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# Quantum mechanics without interpretation

## Abstract

It is shown that the independence of the continuum hypothesis points to the unique definite status of the set of intermediate cardinality: the intermediate set exists only as a subset of continuum. This latent status is a consequence of duality of the members of the set. Due to the structural inhomogeneity of the intermediate set, its complete description falls into several “sections” (theories) with their special main laws, dimensions, and directions, i.e., the complete description of the one-dimensional intermediate set is multidimensional. Quantum mechanics is one of these theories.

PACS numbers: 03.65.Bz, 02.10.Cz, 11.25.-w

The concept of discrete space is always regarded as a unique alternative to continuous space. Nevertheless, there is one more possibility originated from the continuum problem: the set of intermediate cardinality represents the golden mean between the opposing concepts.

But although the continuum problem has been solved , the status of the set of intermediate cardinality is still unclear. The commonly held view is that, according to the independence of the continuum hypothesis (CH), we can neither prove nor refute existence of the intermediate set and, therefore, CH or its negation must be taken as an additional axiom.

However, it may be stated that there exists a unique definite status of the intermediate set which is consistent with the independence of the continuum hypothesis. Since, by definition, the set of intermediate cardinality $`I`$ should be a subset of continuum $`R`$, the independence of CH may be understood as impossibility, in principle, to separate the subset of intermediate cardinality from continuum. In other words, the independence of CH means that for any real number $`xR`$ the sentence $`xIR`$ is undecidable. Reasons of this inseparability, if any, should be investigated.

This latent status is the only definite status of the set of intermediate cardinality that is consistent with the generally accepted solution of the continuum problem. However, in order to state that the status follows from the independence of CH, it is necessary to know that standard Zermelo-Fraenkel set theory (ZF) gives correct description of the notion of set, i.e., we need set-theoretic analog of Church’s thesis in order to be sure that we have reliable solution of the continuum problem independent of the concrete formalization of the concept of set. This thesis ensures that any changes in the collection of self-evident statements will not alter the present solution of the problem and therefore the Zermelo-Fraenkel collection of axioms is, in this sense, complete. This understanding of completeness implies that the independence (and the existence) of the statement is not an imperfection or a peculiarity of the formalization but a sign of some property of the set in question.

Note that, if we postulate existence of the intermediate set (in other words, if we take the negation of CH as an axiom), the result will be the same: since any way of obtaining the set is forbidden by the independence of CH, we have to reconcile with the same hidden intermediate subset in continuum which we can get without any additional assumption.

In order to separate some finite set we do not need any fixed rule (algorithm) if we are interested only in the number of members. We may select members arbitrarily until the collection has requisite cardinality. In the case of an infinite subset, the separation procedure must be based on some appropriate rule. From the undecidability of CH it follows that we do not have a rule for separation of the intermediate subset.

According to the separation axiom scheme, for any set and for any property expressed by some formula there exists a subset of the set, which contains only members of the set having the property. Hence, if the members of the intermediate subset have any discriminating property relative to the other members of continuum, then we can separate the subset. From the independence of CH it follows that we cannot express any property of the members of the intermediate set, i.e., any property we can formulate implies separation of either countable or continuous subset of continuum. This does not mean that members of the intermediate set have no properties and therefore this subset is empty.

If we have a set consisting of members of two kinds, it is possible that there are exist members combining properties of both kinds. This trivial possibility makes substantial difficulties when the properties are mutually exclusive. In this case, the properties may not become apparent simultaneously. However, they may manifest itself under different tests: such a dual member “looks” exactly like a member of one of these kinds depending on testing procedure. This complicates the problem: we must introduce two alternative kinds of testing procedure and ensure comprehensive test of each member. But set theory does not provide for the mutually exclusive properties. Since one-stage test is not sufficient for detection of the dual members, we get the independent statement.

As an illustration, consider a brick road which consists of black bricks and white bricks. If we know (or suspect) that among them there are some bricks which have white top sides and black bottom sides (or vice versa, i.e., these bricks combine the sides “from” the white brick and “from” the black brick), we, nevertheless, cannot find them. Based only on the top view, the problem of separation (and even existence) of the black-and-white bricks of this kind is undecidable. Each brick can be black-and-white with equal probability. However, if we have the top view and the bottom view, we can find these bricks: each of them looks like a white brick in the one view and like a black brick in the other view (“black-white duality”).

What is the basic difference between the members of the countable set and continuum? Here we touch upon the problem of relationship between cardinality and nature of a set. George Cantor believed that cardinality of a set is independent of nature of its members. In accord with this premise, we can ignore the properties of the members of all sets and the separation axiom scheme. But, in this way, we can miss an opportunity to become aware of one more important problem. The absence of correlation between cardinality and structure of a set is neither axiom nor theorem. This is obvious only for finite sets. For any infinite set, it is quite clear that, “to be a member of the set” means “to have some special property”. Of course, we mean typical set-generating members. An infinite set is always coupled with its natural structure which is, actually, the optimal arrangement of its members. The members should be suitable for embedding in the natural structure of the set.

Let us explicitly formulate the following second thesis: structure of an infinite set is determined by its cardinality directly related to the properties of its members.

Cardinality of a finite set may be characterized by most complex structure which can be made of this number of members. On the contrary, the distinctive structure of infinite cardinality is the simplest structure (the most compact arrangement) of the corresponding set. For example, the countable set can fit into the natural structure of continuum (the set of the rational numbers) and there remain vacancies (the irrational numbers), whereas continuum cannot be arranged in the natural structure of the countable set where for any real number there is the only successor: the discrete structure of the set of natural numbers cannot accommodate all real numbers. It is clear that the most symmetrical arrangement of members should be regarded as the simplest structure of a set.

The relationship between cardinality and structure of a set can be the cause of some seemingly baseless phenomena: the minimization principles (e.g. the principle of least action), spontaneous symmetry breaking, phase transitions, etc.

From the operational viewpoint, a natural number and a real number are outputs of different procedures: counting and measurement. Any real number is length of some interval or segment, i.e., the key property, making the difference, is plausibly length considered as a qualitative (physical) property “to be extended”. Roughly speaking, the countable set basically consist of the zero-length (point-like) members, while the generic members of continuum have non-zero length. Length, as a property, means applicability, as an “assembly unit”, to the structure of continuum. Corresponding dual member “looks” either like a point or like an extended object depending on the testing arrangement.

In set theory, uncountable sets appear only due to the power set axiom, i.e., the magic word “$`2^N`$” should produce an extended object from nothing (the countable set is made of the empty set by axiom of pairs and axiom of infinity).

Thus the only apparent reason for the inseparability of the intermediate set is duality of its members (except for the members of the countable subset of the intermediate set). But we get a problem of formulation of the corresponding alternative properties and the testing procedures in terms of set theory.

We confine discussion of this duality to the above informal remarks (we shall not use it in further consideration). But it is worthwhile to note that this duality is similar to wave-particle duality: in quantum mechanics, we have continuous space of classical mechanics (a macroscopic measuring apparatus described by classical rules) and, inside this continuum, some dual objects (microscopic particles) combining alternative properties of a wave (continuum) and a point-like particle (the countable set). Without this similarity the above observations may seem too bizarre and vague to be taken into account. But the direct suggestion of reality may not be ignored.

A set is a real object and may have a priori unpredictable properties, particularly, if it consist of very small (microscopic) or very large (cosmological) members. This properties should be related, naturally, to independent statements which indicates that we deal with more complete reality than is fixed in the formal system based on the concepts originated in our usual scale.

Recall that non-Euclidean geometry and general relativity have emerged from the independence of the fifth Euclid’s postulate. Analogously, the independence of CH converts existence of the intermediate set into a physical problem. The structure of space (space-time) is not only geometry. Moreover, set-theoretic structure determines validity of geometry: geometry is a set of properties of continuous space.

Consider the maps of the intermediate set $`I`$ to the sets of real numbers $`R`$ and natural numbers $`N`$.

Let the map $`IN`$ decompose $`I`$ into the countable set of mutually disjoint infinite subsets: $`I_n=I`$ ($`nN`$). Let $`I_n`$ be called a unit set. All members of $`I_n`$ have the same countable coordinate $`n`$.

Consider the map $`IR`$. By definition, continuum $`R`$ contains a subset $`M`$ equivalent to $`I`$, i.e., there exists a bijection

$$f:IMR.$$
(1)
This bijection reduces to separation of the intermediate subset $`M`$ from continuum. Since any separation rule is a proof of existence of the intermediate set and, therefore, contradicts the independence of the continuum hypothesis, we, in principle, do not have a rule for assigning a real number to an arbitrary point $`s`$ of the intermediate set. Hence, any bijection can take the point only to a random real number. If we do not have preferable real numbers, then the mapping is equiprobable, i.e., the point can be found at any real number with equal probability. This already conforms to the quantum free particle. In the general case, we have the probability $`P(r)dr`$ of finding the point $`sI`$ about $`r`$. Note that we have used only the independence of CH and the thesis about validity of ZF.

Thus the point of the intermediate set has two coordinates: a definite natural number and a random real number:

$$s:(n,r_{random}).$$
(2)
Only the natural number coordinate gives reliable information about relative positions of the points of the set and, consequently, about size of an interval. But the points of a unit set are indistinguishable. It is clear that the probability $`P(r)`$ depends on the natural number coordinate of the corresponding point.

For two real numbers $`a`$ and $`b`$ the probability $`P_{ab}dr`$ of finding $`s`$ in the union of the neighborhoods $`(dr)_a(dr)_b`$

$$P_{ab}dr[P(a)+P(b)]dr$$
(3)
because $`s`$ corresponds to both (all) points at the same time (the elemental events are not mutually exclusive). In other words, the probability is inevitably non-additive. In order to overcome this obstacle, it is most natural to introduce a function $`\psi (r)`$ such that $`P(r)=𝒫[\psi (r)]`$ and $`\psi _{ab}=\psi (a)+\psi (b)`$. The idea is to compute the non-additive probability from some additive object by a simple rule. It is quite clear that this rule should be non-linear. Indeed,

$$P_{ab}=𝒫(\psi _{ab})=𝒫[\psi (a)+\psi (b)]𝒫[\psi (a)]+𝒫[\psi (b)],$$
(4)
i.e., the dependence $`𝒫[\psi (r)]`$ is non-linear. We may choose the dependence arbitrarily but the simplest option is always preferable. The simplest non-linear dependence is the square dependence:

$$𝒫[\psi (r)]=|\psi (r)|^2.$$
(5)
Of course, we must be ready to correct our choice. Therefore, running a little ahead, we providently use modulus brackets: the function $`\psi (r)`$ will be complex-valued in order to ensure invariance of the probability under shift in $`N`$. The square dependence will also lead to physically clear concept of wave which is the important additional reason for the choice.

