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# Introduction

## Introduction

Dynamical triangulation (DT) models arise from simplicial discretizations of continuous Riemannian manifolds. A manifold is approximated by glueing together a set of equilateral simplices with fixed edge lengths. This glueing ensures that each face is shared by exactly two distinct simplices – the resultant simplicial lattice is often called a triangulation. In the context of Euclidean quantum gravity it is natural to consider a weighted sum of all possible triangulations as a candidate for a regularized path integral over metrics. Physically distinct metrics correspond to inequivalent simplicial triangulations. This prescription has been shown to be very successful in two-dimensions in which analytic methods have been complemented by simulation studies. (see, for example, ). In dimensions above two there are no known analytic techniques for handling the sum over triangulations and we must rely on numerical simulation. All of the latter studies have focused on elucidating the phase structure of compact manifolds, principally the sphere $`S^4`$. In this paper we investigate the phase structure of four manifolds with the topology of a $`4`$-disk - that is a four sphere $`S^4`$ equipped with a single boundary with topology $`S^3`$. As we will demonstrate the dimension of the parameter space of this model is larger than the corresponding compact models. The simplest compact models exhibit only discontinuous phase transitions precluding a continuum limit. One motivation for the current work was to see whether the richer parameter space of the non-compact models contains any continuous phase transitions. A natural lattice action $`S_b`$ can be derived from the continuum action by straightforward techniques . It contains both the usual Regge curvature piece familiar from compact triangulations together with a boundary term. The boundary term arises from discretization of the extrinsic curvature of the boundary embedded in the bulk. In four-dimensions the curvature is localized on triangles. If $`T_M`$ denotes the set of triangles in the bulk of the 4-triangulation (excluding the boundary) and $`T_M`$ those in the boundary the action can be written

$$S_{EH}=\kappa _2\left(\underset{hT_M}{}\left(2\pi \alpha n_h\right)+\underset{hT_M}{}\left(\pi \alpha n_h\right)\right)+\kappa _4N_4$$
(1)
The quantity $`\alpha =\mathrm{arccos}(1/4)`$, $`N_4`$ is the 4-volume and $`n_h`$ is the number of simplices sharing the triangle (hinge) $`h`$. The curvature part of the action can be rewritten in terms of the number of vertices $`N_0`$, the boundary volume $`N_3^b`$ and the number of boundary vertices $`N_0^b`$. With this in mind we shall consider the general simplicial action

$$S_b=\kappa _0N_0+\kappa _4N_4+\kappa _bN_3^b+\kappa _b^0N_0^b$$
(2)
This form of the action contains both cosmological constant terms and curvature terms for the bulk and boundary. Notice that the term involving $`\kappa _b^0`$ is absent in three dimensions since it is related to the curvature of a boundary two-sphere which is a topological invariant. In this work we have always set $`\kappa _b^0=0`$ and $`\kappa _4`$ is used to tune the volume of the 4-disk. We are thus left with a two-dimensional phase space parameterized by $`\kappa _0`$ and $`\kappa _b`$ conjugate to the number of vertices and the number of boundary tetrahedra.

The partition function for the system is then

$$Z=\underset{T}{}e^{S_b}$$
(3)
where the sum is over triangulations, $`T`$.

## Simulation

Our simulation algorithm is an extension of the algorithm for compact manifolds in arbitrary dimension described by Catterall  and is described in . To simulate a triangulation with a boundary we actually simulate a compact triangulation with the topology of the sphere but consider one marked vertex to lie outside the bulk triangulation. This vertex may never be removed during the course of the simulation and the surface of the ball created by its neighbour simplices constitutes the triangulated boundary of the $`4`$-disk. The form of the action (equation 2) can then be derived by writing down an expression for the integrated curvature of the full sphere expressed as contributions from the 4-disk and the simplices around the marked vertex. The latter contributions can be evaluated explicitly in terms of bulk and boundary simplex numbers and yield this simple form for the action. To perform a simulation we need a set of local moves which are ergodic on the space of triangulations of the 4-disk. Fortunately we have such a set of moves - the usual moves on the sphere.

In four-dimensions there are just 5 types of move: vertex insertion, vertex deletion, exchange of a link with a tetrahedron (two moves: link to tetrahedron and tetrahedron to link), and exchange of one triangle for another triangle. Where these moves take place on sections of the triangulation involving the marked vertex we take care to count changes in the numbers of simplices inside and outside the boundary so that we can calculate the change in the action, but otherwise the moves are the same as for the bulk.

The code is described in more detail in  where it was used for the simulation of three-dimensional dynamical triangulations with a boundary. The code was written for arbitrary dimension and earlier checked against other workers’ results in two-dimensions .

We have used the Metropolis Monte Carlo  scheme with usual update rule:

$$p(\mathrm{accept}\mathrm{move})=min\{e^{\mathrm{\Delta }S_b},1\}$$
(4)
and in this way we explore the space of triangulations with the action $`S_b`$.

### Measurements

Here we define some of the measurements used to characterize the configurations obtained from our simulations. During the simulations we store configurations at some interval which is sufficient to ensure that the configurations are independent. We check this by estimating the auto-correlation time ($`\tau `$) of each measurement when calculating expectation values. Uncorrelated data would give $`\tau =0.5`$, we quote $`\tau `$ when it significantly exceeds $`0.5`$.

We use two geodesic measures, $`d_{avg}`$ and $`d_{bdy}`$. The average geodesic distance between simplices, $`d_{avg}`$, is measured by counting the smallest number of steps between adjacent simplices required to get from one randomly selected simplex to another randomly selected simplex and taking the mean over a sample of such measurements. The mean geodesic distance to the boundary, $`d_{bdy}`$, is measured by counting the smallest number of steps between adjacent simplices required to get from one randomly selected simplex to the boundary and taking the mean over a sample of such measurements. The last step from a boundary simplex to the boundary is counted as $`0.5`$.

To discuss the singular vertex structure observed in some phases we will consider a coordination measure, $`q`$, defined as the number of simplices sharing a given vertex. Similarly we define $`q_{max}`$ as the expectation value of the coordination of the most highly coordinated vertex; $`q_{nextMax}`$ as the expectation value of the coordination of the next most highly coordinated vertex; $`q_{avg}`$ as the expectation value of the mean coordination of all vertices in the triangulation; and $`q_{bdy}`$ as the expectation value of the coordination of the boundary by which we mean the average number of unique 4-simplices being shared by a typical boundary vertex.

## Phase diagram

We performed a set of simulations in four dimensions with action of equation 2. In all runs $`\kappa _4`$ was used to tune the nominal system volume, $`N_4`$, for each given $`\kappa _0`$ and $`\kappa _b`$. To map the phase diagram we used $`N_4=1000`$; while to characterize the phases we used $`N_4=8000`$. In order to check the orders of transitions we have also used finite size scaling using additional simulations at $`N_4=2000`$ and $`N_4=4000`$.

Series of runs varying either $`\kappa _0`$ or $`\kappa _b`$ were made and the vertex susceptibility used to search for phase transitions. We define the vertex susceptibility, $`\chi `$, to be normalized with respect to the number of 4-simplices:

$$\chi =\frac{1}{N_4}(N_0^2N_0^2)$$
(5)
The points shown in figure 2 are taken from the positions of peaks in the vertex and boundary susceptibilities.

In figure 2 there are four phases which we characterize as: crumpled, minimal boundary (CMB); branched-polymer, minimal boundary (BPMB); boundary dominated (BD); and intermediate boundary (IB).

In CMB and BPMB phases the boundary is simply 5 tetrahedra (3-simplices) connected to form a hyper-tetrahedral hole. The system is essentially a sphere with one marked 4-simplex — the hyper-tetrahedral hole.

### CMB phase

Here we show typical data for $`N_4=8000`$ at $`\kappa _0=4`$ and $`\kappa _b=4`$ using 137 samples (a sample corresponds to 100000 attempted updates). The boundary size is just 5 - a minimal hole and we see one ‘singular’ vertex with $`q_{max}=2642(6)`$ (the next most coordinated vertex has $`q_{nextMax}=531(5)`$, and $`q_{avg}=250.7(5)`$)

The presence of singular vertices is similar to the behaviour seen in compact triangulations in 4-dimensions . In the compact case, there are two singular vertices which are equally coordinated. In simulations with a boundary we find one singular vertex and the minimal-boundary appears to assume the role of the other singular vertex (the number of simplices shared by boundary vertices is $`1871(82)`$).

We find $`d_{bdy}=9.18(4)`$ (some correlation, $`\tau =1.7`$) and $`d_{avg}=10.66(1)`$. The approximate equality of these two distances tells us that in this phase the presence of the boundary plays no crucial role (except for changing the number of singular vertices). Furthermore, we have observed that the typical manifold is very crumpled, having only a logarithmic growth of its mean size. Such a behavior may be characterized by a large effective dimension and is reminiscent of the usual crumpled phase seen in simulations of the sphere.

### BPMB phase

Again we characterize the phase using data for $`N_4=8000`$ (116 samples have been acquired) with couplings $`\kappa _0=5`$, $`\kappa _b=6`$. We find $`d_{bdy}=43.3(10)`$ and $`d_{avg}=45.6(5)`$. Again, the distance to the boundary is comparable to the distance to any randomly selected simplex indicating that the former has no distinguished role in the triangulation. Furthermore, large mean-geodesics are consistent with paths constrained to follow long branches. In this phase the vertex coordinations show no sign of singular structure: $`q_{max}=387(7)`$ and the next most highly coordinated vertex is about 50 lower, $`q_{avg}=20.90(1)`$. Thus, the physics of this phase is again rather like the corresponding situation on the sphere, the typical geometries are one-dimensional polymers.

### BD phase

In this phase the boundary is essentially maximal, the maximal value being obtained from an arbitrarily branched chain of simplices such that $`N_{3maximal}^b=3\times N_4+2`$. This is easy to understand in terms of a single chain of simplices – the 2 end 4-simplices have 4 boundary 3-simplices, and the $`(N_42)`$ middle 4-simplices each have 3 boundary 3-simplices. If one then considers adding a branch, one boundary simplex is lost at the branch point but one boundary simplex is gained at the end simplex, so there is no net change in $`N_3^b`$.

To support this we list data from a run at $`N_4=8000`$ and couplings $`\kappa _0=4`$, $`\kappa _b=10`$, in which we have collected 167 samples. We find that the boundary size fluctuates only very slightly about a mean of $`N_3^b24002=38000+2`$ and is very branched, possessing $`N_{end}=2534(2)`$ end points. The maximum vertex coordination $`q_{max}=103(2)`$ is close to that expected for a flat lattice. Another indicator that the geometry corresponds to narrow tubes is seen when we examine the geodesic distances: $`d_{bdy}=0.5038(2)`$ and $`d_{avg}=125.8(2)`$ The mean boundary distance tells us that every simplex is a boundary simplex. Thus the quantum geometry is effectively one-dimensional. We find $`q_{avg}=4.9975000(1)`$ which we take as further indication that there are no sections of bulk in this phase. The argument for this is as follows: in a minimal-width chain with no branches we have two ends which have a few vertices shared by less than 5-simplices — the coordination of vertices in the bulk of the chain. At each end there is 1 vertex with coordination 1, 1 with coordination 2, 1 with coordination 3, and 1 with coordination 4. This adds up to a coordination deficit of 10 for the 4 vertices at an end, 20 for both ends. In a minimal-width chain consisting of $`N_4`$ simplices we expect $`N_0=N_4+4`$ and so with $`N_4=8000`$ we expect, and see, $`N_0=8004`$. This allows us to calculate the expected $`q_{avg}=(N_0\times 520)/N_0`$, putting $`N_0=8004`$ we get $`q_{avg}=4.997501`$. Adding branches to the chain results in more highly coordinated vertices at the branch point that exactly cancel the deficit from the additional end.

