Hence
mj
(0) = (0)u (0)v dx
mj mj
(0)u(0)v dx.
D D
But
mj (0)umj (0)v dx = 0 u0 v dx.
D D
Thus
(0)u(0)v dx = 0 u0 v dx. (76)
D D
Also passing to the limit in (17), we get
inf 0 sup 0 . (77)
D D
Combining all these convergences we can pass to the limit in the weak formula-
tion of problem (58)(61) and obtain the claim of our main result.
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694 M. Sango
Acknowledgments
This work is supported by the National Science Foundation under the agreement
No. DMS-0635607 and by the National Research Foundation of South Africa. The
results were obtained during my stay at the Institute for Advanced Study in fall
of 2009. I thank the institute for providing excellent conditions of work. I thank
Professor Ya. G. Sinai for stimulating discussions on the results of the paper and
encouragement. Until the paper was completed, I was not aware of the work of Pro-
fessor F. H. Yashima who informed me during the Panafrican Congress of Math-
ematicians in Yamoussoukro (Cote-dIvoire) in August 2009. My sincere gratitude
is due to him for sending his thesis [64]. I thank one of the reviewers for interesting
comments that improved the paper.
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July 12, 2010 12:1 WSPC/S0129-055X 148-RMP
J070-S0129055X10004065
, and B. G. PUSZTAI,
L. FEHER
Department of Theoretical Physics, MTA KFKI RMKI,
H-1525 Budapest, P.O.B. 49, Hungary
and
Department of Theoretical Physics, University of Szeged,
Tisza Lajos krt 84-86, H-6720 Szeged, Hungary
Bolyai Institute, University of Szeged,
Aradi v
ertanuk tere 1, H-6720 Szeged, Hungary
lfeher@rmki.kfki.hu
gpusztai@math.u-szeged.hu
The BCn Sutherland Hamiltonian with coupling constants parametrized by three arbi-
trary integers is derived by reductions of the Laplace operator of the group U (N ). The
reductions are obtained by applying the Laplace operator on spaces of certain vector val-
ued functions equivariant under suitable symmetric subgroups of U (N ) U (N ). Three
dierent reduction schemes are considered, the simplest one being the compact real
form of the reduction of the Laplacian of GL(2n, C) to the complex BCn Sutherland
Hamiltonian previously studied by Oblomkov.
1. Introduction
The family of CalogeroSutherland type many-body models is very important both
in physics and mathematics, as is amply demonstrated in the reviews [16]. In this
paper, we focus on the group theoretic derivation of the trigonometric Sutherland
models introduced by Olshanetsky and Perelomov [7] in correspondence with the
crystallographic root systems. The Hamiltonian of the model associated with the
roots system R is given by
1 1 ||2 ( + 22 1)
HR = + , (1.1)
2 4
R
sin2 ( q)
where is the Laplacian on the Euclidean space of the roots and the are
arbitrary real constants depending only on the lengths of the roots, with 2 := 0
699
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700 L. Feh
er & B. G. Pusztai
if 2 / R. In the original An1 case, the model was solved by Sutherland [8]. An
interesting general observation [9] is that the radial part of the Laplace operator
of any compact Riemannian symmetric space is always conjugate to a Sutherland
operator (1.1) built on the root system of the symmetric space, with coupling
constants determined by the multiplicities of the roots. This observation showed
the algebraic integrability of the resulting Hamiltonians HR at (small) nite sets
of coupling constants and inspired later developments. The integrability, and exact
solvability in terms of a triangular structure, was rst established for the models
(1.1) in full generality by Heckman and Opdam [10, 11]. Their technique is based
on dierential-reection operators belonging to the Hecke algebraic generalization
of harmonic analysis [2, 12].
The Hecke algebraic approach is very powerful, but it is still desirable to treat
as many cases of the models (1.1) in group theoretic terms as possible. Important
progress in this direction was achieved by Etingof, Frenkel and Kirillov [13] who
worked out the quantum mechanical version of the classical Hamiltonian reduction
due to Kazhdan, Kostant and Sternberg [14] and thereby showed that the An1
Sutherland Hamiltonian arises as the restriction of the Laplace operator of SU (n)
to certain vector valued spherical functions. A spherical function F on SU (n) with
values in the SU (n) module V satises the equivariance condition F (gxg 1 ) =
g F (x) and thus it is uniquely determined by its restriction to the maximal torus
T < SU (n). It is easily seen that the restricted function f = F |T must vary in
the zero-weight subspace V T and the action of the Laplace operator of SU (n) on
F can be expressed by the action of a scalar dierential operator on f whenever
dim(V T ) = 1. This latter condition singles out the symmetric tensorial powers
V = S kn (Cn ) (k Z0 ) and their duals among the irreducible highest weight
representations of SU (n), and the resulting scalar dierential operator turns out to
be the Sutherland operator HAn1 with coupling parameter = k + 1.
The above arguments cannot be extended to the simple Lie groups beyond
SU (n), since in general they do not admit non-trivial highest weight represen-
tations with multiplicity one for the zero weight.a However, taking any compact
connected Lie group Y , there exist other nice actions of certain subgroups of Y Y
on Y for which one can try to generalize the above arguments. Indeed [17], if G is
the xed point set of an involution of Y Y , then every orbit of the natural action of
G on Y can be intersected by a toral subgroup A < Y . Therefore the G-equivariant
functions on Y with values in a representation V of G give rise to V K -valued func-
tions on A, where K is the isotropy group of the generic elements of A. Moreover, if
dim(V K ) = 1, then the application of the Laplace operator of Y on C (Y, V )G may
induce a scalar Sutherland operator. The group actions just alluded to are called
Hermann actions. They received a lot of attention in dierential geometry (see,
a The only exceptions [15, 16] are the dening representation of SO(2n + 1) and the 7-dimensional
representation of G2 . In the former case, we have checked that the reduced Laplacian gives a
decoupled system.
July 12, 2010 12:1 WSPC/S0129-055X 148-RMP
J070-S0129055X10004065
e.g., [17, 18] and references therein), but their use for the construction of integrable
systems still has not been explored systematically.
The goal of this paper is to explain that certain Hermann actions on Y = U (N )
permit derivations of the BCn Sutherland Hamiltonian from the Laplacian of U (N ).
The derivations that we present are partly motivated by an earlier derivation found
in the complex holomorphic setting in [19], and by our previous paper [20] where
we discussed how the classical mechanical version of the trigonometric BCn model
with three arbitrary coupling constants can be obtained by reducing the free particle
moving on the group U (N ). Taking for R the root system
BCn = {i j , k , 2k | i, j, k {1, . . . , n}, i = j}, (1.2)
with orthonormal vectors {i }, and introducing new coupling parameters a, b, c by
the denition
1
i j := a + 1, k := b c, 2k := c + , (1.3)
2
the Hamiltonian (1.1) reads
1 2
n
a(a + 1) a(a + 1)
HBCn = + +
2 j=1 qj2
1k<ln
sin2 (qk ql ) sin2 (qk + ql )
1 1
1 b 4 1 c 4
n 2 n 2
+ + . (1.4)
2 j=1 sin2 (qj ) 2 j=1 cos2 (qj )
702 L. Feh
er & B. G. Pusztai
of the symmetry group G < Y Y is chosen appropriately. The key part of the
paper is Sec. 4, where we conrm the above expectation for three innite families of
cases. In Sec. 5, we summarize the results, further discuss the comparison with [19]
and formulate open questions. There is also an appendix containing background
material.
704 L. Feh
er & B. G. Pusztai
To concretize the reduced system (2.6) for polar actions, we introduce the
space
V K ) := {f | f Cc (,
Fun(, V K ), f = F | for some F Cc (Y, V )G }, (2.8)
Proposition 2.1. Let us consider a polar G-action using the above notations.
Then the reduced system (2.6) associated with an admissible irreducible unitary
V K , d ), red ),
representation (, V ) of G can be identified with the pair (L2 (,
where
1 1
red = 2 ( 2 ) + b, (T ) (T ) (2.14)
1
with domain D(red ) = 2 Fun(, V K ) is a densely defined, symmetric, essentially
V K , d ).
self-adjoint operator on the Hilbert space L2 (,
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The last equality follows by integrating out the angular coordinates in the scalar
product of equivariant functions. One also uses the unitary map U :L2 (, V K,
1
d ) L (, V , d ) dened by U : f 2 f .
2 K
The rst term in (2.14) corresponds to the kinetic energy of a particle moving on
(Yred , red ) ) and the rest represents potential energy if dim(V K ) = 1. The
= (,
second term of (2.14) is always potential energy, which is constant in some cases.
We refer to this term as the measure factor. It represents a signicant dierence
between the outcomes of the corresponding classical and quantum Hamiltonian
reductions [21]. If dim(V K ) > 1, then one says that the reduced system contains
internal spin degrees of freedom and then the third term of (2.14) encodes spin-
dependent potential energy.
(Y Y )0 G (Y Y ) , (3.1)
The group actions of this form are often called Hermann actions. Under mild con-
ditions, which hold in the examples below, these are polar actions in the sense of
[22]. In fact, the sections are provided by certain toral subgroupsb A < Y . Thus the
sections are at in the induced metric, which is the characteristic property of the
so-called hyperpolar actions [17]. In the simplest special case (y1 , y2 ) = (y2 , y1 ),
G = Ydiag = {(y, y) | y Y } = Y and (3.2) is just the adjoint action of Y on itself,
for which the sections are the maximal tori of Y .
bA toral subgroup A < Y is a connected and closed Abelian subgroup. It is the closedness of the
relevant subgroups that requires some conditions. If Y is semi-simple, then a sucient condition
is to take BY as a multiple of the Killing form [17].
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706 L. Feh
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We suppose that the scalar product BY is invariant under both L and R and
introduce Inv(Y Y ) by (y1 , y2 ) := (L (y1 ), R (y2 )). Then
G := YL YR (3.4)
Y = Y ++ Y + Y + Y , (3.6)
which gives also a Z2 Z2 -gradation of Y. The Lie algebra of the symmetric sub-
group YI Y is Lie(YI )
= Y I ,+ (I {L, R}). Then, we choose a maximal Abelian
subalgebra A in Y and also dene A := exp(A), which is a toral subgroup of Y .
According to an important theorem proved in [25, 26], the Lie group Y admits the
generalized Cartan decomposition
Y = YL AYR . (3.7)
This means that every element of Y can be written as a product of the elements
of the subgroups in (3.7). Recalling the denition of the Hermann action (3.2) for
G = YL YR , Eq. (3.7) says that the subgroup A intersects every G-orbit. Moreover,
it does so orthogonally at every intersection point, and thus A provides a section
for the G-action in the sense of [22]. Below A denotes a connected component of
the regular part of the section A.
Let us introduce the subgroups YLR := YL YR Y and
Lie(YLR )
= Lie(YL ) Lie(YR )
= Y L ,+ Y R ,+ = Y ++ , (3.9)
M := Lie(M ) = {X | X Y ++ , adX (q) = 0 ( q A)}, (3.10)
where adX is dened by the Lie bracket on Y. It can be shown that the centralizer
of the section A = exp(A) (the isotropy subgroup of the elements of A) is now
furnished by
G = Lie(G) = Lie(YL YR )
= Lie(YL ) Lie(YR )
= Y L ,+ Y R ,+ (3.12)
by the formula
Ka := {(X, X) | X M} K , (3.14)
Ke := {(L , R ) | L , R M Y ++ } K , (3.15)
Ko := {(L , R ) | L Y + , R Y + } K , (3.16)
K = Ka Ke Ko . (3.17)
708 L. Feh
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To any pair (m, n) Z20 with m n and m+n = N we associate the block-matrix
1m 0
Im,n := diag(1m , 1n ) = U (N ), (3.25)
0 1n
and the involutive inner automorphism
Note that U (N )m,n is connected. The induced Lie algebra involution operates as
Now we take two pairs (m, n), (r, s) Z20 with the additional requirements
m r s n and m + n = r + s = N , and consider the commuting involutions
U (N )L := U (N )L
= U (r) U (s) and U (N )R := U (N )R
= U (m) U (n).
(3.32)
where the entries Xi,j are themselves matrices, X1,1 Cnn , X1,2 Cn(rn) ,
X1,3 Cn(sn) , X1,4 Cnn , etc. Then for the Lie group YLR = YL YR we have
U (N )LR
a1,1 a1,2 0 0
a2,1 a2,2 0 0 a1,1
a1,2
= 0
U (r), a3,3 U (s n), a4,4 U (n) .
0 a3,3 0
a2,1 a2,2
0 0 0 a4,4
(3.34)
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710 L. Feh
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Therefore U (N )LR = U (r) U (s n) U (n) and the Lie algebra Lie(U (N )LR ) =
u(N )++
is isomorphic to u(r) u(s n) u(n). In our case the subspace Y in
(3.5) reads
0 0 0 A1,4
0 0 0 A
= A1,4 C
2,4
u(N )
nn
, A2,4 C (rn)n
. (3.35)
0 0 0 0
A1,4 A2,4 0 0
To proceed, we dene the diagonal n n matrix
q := diag(q1 , q2 , . . . , qn ) Rnn (3.36)
for any real n-tuple (q1 , q2 , . . . , qn ) Rn , and we also set
0 0 0 q
0 0 0 0
q := 0 0 0 0 u(N ) .
(3.37)
q 0 0 0
Then the set of matrices
A := {q | (q1 , q2 , . . . , qn ) Rn } u(N ) (3.38)
is a maximal Abelian subalgebra in u(N ) . A basis of the dual space A is given
by the functionals
k : A R, q k (q) := qk . (3.39)
The corresponding subgroup A = exp(A) has the form
cos(q) 0 0 sin(q)
0 1 0 0
A= e = (q1 , q2 , . . . , qn ) R
q rn n
. (3.40)
0 0 1 0
sn
sin(q) 0 0 cos(q)
If T(n) denotes the diagonally embedded standard torus in U (n), then it is straight-
forward to show that the subgroup M (3.8) is now furnished by
a 0 0 0
0 b 0 0
M= a T(n), b U (r n), c U (s n) . (3.41)
0 0 c 0
0 0 0 a
Note that M is connected, and therefore so is the centralizer K = Mdiag of the
section A. Moreover, we have the identications
K
= Mdiag
=M
= T(n) U (r n) U (s n)
= U (1)n U (r n) U (s n). (3.42)
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u(N )+
0 0 X1,3 0
0 0 X2,3
0
= X
X1,3 Cn(sn) , X2,3 C(rn)(sn) .
X2,3 0 0
1,3
0 0 0 0
(3.55)
Note that both u(N )+ and u(N )+ are trivial if s = n. In general, dim(u(N )+ ) =
2n(s n) and dim(u(N )+ ) = 2r(s n). For all 1 j n and 1 d s n we
dene
0 0 0 0 0 0 0 0
1
0 0 0 0
, i
0 0 0 0
,
r,d
Ej :=
i,d
Ej := (3.56)
2 0 0 0 Edj
2 0 0 0 Edj
0 0 Ejd 0 0 0 Ejd 0
0 0 Ejd 0 0 0 Ejd 0
1 0 0 0 0 i 0 0 0 0
Fj :=
r,d
, Fj :=
i,d . (3.57)
2 Edj 0 0 0
2 Edj 0 0 0
0 0 0 0 0 0 0 0
714 L. Feh
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{E
D }j,D := {E
j j
i,d }1jn
r,d , E
j
(3.59)
1dsn
D ) = qj F D ,
adq (Ej j adq (FDj ) = qj E
D,
j adq (F0D ) = 0. (3.62)
k , J(eq )L
BG (L l ) = 2k,l , BG (L l ) = 1 k,l .
k , J(eq )1 L (3.64)
2
Second, upon introducing the vectors
1 ED 1 ED
V :=
D
, W :=
D
, (3.65)
2 ED 2 ED
We nd from the relations (3.53) that cosh(adq )ED = cos((q))ED , and then
elementary trigonometric identities yield
q D 2 (q) D q D 2 (q)
J(e )V = 2 sin V , J(e )W = 2 cos WD . (3.67)
2 2
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we obtain an ONB in Ko , and the application of (3.19) on these basis vectors gives
1 D sinh(adq )FD
E j j
J(eq )VD
j
= ,
2 sinh(adq )EDj + FDj
(3.70)
1 D + sinh(adq )F D
Ej j
J(eq )W
D
j = .
2 sinh(adq )EDj FDj
By using the relations (3.62) we see that
J(eq )VD
j
= (1 + sin(qj ))VD
j
, J(eq )W
D = (1 sin(qj ))W
j
D .
j
(3.71)
q
Since J(e )Z0D
= Z0D ,
we conclude that the only non-trivial matrix entries of
q
J(e )|K
o
and its inverse J(eq )1 |K
o
are the following ones:
BG (VD
j
, J(eq )VD
j
) = 1 + sin(qj ), D , J(eq )W
BG (W j
D ) = 1 sin(qj ),
j
1 1
BG (VD , J(eq )1 VD )= , D , J(eq )1 W
BG (W D ) = ,
j j
1 + sin(qj ) j j
1 sin(qj )
n(3m2 + n2 1)
. (3.73)
6
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716 L. Feh
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where the domain of the variables q1 , q2 , . . . , qn is such that all sin functions are
positive and , 1 , 2 R are arbitrary parameters. Recall from [9] the identity
n
2J 1 1
J 1 = ( 1) +
a=1
qa2
1k<ln
sin2 (qk ql ) sin2 (qk + ql )
n
1 n
1
+ 1 (1 + 22 1) 2 + 42 (2 1) 2
j=1
sin (qj ) j=1
sin (2qj )
2 2
n (1 + 22 ) + 2(1 + 22 )(n 1) + (n 1)(2n 1) .
2
3
(3.75)
Lemma 3.3. In terms of the above notations, the third term of the reduced Lapla-
cian (2.14) takes the following form:
b, (T ) (T )
1 n
(V2
i
)2 (W2
i
)2
= j )2 + 1
(L j
+ j
2
1jdim(M)
2 j=1 sin2 (qj ) cos2 (qj )
1 (Vrk l )2 + (Vik l )2 (Wrk l )2 + (Wik l )2
+ +
2 qk ql qk ql
2 2
1k<ln sin cos
2 2
1 (Vrk +l )2 + (Vik +l )2 (Wrk +l )2 + (Wik +l )2
+ +
2 qk + ql qk + ql
2 2
1k<ln sin cos
2 2
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1 (Vj ) + (Vj )
n rn r,d 2 i,d 2
(Wr,d )2 + (Wi,d )2
+ & ' + j
&q ' j
2 j=1 2 qj 2 j
d=1 sin cos
2 2
(Vj ) + (Vj )
n sn r,d 2 i,d 2 r,d 2
(Wj ) + (W i,d )2
j
+ +
j=1
1 + sin(qj ) 1 sin(qj )
d=1
sn
rn
+ ( (Z0r,c,d )2 + (Z0i,c,d)2 ). (3.77)
c=1 d=1
718 L. Feh
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4.1. Case I: m = r = s = n, N = 2n
Now L = R = n,n and U (N )L = U (N )R = U (n) U (n). The decomposition
(3.33) of any matrix in CN N simplies to a two by two block form with all four
blocks having size n n. We look for admissible UIRREPS of G (4.1) by adopting
the KKS ansatz
& ' & '
(n) (n) (n) (n)
:= (k1 ,a1
1 ) (k2 ,0) (k1 ,0) (k2 ,0) , (4.7)
L L R R
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where a1 Z0 , kL
1 2
, kL 1
, kR 2
, kR Z and the representation space is identied as
V Va(n)
1
1
. (4.8)
Note that any element X G = u(N )L ,+ u(N )R ,+ of the symmetry algebra G
can be realized as a pair X = (XL , XR ) with XL , XR u(N )L ,+ = u(N )R ,+
=
u(n) u(n). So, for any X G we have the rened decomposition
X = (XL , XR ) = ((XL1 , XL2 ), (XR
1 2
, XR )), (4.9)
where XL1 , XL2 , XR
1 2
, XR u(n) and as block-matrices
1 2
XL1 0 1 2
XR1
0
(XL , XL ) := , (X R , X R ) := . (4.10)
0 XL2 0 2
XR
With these notations, the formula of the Lie algebra representation corresponding
to (4.7) reads
tr(XL1 ) n (a1 1 )
(X) = a1
1 XL
(n) 1
1n + kL + 1
tr(XL1 )
n n
2
+ tr(kL XL2 + kR
1
XR1
+ kR2 2
XR ) IdV . (4.11)
Lemma 4.1. The KKS ansatz (4.7) defines admissible UIRREPS of G satisfying
dim(V K ) = 0 if and only if kL
1 2
+ kL 1
+ kR 2
+ kR = 0 and a1 = n with some Z0 .
In these cases dim(V K ) = 1. Using the bosonic oscillator realization of V (4.8)
described in the Appendix, V K has the form
VK (n)
= Vn
1
[0] = spanC {|, , . . . , }. (4.12)
720 L. Feh
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1 2 1 2
Since n (n1 ) = 0 by (4.2), the requirement kL + kL + kR + kR = 0 then also
(n)
follows from (4.16). Finally, note that by using the oscillator realization of Vn
1
one has the second equality in (4.12).
In what follows we make use of the basis of K constructed in Sec. 3.3. In the
present case this is given by the basis {Va , Wa }a{r,i},R+(Cn ) of Ke together with
j } of Ka dened according to (3.63) by using the following orthonormal
the basis {L
basis {Lj }j=1 of M:
n
i Ejj 0
Lj := M (1 j n). (4.17)
2 0 Ejj
Lemma 4.2. In the case of the KKS ansatz (4.7) subject to the conditions of
Lemma 4.1 the third term in the reduced Laplacian (2.14) gives
b, (T ) (T )
1 1 1
= n(kL
1
) ( + 1)
2 2
+ kL +
2
1k<ln
sin (qk ql ) sin (qk + ql )
2 2
1 2 n n
1
(kL + kR ) (kL
1 2 2
+ kR ) 1 1
2 2(kL
2
+ kR
1 2
) 2 .
2 j=1
sin (qj ) j=1
sin (2qj )
(4.18)
Proof. Note that in the present case only the rst four sums occur in the formula
(3.77). Recalling that n (n1 ) = 0 and utilizing formula (4.11) for , we can
calculate the action of the various terms. For example, since
(L (n)
Ejj
1
1n + (kL
1
+ kL
2
kR
1
kR
2
)IdV . (4.20)
1
2 n
The action of (L
j ) on V K can be easily calculated in the bosonic oscillator picture.
(n)
Since n
1 Ejj n1 1n |, , . . . , = 0, and since kR 2
= kL1
kL 2
kR 1
, it follows
that on the subspace V K = spanC {|, , . . . , } the operator
( L j ) acts as the
1 2 i 1 1
scalar (Lj ) = i(kL + kL ). In the same manner, the equalities (V2j ) = i(kL + kR )
and (W2j ) = i(kL + kR ) hold on V . Furthermore, we have on V
i 2 1 K
(n)
1
(Elk )), (4.21)
2 2
(Vik l ) = (Wik l ) = (Vik +l ) = (Wik +l )
i
= (n
(n)
1
(n)
(Ekl ) + n
1
(Elk )). (4.22)
2 2
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(W2
i
j
)2 = (kL
2 1 2
+ kR ) , (4.24)
1
(Vr )2 + (Vi )2 = (Wr )2 + (Wi )2 = ( + 1) for
2
= k l , k = l. (4.25)
Now (4.18) results by substitution into (3.77), using obvious trigonometric
identities.
Proposition 4.3. Under the KKS ansatz (4.7) the general formula (2.14) gives the
following result for the reduction of the Laplace operator of U (N ):
1 1
red = HBCn + n(kL1
) n(2n 1)(2n + 1),
2 2
+ kL (4.26)
2 6
where HBCn is the Sutherland Hamiltonian (1.4) with the coupling parameters
defined by
a , b |kL
1 1
+ kR |, c |kL
2 1
+ kR | (4.27)
1
in terms of the free parameters kL 2
, kL 1
, kR Z and Z0 determined by
Lemma 4.1.
1 2 1
Remark. By varying , kL , kL , kR , the coupling parameters a, b, c in (1.4) can take
arbitrary non-negative integer values. As further discussed in Sec. 5, Proposition 4.3
follows also from the results of Oblomkov [19].
(n+1)
where a1 Z0 , kL
1 2
, kL 1
, kR 2
, kR Z and the carrier space is identied as V Va1
1 .
Similarly to (4.9), any X G = u(N )L ,+ u(N )R ,+ can be realized as a pair
X = (XL , XR ) with XL , XR u(N )L ,+ = u(N )R ,+ = u(n + 1) u(n). So, we
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722 L. Feh
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write X G as X = (XL , XR ) = (XL1 , XL2 ), (XR 1
, XR2
) with XL1 , XR1
u(n + 1),
XL , XR u(n). Then (4.28) implies the formula
2 2
tr(XL1 )
(X) = a1
1 XL
(n+1) 1
1n+1
n+1
1 n+1 (a1 1 ) 1 2 2 1 1 2 2
+ kL + tr(XL ) + kL tr(XL ) + kR tr(XR ) + kR tr(XR ) IdV .
n+1
(4.29)
Lemma 4.4. The KKS ansatz (4.28) yields admissible UIRREPS of G if and only
if , Z0 such that the parameters kL
1 2
, kL 1
, kR 2
, kR Z, and a1 Z0 satisfy
the conditions
a1 = n + , 2
kL 2
+ kR = , 1
kL 1
+ kR = R (
), (4.30)
where = Q + (n + 1)R with uniquely determined Q = Q(, ) {0, 1, . . . , n}
and R = R(, ) Z. If these conditions hold, then dim(V K ) = 1 and V K is
given by
VK
= Va(n+1)
1
1
[e1 + e2 + + en + en+1 ] = spanC {|, , . . . , , }, (4.31)
(n+1)
where the last equality refers to the bosonic oscillator realization of Va1
1 .
a(n+1)
1
1
(H )v = (kL
2 2
+ kR )v
( Rn ), (4.37)
1 1 2 2
(n
and n+1 (a1 1 ) + (n + 1)(kL + kR ) + n(kL + kR ) = 0. Note that = j =
(n j=1
j=1 e j (H ), so after introducing the shorthand notations
1
1 := kL 1
+ kR Z 2
and 2 := kL 2
+ kR Z, (4.38)
we conclude that
n
VK =VK
= Va(n+1)
1
1
2 ej , (4.39)
j=1
provided that n+1 (a1 1 ) + (n + 1)1 + n2 = 0. Our next goal is to identify the
(n+1)
weight space Va1
1 [2 (e1 + e2 + + en )]. Recall that 2 (e1 + e2 + + en )
(n+1)
Wa1
1 if and only if (l1 , l2 , . . . , ln+1 ) Zn+1
0 with l1 + l2 + + ln+1 = a1 , such
that
n+1
n
2 (e1 + e2 + + en ) = lj ej = (lj ln+1 )ej . (4.40)
j=1 j=1
Va(n+1)
1
1
[2 (e1 + e2 + + en )] = Va(n+1)
1
1
[e1 + e2 + + en + en+1 ]
= spanC {|, , . . . , , }. (4.41)
Now let us express the value of the label n+1 (a1 1 ) {0, 1, . . . , n} in terms of
and . Recalling (4.2), we can write
R + 1 ),
0 = Q + (n + 1)1 + n(Q + (n + 1)R) = (n + 1)( (4.43)
1
therefore we end up with the additional constraint kL 1
+ kR = 1 = R (
).
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724 L. Feh
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Proposition 4.5. Under the KKS ansatz (4.28) with parameters satisfying (4.30)
the Laplace operator of U (N ) reduces to
1 1
red = HBCn + n(kR 1 2 2
+ kR ) + (kR ) n(n + 1)(2n + 1),
1 2
(4.44)
2 3
where HBCn is given by (1.4) with the coupling parameters determined in terms of
1
the arbitrary parameters kR 2
, kR Z and , Z0 according to
a , b + + 1, c |
+ kR
1
kR
2
|. (4.45)
where a1 Z0 and 1
kL 2
, kL 1
, kR 2
, kR Z, and the representation space is identied
(n+2)
as V Va1
1 . Any X G is a pair X = (XL , XR ) with XL u(n + 1) u(n + 1)
and XR u(n + 2) u(n), and we may further write XL = (XL1 , XL2 ) and XR =
(XR 1 2
, XR ), where now XL1 , XL2 u(n + 1), XR 1
u(n + 2) and XR 2
u(n). Then the
G-representation can be written as
1
tr(XR )
(X) = a(n+2)
1
1
X 1
R 1 n+2
n+2
1 n+2 (a1 1 )
+ kL tr(XL1 ) + kL
2
tr(XL2 )+ kR 1
+ 1
tr(XR 2
) + kR tr(XR2
) IdV .
n+2
(4.47)
Lemma 4.6. The KKS ansatz (4.46) yields admissible UIRREPS if and only if
, , Z0 and k Z such that the parameters kL
1 2
, kL 1
, kR 2
, kR Z and a1 Z0
satisfy the conditions
a1 = n + + , 1
kL = k, 2
kL = + k,
(4.48)
1
kR = R k, 2
kR = k,
where a1 = Q+(n+2)R with uniquely determined Q = Q(, , ) {0, 1, . . . , n+1}
and R = R(, , ) Z. If the above conditions are met, then dim(V K ) = 1 and
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concretely
V K = Va(n+2)
1
1
[e1 + e2 + + en + en+1 + en+2 ]
= spanC {|, , . . . , , , }, (4.49)
(n+2)
where the last equality refers to the bosonic oscillator realization of Va1
1 .
726 L. Feh
er & B. G. Pusztai
a(n+2)
1
1
2
(H )v = (kL n+1 kL
1
kR
2
)v
( Rn ), (4.57)
and
1 1 2 2
n+2 (a1 1 ) + (n + 2)kR + (n + 1)(kL + kL ) + nkR = 0. (4.58)
Since
2
kL n+1 kL
1
kR
2
= (kL
1 2
+ kR )(e1 + e2 + + en )(H )
2
+ (kL kL
1
)en+1 (H ), (4.59)
V K = Va(n+2)
1
1
1
[(kL 2
+ kR )(e1 + e2 + + en ) + (kL
2
kL
1
)en+1 ]. (4.60)
It is easy to see (cf. the Appendix) that the weight space in (4.60) is non-trivial if
and only if (l1 , l2 , . . . , ln+2 ) Zn+2
0 with l1 + l2 + + ln+2 = a1 , such that
n+1
(kL
1 2
+ kR )(e1 + e2 + + en ) + (kL
2
kL
1
)en+1 = (lj ln+2 )ej . (4.61)
j=1
We set
1
:= l1 , := ln+1 , := ln+2 , k := kL . (4.62)
a1 = n + + = Q + (n + 2)R. (4.64)
1
Then (4.58) translates into the condition kR = R k, which completes the
proof.
Further direct calculations yield the explicit form of the reduced Laplacian
(2.14).
5. Discussion
We here summarize the results, discuss the related work [19] and point out open
problems.
In this paper, we applied the formalism of quantum Hamiltonian reduction under
polar group actions to study the reductions of the Laplace operator of U (N ) by
means of the Hermann action (3.2) of the symmetry group G = (U (r) U (s))
(U (m) U (n)) with N = m + n = r + s. We concentrated on the three series
of cases for which the centralizer of the corresponding section, the group K =
Mdiag (3.42), is Abelian. We built the representation (, V ) of the symmetry group
that enters the denition of the reduction by using as building blocks in (4.5)
1-dimensional representations and a symmetric power of the dening representation
of the largest factor of G. In the framework of this KKS ansatz we determined
all cases for which the reduction is consistent (that is dim(V K ) = 0), and saw
also that in these admissible cases dim(V K ) = 1. We then calculated the explicit
formula of the reduced Laplacian by specializing Eq. (2.14), and found that up to
an additive constant it yields the BCn Sutherland Hamiltonian (1.4) with coupling
parameters given as follows:
Case I: a, b, c Z0 ,
Case II: a, b, c Z0 with b a + 1,
Case III: a, b, c Z0 with b, c a + 1.
The dependence of the additive constant and of the coupling parameters a, b, c
on the parameters of the respective representation (, V ) is given by the three
propositions formulated in Sec. 4.
The above results show that Case I, which is the simplest case, covers all integral
values of the coupling parameters a, b, c and the other two cases allow for alternative
group theoretic descriptions of the BCn model at proper subsets of the integral
coupling parameters. This state of aairs could not be foreseen before performing
the analysis of the dierent reduction schemes. Observe also that if b = c, then the
Hamiltonian (1.4) becomes of type Cn , but the Bn and Dn type Sutherland models
do not arise from (1.4) at any values of the integers a, b, c. This is in contrast with
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728 L. Feh
er & B. G. Pusztai
the corresponding classical Hamiltonian reduction [20], which covers all coupling
constants of the classical BCn model, and is due to the never vanishing second term
of the measure factor given by (3.73). The measure factor represents a kind of
quantum anomaly since it gives the dierence between the naive quantization of
the reduced classical Hamiltonian and the outcome of the corresponding quantum
Hamiltonian reduction [21].
In Case I, our analysis is consistent with the results of Oblomkov [19], who
studied reductions of the Laplace operator of GL(m + n, C) using the symmetry
group
GC := (GL(m, C) GL(n, C)) (GL(m, C) GL(n, C)), m n. (5.1)
In fact, in Case I, our reduction is nothing but the compact real form of the reduction
studied in [19] for m = n. For the m > n cases of the symmetry group (5.1) a
generalization of the KKS ansatz was employed in [19], which was found to yield
the complex version of the BCn Sutherland Hamiltonian (1.4) with integer coupling
parameters subject to the restriction c b (m n) 0. Thus the coupling
parameters obtained for m > n form a proper subset of those obtained for m = n,
and this proper subset is dierent from those that we derived in our Cases II and
III. For clarity we note that the KKS ansatz (4.28) that we adopted in Case II was
motivated by the corresponding classical reduction [20], and it does not correspond
to the ansatz used in [19] for m n = 1. It is not clear to us how the classical
analogues of the m > n reductions of [19] work.
Of course, the reductions can be applied also to the dierential operators associ-
ated with the higher Casimirs. This can be used to explain the complete integrability
of the BCn Sutherland model and to derive the spectra as well as the form of the
joint eigenfunctions of the corresponding commuting Hamiltonians at the pertinent
values of the coupling constants from representation theory [19].
We stress that the general method that we applied in our analysis can be used
also to study other problems in the future. For example, one may try to determine
all possible values of the coupling constants of the Sutherland models (1.1) that
may result as reductions of the Laplacian of a compact Lie group in general. This
is closely related to the open problem concerning the classication of the Hermann
actions and representations (, V ) of symmetric subgroups G (3.1) such that the
condition dim(V K ) = 1 holds for the centralizer K < G of the section. In all
such cases the reduced Laplace operator (2.14) is expected to provide a many-body
model that can be solved by the group theoretic method because of its very origin.
Besides the trigonometric real form that we considered, the complex BCn
Sutherland model admits the well-known hyperbolic real form and other physi-
cally very dierent real forms associated with two types of particles [27, 28]. The
derivation of the hyperbolic model by quantum Hamiltonian reduction can be done
similarly to the present work, but starting from U (n, n) instead of U (2n) (in Case I)
taking the Cartan involution both for L and for R (see also [20]). The models
with two types of particles pose a more dicult problem. At the classical level, it
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can be seen from [28] that to derive them one needs to take the Cartan involution
of U (n, n) for L and a dierent involution for R that has a non-compact xpoint
subgroup. Therefore the corresponding quantum Hamiltonian reduction would
require some modications of the method used in this paper, which need further
investigation.
Acknowledgments
We thank J. Balog for useful comments on the manuscript. This work was supported
by the Hungarian Scientic Research Fund (OTKA) under the grant K 77400.
730 L. Feh
er & B. G. Pusztai
Endow F with the scalar product ( , ) for which the vectors {|l1 , l2 , . . . ,
ln }(l1 ,l2 ,...,ln )Zn0 satisfy
li |l1 , l2 , . . . , li 1, . . . , ln if li 1,
bi |l1 , l2 , . . . , ln := (A.8)
0 if li = 0,
,
bi |l1 , l2 , . . . , ln := li + 1|l1 , l2 , . . . , li + 1, . . . , ln . (A.9)
Then bi is the adjoint of bi , and one has the commutation relations
[bi , bj ] = 0, [bi , bj ] = 0, [bi , bj ] = i,j IdF . (A.10)
The bosonic Fock space F decomposes as the orthogonal direct sum F =
*
mZ0 Fm with
provides a nite dimensional representation of the Lie algebra gl(n, C). By restrict-
ing m to the subalgebra sl(n, C) < gl(n, C), we end up with a nite dimen-
sional representation (m , Fm ) of sl(n, C). The set of weights of the representation
(m , Fm ) is
n
Wm := li ei (l1 , l2 , . . . , ln ) Z0 , l1 + l2 + + ln = m ,
n
(A.14)
i=1
(n
and the weight space Fm [] Fm corresponding to weight = i=1 li ei Wm
takes the form
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1. Introduction
Brownian motion is a well-known physical phenomenon concerning the dynamics
of a small particle put into a uid in equilibrium, e.g., a grain of pollen in a glass
of water [10]. It is an interesting problem in mathematical physics to describe the
Brownian motion phenomenology by classical mechanical models.
Brownian motion was rst observed accidentally by Brown in 1827. The rst
physical explanation of it was given by Einstein: the motion being explained as
coming about as a result of the repeated collisions of the particle with the numer-
ous much smaller uid atoms. In more mathematical terms, the explanation is often
presented in the following rough way: since a big number of water atoms collide
with the massive particle randomly, and each atom is light enough, if we assume
that the interactions from each atom at each time are independent, the motion
733
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of the massive particle could be considered as a sum of many i.i.d. random vari-
ables, by the central limit theorem, this will give in a suitable limit the Brownian
motion.
However, we have to notice that, even in a model where only interactions through
collisions are considered, there exists the possibility of re-collisions, so the states
(i.e. positions and velocities) of light particles at each time are not independent of
each other, so one is not really in presence of a sum of i.i.d. variables. This becomes a
more evident and signicant drawback when considering the model of interactions
caused by potentials, or a model with more than one massive particles. Indeed,
the actual motion of the massive particles could not be a result of a sum of i.i.d.
random variables, it is not even a Markov process. So to study this phenomenon
more precisely, we need to construct some new model, which takes the mentioned
re-interactions into account.
In such a model, a nite number of massive particles (molecules) interact with a
gas of innitely many light atoms, which have a random initial state. The dynam-
ics is fully deterministic, Newtonian, as long as the initial condition is given, and
the only source of randomness is from the initial conguration of the light atoms.
The problem is to prove that in an appropriate limit as the mass m of the gas
atoms goes to 0 while their velocities and their density increase in an appropri-
ate manner, such that the variance of momentum transfer stays of order 1, the
motion of the molecules converges to a Markov process, in particular a diusion
process.
This type of model, called a mechanical model of Brownian motion, was rst
introduced and studied by Holley [6], for the case of only one molecule, with
the whole system in dimension d = 1, and the interactions only given by col-
lisions. This model was later extended by, e.g., D urrGoldsteinLebowitz [35],
CalderoniD urrKusuoka [2], and others, to the case of higher dimensional spaces.
But in all papers, only collisional interactions of one molecule with light atoms are
considered.
In the present paper, we consider the case of plural molecules interacting via
smooth compact support potentials with an ideal gas of atoms. This increases the
diculties in many aspects, for example, (1) strong non-Markovian character of the
dynamics (for every positive mass m of the atoms), due to possibly multiple, or even
extended in time, interactions between a particular atom and the molecules; (2) the
appearance of an interaction (mediated by the gas atoms) between the molecules
in the limiting process; and (3) irregular behaviour of the above interaction when
the interaction ranges of the molecules overlap, i.e. an atom can interact with more
than one molecule at a time.
Let us note that one expects that the non-Markovian character of the dynamics
mentioned above disappears when the gas atoms become innitely fast, in the limit
m 0.
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We show the existence and the uniqueness of the solution of an innite system of
ordinary dierential equations (ODEs) describing the model, for almost every initial
condition of the ideal gas, and study the motion of the molecules in the Brownian
limit, where m 0, and the intensity function of the initial conguration of the
N
atoms is given by 2
d1
m (dx, dv) = m 2 ( 2 |v| + i=1 Ui (x Xi,0 ))dxdv, where
m
converges to , which means that our convergence is valid for all time intervals
(Sec. 6).
(m)
(Xi (0,
(m)
), Vi (0, )) = (Xi,0 , Vi,0 ), i = 1, . . . , N,
(2.1)
d
x (t, x, v,
(m) (m)
) = v (t, x, v, ),
dt
d
N
(m) (m)
m v (t, x, v,
) = Ui (x(m) (t, x, v,
) Xi (t, )),
dt
i=1
(x(m) (0, x, v, ), v (m) (0, x, v,
)) = (x, v), (x, v) .
m 2
N
m (dx, dv) = m 2
d1
|v| + Ui (x Xi,0 ) dxdv,
2 i=1
and let P ) be the Poisson point process with the intensity measure
m (d m . So
Pm is a probability measure on
(= Conf(R d
R d
)). We assume that the dis-
tribution of
is given by Pm . (See, e.g., [7] for more details about Poisson point
processes.)
In this paper, we consider the following questions:
(Q1) Does the dynamics have a unique solution for Pm -almost every initial condi-
tion?
(m) (t,
(Q2) What is the limit behavior of the solution (X (m) (t,
), V )) as m 0?
following:
(A1) (s) = 0 if s e0 ,
(A2) for any c > 0, there exists a c : R [0, ) such that
and
3 1 2
(1 + |v| )c |v| dv < .
Rd 2
The meaning of the assumption (A1) is that those atoms with their initial momenta
less than a certain value are ignored. The point is that, under this condition, (same
as in the case with the molecules frozen, which we call the classical case),
since the initial velocities of the atoms are fast enough, the interactions are not
strong enough to stop the atoms, so they keep their velocities at a certain level
for all time, hence they will leave the valid region for interaction very quickly (see
Proposition 3.2.2 and Corollary 3.2.3 for the classical case, and Propositions 3.6.1
and 3.6.5 for our case). This helps us to avoid the problem of too many collisions
in a short period of time. (A2) is a assumption with respect to the rapidness of
the decreasing of .
Also, assume that the initial position (X1,0 , . . . , XN,0 ) satises |Xi,0 Xj,0 | >
Ri + Rj for any i = j, i.e. the molecules are originally separated enough such that
their potential ranges do not overlap.
We answer in this paper the two questions (Q1), (Q2) described above under
our present assumption. For (Q1), we will show that there exists a unique solution
of (2.1) for Pm -almost every initial condition for every m > 0 (Theorem 2.2(1)
below).
In order to answer (Q2), let us rst dene some notations to describe the limit
process. For any X = (X1 , . . . , XN ) RdN , let
x0 , v0 ; X)
(t, 0 (t, x0 , v0 ),
= ( 1 (t, x0 , v0 )) = ( v(t, x, v; X))
x(t, x, v; X),
Compare (2.2) with the second half of (2.1) with m = 1, one nds that the
only dierence is that in (2.2), we have the molecules xed, whereas in (2.1), the
x0 , v0 ; X)
molecules are also moving. We will use this (t, (with proper X)
as an
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Now we are ready to give the quadratic term of the diusion generator of the limit
process: Let
1
=
aik;jl (X) k Ui ( 0 (t, x, v; X)
Xi )dt
Mi Mj E
0 1 2
l Uj ( (t, x, v; X) Xj )dt
|v| (dx, dv).
2
Notice that the integral above, although it might look like innite at a glance, is
actually nite by Corollary 3.2.3 and assumptions (A1) and (A2).
We next give the denition of the drift term of the limit process. For any (x, v)
V
E, X, RdN and a R, let z(t; x, v, X, V , a) Rd denote the solution of
d2
N
2 Ui ( 0 (t, x, v, X)
Xi )(z(t) (t + a)Vi ),
z(t) =
dt2 i=1 (2.3)
lim z(t) = lim d
z(t) = 0.
t t dt
V
Then z(t; x, v, X, , a) is a linear function of V . Let bik;jl : RdN R be the
C -functions determined by the following:
2 0 1 2
Ui ( (t, x, v, X) Xi )z(t, x, v, X, V , t)dt
|v| (dx, dv)
E 2
N
= j ,
bi;j (X)V
=1 j=1
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or equivalently, ( dp=1 k p Ui ( 0 (t, x, v, X)
Xi)zp (t, x, v, X, t)dt)
V,
E
( 12 |v|2 )(dx, dv) = d=1 N
j=1 bik;j (X)Vj , k = 1, . . . , d, where zp means the pth
element of the vector z for p = 1, . . . , d. By the same reason as that for the quadratic
term, the integral on the left-hand side above is nite.
Now we are in a position to give the denition of the limit diusion generator
L on R2dN :
1
N d N d N
d
2
L= aik,jl (X) + b ik,jl (X)Vj + Vik .
2 i,j=1
k,l=1
Vik Vjl i,j=1 k,l=1
Vik i=1 Xik k=1
The coecients a and b correspond to the 0-order and the 1-order approximations,
respectively, given by the frozing approximation of the molecules (see also Sec. 1).
Our main results in the present paper are formulated in Theorem 2.0.1 below.
(1) ensures the existence of a unique dynamics for P m -almost every initial condition.
(2)(4) of Theorem 2.0.1 are to be understood with respect to the convergence of
the distribution of {(X (m) (t, )), t 0} under P
), V (m) (t, ) as m 0: for the
m (d
case of only one molecule, we have the convergence with no further assumption (the
assertion (2)); when there are more than one molecule, in the general case, the con-
vergence is valid until the stopping time given as the rst time for which the poten-
tial ranges of any pair of molecules overlap (the assertion (3)); nally, for the special
case of exactly two molecules with spherically-symmetric potentials, we strengthen
the result by allowing the process to run until an arbitrary time (the assertion (4)).
The precise description is as follows.
be the rst time for which the distance between molecules in some pair is less
than the sum of the radii of their potentials. Then as m 0, the distribution of
{(X (m) (t 0 )), t 0} under P
(m) (t 0 ), V m converges weakly to the diusion
with generator L stopped at 0 in C([0, ); R2dN ) equipped with the Skorohod
metric.
(4) Let N = 2 and d 3. Assume that there exist functions h1 , h2 such that
Ui (x) = hi (|x|), i = 1, 2,
and there exists a constant 0 > 0 such that
(1)i1 hi (s) > 0, (1)i1 hi (s) > 0, s (Ri 0 , Ri ), i = 1, 2.
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Let us comment a little bit more about the conditions in Theorem 2.0.1. We do so
for (4) rst. The rst half of the conditions requires that the potential functions for
the two molecules depend only on the distances from the atoms. The condition d 3
is used in the proof of (4), and we would say that it is not strange to have it here
since, as remarked at the end of Sec. 3, our cut-o ts reality (in the sense described
there) only if d 3. Finally, the second half of the assumptions above implies that
at least near to the edges of the potential ranges, one molecule experiences repulsive
forces with the atoms, and the other molecule experiences attractive forces with the
atoms. We use this condition to keep bounded (for m 0) the velocites of the two
molecules.
This is also the reason why we need to stop the process at 0 in (3): our decom-
position of Vi (t) (see (3.30)) is valid only when the velocities of the molecules are
O(1), which holds until 0 without further assumption (see (3.31)), while this is
not always true after 0 (to see this, notice that the resulting direct interactions
t
m1/2 0 i U (X(s))ds between molecules in (3.30) become when m 0 if
i U(X(s)) = 0). We succeeded to extend the result until any time for the special
case described in (4), by showing that in that case, the resulting direct interac-
tions turn out to be colliding forces, which do not change the total momenta of
the molecules; while in the general case, these might accelerate the molecules to
immediately (to see this, just consider the case of two molecules of the same type),
making the decomposition itself not valid anymore. (See also Lemma 3.5.1 and the
paragraphs following it.)
Remark 1. We can also get the unique existence of the solution to (2.1) for Pm-
under some more simple-looked assumptions (see Proposition 3.3.9).
almost every
Remark 3. For any xed m > 0, although Vi (t) is continuous with respect to
t (since it is described by the ODEs (2.1)), our martingale part Mi (t) in the
decomposition of Vi (t) (see Lemma 3.5.1) needs not be continuous. The only thing
we can say is that its jumps are dominated by some constant multiple of m1/2 (see
Lemma 3.5.1). This is also one of our ideas, namely to use the martingale theorem
only for the terms for which it is applicable. For the remaining terms, instead of
trying to deal with them in detail, we show that they are negligible as m 0.
The rest of this paper is organized as follows: In Sec. 3, we prove the unique
existence of the solution, and present some preparation for the proof of conver-
gence. Especially, we formulate the decomposition of Vi (t) (see Lemma 3.5.1) and
deduce from it some properties. The frozing approximation is also discussed in
this section. Section 4 gives the proof of the lemmas formulated in Sec. 3. In Sec. 5,
we use these lemmas to prove the rst two convergence results (Theorems 2.0.1(2)
and 2.0.1(3)), with the help of martingale theory. The proof of the last part of
Theorem 2.0.1 is given in Sec. 6.
3. Preparations
In this section, we formulate the ray-representation, prove the unique existence of
the solution of the dynamics for each xed m > 0, and give some preparations for
the proof of our convergence results. For the sake of simplicity, from now on, we
will omit the superscription (m) when there is no risk of confusion.
We represent related results of classical mechanics, especially Newtons equa-
x, v; X)
tion and ray representation in Sec. 3.1; some results with respect to (t, are
prepared in Sec. 3.2; Sec. 3.3 is devoted to the almost surely unique existence of the
solution of (2.1) with the help of the ray representation; in Sec. 3.4, we recall some
basic facts about the Skorohod spaces (D([0, T ]; Rd), d0 ) and (D([0, ); Rd ), dis),
which will be used later (as described in Remark 3, although both (X(t, ), V ))
(t,
and the limit processes are continuous with respect to t, this new space is necessary
in our proof); in Sec. 3.5, we state several basic lemmas, especially the decompo-
sition of Vi (t), the proof of which will be given in Sec. 4; nally, in Sec. 3.6, we
prepare some basic calculations for later use.
Since we are considering the Skorohod metric, it suces for us to prove our
assertions for t [0, T ] for any T > 0, instead of t [0, ). (See [1].) So from now
on, we choose an arbitrary T > 0 and x it. Also, as mentioned in Sec. 1, we use
the stopping time that the velocities of the molecules are larger than or equal to n:
choose any n 1 and x it for a while (we will take n at the end). Now, we
are ready to dene the following notations: Let
() = n () = inf t 0; max |Vi (t, )| n ,
i=1,...,N
1/2
N
C0 = 2 Ri Ui ,
i=1
= (n, T ) = C01 R0 .
Also, for readers convenience, we give a brief list of the other main notations
and their meanings used in this paper:
(X(t), V (t), x(t, x, v), v(t, x, v)): Solution of the dynamics,
x, v; X):
(t, Solution of (2.2), the motion of the atoms with the molecules frozen,
which is shown to be the 0-order term in our approximation of
(x(t, x, v), v(t, x, v)),
The corresponding scattering,
(t, x, v; X):
(t, x, v) := (x tv, v), used in the ray representation,
V
z(t, x, v; X, ): Solution of (2.3), the 1-order term in our approximation of
(x(t, x, v), v(t, x, v)).
N
= f (x, v) |v| + Ui (x Xi ) dxdv. (3.1)
R2d 2 i=1
In order to derive our new intensity function m , for the sake of simplicity, we
introduce the following notations. Let
1
m : R E Rd (Rd \{0}), (s, x, v)
m (s, x, v) = (s, x, m 2 v),
and let
1
fm (x, v) = f (x, m 2 v),
1 2
N
0 (x, v) = |v| + Ui (x Xi,0 ) .
2 i=1
Then we have
f (x, v)
m (dx, dv)
R2d
m 2
N
d1
=m 2 f (x, v) |v| + Ui (x Xi,0 ) dxdv
R2d 2 i=1
1 2
N
12 12
=m f (x, m v) |v| + Ui (x Xi,0 ) dxdv
R2d 2 i=1
12
=m fm ((s, x, v))0 ((s, x, v))ds(dx, dv)
RE
1 1
= m1 fm ((m 2 s, x, v))0 ((m 2 s, x, v))ds(dx, dv),
RE
where we used (3.2) when passing to the forth line. On the other hand,
1 1 1
fm ((m 2 s, x, v)) = f (x m 2 sv, m 2 v) = f (m (s, x, v)).
Therefore,
f (x, v)
m (dx, dv) = f (m (s, x, v))m (ds, dx, dv),
R2d RE
N
1 1/2
=m |v| + Ui (x m sv Xi,0 ) ds(dx, dv).
2 i=1
Also, with a little abuse of notation, we use m to denote the natural map
= Conf(R E) to Conf(Rd (Rd \{0})), i.e. m (A) = {m (a)|a A}.
from
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Let Pm (d) = Pm (d) be the Poisson point process on Conf(RE) with intensity
function m (ds, dx, dv). Then since m (B) =
m (m (B)) for any B B(R E),
we have that
Pm (A) = P
m (m (A)), for all A E0 .
N
1 1/2
=m |v| + Ui (x m sv Xi,0 ) ds(dx, dv),
2 i=1
Lemma 3.2.1. Let R(X) = max{Ri +|Xi |; i = 1, . . . , N }, and let s0 = R(X)
|v| . Then
for any (x, v) E and t R, we have that (t
+ s, (s, x, v); X) is independent of
s as long as s s0 .
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s0 |v| = R(X),
u 0,
with respect to time t (the right-hand side
which implies that the derivative of
of (2.2)) is 0, hence
(s0 + u, x, v); X)
(u, = (x s0 v, v) = (s0 , x, v), u 0.
we have
Therefore, by the Markovian property of ,
+ s0 + u, (s0 + u, x, v); X)
(t + s0 , (u,
= (t (s0 + u, x, v); X);
X)
+ s, (s, x, v); X)
= lim (t + s0 , (s0 , x, v); X).
= (t (3.4)
s
With the same notations as in Sec. 2, we shall present one more result concerning
x, v; X).
(t,
We show that 1 = +.
Suppose 1 < +. Then 1 (1 , x, v; X)
= C0 . By denition, we have
t
0 0
(t, x, v; X)
( (s, x, v; X)) =
1 (u, x, v; X)
du
s
In particular, d
0 (t, x, v; X)
dt (
) > 0 for 0 t 1 . Also, since
1
N
1
(1 , x, v; X)
v = 0 (t, x, v; X)
Ui ( Xi )dt,
0 i=1
N
0 (t, x, v; X)
Ui ( Xi ) dt
0 i=1
1 (1 , x, v; X)
= v < C0 2C0 = C0 .
N
C0 < 0 (t, x, v; X)
Ui ( Xi ) dt
0 i=1
N 1
1 d 0
0 (t, x, v; X)
|Ui ( Xi ) | (t, x, v; X)
( )dt
C0 i=1 0 dt
N
1
= 0 (t, x, v; X)
|Ui ( Xi ) |
C0 i=1 {t[0,1 ],|e 0 (t,x,v;X)X
i |<Ri }
d 0
(t, x, v; X)
( )dt
dt
1
N
d 0
Ui (t, x, v; X)
( Xi )dt
C0 i=1 {t[0,1 ],| 0
e (t,x,v;X)Xi |<Ri } dt
N
Ui 2Ri
C0 i=1
= C0 ,
1 (t, x, v; X)
which makes a contradiction. Therefore, 1 = +, i.e. (|v|1 v) > C0
for any t 0.
The assertion for t < 0 can be shown in the same way by considering
1 (t, x, v; X)
2 = sup{t < 0; C0 }.
Corollary 3.2.3. For any (x, v) E with |v| > 2C0 , we have that
| 0 (t, x, v; X)
Xi | > Ri , i = 1, . . . , N,
if t 2C01 R(X)
or t C 1 R(X).
0
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Proof. Choose and x any (x, v) E with |v| > 2C0 , and let = |v|1 v. Then
since x v = 0, we have that
0 (s, x, v) = (x sv) = sv = s|v|, for any s > 0.
Let s0 = R(X)
|v| as before. Then s0 < C01 R(X),
and
0 (t, x, v; X)
> (t + s0 )C0 R(X)
R(X).
< R(X).
Proposition 3.2.4. For any measurable f : R2d [0, ) such that the integrand
below is integrable, we have
1 2
N
f (x, v) |v| + Ui (x Xi ) dxdv
R2d 2 i=1
1 2
=
f ((t, x, v; X))dt |v| (dx, dv). (3.7)
E 2
Remark 4. The integral f ((t, x, v; X))dt on the right-hand side of (3.7),
although it might look as being an innite integral, is actually a nite one by
Corollary 3.2.3.
Proof. By using approximation and taking limit with the help of convergence
theorem, we may and do assume, without loss of generality, that there exists a
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and let
N
v) = 1 |v|2 +
E(x, Ui (x Xi ).
2 i=1
Therefore, it suces for us to show that the right-hand side of (3.8) is equal to
1 2
f ((T t, x, v); X)
|v| dt(dx, dv).
RE 2
We only need to show that the integrands are equal, i.e. it suces to show that
1 2
(t, x, v); X))(E((t, x, v))) = f ((T t, x, v; X))
f ((T, |v| . (3.9)
2
Let us prove this in what follows. We rst show that if the left-hand side of (3.9)
is not 0, then it is equal to the right-hand side. Assume that
(t, x, v); X))(
f ((T,
E((t, x, v))) = 0.
Then (E((t,
x, v))) > 0 implies by our assumption that E((t, x, v)) > e0 , so
|v| > 2C0 , hence by Proposition 3.2.2,
1 (s, (t, x, v); X)
> C0
+ R(X)),
> T C0 = 2(R (3.10)
where in the latter step we used the denition of T .
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(T t, x, v) = (T
t + t, (t, x, v); X) (t, x, v); X).
= (T,
1
E((t, x, v)) = |v|2 .
2
This completes the proof of the fact that if the left-hand side of (3.9) is not 0, then
it is equal to the right-hand side.
We next show the opposite, i.e. we assume that the right-hand side of (3.9),
1 2
f ((T t, x, v; X))(
2 |v| ), is not 0, and show that it is equal to the left-hand side,
(t, x, v); X))(
f ((T,
E((t,
x, v))). It is sucient to show that t s0 (= R(X) ).
|v|
(Indeed, if t s0 , then by using x v = 0, we get |x tv| t|v| R(X), hence
1 2
E((t, x, v)) = 2 |v| by denition. Also, since t s0 , we have by the denition of
that (T t, x, v; X) t + t, (t, x, v); X)
= (T = (T, (t, x, v); X),
which
1 2 1 2 2
will complete our proof.) Since ( 2 |v| ) > 0, we have 2 |v| > 2C0 , hence |v| > 2C0 ,
which in turn by Proposition 3.2.2 gives us that
1 (u, (s, x, v); X)
> C0 (3.13)
for any u, s R and x Ev . If t T , then by the denition of T , since |v| > 2C0 ,
we have
2
tT = (R + R(X)) > 4 (R > R(X) = s0 .
+ R(X))
C0 |v| |v|
If t < T , then we have by (3.13) and the denition of T that for any r > 0
0 (T t + r, (r, x, v); X)
( 0 (r, x, v))
T t+r
= 1 (u, (r, x, v); X)
du
0
+ 2R(X)
> (T t + r) C0 = 2R + (r t)C0 . (3.14)
Also, since f ((T t, x, v; X))
> 0, we have
| 0 (T t, x, v; X)|
+ | 1 (T t, x, v; X)|
R.
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+ 2R(X)
>R
R(X) + (s0 t)C0 .
N
1 1/2
m |v| + Ui (x m tv Xi,0 ) dt(dx, dv)
2 i=1
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1 2
(2R0 )d1 2(T + m1/2 )m1 |v|c |v| dv
Rd 2
< . (3.16)
So E Pm [ (n )] = E Pm [ (Gn )] = m (Gn ) < .
Lemma 3.3.2. For any open set G and Fin(R E), we have that {St ()
G} = {St (G ) G}.
Proof. Choose and x any Fin(RE). We give the proof of the part {St ()
G} {St (G ) G}, the opposite one can be proven in exactly the same way.
Notice that by denition,
1
/ St () |Xi (s, ) (x um1/2 v + sm1/2 v)| Ri + ,
(u, x, v)
2
s [0, t], i = 1, . . . , N
x(s, x um1/2 v, m1/2 v; ) = x um1/2 v + sm1/2 v,
v(s, x um1/2 v, m1/2 v; ) = m1/2 v, for any s [0, t].
So
(u, x, v)
/ St ()
1
|Xi (s; ) x(s, x um1/2 v, m1/2 v; )| Ri + , for any s [0, t],
2
Ui (Xi (s; ) x(s, x um1/2 v, m1/2 v; )) = 0, for any s [0, t],
(3.17)
for i = 1, . . . , N . Moreover, it is trivial to see that
(u, x, v) G (du, dx, dv) = G (du, dx, dv). (3.18)
(3.17) and (3.18) combined with the denition (3.3) imply
St () G (X(s,
), V
(s, )) = (X(s,
G ), V
(s, G )), for any s [0, t],
(3.19)
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St () G St (G ) G.
We next deal with general Conf(R E). As a special case of Lemma 3.3.2,
we have the following.
Corollary 3.3.3.
Lemma 3.3.4. For any n N, there exists a unique solution to (3.3) for Pm -a.e.
satisfying n () = T .
n () = T ST (n ) Gn . (3.20)
so we can dene
), V
(X(t, (t, )) = (X(t, (t, n )),
n ), V
which exists for Pm -almost every satisfying our condition by Lemma 3.3.1. Then
), V
(X(t, (t, ), x(t, x, v, ), v(t, x, v, )) satises (3.3).
Lemma 3.3.5.
P {n = T } = 1.
n=1
N
1 2
Mi |Vi (t, n )| C1 + C2 1Gn (u, x, v)(1 + |v|2 ) (du, dx, dv),
i=1
2 St (n )
Proof. For any n Fin(R E), we have by the invariance of the energy
N
1
Mi |Vi (t, n )|2
i=1
2
m
+ |v(t, x um1/2 v, m1/2 v; n )|2 n (du, dx, dv)
2 RE
N
N
1 m
= Mi |Vi,0 |2 + |m1/2 v|2 n (du, dx, dv)
i=1
2 2 RE
N
1
Mi |Vi (t, n )|2
i=1
2
m
+ |v(t, x um1/2 v, m1/2 v; n )|2 n (du, dx, dv)
2 St (n )
N
1 m
= Mi |Vi,0 |2 + |m1/2 v|2 n (du, dx, dv)
i=1
2 2 St (n )
N 1 2
N
i=1 2 Mi |Vi,0 | i=1 Ui
m
So with C1 := and C2 := 2 + 2, we get
N
1 2
Mi |Vi (t, n )| C1 + C2 (1 + |v|2 )n (du, dx, dv)
i=1
2 St (n )
= C1 + C2 1Gn (u, x, v)(1 + |v|2 ) (du, dx, dv).
St (n )
(3.22)
Let us prepare for later use the following general result with respect to stopping
times and Poisson point process.
Proof. As the result is already known, we give a sketch only. (See, e.g., [8, 12] for
related results.)
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We rst have
This is heuristically based on the denition of Poisson point process and the inde-
pendence of FS and FA\S , and can be proved rigorously, for example, rst for
non-random S, and then be extended to stopping times in a routine way.
So for positive simple functions f we have
E Pm
f d FS = f dm . (3.23)
(RE)\S (RE)\S
With the help of the monotone convergence theorem, this can be extended to any
positive measurable function f in a routine way. Therefore,
E Pm f d = E Pm f d E Pm f d
S() RE (RE)\S()
= f dm E Pm
f dm
RE (RE)\S()
Pm
=E f dm .
S()
For the second assertion, (3.23) implies that E[ RE
f (d dm )|FS ] =
S() f (d dm ), hence
E f (d dm ) FT = E E f (d dm ) FS FT
S() RE
=E
f (d dm ) FT
RE
=E f (d dm ).
T ()
(n) (n)
Lemma 3.3.8. {Mt }t[0,T ] is a {Ft }t[0,T ] -martingale with mean 0.
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(n)
Proof of Lemma 3.3.5. We have by Lemma 3.3.8 that E[Mn ] = 0. So by
Lemma 3.3.6,
N
1
Mi E[|Vi (n , n )|2 ]
i=1
2
2
C1 + C2 E 1Gn (u, x, v)(1 + |v| )(du, dx, dv)
Sn (n )
2
C1 + C2 E (1 + |v| )(du, dx, dv) .
Sn (n )
Let us estimate the expectation on the right-hand side of (3.24). Let Sd (r) denote
N
the volume of the ball in Rd with radius r, and let C1 = i=1 m1/2 Sd (Ri + 12 ), C2 =
N
i=1 m
1/2
T Sd1 (Ri + 12 ). Then
s
N
m 1/2 1
|v| y Rd ; min y + (m 1/2
v V (r, ))dr Ri + 1
0st i n 2
i=1 0
N
1/2 1 1/2 1
m |v| T (m |v| + max |Vi (s, n )|)Sd1 Ri +
0st 2
i=1
1
+ Sd Ri +
2
1 1/2
= |v| C1 + C2 (m |v| + max |Vi (s, n )|) .
0st
Also, notice that |Vi (s, n )| n for any s [0, n ]. Therefore, with
C1 = m1 Rd(1 + |v|2 )(C1 + C2 m1/2 |v|)c ( 12 |v|2 )dv and C2 = m1 C2 Rd(1 +
|v|2 )c ( 12 |v|2 )dv, which are nite by assumption, we have
(1 + |v|2 )(du, dx, dv)
Sn (n )
1 2
(1 + |v|2 )m1 c
|v| |v|dv|{(u, x) R Ev ; (u, x, v) St (n )}|
Rd 2
2 1 1 2
(1 + |v| )m c |v| (C1 + C2 (m1/2 |v| + n))dv
Rd 2
= C1 + C2 n.
As mentioned in Sec. 2, we can also get the unique existence of the solution
of (2.1) under the following condition (and without any further assumption such
as (A1) or (A2)): d 2 and (1 + |s|)d (s)ds < . (See Proposition 3.3.9.)
This result is not necessary for the rest of this paper, but we include it here since
the condition is very simply: the intensity function decreases rapidly enough at
innity.
Notice that neither does Theorem 2.0.1(1) include Proposition 3.3.9 nor
vice versa.
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Proof. The proof is almost the same as the one we just used for Theorem 2.0.1(1),
although we do not use the ray representation this time. The point is that in the
proof of Theorem 2.0.1(1), the assumption (A2) was only used to estimate several
integrals with respect to ( 12 |v|2 + N
i=1 Ui (x m
1/2
tv Xi,0 )) (e.g., (3.16)), while
if we do not use the ray representation, then the corresponding term ( 12 |v|2 +
N
i=1 Ui (x Xi,0 )) does not depend on v, so by the variable change r = |v| and a
suitable shift we can get similar estimates without the help of (A2).
We give a brief sketch of the proof in the following. Unless otherwise specied,
the notations have the same meanings as in the proof of Theorem 2.0.1(1).
First notice that for any 0, we have + d2 1 0 since d 2, so for any
c R, we have by assumption and a simple calculation that
m 2
2
(|c| + |s|)+ 2 1 (s)ds
d
|v| |v| + c dv Cd,m (3.26)
R d 2
Let
m 2
N
m d1
2
m (Gn ) = |v| + Ui (x Xi,0 ) dxdv
Gn 2 i=1
m 2
N
|v| + Ui (x Xi,0 ) dxdv
|x|R0 2 i=1
m 2
+ |v| dxdv
Gn {|x|>R0 } 2
(C + |s|) 2 1 (s)ds
d
(2R0 )d Cd,m
m 2 m 2
+ 4d (R0 + nT )d |v| dv + 4d T d |v|d |v| dv
Rd 2 Rd 2
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(C + |s|) 2 1 (s)ds
d
(2R0 )d Cd,m
|s| 2 1 (s)ds
d
d d
+ 4 (R0 + nT ) Cd,m
+ 4d T dCd,m |s|d1 (s)ds
< .
N
2
dx (1 + |v| ) |v| + Ui (x Xi,0 ) dv
|x|R0 Rd 2 i=1
m 2
+ C2 (1 + |v| )
d+2
|v| dv
Rd 2
[(C + |s|) 2 1 + (C + |s|) 2 ](s)ds
d d
(2R0 )d Cd,m
[|s| 2 1 + |s|d ](s)ds
d
+ C2 Cd,m
< ,
N
where C = i=1 Ui .
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The part under the title Proof of Lemma 3.3.5 is most changed, and we give
it as follows:
N
1 2 2
)| ] C1 + C2 E
Mi E[|Vi (n , n 1Gn (x, v)(1 + |v| )m (dx, dv) .
i=1
2 Sn (n
e)
(3.29)
Notice that by denition, 2
m (dx, dv) = ( 2 |v| )dxdv if |x| > R0 . Also, there exist
m
constants C0 , C1 > 0 (depending on T, N, d and Ri ) such that
|{x Rd ; (x, v) St (n
)}|
1
= x R ; i {1, . . . , N }, s.t., min |x + sv Xi (s, n
d
)| Ri +
0st 2
s
1
= x Rd ; i {1, . . . , N }, s.t., min |x + (v Vi (r, n ))dr| Ri +
0st 0 2
N
C0 + C1 |v| + max |Vi (s, n )| .
