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# The second law of Thermodynamics as a theorem in quantum mechanics

## Setup and main results:

We consider a quantum mechanical system characterized by a single parameter $`V>0`$ (the volume) which can be made as large as one wishes. For each $`V`$ we fix two Hamiltonians $`H_{\mathrm{init}}`$ and $`H_{\mathrm{fin}}`$ which have (infinite) discrete eigenvalues $`E_j`$ and $`E_j^{}`$ ($`j=1,2,\mathrm{}`$), respectively. We assume $`E_j<E_{j+1}`$ and $`0E_j^{}E_{j+1}^{}`$ for any $`j`$. (For simplicity, we do not make explicit the $`V`$-dependence of the Hamiltonians, the energy eigenvalues, and the eigenstates.) We have assumed the energy eigenvalues of $`H_{\mathrm{init}}`$ to be nondegenerate. We further assume that these eigenvalues satisfy the non-resonance condition, i.e., $`E_jE_k=E_{\mathrm{}}E_m0`$ implies $`j=\mathrm{}`$ and $`k=m`$. We expect that a generic Hamiltonian of a macroscopic quantum systems satisfy these conditions .

We assume that $`H_{\mathrm{init}}`$ and $`H_{\mathrm{fin}}`$ have well-behaved thermodynamic limits as $`V\mathrm{}`$ in the following sense. Define the number of states $`\mathrm{\Omega }_V(E)`$ to be the number of eigenvalues $`E_j`$ of $`H_{\mathrm{init}}`$ such that $`E_jE`$. We assume that there are $`V`$-independent constants $`C_1>0`$, $`C_2>0`$, $`a`$, $`b`$, and a smooth increasing function $`s()`$, and the number of states satisfy

$$C_1V^a\mathrm{exp}\left[Vs\left(\frac{E}{V}\right)\right]\mathrm{\Omega }_V(E)C_2V^b\mathrm{exp}\left[Vs\left(\frac{E}{V}\right)\right],$$
(1)
which is an expected behavior in a macroscopic system with the (infinite volume) entropy $`s(ϵ)=lim_V\mathrm{}V^1\mathrm{log}\mathrm{\Omega }_V(Vϵ)`$. We also assume that there are $`V`$-independent smooth functions $`f()`$, $`g_1()`$ and

$$\left|\frac{E_j^{}}{V}f\left(\frac{E_j}{V}\right)\right|\frac{1}{V}g_1\left(\frac{E_j}{V}\right),$$
(2)
for any $`j`$. (Throughout the present paper, $`g_i()`$ is a function which appears as an unimportant coefficient of a “small” term.)

In order to describe an adiabatic operation of an outside agent to the system, we choose (for a fixed $`V`$) an arbitrary time-dependent Hamiltonian $`H_0()`$ such that $`H_0(0)=H_{\mathrm{init}}`$ and $`H_0(T)=H_{\mathrm{fin}}`$. For an arbitrary $`\tau 0`$, consider the same operation executed after a “waiting time” of $`\tau `$, which is described by the Hamiltonian $`H_\tau ()`$ defined as

$$H_\tau (t)=\{\begin{array}{cc}H_{\mathrm{init}}\hfill & \text{for }0t\tau \text{;}\hfill \\ H_0(t\tau )\hfill & \text{for }\tau tT+\tau \text{.}\hfill \end{array}$$
(3)
It is essential in our approach to investigate the family of operations with a fixed $`H_0()`$ and various “waiting time” $`\tau `$.

For a fixed $`\tau 0`$, let $`U_\tau ()`$ be the solution of $`iU_\tau (t)/t=H_\tau (t)U_\tau (t)`$, and define $`U_\tau =U_\tau (T+\tau )`$ which is the unitary operator representing the whole operation.

Let $`\phi _j`$ and $`\phi _j^{}`$ be the normalized eigenstates of the Hamiltonians $`H_{\mathrm{init}}`$ and $`H_{\mathrm{fin}}`$, respectively, with eigenvalues $`E_j`$ and $`E_j^{}`$. Then we define a unitary operator $`U_{\mathrm{slow}}`$ by $`U_{\mathrm{slow}}\phi _j=\phi _j^{}`$. Recalling the “adiabatic theorem” in quantum mechanics, one may interpret $`U_{\mathrm{slow}}`$ as describing the time evolution in an operation where the Hamiltonian changes from $`H_{\mathrm{init}}`$ to $`H_{\mathrm{fin}}`$ in an infinitely slow manner.

We assume that the system is initially in a normalized pure state $`\phi _{\mathrm{init}}`$, and require that, in $`\phi _{\mathrm{init}}`$, the energy is concentrated around a single value, but not too sharply. (It is trivial to extend all the results to mixed initial states.) More precisely we expand it as $`\phi _{\mathrm{init}}=_j\xi _j\phi _j`$, where $`\xi _j`$ are complex coefficients, and assume that

$$\xi _j=0\text{if}\left|\frac{E_j}{V}ϵ_0\right|C_3V^\delta $$
(4)
where $`ϵ_0`$, $`C_3>0`$, and $`0<\delta <1`$ are ($`V`$-independent) constants, and

$$|\xi _j|^2\frac{1}{\mathrm{\Omega }_V(ϵ_0V)}$$
(5)
for any $`j`$. Note that this upper bound for $`|\xi _j|^2`$ is quite mild since the number of allowed basis states (which is $`\mathrm{\Omega }_V(ϵ_0V+C_3V^{1\delta })\mathrm{\Omega }_V(ϵ_0VC_3V^{1\delta })`$) is much larger than $`\mathrm{\Omega }_V(ϵ_0V)`$ if $`V`$ is large. (From (1), we find it is larger by a factor of $`\mathrm{exp}(C_3s^{}(ϵ_0)V^{1\delta })`$.) There is a huge freedom in the choice of $`\xi _j`$ within the restrictions (4) and (5). In particular, we are not assuming anything like all the eigenstates with energies in a finite range appear with equal weights. We expect that generic macroscopic states (which, unlike Schrödinger’s cat states, have more or less determined energies) automatically posses similar properties .

Now suppose that the system is initially in the state $`\phi _{\mathrm{init}}`$, and one measures the energy (described by $`H_{\mathrm{fin}}`$) after the operation. The energy expectation value after the “slow” operation is

$$E_{\mathrm{slow}}=\phi _{\mathrm{init}},U_{\mathrm{slow}}^1H_{\mathrm{fin}}U_{\mathrm{slow}}\phi _{\mathrm{init}}=\underset{j}{}|\xi _j|^2E_j^{}.$$
(6)
and that after the operation described by $`H_\tau `$ is

$$E_\tau =\phi _{\mathrm{init}},U_\tau ^1H_{\mathrm{fin}}U_\tau \phi _{\mathrm{init}}.$$
(7)
Then our result is as follows.

Theorem: Take an arbitrary family of models with $`H_{\mathrm{init}}`$, $`H_{\mathrm{fin}}`$, $`H_0()`$, and $`\phi _{\mathrm{init}}`$ satisfying all the conditions stated above. Then for sufficiently large $`V`$, there exist $`\tau _{\mathrm{max}}`$ and a subset $`I[0,\tau _{\mathrm{max}}]`$ such that

$$\frac{|I|}{\tau _{\mathrm{max}}}1\mathrm{exp}\left[\frac{Vs(ϵ_0)}{2}\right],$$
(8)
where $`|I|`$ denotes the “total length” of the set $`I`$, and for any $`\tau I`$ we have

$$\frac{E_\tau }{V}\frac{E_{\mathrm{slow}}}{V}g_2(ϵ_0)V^\delta $$
(9)
where $`g_2()`$ is a ($`V`$-independent) function which depend only on $`C_1`$, $`C_2`$, $`a`$, $`b`$, $`\delta `$, $`s()`$, $`f()`$, and $`g_1()`$.

The theorem says that the inequality (9) holds unless one happens to choose the “waiting time” $`\tau `$ from a very exceptional set $`[0,\tau _{\mathrm{max}}]\backslash I`$. Since the proportion of the exceptional set is exponentially small in $`V`$, there is practically no chance of observing the violation of (9) when $`V`$ is large (provided that one takes the waiting time long enough).

Now the inequality (9) implies

$$\frac{W_\tau }{V}\frac{W_{\mathrm{slow}}}{V}g_2(ϵ_0)V^\delta ,$$
(10)
where $`W_\tau =E_\tau \phi _{\mathrm{init}},H_{\mathrm{init}}\phi _{\mathrm{init}}`$ and $`W_{\mathrm{slow}}=E_{\mathrm{slow}}\phi _{\mathrm{init}},H_{\mathrm{init}}\phi _{\mathrm{init}}`$ are the works done by the agent to the system during the operations. When $`V`$ is large, the inequality (10) becomes $`W_\tau /V\stackrel{>}{}W_{\mathrm{slow}}/V`$, which is nothing but the minimum work principle  (for a closed system) in thermodynamics . Since the minimum work principle is expected to hold for an arbitrary operation applied on a thermodynamic equilibrium state, the present result shows (although in an indirect manner) that an equilibrium is attained after sufficiently long “waiting time” .

We note that the minimum work principle for closed systems is one of the fundamental forms of the second law for simple systems, and other forms (such as the Kelvin’s principle or the law of entropy increase) can be derived from it by suitable thermodynamic arguments. Moreover this form of the second law does not rely on definitions of heat or entropy, which are always delicate. It depends solely on the notion of energy transfer which is the ultimate object to be studied in thermodynamics.

## Proof:

From (6), (4), and (2), we see

$$\frac{E_{\mathrm{slow}}}{V}f(ϵ_0+C_3V^\delta )+\frac{g_1(ϵ_0+C_3V^\delta )}{V},$$
(11)
which implies

$$\frac{E_{\mathrm{slow}}}{V}\frac{\overline{E}}{V}+g_3(ϵ_0)V^\delta ,$$
(12)
where $`\overline{E}=Vf(ϵ_0)`$, and $`g_3()`$ is a $`V`$-independent function.