### IB phase

Here we show data for $`N_4=8000`$ (86 samples) at couplings $`\kappa _0=4`$, $`\kappa _b=0`$. We find that, once again, the boundary size scales linearly with the volume (see figure 3) yielding $`N_3^bN_4\times 1.033`$. We also find one large singular vertex, with $`q_{max}=5721(9)`$ ($`q_{nextMax}=233(2)`$, $`q_{avg}=133(1)`$). The measurements of geodesic distances show that the boundary plays a preferred role in the triangulation $`d_{bdy}=0.834(2)`$ while $`d_{avg}=11.36(1)`$. These numbers are incompatible with an extremal branched polymer shape. However, these measurements by themselves would not be inconsistent with a ‘fat-branch’ model. If we add to this the presence of a single singular vertex and the observation that about 40% (3495 (9) out of 8000) of the simplices have one boundary face we tentatively conclude that the typical geometry in this phase is three-dimensional — the boundary of the system coinciding with the boundary of the 4-ball surrounding the singular vertex.

## Phase transitions

The phase transition between the CMB and BPBM phases has been studied in the simulations of compact systems in three and four-dimensions and found to be discontinuous (first-order) in both cases (3d , 4d ). Our simulations have minimal boundary in both phases and so we expect the same behaviour. This was verified in three dimensions .

We have also investigated the transition between CMB and IB phases and find good evidence here also for a discontinuous phase transition (figure 4, top; $`N_4=1000`$, $`\kappa _0=4`$, $`\kappa _b=0.9`$). Similarly, the time series close to the BPMB—BD phase boundary (figure 4, middle; $`N_4=1000`$, $`\kappa _0=4`$, $`\kappa _b=1.64`$) also shows signs of bistability indicative of a discontinuous transition.

At $`N_4=1000`$, 2000 and 4000 we found no such signals near the BD—IB boundary. However, we found linear scaling of the height of the peak in the boundary-size susceptibility which indicates a first-order transition. To confirm this we extended our simulations to $`N_4=8000`$ and found bistability in the time series (figure 4, bottom; $`N_4=8000`$, $`\kappa _0=4`$, $`\kappa _b=1.862`$).

## Concluding remarks

We have simulated four-dimensional simplicial gravity on manifolds with the topology of a 4-disk. Our action contains both bulk curvature terms and a boundary cosmological constant term. We have identified four phases in the model within the range of couplings $`6<\kappa _0<6`$ and $`4<\kappa _b<8`$. The observed phases include the crumpled and branched-polymer phases seen in triangulations of compact manifolds, and the boundary dominated phase seen in three-dimensions. The latter consists of a maximally branching tree. We have also identified a fourth phase which resembles a singular $`4`$-ball in which essentially all simplices share a common bulk vertex and the physics is dominated by the three-dimensional boundary.

All of the boundaries between these phases appear to be associated with discontinuous phase transitions. This is the same situation as for four-dimensional simplicial gravity on manifolds with $`S^4`$ topology and means that we cannot take a continuum limit in the vicinity of any of the observed phase transitions. Notice that all four phase boundaries appear to meet (within our errors) at one unique point. The simplest explanation for this feature is to assume that our phase diagram contains only two independent transition lines which would then generically intersect at a single point. Glancing at the nature of the phases one would associate one line with a boundary dividing lattices with singular vertices from those without. The second line would then correspond to a dividing line between geometries with extended boundary and those with minimal boundary.

Notice also, that in all the phases we have identified, the number of vertices on the boundary is strongly correlated with the boundary volume. This need not be the case and it would be interesting to vary the coupling $`\kappa _b^0`$ away from zero to see whether a phase could be found which exhibited a classical scaling of boundary size with 4-volume.

## Acknowledgments

Simon Catterall was supported in part by DOE grant DE-FG02-85ER40237. Simeon Warner was supported in part by the DOE under contract W-7405-ENG-36.


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# Density fluctuations and the structure of a nonuniform hard sphere fluid

\[

## Abstract

We derive an exact equation for density changes induced by a general external field that corrects the hydrostatic approximation where the local value of the field is adsorbed into a modified chemical potential. Using linear response theory to relate density changes self-consistently in different regions of space, we arrive at an integral equation for a hard sphere fluid that is exact in the limit of a slowly varying field or at low density and reduces to the accurate Percus-Yevick equation for a hard core field. This and related equations give accurate results for a wide variety of fields.

\]

Determining the structure and thermodynamics of a hard sphere fluid in a general external field is a basic problem in the theory of nonuniform fluids . When the field represents walls, slits, or pores, this is the simplest model system describing the interplay between excluded volume correlations in the bulk fluid and the effects of confining geometries. Other choices for the field can represent fixed fluid particles and thus give information about multiparticle correlation functions . Moreover, within mean field theory, a hard sphere fluid in the presence of an appropriately chosen “molecular field” potential can also describe a liquid-vapor interface and wetting and drying phenomena near walls or other solutes for simple liquids .

There are two limits where accurate solutions to this problem are already known. The simplest limit occurs when the external field $`\varphi (𝐫)`$ varies so slowly that it is essentially constant over the range of a correlation length in the bulk hard sphere fluid . The partition function and the density $`\rho (𝐫;[\varphi ],\mu ^B)`$ in the grand ensemble are functionals of the external field $`\varphi `$ and functions of the chemical potential $`\mu ^B`$, and depend only on the difference between these quantities . Thus we can subtract any constant from both $`\mu ^B`$ and $`\varphi `$ with no effect on the exact structural or thermodynamic properties of the fluid. In particular, for any fixed position $`𝐫_1`$ we can define a shifted field

$$\varphi ^{𝐫_1}(𝐫)\varphi (𝐫)\varphi (𝐫_1),$$
(1)
and shifted chemical potential

$$\mu ^{𝐫_1}\mu ^B\varphi (𝐫_1)$$
(2)
whose parametric dependence on $`𝐫_1`$ is denoted by a superscript, and we have for all $`𝐫`$ the exact relation $`\rho (𝐫;[\varphi ],\mu ^B)=\rho (𝐫;[\varphi ^{𝐫_1}],\mu ^{𝐫_1})`$. However, by construction the shifted field $`\varphi ^{𝐫_1}(𝐫)`$ vanishes at $`𝐫=`$ $`𝐫_1`$and it remains very small for $`𝐫`$ near $`𝐫_1`$ when $`\varphi `$ is very slowly varying. In such a case we have

$$\rho (𝐫_1;[\varphi ],\mu ^B)\rho (𝐫_1;[0],\mu ^{𝐫_1})\rho (\mu ^{𝐫_1}).$$
(3)
Here $`\rho (\mu ^{𝐫_1})\rho ^{𝐫_1}`$ is the hydrostatic density: the density of the uniform fluid at the shifted chemical potential $`\mu ^{𝐫_1}`$. From Eq. (2) this depends only on the local value of the field $`\varphi `$ at $`𝐫_1.`$ Equation (3) is exact in the limit of a very slowly varying $`\varphi ,`$ even when its magnitude is very large . However Eq. (3) must fail if $`\varphi `$ has significant gradients over the range of a correlation length in the bulk fluid.

Accurate results can also be found in the limit of a hard core field, where $`\varphi `$ varies as rapidly as possible. Then the Percus-Yevick (PY) equation is often very accurate, particularly at low to moderate densities . Simple corrections to the PY approximation for hard core fields such as the generalized mean spherical approximation (GMSA) are available  and give even more accurate results.

Recent work  has provided a new interpretation of the PY approximation for hard sphere fluids that is physically suggestive and suitable for generalization. Computer simulations have shown that even large spontaneous density fluctuations in a uniform hard sphere fluid can be accurately described using the same Gaussian probability distribution that controls small fluctuations . Small density changes induced by small changes in the field $`\varphi `$ for a general system with chemical potential $`\mu ^B`$, temperature $`k_BT\beta ^1`$, and density $`\rho (𝐫;[\varphi ],\mu ^B)\rho (𝐫)`$ are linearly related:

$$\beta \delta \varphi (𝐫_1)=𝑑𝐫_2\chi ^1(𝐫_1,𝐫_2;[\rho ])\delta \rho (𝐫_2)$$
(4)
through the linear response function

$$\chi ^1(𝐫_1,𝐫_2;[\rho ])\delta (𝐫_1𝐫_2)/\rho (𝐫_1)c(𝐫_1,𝐫_2;[\rho ]).$$
(5)
Here $`c`$ is the direct correlation function of the system; it is a functional of the density $`\rho (𝐫).`$ Note that the external potential appears explicitly only on the left side of Eq. (4). In most standard applications, one considers perturbations about $`\varphi =0`$, so $`\rho (𝐫)=\rho ^B`$ and $`\chi ^1`$ reduces to the uniform fluid function $`\chi ^1(r_{12};\rho ^B).`$ By the fluctuation-dissipation theorem, this same function controls the small Gaussian density fluctuations in the uniform fluid .

Can Eq. (4) also be used to calculate the response to a large (hard core) field? Certainly this linear relation between a finite external field perturbation and the induced density must fail for values of $`𝐫_1`$ where the field is very large. Conversely, Eq. (4) should be most accurate for those values of $`𝐫_1`$ where the field is small — in particular where the field vanishes, and the simulations suggest that even large fluctuations in the absence of a field are well described by a linear fluctuation theory.

If we use Eq. (4) only for those values of $`𝐫_1`$ where the field perturbation vanishes, then through the integration over all $`𝐫_2`$ it relates density changes in the region where the field vanishes to the density change in the region where the field is nonzero . For a hard core perturbation the density in the latter (hard core) region must vanish exactly and we can use Eq. (4) to determine the induced density changes in the region of zero field outside the core if the $`\chi ^1(r_{12};\rho ^B)`$ for the uniform fluid is known.

For a general hard core solute (e.g., a hard wall), this is equivalent to the PY approximation for the solute-particle direct correlation function . An equation equivalent to the PY equation for hard spheres results from a self-consistent application of this procedure for a potential representing a hard sphere fixed at the origin. By making use of the exact relation between the density induced by such a fixed particle and the pair correlation function of the uniform hard sphere fluid , one obtains the PY approximations for both the induced density and $`\chi ^1(r_{12};\rho ^B)`$.

Progress was possible in this special case because we could impose the exact “core condition”  that the density vanishes in the hard core region. But what can be done for a general finite external field where the associated density response is not known in advance?

We note that there is a common feature of both limits discussed above. Simple and accurate approximations are available wherever the local value of the field vanishes. Thus depending on the value of the external field we can apply the exact hydrostatic shift in Eqs. (1) and (2) at each point of space to ensure that this optimal condition holds true. The hydrostatic limit for a slowly varying field is automatically satisfied. At the same time we can use accurate methods based on linear response theory that relate only densities in different parts of space to take into account nonlocal effects of the external field. In contrast, standard methods generally use only the response function of the bulk fluid and try to prescribe nonlinear closures that directly relate the field and the density .