0st
i=1
[(C + |s|) 2 1 + (C + |s|) 2 ](s)ds
d1 d d
(2R0 )d m 2 Cd,m
(C0 C1 nN )Cd,m [|s| 2 1 + |s| 2 ](s)ds
d1 d d
+m 2 +
C1 Cd,m
d1 d1 d+1
+m 2 [|s| 2 + |s| 2 ](s)ds
C0 + C1 n.
d0 (w, w)
= inf {0 w w
}
for any .
It is well known that (D([0, T ]; Rd ), d0 ) is a complete metric space. Also,
C([0, T ]; Rd ) = {w: [0, T ] Rd ; continuous} is closed in (D([0, T ]; Rd ), d0 ), and
the Skorohod topology relativized to C([0, T ]; Rd) coincides with the uniform topol-
ogy there. (See, e.g., [1].)
We have the following result about the tightness in (D([0, T ]; Rd )), the space
of all probabilities on D([0, T ]; Rd): let (n , Fn , Pn ), n = 1, 2, . . . , be probability
spaces, and let Xn : n D([0, T ]; Rd), n N, be measurable. Let Xn = Pn Xn1 .
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Theorem 3.4.1. Suppose that there exist constants , , , C > 0 such that
(1) E Pn [Xn ( ) ] C,
(2) E Pn [|Xn (r)Xn (s)| |Xn (s)Xn (t)| ] C|tr|1+ for any 0 r s t 1,
(3) E Pn [|Xn (s) Xn (t)| ] C|t s| for any 0 s t 1,
Proof. This is a corollary of results of [1]. Indeed, by [1, Theorem 13.2] and the
paragraph between pp. 140141 there, we have that {Xn } n=1 is tight if the fol-
lowing four conditions are satised (see [1] for the notations).
The fact that our conditions (1) and (3) imply (1) and (3) here, respectively, is
trivial by Chebyshevs inequality. The condition (4) here is also gotten in the same
way, with the help of our (1) and the dominated convergence theorem. So the only
thing left is to conrm that the (2) here is also satised. We do it in the following.
We use [1, Theorem 10.4], (the quantities , ((s, t]), and P there are
1
Xn , C 1+ (t s), /2 and Pn in our case, respectively, and the quantity L(, )
there is now replaced by wX n
()). Our condition (2) implies that
2K 1 1
Pn (|wX n
()| a) 2
(C 1+ T )(C 1+ 2) .
a
The right-hand side above certainly converges to 0 as 0 for any a > 0.
Finally, let D([0, ); Rd ) be the set of functions on [0, ) that are right con-
tinuous and have left limits at every point, and let
where d0n is the Skorohod metric on D([0, n]; Rd ) as just dened, and gn is the
function given by gn (t) = 1{t[0,n1]} + (n t)1{t(n1,n]} .
Then the convergence to a continuous process in (D([0, ); Rd ), dis) is equiva-
lent to the convergence to it in (C([0, T ]; Rd ), [0,T ] ) for all T > 0.
By [1, Theorem 16.7], we have that in order to prove the weak convergence of
the distribution of a process with t [0, ) in (D([0, ); Rd ), dis), it is sucient
to show it for t [0, T ], for all T > 0.
= { (, t + 2m1/2 ) E} .
Proposition 3.6.5 below ensures that (Xi (t ), Vi (t )), i = 1, . . . , N , are
Ft -measurable.
Also, we dene a new potential in the following way. Let
(t) = (s)ds, t R,
t
1 2
p(s) = |v| + s dv,
Rd 2
and let
N
X)
U( = p Ui (Xi x) p(0) dx.
Rd i=1
(2)
d 1 2
sup sup E Pm Pi (t) < ,
dt
m(0,1] t[0,T ]
for any i = 1, . . . , N .
In particular, the distributions of {Mi (t) + i (t); t [0, T ]} and {Pi1 (t); t
[0, T ]} under Pm are tight in (D([0, T ]; Rd)) as m 0, and any of their
cluster points have continuous canonical processes.
Let us explain a little bit before going further. As claimed in Sec. 1, in our
model, the molecules feel each other through the mediation of the gas atoms, and
the molecules do not interact with each other directly. In Lemma 3.5.1, we re-
express the interactions in such a way that the light atoms do not appear explicitly
this time. In this new expression, the function U( X)
appears as a new potential.
As will be shown later (Lemma 4.3.3), it is approximately the expected total force
given by the frozing approximations (t, x, v, X).
, it is easy to see that if |Xi Xj | > Ri + Rj for any i = j,
By the denitionof U
N
then U (X) = i=1 Rd (p(Ui (x)) p(0))dx, therefore,
(X)
U = 0, if |Xi Xj | > Ri + Rj for any i = j. (3.31)
So in this case, the value of U at X
is a constant. Write this constant as U0 .
So our new potential U (X(t)) keeps 0 until any pair of two molecules are too
near such that their (original) potentials overlap. This is heuristic because when
the molecules are far enough from each other, as a result of our cut-o, they feel
the inuence of dierent atoms, so by the symmetry of the potentials and the
initial distribution m , we get our assertion. Also notice that as soon as this term
becomes non-zero, since m1/2 , it gives us an innitely strong force. This
is why we needed to stop the process in Theorem 2.0.1(2) (see also the paragraphs
following it).
Also, we will use the following lemmas to prove Theorem 2.0.1(4):
Lemma 3.5.2. Let D be any open subset of RdN , and assume that for any i =
1, . . . , N, there exists a Cb1 -class function gi : D
Rd satisfying
gi (X) X)
i U( (X)|,
= |i U D,
for any X i = 1, . . . , N.
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Let
D = inf{t 0; X(t) D }.
C
Then
(1)
T f
D
sup E Pm
m 1/2 X(t))|dt
|i U( <
m(0,1] 0
for any i = 1, . . . , N,
N
(X(t
(2) the distributions of m1/2 (U
D )) U0 ) +
2
2 |Vi (t
Mi
i=1 D )|
under Pm is tight in (C([0, T ]; R)) as m 0.
Let L be the operator dened in Sec. 2. By looking into the concrete expressions
of the decomposition (3.30), we can get the following Lemma. In particular, this
implies Theorems 2.0.1(2) and 2.0.1(3). The proof will be given in Sec. 5.
Lemma 3.5.3. Let D0 = (supp U U 0 )C RdN , and assume that f C0 (D0
dN
R ). Then we have that the distribution of f (X(t ), V (t )) under Pm is
tight in (C([0, T ]; R)) as m 0, and its limit is the solution of the L-martingale
problem stopped at .
N
m1 |Ui (x(t, x, v, ) Xi (t, )) |
i=1 0
N
m1 (m1/2 C0 )1 Ui
i=1
d[(x(t, x, v, ) Xi (t, )) ]
|(x(t,x,v,)Xi (t,))|Ri
N
m1 (m1/2 C0 )1 Ui 2Ri
i=1
= m1/2 C0 ,
which yields a contradiction. Therefore, ().
N
m v(t, (s, x, m 1/2
v)) = Ui (x(t, (s, x, m1/2 v)) Xi (t)),
dt
i=1
we have
d2
x(m1/2 t + s, (s, x, m1/2 v))
dt2
N
= Ui (x(m1/2 t + s, (s, x, m1/2 v)) Xi (m1/2 t + s, )).
i=1
Also, for any s > 0 and t [0, T ()], we have by denition and (3.32) that
(x(t, (s, x, m1/2 v)), v(t, (s, x, m1/2 v))) = (s t, x, m1/2 v) (3.33)
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g(t) et , 0 t T.
(2)
d2
N
y(t) = {Ui (y(t) + 0 (t, x, v; X(s
am1/2 , )) Xi (m1/2 t + s, ))
dt2 i=1
Ui ( 0 (t, x, v; X(s
am1/2 , )) Xi (s am1/2 , ))}.
(3) there exists a constant C, depending only on n, and N 2 Ui , such that
i=1
d
|y(t)| + y(t) m1/2 C(2
+ |a|), (3.35)
dt
if 0 m1/2 t + s T () and |t| 2 .
Proof. We rst show the rst assertion. We have by (3.34) that x(m1/2 t +
s, (s, x, m1/2 v)) = x+tv in our setting. We next look at the term 0 (t, x, v; X(s
1/2 1/2
am , )). It is trivial that |Xi (s am , )| |Xi,0 | + nT under our assump-
tion. Also, since t and |v| 2C0 + 1, we have for any s big enough that
u [0, t + s] u s [
s, t] [
s, ], hence
inf |x sv + uv| |t||v| C01 R0 (2C0 + 1) R0 ,
s]
u[0,t+e
(this might look incorrect if one forgets the fact that t is now taken to be nega-
tive). Therefore, 0 (t, x, v; X(s 0 (t + s, x sv, v; X(s
am1/2 , )) = limes
1/2
am , )) = x + tv. This proves our rst assertion.
The second assertion is trivial by denition.
Let us prove the third assertion. Notice that for any |t| 2 satisfying 0
m1/2 t + s T (), we have
|Xi (m1/2 t + s, ) Xi (s am1/2 , )|
n|(m1/2 t + s) (s am1/2 )| nm1/2 (2 + |a|),
so by (2),
2
d N
y(t) 2 Ui |y(t) [Xi (m1/2 t + s, ) Xi (s am1/2 , )]|
dt2
i=1
N
2 1/2 2
Ui m n(2 + |a|) + Ui |y(t)|.
i=1 i=1
Therefore,
2
d
y(t), d y(t) d y(t) + d y(t)
dt dt dt dt 2
N
m1/2 2 Ui n (2 + |a|)
i=1
N
d
+ 1+ Ui y(t), y(t)
2
i=1
dt
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d
g(t) = d y(t ), d y(t )
dt dt dt
N
N
1/2 2 2
m Ui n (2 + |a|) + 1 + Ui g(t),
i=1 i=1
i=1
N N
Here C is a constant depending only on , n, i=1 3 Ui and i=1 2 Ui .
d2
N
y(t) = {Ui (y(t) + 0 (t, x, v; X(s
am1/2 )) Xi (m1/2 t + s))
dt2 i=1
Ui ( 0 (t, x, v; X(s
am1/2 )) Xi (s am1/2 ))}
N 1
+ 0 (t, x, v, X(s
am1/2 )) Xi (s am1/2 ))
so
N 1
d2
2
(t) = d{2 Ui ([y(t) {Xi (m1/2 t + s) Xi (s m1/2 a)}]
dt i=1 0
+ 0 (t, x, v; X(s
am1/2 )) Xi (s am1/2 ))
2 Ui ( 0 (t, x, v; X(s
am1/2 )) Xi (s am1/2 ))}
N
2 Ui ( 0 (t, x, v, X(s
am1/2 )) Xi (s am1/2 ))
i=1
Therefore, since |Xi (m1/2 t + s) Xi (s m1/2 a)| n(t + |a|)m1/2 in our domain,
s+m1/2 t
and Xi (m1/2 t + s) Xi (s m1/2 a) = sam1/2 Vi (r)dr, we get
2
N
d N
N s+m1/2 t
+ 2 Ui |Vi (r) Vi (s m1/2 a)|dr. (3.36)
i=1 sam1/2
N
C1 = + n)2 (2 + 1)2 ,
3 Ui (C
i=1
N
C2 = 2 Ui .
i=1
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+ (C2 + 1)g(t),
s+m1/2 t
Therefore, by Gronwalls inequality and the monotonicity of sam1/2 |Vi (r)Vi (s
m1/2 a)|dr again, the above implies
1/2
s+m (t )
(C2 +1)3 2 1/2
g(t) 3 e C1 m(1 + |a|) + C2 |Vi (r) Vi (s m a)|dr ,
sam1/2
In the following proposition, we show that similarly as for the solution of New-
tons equation (see Corollary 3.2.3), x(m1/2 t + s, (s, x, m1/2 v)) does not interact
with Xi (m1/2 t + s, ) if |t| is big.
Proposition 3.6.5. Let (x, v) E and |v| > 2C0 +1. Suppose that 0 m1/2 t+s
T () and that either t < or t > 2 . Then
where when passing to the last line, we used the fact that s < 0 and C0 +
1 |v| < 0.
Let us now prove the assertion for t > 2 and s > 0. Notice that s < T in
this case since we have by assumption 0 m1/2 t + s T ().
We rst show that
In the following, again, we use the fact that v(u, (s, x, m1/2 v)) m1/2 (C0 +
1) > 0 for any u (0, T ), which is guaranteed by Proposition 3.6.1. We also
use the fact that x(0, (s, x, m1/2 v)) = x sm1/2 v, x = 0 and v = |v|. Let
1/2
s0 = R 0
|v| m . If s [0, s0 ], then we have that
s
1/2
x(s, (s, x, m v)) = v(u, (s, x, m1/2 v))du + (x sm1/2 v)
0
R0 1/2
0 m1/2 |v|s m1/2 |v| m = R0 .
|v|
therefore,
s
1/2
x(s, (s, x, m v)) = v(u, (s, x, m1/2 v))du
ss0
This completes the proof of our assertion, hence the lemma is proven.
Before closing this section, let us discuss a little bit more about the new potential
and the function p dened in Sec. 3.5.
U
The following equation will be used later:
1
N
i U (X)
= Ui (Xi x) |v|2 + Ui (x Xi ) dxdv. (3.39)
R2d 2 i=1
hence
p (s) = Cd (r + s)r 2 1 dr
d
0
(t)(t s) 2 1 dt.
d
= Cd
s
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So if s < e0 , then
(t)(t s) 2 1 dt,
d
p (s) = Cd (3.40)
0
d
p (s) = Cd 1 (t)(t s) 2 2 dt,
d
(3.41)
2 0
d d
(t)(t s) 2 3 dt.
d
p (s) = Cd 1 2
2 2 0
Also notice that under the condition s < e0 , if 0 t < s, then t < e0 , hence
(t) = 0. Therefore, we get that
< 0, if d 3,
p (s) = 0, if d = 2, (3.42)
> 0, if d = 1.
with
tn
Vi0 (t) = 1[4m1/2 ,) (s)ds
0
Ui (Xi (s, ) x(s, (r, x, m1/2 v))) (dr, dx, dv),
RE
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tn
Vi1 (t) = 1[0,4m1/2 ) (s)ds
0
Ui (Xi (s, ) x(s, (r, x, m1/2 v))) (dr, dx, dv).
RE
with
tn
Vi10 (t) = 1[0,4m1/2 ) (s)ds
0
{Ui (Xi (s, ) x(s, (r, x, m1/2 v)))
RE
Before discussing the behavior of Vi10 (t), let us prepare the following result. Fix
any t0 > 0. Then we have the following:
Lemma 4.2.1. For any s [0, t0 ] satisfying 0 m1/2 s T n (), we have that
N PN
2 Ui +1)t0
nm1/2 s 2 Ui t0 e( i=1 .
i=1
Proof. The main tool is again Gronwalls lemma. First notice that under our
condition, |Xi (m1/2 s) Xi (0)| nm1/2 s. Let
Then we have
d2
N
(s) = {Ui (x(m1/2 s, (r, x, m1/2 v)) Xi (m1/2 s))
ds2 i=1
N
2 Ui (|(s)| + nm1/2 s).
i=1
nm1/2 s 2 Ui + 2 Ui + 1 g(s).
i=1 i=1
N PN
1/2 2 Ui +1)s
g(s) nm s 2 Ui t0 e( i=1 .
i=1
N PN
2 Ui +1)4
ns 2 Ui 4 e( i=1 , (4.1)
i=1
Proof. First notice that in the denition of Vi10 , we are taking an integral for
s [0, 4m1/2 T ()), so if r > 6m1/2 or r < 2m1/2 , then we have
|u| > 2m1/2 for any u [r s, r], so since x v = 0, we get by denition
0 (m1/2 s, (m1/2 r, x, v); X(0)))|
| = |x m1/2 (r s)v|
m1/2 |r s||v| 2 |v|
R0 .
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if r > 6m1/2 or r < 2m1/2 . Also, (4.2) holds if |x| R0 + 1. Similarly, the same
holds with X(0) substituted by X(s) (since 0 s ). Let
N PN 2
C1 = 2 Ui 2 Uj 4 e( j=1 Uj +1)4 + 1.
j=1
Then by combining these facts with (4.1), we get that for any s [0, 4m1/2 T
()),
We need to discuss the L2 (Pm )-norm of the integral on the right-hand side above.
Notice thatin general, it is easy to see by the denition of a Poisson point process
that E Pm [( gd )2 ] = g 2 dm + ( gdm )2 for any g L2 (m ).
N
Let c = j=1 Uj , and set C2 = 8 (2(R0 + 1))d1 Rd c ( 12 |v|2 )|v|dv, which
is nite by our assumption. Then we have by denition that
1[0,R0 +1) (|x|)1[2m1/2 ,6m1/2 ] (r)(dr, dx, dv)
RE
= 1[0,R0 +1) (|x|)1[2m1/2 ,6m1/2 ] (r)m1 0 (x m1/2 rv, v)dr(dx, dv)
RE
1 2
1[0,R0 +1) (|x|)1[2m1/2 ,6m1/2 ] (r)m1 c |v| dr(dx, dv)
RE 2
1/2 1 1 2
8m m (2(R0 + 1)) d1
c |v| |v|dv
Rd 2
= C2 m1/2 .
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Therefore,
2
Pm
E 1[0,R0 +1) (|x|)1[2m1/2 ,6m1/2 ] (r) (dr, dx, dv)
RE
= 1[0,R0 +1) (|x|)1[2m1/2 ,6m1/2 ] (r)(dr, dx, dv)
RE
2
+ 1[0,R0 +1) (|x|)1[2m1/2 ,6m1/2 ] (r)(dr, dx, dv)
RE
1/2
C2 m + C22 m1 . (4.4)
For the term Vi11 (t), we show in the following that it is also negligible when
m 0. The main idea is to use the fact that the expectation (of the integral with
respect to the counting measure) is 0 (see (4.5) below), which means that we only
need to calculate its variance.
Lemma 4.2.3.
E Pm
sup |Vi11 (t)|2 0 as m 0.
0tT
for any s [0, 4m1/2 T ) and |v| C0 . Indeed, since |Xi (0) Xj (0)| > Ri + Rj
X(0))
for any i = j, we have by (3.31) that i U( = 0. Combining this with (3.39),
we get that
N
1
Ui (Xi (0) x) |v|2 + Uj (x Xj (0)) dxdv = 0.
R 2d 2 j=1
Applying Proposition 3.1.1 to this with t = m1/2 s and f (x, v) = Ui (Xi (0) x),
we get
N
0 (m1/2 s, x, v; X(0)))
Ui (Xi (0) 1 |v|2 + Uj (x Xj (0)) dxdv = 0.
R 2d 2 j=1
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N
|v|2 + Uj (0 (r, x, v) Xj (0)) dr(dx, dv) = 0.
2 j=1
As in the proof of Lemma 4.2.2, (4.2) holds if r > 6m1/2 or r < 2m1/2 , or
if |x| R0 + 1. Let
1
C3 = 8 (2(R0 + 1))d1 Ui 2 c ( |v|2 )|v|dv,
R d 2
Therefore,
E Pm
sup |Vi11 (t)|2
t[0,T ]
T
E Pm
1[0,4m1/2 ) (s) Ui (Xi (0)
0 RE
2
(m0 1/2
s, (m 1/2
r, x, v); X(0)))( (dr, dx, dv) (dr, dx, dv)) ds
T
1/2
E Pm
4m 1[0,4m1/2 ) (s) Ui (Xi (0)
0 RE
2
0 (m1/2 s, (m1/2 r, x, v); X(0)))(
(dr, dx, dv) (dr, dx, dv)) ds
4m1/2
(4m 1/2
) dsE Pm Ui (Xi (0)
0 RE
2
(m 0 1/2
s, (m 1/2
r, x, v); X(0)))(
(dr, dx, dv) (dr, dx, dv))
(4m1/2 )2 C3 m1/2 ,
which converges to 0 as m 0. This completes the proof of our assertion.
Combining Lemmas 4.2.2 and 4.2.3, we get the following main result of this
subsection.
Lemma 4.2.4.
E Pm sup |Vi1 (t)|2 0 as m 0.
0tT
|m1/2 (s r)| 2.
So for s [4m1/2 , ),
r < 2m1/2 Ui (Xi (
r ) 0 (m1/2 (s r), x, v; X(
r ))) = 0.
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where
fi (s, r, x, v) = Ui (Xi (s) x(s, (r, x, m1/2 v)))
r ) 0 (m1/2 (s r), x, v; X(
Ui (Xi ( r ))),
$ 05 0 1/2
i (s, r, x, v) = {Ui (Xi (s) (m (s r), x, v; X(s)))
F
We discuss each term in the above decomposition in the following. We will show
that Vi02 (t) and Vi05 (t) give us the smooth term in (3.30), and the martingale
part of Vi03 (t) gives us the martingale term there (see the end of Sec. 4).
For the term Vi02 , we have by denition
d 02
Vi (t) = 1(4m1/2 ,) (t) fi (t, r, x, v; ) (dr, dx, dv).
dt RE
By denition and assumption, we have that m (dr, dx, dv) = 0 if |v| 2C0 + 1.
Also, by Proposition 3.6.5 and Corollary 3.2.3, fi (t, r, x, v) = 0 if |r t| 2m1/2 .
So we only need to consider the case where t [4m1/2 , T ), r [2m1/2 , T
() + 2m1/2 ] and |v| 2C0 + 1.
Before going further, we rst show the following, with the help of Proposi-
tion 3.6.5, Corollary 3.2.3 (which claimed that both of the two interactions exist
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only for a certain range of t r), and Proposition 3.6.3 (which gave an estimate for
the error of our approximation of x(t, (r, x, m1/2 v))).
Proof. First, since t [0, T n ), we have by Proposition 3.6.5 that Ui (Xi (t)
x(t, (r, x, m1/2 v))) = 0 if t r > 2m1/2 or t r < m1/2 . Also, since r
[0, T n ) by denition, we have |Xi ( r )| |Xi,0 | + nT , so by Corollary 3.2.3,
Ui (Xi ( r ) 0 (m1/2 (t r), x, v; X(
r ))) = 0 if t r 2m1/2 or t r m1/2 .
Combining the above, we get that fi (t, r, x, v) = 0 if r / [t 2m1/2 , t + m1/2 ].
1/2 1/2
Next, for r [t 2m , t + m ], if |x| R0 + 1, since x v = 0, we get
easily that |x(t, (r, x, m1/2 v))| = |x (r t)m1/2 v| |x| R0 + 1, hence both
of the terms of fi (t, r, x, v) are equal to 0.
Finally, we show, for |x| < R0 + 1 and r [t 2m1/2 , t + m1/2 ], that
|fi (t, r, x, v)| Cm1/2 . For this kind of x and r, since t [4m1/ , T ()], we
have by denition 2m1/2 r T + m1/2 , so r = r 2m1/2 . We have
The term involving X is easy. Indeed, since t, r [0, T ()], we have by denition
We next deal with the second absolute value above. Notice that by assumption,
0 r 2m1/2 T (), 0 r m1/2 T () and 0 t T (). There-
fore, by Proposition 3.6.3 (3) (with (t, s, a) there given by (m1/2 (t r), r, 2 )),
such that
there exists a constant C
Now we are ready to prove the following result concerning the term Vi02 (t).
Before giving the proof, we remark that this result is natural since by
Lemma 4.3.1, fi (s, r, x, v) is not 0 only if r is very near to s, which implies by
Proposition 3.6.3(3) and 3.6.4 that 0 (m1/2 (s r), x, v; X(r
2m1/2 )) is a good
1/2
approximation of x(s, (r, x, m v)).
Therefore,
2
d
E Pm Vi02 (t)
dt
2
1/2
E Pm
Cm 1[0,R0 +1) (|x|)1[m1/2 ,2m1/2 ) (t r) (dr, dx, dv)
RE
C 2m 1[0,R0 +1) (|x|)1[m1/2 ,2m1/2 ) (t r)m (dr, dx, dv)
RE
2
+ Cm1/2 1[0,R0 +1) (|x|)1[m1/2 ,2m1/2 ) (t r)m (dr, dx, dv) .
RE
(4.8)
N
Let c = i=1 Ui , and C = 3 [2(R0 + 1)]d1 Rd c ( 12 |v|2 )|v|dv, which is nite
by assumption. Then
1[0,R0 +1) (|x|)1[m1/2 ,2m1/2 ) (t r)m (dr, dx, dv)
RE
= 1[0,R0 +1) (|x|)1[m1/2 ,2m1/2 ) (t r)
RE
1 2
N
1 1/2
m |v| + Ui (x m rv Xi,0 ) dr|v| (dx; v)dv
2 i=1
1 2
m1 3m1/2 1[0,R0 +1) (|x|)c |v| |v|
(dx; v)dv
E 2
1 2
3m1/2 [2(R0 + 1)]d1 c |v| |v|dv
Rd 2
= Cm1/2 . (4.9)
We next deal with Vi01 (t). By using Proposition 3.2.4, we show that it is equal to
m 1/2 t (X(s))ds,
i U which gives us the colliding term in Theorem 2.0.1(4).
0
2m1/2 = 2m1/2 C01 R. Since |v| 2C0 +1 and xv = 0 for m -almost every (r, x, v),
this implies |x m1/2 rv| m1/2 r|v| R0 , hence Ui (Xi,0 (x m1/2 rv)) = 0.
Therefore, by denition, Proposition 3.2.4 and (3.39),
tn
Vi01 (t) = 1[4m1/2 ,) (s)ds Ui (Xi (s) 0 (m1/2 (s r), x, v; X(s)))
0 RE
1
N
m1 |v|2 + Ui (x m1/2 rv Xi,0 ) dr(dx, dv)
2 i=1
tn
= 1[4m1/2 ,) (s)ds Ui (Xi (s) 0 (m1/2 (s r), x, v; X(s)))
0 RE
1 2
m1 |v| dr(dx, dv)
2
tn
= 1[4m1/2 ,) (s)ds
0
1 2
N
1/2
m Ui (Xi (s) x) |v| + Uk (x Xk,0 ) dxdv
R2d 2
k=1
tn
= X(s))ds,
1[4m1/2 ,) (s)m1/2 i U(
0
where we used Proposition 3.2.4 in passing to the third equality, and used (3.39) in
passing to the last equality.
So in order to complete the proof of our assertion, it suces to show that
X(s))
i U( = 0 for any s [0, 4m1/2 ], if m is small enough. We show it from
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now on. Notice that since |Xi,0 Xj,0 | > Ri + Rj for any i, j = 1, . . . , N with i = j
by assumption, there exists an m0 > 0 (small enough) such that for any m m0 ,
we have |Xi,0 Xj,0 | > Ri + Rj + 8m1/2 n for any i = j. Also, by denition, we
have |Xi (s) Xi,0 | sn 4m1/2 n for any s [0, 4m1/2 ] and i = 1, . . . , N .
Therefore,
|Xi (s) Xj (s)| |Xi,0 Xj,0 | |Xi (s) Xi,0 | |Xj (s) Xj,0 |
> Ri + Rj + 8m1/2 n 4m1/2 n 4m1/2 n
= Ri + Rj ,
so by (3.31), i U (X(s))
= 0 for any s [0, 4m1/2 ]. This completes the proof
of our assertion.
Before discussing the term Vi05 (t), let us rst prepare, by using Gronwalls
Lemma, the continuity of 0 (t, x, v; X)
with respect to X:
(depending on
Lemma 4.3.4. For any Y > 0, there exists a constant C
N 2
maxi=1 Ri + Y, , C0 and i=1 Ui ) such that
N
| 0 (t, x, v; X
1 ) 0 (t, x, v; X X
2 )| C 1X
2 Rd ,
1 |, |X
for any (x, v) E, |v| 2C0 + 1, |t| 2 and |X 2| Y .
maxN
i=1 Ri +Y
Proof. Choose and x any v Rd with |v| 2C0 + 1, and let s0 = |v|
2 . Let g(t) = 0 (t, x, v; X
1 ) 0 (t, x, v; X
2 ). Then by denition,
0 (t + s0 , x s0 v, v; X
g(t) = 1)
0 (t + s0 , x s0 v, v; X
2 ),
so
d2
N
g(t) = 0 (t + s0 , x s0 v, v; X
Ui ( 1 ) Xi1 )
dt2 i=1
N
+ 0 (t + s0 , x s0 v, v; X
Ui ( 2 ) Xi2 ).
i=1
N 2
Let C = i=1 Ui , then
2
d N
g(t) 2 Ui (|g(t)| + |Xi1 Xi2 |) C(|g(t)| + X
1X
2 Rd ),
dt2
i=1
therefore,
2
d d
g(t), d g(t) g(t) + d g(t)
dt dt dt dt2
d
CX X Rd + (1 + C) g(t), g(t) .
1 2
dt
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d
Also, g(s0 ) = dt g(s0 ) = 0. Let h(t) = |(g(t s0 ), dt
d
g(t s0 ))|. Then h(0) = 0,
and for any t [0, s0 + 2 ],
t
h(t) CX 1X 2 Rd (s0 + 2 ) + (1 + C) h(s)ds,
0
so by Gronwalls Lemma,
1X
h(t) CX 2 Rd (s0 + 2 )e(1+C)(s0 +2 ) , t [0, s0 + 2 ].
maxN Ri +Y
Notice that since |v| 2C0 + 1, we have 2 s0 i=1
2C0 +1 2 . Therefore,
|g(t)| h(t + s0 )
maxN i=1 Ri + Y
maxN
i=1 Ri +Y
C 2 + 2 e(1+C)( 2C0 +1 2 +2 ) X
1X
2 Rd ,
2C0 + 1
for any t [2, 2 ]. This complets the proof of our assertion.
Proof. First, since s, r [0, T ()] in our domain, it is easy to see that
$
|F 05 $ 05
i (s, r, x, v)| = 0 if |x| R0 + 1. Also, by Corollary 3.2.3, |Fi (s, r, x, v)| = 0 if
1/2
|m (s r)| 2 . Finally, for |x| R0 + 1 and |s r| 2m1/2 , by denition
and Lemma 4.3.4, we only need to show the following:
r )| Cm1/2 ,
|Xi (s) Xi ( s 4m1/2 . (4.10)
To show (4.10), again, notice that in the present setting, 0 r 2m1/2 T ,
so r = r 2m1/2 . So the left-hand side of (4.10) = |Xi (s) Xi (r 2m1/2 )|
n|s (r 2m1/2 )| n(|s r| + 2m1/2 ) n4m1/2 .
This completes the proof of our assertion.
By Lemma 4.3.5, we get the following lemma in the same way as we derived
Lemma 4.3.2 from Lemma 4.3.1.
Lemma 4.3.7.
E Pm
sup |Vi04 (t)|2 0 as m 0.
0tT
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Proof. The proof is similar to previous ones, it is easier than the one of
Lemma 4.2.3, where we had to show rst that the expectation is 0 (see (4.5)),
whereas now, we are considering only the variance from the very beginning.
We have for any s [0, 4m1/2 ] that
N
m1 |v|2 + Uj (x m1/2 rv Xj,0 ) dr(dx, dv)
2 j=1
1 2
Ui 2 8m1/2 (2(R0 + 1))d1 m1 c |v| |v|dv
Rd 2
= C4 m1/2 . (4.11)
Therefore,
4m1/2
E Pm sup |Vi04 (t)|2 E Pm 4m1/2
0tT 0 [2m1/2 ,)E
(4m1/2 )2 C4 m1/2 ,
Now, the only term left to be discussed is Vi03 . We deal with it in the next
subsection.
Let
$ t
V$03
i (t) =
(dr, dx, dv)
N ds
(0,t]E 0
Then
$
Vi03 (t) = V$03
i (t ).
where
4m1/2
i (t) =
M (dr, dx, dv)
N ds
(0,t]E 0
Ui 2 1[0,R0 +1) (|x|)1[0,2 ] (|m1/2 (t r) 2 |)
(0,t]E
1 2
m1 dr |v| (dx, dv)
2
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1 2
4m1/2 Ui 2 (2(R0 + 1))d1 m1 |v| |v|dv
Rd 2
= C1 m1/2 .
(4.12)
i (t) M
E Pm [|M i (s)|2 |Fs ]
2
4m1/2
Pm 0 1/2
=E Ui (Xi (r) (m u , x, v; X(r)))du
(s,t)E 0
1 2
1[0,R0 +1) (|x|)m1 dr |v| (dx, dv) Fs
2
i (t) M
E Pm [|M i (s)|2 |M
i (s) M
i (r)|2 ] C 2 |t s||s r|. (4.14)
2 1/2
E Pm i (t)| E Pm sup |M
sup |M i (t)|
t[0,T ] t[0,T ]
i (t)|2 ]1/2
2 sup E Pm [|M
t[0,T ]
2 sup Ct = 2 CT < . (4.15)
t[0,T ]
i (t)}
Lemma 4.4.1. {The distribution of {M t[0,T ] under Pm }m(0,1] is tight in
d
(D([0, T ]; R )).
We next show that under any of its cluster points as m 0, the canonical
process is continuous with probability 1. We rst make the following preparation.
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0 |ts|
%
B= D([0, T ]; R ): sup |(t) (s)| >
d
.
|ts|e 2
0
Then
A A B o B.
Here A and B o means the closure of A and the interior of B in (D([0, T ]; Rd), d0 ),
respectively.
Therefore,
sup |(t) (s)| = sup |((t)) ((s))|
|ts|e |(t)(s)|e
Now, we are ready to prove the continuity of canonical processes of cluster points
i (t)}
of {{M t[0,T ] under Pm }m0 .
such that
%
Q Dd ([0, T ]): sup |(t) (s)| > = a > 0.
0 |ts|
We next use Lemma 4.4.3 to show the following, which will be used later.
i (t) M
Proof. Let a(m, ) = Pm (sup0stT,|st| |M i (s)| > ). If
i )1 , k N. Also, let
for any k N. As before, let Qk = Pmk (M
Ak = D([0, T ]; R ): d
sup |(t) (s)| > ,
0stT,|ts|k
Bk = D([0, T ]; Rd): sup |(t) (s)| > .
0stT,|ts|ek 2
Then Qk (Ak ) > a by assumption, and by the same argument as in the proof of
Lemma 4.4.2, we get that Ak Ak Bko Bk for any k N. Also, Ak is monotone
decreasing with respect to k, hence for any k, we have that Q (Ak ) Q (A ) >
a. Therefore, since Ak is a closed set, we get that
Q (Bk ) Q (Ak ) lim sup Q (Ak ) a.
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which means that Q ({canonical process has jump /2}) a, which contra-
dicts Lemma 4.4.3. This completes the proof of our assertion.
Proof. |4 ]
2By 2 the general
4
fact of Poisson point process that E[| f dN
E[3( f d) + f d], we get with the help of Doobs inequality that
E Pm sup |M i (t)|4
t[0,T ]
i (T )|4 ]
(4/3)4 E Pm [|M
4m1/2
4
= (4/3) E 3 (dr, dx, dv) ds
(0,T ]E 0
2 2
Ui (Xi (r ) (m1/2 s 2, x, v; X(r
)))
4m1/2
+ (dr, dx, dv) ds
(0,T ]E 0
4
Ui (Xi (r ) (m1/2 s 2, x, v; X(r
)))
4 1 1 2
(4/3) 3 m |v| dr(dx, dv)
(0,T ]E 2
2
1/2 2
(4m Ui 1[0,R0 +1) (|x|))
1 2
+ m1 |v| dr(dx, dv)(4m1/2 Ui 1[0,R0 +1) (|x|))4
(0,T ]E 2
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2
1 2
(4/3)4 3(4 Ui )4 T (2(R0 + 1))d1 |v |v|dv
Rd 2
1 2
+ (4 Ui )4 mT (2(R0 + 1))d1 |v |v|dv .
Rd 2
The right-hand side above is dominated by a nite global constant for m (0, 1].
We next deal with i (t). First, we use some basic properties of Poisson point
process to show that there exists a constant C such that
E Pm [|i (t)|6 ] Cm3/2 , t [0, T ], m (0, 1]. (4.18)
In fact, notice that i (t) can be expressed as
4m1/2
i (t) =
N (dr, dx, dv) ds
[(t4m1/2 )0,t]E (tr)(4m1/2 )
4 1 1 2
A m |v| dr(dx, dv)
[(t4m1/2 )0,t]E 2
1 2
+ A6 m1 |v| dr(dx, dv)
[(t4m1/2 )0,t]E 2
3
1/2 1/2 2 1 1 2
C 4m (4m Ui ) m (2(R0 + 1))d
|v| |v|dv
Rd 2
2
1/2 1/2 3 1 1 2
+ 4m (4m Ui ) m (2(R0 + 1))d
|v| |v|dv
Rd 2
1/2 1/2 2 1 1 2
+ 4m (4m Ui ) m (2(R0 + 1)) d
|v| |v|dv
Rd 2
1 2
4m1/2 (4m1/2 Ui )4 m1 (2(R0 + 1))d |v| |v|dv
Rd 2
1
+ 4m1/2 (4m1/2 Ui )6 m1 (2(R0 + 1))d |v|2 |v|dv ,
Rd 2
Lemma 4.4.6.
lim E Pm sup |i (t)|2 = 0.
m0 0tT
Proof. By (4.18),
4
[m 3 T ]
E Pm |i (km4/3 )|6 Cm3/2 m4/3 T 0, as m 0.
k=0
In particular we have
4/3 6
E Pm
max 4 |i (km )| 0, as m 0. (4.19)
0k[m 3 T ]
+ 4E Pm [|i (m ) i ( 2
m )| ].
i (m ) M
+ 2E Pm [|M i ( 2
m )| ].
Since 0 m m m
4/3
, we get by (4.12) that
T 2
$ $ d $
E Pm [|V$03 $ 03 2
i (m ) Vi (m )| ] E
Pm
1[m ,f
m]
(t) V$ 03 (t) dt
0 dt i
2
T T d $
E Pm 1[m ,f (t)dt V$ 03
m] dt i (t) dt
0 0
T $ 2
Pm d $
m4/3 E 03
dt Vi (t) dt
0
m4/3 T C1 m1/2 0, as m 0.
i (m ) M
For the term E Pm [|M i ( 2
m )| ], we rst notice that since 0 m m
m4/3 by denition, (4.16) gives us that
i (m ) M
lim Pm (|M i (
m )| > ) = 0. (4.21)
m0
This is true for any > 0. Also, we have by Lemma 4.4.5 that for any > 0,
i (m ) M
E Pm [|M i ( 2
m )| ]
i (m ) M
E Pm [|M i ( 2 i i
m )| , |M (m ) M (m )| > ] +
2
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i (m ) M
E Pm [|M i ( 4 1/2
m )| ]
i (m ) M
P (|M i (
m )| > )
1/2
+ 2
1/2 4
4E Pm i (t)|
sup |M i (m ) M
P (|M i (
m )| > )
1/2
+ 2
t[0,T ]
i (m ) M
4C 1/2 P (|M i (
m )| > )
1/2
+ 2 .
i (m ) M
lim E Pm [|M i ( 2
m )| ] = 0,
m0
lim E Pm [|i (m ) i ( 2
m )| ] = 0,
m0
Combining all of the results in Secs. 4.14.3, we get Lemma 3.5.1, with
i (t ),
Mi (t) = M
Pi1 (t) = Vi02 (t) Vi05 (t), (4.22)
i (t) = Vi1 (t) + Vi04 (t) i (t ).
Before closing this subsection, we state the following result with respect to the
quadratic variation of the martingale Mi (). The proof is easy and we omit it. For
i = 1, . . . , N and k = 1, . . . , d, let
2
Aik (r) = Aik (r, x, v) = k Ui (Xi (r) 0 (u, x, v; X(r)))du.
2
Then we have:
= g(X(T D ))(Mi (Vi (T
D ) Vi (0)) + Mi (T
D)
T fD
1
+ i (T
D ) + Pi (T D ))
(g(X(t)) (t))
V
0
{Mi (Vi (t
D ) Vi (0)) + Mi (T
D ) + i (T
D)
+ Pi1 (t
D )}dt
(g + g N nT ) 2Mi n + sup |Mi (t) + i (t)| + sup |Pi1 (t)| .
0tT 0tT
Therefore, we get our rst assertion by Lemmas 3.5.1(2), 3.5.1(4) and (4.15).
Before giving the proof of the second assertion, let us make some preparation.
With the help of Lemma 4.4.7, we have the following.
Lemma 4.5.1.
t 2
lim E Pm
sup i (s)dMi (s) = 0.
m0 t[0,T ] 0
t
Proof. Since Mi () is a martingale, Lemma 3.5.1(4) implies that 0 i (s)dMi (s) is
also a martingale. Therefore, with the help of Lemma 4.4.7 and Doobs inequality,
we get that
t 2
E Pm
sup i (s)dMi (s)
t[0,T ] 0
2
T
4E Pm i (s)dMi (s)
0
d T
Pm
=2 E ik (s)i (s)d[Mik , Mi ]s
k,=1 0
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d T
Pm
= 2m E ik (s)i (s) Aik (s, x, v)Ai (s, x, v)N (ds, dx, dv)
k,=1 0 E
1 2
2(4 Ui )2 E Pm [|i (s)|2 ]1[0,R0 +1) (|x|) |v| (dx, dv)ds
[0,T ]E 2
1 2
2(4 Ui ) T (2(R0 + 1))2 d1
v |v|dvE Pm [|i (s)|2 ].
Rd 2
This combined with Lemma 3.5.1(4) completes the proof of our assertion.
We next show the second assertion of Lemma 3.5.2. The basic idea is to add an
d
extra term i=1 M1i 0 i (s)dMi (s) rst, use the decomposition and the estimates
t
of Lemma 3.5.1 to show that the resulting quantity is tight, and nally delete the
added term by Lemma 4.5.1.
First, by Lemma 3.5.1, we have
(X(t
m1/2 (U (X(0)))
)) U
N
t
Mi 1 2
+ |Vi (t )| + i (s)dMi (s)
i=1
2 Mi 0
N N
t
Mi 2 (X(s))
= |Vi (0)| + m1/2 i U Vi (s)ds
i=1
2 i=1 0
t
t
d 1
+ Mi Vi (s) Vi (s)ds + i (s)dMi (s)
0 ds Mi 0
N N
t t
Mi d 1
= |Vi (0)|2 + Vi (s) P (s)ds + Vi (s)dMi (s)
i=1
2 i=1 0 ds i 0
t t
1
+ Vi (s)di (s) + i (s)dMi (s) .
0 Mi 0
t
Therefore, by Theorem 3.4.1, we get that 0 Vi (s) ds d
Pi1 (s)ds under Pm is tight
for m (0, 1].
t
For the term 0 1[0,] (s)Vi (s)dMi (s), we recall that = inf{t > 0; maxi=1,...,N
|Vi (t)| = n}, so is a Ft -stopping time. Therefore, since {Mi (s)}s is a martingale,
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we get that
t
Ni (t) := 1[0,] (s)Vi (s)dMi (s)
0
is also a Ft -martingale. Notice that
E Pm [|Ni (t) Ni (s)|2 |Fs ] n2 d2 E Pm [|Mi (t) Mi (s)|2 |Fs ].
So by Lemma 3.5.1(3), we get that
E Pm [|Ni (t) Ni (s)|2 |Fs ] n2 d2 C|t s|, |N (t)| dnCm1/2 .
Therefore, similarly as in the proof of Lemmas 4.4.1 and 4.4.3, we get that {Ni (t)}t
under Pm is tight for m 0, and the canonical process under any of its cluster
points is continuous withprobability 1. t
Finally, we show that 0 Vi (s)di (s)+ M1i 0 i (s)dMi (s) is negligible. Notice
t
1
E Pm sup |i (s)|
A s[0,T ]
A T d 1
+ E Pm |m 1/2
i U(X(s))| + Pi (s) ds .
0 ds
Combining this with Lemmas 3.5.1(2), 3.5.1(4) and 3.5.2(1), by taking rst A > 0
small enough and then m > 0 small enough, we get that
t
d
lim Pm sup i (s) m 1/2 (X(s))
i U Pi (s) ds > = 0
1
m0 ds
t[0,T f
D] 0
for any > 0. This completes the proof of the fact that m1/2 (U (X(t
D ))
tfD
U (X(0)))
+ N M i
|Vi (t
D )|2
+ 1
i (s)dM i (s) under Pm is tight
i=1 2 Mi 0
as m 0, and the canonical process under any of its cluster points is continuous
with probability 1. This combined with Lemma 4.5.1 gives us our second assertion
of Lemma 3.5.2.
In this section, we give the proof of the fact that any cluster point gotten above is
the stopped diusion process with generator L as given in Sec. 2, by proving that it
is the solution of the martingale problem L. This certainly implies Theorem 2.0.1(2)
and 2.0.1(3).
For the sake of simplicity, in this section, we let = n 0 . We use the same
notations as in Sec. 4. Also, we use the notation D0 = (supp U )C RdN .
5.1. Decomposition
As claimed, we show from now on that any cluster point of {distribution of {(X(t
), V (t ))}t[0,T ] under Pm } is a solution of the martingale problem L, i.e. for
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and let Yt = Y (t) = (Y1 (t), . . . , YN (t)). Then we have the following. (We use the
notations Xt = X(t) and Vt = V (t).)
Lemma 5.1.1. For any f C0 (D0 RdN ), we have that {f (Xtn , Vtn )}t and
{f (Xtn , Ytn )}t converge or do not converge for m 0 at the same time, and
when they converge, they have the same limit.
Proof. Just notice that if we let fV denote the partial dierential of f with respect
to V , then fV < and
1
|f (Xtn , Vtn ) f (Xtn , Ytn )| fV max sup |i (s)|,
i=1,...,N Mi s[0,T ]
hence
E Pm
sup |f (Xtn , Vtn ) f (Xtn , Ytn )|
0tT
1 Pm
fV max E sup |i (s)| ,
i=1,...,N Mi s[0,T ]
By Lemma 5.1.1, in order to prove that any cluster point of (5.1) is a martingale,
it suces to prove that any cluster point of
t
f (Xt , Yt ) f (X0 , Y0 ) Lf (Xs , Vs )ds
0
is a martingale. Since f C0 (D0 RdN ) (notice that all the terms involved except
Mi (t) are continuous with respect to t), we have
t
(X
fV (Xs , Ys ) U s )ds = 0,
0
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f (Xt , Yt ) f (X0 , Y0 )
t
= fX (Xs , Ys ) Vs ds
0
N t
1
+ fVi (Xs , Ys ) dMi (s) + (II) + (III) + (IV),
i=1
Mi 0
with
N t
1
(II) = fV (Xs , Ys ) dPi1 (s),
i=1
M i 0
d t
1
(III) = fV k1 V k2 (Xs , Ys )d[Mlk11 , Mlk22 ]s ,
2Ml1 Ml2 0+ l1 l2
l1 ,l2 =1 k1 ,k2 =1
N
1
(IV) = f (Xs , Ys ) f (Xs , Ys ) fV (Xs , Ys ) Ml (s)
Ml
0<st l=1
N
1 1
fVl1 Vl2 (Xs , Ys )(Ml1 (s))(Ml2 (s)) .
2 M l1 M l2
l1 ,l2 =1
N 1 t
The term i=1 Mi 0 fVi (Xs , Ys ) dMi (s) is already a martingale since
{Mi (t)}t , i = 1, . . . , N , are martingales and fV is bounded, hence it remains a
martingale when taking m 0. So it suces to show that
t t
fX (Xs , Ys ) Vs ds + (II) + (III) + (IV) Lf (Xs , Vs )ds 0.
0 0
t t
The fact that the dierence between 0 fX (Xs , Ys ) Vs ds and 0 fX (Xs , Vs )
t
Vs ds, its corresponding term in 0 Lf (Xs , Vs )ds, converges to 0 is a direct conse-
quence of Lemma 5.1.1. In the following sections, we show the convergences of the
other terms. Precisely, we show that when m 0,
t
d
(II) Vj (s)bik,jl (Xs ) f (Xs , Vs )ds 0, (5.2)
0 i,j=1 k,l=1 Vik
d
t
2
(III) aik,jl (Xs ) f (Xs , Vs )ds 0, (5.3)
0 i,j=1 k,l=1 Vik Vjl
(IV) 0. (5.4)
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Lemma 5.2.1.
lim E Pm
sup |(IV)| = 0.
m0 0tT
Proof. Since f C0 (D0 RdN ), we have that the third partial deriva-
tives fV k1 V k2 V k3 , l1 , l2 , l3 = 1, . . . , N, k1 , k2 , k3 = 1, . . . , d, are bounded. Also,
l1 l2 l3
by Lemma 3.5.1(3), the jumps of {Mi (t)} satisfy |Mi (s)| Cm1/2 . There-
N d
fore, by Taylors expansion, with C1 = l1 ,l2 ,l3 =1 k1 ,k2 ,k3 =1 fV k1 V k2 V k3 C, l1 l2 l3
we have
d
|(IV)| fV k1 V k2 V k3 |Mlk11 (s)||Mlk22 (s)||Mlk33 (s)|
l1 l2 l3
0<st l1 ,l2 ,l3 =1 k1 ,k2 ,k3 =1
N
C1 m1/2 |Ml (s)|2 .
0<st l=1
so
4m1/2
2
|Mi (s)| = N (dr, dx, dv) du
0<st (0,t]E 0
2
Ui (Xi (r ) 0 (m1/2 u 2, x, v; X(r
))) .
Recall that N is the Poisson point process with intensity m1 ( 12 |v|2 )dr(dx, dv).
Therefore, since
we get that
E Pm |Mi (s)|2
0<sT
4m1/2
= E Pm N (dr, dx, dv) du
(0,T ]E 0
2
Ui (Xi (r ) 0 (m1/2 u 2, x, v; X(r
)))
1 2
m1
|v| 1[0,R0 +1) (|x|)(4m1/2 )2 Ui 2 dr(dx, dv)
[0,T ]E 2
1 2
16 2 Ui 2 T (2(R0 + 1))d1 |v| |v|dv,
Rd 2
which is nite by our assumption.
This completes the proof of our assertion.
t
=m fV k1 V k2 (Xs , Ys )Al1 k1 (s, x, v)Al2 k2 (s, x, v)N (ds, dx, dv).
0+ l1 l2
Let
d t
1
(III ) = fV k1 V k2 (Xs , Ys )
2Ml1 Ml2 0+ l1 l2
l1 ,l2 =1 k1 ,k2 =1
1 2
Al1 k1 (s, x, v)Al2 k2 (s, x, v) |v| (dx, dv) ds.
E 2
Then we have the following. The reason is intuitively as follows: when subtracting
(III ), we are subtracting the corresponding expectation, so the resulting quantity
is its variance, which converges to 0.
Lemma 5.3.1.
lim E Pm
sup |(III) (III )| = 0.
m0 0tT
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Proof. By denition, N (ds, dx, dv) is the Poisson point process with intensity
(ds, dx, dv) = m1 ( 12 |v|2 )ds(dx, dv). Also, notice that there exists a constant
C > 0 such that |Alk (s, x, v)| C1[0,R0 +1] (|x|). Let C1 = 2C 2 fV V (T ((2R0 +
1))d1 Rd ( 12 |v|2 )|v|dv)1/2 , which is nite by assumption. Then by Doobs inequal-
ity, for any l1 , l2 = 1, . . . , N and k1 , k2 = 1, . . . , d, we have
t
E Pm
sup mfV k1 V k2 (Xs , Ys )Al1 k1 (s)Al2 k2 (s)(N )(ds, dx, dv)
0tT 0 E l 1 l 2
t
E Pm sup mfV k1 V k2 (Xs , Ys )Al1 k1 (s)Al2 k2 (s)
0tT 0 l1 l2
E
2 1/2
(N )(ds, dx, dv)
T
2E Pm mfV k1 V k2 (Xs , Ys )Al1 k1 (s)Al2 k2 (s)
0 E l1 l2
2 1/2
(N )(ds, dx, dv)
1/2
T
= 2E Pm (mfV k1 V k2 (Xs , Ys )Al1 k1 (s)Al2 k2 (s))2 (ds, dx, dv)
0 E l1 l2
1/2
T
2 1 1 2
2C fV V m 1[0,R0 +1] (|x|)m |v| ds(dx, dv)
0 E 2
C1 m1/2 .
Lemma 5.3.1 combined with Corollary 3.2.3 implies that (5.3) holds, i.e.
N d
after taking the limit m 0, (III) corresponds to the term i,j=1 k,l=1
2
aik,jl (X) k l .
Vi Vj
Recall that Pi1 is given by Pi1 (t) = Vi02 (t) Vi05 (t). So we have the
decomposition
t
fV (Xs , Ys ) dPi1 (s)
0
t
= fV (Xs , Ys )1[4m1/2 ,) (s)
fi (s, r, x, v) (dr, dx, dv) ds
0 RE
t
+ fV (Xs , Ys )1[4m1/2 ,) (s) $
F 05 (s, r, x, v)(dr, dx, dv) ds
i
0 RE
t
= fV (Xs , Ys )1[4m1/2 ,) (s)
0
$ 05
(fi (s, r, x, v) + Fi (s, r, x, v)) (dr, dx, dv) ds
RE
t
+ fV (Xs , Ys )1[4m1/2 ,) (s)
0
$ 05
Fi (s, r, x, v)((dr, dx, dv) (dr, dx, dv)) ds. (5.5)
RE
We rst show in the following lemma that the second term on the right-hand
side above is negligible.
Lemma 5.4.1.
t
lim E Pm
sup fV (Xs , Ys )1[4m1/2 ,) (s)
m0 0tT 0
$
F 05 (s, r, x, v)((dr, dx, dv) (dr, dx, dv)) ds = 0.
i
RE
Proof. As mentioned, this result intuitively lies in the fact that only the variance
of the Poisson point process is involved. We prove it by rst performing a proper
decomposition (see (5.6)) and then show that each of these terms are small enough
(see Lemmas 5.4.25.4.4).
Let
$
R(s, r, x, v) = F 05 2
r ) 0 (m1/2 (s r), x, v; X(
i (s, r, x, v) Ui (Xi (
r )))
where
t
(5I) = fV (Xs , Ys )1[4m1/2 ,) (s)
0
R(s, r, x, v)( (dr, dx, dv) (dr, dx, dv)) ds,
RE
t
(5II) = fV (Xs , Ys )1[4m1/2 ,) (s)
0
2 Ui (Xi (
r ) 0 (m1/2 (s r), x, v; X(
r )))
RE
with
g(r, s, x, v) = 2 Ui (Xi (
r ) 0 (m1/2 (s r), x, v; X(
r )))
Lemma 5.4.2.
lim E Pm
sup |(5III)| = 0.
m0 0tT
have that
|g(r, s, x, v)|
2 Ui 1[0,2m1/2 ) (|s r|)(|s r||Vi ( r||V
r )| + C|s (
r )|)1[0,R0 +1) (|x|)
m1/2 C1 1[0,2m1/2 ) (|s r|)1[0,R0 +1) (|x|).
Also, it is easy to see that g(r, s, x, v) is Fr -measurable. Therefore by
N
assumption, with c = i=1 Ui and C2 = fV T C1 (2(R0 +
1))(d1)/2 (4 Rd c ( 12 |v|2 )|v|dv)1/2 , we have
E Pm
sup |(5III)|
0tT
T
fV E Pm
ds g(r, s, x, v)( (dr, dx, dv) (dr, dx, dv))
0 RE
2 1/2
T
Pm
fV dsE g(r, s, x, v)( (dr, dx, dv) (dr, dx, dv))
0 RE
T
1/2
2
= fV ds E Pm
[|g(r, s, x, v)| ](dr, dx, dv)
0 RE
T
fV ds (m1/2 C1 1[0,2m1/2 ) (|s r|)1[0,R0 +1) (|x|))2
0 RE
1/2
1 2
N
1 1/2
m |v| + Ui (x m rv Xi,0 ) dr(dx, dv)
2 i=1
C2 m1/4 ,
which converges to 0 as m 0.
Lemma 5.4.3.
lim E Pm sup |(5I)| = 0.
m0 0tT
Proof. By the denition of R(s, r, x, v), a Taylor expansion, Corollary 3.2.3 and
Lemma 4.3.4, we get that
|R(s, r, x, v)| 3 Ui |(Xi (s) Xi (
r ))
( 0 (m1/2 (s r), x, v; X(s))
0 (m1/2 (s r), x, v; X(
r )))|2
2 |Xi (s) Xi (
(1 + C) r )|2 1[0,2m1/2 ) (|s r|)1[0,R0 +1) (|x|).
Notice that when |s r| 2m1/2 , since s, r [0, ], we get that |Xi (s) Xi (
r )|
n|s r| n4m1/2 . So the above gives us that
2 m1[0,2m1/2 ) (|s r|)1[0,R +1) (|x|).
|R(s, r, x, v)| (4n (1 + C)) 0
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2 4 (2(R0 + 1))d1
Therefore, with C1 = 2fV T (4n (1 + C)) c ( 12 |v|2 )|v|dv,
Rd
we have
E Pm sup |(5I)|
0tT
T
2fV ds E Pm [1[0,] (s)|R(s, r, x, v)|](dr, dx, dv)
0 RE
T
2fV ds 2 m1[0,2m1/2 ) (|s r|)1[0,R +1) (|x|)
(4n (1 + C)) 0
0 RE
1 2
N
1 1/2
m |v| + Ui (x m rv Xi,0 ) dr(dx, dv)
2 i=1
C1 m1/2 ,
which converges to 0 as m 0.
Lemma 5.4.4.
lim E Pm
sup |(5II)| = 0.
m0 0tT
N
and let C1 = 4 i=1 M1i (supm(0,1] supt[0,T ] E Pm [| dl
d 1
Pi (l)|2 ]1/2 + 1 + C), which is
nite by Lemma 3.5.1. Then we get by (5.7), (5.8) and (4.13) that
E Pm [|X(s) X(
r ) (s r)V (r ))|]
N
1 Pm
s u
d 1
E du Pi (l)dl
i=1
M i re e
r dl
s s
+ r )) +
du(i (u) i ( r ))
du(Mi (u) Mi (
re e
r
2 1/2
1
N
d
(4m1/2 )2 sup sup E Pm Pi1 (l)
i=1
Mi m(0,1] t[0,T ] dl
s
+ 4m1/2 2 sup E Pm [|i (u)|] + r )|2 ]1/2
duE Pm [|Mi (u) Mi (
0uT e
r
We next deal with the rst term on the right-hand side of (5.5). We rst make
the decomposition
$
fi (s, r, x, v) + F 05 1/2
i (s, r, x, v) = Ui (Xi (s) x(s, (r, x, m v)))
Ui (Xi (s) 0 (m1/2 (s r), x, v; X(s)))
= f1 2 3
i (s, r, x, v) + fi (s, r, x, v) + fi (s, r, x, v),
with
f1
i (s, r, x, v) = Ui (Xi (s) x(s, (r, x, m
1/2
v)))
Ui (Xi (s) 0 (m1/2 (s r), x, v; X(s)))
f2 2 0
i (s, r, x, v) = Ui (Xi (s) (m
1/2
(s r), x, v; X(s)))
f3 2 0
i (s, r, x, v) = Ui (Xi (s) (m
1/2
(s r), x, v; X(s)))
Proof. We rst show the assertion for k = 1. First notice that by Corollary 3.2.3
and Proposition 3.6.5, we have that for s [0, T ], f 1
i (s, r, x, v) = 0 only if
1/2 1/2 1/2
|x| R0 + 1 and s r [m , 2m ]. Since s [4m , T ], this implies
that r m1/2 [0, T ]. So in this region, we have by Proposition 3.6.3 that
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|f1 3
i (s, r, x, v)| Ui |x(s, (r, x, m
1/2
v))
0 (m1/2 (s r), x, v; X(s))|
2
N
1 1/2
m |v| + Ui (x m rv Xi,0 ) dr(dx, dv)
2 i=1
C2 m1/2 ,
which converges to 0 as m 0.
The assertion for k = 2 is similar. Again, for s [0, T ], we have by Corol-
lary 3.2.3 that f2
i (s, r, x, v) = 0 only if |x| R0 + 1 and s r [m
1/2
, 2m1/2 ].
1/2
For any s and r satisfying |s r| 2m , we have by Proposition 3.6.4 that
|x(s, (r, x, m1/2 v)) 0 (m1/2 (s r), x, v; X(s))
N
1 1/2
m |v| + Ui (x m rv Xi,0 ) dr(dx, dv)
2 i=1
C3 m1/2 ,
which converges to 0 as m 0.
This completes the proof of our lemma.
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Before dealing with the main term, namely the one involving fi3 (s, r, x, v), let
V
us prove the following continuity of z(t; x, v, X, , a) with respect to X
and V
, by
again using Gronwalls Lemma.
Lemma 5.4.6. For any T1 > 0 and b, A, B > 0, there exists a constant C =
C(T1 , b, A, B) such that
1, V
|z(t; x, v, X 1 , a) z(t; x, v, X
2, V
2 , a)| C(X
1X
2 + V
1 V 2 ).
1 , X
for any t [, T1 ], |a| A, X 2 B, V
1 , V
2 b.
V
Proof. First notice that for any a, x, v, X, , by using the same method as in the
proofs of Lemmas 3.6.3, 4.3.4, etc., with the help of Gronwalls Lemma, we get
easily that for any T0 > 0,
PN
2 Ui )T0
|z(t)| |z (t)| (T0 + |a|)V
T0 e(1+ i=1 , |t| T0 . (5.10)
= {2 Ui ( 0 (t, x, v; X 1 ) X 1 ) 2 Ui ( 0 (t, x, v; X 2 ) X 2 )}
i i
i=1
(z 1 (t) (t + a)V
1)
N
2 0 2
Ui ( (t, x, v; X ) Xi2 )(z 1 (t) 2
z (t) (t + a)(V ))
V 1 2
i=1
N
+ 1)X
3 Ui (C 1X
2 (|z 1 (t)| + (T + |a|)V
1 )
i=1
N
+ 2 Ui (|z 1 (t) z 2 (t)| + (T + |a|)V
1V
2 )
i=1
1X
C(X 2 + V
1V
2 ) + C|z 1 (t) z 2 (t)|
1X
= C(X 2 + V
1V
2 ) + C|(t)|.
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1X
C(X 2 + V
1 V 2 ) + (C + 1)g(t).
Hence if we set
g(t) = g(t ), then g(0) = d
(0)
dt g = 0 by denition, and the
discussion above gives us that
d 1 X 2 + V
1V 2 ) + (C + 1)
g(t) C(X g (t).
dt
So we have for any t [0, T1 + ] that
t
1 2 1 2
g(t) Ct(X X + V V ) + (C + 1)
g(s)ds.
0
This combined with Gronwalls Lemma implies that
1 X
g(t) C(T1 + )(X 2 + V
1 V 2 )e(C+1)(T1 + ) , t [0, T1 + ],
which completes the proof of our assertion.
Now, let us come back to deal with the term corresponding to fi3 (s, r, x, v). We
make once more a decomposition of the form
t
fV (Xs , Ys )1[4m1/ ,] (s) f
i
3 (s, r, x, v) (dr, dx, dv) ds = (V 1) + (V 2),
0 RE
with
t
(V1) = fV (Xs , Ys )1[4m1/ ,] (s) 3
fi (s, r, x, v)(dr, dx, dv) ds,
0 RE
t
(V2) = fV (Xs , Ys )1[4m1/ ,] (s) 3
fi (s, r, x, v)( )(dr, dx, dv) ds.
0 RE
The term (V1) (after a slight modication to get rid of the restriction that
s 4m1/ ), is actually our goal term. The term (V2), being the variance with
respect to the corresponding Poisson point process, is expected to be negligible. We
show the second assertion in Lemma 5.4.7.
Notice that up to n , V (t) and X(t)
are bounded. Also, m1/2 |s r| 2 and
2 0 1/2
|x| R0 + 1 if Ui (Xi (s) (m (s r), x, v; X(s)))
= 0. So by (5.10), in
1/2 1/2
this case, z(m (s r); x, v, X(s), V (s), m
(s r)) is bounded. So by the
denition of f 3 2
i and the boundedness of Ui , we get that there exists a constant
C > 0 such that
|f3 (s, r, x, v)| Cm1/2 1
i 1/2 (|s r|)1
[0,2m ] (|x|).[0,R0 +1]
Lemma 5.4.7.
lim E Pm
sup |(V 2)| = 0.
m0 0tT
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Proof. Let
R3 (s, r, x, v) = f3 2
r ) 0 (m1/2 (s r), x, v; X(
i (s, r, x, v) Ui (Xi (
r )))
Then
with
t
(V21) = fV (Xs , Ys )1[4m1/ ,] (s)
0
R3 (s, r, x, v)( )(dr, dx, dv) ds,
RE
t
(V22) = fV (Xs , Ys )1[4m1/ ,] (s)
0
2 Ui (Xi (
r ) 0 (m1/2 (s r), x, v; X(
r )))
RE
We rst deal with (V21). We have by Corollary 3.2.3 and Proposition 3.6.5 that
R3 (s, r, x, v) = 0 if |x| R0 + 1 or if |s r| 2m1/2 . For s [0, T ] and
|s r| 2m1/2 , we have by denition PN
|s r| 4m1/2 . Let C1 = 2 Ui C +
3 0 + 2 )nN 2 e
Ui (1 + C)(T (1+ 2
i=1 Ui 2 ) , where C is the constant in
Lemma 5.4.6, and C is the one in Lemma 4.3.4. Then by (5.10), Lemmas 5.4.6
and 4.3.4, we have
|R3 (s, r, x, v)| = 2 Ui (Xi (s) 0 (m1/2 (s r), x, v; X(s)))
2 Ui (Xi (
r ) 0 (m1/2 (s r), x, v; X(
r )))}
m1/2 z(m1/2 (s r); x, v, X(
r ), V r ), m1/2 (s r))
(
+ 3 Ui (|Xi (s) Xi (
r )|
+ | 0 (m1/2 (s r), x, v; X(s))
0 (m1/2 (s r), x, v; X(
r ))|)
C1 m1/2 (X(s)
X(
r ) + V
(s) V (
r )).
Since |Vi (t)| n until n , we have |X(s)
r )| N n|s r| 4m1/2 N n. To
X(
estimate the term with respect to V () in the equation above, let
am = 4m1/2 + 2 max E Pm sup |i (u)| + (4m1/2 )1/2
i=1,...,N 0uT
i=1
Mi 0uT du
+ 2E Pm sup |i (u)| + E Pm [|Mi (s) Mi (
r )|]
0uT
d
1 d
|s r| sup E Pm Pi1 (u)
i=1
Mi 0ut du
1/2
+ 2E Pm
sup |i (u)| + C|s r|
0uT
C2 am ,
which gives us our assertion.
Combining the above and the denition =
of , we get that with C
1 2
8 T fV (2(R0 + 1)) C1 (4 N n + C2 ) Rd c ( 2 |v| )|v|dv,
d1
E Pm
sup |(V 21)|
0tT
T
dsfV E Pm 1[0,T ] (s) C1 m1/2 (4m1/2 N n + V
(s) V
(
r ))
0 RE
1[0,2m1/2 ] (|s r|)1[0,R0 +1] (|x|)( + )(dr, dx, dv)
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T
2 dsfV E Pm [1[0,T ] (s)C1 m1/2 (4m1/2 N n + C2 am )]
0 RE
T
dsfV E Pm 2 Ui (Xi (
r ) 0 (m1/2 (s r), x, v; X(
r ))
0 RE
T +
= dsfV E Pm (2 Ui (Xi (
r ) 0 (m1/2 (s r), x, v; X(
r ))
0 RE
,
m1/2 z(m1/2 (s r); x, v, X( r ), m1/2 (s r)))2
r ), V (
1/2
(dr, dx, dv)
T
dsfV (2 Ui m1/2 C3 )2 1[0,R0 +1) (|x|)
0 RE
1/2
1[0,2m1/2 ) (|s r|)(dr, dx, dv)
1/4 0,
Cm as m 0.
This completes the proof of Lemma 5.4.7.
N
Up to now, we have shown that all of the terms of (II) except i=1 M1i (V1)
are negligible. We are almost done with our discussion with respect to (II), except
for getting rid of the term 1[4m1/ ,] (s) in the denition of (V1). We do it now.
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|(V12)| 4C fV m1/2 .
This completes the proof of (5.2), i.e. the fact that the term (II) is converging
N
to i=1 M1i (V11) as m 0.
5.5. Conclusion
Combining the results of Secs. 5.15.4, and taking the limit n at last (notice
that n a.s.), we get Theorems 2.0.1(2) and 2.0.1(3).
Notice that this also gives us Lemma 3.5.3, by considering each time interval
[n1 , n ], with n , n given by the following: 0 = 0,
n = inf t n1 ; X(t)
, f
B supp U ,
2
n = inf{t n ; X(t)
, f )},
/ B(supp U n 1.