Since $`H_{\mathrm{fin}}`$ is unbounded in general, we introduce a bounded operator $`\stackrel{~}{H}=\overline{E}(1P)+H_{\mathrm{fin}}P`$ where $`P`$ is the orthogonal projection onto the space spanned by $`\phi _j^{}`$ with $`j`$ such that $`E_j^{}\overline{E}=Vf(ϵ_0)`$. $`\stackrel{~}{H}`$ behaves exactly as $`H_{\mathrm{fin}}`$ for energies lower than $`\overline{E}`$, and behaves as a constant otherwise. Let $`\stackrel{~}{E}_\tau =\phi _{\mathrm{init}},U_\tau ^1\stackrel{~}{H}U_\tau \phi _{\mathrm{init}}`$. Since $`H_{\mathrm{fin}}\stackrel{~}{H}`$, we have $`E_\tau \stackrel{~}{E}_\tau `$. We shall prove (9) with $`E_\tau `$ replaced by $`\stackrel{~}{E}_\tau `$, which automatically leads to the desired result for $`E_\tau `$.

By noting that $`U_\tau =U_0\mathrm{exp}(iH_{\mathrm{init}}\tau )`$, we see that

$`\stackrel{~}{E}_\tau `$ $`=`$ $`{\displaystyle \underset{j,j^{}}{}}\xi _j^{}\xi _j^{}\phi _j,U_\tau ^1\stackrel{~}{H}U_\tau \phi _j^{}`$ (13)
$`=`$ $`{\displaystyle \underset{j,j^{}}{}}\xi _j^{}\xi _j^{}\mathrm{exp}[i(E_jE_j^{})\tau ]\phi _j,U_0^1\stackrel{~}{H}U_0\phi _j^{}.`$
For a function $`f_\tau `$ of $`\tau `$, we denote its “long-(waiting-)time” average as

$$\overline{f_\tau }=\underset{S\mathrm{}}{lim}\frac{1}{S}_0^S𝑑\tau f_\tau .$$
(14)
Since the assumption of nondegeneracy implies $`\overline{e^{i(E_jE_j^{})\tau }}=\delta _{j,j^{}}`$, we have

$`\overline{\stackrel{~}{E}_\tau }`$ $`=`$ $`{\displaystyle \underset{j}{}}|\xi _j|^2\phi _j,U_0^1\stackrel{~}{H}U_0\phi _j`$ (15)
$`=`$ $`{\displaystyle \underset{j,k}{}}|\xi _j|^2\phi _j,U_0^1\phi _k^{}\phi _k^{},\stackrel{~}{H}\phi _k^{}\phi _k^{},U_0\phi _j`$
$`=`$ $`{\displaystyle \underset{j,k}{}}|\xi _j|^2\alpha _{j,k}\stackrel{~}{E}_k^{},`$
where $`\alpha _{j,k}=|\phi _j,U_0^1\phi _k^{}|^2`$, and $`\stackrel{~}{E}_k^{}=\phi _k^{},\stackrel{~}{H}\phi _k^{}=\mathrm{min}\{E_k^{},\overline{E}\}`$. Because of the unitarity, $`(\alpha _{j,k})`$ is a doubly stochastic matrix , i.e., it satisfies $`0\alpha _{j,k}1`$ and $`_j\alpha _{j,k}=_k\alpha _{j,k}=1`$. Let $`j()`$ be a permutation of integers such that $`|\xi _{j(\mathrm{})}||\xi _{j(\mathrm{}+1)}|`$. Then one can easily prove  that

$$\overline{\stackrel{~}{E}_\tau }=\underset{j,k}{}|\xi _j|^2\alpha _{j,k}\stackrel{~}{E}_k^{}\underset{k=1}{\overset{\mathrm{}}{}}|\xi _{j(k)}|^2\stackrel{~}{E}_k^{}.$$
(16)
Let $`\mathrm{\Omega }_{}=\mathrm{\Omega }_V(Vϵ_0C_3V^{1\delta })`$. Then, by using (16), (2), $`\overline{E}=Vf(ϵ_0)`$, (5), (1), and (12), we can estimate the average $`\overline{\stackrel{~}{E}_\tau }`$ as

$`\overline{\stackrel{~}{E}_\tau }`$ $``$ $`{\displaystyle \underset{k=\mathrm{\Omega }_{}}{\overset{\mathrm{}}{}}}|\xi _{j(k)}|^2\stackrel{~}{E}_k^{}`$ (17)
$``$ $`\stackrel{~}{E}_\mathrm{\Omega }_{}^{}{\displaystyle \underset{k=\mathrm{\Omega }_{}}{\overset{\mathrm{}}{}}}|\xi _{j(k)}|^2`$
$``$ $`\{Vf(ϵ_0C_3V^\delta )g_1(ϵ_0C_3V^\delta )\}{\displaystyle \underset{k=\mathrm{\Omega }_{}}{\overset{\mathrm{}}{}}}|\xi _{j(k)}|^2`$
$``$ $`\{\overline{E}g_4(ϵ_0)V^{1\delta }\}\left(1{\displaystyle \underset{k=1}{\overset{\mathrm{\Omega }_{}1}{}}}|\xi _{j(k)}|^2\right)`$
$``$ $`\{\overline{E}g_4(ϵ_0)V^{1\delta }\}\left\{1{\displaystyle \frac{\mathrm{\Omega }_V(Vϵ_0C_3V^{1\delta })}{\mathrm{\Omega }_V(Vϵ_0)}}\right\}`$
$``$ $`\{\overline{E}g_4(ϵ_0)V^{1\delta }\}\left\{1{\displaystyle \frac{C_2}{C_1}}V^{ba}\mathrm{exp}[V\{s(ϵ_0)s(ϵ_0C_3V^\delta )\}]\right\}`$
$``$ $`\{\overline{E}g_4(ϵ_0)V^{1\delta }\}\left\{1{\displaystyle \frac{C_2}{C_1}}V^{ba}\mathrm{exp}[g_5(ϵ)V^{1\delta }]\right\}`$
$``$ $`\overline{E}g_6(ϵ_0)V^{1\delta }`$
$``$ $`E_{\mathrm{slow}}g_7(ϵ_0)V^{1\delta },`$
for sufficiently large $`V`$, where $`g_i()`$ are $`V`$-independent functions.

In order to convert the above bound for the average into information about $`\stackrel{~}{E}_\tau `$ itself , we evaluate the variance and follow the standard argument in the proof of Chebyshev inequality .

From (13), we see that

$$(\stackrel{~}{E}_\tau )^2=\underset{j,k,\mathrm{},m}{}\xi _j^{}\xi _k\xi _{\mathrm{}}^{}\xi _me^{i(E_jE_k+E_{\mathrm{}}E_m)\tau }h(j,k)h(\mathrm{},m),$$
(18)
where $`h(j,j^{})=\phi _j,U_0^1\stackrel{~}{H}U_0\phi _j^{}`$. From the non-resonance condition for the spectrum of $`H_{\mathrm{init}}`$, we see that the average $`\overline{e^{i(E_jE_k+E_{\mathrm{}}E_m)\tau }}`$ is equal to 1 when $`j=k`$, $`\mathrm{}=m`$ or $`j=m`$, $`k=\mathrm{}`$, and is vanishing otherwise. This means that

$$\overline{(\stackrel{~}{E}_\tau )^2}=\left\{\underset{j}{}|\xi _j|^2h(j,j)\right\}^2+\underset{jj^{}}{}|\xi _j|^2|\xi _j^{}|^2h(j,j^{})h(j^{},j).$$
(19)
Noting that the first term in the right-hand side is equal to $`\left(\overline{\stackrel{~}{E}_\tau }\right)^2`$, we find that

$`\overline{\left(\stackrel{~}{E}_\tau \overline{\stackrel{~}{E}_\tau }\right)^2}`$ $`=`$ $`\overline{(\stackrel{~}{E}_\tau )^2}\left(\overline{\stackrel{~}{E}_\tau }\right)^2`$ (20)
$`=`$ $`{\displaystyle \underset{jj^{}}{}}|\xi _j|^2|\xi _j^{}|^2h(j,j^{})h(j^{},j)`$
$``$ $`\left\{\underset{j^{}}{\mathrm{max}}|\xi _j^{}|^2\right\}{\displaystyle \underset{j,j^{}}{}}|\xi _j|^2\phi _j,U_0^1\stackrel{~}{H}U_0\phi _j^{}\phi _j^{},U_0^1\stackrel{~}{H}U_0\phi _j`$
$`=`$ $`\left\{\underset{j^{}}{\mathrm{max}}|\xi _j^{}|^2\right\}{\displaystyle \underset{j}{}}|\xi _j|^2\phi _j,U_0^1\stackrel{~}{H}^2U_0\phi _j`$
$``$ $`{\displaystyle \frac{\overline{E}^2}{\mathrm{\Omega }_V(ϵ_0V)}},`$
where we used (5) and $`\stackrel{~}{H}\overline{E}`$. Since $`\left(\stackrel{~}{E}_\tau \overline{\stackrel{~}{E}_\tau }\right)^2`$ is continuous in $`\tau `$, we see that for sufficiently large $`\tau _{\mathrm{max}}`$

$$\frac{1}{\tau _{\mathrm{max}}}_0^{\tau _{\mathrm{max}}}𝑑\tau \left(\stackrel{~}{E}_\tau \overline{\stackrel{~}{E}_\tau }\right)^2\frac{2\overline{E}^2}{\mathrm{\Omega }_V(ϵ_0V)}.$$
(21)
Define

$$I=\{\tau |\mathrm{\hspace{0.17em}\hspace{0.17em}0}\tau \tau _{\mathrm{max}},|\stackrel{~}{E}_\tau \overline{\stackrel{~}{E}_\tau }|C_4V^{1\delta }\}.$$
(22)
Let $`\chi [\text{true}]=1`$ and $`\chi [\text{false}]=0`$. Then, by noting that $`\chi [|x|x_0](x/x_0)^2`$, and using (21) and (1), we see that