To develop a quantitative theory we first note that if $`\varphi `$ depends on a parameter $`\lambda `$ (denoted by $`\varphi _\lambda `$; the associated density is $`\rho _\lambda `$) then Eq. (4) can be rewritten exactly by setting $`\delta \varphi (𝐫_1)=[d\varphi _\lambda (𝐫_1)/d\lambda ]d\lambda `$ and $`\delta \rho (𝐫_2)=[d\rho _\lambda (𝐫_2)/d\lambda ]d\lambda .`$ In view of the discussion above we want to remove the explicit appearance of the field on the left side of Eq. (4). To that end we rewrite Eq. (4) using the shifted field and chemical potential of Eqs. (1) and (2). We then introduce a modified potential $`\varphi _\lambda ^{𝐫_1}(𝐫)`$ depending on a coupling parameter $`\lambda `$ with $`0\lambda 1`$ such that $`d\varphi _\lambda ^{𝐫_1}(𝐫)/d\lambda `$ vanishes for all $`\lambda `$ at $`𝐫=𝐫_1`$; for $`\lambda =0`$, $`\varphi _\lambda ^{𝐫_1}`$ vanishes everywhere and the associated density $`\rho _\lambda ^{𝐫_1}(𝐫)`$ $`=\rho ^{𝐫_1},`$ the uniform hydrostatic density at $`𝐫_1`$, while for $`\lambda =1`$, $`\varphi _\lambda ^{𝐫_1}=\varphi ^{𝐫_1}`$ and the associated density is $`\rho (𝐫;[\varphi ^{𝐫_1}],\mu ^{𝐫_1})=\rho (𝐫),`$ the desired density of the fluid in the general external field $`\varphi .`$ One possible choice is $`\varphi _\lambda ^{𝐫_1}(𝐫)\lambda \varphi ^{𝐫_1}(𝐫),`$ but the linear dependence on $`\lambda `$ is not essential in the following.

Thus we find $`0=𝑑𝐫_2\chi ^1(𝐫_1,𝐫_2;[\rho _\lambda ^{𝐫_1}])𝑑\rho _\lambda ^{𝐫_1}(𝐫_2)/𝑑\lambda `$ from Eq. (4) and we can integrate with respect to $`\lambda `$ to obtain the formally exact result:

$$0=𝑑𝐫_2_0^1𝑑\lambda \chi ^1(𝐫_1,𝐫_2;[\rho _\lambda ^{𝐫_1}])𝑑\rho _\lambda ^{𝐫_1}(𝐫_2)/𝑑\lambda .$$
(6)
This equation has the desired features that the external field does not appear explicitly and the induced density changes in different parts of space are related to one another through a linear response function.

For practical calculations we must approximately carry out the $`\lambda `$ integration. The simplest treatment approximates $`\chi ^1(𝐫_1,𝐫_2;[\rho _\lambda ^{𝐫_1}])`$ for all $`\lambda `$ by $`\chi ^1(r_{12};\rho ^{𝐫_1}),`$ its value at $`\lambda =0,`$ consistent with the idea that even large changes in the density are controlled by the same response function as in the case of small changes. The $`\lambda `$ integration involving the density can then be carried out exactly, and using Eq. (5) we obtain our final result, the hydrostatic linear response (HLR) equation:

$$\rho (𝐫_1)=\rho ^{𝐫_1}+\rho ^{𝐫_1}𝑑𝐫_2c(r_{12};\rho ^{𝐫_1})[\rho (𝐫_2)\rho ^{𝐫_1}].$$
(7)
Equation (7) is a linear integral equation relating the density $`\rho (𝐫_1)`$ at a given $`𝐫_1`$ to an integral involving the density $`\rho (𝐫_2)`$ at all other points and a uniform fluid kernel $`c(r_{12};\rho ^{𝐫_1})`$ that depends implicitly on $`𝐫_1`$ through $`\rho ^{𝐫_1}`$. This new feature presents no technical difficulties in determining a self-consistent numerical solution. We found that Picard iteration works very well. See Refs.  and  for details about the numerical solution.

Equation (7) has the following remarkable properties. i) It is exact when $`\varphi (𝐫)`$ is very slowly varying. ii) It is exact for any $`\varphi (𝐫)`$ at low enough density, where there is a local relation between the potential and induced density. iii) For a field $`\varphi (𝐫)`$ from a general hard core solute, Eq. (7) reduces to the PY approximation, as discussed above. Any desired representation of the uniform fluid $`c`$ can be used.

Other equations can be derived by making different approximations while carrying out the $`\lambda `$ integration in Eq. (6). We note from Eq. (5) that the local ($`\delta `$function) part of $`\chi ^1`$ becomes relatively more important as the density $`\rho (𝐫_1)`$ tends to zero either because of a harshly repulsive $`\varphi (𝐫_1)`$ or because $`\rho ^B`$ is small. A somewhat inconsistent approximation that does however exactly describe the local part of $`\chi ^1`$ sets $`\chi ^1(𝐫_1,𝐫_2;[\rho _\lambda ^{𝐫_1}])\delta (𝐫_1𝐫_2)/\rho _\lambda ^{𝐫_1}(𝐫_1)c(r_{12};\rho ^{𝐫_1}),`$ thus keeping the exact $`\lambda `$-dependence in the local part of $`\chi ^1`$ but setting $`\lambda =0`$ in the nonlocal part. The $`\lambda `$ integration can then be carried out exactly and we arrive at an alternative hydrostatic mixed (HM) equation:

$$\rho (𝐫_1)=\rho ^{𝐫_1}\mathrm{exp}\{𝑑𝐫_2c(r_{12};\rho ^{𝐫_1})[\rho (𝐫_2)\rho ^{𝐫_1}]\}.$$
(8)
In regions where the external field $`\varphi (𝐫_1)`$ is infinite both the hydrostatic density $`\rho ^{𝐫_1}`$ and the exact density $`\rho (𝐫_1)`$ must vanish; the solutions to both Eqs. (7) and (8) clearly satisfy this condition. Moreover, the $`\rho (𝐫_1)`$ solving Eq. (8) is always nonnegative, which is not the case for Eq. (7), and properties i) and ii) above still hold true. As we will see, Eq. (8) also gives very good results for a wide variety of potentials. However, for a hard sphere potential Eq. (8) reduces to the hypernetted chain (HNC) equation  for hard spheres, which is known to be much less accurate than the PY equation at high density .

To give some indications of the accuracy of Eqs. (7) and (8) we report solutions for a number of different external fields and compare with the results of computer simulations . We first consider two model potentials designed to show both the strengths and the weaknesses of the present methods. Then we consider more realistic potentials arising from a mean field treatment of wetting and drying phenomena in the Lennard Jones (LJ) fluid.

Fig. 1 shows the correlation function $`g(r)\rho (r)/\rho ^B`$ for a hard sphere system at a moderately high bulk density $`\rho ^B=0.49`$ in the presence of two deep attractive spherical parabolic model potentials shown in the inset. (Reduced units, with distances measured in units of the hard sphere diameter are used.) Both equations reproduce the increased density inside the well, and the nonlocal oscillatory excluded volume correlations, which show a local density minimum at the center of the well due to packing effects.

Since the external field enters Eqs. (7) and (8) only locally through its effect on $`\rho ^{𝐫_1},`$ it is also easy to use these equations for the inverse problem of determining the field associated with a given density profile. As an example, the crosses in the inset gives the potentials predicted by Eq. (7) given the simulation data for $`g(r)`$.

One would expect methods based on expanding about the uniform hydrostatic fluid to be least accurate for potentials with very steep gradients, exemplified by the repulsive planar triangular barrier potential shown in the inset to Fig. 2. Even here reasonably good results are found from Eqs. (7) and (8) at the moderately high density of $`\rho ^B=0.55`$ (with excellent results at lower densities). However, at $`\rho ^B=0.75`$ very noticeable errors are seen in the shape and height of the first peak and the amplitude and phase of subsequent peaks in both approximations.

Results actually improve as the barrier height increases and the potential approaches a hard wall potential: the theory does better for hard cores because there is no region of space where there is a large gradient in the external field while at the same time the local density is nonzero. Equation (7) then reduces to the accurate hard core PY wall-particle equation, and Eq. (8) describes subsequent peaks better, though the characteristic HNC overshoot of the height of the first peak for hard core systems becomes very evident as the slope increases. Large repulsive potentials with very steep gradients are better treated by “blip function” methods  or other expansions about a hard core system.

In most realistic applications we can envision, the external potential can be divided into a harshly repulsive, essentially hard core, region well treated by the present methods (with “blip function” corrections for finite core softness), and an extended interaction region where the potential varies slowly enough that the theory again gives good results. This is the basis of the two step method used to solve the mean field equations for the LJ fluid in Refs.  for a variety of different problems.

In Fig. 3 we show the reference system $`g(r)`$ as predicted by the HLR equation induced by the repulsive external fields shown in the inset. These fields arise from a generalized mean field treatment  describing the density distribution in a LJ fluid for a state very near liquid-vapor coexistence with a reduced density of 0.70 and reduced temperature of 0.85 as the radius of a hard sphere solute is varied . Units are reduced by the usual LJ potential parameters $`\sigma `$ and $`ϵ`$. The upper curve shows a molecularly sized solute, which induces density oscillations like those seen in the radial distribution function. For larger excluded volume regions, the unbalanced attractive forces  in the LJ fluid contribute a stronger and longer ranged repulsive component to the effective potential in the associated hard sphere system as seen in the inset and partial drying occurs. This manifests itself in the middle and lower curves by smoother profiles, with a density minimum near the solute. Other limits of this problem, such as hard spheres near a hard wall or the mean field approximation to the smooth vapor-liquid interface of a LJ fluid, are well described using the same HLR equation in the presence of the appropriate effective mean field.

While we have concentrated on the structure  of hard sphere systems here, even large density fluctuations in more complicated liquids like water are also well described by a Gaussian model  in the presence of an effective field  describing the unbalanced attractive forces arising when interfaces form. By taking this field into account, Lum, Chandler and Weeks  were able to extend the (field free) Gaussian theory of hydrophobicity of Pratt and Chandler  for small hydrophobic solutes to large hydrophobic solutes, where drying interfaces, very similar to those seen in Fig. 3, are predicted to occur. More generally, we believe that extensions of linear response methods or Gaussian fluctuation theory  to include the effects of appropriately chosen external fields, with optimal treatment of the field by equations similar to the HLR equation (7), will prove useful in a variety of different problems. This work was supported by the National Science Foundation, Grant No. CHE9528915.


text:
# Quantum tetrahedral mean field theory of the magnetic susceptibility for the pyrochlore lattice

## Abstract

A quantum mean field theory of the pyrochlore lattice is presented. The starting point is not the individual magnetic ions, as in the usual Curie–Weiss mean field theory, but a set of interacting corner sharing tetrahedra. We check the consistency of the model against magnetic susceptibility data, and find a good agreement between the theoretical predictions and the experimental data. Implications of the model and future extensions are also discussed.

Introduction.- Geometrically frustrated antiferromagnets with a pyrochlore lattice exhibit a rich phenomenology which has received a vast amount of attention during the last decade hfm.2000 ; ramirez.1994 . In the pyrochlore lattice, the magnetic ions occupy the corners of a 3D arrangement of corner sharing tetrahedra. Materials that crystallize in this structure exhibit anomalous magnetic properties raju.1998 ; raju.1999 ; huber.2000 : The magnetic susceptibility follows the Curie–Weiss law down to temperatures well below the Curie temperature. Some of them exhibit long range order at very low temperatures, whereas others behave as spin glasses, even though the lattice is almost perfect. There are other compounds of this class that show short range order, and are regarded as spin liquids.

In spite of the intensive research in these systems during the last decade, there is still a lack of critical comparison between theory and experiment. Even though there are a number of models and classical Monte Carlo simulations moessner.1999  which qualitatively describe some of the experimental results, some of the features found in the experimental data cannot be explained by means of a classical theory, as are, for example, the maxima appearing in the magnetic susceptibility at very low temperatures, which a classical model cannot explain. However, there have been few attempts to investigate these systems quantum mechanically. Harris and co–workers have studied the quantum $`s=\frac{1}{2}`$ Heisenberg antiferromagnet harris.1991 . Canals and Lacroix canals.1998 , have applied a perturbative approach to the density operator of a small cluster, and found that the ground state is a quantum spin liquid.