, 2f ) RdN )C .
Here f > 0 is chosen such that supp f (B(supp U
convergence.
6.1. The new potential U
be as dened in Sec. 3.6, and let U
Let p and U 0 be the constant
2
0 =
U (p(Ui (Xi x)) p(0))dx,
i=1 Rd
U1 (X1 x) U2 (X2 x)
p (s)ds p (s)ds
0 0
U1 (X1 x)+U2 (X2 x) U1 (X1 x)
= dx p (s)ds p (s)ds
Rd U2 (X2 x) 0
U1 (X1 x)
= dx (p (s + U2 (X2 x)) p (s))ds
Rd 0
U1 (X1 x) U2 (X2 x)
= dx ds p (s + u)du.
Rd 0 0
Therefore,
U2 (X2 x)
(X1 , X2 ) =
1 U dx p (U1 (X1 x) + u)duU1 (X1 x). (6.1)
Rd 0
Notice that the integrand in (6.1) is 0 outside of
B2 = BX1 ,X2 = {x Rd ; |x X1 | R1 , |x X2 | R2 }.
Therefore,
U2 (X2 x)
(X1 , X2 ) =
1 U dx p (U1 (X1 x) + u)duU1 (X1 x). (6.2)
B2 0
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= (X1 , X2 )
Proof. First notice that by assumption and (3.39), we have for any X
2d
R
1 2
i U(X) =
Ui (Xi x) |v| + U1 (X1 x) + U2 (X2 x) dxdv
R2d 2
Xi x 1 2
= hi (|Xi x|) |v| + h1 (|X1 x|) + h2 (|X2 x|) dxdv.
R2d |Xi x| 2
From this, it is easy to see that i U (X) is parallel to X1 X2 in Rd .
For the second half of the lemma, since the proofs are similar, we only prove
the rst assertion.
Notice that for any x B2 , since |X1 X2 | R1 + R2 , we have that
|X1 x| R1 , |X2 x| R2 .
By our assumption, U1 (X1 x) = h1 (|X1 x|), U2 (X2 x) = h2 (|X2 x|).
Therefore, by (6.2),
h2 (|X2 x|)
(X1 , X2 ) = X1 x
1 U dx p (h1 (|X1 x|) + u)duh1 (|X1 x|) .
B2 0 |X 1 x|
X1 x
h1 (|X1 x|)(X1 X2 ) .
|X1 x|
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We have by (3.42) that p (s) > 0 for any |s| U1 + U2 , also, p ()
is continuous in this closed interval. Therefore, there exists a constant C1 > 0 such
that
inf{p (s); |s| U1 + U2 } C1 .
, we have that
Moreover, for any x B
5
|X1 x| |X1 X2 | |X2 x| (R1 + R2 ) R2 = R1 ,
6 6
i.e. |X1 x| [R1 56 , R1 6 ]. In the same way, |X2 x| [R2 56 , R2 6 ]. So
by assumption, there exists a constant C1 > 0 (which does not depend on x) such
that
h1 (|X1 x|) C1 , h2 (|X2 x|) C1 ,
h1 (|X1 x|) C1 , h2 (|X2 x|) C1 .
Also, we have that
X1 x (R1 + R2 )(R1 )
(X1 X2 ) .
|X1 x| R1
Indeed, if we decompose X1 x into
X1 x = X1 x
+ (x x
)
with X1 x X1 X2 and x x X1 X2 , then X2 x = X2 x + (x x ) is
2 2 2 2
also an orthogonal decomposition. So R2 |X2 x| = |X2 x | + |x x | , hence
|X2 x
| R2 . Also, |X1 X2 | R1 + R2 , So |X1 x
| |X1 X2 | |X2 x|
(R1 + R2 ) R2 = R1 . Therefore,
X1 x |X1 X2 | |X1 x
| (R1 + R2 )(R1 )
(X1 X2 ) .
|X1 x| R1 R1
Combining these, we get that
h2 (|X2 x|)
(X1 , X2 )
(X1 X2 ) 1 U dx p (h1 (|X1 x|) + u)du
f2
B 0
X1 x
h1 (|X1 x|)(X1 X2 )
|X1 x|
(R1 + R2 )(R1 )
C1 C1 C1 dx,
R1 Bf
/2
(X1 (t2 ) X2 (t2 )) 1 U (X1 (t1 ), X2 (t1 )) C 1 .
R1 + R2
1 , X
by Lemma 6.1.1 that for any (X 2 ) with |(X
1 X
2 ) (X1 X2 )| < |X1 X2 |,
we have
1 X
(X (X1 , X2 )
2 ) 1 U
1 X
(X 2 , X1 X2 )
1 , X2 )
= (X1 X2 ) 1 U(X
|X1 X2 |2
1 X
|(X 2 ) (X1 X2 )|
C 1 .
|X1 X2 |
6.2. Tightness
Same as before, we only need to discuss under condition |Vi | n, i.e. use t n
instead of t, and nally take n .
We rst show that the condition of Lemma 3.5.2 is satised.
For any X = (X1 , X2 ) R2d with |X1 X2 | < R1 + R2 big enough,
by Lemma 6.1.1, we have that i U (X) is parallel to X1 X2 in Rd , and by
Lemma 6.1.2, 1 U(X) has the opposite direction as X1 X2 , and 2 U
(X)
has the
same direction as X1 X2 .
Therefore, if we let g1 (X) = X2 X1 , g2 (X) = X1 X2 , and let D =
|X2 X1 | |X1 X2 |
{(X1 , X2 )||Xi | |Xi,0 |+nT, |X1 X2 | R1 +R2 0 }. Then since R1 +R2 0 > 0,
we have that g1 , g2 Cb1 (D) i U(
and gi (X) X)
= |i U (X)|
for any x D,
i.e.
the condition of Lemma 3.5.2 is satised.
We next give a brief proof of the tightness of {the distribution of {(X(t
n ), V (t n ))}t under Pm }m as m 0. The only diculty is the assertion with
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T
respect to V (). We deal with it from now on. Let Ak = {Yt : 0 |dYt | k}, k N.
Then we have by Kusuoka [9, Corollary 8] that Ak is compact in Lp ([0, T ]; Rd) with
cluster points in D([0, T ]; Rd) for any k N. Also, by Lemma 3.5.2(1), there exists
a constant C > 0 such that
n 1
Pm m 1/2
i U(X(s))ds
(Ak )
0
T
= 1 Pm m 1/2 X(s))|ds
|i U( >k
0
T
1 1/2 (X(s))|ds
1 E Pm m |i U
k 0
C
1 ,
k
t
which converges to 1 as k . Therefore, {{m1/2 0 n i U (X(s))ds}
t
under Pm }m(0,1] is tight in (D([0, T ]; R )). Therefore, since by Lemma 3.5.1,
d
t
1
Mi (Vi (t ) Vi (0)) = Mi (t) + i (t) + Pi m 1/2 (X(s))ds,
i U
0
d
1
ij
d
2
d
L0 = vi + a (x) + bi (x, v) i ,
i=1
xi 2 i,j=1 v i v j i=1 v
By using this, we get the following slight variation. Recall that D0 = {(X1 , X2 )
R2d ; |X1 X2 | > R1 + R2 } in our present setting.
Theorem 6.3.2. There exists a unique probability measure P,0 over D([0, );
R4d ) satisfying the following.
Proof. We dene (v, x), (v, x) = (v1 , v2 , x1 , x2 ) R4d , in the following way: For
any such v1 , v2 , x1 , x2 Rd , decompose v1 and v2 into vi = ui +wi with ui x1 x2
and wi x1 x2 , i = 1, 2, and let (v, x) = (1 (v, x), 2 (v, x)) with
M1 M2 2M2
1 (v, x) = u1 + w1 + w2 ,
M1 + M2 M1 + M2
2M1 M2 M1
2 (v, x) = u2 + w1 + w2 .
M1 + M2 M1 + M2
(6.3), so by (4) of Theorem 6.3.2, f (X(t), V (t)) is continuous in t. We write it down
together with (5) of Theorem 6.3.2:
M1 V1 (t) + M2 V2 (t) is continuous in t,
M1 V12 (t) + M2 V22 (t) is continuous in t.
Solving these two equations, we get that either
1 (V (), X()) w = V1 () w, and
(6.4)
2 (V (), X()) w = V2 () w
or
V1 () w = V1 () w, and V2 () w = V2 () w. (6.5)
If w is orthogonal to X1 () X2 (), then these two conditions are equivalent, so
both of them hold, which means that there is no jump at time in any of these
directions. Now, the only thing left to be checked is that (6.4) also holds for any
w X1 () X2 (). If not, then (6.5) holds, so Vi () = Vi () for i = 1, 2. Since
d
(X1 (t) X2 (t))2 = (X1 (t) X2 (t)) (V1 (t) V2 (t)),
dt
this implies that
d
2 d
2
(X1 (t) X2 (t)) = (X1 (t) X2 (t)) . (6.6)
dt t= dt t=
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lim Pm ( < T n ) = 0.
m0
so
2
3
R1 + R2 (R1 + R2 )2
4
2
|X1 () X2 ()|2 X1 X2
8n 8n
=2 (X1 (s) X2 (s)) M1 (s) M2 (s) + 1 (s) 2 (s)
8n
s
m 1/2 1 (u), X2 (u)) 2 U
(1 U(X (X1 (u), X2 (u)))du ds
8n
2 R1 + R2 |M1 (s)| + |M2 (s)| + |1 (s)| + |2 (s)|
8n 2
s
+ 2m1/2 ds [(X1 (s) X2 (s))
8n 8n
< T n
2 R1 + R2 Ys ds + R1 + R2
2
8n 4n 2
T n
(X1 (u), X2 (u))| + |2 U
m1/2 (|1 U (X1 (u), X2 (u)))|)du
0
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2
2 3
(R1 + R2 ) R1 + R2
4
s
+ 2m1/2 ds [(X1 (s) X2 (s))
8n 8n
n
1
E Pm
2 R1 + R2 Ys ds
C1 + m1/2 C2 2
8n
T n
(X1 (u), X2 (u))|
+ R1 + R2 m1/2 (|1 U
4n 2 0
(X1 (u), X2 (u)))|)du
+ |2 U
1
R1 + R2 C3 ,
C1 + m1/2 C2 2
which converges to 0 as m 0.
We next show that the condition (5) of Theorem 6.3.2 is satised, i.e.
M1 |V1 (t)|2 + M2 |V2 (t)|2 is continuous in t almost surely, under any limit
probability.
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Proof. As in the proof of Lemma 6.1.1, by (6.2), we have that in our present
setting,
h2 (|Y2 x|)
1 U (Y1 , Y2 ) Y1 Y2 = dx p (h1 (|Y1 x|) + u)du
|Y1 Y2 | BY1 ,Y2 0
Y1 x Y1 Y2
h1 (|Y1 x|) .
|Y1 x| |Y1 Y2 |
Let B Y1 ,Y2 = {(s, t)|x BY1 ,Y2 , s = |Y1 x|, t = |Y2 x|}, and for any (s, t)
BY1 ,Y2 , let , , be the angles between Y1 Y2 and Y1 x, Y2 Y1 and Y2 x, xY1 and xY2 ,
respectively. Write A = |Y1 Y2 |. Finally, let l(s, t) denote the length of the hyper-
circle {x Rd ; |Y1 x| = s, |Y2 x| = t} in Rd2 . Then by using a change of
variables,
(Y1 , Y2 ) Y1 Y2
1 U
|Y1 Y2 |
0
= dsdt (p (h1 (s) + u))du(h1 (s))l(s, t) cos sin .
B
Y1 ,Y2 h2 (t)
Notice that all of the terms above are positive. The integration domain B
Y1 ,Y2
is decreasing with respect to |Y1 Y2 |. Also, for any xed s and t, the term l(s, t)
is also decreasing with respect to |Y1 Y2 |. Therefore, it is sucient to show that
for any s, t xed, cos sin is decreasing with respect to A = |Y1 Y2 |. We shall
show it from now on.
By the sine formula, cos sin = At sin cos . So it suces to show that
A sin cos is monotone decreasing with respect to A, or equivalent, is mono-
tone increasing /with respect to , for > 0 small enough. It is easy to see that
A = s cos + t2 s2 sin2 . So
/
A sin cos = s sin cos2 + t2 s2 sin2 sin cos
0
= s sin (1 sin2 ) + (t2 s2 sin2 )(1 sin2 ) sin2 .
Since > 0 is small enough, we have sin2 > 0 small enough and monotone
increasing with respect to . Also, since s/t is near to R 1
R2 (> 0), there exists an
1 > 0 such that the functions f1 (x) = sx(1 x ) and f2 (x) = (t2 s2 x)(1 x)x =
2
2
t2 x(x 1)(x st2 ) are monotone increasing in x [0, 1 ]. Combining these, we get
the desired property of A sin cos to be increasing with respect to for > 0
small enough, or equivalent, decreasing with respect to A.
This completes the proof of our assertion.
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Pm inf |X1 (s) X2 (s)| R1 + R2
s[0,T n ]
T n 0
1 (s) X2 (s))|ds >
1/2
+ Pm m |1 U(X
0
T n 0
Pm 1/2 (X1 (s) X2 (s))|ds
Pm ( 43 < T n ) + E m |1 U
0
Pm ( 43 < T n ) + C.
By Lemma 6.3.3, Pm ( 43 < T n ) 0 as m 0 for any > 0. Therefore,
by taking rst > 0 small enough and then m > 0 small enough, we get our
assertion.
We are now ready to show that the condition (5) of Theorem 6.3.2 is satised.
Lemma 6.3.6. M1 |V1 (t)|2 +M2 |V2 (t)|2 is continuous in t almost surely, under any
cluster point of {(X(t),
(t))t under Pm } as m 0.
V
that
(Hsm )s under Pm (Hs )s under P
in (C([0, T ]; Rd )), as m 0. Combining the above, we get
2
1
2
Hs
m
Mi Vi (s) under Pm
2 i=1
s[0,T n 0 )
2
1
Hs Mi Vi (s)2 under P
2 i=1
s[0,T n 0 )
So
T n 0 1
2
2
P Hs Mi Vi (s) ds > = 0
0 2 i=1
This combined with the continuity of Hs and the fact that n a.e. gives us
that M1 |V1 (t)|2 + M2 |V2 (t)|2 is continuous in t, P -almost surely.
We nally show that the condition (4) of Theorem 6.3.2 is satised. The method
is similar to the one of the proof of (5).
As in Sec. 5.1, let Yi (t) = Vi (t) Mi1 i (t), i = 1, 2, where i (t) is as given in
Lemma 3.5.1. Let Y (t) = (Y1 (t), Y2 (t)), and let
t
Gt = m1/2 {M 1 fV1 (X(s),
(X(s))
Y (s)) 1 U
1
0
Proof. Let
t = Gt f (X(t),
G (t)) + f (X(t),
V Y (t)).
Then
t | fV1 M 1 |1 (t)| + fV2 M 1 |2 (t)|.
|Gt G 1 2
So by Lemma 3.5.1(2), (4.13) and Theorem 3.4.1, {(G tn )t under Pm }m0 is tight
d
in (C([0, T ]; R )). This completes the proof of our assertion.
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Lemma 6.3.8. Suppose that f C0 (R4d ) satises the condition in (4) of Theo-
rem 6.3.2. Then for any > 0, we have that
T n 0 t
lim Pm m1/2 {M11 fV1 (X(s),
X(s))
Y (s)) 1 U(
m0
0 0
+ M21 fV2 (X(s),
Y (X(s))}ds
(s)) 2 U dt > = 0.
Proof. First notice that i U (X1 , X2 ) = 0 if |X1 X2 | > R1 +R2 . For any X1 , X2
R with |X1 X2 | R1 + R2 , let X
d i = R1 +R2 Xi , i = 1, 2. Then |X1 X
2 | = R1 +
|X1 X2 |
R2 . Since D0 = {(X1 , X2 ) R2d ; |X1 X2 | > R1 +R2 }, this means X = (X1 , X
2 )
D0 , Also, as in the proof of Corollary 6.1.3, 1 U (X1 , X2 ) = 2 U (X1 , X2 ) is
parallel with same direction to X1 X2 , so
(X1 , X2 ) = |1 U(X1 , X2 )| (X1 X2 ) = |1 U(X1 , X2 )| (X
1 U 1 X
2 ),
|X1 X2 | R1 + R2
(X1 , X2 ) = + |2 U(X1 , X2 )| (X1 X2 ) = + |1 U(X1 , X2 )| (X
2 U 1 X
2 ).
|X1 X2 | R1 + R2
So by assumption, for any Y R2d ,
1 , X2 )|
|1 U(X
= Y ) (X
(M11 fV1 (X, 1 X
2 ) + M 1 fV2 (X,
Y ) (X
1 X
2 ))
2
R1 + R2
= 0,
Y )) 1 U
= |M11 (fV1 (X, Y ) fV1 (X, (X1 , X2 )
Y )) 2 U
+ M21 (fV2 (X, Y ) fV2 (X, (X1 , X2 )|
1U
M11 fXV1 |X X|| (X1 , X2 )|
which is nite by Lemma 3.5.2. Then by the calculation above, we have for any
[0, 34 0 12 (R1 + R2 )), (hence R1 + R2 > 12 (R1 + R2 )),
T n 0 t
Pm m1/2 {M11 fV1 (X(s),
Y (X(s))
(s)) 1 U
0 0
+ M21 fV2 (X(s),
Y
(s)) 2 U(X(s))}ds dt >
T n 0
Pm (X(s))|
m1/2 C1 (|1 U (X(s))|)
+ |2 U
0
R 1 + R2
(|X
0 | + 2nT ) 1 1{|X1 (s)X2 (s)|<R1 +R2 } ds >
|X1 (s) X2 (s)|
Pm inf |X1 (s) X2 (s)| R1 + R2
s[0,T n ]
T n 0
+ Pm X(s))|
m1/2 C1 (|1 U( X(s))|)ds
+ |2 U(
0
1
0 | + 2nT )
> (|X
(R1 + R2 )/2
Pm ( 43 < T n )
2
Pm T n 0
+ C1 C2 E m 1/2
C1
|i U (X(s))| ds
0 i=1
Pm ( 43 < T n ) + C3 .
Since Pm ( 43 < T n ) 0 as m 0 for any (0, 34 0 ] by Lemma 6.3.3, we get
our assertion by taking rst > 0 small enough then m > 0 small enough.
By using the same argument when deriving Lemma 6.3.6 from Lemmas 3.5.2
and 6.3.5, with the help of Lemmas 6.3.7 and 6.3.8, we get the following, which
means that the condition (4) of Theorem 6.3.2 is also satised.
V
for any (X, ) D0 R2d , then f (X(t),
V (t)) is continuous in t almost surely,
under any cluster point of {(X(t), V (t))t under Pm }, as m 0.
This completes the proof of the fact that in our setting any cluster point of
the distribution of {(Xt , Vt )}t under Pm as m 0 satises all of the conditions of
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Acknowledgment
We would like to thank the referees for their valuable comments which helped to
improve the manuscript in many ways. Also we would like to thank Professor Sergio
Albeverio for read the manuscript carefully. This work was nancially supported
by Grant-in-Aid for the Encouragement of Young Scientists (No. 21740063), Japan
Society for the Promotion of Science.
References
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spheres, Z. Wahrsch. Verw. Gebiete 17 (1971) 181219.
[7] N. Ikeda and S. Watanabe, Stochastic Dierential Equations and Diusion Processes,
North-Holland Mathematical Library, Vol. 24 (North-Holland Publishing Co., Kodan-
sha, Ltd., 1981).
[8] O. Kallenberg, Foundations of Modern Probability, Probability and Its Applications,
2nd edn. (Springer-Verlag, New York, 2002).
[9] S. Kusuoka, Stochastic Newton equation with reflecting boundary condition, in
Stochastic Analysis and Related Topics in Kyoto, Adv. Stud. Pure Math., Vol. 41
(Math. Soc. Japan, 2004), pp. 233246.
[10] E. Nelson, Dynamical Theories of Brownian Motion (Princeton University Press,
Princeton, 1967).
[11] M. Reed and B. Simon, Methods of Modern Mathematical Physics. III. Scattering
Theory (Academic Press, 1979).
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Informatica, Amsterdam, 1994).
August 10, 2010 15:1 WSPC/S0129-055X 148-RMP
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W. DE ROECK
Institut f
ur Theoretische Physik, Universit
at Heidelberg, Germany
w.deroeck@thphys.uni-heidelberg.de
CHRISTIAN MAES
Instituut voor Theoretische Fysica, K. U. Leuven, Belgium
christian.maes@fys.kuleuven.be
Y
KAREL NETOCN
Institute of Physics, Academy of Sciences of the Czech Republic
Prague, Czech Republic
netocny@fzu.cz
LUC REY-BELLET
Department of Mathematics and Statistics,
University of Massachusetts, Amherst, USA
luc@math.umass.edu
We continue the study of the free energy of quantum lattice spin systems where to the
local Hamiltonian H an arbitrary mean field term is added, a polynomial function of the
arithmetic mean of some local observables X and Y that do not necessarily commute.
By slightly extending a recent paper by Hiai, Mosonyi, Ohno and Petz [10], we prove
in general that the free energy is given by a variational principle over the range of
the operators X and Y . As in [10], the result is a non-commutative extension of the
LaplaceVaradhan asymptotic formula.
1. Introduction
1.1. Large deviations
One of the highlights in the combination of analysis and probability theory is the
asymptotic evaluation of certain integrals. We have here in mind integrals of the
839
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for which the measures n satisfy a law of large numbers. Such integrals can be
evaluated depending on the asymptotics of the n . The latter is the subject of
the theory of large deviations, characterizing the rate of convergence in the law of
large numbers. In a typical scenario, the n are the probabilities of some macro-
scopic variable, such as the average magnetization or the particle density in ever
growing volumes vn and as distributed in a given equilibrium Gibbs ensemble.
Then, depending on the case, thermodynamic potentials J make the rate function
dn (x) dx exp{vn J (x)} in the sense of large deviations for Gibbs measures,
see [8, 9, 16, 22, 23]. That theory of large deviations is however broader than the
applications in equilibrium statistical mechanics. Essentially, when the rate function
for n is given by J , then the integral (1.1) is computed as
1
log dn (x) exp{vn G(x)} sup{G(x) J (x)}. (1.2)
vn n+ x
{J 1 (x), x c} (1.3)
1
lim sup log n (U ) inf J (u).
n+ vn ucl U
We say that the rate function J is good whenever the level sets (1.3) are compact.
and the function G(x) = p xp . The LaplaceVaradhan lemma applies to (1.4) since
we know that the sequence of Gibbs states with density exp{H ( )} satises
a LDP with a good rate function Jcl and speed ||. The result reads that (1.4) is
given by the variational formula
sup {p up Jcl (u)}. (1.5)
u[1,1]
statistical mechanics of quantum spin systems and this is also the context of the
present paper.
which is the free energy of a corresponding quantum spin model, cf. (1.4). In the
present paper, we study the case K + (without touching the question of inter-
changeability of both limits).
One of our results, Theorem 3.1 with Y = Y = 0, is of the form
1
log Tr (eH +|| G(X ) ) =
lim sup {G(u) J (u)}. (1.11)
Zd || XuX
Note that we omitted the normalization factor 1/Z since it merely adds a constant
(independent of G) to (1.10). In the usual context of the theory of large deviations,
formula (1.11) arises as a change of rate function. However, while our result (1.11)
very much looks like Varadhans formula in Lemma 1.1, there is a big dierence in
interpretation: The function J is not as such the rate function of large deviations
. Instead, it is given as the Legendre transform
for X
J (u) = sup{tu q(t)}, uR (1.12)
tR
monomial
, Y ) = (X
G(X )k (Y )l + (Y )l (X
)k , for some k, l N, (1.15)
and check whether the formula (1.11) remains valid with some obvious adjustments.
This turns out to be the case and it is our main result: Theorem 3.1.
1.6. Outline
In Sec. 2, we sketch the setup. We introduce spin systems on the lattice, non-
commutative polynomials and ergodic states. Section 3 describes the result of the
paper. The remaining Secs. 47 contain the proofs.
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2. Setup
2.1. Hamiltonian and observables
We consider a quantum spin system on the regular lattice Zd , d = 1, 2, . . . . We
briey introduce the essential setup below, and we refer to [12, 20] for more
expanded, standard introductions.
The single site Hilbert space H is nite-dimensional (isomorphic to Cn ) and for
any nite volume Zd , we set H = H. The C -algebra of bounded operators
on H is denoted by B B(H ). The standard embedding B B for
is assumed throughout. The quasi-local algebra U is dened as the norm closure of
the nite-volume algebras
U := B . (2.1)
nite
and
:= 1 X
X (2.5)
||
for the corresponding intensive observable (the empirical average of X).
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All of these operators are naturally embedded into the quasi-local algebra U. At
some point, we will also require the intensive innite volume observable
X
X .
Ran(X, Y ) := [
X
,
X
] [
Y
,
Y
]. (2.6)
This denition is motivated by the fact that (sp stands for spectrum)
sp Y Ran(X, Y ),
sp X for all . (2.7)
N
G() x(1) x(n) = g(x1 , x2 ) (2.8)
n=0 =((1),...,(n))I
taking X1 X and X2 Y .
In the thermodynamic limit, one expects dierent quantizations of g to be
equivalent:
be any two quantizations of g : Ran(X, Y ) R. Then
and G
Lemma 2.1. Let G
G(X , Y )
Cg (X, Y )
, Y ) G (X (2.11)
||
for some Cg (X, Y ) < , and for all finite volumes .
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Proof. This is a simple consequence of the fact that the commutator of macro-
scopic observables vanishes in the thermodynamic limit, more precisely,
, Y ]
1
X
|Supp X|
Y
|Supp Y |.
[X (2.12)
||
Indeed, our results, Theorems 3.1 and 3.2, do not depend on the choice of
quantization. This can also be checked a priori using the above lemma and the
log-trace inequality in (3.11).
(i1 (A1 )i2 (A2 ) in (An )) = (i(1) (A1 )i(2) (A2 ) i(n) (An )) (2.13)
for any permutation of the set {1, . . . , n}. The set of ergodic/symmetric states
on U is denoted by Serg , Ssym , respectively.
At some point we will need the theorem by Strmer [21] that states that any
Ssym can be decomposed as
= d () (2.14)
prod.
for some regular probability measure whose support consists of product states.
Of course, the set of product states can be identied with the (nite-dimensional)
set of states on the one-site algebra B{0} = B(H).
For a nite-volume state on B , we consider the entropy functional
S( ) S ( ) = Tr log . (2.15)
provided that the limit exists. We use the following standard result that can be
viewed as a non-commutative law of large numbers
3. Result
Choose X, Y to be local operators and let H be the Hamiltonian corresponding
be a sym-
to a nite-range, translation invariant interaction , as in Sec. 2.1. Let G
metric quantization of a polynomial g on the rectangle Ran(X, Y ) and G( , ) the
corresponding self-adjoint operator, as dened in Sec. 2.2. We dene the G-mean
eld partition function
ZG () := Tr (eH +|| G(X ,Y ) )
(3.1)
, Y empirical averages of X, Y . The following theorem is our main result:
with X
Then
1
lim log ZG () = sup (g(x, y) I(x, y)) (3.4)
Zd || (x,y)R2
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where the limit Zd is in the sense of Van Hove, as in (3.2). In particular, the
left-hand side of (3.4) does not depend on the particular form of quantization taken.
As discussed in Sec. 1, our result expresses the pressure of the mean eld Hamil-
tonian through a variational principle. To derive this result, it is helpful to represent
this pressure rst as a variational problem on a larger space, namely that of ergodic
states, as in Theorem 3.2. Theorem 3.1 follows then by parametrizing these states
by their values on X and Y .
We also need the local energy operator associated to the interaction as
1
E := A . (3.5)
|A|
A0
1
lim log ZG () = sup (g((X), (Y )) + s() (E )). (3.6)
Zd || Serg
To understand how the rst term on the right-hand side of (3.6) originates from
(3.1), we recall the equality (2.19) for ergodic states .
The proof of Theorem 3.2 is postponed to Secs. 5 and 6. Here we prove that
Theorem 3.1 is a rather immediate consequence of Theorem 3.2.
Proof of Theorem 3.1. We write the right-hand side of (3.6) in the form
where
y) =
I(x, inf (s() + (E )) (3.8)
Serg
(X)=x, (Y )=y
where F : ((X), (Y )). The level set on the left-hand side is closed and hence
I is l.s.c.
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By using the innite-volume Gibbs variational principle [12, 20], the Legendre
Fenchel transform of I reads
sup (ux + vy I(x,
y)) = sup (s() (E ) + u (X) + v (Y ))
(x,y)R2 Serg
(3.11)
and hence if one chooses W such that limZd
W
/|| = 0, then we can replace
H by H + W in Theorems 3.1 and 3.2.
Finite-range restrictions. It is obvious that our paper contains some restrictions
that are not essential. In particular, by standard estimates (in particular, those used
to prove the existence of the pressure, see, e.g., [20]) one can relax the nite-range
conditions on the interaction to the condition that
A
< , (3.12)
|A|
A0
and similarly for the local observables X, Y . Moreover, it is not necessary that G
is a non-commutative polynomial. Starting from (3.11), one checks that it suces
that G can be approximated in operator norm by non-commutative polynomials.
:= V . (4.3)
Zd /V
The state is ergodic. This follows, for example, from an explicit calculation that
is presented in [10]. Note however that is in general not ergodic with respect
to the translations over the sublattice Zd/V = ((2L + 1)Z)d . This phenomenon
(though in a slightly dierent setting) is commented upon in [20] (the end of
Sec. III.5).
The state is a good approximation of V for observables which are empirical
averages, provided V is large. Consider the local observable X as in Sec. 2.1.
A translate j X can lie inside a translate of V , i.e. Supp j X V + i for some
i Zd/V , or it can lie on the boundary between two translates of V . The dierence
between (X) = (X) and V (X V ) clearly stems from those translates where X
lies on a boundary, and the fraction of such translates is bounded by
|V |
|Supp X| . (4.6)
|V |
Hence
|V |
|
(X) V )|
X
|Supp X|
V (X . (4.7)
|V |
and analogously for HV and YV . One can say that these observables with super-
script V are one-block observables with the blocks being translates of V . One easily
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derives that
X
X
|Supp X| |V | ,
V X
HV H
r()||
|V |
(6.4)
|V | |V |
with the number r() as dened in Sec. 2.1.
Using the log-trace inequality, we bound
1 1
log Tr (eH +|| G(X ,Y ) )
log Tr (eH +||G(X ,Y ) )
V V V
(6.5)
|| ||
as follows
1
(6.5)
H HV
+
G(X
, Y ) G(X
V , Y V )
||
|V |
(r() + Cg (
X
|Supp X| +
Y
|Supp Y |))
|V |
where Cg is constant depending on the function G. The second term of (6.5) is
clearly the pressure of a product state with mean eld interaction. We will nd an
upper bound for this pressure by slightly extending the treatment of Petz et al.
in [17]. We prove an extended PRV-lemma, Lemma 6.1 in the next section.
G := H. (6.7)
V
site observable on the new lattice, i.e. D, A, B are Hermitian operators on G. The
extended PRV (PetzRaggioVerbeure) states that
Lemma 6.1 (Extended PRV). Let all symbols have the same meaning as in
Secs. 2.12.3, except that the one-site Hilbert space is changed from H to G. Then
1
log Tr (eD +||G(A ,B ) ) sup ((G(A,
+ s() (D)).
B))
lim sup
Zd || Ssym
(6.8)
B))
In particular (G(A, defined as (2.17) exists.
To appreciate the similarity between (6.8) and (3.6), one should realize that D
is a local energy operator, as E in (3.6). The proof of this lemma in the case that
A = B is in the original paper [17]. The proof for the more general case is presented
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in Sec. 7. Of course, one can prove that the right-hand side of (6.8) is also a lower
bound: it suces to copy Sec. 5.
By the Strmer theorem, see (2.14), each symmetric state on U can be written
as the barycenter of a regulary probability measure on the product states, and since
all terms on the right-hand side of (6.8) are ane and upper semicontiuous functions
of , it follows that the sup can be restricted to product states (see [17] for the ne
details of this argument). Since, moreover, all product states are ergodic, we can
replace (G(A, B))
by g((A), (A)). Hence, Lemma 6.1 implies that
1
log Tr (eD +||G(A ,B ) ) sup (g((A), (B)) + s() (D)).
lim sup
Zd || prod.
(6.9)
which proves the upper bound for Theorem 3.2, since the O( |V |
|V | )-term can be made
arbitrarily small by increasing V .
We have also established in Sec. 4 that {} is ergodic and that the states {}
{}
and approximate for observables which are empirical averages. However,
we cannot conclude yet that they have comparable values for G(A, B),
except in
the case where G is linear. Essentially, such a comparison is achieved next by using
the fact that is symmetric.
Choose a sequence of volumes n such that along that sequence the right-hand
side of (7.1) converges. We assume that n has a weak-limit, as n , which
can always be achieved (by the weak-compactness) by restricting to a subsequence
of n . We call this limit . By construction, it is a symmetric state.
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denote that all one-site operators are placed on dierent sites. Since is sym-
metric, we need not specify on which sites. The error term of order 1/|| comes
from those terms in the expansion of the monomial containing a product of k + l
one-site operators but only involving k + l 1 sites. Since is symmetric, we obtain
analogously that
(G(A, = (k A l B).
B)) (7.6)
In particular, the left-hand side is well-dened. Hence, by combining (7.4) and (7.6),
we obtain
n )) (G(A,
n (G(An , B B)).
(7.7)
For a more general non-commutative polynomial G as dened in Sec. 2.2 (not
n )
necessarily a monomial), the convergence (7.7) follows easily since G(An , B
can be approximated in operator norm by polynomials.
Entropy estimates. As established in Sec. 4, we have
1
{} ),
S( ) = s( for all . (7.8)
||
By the upper semi-continuity of the innite-volume entropy and the convergence
n , we get that
{n } ) s().
lim sup s( (7.9)
n
Hence
1
lim S(n ) s(). (7.10)
n |n |
By combining the convergence results (7.3), (7.7) and (7.10), we have proven
that there is a symmetric state such that the right-hand side of (6.8) with is
larger than a given limit point of the right-hand side of (7.1). Since the construction
can be repeated for any limit point, this concludes the proof of Lemma 6.1.
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Acknowledgment
The authors thank M. Fannes, M. Mosonyi, Y. Ogata, D. Petz and A. Verbeure
for fruitful discussions. K. N. is also grateful to the Instituut voor Theoretische
Fysica, K. U. Leuven, and to Budapest University of Technology and Economics for
kind hospitality, and acknowledges the support from the Grant Agency of the Czech
Republic (Grant no. 202/07/J051). W. D. R. was a postdoctoral fellow of the FWO-
Flanders at the time when the paper was written and he acknowledges the nancial
support. L. R. B. acknowledges the support of the NSF (DMS-0605058).
References
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ics: 2, 2nd edn. (Springer-Verlag, Berlin, 1996).
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[3] J.-B. Bru and W. de Siqueira Pedra, Equilibrium states of Fermi systems with long
range interactions, in preparation.
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world hypergraphs, Phys. Rev. E 74 (2006) 056111.
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Vol. 137 (Academic Press, Boston, 1989).
[8] R. S. Ellis, Entropy, Large Deviations, and Statistical Mechanics (Springer, 2005).
[9] H.-O. Georgii, Gibbs Measures and Phase Transitions, De Gruyter Studies in Math-
ematics, Vol. 9 (De Gruyter, 1988).
[10] F. Hiai, M. Mosonyi, H. Ohno and D. Petz, Free energy density for mean eld per-
turbation of states of a one-dimensional spin chain, Rev. Math. Phys. 20 (2008)
335365.
[11] F. Hiai, M. Mosonyi and O. Tomohiro, Large deviations and Cherno bound for
certain correlated states on the spin chain, J. Math. Phys. 48(12) (2007) 123301
123319.
[12] R. B. Israel, Convexity in the Theory of Lattice Gases, Princeton Series in Physics
(Princeton University Press, 1979).
[13] M. Lenci and L. Rey-Bellet, Large deviations in quantum lattice systems: One-phase
region, J. Stat. Phys. 119 (2005) 715746.
[14] K. Netocny and F. Redig, Large deviations for quantum spin systems, J. Stat. Phys.
117 (2004) 521547.
[15] Y. Ogata, Large deviations in quantum spin chain, arXiv:0803.0113.
[16] S. Olla, Large deviations for Gibbs random elds, Probab. Theory Related Fields
77 (1988) 343357.
[17] D. Petz, G. A. Raggio and A. Verbeure, Asymptotics of Varadhan-type and the Gibbs
variational principle, Comm. Math. Phys. 121 (1989) 271282.
[18] C.-E. Pster, Thermodynamical aspects of classical lattice systems, in In and
Out of Equilibrium, Probability with a Physics Flavor, Vol. 1, ed. V. Sidoravicius
(Birkhauser, 2002).
[19] W. De Roeck, C. Maes and K. Netocn y, Quantum macrostates, equivalence of ensem-
bles and an H theorem, J. Math. Phys. 47 (2006) 073303.
[20] B. Simon, The Statistical Mechanics of Lattice Gases (Princeton University Press,
Princeton, 1993).
[21] E. J. Stormer, Symmetric states on innite tensor products of C -algebras, Funct.
Anal. 3 (1969) 4868.
[22] S. R. S. Varadhan, Asymptotic probabilities and dierential equations, Comm. Pure
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Applied Mathematics, 1984).
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L. MARIN
UMR 6628-MAPMO, Universit e dOrl
eans,
B.P. 6759, 45067 Orl
eans cedex, France
laurent.marin@univ-orleans.fr
1. Introduction
If H is a self-adjoint operator on a separable Hilbert space H, the time depen-
odinger equation of quantum mechanics, it = H, yields to a unitary
dent Schr
dynamical evolution in H,
(t) = eitH (0).
Under the time evolution, (t) will generally spread out with time. This could
be a complicated question to quantify this spreading in concrete cases. One of the
most studied case is where H is given by L2 (Rd ) or l2 (Zd ), H is a Sch odinger
operator of the form + V , and (0) is a localized wavepacket. The form of the
potential V is depending on the physical model one studies. One of the most studied
is the Sturmian potential and its particular subcase, the Fibonacci Hamiltonian,
describing a standard one-dimensional quasicrystal.
The rst approach to study quantum dynamics is the spectral theorem. Recall
that each initial vector (0) = has a spectral measure, dened as the unique
859
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860 L. Marin
This method developed in [8, 9, 31] is the basis for the results in [7, 21]. This
method has the advantage that it gives directly dynamical bounds without any
knowledge of the properties of spectral measure. What is required is upper bounds
for solutions corresponding to some set of energies, which can be very small (non
empty is sucient). Moreover, additional information allows to improve the results.
A combination of both approach leads to optimal dynamical bounds for growing
sparse potentials (see [31]).
As mentioned before, there is a fairly good understanding of how to prove
dynamical lower bounds, specially in one space dimension. Results of dynamical
upper bounds are a few and more recent. Proving upper bounds is hard because
one needs to control the entire wavepacket. In fact, the dynamical lower bounds that
typically established only bound some (fast) part of the wavepacket from below and
this is sucient for the desired growth of the standard dynamical quantities. In the
same way, it is of course much easier to prove upper bounds only for a (slow) por-
tion of the wavepacket. Killip, Kiselev and Last developed this idea with success
in [24]. Their work provides explicit criteria for upper bounds on the slow part of the
wavepacket in terms of lower bounds on solutions. Applying their general method to
the Fibonacci operator, their result supports the conjecture that this model exhibits
anomalous transport (i.e. neither localized, nor diusive, nor ballistic).
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The conjecture for Fibonacci model is nally proved at suciently large coupling
by Damanik and Tcheremchantsev in [10]. They developed a general method estab-
lishing a connection between solutions properties and dynamical upper bounds.
Based on the Parseval formula, this method allows to bound the entire wavepacket
from above provided that suitable lower bounds for solution (or rather transfer
matrix) growth at complex energies are available.
It is the main purpose of this paper to extend the application of this general
method used for concrete Fibonacci model to almost every Sturmian potential.
We will show that one has anomalous transport for Sturmian models associated
to irrational numbers far enough from rational numbers, in a sense we develop
further. On the other hand, we construct an irrational number close enough to
rational number that yields to balistic motion.
In this paper, we use tools that are relevant to give a new lower bound for the
box counting dimension of the spectrum that is better for almost every irrational
number. Since the spectrum is a Cantor set with Lebesgue measure zero, it is
logical to investigate its fractal dimension. It is well known that this Cantor set
is the limit of band spectra of approximant operators [29, 1]. To nd the bound,
we use band spectra at rank n as a sequence of n -cover of the spectrum. Using
the informations given in [28] about the number of band in periodic band spectra
and in [27] about the length of the bands, we estimate n and give a bound for the
number of band of this diameter. This yields to a bound from below of the minimal
number of balls of diameter n one needs to cover the spectrum. This bound also
has a direct dynamical application and allows us to state a dynamical lower bound
using the method in ([30]). It is required for this lower bound to have the transfer
matrix norms polynomially bounded. This property is shown to be true for bounded
density irrational number in [18], hence more is not expected. This limits dynamical
implication of this lower bound to a set of irrational number of Lebesgue measure 0.
We will give precise statements of the model we study and our results in the
next section. Section 3 will be devoted to the proof of our main result. We give
a pathological example in the Sec. 4 and a new lower bound for box counting
dimension of the spectrum in Sec. 5.
862 L. Marin
The Fibonacci Hamiltonian, H with = 51 2 = [0, 1, 1, . . .] is the sim-
plest example in Sturmian model because of its particular continued fraction
development.
Since we are interested in dynamical bounds, let us recall some quantities we
want to bound:
We denote the time average outside probabilities by
P (N, T ) = a(n, T ),
|n|>N
with
2
a(n, T ) = e2t/T |eitH 1 , n |2 dt.
T 0
They verify 0 +
l u . In particular, if > u then P (T , T ) goes to 0
fast. l can be interpreted as the (lower and upper) rates of propagation of the
essential part of the wavepacket and u as the rates of propagation of the fastest
part of the wavepacket.
Moreover, we always have for this kind of models + u 1. This upper bound,
called ballistic, is the fastest rate of spreading of the wavepacket.
Sturmian potentials (quasiperiodic structure) are the buer situation between
random potentials (no structure in potential) that imply dynamical localization
(
u = 0) and periodic potentials that imply ballistic spreading that is u = 1.
More precisely, one has a non trivial strictly positive bound for almost all irra-
tional numbers. In a sense we will make more precise latter, these irrational numbers
are far enough from rational numbers. On the other hand, we show for irrational
number close enough to rational number, one has ballistic motion.
The rst objective of this paper is to give a non ballistic upper bound for a large
set of irrational numbers.
Recall the sequences associated to :
p1 = 1, p0 = 0,
q1 = 0, q0 = 1,
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864 L. Marin
On the contrary, if D is innite, one can have ballistic motion at all large
coupling:
Theorem 2. There exist an irrational number with D = + such that for any
V > 20 the dynamic of H is ballistic.
We also prove a new lower bound for the fractal dimension of the spectrum:
Theorem 3. Set Ck = k3 kj=1 log(aj + 2). We have for any irrational number
verifying C = lim sup Ck < + and V > 20:
1 log 2
dim+
B () (3)
2 C + log(V + 5)
where is the spectrum of H .
3. Proof of Theorem 1
When one wants to bound all these dynamical quantities for specic models, it is
useful to connect them to the qualitative behavior of the solutions of the dierence
equation
and
z V (m) 1
T (m, z) = .
1 0
We set
T (qk , z) T (1, z)
n 1,
Mk (z) = F (qk , z) = Id k = 0,
[T (q , z)]1 [T (0, z)]1 n 1.
k
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The following statement allows us to connect transfer matrix norms with dynam-
ical exponents (see [10] for details). Here and in what follows, f g means that
f Cg for some positive constant C that we leave implicit.
This theorem connects transfer matrix behavior with a dynamical upper bound
in the following way. Choosing N = N (T ) = CT such that the both integrals
decay faster that any inverse power of T , implies that P (N (T ), T ) goes to 0 faster
that any inverse power of T . By denition, of + +
u , it follows that u . To
exhibit such kind of condition, we have to prove the considered energy is not in the
spectrum, then the transfer matrix norm is shown to grow super exponentially.
We shall recall now a few properties of the transfer matrix and their traces. The
transfer matrix sequence veries the evolution in k (see, e.g., [1, 28])
In order to bound from below the sequence of the norm of transfer matrix, it
is enough to consider their traces. We recall now the following result one can nd
in [28].
Proposition 1. Let tk,p be the trace of the matrix Mk1 Mkp . The evolution along
the p index is given by
and consequently,
tk+2,0 = tk,ak+1 ,
tk+1,1 = tk,ak+1 +1 ,
tk+1,1 = tk,ak+1 1 .
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866 L. Marin
If one denotes by xk = tk+1,0 the trace of Mk and zk = tk,1 the trace of Mk1 Mk .
This can be reduced to the usual trace map relation (6)
xk+1 = zk Sak+1 1 (xk ) xk1 Sak+1 2 (xk ),
zk+1 = zk Sak+1 (xk ) xk1 Sak+1 1 (xk ),
with initial conditions, x1 = 2, x0 = z and z0 = z V .
Remark 2. This two sequences are dependent on z but we will omit it in order to
simplify notations.
Here, Sl denotes the lth Tchebychev polynomial of the second kind:
S1 (x) = 0,
S0 (x) = 1,
Sl+1 (x) = xSl (x) Sl1 (x), l 0.
The sequence {xk (z)}k can have two dierent behaviors depending on z. If and
only if z lies in the spectrum of H then this sequence is bounded. A criterium
has rst been stated by S ut
o in [29] for Fibonacci Hamiltonian and extended by
Bellissard et al. in [1] for other irrational numbers. The appearance of in the next
Lemma is purely technical and does not change the proof.
Lemma 2. A necessary and sucient condition that {xk (z)}k be unbounded is that
xN 1 (z) 2 + , xN (z) > 2 + , zN (z) > 2 +
for some N 0. This N is unique. Set
Gk = Gk1 + ak Gk2 , G0 = 1, G1 = 1.
We have
|xk+1 | |zk | ecGkN + 1 k > N,
with c = log(1 + ) > 0 constant.
and
|xN | |zN +1 |.
It is easy to see that these three relations with HN implies HN +1 .
Suppose HN to be true, then one has
|zN +1 | |zN SaN +1 (xN )| |xN 1 SaN +1 1 (xN )|
|zN |[|SaN +1 (xN )| |SaN +1 1 (xN )|]
|zN |(|xN | 1)aN +1 . (8)
This shows that |zN +1 | > |zN | with |xN | 2 + . One also has |zN +1 | > |xN |.
Indeed, one can write
|zN +1 | |zN |(|xN | 1)
|xN | + (|zN | 1)|xN | |zN |
|xN | + 2(|zN | 1) |zN |
|xN | + |zN | 2 |xN |.
Only the last relation remain to be shown:
One shows the same way that before
|xN +1 | |zN SaN +1 1 (xN )| |xN 1 SaN +1 2 (xN )|
|zN |[|SaN +1 1 (xN )| |SaN +1 2 (xN )|]
|zN |(|xN | 1)aN +1 1
which yields to |xN +1 | > |zN |.
Taking logarithms in (8), one obtains:
log|zk+1 | log|zk | + ak+1 log(|xk | 1).
Using |zk+1 | > |zk | and |zk1 | < |xk | yields to
log(|zk+1 | 1) log(|zk | 1) + ak+1 log(|zk1 | 1).
Sequence {log(|zk | 1)}k>N grows faster than the exponential sequence Gk . This
sequence is dened in the following way
Gk = Gk1 + ak+N Gk2 , G0 = 1, G1 = 1.
One has
|xk+1 | |zk | ecGkN + 1 k > N,
with c = log(1 + ) > 0 a xed constant. This constant c comes from the dif-
ference in the initial conditions between the sequence {Gk }k and the sequence
{log(|zk | 1)}k>N .
868 L. Marin
(j)
where {xk }1jqk1 are the zeros of xk , rk = c inf Ak L (Q) and Rk =
d sup Ak L (P ).
Proof. The proof follows the same steps that in [10]. Let Cj be a connected com-
2
ponent of k,0 . With V > max{20, (2)}, Cj contains exactly one of a qk1 zeros
(j)
of k,0 , xk . Moreover Cj contains one connected component of k,0 , denoted by
Cj . It suces to show that
(j) (j)
B(xk , rk ) Cj B(xk , Rk ), (9)
to obtain the result.
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870 L. Marin
rk |(x1
k ) (0)| Rk
Proof of Theorem 1. We have now all the required tools to nish the proof of
the Theorem 1.
(j)
As xk are real, we have
(V )
k,0 {z C: |Im z| < Rk } {z C: |Im z| < dqk },
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It is then easy to see for T large enough and for every > 0, that we have a
constant C > 0 such that
1
N (T ) C T (V ) T . (12)
Let us give explicit argument on this statement:
872 L. Marin
1 2D
For k(T ) large enough, last expression is close to (V ) = log c1 . So for T large
enough, one gets
2D
N (T ) C T log c1 T
with arbitrary small.
Applying (11) to Theorem 4, we get
K
2 1
i
Pd (N (T ), T ) exp(cN (T )) + T 3
max Mn E + dE,
K 1qn N (T ) T
2 log(1+)Gk(T )
exp(cN (T )) + T 3 e .
From this bound, it is clear that Pd (N (T ), T ) goes to zero faster than any inverse
power of T since sequence G has exponential growth. One gets the same bound for
Pg (N (T ), T ) because of the symetry of the potential. Finally, one can conclude with
(12) that
+
u
with
1
= +
(V )
and arbitrary small.
For the second part of the theorem, notice the constant 2 comes from the choice
of (V ) considering the worst coecient in matrix Pn . But assuming there are no 1
in continued fraction development, one gets
Rk ck1
and
k log c1
(V ) lim sup .
k log qk
4. A Pathological Counterexample
The statements above holds if D < +. In the case D = +, we exhibit in the
next statement a counter example. It is still an open question if D = + implies
ballistic motion.
Theorem 6. There exists an irrational number with D = + such that for any
V > 20
+
u = 1.
The proof, made by induction, follows the lines of pathological example in [25].
The main idea is that, choosing an irrational number close to rational numbers
(with large values for the sequence {ak }k ), potentials of H and Hn coincide on
large scale of time. Large enough to say that H and Hn have the same dynamical
behavior. It is well known that periodic operator Hn has ballistic motion.
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We make now these ideas more precise and rst prove the following lemma:
Lemma 4. The Sturmian potentials of the operators H and Hn have the same
rst qn+1 values.
Proof. To prove this, we recall the iterative construction of Sturmian word that
coincide with our potential. For details and proof, see, e.g., [26]. Set W0 = 0 et
W1 = 0a1 1 V and dene the sequence of Sturmian words by
a
Wk+1 = Wk k+1 Wk1 , k 1.
Wn = Wnan+1 Wn1
an
Wn2 Wn .
a
This shows that the potential Hn begins with the word Wn n+1 Wn1 which is the
word Wn+1 for H . As Wn+1 is qn+1 long, this ends the proof.
We need another lemma, one can nd in [25]. It states that two operators have
close dynamic (on some scale of time T ) if their potentials are close enough. We
make this idea more precise by recalling this lemma:
|X|2Hn T > Cn T 2 ,
874 L. Marin
Lemma 6. Denote by nk,I , nk,II and nk,III the number of bands of type respectively
I, II and III in respectively k,1 , k+1,0 , k+1,0 and with a length greater than k =
4kj=1 (V + 5)1 (aj + 2)3 .
For all k, we have the following induction relation:
nk+1,I = (ak+1 + 1)nk,II + ak+1 nk,III ,
nk+1,II = 1{ak+1 2} nk,I ,
nk+1,III = ak+1 nk,II + (ak+1 1)nk,III .
Here, the initial conditions are n0,I = 1, n0,II = 0, n0,III = 1.
Moreover this three sequences verify the following properties:
nk,II
= 0 nk,III
= 0
nk,I
= 0
nk,I > nk,III
and
k
nk,II + nk,III > 2 2 .
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876 L. Marin
Remark 4. The former bound for box dimension provided in [27] was
+ log 2 log M log 3
dimB () dimH () max , ,
10 log 2 3 log t2 log M log t2 /3
1 1
where M = lim inf k (a1 a2 ak ) k and t2 = 4(V +8) .
For almost all irrational numbers, that is with M equal to the Khintchin constant
(2.685. . .), our bound is better than above and for any V > 20. On the other
hand, for all xed V , one has no improvement with some specic numbers. Fixing
= [0, c, c, . . .], the bound above goes to 1 and (14) to 0 as c goes to innity.
A lower bound for box dimension can be relevant to obtain a bound for dynamic
lower exponent u .
Proof. It is shown in [30, 12] that if the norms of the transfer matrix are poly-
+
nomially bounded on the spectrum then we have u dimB (). This property
on the norm of the transfer matrix is shown for irrational with bounded density
in [18].
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878 L. Marin
Acknowledgments
It is a pleasure to thank Dominique Vieugue for useful conversations about number
theory.
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September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
J070-S0129055X10004107
GUSTAVO DE OLIVEIRA
Department of Mathematics,
University of British Columbia, Canada
goliveira5d@gmail.com
We consider complex Fermi curves of electric and magnetic periodic fields. These are
analytic curves in C2 that arise from the study of the eigenvalue problem for periodic
Schrodinger operators. We characterize a certain class of these curves in the region of
C2 where at least one of the coordinates has large imaginary part. The new results in
this work extend previous results in the absence of magnetic field to the case of small
magnetic field. Our theorems can be used to show that generically these Fermi curves
belong to a class of Riemann surfaces of infinite genus.
1. Introduction
In [1], the authors introduced a class of Riemann surfaces of innite genus that
are asymptotic to a nite number of complex lines joined by innite many han-
dles. These surfaces are constructed by pasting together a compact submanifold of
nite genus, plane domains, and handles. All these components satisfy a number
of geometric/analytic hypotheses stated in [1] that specify the asymptotic holo-
morphic structure of the surface. The class of surfaces obtained in this way yields
an extension of the classical theory of compact Riemann surfaces that has ana-
logues of many theorems of the classical theory. It was proven in [1] that this new
class includes quite general hyperelliptic surfaces, heat curves (which are spectral
curves associated to a certain heat-equation), and Fermi curves with zero mag-
netic potential. In order to verify the geometric/analytic hypotheses for the latter
the authors proved two asymptotic theorems similar to the ones we prove below.
This is the main step needed to verify these hypotheses. In this work, we extend
their results to Fermi curves with small magnetic potential.
There are two immediate applications of our results. First, as we have already
mentioned, one can use our theorems for verifying the geometric/analytic hypothe-
ses of [1] for Fermi curves with small magnetic potential. This would show that
881
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882 G. de Oliveira
these curves belong to the class of Riemann surfaces mentioned above. Secondly,
one can prove that a class of these curves are irreducible (in the usual algebraic-
geometrical sense). Both these applications were done in [1] for Fermi curves with
zero magnetic potential.
Complex Fermi curves (and other similar spectral curves) have been studied, in
dierent perspectives, in the absence of magnetic eld [15], and in the presence of
magnetic eld [6]. Some results on the real Fermi curve in the high-energy region
were obtained in [7]. There one also nds a short description of the existing results
on periodic magnetic Schr odinger operators. An even more general review is pre-
sented in [8]. To our knowledge, our work provides new results on complex Fermi
curves with magnetic eld. At this moment, we are only able to handle the case
of small magnetic potential. The asymptotic characterization of Fermi curves
with arbitrarily large magnetic potential remains as an open problem. In order to
prove our theorems, we follow the same strategy as [1]. The presence of magnetic
eld makes the analysis considerably harder and requires new estimates. As it was
pointed out in [7, 8], the study of an operator with magnetic potential is essentially
more complicated than the study of the operator with just an electric potential.
This seems to be the case in this problem as well.
Before we outline our results let us introduce some denitions. Let be a lattice
in R2 and let A1 , A2 and V be real-valued functions in L2 (R2 ) that are periodic
with respect to . Set A := (A1 , A2 ) and dene the operator
H(A, V ) := (i + A)2 + V
acting on L2 (R2 ), where is the gradient operator in R2 . For k R2 consider the
following eigenvalueeigenvector problem in L2 (R2 ) with boundary conditions,
H(A, V ) = ,
(x + ) = eik (x)
for all x R2 and all . Under suitable hypotheses on the potentials A and V
this problem is self-adjoint and its spectrum is discrete. It consists of a sequence of
real eigenvalues
E1 (k, A, V ) E2 (k, A, V ) En (k, A, V ) .
For each integer n 1, the eigenvalue En (k, A, V ) denes a continuous function of
k. From the above boundary condition, it is easy to see that this function is periodic
with respect to the dual lattice
# := {b R2 | b 2Z for all },
where b is the usual scalar product on R2 . It is customary to refer to k as the
crystal momentum and to En (k, A, V ) as the nth band function. The corresponding
normalized eigenfunctions n,k are called Bloch eigenfunctions.
The operator H(A, V ) (and its three-dimensional counterpart) is important in
solid state physics. It is the Hamiltonian of a single electron under the inuence of
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magnetic eld with vector potential A, and electric eld with scalar potential V , in
the independent electron model of a two-dimensional solid [9]. The classical frame-
work for studying the spectrum of a dierential operator with periodic coecients
is the Floquet (or Bloch) theory [911]. Roughly speaking, the main idea of this
theory is to decompose the original eigenvalue problem, which usually has contin-
uous spectrum, into a family of boundary value problems, each one having discrete
spectrum. In our context this leads to decomposing the problem H(A, V ) =
(without boundary conditions) into the above k-family of boundary value problems.
Let Uk be the unitary transformation on L2 (R2 ) that acts as
Uk : (x) eikx (x).
By applying this transformation, we can rewrite the above problem and put the
boundary conditions into the operator. Indeed, if we dene
Hk (A, V ) := Uk1 H(A, V ) Uk and := Uk1 ,
then the above problem is unitarily equivalent to
Hk (A, V ) = for L2 (R2 /).
Furthermore, a simple (formal) calculation shows that
Hk (A, V ) = (i + A k)2 + V.
The real lifted Fermi curve of (A, V ) with energy R is dened as
F,R (A, V ) := {k R2 | (Hk (A, V ) ) = 0 for some DHk (A,V ) \{0}},
where DHk (A,V ) L2 (R2 /) denotes the (dense) domain of Hk (A, V ). The adjective
lifted indicates that F,R (A, V ) is a subset of R2 rather than R2 /# . As we
may replace V by V , we only discuss the case = 0 and write FR (A, V )
in place of F0,R (A, V ) to simplify the notation. Let || := R2 / dx and A(0)
:=
1
|| 2
R / A(x)dx. Since Hk (A, V ) is equal to H (A A(0), V ), if we perform
kA(0)
the change of coordinates k k + A(0) and redene A A(0)
A we may
assume, without loss of generality, that A(0) = 0. The dual lattice # acts on R2
by translating k k + b for b # . This action maps FR (A, V ) to itself because
for each n 1 the function k En (k, A, V ) is periodic with respect to # . In
other words, the real lifted Fermi curve is periodic with respect to # . Dene
FR (A, V ) := FR (A, V )/# .
We call FR (A, V ) the real Fermi curve of (A, V ). It is a curve in the torus R2 /# .
The above denitions and the real Fermi curve have physical meaning. It is
useful and interesting, however, to study the complexication of these curves.
Knowledge about the complexied curves may provide information about the real
counterparts. For complex-valued functions A1 , A2 and V in L2 (R2 ) and for k C2
the above problem is no longer self-adjoint. Its spectrum, however, remains discrete.
It is a sequence of eigenvalues in the complex plane. From the boundary condition
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884 G. de Oliveira
in the original problem it is easy to see that the family of functions k En (k, A, V )
remains periodic with respect to # . Moreover, the transformation Uk is no longer
unitary but it is still bounded and invertible and it still preserves the spectrum,
that is, we can still rewrite the original problem in the form Hk (A, V ) = for
L2 (R2 /) without modifying the eigenvalues. Thus, it makes sense to dene
We call F(A, V ) and F (A, V ) the complex lifted Fermi curve and the complex
Fermi curve, respectively. When there is no risk of confusion we refer to either
simply as Fermi curve.
We are now ready to outline our results. When A and V are zero the (free)
Fermi curve can be found explicitly. It consists of two copies of C with the points
b2 + ib1 (in the rst copy) and b2 + ib1 (in the second copy) identied for all
(b1 , b2 ) # with b2 = 0. In this work, we prove that in the region of C2 where
k C2 has large imaginary part the Fermi curve (for nonzero A and V ) is close
to the free Fermi curve. In a compact form, our main result (that will be stated
precisely in Theorems 1 and 2) is essentially the following.
Main result. Suppose that A and V have some regularity and assume that (in a
suitable norm) A is smaller than a constant given by the parameters of the problem.
Write k in C2 as k = u + iv with u and v in R2 and suppose that |v| is larger than
a constant given by the parameters of the problem. (Recall that the free Fermi curve
is two copies of C with certain points in one copy identied with points in the other
one.) Then, in this region of C2 , the Fermi curve of A and V is very close to
the free Fermi curve, except that instead of two planes we may have two deformed
planes, and identications between points can open up to handles that look like
{(z1 , z2 ) C2 | z1 z2 = constant} in suitable local coordinates.
We rst derive very detailed information about the free Fermi curve (which is
explicitly known). Then, to compute the interacting Fermi curve we have to nd
the kernel of H in L2 (R2 ) with the above boundary conditions.
In the second step of the proof, we derive a number of estimates for showing that
this kernel has nite dimension for small A and k C2 with large imaginary
part. Our strategy here is similar to the Feshbach method in perturbation theory
[12]. Indeed, we prove that in the complement of the kernel of H in L2 (R2 ), after
a suitable invertible change of variables in L2 (R2 ), the operator H multiplied by
the inverse of the operator that implements this change of variables is a compact
perturbation of the identity that is invertible for such A and k. This reduces the
problem of nding the kernel to nite dimension and thus we can write local
dening equations for the Fermi curve.
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In the third step of the proof, we use these equations to study the Fermi curve.
A few more estimates and the implicit function theorem gives us the deformed
planes. The handles are obtained using a quantitative Morse lemma from [13]
that is available in the Appendix A.
Steps two and three contain most of the novelties in this work. The critical part
of the proof is the second step. The main diculty arises due to the presence of the
term Ai in the Hamiltonian H(A, V ). When A is large, taking the imaginary part
of k C2 arbitrarily large is not enough to control this term it is not enough
to make its contribution small and hence have the interacting Fermi curve as a
perturbation of the free Fermi curve. (The term V in H(A, V ) is easily controlled
by this method.) However, the proof can be implemented by assuming that A is
small.
This work is organized as follows. In Sec. 2, we collect some properties of the
free Fermi curve and in Sec. 3, we dene -tubes about it. In Sec. 4, we state our
main results and in Sec. 5, we describe the general strategy of analysis used to prove
them. Subsequently, we implement this strategy by proving a number of lemmas
and propositions in Secs. 610, which we put together later in Secs. 11 and 12 to
prove our main theorems. The proof of the estimates of Secs. 9 and 10 are left to
the Appendices B and C.
Proposition 1 (The Free Fermi Curve). The curve F (0, 0) is the locally nite
union
N (b).
b# {1,2}
886 G. de Oliveira
Hence,
F (0, 0) = {k C2 | Nb (k) = 0 for some b # } = Nb = N (b).
b# b# {1,2}
Let us briey describe what the free Fermi curve looks like. In Fig. 1, there is
a sketch of the set of (k1 , k2 ) F (0, 0) for which both ik1 and k2 are real, for the
case where the lattice # has points over the coordinate axes, that is, it has points
ik1 ik1
N2 (b) N1 (b)
N2 (0) N1 (0)
N2 (b) N1 (b)
k2
k2
Fig. 1. Sketch of F (0, 0) and F (0, 0) when both ik1 and k2 are real.
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of the form (b1 , 0) and (0, b2 ). Observe that, in particular, Proposition 2 yields
Recall that points in F (0, 0) that dier by elements of # correspond to the same
point in F (0, 0). Thus, in the sketch on the left, we should identify the lines
k2 = b2 /2 and k2 = b2 /2 for all b # with b2 = 0, to get a pair of helices
climbing up the outside of a cylinder, as illustrated by the gure on the right. The
helices intersect each other twice on each cycle of the cylinder once on the front
half of the cylinder and once on the back half. Hence, viewed as a manifold (with
singularities), the pair of helices are just two copies of R with points that corre-
sponds to intersections identied. We can use k2 as a coordinate in each copy of R
and then the pairs of identied points are k2 = b2 /2 and k2 = b2 /2 for all b #
with b2 = 0. So far we have only considered k2 real. The full F (0, 0) is just two
copies of C with k2 as a coordinate in each copy, provided we identify the points
1 (b) = 12 (b2 + ib1 ) (in the rst copy) and 2 (b) = 12 (b2 + ib1 ) (in the second copy)
for all b # with b2 = 0.
so that
where (y1 , y2 ) := (y2 , y1 ). Since Nb (k) = Nb,1 (k)Nb,2 (k), we have Nb (k) = 0 if
and only if
v (u + b) = 0 or v + (u + b) = 0.
Let 2 be the length of the shortest nonzero vector in # . Then there is at most
one b # with |v + (u + b) | < and at most one b # with |v (u + b) | <
(see [13] for the proof).
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888 G. de Oliveira
Let be a constant satisfying 0 < < /6. For {1, 2} and b # , dene
the -tube about N (b) as
Tb := T1 (b) T2 (b).
4. Main Results
The Riemann surfaces introduced in [1] can be decomposed into
X com X reg X han ,
where X com is a compact submanifold with smooth boundary and nite genus, X reg
is a nite union of open regular pieces, and X han is an innite union of closed
handles. All these components satisfy a number of geometric/analytic hypotheses
stated in [1] that specify the asymptotic holomorphic structure of the surface. Below
we state two asymptotic theorems that essentially characterize the X reg and X han
components of Fermi curves with small magnetic potential. Before we move to the
theorems let us introduce some denitions.
For any L2 (R2 /) dene : # C as
1
(b)
:= (F )(b) := (x)eibx dx,
|| R2 /
where || := R2 / dx. Then,
(x) = (F 1 )(x)
= (b)e
ibx
,
b#
L2 (R2 /) = ||1/2
l2 (# ) .
Recall that k = u + iv with u, v R2 , let be a positive constant, and set
K := {k C2 | |v| }.
Finally, consider the projection
pr: C2 C,
(k1 , k2 ) k2 ,
and dene
q := (i A) + A2 + V.
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Theorem 1 (The Regular Piece). Let 0 < < /6 and suppose that A1 , A2 and
V are functions in L2 (R2 /) with b2 q(b)l1 (# ) < and (1+b2 )A(b)
l1 (# \{0}) <
2/63. Then there is a constant = ,,q,A such that, for {1, 2}, the projection
pr induces a biholomorphic map between
(F (A, V ) T (0)) K Tb
b# \{0}
A b2 =0
and
E(F (A, V ) T0 Tb ).
b#
b2 =0
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Basically, the rst of the two sets will be the regular piece of F (A, V ), while the
second set will be the handles. The map parametrizing the regular part will be
the composition of the map E with the inverse of the map discussed in the above
theorem. The detailed information about the handles X han in F (A, V ) comes from
our second main theorem.
Theorem 2 (The Handles). Let 0 < < /6 and suppose that A1 , A2 and V
are functions in L2 (R2 /) with b2 q(b)l1 (# ) < and (1 + b2 )A(b)
l1 (# \{0}) <
2/63. Then, for every suciently large constant and for every d # \{0} with
2|d| > , there are maps
d,1 : (z1 , z2 ) C2 |z1 | and |z2 | T1 (0) T2 (d),
2 2
2
d,2 : (z1 , z2 ) C |z1 | and |z2 | T1 (d) T2 (0),
2
and a complex number td with |td | C
|d|4 such that:
(i) For {1, 2} the domain of the map d, is biholomorphic to its image, and
the image contains
2
k C |k1 + i(1) k2 | and
8
|k1 + (1) +1
d1 i(1) (k2 + (1)
+1
d2 )| .
8
Furthermore,
1 1 1 1
Dd, = I +O
2 i(1) i(1) |d|2
and
1
d, (0) = (i (d), (1)+1 (d)) + O +O .
900
(ii)
1
d,1 (T1 (0) T2 (d) F (A, V ))
= (z1 , z2 ) C2 z1 z2 = td , |z1 | and |z2 | ,
2 2
1
d,2 (T1 (d) T2 (0) F (A, V ))
= (z1 , z2 ) C2 z1 z2 = td , |z1 | and |z2 | .
2 2
(iii)
892 G. de Oliveira
These are the main results in this paper. In the next section, we outline the
strategy for proving them. The proofs are presented in the subsequent sections
divided in many steps.