We shall not discuss uniqueness of the chosen options. The aim of this paper is to show that quantum mechanics is, at least, one of the simplest and most natural descriptions of the set of intermediate cardinality.

The probability $`P(r)`$ is not probability density because of its non-additivity. This fact is very important. Actually, the concept of probability should be modified, since the additivity law is one of the axioms of the conventional probability theory (the sample space should consist of the mutually exclusive elemental events). But we shall not alter the concept of probability because it is not altered in quantum mechanics. This means that we shall regard $`P(r)=|\psi (r)|^2`$ as probability density, i.e., we accept an analogue of Born postulate.

The function $`\psi `$, necessarily, depends on $`n`$: $`\psi (r)\psi (n,r)`$. Since $`n`$ is accurate up to a constant (shift) and the function $`\psi `$ is defined up to the factor $`e^{i\text{const}}`$, we have

$$\psi (n+\text{const},r)=e^{i\text{const}}\psi (n,r).$$
(6)
Hence, the function $`\psi `$ is of the following form:

$$\psi (r,n)=A(r)e^{2\pi in}.$$
(7)
Thus the point of the intermediate set corresponds to the function Eq.(7) in continuum. We can specify the point by the function $`\psi (n,r)`$ before the mapping and by the random real number and the natural number when the mapping has performed. In other words, the function $`\psi (n,r)`$ may be regarded as the image of $`s`$ in $`R`$ between mappings.

Consider probability $`P(b,a)`$ of finding the point $`s`$ at $`b`$ after finding it at $`a`$. Let us use a continuous parameter $`t`$ for correlation between continuous and countable coordinates of the point $`s`$ (simultaneity) and in order to distinguish between the different mappings (events ordering):

$$r(t_a),n(t_a)\psi (t)r(t_b),n(t_b),$$
(8)
where $`t_a<t<t_b`$ and $`\psi (t)=\psi [n(t),r(t)]`$. For simplicity, we shall identify the parameter with time without further discussion. Note that we cannot use the direct dependence $`n=n(r)`$. Since $`r=r(n)`$ is a random number, the inverse function is meaningless.

Assume that for each $`t(t_a,t_b)`$ there exists the image of the point in continuum $`R`$.

Partition interval $`(t_a,t_b)`$ into $`k`$ equal parts $`\epsilon `$:

$`k\epsilon =t_bt_a,`$
$`\epsilon =t_it_{i1},`$
$`t_a=t_0,t_b=t_k,`$ (9)
$`a=r(t_a)=r_0,b=r(t_k)=r_k.`$
The conditional probability of of finding the point $`s`$ at $`r(t_i)`$ after $`r(t_{i1})`$ is given by

$$P(r_{i1},r_i)=\frac{P(r_i)}{P(r_{i1})},$$
(10)
i.e.,

$$P(r_{i1},r_i)=\left|\frac{A_i}{A_{i1}}e^{2\pi i\mathrm{\Delta }n_i}\right|^2,$$
(11)
where $`\mathrm{\Delta }n_i=|n(t_i)n(t_{i1})|`$.

The probability of the sequence of the transitions

$$r_0,\mathrm{},r_i,\mathrm{}r_k$$
(12)
is given by

$$P(r_0,\mathrm{},r_i,\mathrm{}r_k)=\underset{i=1}{\overset{k}{}}P(r_{i1},r_i)=\left|\frac{A_k}{A_0}\mathrm{exp}2\pi i\underset{i=1}{\overset{k}{}}\mathrm{\Delta }n_i\right|^2.$$
(13)
Then we get probability of the corresponding continuous sequence of the transitions $`r(t)`$:

$$P[r(t)]=\underset{\epsilon 0}{lim}P(r_0,\mathrm{},r_i,\mathrm{}r_k)=\left|\frac{A_k}{A_0}e^{2\pi im}\right|^2,$$
(14)
where

$$m=\underset{\epsilon 0}{lim}\underset{i=1}{\overset{k}{}}\mathrm{\Delta }n_i.$$
(15)
Since at any time $`t_a<t<t_b`$ the point $`s`$ corresponds to all points of $`R`$, it also corresponds to all continuous random sequences of mappings $`r(t)`$ simultaneously, i.e., probability $`P[r(t)]`$ of finding the point at any time $`t_att_b`$ on $`r(t)`$ is non-additive too. Therefore, we introduce an additive functional $`\varphi [r(t)]`$. In the same way as above, we get

$$P[r(t)]=|\varphi [r(t)]|^2.$$
(16)
Taking into account Eq.(14), we can put

$$\varphi [r(t)]=\frac{A_N}{A_0}e^{2\pi im}=\text{const}e^{2\pi im}.$$
(17)
Thus we have

$$P(b,a)=|\underset{allr(t)}{}\text{const}e^{2\pi im}|^2,$$
(18)
i.e., the probability $`P(a,b)`$ of finding the point $`s`$ at $`b`$ after finding it at $`a`$ satisfies the conditions of Feynman’s approach (section 2-2 of ) for $`S/\mathrm{}=2\pi m`$. Therefore,

$$P(b,a)=|K(b,a)|^2,$$
(19)
where $`K(a,b)`$ is the path integral (2-25) of :

$$K(b,a)=_a^be^{2\pi im}Dr(t).$$
(20)
Since Feynman does not essentially use in Chap.2 that $`S/\mathrm{}`$ is just action, the identification of $`2\pi m`$ and $`S/\mathrm{}`$ may be postponed.

In section 2-3 of  Feynman explains how the principle of least action follows from the dependence

$$P(b,a)=|\underset{allr(t)}{}\text{const}e^{(i/\mathrm{})S[r(t)]}|^2:$$
(21)
“The classical approximation corresponds to the case that … the phase of the contribution $`S/\mathrm{}`$ is some very, very large angle. The real (or imaginary) part of $`\varphi `$ is the cosine (or sine) of this angle. … small changes in path will, generally, make enormous changes in phase, and our cosine or sine will oscilate exceedingly rapidly between plus and minus values. The total contribution will then add to zero; … But for the special path $`\overline{x}`$, for which $`S`$ is an extremum, a small change in path produces, in the first order at least, no change in $`S`$. Therefore, only for paths in the vicinity of $`\overline{x}`$ can we get important contributions, and in the classical limit we need only consider this particular trajectory as being of imporance.” We can apply the same reasoning to Eq.(18) and, for very large $`m`$, get “the principle of least $`m`$”. This also means that for large $`m`$ the point $`s`$ has a definite stationary path and, consequently, a definite continuous coordinate. In other words, the corresponding interval of the intermediate set is sufficiently close to continuum (let the interval be called macroscopic), i.e., cardinality of the intermediate set depends on its size. Recall that we can measure the size of an interval of the set only in the unit sets (some packets of points).

Since large $`m`$ may be considered as continuous variable, we have

$$m=\underset{\epsilon 0}{lim}\underset{i=1}{\overset{k}{}}\mathrm{\Delta }n_i=_{t_a}^{t_b}𝑑n(t)=\mathrm{min}.$$
(22)
The function $`n(t)`$ may be regarded as some function of $`r(t)`$: $`n(t)=\eta [r(t)]`$. It is important that $`r(t)`$ is not random in the case of large $`m`$. Therefore,

$$_{t_a}^{t_b}𝑑n(t)=_{t_a}^{t_b}\frac{d\eta }{dr}\dot{r}𝑑t=\mathrm{min},$$
(23)
where $`\frac{d\eta }{dr}\dot{r}`$ is some function of $`r`$, $`\dot{r}`$, and $`t`$. This is a formulation of the principle of least action (note absence of higher time derivatives than $`\dot{r}`$), i.e., large $`m`$ can be identified with action.

Since the value of action depends on units of measurement, we need a parameter $`h`$ depending on units only such that

$$hm=_{t_a}^{t_b}L(r,\dot{r},t)𝑑t=S.$$
(24)
Finally, we may substitute $`S/\mathrm{}`$ for $`2\pi m`$ in Eq.(20) and consider Feynman’s formulation of quantum mechanics as a natural description of the set of intermediate cardinality.

Thus the intermediate set is a set of variable infinite cardinality. Taking into account that any infinite set should be equivalent to its proper subset, we get that the set should have constant cardinality ranges, i.e., intermediate cardinality changes stepwise. Addition of only large enough “portion” of points changes cardinality of an intermediate subset to the next level. It is reasonable to identify these portions with the unit sets.

If we reduce size of the large intermediate interval, its length becomes unstable and then collapses, i.e., we have three basic kinds of the interval:

Macroscopic interval. This interval is large enough to be regarded as continuos. It has stable non-zero length.

Microscopic interval. This interval may not be regarded as continuos. It has no length, i.e., its continuos image is exactly a point.

Submicroscopic interval. It is an intermediate kind of the interval with unstable random length. Its length is either zero or non-zero random real number depending on mapping. This property is just wave-particle duality: the submicroscopic interval looks either like a point or like a continuous interval. Due to the factor $`e^{2\pi im}`$ in Eq.(17), this instability shows periodic character and may be described by means of the concept of wave. Oscillatory instability makes the difference between the “classical” inexact length and quantum random length (and, in combination with non-additivity, between classical and quantum probabilities). Submicroscopic intervals make the region of quantum mechanics.

It is not correct to consider the subset of intermediate cardinality as a set of random numbers or pairs of real and natural numbers. We cannot (and we do not need to) exhaust the entire intermediate set. It is sufficient to find one interval with unstable length in order to state that we have approximate continuum (the intermediate set). Since in the set of the real numbers properties of an interval do not depend on the size of the interval, in exact continuum, unlike approximate one, the members of the intermediate subset are somewhat artificial. The intermediate subset in exact continuum should be regarded as a system of unstable formations in the natural structure of the real numbers. This system is described by quantum mechanics.

Note that we can substitute action for $`m`$ only for sufficiently high time rate of change of the countable coordinate $`n`$ because, if $`\mathrm{\Delta }n_i=|n(t_i)n(t_{i1})|`$ in Eq.(22) is not sufficiently large to be considered as an (even infinitesimal) interval of continuum, action reduces to zero. In other words, the change in size of the intermediate set, from $`t_a`$ to $`t_b`$, should not be microscopic (exact zero, from macroscopic point of view). Zero-action may be understood as vanishing of mass of the point. Recall that mass is a factor which appear in Lagrangian of a free point as a peculiar property of the point under consideration, i.e., formally, mass may be regarded as a consequence of the principle of least action  and, consequently, of the sufficiently high time rate of change of the countable coordinate (cardinality). Figuratively, mass is something like air drag which is substantial only for sufficiently fast bodies. Note some analogy with the Higgs mechanism: Higgs field also plays the role of a selective drag factor.