In this work, we undergo the task of making such a quantum theory of the pyrochlore lattice in the framework of the mean field theory. The goal of this work is twofold: In one hand, we introduce a fully quantum mechanical mean field theory of the Heisenberg antiferromagnet in the pyrochlore lattice for arbitrary spin $`s`$. In the other hand, we try to make this model as simple as possible, in order to make it easy to compare it with experimental data and extract information about the various interactions that play a role in these systems. Only the main results of the model will be presented here, as a more detailed presentation of the model will be published elsewhere. The starting point to build this MF is not a set of interacting spins, but a set of coupled tetrahedra, which goes back to the constant coupling approximation of Kastelejein and van Kranendonk kastel.1956 . The magnetic susceptibility of this system is calculated for both the interacting and non–interacting tetrahedra cases. We find that the independent tetrahedra model fails to explain the behavior of experimental data, and we justify this fact, whereas the MF theory describes quasi–quantitatively the experimental data for a variety of systems.

The model.- The Hamiltonian of the quantum Heisenberg model with nearest neighbors in the presence of an applied magnetic field $`H_0`$ in the pyrochlore lattice can be put as smart.1966

$$H=2J_1\underset{i,j}{}\stackrel{}{s}_i\stackrel{}{s}_jH_0\underset{i}{}s_{z_i},$$
(1)
where $`J_1`$ is the negative exchange coupling, and $`\stackrel{}{s}_i`$ is the spin operator of the $`i`$–th magnetic ion. The Zeeman term has been quoted in units of the Bohr magneton times the gyromagnetic ratio, so $`H_0`$ has dimensions of energy.

We start by considering the magnetic susceptibility of one tetrahedron. In this simple case, the Hamiltonian can be easily diagonalized in terms of the total spin representation of the tetrahedron, and the magnetization can be expressed as

$$M=\frac{_Sg(S)Se^{j_1S(S+1)}Q_S(x)}{_Sg(S)e^{j_1S(S+1)}\frac{\mathrm{sinh}\left(\frac{2S+1}{2S}x\right)}{\mathrm{sinh}\left(\frac{x}{2S}\right)}},$$
(2)
where $`S`$ represents the modulus of the total spin operator of the tetrahedron; $`g(S)`$ is the degeneracy associated to the total spin value $`S`$, which can be calculated by using Van Vleck’s formula vanvleck.1959 , and are listed in table 1 for the values of the individual spins $`s`$ considered in this work;

$`x=\frac{H_0S}{T}`$, and $`j_1=\frac{J_1}{T}`$ (the energies are quoted in units of the Boltzmann constant, so they have dimension of absolute temperature); and

$$Q_S(x)=\frac{2S+1}{2S}\frac{\mathrm{cosh}\left(\frac{2S+1}{2S}x\right)}{\mathrm{sinh}\left(\frac{x}{2S}\right)}\frac{1}{2S}\frac{\mathrm{sinh}\left(\frac{2S+1}{2S}x\right)}{\mathrm{sinh}\left(\frac{x}{2S}\right)}\mathrm{coth}\left(\frac{x}{2S}\right).$$
(3)
In the limit $`x1`$, we can define the magnetic susceptibility of the tetrahedron as

$$\chi ^{tet}=\frac{M}{H_0}=\frac{1}{T}\frac{_Sg(S)S(S+1)(2S+1)e^{j_1S(S+1)}}{_Sg(S)(2S+1)e^{j_1S(S+1)}}.$$
(4)
The susceptibility per ion in the tetrahedron will be simply given by $`\widehat{\chi }^{tet}=\frac{\chi ^{tet}}{4}`$.

It is interesting to note that for $`j_11`$, the susceptibility can be identified with the high temperature expansion of a Curie–Weiss type law (per ion and in the same units we are considering in this work), $`\widehat{\chi }^{tet}=\frac{s(s+1)}{3T}\left(1+\frac{\theta }{T}\right)`$, where $`\theta =2s(s+1)J_1`$. Therefore, this model reproduces the behavior predicted by the Curie law at very high temperatures. However, the value of the Curie–Weiss temperature in this type of lattice is given by smart.1966

$$\theta ^{CW}=4J_1s(s+1)=2\theta .$$
(5)
The reason for this deviation is, obviously, the fact that we have not considered the interaction with the neighboring tetrahedra, which is of the same order of magnitude that the interactions inside the tetrahedron.

To remedy this situation, we can introduce a tetrahedral mean field (TMF) theory that takes into account, at least in an approximate way, the interaction with the neighboring ions outside the tetrahedron. Each ion in the tetrahedron interacts with $`z=3`$ external ions, in the nearest neighbor interaction approximation.

The effect of this interaction with the nearest neighbors outside the tetrahedron, in the spirit of the MF theory, can be accounted for by introducing a molecular field proportional to $`z`$ and the magnetization per ion $`m=\frac{M}{4}`$. The constant of proportionality can be put without loss of generality as $`2J_{eff}`$. In the high temperature limit, the magnetization per ion can be put as $`m=\widehat{\chi }^{tet}\left(H_0+2zJ_{eff}m\right)`$, from which we obtain the expression of the susceptibility in this tetrahedral mean field (TMF) model

$$\chi ^{tmf}=\frac{\widehat{\chi }^{tet}}{12zJ_{eff}\widehat{\chi }^{tet}}.$$
(6)
The value of the $`J_{eff}`$ parameter can be estimated as follows: in the high temperature limit, $`\chi ^{tmf}`$ can be put again as the high temperature expansion of a Curie–Weiss type law. By equating this expansion with the real Curie–Weiss law up to $`\frac{1}{T^2}`$ terms, we reach at the condition

$$\theta +2zJ_{eff}\frac{s(s+1)}{3}=\theta ^{CW}.$$
(7)
Were the interaction with further neighbors negligible with respect to the first neighbor interactions, relation (5) would be exact and, therefore, by using the relation between $`\theta `$ and $`J_1`$ obtained in the non–interacting tetrahedra case, we would have $`J_{eff}=J_1`$, which is completely similar to the value obtained in the standard mean field theory.

Of course, second and further nearest neighbor interactions are always present in real systems. Thus, the value of $`\theta ^{CW}`$ obtained from experimental data can contain additional contributions coming from next nearest neighbors and so on. For this reason, relation (5) is only an approximate one, and so is (7). In order to compare the predictions of the model with experimental measurements, it is preferable to consider the interaction inside the tetrahedron, $`J_1`$, and the interaction with nearest neighbors outside the tetrahedron, $`J_{eff}`$, as adjustable parameters. The difference between $`J_1`$ and $`J_{eff}`$ provides a way of estimating the value of additional interactions not explicitly accounted for in this model. In fact, interactions with further neighbors can be explicitly accounted for in this model in the following way: let us consider the interaction with $`z^{}`$ next nearest neighbors (9 for the pyrochlore lattice) in the mean field approximation. In this case, the magnetization per ion will be given by $`m=\widehat{\chi }^{tet}\left(H_0+2zJ_1m+2z^{}J_2m\right)`$, where $`J_2`$ represents the coupling with next nearest neighbors, and the magnetic susceptibility is given by

$$\chi ^{tmf}=\frac{\widehat{\chi }^{tet}(J_1,T)}{16(J_1+3J_2)\widehat{\chi }^{tet}(J_1,T)},$$
(8)
where we have made use of the fact that for the pyrochlore lattice $`z=3`$ and $`z^{}=9`$ and that the difference between $`J_1`$ and $`J_{eff}`$ comes from these additional interactions, that is, $`J_{eff}=J_1+3J_2`$.

Comparison with experimental data.- In order to test the validity of the above model, it is important to compare its predictions with magnetic susceptibility data. We have selected the following systems whose magnetic ions form a pyrochlore lattice: ZnCr2O4 huber.2000 , Gd2Ti2O7 raju.1999 , Y2Mo2O7 greedan.1986 , and CdFe2O4 Ostorero.1989 , where the value of the magnetic ion spin is $`s=\frac{3}{2}`$, $`s=\frac{7}{2}`$, $`s=1`$, and $`s=\frac{5}{2}`$, respectively.

The temperature dependence of the magnetic susceptibility in these materials can be seen in fig. 1. All of them follow a Curie–Weiss law from high temperatures to well below the Curie–Weiss temperature. The predictions of our TMF theory are also plotted in fig. 1. The values of $`J_1`$ and $`J_2`$, which we obtain by fitting the data points above $`T_c`$, have been quoted in table 2. Here $`T_c`$ marks the transition to the low temperature phase, which is either long range order (LRO) or spin–glass (SG). The data for Gd2Ti2O7 are from AC susceptibility measurements. Also, the predictions of the non–interacting tetrahedra model have been represented for the case of ZnCr2O4, in order to show the deviations of the predictions of this model from the experimental data. The case of CdFe2O4 is somewhat special and will be analyzed below.

As we can see from observation of the figure and the values collected in table 2, the agreement between theory and experiment is quite good. In the case of ZnCr2O4, the agreement is excellent in the entire temperature range. For the other two systems, there is only qualitative agreement. Nevertheless, we feel that the agreement between theory and experiment is good enough to assess the validity of our model, at least, from a qualitative point of view.

It is important to notice that the values predicted for $`J_1`$ are systematically smaller than the values of $`J_{eff}=J_1+3J_2`$, which are close to the ones obtained from fits to a Curie–Weiss law, which is consistent with the idea mentioned in the previous section about additional interactions from further neighbors.

An additional prediction of our model is the existence of a maximum appearing in the $`\chi `$ versus $`T`$ plots. The position of this maximum, $`T_m`$, presented in table 2, can only be calculated numerically, as its determination involves solving a transcendental equation. However, it is found that it follows this empirical law

$$T_m=\frac{(s+1)J_1}{1.273}.$$
(9)
It is important to notice that the position of the maximum is determined only by the value of the interaction *inside* the tetrahedron. We see that the value of $`T_m`$ predicted by the model in the case of ZnCr2O4 is very close to the experimental value. However, in the case of Gd2Ti2O7 the predicted maximum occurs at $`1/2`$ of the experimental value. In the case of Y2Mo2O7 there is no maximum in the paramagnetic phase as there is a transition to a SG at around 18 K.

As commented above, the case of CdFe2O4 is especial, because in this material, next nearest neighbor interactions are of the same order of magnitude than the nearest neighbor ones, but ferromagnetic, which leads to an experimental value of the Curie–Weiss temperature equal to zero. However, the present model is able to describe even this limiting case, and the values of the various couplings obtained from the fit are very reasonable. Moreover, the position of the maximum predicted by the model is in very good agreement with the experimental value, and inside the experimental uncertainty.

Conclusions.- In this work we have analyzed the temperature dependence of the magnetic susceptibility data of an arrangement of magnetic ions of spin $`s`$ in a pyrochlore lattice. To do this, we have developed a tetrahedral mean field theory taking as a starting point the exact susceptibility of a set of four interacting spins in the corners of an isolated tetrahedron. For the sake of completeness, we have also briefly analyzed the susceptibility predicted by a non–interacting tetrahedra model. We reach the conclusion that, even though the non–interacting model provides an adequate description of the high temperature region, it fails to quantitatively describe the temperature dependence of the susceptibility at lower temperatures, as the $`\frac{1}{T^2}`$ term in this model is $`\frac{1}{2}`$ of the actual value. However, once we incorporate the interactions with the rest of nearest neighbors in terms of a mean field, we find a quite good agreement between the theoretical predictions and experimental data. Especially important is the prediction of the appearance of a maximum in $`\chi `$ versus $`T`$. The position of the maximum has been calculated, and a reasonable agreement is found. At this point, it is very difficult to say if the deviations are an intrinsic problem of the model. To clarify this point, more good quality experimental data in a variety of systems whose susceptibility maxima lie well above $`T_c`$ would be necessary.