$`1{\displaystyle \frac{\mu [I]}{\tau _{\mathrm{max}}}}`$ $`=`$ $`{\displaystyle \frac{1}{\tau _{\mathrm{max}}}}{\displaystyle _0^{\tau _{\mathrm{max}}}}𝑑\tau \chi [|\stackrel{~}{E}_\tau \overline{\stackrel{~}{E}_\tau }|C_4V^{1\delta }]`$ (23)
$``$ $`{\displaystyle \frac{1}{\tau _{\mathrm{max}}}}{\displaystyle _0^{\tau _{\mathrm{max}}}}𝑑\tau \left\{{\displaystyle \frac{\stackrel{~}{E}_\tau \overline{\stackrel{~}{E}_\tau }}{C_4V^{1\delta }}}\right\}^2`$
$``$ $`\left({\displaystyle \frac{\overline{E}}{V}}\right)^2{\displaystyle \frac{2V^{2\delta }}{(C_4)^2\mathrm{\Omega }_V(ϵ_0V)}}`$
$``$ $`\{f(ϵ_0)\}^2{\displaystyle \frac{2V^{2\delta a}}{C_1(C_4)^2}}\mathrm{exp}[Vs(ϵ_0)]`$
$``$ $`\mathrm{exp}\left[{\displaystyle \frac{Vs(ϵ_0)}{2}}\right],`$
where the final bound is valid for sufficiently large $`V`$. This is the bound (8) for the size of the exceptional set. Recalling (17), we have proved the desired theorem with $`g_2()=g_7()+C_4`$.

It is a pleasure to thank Elliott Lieb, Takayuki Miyadera, Hiroshi Nagaoka, Shin-ichi Sasa, Akira Shimizu, and Jakob Yngvason for useful discussions on related topics.


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# The classification of exceptional Dehn surgeries on 2-bridge knots

## 1. Introduction

A nontrivial Dehn surgery on a hyperbolic knot $`K`$ in $`S^3`$ is exceptional if the resulting manifold is either reducible, or toroidal, or a Seifert fibered manifold whose orbifold is a sphere with at most three exceptional fibers, called a small Seifert fibered space. Thus an exceptional Dehn surgery is non-hyperbolic, and using a version of Thurston’s orbifold theorem proved by Boileau and Porti \[BP\], it can be shown that a non-exceptional surgery on a 2-bridge knot is also hyperbolic, see Remark 6.3. There has been many researches in determining how many exceptional surgeries a knot can admit. See the survey articles \[Go, Lu\] for details.

The purpose of this paper is to classify all exceptional Dehn surgeries on 2-bridge knots. Hatcher and Thurston \[HT\] have shown that there is no reducible surgery on hyperbolic 2-bridge knots. We will determine all toroidal surgeries and small Seifert fibered surgeries on these knots, which will then complete the classification.

We use $`[b_1,\mathrm{},b_n]`$ to denote the partial fraction decomposition $`1/(b_11/(b_2\mathrm{}1/b_n)\mathrm{})`$. Recall that a 2-bridge knot $`K`$ is non-hyperbolic if and only if $`K=K_{1/q}`$ for some $`q`$, in which case $`K`$ is a $`(2,q)`$ torus knot, and surgery on $`K`$ is well understood. $`K`$ is a twist knot if it is equivalent to some $`K_{p/q}`$ with $`p/q=[b,\pm 2]`$ for some integer $`b`$. Since $`[b,\pm 2]=[b1,2]`$, we may assume that $`b`$ is even. Let $`K(\gamma )`$ be the manifold obtained by $`\gamma `$ surgery on $`K`$. We always assume that $`\gamma \mathrm{}`$, that is, the surgery is nontrivial. With respect to the standard meridian-longitude pair on $`N(K)`$, each slope $`\gamma `$ is identified with a rational number, see Rolfsen’s book \[R\]. The following is the main theorem of this paper. Note that part (4) of the theorem is the case of surgery on Figure 8 knot, and is due to Thurston \[Th1\]. It is included in the theorem for the sake of completeness.

###### Theorem 1.1

Let $`K`$ be a hyperbolic 2-bridge knot.

(1) If $`KK_{[b_1,b_2]}`$ for any $`b_1,b_2`$, then $`K`$ admits no exceptional surgery.

(2) If $`K=K_{[b_1,b_2]}`$ with $`|b_1|,|b_2|>2`$, then $`K(\gamma )`$ is exceptional for exactly one $`\gamma `$, which yields a toroidal manifold. When both $`b_1`$ and $`b_2`$ are even, $`\gamma =0`$. If $`b_1`$ is odd and $`b_2`$ is even, $`\gamma =2b_2`$.

(3) If $`K=K_{[2n,\pm 2]}`$ and $`|n|>1`$, $`K(\gamma )`$ is exceptional for exactly five $`\gamma `$: $`K(\gamma )`$ is toroidal for $`\gamma =0,4`$, and is small Seifert fibered for $`\gamma =1,2,3`$.

(4) If $`K=K_{[2,2]}`$ is the Figure 8 knot, $`K(\gamma )`$ is exceptional for only nine $`\gamma `$: $`K(\gamma )`$ is toroidal for $`\gamma =0,4,4`$, and is Seifert fibered for $`\gamma =1,2,3,1,2,3`$.

We will use a result of Hatcher and Thurston \[HT\] to determine all toroidal surgeries on a hyperbolic 2-bridge knot $`K`$, see Lemma 2.2 below. In general it is more difficult to determine small Seifert fibered surgeries, due to the fact that there is no essential surfaces in such a manifold, unless its Euler number is 0. Here we will use essential lamination theory developed by Gabai and Oertel \[GO\]. The readers are referred to \[GO\] for definitions and basic properties concerning essential branched surfaces and essential laminations, which play a central role in the proof of the theorem. We will use Brittenham’s criteria \[Br\], which says that if $`M`$ is a small Seifert fibered space containing an essential branched surface $``$, then each component of $`M\text{Int}N()`$ is an $`I`$-bundle over some compact surface $`G`$. The idea of the proof is to construct essential laminations in surgered manifolds whose complementary regions are not $`I`$-bundles. We will apply some techniques developed by Delman \[De1, De2\] and Roberts \[Ro\] to construct essential laminations in the surgered manifolds.

Acknowledgment. We are grateful to Alan Reid for some very useful comments to an earlier version of this paper. We also thank Steve Bleiler for pointing out that the Orbifold Theorem and the Snappea computer program, two tools used in an earlier version of the paper, are not considered fully proved by many people. The present version has avoided using them in the proof.

## 2. Reducible, toroidal, or Seifert fibered surgeries

Reducible surgeries and toroidal surgeries on 2-bridge knots are completely determined by Lemmas 2.1 and 2.2. Certain surgeries on twist knots are shown to be Seifert fibered in Corollary 2.4.

###### Lemma 2.1

(Hatcher-Thurston) Let $`K`$ be a 2-bridge knot. Then $`K(r)`$ is reducible if and only if $`K`$ is a $`(2,q)`$ torus knot, and $`r=2q`$.

###### Demonstration Proof

See \[HT, Theorem 2\]. ∎

###### Lemma 2.2

Let $`K`$ be a hyperbolic 2-bridge knot.

(1) If $`K(\gamma )`$ is toroidal for some $`\gamma `$, then $`K=K_{[b_1,b_2]}`$ for some $`b_1,b_2`$.

(2) If $`|b_i|>2`$ for $`i=1,2`$, there is exactly one such $`\gamma `$. When both $`b_i`$ are even, $`\gamma =0`$. When $`b_1`$ is odd and $`b_2`$ is even, $`\gamma =2b_2`$.

(3) If $`K=K_{[2n,2]}`$ and $`|n|>1`$, $`K(\gamma )`$ is toroidal if and only if $`\gamma =0`$ or $`4`$. For $`K=K_{[2n,2]}`$, $`\gamma =0`$ or $`4`$.

(4) If $`K=K_{[2,2]}`$, then $`K(\gamma )`$ is toroidal if and only if $`\gamma =0`$, $`4`$, or $`4`$.

###### Demonstration Proof

We refer the reader to \[HT\] for notations. If $`K(\gamma )`$ is toroidal, there is an essential punctured torus $`T`$ in the knot exterior. By Theorem 1 of \[HT\], $`T`$ is carried by some $`\mathrm{\Sigma }[b_1,\mathrm{},b_k]`$, where $`[b_1,\mathrm{},b_k]`$ is an expansion of $`p/q`$. By the proof of Theorem 2 of \[HT\], we have $`0=22g=n(2k)`$, where $`g`$ is the genus of $`T`$, and $`n`$ is the intersection number between $`T`$ and a meridian of $`K`$. Therefore $`k=2`$. This proves (1). The rest follows by determining all the possible expansions of type $`[b_1,b_2]`$ for $`p/q`$. The boundary slopes of the surfaces can be calculated using Proposition 2 of \[HT\]. By the proof of \[Pr, Corollary 2.1\], an incompressible punctured torus $`T`$ in the exterior of a 2-bridge knot will become an essential torus after surgery along the slope of $`T`$. ∎

###### Lemma 2.3

Let $`L=k_1k_2`$ be the Whitehead link, which is the 2-bridge link associated to the rational number $`p^{}/q^{}=[2,2,2]`$. Let $`L(\gamma _1,\gamma _2)`$ be the manifold obtained by $`\gamma _i`$ surgery on $`k_i`$. If $`\gamma _1=1/n`$ and $`\gamma _2=1`$, $`2`$ or $`3`$, then $`L(\gamma _1,\gamma _2)`$ is a small Seifert fibered space.