Consider the special case of constant time rate of change $`\nu `$ of the countable coordinate $`n`$. We have $`m=\nu (t_bt_a)`$. Then “the principle of least $`m`$” reduces to “the principle of least $`t_bt_a`$”. If $`\nu `$ is not sufficiently large (massless point), this is the simplest form of Fermat’s least time principle for light. The more general form of Fermat’s principle follows from Eq.(22): since

$$_{t_a}^{t_b}𝑑n(t)=\nu _{t_a}^{t_b}𝑑t=\mathrm{min},$$
(25)
we obviously get

$$_{t_a}^{t_b}\frac{dr}{v(t)}=\mathrm{min},$$
(26)
where $`v(t)=dr/dt`$. In the case of non-zero action (mass point), the principle of least action and Fermat’s principle “work” simultaneously. It is clear that any additional factor can only increase the pure least time. As a result, $`t_bt_a`$ for a massless point bounds below $`t_bt_a`$ for any other point and, therefore, $`(ba)/(t_bt_a)`$ for massless point bounds above average speed between the same points $`a`$ and $`b`$ for continuous image of any point of the intermediate set. This is a step towards special relativity.

Galileo’s relativity principle may be considered as a consequence of replacement, in the macroscopic case, of the absolute natural number $`m`$ by the integral (action): the integrand (Lagrangian) is defined up to the total time derivative. This lack of uniqueness results in the relativity principle. In a literal sense, microscopic absolute space turns to macroscopic relative space.

Thus, paradoxically, light consist of the slowest points. Note that any spacetime interval $`\tau ^2=(c\mathrm{\Delta }t)^2(\mathrm{\Delta }r)^2`$ along a light beam is exact zero (lightlike or null interval). In this sense, a photon, in Minkowski spacetime, is at absolute rest: it moves no spacetime “distance” (pseudo-distance). Recall that spacetime interval is directly related to relativistic action $`S_{rel}𝑑\tau `$ and, consequently, to cardinality of the corresponding path. From this fact, in particular, it follows that entangled photons are really very close to each other, in the sense of the countable coordinate, until the measurement has performed, i.e., we have the proper microscopic interval which has macroscopic image. The submicroscopic stage is skipped in this case (which is usual in optical phenomena), therefore, we do not have random real number. But the direction of the point-like microscopic interval is independent of the direction of the real line and should be generated randomly by the measurement.

On the contrary, a point with mass should, permanently, have sufficiently high time rate of change of its path cardinality. As a consequence, the continuous image of the point also cannot be fixed. This quite conforms with the uncertainty principle and seems to be its most important aspect.

Since the intermediate set is a set of variable infinite cardinality, there is no need of an external continuous container-set in order to satisfy the basic conclusion that the set of intermediate cardinality must be a subset of continuum. The intermediate set is contained in its own sufficiently large interval.

Only sufficiently small intermediate interval manifests explicit features of intermediate cardinality. In other words, the intermediate set is a substantially microscopic set. Separation of the intermediate subset from continuum, in some figurative sense, means “enlargement” of the subset which in turn means increasing of its cardinality and, as a consequence, loss of “microscopicity” of the set, i.e., the separation transforms the subset “beyond recognition”.

There are two kinds of continuum: exact mathematical (formal) continuum and approximate real continuum. Formal continuum is highly homogeneous set: its arbitrarily small interval has the same cardinality (number of points) as the entire real line: $`|\{dr\}|=|R|`$. Here $`|\{dr\}|`$ is the number of points of the infinitesimal interval $`dr`$. The infinite number $`|R|`$ of intermediate points between two converging points of exact continuum never decreases until the points have coincided and the set of these points becomes empty at once. This leap is analogous to the wave function collapse (conversion of the continuous image of the submicroscopic interval).

As a consequence of its super-homogeneity, formal continuum is static: it does not possess the principle of least action. Note that geometric figures are motionless and massless. Motion, mass, and physical laws should be imported into formal continuum from outside. Motion is a consequence of the structure difference in the intermediate set.

In fact, physics for a long time has the need of a set of variable infinite cardinality. Physical properties of matter vary with its size reduction whereas properties of formal continuum remain invariable. This is very inconvenient and absolutely unrealistic if the points of continuous space have any physical meaning.

It is important to make some general qualitative remarks about the complete description of the set of intermediate cardinality.

The description of a point in the intermediate set depends on the time rate of change of its path cardinality $`m`$.

A sufficiently fast point produces the macroscopic path. It has definite continuous coordinate on the path. Since the principle of least action is an intrinsic property of the set of intermediate cardinality relating to the macroscopic paths in the set, it may be stated that classical mechanics is a description of the point on the macroscopic intermediate interval.

Quantum mechanics describes the point on the submicroscopic interval in terms of the continuous description. This description also has its intrinsic law: the wave equation.

From macroscopic point of view, there are two kinds of points: the true points and the composite points. A composite point (the microscopic interval) consist of an infinite number of points. It is uniquely determined by the natural number of unit sets. Cardinality of the proper microscopic interval may be regarded as some qualitative property of the point (charge). If the interval is destroyed (decay of the corresponding point), this property vanishes and turns to the properties (cardinalities) of the output intervals. (We may formulate the following marginal thesis: qualitative properties are infinite quantities.)

Thus the description of the proper microscopic intervals reduces to the description of transmutation of expanded (non-local) but, at the same time, point-like objects and their properties.

The string theory clearly shows that particle properties are really properties of some intervals and segments having natural numbers as their inherent characteristics.

We see that the complete description of the set of intermediate cardinality falls into a chain of three theories. Each theory corresponds to a class of approximately equivalent intervals (scale).

Non-equivalent macroscopic, submicroscopic, and microscopic intervals of the set of intermediate cardinality may not be regarded as the same homogeneous axis. As a result the description of a true point in the one-dimensional intermediate set is three-dimensional (or four-dimensional, including time).

Each of the three descriptions has its particular main law, directions, and dimensions. Thus, in addition to teleportation, we have parallel worlds<sup>1</sup><sup>1</sup>1By the way, isn’t it clear that classical and quantum mechanics describe different worlds?. This worlds are partially autonomous because they are self-contained structures consisting of different unmatched (“inadherent”) components (“assembly units”). The proper microscopic world consist of the true zero-length points. The submicroscopic world consist of unstable (oscillating) intervals (oscillators of quantum field theory). The points of the macro-world are, actually, infinitesimal continuous intervals (the least intervals with sufficiently stable length): any sum (integral) of exact zero values is exact zero and therefore zero-length points can not constitute the real line or its interval. Recall that, in set theory, uncountable sets appear only due to the power set axiom.

The absolute sizes of the intervals (degree of the intervals size reduction) determine its generic properties and the total number of the intervals (cardinality of the set they constitute). This obvious interdependence establishes the connection between cardinality and structure of an infinite set (the second thesis). Note that the way of obtaining sets by the fission of a whole is diametrically opposite to the step-by-step construction which is the preferable (in fact, the only admissible) way in set theory.

Due to the absence of strict correlation of the worlds, the interactions between them need special arrangements (interfaces). Macroscopic measuring apparatus forms interface between the macroscopic and submicroscopic worlds. Interactions between the descriptions is one of the most unclear points of the consideration.

At present, all the descriptions are imbedded in the continuous space of classical mechanics. As a result, the dimensions and the directions of the submicroscopic and microscopic descriptions are lost.

The total number of space time dimensions of three 3D descriptions is ten. The same number of dimensions appear in string theories. But the extra dimensions of the intermediate set are essentially microscopic and do not require compactification.

The directions of the submicroscopic and microscopic descriptions are replaced with spin. Reliable separation of the descriptions needs careful examination but it may be preliminarily stated that integer spin is the direction of the microscopic description and half integer spin is the direction of the submicroscopic one. Since the submicroscopic interval is the (unstable) continuous interval, its direction is associated with the direction of the macroscopic continuous interval. Therefore, the submicroscopic direction is not a vector of full value but only spinor.

The direction of the point-like proper microscopic interval is independent of the continuous direction.

A microscopic interval has structure induced by its cardinality. Existence of the ranges of constant cardinality makes possible equivalence relations (symmetries) inside these ranges which determines applicability of symmetry groups. Therefore, cardinality of a set may be characterized by type of symmetry. Outside a subset of certain cardinality its internal symmetry should be broken. As a result, the complete description should split into “asymmetric” parts (different theories) subject to the number of microscopic scales (distinguishable cardinalities). Non-equivalent subintervals form additional microscopic extra dimensions down to the single unit set. The similar situation is considered as a disadvantage of string theory.

Algebraic structure of space (in the physical sense of the word) is the remainder and, at the same time, a framework of its geometric structure.

The answer to the question “why fermions and bosons obey different statistics?” may be very short: “because they belongs to the different descriptions”. The Pauli exclusion principle is a condition for keeping inside the submicroscopic description (in other words, this is just a condition of conservation of submicroscopic cardinality): if two points at a submicroscopic distance come close enough, in the sense of the countable coordinates, they form the proper microscopic interval and go over to the proper microscopic description. In this case, some macroscopic and submicroscopic properties of the points of the interval may be lost.

Each microscopic scale should have analogous condition of conservation of its cardinality, i.e., the law of conservation of some qualitative property (charge). Violation of this law means conversion of initial cardinality into cardinality of another scale.

It is important to stress that the intermediate set is not one more configuration (auxiliary) space. Intermediate cardinality $`|I|`$ is an infinite fundamental constant: the number of all points in the Universe. This constant is the main experimental result of quantum physics. It is equally valid for micro-physics, macro-physics, and cosmology. Note that such a global parameter can be determined only in sufficiently small region.

Experiments at particle accelerators, on the supposition of continuous space, can be compared to the launching of space vehicles in the framework of Ptolemaic geocentric system. Ptolemaic system was based on the false space model but, long before harmonic analysis, Ptolemy successfully approximated real planetary motion by a combination of circular motions (epicycles). Modern micro-physics is based on combining symmetries. Such a description may be considered as some kind of generalization of harmonic analysis. This is a sign of approximate model based on false space concept. No wonder that the complete visual space picture of microscopic phenomena seems impossible and unnecessary: visual description of full value cannot be obtained from a false model anyhow.

Note that there is a reason for using symmetries besides making an approximate model: existence of subintervals of constant cardinality in the absence of geometry and stable continuous metrics. However, symmetries suitable for approximate model are different from symmetries of the real spatial structure as well as epicycles differ from the real planetary orbits. The real symmetries make possible approximate description.

Determination of signs of approximate model based on wrong elementary concepts, in contrast to the correct model, is rather subject of model theory. Obviously, such an approximate model should be fragmented and incomparably more complicated than the true model.