One feature of this model is that it can be very easily generalized to include additional interactions coming from further neighbors and more exotic systems where, for example, the interaction with the nearest neighbors is antiferromagnetic and is ferromagnetic with next nearest neighbors, as we have done for the case of CdFe2O4, finding a very good agreement between theory and experiment.

Of course, this work is not conclusive, in the sense that it does not solve the problem of the anomalous behaviors found in these types of systems. It does not provide an explanation of why some of these materials exhibit a long range order state at very low temperatures, whereas other are in a spin liquid state. Moreover, nothing has been said about the disorder always present in any material, which has been suggested to be related to the appearance of behaviors characteristic of spin glasses. These subjects are out of the scope of this paper, though they should constitute the direction of future work.

In any case, we think that the present model provides a good starting point for such investigations.

###### Acknowledgements.

Angel García Adeva wants to acknowledge the Spanish MEC for financial support under the Subprograma General de Formación de Personal Investigador en el Extranjero. David L. Huber wishes to thank S. Oseroff and C. Rettori for stimulating his interest in the properties of pyrochlore antiferromagnets.


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# Terahertz radiation from magnetoresistive Pr_"0.7"Ca_"0.3"MnO_"3" thin films

## Abstract

Terahertz (THz) radiation with its spectrum extending up to 1 THz has been observed by an illumination of femtosecond optical pulses to optical switching devices fabricated on magnetoresistive manganite thin films; Pr0.7Ca0.3MnO3. The THz radiation strongly depends on temperature $`T`$ and its $`T`$ trend reverses sign across charge-orbital and spin ordering $`T`$’s.

preprint: HEP/123-qed

The progress of a THz-pulse generation and detection system using the photoconductive switch excited by femtosecond optical pulses, DHAuston  caused to general appreciations of this phenomenon and it rapidly gained ground as a result of many subsequent experimental and theoretical efforts. ABonvalet  The studies are oriented toward to the discovery of the THz radiation from various kind of materials including semiconductors, quantum wells, and superconductors. ABonvalet ; PKBenicewicz ; MHangyo ; MTani  The basic mechanism of the THz radiation from these materials can be understood in the following classical Maxwell’s equation, ABonvalet

$$𝑬\frac{𝑱}{t},$$
(1)
where $`𝑬`$ is the radiation field at the far-field and $`𝑱`$ the current. In other words, the transient current, typically of the order of subpicosecond, is created by exciting carriers with ultrafast optical pulses, which in turn produce the THz-pulse propagating into the free space based on Eq. (1). This manifests itself as the optical conversion via the transient photocurrent by the optical pulses.

In this letter, we show the finding of the THz radiation from magnetoresistive manganites and also describe how its characteristics vary with external stimulations. To the best of our knowledge, the THz radiation from magnetic materials has not been observed so far.

Hole-doped manganites with a perovskite structure, especially Pr0.7Ca0.3MnO3 (PCMO) investigated here, has attracted great interests not only because of their potential applications to colossal magnetoresistive (CMR) devices but also their following unique features. YTokura  It exhibits insulating behavior with temperature $`T`$; charge and orbital ordering (a checkerboard pattern of Mn3+ and Mn4+ ions with 1:1 ratio) occur at $`T_{\text{CO/OO}}`$ and CE-type antiferromagnetic ordering develops below $`T_\text{N}`$. Below $`T_{\text{CA}}`$, it transforms to the charge-orbital ordered spin-canted antiferromagnetic insulator. YTomioka  This phase can be easily melted to the charge-orbital disordered ferromagnetic metallic state by external perturbations such as magnetic field (CMR effect), YTomioka  stress field, YMoritomo  electric field, AAsamitsu  other transition metal doping at Mn-site, BRaveau  electron beam irradiation, MHervieu  X-ray illumination, VKiryukhin  and visible-light illumination under an electric field KMiyano ; MFiebig1 ; MFiebig2 ; MFiebig3 ; MFiebig4  or a magnetic field. YOkimoto1  Such dramatic phase controls of PCMO make them quite useful candidate for future applications. YTokura  Moreover, recent spectroscopic studies using pump-and-probe technique revealed that the fast optical response begins at a characteristic time of subpicosecond. MFiebig4  According to Eq. (1), it is expected that the THz-pulse can also be generated from PCMO, however its mechanism is basically different from semiconductors and the ultrafast optical modulation of the charge, spin, and orbital ordering may be responsible for this effect. In this purpose, we found the THz radiation from PCMO thin films excited by femtosecond optical pulses.

PCMO thin films on MgO(100) substrates were prepared by pulsed laser deposition technique. Using conventional photolithographic and liftoff techniques, we formed the optical switching structure coupled to a bow-tie antenna fabricated on PCMO thin film. It consists of 3 mm long and 200 $`\mu `$m wide gold lines with a gap of 5 $`\mu `$m and a bow-angle of 60.

The THz-pulse generation and detection system is as follows. A mode-locked Ti:sapphire laser was used to generate 80 femtosecond optical pulses at the wavelength of 800 nm. The energy of the optical pulse exceeds the charge-gap energy $``$0.5 eV of PCMO and nearly corresponds to the charge transfer energy from O $`2p`$ to Mn $`3d`$ band. YOkimoto2  The pump-pulses chopped mechanically at 2 kHz were focused into the region of 30 $`\mu `$m in diameter by an object lens on the gap of the bow-tie antenna. In order to enhance the collection efficiency of the THz-pulse, we attached an MgO hemispherical lens on the backside of the MgO substrate. MTonouchi  The propagated THz-pulse was collimated and focused by a pair of off-axis paraboloidal mirrors. The THz detector was a bow-tie antenna made of Au/Ge/Ni alloy lines fabricated on the low-temperature grown GaAs thin film.

We observed the THz radiation from PCMO thin film at 23 K under applied voltages of $`\pm `$32 V and the pump-pulse energy of 184 mW; the generated electromagnetic waveforms under above conditions are shown in Fig. 1(a). The main peaks were observed at around 24 ps (zero position in the time-delay is in arbitrary units). The pulsewidth (full-width at half maximum of the main peak) is estimated to be 1 ps using a Gaussian profile to fit the data. The change in the polarity of the applied voltage caused the reversal of the generated electromagnetic waveform. It was verified that both the applied voltage and the illumination of the femtosecond optical pulses are necessary to generate the THz-pulse.

These phenomena are not due to the local heating effect by the strong field caused by both the electric field and the femtosecond optical pulses, because the main peak amplitude as a function of $`T`$ changes around electronic and magnetic transition $`T`$’s as will be shown later.

The time-domain waveform in Fig. 1(a) were Fourier transformed to the frequency-domain; the obtained amplitude spectrum is shown in Fig. 1(b). It extends to $``$1 THz centered at around 0.2 THz. The dips around 0.1 and 0.18 THz can be seen, however the origin of these structures is not clear at present. The spectrum also shows an oscillating structure arising from the effect of multiple reflections of MgO substrate.

To get detailed THz radiation characteristics, we display in Figs. 2(a) and 2(b), the main peak amplitude $`E_{\text{THz}}`$ in the time-domain waveform as a function of the pump-pulse energy and the applied voltage, respectively. Solid lines show least-squares fits of the data (solid squares), assuming the linear response for external stimulations. $`E_{\text{THz}}`$ was found to be a linear function of the pump-pulse energy at fixed applied voltages of $`\pm `$15 V \[Fig. 2(a)\]. We also found that $`E_{\text{THz}}`$ depends linearly on the applied voltage at the fixed pump-pulse energy of 122 mW \[Fig. 2(b)\].

Our experimental results shown in Figs. 1(a) and 2 suggest that the THz radiation from PCMO can be described by the current surge model, PKBenicewicz  which has been successfully applied to quantitatively explain THz radiation characteristics from a large PKBenicewicz  as well as small MTani  gap semiconductor photoconductive antenna used for this work.

In our experimental configuration, it is possible to induce the persistent insulator-metal (IM) transition by the visible light illumination under an electric field. KMiyano ; MFiebig1 ; MFiebig2 ; MFiebig3 ; MFiebig4  When the THz-pulse generates and propagates into free space, we supposed that the persistent IM transition does not occur and which is confirmed by following experimental observations. First, we did not observe the threshold behavior for the THz radiation, which is a typical feature of the photo-induced transition KMiyano ; SKoshihara  as shown in Figs. 2(a) and 2(b). Second, we did not detect the breakdown of the applied voltage during our measurements as we were simultaneously monitoring the applied voltage by another voltmeter connected in the parallel configuration with the sample.

Figure 3 shows $`T`$ dependence of $`E_{\text{THz}}`$ at the applied voltage of 15 V and the pump-pulse energy of 100 mW on heating runs. During heating process, the position of the sample moves due to both the thermal expansion of the materials and the vibration of the cryostat. Therefore, we fixed a time-delay at the main peak and subsequently scanned the sample at each $`T`$ and the laser spot was tuned to the center of the gap before taking data. As clearly seen, $`E_{\text{THz}}`$ shows an interesting and strong $`T`$ dependence. The $`T`$ variation of the absorption coefficient of this material is negligible at the center of the laser-wavelength used in the photoexcitation. YOkimoto2  We found that $`E_{\text{THz}}`$ tends to decrease as $`T`$ is increased around 120 K. For further increase with $`T`$, $`E_{\text{THz}}`$ monotonically increases up to 230 K. Even at the room $`T`$, the THz radiation is clearly observed. These critical points matches with previously reported values; $`T_{\text{CA}}`$, $`T_\text{N}`$, and $`T_{\text{CO/OO}}`$. YTomioka  Moreover, the slope of $`E_{\text{THz}}(T)`$ changes in reverse around these $`T`$’s.

Recently, Fiebig et al. have reported that, the transient reflectivity change in single crystals of PCMO occurs rapidly within 1 ps, using the femtosecond pump-and-probe spectroscopic technique. MFiebig4  They interpreted this fast optical response as the photo-induced melting of the charge ordered insulating state based on their systematic optical studies. MFiebig2 ; MFiebig3 ; MFiebig4  In our preliminary results, not shown here, $`E_{\text{THz}}`$ transiently and nonlinearly decreases in intensity with increasing the applied voltage under the constant illumination of the femtosecond optical pulses, which may indicate the formation of the conducting path (the occurrence of the persistent photo-induced IM transition described before). Therefore, we surmise that the ultrafast formation of the photogenerated metallic patch embedded with the insulating matrix is essential to generate the THz-pulse and their nonequilibrium dynamics play an important role in understanding the observed $`E_{\text{THz}}(T)`$ behavior. Further studies using a dipole antenna are needed to clarify the generation mechanism and now in progress.

Our findings of the THz radiation from PCMO having a perovskite structure open the wide range of the related materials for future ultrafast optical devices. PCMO as well as other perovskite-type transition metal oxides may be potential candidates for intense THz emitters; the reflectivity of these materials at 800 nm used in the photoexcitation is about 20%, so the light is effectively absorbed. Further experiment under a magnetic field is of great interest. From a fundamental viewpoint, the studies of the ultrafast phenomena in manganites, characterizations of the THz radiation in the time-domain are expected to give fruitful information in the underlying physics of manganites.