###### Demonstration Proof

By definition $`L(\mathrm{},\gamma _2)`$ is the manifold obtained from $`S^3`$ by $`\gamma _2`$ surgery on $`k_2`$. After $`1`$ surgery on $`k_2`$, the knot $`k_1`$ becomes a trefoil knot in $`L(\mathrm{},1)=S^3`$. Since the exterior of a torus knot is a Seifert fibered space with orbifold a disk with two cones, it is easy to see that all surgeries but one yield Seifert fibered spaces, each having an orbifold a disk with at most three cone points. For this trefoil, the exceptional surgery has coefficient $`6`$, yielding a reducible manifold. Thus $`L(1/n,1)`$ is a small Seifert fibered space for any $`n`$.

After $`2`$ surgery on $`k_2`$, the knot $`k_1`$ becomes a knot in $`P^3=L(\mathrm{},2)`$. The link $`L`$ is drawn in Figure 1(a), where the curve $`C`$ is a curve on $`N(k_2)`$ of slope $`2`$, so it bounds a disk in $`L(\mathrm{},2)`$. Thus a band sum of $`k_1`$ and $`C`$ forms a knot $`k_1^{}`$ isotopic to $`k_1`$ in $`L(\mathrm{},2)`$. The link $`L^{}=k_1^{}k_2`$ is shown in Figure 1(b). Using Kirby Calculus one can show that $`L(1/n,2)=L^{}(21/n,2)`$. The exterior of $`k_1^{}`$ in $`S^3`$ is a Seifert fibered space with orbifold a disk with two cones, in which $`k_2`$ is a singular fiber of index 3. Thus after $`2`$ surgery on $`k_2`$, the manifold $`L(\mathrm{},2)\text{Int}N(k_1^{})`$ is still Seifert fibered, with orbifold a disk with two cones. The fiber slope on $`N(k_1^{})`$ is 6. It follows that all but the 6 surgery on $`k_1^{}`$ in $`L(\mathrm{},2)`$ yield small Seifert fibered manifolds. In particular, $`L(1/n,2)=L^{}(21/n,2)`$ are small Seifert fibered manifolds for all $`n`$.

The proof for $`\gamma _2=3`$ is similar. One can show that the band sum of $`k_1`$ and the curve $`C`$ of slope $`3`$ on $`N(k_2)`$ is isotopic to the curve $`k_1^{}`$ shown in Figure 1(c), which is a $`(3,2)`$ torus knot. By the same argument as above one can show that $`L(1/n,3)=L(31/n,3)`$ are small Seifert fibered manifolds for all $`n`$. ∎

Figure 1

Recall that a 2-bridge knot $`K`$ is a twist knot if $`K=K_{p/q}`$, and $`p/q=[2n,\pm 2]`$ for some $`n`$.

###### Corollary 2.4

If $`K=K_{p/q}`$ is a twist knot with $`p/q=[2n,\pm 2]`$, then $`K(\gamma )`$ is a small Seifert fibered space for $`\gamma =1`$, $`2`$ and $`3`$.

###### Demonstration Proof

Consider the case $`p/q=[2n,2]`$. The proof for $`p/q=[2n,2]`$ is similar. Let $`L=k_1k_2`$ be a 2-bridge link associated to the rational number $`p^{}/q^{}=[2,2,2]`$. Notice that after $`1/n`$ surgery on $`k_1`$, the knot $`k_2`$ becomes the knot $`K=K_{[2n,2]}`$ in $`S^3=L(1/n,\mathrm{})`$. Therefore by Lemma 6, $`K(\gamma )=L(1/n,\gamma )`$ are small Seifert fibered spaces for $`\gamma =1`$, $`2`$ and $`3`$. ∎

## 3. Delman’s construction, and the proof of Theorem 1.1(1)

For each rational number $`p/q`$, there is associated a diagram $`D(p/q)`$, which is the minimal subdiagram of the Hatcher-Thurston diagram \[HT, Figure 4\] that contains all minimal paths from $`1/0`$ to $`p/q`$. See \[HT, Figure 5\] and \[De1\]. $`D(p/q)`$ can be constructed as follows. Let $`p/q=[a_1,\mathrm{},a_k]`$ be a continued fraction expansion of $`p/q`$. To each $`a_i`$ is associated a “fan” $`F_{a_i}`$ consisting of $`a_i`$ simplices, see Figure 2(a) and 2(b) for the fans $`F_4`$ and $`F_4`$. The edges labeled $`e_1`$ are called initial edges, and the ones labeled $`e_2`$ are called terminal edges. The diagram $`D(p/q)`$ can be constructed by gluing the $`F_{a_i}`$ together in such a way that the terminal edge of $`F_{a_i}`$ is glued to the initial edge of $`F_{a_{i+1}}`$. Moreover, if $`a_ia_{i+1}<0`$ then $`F_{a_i}`$ and $`F_{a_{i+1}}`$ have one edge in common, and if $`a_ia_{i+1}>0`$ then they have a 2-simplex in common. See Figure 2(c) for the diagram of $`[2,2,4,2]`$. Notice that the fans $`F_2`$ and $`F_4`$ in the figure share a common triangle.

Figure 2

To each vertex $`v_i`$ of $`D(p/q)`$ is associated a rational number $`r_i/s_i`$. It has one of the three possible parities: odd/odd, odd/even, or even/odd, denoted by $`o/o`$, $`o/e`$, and $`e/o`$, respectively. Note that the three vertices of any simplex in $`D(p/q)`$ have mutually different parities.

We consider $`D(p/q)`$ as a graph on a disk $`D`$, with all vertices on $`D`$, containing $`D`$ as a subgraph. The boundary of $`D`$ forms two paths from the vertex $`1/0`$ to the vertex $`p/q`$. The one containing the vertex $`0/1`$ is called the top path, and the one containing the vertex $`1/1`$ is called the bottom path. Edges on the top path are called top edges. Similarly for bottom edges.

Let $`\mathrm{\Delta }_1,\mathrm{\Delta }_2`$ be two simplices in $`D(p/q)`$ with an edge in common. Assume that the two vertices which are not on the common edge are of parity $`o/o`$. Then the arcs indicated in Figure 3(a) and (b) are called channels. A path $`\alpha `$ in $`D(p/q)`$ is a union of arcs, each of which is either an edge of $`D(p/q)`$ or a channel.

Figure 3

Let $`v`$ be a vertex on a path $`\alpha `$ in $`D(p/q)`$. Let $`e_1,e_2`$ be the edges of $`\alpha `$ incident to $`v`$. Then the corner number of $`v`$ in $`\alpha `$, denoted by $`c(v;\alpha )`$ or simply $`c(v)`$, is defined as the number of simplices in $`D(p/q)`$ between the edges $`e_1`$ and $`e_2`$. A path $`\alpha `$ from $`1/0`$ to $`p/q`$ is an allowable path if it has at least one channel, and $`c(v)2`$ for all $`v`$ in $`\alpha `$.

Now assume that $`K=K_{p/q}`$ is a 2-bridge knot. Then $`q`$ is an odd number. Recall that $`K_{p/q}=K_{p^{}/q}`$ if $`p^{}p^{\pm 1}`$ mod $`q`$, and $`K_{p/q}`$ is the mirror image of $`K_{p/q}`$. We may assume without loss of generality that $`p`$ is even, and $`1<p<q`$. This is because $`K_{(qp)/q}`$ is equivalent to the mirror image of $`K_{p/q}`$, so the result of $`\gamma `$ surgery on the first is the same as that of $`\gamma `$ surgery on the second. Note that $`qp`$ and $`p`$ have different parity, since $`q`$ is odd. The following result is due to Delman. See \[De1\] and \[De2, Proposition 3.1\].

###### Theorem 3.1

(Delman) Given an allowable path $`\alpha `$ of $`D(p/q)`$, there is an essential branched surface $``$ in $`S^3K`$ which remains essential after all nontrivial surgeries on the knot $`K`$. ∎

###### Lemma 3.2

If there is an allowable path $`\alpha `$ in $`D(p/q)`$ such that $`c(v)>2`$ for some vertex $`v`$ in $`\alpha `$, then $`K(\gamma )`$ is not a small Seifert fibered space for any $`\gamma `$.

###### Demonstration Proof

It was shown in \[Br, Corollary 4\] that if $``$ is an essential branched surface in a small Seifert fibered space $`M`$, then each component of $`M\text{Int}N()`$ is an $`I`$-bundle over a compact surface $`G`$, such that the vertical surface $`_vN()`$ (also called cusps) is the $`I`$-bundle over $`G`$. It has been shown in \[De1\] that for each vertex $`v`$ of $`\alpha `$ there is a component $`W_v`$ of $`S^3\text{Int}N()`$ such that $`W_v`$ is a solid torus whose meridian disk intersects the cusps $`c(v)`$ times. In particular, if $`c(v)>2`$ then $`W_v`$ is not an $`I`$ bundle as above. Since $``$ is an essential branched surface in $`K(\gamma )`$, it follows that $`K(\gamma )`$ is not a small Seifert fibered space. ∎

###### Lemma 3.3

Suppose $`p`$ is even, $`q`$ is odd, and $`1<p<q1`$. If $`p/q`$ does not have partial fraction decomposition of type $`[r_1,r_2]`$, then $`D(p/q)`$ has an allowable path $`\alpha `$ such that some vertex $`v`$ on $`\alpha `$ has $`c(v)>2`$.