5. Strategy Outline
Below we briey describe the general strategy of analysis used to prove our results.
We rst introduce some notation and denitions. Observe that
Hk (A, V ) = ((i + A k)2 + V )
= ((i k)2 + 2A (i k) + (i A) + A2 + V ),
and write
Hk (A, V ) = k + h(k, A) + q(A, V )
with
k := (i k)2 , h(k, A) := 2A (i k) and
q(A, V ) := (i A) + A2 + V.
For each nite subset G of # set
G := # \ G and C2G := C2 Nb ,
bG
(k )1 1
G := G + k G .
(G + G ) = (k )1
G (G + G ),
(k + h + q)G + (I + (h + q)1
k )G = 0. (4)
The projections of this equation onto L2G and L2G are, respectively,
G (h + q)G + G (I + (h + q)1
k )G = 0, (5)
G (k + h + q)G + G (h + q)1
k G = 0. (6)
RG G := G (I + (h + q)1
k )G .
Observe that RG G is the zero operator on L2G . Then, if RG G has a bounded
inverse on L2G , Eq. (5) is equivalent to
1
G = RG G G (h + q)G .
G (k + h + q (h + q)1 1
k RG G G (h + q))G = 0.
This equation has a nontrivial solution if and only if the (nite) |G| |G|
determinant
det[G (k + h + q (h + q)1 1
k RG G G (h + q))G ] = 0
or, equivalently, expressing all operators as matrices in the basis {||1/2 eibx | b
# },
wd ,b
detNd (k)d ,d + wd ,d 1
(RG G )b,c wc,d
= 0, (7)
N b (k)
b,cG
d ,d G
where
Therefore, if RG G has a bounded inverse on L2G which is in fact the case under
suitable conditions in the region under consideration we can study the Fermi
curve in detail using the (local) dening Eq. (7).
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6. Invertibility of RG G
The following notation will be used whenever we consider vector-valued quantities.
Let X be a Banach space and let A, B X 2 , where A = (A1 , A2 ) and B = (B1 , B2 ).
Then,
AX := (A1 2X + A2 2X )1/2 and A B := A1 B1 + A2 B2 .
Furthermore, we will denote by the operator norm on L2 (R2 /).
In general, for any B, C # (C such that 1 k C exists) dene the operator
RBC as
RBC := B (I + (h + q)1
k )C
= B C + B q 1 1 1
k C + B (2A i)k C B (2k A)k C . (8)
|c|
B (A i)1
k C Al1 sup
,
cC |Nc (k)|
1
B (k A)1
k C Al1 |k| sup
.
cC |Nc (k)|
To prove this proposition we apply the following well-known inequality (see [13]).
Proof of Proposition 4. We only prove the rst inequality. The proof of the other
ones is similar. Write T := B q 1 k C . Then, in view of (8) and (9),
|q (b c)| 1
sup |Tb,c | sup sup
q l1 ,
cC cC |Nc (k)| cC |Nc (k)|
bB bB
|
q (b c)| 1
sup |Tb,c | sup sup
q l1 .
bB cC bB |N c (k)| cC |N c (k)|
cC
1
The key estimate for the existence of RG G is given below.
If A = 0, the right-hand side of (10) can be made arbitrarily small for any V by
taking |v| suciently large (recall that q(0, V ) = V ). If A = 0, however, we need
l1 small to make that quantity less than 1. The term 14 A
to take A
l1 in (10)
1
comes from the estimate we have for G h k G .
|b| 4
. (12)
|Nb (k)|
|b| 4|v| 4
= .
|Nb (k)| |v|
Now suppose that |b| 4|v|. Again, by hypothesis we have |u| 2|v| and |v| >
2 > . Hence,
3 |b|
|v (u + b) | |b| |u| |v| |b| 3|v| |b| |b| = .
4 4
Consequently,
|b| |b| 4 4 16 4 4
=
|b| = .
|Nb (k)| |v + (u + b) | |v (u + b) | |b| |b| |b| |v|
RSS S (6|v| A
l1 +
q l1 ) sup
1 l1 sup |c|
+ 2A
bS |Nc (k)| bS |Nc (k)|
1 8 1 14
(6|v| A
l1 +
q l1 ) + A l1 =
q l1 + A l1 .
|v| |v|
896 G. de Oliveira
From the last proposition it follows easily that RSS has a bounded inverse for
large |v| and weak magnetic potential.
Lemma 1 (Invertibility of RSS ). Let k C2 ,
2 2
|u| 2|v|, |v| > max 2,
q l1 q l1 <
, and A
l1 < .
63
Suppose that S {b # | |Nb (k)| |v|}. Then the operator RSS has a bounded
inverse with
1 l1 14 < 17 ,
RSS S < q l1 + A
|v| 18
1
RSS S < 18RSS S .
Lemma 1 says that if G is such that G {b # | |Nb (k)| |v|} the operator
RG G has a bounded inverse on L2G for |u| 2|v|, large |v|, and weak magnetic
potential. We are now able to write local dening equations for F (A, V ) under such
conditions.
We rst show that in C2 \KR the Fermi curve is contained in the union of -tubes
about the free Fermi curve.
Proposition 8 (F
(A, V )\KR is Contained in the Union of -Tubes).
F (A, V )\KR Tb .
b#
RG G G = 0.
We are left to study the Fermi curve inside the -tubes. There are two types
of regions to consider: intersections and non-intersections of tubes. To study non-
intersections we choose G = {0} and consider the region (T0 \ b# \{0} Tb )\KR .
For intersections we take G = {0, d} for some d # \{0} and consider (T0
Td )\KR . Observe that, since the tubes Tb have the following translational property,
Tb + c = Tb+c for all b, c # , and the curve F (A, V ) is invariant under the action
of # , there is no loss of generality in considering only the two regions above. Any
other part of the curve can be reached by translation.
Recall that G = # \G and for d , d G and i, j {1, 2} set
Ai (d b)
1
dd
Bij (k; G) := 4 (RG G )b,c Aj (c d ),
Nb (k)
b,cG
q(d b) 2b A(d
b)
Cid d (k; G) := 2Ai (d d ) + 2
Nb (k)
b,cG
1
(RG G )b,c Ai (c d )
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898 G. de Oliveira
Ai (d b)
1
+2 (RG q (c d )
G )b,c (
Nb (k)
b,cG
2d A(c
d )),
C0d d (k; G) := q(d d ) 2d A(d
d )
q(d b) 2b A(d
b) 1
q (c d )
(RG G )b,c (
N b (k)
b,cG
2d A(c
d )). (13)
Then,
wd ,b
Dd ,d (k; G) := wd ,d (R1 )b,c wc,d
Nb (k) G G
b,cG
dd 2 dd 2 dd dd
= B11 k1 + B22 k2 + (B12 + B21 )k1 k2
+ C1d d k1 + C2d d k2 + C0d d .
Using the above functions we can write (local) dening equations for the Fermi
curve.
(ii) Let G = {0, d} and k (T0 Td )\KR . Then k F (A, V ) if and only if
(N0 (k) + D0,0 (k))(Nd (k) + Dd,d (k)) D0,d (k)Dd,0 (k) = 0.
Proof. We only prove part (i). The proof of part (ii) is similar. First, by
Proposition 7(i) we have G = # \{0} = {b # | |Nb (k)| |v|}. Furthermore,
since k T0 , we have either |v u | < or |v + u | < . In either case this implies
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|u| < + |v| < 2 + |v| < 2|v|. Hence, the operator RG G has a bounded inverse
by Lemma 1. Thus, in the region under consideration F (A, V ) is given by (7):
w0,b
1
0 = N0 (k) + w0,0 (RG G )b,c wc,0 = N0 (k) + D0,0 (k).
N b (k)
b,cG
To study in detail the dening equations above we shall estimate the asymptotic
d d
behavior of the functions Bij , Cid d , C0d d and Dd ,d for large |v|. (We sometimes
refer to these functions as coecients.) Since all these functions have a similar form
it is convenient to prove these estimates in a general setting and specialize them
later. This is the contents of Secs. 9 and 10. We next introduce a change of variables
in C2 that will be useful for proving these bounds.
8. Change of Coordinates
Dene the (complementary) index as := (1) . Observe that = 2 if
= 1, = 1 if = 2, and (1) = (1) . The following change of coordinates in
C2 will be useful for our analysis. For {1, 2} and d , d G dene the functions
w,d , z,d : C2 C as
Observe that, the transformation (k1 , k2 ) (w,d , z,d ) is just a translation com-
posed with a rotation. Furthermore, if k T (d )\KR then |w,d (k)| is small and
|z,d (k)| is large. Indeed, |w,d (k)| = |Nd , (k)| < and |z,d (k)| = |Nd , (k)|
|v| > R. Dene also
1 d d d d d d d d
Jd d := (B B22 + i(1) (B12 + B21 )),
4 11
1 d d d d
Kd d := (B11 + B22 ),
2
d d d d 1 d d d d
Ld d := d1 B11 i(1) d2 B22 (d2 + i(1) d1 )(B12 + B21 )
2
1
+ (C1d d + i(1) C2d d ),
2
M d d := d2 dd
1 B11 + d2 dd
2 B22 + d1 d2 (B12
dd d d
+ B21 )
d1 C1d d d2 C2d d + C0d d ,
where Jd d , K d d , Ld d and M d d are functions of k C2 that also depend on
the choice of G # . Using these functions we can express Nd (k) + Dd ,d (k) and
Dd ,d (k) as follows.
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900 G. de Oliveira
Furthermore,
(1, i(1) ) A(d
b)
1
Jd d (k) = (RG G )b,c (1, i(1) ) A(c d ),
N b (k)
b,cG
A(d
b) A(c
d ) 1
K d d (k) = 2 (RG G )b,c ,
Nb (k)
b,cG
dd
Proof. To simplify the notation write w = w,d , z = z,d , Bij = Bij and
d d
Ci = Ci . First observe that, in view of (14),
Nd = (k1 + d1 + i(1) (k2 + d2 ))(k1 + d1 i(1) (k2 + d2 )) = wz.
Furthermore,
1
k1 = (w + z) d1 ,
2
(1)
k2 = (w z) d2 ,
2i
1 2 1
k12 = (w + z 2 ) + wz d1 (w + z) + d2
1 ,
4 2
1 1
k22 = (w2 + z 2 ) + wz + i(1) d2 (w z) + d2
2 ,
4 2
i(1) 2 1 1
k1 k2 = (z w2 ) (d2 i(1) d1 )w (d2 + i(1) d1 ) + d1 d2 .
4 2 2
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Hence,
that is, to represent sums of this form suppress the summation and the other factors.
Note that f g = gf according to this notation. Then, substituting (13) into the
denition of Jd d we have
1
Jd ,d = (B11 B22 + i(1) (B12 + B21 ))
4
= A1 A1 + A2 A2 i(1) (A1 A2 + A2 A1 )
= (A1 i(1) A2 )(A1 + i(1) A2 )
= ((1, i(1) ) A) ((1, i(1) ) A)
(1, i(1) ) A(d
b)
1
= (RG G )b,c (1, i(1) ) A(c d ).
N b (k)
b,cG
Similarly, substituting (13) into the denitions of K d d , Ld d and M d d we derive
the other expressions.
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902 G. de Oliveira
In this section we study the asymptotic behaviour of the function d ,d (k) for
k in the union of -tubes with large |v|. Here we only give the statements. See
Appendix B for the proofs. Reset the constant R as
l1 , (1 + b2 ) 4
R := max 1, , 2, 140A q (b)l1 , (16)
and make the following hypothesis.
Hypothesis 1.
2
b2 q(b)l1 < and (1 + b2 )A(b)
l1 < .
63
Our rst lemma provides and expansion for d ,d (k) in powers of 1/|z,d (k)|.
Lemma 3 (Asymptotics for d ,d (k)). Under Hypothesis 1, let {1, 2} and
let f and g be functions on # with b2 f (b)l1 < and b2 g(b)l1 < . Suppose
either (i) or (ii) where:
(i) G = {0} and k (T (0)\ bG Tb )\KR ;
(ii) G = {0, d} and k (T (0) T (d))\KR .
Then, for (, d ) = (, 0) if (i) or (, d ) {(, 0), ( , d)} if (ii),
(1) (2) (3)
d ,d (k) = ,d (k) + ,d (k) + ,d (k),
where for 1 j 2,
(j) Cj (3) C3
|,d (k)| and |,d (k)| ,
(2|z ,d (k)| R)j |z (k)|R2
,d
The next lemma estimates the decay of d ,d (k) with respect to z ,d (k) for
d = d .
Lemma 5 (Decay of d ,d (k) for d = d ). Under Hypothesis 1, let {1, 2}
and let f and g be functions on # with b2 f (b)l1 < and b2 g(b)l1 < .
Suppose further that G = {0, d} and k (T (0) T (d))\KR . Then, for d , d G
with d = d ,
C# ,,f,g
|d ,d (k)| ,
|z ,d (k)|3101
where C# ,,f,g is a constant.
The next proposition relates the quantities |v|, |k2 |, |z,d (k)| and |d| for k in
the -tubes with large |v|.
1 1 2
.
2|z ,d (k)| |d| |z ,d (k)|
904 G. de Oliveira
Suppose further that G = {0, d} and k T0 Td with |v| > 2 |b| q(b)l1 . Then, for
any integers n and m with n + m 0 and for any d , d G with d = d ,
n+m
C
k n k m d ,d (k) |d|1+ ,
1 2
Then, there is a constant = ,A,q,m,n with R such that, for |v| and for
(, d ) = (, 0) if (i) or (, d ) {(, 0), ( , d)} if (ii), for any integers n and m
with n + m 1 and for 1 j 2,
n+m n+m
Cj C3
(j) (3)
(k)
k n k m ,d (2|z,d (k)| R)j and k n k m ,d |z,d (k)|R2 ,
(k)
1 2 1 2
where
1 := J00 , 2 := J00 , 3 := K 00 ,
4 := L00
, 5 := L00
, 6 := M 00 q(0),
where
1 w 2 (2) (3) 4 w 6 q(0)
g := + (2 + 2 )z + 3 w + + 5 + + (20)
z z z z
obeys
C
|g(k)| , (21)
with a constant C = C,,q,A . Therefore, a point k is in M if and only if
F (k) = 0,
where
(1)
F (k) := w(k) + 2 (k) z(k) + g(k)
Step 2 (Candidates for a Solution). Let us now identify which points are candidates
to solve the equation F (k) = 0. First observe that, by Proposition 2(c) the lines
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906 G. de Oliveira
N (0) and N (d) intersect at N (0) N (d) = {(i (d), (1) (d))}. Hence, the
second coordinate of this point and the second coordinate of a point k dier by
pr(k) pr(N (0) N (d)) = k2 (1) (d) = k2 + (1) (d).
Now observe that, if k T (0) T (d) then |k1 + i(1) k2 | < and
1 1
|k2 + (1) (d)| = (k1 + i(1) k2 ) (k1 + d1 i(1) (k2 + d2 )
2 2
1
|N0, (k) Nd, (k)| < + = .
2 2 2
That is, the second coordinate of k and the second coordinate of N (0) N (d)
must be apart from each other by at most . This gives a necessary condition
on the second coordinate of a point k for being in M . Conversely, if a point
k is in the (/4)-tube inside T (0), that is, |k1 + i(1) k2 | < 4 , and its second
coordinate dier from the second coordinate of N (0) N (d) by at most /4, that
is, |k2 + (1) (d)| < 4 , then
|Nd, (k)| = N0, (k) 2(k2 + (1) (d))| + 2 < ,
4 4
that is, the point k is also in T (d) and hence lie in the intersection T (0) T (d).
This gives a sucient condition on the rst and second coordinates of a point k for
being in T (0) T (d).
For y C dene the set of candidates for a solution of F (k) = 0 as
M (y) := pr1 (y) T (0) Tb
b# \{0}
= pr1 (y) T (0) T (b) .
b# \{0}
Step 3 (Uniqueness). We now prove that, given k2 , if there exists a solution k1 (k2 )
of F (k1 , k2 ) = 0, then this solution is unique and it depends analytically on k2 . This
follows easily using the implicit function theorem and the estimates below, which
we prove later.
where
! "
(1,0)
(A(b))
c))
(A(b
2 = 2i b,c +
(A(c)) (24)
(b) (c)
b,cG1
Furthermore,
(1,0) 1 (1,1) 1
|2 |<2 , |2 (k)| <3 ,
100 402
(1,2) 1 1
|2 (k)| < 4 3 4 , |h(k)| C,,q,A .
7
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908 G. de Oliveira
(1,0) 2 3 C
|2 |< and |r(y)| + .
100 502
This completes the proof of the theorem.
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(2) (3) 3 4 w
+ 2 + 2 + w + 3 +
k1 k1 z
z w 5 6 1 6 q(0)
+ 4 + + 2 2 . (27)
z2 k1 k1 z z z
Now observe that, since k T (0)\K we have |w(k)| < , 3|v| |z| and
< |v| |z|. Furthermore, by Lemmas 3(i), 6(i) and 8(i), for 1 i 6 and
1 j 2,
C (j) C (3) C
|i (k)| , |i (k)| , |i (k)| ,
|z(k)| |z(k)|j |z(k)|2
i (k) (j) (k) (3) (k) (28)
C i C i C
k1 |z(k)| ,
k1 |z(k)|j
,
k1 |z(k)|2
,
26 2 1
Al1 < . (30)
2 7 34
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910 G. de Oliveira
Therefore,
F
(k) 1 = (F (k) w(k))= (
(1)
(k)z(k) + g(k))
k1 k1 k1 2
(1)
(1) g 1 1
= 2 (k)z(k) + 2 (k) + (k) + C,,q,A .
k1 k1 73 4
This proves part (b) and completes the proof of the proposition.
(1)
2i (A(b))
2 (k) = (J00 )(1) (k) =
Sb,c 2i (A(c)).
Nb (k)
b,cG1
and
(1,3) 1 1
|3 (k)| C,A < C,A .
|z(k)|
Hence,
(1) (1,0) (1,1) (1,2)
F (k) w(k) = z(k)2 (k) + g(k) = 2 + 2 (w(k)) + 2 (k) + h(k)
(1,3)
with h := 3 + g. Furthermore, in view of (21),
(1,3) 1
|h(k)| |3 (k)| + |g(k)| < C,,q,A .
This proves the rst part of the proposition. Finally, by (81), since A l1 < 2/63
and < /6, we nd that
(1,0) 1 1
|2 | 1+ (A)l1 2i (A)
l1 2i (A)
l1
2 2
4 2 1
A 1 < 2 ,
l 100
(1,1) 7
|2 | 2 1 + (A)l1 2i (A)
l1 2i (A)
l1
6
8 21 < 1 3
2 A l
402
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and
(1,2) 64 l1 256 A
41 < 1 4 .
|2 |
3
(A)
21 2i (A)
l
l1 2i (A)
3 l
74 3
This completes the proof.
912 G. de Oliveira
(j) (j)
where the functions i and i are analytic in the region under consideration
with
(j) C C
|i (k)| for 1 j 2
(2|z1 (k)| )j |z1 (k)|j
(3) C
and |i (k)| ,
|z1 (k)|2
(j) C C
|i (k)| for 1 j 2
(2|z2 (k)| )j |z2 (k)|j
(3) C
and |i (k)| ,
|z2 (k)|2
(j) (j)
where C = C,,q,A is a constant. The exact expressions for i and i can be
easily obtained from the denitions and from Lemma 3(ii). Substituting (34) into
(33) yields
1 (1)
(N0 + D0,0 ) = w1 + 2 z1 + g1 ,
z1
(35)
1 (1)
(Nd + Dd,d ) = w2 + 2 z2 + g2 ,
z2
where
1 w12 (2) (3) 4 w1 6 q(0)
g1 := + (2 + 2 )z1 + 3 w1 + + 5 + + ,
z1 z1 z1 z1
(36)
1 w22 (2) (3) 4 w2 6 q(0)
g2 := + (2 + 2 )z2 + 3 w2 + + 5 + +
z2 z2 z2 z2
obey
C C
|g1 (k)| and |g2 (k)| , (37)
with a constant C = C,,q,A . This gives us more information about the rst term
in (31). We next consider the second term in that equation.
Write
D0,d = c1 (d) + p1 and Dd,0 = c2 (d) + p2 (38)
with
c1 (d) := q(d) 2d A(d),
p1 := D0,d q(d) + 2d A(d),
c2 (d) := q(d) + 2d A(d),
p2 := Dd,0 q(d) 2d A(d).
Proposition 14. Under the hypotheses of Theorem 2 we have, for any integers n
and m with n + m 0 and for 1 j 2,
n+m
C1 C2
k n k m pj (k) |d| and |cj (d)| |d| ,
1 2
where the constants C1 and C2 depend only on , , q and A.
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Thus, by dividing both sides of (31) by z1 z2 and substituting (35) and (38) we
nd that
1
0= [(N0 + D0,0 )(Nd + Dd,d ) D0,d Dd,0 ]
z1 z2
(1) (1)
= (w1 + 2 z1 + g1 )(w2 + 2 z2 + g2 )
1
(c1 (d) + p1 )(c2 (d) + p2 ). (39)
z1 z2
We now introduce a (nonlinear) change of variables in C2 . Set
(1)
x1 (k) := w1 (k) + 2 (k) z1 (k) + g1 (k),
(1)
(40)
x2 (k) := w2 (k) + 2 (k) z2 (k) + g2 (k).
By the inverse function theorem, these estimates imply that the above trans-
formation is invertible. Therefore, by rewriting Eq. (39) in terms of these new
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914 G. de Oliveira
variables, we conclude that a point k is in H if and only if x1 (k) and x2 (k) satisfy
the equation
x1 x2 + r(x1 , x2 ) = 0, (41)
where
1
r(x1 , x2 ) := (c1 (d) + p1 )(c2 (d) + p2 ).
z1 z2
In order to study this dening equation we need some estimates.
Step 2 (Estimates). Using the above inequalities we have, for i, j, l {1, 2},
2
pj km C
xi pj (k(x)) km xi |d|
m=1
and
2 2
2 2
pj km kn pj 2 km C
xi xl pj (k(x)) km kn xi xl + km xi xl |d| ,
m,n=1 m=1
so that
1 1 1 C
|r(x)| C 4,
|d| |d| |d|
2 |d|
1 1 1 1 1 1 C
xi r(x) C |d|3 |d| |d| + C |d|2 |d| |d| |d|4
and
2
r(x) C .
xi xj |d|4
Step 4 (Proof of (i)). By Proposition 15(i), for 1 j 2 we have |xj (k)wj (k)| 8 .
Now, recall from (32) the denition of w1 (k) and w2 (k). Then, since
|xj (k)| |xj (k) wj (k)| + |wj (k)| < + |wj (k)|,
8
the set
2
(k1 , k2 ) C |w1 (k)| < and |w2 (k)| <
8 8
is contained in the set (42). This proves the rst part of (i). To prove the second
part we use Proposition 15 and (43). First observe that
# $
k 1 1 1
Dd,1 = D1 = (I + N )(I + D1 I)
x 2 i i
# $
1 1 1
= (I + N + R),
2 i i
where
1 C C
N + and R .
33 |d|2
Furthermore, from (32) and (40) we have
1 1 (1) (1)
k1 = i (d) + (w1 + w2 ) = i (d) + (x1 + x2 + 2 z1 + 2 z2 + g1 + g2 )
2 2
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916 G. de Oliveira
and similarly
(1) (1) (1)
k2 = (1) (d) + (x1 x2 2 z1 + 2 z2 g1 + g2 ),
2i
so that
1
d,1 (0) = k(1 (0)) = k O
|d|4
1
= (i (d), (1) (d)) + O +O .
900
Step 5 (Proof of (iii)). To prove part (iii) it suces to note that T1 (0) T2 (d)
F (A, V ) is mapped to T1 (d) T2 (0) F (A, V ) by translation by d and dene
d,2 by
d,2 (z1 , z2 ) := d,1 (z2 , z1 ) + d.
This completes the proof of the theorem.
and similarly
d )| b2 A(b) 1
|A(d l1 ,
|d|2
it follows that
CA,q CA
|cd ,d | and |ld d | .
|d| |d|2
This gives the desired bounds for c1 and c2 .
Now, by Proposition 10, we have
p = Jd d w,d
2 dd
+ J
2
z,d + K
dd d d ld d )w,d
w,d z,d + (L
d d ld d )z,d + M
+ (L dd
with L d d := Ld d +ld d and M d d := M d d c. Observe that all the coecients
Jd d , K d d , L d d and M
d d have exactly the same form as the function d ,d (k)
of Lemma 7 (see Proposition 10 and (15)). Thus, by this lemma with = 2, for
n+m
any integers n and m with n + m 0, the absolute value of the k n km -derivative
1 2
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This yields the desired bounds for p1 and p2 and completes the proof.
(1) 1 (1) 1
|2 (k)| and |2 (k)| .
900 |z1 (k)| 900 |z2 (k)|
Thus, in view of (37), and by choosing suciently large,
(1) C
|x1 (k) w1 (k)| |2 (k) z1 (k) + g1 (k)| + < ,
900 8
and similarly |x2 (k) w2 (k)| < /8. This proves part (i).
(ii) Recall (32) and (40). Then, for 1 j 2,
(1)
x1 (1) w1 z1 (1) g1
= (w1 + z1 2 + g1 ) = + z1 2 + + ,
kj kj kj kj kj 2 kj
(1)
x2 (1) w2 z2 (1) g2
= (w2 + z2 2 + g2 ) = + z2 2 + + .
kj kj kj kj kj 2 kj
First observe that the functions g1 and g2 are similar to the function g (see
g1 g2
(36) and (20)). Thus, it is easy to see that k j
and kj
are given by expressions
similar to (27). Since k T (0) T (d) we have |w1 (k)| < and |w2 (k)| < .
Recall also the inequalities in Proposition 11(ii). Hence, by Lemmas 3(ii), 6(ii)
and 8(ii), we obtain (28) with k1 and z(k) replaced by kj and z1 (k), respectively,
and for k1 , z(k) and replaced by kj , z2 (k) and , respectively. Consequently,
similarly as in (29) and using again Lemma 3(ii), for 1 j 2 we have
z1 (1) g1 1 z2 (1) g2 1
kj 2 + kj C,,q,A and kj 2 + kj C,,q,A .
Now recall that 2 = J00 and 2 = Jdd . Then, by Proposition 10, Lemma 3(ii),
and (66), it follows that
(1)
(1, i(1) ) A(b)
2 (k) = (J00 )(1) (k) = Sb,c (1, i(1) ) A(c),
N b (k)
b,cG1
(1)
2 (k) = (Jdd )(1) (k)
(1, i(1) ) A(d
b)
= Sb,c (1, i(1) ) A(c
d).
N b (k)
b,cG1
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918 G. de Oliveira
We now estimate
(1) (1) (1)
2 x1 z1 2 2 2 z1 2 2 g1 2 x2
= + z1 + + and .
ki kj ki kj ki kj kj ki ki kj ki kj
3 2 4 w1 4 z1 w1 2(w1 z1 )
+2 + +2 + 4
k1 k12 z1 k1 z12 z13
2 5 2 6 1 6 1 6 2
q (0)
+ 2 + 2 +2 3 + .
k1 k12 z1 k1 z12 z1 z13
Hence, by Lemmas 3(ii), 6(ii) and 8(ii),
2
g1 1
k 2 C,,q,A .
1
for all l, i, j {1, 2} because all the derivatives acting on gl are essentially the
same up to constant factors (see [13]). Furthermore, again by Lemma 8(ii),
(1) (1)
2 1 2 1
C,,q,A , C,,q,A ,
kj kj
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920 G. de Oliveira
and
2 2 (k)
(1)
65 21 < 1 2 ,
z1 (k) (1, i(1) ) A
k1 kj 3 l
53
2 2 (k)
(1)
1 2
z2 (k) < .
ki kj 53
Hence,
2
xl 1 2 1
ki kj 53 + C,,q,A .
Therefore,
2
3 2
km
4 3 sup xl 3 2 + C,,q,A 1 .
xi xj 2 l,r,p kr xp 3
This completes the proof of the proposition.
Acknowledgments
I would like to thank Professor Joel Feldman for suggesting this problem and for the
many discussions I have had with him. I am also grateful to Alessandro Michelangeli
for useful comments about the manuscript. This work is part of the authors Ph.D.
thesis [13] defended at the University of British Columbia in Vancouver, Canada.
922 G. de Oliveira
Thus,
1
|z ,d (k)| |d| 2|z ,d (k)|.
2
This yields the third inequality of part (ii) and completes the proof.
Proof of Lemma 3. We consider all cases at the same time. Therefore, we have
either hypothesis (i) with (, d ) = (, 0) or hypothesis (ii) with (, d ) {(, 0),
( , d)}. Observe that either (, ) = (1, 2) or (, ) = (2, 1).
1 |c d |2
1
RG G |f (d b)| |g(c d )|
|v|
|c d |2
bG1 cG2
1 1 16 2 C,f,g
RG G f l1 c g(c)l1 , (46)
|v| R 2 |z,d |R2
and similarly
C,f,g
|R2 (k)| . (47)
|z,d |R2
Hence,
f (d b) 1
d ,d (k) = + + (RG G )b,c g(c d )
N b (k)
b,cG1 bG1 bG2
cG2 cG
f (d b)
1
= (RG G )b,c g(c d ) + R1 (k) + R2 (k) (48)
Nb (k)
b,cG1
with
C,f,g
|R1 (k) + R2 (k)| . (49)
|z,d |R2
Now, if we set TG G := G RG G and recall the convergent series expansion
1 1
RG G = (G TG G ) = TGj G ,
j=0
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we can write
f (d b)
1
(RG G )b,c g(c d )
N b (k)
b,cG1
f (d b) j
= (TG G )b,c g(c d ). (50)
j=0
N b (k)
b,cG1
where Tij := Gi T Gj for i, j {3, 4}. Using this decomposition we prove the
following.
f (d b) j
= (T33 )b,c g(c d ) + R3 (k)
j=0
N b (k)
b,cG1
j
Step 2. We now look in detail to the operator T33 and its powers T33 . Recall that
(b) = 2 ((1) b2 + ib1 ) and set := (1) so that (1) = (1) . Then,
1
2(k + d ) A(b
c) = 2i (A(b
c))w,d 2i (A(b
c))z,d .
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924 G. de Oliveira
Hence,
1
Tb,c = (2(c + k) A(b
c) q(b c))
Nc (k)
2(c d ) A(b
c) q(b c) + 2(k + d ) A(b
c)
=
(w,d 2i (c d ))(z,d 2i (c d ))
= Xb,c + Yb,c , (53)
where
2(c d ) A(b
c) q(b c) 2i (A(b
c))w,d
Xb,c := , (54)
(w,d 2i (c d ))(z,d 2i (c d ))
c))z,d
2i (A(b
Yb,c := . (55)
(w,d 2i (c d ))(z,d 2i (c d ))
Let X and Y be the operators whose matrix elements are, respectively, Xb,c and
Yb,c . Set
|z,d |R := 2|z,d | R.
First observe that the vector b # has the same length as the complex
number 2i (b):
Furthermore, for b G ,
1 1 1
(59)
|w,d 2i (b d )| |b d | |w,d | |b d |
1 1
= . (60)
2
Here we have used that |w,d | < < and |b d | 2 for all b G . Using again
that < |c d |/2 for all c G we have
|c d |
< 2. (61)
|c d |
Finally recall that
1 1 1 1
< and < , (62)
6 |z,d | |v| R
where the last inequality follows from Proposition 11 since |v| > R by hypothesis.
Then, using the above inequalities and Proposition 5, the bounds (56) for X33
and Y33 follow from the estimates
sup + sup |Xb,c | sup + sup
cG3 bG3 cG3 bG3
bG3 cG3 bG3 cG3
2|c d | |A(b
c)| + | q (b c)| + |2i (A(b
c))| |w,d |
|w,d 2i (c d )| |z,d 2i (c d )|
2
sup + sup
|z,d |R cG3 bG3
bG3 cG3
! "
2|c d | |A(b
c)| |
q (b c)| + 2 |A(b
c)|
+
|w,d 2i (c d )| |w,d 2i (c d )|
2
sup + sup
|z,d |R cG3 bG3
bG3 cG3
! "
2|c d | |A(b
c)| | q (b c)| + 2 |A(b c)|
+
|c d |
!! " "
2 2
q l 1
2 4+ A l1 +
|z,d |R
& '
l1 + 4 q l1 1
20A
|z,d |R
& '
l1 + 4 q l1 1 1 1 1
20A < + =
R 7 4 3
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926 G. de Oliveira
and similarly
sup + sup |Yb,c | 8 (A)
l1 < 1 .
cG3 bG bG3 cG
14
3 3
j
Step 3. We now look in detail to T33 . For each integer j 1 write
j j
T33 = (X33 + Y33 )j = Zj + Wj + Y33 , (63)
where Wj is the sum of the j terms containing only one factor X33 and j 1 factors
Y33 ,
j
Wj := (Y33 )m1 X33 (Y33 )jm ,
m=1
j
Zj := (X33 + Y33 )j Wj Y33 .
converge, and the operator norm of W and Z decay with respect to |z,d |. Indeed,
j
1
S Y33 j < C,
j=0 j=0
14
j1
C,A,q 1 C,A,q
W Wj j < ,
j=1
2|z,d | R j=1 14 |z,d |R
j
C,A,q 2 C,A,q
Z Zj .
j=2
|z,d |R j=2 3
2 |z,d |2R
Step 4. Consequently,
f (d b) j
(T33 )b,c g(c d )
j=0
N b (k)
b,cG1
(1) (2)
= ,d + ,d + R4 , (65)
where
(1)
f (d b) Sb,c (k)g(c d )
,d (k) := ,
(w,d (k) 2i (b d ))(z,d (k) 2i (b d ))
b,cG1
(66)
(2)
f (d b) Wb,c (k)g(c d )
,d (k) :=
(w,d (k) 2i (b d ))(z,d (k) 2i (b d ))
b,cG1
and
f (d b) Zb,c (k)g(c d )
R4 (k) := . (67)
(w,d (k) 2i (b d ))(z,d (k) 2i (b d ))
b,cG1
928 G. de Oliveira
X33 and Y33 are analytic in k because their matrix elements are analytic functions of
k. (Note, the functions w,d (k) and z,d (k) are analytic.) Consequently, the matri-
ces Wj and Zj are also analytic and so are Sb,c , Wb,c and Zb,c because the series
(j)
(64) converge uniformly with respect to k. Thus, all the functions ,d (k) are ana-
lytic in the region under consideration. This completes the proof of the lemma.
Proof of Proposition 16. Step 1. Recall that TG G = T33 + T34 + T43 + T44 with
(0) (0) (0) (0)
Tij = Gi T Gj and set X33 := 0, Y34 := T34 , W43 := T43 , and Z44 := T44 . It is
straightforward to verify that, for any integer j 0,
(j) (j) (j) (j)
TGj+1 j+1
G = T33 + X33 + Y34 + W43 + Z44 , (70)
where
(j) (j1) (j1)
X33 := T33 X33 + T34 W43 : L2G3 L2G3 ,
(j) (j1) (j1)
Y34 := T33 Y34 + T34 Z44 : L2G3 L2G4 ,
(71)
(j) j (j1) (j1)
W43 := T43 T33 + T43 X33 + T44 W43 : L2G4 L2G3 ,
(j) (j1) (j1)
Z44 := T43 Y34 + T44 Z44 : L2G4 L2G4 .
Step 2. Since G1 G4 = G4 G1 = 0 and G1 G3 = G3 G1 = G1 , substituting
(0)
(70) into the sum below for the terms where j 1 we have, recalling that X33 = 0,
f (d b) j
(TG G )b,c g(c d )
j=0
N b (k)
b,cG1
f (d b) j
= (T33 )b,c g(c d )
j=0
Nb (k)
b,cG1
f (d b) (j)
+ (X33 )b,c g(c d ). (72)
j=1
N b (k)
b,cG1
Now recall from (58) and (60) that, for all b G3 ,
1 2 1
, (73)
|Nb (k)| |z,d |R
and observe that G1 G3 . Let M be either TG G or T33 . Then, the estimate
f (d b)
(M j
) g(c d
)
b,c
b,cG Nb (k)
1
ibx
f (d b) e j e
icx
= , M g(c d
)
||1/2 ||1/2
Nb (k)
bG1 cG1
2 1
f l1 gl1 Mj (74)
|z,d |R
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implies that the left-hand side and the rst term on the right-hand side of (72)
converge because M < 17/18. Thus, the last term in (72) also converges. Hence,
we are left to show that
f (d b) (j)
R3 (k) := (X33 )b,c g(c d ) (75)
j=1
N b (k)
b,cG1
obeys
C,f,g
|R3 (k)| .
|z,d | R2
In order to do this we need the following inequality, which we prove later.
Proposition 17. Consider a constant 0 and suppose that (1 + |b| ) q (b)l1 <
and (1 + |b| )A(b)
l 1 < 2/63. Suppose further that |v| > 2
(1 + |b|
)A(b)l1 .
Then, for any B, C G and m 1,
m
17 1
B TGm G C (1 + (2) m 1 ) sup ,
bB 1 + |b c|
18
cC
Hence,
j+1
(j) 17
W43 G1 = G4 TGj+1
G G TG G
1
j+1
< .
18
Therefore, for 0 m < j,
(jm1)
G1 T33
m
T34 W (jm1) G1 G1 T33
m
T34 W43 G1
j+1
3(m + 1) 17
.
1 18
1 + R2
16
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930 G. de Oliveira
j1
(jm1)
G1 T33
m
T34 W43 G1
m=0
j+1
j1
3 17
(m + 1)
1 18
1 + R2 m=0
16
j+1
3 17
= (j 2 + j) .
1 2 18
2+ R
8
Consequently,
% %
% %
% %
%G X
(j)
%
(j)
G1 X33 G1
% 1 33 G1 %
% j=1 % j=1
j+1
3 17 C
2
(j + j) 2,
1 2 18 R
2 + R j=1
8
where C is an universal constant. Finally, using this and (73), since |z,d | 3|v|
we have
f (d b) 6C 1
|R3 (k)| = (j)
X33
g(c d ) f l1 gl1 .
b,cG1 N b (k) j=1 |z ,d | R
2
b,c
In fact, using the bounds (11), (12) and |k| 3|v|, it follows that
q(b c) 2c A(b c)
c) 2k A(b
sup |Qb,c | = sup (1 + |b c| )
bB bB Nc (k) Nc (k) Nc (k)
cC cC
1 14 1 4 17
(1 + |b| )
q (b)l1 + (1 + |b| )A(b)
l1 < + = ,
|v| 2 9 18
and similarly we prove the second bound in (77). Furthermore, since |Tb,c | |Qb,c |
for all b, c # , for any integer m 1 we have
m
m
17 17
sup |(TBC )b,c | <
m
and sup |(TBC )b,c | <
m
.
bB 18 cC 18
cC bB
Now, let p be the smallest integer greater or equal than , and for any integer
m 1 and any 0 , 1 , . . . , m # , let b = 0 and c = m . Then,
& ' & 'p
|b c| |b c|
|b c| = (2)
(2)
2 2
(2)
m
= |i1 1 i1 | |ip 1 ip |
(2)p i1 ,...,ip =1
m
(2)p (|i1 1 i1 |p + + |ip 1 ip |p )
i1 ,...,ip =1
m
= (2)p p mp1 |i1 i |p
i=1
*
m
(2)p p mp1 (1 + |i1 i |p ). (78)
i=1
1
To simplify the notation write s := supbB, cC 1+|bc|
. Hence,
sup |(TGm G )b,c |
bB cC
1
sup sup (1 + |b c| )|(TGm G )b,c |
bB 1 + |b c| bB
cC
cC
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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932 G. de Oliveira
s sup |(TGm G )b,c | + (2)p p mp1 sup (1 + |b 1 | )|Tb,1 |
bB cC bB G
1
(1 + |1 2 |2 )|T1 ,2 | (1 + |m1 c|2 )|Tm1 ,c |
2 G cC
m
17
s + (2)p p mp1 sup (1 + |b 1 |2 )|Tb,1 |
18 bB 1 G
sup (1+|1 2 |2 )|T1 ,2 | sup (1 + |m1 c|2 )|Tm1 ,c |
1 G G m1 G cC
2
m
17
s (1 + (2)p p mp1 ) ,
18
where is the smallest integer greater or equal than . This is the desired
estimate.
1 1 w
= + ,
w 2i (c d ) 2i (c d ) 2i (c d )(w 2i (c d ))
so that
z 1 w
= +
Nc (k) 2i (c d ) 2i (c d )(w 2i (c d ))
2i (c d ) 1
+
w 2i (c d ) z 2i (c d )
1 4
|c(0) | , |c(w) | and |c(z) | .
2 22 |z|R
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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Hence,
c))z
2i (A(b
Yb,c =
Nc (k)
c)) (0) 2i (A(b
= 2i (A(b c
c)) (w) 2i (A(b
c
c)) (z)
c
(0) (w) (z)
=: Yb,c + Yb,c + Yb,c .
() ()
Let Y ( ) be the operator whose matrix elements are Yb,c and set Y33 :=
G3 Y ( ) G3 . Then, similarly as we estimated Y33 , using (58) to (61) and
Proposition 5, it follows easily that
(0) 1 l1 , Y (w) (A)
l1 , Y (z) 4 (A)
Y33 (A) l1 .
2 33
22 33
|z|R
Furthermore,
S = (I Y33 )1 = 1 + (1 Y33 )1 Y33 = 1 + SY33
2(0) (w) (z)
= 1 + (1 + SY33 )Y33 = 1 + Y33 + Y33 + Y33 + SY33 ,
where, recalling (56),
2
1 Y33 2 14 8
SY33
2
(1 Y33 ) Y33 2
< (A)
21 .
1 Y33 13 l
934 G. de Oliveira
(1,j)
Furthermore, for 0 j 2, it follows easily from (79) that |,d | Cj with
1 1
C0 := 1+ (A)
l1 f l1 gl1 ,
2 2
7
C1 := 1+ (A)l1 f l1 gl1 ,
(81)
22 6
64
C2 := (A)
21 f l1 gl1 ,
l
3
while for j = 3,
(1,3) 1
|,d | C,A,f,g .
|z|R
This completes the proof of the lemma.
Proposition 18. Let and be constants with 1 < 2 and 1 < 2. Suppose
that f is a function on # obeying |b| f (b)l1 < . Then, for any 1 , 2 #
with 1 = 2 ,
|f (b 1 )| C 1 if , < 2,
#
|b 2 | |1 2 |+2
ln|1 2 | if = 2 or = 2,
b \{1 ,2 }
4
(|d b|2 + |b d |2 ) |f (d b)| |g(b d )|
|d d |2
bG
4
(b2 f (b)l2 gl2 + f l2 b2 g(b)l2 )
|d d |2
4 Cf,g
(b2 f (b)l1 gl1 + f l1 b2 g(b)l1 ) . (83)
|d d |2 |d d |2
Furthermore, by Proposition 18 with = = 2, for any 0 < 1 < 2,
|g(c d )| ln|b d | C# ,g,1
C# ,g
|2
.
|b c|2 |b d |b d |21
cG \{b}
936 G. de Oliveira
Here FBC and GBC are |B| |C| matrices and G (k) is a |G| |G| matrix. First
observe that
f (d b)
G (k) = 1
(RG
G )b,c g(c d )
N b (k)
b,cG
d ,d G
m0
Step 1. Let T = T (k) be an invertible matrix. Then applying m
ki 0
to the identity
m0
T T 1 = I and using the Leibniz rule for m
ki 0
(T T 1) we nd that
m 0 1
m0 m1
m0 T 1 1 m0 T m1 T 1
m0 = T m0 m1 .
ki m =0
m1 ki kim1
1
m Hk1
Step 2. In view of (85), it is not dicult to see that k2m is given by a nite
linear combination of terms of the form
*
m
nj
H
Hk1 nj
k 1
Hk , (86)
j=1
k 2
+m m 1
n Hk n
where j=1 nj = m. Thus, when we compute k1n k2m , the derivative k1n acts
nj , -
either on Hk1 or nHjk . However, since H
k2 b,c = 2(k2 + b2 )b,c 2A2 (b c), we
k
k 2
n n
n j Hk n j Hk n Hk
have k1n knj = 0 if nj 1 and k1n knj = k1n if nj = 0. Similarly, using
2 2
n
Hk1
again (85), one can see that is given by a nite linear combination of terms of
k1n
+n
the form (86), with m and k2 replaced by n and k1 , respectively, and j=1 nj = n.
k n+m H 1
Therefore, combining all this we conclude that kn km is given by a nite linear
1 2
combination of terms of the form
*
n+m
nj
H
1 1 k 1 R1 ,
k RG G nj k GG (87)
j=1
k ij
+ +n+m
where n+mj=1 nj 2,ij = m and j=1 nj 1,ij = n, that is, where the sum of nj for
which ij = 2 is equal to m, and the sum of nj for which ij = 1 is equal to n.
nj
Hk 1
Step 3. The rst step in bounding (87) is to estimate n k G . A simple
ki j
j
calculation shows that
# $
2(kij + bij )b,c + 2Aij (b c) if nj = 1,
nj Hk 1 1
n = 2b,c if nj = 2,
kijj k Nc (k)
b,c 0 if nj 3.
Furthermore, by Proposition 7,
1 1
|Nb (k)| |v|
for all b G , while by Proposition 3 we have
1 2
(88)
|Nb (k)| |v|
and
2
|ki + bi | |ui + bi | + |vi | |v| + |u + b| |Nb (k)|
for all b G if G = {0, d}, and for all b G \{b} if G = {0}. Furthermore,
938 G. de Oliveira
since |u| < 2|v| because k T0 . Now, let 1B (x) be the characteristic function of
the set B. Then, using the above estimates we have
# $
nj Hk
sup 1
nj k G
cG
bG kij b,c
! "
2|kij + bij |nj ,1 + 2nj ,2 2|Aij (b c)|
sup b,c + nj ,1
cG |Nb (k)| |Nb (k)|
bG
! "
2|kij + bij | + 2 2|Aij (b c)|
sup b,c + 1G (b)
cG |Nb (k)| |Nb (k)|
! "
2|kij + bij | + 2 2|Aij (b c)|
+ sup b,c +
cG
|Nb (k)| |Nb (k)|
bG \{
b}
2|kij + bij | + 2 + 2A
l1
1G (b)
|v|
!& ' "
4 2 2|Aij (b c)|
+ sup + b,c +
cG
|Nb (k)| |Nb (k)|
bG \{
b}
2 l1 )1G (b) + 4 + 4 + 4 A
(2(|u| + |v| + |b|) + 2 + 2A l1
|v| |v| |v|
2 l1 )1G (b) + 4 + 4 + 4 A
(12|v| + 2 + 2 + 2A l1
|v| |v| |v|
1G (b) 1 C,A + C,A .
Similarly,
# $
nj Hk
sup 1 1G (b) 1 C,A + C,A .
k nj k G
bG cG
ij b,c
Hence, by Proposition 5,
% %
% nj H %
% k 1 % 1 C,A + C,A .
% G % 1G (b)
% kinjj k %
FGG f l1 ,
GGG gl1 ,
(90)
1 2
1
k G 1G (b)
+ (1 1G (b)) .
|v| |v|
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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From Lemma 1 we have (RG G )1 18. Thus, the operator norm of (87) is
bounded by
% %
% n+m %
% * 1 1 nj Hk %
% k RG G 1 1 %
k RG G %
% nj
% j=1 k ij %
% %
* %
n+m nj
% Hk 1
%
% 1
1 1
k RG G % G % RG
% kinjj k %
G ,
j=1
if G = {0}, or by
1 *
n+m
1
18 C,A 18 gl1 C,A,n,m
|v| j=1
|v|
Proof of Lemma 7. Let R+ be the set of non-negative real numbers and let be
a real-valued function on R+ such that:
940 G. de Oliveira
(a) T T 1 T ;
(b) If B = C, then S T S T ;
(c) If B = C, then (I + T )1 (1 T )1 if T < 1;
(d) |Tb,c | (|bc|)
1
T for all b B and all c C.
Now, by using these properties we prove Lemma 7. We follow the same notation
as above. First observe that, similarly as in the last proof we can write
Now, let (|b|) = (1 + |b|) , and observe that there is a positive constant C such
that (|b|) C (1 + |b| ) for all b # . Then, it is easy to see that
and since for diagonal operators the -norm and the operator norm agree, from
(90) we have
2
1
k G .
|v|
Hence, in view of Propositions 19(b) and 11(ii),
1
|d ,d (k)| F{d }G 1 1
k RG G GG {d } C,f,g,,A,m,n ,
|d|
and by repeating the proof of Lemma 6 with the operator norm replaced by the
-norm we obtain
% n+m %
% % 1
% %
% k n k m d ,d (k)% C,f,g,,A,m,n |d| .
1 2
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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S if j = 1,
(j)
M := W if j = 2,
Z if j = 3,
where S, W and Z are given by (64). In order to prove Lemma 8, we rst prove
the following proposition.
Proposition 20. Assume the same hypotheses of Lemma 8. Then, for any integers
n and m with n + m 1 and for 1 j 3,
% n+m %
% % Cj
% 1 (j) %
% k n k m k M % (2|z,d (k)| R)j ,
1 2
Proof. Step 0. To simplify the notation write w = w,d , z = z,d and |z|R = 2|z|
R. First observe that, for any analytic function of the form h(k) = h(w(k), z(k))
we have
h= + h, h = i(1)
h.
k1 w z k2 w z
Thus,
% n+m %
% %
% 1
M (j) %
% k n k m k %
1 2
% n
%
% m nr+mp r+p %
% m n 1 (j) %
= %(i(1) )m (1)mp nr+mp M %
% p r z wr+p k %
p=0 r=0
% nr+mp r+p %
% %
2 n+m %
sup sup % nr+mp 1
M %.(j) %
z w r+p k
pr rn
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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942 G. de Oliveira
r+p 1
Step 1. The rst step for obtaining (93) is to estimate zr wkp G3 . Observe that
r+p 1
r+p (1 )
k b,c
k
=
z r wp b,c z r wp
p
1 r b,c
= p
w w 2i (b d ) z r z 2i (b d )
(1)p p! (1)r r! b,c
=
(w 2i (b d ))p+1 (z 2i (b d ))r+1
p! r! b,c
,
|w 2i (b d )|p+1 |z 2i (b d )|r+1
and recall from (58) and (59) that, for all b G3 ,
1 2 1 1
and . (94)
|z 2i (b d )| |z|R |w 2i (b d )|
Then,
r+p 1
p! r! 2r+1
b,c
k
p+1 r+1 ,
z r wp b,c |z|R
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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and consequently,
r+p 1
sup + sup k
bG3 cG cG3 bG
z r wp b,c
3 3
p! r! 2 r+1 r+2
sup + sup b,c = p! r! 2 .
p+1 |z|Rr+1
bG3 cG cG3 bG p+1 |z|r+1
R
3 3
Therefore, by Proposition 5,
% r+p 1 %
% k % p! r! 2r+2 1
% % . (95)
% z r wp G 3%
p+1 |z|r+1
R
Step 2. We now estimate the second factor in (93). Let us rst consider the case
j = 1, that is, M (1) = S. Since S = (I Y33 )1 , the operator S is clearly invertible.
pS
Thus, by applying (85) with T = S 1 , one can see that w p is given by a nite
+p r pS r
where j=1 nj = p. Hence, when we compute z r w p , the derivative z r acts
nj S 1 1
either on S or w nj
.
Similarly, using again (85) with T = S , one can see that
r S
r is given by a nite linear combination of terms of the form (96), with p and w
z
+r r+p S
replaced by r and z, respectively, and j=1 mj = r. Thus, we conclude that z r w p
+r+p +r+p
where j=1 mj = r and j=1 nj = p. Indeed, observe that the general form of the
terms (97) follows directly from (85) because that identity is also valid for mixed
derivatives.
Since S = (I Y33 )1 with Y33 < 1/14 and
we have
1 14
S = (I Y33 )1 (99)
1 Y33 13
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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944 G. de Oliveira
and
j+l
j+l
S 1
= j l Yb,c
z w
j l
b,c z w
j 2i (A(b
c)) z l
1
= j .
z z 2i (c d ) wl w 2i (c d )
Furthermore,
j 2i (A(b
c)) z c)) 2i (c d )
(1)j1 j! 2i (A(b
= for j 1,
z z 2i (c d )
j (z 2i (c d ))j+1
l 1 (1)l l!
= for l 0.
w w 2i (c d )
l (w 2i (c d ))l+1
Recall from (59) and (61) that, for all c G ,
|c d | |c d |
2. (100)
|w 2i (c d )| |c d |
Then, using this and (94), for j 1 and l 0,
j+l j! l! |A(b
c)| |c d |
1
S
z w
j l
b,c |z 2i (c d )| |w 2i (c d )| |w 2i (c d )|
j+1 l
2j+2 j! l! |A(b
c)|
, (101)
l |z|j+1
R
2 l! |A(b
c)|
. (102)
l+1
Consequently,
j+l
sup 1
+ sup S
bG3 cG3
z j wl b,c
cG3 bG3
j+2
|z|R 2 j! l! |A(b
1 0,j + 0,j sup + sup c)|
2 l |z|j+1
R bG3 cG3
cG3 bG3
j+3
|z|R 2 j! l!
1 0,j + 0,j Al1 .
2 l |z|j+1
R
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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*
r+p
2 mj +3
mj ! n j !
Cr,p C,A Al1
j=1
nj
*
r+p
|z|R
1
C,A 1 0,mj + 0,mj m +1
j=1
2 |z|R j
1
C,A,r,p ,
|z|r+1
R
1
C,A,n,m .
|z|n+1
R
Step 3. We now estimate the constant C1;,A,i,j for i, j {0, 1}. First observe
that
w
= |1,j + i(1) 2,j | = 1 and z = |1,j i(1) 2,j | = 1.
kj kj
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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946 G. de Oliveira
% 1 % % 1 %
2 # 4 $
% S % % S % 3 2 Al1 22 A
l1
%
S % 2 % + % % +
w % % z % 2 |z|2R 2
l1
18A
.
2
Similarly,
2S S w S 1 z S 1
= + S
ki kj ki kj w kj z
w S 1 z S 1 S
S +
kj w kj z ki
w w 2 S 1 z 2 S 1
S +
kj ki w2 ki zw
z w 2 S 1 z 2 S 1
+ + S,
kj ki wz ki z 2
% 2 1 % % 2 1 % % 2 1 %
% S % % S % % S %
%
+ S % 2 % +2% % % %
w 2 % % zw % + % z 2 %
2 # 3 $
l1 8A
3 18A l1 3 2 Al1 25 A
l1 26 A
l1
2 + + +
2 2 2 2 3 |z|2R |z|3R
# $
432 2 54 l1
55A l1
8A
4 A l1 + 3 Al1 +1 .
3
Furthermore, by (95),
% % % % % %
% 1 % % 1 % % 1 % 22 23 8
% k % % k % % k %
% kj % % w % % z % 2 |z|R + |z|2 2 |z|R
+
R
September 14, 2010 13:29 WSPC/S0129-055X 148-RMP
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and
% 2 1 % % 2 1 % % 2 1 % % 2 1 %
% k % % k % % % % %
% %% % + 2 % k % + % k %
% ki kj % % w2 % % zw % % z 2 %
23 24 26 5 23 1
+ + < .
3 |z|R 2 |z|R
2 3
|z|R 3 |z|R
Hence, since A
l1 < 2/63 and < /6,
% % % % % %
% 1 % % 1 % %
1 % S %
%
% % % k %
% kj k S % % kj % S + k % kj %
8 3 l1
2 18A 13 1
+ 2
2 |z|R 2 |z|R 2 |z|R
and
% %
% 2 %
% 1 %
% ki kj k S %
% 2 1 % % %% % % %% % % 2 %
% k % % 1 %%
k % % S %
% % 1 %%
k % % S %
% %
1 % S %
%
%% % %
S + % +%% + k %
ki kj % kj % % ki % ki % % kj % ki kj %
# # $$
1 5 23 3 l1
8 18A l1 8A
2 55A l1 65 1
+2 2 + +1 < 3 .
|z|R 23 2 3 |z|R
Therefore,
13 13 65
C1;,A,1,0 , C1;,A,0,1 and C1;,A,1,1 ,
2 2 3
as was to be shown.
r+p (2) r+p
Step 4. To prove (93) for j = 2 we need to bound zr w
M
p = z r w p . Recall
W
where Yb,c is given above by (98) and X33 C/|z| < 1/3 with
(c d ) A(b
c) q(b c) 2i (A(b
c))w
Xb,c = .
(w 2i (c d ))(z 2i (c d ))
948 G. de Oliveira
j % %
% r+p %
% (Y )m1
X (Y )jm %
% z r wp 33 33 33 %
j=1 m=1
% l +n %
j
% 1 1 Y33 lm +nm X33 lj +nj Y33 %
j r+p sup %
% z l1 wn1 %
j=1 m=1 I
z lm wnm z lj wnj %
% l +n % % l +n % % l +n %
j
% 1 1 Y33 % % m m X33 % % j j Y33 %
j r+p sup % % % % % %
% z l1 wn1 % % z lm wnm % % z lj wnj % , (105)
j=1 m=1 I
where
j
j
I := (li , ni )li r and ni p for 1 i j with li = r and ni = p .
i=1 i=1
(106)
+
Note, we can dierentiate the series (104) term-by-term because the sum j=1 Wj
+j
converges uniformly and the sum m=1 is nite. We next estimate the factors
in (105).
Combining (101) and (102) we have
l +n
li +2
i i |z|R 2 l i ! ni !
z li wni Yb,c 1 0,li + 2 0,li ni |z|li +1 |A(b c)|. (107)
R
(1)li l !(1)ni n !(2 (A(b
c))2 (c d ) (c d ) A(b c) q(b c))
i i
=
(z 2i (c d ))li +1 (w 2i (c d ))ni +1
c)| |c d | + |
li ! ni ! (2|A(b q (b c)|)
|z 2i (c d )|li +1 |w 2i (c d )|ni +1
c)| |c d | + |
2li +1 li ! ni ! 2|A(b q (b c)|
i |z|R
n l i +1 |w 2i (c d )|
2li +1 li ! ni ! c)| + 1 |
4|A(b q (b c)| . (108)
ni |z|lRi +1
Hence,
l +n
i i
sup + sup
z li wni Yb,c
bG3 cG3
cG3 bG3
li +2
|z|R 2 l i ! ni ! |A(b
1 0,li + 0,li sup + sup c)|
2 ni |z|lRi +1 bG3 cG3
cG3 bG3
li +3
|z|R 2 l i ! ni !
1 0,li + 0,li Al1
2 i |z|lRi +1
n
and similarly
l +n
i i 2li +2 li ! ni !
q l1
sup
z li wni Xb,c ni |z|li +1 4Al1 +
+ sup .
bG3 cG3
cG3 bG 3
R
and
% l +n %
% i i % 2li +2 li ! ni !
q l1
% X % 4
A +
% z li wni 33 % ni |z|lRi +1
l 1
# $
q l1 1 2li +3 li ! ni !
= 2 + Al1 . (110)
2A l1 |z|R ni +1 |z|li
R
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+j +j
Applying these estimates to (105) and recalling that i=1 li = r and i=1 ni = p
we have
% r+p %
% %
% %
% z r wp W %
% l +n % % l +n % % l +n %
j
% 1 1 Y33 % % m m X33 % % j j Y33 %
j r+p
sup % l1 n1 % % lm nm % % lj nj %
% % % % %
j=1 m=1 I
z w z w z w %
# $
j
q l1 1 * 2li +3 li ! ni !
j
j r+p sup 2 + Al1
j=1 m=1 I
l1
2A |z|R i=1 ni +1 |z|lRi
# $
# $j j j
2r r+p 8A * *
j
q l1 1 l1
= 2 + j sup li ! nm ! 1
l1
2A |z|R |z|R j=1
p r I i=1 m=1 m=1
# $
j
q l1 2r r!p! r+p+1 1 1
2 + j C,A,q,r,p r+1 .
2Al1 p |z|r+1
R j=1
21 |z| R
This is the inequality we needed to prove (93) for j = 2. In fact, using (95) we
obtain
% nr+mp 1 % % r+p (2) %
% k % % M %
sup sup % % % %
pm rn
% z nr wmp % % z r wp %
(m p)! (n r)! 2nr+2 C,A,q,r,p
sup sup
pm rn mp+1 |z|nr+1
R |z|r+1
R
1
C,A,q,m,n .
|z|n+2
R
j
Z= Zj = (X33 + Y33 )j Wj Y33 .
j=2 j=2
r+p r+p j
Z j = ((X33 + Y33 )j Wj Y33 )
z r wp z r wp
where there are j 2 factors involving X33 or Y33 and two factors containing X33 .
+ +
Furthermore, for each term in the sum we have ji=1 li = r and ji=1 ni = p. Thus,
% r+p %
% %
% %
% z r wp Zj %
% l +n % % l +n % % l +n %
% 1 1 Y33 % % m m X33 % % j j Y33 %
(2 j 1) j
j r+p %
sup % l1 n1 % % lm nm % % lj nj %
% % % % ,
I z w z w z w %
where the set I is given above by (106). Now observe that, the estimate for the
derivatives of X33 in (110) is better then the estimate for the derivatives of Y33 in
(109) because the former has an extra factor C,A,q /|z|R < 1. Since the product
(111) has at least two factors containing X33 , we can estimate any of these products
by considering the worst case. This happens when there are exactly two factors
involving X33 . Hence, by proceeding in this way, for each j 2 we have
% r+p %
% %
% %
% z r wp Zj %
# $2
q 1 1 *j
2 li +3
l !n !
l i i
(2j j 1) j r+p sup 2 + l1
A
I 2A l1 |z|2R i=1 ni +1 |z|lRi
# $2 # $j
q l1 1 2r r!p! l1
8A
2 jj r+p
2 +
l1
2A |z|2R p |z|rR
j
2 1
C,A,q,r,p j r+p ,
21 |z|r+2
R
C,A,q,r,p
.
|z|r+2
R
(m p)! (n r)! 2nr+2 C,A,q,r,p
sup sup
pm rn mp+1 |z|nr+1
R |z|r+2
R
1
C,A,q,m,n .
|z|n+3
R
This is the desired inequality for j = 3. The proof of the proposition is complete.
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We can now prove Lemma 8. We rst prove it for 1 j 2 and then for j = 3
separately.
Step 1. We begin with the terms involving R1 and R2 , which are easier. We follow
the same notation as above. First observe that, similarly as in the proof of Lemma 6,
since 1 1
k RG G = Hk
1
on L2G , we have
n+m % %
% n+m Hk1 %
R (k) = %F G %
k n k m 1 % {d }G1 k n k m G2 {d } %
1 2 1 2
% n+m 1 %
% Hk %
F{d }G1 % %
% k n k m % GG2 {d } ,
1 2
n+m % %
% n+m Hk1 %
% %
k n k m R2 (k) = %F{d }G2 k n k m GG {d } %
1 2 1 2
% n+m 1 %
% Hk %
F{d }G2 %
%
% k n k m % GG {d } .
1 2
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Furthermore, we have already proved that F{d }G1 f l1 and GG {d } gl1
(see (90) and (91)), and since |z| 3|v|, by Proposition 11,
% n+m 1 %
% Hk % 1
% % (n+m+1)
% k n k m % C,A,n,m .
|z|
1 2
|d c|2 1
sup |f (b c)|
|f (d c)| b2 f (b)l1 sup
b{d } cG
|d c|2
cG2 |d c|
2
2 cG2
16 2
b f (b)l1 ,
R2
|d c|2 1
sup |f (b c)| sup |f (d c)| b2 f (b)l1 sup
cG2 cG2 |d c|2 cG2 |d c|
2
b{d }
16 2
b f (b)l1 .
R2
Hence, by Proposition 5,
1
F{d }G2 16b2 f (b)l1 .
R2
Similarly,
1
GG2 {d } 16b2 f (b)l1 .
R2
Therefore, combining all this, for 1 j 2 we obtain
n+m
1
(n+m+1)
k n k m Rj (k) C,A,n,m,f,g
|z|R2
.
1 2
Step 2. Recall from (67) the expression for R4 . Then, similarly as above, by applying
Proposition 20 for j = 3 we nd that
n+m % n+m %
% %
R F % 1 %
(k)
k n k m 4 {d }G1 %
n m
k1 k2
k Z % GG1 {d }
1 2
1
f l1 gl1 C,A,q,n,m .
|z|3R
Step 3. To bound the derivatives of R3 (which is given by (75)) we need a few more
(j)
estimates. Recall from (70) that W43 = G4 TGj+1
G G . First observe that
3
r+p 1 m r+p
1 G1 T33
(jm1)
p G T T 34 W = m
T34 TGjm
G G
k1r k2 1 k 33 43
k1r k2p k 3
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where the set I is given by (106) with j replaced by j + 2 and
1 for i = 1,
k G1
T for 2 i m + 1,
33
T(i) := (113)
T34
for i = m + 2,
T G G for m + 3 i j + 2.
r+p 1
Step 3a. The rst step in bounding (112) is to estimate k
k1r k2p
G1 . We follow the
n+m Hk1
same argument that we have used in the proof of Lemma 6 to bound k1n k2m .
In fact, in view of (85) one can see that
p 1 *p
nj
k
= 1
k nj
k 1 , (114)
k2p j=1
k 2
k
nite sum
where # of terms
depend on p
+p p 1
r k r
where j=1 nj = p. Hence, when we compute k1r k2p , the derivative k1r
nj k
acts either on 1 or n . However, since ( k
k2 )b,c = 2(k2 + c2 )b,c , we have
k k2 j
r nj r nj r
k1r knj k = 0 if nj 1 and k1r knj k = k1r k if nj = 0. Similarly, using again
2 2
r 1
k
(85) one can see that is given by a nite sum as in (114), with p and k2
k1r
+r
replaced by r and k1 , respectively, and j=1 nj = r. Thus, combining all this we
conclude that
r+p 1
k *
r+p nj
k 1
= 1 n k , (115)
k1r k2p j=1
k
kijj
nite sum where
# of terms depend
on r and p
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+r+p +r+p
where j=1 nj 2,ij = p and j=1 nj 1,ij = r. If we observe that
# $
nj k 2(kij + cij )b,c if nj = 1,
= 2b,c if nj = 2,
n
kijj
b,c 0 if nj 3,
and extract the leading term from the summation in (115), in a sense that will
be clear below, we can rewrite (115) in terms of matrix elements as
& 'r & 'p
r+p 1 (1)r+p (r + p)! 2(k1 + c1 ) 2(k2 + c2 )
=
k1r k2p Nc (k) Nc (k) Nc (k) Nc (k)
(2(k1 + c1 ))j (2(k2 + c2 ))j
+ ,
Nc (k)r+p+1
nite sum where
# of terms depend
on r and p
where j + j < r + p for every j in the summation. Recall from (88) and (89) that,
for all c G \{
c},
|ki + ci | 2 1 7 |ki + ci | + 3|v| 7
< < and . (116)
|Nc (k)| 3 2 |Nc(k)| |v| 2
Hence,
r+p
r+p
j +j
1 (r + p)! 7 7 1
k r k p Nc (k) |Nc (k)| +
|Nc (k)|2
1 2 nite sum where
# of terms depend
on r and p
r+p
(r + p)! 7 1
+ C,r,p . (117)
|Nc (k)| |Nc (k)|2
Thus, by Proposition 5, since |Nc (k)| |v| |z|/3 for all c G , we have
% r+p 1 %
% k % 7r+p (r + p)! 3 C,r,p
% %
% k r k p G1 %
r+p+1 |z|
+
|z|2
. (118)
1 2
where C,l1 ,n1 is the constant in (118). Then, for |z| > 1 and for any l1 r and
any n1 p,
% %
% l1 +n1 1 % 7l1 +n1 (l + n )! 3 7l1 +n1 (l1 + n1 )! 4
% %
%
1 1
% k
G +
% k11 k2 1
l n 1
% l1 +n1 +1 |z| l1 +n1 +1 |z|
l1 +n1 +1
7 1
= (l1 + n1 )! . (119)
|z|
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956 G. de Oliveira
This is the rst inequality we need to bound (112). We next estimate the other
factors in that expression.