We thank Dr. M. Fiebig for giving fruitful comments and Dr. M. Misra and A. Quema for reading the manuscript.


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# Precision Higgs physics at a 𝛾𝛾 collider

## Acknowledgments

I would like to thank my collaborators W.J. Stirling and V.A. Khoze for their contributions to the results presented here. In addition I am grateful for interesting discussions with G. Jikia and V.I. Telnov.


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# Coherent State Path Integrals without Resolutions of Unity

## 1 Introduction

The use of coherent states in the construction of coherent state path integrals is by now a well-known story . Central to that construction is the resolution of unity afforded by a set of coherent states. By “weak coherent states” we mean a set of states that are continuously labelled and, for convenience, normalized, but, significantly, they do not admit a resolution of unity as an appropriately weighted integral of one-dimensional projection operators onto the coherent states. The example we have in mind is one for which the coherent states are defined by a unitary representation of a noncompact group, but the fiducial vector is not chosen from among the dense set of admissible vectors. Under circumstances, for example, that the fiducial vector is nevertheless a minimum uncertainty state, it becomes possible to define a rigorous phase-space path integral representation that is a close analog of previously defined cases involving continuous-time regularizations, even for these kinds of weak coherent states.

In the present paper, we outline the construction of such a path integral for the case of a single affine degree of freedom, i.e., for coherent states defined in terms of the affine group (often called the “$`ax+b`$ group”) . Such coherent states are, up to a phase factor , equivalent to the more commonly used SU(1,1) coherent states.

It is interesting to note that a field theory analog of the present phase-space path integral construction, which also involves a set of weak coherent states, arises in a recently developed program aimed at quantizing the gravitational field .

## 2 Kinematics and Weak Coherent States

A suitable basis for the Lie algebra of a one-dimensional affine group consists of the irreducible self-adjoint operators $`Q>0`$ and $`D`$ that satisfy the affine commutation relation  (with $`\mathrm{}=1`$)

$`[Q,D]=iQ.`$ (1)
The uncertainty product for these operators reads $`\mathrm{\Delta }Q\mathrm{\Delta }DQ/2`$, where $`Q\psi |Q|\psi ,(\mathrm{\Delta }Q)^2(QQ)^2`$, etc. If $`|x`$, $`0<x<\mathrm{}`$, denote $`\delta `$-normalized eigenstates of $`Q`$, i.e., $`Q|x=x|x`$, then there is a two-parameter family of (real, normalized) minimum uncertainty states given by

$`\eta _{\alpha ,\beta }(x)=N_{\alpha ,\beta }x^\alpha e^{\beta x},\alpha >1/2,\beta >0,`$ (2)
with $`N_{\alpha ,\beta }`$ chosen to ensure normalization. For convenience, we also set $`Q=1`$ which leads to a one-parameter family of minimum uncertainty states given by

$`\eta _\beta (x)=N_\beta x^{\beta 1/2}e^{\beta x},\beta >0.`$ (3)
In this Schrödinger representation, $`D=\frac{1}{2}i[x(/x)+(/x)x]`$. The affine group of interest is a two-parameter unitary group defined by

$`U[p,q]e^{ipQ}e^{i\mathrm{ln}(q)D},q>0,p.`$ (4)
Next, we choose $`|\eta `$ as a normalized fiducial vector, and define our set of coherent states as composed of the continuously labelled vectors

$`|p,qU[p,q]|\eta ,`$ (5)
for all $`\mathrm{}<p<\mathrm{}`$, $`0<q<\mathrm{}`$. The overlap function of two such coherent states is given by

$`p,q|r,s={\displaystyle \frac{1}{\sqrt{qs}}}{\displaystyle _0^{\mathrm{}}}\eta ^{}(x/q)e^{ix(pr)}\eta (x/s)𝑑x`$ (6)
for a general fiducial vector. For the specific functional form (3), this expression may be evaluated and reads

$`p,q|r,s=\{(qs)^{1/2}/[\frac{1}{2}(q^1+s^1)+\frac{1}{2}i\beta ^1(pr)]\}^{2\beta }.`$ (7)
Observe, apart from the factor $`(qs)^\beta `$, this expression is an analytic function of $`q^1+i\beta ^1p`$ and $`s^1i\beta ^1r`$.

Now, we require the usual resolution of unity. Since $`dpdq`$ is the (left-) invariant group measure in these coordinates, we anticipate an expression of the form

$`cp,q|r,sr,s|t,u𝑑r𝑑s=p,q|t,u`$ (8)
for some constant $`c`$, $`0<c<\mathrm{}`$. Indeed, for the kernels given by (7) we find that (8) is valid whenever $`\beta >1/2`$, in which case $`c=1/\{2\pi [11/(2\beta )]\}`$. However, (8) fails if $`0<\beta 1/2`$. More generally, an equation such as (8) requires the fiducial vector admissibility condition

$`Q^1={\displaystyle _0^{\mathrm{}}}x^1|\eta (x)|^2𝑑x<\mathrm{}.`$ (9)
This condition is evidently false whenever $`0<\beta 1/2`$.

The foregoing is a well-known story —and, indeed, the same issue also enters into wavelet theory as well .

### 2.1 Positive-definite functions

The coherent state overlap function (6) clearly fulfills the condition that

$`{\displaystyle \underset{j,k=1}{\overset{N}{}}}\alpha _j^{}\alpha _kp_j,q_j|p_k,q_k0`$ (10)
holds for all $`N<\mathrm{}`$, and for the special case of (7), this important positive-definite-function condition holds over the whole range of $`\beta `$, $`\beta >0`$. We recall that a continuous, positive-definite function may be adopted as a reproducing kernel, which may then be used to define a reproducing kernel Hilbert space . In the special examples based on (7), such a space is a functional Hilbert space $`𝒞_\beta `$ composed of bounded, continuous functions. A dense set of elements in $`𝒞_\beta `$ is composed of functions of the form

$`\psi (p,q){\displaystyle \underset{j=1}{\overset{J}{}}}\alpha _jp,q|p_j,q_j,J<\mathrm{}.`$ (11)
Let another such element be denoted by

$`\varphi (p,q){\displaystyle \underset{k=1}{\overset{K}{}}}\gamma _kp,q|r_k,s_k,K<\mathrm{}.`$ (12)
In this case, the inner product of these two elements is defined to be

$`\psi |\varphi (\psi ,\varphi ){\displaystyle \underset{j=1}{\overset{J}{}}}{\displaystyle \underset{k=1}{\overset{K}{}}}\alpha _j^{}\gamma _kp_j,q_j|r_k,s_k.`$ (13)
The completion of this space obtained by including the limit points of all Cauchy sequences in the norm $`\psi +\sqrt{(\psi ,\psi )}`$ determines the reproducing kernel Hilbert space $`𝒞_\beta `$ in each case. It is noteworthy that the resultant spaces $`𝒞_\beta `$ are mutually disjoint for distinct $`\beta `$ values, $`\beta >0`$, save for the zero element which is common to all $`𝒞_\beta `$.

When $`\beta >1/2`$ it turns out that there is an alternative (local integral) way to evaluate the inner product of any two elements in $`𝒞_\beta `$. In that case, the coherent states admit a resolution of unity and therefore

$`\psi |\varphi =(\psi ,\varphi )=\psi (p,q)^{}\varphi (p,q)𝑑\mu (p,q),`$
$`d\mu (p,q)dpdq/2\pi [11/(2\beta )],\beta >1/2,`$ (14)
integrated over the space $`\times ^+`$.

The resolution of unity can be written in a more abstract form as

$`|p,qp,q|𝑑\mu (p,q)=11,`$ (15)
and this expression is of paramount use in deriving a coherent state path integral for the propagator along conventional lines. For comparison purposes to what follows, we recall the most common construction  given, e.g., by

$`p^{\prime \prime },q^{\prime \prime }|e^{iT}|p^{},q^{}=p^{\prime \prime },q^{\prime \prime }|e^{iϵ}\mathrm{}e^{iϵ}|p^{},q^{}`$
$`=\mathrm{}\mathrm{\Pi }_{l=0}^Np_{l+1},q_{l+1}|e^{iϵ}|p_l,q_l\mathrm{\Pi }_{l=1}^N𝑑\mu (p_l,q_l)`$
$`=\underset{ϵ0}{lim}\mathrm{}\mathrm{\Pi }_{l=0}^Np_{l+1},q_{l+1}|(11iϵ)|p_l,q_l\mathrm{\Pi }_{l=1}^N𝑑\mu (p_l,q_l)`$
$`={\displaystyle e^{i{\scriptscriptstyle [ip,q|(d/dt)|p,qp,q||p,q]𝑑t}}𝒟\mu (p,q)}`$
$`={\displaystyle e^{i{\scriptscriptstyle [q\dot{p}+H(p,q)]𝑑t}}𝒟p𝒟q},`$ (16)
where $`ϵT/(N+1)`$ and $`q𝑑p`$ (and not $`p𝑑q`$) occurs because of our phase convention. In this expression, $`p_{N+1},q_{N+1}p^{\prime \prime },q^{\prime \prime }`$; $`p_0,q_0p^{},q^{}`$, and in the last two lines we have (unjustifyably!) interchanged the integrations and the continuum limit and written for the integrand the form it would take for continuous and differentiable paths. The line before the interchange of limits generally offers a well-defined integral representation. Finally, observe that this entire construction is premised on the existence of the resolution of unity—a relation that fails to hold in the case of weak coherent states.

## 3 Continuous-Time Regularization

### 3.1 Complex polarization

For any $`\beta >0`$, all elements of $`𝒞_\beta `$ satisfy the relation

$`B\psi (p,q)[iq^1_p+1+\beta ^1q_q]\psi (p,q)=0,`$ (17)
where $`_p/p`$, etc. In this sense we say that each space $`𝒞_\beta `$ satisfies a complex polarization condition . Consequently, the functions in $`𝒞_\beta `$ also satisfy $`A\psi (p,q)=0`$, where $`A\frac{1}{2}\beta B^{}B`$.

Consider first the case where $`\beta >1/2`$. In that case, $`A`$ is a nonnegative, self-adjoint operator for which $`0`$ lies in the discrete spectrum and this value is separated from the the rest of the spectrum by a nonzero gap . It follows, for any $`T>0`$, that

$`\underset{\nu \mathrm{}}{lim}(e^{\nu TA})\delta (pp^{})\delta (qq^{})=\mathrm{\Pi }(p,q;p^{},q^{}),`$ (18)
where $`\mathrm{\Pi }(p,q;p^{},q^{})`$ is the integral kernel of a projection operator onto the subspace where $`A=0`$, that is, onto the space $`𝒞_\beta `$. But that integral kernel is also given by $`\{2\pi [11/(2\beta )]\}^1p,q|p^{},q^{}`$. Finally, we observe that $`A`$ is a second-order differential operator, and by means of the Feynman-Kac-Stratonovich formula, we may represent the reproducing kernel by a functional integral in the limit that the parameter $`\nu \mathrm{}`$. Specifically, we obtain the representation given by

$`p^{\prime \prime },q^{\prime \prime }|p^{},q^{}=\underset{\nu \mathrm{}}{lim}𝒩_\nu {\displaystyle e^{i{\scriptscriptstyle q\dot{p}𝑑t}(1/2\nu ){\scriptscriptstyle [\beta ^1q^2\dot{p}^2+\beta q^2\dot{q}^2]𝑑t}}𝒟p𝒟q}`$
$`=\underset{\nu \mathrm{}}{lim}2\pi [11/(2\beta )]e^{\nu T/2}{\displaystyle e^{i{\scriptscriptstyle q𝑑p}}𝑑W^\nu (p,q)},`$ (19)
where the first expression is formal while the the second is well defined in terms of a pinned Wiener measure $`W^\nu `$ \[pinned so that $`p(T),q(T)=p^{\prime \prime },q^{\prime \prime }`$; $`p(0),q(0)=p^{},q^{}`$\] on a two-dimensional space of constant negative curvature $`R=2/\beta `$, and in which the stochastic integral $`q𝑑p`$ is interpreted in the sense of Stratonovich (midpoint rule) .