###### Demonstration Proof

Let $`[a_1,\mathrm{},a_n]`$ be the partial fraction decomposition of $`p/q`$ such that all $`a_i`$ are even. Then $`a_12`$. If $`a_i=2`$ for all $`i`$, then $`p/q=(q1)/q`$, contradicting our assumption. Thus either some $`a_i<0`$, or some $`a_i>4`$. We separate the two cases.

CASE 1. Some $`a_i<0`$.

Let $`a_i`$ be the first negative number. Then $`a_{i1}>0`$, so there is a sign change. By \[De2\] there is a channel $`\alpha _0`$ in $`F_{a_{i1}}F_{a_i}`$ starting at a bottom edge and ending at a top edge, where $`F_{a_i}`$ is the fan in $`D(p/q)`$ corresponding to $`a_i`$. Let $`\alpha _1`$ be the part of the bottom path of $`D(p/q)`$ from the vertex $`1/0`$ to the initial point of $`\alpha _0`$, and let $`\alpha _2`$ be the part of the top path from the end point of $`\alpha _0`$ to the vertex $`p/q`$. Then $`\alpha =\alpha _1\alpha _0\alpha _2`$ is an allowable path in $`D(p/q)`$. We need to show that if $`c(v)=2`$ for all vertices $`v`$ on this path, then $`p/q=[r_1,r_2]`$ for some $`r_1,r_2`$.

Consider the vertices on $`\alpha _1`$. Since $`c(v_i)=2`$ for all $`v_i`$, each vertex $`v_i`$ is incident to exactly one non boundary edge $`e_i`$ of $`D(p/q)`$, which must have the other end on a vertex $`v_i^{}`$ in the top path. If some of these $`v_i^{}`$ are different, then since all faces of $`D(p/q)`$ are triangles, it is clear that some $`v_j`$ on $`\alpha _1`$ would have at least two non boundary edges, which would be a contradiction. Similarly, each vertex on $`\alpha _2`$ has a unique non boundary edge, leading to a common vertex on the bottom path, so the diagram $`D(p/q)`$ looks exactly as in Figure 4(a). It is the union of two fans $`F_{r_1}`$ and $`F_{r_2}`$ with $`r_1>0`$, and $`r_2<0`$. Therefore, $`p/q=[r_1,r_2]`$.

CASE 2. Some $`a_i4`$.

In this case there is a channel $`\alpha _0`$ with both ends on the bottom path. Construct an allowable path $`\alpha =\alpha _1\alpha _0\alpha _2`$ with $`\alpha _1,\alpha _2`$ in the bottom path. Similar to Case 1, it can be shown that each vertex on $`\alpha _i`$ has a unique non boundary edge leading to a common vertex $`v_i^{}`$ on the top path, so $`D(p/q)`$ looks like that in Figure 4(b). In this case $`p/q=[r_1,r_2]`$, with both $`r_i>0`$. ∎

Figure 4

###### Corollary 3.4

Let $`K`$ be a 2-bridge knot. If $`KK_{[b_1,b_2]}`$ for any $`b_1,b_2`$, then $`K(\gamma )`$ is non-exceptional for all $`\gamma `$.

###### Demonstration Proof

$`K`$ is not a $`(2,q)`$ torus knot, otherwise $`K=K_{[2q\pm 1]}=K_{[2q,1]}`$. Hence by Lemmas 2.1 and 2.2, $`K(\gamma )`$ is irreducible and atoroidal. By Lemmas 3.3 and 3.2, $`K(\gamma )`$ is not a small Seifert fiber space. Therefore, $`K(\gamma )`$ is non-exceptional. ∎

## 4. Surgery on twisted Whitehead links, proof of Theorem 1.1(2)

A twisted Whitehead link is a two bridge link $`L`$ associated to a rational number $`[2,r,2]`$ for some $`r0`$. See Figure 5 for a twisted Whitehead link with $`r=6`$. When $`r=\pm 2`$, $`L`$ is a Whitehead link. It has been determined exactly which 2-bridge link complements contain persistent laminations \[Wu\]. The next lemma shows that if $`|r|>2`$ then there is a persistent lamination with some desired property.

Recall that a slope $`\gamma `$ of a knot $`K`$ is an integral slope if it intersects the meridian of $`K`$ exactly once.

###### Lemma 4.1

Let $`L=k_1k_2`$ be a twisted Whitehead link associated to the rational number $`p/q=[2,r,2]`$. Let $`L(\gamma _1,\gamma _2)`$ be the manifold obtained by $`\gamma _i`$ surgery on $`k_i`$. If $`|r|>2`$, and one of the $`\gamma _i`$ is not an integral slope, then $`L(\gamma _1,\gamma _2)`$ is not a small Seifert fiber space.

###### Demonstration Proof

By considering the mirror image of $`L`$ if necessary we may assume that $`r<0`$. If $`r`$ is even, then $`[2,r,2]`$ is a partial fraction decomposition with even coefficient, and $`r4`$. There is an allowable path in $`D(p/q)`$ with two channels, as shown in Figure 6(a), where $`r=4`$. If $`r`$ is odd, then $`p/q=[2,r+1,2]`$, in which case $`D(p/q)`$ also has an allowable path with two channels. See Figure 6(b) for the case $`r=3`$.

Figure 5

Let $``$ be the essential branched surface in the link exterior associated to the above allowable path in $`D(p/q)`$, as constructed in \[De2\]. There is one solid torus component $`V_i`$ in $`S^3\text{Int}N()`$ for each $`k_i`$, containing $`k_i`$ as a central curve. From the construction of $``$ one can see that each channel contributes two cusps, one on each $`V_i`$. Actually from \[De2, Figure 3.5\] we see that the two cusps corresponding to a channel are around two points of $`L`$ on a level sphere with same orientation. Since each $`k_i`$ intersects the sphere at two points with different orientations, those two cusps must be around different components of $`L`$. One is referred to \[Wu\] for more details about surgery on 2-bridge links.

Figure 6

As the allowable path above has two channels, each $`V_i`$ has two meridional cusps. Thus $``$ remains an essential branched surface after surgery on $`L`$. Moreover, since one of the $`\gamma _i`$ is non-integral, after surgery $`V_i`$ becomes a solid torus whose meridional disk intersects the cusps at least four times. By \[Br, Corollary 4\], the surgered manifold is not a small Seifert fiber space. ∎

###### Corollary 4.2

Let $`K=K_{[b_1,b_2]}`$ be a two bridge knot with $`|b_i|>2`$ for $`i=1,2`$. Then $`K(\gamma )`$ is exceptional for only one $`\gamma `$, which yields toroidal manifold. When both $`b_1`$ and $`b_2`$ are even, $`\gamma =0`$. If $`b_1`$ is odd and $`b_2`$ is even, $`\gamma =2b_2`$.

###### Demonstration Proof

By Lemmas 2.1 and 2.2, $`K(\gamma )`$ is irreducible, and it is toroidal for exactly one $`\gamma `$ as described in the corollary. So it remains to show that $`K(\gamma )`$ is never a small Seifert fiber space.

Since $`K`$ is a knot, at least one of the $`b_i`$ is an even number. We may assume without loss of generality that $`b_1=2n`$ for some integer $`n`$, because $`K_{[b_1,b_2]}`$ is equivalent to $`K_{[b_2,b_1]}`$, by turning the standard diagram for the first knot upside down.

Let $`L=k_1k_2`$ be a 2-bridge link associated to the rational number $`p/q=[2,b_2,2]`$. Notice that after $`1/n`$ surgery on $`k_1`$, the other component $`k_2`$ becomes the knot $`K=K_{[2n,b_2]}`$. Therefore, doing $`\gamma `$ surgery on $`K`$ is the same as doing $`1/n`$ surgery on $`k_1`$, then doing some $`\gamma ^{}`$ surgery on $`k_2`$. Since $`1/n`$ is non integral, and $`|b_2|>2`$, the result follows from Lemma 4.1. ∎

###### Corollary 4.3

Let $`K=K_{[b,\pm 2]}`$ with $`|b|>2`$. If $`\gamma `$ is a non integral slope, then $`K(\gamma )`$ is not a small Seifert fiber space.

###### Demonstration Proof

As above, $`K(\gamma )=L(\gamma ,\pm 1)`$, where $`L=L_{[2,b,2]}`$. Since $`\gamma `$ is non integral, the result follows from Lemma 4.1. The result also follows from \[Br\]. ∎

## 5. Roberts’ construction of essential branched surfaces

In \[Ro\] Roberts constructed branched surfaces in certain knot complements, which can be extended to essential branched surfaces in $`K(\gamma )`$ for all $`\gamma `$ in an infinite interval. We will describe her results and construction in this section, and apply them to surgery on twist knots in the next section.

Let $`E(K)=S^3\text{Int}N(K)`$ be the exterior of a knot $`K`$ in $`S^3`$, let $`R^{}`$ be a (possibly non orientable) compact surface in $`S^3`$ with $`R^{}=K`$. Let $`R=R^{}E(K)`$.

Figure 7

Let $`S`$ be a surface in $`E(K)`$ which has interior disjoint from $`R`$, and has a single boundary curve $`S=a_1b_1\mathrm{}a_nb_n`$, where $`b_i`$ are mutually disjoint arcs on $`R`$, and $`a_i`$ are arcs on $`T=N(K)`$. By specifying a cusp at each $`b_i`$, the union of $`R`$ and $`S`$ becomes a branched surface $`B=R,S`$ in $`E(K)`$. The cusps will be assigned in such a way that each $`a_i`$ on $`T`$ is one of the four types indicated in Figure 7. Note that $`B`$ is a train track on $`T`$, and each component of $`TB`$ is a digon, i.e a disk with two cusps.