Hence, using (116) and (117), since |Nc (k)| |v| |z|/3 for all c G and
|v| > 1,
r+p #
r+p $
T 7 C 7 |
q (b c)|
b,c (r + p)! +
,r,p
|A(b c)| +
k r k p |v| |v|
1 2
C,r,p
+ |A(b c)|
|v|
r+p+1
7 c)| + C,r,p (|A(b
(r + p)! |A(b c)| + |
q (b c)|).
|z|
(120)
Therefore, by Proposition 5,
% r+p %
% T G G %
% %
% k r k p % r,p , (121)
1 2
where
r+p+1
7 l1 + C,A,q,r,p 1 .
r,p := (r + p)! A (122)
|z|
This is the second estimate we need to bound (112). We next derive one more
inequality.
where
r+p+1
7 1
r,p := (r + p)! (1 + b2 )A(b)
l1 + C,A,q,r,p . (123)
|z|
In fact, in view of (120) we have
r+p
r,p Tb,c
2
sup |Qb,c | = sup (1 + |b c| ) r p
bB cC bB cC k1 k2
sup (1 + |b c|2 )
bB cC
!
r+p+1 "
7 C,r,p
(r + p)! |A(b c)| +
(|A(b c)| + |
q (b c)|)
|z|
r+p+1
7 1
(r + p)! (1 + b2 )A(b)
l1 + C,A,q,r,p ,
|z|
+
and similarly we estimate supcC bB |Qr,p b,c |. Now observe that, as in (78), for any
integer m 0 and for any 0 , 1 , . . . , m+2 # , let b = 0 and c = m+2 . Then,
m+2
|b c|2 2(m + 2) |i1 i |2 .
i=1
li ,ni li +ni
To simplify the notation write = l n , and recall from (113) and (123)
k1i k2 i
the denition of T(i) and r,p . Hence, similarly as in the proof of Proposition 17,
since |b c| R/4 for all b G1 and c G4 ,
# $
m+2
*
sup li ,ni T(i)
bG1
cG4 i=2 b,c
# $
m+2
1 *
2
sup sup (1 + |b c| ) li ,ni
T (i)
bG1 1 + |b c| bG1
2
cG4 i=2 b,c
cG4
2(m + 2)
sup (1 + |b 1 |2 )| l2 ,n2 Tb,1 |
1 2 bG
1+ R 1 1 G
3
16
(1 + |1 2 |2 )| l3 ,n3 T1 ,2 |
2 G3
(1 + |m+1 c|2 )| lm+2 ,nm+2 Tm+1 ,c |
cG4
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958 G. de Oliveira
2(m + 2)
sup (1 + |b 1 |2 )| l2 ,n2 Tb,1 |
1 2 bG
1+ R 1 1 G
3
16
sup (1 + |1 2 |2 )| l3 ,n3 T1 ,2 |
1 G3 G
2 3
sup (1 + |m+1 c|2 )| lm+2 ,nm+2 Tm+1 ,c |
m+1 G3 cG4
2(m + 2) l ,nm+2
= sup |Qlb,
2 ,n2
| sup |Qm+2
m+1 ,c
|
1 2 bG 1
m+1 G3
1+ R 1 1 G
3 cG4
16
2(m + 2) *
m+2
li ,ni
1
1 + R2 i=2
16
and similarly
# $
m+2
* 2(m + 2) *
m+2
li ,ni
sup T(i) li ,ni .
cG4 bG i=2
b,c
1 + 1 R2 i=2
1
16
Therefore, by Proposition 5,
% %
% %
% * i i T(i) % 2(m + 2) *
m+2 l +n m+2
%G1 % li ,ni .
% k1li k2ni % 1 + 1 R2 i=2
i=2
16
We have all we need to bound (112).
and
% %
r+p+1
% l1 +n1 T %
% (1) % 7 1
% % (r + p)! .
% k1 k2 %
l 1 n1 |z|
1 2(m + 2)
r+p+1 !m+2*
" j+2
*
7
(j + 2)r+p sup (r + p)! li ,ni li ,ni
I
|z| 1 + 1 R2 i=2 i=m+3
16
C
(j + 2)r+p (m + 2)
|z|R2
l1 +n1 +1 !m+2 " j+2
7 * *
sup (l1 + n1 )! li ,ni li ,ni ,
I i=2 i=m+3
where C is an universal constant. Now, recall the denition of r,p and r,p in
(122) and (123), observe that A l1 < (1 + b2 )A
l1 , and let 2 = 2;,A,q,r,p be a
suciently large constant such that, for |z| > 2 and for any li r and any ni p,
li +ni +1
7
li ,ni , li ,ni 2(li + ni )! (1 + b2 )A(b)
l1 .
Then,
% r+p %
% (jm1) %
% 1 m %
% k r k p k G1 T33 T34 W43 %
1 2
C
(j + 2)r+p (m + 2)
|z|R2
l1 +n1 +1 !m+2 " j+2
7 * *
sup (l1 + n1 )! li ,ni li ,ni
I i=2 i=m+3
j+2
(m + 2)C 7
(j + 2)r+p
(2(1 + b2 )A(b) l1 )
j+1
|z|R2
Pj+2
i=1 (li +ni ) *
j+2
7
sup (li + ni )!
I i=1
+j+2 +j+2 5j+2
(since i=1 li = r, i=1 ni = p and
i=1 (li + ni )! < (r + p)!)
r+p+1
j+1
7 14 1
C(r + p)! (m + 2)(j + 2)r+p (1 + b2 )A(b)
l 1
|z|R2
j+1
C,r,p 4
(m + 2)(j + 2)r+p
,
|z|R2 9
since (1 + b2 )A(b)
l1 < 2/63. This establishes a bound for (112).
Step 4. We now apply the last inequality for deriving an estimate for the derivatives
of R3 and complete the proof of the lemma for j = 3. Recall from (76) that
(j)
j1
(jm1)
m
X33 = T33 T34 W43 .
m=0
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960 G. de Oliveira
Then,
% r+p %
% %
% 1 (j) %
% k r k p G1 k X33 %
1 2
% r+p %
j1
% (jm1) %
% 1 m %
% k r k p k G1 T33 T34 W43
%
m=0 1 2
j1
j+1
C,r,p 4
(m + 2)(j + 2)r+p
m=0
|z|R 2 9
j+1
j1
C,r,p 4
(j + 2)r+p (m + 2)
|z|R2 9 m=0
j+1
C,r,p 4 1 2
= (j + 2)r+p (j + 3j).
|z|R2 9 2
Thus, since G1 G3 ,
% %
% %
% r+p %
%G 1
X
(j)
%
% 1 k r k p k 33 G1 %
% 1 2 j=1 %
%
%
% r+p %
% 1 (j) %
% k r k p G1 k X33 %
j=1 1 2
j+1
C,r,p 4 1 2 1
(j + 2)r+p
(j + 3j) CC,r,p ,
|z|R2 j=1 9 2 |z|R2
where C is an universal constant. Therefore,
r+p
r+p
R (k) = F 1
X
(j)
G
k r k p 3 {d }G1 k r k p
k 33 G1 {d }
1 2 1 2 j=1
% %
% %
% r+p %
%
F{d }G1 %G1 r p k 1
X33 G1 %
(j)
k1 k2 % GG1 {d }
% j=1 %
1
CC,r,p f l1 gl1 .
|z|R2
Finally, combining all the estimates we have
% n+m % 4 % %
% % % n+m %
% (3) % % %
% k n k m ,d (k)% % k n k m Rj (k)%
1 2 j=1 1 2
C C 4C
3 + ,
|z|R2 |z|3R |z|R2
where C = C,,A,q,f,g,m,n is a constant. Set ,A,q,m,n := max{1;,m,n ,
2;,A,q,m,n }. The proof of the lemma for j = 3 is complete.
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References
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[3] H. Kn orrer and E. Trubowitz, A directional compactification of the complex Bloch
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in the high-energy region. Two-dimensional case, Comm. Math. Phys. 251 (2004)
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September 14, 2010 13:30 WSPC/S0129-055X 148-RMP
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1. Introduction
The standard quantum two-sphere Sq2 has proven to be one of the most impor-
tant and useful examples in trying to understand the relationship between the
geometric/analytic world of noncommutative geometry and the algebraic setting of
quantum group theory. At the algebraic level, it is known that Sq2 has a unique
left-covariant two-dimensional dierential calculus [17, 18]. On the other hand, it
is known that this same calculus is recovered via analytic techniques by means of a
noncommutative spin geometry [4, 20]. This compatibility has led to the discovery
of other noncommutative two-dimensional geometries on Sq2 with a range of interest-
ing properties [7]. In this paper, we extend the investigation to the noncommutative
spin geometry of a dierential calculus on Sq2 whose dimension is equal to three.
Quantum two-spheres were constructed and classied by Podles in [16]. The
standard sphere Sq2 is unique amongst the Podles family in that it also appears
as the base space of the noncommutative Hopf bration SUq (2) Sq2 constructed
in [1] as a basic example of a quantum principal bundle. By equipping the total space
SUq (2) with the 3D dierential calculus of [22], one nds that the two-dimensional
963
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for each x R and q = 1. Furthermore, for the sake of brevity we introduce the
constants
:= q + q 1 , := q q 1 (1.2)
p (a b) = pa b, (a b) p = a bp, a, b, p P
is dened by dp
and d := 1 p p 1, for each p P . It is so-called because any
other dierential calculus (1 P, d) over P arises as a quotient 1 P = 1 P/NP ,
where NP is some P -P -sub-bimodule of P . With the projection P : P 1 P
1 1
one has d = P d.
If H is a Hopf algebra, we write mH: H H H and 1H for its prod-
uct and unit, H: H H H and H: H C for its coproduct and counit
and SH: H H for its antipode (when there is no possibility of confusion, we
omit the subscript H). We use Sweedler notation (h) = h(1) h(2) for the
coproduct. A dierential calculus 1 H over a Hopf algebra H is said to be left-
covariant if the coproduct , viewed as a left coaction of H on itself, extends to
a left coaction L: 1 H H 1 H such that d is an intertwiner and L is a
bimodule map:
calculus 1 H is bicovariant when equipped with the left and right tensor product
coactions on H H.
Left-covariant dierential calculi on a Hopf algebra H are classied as follows
after [22]. First, it may be shown that the linear map
1 H we obtain an isomorphism
Upon restricting r to the universal calculus
1H H H +,
r:
in the sense that AdR (IH ) IH H. It follows that bicovariant calculi on H are in
one-to-one correspondence with right ideals IH of H + which are AdR -stable [22].
Given a left-covariant dierential calculus 1 H over H, the quantum tangent
space of 1 H is the vector space
where the vector space H is the linear dual of H. This tangent space admits many
properties analogous to the classical case, in particular there exists a unique bilinear
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X | a db = H (a)X(b), a, b H, X TH . (2.5)
With respect to this bilinear form, the vector spaces 1inv H and TH are non-
degenerately paired, so that
M := P H = {p P: R (p) = p 1}.
For a well-dened bundle structure at the level of universal dierential calculi, one
requires exactness of the following sequence [1],
j ver
1 M )P
0 P ( 1P
P H + 0, (2.6)
ver(p p ) = pR (p );
: P M P P H, p M p pR (p ) (2.7)
be bijective. If this is the case, one also says that the triple (P, H, M ) is an
H-HopfGalois extension. This bijection condition is enough for a principal bundle
structure at the level of universal dierential calculi.
For a principal bundle with non-universal calculi extra conditions are required
that we briey recall. Assume then that P and M are equipped with dierential cal-
1 P/NP and 1 M =
culi 1 P = 1 M/NM , where NP and MM are sub-bimodules
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1 P and
of 1 M, respectively. Assume further that H is equipped with a left-
covariant calculus 1 H corresponding to a right ideal IH .
Compatibility of the dierential structures means that the calculi satisfy the
conditions
1M
NM = NP and R (NP ) NP H. (2.8)
1
The role of the rst condition is to ensure that M is spanned by elements of the
form mdn with m, n M and is hence obtained by restricting the calculus on P .
The second condition in (2.8) is sucient to ensure covariance of 1 P . Finally, we
need the sequence
ver
0 P (1 M )P 1 P P 1 0 (2.9)
to be exact. This sequence is the analogue of the sequence (2.6) but now at the
level of non-universal calculi. The P -P -bimodule P (1 M )P once again makes up
the horizontal one-forms and ver(p p ) = pR (p ) is the canonical map which
generates the vertical one-forms. The condition
ver(NP ) = P IH (2.10)
ensures that the map
ver: 1 P P 1 , 1 H + /IH
is well-dened and yields that the sequence (2.9) is indeed exact.
s: E 1 M, p v p(v)
is an isomorphism.
For a general M , it is usually not obvious how to go about looking for a framing.
However in the case of a quantum homogeneous space with compatible calculi one
has a standard framing in the following way [14]. If the conditions in (2.11)
are satised then the algebra M = P H is automatically framed by the bundle
(P, H, M ). The H-comodule V and soldering form are given explicitly by the
formul
V = (P + M )/(IP M ), R v = v(2) S(
v(1) ), (v) = S
v(1) d
v(2) , (2.12)
Hopf algebra A[SLq (2)] upon quotienting by the determinant relation ad = 1 + qbc
(equivalently da = 1 + q 1 bc) and dening an antipode by
a b d q 1 b
S = .
c d qc a
When the deformation parameter q is taken to be real A[Mq (2)] is made into
a -algebra by dening the anti-linear involution
a b d qc
x = := . (3.2)
c d q 1 b a
It is not dicult to see that A[SLq (2)] inherits this -structure. Without loss of
generality, we take 0 < q < 1. The compact quantum group A[SUq (2)] is dened to
be the quotient of A[SLq (2)] by the additional relations S(xk l ) = (xl k ) . Thus in
A[SUq (2)] we have
a b a qc
x= = . (3.3)
c d c a
The algebra relations become
ac = qca, ac = qc a, cc = c c, aa + q 2 cc = 1, a a + c c = 1, (3.4)
K = K, E = F, F = E.
It becomes a Hopf -algebra when equipped with the coproduct and counit
dened on generators by
(K 1 ) = K 1 K 1 , (E) = E K + K 1 E,
(F ) = F K + K 1 F,
(K) = 1, (E) = 0, (F ) = 0,
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j (K)|j, m = q m |j, m,
j (F )|j, m = ([j m][j + m + 1])1/2 |j, m + 1, (3.7)
j (E)|j, m = ([j m + 1][j + m])1/2 |j, m 1,
(E, c) = 1, (F, b) = 1,
with all other combinations of generators pairing to give zero. The pairing is
extended to products of generators via the requirements
p A[SUq (2)],
Using the pairing, there is a canonical left action of Uq (su(2)) on A[SUq (2)]
dened by
where X Uq (su(2)), p A[SUq (2)] and (p) = p(1) p(2) denotes the coproduct
on A[SUq (2)]. In particular, this action works out on generators to be
E a = b, E c = d, F b = a, F d = c,
K 1 a = q 1/2 a, K 1 c = q 1/2 c, K 1 b = q 1/2 b, K 1 d = q 1/2 d, (3.13)
E b = 0, E d = 0, F a = 0, F c = 0.
This action makes A[SUq (2)] into a left Uq (su(2))-module -algebra, in the sense
that
for all p, p1 , p2 A[SUq (2)], X Uq (su(2)). There is also a canonical right action
of Uq (su(2)) on A[SUq (2)], dened by
: A[SUq (2)] Uq (su(2)) A[SUq (2)], p
X := (X, p(1) )p(2) (3.14)
for X Uq (su(2)) and p A[SUq (2)], with properties similar to those for the left
action. These two canonical actions commute amongst one another.
In fact, this coaction is the same thing as a Z-grading on A[SUq (2)] for which the
generators have degrees
b0 b = q 2 b b0 , q 2 b b+ = q 2 b+ b + (1 q 2 )b0 ,
b+ b = b0 (1 + q 1 b0 )
inherited from those of A[SUq (2)]. In the classical limit q 1, the rst line of rela-
tions becomes the statement that the algebra is commutative, whereas the second
line becomes the sphere relation for the classical two-sphere S 2 . The quantum sphere
Sq2 is precisely the standard Podles sphere of [16]. The canonical algebra inclusion
M P is well known to be a HopfGalois extension [1] and hence a quantum
principal bundle with universal dierential calculi whose typical ber is determined
by H := A[U(1)].
The coaction (3.16) of H on A[SUq (2)] is also used to dene a family of line
bundles over the quantum sphere Sq2 , indexed by n Z:
E Ln Ln+2 , F Ln Ln2 , K 1 Ln Ln
1
a b q a qb
0 = 0 ;
c d q 1 c qd
a b 0 a 2 1 a 0
z = + q 0
c d 0 c c 0
b 0 qa q 1 b
+ + + z .
d 0 qc q 1 d
(4.3)
In these terms, the exterior derivative d: A[SUq (2)] 1 P has the form
where is the left action of Uq (su(2)) on A[SUq (2)] dened in (3.12). By using
the formul (3.13) to compute the action of L0 , Lz , L+ , L on the generators of
A[SUq (2)] and then substituting into (4.4), one obtains the explicit expressions
da = (q 1 1 + 2 q 1 )a0 + b+ + (q 1)az ,
db = a + (q 1)b0 + (q 1 1)bz ,
(4.5)
dc = (q 1 1 + 2 q 1 )c0 + d+ + (q 1)cz ,
dd = c + (q 1)d0 + (q 1 1)dz
for the dierentials of the matrix generators of A[SUq (2)] in terms of these left-
invariant one-forms.
t t = qtt , t t = q 1 t t ,
where denotes an equivalence class modulo IH . The rst and last equali-
ties use the denition of the map r and the middle equality uses the bimodule
structure (2.3).
Proof. This follows from direct computation. For example, to compute db+ the
Leibniz rule yields
db+ = d(cd) = (dc)d + c(dd).
One uses the expressions (4.5) to rewrite dc, dd in terms of and 0 , then the
bimodule relations in Eqs. (4.3) to collect all coecients to the left. Combining
together alike terms yields the expression as stated. The same method works for
computing db0 and db .
This means that we may apply Sec. 2.3 to express Sq2 as a framed quantum
manifold. The framing comodule V is computed as follows. Clearly P + M is
equal to M + = Ker M , the restriction of the counit P to the subalgebra M . In
our case, with M = A[Sq2 ] being generated by b , b0 , we have that M + = b0 , b
as a right ideal. To compute IP M we note that, since the generators b(a d),
c(a d), a2 + q 2 d2 (1 + q 2)(ad + q 1 bc), zb, zc, z(a d), z(q 2 a + d (q 2 + 1)) are not
of homogeneous degree, the ideal that each of them generates has no intersection
with M . Thus we concentrate on the generators b2 , c2 of IP . The elements of degree
zero in b2 include b2 {a2 , ac, c2 } and so we see that b2 , b b0 , b20 all lie in IP M .
Similarly, from the ideal c2 we see that b2+ and b+ b0 are also in IP M . From this
discussion we obtain
V = b0 , b /b2 , b20 , b b0 . (4.8)
Hence V is three-dimensional with representatives b and b0 . We compute the right
coaction of H on V from (2.12) as
R (b+ ) = cd S(d2 ) = b+ t2 ,
R (b ) = ab S(a2 ) = b t2 ,
R (b0 ) = bc 1 = b0 1.
Hence V = C C C and the associated bundle
E = L2 L0 L+2 = A[SUq (2)]2 A[SUq (2)]0 A[SUq (2)]2
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is the direct sum of the line bundles over Sq2 with winding numbers 2, 0 and 2.
This yields the following theorem.
Theorem 4.4. The homogeneous space Sq2 is a framed quantum manifold with
cotangent bundle
1 Sq2
= L2 L0 L+2 .
Proof. The only remaining part is to compute the soldering form (b ), (b0 ). We
nd the left coaction on M = A[Sq2 ] inherited from the coproduct on A[SUq (2)] to
be
L (b+ ) = L (cd) = c2 b + cd (1 + b0 ) + d2 b+ ,
L (b0 ) = L (bc) = ca b + 1 b0 + bc (1 + b0 ) + db b+ ,
L (b ) = L (ab) = a2 b + ab (1 + b0 ) + b2 b+ .
In fact these coproducts were already used in computing R above. This time we
apply the antipode S to the rst tensor factor to obtain
similarly for (b ) and (b0 ). This yields the middle expressions as stated. We then
insert the expressions from Lemma 4.2 to obtain {+ , 2 q 1 0 , q } for the values
of the map . According to Sec. 2.3, the map : V P 1 M is well-dened on
V . In order to get one-forms on A[Sq2 ], one must multiply (b ) by an element of
degree 2, (b+ ) by an element of degree 2 and (b0 ) by an element of degree zero.
Moreover, every one-form is obtained in this way. This yields the isomorphism as
stated. Since all line bundles Ln are projective, so is 1 Sq2 .
The above also shows that the exterior derivative d in the calculus 1 Sq2 is given
by restriction of the expression in (4.4), namely
for all m A[Sq2 ], we already expected this to be the case. From Theorem 4.4 we
know that 1 Sq2 is spanned as a left module by
{d2 , db, b2 } + := {+ b+ , + b0 , + b },
2 q 1 {cd, 1 + bc, ab} 0 := {0 b+ , 0 b0 , 0 b }, (4.10)
2 2
{qc , ac, qa } := { b+ , b0 , b }.
The bimodule relations in the calculus 1 Sq2 are in general quite complicated to
compute directly, but we can use the expressions in Eqs. (4.10) to break them into
smaller pieces which are much easier to work with.
Corollary 4.5. The cotangent bundle 1 Sq2 has rst order dierential sub-calculi
1+
= L2 L0 , 10
= L0 , 1
= L0 L+2
with dierentials given by d+ := + + 0 , d0 := 0 and d := 0 + respectively.
These calculi obey the bimodule relations
2
q b+ (+ b+ ) + q 3 1 b+ (0 b+ )
b +
q 4 b ( b ) + 1 q 2 (1 + q 3 b )( b )
0 + + 0 0 +
+ b+ b0 =
q 2 b (+ b+ ) (q 2 q 2 )b+ (+ b ) + 0 b0
b
+ (q 2 q 2 )1 (q 2 b (0 b+ ) b+ (0 b )) q 1 b+ (0 b ),
3 1
b +
b+ (+ b0 ) + q b0 (0 b+ )
+ b0 b0 = q 2 b0 (+ b0 ) + q 2 1 b+ (0 b )
2
b q b (+ b0 ) q 1 b0 (+ b ) + q 2 (1 + q 1 b0 )(0 b ),
2 2 2 1 2
b + q b+ (+ b ) + (q q ) (q b (0 b+ ) b+ (0 b ))
+ b b0 = b0 (+ b ) + q 1 1 b0 (0 b )
2
b q b (+ b ) + q 3 1 b (0 b ),
2 3 1
b +
q b+ ( b+ ) + q b+ (0 b+ )
b+ b0 = b0 ( b+ ) + q1 b0 (0 b+ )
2
b q b ( b+ ) + (q 2 q 2 )1 (b (0 b+ ) q 2 b+ (0 b )),
2 1
b +
q b+ ( b0 ) + qb0 ( b+ ) + (1 + qb0 )(0 b+ )
b0 b0 = q 2 b0 ( b0 ) + 1 b (0 b+ )
b b ( b0 ) + q 3 1 b0 (0 b ),
2
q b+ ( b ) + (q 2 q 2 )b ( b+ ) + q 2 0 b0
b
+ + (q 2 q 2 )1 (b (0 b+ ) q 2 b+ (0 b )) + qb (0 b+ )
b b0 =
4 1 3
q b0 ( b ) + (1 + q b0 )(0 b )
b 2
q b ( b ) + q 3 1 b (0 b ).
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Proof. Using the expressions in Eqs. (4.10) the bimodule relations in 1 Sq2 are eas-
ily determined from straightforward but laborious computation along the following
lines. From the bimodule relations in Eqs. (4.3) one nds that
2 1 2
b +
b + + + q c 0
+ b0 = b0 + + 2 q 1 ca0
b b + + 2 q 1 a2 0 ,
2 2
b +
b + + d 0
b0 = b0 + 2 db0
b b + 2 b2 0 ,
with 0 commuting with each of b , b0 . Combining these with the algebra relations
in A[SUq (2)] yields the bimodule relations as stated, together with
b +
b+ (0 b+ )
0 b+ b0 = q 2 b0 (0 b+ )
2
b q b (0 b+ ) q 2 b (0 b+ ) + b+ (0 b ),
2 1
b + q b+ (0 b0 ) q (0 b+ )
0 b0 b0 = b0 (0 b0 )
2
b q b (0 b0 ) + q 1 1 (0 b ),
2 2
b + q b+ (0 b ) + b (0 b+ ) q b+ (0 b )
0 b b0 = q 2 b0 (0 b )
b b (0 b ).
Corollary 4.6. The one-forms in the calculus 1 Sq2 enjoy the relations
+ b0 = q 2 b (+ b+ ) q 2 b+ (+ b ),
b0 b (+ b+ ) = q 3 (1 + qb0 )b+ (+ b ),
b0 = b+ ( b ) q 4 b ( b+ ),
b0 b+ ( b ) = q 3 (1 + q 1 b0 )b ( b+ ),
b0 0 b0 = q 1 b (0 b+ ) + q 1 1 b+ (0 b ),
b+ (0 b0 ) = (1 + q 2 b0 )0 b+ ,
b (0 b0 ) = (1 + q 2 b0 )0 b+ .
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Proof. These are obtained in analogy with the proof of Corollary 4.5, from the
relations in A[SUq (2)] acting on and 0 . One nds the relations as stated,
together with
b+ (+ b ) = q 1 b0 (+ b0 ), b (+ b+ ) = q 2 (1 + qb0 )(+ b0 ),
b ( b+ ) = q 2 b0 ( b0 ), b+ ( b ) = q 1 (1 + q 1 b0 )( b0 ).
There are other relations involving the dierential 0 , but they are quite compli-
cated (since the sphere relation in A[Sq2 ] does not explicitly involve the unit) and
are not particularly illuminating, so we shall not give them here.
These expressions may now be used to compute the full bimodule structure of the
calculus 1 Sq2 in terms of the dierential d, as well as the deeper structure of the
noncommutative Riemannian geometry of this calculus, along similar lines to [14].
However, since our objective is to study the spin geometry of the calculus, we have
all we need and so we shall not pursue these directions here.
triple (A, H, D) is dened to be the inmum of the set of all n, such that D is
n+ -summable.
Given a spectral triple (A, H, D), one associates to it a canonical rst order
dierential calculus (1D A, dD ). In particular, the A-A-bimodule 1D A is dened
to be
j
1D A := = a0 [D, aj1 ] | aj0 , aj1 A , (5.1)
j
These are called the commutant property and the rst order condition respectively.
However, in many examples involving quantum spaces, one needs to modify
these conditions in order to obtain non-trivial spin geometries [58]. Following the
approach there, we impose the weaker assumption that (5.2) holds only up to
innitesimals of arbitrary order (i.e. up to compact operators T with the property
that the singular values sk (T ) satisfy limk k p sk (T ) = 0 for all p > 0).
J 2 = 1, JD = DJ,
(5.3)
1
[(a), J(b)J ] I, [[D, (a)], J(b)J 1 ] I , a, b, A,
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S = S+ S := L1 L+1 .
As right Uq (su(2))-modules, the vector spaces S are both isomorphic to the direct
sum
V := Vj (5.4)
jN+ 12
1
over all irreducible Uq (su(2))-modules V j with spin j N + 2 a half-odd integer.
A corresponding basis for V is then given by
1
|j, m j N + , m = j, . . . , j ,
2
where the vectors |j, m span the irreducible Uq (su(2))-module V j in Eqs. (3.7). We
denote the orthonormal bases of the two dierent copies S of V respectively by
1
|j, m , j N+ , m = j, . . . , j. (5.5)
2
We equip S with the inner product which makes this basis orthonormal and write
H for the corresponding Hilbert space completion of S.
As A[Sq2 ]-modules, the vector spaces S each carry one of two inequivalent
Uq (su(2))-equivariant representations of A[Sq2 ],
: A[Sq2 ] End(S ).
Recall that S are just the subspaces of A[SUq (2)] with overall degrees 1 with
respect to the Z-grading (3.17), so the representations on S are simply given
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N (xi )|j, m = 0
i (j, m; N )|j 1, m + i + i (j, m; N )|j, m + i
+ +
i (j, m; N )|j + 1, m + i , (5.7)
having used the expression (4.2) for the last equality. As will be clearly momentarily,
the use of D0 instead of L0 (the extra Lz vanishing identically on A[Sq2 ]) will lead to
a Dirac operator whose square is diagonal. We dene a Dirac operator D: S S by
D = D+ + + D0 0 + D , (5.10)
where the 2 2 Pauli matrices , 0 act upon the column vector of S by left
multiplication and the vector elds D , D0 operate via the left action of Uq (su(2))
(using the symbol , which we omit from now on). As mentioned above, elements
a A[Sq2 ] act as multiplicative operators on S via the representations :
+ (a) 0
: A[Sq2 ] End(S), (a) :=
0 (a)
although we will not always explicitly denote the representation .
This also shows that for all a A[Sq2 ] the commutator [D, a] recovers the one-form
da, acting on the spinors S by Cliord multiplication.
The summand D+ + + D in the operator (5.10) is precisely the Dirac
operator of [4], corresponding [20] to the two-dimensional dierential calculus on
the sphere Sq2 . The extra term D0 in our Dirac operator is the origin of the extra
direction in the calculus 1 Sq2 . It is clear from (4.2) that D0 vanishes when q 1,
whence the classical limit of our construction is just the canonical spectral triple
on the classical two-sphere S 2 .
Next, we compute the spectrum of the Dirac operator. We shall use the identities
2 1 q 1 K 2 2 + qK 2
L+ L = qEF K = q Cq + K 2 ,
4 (q q 1 )2
(5.11)
2 1 2
1 qK 2 + q K
L L+ = q 1 F EK 2 = q 1 Cq + K 2 ,
4 (q q 1 )2
each obtained using the expression (3.6) for the quantum Casimir Cq . Moreover,
we know from (3.13) that for all S we have
K 2 = q 1 , K 2 = q 1 . (5.12)
Proof. Using the Pauli relations (5.8) one computes that, for = (+ )tr S,
2 1 0 1 0 0 0
D = D02 + D+ D + D D+ . (5.13)
0 1 0 0 0 1
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The crucial fact in this calculation is that D0 is a function of the Casimir Cq and
therefore commutes with D . Next, using the relations (5.11) and (5.12) we nd
1
D D = Cq +
4
for each S . Furthermore, we have that
2 2
1 1
D02 = q 2 4 Cq + .
4 2
with multiplicities 2j + 1.
Proof. The eigenvalues of Cq are given in (3.8): each |j, m is an eigenvector with
eigenvalue [j + 12 ]2 14 , whence the multiplicity of the jth eigenvalue is 2(2j + 1).
From the expression for D2 in Proposition 5.4, we read o its eigenvalues using
those for Cq , yielding
2
1 1
Spec(D2 ) = j := q 2 4 [j]2 [j + 1]2 + j + j N+ , (5.14)
2 2
each having multiplicity 2(2j + 1). Here we have used the identity [j + 12 ]2
1/2
[ 12 ]2 = [j][j + 1]. The eigenvalues of D are therefore just j with multiplicities
2j + 1.
By inspection, we see that the eigenvalues of |D| grow not faster than q 2j for
large j, in contrast with the Dirac operator of [4], whose eigenvalues diverge not
faster than q j . It is the extra term D0 which accounts for this behavior.
This result immediately gives us an expression for D in terms of an orthonormal
basis of eigenspinors |j, m; , |j, m; dened by
with eigenvalues
2 1/2
2 4 2 2 1
j := q [j] [j + 1] + j + .
2
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On the two-dimensional subspace Vj,m spanned by |j, m+ , |j, m for xed values
of j, m, the operator which diagonalizes D is just the orthogonal matrix
+
1 j j
Wj := . (5.19)
2j j j+
Theorem 5.6. The datum (A(Sq2 ), H, D) constitutes a unital spectral triple over
the sphere Sq2 with metric dimension zero.
on the orthonormal basis (5.15) and extended by A[Sq2 ]-linearity, the datum
(A[Sq2 ], H, D, ) constitutes an even spectral triple.
Next a real structure. Since we have made the same choice for the spinors as
in [4], it is tempting to take the same real structure as well. However, one quickly
nds that this choice is unsuitable, since it neither commutes nor anti-commutes
with our Dirac operator D. The reason for this lies mainly in the fact that the term
D0 in our Dirac operator (5.10) is proportional to the Casimir operator, which
is rather a second order dierential operator, if anything. Instead, we dene an
anti-unitary operator J : H H in terms of its action on the orthonormal basis
(5.15) by
and seek to show that this J equips the datum (A[Sq2 ], H, D, ) with a real structure.
It is not dicult to check that the J above is equivariant under the right action of
Uq (su(2)) on H, making it a particularly natural choice.
+ +
i (j, m; 0)|j + 1, m + i . (5.20)
The coecients are exactly the ones used in (5.7), unless |m + i| > j + for
= 1, 0, 1, in which case we set i (j, m; 0) = 0. Momentarily we shall show that
the operators zi approximate the operators (xi ) modulo the ideal Kq , but to do
this we rst need the following technical lemma.
Proof. One evaluates the norm ||Wj Wj+1 1|| by computing the eigenvalues
of the 2 2 matrix Wj Wj+1 1 and choosing the larger of the two, nding it
to be
j+ j+1
+
+ j j+1
j j+1
+
+ j+ j+1
2 j j+1
Wj Wj+1 1 = .
2 j j+1
Using the inequalities [j] < (q q 1 )1 q j and [j]1 < q j1 , elementary estimates
for each of the terms in this expression yield that j < C q j and j j+1 <
C q 2j for real constants C , C , so it appears at rst glance that the above norm
has an O(1) behavior. However, a more detailed analysis shows that the coecient
of q 2j in the numerator is in fact zero; the behavior of the numerator is therefore
O(q j ) and we have our result.
with respect to the basis |j, m of H, and so the operators (xi ) are approxi-
mated by the operators zi modulo the ideal Kq of innitesimals. We need to check
that using the operator W to change the basis vectors from |j, m to |j, m;
does not spoil this approximation property. Evaluating Wj zi Wj zi on |j, m;
gives
(Wj zi Wj zi )|j, m; =
i (j, m; 0)(Wj1 Wj 1)|j 1, m + i;
+ +
i (j, m; 0)(Wj Wj+1 1)|j + 1, m + i; .
This and Lemma 5.9 yield that Wj zi Wj zi Kq for all i = 1, 0, 1 and all
j N + 12 .
+ 0k (j, m; 0)|j, m k + +
k (j, m; 0)|j + 1, m k ).
(5.21)
Using this, one computes as in [7, Lemma 6.2] that
[zi , Jzk J 1 ] = 0, i, k = 1, 0, 1. (5.22)
It is straightforward to check that
[(xi ), J(xk )J 1 ] = [(xi ) zi , J(xk )J 1 ]
+ [zi , J((xk ) zk )J 1 ] + [zi , Jzk J 1 ],
whence the assertion follows from Proposition 5.10.
We are now ready for our main theorem regarding the dierential structure
of Sq2 .
Theorem 5.12. The datum (A(Sq2 ), H, D, , J) constitutes a real even unital spec-
tral triple (up to innitesimals) with KO-dimension equal to two.
Proof. Having already established Propositions 5.8 and 5.11, it remains to verify
the rst order condition for D, namely that [[D, a], JaJ 1 ] Kq for all a A[Sq2 ].
For this, we split the Dirac operator into two pieces, D = D + D , where D =
D0 0 and D = D + D+ + . By linearity it suces to check the rst order
condition for D and D individually.
September 14, 2010 13:30 WSPC/S0129-055X 148-RMP
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+ (j+1 j )+
i (j, m; 0)|j + 1, m + i .
Using this expression, together with (5.21), one calculates the action of the com-
mutators [[D , zi ], Jzk J 1 ] for i, k = 1, 0, 1 and nds them to be a sum of ve
independent weighted shift operators with weights Si,k (j, m), = 2, . . . , 2, i.e.
2
[[D , zi ], Jzk J 1 ]|j, m =
Si,k (j, m)|j + , m + i k .
=2
These weights Si,k (j, m) are estimated using exactly the same method as in
[7, Proposition 6.5]. In our case, the growth condition for j is sucient to
guarantee that |Si,k (j, m)| < C q j for some real constant C . We conclude that
1
[[D , zi ], Jzk J ] Kq for all i, k = 1, 0, 1. Since the zi approximate the opera-
tors (xi ) modulo Kq , the proof is complete.
Acknowledgments
Both authors were partially supported by the Italian Project Con08
Noncommutative Geometry, Quantum Groups and Applications. SB is grateful
to INdAMGNSAGA for support and the Department of Mathematics at the
University of Trieste for its hospitality. We thank Francesco DAndrea for very
useful comments.
References
nski and S. Majid, Quantum group gauge theory on quantum spaces, Comm.
[1] T. Brzezi
Math. Phys. 157 (1993) 591638; Erratum, ibid. 167 (1995) 235.
[2] A. Connes, Noncommutative Geometry (Academic Press, 1994).
[3] A. Connes, Gravity coupled with matter and the foundation of noncommutative
geometry, Comm. Math. Phys. 182 (1996) 155176.
[4] L. Dabrowski and A. Sitarz, Dirac operator on the standard Podles quantum sphere,
in Noncommutative Geometry and Quantum Groups (Warsaw, 2001 ), Banach Center
Publ., Vol. 61 (Polish Acad. Sci., Warsaw, 2003), pp. 4958.
[5] L. Dabrowski, G. Landi, M. Paschke and A. Sitarz, The spectral geometry of the
equatorial Podles sphere, C. R. Math. Acad. Sci. Paris 340 (2005) 819822.
[6] L. Dabrowski, G. Landi, S. Sitarz, W. D. van Suijlekom and J. C. Varilly, The Dirac
operator on SUq (2), Comm. Math. Phys. 259 (2005) 729759.
[7] L. Dabrowski, F. DAndrea, G. Landi and E. Wagner, Dirac operators on all Podles
spheres, J. Noncommut. Geom. 1 (2007) 213239.
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[8] F. DAndrea, L. Dabrowski and G. Landi, The isospectral Dirac operator on the
4-dimensional orthogonal quantum sphere, Comm. Math. Phys. 279 (2008) 77116.
[9] M. D- urdevic, Geometry of quantum principal bundles. I, Comm. Math. Phys. 175
(1996) 457520.
- urdevic, Geometry of quantum principal bundles. II, Rev. Math. Phys. 9 (1997)
[10] M. D
531607.
[11] A. Klimyk and K. Schm udgen, Quantum Groups and Their Representations (Springer
Verlag, Berlin Heidelberg, 1997).
[12] G. Landi and A. Zampini, in preparation.
[13] S. Majid, Quantum and braided group Riemannian geometry, J. Geom. Phys. 30
(1999) 113146.
[14] S. Majid, Noncommutative Riemannian and spin geometry of the standard q-sphere,
Comm. Math. Phys. 256 (2005) 255285.
[15] T. Masuda, K. Mimachi, Y. Nakagami, M. Noumi and K. Ueno, Representations of
the quantum group SUq (2) and the little q-Jacobi polynomials, J. Funct. Anal. 99
(1991) 357387.
[16] P. Podles, Quantum spheres, Lett. Math. Phys. 14 (1987) 193202.
[17] P. Podles, Dierential calculus on quantum spheres, Lett. Math. Phys. 18 (1989)
107119.
[18] P. Podles, The classication of dierential structures on quantum two-spheres,
Comm. Math. Phys. 150 (1992) 167179.
[19] K. Schm udgen, Commutator representations of dierential calculi on the quantum
group SUq (2), J. Geom. Phys. 31 (1999) 241264.
[20] K. Schm udgen and E. Wagner, Dirac operator and a twisted cyclic cocycle on the
standard Podles quantum sphere, J. Reine Angew. Math. 574 (2004) 219235.
[21] K. Schm udgen and E. Wagner, Representations of crossed product algebras of Podles
quantum spheres, J. Lie Theory 17 (2007) 751790.
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groups), Comm. Math. Phys. 122 (1989) 125170.
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We review the issue of Borel summability in the framework of multiscale analysis and
renormalization group, by discussing a proof of Borel summability of the 44 massive
Euclidean planar theory; this result is not new, since it was obtained by Rivasseau and
t Hooft. However, the techniques that we use have already been proved eective in the
analysis of various models of consended matter and eld theory; therefore, we take the
44 planar theory as a toy model for future applications.
1. Introduction
The problem of giving a meaning to the formal perturbative series dening the
scalar 44 theory, the simplest four-dimensional interacting eld theory, has been
very debated (see [7] for a critical introduction to the problem) and it is still wide
open, despite several triviality conjectures have been proposed since the work of
Landau, [1]. Here we focus on the planar restriction of the full perturbative series;
that is, we consider only the graphs that can be drawn on a sheet of paper without
ever crossing lines in points where no interacting vertices are present. This problem
is much easier than the complete case, since the number of topological Feynman
graphs contributing to a given order n is much smaller than the original n!. In fact,
in the planar theory this number is bounded by (const.)n , see [10, 11]. Still, the
problem is far from being trivial, since the theory needs to be renormalized; this
can be done using renormalization group, see [6, 12, 13, 25], for instance.
995
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It is well known that the full 44 with the wrong sign of the renormalized
coupling constant, that is the one corresponding to an unstable self-interaction
potential, is perturbatively asymptotically free, in the sense that truncating the beta
function to a nite order the running coupling constant describing the interaction
of the elds at energy scale ows to zero in the ultraviolet as (log )1 . This fact
does not have any direct physical interpretation in the full 44 , since the theory is not
dened for the considered value of the renormalized coupling constant. Moreover,
the beta function itself is not dened, because of the factorial growth of the number
of topological Feynman graphs in the order of the series.
However, these problems do not aect the planar theory, since it is only dened
perturbatively and the number of graphs at a given order is far smaller than the
original n!. Therefore, one can hope in this case to exploit asymptotic freedom to
rigorously construct the theory. This has been done independently by Rivasseau
and t Hooft using quite dierent methods, see [25]; indeed, they proved that
the renormalized perturbative series dening the Schwinger functions, which are
the result of various resummations, are absolutely convergent. In particular, they
proved that the result is the Borel sum of the perturbative series in the renormalized
coupling constant. This last fact means in particular that the Schwinger functions
can be expressed to an arbitrary accuracy starting from their perturbative series in
the renormalized coupling constant, following a well-dened prescription; moreover,
the result is unique within a certain class of functions, the Borel summable ones.
Clearly, this does not exclude the existence of other less regular solutions with the
same formal perturbative expansion.
At the time of those works, besides the possibility of giving a mathematically
rigorous meaning to a simple quantum eld theory, the physical motivation of the
study was that the 44 planar theory is formally equal to the limit N of a
massive SU (N ) theory in four dimensions, with interaction Tr 4 where is an
N N matrix, see [3, 11]. In particular, in t Hooft work the planar approximation
was seen as a rst step towards the more ambitious study of QCD with large number
of colors.
In this paper, we review the issue of Borel summability of the 44 planar theory
using the rigorous renormalization group techniques introduced in [6, 12, 13] (in [6,
13] the ow of the running coupling constants of the planar theory was heuristically
discussed), which make possible a transparent proof of the ultraviolet stability of
the massive Euclidean 44 theory, through the so called n! bounds.
One of the motivations of our work lies in the fact that very few proofs of Borel
summability based on renormalization group methods are present in literature,
[8, 9]. Moreover, we take the 44 planar theory as a rst step towards the study of
physically more interesting models, which can be analyzed by similar techniques.
As mentioned before, the great gain that one has in the planar restriction of the
full 44 theory is that the topological Feynman graphs of a given order n are far less
(their number is bounded as (const.)n , against the n! of the full case). This is in a
sense reminiscent of what happens in fermionic eld theories, where it is possible
October 12, 2010 10:1 WSPC/S0129-055X 148-RMP
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N
(N
x
)
= (j)
x , x , (2.1)
j=0
where {(j) }N
j=0 are independent gaussian elds with propagators
(j) dp fj (p) ip(xy)
Cx,y := e ,
(2)4 p2 + 1
2 2j 2 (2.2)
/ 2(j1)
ep / ep if j > 0
fj (p) := 2 ,
ep if j = 0
and dp
(2)4 is a shorthand for ||1 p=2n/L with n Z4 ; notice that
N
lim fj (p) = 1. (2.3)
N +
j=0
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The generating functional of the Schwinger functions of the 44 theory is given by:
(N ) (N )
eWN (f ) := exp dx (N x
)
f x eV ( )
P (d(N ) ), (2.4)
where fx is a Schwartz test function, R, P (d(N ) ) := N (j)
j=0 P (d ) with
P (d(j) ) the gaussian distribution of the eld (j) with covariance given by (2.2),
and the interaction V (N ) is dened as
V (N ) ((N ) )
:= dx (N : ((N
x
) 4
) : +N : ((N
x
) 2
) : +N : ((N
x
) 2
) : +N ), (2.5)
where N , N , N , N are called bare coupling constants, and the dots denote the
Wick product of the elds (see [6, Appendix C]); notice that in our convention the
wrong sign of N is the positive one. The generic q-point Schwinger function of
the full 44 theory is obtained deriving the generating functional q times with respect
p np p np
to and setting = 0. Now, let WN (f ) =: WN (f ) + WN (f ), where WN , WN
are respectively the planar/non planar part of WN to be dened recursively in the
following; the q-point Schwinger function of the planar theory is dened as:
q
T
S(N ) (f ; q) := W p (f )|=0 . (2.6)
q N
We shall denote by S T (f ; q) the limit for N + of (2.6).
where P (d(k) ) := kj=0 P (d(j) ), the eld (k) = kj=0 (j) has a propagator
given by, in momentum space,
k
fj (p)
Cp(k) := Cp(j) , Cp(j) := , (2.8)
j=0
p2 + 1
(k) (k)
and the eective potential V (k) together with its planar/non planar parts Vp , Vnp
(N )
will be dened recursively. At the beginning, V (N ) ((N ) ) = Vp ((N ) ); on scale
October 12, 2010 10:1 WSPC/S0129-055X 148-RMP
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where the eld (1) is distributed independently relative to the other (j) , j 0,
(1)
and it has its own covariance Cx,y which needs not to be specied (because it will
eventually be taken to be identically zero whenever it appears in some interesting
formulas). The introduction of V (1) allows to treat the case k = 0 on the same
grounds as the cases k > 0.
Tree expansion and Feynman graphs. The iterative integration described
above leads to a representation of the eective potential on scale k 1 as a power
series in the running coupling constants h , h , h , h with h k, where the coef-
cients of the series can be represented in terms of connected Feynman graphs, as
briey explained in the following. The key formula which we start from is (2.13);
iterating this formula as suggested by Fig. 1, we end up with a representation of
the eective potentials in terms of a sum over GallavottiNicol` o trees [6, 12, 13],
see Fig. 2:
V (k1) ((h) ) = V (k1) (),
n1 Tk1,n
where Tk1,n is the set of trees with root r on scale hr = k 1 and n endpoints,
with value V (k1) (). The trees involved in the sum are distinct; two trees are
considered identical if it is possible to superpose them together with the labels
appended to their vertices by stretching or shortening the branches. Proceeding
in a way analogous to [6, Sec. XVI and Appendix C], it follows that the kernels
V (k) (p1 , . . . , pm ; , m) satisfy the following recursion relation:
1 s
V (k1) (p1 , . . . , pm ; , m) = V (k) (p1 , . . . , pmj ; j , mj )
m ,...,m
s! j=1
1 s
Cp()
(k)
Cp() ,
(k1)
Gm /
connected
(2.17)
where 1 , . . . , s are the s subtrees of with root corresponding to the rst non-
trivial vertex of , V (k) (p1 , . . . , pmj ; j , mj ) is equal to RV (k) (p1 , . . . , pmj ; j , mj )
if j is nontrivial and to LV (k) (p1 , . . . , pmj ; mj ) otherwise, Gm is a suitable set of
Feynman graphs dened below, and the integral is over their loop momenta. This
relation is a consequence of the rules of evaluation of the truncated expectations of
Wick monomials, see [6, Appendix C]. Formula (2.17) is iterated by replacing each
V (k) (p1 , . . . , pmj ; j , mj ) corresponding to nontrivial j s with (2.17) with k 1
October 12, 2010 10:1 WSPC/S0129-055X 148-RMP
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V(k1) = + + + + ...
k1 k k1 k k1 k k1 k
Fig. 1. Graphical interpretation of (2.13). The graphical equations for LV (k1) , RV (k1) are
obtained from the equation in the second line by putting an L, R label, respectively, over the
vertices on scale k.
v
v0
V(k1) =
trees
k1 k hv N
Fig. 2. The eective potential V (h) can be represented as a sum over GallavottiNicol` o trees.
The small black dots will be called vertices of the tree. All the vertices except the rst (i.e. the one
on scale k) have an R label attached, which means that they correspond to the action of REhTv ,
while the rst represents EkT . The generic endpoint e, represented by a fat endpoint, corresponds
to LV (he 1) . The sum is over distinct trees; two trees are considered identical if it is possible to
superpose them together with the labels appended to their vertices by stretching or shortening
the branches.
replaced by k. Analogously, the planar part of the eective potential is dened as:
1 s
Vp(k1) (p1 , . . . , pm ; , m) = Vp(k) (p1 , . . . , pmj ; j , mj )
m1 ,...,ms
s! j=1
(k)
C C
(k1)
.
p() p()
Gm /
planar connected
(2.18)
where the product runs over the vertices of the tree and v is the vertex imme-
diately preceding v; since the number of distinct trees is bounded as (const.)n it
follows that, see [6, Sec. XIX]:
|Vp(k) (p1 , . . . , pm ; , m)| Cm C n n k(4m) , (2.20)
Tk,n
which means that the planar part of the eective potential can be expressed as a
convergent power series in the running coupling constants, provided their absolute
values are small enough. This is not the case in the full theory; in the analogous
of (2.19), due to the combinatorics of the Feynman graphs, one has to take into
account an extra n! factor. Formula (2.19) implies in particular the so called short
memory property of the GallavottiNicol` o trees, which states that if two scales of a
given tree are constrained to have xed values, say h, k with h < k, then the bound
on the sum over all the remaining scales is improved by a factor (/2)(kh) with
respect to (2.20); in other words, long trees are exponentially suppressed.
The expansion of the Schwinger functions. The generating functional of the
Schwinger functions can be evaluated repeating a procedure completely analogous
to the one described for the eective potentials; after the integration of the scales
N, N 1, . . . , k + 1 it turns out that:
(k) (k)
WN (f )
e = P (d(k) )eS ( ;f )
(k)
((k) ;f )+Snp
(k)
((k) ;f )
= P (d(k) )eSp , (2.21)
October 12, 2010 10:1 WSPC/S0129-055X 148-RMP
J070-S0129055X10004120
(k)
where the eective potentials S# ((k) ; f ) have the form:
(k)
dp1 dpm+t (k)
S# ((k) ; f ) = S (p1 , . . . , pm+t ; m, t)
(2)4 (2)4 #
m0
t0
m
m+t
: (k)
pi :
fpj pi , (2.22)
i=1 j=m+1 i
and can be represented as sums over trees very similar to the ones introduced for
the eective potentials, up to the following dierences, see [12, Sec. 7.5] and [13]:
(i) special vertices may appear, from which dotted lines representing the external
elds f emerge (that do not contribute to the total number of endpoints), and
(ii) no R operation is dened on the path from a given dotted line to the root. We
call Tk,n,t the set of such trees having root scale k, n endpoints and t dotted lines.
See Fig. 3 for an example.
Setting
(k)
(k)
S# (p1 , . . . , pm+t ; m, t) = S# (p1 , . . . , pm+t ; , m, t), (2.23)
n1 Tk,n,t
the planar parts of the kernels of the eective potentials are related by the following
recursive equation:
Sp(k1) (p1 , . . . , pm+t ; , m, t)
1 s
= Sp(k) (p1 , . . . , pmj +tj ; j , mj , tj )
m1 ,...,ms s! j=1
t1 ,...,ts
Cp()
(k) (k1)
Cp() , (2.24)
Gm /
planar connected
where 1 , . . . , s are the s subtrees of with root coinciding with the rst
vertex of following the root. If j is trivial and corresponds to a dotted
(k)
line then Sp (p1 , . . . , pmj +tj ; j , mj , tj ) = mj ,1 tj ,1 , while if it corresponds
(k)
to a solid line Sp (p1 , . . . , pmj +tj ; j , mj , tj ) = tj ,0 LV (k) (p1 , . . . , pmj ; mj ); if
(k)
j is a nontrivial subtree with tj > 0 then Sp (p1 , . . . , pmj +tj ; j , mj , tj ) =
(k)
Sp (p1 , . . . , pmj +tj ; j , mj , tj ), while if j is nontrivial and tj = 0 then
(k) (k)
Sp (p1 , . . . , pmj ; j , mj , 0) = RVp (p1 , . . . , pmj ; j , mj ), with R = 1 L
dened as in (2.10). Clearly, m1 , . . . , ms and t1 , . . . , ts are subject to the con-
straints j mj = m, j tj = t. Formula (2.24) is iterated by replacing each
(k)
Sp (p1 , . . . , pmj ; j , mj , tj ) corresponding to any nontrivial j with tj > 0. There-
T
fore, the generic planar Schwinger function S(N ) (f ; q) can be written as:
T
S(N ) (f ; q) = Sp (),
n1 T1,n,q
dp1 dpq
Sp () := fp fpq Sp(1) (p1 , . . . , pq ; , 0, q), T1,n,q ,
(2)4 (2)4 1
(2.25)
(1)
where Sp is given by (2.24) with k = 0. Finally, from the theory of [12, Sec. 7.5],
it follows that
|Sp ()| f q1 Cq C n n , (2.26)
T1,n,q
which implies that in the planar theory the Schwinger functions can be expressed
as absolutely convergent power series in the running coupling constants, provided
their absolute values are small enough. As it is well known, this is not the case in
the full theory, since the bound (2.26) has to be multiplied by n!; see [6, 12, 13, 22].
The beta function and its tree expansion. From now on, we shall focus only
on the planar theory. The running coupling constants obey to recursive equations
(4) (2 )
induced by the iterative integration; it follows that, setting vk := k , vk := k ,
(2) (0)
vk = k , vk := k :
(a)
vk = 2a,2 4a,0 vk1 Bv k , k 0,
(a) (a)
(2.27)
where the operator B, the beta function of the theory, has the form, see formula
[6, Eq. (9.15)]:
N
r
(a) (a )
(Bv)k := a(a)
1 ,...,ar
(k; h1 , . . . , hr ) vhi i . (2.28)
r=2 h1 ,...,hr k a1 ,...,ar i=1
(a)
The quantities {v1 } are called the renormalized coupling constants. As the iter-
(a)
ative procedure described before suggests, the beta function (Bv)k can be rep-
resented as a sum over trees; the only dierence with respect to the trees which
October 12, 2010 10:1 WSPC/S0129-055X 148-RMP
J070-S0129055X10004120
have been introduced previously is that we attach an La over the rst vertex,
(k) (k)
where La is dened in the following way: La Vp (p1 , p2 , p3 ; 4) := Vp (0, 0, 0; 4) if
a = 4 and zero otherwise, La Vp (p; 2) := 2k Vp (0; 2) if a = 2 and zero other-
(k) (k)
which means that the beta function is dened as an absolutely convergent power
series provided the absolute values of the running coupling constants are small
enough; this is not the case in the full theory, since in that case the bound (2.29)
has to be multiplied by r!.
Remarks. (1) From the representation of the coecients of the beta function
in terms of Feynman graphs, induced by the iterative integration previously
described (see also [6, Secs. IX, XVIXIX]), it follows that for k > 0, calling
r the number of indexes i such that ai = 4 (corresponding to the number of
vertices with four external lines),
a(4)
1 ,...,ar
(k; h1 , . . . , hr ) = 0 unless r 2, (2.30)
a(21 ,...,a
)
r
(k; h1 , . . . , hr ) = 0 unless r 2, (2.31)
a(2)
1 ,...,ar
(k; h1 , . . . , hr ) = 0 unless r 1. (2.32)
These properties can be understood in the following way. The graphs contribut-
ing to (2.30)(2.32) are all computed at vanishing external momenta, and the
momenta owing on the propagators must have absolute values bigger than 0;
(a)
in fact, the quantity (Bv)k arise from the integration of the elds (h) with
h k, which if k > 0 have support for momenta p such that |p| > 0. Then,
to see property (2.30), simply try to draw on a sheet of paper any graph with
four external lines evaluated at vanishing external momenta; as the reader may
check, the condition r < 2 is not compatible with the fact that the momenta
owing on the propagators have absolute values > 0. Property (2.32) can be
seen in an analogous way. To understand (2.31), notice that the graphs con-
(2 )
tributing to a1 ,...,ar (k; h1 , . . . , hr ) have two external lines, and are derived twice
with respect to the external momentum. Then, proceed as for (2.32), and notice
that the only two-legged graphs with r = 1 compatible with the request on the
modulus of the inner momenta are tadpole graphs, which do not depend on
the value of the external momentum; therefore, their derivatives are vanishing.
(2) Note that the ow of k is decoupled from the others, since k does not appear
in the recursive equations dening k , k , k (it is graphically represented by
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(0)
where (Bv)j is analytic in its arguments for maxk {|k |, |k |, |k |} small
enough. For these reasons, in what follows we shall focus only on the ows
of k , k , k .
We can rewrite Eq. (2.27) as:
k
(a)
vk = (k+1)(2a,2 +4a,0 ) v1
(a) (a)
(jk)(2a,2 +4a,0 ) Bv j , (2.35)
j=0
(a)
and this equation can be iterated in order to obtain the formal power series of vk
in the renormalized coupling constants. Again, Eq. (2.35) can be represented graph-
ically. The second term in (2.35) corresponds to the sum of all the possible trees
with root scale k enclosed in a frame labeled by a type label a. The correspondence
between the framed trees and the trees discussed after (2.28) is made explicit by
the example in Fig. 4.
In general, the fat endpoint e labeled by ae and attached to a vertex on scale
(a)
he 1 corresponds to the running coupling constant vhe 1 , while the rst term in
(2.35) is represented as a trivial tree with a thin endpoint labeled by a and root
scale k. See Fig. 5 for a graphical representation of (2.35). The iteration of (2.35)
produces trees showing thin endpoints, and in general more than one frame; see
Fig. 6 for a picture of the situation. Therefore, the nth order contribution in the
(a)
renormalized coupling constant to vk is dened graphically as the sum of all the
possible framed trees with root scale k enclosed in a frame labeled by a, with n thin
endpoints, and where the generic vertex v has an R label attached otherwise the
corresponding subtree is enclosed in a frame. We stress that trees with dierent type
k
a,2 a,0) a
=
k j=0 j
a1 a1 a1
= + + a2 + a2 + ...
k a k a k k k
a2 a3 a3
a a a
a1 a1 a1
a2 + a2 + ...
a2
a3 a3
a5
a4
a3
labels attached to their frames and endpoints are considered dierent. The same
graphical procedure allows to nd the perturbative expansion of the Schwinger
functions (or equivalently of the eective potentials) in the renormalized coupling
constants, starting from their denition as trees with only fat endpoints.
Remark. Given a generic framed tree showing any number of inner frames, we
dene the maximally pruned framed tree as the tree obtained by replacing the
maximal inner frames (i.e. the ones enclosed only by the outermost frame) with fat
endpoints of the corresponding type; by properties (2.30)(2.32) the sum over the
scale of the rst vertex of a framed tree, see Fig. 4, involves only the term with
j = 0 if:
the type label of the frame is 2 and the maximally pruned framed tree has no
endpoints of type 4;
the type label of the frame is 2 or 4 and the maximally pruned framed tree has
at most one endpoint of type 4.
We shall say that a frame is trivial if the enclosed tree veries one of the above
properties; all the other frames will be called nontrivial.
Call T1,m,q the set of trees with root scale 1, any number of frames, m
endpoints fat or thin, and q dotted lines; given a generic tree T1,m,q we call
n2 ,4 () the number of nontrivial frames (see previous remark) labeled by a = 2 , 4
and we denote by ma () the number of endpoints of type a. In the planar theory
the following remarkable result is true.
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Theorem [n! Bound]. Let q > 0; there exist two positive constants C, Cq such
that, if m = m4 + m2 + m2 :
q
(a)
ma
|S()| C Cq f 1 n!
m
max |vk | ; (2.36)
k1
T1,m,q a
n2 ,4 ()=n
ma ()=ma
for every z C and for all M > 0 the following estimate holds:
M1
f (z) an z n C M M !|z|M , C > 0. (3.2)
n=0
Sketch of the Proof. Our proof consists in a check of the two hypothesis of
the NevanlinnaSokal theorem, and it goes as follows.
First, we prove that for any
xed ultraviolet cuto N > 0 and any 0, 2 the running coupling constants
are analytic for (, , ) W, B B; analyticity of the Schwinger functions
T T
S(N ) (f ; q) in the same domain is straightforward, since S(N ) (f ; q) is given by an
absolutely convergent power series in the running coupling constants, see [6, 12, 13].
Then, we prove that S T (f ; q) = limN + S(N T
) (f ; q) exists, and that the limit is
reached uniformly in the analyticity domain. Therefore, S T (f ; q) is analytic in the
T T
same analyticity domain of S(N ) (f ; q). To conclude, we show that S (f ; q), as
function of in W, , veries the bound (3.2). These two properties imply Borel
summability, since C W, .
Analyticity. To solve the ow equations (2.27) and determine the analyticity prop-
erties of the running coupling constants we use a xed point argument. More pre-
cisely, we show that the Eqs. (2.27) are solved by sequences parametrized by the
renormalized coupling constants (, , ) which, for nite N , are the xed points of
some operators acting on suitable nite dimensional spaces; all the technical work
is reduced to showing that in the considered spaces the operators are contractions.
After this, the sequences of running coupling constants are determined through
an exponentially convergent procedure. In particular, in the limit N +, for
(, , ) W, B B, we nd that the Eqs. (2.27) admit a solution of the
form, for some positive C, c:
1
k = , |k | c(|| + ||2 ),
k
1 + k (3.3)
j=0
0 =: f2 ,0 (0 , 0 ) 2 ,0 0 , , 0 , ,
(3.7)
0 =: f2,0 (0 ) 2,0 0 , , 0 , ,
where f2 ,0 collect terms at most linear in 0 , while 2 ,h , 2,h are given by sums of
terms proportional to at least two or one among 0 , . . . , N , respectively. Setting
4,h (, ) =: h 2h + 4,h , where h > 0 and 4,h is of order 3, Eq. (3.4) can
be rewritten as
k
k
1
k = 1
k+1 k+1 + Rk+1 , 1
k = 1
0 + j Rj , , (3.8)
j=1 j=1
after this, the dependence of the running coupling constants on the renormalized
ones can be deduced from Eqs. (3.5) and (3.7).
To solve (3.11), in Sec. 4.1 and in Appendices A and B we prove that if S CN
is the set of sequences close enough to the solution of the ow of k truncated
to second order and if S C2N is a 2N -dimensional ball centered in zero and of
suitably small radius, then: (i) if x S and |0 |, |0 | are small enough the map
T 0 ,x leaves S invariant and is a contraction therein; (ii) the xed point y(x) of T
0 ,x
in S is Holder continuous in x with exponent 0 < < 1; (iii) given (0, /2],
for all 0 W, with small enough, the map T0 ,y() leaves S invariant and
is a contraction therein. To be specic, the distances d, d that we shall adopt
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Assume inductively that for all 0 m m the sequences (m ) , (m ) belong
respectively to S,
S, which is true for m = 0. Property (i) above implies that
(m+1)
belongs to S,
while property (iii) implies that (m+1) belongs to S. Then,
our procedure (3.13) converges exponentially to a limit; in fact, for m 1, for some
0 < < 1, C > 0 and 0 < < 1:
(m+1) (m) (m) (m1)
max k,i
k,i C max k k
k,i k
(1) (0)
C (m1)
max k k (3.14)
k
(m+1) (m) (1) (0)
max k k m max k k
k,i k
where we used property (ii) to get the rst inequality in the rst line, and property
(iii) for the remaining ones. Since (1) , (0) are bounded, Eqs. (3.14) prove that the
limits
= T0 , , = T
, ,
0 (3.16)
i.e. , are the sequences of running coupling constants from scale 1 to N of the
planar 44 theory, parametrized by 0 , 0 , 0 . The proof of analyticity of the limits
for (0 , 0 , 0 ) W, B B with , small enough is straightforward; it is
a consequence of the analyticity properties of the initial data and of the maps T,
and of the fact that convergence is uniform for (0 , 0 , 0 ) W, B B .
T,
After this, from Eqs. (3.5) and (3.7) we show that 0 , 0 , 0 are analytic for
(, , ) W , B B with > , < , < , and this concludes the
proof of analyticity of the running coupling constants in the renormalized ones.
T
Finally, to prove analyticity of the Schwinger functions we use that S(N ) (f ; q) is
given by an absolutely convergent power series in the running coupling constants,
see Sec. 2, and we prove that the limit for N exists and it is reached uniformly
for (, , ) W, B B with < , < .
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Bound on the remainder. In Sec. 4.2, we show that relying on the tree represen-
tation of the beta function described in Sec. 2, it is possible to rewrite the q-point
Schwinger function as:
S T (f ; q) = S T,(n) (f ; q) + r(n) (f ; q), (3.17)
where S T,(n) (f ; q) is the Taylor expansion of S T (f ; q) up to order n in = 0,
and r(n) (f ; q) is a quantity bounded by (const.)n+1 Cq f q1 (n + 1)!||n+1 uniformly
in the analyticity domain. The idea is to use the graphical representation of the
beta function depicted in Fig. 5 to extract in the tree expansion of the Schwinger
function all the possible trees with less than n + 1 thin endpoints corresponding to
, as suggested by Fig. 6; the main diculty in this procedure is to check that after
having reproduced the Taylor series up to the order n the unwanted trees, i.e.
the ones showing more than n endpoints of type 4, have less than n + 1 nontrivial
frames labeled by a = 2 , 4, see remark after Fig. 6. After having checked this, the
desired bound is a straightforward consequence of the n! bound (2.36).
4. Proof of Theorem 1
4.1. Analyticity of the flow of the running coupling constants
In this section we present in a mathematically precise form the properties (i)(iii)
mentioned in the previous section after Eq. (3.11), which, as we already discussed,
are the key ingredients in the construction of the sequences of the running coupling
constants on scale 1 as functions of the ones on scale 0. After this, we express
the running coupling constants on scale 0 in terms of the renormalized ones, and
we prove the analyticity properties required for Borel summability.
The spaces of sequences that we shall consider are the following ones:
1
S0 , := x C : xk =
N
, |t k | k ,
k
1
(4.1)
0 + j + t k
j=1
S := {y C2N : |yk,i | }.
The following two lemmas imply, respectively, properties (i), (ii) and property (iii)
stated in Sec. 3.
Lemma 1. For any 0, 2 there exist > 0, > 0 such that if (0 , 0 , 0 )
W2, B2 B2 and x S0 ,+ :
2
0 ,x is a map from S4 to S4 ;
(1) T
0 ,x is a contraction in S4 , i.e. if y S4 , y S4
(2) T
max T 0 ,x y
k,i
T 0 ,x y
k,i
max yk,i yk,i
, 0 < < 1; (4.2)
k,i k,i
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(3) given two sequences x, x belonging to S0 ,+ , the xed points y(x), y(x ) of
the maps T 0 ,x in S4 verify the following inequalities:
0 ,x , T
max |(T0 ,y(x) x)k (T0 ,y(x ) x )k | max |xk xk |, 0 < < 1. (4.5)
k k
We refer the reader to Appendices A and B for the proofs of these lemmas.
As explained in Sec. 3, this two results allow to construct the sequences of the
running coupling constants as functions of those on scale 0, and to determine their
analyticity properties. We take
(0)
(0)
= S4 , (0) S0 ,+ (4.6)
(0)
analytic for (0 , 0 , 0 ) W2, B2 B2 ; to be concrete, we can choose
2
k
k
k = 0 2 ,j , , k = 2k 0 2(jk) 2,j , , (4.9)
j=1 j=1
where:
2 ,j , c |j |2 , 2,j , c || + || |j |. (4.10)
Therefore it follows that, using the expression for k in (4.8), for some c > 0:
#
|k | c || + ||2 , k 2k c 2k ||2 + (|| + ||)|k | , (4.11)
which give the last two of (3.3). To prove the rst of (3.3), simply use (4.11) and
the rst of (4.8) to replace the running coupling constants appearing in Rj , see
(3.9) and (B.2).
(a),N (a),N
k N corresponding to the dierence of running coupling constants vk vk
of theories with cutos on scales N , N , and S2,(N,N
T
) (f ; q) is given by a sum of
GN trees having root scale 1 and at least one endpoint on scale N + 1. The
rst term can be bounded using the results of Appendix D as:
T
S 1
1,(N,N ) (f ; q) (const.)N , (4.13)
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while the second can be estimated using the short memory property of the GN trees
(see discussion after (2.20)) as, for some > 0,
T
S N
2,(N,N ) (f ; q) (const.) , > 1; (4.14)
S T (f ; q) = S T,(n) (f ; q) + rn (f ; q) (4.15)
Empty and square endpoints. We can rewrite (3.4), (3.7) in the more compact
form:
k
2(jk)a,2 a,j
j=0
= + +
k a k a k a k a
Fig. 8. Fat endpoints are equal to thin plus empty plus square endpoints.
We dene the order and the 4-order of fat, thin, empty, and square endpoints as
the order of their values in all the renormalized coupling constants and in only,
respectively. Therefore:
Thin and fat endpoints have order 1; empty endpoints have order 2; square
a-endpoints have order 1 or 2 depending on whether a = 2 , 4 or a = 2.