Since model theory does not have concept of approximate model, consider one more brick road illustration: Let the brick road consist of only black-and-white bricks (top side is completely black, bottom side is completely white or vice versa). We can easily get the bottom view of the road from its top view. But if one is sure that the road consist of the completely black and completely white bricks, obtaining of the bottom view is not always possible. If the top view of the one-dimensional infinite brick road consist of alternating black and white sides, we can get the bottom view by the one-brick shift. The obtaining is obviously possible by means of certain transformations in case of some other overall symmetries. But if the road is infinite and the arrangement of the bricks is absolutely random, the problem is, in general, undecidable. We also get the complicative requirement: in the case of monochromatic bricks, the number of black (white) sides in the bottom view must be equal to the number black (white) sides in the top view. If this “supersymmetry ” breaks, we should invent some “dark bricks” for matching of the views. We may also make two different descriptions for top and bottom views separately (which will appear to be dual because the arrangement of the black (white) bricks in the description of the top view coincides with the arrangement of the white (black) bricks in the description of the bottom view) or find and use accidental local symmetries.

Thus, if one tries to describe the road made of black-and-white bricks by the “notions” of the completely black and completely white bricks, one will inevitably get fragmented description based on symmetries vaguely related to the symmetries of the true arrangement of the bricks, which, in principle, cannot be unified into consistent spatial picture. In the general case, such a description has infinite complexity. This is the cost of incorrect choice of the basic notions.

As outlined above, the consistent visual space picture of microscopic phenomena is possible at least in principle, although the complete description becomes complicated by the microscopic and submicroscopic “sub-worlds”. Consistent visualization is a very strong argument. Note that, in classical mechanics, a theoretic scheme always obeys the visual picture.

The physical description of nature falls into a collection of different theories steadily resisting unification. The complete description of the intermediate set exhibits the same tendency. This is a consequence of the inherent structural nonuniformity of the set. The theory of everything seems to be an unreal concept analogous to the self-contradictory concept of the set of all sets. It is important to note that this description (or rather the system of descriptions) follows from the only fact: space is neither continuous nor discrete.

Thus instead of expected new fundamental principles of GUT or M-theory, we get a new fundamental object. The different fundamental theories appear to be the legitimate component parts of its complete description. One should admit that this is more correct way to unification: we get real properties instead of formal schemes. These properties will not be abandoned when the investigation will go deeper into the structure of matter. The formal introduction of new more and more complicated properties of the same old objects (waves, particles, strings and membranes, dimensions, fields, etc) is a deadlock.

In fact, the main logical error of the founders of quantum mechanics was not indeterminism but the loss of the object under consideration.


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# A Waveguide for Bose-Einstein Condensates

## Abstract

We report on the creation of Bose-Einstein condensates of 87Rb in a specially designed hybrid, dipole and magnetic trap. This trap naturally allows the coherent transfer of matter waves into a pure dipole potential waveguide based on a doughnut beam. Specifically, we present studies of the coherence of the ensemble in the hybrid trap and during the evolution in the waveguide by means of an autocorrelation interferometer scheme. By monitoring the expansion of the ensemble in the waveguide we observe a mean field dominated acceleration on a much longer time scale than in the free 3D expansion. Both the autocorrelation interference and the pure expansion measurements are in excellent agreement with theoretical predictions of the ensemble dynamics.

The recent realization of Bose-Einstein condensation (BEC) in dilute atomic gases  has stimulated extensive studies on degenerate quantum gases. While most of the experimental work so far has concentrated on 3D systems, there is growing interest in systems with lower dimensionality leading to fundamentally different phenomena. The specific properties of 1D quantum gases were recently studied theoretically and discussed controversly, e.g., the existence of a pure condensate or a quasi condensate in a weakly trapped 1D system , the connection to the concept of a Luttinger liquid , and the behaviour of density and phase fluctuations . The transfer of a Bose-Einstein condensate into a 1D system as discussed here can thus provide important information, e.g., about the coherence properties associated with the development of phase fluctuations . A wealth of new phenomena is also expected to occur in 1D collisional physics which may be studied in the expansion of a dense ensemble transferred to a 1D or quasi 1D waveguide. Waveguides with high transverse frequencies provide a tool for the experimental realization of famous theoretical models such as a 1D gas of impenetrable bosons, the so called Tonks gas .

In this letter we report on the first experimental realization of the transfer of BECs into a quasi 1D waveguide created by a blue detuned hollow laser beam. To transfer the atoms coherently we have developed a new type of hybrid trap (Fig.1). This combined dipole and magnetic (DM) trap consists of a waveguide added to the 3D potential of a Ioffe type magnetic trap. It allows for a natural connection between the magnetic trap and a pure 1D waveguide geometry created by a Laguerre-Gaussian (TEM$`{}_{}{}^{}{}_{01}{}^{}`$) laser beam. In our scheme, we directly obtain BEC by rf evaporation in the DM-trap. By subsequently ramping down the magnetic trapping field of the DM-trap, the BEC is transferred into the pure dipole potential waveguide and its dynamics is observed. In particular the phase-coherence of the ensemble at the different stages of this process is investigated with a Bragg interferometer scheme. As a result we find a phase-coherent and mean field dominated acceleration in the waveguide on a time scale of $`20`$ms, much longer than the mean field release time in the usual 3D expansion of a condensate.

As a class of waveguides, dipole potentials formed by blue detuned hollow laser beams are well suited for gaining insight into different radial confinement regimes. By changing the beam parameters they can be tuned from systems with a radial energy level spacing smaller than the mean field energy of the ensemble to 1D Tonks gas systems with strong radial confinement.

Dipole potentials have previously been used to manipulate BECs. The creation of BECs in a red detuned dipole and magnetic trap  and studies of spinor condensates in a 3D red detuned dipole trap  as well as the transfer of a BEC into an optical lattice  were recently reported. Note however that a focused red detuned laser beam creates a 3D trapping potential whereas the blue detuned hollow TEM$`{}_{}{}^{}{}_{01}{}^{}`$ laser mode discussed here represents an open 1D waveguide.

The radially symmetric intensity distribution, $`I(r)`$, of a TEM$`{}_{}{}^{}{}_{01}{}^{}`$ mode is given by

$$I(r)=\frac{4Pr^2}{\pi r_0^4}e^{2\frac{r^2}{r_0^2}},$$
(1)
where $`P`$ and $`r_0`$ are the laser power and the beam waist, respectively. With a power of $`P=1`$W at 532 nm and a beam waist of $`r_010\mu `$m, a dipole potential at the focal plane with a maximum value of $`120\mu `$K$`k_B`$ and a transverse oscillation frequency of $`6`$kHz for 87Rb atoms can be realized. Since the atoms are guided in the low intensity region of the light field, light scattering which leads to decoherence is suppressed for atoms in the transverse ground state by more than three orders of magnitude in comparison with the scattering rate in the intensity maximum. For our measurements we adjusted the laser parameters such that the mean radial oscillation frequency of 415$`\pm 10`$Hz matches the radial confinement of the magnetic trap with an oscillation frequency of $`400\pm 10`$Hz. The waveguide was superimposed on the long axis of the magnetic potential (Fig.1) resulting in a DM-trap with a total radial oscillation frequency of $`576\pm 14`$Hz and an axial oscillation frequency of 14 Hz, solely due to the magnetic potential. Bose-Einstein condensation in the DM-trap was obtained as follows: Approximately $`10^9`$ 87Rb atoms were collected in a MOT. After their transfer to a cloverleaf magnetic trap, the atoms were cooled to a point just above the critical temperature ($`T1.5T_c`$) by rf induced evaporation. Then the light intensity of the waveguide potential was slowly ramped up within $`15`$ms, transferring the ensemble into the DM-trap. Subsequently a final rf evaporation ramp was applied, cooling the ensemble below $`T_c`$ and thus creating a Bose-Einstein condensate of up to $`2\times 10^5`$ 87Rb atoms in the DM-trap. Note that the DM-trap still allows rf evaporation of atoms via the waveguide axis. We observe a lifetime of the BEC in the DM-trap on the order of one second which is comparable to the BEC lifetime observed in our pure magnetic trap. To confirm the onset of BEC we observe the sudden increase of optical density of the sample and its anisotropic expansion in a time-of-flight measurement as shown in Fig.2(a).

To investigate the phase-coherence of the ensemble in the DM-trap we use a simple two beamsplitter interferometer scheme. We also use this coherence detector to study the phase-coherence of the ensemble after transfer into the waveguide as discussed later.

The interferometer consists of only two $`\frac{\pi }{2}`$ Bragg pulses separated by a time $`t_B`$, applied after switching off the trapping potentials as indicated in Fig.2(b). The beamsplitters are realized by $`\frac{\pi }{2}`$ Bragg pulses  of counterpropagating laser beams aligned parallel to the axis of the waveguide, which split an incoming wavepacket into a coherent superposition of two wavepackets with velocities differing by $`2\mathrm{}k/m=11.7`$mm/s. The two laser frequencies are detuned by $`6`$GHz from the 87Rb-line at 780 nm with a fixed frequency difference set to match the Bragg condition. The two wavepackets created by the first $`\frac{\pi }{2}`$-pulse separate in space during the free evolution time $`t_B`$ by an amount $`\mathrm{\Delta }x=\frac{2\mathrm{}k}{m}t_B`$. The second $`\frac{\pi }{2}`$-pulse then recombines the partially overlapping clouds in both exit ports of the interferometer, which again differ in momentum by $`2\mathrm{}k`$. The displacement leads to interference fringes in both exit ports due to the additional phase distribution caused by the expansion of the condensate, similar to the autocorrelation measurements in the $`\frac{\pi }{2}\pi \frac{\pi }{2}`$ geometry of .

The observed spacing of the interference fringes can be understood as follows: The condensate expands mainly due to the conversion of mean field energy into kinetic energy. Since the mean field energy, $`U_{mf}`$, is proportional to the parabolic density distribution, the local acceleration $`\dot{v}U_{mf}`$ depends linearly on position. As a consequence the ensemble keeps a parabolic density distribution during expansion while acquiring a velocity field which linearly increases with position, $`v(x)=\alpha (t)x`$. The velocity gradient is given by $`\alpha (t)=\dot{\lambda }(t)/\lambda (t)`$ with the scaling parameter $`\lambda (t)`$ defined in  indicating the size of the condensate relative to its size in the trap. The local velocity difference between the two overlapping clouds thus does not depend on position but only on the displacement and on time $`\mathrm{\Delta }v=\alpha (t)\mathrm{\Delta }x`$. The observed interference pattern therefore corresponds to the interference of two plane matter waves with a relative velocity $`\mathrm{\Delta }v`$. The corresponding fringe spacing $`d=\frac{h}{m\mathrm{\Delta }v}`$ can be used to deduce the velocity gradient of the ensemble

$$\alpha (t)=\frac{h}{md\mathrm{\Delta }x}.$$
(2)
Note that the above discussion assumes that all mean field energy is converted to kinetic energy before the interferometer sequence. In our experiment the time-of-flight prior to the first interferometer pulse is chosen to be 2 ms in which more than $`95\%`$ of the mean field energy is converted into kinetic energy.