###### Remark Remark

The pictures on Figure 7 are mirror images of that in \[Ro, Figure 22\]. Thus for example, type $`P_1`$ here is of type $`N_1`$ in \[Ro\]. Apparently we are using different coordinate systems. This paper adapts the convention that the meridian-longitude pair $`(m,l)`$ on $`T`$ is chosen so that when $`K`$ is endowed with the same orientation as that of $`l`$, the linking number $`lk(m,K)=1`$, measured using the right hand rule. See \[R\]. With this convention, types $`P_1,P_2`$ in Figure 7 will have positive contributions to any slope $`\gamma `$ carried in the train track.

Let $`N(B)`$ be a regular neighborhood of the branched surface $`B`$ in $`E(K)`$ with the natural $`I`$-bundle structure. A surface of contact is a properly embedded compact surface $`P`$ in $`N(B)`$, transverse to the $`I`$-fibers, with $`P_vN(B)T`$, such that the intersection of $`P`$ with each component of the vertical surfaces $`_vN(B)`$ is either empty or a single arc.

Let $`p_1,p_2,n_1,n_2`$ be the numbers of $`a_i`$ of type $`P_1,P_2,N_1,N_2`$ respectively. Let $`r`$ be the slope of $`R`$ on $`T`$. Let

$$J=\{r+(p_1n_1)\frac{x}{x+1}+(p_2n_2)x|x>0\}$$

Then Roberts’ theorem \[Ro, Theorem 2.3\] can be stated as

###### Theorem 5.1

(Roberts) If $`B=R,S`$ constructed above is an essential branched surface in $`E(K)`$, and has no planar surface of contact, then $`B`$ extends to an essential branched surface $`B_\gamma `$ in $`K(\gamma )`$ for all slope $`\gamma J`$.

The construction of the extended branched surface is as follows. Let $`T\times I`$ be a small neighborhood of $`T`$ in $`E(K)`$ with $`T=T\times 0`$, such that $`B(T\times I)=B\times I`$. Add the digons $`T\times 1B`$ to $`B`$, and branched so that the cusps on the two edges of each digon lies on different sides. The definition of $`J`$ guaranteed that the train track $`B`$ on $`T`$ can be split to produce a curve $`C`$ of slope $`\gamma `$ on $`T`$. Split $`B\times I`$ accordingly and, after Dehn filling, cap off $`C`$ by a meridian disk in the Dehn filling solid torus, one obtains a branched surface $`B_\gamma `$ in $`K(\gamma )`$. It was shown in \[Ro\] that $`B^{}`$ carries an essential lamination in $`K(\gamma )`$.

Denote by $`E(B)`$ the exterior of $`B`$ in $`E(K)`$, i.e $`E(B)=E(K)\text{Int}N(B)`$.

###### Corollary 5.2

For any $`\gamma J`$, the manifold $`E(B)`$ is homeomorphic to a component $`W`$ of the exterior of $`B_\gamma `$ in $`K(\gamma )`$, with horizontal surface of $`B`$ identified to the horizontal surface of $`B_\gamma `$ on $`W`$.

###### Demonstration Proof

Examine the above construction. After adding the digons of $`T\times 1B`$ to $`B`$, the branched surface is topologically homeomorphic to $`B(T\times 1)`$, which cuts off a region isotopic to $`E(B)`$. Clearly this region is not affected by the later changes, and its horizontal surface is the restriction of that on $`E(B)`$. ∎

## 6. Surgery on twist knots, and the final proof

As noticed earlier, any twist knot can be written as $`K_{[2n,\pm 2]}`$ for some $`n`$, because if $`b`$ is odd then $`K_{[b,2]}=K_{[b1,2]}`$. Since $`K_{[2n,2]}`$ is the mirror image of $`K_{[2n,2]}`$, we need only consider knots of type $`K_{[2n,2]}`$. We can also assume that $`n0,1`$, otherwise the knot is a trivial knot or a trefoil knot.

###### Lemma 6.1

Let $`K=K_{[2n,2]}`$ be a twist knot with $`n0,1`$. Then $`K(\gamma )`$ is not a small Seifert fiber space for all $`\gamma <4`$.

###### Demonstration Proof

A knot $`K=K_{[2n,2]}`$ has two spanning surfaces as indicated in Figure 8, where $`2n=4`$. The first surface is a punctured Klein bottle, and the second one is a punctured torus.

Figure 8

Let $`R`$ be the punctured Klein bottle of Figure 8(1) in the knot exterior. Add a disk $`S`$ to $`R`$ such that the boundary of $`S`$ is the circle indicated in Figure 8(1). The boundary of $`S`$ consists of four arcs $`a_1b_1a_2b_2`$, where $`b_i`$ lies on $`R`$, and $`a_i`$ on the torus $`T=N(K)`$. The arrows at the arcs $`b_i`$ indicate the side of the cusp. This determines the branched surface $`B=R,S`$, and hence the type of $`a_i`$ on $`T`$. One of the $`a_i`$ (the one on top) is of type $`P_1`$, and the other one of type $`N_2`$. Using the notation in Section 5, we have $`p_1=n_2=1`$, and $`p_2=n_1=0`$. By calculating the linking number between $`K`$ and $`R`$, one can see that $`R`$ has slope $`r=4`$ on $`T`$. Therefore,

$`J`$ $`=\{r+(p_1n_1){\displaystyle \frac{x}{x+1}}+(p_2n_2)x|x>0\}=\{4+{\displaystyle \frac{x}{x+1}}x|x>0\}`$
$`=\{4{\displaystyle \frac{x^2}{x+1}}|x>0\}=(\mathrm{},4)`$
We need to show that $`B`$ is an essential branched surface in $`E(K)`$. It is clear that $`N(B)`$ is topologically a solid torus. By examining the cusp on $`N(B)`$, one can see that the exterior of $`B`$ is the same as that of the surface in Figure 9, with cusp the boundary of the surface $`F`$. Note that $`F`$ runs along the meridian of the solid torus $`N(F)`$ $`2n1`$ times. Hence $`E(B)`$, the exterior of $`B`$, is a solid torus with a single cusp running along the longitude $`2n1`$ times. Since $`n0,1`$, it is easy to see that $`E(B)`$ satisfies all conditions for $`B`$ to be essential, i.e, $`E(B)`$ is indecomposable, and the horizontal surface on $`E(B)`$ is essential. One also needs to check that the branched surface $`B`$ satisfies all the intrinsic essentiality properties, i.e, it has no disk or half disk of contact, it contains no Reeb branched surfaces, and it fully carries a lamination. This is straight forward.

Figure 9

To apply Roberts’ theorem, we also need to show that $`B=R,S`$ has no planar surface of contact. Assume that $`P`$ is a compact surface embedded in $`N(B)`$, transverse to the $`I`$-fibers, with $`P_vN(B)T`$. Cutting along the two arcs $`b_1,b_2`$ along which $`S`$ is glued to $`R`$, the branched surface $`B`$ becomes two surface $`S`$ and $`R^{}=Rb_1b_2`$. Let $`u,v`$ be the number of times that $`P`$ intersects an $`I`$-fiber of $`S`$ and $`R^{}`$ respectively. Then the gluing at $`b_i`$ gives the equation $`v=u+v+w`$, where $`w`$ is the times $`P`$ passes the cusp at $`b_i`$. So $`u=w=0`$, and $`P`$ lies in $`N(R)`$. Since $`R`$ is nonplanar, $`P`$ can not be planar.

It now follows from Theorem 5.1 that $`B`$ extends to an essential branched surface $`B_\gamma `$ for all slopes $`\gamma <4`$. By Corollary 5.2, $`E(B)`$ can be considered as a component of the exterior of $`B_\gamma `$. Since $`E(B)`$ is a solid torus with a cusp running along the longitude $`|2n1|3`$ times, it is not an $`I`$-bundle. Therefore, by the result of Brittenham \[Br\], $`K(\gamma )`$ is not a small Seifert fiber space for all $`\gamma <4`$. ∎

###### Lemma 6.2

Let $`K=K_{[2n,2]}`$ be a twist knot with $`|n|>2`$. Then $`K(\gamma )`$ is not a small Seifert fiber space for all $`\gamma >0`$.

###### Demonstration Proof

The proof is very similar to that of Lemma 6.1, only that instead of using the non orientable surface in Figure 8(1), we use the orientable surface $`R`$ in Figure 8(2). As a Seifert surface of $`K`$, the boundary of $`R`$ has slope $`0`$. Also, the arcs $`a_1,a_2`$ are now of type $`P_2`$ and $`N_1`$, so $`p_1=n_2=0`$, $`p_2=n_1=1`$, and

$`J`$ $`=\{r+(p_1n_1){\displaystyle \frac{x}{x+1}}+(p_2n_2)x|x>0\}=\{0{\displaystyle \frac{x}{x+1}}+x|x>0\}`$
$`=\{{\displaystyle \frac{x^2}{x+1}}|x>0\}=(0,\mathrm{})`$
The exterior of the branched surface $`B=R,S`$ is the same as that of a band with $`2n`$ twists. Since $`|n|>2`$, it is not an $`I`$-bundle. Therefore, one can use the argument in the proof of Lemma 6.1 to obtain a conclusion. ∎

###### Demonstration Proof of Theorem 1.1

Parts (1) and (2) are exactly Corollaries 3.4 and 4.2. For part (3), consider the knot $`K_{[2n,2]}`$. By Lemma 2.2 and Corollary 2.4, surgeries with $`\gamma =0,4`$ are the only toroidal ones, and $`\gamma =1,2,3`$ are Seifert fibered. By Corollary 4.3, Lemmas 6.1 and 6.2, there are no other small Seifert fibered surgeries. Since no surgeries on $`K_{[2n,2]}`$ are reducible (Lemma 2.1), all surgeries with $`\gamma 0,1,2,3,4`$ are non-exceptional. Since $`K_{[2n,2]}`$ is the mirror image of $`K_{[2n,2]}`$, the result follows.