Thin, fat and empty a-endpoints have 4-order 0 or 1 depending on whether
a = 2 , 2 or a = 4; square endpoints have 4-order 1.
Notice that the reason why we set to 1 the order and the 4-order of the square
a-endpoints with a = 2 , 4, which are given by sums of trees with two 4-endpoints,
is that we have to exploit asymptotic freedom to control the sum in (4.16); the
result can be bounded uniformly in k by || but not by ||2 .
Notations. We shall use the following notations:
n2 ,4 () is the number of nontrivial (2 , 4)-frames appearing in a tree ;
(a)
nsq () is the number of square a-endpoints appearing in a tree , and nsq () :=
(4) (2 ) (2)
nsq () + nsq () + nsq ();
the order O() and the 4-order O4 () of a tree are respectively equal to the
sums of the orders, 4-orders of the endpoints of ;
the expansion of square and empty endpoints consists in replacing them with
their tree expansions in terms of framed trees with no inner frames and only fat
endpoints, see discussion after (2.35).
Proof of (3.17). We will proceed by induction. Assume that, at the step r of the
induction, for every n > 0, M > 0 with M n the Schwinger function S T (f ; q) can
be written as
(r) (r),1 (r),2
S T (f ; q) = Fn,M + Rn,M + Rn,M , (4.17)
(r) (r),i
where both Fn,M , Rn,M can be represented as sums over distinct trees such that
n2 ,4 () n. Moreover, we assume that:
(r)
the trees contributing to Fn,M are such that O4 () n, O() M and show
fat and thin endpoints;
(r),i
the trees contributing to Rn,M are such that O4 () > n or O() > M , depend-
ing on whether i = 1, 2, and may have empty and square endpoints.
These assumptions are trivially true at the beginning of the induction, see Sec. 2.
As a consequence of result (2.36), and since the number of topologically distinct
(r),1 (r),2
trees with m endpoints is estimated by (const.)m , Rn,M , Rn,M are bounded
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an empty plus a square 2 -endpoint: in this way the fat 2 -endpoints disappear,
generating new trees such that n2 ,4 () n that we organize by writing
(r) (r) (r),1 (r),2
A1 = A3 + A4 + A4 , (4.19)
where
(r) (2 )
A3 := sum of trees s.t. n2 ,4 () + nsq () n 1 + n2 ,4 ,0 and O() M ,
(r),1 (2 )
A4 := sum of trees s.t. n2 ,4 () + nsq () > n 1 + n2 ,4 ,0 ,
(r),2 (2 )
A4 := sum of trees s.t. n2 ,4 () + nsq () n 1 + n2 ,4 ,0 and O() > M .
(r),1
Notice that the trees appearing in A4 are such that O4 () > n; in fact, for these
trees,
O4 () n2 ,4 () + 1 + nsq
(2 )
() n2 ,4 ,0 > n, (4.20)
where we used that each nontrivial 2 -frame contains trees of 4-order 2, that the
square 2 -endpoints are of 4-order strictly bigger than their corresponding thin and
(r),1
empty endpoints, and the denition of A4 .
(3) Expand each square a-endpoint with a = 2 , 2 appearing in A3 , and write
(r)
(r)
n, where the last inequality holds by denition of A3 .
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(r)
(4) Substitute every fat 4-endpoint appearing in A5 with the sum of a thin plus
an empty plus a square 4-endpoint: in this way the fat 4-endpoints disappear,
generating new trees such that n2 ,4 () n that we organize by writing
(r) (r) (r),1 (r),2
A5 = A7 + A8 + A8 , (4.22)
where
(r) (4)
A7 := sum of trees s.t. n2 ,4 () + nsq () n 1 + n2 ,4 ,0 and O() M ,
(r),1 (4)
A8 := sum of trees s.t. n2 ,4 () + nsq () > n 1 + n2 ,4 ,0 ,
(r),2 (4)
A8 := sum of trees s.t. n2 ,4 () + nsq () n 1 + n2 ,4 ,0 and O() > M .
(r),1
Now, we show A8 can be rewritten as a sum of trees such that O4 () > n and
n2 ,4 () n. Notice that since the 4-order of the 4-square endpoint is equal to the
4-order of its corresponding fat, thin and empty endpoints, we cannot use a bound
like the one in (4.20). To rise the 4-order of a tree up to n + 1 we have to
(4) (4)
expand a suitable number n sq () nsq () of square 4-endpoints (which are given
(4)
by sums of trees of 4-order 2). If n2 ,4 () = 0 we choose n sq () = 0, because in
(r)
this case by denition of S4 the 4-order of is already > n; if n2 ,4 () > 0 we
choose
n sq () := n n2 ,4 (),
(4) (4.23)
with this choice it follows that (n2 ,4 () refers to the tree before this last expan-
sion),
O4 () n2 ,4 () + 1 + n
(4)
sq () = n + 1. (4.24)
n2 ,4 ( ) = n2 ,4 () + n
(4)
sq () = n. (4.25)
(r)
(5) Expand each square 4-endpoint appearing in A7 , and write
(r) (r) (r),1 (r),2
A7 = A9 + A10 + A10 , (4.26)
where
(r)
A9 := sum of the trees s.t. O4 () n and O() M ,
(r),1
A10 := sum of the trees s.t. O4 () > n, (4.27)
(r),2
A10 := sum of the trees s.t. O4 () n and O() > M .
Notice that the trees generated at this step are such that n2 ,4 () n; in fact, for a
generic tree generated by A7 it follows that n2 ,4 ( ) = n2 ,4 () + nsq ()
(r) (4)
(r)
n, where the last inequality holds by denition of A7 .
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(r)
(6) Expand each empty a-endpoint appearing in A9 , and write
(r) (r+1) (r),1 (r),2
A9 = Fn,M + A12 + A12 (4.28)
where
(r+1)
Fn,M := sum of the trees s.t. O4 () n and O() M ,
(r),1
A12 := sum of the trees s.t. O4 () > n, (4.29)
(r),2
A12 := sum of the trees s.t. O4 () n and O() > M .
(7) We are now able to express the generic Schwinger function S T (f ; q) as
5. Conclusions
In this paper, we discussed the issue of Borel summability in the framework of multi-
scale analysis and renormalization group, by providing a proof of Borel summability
for the 44 planar theory using the techniques of [6]. This result is not new, since it
has been proven independently by t Hooft and Rivasseau, [25]. The proof given
by t Hooft is based on renormalization group methods, and it does not rely on
NevanlinnaSokal theorem; we have not been able to fully reproduce t Hooft argu-
ment in our rigorous framework. The proof given by Rivasseau, instead, consists in
a check of the two hypothesis of NevanlinnaSokal theorem. However, his methods
are quite dierent from the ones that we use, since in his approach the beta function
was not introduced. Moreover, in his work a particular choice of the wave function
renormalization and of the renormalized mass was made.
One of the motivations of our work is that very few proofs of Borel summability
of interacting eld theories based on renormalization group methods are present in
the literature, [8, 9]. Moreover, our framework has already been proved eective in
the analysis of various models of condensed matter and eld theory. Therefore, we
consider our work as a rst step towards the analysis of more interesting models. For
instance, we think that the ideas of this paper can be applied to the one-dimensional
Hubbard model, which has been rigorously constructed through renormalization
group methods in [15], but where a proof of Borel summability has not been given
yet. In fact, due to the anticommutativity of the fermionic elds the factorial growth
of the Feynman graphs can be controlled using the so called Gram bounds. Moreover,
one sector of the theory is asymptotically free, while to control the ow of the other
running coupling constants one has to exploit the vanishing of the beta function.
Regarding our work, the rst part of this paper consists essentially in a rigorous
study of the beta function of an asymptotically free eld theory. In particular,
we have shown that the theory is analytic for values of the renormalized coupling
constant belonging to a Watson domain, see [18] and denition (2.40), and for
values of the wave function renormalization and of the renormalized mass close to
1 in absolute value. In the second part of our work, to prove Borel summability
we have shown that it is possible to undo the resummation that allowed us to
write the Schwinger functions as a convergent power series in the running coupling
constants, in such a way that the dierence between the generic Schwinger function
and its Taylor expansion to the order n in is bounded by C n n!||n+1 for some
positive C. Thanks to NevanlinnaSokal theorem, see [14], this last fact along with
the above mentioned analyticity properties implies Borel summability.
Acknowledgments
It is a pleasure to thank Prof. G. Gallavotti for having introduced us to the theory
of renormalization, for having proposed the problem and for many very useful dis-
cussions, from which all the ideas of this paper emerged. We are also grateful to
Dr. A. Giuliani, for constant encouragement and constructive criticism.
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in S2 .
All the estimates that we shall derive here and in the next appendix are
consequences of the fact that, as it can be checked in a straightforward way, if
x, x S0 ,+ , 0 W, and , are small enough there exists a constant C > 0
such that
C xk
|xk | , C if k h; (A.1)
|0 |1 + k x h
1
the constant C grows as for 0.
Proof of Lemma 1 (1). First, we have to prove that if (0 , 0, 0 ) W, B B
and x S0 ,+ the map T 0 ,x leaves invariant S2 , for 0, , and , small
2
enough; in fact, setting a = (a1 , . . . , ar ), h = (h1 , . . . , hr ):
k
r
r
,x y)k,2 | |0 | +
|(T 0
a(2 ) (j; h) |xhi | |yhi ,ai |
j=1 r2 hi j {ai }ri=1 i=1 i=1
i=1,...,r ai =4 ai =4
k
|0 | + a(2 ) (j; h)|xj |2 Cr r2 (2)r
j=1 r2 hi j {ai }ri=1
i=1,...,r
|0 | + C (A.2)
for some C > 0. Similarly,
k
,x y)k,2 | |0 | +
|(T 0 2(jk) a(2) (j; h)Crr(2)r
j=1 r2 hi j {ai }ri=1
i=1,...,r
|0 | + C ( + )2 , (A.3)
for C large enough. Hence, if (0 , 0 ) B B , then both (A.2), (A.3) can be
made smaller than 2 taking small enough.
Proof of Lemma 1(2). Under the same assumption of Lemma 1(1), we show now
0 ,x is a contraction in S2 ; in fact,
that T
k
r
|(T 0
,x y )k,2 |
,x y)k,2 (T
0
a(2 ) (j; h) |xhi |
j=1 r3 hi j i=1
{ai }ri=1 i=1,...,r ai =4
(6)r1 r max yk,i yk,i
, (A.4)
k,i
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where we used that the second order of the beta function depends only on xj ;
therefore, we can exploit two of the xhis to perform the sum, and it follows that,
for , small enough:
0 ,x y)k,2 (T
|(T 0 ,x y )k,2 | max |y yk,i |, 0 < < 1. (A.5)
k,i
k,i
The same result can be proved for the dierence of the 2-components, using the
2(jk) factor to perform the sum over the js; this concludes the proof of the
,x .
contractivity of T 0
Proof of Lemma 1(3). We prove here the last item of Lemma 1. Given y S2 ,
set
n
n
yk,i,n := T
0 ,x y k,i , yk,i,n := T 0 ,x y k,i , (A.6)
and assume inductively that for all 0 m n the following bound is true:
|yk,i,m yk,i,m | C(log(1 + k) + 1) max xk xk ; (A.7)
k
and
&
k
|yk,2,n+1
yk,2,n+1 | 2(jk) a(2) (j; h) C r1 r(3)r1 (6)r
j=1 r2 hi j
{ai }ri=1 i=1,...,r
'
r
r1
+ CCr (log(1 r
+ h ) + 1)(3) (6)
=1
a =4
Using the short memory property of the GN trees, see discussion after (2.20), it
follows that:
(i) (j; h) log(1 + h ) (const.)r log(1 + j); (A.10)
a
h1 ,...,hr
hi j
plugging this bound into (A.8), (A.9) we can reproduce our inductive assumption
(A.7) for m = n + 1, choosing for , small enough. This concludes the proof
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of (4.3). The Holder continuity bound (4.4) can be proved again by induction,
replacing (A.7) with
|yk,i,m yk,i,m | C max |xk xk | , 0 < < 1, (A.11)
k
and using in (A.8) the bound, if hi j for all i = 1, . . . , r and 0 < < 1:
r r
xhi r max |xk xk | |xj |2 Cr (3)r2 .
xhi 2
(A.12)
k
i=1 i=1
ai =4 ai =4
Proof of Lemma 2(1). First, we have to prove that T0 ,y() leaves invariant
S0 ,+ for (0 , 0 , 0 ) W, B B for , small enough. We have that
1
(T0 ,y(x) x)k = , (B.1)
k k
1
0 + j Rj (x, y(x))
j=1 j=1
xj j2 + x1 2
j j 4,j (x, y(x)) xj 4,j (x, y(x))
Rj (x, y(x)) = , (B.2)
1 + j xj + x1 4,j (x, y(x))
j
with
r
r
4,j (x, y(x)) = a(4) (j; h) xhi yhi ,ai (x), (B.3)
r3 hi j {ai }ri=1 i=1 i=1
i=1,...,r ai =4 ai =4
(4)
where a1 ,...,ar (j; h1 , . . . , hr ) = 0 unless there are at least two ai equal to 4. The
nal statement follows from the fact that for , small enough
Proof of Lemma 2(2). To conclude, we have to show that under the same assump-
tions of the previous item, T0 ,y(x) is a contraction in S0 ,+ . Setting y(x) =: y,
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k
k
k
k
1
0 + j Rj (x, y) 1
0 + j Rj (x , y )
j=1 j=1 j=1 j=1
we have that
r r r r
2 2
xj xhi yhi ,ai xj xhi yhi ,ai
i=1 i=1 i=1 i=1
ai =4 ai =4 ai =4 ai =4
r r r r
2
xj xhi yhi ,ai xhi yhi ,ai (B.7)
i=1 i=1 i=1 i=1
ai =4 ai =4 ai =4 ai =4
(x + x ) r r
j j
+ max |xk xk | 2 2 xhi yhi ,ai (B.8)
k xj xj
i=1 i=1
a =4
i ai =4
and:
which gives statement (4.5) for , small enough. In fact, the denominator of (B.5)
is bounded from below as
1 k
1 k
+
(j Rj (x, y)) 0 +
(j Rj (x , y )) (const.)|xk |2 ;
0
j=1 j=1
(B.13)
using the second of (A.1) our claim (4.5) follows.
all we have to do is to check that: (i) for |0 |, || small enough M ,0 leaves invariant
the set B 32 B 23 , and (ii) M
,0 is a contraction therein. The property (i) is a
straightforward consequence of the fact that
where in the second inequality we used
that | k | c| 0 |, |i,k | c |0 | + |0 | and
that, from (3.7), |i,0 | c |0 | + || ; if we choose (0 , ) W2, B B with
2
, small enough then the set B 23 B 32 B2 B2 is left invariant by (C.4).
To prove property (ii), we use a Cauchy estimate. In fact, the Cauchy bound
tells us that if y, y B 23 B 23 then, since gi (0 , y, ) is analytic for y B2 B2
and bounded as (C.5), for (0 , ) W2, B with , small enough:
2
|gi (0 , y, ) gi (0 , y , )| 2C ( + ) max |yi yi | max |yi yi | (C.6)
i i
with 0 < < 1. Therefore, we can construct explicitly the solution i,0 (0 , ),
and the above properties allow us to conclude that it is analytic for (0 , )
W2, B B.
2
After this, we are left with Eq. (3.5) for 0 ; since all the couplings on scale 1
are functions of 0 , 0 and, as we know for our previous analysis, i,0 = i,0 (0 , ),
we can rewrite (3.5) as:
0 =: 0 f4 () 0 20 + h(0 , ) (C.7)
where we used that 0 satises (C.4) with i = 2, and h(0 , ) is analytic for (0 , )
W2, B B. Therefore, we can rewrite (C.7) as:
2
0 = M,
0 ,
:=
, (C.8)
1 + f4 ()
1
M,
x := + (0 x2 + h(x, )).
1 + f4 ()
We now turn to property (ii). From the analyticity of h(x, ) in x W2, , using
2
that the distance from a point x W 32 , 23 to the boundary of W2, is bounded
2
|x|
from below by sin 6 , if x, x W 32 , 23 a Cauchy estimate tells us that:
3
3C ( + )
|M,
x M
, x | 8 0
+ |x x | |x x | (C.9)
sin(/6)
with < 1; the rst inequality follows from the bound on h in (C.7), while the
second holds taking small enough (remember that 0, 2 ).
In conclusion, we can explicitly construct the solution of (C.8), and by a simple
inductive argument it follows that it is analytic for (, , ) W, B B.
where 2N ,j is the beta function the theory with an ultraviolet cuto on scale N .
Let a := maxk[0,N ] |ak |; using property (2.31) and the bounds in (A.1) it follows
that, for some C1 > 0, > 0 (neglecting for simplicity the arguments of the beta
function):
N
2 ,j 2N ,j C1 C1
1 2
+ + 1 |h h | (jh)
( + j) +j
hj
(jN )
+ C1 ( + ) , (D.3)
1 + j
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|0 0 | C1 ( + )( + + ) + C1 ( + )2 N ,
(D.4)
where the last terms in (D.3) and (D.4) take into account the contribution of GN
trees with at least one endpoint on scale > N , and all the others bound the dier-
ences of trees with all endpoints on scale < N . Therefore, plugging (D.3) and (D.4)
in (D.2) we have that, for some C1 > 0:
N
C1
N
C1 ( + )( + ) + |h h | (jh)
j=1
1 + j
hj
C1 ( + )
+ 1 + C1 ( + )2 N . (D.5)
+N
By what has been discussed in Secs. 3 and 4 and in Appendices A and B, it follows
that |k k | for k 1 can be estimated in the following way, for some C2 > 0:
C2 ( + + ) C2 ( + ) (kN )
|k k | + , (D.6)
1 + k (1 + k)2
where the rst term takes into account the dierence of running coupling constants
on scale N , while the last term takes into account trees with root scale k having
at least one endpoint on scale > N . Plugging (D.6) in (D.5) it is straightforward
to see that, for some C3 > 0,
C3 ( + )( + )
C3 ( + )
+ + C3 ( + )2 N , (D.7)
1 + N
which if inserted in (D.6) implies, for some positive C4 , C5 :
C4 ( + )
C4 + C4 ( + )2 N + ,
1 + N
(D.8)
C5 ( + )
C5 ( + ) + + C5 ( + )2 N .
1 + N
The dierence k k can be bounded in a way analogous to k k , and using
(D.8) it follows that
C6
+ C6 N , C6 > 0, (D.9)
1 + N
which together with (D.8) proves (D.1).
the notations of that work: we remind that the form factor r(a) (; k) of [6] corre-
sponds to the contribution of the tree with thin endpoints to the formal expansion
(a)
of vk (2a,2 +4a,0 )k in , , , which is obtained by iteration of the equation graph-
ically represented in Fig. 5. We claim that [6, Eq. (20.2)] is still valid if f is replaced
by an f denoting just the number of nontrivial frames (see remark after Fig. 5 for
the denition of trivial frame) labeled by a = 2 , 4.
To prove the claim, observe that one can repeat the proof of Sec. XIX in [6]
with the new inductive assumption
f
(bk)j
|r (a) n1 f!
(; k)| D
n
(2a,2 +4a,0 )k (E.1)
j=0
j!
instead of [6, Eq. (19.5)], the only dierence being that the number of topological
Feynman graphs with m vertices is bounded proportionally to N0m where N0 is
a suitable constant, because of the restriction to the planar theory. Then if f is
the number of nontrivial (2 , 4)-frames of excluding the external one, equation [6,
Eq. (19.13)] is replaced by, depending on whether the frame enclosing is trivial
or not:
nm Dm f!
|r(a) (; k)| D7 N m Dm n D
0 4 6
k f
(bh)r
(2a,2 +4a,0 )h , (nontrivial frame), (E.2)
r!
h=0 r=0
nm Dm f!,
|r(a) (; k)| D7 N0m D4m n D (trivial frame);
6
with respect to [6], we have kept the factor (2a,2 +4a,0 )h inside the sum, instead of
estimating it replacing h with k. If the frame enclosing is trivial the claim follows
from the second of (E.2), taking D large enough (as in [6], here m 2). If the frame
is nontrivial and a = 2 , 4, proceed as in [6, Eq. (19.15)], while if a = 2 substitute
that bound with
k
f
(bh)r 2k (bk)r
f
2h , (E.3)
r! 1 2 r=0 r!
h=0 r=0
and do the same for a = 0 ( 2k will be replaced by 4k ). From this the claim follows
suciently large, as explained in [6].
choosing D
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269295.
October 12, 2010 10:3 WSPC/S0129-055X 148-RMP
J070-S0129055X10004156
AMBAR N. SENGUPTA
Department of Mathematics,
Louisiana State University,
Baton Rouge, Louisiana 70803, USA
ambarnsg@gmail.com
We develop a dierential geometric framework for parallel transport over path spaces
and a corresponding discrete theory, an integrated version of the continuum theory, using
a category-theoretic framework.
1. Introduction
A considerable body of literature has grown up around the notion of surface
holonomy, or parallel transport on surfaces, motivated by the need to have a gauge
theory of interaction between charged string-like objects. Approaches include direct
geometric exploration of the space of paths of a manifold (Cattaneo et al. [5], for
instance), and a very dierent, category-theory avored development (Baez and
Schreiber [2], for instance). In the present work, we develop both a path-space geo-
metric theory as well as a category theoretic approach to surface holonomy, and
describe some of the relationships between the two.
As is well known [1] from a group-theoretic argument and also from the fact that
there is no canonical ordering of points on a surface, attempts to construct a group-
valued parallel transport operator for surfaces leads to inconsistencies unless the
Current
address: School of Mathematics, Tata Institute of Fundamental Research, Homi Bhabha
Road, Mumbai 400005, India.
1033
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group is abelian (or an abelian representation is used). So in our setting, there are
two interconnected gauge groups G and H. We work with a xed principal G-bundle
: P M and connection A; then, viewing the space of A-horizontal
paths itself
as a bundle over the path space of M , we study a particular type of connection on
this path-space bundle which is specied by means of a second connection A and a
eld B whose values are in the Lie algebra LH of H. We derive explicit formulas
describing parallel-transport with respect to this connection. As far as we are aware,
this is the rst time an explicit description for the parallel transport operator has
been obtained for a surface swept out by a path whose endpoints are not pinned.
We obtain, in Theorem 2.1, conditions for the parallel-transport of a given point
in path-space to be independent of the parametrization of that point, viewed as a
path. We also discuss H-valued connections on the path space of M , constructed
from the eld B. In Sec. 3, we show how the geometrical data, including the eld B,
lead to two categories. We prove several results for these categories and discuss how
these categories may be viewed as integrated versions of the dierential geometric
theory developed in Sec. 2.
In working with spaces of paths, one is confronted with the problem of specifying
a dierential structure on such spaces. It appears best to proceed within a simpler
formalism. Essentially, one continues to use terms such as tangent space and
dierential form, except that in each case the specic notion is dened directly
(for example, a tangent vector to a space of paths at a particular path is a vector
eld along ) rather than by appeal to a general theory. Indeed, there is a good
variety of choices for general frameworks in this philosophy (see, for instance, [16,
17]). For this reason, we shall make no attempt to build a manifold structure on
any space of paths.
string-like entities, then each particle should be viewed not as a point entity but
rather a path (segment) in spacetime. Thus, instead of the two particles located
at two points, we now have two paths 1 and 2 ; in place of a path connecting
the two point particles we now have a parametrized path of paths, in other words
a surface , connecting 1 with 2 . The interaction amplitudes would, one may
expect, involve both the gauge eld A, as expressed through the parallel transports
along 1 and 2 , and an interaction between these two parallel transport elds. This
higher order, or higher dimensional interaction, could be described by means of a
gauge eld at the higher level: it would be a gauge eld over the space of paths in
spacetime.
we develop the theory with two connections A and A as well as a 2-form B (with
the connection A used for parallel-transport along any given string-like object,
and the forms A and B used to construct parallel-transports between dierent
strings);
we determine, in Theorem 2.2, the bi-holonomy associated to a path of paths
using the B-eld;
we allow quadrilaterals rather than simply bigons in the category theoretic
formulation, corresponding to having strings with endpoints free to move rather
than xed-endpoint strings.
Our category theoretic considerations are related to notions about double categories
introduced by Ehresmann [9, 10] and explored further by Kelly and Street [12].
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F A (t ,
s )
= t (A( s (A(
s )) A([
t )) t ,
s ]
) + [A( A(
t ), s )].
0
So
t (A( F A (t ,
s )) s )
= s (A( [A(
t )) t ),
A(
s )]
(2.7)
t )
= 0 if A( = 0,
thus proving (2.3) if (i) holds. Equation (2.4) then follows by integration.
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Next suppose (ii) holds. Then, from the rst line in (2.7), we have
s (A( [A(
t )) t ),
A(
s )]
= 0. (2.8)
h (s)h(s)1 = A( t)),
s (s, and h(0) = e.
Then
h(s)1 A(
t (t,
s))h(s)
Definition 2.1. The tangent space to PA P at is the linear space of all vector
elds t v(t) T(t) P along for which
v (t))
A(
(t), v(t)) = 0
F A (
(2.10)
t
The vertical subspace in T PA P consists of all vectors v() for which v(t) is
vertical in T(t) P for every t [0, 1].
Let us note one consequence:
Proof. The rst-order dierential equation (2.10) determines the vertical part of
v(t), from the initial value. Thus v(t) is this vertical part plus the A-horizontal lift
of v(t) to T(t) P .
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B(u, v) = 0 if u or v is vertical,
Rg B = (g 1 )B for all g G
(g 1 )B = d(g 1 )|e B,
This is independent of the choice of X (as any two choices dier by a vertical
vector on which B vanishes) and species a linear form on T (PM ) with values
in LH. If we choose a dierent horizontal lift of , a path g, with g G, then
Thus, one may view to be a 1-form on PM with values in the vector bundle
E PM associated to PA P PM by the action of G on LH.
Now x a section : M P , and for any path PM let () PA P be the
: PM PA P is a section of
A-horizontal lift with initial point ((0)). Thus,
the bundle PA P PM . Then we have the 1-form on PM with values in LH
given as follows: for any X T (PM ),
We shall view as a connection form for the trivial H-bundle over PM . Of course,
it depends on the section of PA P PM , but in a controlled manner, i.e. the
behavior of under change of is obtained using (2.12).
evt : PA P P : (t),
Thus
1
Z= B, (2.15)
0
where on the right we have the Chen integral (discussed earlier in (2.5)) of the
2-form B on P , lifting it to an LH-valued 1-form on the space of (A-horizontal)
smooth paths [0, 1] P . The Chen integral here is, by denition, the 1-form on
PA P given by
1
v T PA P (t), v(t))dt.
B(
0
v ) = ( v).
Z( (2.16)
Thus,
1
(A,B) (
v ) = A(
v (1)) + (t), v(t))dt.
B( (2.18)
0
To obtain this we have simply used the relation (2.4). The advantage in (2.19) is
that it separates o the endpoint terms and expresses (A,B) as a perturbation
of the simple connection ev0 A by a vector in the tangent space Tev0 A A, where A is
the space of connections on the bundle PA P . Here note that the tangent vectors
to the ane space A at a connection are the 1-forms 1 , with 1 running
over A. A dierence such as 1 is precisely an equivariant LG-valued 1-form
which vanishes on vertical vectors.
Recall that the group G acts on P on the right
P G P : (p, g) Rg p = pg
and this induces a natural right action of G on PA P :
PA P G PA P : (
, g) Rg = g.
Then for any vector X in the Lie algebra LG, we have a vertical vector
) T PA P
X(
given by
)(t) = d
X( (t) exp(uX).
du u=0
Proposition 2.2. The form (A,B) is a connection form on the principal G-bundle
PA P PM . More precisely,
(A,B) ((Rg ) v) = Ad(g 1 )(A,B) (v)
for every g G, v T (PA P ) and
=X
(A,B) (X)
for every X LG.
From (2.15) and the fact that B vanishes on verticals it is clear that Z(X)
is 0. The equivariance under the G-action follows also from (2.15), on using the
G-equivariance of the connection form A and of the 2-form B, and the fact that
the right action of G carries A-horizontal
paths into A-horizontal paths.
Proposition 2.3. Assume that A, A, B, and (A,B) are as specied before. Let
PA P, and = PM its projection to a path on M, and consider any
v T PM . Then the (A,B) -horizontal lift v T PA P is given by
h
v(t) = vA v (t),
(t) + v
(t) T
(t) P is the A-horizontal lift of v(t) T(t) M, and
h
where vA
1
F A (
v (1))
vv (t) = (t) A( (u), vA
h
(u))du (2.22)
t
wherein
h
v(1) = vA (1) + (1)X, (2.23)
h
with vA (1) being the A-horizontal lift of v(1) in T(1) P, and
1
X = (t), vA
B( h
(t))dt. (2.24)
0
Proof. The (A,B) horizontal lift v of v in T (PA P ) is the vector eld v along
which projects by to v and satises the condition (2.21):
1
A(v (1)) + (t), v(t))dt = 0.
B( (2.26)
0
Now for each t [0, 1], we can split the vector v(t) into an A-horizontal
part and
v v (t)) LG viewed as a
a vertical part vv (t) which is essentially the element A(
vector in the vertical subspace in T(t) P :
h
v(t) = vA v (t)
(t) + v
Since the vector eld v is actually a vector in T (PA P ), we have, from (2.20), the
relation
1
F A (
v (1))
v (t)) = A( h
A( (u), vA
(u))du.
t
We need now only verify the expression (2.23) for v(1). To this end, we rst split
this into A-horizontal and a corresponding vertical part:
h
v(1) = vA (1) + (1)A(
v (1)).
The vector A(
v (1)) is obtained from (2.26), and thus proves (2.23).
maps each boundary edge of [0, 1] into itself, and 0 (s) = 1 (s) for all
2
s [0, 1].
Then the (A,B) -parallel-translate of the point 0 0 along the path s ( )s ,
is 1 1 , where 1 is the (A,B) -parallel-translate of
0 along s s .
As a special case, if the path s s is constant and 0 the identity map on
[0, 1], so that 1 is simply a reparametrization of 0 , then, under conditions (i) or
(ii) above, the (A,B) -parallel-translate of the point 0 along the path s ( )s ,
is 0 1 , i.e. the appropriate reparametrizaton of the original path
0.
Proof. Suppose (2.27) holds. Then the connection (A,B) has the form
ev0 A + [ev1 (A A)
ev0 (A A)].
The crucial point is that this depends only on the endpoints, i.e. if PA P and
V T PA P then (A,B) (V ) depends only on V (0) and V (1). If the conditions
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on in (i) hold then reparametrization has the eect of replacing each s with
0 (s) s , which is in PA P , and the vector eld t s (0 (s) s (t)) is an
(A,B) -horizontal vector, because its endpoint values are those of t s (
0 (s) (t)),
since s (t) equals t if t is 0 or 1.
Now suppose (2.28) holds. Then (A,B) becomes simply ev0 A. In this
case (A,B) (V ) depends on V only through the initial value V (0). Thus, the
(A,B) -parallel-transport of PA P , along a path s s PM , is obtained
by A-parallel-transporting the initial point (0) along the path s 0 (s), and
shooting o A-horizontal paths lying above the paths s . (Since the paths s do
not necessarily have the second component xed, their horizontal lifts need not be
of the form s s , except at s = 0 and s = 1, when the composition s s is
guaranteed to be meaningful.) From this it is clear that parallel translating 0 0 ,
by (A,B) along the path s s , results, at s = 1, in the path 1 1 .
If C is also a 2-form on P with values in the same Lie algebra, we have a product
2-form on the path space PA P given on X, Y T (PA P ) by
1 2
[B C](X,
Y )
0
= (u), X(u)),
[B( (v), Y (v))]du dv
C(
0u<v1
(u), X(u)),
[C( (v), Y (v))]du dv
B(
0u<v1
1 1
= (u), X(u)),
[B( (v), Y (v))]du dv.
C( (2.29)
0 0
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Proof. From
1
(A,B) = ev1 A + B,
0
we have
1
(A,B) = d(A,B) + [(A,B) (A,B) ]
2
1
= ev1 dA + d B + W, (2.31)
0
where
Y ) = [(A,B) (X),
W (X, (A,B) (Y )]
= [ev1 A(X),
ev1 A(Y )]
1
+ ev1 A(X), B( (t), Y (t))dt
0
1
+ B(
(t), X(t))dt, ev1 A(Y )
0
1 1
+ (u), X(u)),
B( (v), Y (v)) du dv
B(
0 0
1
= [ev1 A, ev1 A](X,
Y ) + ev A
1
Y )
B (X,
0
1 2
+ [ B B](X,
Y ). (2.32)
0
In the case A = A, and without , the expression for the curvature can be
expressed in terms of the fake curvature F A + B. For a result of this type, for
a related connection form, see Cattaneo et al. [5, Theorem 2.6] have calculated a
similar formula for curvature of a related connection form.
A more detailed exploration of the fake curvature would be of interest.
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V (0) = (V (0)).
V (t) = ( V )(t)
a(t) + vertical vector. (2.37)
(A,A,B)
(A,B)
= (2.38)
(A,A,B)
(V ) = (A,B) (
V ). (2.39)
(t)1 a
a (t) = Ad(
a(t)1 )A ( (t))
(A,A,B)
(V ) = A (V (0))
+ [Ad(a(1)1 )(A A )(V (1)) (A A )(V (0))]
1
a(t)1 )(FA + B )( (t), V (t))dt.
+ Ad( (2.41)
0
Note that in (2.41), the terms involving A and FA cancel each other out.
Proof. From the denition of (A,B) in (2.17) and (2.14), we see that we need only
focus on the B term. To this end we have, from (2.35) and (2.37):
Suppose
: [0, 1]2 P : (t, s) (t,
s) = t (s)
s (t) =
is smooth, with each s being A-horizontal,
and the path s (0, s) being
A-horizontal. Let = . We will need to use the bi-holonomy g(t, s) which
0) along 0 |[0, t] by A,
is specied as follows: parallel translate (0, then up the
t
path |[0, s] by A, back along s -reversed by A and then down |[0, s] by A; then
0
with initial condition h0 (0) being the identity in H. The geometric meaning of
s (t)a0 (s) is that it describes parallel-transport rst by A up from (0, 0) to (0, s)
a
and then to the right by A from (0, s) to (t, s).
We work with the pair of Lie groups G and H, along with maps and
satisfying (2.1), and construct two categories. These categories will have the same
set of objects, and also the same set of morphisms.
The set of objects is simply the group G:
Obj = G.
The set of morphisms is
Mor = G4 H,
with a typical element denoted
(a, b, c, d; h).
It is convenient to visualize a morphism as a plaquette labeled with elements of G:
To connect with the theory of the preceding sections, we should think of a and
c as giving A-parallel-transports, d and b as A-parallel-transports, and h should be
thought of as corresponding to h0 (1) of Theorem 2.2. However, this is only a rough
guide; we shall return to this matter later in this section.
For the category Vert, the source (domain) and target (co-domain) of a mor-
phism are:
sVert (a, b, c, d; h) = a,
tVert (a, b, c, d; h) = c.
For the category Horz
sHorz (a, b, c, d; h) = d,
tHorz (a, b, c, d; h) = b.
We dene vertical composition, that is composition in Vert, using Fig. 5. In
this gure, the upper morphism is being applied rst and then the lower.
Horizontal composition is specied through Fig. 6. In this gure, we have used
the notation opp to stress that, as morphisms, it is the one to the left which is
applied rst and then the one to the right.
Our rst observation is:
Proposition 3.1. Both Vert and Horz are categories, under the specied compo-
sition laws. In both categories, all morphisms are invertible.
c
d h b
a
Fig. 4. Plaquette.
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c
d h b
c
a = c
= d d h((d1 )h ) b b
c = a
a
d h b
a
Fig. 5. Vertical composition.
c c c c
d h b opp d h b= d ((a1 )h )h b
a a a a
Fig. 6. Horizontal composition (for b = d ).
a e
e e e a e a
a e
The two categories are isomorphic, but it is best not to identify them.
We use H to denote horizontal composition, and V to denote vertical
composition.
We have seen earlier that if A, A and B are such that (A,B) reduces to ev0 A
(for example, if A = A and F A + (B) is 0) then all plaquettes (a, b, c, d; h) arising
(h) = a1 b1 cd.
h z(h) Z(G)
is a mapping of the morphisms in the category Horz or in Vert into the center
Z(G) of G, which carries composition of morphisms to products in Z(G):
z(h h ) = z(h)z(h ).
are -equivalent,
h = h
if a = a , b = b , c = c , d = d , and (h) = (h ).
Proposition 3.3. If h, h , h , h are quasi-at morphisms for which the composi-
tions on both sides of (3.5) are meaningful, then
(h H h ) V (h H h) = (h V h ) H (h V h) (3.5)
whenever all the compositions on both sides are meaningful.
Thus, the structures we are using here correspond to double categories as
described by Kelly and Street [12, Sec. 1.1]
where
h = {(a1 )h }h{(d1 c1 )h }{(d1 )h } (3.7)
Applying gives
(h ) = a1 (h )z(h )a (h)z(h)d1 c1 (h )cd
z(h ) d1 (h )dz(h )
= (a a)1 (b b )1 (f f )(d d)z(h ), (3.8)
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f f
c c
c c
d h b b h b
a a
Fig. 8. Consistency of horizontal and vertical compositions.
where we have used the fact, from (2.1), that is converted to a conjugation on
applying , and the last line follows after algebraic simplication. Thus,
(h ) = (h )z(h ) (3.9)
where
(h ) = (h )z(h ).
morphisms (taking all z(h) to be the identity) corresponds to the quantity h0 (1)
specied through the dierential Eq. (2.47). It would be desirable to have a more
thorough relationship between the discrete structures and the dierential geometric
constructions, even in the case when z() is not the identity. We hope to address
this in future work.
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4. Concluding Remarks
We have constructed in (2.17) a connection (A,B) from a connection A on a prin-
cipal G-bundle P over M , and a 2-form B taking values in the Lie algebra of a
second structure group H. The connection (A,B) lives on a bundle of A-horizontal
paths, where A is another connection on P which may be viewed as governing
the gauge theoretic interaction along each curve. Associated to each path s s
of paths, beginning with an initial path 0 and ending in a nal path 1 in M ,
is a parallel transport process by the connection (A,B) . We have studied condi-
tions (in Theorem 2.1) under which this transport is surface-determined, that is,
depends more on the surface swept out by the path of paths than on the specic
parametrization, given by , of this surface. We also described connections over the
path space of M with values in the Lie algebra LH obtained from the A and B.
We developed an integrated version, or a discrete version, of this theory, which
is most conveniently formulated in terms of categories of quadrilateral diagrams.
These diagrams, or morphisms, arise from parallel transport by (A,B) when B has
a special form which makes the parallel transports surface-determined.
Our results and constructions extend a body of literature ranging from
dierential geometric investigations to category theoretic ones. We have developed
both aspects, clarifying their relationship.
Acknowledgments
We are grateful to the anonymous referee for useful comments and pointing us to
the reference [12]. Our thanks to Urs Schreiber for the reference [16]. We also thank
Swarnamoyee Priyajee Gupta for preparing some of the gures. ANS acknowl-
edges research supported from US NSF grant DMS-0601141. AL acknowledges
research support from Department of Science and Technology, India under Project
No. SR/S2/HEP-0006/2008.
References
[1] J. Baez, Higher YangMills theory, http://arxiv.org/abs/hep-th/0206130.
[2] J. Baez and U. Schreiber, Higher gauge theory, http://arXiv:hep-th/0511710v2.
[3] J. Baez and U. Schreiber, Higher gauge theory II: 2-connections on 2-bundles,
http://arxiv.org/abs/hep-th/0412325.
[4] L. Breen and W. Messing, Dierential geometry of gerbes, http://arxiv.org/abs/
math/0106083.
[5] Alberto S. Cattaneo, P. Cotta-Ramusino and M. Rinaldi, Loop and path spaces
and four-dimensional BF theories: Connections, holonomies and observables, Comm.
Math. Phys. 204 (1999) 493524.
[6] D. Chatterjee, On gerbs, Ph.D. thesis, University of Cambridge (1998).
[7] K.-T. Chen, Algebras of iterated path integrals and fundamental groups, Trans.
Amer. Math. Soc. 156 (1971) 359379.
[8] K.-T. Chen, Iterated integrals of dierential forms and loop space homology, Ann. of
Math. 97(2) (1973) 217246.
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[9] C. Ehresmann, Categories structurees, Ann. Sci. Ecole Norm. Sup. 80 (1963)
349425.
[10] C. Ehresmann, Categories et structures (Dunod, Paris, 1965).
[11] F. Girelli and H. Pfeier, Higher gauge theory Dierential versus integral formu-
lation, J. Math. Phys. 45 (2004) 39493971; http://arxiv.org/abs/hep-th/0309173.
[12] G. M. Kelly and R. Street, Review of the elements of 2-categories, in Category Sem-
inar (Proc. Sem., Sydney, 1972/1973), Lecture Notes in Math., Vol. 420 (Springer,
Berlin, 1974), pp. 75103.
[13] A. Lahiri, Surface holonomy and gauge 2-group, Int. J. Geom. Methods Mod. Phys.
1 (2004) 299309.
[14] M. Murray, Bundle gerbes, J. London Math. Soc. 54 (1996) 403416.
[15] H. Pfeier, Higher gauge theory and a non-abelian generalization of 2-form electro-
dynamics, Ann. Phys. 308 (2003) 447477; http://arxiv.org/abs/hep-th/0304074.
[16] A. Stacey, Comparative smootheology; http://arxiv.org/abs/0802.2225.
[17] O. Viro, http://www.pdmi.ras.ru/olegviro/talks.html.
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SERGEY GRIGORIAN
Max-Planck-Institut f
ur Gravitationsphysik (Albert-Einstein-Institut),
Am M uhlenberg 1, D-14476 Golm, Germany
and
Simons Center for Geometry and Physics,
Stony Brook University, Stony Brook, NY 11794, USA
sergey.grigorian@stonybrook.edu
1. Introduction
Ever since antiquity there has been a very close relationship between physics and
geometry. Originally, in Timaeus, Plato related four of the ve Platonic solids
tetrahedron, hexahedron, octahedron, icosahedron to the elements re, earth, air
and water, respectively, while the fth solid, the dodecahedron was the quintessence
of which the cosmos itself is made. Later, Isaac Newtons Laws of Motion and The-
ory of Gravitation gave a precise mathematical framework in which the motion of
objects can be calculated. However, Albert Einsteins General Relativity made it
very explicit that the physics of spacetime is determined by its geometry. More
recently, this fundamental relationship has been taken to a new level with the
development of String and M -theory. Over the past 25 years, superstring theory
has emerged as a successful candidate for the role of a theory that would unify grav-
ity with other interactions. It was later discovered that all ve superstring theories
can be obtained as special limits of a more general 11-dimensional theory known as
M -theory and moreover, the low energy limit of which is the 11-dimensional super-
gravity [44, 46]. The complete formulation of M -theory is, however, not known yet.
1061
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1062 S. Grigorian
One of the key features of String and M -theory is that these theories are formu-
lated in 10- and 11-dimensional spacetimes, respectively. One of the techniques to
relate this to the visible four-dimensional world is to assume that the remaining six
or seven dimensions are curled up as a small, compact, so-called internal space. This
is known as compactication. Such a procedure also leads to a remarkable interre-
lationship between physics and geometry, since the eective physical content of the
resulting four-dimensional theory is determined by the geometry of the internal
space. Usually the full multidimensional spacetime is regarded as a direct product
M4 X, where M4 is a four-dimensional non-compact manifold with Lorentzian
signature ( + ++) and X is a compact six, or seven-dimensional Riemannian
manifold. In general, the parameters that dene the geometry of the internal space
give rise to massless scalar elds known as moduli, and the properties of the moduli
space are determined by the class of spaces used in the compactication.
The properties of the internal space in String and M -theory compactications
are governed by physical considerations. A key ingredient of these theories is super-
symmetry [45]. Supersymmetry is a physical symmetry between particles the spin
of which diers by 12 that is, between integer spin bosons and half-integer
spin fermions. Mathematically, bosons are represented as functions or tensors and
fermions as spinors. When looking for a supersymmetric vacuum for which the
metric is the only non-zero eld, that is a Ricci-at solution that is invariant under
supersymmetry transformations, it turns out that a necessary requirement is the
existence of covariantly constant, or parallel, spinor. That is, there must exist a
non-trivial spinor on the Riemannian manifold X that satises
= 0 (1.1)
where is the relevant spinor covariant derivative [8]. This condition implies that
is invariant under parallel transport.
Properties of parallel transport on a Riemannian manifold are closely related
to the concept of holonomy. Consider a vector v at some point x on X. Using the
natural LeviCivita connection that comes from the Riemannian metric, we can
parallel transport v along paths in X. In particular, consider a closed contractible
path based at x. As shown in Fig. 1, if we parallel transport v along , then the
new vector v which we get will necessarily have the same magnitude as the original
vector v, but otherwise it does not have to be the same. This gives the notion of
holonomy group. Below we give the precise denition.
v
x
If the manifold X is connected, then it is trivial to see that the holonomy group
is independent of the base point, and can hence be dened for the whole manifold.
Parallel transport is initially dened for vectors, but can then be naturally extended
to other objects like tensors and spinors, with the holonomy group acting on these
objects via relevant representations.
Now going back to the covariantly constant spinor , (1.1) implies that
is invariant under the action of the holonomy group. This shows that the
spinor representation of Hol(X, g) must contain the trivial representation. For
Hol(X, g) = SO(n), this is not possible since the spinor representation is reducible,
so Hol(X, g) SO(n). Hence the condition (1.1) implies a reduced holonomy group.
Thus, Ricci-at special holonomy manifolds occur very naturally in string and
M -theory.
As shown by Berger [9], the list of possible special holonomy groups is very
limited. In particular, if X is simply-connected, and neither locally a product nor
symmetric, the only possibilities are given in Fig. 2. In this list manifolds with
holonomy SU (k), Sp(k), G2 and Spin(7) are Ricci-at. Moreover, these groups
are subgroups of SO(n) and are simply-connected. This implies that manifolds
with these holonomy groups always admit a spin structure ([30, Proposition 3.6.2]).
These are also precisely the manifolds that admit a parallel spinor. K ahler manifolds
only admit parallel projective spinors a line subbundle of the spinor bundle.
1064 S. Grigorian
complexied moduli space of K ahler structures are both in fact, Kahler manifolds.
Moreover, both have a special geometry: that is, both have a line bundle whose rst
Chern class coincides with the K ahler class. However, until recently, the structure
of the moduli space of G2 holonomy manifolds has not been studied in that much
detail. Generally, it turns out that the study of G2 manifolds is quite dicult. Unlike
the study of CalabiYau manifolds where the machinery of algebraic geometry has
been used with great success, in the case of G2 manifolds there is no analogue, so
analytical rather than algebraic study is needed.
In this review, we aim to give an overview of what is currently known about
G2 moduli spaces and corresponding deformations of G2 structures. We rst give
an introduction to the properties of the group G2 denitions and representa-
tions. Then we look at general properties of G2 structures. Finally we move on to
properties of G2 moduli spaces. Note that here we will only be looking at smooth
compact G2 manifolds. Properties of the non-compact asymptotically cylindrical
G2 manifolds have recently been studied by Kovalev and Nordstr om [36] and by
Nordstr om [38], while the properties of G2 manifolds with conical singularities have
been studied by Karigiannis [33].
2. The Group G2
2.1. Automorphisms of octonions
The group G2 is the smallest of the ve exceptional Lie groups, the others being
F4 , E6 , E7 and E8 . Surprisingly, all of these Lie groups are related to the octonions,
but G2 is especially close. So let us rst give a few facts about the octonions. The
eight-dimensional algebra of octonions, denoted by O, is the largest possible normed
division algebra. The others of course are the real numbers R, complex numbers C
and the quaternions H. Following Baez [6], it turns out that division algebras can
be dened using the notion of triality. Given three real vector spaces U, V, W , then
a triality is a non-degenerate trilinear map
t : U V W R.
Non-degenerate here means that for any xed non-zero elements of U and V , the
induced functional on W is non-zero. Hence, t also denes a bilinear map m
m : U V W .
For each xed element of U , this map denes an isomorphism between V and
W , and for each xed element of V , an isomorphism between U and W . Hence
these three spaces are isomorphic to each, and if we choose to identify non-zero
elements e1 U , e2 V , and e1 e2 W , we can identify the spaces U, V, W
with each other, and we can say that m now denes multiplication on U with
identity element e = e1 = e2 = e1 e2 . Note that in particular, the existence of a
non-degenerate trilinear map implies that the original vector spaces U ,V ,W are all
of the same dimension.
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1066 S. Grigorian
1068 S. Grigorian
e3
e2 e7
e6
e1 e5 e4
However, from (2.8) we see that 0 encodes precisely the same information as the
Fano plane. Suppose x1 , . . . , x7 are coordinates on R7 and let eijk = dxi dxj dxk ,
then just reading o from the Fano plane, 0 can be written as
Note that in order to keep the same convention for 0 as Joyce [30], in the Fano
plane we have a dierent numbering for the octonions compared to Baez [6].
With this choice of coordinates, the inner product on Im(O)
= R7 is given by
the standard Euclidean metric
As seen from (2.6), G2 preserves the inner product on Im(O), so it clearly preserves
g0 and is hence a subgroup of SO(7).
Since 0 denes the seven-dimensional cross product, and G2 is the symmetry
group of this cross product, G2 is the stabilizer of 0 in GL(7, R). So we can state:
This is a key property of G2 and as such this is often taken as the denition of
the group G2 , in particular in [30]. As we have seen, G2 preserves both 0 and g0 ,
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2.2. Representations of G2
As we will see in Sec. 3, a crucial role in the study of G2 structures is played by
the representations of G2 . Since G2 is a subgroup of SO(7), it has a fundamental
vector representation on R7 . In the study of G2 manifolds, it is very important
to understand the representations of G2 on p-forms. So let us consider rst the
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1070 S. Grigorian
( ()) = ,
where dim (V ) = 7 and dim ker = 14. It turns out that ker is in fact a Lie
algebra with respect to the matrix commutator. This is the Lie algebra bracket on
so(7) and satises the Jacobi identity. It is hence only necessary to show that for
, ker , we have [, ] ker . This is an exercise in applying the contrac-
tions for . Thus we get a 14-dimensional Lie subalgebra of so(7). However, this is
precisely the Lie algebra g2 [32], that is
so(7) = g2 (V ). (2.19)
The group G2 acts via the adjoint representation on the 14-dimensional vector
space g2 and via the fundamental vector representation on the seven-dimensional
space (V ). This is a G2 -invariant irreducible decomposition of so(7) into the
representations 7 and 14. Hence we get the following result:
2 = 27 214 . (2.20)
27 = { 2 : T = 4}, (2.23a)
214 = { 2 : T = 2}. (2.23b)
We can decompose Sym2 (V ) = Rg0 Sym20 (V ) where Rg0 is the set of symmetric
tensors proportional to the metric g0 and Sym20 (V ) is the set of traceless symmetric
tensors. This is a G2 -invariant irreducible decomposition of Sym2 (V ) into one-
dimensional and 27-dimensional representations. We clearly have
i (Sym20 (V )) = 327 (V ).
where we have used (2.14). This denes a G2 -invariant map from V to 3 and hence
gives 37 .
So overall we thus have a decomposition of three-forms into irreducible repre-
sentations of G2 :
3 = 31 37 327 (2.26)
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1072 S. Grigorian
where
3. G2 Structures
3.1. Definition
As we shall see, the notion of holonomy is closely related to G-structures on mani-
folds. Let us give the necessary denitions
This then has a projection : (x, e1 , . . . , en ) x onto X and a natural left action
by GL(n, R) on the bers. F is thus a principal bundle over X with ber GL(n, R),
called the frame bundle of X.
1074 S. Grigorian
We know that the metric g is dened by the three-form and we can use some
of the results from Sec. 2.1 to nd a direct relationship between the two quantities.
Thus we see that even though given the three-form we can dene the metric g,
this relationship is rather complicated and nonlinear. In particular, this also shows
that = depends on in an even more non-trivial fashion, since the Hodge
star depends itself on the metric.
Here we need to say a few words about the notation used for the G2 three-
form and the associated four-form . The notation that we use here is due to
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1076 S. Grigorian
Karigiannis where the Hodge dual of is denoted by and was rst introduced
in [31]. In Fig. 4, we summarize the dierent notations used by other authors: where
eijk = ei ej ek and eijkl = ei ej ek el for basis covectors ei .
Here we have used the fact that mna b mn = 6gab , the traceless part of which
vanishes. Therefore, the 327 part of X also vanishes. Now consider the 37 com-
ponent. In this case,
7 (X ) =
where
1 c 1 a
a = X (c mnp ) mnpa = X (a bcde )bcd .
24 24
This quantity does not vanish in general, so we can conclude that
X 37 (3.10)
W = 17 37 . (3.11)
where Tab is the full torsion tensor. This two-tensor full denes since pointwise,
it has 49 components and the space W is also 49-dimensional (pointwise). In general
we can split Tab as
T = 1 g + 7 + 14 + 27 (3.13)
where 1 is a function, and gives the 1 component of T , 7 27 and hence gives the 7
component, 14 214 gives the 14 component and 27 is traceless symmetric, giving
the 27 component. Note that the normalization of these components is dierent
from [32]. Hence we can split W as
The 16 torsion classes arise as the subsets of W which belongs to. Moreover,
as shown in [32], the torsion components i relate directly to the expression for d
and d. In fact, in our notation,
d = 41 + 37 27 , (3.15a)
d = 47 2 14 . (3.15b)
Now suppose d = d = 0. Then this means that all four torsion components vanish
and hence T = 0, and as a consequence = 0. The converse is trivially true, since
d and d can both be expressed in terms of the covariant derivative. This result is
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1078 S. Grigorian
due to Fernandez and Gray [18]. If we add the fact that Hol(g) is a subgroup of G
if and only if X admits a torsion-free G structure from Proposition 11, then we get
the following important result.
Theorem 14 ([30, Proposition 10.1.3]). Let X be a seven-manifold with a G2
structure dened by the three-form and equipped with the associated Riemannian
metric g. Then the following are equivalent:
Dierent torsion classes of the G2 structure also restrict the curvature of the
manifold. Consider the curvature tensor Rabcd . Then for xed a,b, we have
(Rab )cd 2 ,
so we can decompose it as
(Rab )cd = (7 Rab )cd + (14 Rab )cd . (3.16)
Following Karigiannis [32], consider the operator T (2.22) acting on Rabcd . Then
we have
g ad T Rabcd = Rabef efcd g ad
= (Rbeaf + Reabf ) efcd g ad
= Rbeaf e caf + Rf bea eaf c
= 2g adT Rabcd
=0
where we have used the cyclic identity for Rabef . Hence, from (2.23) we get
3
Ricbd = 3(7 Rab )cd g ac =
(14 Rab )cd g ac (3.17)
2
where Ricbd is the Ricci tensor. However, in general, by the AmbroseSinger holon-
omy theorem [5], if Hol(g) G, then Rabcd Sym2 (g) where g is the Lie alge-
bra of G. Therefore, in the G2 case, if the G2 structure is torsion-free and hence
Hol(g) G2 , then Rabcd Sym2 (g2 ). This however implies that in (3.16), the 7
component vanishes, and thus from (3.17), we have the following result:
Theorem 15 ([10]). Let X be a Riemannian seven-manifold with metric g. If
Hol(g) G2 , then X is Ricci-at.
In fact, this result can also be derived without invoking the general Ambrose
Singer theorem. In [32], Karigiannis expressed the 27 component of the curvature
tensor in terms of the torsion tensor Tab , so that when the torsion vanishes, the
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curvature tensor is fully contained in 214 , thus directly conrming the Ambrose
Singer theorem in the G2 case. The original proof of Theorem 15 due to Bonan [10]
relied on the fact that the Lie algebra structure of g2 imposes strong conditions
on the Riemann tensor, and that these imply that the Ricci tensor cannot be non-
vanishing.
Given a compact manifold with a torsion-free G2 structure, the decompositions
(3.1) carry over to de Rham cohomology [30], so that we have
H 1 (X, R) = H71 , (3.18a)
2
H (X, R) = H72 2
H14 , (3.18b)
3
H (X, R) = H13 3
H7 3
H27 , (3.18c)
4
H (X, R) = H14 H74 4
H27 , (3.18d)
5
H (X, R) = H75 5
H14 , (3.18e)
6
H (X, R) = H76 . (3.18f)
Dene the rened Betti numbers bpk = dim(Hkp ). Clearly, b31 = b41 = 1 and we
also have b1 = bk7 for k = 1, . . . , 6. Moreover, it turns out that if Hol(X, g) = G2
then b1 = 0. Therefore, in this case the H7k component vanishes in (3.18). It can be
easily shown that on a Ricci-at manifold, any harmonic one-form must be parallel.
However this happens if and only if Hol(g) has an invariant one-form. However the
only G2 -invariant forms are and . Therefore there are no non-trivial harmonic
one-forms when Hol(g) = G2 and thus b1 = 0.
An example of a construction of a manifold with a torsion-free G2 structure is
to consider X = Y S 1 where Y is a CalabiYau three-fold. Dene the metric and
a three-form on X as
gX = d2 gY , (3.19)
= d + Re , (3.20)
where is the coordinate on S 1 . This then denes a torsion-free G2 structure, with
1
= d Im . (3.21)
2
However, the holonomy of X in this case is SU (3) G2 . From the Kunneth formula
we get the following relations between the rened Betti numbers of X and the Hodge
numbers of Y
bk7 = 1 for k = 1, . . . , 6, (3.22)
1,1
bk14 =h 1 for k = 2, 5, (3.23)
bk27 = h1,1 + 2h2,1 for k = 3, 4. (3.24)
In [2830], Joyce describes a possible construction of a smooth manifold with
holonomy equal to G2 from a CalabiYau manifold Y . So suppose Y is a CalabiYau
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1080 S. Grigorian
Note that barely G2 manifolds have holonomy SU (3) Z2 while the rst Betti
number still vanishes. This shows that vanishing rst Betti number is not a neces-
sary and sucient condition for Hol(g) = G2 . In fact, as shown by Joyce in [28, 29],
Hol(g) = G2 if and only if the fundamental group 1 (X) is nite.
Let us briey describe Joyces construction of compact torsion-free manifolds
with Hol(g) = G2 . Here we follow [30]. On T 7 we can dene a at G2 structure
(0 , g0 ), similarly as on R7 . Now suppose that is a nite group acting on T 7
that preserves the G2 structure. Then we can dene the orbifold T 7 /. The key to
resolving the orbifold singularities is to consider appropriate Quasi Asymptotically
Locally Euclidean (QALE) G2 manifolds. These are seven-manifolds with a torsion-
free G2 structure that is asymptotic to the G2 structure on R7 /G where G is
a nite subgroup of G2 . The orbifold T 7 / is then resolved to obtain a smooth
compact manifold. However on the resolution, the resulting G2 -structure is not
necessarily torsion-free, so it is shown that it can be deformed to a torsion-free G2
structure (, g). Further, the fundamental group is calculated, and if it is nite,
then Hol(g) = G2 . Using this method, Joyce found 252 topologically distinct G2
holonomy manifolds with unique pairs of Betti numbers (b2 , b3 ).
4. Moduli Space
4.1. Deformations of G2 structures
One of the interesting directions in the study of G2 holonomy manifolds is the
structure of the moduli space. Essentially, the idea is to consider the space of all
torsion-free G2 structures modulo dieomorphisms on a manifold with xed topol-
ogy. The moduli space itself has an interesting geometry that may give further
information about G2 manifolds.
Currently, we can only say something about the very local structure of the G2
moduli space. For this, we take a xed G2 structure and deform it slightly. The
space of these deformations is the local moduli space. To study it, we thus need to
understand the deformations of G2 structures. Although, we are mostly interested
in deformations of torsion-free G2 structures, many of the results are valid for any
G2 structures.
Our aim is to consider innitesimal deformations of of the form
+ (4.1)
for some three-form . As we already know, the G2 structure on X and the corre-
sponding metric g are all determined by the invariant three-form . Hence, defor-
mations of will induce deformations of the metric. These deformations of metric
will then also aect the deformation of = . Theoretically, large deformations
could also be considered, and in fact, as we shall see below in some cases closed
expressions can be obtained for large deformations. However in that case, it is dif-
cult to determine the resulting torsion class of the new G2 structure [31]. In order
for the deformed to dene a new G2 structure, the new must also be a positive
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1082 S. Grigorian
form (as per the denition of a G2 structure). However it is known [30] that the
bundle of positive three-forms on X is an open subbundle of 3 T X, so we can
always nd small enough in order for the deformed to be positive.
Using the decomposition of three-forms (3.1c), we can split into 31 , 37 and
3
27 parts, and at rst let us consider each one separately. As shown by Karigiannis
in [31], metric deformations can be made explicit when the three-form deformations
are either in 31 or 37 . Let us rst review some of these results. First suppose
= f . (4.2)
u, = 1 (u) (v)
v vol
6
1
+ [(u) (v) + (v) (u)]
2
1
+ 2 (u) (v)
2
1
+ 3 (u) (v) . (4.8)
6
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= (4.10)
for some vector eld . Look at the rst order term in (4.9). From (2.28) we see
that this is essentially a projection onto 31 327 the traceless part gives the
327 component and the trace gives the 31 component. Hence this term vanishes for
37 . For the third order term, it is more convenient to study at it in (4.8). By
looking at
((u) (v) ) = 0
we immediately see that the third order term vanishes. So now we are left with
1 2 c d mnpq
gab det g = gab + camn dbpq det g
8
= (gab (1 + 2 ||2 ) 2 a b ) det g (4.11)
where we have used a contraction identity for twice. Taking the determinant of
(4.11) gives
2
det g = (1 + 2 ||2 ) 3 det g. (4.12)
One of the key reasons why it is possible to get these closed form expressions
for modied g and is because as shown by Karigiannis in [31], the determinant
of (4.11) can be calculated in a closed form. Notice that to rst order in , both
det g and gab remain unchanged under this deformation. Now let us examine the
last term in (4.14) in more detail. Firstly, we have
() = ( ())
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1084 S. Grigorian
and
( ())mnp = 3[m a |a|np]
= 3i ( ) (4.15)
where ( )ab = a b . Therefore, in (4.14), this term gives 41
and 427
compo-
nents. So, can write (4.14) as
= (1 + 2 ||2 ) 13 3
1 + 2 ||2 + () + 2 i (( )0 ) . (4.16)
7
Here ( )0 denotes the traceless part of , so that i (( )0 ) 327 and thus,
in (4.16), the components in dierent representations are now explicitly shown.
To rst order, we thus have the deformations
= + (),
= + ().
If originally d = d = 0, that is, the G2 structure is torsion-free, then for the
deformed structure to be torsion-free to rst order we need
d() = d () = 0. (4.17)
4
By expanding d() in terms of the decomposition of , and setting each term
individually to 0, we nd that the symmetric part of a b and the 27 part of d
must vanish. Furthermore, by expanding d () in terms of the decomposition
of 2 we nd that the 214 part of d must also vanish. Hence we get that = 0.
If Hol(g) = G2 , then we know that in this case = 0, so there are no interesting
small 37 deformations of manifolds with holonomy equal to G2 .
As we have seen above, in the cases when the deformations were in 31 or 37
directions, there were some simplications, which make it possible to write down
all results in a closed form. In the case of deformations in 327 the only known way
to get results for deformations of the metric and the four-form is to consider the
deformations order by order in . This analysis has been carried out in [21], and
here we will review those results. So suppose we have a deformation
= +
where 327 . Now let us set up some notation. Dene
1 1
sab = mnpqrst
(4.18)
144 det g amn bpq rst
det g
= gab . (4.19)
det g
From (3.9), the untilded sab is then just equal to gab . We can rewrite (4.19) as
det g
gab = (gab + sab ) (4.20)
det g
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where gab is the deformation of the metric and sab is the deformation of sab ,
which from (4.9) is given by
1 1 1
sab = mn(a b)mn + 2 amn bpq mnpq + 3 amn bpq ()mnpq . (4.21)
2 8 24
Also introduce the following short-hand notation
sk = Tr((s)k ) (4.22)
where the trace is taken using the original metric g. From (4.21), note that since
327 , when taking the trace the rst order term vanishes, and hence s1 is at
least second-order in . Clearly, for k > 1, sk are at least of order k in . Similarly
as before, take the determinant of (4.18):
92
det g det(g + s)
= . (4.23)
det g det(g)
det(g + s) 1 1
= 1 + s1 + (s21 s2 ) + (s31 3s1 s2 + 2s3 ) + O(4 ). (4.24)
det g 2 6
Raising this to the power of 19 , and expanding again to fourth order in , we get
12
det g 1 1 1
=1+ s2 s1 s3 + O(4 ). (4.26)
det g 18 9 27
Using this and (4.20), we can immediately get the deformed metric, but the expres-
sions using the current form of sab are not very useful. So far, the only property
of 327 that we have used is that it is orthogonal to , thus in fact, up to this point
everything applies to 37 as well. Now however, let be of the form
where hab is traceless and symmetric, so that 327 . Let us rst introduce some
further notation. Let h1 , h2 , h3 , h4 be traceless, symmetric matrices, and introduce
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1086 S. Grigorian
where (hh)0 , h30 and (hhh)0 denote the traceless parts of (hh)ab , (h3 )ab and
(hhh)ab , respectively, and
d = d = 0.
Hence the deformation must be a form that is closed and co-closed. For a compact
manifold this is thus equivalent to being harmonic. We can also nd what this
condition means in terms of h. By decomposing d into 41 , 47 and 427 components,
we nd that we must have
r hra = 0. (4.34a)
m ha(b mac) = 0. (4.34b)
Thus overall, for h traceless and symmetric, = i (h) being closed and co-closed
is equivalent to
= 0 L h = 0
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1088 S. Grigorian
1090 S. Grigorian
K = 3 log V (4.45)
The motivation for using this modied potential is two-fold. Firstly, this is more
in line with the logarithmic Kahler potentials on CalabiYau moduli spaces. Sec-
ondly, and perhaps most importantly is that the metric that arises from this poten-
tial appears as the target space metric of the eective theory in four dimensions
when the action for the 11-dimensional supergravity is reduced to four dimensions
on a G2 manifold. We will hence dene the moduli space metric GMN as
2K
GMN = .
sM sN
Using the denition of K and (4.44), we get
2K 1
= 1 (M ) 1 (N ) 7 (M ) 7 (N )
sM sN V
+ 27 (M ) 27 (N ) (4.46)
This metric is then in fact Riemannian. In the physics setting, apart from the G2
three-form, there is another three-form C and when the 11-dimensional supergravity
action is reduced to four dimensions, the parameters of and C naturally combine
to give a complexication of the G2 moduli space. The extension of the metric GMN
to this complex space is then K ahler [7, 21, 23]. However since the metric on the
complexied space does not depend on C, there is not much dierence in treating
the moduli space as a complexied K ahler manifold or a real Hessian manifold.
Here we will treat M as a real Hessian manifold.
Now that we have xed a metric on M, we can proceed to various other geo-
metrical quantities. For this we will need to use higher derivatives of . In what
follows, we will assume that b1 (X) = 0, so that there no harmonic forms in H73 .
Let us introduce local special coordinates on M. Let 0 = a and 327 for
= 1, . . . , b327 , so that s0 denes directions parallel to and s dene directions
3
in H27 . Then, from the deformations of in Sec. 4.1, we can extract the higher
derivatives of in these directions:
4 2 8
0 0 = a , 0 0 0 = a3 , (4.48a)
9 27
1 2
0 = a , 0 0 = a2 , (4.48b)
3 9
2 1
= Tr(h h ) + i ((h h )0 ), (4.48c)
189 3
4 2
0 = a Tr(h h ) a i ((h h )0 ), (4.48d)
567 9
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1092 S. Grigorian
5 1
= Tr(h h ) + i ((h h h )0 )
18 3
1 4
i ((h h h )0 ) (h h h ), (4.48e)
6 567
where h , h and h are traceless symmetric matrices corresponding to the three-
forms , and , respectively. On a Hessian manifold, there is a natural sym-
metric three-tensor given by the derivative of the metric, or equivalently the third
derivative of the Hessian potential. We will denote this tensor AMNP . By anal-
ogy with similar quantities on CalabiYau moduli spaces, this tensors is called the
Yukawa coupling. Using these expressions, following [21] we can now write down all
the components of AMNR :
Q0 = A a, (4.53d)
1 5
Q = G G + G G G G G A A
3 7
1 2 1
+ Tr(h h h h ) + (h h h h )
V 27 27
5
+ Tr(h( h ) Tr(h h) ) vol. (4.53e)
81
Let us look in more detail at the expression for A . If we dene ha = ham dxm ,
then we get
4
A = abc ha hb hc . (4.54)
9V
Expressions for the G2 Yukawa coupling has been derived by dierent authors
in particular by Lee and Leung, [37], de Boer, Naqvi and Shomer [16], and
Karigiannis [32]. Similarly, we can rewrite (4.53e) as
1 5
Q = G G + G G G G G A A
3 7
81
+ abcd ha hb hc hd
9V
1 1
+ (5 Tr(h( h ) Tr(h h) ) 6 Tr(h h h h ))vol. (4.55)
81 V
As we have mentioned previously, by complexifying the G2 moduli space, it is pos-
sible to turn the Hessian structure into a Kahler structure. Similarly, the Hessian
curvature Q becomes Kahler curvature. On CalabiYau manifolds, the complex
structure moduli space is naturally a complex manifold, and admits a K ahler struc-
ture, while the K ahler structure moduli space is naturally a Hessian manifold, but
can be complexied to become Kahler itself. We compare the various quantities on
G2 moduli space and on the CalabiYau complex structure moduli space in Fig. 5.