We now turn to our measurements of phase-coherence for 3D ensembles in the DM-trap and during expansion in the quasi 1D waveguide. We obtained the interference pattern of the BEC produced in the DM-trap by taking absorption images of the density distribution after the interferometer sequence and a total time of flight of $`24.5`$ms (Fig.2(b)). The time between the pulses was varied from $`t_B=1`$ to 4ms resulting in a displacement of the interfering clouds of $`\mathrm{\Delta }x=12`$ to $`48\mu `$m. The largest displacements roughly correspond to half the condensate size of $`100\mu `$m. For all these displacements high contrast, equally spaced interference fringes were observed, demonstrating both, the coherence of the ensemble on these length scales and the validity of the above model for the 3D BECs in the DM-trap.

In a further set of experiments, the transfer of the Bose-Einstein condensed ensemble to the waveguide and the subsequent evolution of the atomic ensemble inside the waveguide were investigated.

Again, in a series of measurements the $`\frac{\pi }{2}\frac{\pi }{2}`$ pulse interferometer scheme was now applied to an ensemble transferred from the DM-trap into the waveguide for different evolution times $`t_{ev}`$ in the waveguide. For this purpose the natural connection of the DM-trap to the waveguide was demonstrated by adiabatically lowering the magnetic field, thus releasing the ensemble into the waveguide. Figure 2(c) shows an example of the resulting interference fringes. Figure 3(a) shows examples of cross sections through the interference signals. For these measurements the time between the Bragg pulses was set to 1ms, resulting in a displacement of the wavepackets of $`12\mu `$m. For the first time, these interference signals clearly document the axial phase-coherence of an ensemble after the transfer of a BEC into a quasi 1D waveguide and an additional evolution time. As another important result, the equal spacing of the interference fringes confirms the linear velocity distribution predicted by the model given above (Eqn.2) for the 1D expansion in the waveguide.

The decrease of fringe spacing for increased evolution times in the waveguide demonstrates an increasing velocity spread of the wavepacket as mean field energy is converted into kinetic energy within the waveguide. We observe a decrease in fringe spacing with time even for evolution times of $`10`$ms in the waveguide, i.e., the atoms are still accelerated by the mean field energy. These measurements clearly show that the conversion of mean field energy into kinetic energy is more than one order of magnitude slower than in 3D due to the reduced dimensionality inside the waveguide.

From the regular fringe spacing we deduced the spatial velocity gradient of the ensemble for different evolution times. Fig.3(b) compares this data to the result of a numerical calculation of the parameter $`\alpha (t)`$ according to . Note that the calculation does not include any free parameters, nor depends on the particle number. The good agreement clearly demonstrates the consistency of the ensemble dynamics with a mean field dominated and phase coherent expansion inside the waveguide and the applicability of the scaling laws to the quasi 1D regime.

The above interferometer scheme is well suited to study the axial expansion of the ensemble inside the waveguide within the first ten milliseconds. For longer guiding times, when the ensemble density is significantly reduced we have directly studied the expansion by absorption imaging without an additional time-of-flight. Figure 4 shows examples for these measurements for evolution times up to $`500`$ms. On time scales above $`40`$ms the conversion of mean field energy into kinetic energy is nearly complete and the ensemble is expected to expand with constant velocity keeping its parabolic density distribution. We indeed found the predicted parabolic density distribution confirmed for evolution times up to $`150`$ms from cross sections through images as shown in Fig.4. These measurements are limited only by our field of view as no reliable fits to the data can be obtained as soon as the imaged length of the ensemble corresponds to the size of our CCD array.

An estimate of the maximum velocity at the edge of the cloud after an expansion in the waveguide can be obtained as follows: After long expansion times in the waveguide the ensemble width is much larger than its initial width. In this limit the maximum velocity at the edge of the cloud can be calculated from simple kinematics and is given by

$$v_{max}=\sqrt{\frac{10E_{\mathrm{kin}}}{m}}$$
(3)
where $`E_{kin}`$ is the kinetic energy per particle. If all internal energy is converted in kinetic energy, $`E_{kin}`$ can be replaced by the initial internal energy $`E_{int}`$. The internal energy per particle in the Thomas-Fermi limit is well known  and is given by $`E_{\mathrm{int}}=0.46k_BN^{2/5}`$nK for our experimental parameters. For N=$`5\times 10^4`$ atoms we find $`v_{max}=5.8`$mm/s in good agreement with the velocity deduced from our experimental data $`v_{max}=5.9`$mm/s. This again confirms the mean field dominated expansion of the cloud in the waveguide.

Finally, we have compared different loading mechanisms of the waveguide. Figure 5 shows a comparison of the expansion of atomic clouds loaded from the DM-trap to the expansion of clouds loaded directly from a BEC created in the cloverleaf magnetic trap. The latter was done by instantly switching on the doughnut beam and switching off the magnetic trap in $`200\mu `$s. For direct loading from the magnetic trap, the system expands to several millimeters in length within $`100`$ ms, which indicates the non-adiabaticity of the direct transfer process. In contrast, the cloud’s expansion for loading from a BEC first created in the DM-trap shows excellent agreement with the theoretical prediction  of mean field dominated expansion (solid line in Fig. 5). In this case the atomic density distribution spreads out over an axial region of $`1`$ mm within $`150`$ms, and the cigar-shaped BEC transforms to a straight hair of quantum gas.

In conclusion we have presented three important results, paving the way to study 1D quantum gases. First, we have observed Bose-Einstein condensation of an ensemble of 87Rb atoms in a hybrid trap realized by the combined potential of a Ioffe type magnetic trap and a blue detuned dipole waveguide potential. Second, the coherence of the ensemble in the trap and in the waveguide was measured with a simple autocorrelation interferometer scheme. Third, we investigated the transfer process of Bose-Einstein condensates into a blue detuned dipole waveguide and studied the subsequent evolution of the ensemble in a quasi 1D waveguide. In these experiments we demonstrated that a fully coherent transfer is possible by our scheme and observed a mean field dominated expansion of the ensemble for adiabatic loading conditions.

These investigations open a path for future studies of the different regimes of 1D quantum gases. The realization of a Tonks gas of impenetrable Bosons seems feasible in our geometry. After loading the dipole waveguide potential can be increased adiabatically to reach the 1D regime in which transverse degrees of freedom are fully frozen out ($`\omega _r10`$kHz). As additional magnetic fields can be superimposed on the dipole potential, the scattering length $`a`$ can be tuned using Feshbach resonances to achieve a suitable value for the Tonks gas regime. Also, e.g. spinor condensates  and dark solitons  can be investigated in 1D waveguide geometries. The waveguide can easily be closed by additional light field mirrors  or a superimposed weak longitudinal trapping potential. This opens opportunities for a first realization of a guided matter wave interferometer.

This work is supported by SFB 407 of the Deutsche Forschungsgemeinschaft.


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# Comment on “Air bubbles in water: A strongly multiple scattering medium for acoustic waves” [Phys. Rev. Lett. 84, 6050, 2000]

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In this communication, we would like to comment on some results in a recent Letter by Kafesaki et al..

In , the authors stated “Up to now the extensive studies of bubbly water (or other bubbly liquids) have been analyzed in the framework of single scattering”. In fact, acoustic scattering by bubbles has also been studied in terms of multiple scattering both extensively and intensively in the literature. This includes both theoretical (e. g. ) and experimental works (e. g. ). The work of Foldy, Lax, Waterman et al., and Twersky serves as a solid foundation to the multiple scattering of acoustic waves by many scatterers in general. The textbook by Ishimaru presents an excellent account of various theories about the multiple scattering. The authors further suggested “Thus, acoustic waves in bubbly liquids (especially water), in addition to being very important per se, provide an almost ideal case for examining in detail the localization question”. We note that the research on multiple-scattering induced acoustic localization in random bubbly water is rich (e. g. ). It has been shown that acoustic waves can be localized within a range of frequencies slightly above the natural frequency of an air-bubble in water, and the localization behavior is insensitive to the configuration of bubble clouds. When waves are localized in bubbly water, a global coherent behavior appears. This is a distinct feature differentiating the localization effect from residual absorption. The localization disappears when the air-bubble volume fraction is lower than about $`10^5`$, in agreement with an earlier prediction.

To the end of their Letter, Kafesaki stated “The most significant and novel results we obtained are shown in the panel of Fig. 3(b)…”. The results shown in their Fig. 3(b) are a natural extension of the results of . The formulation in  stems from the work of Foldy and Twersky and has been documented in detail in . The approach has also been compared favorably with others in certain situations, and the results agree with the physical intuition (e. g. ). Though not exact, the approach is applicable for most frequencies considered in . There will be a small inaccuracy when $`\omega r_s/c`$ exceeds 0.45 and significant inaccuracy is expected when $`\omega r_s/c>1`$.

Using the formulations in  for acoustic transmission and using the formulation in  for computing the acoustic band structure, we examine the results in Fig. 3 of . It should be noted that the formulation in  only takes into account the pulsating mode, while the formulation in  incorporates all possible vibrational modes of the bubbles. The two approaches agree well except at higher resonance frequencies of $`\omega r_s/c0.48`$ and $`0.77`$. Thus, in the following, the approach in  will be used.

Employing the same parameters as in , we reproduce partial results in Fig. 1. For comparison, we show the result for a single random configuration (a) and as well as the ensemble averaged result (b). It is clear that whether making ensemble average makes not much difference for $`\omega r_s/c_0<0.6`$. In particular, the ensemble average basically plays no role for frequencies located around the complete band gap. Compared to Fig. 3 in , there are several differences. (1) The complete band gap is a little wider in the present case, but is consistent with a transmission calculation, following . To further inspect the difference, we have also computed the band structures at the air void fraction of $`10\%`$, yielding nearly the same answer as in Fig. 1(a) of . (2) In contrast to , the transmission in the present computation changes sharply at the frequencies slightly above the natural frequency of an air-bubble in water, which in fact leads to a first order phase transition from the extended state to the localized state. Exploring the difference, we have considered possible effects of the locations of transmitting source and receiver on the transmission, and find that the transmission is insensitive to the positions of the transmitter and the receiver for frequencies between $`\omega r_s/c_0=0.0136`$ and about $`0.3`$, indicating that the discrepancy in the transmission behavior between the present results and that from  is not caused by a difference in the source or receiver location. The transmission at frequencies higher than roughly $`\omega r_s/c_0=0.3`$, however, is indeed sensitive to the location of either transmitter or receiver. (3) In Fig. 3 of , the range of inhibited transmission coincides with the band gap, while in our case this is not the case. In addition, our results show that the randomness tends to smear out the transmission peak near the upper band edge, consistent with 2D cases. At first sight, the present inconsistency between the range of the band gap and the range of the inhibited transmission seems to suggest errors in our computation. But, in fact, the the disagreement is due to the effect of the finite sample size. To elaborate, Fig. 2 shows the results for different sizes of bubble clouds, where the effect of finite sample size is obvious. The range of the transmission inhibition shall agree with the band gap when the sample size tends infinity.