Part (4) follows from the well known result of Thurston about surgery on the Figure 8 knot \[Th1\], which is stronger as the non-exceptional surgeries are shown to be hyperbolic. The result as stated can also be proved using the techniques in this paper: As toroidal and reducible surgeries are known, we only need to deal with small Seifert fibered surgeries. By \[Br\] all non-integral surgeries on $`K=K_{[2,2]}`$ are not small Seifert fibered. By Lemma 6.1 $`K(\gamma )`$ are not small Seifert fibered for $`\gamma <4`$. Since $`K`$ is amphicheiral, this is also true for $`\gamma >4`$. ∎

###### Remark Remark 6.3

Boileau and Porti \[BP\] proved a version of Thurston’s Orbifold Theorem, showing that the geometrization conjecture is true for manifolds which admit a finite group action with nonempty fixed point set. Using this result one can show that non-exceptional surgeries on 2-bridge knots are also hyperbolic. The proof is as follows. A $`p/q`$ 2-bridge knot can be obtained by taking two arcs of slope $`p/q`$ on the “pillowcase”, then joining the ends with two trivial arcs. From this picture it is easy to see that $`K`$ is a strongly invertible knot, i.e. there is an involution $`\phi `$ of $`S^3`$ such that $`\phi (K)=K`$, and the fixed point set of $`\phi `$ is a circle $`S`$ intersecting $`K`$ at two points. The map $`\phi `$ restricts to an involution of $`E(K)=S^3\text{Int}N(K)`$, which can be extended to an involution $`\widehat{\phi }`$ of the surgered manifold. Since $`\widehat{\phi }`$ has nonempty fixed point set, the result follows from \[BP\].


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# Hydrodynamical winds from two-temperature plasma in X-ray binaries

## 1 INTRODUCTION

X-ray binary systems containing a black hole candidate are typically found to be in two different spectral states. In the hard state, the broad band X-ray spectrum can be described as a power-law (photon spectra index $`1.5`$) with a high energy cutoff around 100 keV. In the soft state, the spectrum consists of two components. There is usually an extended power-law (with spectral index $`2.5`$) and a soft X-ray emission which has a spectral shape similar to that of a black body. For a recent review of the observations and phenomenological description of these sources see Tanaka & Shibazaki (1996).

The modeling of the hard state spectra can be described in terms of an unsaturated Comptonization process of soft photons in a region with hot electrons ($`kT50`$ keV) and electron scattering optical depths of order unity. In a pioneering study, Shapiro, Lightman & Eardley (1976) identified this hot region with a geometrically thick, optically thin, hot accretion disc. In this model, the gravitational energy dissipated in the disc, heats the ions which in turn transfer the energy to electrons by Coulomb interactions. However, the electron-ion Coulomb interaction rate is inefficient in such an environment of low density and high electron temperature, and this leads to a large difference in temperature between the electrons and ions, with the ion temperature reaching nearly virial values ($`10^{11}K`$). The importance of radial advection of energy in such a disc was noted by Ichimaru (1977). Taking advection into account Narayan & Yi (1994) constructed self-similar solutions for the disc equations called Advection Dominated Accreting Flows (ADAF) showing not only that the proton temperatures approach their virial values, but also that the radiative efficiency of accretion can be significantly reduced as a result of the advection of energy into the black hole. In an alternative description Chakrabarti & Titarchuk (1995) argued that under certain conditions a shock may arise in such accretion discs and identified the hot Comptonizing region with the post-shock flow. Despite the differences in the geometry, radiative processes and the detailed disc structure, both these models have in common the presence of a two-temperature plasma.

Such a plasma is a natural outcome of any accretion disc model which (a) identifies the hard state X-ray spectrum as a result of the unsaturated Comptonization process of soft photons, (b) assumes that the viscous energy dissipated heats the ions and (c) that the only mechanism for energy transfer between the ions and electrons is Coulomb interaction. We note here that these assumptions may not be valid since the viscous energy dissipated may heat the electrons preferentially if a strong equipartition magnetic field is present in the disc (Bisnovatyi-Kogan & Lovelace 2000). In addition, there could be unknown mechanisms which transfer energy between ions and electrons more efficiently than the Coulomb interaction. Thus, it will be useful to have an independent observational signature which could confirm the existence of two-temperature plasmas in black hole candidate systems.

The nearly virial proton temperature of this plasma suggests the possibility of a strong hydrodynamical wind arising from these systems (e.g., Piran 1977; Takahara, Rosner & Kusunose 1989; Kusonose 1991). Such an outflow could transport away a significant fraction of mass, energy and/or angular momentum, thereby affecting the structure and stability of the disc and affecting the radiative efficiency of accretion for a given mass transfer rate. Chakrabarti (1999) and Das (1999) have studied the possibility of outflows in the context of the shock/centrifugal barrier models. They find that for certain values of the disc parameters (e.g., accretion rate and specific entropy) a hydrodynamical wind occurs. For the ADAF disc solutions, Blandford & Begelman (1999) argued that only a small fraction ($`<`$ 1%) of the gas actually falls into the black hole and the rest is driven away as a wind (in an advection dominated inflow-outflow solution - ADIOS), thereby effectively reducing the radiative efficiency. Beckert (2000) confirmed this result for different viscosity laws while Quataert & Narayan (1999) showed that the X-ray spectra from such a wind driven accretion process can explain the observed spectra of some black hole candidate systems in quiescence. These calculations were undertaken for low mass accretion rates, and it is not clear how the system will behave in the high accretion rate regime inferred for black hole candidate systems in the hard state.

The formation of hydrodynamical winds from accretion discs depends on the structure and geometry of the discs. Thus, detailed calculations of the outflow are intrinsically model dependent. Further, reliable calculations of the structure of such discs are difficult because uncertainties exist in the vertical distribution of energy dissipation in the disc associated with our lack of detailed understanding of the viscosity. We note that internal magnetic fields in the disc could also facilitate (or inhibit) the formation of winds. Here, electromagnetic forces may accelerate and collimate the wind to form high velocity jets as observed in microquasar systems (Mirabel & Rodriguez 1999). Considering these uncertainties a prudent approach would be to estimate the wind characteristics using only those parameters which can be directly constrained by the fitting of spectral energy distributions. Such an analysis would allow a rough estimation of the magnitude of the mass and energy lost in the form of a wind for a system in question. With such an objective in mind, we report in this paper on calculations of the structure of an hydrodynamical wind similar to those found by Takahara et al (1989), but in the context of a uniform spherical two-temperature plasma around an accreting black hole. Rather than treating the entire disc/wind configuration with detailed heating and cooling processes as in Kusunose (1991) the calculations are parameterized in terms of the electron temperature of the cloud, $`T_e`$, the optical depth, $`\tau `$, and the total luminosity of the source. We adopt this approach as these parameters are constrained by spectral fitting analyses. In the next section, the formulation of the problem and the numerical results are presented. The application of these results to observed systems is given in §3 and discussed in the last section.

## 2 Hydrodynamical winds

The mass loss rate due to a hydrodynamical wind depends sensitively on the ion temperature. This allows a system to be defined as wind-dominated if the ion temperature is greater than some critical value ($`T_c`$), while for temperature less than this value the mass and energy loss rate is small enough not to affect the dynamics of the system. This critical temperature will scale as the virial one i.e. $`kT_cGM/R`$ where $`R`$ is the size of the region and $`M`$ is the mass of the black hole. For a two-temperature plasma the power output is mediated by electron-proton Coulomb interactions and the luminosity, L, is given by

$$L/V=\frac{3}{2}n(kT_ikT_e)\nu _{ep}$$
(1)
where $`V=4/3\pi R^3`$ is the volume of the sphere, $`n`$ is the average number density, $`T_i`$ and $`T_e`$ are the ion and electron temperatures, and $`\nu _{ep}`$ is the frequency of the electron-ion Coulomb interaction. A critical optical depth $`\tau _c(=n\sigma _TR)`$ may be defined for the system, wherein for systems with $`\tau <\tau _c`$, the ion temperature is larger than $`T_c`$ (see below). Taking the above relationships into account with the Coulomb exchange rate given as (Spitzer 1962)

$$\nu _{ep}=2.4\times 10^{21}ln\mathrm{\Lambda }\rho T_e^{3/2}$$
(2)
where $`ln\mathrm{\Lambda }(15)`$ is the Coulomb logarithm and $`\rho `$ is the mass density, it follows that

$$\tau _cL^{1/2}T_e^{3/4}M^{1/2}$$
(3)
Since $`L`$ and $`T_e`$ are parameters which can be constrained by spectral fitting, $`\tau _c`$ can be directly estimated for a black hole of a given mass. Spectral fitting can also give information about the optical depth of the system, which can then be compared with $`\tau _c`$, to determine whether the system could be wind-dominated or not. The above analysis shows that $`\tau _c`$ does not depend on the size of the system $`R`$. This is fortunate since $`R`$ is not well constrained by observations.