When $`0<\beta 1/2`$, the situation changes significantly. In this case, $`0`$ is part of the continuous spectrum of $`A`$. The operators $`\mathrm{exp}(\nu TA)`$ still form a semi-group and admit a Feynman-Kac-Stratonovich representation. However, as $`\nu \mathrm{}`$, we need to isolate the subspace of nonsquare-integrable functions $`𝒞_\beta `$ that make up the desired reproducing kernel Hilbert space. As may be expected, it becomes necessary to rescale the limiting operation to extract the desired set of functions.

A very simple illustration of the desired procedure may be given with the example $`\stackrel{~}{A}\frac{1}{2}\stackrel{~}{B}^2`$, where $`\stackrel{~}{B}=i_x`$ is defined for all $`x`$, $`\mathrm{}<x<\mathrm{}`$. Here, too, $`\stackrel{~}{A}=0`$ lies in the continuous spectrum of $`\stackrel{~}{A}`$. The desired space of functions is composed of those for which $`\psi (x)=\mathrm{const}.`$, namely a one-dimensional space. We can choose the reproducing kernel for this space to be identically one. Initially, we observe that

$`(e^{\nu T\stackrel{~}{A}})\delta (xx^{})|_{x=x^{\prime \prime }}={\displaystyle \frac{1}{\sqrt{2\pi \nu T}}}e^{\frac{(x^{\prime \prime }x^{})^2}{2\nu T}}`$
$`=𝑑w^\nu (x),`$ (20)
where $`w^\nu (x)`$ denotes a pinned Wiener measure with diffusion constant $`\nu `$ . Finally, the reproducing kernel of interest is obtained by the limit

$`1=\underset{\nu \mathrm{}}{lim}e^{\frac{(x^{\prime \prime }x^{})^2}{2\nu T}}`$
$`=\underset{\nu \mathrm{}}{lim}\sqrt{2\pi \nu T}𝑑w^\nu (x),`$ (21)
a procedure which has effectively selected out the space of (nonsquare integrable) functions for which $`\psi (x)/x=0`$. Observe, in the present case, that the proper $`\nu `$-dependent scaling factor may also be determined self-consistently since

$`e^{\frac{(x^{\prime \prime }x^{})^2}{2\nu T}}=𝑑w^\nu (x)/_{x^{}=0}^{x^{\prime \prime }=0}𝑑w^\nu (x).`$ (22)
Returning to the affine group case, we assume that the proper rescaling factor may be determined self-consistently as well. (This assumption is a generalization of a conjecture of Davies  regarding the long-time behavior of heat kernels based on the relevant Laplace-Beltrami operator.) With this assumption, it only remains to introduce the Feynman-Kac-Stratonovich representation which leads  directly to

$`p^{\prime \prime },q^{\prime \prime }|p^{},q^{}=\underset{\nu \mathrm{}}{lim}K_\nu (e^{\nu TA})\delta (pp^{})\delta (qq^{})|_{p=p^{\prime \prime },q=q^{\prime \prime }}`$
$`=\underset{\nu \mathrm{}}{lim}\overline{𝒩}_\nu {\displaystyle e^{i{\scriptscriptstyle q\dot{p}𝑑t}}e^{(1/2\nu ){\scriptscriptstyle [\beta ^1q^2\dot{p}^2+\beta q^2\dot{q}^2]𝑑t}}𝒟p𝒟q}`$
$`=\underset{\nu \mathrm{}}{lim}K_\nu {\displaystyle e^{i{\scriptscriptstyle q𝑑p}}𝑑W^\nu (p,q)},`$ (23)
where

$`[K_\nu ]^1(e^{\nu TA})\delta (p)\delta (q1)|_{p=0,q=1}.`$ (24)
These equations provide the sought-for path integral representation for $`0<\beta 1/2`$ when the Hamiltonian vanishes.

### 3.2 Introduction of dynamics

When $`\beta >1/2`$, the procedure to introduce a nonzero Hamiltonian has been worked out previously . In particular, when $`\beta >1/2`$, it follows that

$`p^{\prime \prime },q^{\prime \prime }|e^{iT}|p^{},q^{}`$
$`=\underset{\nu \mathrm{}}{lim}𝒩_\nu {\displaystyle e^{i{\scriptscriptstyle [q\dot{p}+h(p,q)]𝑑t}}e^{(1/2\nu ){\scriptscriptstyle [\beta ^1q^2\dot{p}^2+\beta q^2\dot{q}^2]𝑑t}}𝒟p𝒟q}`$
$`=\underset{\nu \mathrm{}}{lim}2\pi [11/(2\beta )]e^{\nu T/2}{\displaystyle e^{i{\scriptscriptstyle [qdp+h(p,q)dt]}}𝑑W^\nu (p,q)},`$ (25)
where $``$ and $`h(p,q)`$ are related by

$`h(p,q)|p,qp,q|𝑑\mu (p,q)`$ (26)
or equivalently by

$`p^{\prime \prime },q^{\prime \prime }||p^{},q^{}=p^{\prime \prime },q^{\prime \prime }|p,qh(p,q)p,q|p^{},q^{}𝑑\mu (p,q).`$ (27)
Observe that this phase-space path integral involves $`h(p,q)`$, which is a different symbol associated with the operator $``$ than the previously used symbol $`H(p,q)`$. These two symbols are connected by

$`H(p^{},q^{})=p^{},q^{}||p^{},q^{}=|p^{},q^{}|p,q|^2h(p,q)𝑑\mu (p,q).`$ (28)
Equations (3.2) and (26) \[or (27)\] provide a satisfactory solution for a continuous time regularized, coherent state path-integral representation for the propagator when the coherent states possess a resolution of unity, i.e., in the present case whenever $`\beta >1/2`$.

We now turn our attention to the case where $`0<\beta 1/2`$ and no resolution of unity exists. First, we offer several simple examples to show, nevertheless, that a solution to this problem may possibly exist. Initially, observe that if $`h(p,q)=k`$, a constant, then the expected path-integral representation \[cf. (23) and (3.2)\] yields the correct answer even though the standard relations (26) or (27) are meaningless!

For the next set of examples, with $`R`$ and $`S`$ arbitrary $`c`$-number parameters, we assert that

$`p^{\prime \prime },q^{\prime \prime }|e^{i(RQ+SD)T}|p^{},q^{}=p^{\prime \prime }e^{ST}+(R/S)(e^{ST}1),q^{\prime \prime }e^{ST}|p^{},q^{}`$
$`=\underset{\nu \mathrm{}}{lim}K_\nu {\displaystyle _{p^{},q^{}}^{p^{\prime \prime }e^{ST}+(R/S)(e^{ST}1),q^{\prime \prime }e^{ST}}}e^{i{\scriptscriptstyle q𝑑p}}𝑑W^\nu (p,q)`$
$`=\underset{\nu \mathrm{}}{lim}K_\nu {\displaystyle _{p^{},q^{}}^{p^{\prime \prime },q^{\prime \prime }}}e^{i{\scriptscriptstyle [qdp+(rq+spq)dt]}}𝑑W^\nu (p,q).`$ (29)
In this relation, $`r(t)`$ and $`s(t)`$, $`0tT`$, $`T>0`$, are any smooth functions for which

$`𝖳e^{i_0^T[r(t)Q+s(t)D]𝑑t}e^{i(RQ+SD)T},`$ (30)
where $`𝖳`$ denotes the time-ordering operator. In deriving the last line of (3.2) we have changed variables in a well-defined integral and observed that the associated changes that appear in the measure will all effectively disappear when $`\nu \mathrm{}`$. In particular, the required change of variables is that given by

$`p(t)p(t)e^{t\overline{s}(t)}+[\overline{r}(t)/\overline{s}(t)][e^{t\overline{s}(t)}1],`$
$`q(t)q(t)e^{t\overline{s}(t)},`$
$`t\overline{s}(t)_0^ts(u)𝑑u,t\overline{r}(t)_0^tr(u)𝑑u,`$
$`\overline{s}(T)S,\overline{r}(T)R.`$ (31)
Equation (3.2) serves to evaluate the propagator in the case that $`=RQ+SD`$—and by linearity and completeness of the basic operators (with $`T=1`$) $`\mathrm{exp}[i(RQ+SD)]`$, Eq. (3.2) implicitly evaluates the propagator for a much wider class of Hamiltonians.

More generally, we assert in the case $`0<\beta 1/2`$ that the following path integral representation holds:

$`p^{\prime \prime },q^{\prime \prime }|e^{iT}|p^{},q^{}`$
$`=\underset{\nu \mathrm{}}{lim}\overline{𝒩}_\nu {\displaystyle e^{i{\scriptscriptstyle [q\dot{p}+h(p,q)]𝑑t}}e^{(1/2\nu ){\scriptscriptstyle [\beta ^1q^2\dot{p}^2+\beta q^2\dot{q}^2]𝑑t}}𝒟p𝒟q}`$
$`=\underset{\nu \mathrm{}}{lim}K_\nu {\displaystyle e^{i{\scriptscriptstyle [qdp+h(p,q)dt]}}𝑑W^\nu (p,q)},`$ (32)
where, in the present case, the connection between $``$ and $`h(p,q)`$ is implicitly given by

$`p^{\prime \prime },q^{\prime \prime }||p^{},q^{}=\underset{\nu \mathrm{}}{lim}K_\nu {\displaystyle e^{i{\scriptscriptstyle q𝑑p}}h(p(u),q(u))𝑑W^\nu (p,q)}`$ (33)
for any $`u`$, $`0<u<T`$. Indeed—thanks to analyticity—the diagonal matrix elements determine the operator uniquely in the present case, and we may therefore assert that

$`H(p^{\prime \prime },q^{\prime \prime })p^{\prime \prime },q^{\prime \prime }||p^{\prime \prime },q^{\prime \prime }`$
$`=\underset{\nu \mathrm{}}{lim}K_\nu {\displaystyle e^{i{\scriptscriptstyle q𝑑p}}h(p(u),q(u))𝑑W^\nu (p,q)}.`$ (34)
Finally, we conjecture that these relations hold, at least, for the class of self-adjoint Hamiltonian operators $``$ composed of semi-bounded polynomials of the basic operators $`Q`$ and $`D`$.

## 4 Conclusion

In Eqs. (32) and (33) \[or (34)\] we have arrived at our desired goal of representing the propagator in terms of a phase-space path integral that determines the propagator as coherent-state matrix elements of the evolution operator for a special class of weak coherent states that do not admit a conventional coherent state resolution of unity. It is also noteworthy that Eqs. (32) and (33) \[or (34)\] also hold when $`\beta >1/2`$, and thus these equations characterize the entire range of $`\beta `$, $`\beta >0`$.

Finally, we again remark that in recent studies of quantum gravity , weak coherent states are used in an essential way. And, analogous to the elementary examples presented in the present paper, a phase-space functional integral representation is constructed and used despite the fact that no conventional coherent state resolution of unity exists.

## Dedication

It is a pleasure to dedicate this article to Martin C. Gutzwiller. Martin has been and continues to be an inspiration to us all in his dedication to quality research carried out in a careful way. One may even suppose that working at a Major Industrial Laboratory for a good part of his scientific career has been of particular value in shaping his life’s work in such a desirable manner!