When the multiple scattering is switched off, the effect of ensemble average becomes more prominent, comparing the dotted lines in the right panels in Fig. 1(a) and (b). Again we see discrepancies with Fig. 3 in . For example, the present result for the lattice case starts to flat out at about $`\omega r_s/c_0=0.3`$, while that in  at about 0.4. The randomness tends to broad the transmission peak located around the natural frequency of the breathing mode of the air-bubble. The two transmission peaks at $`\omega r_s/c_0=0.48`$ and $`0.77`$ shown in  are absent from the right panel of Fig. 1. This is because the results in Fig. 1 did not take into consideration higher vibrational modes. When the higher modes are considered using , the overall results in the right panel of Fig. 1 will not change much, except that two sharp transmission peaks will appear as in Fig. 3(c) of .

Discussion with Dr. Pigang Luan is greatly appreciated. This work received support from National Science Council (Grant No. NSC-89-2112-M008-008 and NSC-89-2611-M008-002).

(a) Left panel. Acoustic bands in a simple cubic array of air-bubbles in water. $`r_s`$ is the bubble radius, $`\omega `$ is the angular frequency and $`c_0`$ is the water velocity in the water. Air volume fraction is $`1\%`$. Middle panel. Reduced transmission coefficient through the bubble array in ordered (solid line) or one random (dotted line) placement. Right panel. The same as in the middle panel, but with the multiple scattering switched off. (b) The same as in (a), but the transmission in the case of random placement is averaged over 100 random configurations.

The same as in Fig. 1, but for various sizes of bubble clouds in ordered placement (a) and as well as for one random arrangement (b).


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# Instanton approach to the Langevin motion of a particle in a random potential

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## Abstract

We develop an instanton approach to the non-equilibrium dynamics in one-dimensional random environments. The long time behavior is controlled by rare fluctuations of the disorder potential and, accordingly, by the tail of the distribution function for the time a particle needs to propagate along the system (the delay time). The proposed method allows us to find the tail of the delay time distribution function and delay time moments, providing thus an exact description of the long-time dynamics. We analyze arbitrary environments covering different types of glassy dynamics: dynamics in a short-range random field, creep, and Sinai’s motion.

\]

Introduction–One dimensional driven dynamics in a random environment attracts a great deal of current attention. The motivation of the interest is two-fold: First, the propagation of a particle through a 1D random field has become a paradigm for a general out-of-equilibrium stochastic processes in random systems capturing all effects of glassy dynamics including aging and memory effects . Second, a particle moving in a 1D random potential models straightforwardly a variety of physical systems ranging from dislocations and charge density waves in solids, spin-chain dynamics and domain growth, to protein molecules and bacterial colonies. The attraction of the 1D models is thus that while allowing for an analytical treatment (and often even for a full analytical solution) they also offer an insight into generic basic properties of the wealth of glassy out-of -equilibrium systems. Indeed, even the simplest 1D models with the Gaussian correlated potential $`v(x)`$, with $`v(x)=0`$, $`(v(x)v(0))^2=\kappa |x|^\gamma `$ exhibit a striking generality and diversity of glassy behaviors .

The approach employed in  enables the exact derivation of the particle velocity, but it does not allow for a complete dynamic description of the system - for example, in terms of velocity cumulants and/or correlation functions. Taking a kinetic view on the problem one can characterize the dynamic properties of a random system by the probability distribution for the particle velocity or, equivalently, by, the probability distribution for the particle delay time $`\tau `$. The latter is defined as an average time that a driven particle spends to propagate through the sample, and the corresponding distribution function $`P(\tau )`$ characterizes completely the transport properties of the 1D system involved.

The exact expressions for a particle velocity derived in  indicate that the system dynamics is governed by rare fluctuations of the random potential, i.e. by the tail of the delay time distribution function. Thus the instanton solution for the Langevin equation in the presence of an external force offers a most adequate description of the long time glassy dynamics in an arbitrary 1D random environment. In this Letter we apply the instanton method developed earlier in  to find the asymptotic behavior of the delay time distribution function $`P(\tau )`$ at large $`\tau .`$ In general, the idea of the instanton method is to pick up the largest contribution to the functional integral coming from an optimal configuration instead of implementing the complete integration. In our case of low enough temperatures, the delay time is mainly determined by the transition over the largest barrier in the system. Since this time is exponentially large, one expects that the delay time averaged over the random potential (or any of its higher moments) is determined by the saddle point trajectory of some effective action controlling this exponential behavior, and, thus, it can be most appropriately found by the instanton method indeed. Further, knowing all the moments of the delay time one can reconstruct the large $`\tau `$ asymptotics of the distribution function $`P(\tau ).`$

The distribution function $`P(\tau )`$ depends strongly on the specific form of the correlation function of the random potential $`u(x)`$. We restrict ourselves to the Gaussian disorder with the correlation function

$$v(x_1)v(x_2)_d=u(x_1x_2),v(x)=0.$$
(1)
We use also the function

$$K(x)=(v(0)v(x))^2_d=2(u(0)u(x)),$$
(2)
which is more convenient in the case of the long-range correlated potential. In the case of the short-range correlated potential, when $`u(x)`$ monotonically decreases to zero as a function of $`|x|,`$ we find that the delay time distribution is log-normal

$$\mathrm{ln}\stackrel{~}{P}(Y)=\frac{T^2Y^2}{4u(0)},$$
(3)
where $`Y=\mathrm{ln}\tau `$. The distribution function $`\stackrel{~}{P}(Y)`$ is defined as the distribution function of $`\mathrm{ln}\tau ,`$ being therefore related to the distribution function $`P(\tau )`$ by

$$P(\tau )=\frac{1}{\tau }\stackrel{~}{P}(\mathrm{ln}\tau ).$$
(4)
In the case of the long-range correlated potential $`K(x)=\kappa x^\gamma `$, with $`\kappa >0`$ and $`0<\gamma <1`$, the distribution function essentially depends on the applied field $`E`$:

$$\mathrm{ln}\stackrel{~}{P}(Y)=\frac{2}{\kappa }\left[\frac{TY}{2\gamma }\right]^{2\gamma }\left[\frac{E}{\gamma }\right]^\gamma .$$
(5)
And, finally, for the so-called Sinai model  $`K(x)=\kappa x`$ we obtain:

$$P(\tau )\tau ^{2TE/\kappa \mathrm{\hspace{0.17em}1},}$$
(6)
which agrees with the result found earlier in Ref. (see also )

The model and results– Now let us turn to the detailed calculations. The dynamics of a classical particle in a random potential is described by the Langevin equation

$$\mathrm{\Gamma }^1_tx(t)=\beta _xv(x)+\beta E+\xi (t),$$
(7)
where $`\beta `$ is the inverse temperature, $`\mathrm{\Gamma }`$ is the inverse relaxation time, $`v(x)`$ is the random potential, $`E`$ is the applied uniform field and $`\xi (t)`$ is the Langevin thermal noise that models the thermal environment,

$$\xi (t_1)\xi (t_2)_T=2\mathrm{\Gamma }^1\delta (t_1t_2).$$
(8)
To distinguish between the average over the thermal noise and disorder averaging we denote the former by the subscript $`T`$. The inverse relaxation time $`\mathrm{\Gamma }`$ will be set henceforth to $`1`$ for convenience. Making use of the standard approach (see for example Ref.) one can write the Lagrangian corresponding to Eq.(7) in a form:

$$=\widehat{x}^2i\widehat{x}(_tx\beta E+\beta _xv(x))+\frac{\beta }{2}v^{\prime \prime }(x).$$
(9)
Further we will set $`\beta =1`$ measuring energies in the units of temperature. The probability for a particle to go from the point $`x_1`$ to $`x_2`$ is given by the functional integral

$$P(x_1,x_2)=D[x(t)]D[\widehat{x}(t)]e^{{\scriptscriptstyle 𝑑t}},$$
(10)
and the time a particle spends moving from $`x_1`$ to $`x_2`$ (the delay time) is, correspondingly,

$$\tau (x_1,x_2)P^1(x_1,x_2).$$
(11)
If the temperature is lower than a typical barrier in the system, one can use the saddle point approximation to find $`P`$

$$P=e^A,A=𝑑t_{s.p.},$$
(12)
where $`_{s.p.}`$ is the value of the Lagrangian (9) at the saddle point trajectory. The delay time $`\tau (x_1,x_2)`$ averaged over the disorder is then

$$\tau (x_1,x_2)_d=D[v]e^{A[v,x]},$$
(13)
with the effective action

$$A[v,x]=\frac{1}{2}𝑑x_1𝑑x_2v(x_1)f(x_1,x_2)v(x_2)𝑑t,$$
(14)
where $`f`$ is the inverse correlation function (1): $`𝑑xf(x_1,x)u(x,x_2)=\delta (x_1x_2).`$ Taking the variational derivatives of the action (14) with respect to $`\widehat{x},x,v`$ we get the saddle point equations

$`2\widehat{x}+_txE+_xv(x)=0,`$ (15)
$`_t\widehat{x}\widehat{x}v^{\prime \prime }(x)=0,`$ (16)
$`v(x)={\displaystyle 𝑑t\widehat{x}(t)u^{}(xx(t))},`$ (17)
where the variable $`\widehat{x}`$ was redefined $`i\widehat{x}\widehat{x}.`$ When deriving Eqs.(15,16,17) the last term in Eq(9) was neglected because it gives the $`𝒪(1)`$ contribution to the action while the whole instanton action is much larger than one. Following Ref., in order to find an instanton solution we have to choose $`\widehat{x}=_tx`$. Indeed, this allows to reduce Eqs.(15,16) to a single equation:

$$_tx=E+_xv(x).$$
(18)
Assuming that the instanton solution $`\widehat{x}=_tx`$ exists in the interval $`(\eta _1,\eta _2)`$ from Eq.(17) we find

$$v(x)=u(x\eta _2)u(x\eta _1).$$
(19)
The interval $`(\eta _1,\eta _2),`$ where the instanton solution exists, obviously must lie within the interval $`(x_1,x_2)`$; we will see later, however, that these intervals do not necessarily coincide. Outside the interval $`(\eta _1,\eta _2)`$ one should take the normal solution in the form

$$\widehat{x}=0,_tx=E_xv(x).$$
(20)
The action (14) corresponding to the solution (18) is

$$A=\frac{1}{2}[v(\eta _2)v(\eta _1)]E(\eta _2\eta _1).$$
(21)
Since within the interval $`(\eta _1,\eta _2)\widehat{x}=_tx`$ and outside this interval $`\widehat{x}=0,`$ assuming that $`\widehat{x}`$ is continuous, we conclude that on the boundaries of the interval $`(\eta _1,\eta _2)`$ $`\widehat{x}=_tx=0.`$ Therefore from Eqs.(18,19) we get the equation

$$E=u^{}(\eta _2\eta _1)$$
(22)
which defines the distance $`\eta _2\eta _1.`$ Using Eq.(19) the action (21) can be written as

$$A=u(0)u(\eta )E\eta ,$$
(23)
where $`\eta =\eta _2\eta _1.`$ Note that Eq.(22) corresponds to the extremum of the action (23) with respect to $`\eta ,`$ so the final answer for the action can be conveniently presented as the maximal value of the action

$$A=\frac{1}{2}K(\eta )E\eta $$
(24)
where $`K(x)`$ is given by (2).