We can see that there are a number of similarities. This leads to a speculation
that perhaps the G2 moduli space possesses more structures than it is currently
known. One of the key features of CalabiYau moduli spaces is the special geometry,
that is, both have a line bundle whose rst Chern class coincides with the K ahler
class [19, 40]. From physics point of view, special geometry relates to the eective
theory having N = 2 supersymmetry. M -theory compactied on G2 manifolds only
gives N = 1 supersymmetry, so from this point of view it is perhaps unlikely that
the (complexied) G2 moduli space would admit precisely this structure. Moreover,
it was shown by Alekseevsky and Cortes in [4] that a so-called special real struc-
ture on a Hessian manifold corresponds to special K ahler structure on the tangent
bundle. A special real manifold is a Hessian manifold on which the cubic form DG
(with D being the at connection, and G the Hessian metric) is parallel with respect
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1094 S. Grigorian
Deformation space 3
H27 H (2,1)
2
Metric deformation h
3
g
Form deformation abc = hd[a bc]d = 21 g
R R
K
ahler potential K = 3 log( ) K = log(i )
R R
G = V1 M N
Moduli space metric G = R
4
R
A = 9V abc ha R
Yukawa coupling
=
hb hc
R
= G G
+ G G
Curvature Q as in (4.55)
e2KC
Fig. 5. Comparison of G2 moduli space and CalabiYau complex structure moduli space.
to D. In our terms, this would mean that the derivative of the Yukawa coupling A
vanishes. This is a rather strong condition which is not necessarily fullled in our
case. So perhaps instead there is some intermediate structure that could be dened
on the G2 moduli space or its complexication.
5. Concluding Remarks
In this paper, we have reviewed the developments in the study of G2 moduli spaces.
Currently only the local picture of the moduli space is known, so in the future it
is natural to try and obtain at least some information on the global structure of
the G2 moduli space. On CalabiYau manifolds, the extension to the global moduli
space was originally done by Tian and Todorov [42, 43]. We have seen that there
are a number of similarities in the local structure of CalabiYau moduli spaces and
G2 moduli spaces, so it is feasible that it could also be possible to derive similar
global properties of G2 moduli spaces. However torsion-free G2 structures are very
nonlinear in some aspects in particular, the metric depends nonlinearly on and
hence the dierential equation = 0 for a torsion-free structure is also nonlinear.
Therefore, it is not clear how to extend innitesimal deformations of a G2 structure
to large deformations, apart from considering deformations order by order. However
even such expansions quickly get very complicated.
Another possible topic for study would be to further develop approaches to
mirror symmetry on G2 holonomy manifolds [22]. One possible direction for fur-
ther research is to look at G2 manifolds in a slightly dierent way. Suppose we
have type IIA superstrings on a non-compact CalabiYau three-fold with a spe-
cial Lagrangian submanifold which is wrapped by a D6 brane which also lls M4 .
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Then, as explained in [3], from the M -theory perspective this looks like a S 1 bundle
over the CalabiYau which is degenerate over the special Lagrangian submanifold,
but this seven-manifold is still a G2 manifold. The moduli space of this manifold
will be then determined by the CalabiYau moduli and the special Lagrangian
moduli. This possibly could provide more information about mirror symmetry on
CalabiYau manifolds [41].
One more direction is to look at G2 manifolds with singularities. So far in
this work we have considered only smooth G2 manifolds, however, from a physical
point of view, G2 manifolds with singularities are even more interesting, as they
yield more realistic matter content [1]. Also, the moduli spaces which we studied
are for manifolds with xed topology. By allowing topological transitions through
singularities [15], it may be possible to nd some relations between the dierent
moduli spaces. Understanding these questions would improve our grasp of both the
geometry and physics of G2 moduli spaces and the interplay between them.
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[41] A. Strominger, S.-T. Yau and E. Zaslow, Mirror symmetry is T -duality, Nucl. Phys.
B 479 (1996) 243259; hep-th/9606040.
[42] G. Tian, Smoothness of the universal deformation space of compact CalabiYau
manifolds and its PeterssonWeil metric, in Mathematical Aspects of String Theory
(San Diego, Calif., 1986), Adv. Ser. Math. Phys., Vol. 1 (World Sci. Publishing,
1987), pp. 629646.
[43] A. Todorov, The WeilPetersson geometry of the moduli space of SU (n 3)
(CalabiYau) manifolds I, Comm. Math. Phys. 126 (1989) 325346.
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ANNA JENCOV
A
Mathematical Institute, Slovak Academy of Sciences,
anikova 49, 814 73 Bratislava, Slovakia
Stef
jenca@mat.savba.sk
1. Introduction
1.1. Background
For matrices A12 > 0 acting on a tensor product of two Hilbert spaces, Carlen and
Lieb ([7, 8]) considered the trace function [Tr1 (Tr2 Ap12 )q/p ]1/q and proved that it
is concave when 0 p q 1 and convex when 1 q and 1 p 2. They
showed that this implies that these functions and the norms they generate satisfy
Minkowski type inequalities, including a natural generalization to matrices A123
acting on a tensor product of three Hilbert spaces. They also raised the question of
the conditions for equality in their inequalities. When q = 1, we show that this can
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(A, B) Tr K Ap KB 1p (2)
for K xed and A, B > 0 positive semi-denite. This implies convexity of (1)
and was a key step in the original proof ([23]) of the strong subadditivity (SSA)
inequality of quantum entropy. Moreover, it leads to a proof of joint convexity
of relative entropya as well. It is less well known that Ando ([3, 4]) gave another
proof which also showed that for 1 p 2, the function (2) is jointly convex in
A, B. The case p = 2 was considered earlier by Lieb and Ruskai ([24]). We modify
what one might describe as Liebs extension of the WignerYanaseDyson (WYD)
entropy to a type of relative entropy in a way that allows a unied treatment of
the convexity and concavity of Tr K Ap KB 1p in the range p (0, 2] and includes
the usual relative entropy as a special case. Our modication retains a linear term,
a In [23], only concavity of the conditional entropy was proved explicitly, but the same argument [36,
Sec. V.B] yields joint convexity of the relative entropy. Independently, Lindblad ([26]) observed
that this follows directly from (2) by dierentiating at p = 1.
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Unified Treatment of Convexity of Relative Entropy and Related Trace Functions 1101
even for A = B. Although this might seem unnecessary for convexity and concavity
questions, it is crucial to a unied treatment.
Lieb also considered Tr K Ap KB q with p, q > 0 and 0 p + q 1 and Ando
considered 1 < q p 2. In Sec. 2.2, we extend our results to this situation.
However, we also show that for q = 1p, equality holds only under trivial conditions.
Therefore, we concentrate on the case q = 1 p.
Next, we introduce our notation and conventions. In Sec. 2, we rst describe our
generalization of relative entropy and prove its convexity; then consider the exten-
sion to q = 1 p mentioned above; and nally prove monotonicity under partial
traces including a generalization of strong subadditivity to p = 1. In Sec. 3, we con-
sider several formulations of equality conditions. In Sec. 4, we show how to use these
results to obtain equality conditions in the results of Lieb and Carlen ([7, 8]). For
completeness, we include an appendix which contains the proof of a basic convexity
result from [37] that is key to our results.
1102 A. Jen
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For RB a similar argument goes through starting with left eigenvectors of B i.e.
j |B = j j |.
If a function is homogeneous of degree 1, then convexity is equivalent to subad-
ditivity. Thus, if F (A) = F (A), then F is convex if and only if F (A) j F (Aj )
with A = j Aj . We will use this equivalence without further ado.
For B positive semi-denite, we denote the projection onto (ker B) by P(ker B) .
We will encounter expressions involving commuting positive semi-denite matrices
A, D with ker D ker A. We will simply write AD1 for
lim A(D + I)1 A = AD1 P(ker D) = AD1 P(ker A) (4)
0
which are well-dened for x > 0 and p = 0. We will consider p (0, 2] although it
would suce to consider p [ 12 , 2]. For A, B strictly positive we dene
1
Jp (K, A, B) Tr BK gp LA RB (K B) (6)
1
(Tr K AK Tr K Ap KB 1p ) p (0, 1) (1, 2),
p(1 p)
= Tr KK A log A Tr K AK log B p = 1, (7)
1 (Tr K AK Tr AKB 1 K A) p = 2.
2
When p = 1 and K = I, (6) reduces to the usual relative entropy, i.e.
For p = 1, the function Jp (K, A, B) diers from that considered by Lieb ([20]) and
1
Ando ([3, 4]) by the seemingly irrelevant linear term Tr K AK and the factor p(1p) .
However, this minor dierence allows us to give a unied treatment of p (0, 2]
because of the extension by continuity to p = 1 and the sign change there.
One might expect to associate the exchange A B with the symmetry p
(1p) around p = 12 . However, there are several subtleties due to the linear term, the
exchange K K , and the case p = 1. Therefore, we use instead the observation
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that
1
Jp (K , B, A) = Tr AK gp (LB RA )(K A)
1
= Tr BK
g1p (LA RB )(K B)
= J1p (K, A, B) (9)
where, for 1 p < 1, we dene
1
(1 xp ) p = 0
gp (x) = xg1p (x1 ) = p(1 p) (10)
log x p=0
and Jp (K, A, B) = Tr BK gp (LA RB 1
)(K B).
The functions Jp (K, A, B) and Jp (K, A, B) have been considered before, usually
with K = I, in the context of information geometry ([2, Sec. 7.2] and references
therein) and by Petz ([31]) who used the term quasi-entropy. What is novel here
is that we present a simple unied proof of joint convexity in A, B that easily yields
equality conditions, shows that they are independent of p, and can be extended to
other functions.
The special case Jp (I, A, I) is equivalentb to the Tsallis ([40]) entropy. When
K = K , the relation
1
Jp (K, A, A) = Tr [K, Ap ][K, A1p ] (11)
2p(1 p)
yields the original WYD information (up to a constant) and extends it to the range
(0, 2]. Morevoer, K = K implies that Jp (K, A, A) = J1p (K, A, A). Although nei-
ther gp (w) nor g1p (w) is positive, their averagec Gp (w) 12 [gp (w)+wgp (w1 )] 0
on (0, ). Therefore, when K = K ,
1
Jp (K, A, A) = Tr(K A) Gp (LA RA )(K A) 0. (12)
The function Jp (I, A, B) is a more appealing generalization of relative entropy
than Tr Ap B 1p because of Proposition 1, which one can consider to be a generaliza-
tion of Kleins inequality ([17]). It allows one to use Jp (I, A, B) as a pseudo-metric,
as is commonly done with the relative entropy.
1104 A. Jen
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1
Jp (I, A, B) (Tr A 1) = 0 and Jp (I, A, B) = 0 A = B. (14)
p(1 p)
For p = 1, the result is well-known [38, Sec. 2.5.2] and originally due to Klein ([17]).
For p (1, 2) we write p = 1 + r and again use H olders inequality
r r r
1 = Tr A = Tr B 2(r+1) AB 2(r+1) B r+1
r r
1+r 1+r
1
r
Tr B 2(r+1) AB 2(r+1) (Tr B) 1+r (15)
1 1 1 1
[Tr B 2 A1+r B 2 ] 1+r Tr A1+r B r 1+r
where we used Tr B = 1 and the second inequality follows from a classic result of
LiebThirring [25, Appendix B, Theorem 9].
it follows that gp (x)/x is operator monotone [3, 10, 27], for p (0, 2], i.e. gp can
be analytically continued to the upper half plane, which it maps into itself. By
applying Nevanlinnas theorem [1, Sec. 59, Theorem 2] to gp (x)/x, one nds that
gp (x) has an integral representation of the form
x2 t x
gp (x) = ax + d(t)
0 x+t
2
x 1 1
= ax + + t d(t) (17)
0 x+t t x+t
with (t) 0. Integral representations are not unique, and making a suitable change
of variable in the classic formula
xp1 1
= p (0, 1) (18)
0 x+1 sin p cp
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For other approaches, see [30, 31, 11]. The advantage to the argument used here
is that it immediately implies that equality holds in joint convexity if and only if
it holds for each term in the integrand.
Corollary 3. The relative entropy H(A, B) = J1 (I, A, B) is jointly convex in A, B.
1106 A. Jen
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Proof. Since any operator concave function is analytic, nonlinearity implies that f
is strictly concave. If f (A) = f (A1 ) + (1 )f (A2 ), then
But this contradicts concavity unless equality holds, which implies that v is also
an eigenvector of A1 and A2 . But then the strict concavity of f also implies that
v, A1 v = v, A2 v. Since this holds for an orthonormal basis of eigenvectors of
A, A1 and A2 , we must have A1 = A2 .
with 0 < < 1 and B1 = B2 . The operator monotonicity of x x1p for 0 < p < 1
then implies
Unified Treatment of Convexity of Relative Entropy and Related Trace Functions 1107
decreasing.
1
(Wn I2 )A12 (Wn I2 ) = I1 (Tr1 A) = I1 A2 . (26)
d n
Combining this with joint convexity yields a slight generalization of the well-known
monotonicity of Jp (K, A, B) under partial traces (MPT), rst proved by Lieb in [20]
for the case K12 = I1 K2 when p (0, 1).
Theorem 7. Let Jp be as in (7), A12 , B12 strictly positive in Md1 Md2 and
K12 = V1 K2 with V1 unitary in Md1 . Then
where the nal equality follows from the unitary invariance of the trace.
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12 and B
for e1 , . . . , em the standard basis of Cm . Then A 12 are block diagonal,
and A2 = Tr1 A 12 = Ak = A and similarly for B. Then if monotonicity under
k
partial traces holds, one can conclude that
2 , B
Jp (K, A, B) = Jp (K, A 2 )
12 , B
Jp (I1 K, A 12 ) = Jp (K, Aj , Bj ) (33)
j
Thus, monotonicity under partial traces also directly implies joint convexity of Jp .
Applying (28) in the case K = I, and A12 A123 and B12 A12 I3 gives
Jp (I23 , A23 , A2 I3 ) Jp (I123 , A123 , A12 I3 ). (34)
When p = 1, it follows from (7) that
J1 (I23 , A23 , A2 I3 ) = H(A23 , A2 I2 ) = S(A23 ) + S(A2 )
where S(A) = Tr A log A. Thus, (34) becomes
S(A23 ) + S(A2 ) S(A123 ) + S(A12 )
or, equivalently
S(A2 ) + S(A123 ) S(A12 ) + S(A23 ) (35)
which is the standard form of SSA.
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(I + t1
Aj Bj )
1
(K) = (I + t1
AB )
1
(K) j t > 0, (37a)
From the integral representations (19), one might expect it to be necessary for
either or both of (37a) and (37b) to hold depending on p. In fact, either will suce
because (37a) holds if and only if (37b) holds. Because AB is positive denite, by
analytic continuation (37b) extends from t > 0 to the entire complex plane, except
points t on the negative real axis for which t spectrum (AB ). Therefore, by
using the Cauchy integral formula, one nds that for any function G analytic on
C\(, 0] G(Aj Bj )(K) = G(AB )(K).
Theorem 8. For xed K, and A = j Aj , B = j Bj , the following are equivalent
(a) Jp (K, A, B) = j Jp (K, Aj , Bj ) for all p (0, 2).
(b) Jp (K, A, B) = j Jp (K, Aj , Bj ) for some p (0, 2).
(c) (Aj Bj + tI)1 (K) = (AB + tI)1 (K) for all j and for all t > 0.
it
(d) Ait
j KBj = Ait KB it for all j and for all t > 0.
(e) (log A log Aj )K = K(log B log Bj ) for all j.
Proof. Clearly (a) (b). The implications (b) (c) (d), as well as (b) (a),
follow from the discussion above. Dierentiation of (d) at t = 0 gives (d) (e),
and it is straightforward to verify that (e) (b) with p = 1. Moreover, (d) implies
it 1it
j Tr K Aj KBj = Tr K Ait KB 1it for all t, which implies (a) by analytic
continuation.
1110 A. Jen
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semidenite matrices, with ker B ker A, we will formulate the conditions in this
more general situation, using the conventions in Sec. 1.2.
Let N Md be a subalgebra, then there is a trace preserving conditional
expectation EN from Md onto N , such that Tr AX = Tr EN (A)X for all X N .
In particular, if N = Md1 I Md1 Md2 , then we have EN (A12 ) = Tr2 A d12 I.
Let Q1 , . . . , Qm Md+ and assume that ker Qm ker Qj for all j. The subal-
gebra N is said to be sucient for {Q1 , . . . , Qm } if there is a completely positive
trace preserving map T : N Md , such that T (EN (Qj )) = Qj for all j = 1, . . . , m.
This denition is due to Petz ([33, 32]) and it is a quantum generalization of the
well known notion of suciency from classical statistics. In [33], it was shown that
sucient subalgebras can be characterized by the condition
H(Qj , Qm ) = H(EN (Qj ), EN (Qm )), for all j.
We combine this with the results of the previous section to obtain other useful
characterizations of suciency.
Theorem 9. Let Q1 , . . . , Qm Md+ be such that ker Qm ker Qj for all j. Let
N Md be a subalgebra. The following are equivalent.
(i) N is sucient for {Q1 , . . . , Qm }.
(ii) EN (Qj )it EN (Qm )it P(ker Qm ) = Qit it
j Qm , for all j, t R.
+ +
(iii) There exist Qj,0 N , and D Md , such that ker D = ker Qm , and Qj =
Qj,0 D for j = 1, . . . , m.
(iv) Jp (I, Qj , Qm ) = Jp (I, EN (Qj ), EN (Qm )) for all j and some p (0, 1).
The proof of the conditions (i)(iii) can be found in [14], see also [28]. The
condition (iv) was proved in [15].
Unified Treatment of Convexity of Relative Entropy and Related Trace Functions 1111
12 = (I A0 )D12 ,
A 12 = (I B0 )D12 .
B (40)
12 are block diagonal, D12 = |ej ej | Dj must also be block
12 , B
Since A j
diagonal with Dj Md+ , ker Dj = ker Bj , [A0 , Dj ] = [B0 , Dj ] = 0 for all j and
Aj = A0 Dj , Bj = B0 Dj . (41)
Taking Tr1 in (40) gives A = A0 D and B = B0 D. Using this in (41) gives (38)
which proves (d). The implications (d) (a) (b) are straightforward.
We return briey to the case of arbitrary K. Note that if the condition (d) holds
and [Dj , K] = 0 for all j, then Jp (K, A, B) = j Jp (K, Aj , Bj ) for all p (0, 2),
this gives a sucient, but not necessary, condition for equality if K = I. The next
result reduces the case of K unitary to K = I. Then, we can apply the conditions
of Theorem 10 to Aj and KBj K .
Theorem 11. If K is unitary, then Jp (K, A, B) = Jp (K, Aj , Bj ) if and only if
j
Jp (I, A, KBK ) = j Jp (I, Aj , KBj K )
One can try to extend the results of this section to the case K 1, and hence
to all K, by using the unitary dilation
K L
U=
L K
where L = U (1 |K|2 )1/2 and K = U |K| is the polar decomposition. Then, with
A 0 B 0
A= , B=
0 0 0 0
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(iv) AL L
n = Bn for all n.
By Theorem 10, equality for some p implies equality for all p, so that
Jp (I12 , A12 , B12 ) = Jp (I2 , Tr1 A, Tr1 B) = Jp (I12 , EN (A12 ), EN (B12 )) for p (0, 1),
where N is the subalgebra I1 B(H2 ) B(H1 H2 ). Hence N is sucient
for {A12 , B12 } and, by Theorem 9, there are some AR , BR B(H2 )+ and D
B(H1 H2 )+ , ker D = ker B12 , such that [(I1 AR ), D] = [(I1 BR ), D] = 0 and
A12 = D(I1 AR ), B12 = D(I1 BR ). (42)
Now let M1 be the subalgebra in B(H2 ), generated by AR , BR . Then D
(I1 M1 ) = B(H1 ) M1 where M denotes the commutant of M . There is a
decomposition H2 = n HnL HnR , such that
M1 = B(HnL ) 1R
n, M1 = n B(Hn )
1L R
n n
n Dn 1n , where Dn B(H1 Hn ). Since AR , BR
R L
and D = M1 , we get the
L L
result, with An = Bn = Dn . The converse can be veried directly.
Applying this result in the case A12 A123 and B12 A12 I3 gives equal-
ity conditions in (34). Since these are independent of p, they are identical to the
conditions, rst given in [13], for equality in SSA (35) which corresponds to p = 1.
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Proof. It suces to let A12 A123 and B12 A12 I3 in Theorem 12.
if and only if there are Dj Md+1 , such that ker Dj = ker Tr2 Aj , [Aj , Dj I] = 0
and Aj = A(D1 Dj I) with D = j Dj .
1114 A. Jen
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using an identity which we write only for q = 1 and p > 1 in our notation as
1
p,1 (K, A) = (p 1) inf Jp (K, A, X) + Tr X
p
1
+ Tr K AK : X > 0 . (46)
p(p 1)
which is well-dened for all p (0, 2) and allows us to continue to treat the
cases p < 1 and p > 1 simultaneously, as well as include the special case p = 1
for which
Since we are dealing with nite dimensional spaces, the inmum in (46) has a
minimizer which satises
Unified Treatment of Convexity of Relative Entropy and Related Trace Functions 1115
and
Aj1 0 0 ... 0
0 Aj2 0 . . . 0
Aj = Ajk |ek ek | = =
. . . 0
Ajk , (54)
0 0 Aj3
k k
.. .. .
. . ..
and A = j Aj = k Ak |ek ek | = k Ak with Ak = j Ajk . Then
KA K= p
Apk |e1 e1 |
k
With this notation, we make some denitions following Carlen and Lieb but modi-
ed to allow a unied treatment of p (0, 2).
p,1 (K, A)
! "
1 1
= (p,1) (A1 , A2 , A3 , . . .) Tr Ak . (56)
(p 1) p
k
1116 A. Jen
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For p = 1, the formulas with hats are related to the conditional entropy, from which
they dier by a constant
(1,1) (A1 , A2 , A3 . . .) Tr A12 = Tr Ak log Ak + Ak log Ak
k k k
=S Ak S(A12 )
k
Theorem 15. The function (p,1) (A) is convex in A for p (0, 2). Moreover, the
following are equivalent:
(i) Jp (I, A, (Tr2 A) I2 ) = j Jp (I, Aj , (Tr2 Aj ) I2 ),
(ii) There are matrices Dj > 0, D = j Dj , such that [Ajk , Dj ] = 0, ker Dj =
ker( k Ajk ) and Ajk = Ak D1 Dj ,
(p,1) (A1 , A2 , A3 . . .) =
(iii)
j (p,1) (Aj1 , Aj2 , Aj3 . . .).
Proof. It follows from Corollary 14 and the fact that Aj are block-diagonal that
(i) (ii) and it is straightforward to verify that (ii) (iii). Moreover, (iii) implies
(i) for p = 1, by (59). To show that (iii) implies (ii) for p = 1, observe that (iii),
p,1 (K, A) =
implies j p,1 (K, Aj ), and this implies
Jp (K, A, X ) = Jp (K, Aj , Xj ) (63)
j
where Xj = (K Apj K)1/p = Xj |e1 e1 | and Xj = X = (KAp K)1/p =
p 1/p j p 1/p
X |e1 e1 |, with Xj = ( k Ajk ) and X = ( k Ak ) . Since
KApj KXj1p = Apjk Xj1p |e1 e1 |,
k
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Theorem 16. The function (p,1) (A12 ) is convex in A12 for p (0, 2). Moreover,
if we let A123 denote the block diagonal matrix with blocks Wn AWn , the following
are equivalent:
(i) Jp (I, A123 , A1 I23 ) = j Jp (I, (A123 )j , (A1 )j I23 ) with A123 dened by (61),
(ii) There are matrices Dj Md+1 , D = j Dj , such that ker Dj = ker(A1 )j ,
[Aj , Dj I] = 0 and Aj = A(D1 Dj I).
(p,1) (A) =
(iii)
j (p,1) (Aj ).
1+p
Proof. It follows from the denition of A123 , that d2 p (p,1) (A) = (A123 ). The
equivalence (i) (iii) follows immediately from Theorem 15, and (i) (ii) can be
shown to follow from Corollary 14.
Proof. It suces to give the proof for since the other inequalities follow imme-
diately. The argument is similar to that for Theorem 7. Let Wn denote the gener-
alized Pauli matrices of Sec. 2.3, but now let Wn = Wn I23 . Then the convexity
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1118 A. Jen
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(p,1) (A23 ) = 1
(p,1) (I1 A23 )
d1
1 1
= (p,1) Wn A123 Wn
d1 d1 n
1 (p,1) (A123 )
(p,1) (Wn A123 Wn ) =
d21 n
where we used the invariance of under unitaries of the form U1 I23 . In the case
(1,1) (A23 ) (1,
p = 1, it follows from (60) that 1)(A123 ) becomes
for 1 < p 2 and from (66b) that the inequality reverses for 0 < p < 1. Moreover,
the conditions for equality are again independent of p and identical to those for
equality in SSA, given in Corollary 13.
5. Final Remarks
It should be clear that the results in Sec. 2 are not restricted to Jp (K, A, B). The
function gp (x) given in (6) can be replaced by any operator convex function of the
form g(x) = xf (x) with f operator monotone on (0, ). Moreover, if the measure
(t) in (17) is supported on (0, ), then the conditions for equality are identical to
those in Sec. 3.
In particular, our results go through with gp replaced by gp and Jp (I, A, B)
replaced by Jp (I, A, B), which is well-dened for p [1, 1) with J0 (I, A, B) =
H(B, A). Thus our results can be extended to all p (1, 2). The case p = 2
reduces to the convexity of (A, X) Tr X A1 X with A > 0 proved in [24]. One
can show that equality holds if and only if Xj = Aj T j with T = A1 X. We
recently learned that Kiefer ([16]) proved the p = 2 convexity, by a dierent method,
much earlier and also found these equality conditions.
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There have been various attempts, e.g., the Renyi ([35]) and Tsallis ([40])
entropies, to generalize quantum entropy in a way that gives the usual von Neu-
mann entropy at p = 1. In this paper we have considered two extensions of the
conditional entropy involving an exponent p (0, 2), namely,
p (0, 1)
Jp (I, A12 , A1 ) which gives Tr Ap23 A21p Tr Ap123 A1p
12 and can be
p (1, 2)
thought of as a pseudo-metric; and
(p,1) (A12 ) which gives Tr2 (Tr3 Ap )1/p Tr12 (Tr3 Ap )1/p p (0, 1) and can be
23 123
p (1, 2)
thought of as a pseudo-norm.
These expressions are quite dierent for p = 1, but arise from quantities with the
same convexity and monotonicity properties, as well as the same equality conditions
which are independent of p. Moreover, both yield SSA at p = 1 and the equality
conditions for p = 1 are identical to those for SSA. This independence of non-trivial
equality conditions on the precise form of the function seems remarkable.
If one uses gp and Jp (I, A, B) from (10), then the inequalities above hold with
p (1, 2) replaced by p (1, 0) and SSA corresponds to p = 0.
Acknowledgments
The rst-named author was supported by the grants VEGA 2/0032/09, APVV-
0071-06, Center of Excellence SAS Quantum Technologies and ERDF OP R&D
Project CE QUTE ITMS 26240120009. The second-named author was partially
supported by National Science Foundation under Grant DMS-0604900.
1120 A. Jen
cov
a & M. B. Ruskai
for any t 0.
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ON THE HERMANKLUK
SEMICLASSICAL APPROXIMATION
DIDIER ROBERT
Departement de Mathematiques,
Laboratoire Jean Leray, CNRS-UMR 6629,
Universit
e de Nantes, 2 rue de la Houssini`
ere,
F-44322 Nantes Cedex 03, France
didier.robert@univ-nantes.fr
1123
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1124 D. Robert
Our main results concern subquadratic Hamiltonians H; that means here that
H(t, X) is continuous in t R, C smooth in X R2d and satises, for every
N2d , || 2,
|X H(t, X| CT, , t, |t t0 | T, X R2d (1.2)
where X = X and CT, > 0.
Let us introduce some classes of symbols (classical observables) dened as
follows. Let be m, n N.
It is well known that the subquadratic assumption entails that Eq. (1.1) is solved
by a unique quantum unitary propagator in L2 (Rd ) such that t = U (t, t0 )0 ,
t R. For the same reason, the classical dynamics is also well dened t R.
zt = (qt , pt ) is the classical path in the phase space R2d such that zt0 = z and
satisfying
qt = p H(t, qt , pt )
(1.4)
pt = Hq (t, qt , pt ), qt0 = q, pt0 = p.
It denes a Hamiltonian ow: t (z) = zt (t0 (z) = z). Let us introduce the stability
Jacobi matrix of this Hamiltonian ow:F (t) = z t (z). F (t) is a 2d 2d symplectic
matrix with four d d blocks, F (t) = A t Bt
Ct Dt , where
qt qt pt pt
At = , Bt = , Ct = , Dt = . (1.5)
q p q p
We also introduce the classical action
t
S(t, z) = (ps qs H(s, zs ))ds (1.6)
t0
where u v denote the usual scalar product for u, v Rd , and the phase function
i
(t, z; x, y) = S(t, z) + pt (x qt ) p (y q) + (|x qt |2 + |y q|2 ). (1.7)
2
For applications, it is useful to introduce semi-classical subquadratic symbols.
These symbols have an asymptotic expansion in the semiclassical parameter > 0,
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H (t, X) j0 j Hj (t, X) such that the following conditions are satised.
j 0, Hj (t, ) O(2j)+ (2d) and are bounded in O(2j)+ (2d) for t R, (1.8)
N 1, N 1 H(t, X) j Hj (t, X) is bounded in O0 for
0jN
Let us recall the denition of Weyl quantization. For any symbol s in Om (2d),and
for any S(Rd ), we have
w d i
(xy) x+y
Op [s](x) = (2) e s , (y)dyd. (1.10)
R2d 2
We shall also use the notation s = Opw [s].
The HermanKluk formula is included in the following asymptotic result which
will be discussed in details in this paper. This formula was discovered by several
authors in the chemical-physics litterature in the eighties. We refer to the intro-
ductions of [22, 29] for interesting historical expositions. It is rather surprising
that until the recent paper [29] and the Ph.D. thesis [33] there was no explicite
connexion in the mathematical literature between the HermanKluk formula and
Fourier-Integral Operators with complex phases.
and U (,N ) (t, t0 ) the operator, in L2 (Rd ), with the Schwartz kernel K (,N ) (t; x, y),
then, for every T > 0 and every N 1, there exists C(T, N ) > 0 such that for the
L2 operator norm we have
1126 D. Robert
where the square root is defined by continuity starting from t = t0 (a0 (t0 ; z) = 2d/2 ).
Moreover, the amplitudes aj are smooth functions defined by transport equations (see
the proof below ) and, for every T > 0 they are bounded in O0 for |t| T .
In [29], the authors give a rigorous proof of this result with an additional hypoth-
esis: they assume that H(x, ) is a polynomial in . Here we consider more general
subquadratic
symbols. In particular our result applies to relativistic Hamiltonians
like 1 + ||2 + V (x). Using a global diagonalization (see [28, Sec. 3]), the result
can be extended to Dirac systems.
Similar results are true with more general quadratic phases and for systems with
diagonalizable leading symbols (see [4, 28]). Let us dene the quadratic phase
(t ,) (t, z; x, y) = S(t, z) + pt (x qt ) p (y q)
1
+ (t (x qt ) (x qt ) (y
q).(y q)) (1.15)
2
where , t are complex symmetrix matrices with a denite-positive imaginary
part, t is C 1 in t. is constant, t may depend smoothly on t and z such that
the following condition is satised:
1 2
cT > 0, t v.v |v| , t, |t| T, z R2d (1.16)
cT
, || 1, CT, , z t CT, , z R2d , |t| T. (1.17)
So we have
Theorem 1.3. Under the assumptions of Theorem 1.2 and (1.16), (1.17), we have
(t ,)
3d/2 i
K(t; x, y) (2) e (t,z;x,y)
f (; t; z)dz (1.18)
R2d
where f (; t; z) = 0j<+ fj (t; z)j with the same meaning as in Theorem 1.2.
In particular
f0 (t, z) = 2d/2 det1/2 [M (t , )] (1.19)
where
(A + B )).
M (t , ) = i(C + D
There exist several methods to prove this theorem. In [29], the authors prove
it as a consequence of a symbolic calculus for FIO with complex quadratic phases.
In [5], the authors proved a weaker result for = iI and t = t is determined by
the propagation of Gaussian coherent states: t = (C + D)(A + B)1 (see Sec. 2
of this paper). LaptevSigal in [23] have also considered a similar formula for the
propagator (see Sec. 5 of this paper) but assume that the initial data has a com-
pact support in momenta. Kay ([22]) explains how to compute all the semiclassical
corrections aj but did not give estimates on the error term, so its expansion is not
rigorously established. Here we choose another approach, may be more explicit and
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simpler. We shall prove the general Theorem 1.3 as a consequence of the particular
case of Theorem 1.2 by using a real deformation of the phase (t ,) on the simpler
one (iI,iI) . Moreover, we give a direct proof of Theorem 1.2, proving the necessary
properties for Fourier integrals with complex quadratic phases. This way we can
get easily explicit estimates for the error terms for large times.
Let us assume that conditions on H(t) are satised for T = +. Moreover
assume that there exists a positive real function (T ) 1, T > 0, such that the
classical ow t satises, for every multiindex , || 1, we have for some C > 0,
|z t,t (z)| C (T )|| , for |t| + |t | T, z R2d . (1.20)
We have discussed in [5] the condition (1.20). In particular this condition is fullled
with (T ) = eT for = supXR2d ,tR JX,X
2
H(t, X).
Theorem 1.4. Choosing the phase as in Theorem 1.2, for j 0 the amplitudes
aj (t, z) satisfy the following estimates, for every multiindex there exist a constant
Cj, such that
Hence we have the following Ehrenfest type estimate. For every N 1 and every
> 0 there exists CN, such that we have
1128 D. Robert
The quantum evolution for the Hamiltonian H(t) is denoted by U (t) (U (0) = I).
We can compute the matrix elements of U (t) on the coherent states basis z . This
has been done in [24, p. 249 (6.36)] and [3, 12, 10]. We follow here the presentation
given in [10]. Let us introduce some notations which will be used later. g denotes the
2
Gaussian function: g(x) = d/4 e|x| /2 and is the dilation operator (x) =
d/4 (1/2 x). So 0 = g, and the general Gaussian coherent states are dened
as follows.
()
z = T (z)() , (2.3)
where T (z) is the Weyl translation operator, z = (q, p),
i
T (z) = exp (p x q Dx ) (2.4)
where Dx = i x
and z = (q, p) Rd Rd . () is the Gaussian state:
d/4 i
()
(x) = () a exp x x (2.5)
2
where is a complex symmetric matrix such that is denite-positive, a is a
normalization constant. (a = det1/4 ).
It is convenient to introduce here the Siegel space + (d) of d d complex
matrices such that is denite-positive. (See in [13] properties of + (d).)
()
Let us dene the FourierBargmann transform FB as follows, L2 (Rd ),
FB [](z) = (2)d/2
, ()
()
z . (2.6)
()
z R2d , z is the following coherent state living at z, z = (q, p) Rd Rd ,
x Rd ,
d/4 i p q i(x q) (x q)
()
z (x) = () a exp px + , (2.7)
2 2
()
FB is an isometry from L2 (Rd ) into L2 (R2d ) (with the Lebesgue measures). If
2
=iI we denote FB = FBiI ; its range consists of F L2 (R2d ) such that exp p2 +
2 F (q, p) is holomorphic in C in the variable q ip. In other words,
i qp d
2
p qp
FB (z) = E (q ip) exp i (2.8)
2 2
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These properties are well known (see [25, 5]). Sometimes we shall use the shorter
()
notation = FB and = .
Let us denote by R[Ft ] the quantum propagator for the Hamiltonian H(t) (this
is the metaplectic representation of Ft ) and K (Ft ) its Schwartz kernel. We know
t ]g is the following Gaussian state [10, 13],
that R[F
d/4 i
R[Ft ]g(x) = () a (t) exp t x x (2.10)
2
where , t + (d), t is C 1 in t; M (t , ) = C + D
t (A + B )
and
1
(t ,) (t, z; x, y) = (qt pt q p) + pt (x qt ) p (y q)
2
1
+ (t (x qt ) (x qt ) (y
q) (y q)).
2
Let us remark that here the action is S(t, z) = 12 (qt pt q p).
First of all let us remark that the integral (2.12) is an oscillating integral and is
dened, as usual, by integrations by parts. We shall give two proofs of this formula.
Proof I. We start with any 0 in the Siegel space + (d). Using the formula
(x) = (2)d
, z 0 z 0 dz
R2d
a This denition of det1/2 is dierent that the det1/2 function on (d), this is explained in [10]
+
to compute Maslov index.
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1130 D. Robert
So, we get
(t ,0 )
K (Ft ) (x, y) = (2)3d/2 k0 (t)
i
e (t,z;x,y)
dz, (2.14)
R2d
where
det1/2 ( 0 )
k0 (t) = 2d/2 .
det1/2 (A + B0 )
We have
i (t ,0 ) i i (t ,0 )
e = (t t )(x qt ) (x qt )e .
s 2
The main trick used here and later in this paper, and also in all the previous papers
on this subject ([23, 22, 29]), is to integrate by parts to convert each factor (x qt )
into , using the following equality
(A + B
p ), = (C + D
(q + ))(x qt ) (2.16)
So we have
i (,)
p e i , .
M (x qt )e = q + (2.17)
i
Let us remark that M is invertible. This is a consequence of the following lemma
(see [11, 13] or [28, Appendix A], for proofs).
A B 2.2. For every linear symplectic map in F : T (R ) T (R ), d F =
d d
Lemma
C D and every + (d), (A + B), (C + D) are invertible in C and
(C + D)(A + B)1 + (d).
So we have
+ B) = ((C + D)(A + B)1 )(A
= C + D (A
M + B)1 .
s det(M (t, s)) = det(M (t, s)) Tr(s M (t, s)M (t, s)1 ). (2.18)
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for any initial data (x) := (0, x), S(Rd ) using the ansatz
(,)
3d/2
(t, x) = (2) k(t) ei (t,z;x,y)
(y)dzdy. (2.22)
R2d Rd
We have to compute k(t) such that k(0) = 2d/2 . Let us remark that if we integrate
rst in y then the integral (2.22) in z converges because the FourierBargmann
transform of , FB , is in the Schwartz space S(R2d ).
For simplicity, we assume here that = = iI. The general case can be reached
by the same method or by using the deformation argument of Proof I as we shall
see later for more general Hamiltonians.
Here the Hamiltonian H(t) is a quadratic form. So using dilations we can assume
that = 1. A simple computation left to the reader, gives the following:
Lemma 2.3.
(g 1 H(t)g)(x)
= Gx x + i(L + L )x x Kx x + Tr(K iL) (2.23)
|x|2
2
where g(x) = e .
So we get
(,)
= (2)3d/2
i
(it H(t))(t)
e (t,z;x,y)
b(t, x, z)(y)dzdy
R2d Rd
(2.24)
where
b(t, z, z) = it k(t) k(t)(E(x qt ) (x qt ) + Tr(K iL)).
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1132 D. Robert
In this rst step, we do not take care of remainder estimates, this will be
done in the next step. Let us denote I(a, ) the formal operator having the
Schwartz kernel
Ka (x, y) = (2)3d/2
i
e (t,z;x,y) a(t, z)dz. (3.5)
R2d
We have
(x) = h, x . (3.7)
The quadratic part can be computed as for quadratic Hamiltonians and the linear
part disappears with the classical motion. So we have
1134 D. Robert
Lemma 3.3. For any symbol b O0 (2d), and every multiindex N2d we have
||
i i
(x qt ) e b(z)dz = f, (t, z)e z b(z)dz (3.20)
R2d || R2d
2 ||||
Then we have
|z
f, (z)| C,;
(T )||||+|
|. (3.22)
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Moreover, Fj,k, (t, z) depends only on the classical ow t (z) and its derivatives
and satises
|z Fj,k, (t, z)| Cj,k,, (T )2(jk+2)+|||| (3.26)
where Cj,k,, only depends on sup|t|T |H(t)|, , 2 || j + 2.
So we get, for every j 0,
t
aj+1 (t, z) = det1/2 M (t, z)M (s, z)1 bj (s, z)ds. (3.27)
0
Moreover, from (3.25) and (3.26), we get the following estimate, for every j 0,
|t| T , z R2d ,
|z aj (t, z)| Cj, |det1/2 M (t, z)|(T )4j+|| (3.28)
with the same remark as in (3.26) for the constant Cj, .
1136 D. Robert
representation:
(N ) (X, Y ) =
K K (N ) (x, y)X (y)Y (x)dxdy. (3.31)
Rd Rd
In particular, we have
d
RL2 (Rd ) (2) max sup |K(X, Y )|dX, sup |K(X, Y )|dY .
(3.33)
Y X
t qt
where (t, z) = S(t, z) + pqp
2 .
Using Weyl commutation formula, we have
|X z|2 i
X , z = exp + (X, z) , (3.35)
4 2
1 [RN (t)]g, Y =
Op1 [RN (t)]g, g Y
T (zt ) Opw w
zt . (3.36)
We know the Wigner function W0,Z of the pair (g, gZ ), Z R2d ([28])
2
Z
W0,Z (X) = 22d exp X i(X, Z) . (3.37)
2
Lemma 3.5. Let be f O0 (2d). For every N2d and m > 0 there exists C,m
such that
|XZ|2 iJZX
dX
2d X f (X)e
R
So using Lemma 3.5 we get the following estimate: for every N ; N there exists
CN,N (depending only on semi-norms |H(t)|, , 2 || N + N , such that for
X, Y R2d and |t| T we have
N +1
(N ) (X, Y )| CN,N ((T ))N +N 2 d
|K
N
|Xz|2 |Y zt |
e 4 1+ |a(N ) (t, z)|dz. (3.41)
R 2d
Let us denote t = 0,t = (t )1 . We have the Lipchitz estimate, for |t| T ,
|,t Y z| (T )|Y zt |. (3.42)
So we get
N N
|Y | |t
|Xz|
2
z t Y X|
e 4 1+ dz CN 1 + (3.43)
R2d (T )
and
|K
(N ) (X, Y )|
N
N +N N +1 |t Y X|
CN,N ((T )) 2 1+ sup |a(N ) (t, z)|.
(T ) zR2d ,|t|T
(3.44)
Then using Lemma 3.4 and choosing N > 2d, we get the following uniform L2
estimate for the remainder term, for |t| T ,
RN (t) CN ((T ))N +1 (N +1)/2 sup |a(N ) (t, z)|. (3.45)
zR2d ,|t|T
1138 D. Robert
Using global estimates on aj (t, z) obtained from the transport equation (3.28)
and pushing the asymptotic expansion up to 2N , we get the proof of Theorem 1.4
using again the Duhamel formula.
Our goal in this section is to prove the following result which gives Theorem 1.3
as a particular case.
det1/2 (M (1))
a0 (z) = a0 (z) (4.7)
det1/2 (M (0))
((1 s) + s )(A + B ).
where M (s) := C + D
Proof. The method is rather simple and is an extension of what we have already
done for quadratic Hamiltonians (Proof I) except that here we have to solve trans-
port equations in the deformation parameter s to get the lower order correction
terms.
Let us remark that this class of Fourier-Integral Operators is closed under
adjointness:
where a (Z) = a
(1 Z), Z = (Q, P ), Z = (z) and
(Z; x, y) = S(1 Z) + p (x q) P (y Q)
1
+ ((x q) (x q) (y
Q) (y Q)). (4.9)
2
So by transitivity we can assume that = . As in the quadratic Hamiltonian
case, let us introduce, s = (1 s) + s , (s) = (s ,) , 0 s 1 and look for
(s)
a semiclassical symbol a(s) = j j aj such that
(s)
e (z;x,y) a(s) (z)dz = O( ), s [0, 1].
i
(4.10)
s R2d
However, we have
(s) i
(z; x, y) = ( )(x Q) (x Q) (4.11)
s
and we have to nd a C 1 family symbol a(s) , 0 s 1 such that
i
I s a + ( )(x Q) (x Q)a , = O( ).
(s) (s)
(4.12)
1140 D. Robert
When , are z dependent, the integrations by part are more tricky. We have
to use
p )(s) = M (s, z)(x Q) + N (s, z)(x Q, x Q)
(q + (4.14)
where N (s, z)(x, y) is a bilinear application in (x, y) Rd Rd into d d matrices,
with coecients in O0 in z, C 1 in s.
Hence we have
(,)
i
(x Q)e p e i (,)
= (M )1 (s, z) q +
i
(,)
(M ) (s, z)N (s, z)(x Q, x Q)e i . (4.15)
So we apply (4.15) and the following lemmas to proceed like in Sec. 3.
Lemma 4.2. For any symbol b O0 (2d), for every multiindex N2d and every
N ||/2 we have
i (s)
(x Q) e b(z)dz
R 2d
(s)
||
i
= f, (s, z)e b(z)dz
|| R2d
2 ||N
(s)
|| i
+ g, (s, z)(x Q) e g, b(z)dz (4.16)
||+||=N +1,||1 R2d
where f, (s, z), g, (s, z) are symbols of order 0, uniformly bounded in O0 (2d) for
s [0, 1].
Lemma 4.3. For every b O0 (2d) and Nd we have the crude L2 estimate,
uniform in s [0, 1],
det1/2 (M (s))
a0 (z) = a0 (4.18)
det1/2 (M (0))
and for j 1, aj is computed by induction as solution for s = 1 of the dierential
equation
s aj (s) = Tr M (s)M 1 (s) aj (s) + bj (s), aj (0) = aj . (4.19)
where bj (s) depends on the ak (s), k j 1.
Remark 4.4. Considering the adjoint operator, it is possible to exchange the role
of the matrices and . If the symbol a depends smoothly on some parameter ,
it is not dicult to show that a also depends smoothly in .
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Proof of Lemma 4.3. Let us begin by giving a simple proof of (4.3) when is z
dependent satisfying the assumptions (4.4) and (4.5) of Proposition 4.1. We shall
prove the more general estimate, for every Nd there exist C > 0, c > 0 such
that
2
|
x g , gY | Cec|Y | , Y R2d . (4.20)
Let us denote Y = (y, ) Rd Rd . By a direct estimate we get easily,
2
|
x g , gY | Ce2c|y| , (y, ) R2d . (4.21)
Using Fourier transform and Plancherel formula, we exchange y and and we
get (4.20).
Now we can follow the method of Sec. 3 to estimate L2 norm of operators using
a FourierBargmann transformation.
Let be K(X, Y ) the FourierBargmann kernel of I((x Q) b, (s) ). We have
Y ) = 23d/2 ()d ||/2
i
K(X,
T (Z) (x g ), Y
X , z b(z)e (t,z) dz
R2d
(4.22)
where Z = (Q, P ) = (z) and
|
T (Z) (x g ), Y | = |
x g , g YZ |. (4.23)
So we get
c
|K(X,
Y )| C||/2 exp (|Y (z)| + |X z| dz.
2 2
(4.24)
R2d
Using that is a Lipchitz canonical transformation, we have, for C0 large enough
and c0 > 0 small enough,
||/2 c0
|K(X, Y )| C0
exp (|Y (X)| .
2
(4.25)
Hence we get the proof of Lemma 4.3 using Lemma 3.4.
1142 D. Robert
In [23, 8] the authors have proved semiclassical expansions for the propagator
of Schrodinger equation for initial data with a compact support. This result is
extended in [30] for the Schrodinger Hamiltonian 2 + V , to general data in L2
with uniform norm estimates. We shall give here some extensions of results of [30]
using the same techniques as in Secs. 3 and 4, so we shall not repeat the details.
Let us denote J (a, , ) the operator whose Schwartz kernel is
(,)
K(x, y) = (2)d
i
e (p;x,y)
a(y, p)dp. (5.2)
Rd
A natural question discussed in this section is to compare the Fourier-Integral
Operators I(a, (,,) ) dened with 2d frequency variables and J (a, (,) )
dened with d frequency variables.
A Fourier integral operator in L2 (Rd ) is always a quantization of a canonical
transformation in the cotangent space T (Rd ). A nice way to make clear this
relationship is to use a FourierBargmann transform (see [7, 31]). This can be
easily done in the same way for Semiclassical Fourier-Integral Operators as we shall
see now.
Definition 5.1. A family of operators, depending on a small parameter ]0, 1],
U : S(Rd ) S (Rd ) is a Semiclassical Fourier-Integral Operator of order m R
associated to the canonical bilipchitz transformation : T (Rd ) T (Rd ), if for
every N we have U = UN
+ RN where UN : S(R ) S (R ) and RN =
d d
O(N ) and for every N 0 there exists CN such that
N
|Y (X)|
|K (X, Y )| CN
m3d/2
1+ , X, Y R2d , ]0, 1],
(5.3)
(X, Y ) is the Schwartz kernel of FB U F .
where K N B
Remark 5.2. (1) In this denition, which concides with a denition given in [31]
for = 1, a Semiclassical Fourier-Integral Operator has, up to a negligible
operator in , a kernel living in a neighborhood of the graph of a canoni-
cal transformation . But this denition says nothing concerning asymptotic
expansion of K (X, Y ) in a neighborhood of the graph of when is small.
So this denition is certainly too permissive. But for xed it is suitable as
proven in [31].
(2) Using CarlemanSchur estimate, a Semiclassical Fourier-Integral Operator of
order 0 is uniformly bounded in L2 (Rd ). This is a straightforward consequence
of the denition. This class of Semiclassical Fourier-Integral Operator of order
0 is clearly closed by composition.
(3) In Denition 5.1, it is equivalent to use any FourierBargmann transformation
()
FB , + (d).
(4) There are other denitions of Semiclassical Fourier-Integral Operator using
Lagrangian analysis and real phase functions. For this point of view, see for
example, [1].
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(5) Fourier-Integral Operators with complex phase were used to study propagation
of singularities of P.D.E. Many papers and books have been published on this
subject, among them let us point out [2, 26, 32].
Now we shall see that the operators already considered in this paper are Semiclas-
sical Fourier-Integral Operators.
Proposition 5.3. Let be amplitudes a = a(x, z), a O0 (3d) and u = u(x, y, p),
u O0 (3d) and , + (d), may depend in z or (y, p), such that (1.16), (1.17)
are satisfied. Then I(a, (,,) ) and J (u, , ) are Semiclassical Fourier-Integral
Operators of order 0.
Proof. Concerning I(a, (,,) ), we get the result following Sec. 3.2, esti-
mate (3.44).
The proof for J (u, , ) is almost the same. For simplicity we assume con-
stant. For depending in (y, p) we could proceed as in Sec. 4.
Let us denote X = ( Y = (
x, ), y , ). We want to estimate
d i
K(X, Y ) = (2) e u(x, y, p)dpdxdy (5.4)
R3d
where
= S(y, p) + P (x Q) + (x Q) (x Q)
2
i i
+ ( x y) + (
x y) ( x y) + (y x) (
y x) + (
y x). (5.5)
2 2
D B B
Let us remark that we have: F 1 = C
A if F = A C D . So, because F
1
is
symplectic, we know that D B is invertible. Hence we have
= (C A )(x Q) + ( p) + i(
y x y), (5.6)
= (D B )(x Q),
p (5.7)
= (x Q) + (P ) + i(
x y x). (5.8)
by integrations by parts using
So we get the necessary estimates on K
(A + C )(D B )1 p = ( p) + i(
y x y), (5.9)
(D B )1 p = (P ) + i(
x y x). (5.10)
Theorem 5.4. Under the assumptions of Theorem 1.2 and (1.16), (1.17), we have
i (t ,t )
K(t; x, y) (2)d e (t,y,p,x)
u(; t, y, p)dp (5.11)
Rd
where u(; t, y, p) = 0j<+ uj (t; y, p)j has the same meaning as in
Theorem 1.2.
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1144 D. Robert
In particular
u0 (t, y, p) = det1/2 (D B)). (5.12)
Sketch of Proof. These result can be proved following the same strategy as for
proving Theorem 1.3.
We rst prove the theorem for some ( = iI), following the proof of
Theorem 1.2. Then we can get the theorem for any by the variation argument
as in the proof of Theorem 1.3. L2 estimate for operator norm of Fourier-Integral
Operators is used to control the remainder terms.
Remark 5.5. It is not dicult to adapt the proof of Theorem 1.4 concerning an
Ehrenfest time estimate to the setting of Theorem 5.4.
References
[1] I. Alexandrova, Semi-classical wave front set and Fourier-Integral Operators, Canad.
J. Math. 60 (2008) 241263.
[2] V. M. Babich and V. S. Buldreyev, Asymptotic Methods in Short Waves Diraction
Problem (Moscow Nauka, 1972, in Russian); (Springer, 1991, English translation).
[3] V. Bargmann, On the Hilbert space of analytic functions and associated integral
transform, Comm. Pure Appl. Math. 14 (1961) 187214.
[4] J. M. Bily, Propagation detats coherents et applications, Ph.D. thesis, Universite de
Nantes (2001).
[5] J. M. Bily and D. Robert, The semi-classical VanVleck formula. Application to
the AharonovBohm eect, in Long Time Behaviour of Classical and Quantum Sys-
tems, Proceedings of the Bologna APTEX International Conference, Bologna, Italy,
September 1317, 1999 (World Scientic, 2001), pp. 89106.
[6] A. Bouzouina and D. Robert, Uniform semiclassical estimates for the propagation of
quantum observables, Duke Math. J. 111(2) (2002) 223252.
[7] J. M. Bony, Evolution equations and microlocal analysis, in Hyperbolic Problems and
Related Topics, Grad. Ser. Anal. (International Press, 2003), pp. 1740.
[8] J. Butler, Global h Fourier integral operators with complex-valued phase functions,
Bull. London Math. Soc. 34(4) (2002) 479489.
[9] M. Combescure and D. Robert, Semiclassical spreading of quantum wave packets
and applications near unstable xed points of the classical ow, Asymptot. Anal. 14
(1997) 377404.
[10] M. Combescure and D. Robert, Quadratic quantum Hamiltonians revisited, Cubo
8(1) (2006) 6186.
[11] A. Cordoba and C. Feerman, Wave packets and Fourier Integral Operators, Comm.
Partial Dierential Equations 3(11) (1978) 9791005.
[12] B. Fedosov, Deformation Quantization and Index Theory, Mathematical Topics,
Vol. 9 (Akademic Verlag, 1996).
[13] G. B. Folland, Harmonic Analysis in Phase Space, Annals of Mathematics Studies,
Vol. 122 (Princeton University Press, Princeton, NJ, 1989).
[14] D. Fujiwara, A construction of the fundamental solution for the Schr odinger equation,
J. Anal. Math. 35 (1979) 4196.
[15] G. Hagedorn, Semiclassical quantum mechanics I: The limit for coherent states,
Comm. Math. Phys. 71 (1980) 7793.
November 16, 2010 15:27 WSPC/S0129-055X 148-RMP
J070-S0129055X1000417X
LUIS BARREIRA
Departamento de Matem atica, Instituto Superior T
ecnico,
1049-001 Lisboa, Portugal
barreira@math.ist.utl.pt
1. Introduction
The point of departure for this survey is the nonadditive thermodynamic formal-
ism developed in [1], having in mind certain applications to the dimension theory
of dynamical systems, as detailed below. Our main aim is to survey some recent
developments in the particular case of almost additive sequences of functions.
During the last two decades, the dimension theory of dynamical systems pro-
gressively developed into an independent eld of research, roughly speaking with
the objective of measuring the complexity from the dimensional point of view
of the objects that remain invariant under the dynamics, such as the invariant
sets and measures. The rst monograph that clearly took this point of view was
Pesins book ([36]), which describes the state-of-the-art up to 1997. We refer to our
book ([4]) for a detailed description of many of the more recent results in the area.
1147
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1148 L. Barreira
P (s) = 0, (1)
again with the supremum taken over all f -invariant probability measures on X.
The restrictive assumption in (2) caused that until recently there was no available
discussion of equilibrium and Gibbs measures, in the general context of the nonad-
ditive thermodynamic formalism. But it is well known that equilibrium and Gibbs
measures play a prominent role in dimension theory and in particular in the mul-
tifractal analysis of dynamical systems, in which the spectra are often obtained by
providing equilibrium measures with the appropriate local entropy or the appropri-
ate pointwise dimension. Equilibrium and Gibbs measures can also be for example
measures of full topological entropy or full Hausdor dimension. It is sometimes
possible to develop the theory without a variational principle for the topological
pressure, and thus without these measures, but the corresponding proofs tend to
be more technical. Clearly, from the points of view of dimension theory and mul-
tifractal analysis, it is desirable to continue using equilibrium and Gibbs measures
even when the classical thermodynamical formalism cannot be used.
The discussion above justies the interest in looking for more general classes of
sequences of functions, although perhaps not arbitrary sequences, for which it is
still possible to establish a corresponding variational principle for the topological
pressure, and to study the associated equilibrium and Gibbs measures, among sev-
eral other results. This is precisely what happens with the so-called almost additive
sequences, for which it is possible not only to establish a variational principle, but
also to discuss the existence and uniqueness of equilibrium and Gibbs measures. We
recall that a sequence = (n )n is said to be almost additive if there is a constant
C > 0 such that
C + n + m f n n+m C + n + m f n (3)
for every n, m N. Clearly, for any function the sequence
n1
n = fk
k=0
1150 L. Barreira
and Gelfert in [7] (see Sec. 7). Following [3], we consider in particular repellers
and hyperbolic sets of C 1 transformations, and for an almost additive sequence
of continuous functions we describe several results towards the foundations of an
almost additive thermodynamic formalism. This includes the formula
1
P () = lim log exp n (x)
n n
n
x:f (x)=x
for the topological pressure, for the class of almost additive sequences with tem-
pered variation. We also describe a variational principle for the topological pressure
of an almost additive sequence, namely
1
P () = sup h (f ) + lim n d , (4)
n n X
and we discuss the existence and uniqueness of equilibrium and invariant Gibbs
measures, among several other results, for example concerning characterizations
of unique equilibrium measures. Mummert ([34]) established independently iden-
tity (4), although under an additional assumption on the sequence that can be
removed by repeating verbatim arguments in [3]. Cao, Feng and Huang consid-
ered more recently in [16] the general class of subadditive sequences, and they also
obtained the variational principle in (4), but they do not discuss the existence of
equilibrium or Gibbs measures. Earlier results in this direction were obtained by
Kaenmaki in [30] for a particular class of subadditive sequences, while also dis-
cussing the existence of an equilibrium measure.
After presenting the foundations of the almost additive thermodynamic formal-
ism, we describe three applications of the formalism.
The rst application, following Barreira and Gelfert in [7], considers noncon-
formal repellers in R2 satisfying a cone condition. The main objective is to obtain
a multifractal analysis for the level sets of the Lyapunov exponents. In particular,
we consider certain almost additive sequences related to the Lyapunov exponents
to which one can apply the almost additive thermodynamic formalism. However,
we emphasize that the results in [7] were obtained independently of the theory
described in the survey. We also point out that the proofs of some results in Secs. 46
can be considered a distillation of arguments in that paper. We recall that a dier-
entiable map f is said to be conformal on a given set provided that the dierential
dx f is a multiple of an isometry at every point x of the set. We emphasize that the
dimension theory and the multifractal analysis of dynamical systems are only com-
pletely understood in the case of conformal uniformly hyperbolic dynamics, either
invertible or noninvertible. This includes saddle-type hyperbolic dieomorphisms
on surfaces, and holomorphic maps in the complex plane with a hyperbolic Julia
set. The study of the dimension of invariant sets of nonconformal transformations
has proven to be much more delicate. The main diculty is related with the possi-
bility of existence of distinct Lyapunov exponents in dierent directions, which may
change from point to point. Another diculty is that certain number-theoretical
November 16, 2010 15:27 WSPC/S0129-055X 148-RMP
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properties may play an important role. Nevertheless, there exist several notewor-
thy results concerning the dimension theory of certain classes of invariant sets
of nonconformal transformations, namely due to Falconer ([18, 20]), Bothe ([12]),
Simon ([44]), and Simon and Solomyak ([45]). We refer to [4] for a related discussion.
The second application, following Barreira and Doutor in [5], has the objective of
establishing a conditional variational principle for the multifractal spectra obtained
from limits of almost additive sequences. This means that we consider the level sets
n (x)
K = x X : lim = ,
n n (x)
where h(f | K ) denotes the topological entropy on K . It is also shown that the
spectra, such as h(f | K ), are continuous, and that the associated irregu-
lar sets have full dimension. The approach in [5] builds on related arguments in
former work of Barreira et al. in [9], although now for almost additive sequences.
The multifractal analysis of dynamical systems can be considered a subeld of the
dimension theory of dynamical systems, and it studies the complexity of the level
sets of invariant local quantities obtained from a dynamical system. The concept
of multifractal analysis was suggested by Halsey et al. in [27]. The rst rigorous
approach is due to Collet, Lebowitz and Porzio in [17] for a class of measures
invariant under 1-dimensional Markov maps. In [32], Lopes considered the measure
of maximal entropy for hyperbolic Julia sets, and in [38], Rand studied Gibbs mea-
sures for a class of repellers. We refer the reader to the books [4, 36] for details and
further references.
The third application, following Barreira and Doutor in [6], is a complete
description of the dimension spectra of limits of almost additive sequences on a
hyperbolic set of a surface dieomorphism. The main novelty is that we consider
simultaneously limits into the future and into the past. More precisely, the spectra
are obtained by computing the Hausdor dimension of the level sets of limits of
almost additive sequences both for positive and negative time. We emphasize that
the description of the spectra is not a consequence of the results considering simply
limits into the future (or into the past). The main diculty is that although the local
product structure provided by the intersection of stable and unstable manifolds is
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1152 L. Barreira
bi-Lipschitz equivalent to a product, the level sets are never compact (this causes
that their box dimension is strictly larger than their Hausdor dimension), and thus
the product of level sets may have a dimension that need not be the sum of the
dimensions of the sets. Instead we construct explicitly noninvariant measures con-
centrated on each product of level sets having the appropriate pointwise dimension.
This approach builds on former work of Barreira and Valls in [11] in the additive
case.
These sets can be thought of as cylinder sets. Now let be a sequence of continuous
functions n : X R for each n N. We dene
exists;
(2) If there exist constants c1 , c2 < 0 such that c1 n n c2 n for every n N,
and the topological entropy h(f | X) is nite, then there exists a unique number
s R such that
PZ (s) = 0.
1154 L. Barreira
and
1
s (t) = lim (C ) log t ( )
n n n
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exist, where C is the set of sequences whose rst n elements are equal to
those of ). Moreover, they are independent of .
To verify that p(t) is indeed a particular case of the nonadditive topological
pressure, given and n N we dene a sequence n : R by
tn () = sup log t ( ). (10)
C
Then the rst condition on the class C ensures that (6) holds, and we can show that
p(t) coincides with the nonadditive topological pressure of the sequence t = (n )n
for any . This follows readily from results in [1] using the second condition on C.
Moreover, by the third condition we can readily apply Theorem 2.1 to conclude
that there exists a unique t 0 such that p(t) = 0 (the proof of this statement
in [30] follows the same argument). This zero is often related to the dimension
of certain classes of limit sets of iterated function systems and repellers (see for
example [1, 2, 4, 18, 20]).
In addition, the following property holds.
Theorem 2.2 ([30]). We have
p(t) h () + s (t). (11)
By Kingmans subadditive ergodic theorem, we have
1
s (t) = lim t d,
n n n
This inequality is due to Falconer [19] in the general case of arbitrary subadditive
sequences (and not only for the sequences t ) with a bounded distortion condition
(which in the present context is given by the rst condition on C). Assuming a
certain Lipschitz property for the elements of the sequence (more generally for
topological Markov chains), he also obtained the variational principle
1
P (t ) = sup h () + lim tn d . (12)
n n
1156 L. Barreira
where = (i1 in ). One can easily verify that the functions t belong to the
the case of functions dened on a repeller. We refer to the remaining sections for
further developments.
1158 L. Barreira
One can easily verify that n () coincides with n (, U) in (5) for the open cover
U of formed by the elements R1 , . . . , Rp of the Markov partition (with respect to
the induced topology on ). We say that has tempered variation if n ()/n 0
as n . Clearly, any sequence with tempered variation satises condition (6).
The following result provides a formula for the topological pressure of an almost
additive sequence with tempered variation.
Theorem 3.1 ([7, Proposition 3]). Let be a repeller of a C 1 map, and let =
(n )n be an almost additive sequence of continuous functions on with tempered
variation. Then
1
P () = lim log exp n (xi1 in ) (20)
n n
i i 1 n
where i1 in are the sets in (17) obtained from any given Markov partition. One
can easily verify that the limit in (20) exists (by showing that the rst sum denes a
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1160 L. Barreira
n1
for the partition n of into the sets k=0 f k Ck+1 with C1 , . . . , Cn . In the
case of invariant measures in repellers, the entropy can be obtained as follows. Given
a Markov partition of the repeller , we consider the partition
and
1 1
h (f ) = lim H (n ) = inf H (n ).
n n nN n
including the existence in L1 (, ) of the rst limit, and the existence of the second
limit.
when compared to the reverse inequality. The argument uses the subadditivity of
the sequence n = n + C (see (18)), that is, the property
n+m n + m f n , n, m N,
together with Kingmans subadditive ergodic theorem. The proof of the reverse
inequality uses analogous arguments to those in the proof of [1, Theorem 1.7],
which in their turn were inspired in arguments of Bowen in [14]. The fact that the
supremum can be replaced by a maximum in (23) follows from the upper semi-
continuity of the map
1
M h (f ) + lim n d, (24)
n n
since h (f ) is upper semi-continuous in this setting, and since the limit in (24)
is continuous in .
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Theorem 4.2 ([3]). Let be a repeller of a C 1 map. Then any almost additive
sequence of continuous functions on with tempered variation has at least one
equilibrium measure.
(i1 in )
K 1 K
exp[nP () + n (x)]
1162 L. Barreira
and that f is topologically mixing on . Given > 0 suciently small, for each
x the local stable and unstable manifolds (of size ) are given by
V s (x) = {y M : d(f n (y), f n (x)) < for every n 0}
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1164 L. Barreira
and
V u (x) = {y M : d(f n (y), f n (x)) < for every n 0},
where d is the distance on M .
Now we briey recall the notion of Markov partition for a hyperbolic set. A col-
lection of closed sets R1 , . . . , Rp with suciently small diameter (given by (14))
is called a Markov partition of if:
p
(1) = i=1 Ri , and int Ri = Ri for i = 1, . . . , p;
(2) V s (x) V u (x) Ri and card(V s (x) V u (x)) = 1 for x, y Ri ;
(3) int Ri int Rj = whenever i = j;
(4) if x f (int Ri ) int Rj , then
f 1 (V u (f (x)) Rj ) V u (x) Ri
and
f (V s (x) Ri ) V s (f (x)) Rj .
The interior of each set Ri is computed with respect to the induced topology on .
Any hyperbolic set satisfying (28) has Markov partitions with arbitrarily small
diameter (see, for example, [14]).
Given a Markov partition R1 , . . . , Rp of a hyperbolic set , we dene as in the
case of repellers a p p matrix A = (aij ) with entries given by (15), and we consider
the corresponding two-sided topological Markov chain dened by the shift map on
the set
A = {(i1 i2 ) {1, . . . , p}Z : aik ik+1 = 1 for every k Z}. (29)
We continue to denote by A,n the set of n-tuples (i1 in ) for which there is
a sequence ( j0 j1 j2 ) A such that i = j for = 1, . . . , n. For each
(i1 in ) A,n we consider again the sets i1 in dened by (17).
holds, including the existence in L1 (, ) of the rst limit, and the existence of the
second limit.
In particular, this shows that the sequence has at least one equilibrium
measure.
Theorem 5.3 ([3]). Let be a hyperbolic set of a C 1 map, and let be an almost
additive sequence of continuous functions on with bounded variation. Then:
6. Further Generalizations
Some of the former results for repellers and hyperbolic sets can be generalized to
more general classes of dynamics. We rst present a variational principle for the
topological pressure.
Theorem 6.1 ([3]). Let f be a continuous map in a compact metric space , and
let be an almost additive sequence of continuous functions in satisfying (6).