## Acknowledgements

Thanks are expressed to Bernhard Bodmann, Achim Kempf, Yehuda Pinchover, and Barry Simon for comments and helpful remarks.


text:
# Statistical Properties of Share Volume Traded in Financial Markets

## Abstract

We quantitatively investigate the ideas behind the often-expressed adage ‘it takes volume to move stock prices’, and study the statistical properties of the number of shares traded $`Q_{\mathrm{\Delta }t}`$ for a given stock in a fixed time interval $`\mathrm{\Delta }t`$. We analyze transaction data for the largest 1000 stocks for the two-year period 1994-95, using a database that records every transaction for all securities in three major US stock markets. We find that the distribution $`P(Q_{\mathrm{\Delta }t})`$ displays a power-law decay, and that the time correlations in $`Q_{\mathrm{\Delta }t}`$ display long-range persistence. Further, we investigate the relation between $`Q_{\mathrm{\Delta }t}`$ and the number of transactions $`N_{\mathrm{\Delta }t}`$ in a time interval $`\mathrm{\Delta }t`$, and find that the long-range correlations in $`Q_{\mathrm{\Delta }t}`$ are largely due to those of $`N_{\mathrm{\Delta }t}`$. Our results are consistent with the interpretation that the large equal-time correlation previously found between $`Q_{\mathrm{\Delta }t}`$ and the absolute value of price change $`|G_{\mathrm{\Delta }t}|`$ (related to volatility) are largely due to $`N_{\mathrm{\Delta }t}`$.

PACS numbers: 05.45.Tp, 89.90.+n, 05.40.-a, 05.40.Fb

The distinctive statistical properties of financial time series are increasingly attracting the interest of physicists . In particular, several empirical studies have determined the scale-invariant behavior of both the distribution of price changes  and the long-range correlations in the absolute values of price changes . It is a common saying that ‘it takes volume to move stock prices’. This adage is exemplified by the market crash of 19 October 1987, when the Dow Jones Industrial Average dropped 22.6% accompanied by an estimated $`6\times 10^8`$ shares that changed hands on the New York Stock Exchange alone. Indeed, an important quantity that characterizes the dynamics of price movements is the number of shares $`Q_{\mathrm{\Delta }t}`$ traded (share volume) in a time interval $`\mathrm{\Delta }t`$. Accordingly, in this paper we quantify the statistical properties of $`Q_{\mathrm{\Delta }t}`$ and the relation between $`Q_{\mathrm{\Delta }t}`$ and the number of trades $`N_{\mathrm{\Delta }t}`$ in $`\mathrm{\Delta }t`$. To this end, we select 1000 largest stocks from a database  recording all transactions for all US-stocks, and analyze transaction data for each stock for the 2-year period 1994–95.

First, we consider the time series of $`Q_{\mathrm{\Delta }t}`$ for one stock, which shows large fluctuations that are strikingly non-Gaussian \[Fig. 1a\]. Figure 1b shows, for each of four actively-traded stocks, the probability distributions $`P(Q_{\mathrm{\Delta }t})`$ which are consistent with a power law decay,

$$P(Q_{\mathrm{\Delta }t})\frac{1}{(Q_{\mathrm{\Delta }t})^{1+\lambda }}.$$
(1)
When we extend this analysis to the each of the 1000 stocks \[Fig. 1c,d\], we obtain an average value for the exponent $`\lambda =1.7\pm 0.1`$, within the Lévy stable domain $`0<\lambda <2`$.

We next analyze correlations in $`Q_{\mathrm{\Delta }t}`$. We consider the family of correlation functions $`[Q_{\mathrm{\Delta }t}(t)]^a[Q_{\mathrm{\Delta }t}(t+\tau )]^a`$, where the parameter $`a`$ ($`<\lambda /2`$) is required to ensure that the correlation function is well defined. Instead of analyzing the correlation function directly, we apply detrended fluctuation analysis , which has been successfully used to study long-range correlations in a wide range of complex systems . We plot the detrended fluctuation function $`F(\tau )`$ as a function of the time scale $`\tau `$. Absence of long-range correlations would imply $`F(\tau )\tau ^{0.5}`$, whereas $`F(\tau )\tau ^\delta `$ with $`0.5<\delta 1`$ implies power-law decay of the correlation function,

$$[Q_{\mathrm{\Delta }t}(t)]^a[Q_{\mathrm{\Delta }t}(t+\tau )]^a\tau ^\kappa ;[\kappa =22\delta ].$$
(2)
For the parameter $`a=0.5`$, we obtain the average value $`\delta =0.83\pm 0.02`$ for the 1000 stocks \[Fig. 2a,b\]; so from Eq. (2), $`\kappa =0.34\pm 0.04`$ .

To investigate the reasons for the observed power-law tails of $`P(Q_{\mathrm{\Delta }t})`$ and the long-range correlations in $`Q_{\mathrm{\Delta }t}`$, we first note that

$$Q_{\mathrm{\Delta }t}\underset{i=1}{\overset{N_{\mathrm{\Delta }t}}{}}q_i,$$
(3)
is the sum of the number of shares $`q_i`$ traded for all $`i=1,\mathrm{},N_{\mathrm{\Delta }t}`$ transactions in $`\mathrm{\Delta }t`$. Hence, we next analyze the statistical properties of $`q_i`$. Figure 3a shows that the distribution $`P(q)`$ for the same four stocks displays a power-law decay $`P(q)1/q^{1+\zeta }`$. When we extend this analysis to each of the 1000 stocks, we obtain the average value $`\zeta =1.53\pm 0.07`$ \[Fig. 3b\].

Note that $`\zeta `$ is within the stable Lévy domain $`0<\zeta <2`$, suggesting that $`P(q)`$ is a positive (or one-sided) Lévy stable distribution . Therefore, the reason why the distribution $`P(Q_{\mathrm{\Delta }t})`$ has similar asymptotic behavior to $`P(q)`$, is that $`P(q)`$ is Lévy stable, and $`Q_{\mathrm{\Delta }t}`$ is related to $`q`$ through Eq. (3). Indeed, our estimate of $`\zeta `$ is comparable within error bounds to our estimate of $`\lambda `$. We also investigate if the $`q_i`$ are correlated in “transaction time”, defined by $`i`$, and we find only “weak” correlations (the analog of $`\delta `$ has a value $`=0.57\pm 0.04`$, close to $`0.5`$).

To confirm that $`P(q)`$ is Lévy stable, we also examine the behavior of $`Q_n_{i=1}^nq_i`$. We first analyze the asymptotic behavior of $`P(Q_n)`$ for increasing $`n`$. For a Lévy stable distribution, $`n^{1/\zeta }P([Q_nQ_n]/n^{1/\zeta })`$ should have the same functional form as $`P(q)`$, where $`Q_n=nq`$ and $`\mathrm{}`$ denotes average values. Figure 4a shows that the distribution $`P(Q_n)`$ retains its asymptotic behavior for a range of $`n`$ — consistent with a Lévy stable distribution. We obtain an independent estimate of the exponent $`\zeta `$ by analyzing the scaling behavior of the moments $`\mu _r(n)|Q_nQ_n|^r`$, where $`r<\lambda `$ . For a Lévy stable distribution $`[\mu _r(n)]^{1/r}n^{1/\zeta }`$. Hence, we plot $`[\mu _r(n)]^{1/r}`$ as a function of $`n`$ \[Fig. 4b,c\] and obtain an inverse slope of $`\zeta =1.45\pm 0.03`$ — consistent with our previous estimate of $`\zeta `$ .

Since the $`q_i`$ have only weak correlations (the analog of $`\delta `$ has the value $`=0.57`$), we ask how $`Q_{\mathrm{\Delta }t}_{i=1}^{N_{\mathrm{\Delta }t}}q_i`$ can show much stronger correlations ($`\delta =0.83`$). To address this question, we note that (i) $`N_{\mathrm{\Delta }t}`$ is long-range correlated , and (ii) $`P(q)`$ is consistent with a Lévy stable distribution with exponent $`\zeta `$, and therefore, $`N_{\mathrm{\Delta }t}^{1/\zeta }P([Q_{\mathrm{\Delta }t}qN_{\mathrm{\Delta }t}]/N_{\mathrm{\Delta }t}^{1/\zeta })`$ should, from Eq. (3), have the same distribution as any of the $`q_i`$. Thus, we hypothesize that the dependence of $`Q_{\mathrm{\Delta }t}`$ on $`N_{\mathrm{\Delta }t}`$ can be separated by defining $`\chi [Q_{\mathrm{\Delta }t}qN_{\mathrm{\Delta }t}]/N_{\mathrm{\Delta }t}^{1/\zeta }`$, where $`\chi `$ is a one-sided Lévy-distributed variable with zero mean and exponent $`\zeta `$ . To test this hypothesis, we first analyze $`P(\chi )`$ and find similar asymptotic behavior to $`P(Q_{\mathrm{\Delta }t})`$ \[Fig. 4d\]. Next, we analyze correlations in $`\chi `$ and find only weak correlations \[Fig. 4e,f\] — implying that the correlations in $`Q_{\mathrm{\Delta }t}`$ are largely due to those of $`N_{\mathrm{\Delta }t}`$.

An interesting implication is an explanation for the previously-observed  equal-time correlations between $`Q_{\mathrm{\Delta }t}`$ and volatility $`V_{\mathrm{\Delta }t}`$, which is the local standard deviation of price changes $`G_{\mathrm{\Delta }t}`$. Now $`V_{\mathrm{\Delta }t}=W_{\mathrm{\Delta }t}\sqrt{N_{\mathrm{\Delta }t}}`$, since $`G_{\mathrm{\Delta }t}`$ depends on $`N_{\mathrm{\Delta }t}`$ through the relation $`G_{\mathrm{\Delta }t}=W_{\mathrm{\Delta }t}\sqrt{N_{\mathrm{\Delta }t}}ϵ,`$ where $`ϵ`$ is a Gaussian-distributed variable with zero mean and unit variance and $`W_{\mathrm{\Delta }t}^2`$ is the variance of price changes due to all $`N_{\mathrm{\Delta }t}`$ transactions in $`\mathrm{\Delta }t`$ . Consider the equal-time correlation, $`Q_{\mathrm{\Delta }t}V_{\mathrm{\Delta }t}`$, where the means are subtracted from $`Q_{\mathrm{\Delta }t}`$ and $`V_{\mathrm{\Delta }t}`$. Since $`Q_{\mathrm{\Delta }t}`$ depends on $`N_{\mathrm{\Delta }t}`$ through $`Q_{\mathrm{\Delta }t}=qN_{\mathrm{\Delta }t}+N_{\mathrm{\Delta }t}^{1/\zeta }\chi `$, and the equal-time correlations $`N_{\mathrm{\Delta }t}W_{\mathrm{\Delta }t}`$, $`N_{\mathrm{\Delta }t}\chi `$, and $`W_{\mathrm{\Delta }t}\chi `$ are small (correlation coefficient of the order of $`0.1`$), it follows that the equal-time correlation $`Q_{\mathrm{\Delta }t}V_{\mathrm{\Delta }t}N_{\mathrm{\Delta }t}^{3/2}N_{\mathrm{\Delta }t}N_{\mathrm{\Delta }t}^{1/2}`$, which is positive due to the Cauchy-Schwartz inequality. Therefore, $`Q_{\mathrm{\Delta }t}V_{\mathrm{\Delta }t}`$ is large because of $`N_{\mathrm{\Delta }t}`$.