The formula (24) allows to find the average delay time for an arbitrary disorder correlation function $`u(x)`$ and it’s concrete realization follows from the specific form of the correlation function $`u(x)`$.

(i) Short range potential. Let us begin with the simplest case when $`u(x)`$ monotonically decreases to zero as a function of $`|x|`$. The corresponding form of the effective potential $`v(x)`$ is shown on Fig. 1. From Eq.(22) it follows that $`\eta \mathrm{}`$ when $`E0,`$ thus if $`E`$ is low enough, the action becomes

$$A=u(0).$$
(25)
(ii) Potential with long-range correlations. Let us consider the potential of the form $`K(x)=\kappa x^\gamma ,`$ with $`\kappa >0`$ and $`0<\gamma <1.`$ In this case the expression for the action (24) still holds; however, minimizing (24) with respect to $`\eta `$ we arrive at the action diverging at low fields:

$$A=(1\gamma )\left(\frac{\kappa }{2}\right)^{\frac{1}{1\gamma }}\left(\frac{\gamma }{E}\right)^{\frac{\gamma }{1\gamma }}$$
(26)
in a full agreement with the exact solution obtained in Ref.

(iii) ‘Extremely correlated’ disorder, $`\gamma =1:`$ This is the well-known Sinai model $`K(x)=\kappa x.`$ Now Eq.(22) is either never satisfied or it is satisfied identically for a special value of the applied field $`E=E_0=\kappa /2`$. If $`E<E_0,`$ the instanton solution exists, but the initial and final points of the instanton motion $`\eta _1`$ and $`\eta _2`$ coincide with points $`x_1`$ and $`x_2`$ respectively, and the action becomes

$$A=(\kappa /2E)(x_2x_1).$$
(27)
It means that the average time always essentially (exponentially) depends on the boundary conditions. In the case $`E>E_0`$ the instanton solution does not exist.

Distribution function of delay time. The method described above can be simply generalized for a calculation of higher moments of $`\tau (x_1,x_2)`$

$$\tau _n(x_1,x_2)=\tau ^n(x_1,x_2)_d.$$
(28)
The action $`A_n`$ that determines the $`n^{th}`$ moment

$$\tau ^n(x_1,x_2)_d=e^{A_n[v,x]}$$
(29)
is given by

$$A_n[v,x]=\frac{1}{2}𝑑x_1𝑑x_2v(x_1)f(x_1,x_2)v(x_2)n𝑑t.$$
(30)
From this equation one can see that $`A_n[u(x),x]=nA[nu(x),x],`$ therefore using Eq.(24) we get the expression for the action $`A_n`$

$$A_n=n^2K(\eta )/2nE\eta ,$$
(31)
that must be maximized with respect to $`\eta .`$ This gives

$$nK^{}(\eta )/2E=0.$$
(32)
Knowing all moments of $`\tau `$ one can find the distribution function $`P(\tau ).`$ Indeed, in terms of the distribution function $`P(\tau ),`$ the moments $`\tau _n`$ are defined as

$$\tau _n=P(\tau )\tau ^n𝑑\tau =\stackrel{~}{P}(Y)e^{nY}𝑑Y.$$
(33)
Since we use the instanton method to find $`\tau _n,`$ with the same accuracy we can use the saddle point approximation in calculation of the integral over $`Y`$ in Eq.(33). Comparing Eqs.(31,33) we get

$$\left\{\mathrm{ln}\stackrel{~}{P}(Y)+nY\right\}_Y=\left\{n^2K(\eta )/2En\eta \right\}_\eta ,$$
(34)
where $`\{\}_Y`$ and $`\{\}_\eta `$ mean taking extrema with respect to $`Y`$ and $`\eta `$ respectively. Differentiating (34) with respect to $`n`$ we get

$$n=\frac{Y+E\eta }{K(\eta )}.$$
(35)
Using Eq.(34) we find the distribution function

$$\mathrm{ln}\stackrel{~}{P}(Y)=\frac{1}{2}\frac{(Y+E\eta )^2}{K(\eta )},$$
(36)
where $`\eta `$ is defined by the equation

$$K^{}(\eta )(Y+E\eta )2EK(\eta )=0,$$
(37)
following from Eqs.(32,35). Interestingly, this equation also follows form the extremum of the logarithm of the distribution function (36) with respect to $`\eta .`$

The distribution function (36) is our main general result. Now we shall analyze it’s behavior for different cases introduced above:

(i) In the case of the short-range correlated potential, assuming that the applied field is not too strong, from Eq.(36) we obtain the log-normal distribution

$$\mathrm{ln}\stackrel{~}{P}(Y)=\frac{Y^2}{4u(0)}.$$
(38)
(ii) In case of the potential $`K(x)=\kappa x^\gamma ,\mathrm{\hspace{0.33em}0}<\gamma <1`$ from Eq.(37) we get

$$\eta =\frac{\gamma Y}{E(2\gamma )},$$
(39)
and the distribution function (36) becomes

$$\mathrm{ln}\stackrel{~}{P}(Y)=\frac{2}{\kappa }\left[\frac{Y}{2\gamma }\right]^{2\gamma }\left[\frac{E}{\gamma }\right]^\gamma .$$
(40)
(iii) Although in the Sinai case ($`\gamma =1`$) the moments of $`\tau `$ are not defined in the limit of a large system, the Eq.(40) has no singularities when $`\gamma =1`$. Therefore the distribution function in the Sinai case is given by

$$P(t)=t^{2E/\kappa 1},$$
(41)
which agrees with the earlier result.

In conclusion, we have found the asymptotic behavior of the delay time distribution function for a general problem of the Langevin motion of a particle in a one-dimensional random potential. The application of our procedure to the Sinai model recovers the earlier results verifying our approach. The developed instanton method allows to derive the distribution function for an arbitrary 1D random potential, and can serve as an initial step towards a quantitative study of the glassy dynamics of the general multidimensional systems. The method proposed can also be generalized for calculation of other correlation functions which are determined by the contribution from the largest barrier in the system.

Acknowledgments– AVL would like to thank Lev Ioffe for very useful discussions. This work was supported by the U.S. Department of Energy, Office of Science under contract No. W-31-109-ENG-38.


text:
# Three-dimensional adaptive evolution of gravitational waves in numerical relativity

\[

## Abstract

Adaptive techniques are crucial for successful numerical modeling of gravitational waves from astrophysical sources such as coalescing compact binaries, since the radiation typically has wavelengths much larger than the scale of the sources. We have carried out an important step toward this goal, the evolution of weak gravitational waves using adaptive mesh refinement in the Einstein equations. The 2-level adaptive simulation is compared with unigrid runs at coarse and fine resolution, and is shown to track closely the features of the fine grid run.

\]

A new era in general relativistic research is beginning with the inauguration of a worldwide network of gravitational wave observatories including LIGO, VIRGO, GEO, and TAMA . The signals that these instruments will detect are expected to often arise in highly nonlinear, dynamical astrophysical events, such as the final merger of coalescing compact binaries. Fully general relativistic simulations of these events in three-dimensions will be an essential component of the successful detection and interpretation of gravitational wave signals.

A key difficulty in calculating accurate waveforms from these simulations lies in the fact that the models encompass both length and time scales that can vary by an order of magnitude or more. Adequate resolution is needed to model the strong-field dynamics near the sources. Also, the computational domain must be sufficiently large and well-resolved to model the resulting gravitational radiation that, for coalescing compact binaries, can have wavelengths $`10100`$ times the size of the sources. Adaptive techniques that offer dynamic variable resolution are thus crucial for success.

Adaptive mesh refinement (AMR) has undergone significant developments during the past two decades, and remains an active area of research and development. Within the context of general relativistic simulations, Choptuik first implemented the Berger-Oliger  AMR method to study critical phenomena in the collapse of massless scalar fields in spherical symmetry ; see also . AMR techniques were applied to spherical black hole evolutions in Refs.  and . In addition, the construction of initial data for black hole collisions using AMR was studied in Ref. , and fixed mesh refinement was employed for a short part of a binary black hole calculation in Ref. . Recently, Papadopoulos, Seidel and Wild  carried out 3-D adaptive computation of gravitational waves using a single model equation that describes perturbations of a non-rotating black hole.

We have carried out a 3-D simulation of pure gravitational waves in the Einstein equations using AMR. While our numerical relativity code does solve the full Einstein equations, we have chosen to evolve linearized Teukolsky waves to enable comparison with an analytic solution for this simulation. Overall, our 2-level adaptive simulation successfully reproduces the features of a uniform grid run at the finer resolution.

Our numerical relativity code is based on the ADM code developed by the BBH Alliance  and is written in Cartesian coordinates. We have implemented a conformal ADM formalism , and have incorporated octant symmetry boundary conditions to minimize the number of gridpoints. Parallelism and AMR have been implemented using Paramesh , as discussed below. The time evolution is carried out using an iterative Crank-Nicholson method with two iterations . Interpolated Sommerfeld outgoing wave conditions are applied at the outer boundary of the grid .

Given the complexity of this system of equations and the computational techniques employed, analytic solutions provide an essential testbed for the resulting numerical code. To this end, we use the Teukolsky wave , which is a time-dependent solution to the linearized vacuum Einstein equations with geodesic slicing, $`\alpha =1`$ and $`\beta =0`$. It is based on a generating function $`F(t,r)=(A/\omega ^2)(t\pm r)\mathrm{exp}((t\pm r)^2/\omega ^2)`$, where $`A<<1`$ is an amplitude parameter and $`\omega `$ is the width of the generating function, which is of the same order as the wavelength of the gravitational wave. To set initial data for our simulations, we use a time symmetric, even-parity $`L=2`$, $`M=0`$ Teukolsky wave solution that contains a combination of ingoing and outgoing gravitational waves; see Refs. . We set $`\omega =1`$ and take $`A=10^6`$, so that the metric perturbation has an initial amplitude $`g_{ij}1\pm 10^5`$. Since $`t=0`$ is a moment of time symmetry, we have $`K_{ij}`$ = 0 initially.