Then
n (x)
P () = sup h (f ) + lim d(x)
M n n
1
= sup h (f ) + lim n d ,
M n n
including the existence in L1 (, ) of the rst limit, and the existence of the second
limit.
We also formulate a criterion for the existence of equilibrium measures.
Theorem 6.2 ([3]). Let f be a continuous map in a compact metric space such
that M h (f ) is upper semi-continuous, and let be an almost additive
sequence of continuous functions on satisfying (6). Then there exists an equilib-
rium measure for .
For example, if f is an expansive continuous map in , then the entropy is
upper semi-continuous, and hence each almost additive sequence has an equilib-
rium measure. We recall that f is said to be expansive if there exists > 0 such
that if
d(f n (x), f n (y)) < for every n N,
then x = y (when f is invertible we replace N by Z). For example, when f is a one-
sided or two-sided topologically mixing topological Markov chain, the entropy is
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1166 L. Barreira
(2) for each open set U R, if + t E() for every t U, then the function
t P ( + t) is of class C 1 in U .
Example 7.2. Let be a locally maximal repeller in the sense that in some open
neighborhood U the repeller is the only invariant set. In this case f 1 U = .
Assume that there exists a strongly unstable foliation of the set U , that is, a foliation
by 1-dimensional C 2 leaves V (x) such that:
(1) for some choice of subspaces E(x) varying continuously with x, the cone
condition in (31) holds for every x U f 1 U ;
(2) there exist 1-dimensional subspaces F (x) {0} int C (x) for each x U
f 1 U such that dx f F (x) = F (f x).
Notice that the cone condition in (31) is weaker then assuming the existence
of a strongly unstable foliation. In particular, (31) does not ensure the existence
of an invariant distribution F (x) as in Example 7.2. On the other hand, when
there exists a strongly unstable foliation, the invariant distribution F (x) is given
by (see [29])
F (x) = dy f n C (y).
nN yf n x
1168 L. Barreira
Example 7.3. We say that the repeller possesses a dominated splitting if there
exists a decomposition T R2 = E F such that:
(1) dx f E(x) = E(f x) and dx f F (x) = F (f x) for every x ;
(2) there exist constants c > 0 and (0, 1) such that
dx f n | E
(dx f )n | F
cn for all x and n N.
It follows easily from the denition that the subspaces E(x) and F (x) vary con-
tinuously with x. Furthermore, one can verify that when there exists a dominated
splitting of , the map f satises a cone condition on .
We note that the existence of a strongly unstable foliation does not ensure
the existence of a dominated splitting, due to the requirement of a df -invariant
decomposition E F (more precisely, the existence of a strongly unstable foliation
only ensures the existence of the invariant distribution F in Example 7.2).
Now we consider certain almost additive sequences of functions obtained from
the singular values of a 2 2 matrix A, namely
1 (A) =
A
and 2 (A) =
A1
1
(with respect to the 2-norm in R2 ). Given a C 1 map f : R2 R2 , we dene
sequences of functions i = (i,n )n for i = 1, 2 by
i,n (x) = log i (dx f n ) (32)
for each n N and i = 1, 2. Clearly, the functions i,n are continuous. These
sequences are related to the Lyapunov exponents of the map f (see Sec. 7.2). We
rst present a criterium for almost additivity.
Proposition 7.4 ([7]). Let be a repeller of a C 1 map f : R2 R2 . If f satises
a cone condition on , then i is almost additive for i = 1, 2.
For a map f as in Proposition 7.4, we consider a number > 0 such that for
every x the map is invertible on the ball B(x, ) (simply take a Lebesgue
number of a cover by balls with the property that f is invertible on each of them).
For each x and n N we dene
n1
Bn (x, ) = f B(f x, ).
=0
We always assume that the diameter of the Markov partition used to dene the sets
i1 in in (17) is at most /2 (we recall that any repeller has Markov partitions of
arbitrarily small diameter). This ensures that
i1 in Bn (x, )
for every x = (i1 i2 ) and n N. We say that f has bounded distortion on
if there exists > 0 such that
sup{
dy f n (dz f n )1
: x and y, z Bn (x, )} < .
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with the convention that log 0 = . It follows from the abstract theory of
Lyapunov exponents (see [8] for full details) that for each x M there exist
a positive integer s(x) dim M , numbers 1 (x) < < s(x) (x), and linear
subspaces
{0} = E0 (x) E1 (x) Es(x) (x) = Tx M
such that for i = 1, . . . , s(x) we have
Ei (x) = {v Tx M : (x, v) i (x)},
and (x, v) = i (x) whenever v Ei (x)\Ei1 (x). It follows from Oseledets multi-
plicative ergodic theorem (see, for example, [8]), or more precisely from its version
for noninvertible transformations, that for each nite f -invariant measure in M
there is a set X M of full measure such that if x X, then
1
lim log
dx f n v
= i (x)
n+ n
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1170 L. Barreira
The numbers 1 (x) and 2 (x) are the values of the Lyapunov exponent v (x, v)
counted with multiplicities. It follows again from Oseledets multiplicative ergodic
theorem that for each nite f -invariant measure in R2 there is a set X R2 of full
measure such that
i,n (x) 1
lim = lim log i (dx f n ) = i (x)
n+ n n+ n
for each x X and i = 1, 2 (see (32)). Combining these observations with the
criteria in Propositions 7.4 and 7.6, we readily obtain the following statement of
Barreira and Gelfert by applying the results in Sec. 4.
(2) there is a unique equilibrium measure i for i , and this is the unique invariant
Gibbs measure for i ;
(3) there is a constant K > 0 such that
i (i1 in )
K 1 K
exp[nP (i )]i (dx f n )
where u(U ) is dened as in (8), and where the inmum is taken over all nite or
countable collections kn Wk (U) such that u X(U ) Z. Setting
dimu,U Z = inf{ R : N (Z, , u, U) = 0},
one can show that the limit
dimu Z = lim dimu,U Z
diam U0
exists. The number dimu Z is called the u-dimension of the set Z (with respect to f ).
For example, if u = 1, then dimu Z is equal to the topological entropy h(f | Z) of f
on Z (see Sec. 2).
The following result is an easy consequence of the denitions.
Proposition 8.1. The number dimu Z = is the unique root of the equation
PZ (U ) = 0, where U = (un )n with un = n1 k
k=0 u f for each n N.
exists, and we call it the u-dimension of . Moreover, the lower and upper
u-pointwise dimensions of at the point x X are dened by
log (X(U ))
d,u (x) = lim lim inf inf
diam U0 n U u(U )
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1172 L. Barreira
and
log (X(U ))
d,u (x) = lim lim sup sup ,
diam U0 n U u(U )
where the inmum and supremum are taken over all vectors U Wn (U) such that
x X(U ). If M is ergodic, then
h (f )
dimu = d,u (x) = d,u (x) =
X
u d
for -almost every x X (see [10]).
Fu () = dimu K
span{, , U } E(X).
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(2) we have
Fu () = min{Tu (, q) : q R},
where Tu (, q) is the unique real number satisfying
P (q( ) Tu (, q)U ) = 0; (35)
(3) there is an ergodic measure M such that P( ) = , (K ) = 1, and
h (f )
dimu = = Fu ().
u d
X
1174 L. Barreira
Theorem 8.3. Let f be a continuous map of a compact metric space X such that
h (f ) is upper semi-continuous, and assume that the almost additive sequence
has a unique equilibrium measure. If P(M), then K = . Otherwise, if
int P(M), then K = , and the following properties hold :
Now we consider the associated irregular sets, on which the limits in (34) do not
exist. We consider only the particular case of topological Markov chains. Namely,
let and be almost additive sequences in A , either as in (16) or as in (29). The
irregular set of the pair (, ) is dened by
n (x) n (x)
I = x A : lim inf < lim sup ,
n n (x) n n (x)
span{, , U } E(A ),
dimu I = dimu A .
Theorem 8.4 follows from the application of results in [10] combined with
Theorem 8.2.
1176 L. Barreira
The proof Theorem 9.1 follows to some extent arguments of Barreira and
Valls ([11]) in the additive case. In particular, it involves constructing a measure
= sitting on the set K+ K , that is, such that
(K+ K ) = 1,
U = q + ( ) (dimH K+ ts )Du
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and
S = q ( ) (dimH K tu )Ds ,
where Du and Ds are the additive sequences
n1
n1
log
df | E u
f k and log
df 1 | E s
f k ,
k=0 k=0
and where q , q R are such that
+
P (U ) = P (S) = 0.
By the almost additive thermodynamic formalism there exist unique equilibrium
measures u and s respectively of U and S. Roughly speaking, the measure
is given by the product u s at the level of symbolic dynamics. It is also shown
in [6] that
dimH K+ = dimH (K+ V u (x)) + ts
and
dimH K = dimH (K V s (y)) + tu
for every x K+ and y K . Together with (36) and (37), this shows that
D(, ) = dimH (K+ V u (x)) + dimH (K V s (y))
for every x K+ and y K .
Note Added in Proof. Meantime, I became aware of the interesting paper [24]
by Feng and Huang. Their work considers the more general case of asymptotically
subadditive sequences and is a quite substantial advance towards a general theory.
Acknowledgment
The author was partially supported by FCT through CAMGSD, Lisbon.
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1. Introduction
In this paper, we investigate generalized PauliFierz Hamiltonians with Kato-
class potentials in nonrelativistic quantum electrodynamics by a path measure. It
includes not only Kato-class potentials but also general cuto functions of quantized
radiation elds. Basic ingredients in this paper are path measures and functional
integral representation of semigroups. It has been shown that functional integral
representations are useful tools to investigate the spectrum of models in quantum
eld theory. See, e.g., [4, 9, 15, 18, 20, 22, 23, 28, 29].
The strongly continuous one-parameter semigroup (etHp )t0 generated by the
Schrodinger operator, Hp = 12 (p a)2 + V , on L2 (Rd ) with some external potential
V and vector potential a = (a1 , . . . , ad ) is expressed by a path measure, which is
known as FeynmanKacIt o formula ([25]):
Rt Rt
(f, etHp g) = dxf(x)Ex [e 0 V (Bs )dsi 0 a(Bs )dBs g(Bt )], (1.1)
1181
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for each x Rd . Compare with (1.3) and see (2.47) for details.
Our construction of generalized PauliFierz Hamiltonians is closed to the pro-
cedure to dene the Schr odinger operator with Kato-class potentials. We believe
however that it is worthwhile extending it to the PauliFierz Hamiltonian from
the mathematical point of view. It will be shown that the family of operators
Tt : H H , t 0, can be also dened for Kato class potentials V and general
cuto functions in A , and the generalized PauliFierz Hamiltonian KPF is dened
as the self-adjoint generator of (Tt )t0 . Of course, under some conditions KPF coin-
cides with HPF , but KPF permits to include more singular Vs and general cuto
functions in A .
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Here j (k) is some function and (k, x), k = 0, is the unique solution of the
LippmanSchwinger equation ([21]):
i|k||xy|
+ikx 1 e v(y)
(k, x) = e (k, y)dy. (1.10)
4 |x y|
The main results of the present paper are as follows:
(1) we dene the generalized PauliFierz Hamiltonian KPF with Kato-class poten-
tials and generalized cuto functions, i.e. we prove that (Tt )t0 is a strongly
continuous one-parameter symmetric semigroup;
(2) KPF is an extension of HPF ;
(3) bound states of KPF spatially exponentially decay pointwise and the ground is
unique if it exists.
b (x)
L2 (Q) DeC|x|
(1.12)
almost everywhere x Rd , and constants D and C are independent of the eld mass
m. Here the exponent , 1, is determined by the behavior of external potential
V . When lim inf |x| V (x) < E, we can take = 1, and when V (x) = |x|2n ,
= n+1 is obtained. See Theorem 3.1 for the details. Furthermore, from a standard
argument [15] it follows that the transformed operator ei(/2)N Tt ei(/2)N is a
positivity improving semigroup, where N denotes the number operator in L2 (Q).
Then we conclude that the ground state of KPF is unique if it exists.
This paper is organized as follows: Section 2 is devoted to constructing a strongly
continuous symmetric semigroup (Tt )t0 and dening the self-adjoint operator KPF .
In Sec. 3, we show the spatial exponential decay of bound states of KPF pointwise.
And lastly, we have the Appendix.
E [A ()] = 0 (2.1)
1
d1
E [A ()A ()] = (j , j )L2 (Rd ) . (2.2)
2 j=1
Throughout the scalar product on Hilbert space, L is denoted by (F, G)L , where
it is antilinear in F and linear in G. We omit L when no confusion arises. For
d1 2 d
general L (R ), A () is dened by
A () = A () + iA (). (2.3)
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is dense in L2 (Q), where : X : denotes the wick product of X. See the Appendix
for the denition of Wick product. Let us dene the free eld Hamiltonian Hf (m)
on L2 (Q). Dene the map (T ): L2 (Q) L2 (Q) by (T )1 = 1 and
(T ) : A (1 ) A (n ) : = : A (T 1 ) A (T n ) : (2.5)
for a contraction operator T on d1 L2 (Rd ). Then (T ) is also contraction on (2.4)
and can be uniquely extended to the contraction operator on the hole space L2 (Q),
which is denoted by the same symbol (T ). We can check that (T )(S) = (T S).
Then {(eith )}tR for a self-adjoint operator h denes the strongly continuous
one-parameter unitary group on L2 (Q). The self-adjoint generator of {(eith )}tR
is denoted by d(h), i.e.
(eith ) = eitd(h) , t R. (2.6)
Let
d1
h= (i), (2.7)
where
(k) = |k|2 + m2 , m 0, k Rd . (2.8)
Then we set
Hf (m) = d(h) (2.9)
and it is called the free eld Hamiltonian on L2 (Q). Let p = i = (ix1 , . . . ,
ixd ) be momentum operators in L2 (Rdx ). We dene the Schr odinger operator
Hp by
1 2
Hp =
p + V, (2.10)
2
where V denotes a real-valued external potential. The conditions on V will be
required later. The zero coupling Hamiltonian is now given by the self-adjoint
operator
Hp 1 + 1 Hf (m) (2.11)
on the Hilbert space
H = L2 (Rdx ) L2 (Q). (2.12)
The PauliFierz Hamiltonian HPF is dened by replacing p 1 in zero cou-
pling Hamiltonian (2.11) with p 1 + A , where 0 is a coupling
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constant and
A = A (x)dx (2.13)
Rd
the2 so-called quantized radiation eld. Here we used the identication H =
is
Rd L (Q)dx. We shall dene A (x) below. Let
j (, x) = (j (, x)/ ), j = 1, . . . , d 1, = 1, . . . , d, (2.14)
(respectively X)
where j is a cuto function and X denotes the (respectively
inverse) Fourier transform of X. Note that (k, x) = j (k)(k, x)/ (k).
j
Examples of cuto functions are given letter. The quantized radiation eld is
dened by
d1
A (x) = A j (x), = 1, . . . , d, (2.15)
j=1
(p A + A p)F
c1
(p2 + Hf (m) + 1)F
, (2.19)
A A F
c2
(Hf (m) + 1)F
. (2.20)
Moreover, HPF is self-adjoint on D(p2 ) D(Hf (m)) under Assumption 2.1. See
[16, 17, 12] for the proof. We give examples of cuto functions j .
where e(k, j) = (e1 (k, j), e2 (k, j), e3 (k, j)), j = 1, 2, denote polarization vectors,
and is an ultraviolet cuto function. Suppose that , /
, /
L2 (Rd ).
1 2
Then (k, x) Cb (Rx ; L (Rk )) and (2.18) is fullled.
j d d
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(x y )ei|k||xy| v(y)
(k, y)dy, (2.23)
|x y|2
it follows that
sup |x (k, x)| < (2.24)
kD,xRd
x
for any compact set D but D 0. Let supp j D. Then j Cb1 (Rdx ; L2 (Rdk ))
follows from (2.22) and (2.24). In addition to condition supp j D let us suppose
that j / , j , j / L2 (Rdk ), then (2.18) is fullled.
1
d1
EE [AE ()AE ()] = (j , j )L2 (Rd+1 ) .
2 j=1
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Both L2 (Q) and L2 (QE ) are connected through the second quantization of the
family of isometry {jt }tR between L2 (Rd ) and L2 (Rd+1 ):
eik0 t
j
t f (k0 , k) = (k)/((k)2 + |k0 |2 )f(k). (2.25)
d1
Dene Jt = ( jt ) : L2 (Q) L2 (QE ). From the identity jt js = e|ts|(i)
it follows that Jt Js = e|ts|Hf (m) .
Set X = C([0, ); Rd ) be the set of continuous paths on [0, ). Let (Bt )t0
denote the d-dimensional Brownian motion starting at x Rd on (X , B(X ), P x )
with the Wiener measure P x . That is, P x (B0 = x) = 1. Let Cbn (Rdx ; L2 (Rdk )) be
the set of strongly n-times dierentiable L2 (Rd )-valued functions on Rd such that
supx
xz f (x)
L2 (Rd ) < for |z| n. For f Cb1 (Rdx ; L2 (Rdk )), = 1, . . . , d, we can
dene an L2 (Rd )-valued Stratonovich integral:
d
t t t
1
f (Bs ) dBs = f (Bs ) dBs + f (Bs )ds, (2.26)
=1 0 0 2 0
d d
where f (Bs ) dBs = =1 f (Bs )dBs and f (Bs ) = =1 (x f )(Bs ). We also
dene an L2 (Rd+1 )-valued Stratonovich integral by
d
t
d tj/n
js f (Bs ) dBs = lim jt(j1)/n f (Bs ) dBs , (2.27)
0 n t(j1)/n
=1 =1
d
S
= Ex [(f (Bs ), g (Bs ))]ds
=1 0
t
d
1 2 2
dsE x
2
f (Bs )
+
f (Bs )
. (2.28)
0 =1
2
(2.29)
d1
Kt is the L2 (Rd+1 )-valued stochastic integral given by
d
d1 t
Kt = js j (, Bs ) dBs . (2.30)
j=1 =1 0
Here
d
t t t
1
js j (, Bs ) dBs = js j (, Bs ) dBs + js j (, Bs )ds.
=1 0 0 2 0
Proof. Suppose that j Cb2 (Rdx ; L2 (Rdk )). Then (2.29) is proven in the same
way as [16, Lemma 4.8]. Next we suppose that j (k, x) Cb1 (Rdx ; L2 (Rdk )). Let
C (Rd ) and C0 (Rd ) be such that
1, |x| < 1,
(x) = <1, 1 |x| 2, 0
0, 2 < |x|,
and (x)dx = 1. Dene N (x) = (x/N ) and n (x) = (x/n)nd/2 . Let
We note that j (k, x)M,n Cb (Rdx ; L2 (Rdk )). Since j (k, x)M,n j (k, x)M in
Lp (Rdx , L2 (Rdk )) for 1 p < as n , there exists a subsequence n such
that j (k, x)M,n j (k, x)M strongly in L2 (Rdk ) for almost everywhere x Rd .
Furthermore, j (k, x)M j (k, x) for each x Rd in L2 (Rdk ). Then
strongly in L2 (Rdk ) for almost everywhere x Rd for |z| 1. Thus (2.29) holds
with j replaced by j (k, x)M,n . HPF with j replaced by j (k, x)M,n is denoted
by HPF (M, n ). Let F C0 D(Hf (m)). Then we can prove directly that
strongly. Moreover
Rt
tHPF (M,n ) AE (Kt (M,n )) V (Bs )
(F, e G) = dxEx [(J0 F (x), ei e 0 Jt G(Bt ))],
(2.34)
A ()F
2
(N + 1)1/2 F
it follows that
|(F, etHPF (M,n ) G) (F, etHPF G)|
Rt
dxEx [(|J0 F (x)|, |AE (Kt (M, n ) Kt )|e 0 V (Bs ) |Jt G(Bt )|)]
C dx
(N + 1)1/2 F (x)
Ex [
Kt (M, n ) Kt
G(Bt )
]
C dx
(N + 1)1/2 F (x)
(Ex [
Kt (M, n ) Kt
2 ])1/2 (Ex [
G(Bt )
2 ])1/2 .
We estimate Ex [
Kt (M, n ) Kt
2 ]. By (2.28), we have
d
t
d1 1
2 2 2
E [
Kt (M, n ) Kt
]
x
E 2
x
(Bs )
+
(Bs )
ds.
j j
j=1 0 =1
2
lim lim Ex [
Kt (M, n ) Kt
2 ] = 0
M n
Then (2.29) also holds for j Cb1 (Rdx ; L2 (Rdk )). Thus the proposition follows.
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holds, where Br (x) denotes the closed ball of radius r centered at x, and
1, d = 1,
(x) = log |x|, d = 2, (2.37)
2d
|x| , d 3.
We denote the set of Kato-class potential by KKato .
An equivalent characterization of Kato-class is as follows:
Example 2.8. In [1, 26, 27], it is shown that Lpu (Rd ) KKato where
Lu (R ) = f sup
p d
|f (x)| dx <
p
x |xy|1
with
=1, d = 1,
p (2.39)
> d , d 2.
2
In particular let V Lp (Rd ) + L (Rd ) with (2.39), then V KKato .
t
Now we shall see that the random variable 0
V (Bs )ds is integrable with respect
to the Wiener measure P x for V K .
t
Lemma 2.10. Let 0 V L1loc (Rd ). Then P x ( 0 V (Bs )ds < ) = 1 for each
x Rd .
t
Proof. Since V L1loc (Rd ), we can see that Ex [ 0 1N V (Bs )ds] < for the indi-
cator function
1, |k| N,
1N (k) =
0, |k| > N.
Then
t there exists a measurable set NN X such that P x (NN ) = 0 and
!
0 1N (Bs )V (Bs )ds < for X \NN . Set N = N =1 NN . For X \N
t
we can see that 0 1N (Bs ())V (Bs ())ds < for arbitary N 1. Let X \N .
There exists N = N () 1 such that sup0st |Bs ()| < N . Henceforth
t t
V (Bs ())ds = 1N (Bs ())V (Bs ())ds < , X \N .
0 0
check it.
Lemma 2.11. Let V KKato . Then there exists > 0 and > 0 such that
Rt
V (Bs )
sup Ex [e 0 ] < et . (2.40)
x
C
V
p . (2.41)
for all t t . By means of the Markov property of the Brownian motion we have
R 2t R t R t
2
1
Ex [e 0 V (Bs ) ] = Ex [e 0 V (Bs ) EBt [e 0 V (Bs ) ]] .
1 t
Repeating this procedure, we can see that
Rt
[t/t ]+1
1
sup Ex [e 0 V (Bs ) ] (2.43)
x 1 t
1
for all t > 0, where [z] = max{w Z | w z}. Set = ( 1 t
) and =
1 1/t
log( 1t ) . Then (2.40) is proven. Next we prove (2.41). Suppose V Lp (Rd ).
In the case of d = 1, we directly see that
t t
t = Ex [V (Bs )]ds (2s)1/2 ds
V
1 . (2.44)
0 0
Next, we let d 2 and q be such that + 1q = 1. The following estimates are due
1
p
to [1, Proof of Theorem 4.5]. Let an arbitrary > 0 be xed. We have
t
Ex [|V (Bs )|]ds
0
t t
= Ex [|V (Bs )||Bs x| ]ds + Ex [|V (Bs )||Bs x|< ]ds
0 0
d/2 |y|2 /(2t)
t (2t) e |V (x + y)|dy + e t
Ex [es |V (Bs )||Bs x|< ].
|y| 0
and then
1/q
s
x
dsE [e |V (Bs )||Bs x|< ] C q
(z) dy
V
p (2.46)
0 |z|<
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by the H older inequality. Hence from(2.44)(2.46), there exists Ct () such that
t Ct ()
V
p and limt0 Ct () = C( |z|< (z)q dy)1/q . Then for suciently small
1 1/T
T and we have ( 1CT ()V p ) and then there exists DT such that
DT
V
p . Then (2.41) follows.
Assumption 2.12. We suppose that V K and j = j (k, x) Cb1 (Rdx ; L2 (Rdk )).
Note that under Assumption 2.12, A (x) is not relatively bounded with respect
to Hf (m) in the case of m = 0. Under Assumption 2.12 however we dene the
family of linear operators {Tt }t0 on H by
Rt
Tt F (x) = Ex [e 0
V (Bs )ds i AE (Kt )
J0 e Jt F (Bt )] (2.47)
for all t 0. Note that Kt is well dened since j Cb1 (Rdx ; L2 (Rdk )).
In what follows we shall show that {Tt }t0 is a strongly continuous one-
parameter symmetric semigroup on H . In order to show it we introduce the second
quantization of Euclidean group {ut , r} on L2 (Rd+1 ), where the time shift operator
ut : L2 (Rd+1 ) L2 (Rd+1 ) is dened by
ut f (x0 , x) = f (x0 t, x)
rf (x0 , x) = f (x0 , x)
Lemma 2.15. Suppose Assumption 2.12. Then it follows that Tt Ts = Tt+s for all
t, s 0.
Let (Ft )t0 be the natural ltration of the Brownian motion (Bt )t0 . By the Markov
property of the projections Et s ([24]), we can neglect Es in (2.49) and we have
Rs
Ts Tt F (x) = Ex [e 0
V (Br )dr i AE (Ks )
J0 e
R
ss+t V (Br )dr i AE (Kss+t )
Ex [e e Jt+s F (Bs+t )|Fs ]],
where Ex [ | Fs ] denotes the conditional expectation with respect to (Ft )t0 and
d1 d s+t
s+t
Ks = jr j (Br ) dBr .
j=1 =1 s
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Proof. By the functional integral representation and the unitarity of the time-
reection R on L2 (QE ), we have
Rt
(F, Tt G) = dxEx [e 0 V (Bs )ds (RJ0 F (B0 ), Rei AE (Kt ) RRJt G(Bt ))]
Rt
= dxEx [e 0
V (Bs )ds
(J0 F (B0 ), ei AE (rKt )
Jt G(Bt ))],
d1 d t
=1 0 js (Bs ) dBs . By means of the
j
where the exponent is rKt = j=1
time-shift Ut we also have
Rt
(F, Tt G) = dxEx [e 0 V (Bs )ds (Ut J0 F (B0 ), Ut ei AE (rKt ) Ut Ut Jt G(Bt ))]
Rt
= dxEx [e 0
V (Bs )ds
(Jt F (B0 ), ei AE (ut rKt )
J0 G(Bt ))],
d1 d t
where ut rKt = j=1 =1 0 jts j (Bs ) dBs . Finally we set B s = Bts Bt ,
which equals to Bs in law. Then we have
Rt
(F, Tt G) = dxE0 [e 0 V (x+Bs )ds (Jt F (x), ei AE (ut rK t ) J0 G(x + B
t ))], (2.50)
where
d
d1 t
d1
n
u
t rK t =
s ) dB
jts j (x + B s = lim j (i)
0 n
j=1 =1 j=1 i=1
Ld1 Pn
AE ( j (i))
(Jt F (x), ei j=1 i=1 J0 G(x B
t ))
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and changing variable x Bt to x in dx we have
Rt
0
(F, Tt G) = lim E dxe 0 V (x+Bs )ds
n
L Pn
AE ( d1 i=1 j (i))
(Jt F (x + Bt ), ei j=1 J0 G(x)) ,
where
d
ti/n
j (i) =
jtt(i1)/n j (x + Bs ) dBs .
=1 t(i1)/n
and
n d
t
lim j (i) =
j (x + Bs ) dBs .
n 0
i=1 =1
Proof. Since
Tt
is uniformly bounded and the semigroup property Tt Ts = Tt+s is
hold, it is enough to show the weak continuity at t = 0. By the Lebesgue dominated
convergence theorem it suces to show that
AE (Kt )
Ex [(J0 F (B0 ), ei Jt G(Bt )] Ex [(J0 F (B0 ), J0 G(B0 )]
as t 0 for each x Rd . Let
AE (Kt )
Ex [(J0 F (B0 ), ei Jt G(Bt )] Ex [(J0 F (B0 ), J0 G(B0 )]
= Ex [(J0 F (B0 ), ei AE (Kt ) Jt G(Bt )] Ex [(J0 F (B0 ), ei AE (Kt ) Jt G(B0 )]
+ Ex [(J0 F (B0 ), ei AE (Kt ) Jt G(B0 )] Ex [(J0 F (B0 ), ei AE (Kt ) J0 G(B0 )]
+ Ex [(J0 F (B0 ), ei AE (Kt ) J0 G(B0 )] Ex [(J0 F (B0 ), J0 G(B0 )].
The rst and second terms of the right-hand side above converge to zero as t 0,
since Bt and Jt are continuous in t. We will check that the third line also goes to
zero. We have
|Ex [(J0 F (B0 ), ei AE (Kt ) J0 G(B0 )] Ex [(J0 F (B0 ), J0 G(B0 )]|
(Ex [
AE (Kt )J0 F (B0 )
2 ])1/2 (Ex [
G(Bt )
2 ])1/2 .
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We have a bound
Ex [
AE (Kt )J0 F (B0 )
2 ]
N + 1F (x)
2 E0 [
Kt (x)
2L2 (Rd+1 ) ],
d1 d t j
where Kt (x) = j=1 =1 0 js (x + Bs ) dBs . We have
t
d1
d
1
0
E [
Kt (x)
2L2 (Rd+1 ) ] dsE 2 x
j (Bs )
2 2
+
(Bs )ds
.
j
(2.51)
j=1 0 =1
2
Then limt0 Ex [
AE (Kt )J0 F (B0 )
2 ] = 0 follows and the proof is complete.
Theorem 2.18. Suppose Assumption 2.12. Let V K . Then {Tt }t0 is a strongly
continuous one-parameter symmetric semigroup. In particular, there exists a self-
adjoint operator KPF bounded below such that
etKPF = Tt , t 0, (2.52)
and
Rt
etKPF F (x) = Ex [e 0
V (Bs )ds i AE (Kt )
J0 e Jt F (Bt )]. (2.53)
Corollary 2.20. Suppose Assumption 2.12. Let us identify H with L2 (Rd Q).
Then under this identification ei(/2)N etKPF ei(/2)N , t > 0, is positivity improv-
ing. In particular the ground state of KPF is unique if it exists.
1 1
Proof. Let p = , p = 1 and p + q = 1. Then we have
Rt
etKPF F (x)
pL2 (Q) (Ex [e 0
V (Bs )ds
F (Bt )
])p
Rt
(Ex [eq 0
V (Bs )ds
])p/q Ex [
F (Bt )
pL2 (Q) ].
Thus we have
tKPF
e F (x)
pL2 (Q) dx C
F (x)
pL2 (Q) dx.
By means of the diamagnetic inequality, we can see that when |V |1/2 is relatively
bounded with respect to (p2 /2)1/2 with a relative bound a 0, it is also relatively
bounded with respect to ( 12 (p + A )2 + Hf (m))1/2 with a relative bound a.
See [14]. Let V = V+ V be such that V+ L1loc (Rd ) and V innitesimally small
with respect to p2 /2 in the sense of form. Then under Assumption 2.1 we can dene
the self-adjoint operator
1
HPF = (p + A )2 + Hf (m) +
V+
V (2.55)
2
by the quadratic form sum .
Theorem 2.22. Let V K and suppose Assumption 2.1. Then KPF = HPF ,
where HPF is defined by (2.55).
Proof. The functional integral representation of etHPF for (2.55) can be given by
the procedure below [25, 14]. Let
n, V (x) n.
Vn,m (x) = V (x), m < V (x) < n,
m, V (x) m.
Thus Vn,m L (Rd ) and then the functional integral representation of etHPF
with external potential Vn,m , which is denoted by etHPF (n,m) , is given by Propo-
sition 2.6. By the monotone convergence theorem for forms, we can see that
limn limm etHPF (n,m) = etHPF , where HPF is dened by (2.55). On the
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Lemma 3.2. Let V = W + U E . Suppose that j Cb1 (Rdx ; L2 (Rdk )). Then for
arbitrary t, a > 0 and each 0 < < 1/2, there exist constants D1 , D2 and D3 such
that
a2
b (x)
L2 (Q) D1 eD2 Up t eEt (D3 e 4 t etW + etWa (x) )
b
H , (3.3)
where Wa (x) = inf{W (y)||x y| < a}.
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By this, we have
Rt Rt
b (x)
L2 (Q) etE (Ex [e4 0
W (Bs )ds
])1/4 (Ex [e4 0
U(Bs )ds
])1/4
b
H ,
b
2H .
Let A = { X | sup0st |Bs ()| > a}. Then it follows from a martingale inequal-
ity that
r 2 /2 d1 2
E0 [1A ] 2P 0 (|Bt | a) = 2(2)d/2 Sd1 e r dx ea /t
a/ t
with some for each 0 < < 1/2. Thus it follows that
Rt Rt Rt
Ex [e4 0
W (Bs )ds
] = E0 [1A e4 0
W (Bs +x)ds
] + Ex [1Ac e4 0
W (Bs )ds
]
e4tW E0 [1A ] + e4tWa (x)
2
ea /t 4tW
e + e4tWa (x) .
Rt
Next we estimate Ex [e4 0 U(BRs )ds ]. Since U is in Kato-class, there exist constants
D1 and D2 such that Ex [e4 0 U(Bs )ds ] D1 eD2 Up t by Lemma 2.11. Setting
t
D3 = 1/4 , we obtain the lemma by the inequality (a + b)1/4 a1/4 + b1/4 for
a, b 0.
For V = W + U E , we dene
Moreover W holds.
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Conning Case 1. Suppose that W (x) |x|2n outside a compact set K for some
n > 0 and some > 0. Let 0 < < 1/2. Then there exists a constant C1 such that
" c #
b (x)
L2 (Q) C1 exp |x|n+1
b
H , (3.8)
16
where c = inf xRd \K W |x| (x)/|x|2n .
2
Conning Case 2. Suppose that lim|x| W (x) = . Then there exist constants
C and such that
b (x)
L2 (Q) C exp(|x|)
b
H . (3.9)
Non-Conning Case. Suppose that > E and > W . Let 0 < < 1. Then
there exists a constant C2 such that
( E)
b (x)
L2 (Q) C2 exp |x|
b
H . (3.10)
8 2 W
Conning Case 1. Note that W |x| (x) c|x|2n for x Rd \K. Then we have
2
bounds for x Rd \K:
|x|
Inserting t = t(x) = W |x| (x)1/2 |x| and a = a(x) = 2 in (3.3), we have
2
1n
b (x)
e 16 c|x| D1 e(D2 Up +E)c|x|
n+1
1n
|W |
+ e(1 16 )c|x|
n+1
(D3 ec|x| )
b
H (3.13)
Then altering both = lim inf |x| (W (x)) and > W , it is possible to
choose decomposition V = W + U E such that
U
p ( E)/2, since
lim inf |x| U (x) = 0. Inserting t = t(x) = |x| and a = a(x) = |x|
2 in (3.14),
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we have
|x|(W |x| (x)E)
b (x)
D1 eUp |x| (D3 e 16 |x| e|x|(W E) + e
2 )
b
H
( 16
+(W E) 12 (E))|x|
D1 (D3 e
((W |x| (x)E) 12 (E))|x|
+e 2 )
b
H .
/16
Choosing = , the exponent on the rst term above turns out to be
W
1 1
+ (W E) ( E) = ( E).
16 2 2
Moreover we see that lim inf |x| W |x| (x) = , and obtain
2
b (x)
L2 (Q) C2 e 2 (E)|x|
b
H
Conning Case 2. Finally, we prove conning case 2. In this case for arbitrary
c > 0 there exists N such that W |x| (x) c for all |x| > N . Inserting t = t(x) = |x|
2
|x|
and a = a(x) = 2 in (3.3), we obtain that
|x|(W |x| (x)E)
b (x)
D1 eUp |x| (D3 e 16 |x| e|x|(W E) + e
2 )
b
H
( 16 Up +(W E))|x|
+ e|x|(cEUp) )
b
H
D1 (D3 e
for |x| > N . Choosing suciently large c and suciently small such that
U
p + (W E) > 0,
16
c E
U
p > 0,
we have
b (x)
C e |x| for suciently large |x|. Then (3.9) follows.
b (x)
L2 (Q) C1 eC2 |x| ,
n
n 1,
by Theorem 3.3. Since the ground state energy Em is decreasing in m, we can take
C1 and C2 independent of m < M with some M . This fact is nontrivial and useful
to show the existence of ground states of the PauliFierz model with m = 0. This
is used in, e.g., [13].
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follows, where
< E.
Theorem 3.3, however, gives pointwise bounds:
b (x)
L2 (Q) C1 exp(C2 |x| )
b
H , 1. (3.16)
for the case of polynomially increasing potentials (Conning Case 1), while in non-
conning cases, we show that in (3.16), = 1 and
E
C2 < . (3.17)
8 2 E W
We give examples of external potentials.
Example 3.4 (Conning Potentials). Let V = V+ V be such that V+
Lploc (Rd ) and V Lp (Rd ), where
=1, d = 1,
p
> d , d 2.
2
In this case V E .
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j
d1 d
Ve (x) = ( (x), j (x))L2 (Rd ) .
2 j=1 ,=1
d1 d
Let V = supx | j=1 ,=1 ( (x), (x))L2 (Rd ) |.
j j
Thus
inf (HPF ) (Z V ).
2
When Z > V , inf (HPF ) < lim|x| V (x) = 0 follows for all values of coupling
constant . Then ground states of HPF decay as C1 eC2 |x| pointwise for all values
of coupling constants.
Acknowledgments
FH acknowledges support of Grant-in-Aid for Science Research (B) 20340032
from JSPS and Grant-in-Aid for Challenging Exploratory Research 22654018 from
JSPS.
Appendix
In this appendix, we show the unitary equivalence between HPF and the PauliFierz
Hamiltonian dened on
L2 (Rd ) F ,
d1 2 d d1 2 d
where F = n=0 ns ( L (R )) is the Boson Fock space over L (R ).
Let = {1, 0, 0, . . .} F be the Fock vacuum. The annihilation operator and
the creation operator in F are denoted by a (f ) and a(f ), respectively, where
d1 2 d
f = (f1 , . . . , fd1 ) L (R ). They satisfy canonical commutation relations:
d1
[a(f ), a (g)] = (fj , gj )L2 (Rd ) ,
j=1
[a (f ), a (g)] = 0 = [a(f ), a(g)].
The eld operator in F is given by
= 1 (a ()
A()
+ a()),
2
where (k)
= (k). The quantized radiation eld is dened by A = Rd A (x)dx
under the identication L2 (Rd ) F
= L2 (Rd ; F ) and A (x) = A(
(x)), where a
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d1 j
cuto function is given by (x) = (k, x) = j=1 (k)(k, x)/ (k). Finally
the free eld Hamiltonian is dened by
k
i
d() = 1 1. (A.1)
$ %& '
k=0 i=1 k
2
Then the PauliFierz Hamiltonian in L (R ) F is given by
d
H PF = 1 (p 1 + A)2 + V 1 + 1 d(). (A.2)
2
Suppose that V is relatively bounded with respect to 12 p2 with a relative bound
strictly smaller than one, and that j Cb1 (Rdx ; L2 (Rdk )) and
j , j , j / , x j , x j / L (Rdx ; L2 (Rdk )). (A.3)
See Assumption 2.1. Then H PF is self-adjoint on D(p2 1) D(1 d()). Now let
us see the relationship between L2 (Q) and F . Let U : F L2 (Q) be dened by
U = 1,
U : A(1 ) A(n ) : = : A (1 ) A (n ):,
where the Wick product on the left-hand side is dened by moving all the creation
operators to the left and annihilation operators to the right without any commuta-
tion relations. While the Wick product of the left-hand side is dened recursively by
: A () : = A ()
and
(
n (
n
1
n (
: A () A (j ) : = A () : A (j ) : (fk , f ) : A (j ) : .
2
j=1 j=1 k=1 j
=k
The unitary operator U can be extended to the unitary operator from F to L2 (Q),
and it also implements
U d()U 1 = Hf (m).
Then under (A.3) it follows that (1 U ) maps D( 12 p2 1) D(1 d()) to
D( 12 p2 1) D(1 Hf (m)) and
PF (1 U 1 ) = HPF .
(1 U )H (A.4)
References
[1] M. Aizenman and B. Simon, Brownian motion and Harnaks inequality for
odinger operators, Comm. Pure Appl. Math. 35 (1982) 209270.
Schr
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quantum eld model on a pseudo Riemannian manifold, Interdiscip. Inform. Sci. 15
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tum electrodynamics, J. Funct. Anal. 210 (2004) 321340.
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trodynamics, Invent. Math. 145 (2001) 557595.
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Hamiltonians, Rev. Math. Phys. 20 (2008) 787800.
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mass, preprint (2010).
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namics, Rev. Math. Phys. 9 (1997) 489530.
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II, J. Math. Phys. 41 (2000) 661674.
[16] F. Hiroshima, Essential self-adjointness of translation invariant quantum led models
for arbitrary coupling constants, Comm. Math. Phys. 211 (2000) 585613.
[17] F. Hiroshima, Self-adjointness of the PauliFierz Hamiltonian for arbitrary values of
coupling constants, Ann. Henri Poincare 3 (2002) 171201.
[18] F. Hiroshima, Fiber Hamiltonians in nonrelativistic quantum electrodynamics,
J. Funct. Anal. 252 (2007) 314355.
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Schrodinger operator with Bernstein function of the Laplacian, preprint (2009).
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model with spin 1/2, J. Funct. Anal. 254 (2008) 21272185.
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applications to scattering theory, Arch. Ration. Mech. Anal. 5 (1960) 134.
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a quantum particle coupled to a massless scalar eld, Ann. Henri Poincare 3 (2002)
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bridge 1964), p. 87.
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[27] B. Simon, Katos inequality and the comparison of semigroups, J. Funct. Anal. 32
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November 16, 2010 15:28 WSPC/S0129-055X 148-RMP
J070-S0129055X10004193
MATANIA BEN-ARTZI
Institute of Mathematics, Hebrew University, Jerusalem 91904, Israel
mbartzi@math.huji.ac.il
Pn
Let H = j,k=1 xj aj,k (x) x be a formally self-adjoint (elliptic) operator in
k
L2 (Rn ), n 2. The real coecients aj,k (x) = ak,j (x) are assumed to be bounded
and to coincide with outside of a ball. The paper deals with two topics: (i) An
eigenfunction expansion theorem, proving in particular that H is unitarily equivalent to
, and (ii) Global spacetime estimates for the associated inhomogeneous wave equa-
tion, proved under suitable (nontrapping) additional assumptions on the coecients.
The main tool used here is a Limiting Absorption Principle (LAP) in the framework of
weighted Sobolev spaces, which holds also at the threshold.
1. Introduction
Let H = nj,k=1 j aj,k (x)k , where aj,k (x) = ak,j (x), be a formally self-adjoint
operator in L2 (Rn ), n 2. The notations j = x
j
and t = t are used throughout
the paper.
We assume that the real measurable matrix function a(x) = {aj,k (x)}1j,kn
satises, with some positive constants a1 > a0 > 0, 0 > 0,
a0 I a(x) a1 I, x Rn , (1.1)
a(x) = I for |x| > 0 . (1.2)
In what follows, we shall use the notation H = a(x).
We retain the notation H for the self-adjoint (Friedrichs) extension associated
with the form (a(x), ), where ( , ) is the scalar product in L2 (Rn ). When
a(x) I we set H = H0 = .
Operators of this type appear in geometry (Laplacian on noncompact Rieman-
nian manifolds) as well as in physics, typically when physical parameters vary in
space (such as the acoustic propagator in a medium with variable speed of sound).
1209
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1210 M. Ben-Artzi
Under our assumptions (1.1) and (1.2), it follows that (H), the spectrum of
H, is the half-axis [0, ), and is entirely continuous. In particular, the equality
(Hu, u) = (a(x)u, u) shows that H has no eigenvalue at zero. In addition, if
the coecient matrix a(x) is smooth, the absence of singular continuous spectrum
follows from the classical work of Mourre ([58]). However, it seems that there is no
proof in the literature establishing the absolute continuity of the spectrum in our
case of non-smooth (and even discontinuous) coecients. This fact is implied by
our Theorem A stated in Sec. 3 below.
The threshold z = 0 plays a special role in this setting, as we shall see later.
The mere fact that both H and H0 are spectrally absolutely continuous over
[0, ) does not imply that they are identical, namely, in the functional analytic
setting, that they are unitarily equivalent. Thus one question that arises is:
Question 1. Are the operators H and H0 unitarily equivalent, under the above
assumptions on the coecients?
We next recall the denition of the wave operators related to H, H0 [50,
Chap. X].
Consider the family of unitary operators
W (t) = exp(itH) exp(itH0 ), < t < .
The strong limits
W (H, H0 ) = s- lim W (t), (1.3)
t
if they exist, are called the wave operators (relating H, H0 ). These operators play
an important role in scattering theory. They are clearly isometries. If the range
of W+ is equal to the absolutely continuous subspace of H (which here is L2 (Rn )
itself), we say that it is complete, with a similar denition for W . If either one is
complete, then it is unitary (in the case at hand) and provides a unitary equivalence
between H and H0 . A second question that arises therefore is:
Question 2. Do the wave operators exist and, if so, are they complete?
As noted above, a positive answer to this question entails a positive answer to
the rst question.
Another aspect related to the spectral theory of H is its associated eigenfunction
expansion. When available, it serves as an analytic tool which is sharper than the
abstract spectral theorem. In the case of H0 , the Fourier transform
n
g() = (2) 2
F g() = g(x)eix dx, (1.4)
Rn
Question 3. Can one associate a similar eigenfunction expansion with the oper-
ator H? More specically, can one replace the exponentials exp(ix) by some approx-
imating generalized eigenfunctions (distorted plane waves) so that the resulting
transform remains unitary and diagonalizes the operator?
As a nal topic in this paper, we turn back to the evolution (unitary) group
exp(itH)u0 , which solves the Schrodinger equation
it u = Hu, u(0) = u0 .
The last 30 years have seen a very intensive research on the global (space-
time) properties of these solutions, known as Strichartz and smoothing estimates.
Instead of treating the Schrodinger equation we choose here to address the gener-
alized wave equation,
t2 u = Hu + f, (1.6)
Question 4. Can one establish global L2 spacetime estimates for solutions of (1.6)
in terms of the initial energy norm?
1212 M. Ben-Artzi
The main technical tool used here consists of a close study of the properties of
the resolvent R(z) as z approaches the real axis.
To be more specic, we introduce the general notion of the continuity up to
the spectrum of the resolvent.
Denition 1.1. Let [, ] R. We say that H satises the Limiting Absorption
Principle (LAP) in [, ] if R(z), z C , can be extended continuously to Im z =
0, Re z [, ], in a suitable operator topology. In this case we denote the limiting
values by R (), .
The precise specication of the operator topology in the above denition is left
open. Typically, it will be the uniform operator topology associated with weighted-
L2 or Sobolev spaces, which are introduced in Sec. 2.
Note that the limiting values R () are, generally speaking, dierent from
+
R (). In fact, one has (formally) the Stieltjes formula
1 d
A() = (R+ () R ()) = E(),
2i d
where E() is the spectral family associated with H.
The operator A(), [0, ), known in the physical literature as the density
of states ([28, Chap. XIII]), plays an important role in our study.
The paper is organized as follows.
Basic functional spaces and notations are introduced in Sec. 2.
Our results are stated as Theorems AC in Sec. 3. Around each of the three
theorems, we discuss some background material as well as relevant references. Obvi-
ously, the large amount of existing literature excludes any possibility of compiling
an exhaustive bibliography.
Section 4 is devoted to revisiting the LAP as applied to the Laplacian H0 , and
in particular obtaining uniform low energy estimates.
In Sec. 5, we prove Theorem A, the LAP for H.
The eigenfunction expansion theorem, Theorem B, is proved in Sec. 6.
The global spacetime estimates for the generalized wave equation (1.6), as
stated in Theorem C, are proved in Sec. 7.
Some of the results presented here were announced in [9].
u/u L2, ,
H = { u ,0 = u 0, } (2.3)
L2,s 2
0 (R ) = {u L
2,s
(R2 )/
u(0) = 0},
and set H01,s (R2 ) to be the space of functions f H 1,s (R2 ) which have a repre-
sentation (2.4) where fk L2,s
0 , k = 0, 1, 2.
For any two normed spaces X, Y , we denote by B(X, Y ) the space of bounded
linear operators from X to Y , equipped with the operator-norm B(X,Y ) topology.
1,s
H , for all s 0. Furthermore, the graph-norm of H in H 1,s is equivalent
to the norm of H 1,s .
Similarly, we can consider the resolvent R(z) as dened on L2,s , s 0, where
L2,s is densely and continuously embedded in H 1,s .
The basic technical tool used in the present paper is given in the following
theorem. It has its own signicance, stating that the resolvent is continuous up to
the spectrum, including the threshold at = 0.
Theorem A. Suppose that a(x) satises (1.1), (1.2). Then the operator H satises
the LAP in R. More precisely, let s > 1 and consider the resolvent R(z) = (H
z)1 , Im z
= 0, as a bounded operator from L2,s (Rn ) to H 1,s (Rn ).
Then:
(a) R(z) is bounded with respect to the H 1,s (Rn ) norm. Using the density of L2,s
in H 1,s , we can therefore view R(z) as a bounded operator from H 1,s (Rn )
to H 1,s (Rn ).
(b) The operator-valued functions, dened respectively in the lower and upper half-
planes,
z R(z) B(H 1,s (Rn ), H 1,s (Rn )), s > 1, Im z > 0, (3.1)
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1214 M. Ben-Artzi
Corollary 3.1. The wave operators W (H, H0 ) exist and are complete.
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1216 M. Ben-Artzi
Indeed, all that is needed is that H, H0 satisfy the LAP in R, with respect to
the same operator topologies.
We refer to the paper [46] where the existence and completeness of the wave
operators W (H, H0 ) is established under suitable smoothness assumptions on a(x)
(however, a(x) I is not assumed to be compactly supported and H can include
also magnetic and electric potentials).
1 1
A() = lim (R( + i) R( i)) = (R+ () R ()). (3.2)
2i 0+ 2i
By Theorem A, we know that A() B(L2,s (Rn ), L2,s (Rn )). The formal relation
(H )A() = 0 can be given a rigorous meaning if, for example, we can nd a
bounded operator T such that T A()T is bounded in L2 (Rn ) and has a complete
set (necessarily at most countable) of eigenvectors. These will serve as generalized
eigenvectors for H. We refer to [18, Chaps. V and VI] and [23] for a development
of this approach for self-adjoint elliptic operators. Note that by this approach we
have at most a countable number of such generalized eigenvectors for any xed
n3
. In the case of H0 = , they correspond to |x| 2
J j ( |x|)j (), where
j = j + (n1)(n3)
4 , j being the jth eigenvalue of the LaplaceBeltrami operator
on the unit sphere S n1 , j the corresponding eigenfunction and J is the Bessel
function of order .
On the other hand, the Fourier expansion (1.5) can be viewed as expressing
a function in terms of the generalized eigenfunctions exp(ix) of H0 . Observe
that now there is a continuum of such functions corresponding to > 0, namely,
||2 = .
From the physical point of view, this expansion in terms of plane waves
proves to be more useful for many applications. In particular, replacing by the
Schrodinger operator + V (x) one can expect, under certain hypotheses on the
potential V , a similar expansion in terms of distorted plane waves. This has been
accomplished, in increasing order of generality (more specically, decay assump-
tions on V (x) as |x| ) in [1, 2, 44, 63, 68]. See also [74] for an eigenfunction
expansion for relativistic Schrodinger operators.
Here we use the LAP result of Theorem A in order to derive a similar expansion
for the operator H. In fact, our generalized eigenfunctions are given by the following
denition.
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H = F M||2 F , (3.6)
where M||2 is the multiplication operator by ||2 .
1218 M. Ben-Artzi
Recall that (H2) means that the ow associated with the Hamiltonian vectoreld
H = h x x leaves any compact set in Rx .
h n
1
(b) (Amplitude Decay) Assume f = 0. Let u0 L2 (Rn ) and v0 D(H 2 ). There
exists a constant C2 = C2 (s, n) > 0 such that the solution to (3.11) and (3.8)
satises,
1
(1 + |x|2 )s |u(x, t)|2 dxdt C2 [ u0 20 + H 2 v0 20 ]. (3.15)
R Rn
Remark 3.3. The estimate (3.14) is an energy decay estimate for the wave
equation (3.11). A localized (in space) version of the estimate has served to obtain
global (small amplitude) existence theorems for the corresponding nonlinear equa-
tion ([25, 40]).
Remark 3.4. The referee has pointed out to the author the recent preprint [19,
Theorem 1.3], where a more general result is obtained, with the metric being long-
range.
4. The Operator H0 =
Let {E0 ()} be the spectral family associated with H0 , so that
(E0 ()h, h) = 2 d, 0, h L2 (Rn ).
|h| (4.1)
||2
Following the methodology of [13, 32], we see that the weak derivative A0 () =
d
d E0 () exists in B(L
2,s
, L2,s ) for any s > 12 and > 0. (Here and below we
write L2,s for L2,s (Rn )). Furthermore,
A0 ()h, h = (2 )1 2 d,
|h| (4.2)
||2 =
where
, is the (L2,s , L2,s ) pairing (conjugate linear with respect to the second
term) and d is the Lebesgue surface measure. Recall that by the standard trace
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1220 M. Ben-Artzi
lemma we have
2 d C h
2 s, 1
|h| H s> . (4.3)
||2 = 2
However, we can rene this estimate near = 0 as follows.
1
Proposition 4.1. Let 2 < s < 32 , h L2,s . For n = 2 assume further that s > 1
and h L2,s
0 . Then
2 d C min( , 1) h
|h| 2 s, (4.4)
H
||2 =
where
1
0 < =s , n 3,
2
(4.5)
1
0 < < s , n = 2,
2
and C = C(s, , n).
Remark 4.3. We note that the conditions (4.7) yield the continuity of A0 ()
across the threshold = 0 and hence the continuity property of the resolvent as in
Proposition 4.2. However, for the local continuity at any 0 > 0, it suces to take
s, > 12 , as in [1].
This remark applies equally to the statements below, where the resolvent is
considered in other functional settings.
We shall now extend this proposition to more general function spaces. Let g
H 1, , where s, satisfy (4.7). Let f H 1,s have a representation of the form
(2.4). Equation (4.2) can be extended to yield an operator (for which we retain the
same notation)
A0 () B(H 1,s , H 1, ),
implies
n
n
f0 () + k fk () = f0 () + k fk ()
k=1 k=1
1222 M. Ben-Artzi
Remark 4.5. The main point here is the fact that the limiting values can be
extended continuously to the threshold at = 0.
In the neighborhood of any > 0 this proposition follows from
[68, Theorem 2.3], where a very dierent proof is used. In fact, using the termi-
nology there, the limit functions R0 ()f are the unique (on either side of the
positive real axis) radiative functions and they satisfy a suitable Sommerfeld radi-
ation condition. We recall it here for the sake of completeness, since we will need
it in the next section.
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|x|>0 r
where r = |x|.
We shall refer to Ru as the radiative norm of u.
Furthermore, we can take 12 < s, , as in Remark 4.3.
5. The Operator H
Fix [, ] R and let
0, |x| < 0 + 1,
(x) = (5.3)
1, |x| > 0 + 2.
u 1, C f 1,s , (5.6)
1224 M. Ben-Artzi
Since L2,s (Rn ) is dense in H 1,s (Rn ) it suces to prove this inequality for f
L2,s (Rn ) H 1,s (Rn ) (using the norm of H 1,s ).
We argue by contradiction. Let
{zk }
k=1 , {fk }
k=1 L
2,s
(Rn ) H 1,s (Rn )
be such that,
uk 0,s = 1, fk 1,s k 1 , k = 1, 2, . . .
(5.8)
zk z0
as k .
By (5.5), {uk }
k=1 is bounded in H
1,
. Replacing the sequence by a suitable sub-
sequence (without changing notation) and using the Rellich compactness theorem
we may assume that there exists a function u L2, , > , such that,
uk u in L2, as k . (5.9)
u in H 1, as k .
w
uk (5.10)
Hu in H 1, as k ,
w
Huk
(H z0 )u = 0. (5.11)
In view of (5.4) and Remark 4.5, the functions uk are radiative functions.
Since they are uniformly bounded in H 1, their radiative norms (4.14) are
uniformly bounded.
Suppose rst that z0
= 0. In view of Remark 4.5, we can take s, > 12 . Then the
limit function u is a radiative solution to (H0 z0 )u = 0 in |x| > 0 + 2 and hence
must vanish there (see [68]). By the unique continuation property of solutions to
(5.11) we conclude that u 0. Thus by (5.9) we get uk 0, 0 as k ,
which contradicts (5.8).
We are therefore left with the case z0 = 0. In this case u H 1, satises the
equation
(a(x)u) = 0. (5.12)
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Consider rst the case n 3. We may then use the representation of u by spherical
harmonics, so that, with x = r, S n1 ,
n1
u(x) = r 2 bj rj hj () + cj rj hj () , r > 0 , (5.14)
j=0 j=0
where,
(n 1)(n 3)
j (j 1) = j (j + 1) = j + ,
4 (5.15)
0 = 0 < 1 2
being the eigenvalues of the LaplaceBeltrami operator on S n1 , and hj () the
corresponding spherical harmonics. Since 1 = n 1, it follows that
n1 n3
0 = , 0 + 1 1 2 , = 0 < 1 2 . (5.16)
2 2
We now observe that (5.13) forces
b0 = b1 = = 0.
Also, by (5.14)
u
d = (n 2)|S n1 |c0 , r > 0 , (5.17)
|x|=r r
(|S n1 | is the surface measure of S n1 ), while integrating (5.12) we get
u
d = 0, r > 0 . (5.18)
|x|=r r
Multiplying (5.12) by u and integrating by parts over the ball |x| r, we infer from
(5.19) that the boundary term vanishes as r . Thus u 0, in contradiction
to (5.8) and (5.9).
It remains to deal with the case n = 2. Instead of (5.14), we now have
u(x) = r 2 b0 r 2 log r +
1 1
bj rj hj () + cj rj hj () , r > 0 , (5.20)
j=0 j=1
where 0 = 12 , 1 = 32 , 1 = 12 .
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1226 M. Ben-Artzi
is uniformly bounded, where s, satisfy (4.7). Here and below replace H 1,s by
H01,s if n = 2.
We next show that the function z R(z) can be continuously extended to in
1,s 1, 1,s
the weak toplogoy of B(H n
(R ), H (R )). To this end, we take f H
n
(Rn )
1,
and g H n
(R ) and consider the function
z g, R(z)f , z ,
g, ukj
g, u.
j
Passing to the limit in (H zkj )ukj = f we see that the limit function satises
(H z0 )u = f.
g, R(zk )f =
g, uk
g, u.
k
R+ (z0 )f = u, (5.22)
(H z)u = f.
1228 M. Ben-Artzi
Remark 5.2. In view of (5.4) and Remark 4.5 it follows that for > 0 the
functions R ()f, f H 1,s , are radiative, i.e. satisfy a Sommerfeld radiation
condition.
Proof. Since (H ||2 ) exp(ix) H 1,s , s > 1, Eq. (6.1) follows from the
denition (3.3) in view of Eq. (5.23).
Furthermore, the map
Rn
(H ||2 ) exp(ix) H 1,s (Rn ), s > 1,
is continuous, so the continuity assertion (i) follows from Theorem A.
For s > 1 the set of functions { (, ), K} is uniformly bounded in H 1,s .
Thus, in view of (6.1), it follows from the De GiorgiNashMoser Theorem [35,
Chap. 8] that the set { (x, ), K} is uniformly bounded and uniformly H older
continuous in {|x| < R} for every R > 0. In particular, we can take R > 0 (see
Eq. (1.2)). In the exterior domain {|x| > R} the set { (x, ), K} is bounded
in H 1,s , s > 1, and we have (H0 ||2 ) (x, ) = 0.
In addition the boundary values { (x, ), |x| = R, K} are uniformly
bounded. From well-known properties of solutions of the Helmholtz equation, we
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conclude that this set is uniformly bounded and therefore, invoking once again the
De GiorgiNashMoser Theorem, uniformly H older continuous.
Let C0 (Rn ) be a (real) cuto function such that (x) = 1 for x in a neighbor-
hood of the support of u.
We can rewrite the above equality as
n
(2) 2
u
() =
(H0 z)u(x), (x) exp(ix),
||2 z
where
, is the (H 1,s , H 1,s ) bilinear pairing (conjugate linear with respect to
the second term).
We have therefore, with f = (H z)u,
n
(2) 2
u
() = (
(H z)u(x), (x) exp(ix) +
(H0 H) exp(ix), u(x))
||2 z
n
(2) 2
= 2 (
f (x), (x) exp(ix) +
f (x), R(
z )(H0 H) exp(ix)). (6.2)
|| z
we have
() = f(, z)
u
() = R(z)f , Im z
= 0, (6.3)
||2 z
We now claim that this equation is valid for all compactly supported f H 1 .
Indeed, let u = R(z)f H 1,s , s > 1. Let (x) = 1 (x), where (x) is
dened in (5.3).
We set
1230 M. Ben-Artzi
Since
(k 1 x)u(x)
u(x)
k
1,s
in H , we have
(H z)((k 1 x)u(x))
(H z)u = f (x)
k
1,s
in H , where in the last step we have used Eq. (5.23).
In addition, since (H0 H) exp(ix) is compactly supported
z )(H0 H) exp(ix) =
(H0 H) exp(ix), R(z)fk (x)
fk (x), R(
(H0 H) exp(ix), R(z)f =
f, R(
z )(H0 H) exp(ix).
k
Combining these considerations with the continuity of the Fourier transform (on
tempered distributions) we establish that (6.3) is valid for all compactly supported
f H 1 .
Let {E(), R} be the spectral family associated with H. Let A() = d d
E()
be its weak derivative. More precisely, we use the well-known formula,
1
A() = lim (R( + i) R( i)),
2i 0+
to get (using Theorem A), for any f H 1,s , s > 1,
1
f, A()f =
f, (R+ () R ())f .
2i
We now take f L2 and compactly supported. From the resolvent equation we
infer
R( + i) R( i) = 2iR( + i)R( i), > 0,
so that
R( + i)f 20 , > 0.
f, A()f = lim
0+
n
n
= f() + (2) 2 i j (al,j (x) l,j )l (R(z)f (x)) exp(ix)dx,
l,j=1 Rn
(6.6)
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where in the last step we have used that both l (R(z)f (x)) and (al,j (x)
l,j ) exp(ix) are in L2 .
Consider now the integral
g(, z) = (al,j (x) l,j )l (R(z)f (x)) exp(ix)dx, z ,
Rn
where is as in (5.1).
In view of Theorem A the family {l R(z)f (x)}z is uniformly bounded in
L2,s , s > 1, so by Parsevals theorem we get
g(, z) 0 < C, z ,
where C only depends on f.
This estimate and (6.6) imply that, if f L2 is compactly supported:
(i) The function
(, z) f(, z)
Rn
is continuous. For real z it is given by (6.5).
(ii)
lim (||2 z)1 |f(, z)|2 d = 0,
k ||>k
uniformly in z .
As z ||2 + i 0, we have by Theorem A and Eq. (3.4),
n
lim
2
f (, z) = (2) 2 f (x)+ (x, )dx = F+ f (), (6.7)
z|| +i0 Rn
so that, taking (i) and (ii) into account we obtain from (6.4), for any compactly
supported f L2 ,
1
f, A()f = |F+ f ()|2 d, > 0, (6.8)
2 ||2 =
where d is the surface Lebesgue measure.
It follows that for any [, ] [0, ),
((E() E())f, f ) =
f, A()f d = |F+ f ()|2 d. (6.9)
||2
Letting 0, , we get
f 0 = F+ f 0 . (6.10)
2
Thus f F+ f L (R ) is an isometry for compactly supported functions, which
n
1232 M. Ben-Artzi
then
n
(F+ f, g) = (2) 2 f (x)+ (x, )dx g()d
Rn Rn
n
= (2) 2 f (x) g()+ (x, )d dx,
Rn Rn
where in the change of order of integration Proposition 6.1 was taken into account.
It follows that for a compactly supported g() L2 (Rn ),
n
(F+ g)(x) = (2) 2 g()+ (x, )d, (6.12)
Rn
and the extension to all g L2 (Rn ) is obtained by the fact that F+ is a partial
isometry.
Now if f D(H), g L2 (Rn ), we have
(Hf, g) = ||2 F+ f ()F+ g()d = F+ (||2 F+ f ())g()d,
Rn Rn
which is the statement (3.6) of the theorem.
It follows from the spectral theorem that for every interval J = [, ] [0, )
and for every f L2 (Rn ) we have, with EJ = E()E() and J the characteristic
function of J,
EJ f (x) = F+ (J (||2 )F+ f ()),
or
F+ EJ f () = J (||2 )F+ f ().
It remains to prove that the isometry F+ is onto (and hence unitary).
So, suppose to the contrary that for some nonzero g() L2 (Rn )
(F+ g)(x) = 0.
In particular, for any f L2 (Rn ) and any interval J as above,
0 = (EJ f, F+ g) = (F+ EJ f, g) = (J (||2 )F+ f (), g())
= (F+ f (), J (||2 )g()),
so that F+ (J (||2 )g()) = 0.
November 16, 2010 15:28 WSPC/S0129-055X 148-RMP
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so that, in view of the continuity properties of + (x, ) (see Proposition 6.1), for
a.e. (0, ),
g()+ (x, )d = 0. (6.13)
||2 =
1234 M. Ben-Artzi
Note that, as is common when treating evolution equations, we write U (t), F (t), . . .
for U (x, t), F (x, t), . . . when there is no risk of confusion.
The operator K is a self adjoint operator on D = L2 (Rn ) L2 (Rn ). Its spectral
family EK () is given by EK () = EG () (I EG ()), R, where EG is the
spectral family of G.
d
Let E() be the spectral family of H, and let A() = d E() be its weak
derivative (3.2). By the denition of G we have
EG () = E(2 ),
is continuous for 0.
Denoting Ds = L2,s (Rn ) L2,s (Rn ), it follows that
d
AK () = EK () = AG () AG (), R,
d
is continuous with values in B(Ds , Ds ) for s > 1.
Making use of Hypotheses (H1) and (H2), we invoke [65, Theorem 5.1] to con-
1
clude that lim sup 2 A() B(L2,s ,L2,s ) < , so that by (7.5) there exists a
constant C > 0, such that
a density argument, as in [7, 17]. We shall use (( , )) for the scalar product in
L2 (Rn+1 ) L2 (Rn+1 ).
Take w(x, t) C0 (Rn+1 ) C0 (Rn+1 ). Then,
((U, w)) = eitK U (x, 0) w(x, t)dxdt
! "
= AK ()U (x, 0), eit w(, t)dt d
= (2)1/2
AK ()U (x, 0), w(,
)d,
where
1
) = (2) 2
w(x, w(x, t)eit dt.
R
s
Let (x, t) C0 (Rn+1 ) C0 (Rn+1 ), and take w(x, t) = (1 + |x|2 ) 2 (x, t), so
that
s
|(((1 + |x|2 ) 2 U, ))| C U (x, 0) 0 L2 (Rn+1 ) .
This concludes the proof of the part involving the Cauchy data in (3.14), in view
of (7.3).
To prove the part concerning the inhomogeneous equation, it suces to take
u0 = v0 = 0.
In this case the Duhamel principle yields, for t > 0,
t
U (t) = ei(t )K F ( )d,
0
1236 M. Ben-Artzi
where
1
) = (2) 2
w(x, w(x, t)eit dt.
R
Noting (7.6) as well as the inequalities (7.8) (with AG replacing AK ) and using
the CauchySchwartz inequality
1/2
|(v+ , w)| (2)1/2 + 0
AG ()w(,
), w(,
)d
0
12
C + 0 ) 20,s d
w(, .
0
November 16, 2010 15:28 WSPC/S0129-055X 148-RMP
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Remark 7.1 (Optimality of the Requirement s > 1). A key point in the proof
was the use of the uniform bound (7.6). In view of the relation (7.5), this is reduced
to the uniform boundedness of A(2 ), 0, in B(L2,s , L2,s ). By [65, Theo-
1
rem 5.1] the boundedness at innity, lim sup 2 A() < , holds already
with s > 12 . Thus the further restriction s > 1 is needed in order to ensure the
boundedness at = 0 (Theorem A).
Remark 7.2. Clearly we can take [0, T ] as the time interval, instead of R, for any
T > 0.
Acknowledgments
This work was partially done during my visits to the Department of Mathematics at
Stanford University (Spring 2004) and the Department of Mathematics of the Uni-
versite de Provence (Marseille, Spring 2006). I am grateful for the hospitality of both
departments with special thanks to Professors Rafe Mazzeo and Yves Dermenjian.
In addition, very stimulating discussions with S. Agmon, K. Hidano, Y. Pinchover,
M. Ruzhansky, M. Sugimoto and T. Umeda are happily acknowledged.
The author thanks the referee for calling his attention to the works [1921].
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