This data is then evolved in our code with $`\alpha =1`$ and $`\beta =0`$. The outgoing waves travel directly toward the edge of the grid. The initially ingoing waves first travel toward the origin, then reflect and move outward. As the overall signal travels away from the origin, it leaves flat space behind. Ref.  gives explicit expressions for the metric components $`g_{ij}`$ that we use as a first-order analytic solution for comparison with our numerical results. All simulations presented in this paper were done with octant symmetry.

We employ an AMR scheme that works on logically Cartesian, or structured, grids. The pioneers in this area are Berger and co-workers , who covered the computational domain with structured grids and sub-grids that could overlap, take arbitrary shapes, be rotated with respect to the coordinate axes, and be merged with other sub-grids at the same level of refinement. Although this strategy is flexible and memory-efficient, the resulting code can be very complex and difficult to parallelize, especially in 2D and 3D. Simplifications of this basic scheme were developed by Quirk  and later by DeZeeuw and Powell , who implemented refinement by bisecting the appropriate grid blocks in each coordinate direction and linking the hierarchy of sub-grids as the nodes of a data tree. Wild and Schutz  have developed a somewhat different approach using hierarchical linked-lists.

Paramesh uses an AMR technique similar to that of DeZeeuw and Powell  in which grid blocks are bisected in each coordinate direction when refinement is needed. The grid blocks all have the same logical structure, with $`nxb`$ zones in the $`x`$direction, and similarly for $`nyb`$ and $`nzb`$. Thus, in 3D refinement of a block yields 8 child blocks, each having $`nxb\times nyb\times nzb`$ zones but with zone sizes a factor of two smaller than in the parent block. Refinement can then continue on any or all of these child blocks, with the restriction that the grid spacing is not allowed to change by more than a factor of two, or one refinement level, at any location in the spatial domain. Every grid block has a number of guard cell layers along each of its boundaries, to allow operations between neighboring blocks as well as between different refinement levels. These guard cells are filled with data from neighboring blocks or, if the block is along the edge of the computational domain, with appropriate outer boundary conditions.

Paramesh handles the creation of grid blocks and builds and maintains the data structure (quad-tree in 2D, oct-tree in 3D) that tracks the spatial relationships between blocks. It also handles all inter-block communications. In addition, it keeps track of physical boundaries on which particular conditions are to be set, guaranteeing that the child blocks inherit this information from the parent blocks. When executing on a parallel machine, Paramesh distributes the blocks among the available processors to achieve load balance, maximize block locality, and minimize inter-processor communication.

We have implemented our numerical relativity code in the Paramesh framework. For the runs presented in this paper, we use blocks with $`nxb=nyb=nzbnb`$ and grid sizes $`\mathrm{\Delta }x=\mathrm{\Delta }y=\mathrm{\Delta }zh`$. We also use the same timestep, chosen to give stability on the finest grid, over the whole computational domain. The basic variables are located at the centers of the grid cells. We use second-order spatial finite differences and a single layer of guard cells. For the AMR runs, we use the restriction (transfer of data from fine to coarse grids) and prolongation (coarse to fine) operators built into Paramesh, which employ linear interpolation. All the calculations presented in this paper were done using a T3E.

A necessary preliminary step in using AMR for numerical simulations is to verify that the code works correctly when run using a single grid with constant $`h`$ that covers the entire computational domain, i.e. for unigrid simulations. Of particular importance is the convergence behavior of the code. Since we are using finite differences that are second-order accurate in both space and time, we expect that the errors will decrease $`𝒪(h^2)`$ as $`h0`$.

Using the Teukolsky wave initial data, we ran a set of three runs with increasingly finer grids: $`h=0.25`$ ($`16^3`$ grid), $`h=0.125`$ ($`32^3`$ grid), and $`h=0.0625`$ ($`64^3`$ grid). In these runs, the outer boundaries of the grid were placed at $`x_{\mathrm{max}}=y_{\mathrm{max}}=z_{\mathrm{max}}=4`$. Calculation of various error norms demonstrated that, even for these relatively modest resolutions, the code has nearly second-order convergence for the propagation of the wave across the grid. However, as the waves move off the outer edge of the grid, lower amplitude reflected waves travel inward from the outer boundary. When the outer boundary is moved farther from the origin, and thus closer to the asymptotic region in which the Sommerfeld outgoing wave conditions are applicable, the errors due to boundary effects decrease.

To evolve gravitational waves using AMR, we have chosen to use a refinement criterion based on the first derivative of the diagonal components of the conformal metric $`\stackrel{~}{g}_{ij}=e^{4\varphi }g_{ij}`$, where $`e^{4\varphi }=\mathrm{det}(g_{ij})^{1/3}`$. Thus, in each zone we calculate the quantity $`\tau =\frac{h}{f}\left(\frac{f}{x}+\frac{f}{y}+\frac{f}{z}\right),`$ where $`f=\stackrel{~}{g}_{ij}1`$ for $`i=j`$. The computational domain is covered with blocks having $`nb^3`$ physical zones. A block is marked for refinement if $`\tau >\tau _{\mathrm{re}}`$ for at least one zone in that block, and for derefinement if $`\tau <\tau _{\mathrm{de}}`$ for all zones in that block, where $`\tau _{re}\tau _{de}`$. Note that both refinement and derefinement in Paramesh are restricted by the requirement that the grid can change by only one refinement level at block boundaries.

We concentrate on 2-level AMR, with level 1 indicating the coarse grid and level 2 the fine grid. For the simulation presented here, we use grid blocks with $`nb=4`$ and set the outer boundary of the computational domain at $`x_{\mathrm{max}}=y_{\mathrm{max}}=z_{\mathrm{max}}=7`$. After some experimentation, we chose to trigger refinement by $`\tau _{re}=1.75`$, and derefinement by $`\tau _{de}=0.875`$.

To set up the initial data, we first covered the entire computational domain with level 1 blocks, and used the Teukolsky solution to give $`\stackrel{~}{g}_{ij}`$ and $`\varphi `$ . The quantity $`\tau `$ was then computed and the refinement criterion applied, yielding blocks at level 2. The Teukolsky solution was again applied to these refined blocks to set up $`\stackrel{~}{g}_{ij}`$ and $`\varphi `$. However, when the first derivatives of $`\stackrel{~}{g}_{ij}`$ were taken numerically to compute the conformal connection functions $`\stackrel{~}{\mathrm{\Gamma }}^i`$ , discontinuities in $`\stackrel{~}{\mathrm{\Gamma }}^i`$ appeared at the boundaries between level 1 and level 2 blocks. When this data was then evolved forward in time, these initial discontinuities produced errors in other variables. To circumvent these problems, we calculated $`\stackrel{~}{\mathrm{\Gamma }}^i`$ on a level 2 grid covering the whole domain, and then used the restriction operator to give $`\stackrel{~}{\mathrm{\Gamma }}^i`$ on the level 1 blocks. This produced a data set without initial discontinuities.

Figure 1 shows the metric component $`g_{zz}`$ in the equatorial plane for an AMR run with resolution $`h=0.25`$ on level 1 and $`h=0.125`$ on level 2 at time $`t=5.06`$. Initially, only the region near the origin is covered by the fine grid. This refined region moves outward as the wave propagates toward the edge of the grid. As seen in Fig. 1, the region near the origin is derefined as the solution approaches flat space in that region.

It is interesting to compare this AMR solution with unigrid runs using the same computational domain. Figure 2 shows the quantity $`g_{zz}1`$ along the $`x`$axis at $`t=5.06`$, with the data from the AMR run shown as filled squares. In addition, a short dashed line shows the analytic solution, a solid line the unigrid result with $`h=0.125`$ ($`56^3`$ grid, same resolution as the level 2 AMR grid) and a long dashed line the unigrid result with $`h=0.25`$ ($`28^3`$ grid, same resolution as the level 1 AMR grid). Notice that the AMR solution closely tracks the higher resolution unigrid result. When we take the $`L_1`$, $`L_2`$, and $`L_{\mathrm{}}`$ error norms of $`g_{zz}`$ over the entire computational volume, we find that the AMR results closely track those of the higher resolution unigrid run.

Initially, less than $`10\%`$ of the computational volume was covered by the fine grid. This fine grid volume fraction increases as the wave propagates outward, as shown in Fig. 3. Although derefinement in the equatorial plane first occurs around the origin at $`t5`$, the total number of fine grid cells continues to increase as the expanding wavefronts propagate outward. The main peak of the wave (located at $`x4.5`$ in Fig.2) encounters the outer boundary at $`t7.5`$. Around this time, Fig. 3 shows that the fine grid volume fraction begins decreasing as the derefined region behind the wave grows. By $`t9`$, most of the Teukolsky wave has left the grid. However, reflected waves traveling inward from the outer boundary cause continued refinement and derefinement, preventing the fine grid volume fraction from dropping to zero.

In this calculation, the savings in computational cost of the AMR run over a unigrid run are modest, even if we neglect the problems with the boundary conditions, since the gravitational wavelength $`\lambda `$ is comparable to the dimension $`L`$ of the computational domain. In a more realistic simulation, we would expect $`\lambda L`$, resulting in significant computational savings. For a full simulation of binary coalescence, one will need to handle multiple scales to evolve both the dynamics of the sources and the propagation of the waves that develop. While the sources are expected to require high resolution, particularly near regions of shocks or shear layers, the waves can likely be handled with lower resolution. Thus, although the resolutions used here are modest compared to those in previous numerical studies of Teukolsky waves, e.g. , they are typical of the resolutions likely to used for gravitational waves in full simulations of binary coalescence in the next few years.

While this AMR calculation consitutes an important step toward the ultimate goal of realistic models of gravitational wave sources, more work remains to be done. For example, even though AMR can be used to alleviate the problem of reflected waves by moving the outer boundary even farther from the origin, better outer boundary conditions are still needed . In addition, it will be interesting to test different refinement criteria, including those based on truncation error estimation . Finally, we observed that derefinement introduces some high frequency noise, principally in the extrinsic curvature variables. While this did not pose a significant problem for this 2-level run, it can become important when more refinement levels are used. We are experimenting with various ways of removing this noise by using filtering  or adding dissipation , and will report on this work elsewhere.

We are pleased to thank Matt Choptuik for interesting and helpful discussions. This work was supported in part by NSF grant PHY-9722109 at Drexel, and grant number PHY990002P from the Pittsburgh Supercomputing Center (PSC), which is supported by several federal agencies, the Commonwealth of Pennsylvania and private industry.