To quantify the above analysis we solve for the hydrodynamical wind structure from a spherical two-temperature plasma with an optical depth ($`\tau `$), electron temperature $`T_e`$ and luminosity $`L`$. The central mass is taken to $`M=10M_{}`$ and the radius of the sphere is fixed at $`R=20GM/c^2`$. We use the basic equations of the hydrodynamical theory of stellar winds (Parker 1958) which are the conservation of radial momentum,

$$\rho v\frac{dv}{dr}=\frac{dP}{dr}\rho \frac{GM}{r^2}$$
(4)
and the conservation of mass, i.e. the mass outflow

$$\dot{M}_o=\rho v4\pi r^2=constant.$$
(5)
Here $`v`$ is the radial velocity, $`P=K\rho ^\mathrm{\Gamma }`$ is the pressure and $`\mathrm{\Gamma }`$ is the adiabatic index. These equations can be combined to give,

$$\frac{dv}{dr}=\frac{[\frac{2c_s^2}{r}\frac{GM}{r^2}]}{[v\frac{c_s^2}{v}]}$$
(6)
where $`c_s=(dP/d\rho )^{1/2}`$ is the sound speed. At the sonic point, both the numerator and denominator vanish. Wind solutions were constructed by integrating from the sonic point. The inner boundary is taken at $`R`$ where the number density $`n=\tau /(R\sigma _T)`$ and ion temperature is calculated using equation (1). The solution is constructed such that at infinity both the density and pressure tend to zero. A wind solution does not exist if the ion temperature at the surface $`kT_i<kT_{min}(\frac{\mathrm{\Gamma }1}{\mathrm{\Gamma }})GMm_p/R`$. For high values of $`kT_i>kT_{max}(\frac{\mathrm{\Gamma }+1}{4\mathrm{\Gamma }})GMm_p/R`$, the flow is supersonic at the surface i.e. the sonic point is actually located at a radius less than $`R`$. Thus we restrict this analysis only to those values of $`\mathrm{\Gamma }`$ such that $`kT_{min}<kT_i<kT_{max}`$. Note that for $`\mathrm{\Gamma }=5/3`$, $`kT_{min}kT_{max}`$ and there does not exist a hydrodynamical wind solution with a sonic radius greater than $`R`$ for any $`kT_i`$. Thus this analysis is restricted to values of $`\mathrm{\Gamma }<5/3`$. Such regimes have also been studied by Chakrabarti (1999) and for example, in the limit of efficient conduction of heat an isothermal wind flow results corresponding to $`\mathrm{\Gamma }1`$. Radiative processes can also lead to redistrubution of energy in the wind leading to $`\mathrm{\Gamma }<5/3`$ (Chakrabarti 1999).

In Figure 1, the calculated mass loss rate as a function of ion temperature is illustrated for a fixed optical depth ($`\tau =1`$). The virial temperature $`T_vGMm_p/kR`$ for the sphere is $`5\times 10^{11}`$ K. As expected, $`\dot{M}_o`$ is sensitive to the ion temperature: a factor of two increase in $`T_i`$ causes an increase of $`\dot{M}_o`$ by two orders of magnitude. This justifies defining a critical temperature beyond which the system is wind-dominated and below which it is not. For comparison, we note that the ion temperatures in ADAF type solutions correspond to $`T_iT_v`$, which in the presence of winds are lowered (Misra & Taam 2000). The mass loss rate can be expressed in terms of luminosity, optical depth, and electron temperature. For a typical luminosity ($`L=10^{38}`$ ergs/s) and electron temperature ($`T_e=50`$ keV), the variation of mass loss rate with optical depth is shown in Figure 2. Here, the sensitivity of $`\dot{M}_o`$ with $`\tau `$ is apparent: a factor of two increase in $`\tau `$ decreases $`\dot{M}_o`$ by at least three orders of magnitude. We show the contour plots of $`\dot{M}_o`$ for the $`\tau `$, $`T_e`$ and $`\tau `$, $`L`$ planes in Figures 3 and 4 respectively. These plots highlight the steep variation of $`\dot{M}_o`$ with all three parameters.

The $`\tau `$, $`T_e`$ and $`L`$ parameter space can then be divided into two regions corresponding to high and low values of $`\dot{M}_o`$. In particular we define the wind dominated region as corresponding to $`\dot{M}_o>\dot{M}_{crit}`$ and the complementary region as the non wind dominated one. The choice of $`\dot{M}_{crit}`$ is ad-hoc and is chosen to be $`10^{18}`$ g/s. Since the dependence of $`\dot{M}_o`$ on the parameters is steep, choosing $`\dot{M}_{crit}`$ to be $`10^{17}`$ g/s still leads to a division of the parameters space to nearly similar regions. A critical optical depth $`\tau _c`$ can be defined as a function of $`L`$ and $`T_e`$ for which $`\dot{M}_o=10^{18}`$ g/s. The topology of Figures 3 and 4 and the qualitative analysis described in the beginning of the section (eqn 3) suggests that $`\tau _c`$ can be represented as:

$$\tau _c=A(\frac{kT_e}{50\text{keV}})^\alpha (\frac{L}{10^{38}\text{ergs/s}})^\beta $$
(7)
We constrain $`A`$, $`\alpha `$ and $`\beta `$ for different values of $`\dot{M}_{crit}`$, $`\mathrm{\Gamma }`$, $`M`$, and $`R`$ and present the result in Table 1.

From these results it can be seen that $`A`$, $`\alpha `$ and $`\beta `$ do not vary greatly with changes in $`\dot{M}_{crit}`$, $`\mathrm{\Gamma }`$, $`M`$ or $`R`$. Thus to within a factor of two, the critical optical depth can be represented as

$$\tau _c=2(\frac{kT_e}{50\text{keV}})^{0.85}(\frac{L}{10^{38}\text{ergs/s}})^{0.55}$$
(8)
We can now use equation (8) to determine from observations if a particular system is wind dominated or not.

## 3 Application to X-ray binaries

Assuming that a two-temperature plasma configuration is established subject to the conditions described in §2, we discuss the possible applications of hydrodynamical winds to binary systems containing compact objects. In the following we first discuss the results for the black hole candidate systems Cyg X-1, GX339-4, and Nova Muscae. For convenience, the results are summarized in Table 2.

The hard state spectrum of Cyg X-1 has been fitted by Gierlinski et al. (1997) with a Comptonization model, and they obtained the following parameters: $`\tau 1,kT_e140`$ keV and $`L=3.5\times 10^{37}`$ ergs/s (for a distance of 2.5 kpc). Using these values we find from equation (8) for a black hole of $`10M_{}`$ that $`\tau _c=2.6`$ which is on the order of the observed $`\tau 1`$. Similarly for another black hole system, GX 339-4 in the low state, Zdziarski (1998) obtained $`\tau =1.93`$, $`kT_e=48`$ keV and $`L=3\times 10^{37}`$ ergs/s. For these values $`\tau _c=3.6`$ which is again of the order of the observed $`\tau `$. Thus, our analysis of both Cygnus X-1 and GX 339-4 in their hard states indicates that these systems are on the borderline of having a strong or weak wind. This may point to the existence of a feedback mechanism wherein the energy and mass loss from the wind regulate the hot disc structure.

Unlike the persistent systems discussed above, black hole X-ray novae are transients. In these sources, the luminosity increases by several orders of magnitude in $`10`$ days and then decays exponentially in a time-scale of $`1`$ month. During the peak of the outburst the system is usually in the soft spectral state and makes a transition to the hard state in $`23`$ months (see Tanaka & Shibazaki 1996). Observations of the X-ray transient source Nova Muscae (GS 1124-68) by the Ginga satellite through most of its evolution were reported in Ebisawa et al. (1994). Since the Ginga energy band is restricted to $`<20`$ keV, the roll-over of the spectrum at high energies was not observed. Thus, a Comptonization fit does not constrain both $`T_e`$ and $`\tau `$. In particular only a low energy spectral index ($`\alpha _s`$) (during different times of the evolution) was measured. For a Comptonized spectrum, $`\alpha _s`$ is approximately related to $`T_e`$ and $`\tau `$ by,

$$(3+\alpha _s)=\frac{3}{2}\pm \sqrt{\frac{9}{4}+\frac{4}{y}}$$
(9)
where, $`y=(4kT_e/m_ec^2)`$ max$`(\tau ,\tau ^2)`$ is the Compton y-parameter. For Nova Muscae in the hard state, $`\alpha _s`$ was observed to $`0.5`$ and at a luminosity, $`L=4.3\times 10^{36}`$ ergs/s (Ebisawa et al. 1994). If we now assume that $`T_e100`$ keV one obtains from equation (9), $`\tau 1.7`$. The critical optical depth for such a system is then $`\tau _c=0.6`$ which is less than the inferred $`\tau `$, indicating the absence of a strong wind. However, a strong wind is indicated if one assumes $`kT_e200`$ keV instead, since the inferred $`\tau 1.2`$ which is close to the critical value of $`\tau _c=1.1`$. Thus, hydrodynamical winds can be important in the hard state of Nova Muscae provided that the electron temperatures are $`150`$ keV.

In the soft state of black hole candidate systems the power-law spectrum is steeper than the hard state. Gierlinski et al. (1997) analyzed the soft state Cygnus X-1 data and found that the energy spectral index $`\alpha _s1.5`$ and the power-law extends up to $`200`$ keV with no apparent cutoff. They argued that thermal Comptonization does not describe the spectra well. Instead, the power-law is probably due to non-thermal Comptonization. In this case, the presence of non-thermal electrons indicates that the electrons are probably heated directly instead of mediated by processes involving protons. Thus, the basic assumption underlying this study is probably not valid for the soft spectral state of Cygnus X-1. Nevertheless, from the observed $`\alpha _s=1.4`$, $`L=3\times 10^{37}`$ ergs/s and assuming that $`kT_e200`$ keV, one would infer using equation (9) that $`\tau 0.4`$. This is much smaller than the critical value of $`\tau _c=3.3`$, perhaps indicating the presence of a strong wind. A similar result is obtained from the soft state of Nova Muscae (Table 2).

In addition to black hole candidates, the spectra from X-ray binary systems containing a neutron star can also be described as being due to Comptonization. Hot two temperature accretion flows around neutron stars have been recently constructed by Medvedev & Narayan (2000). On the other hand, the hot region may not be the accretion disc itself but could be instead an extended corona surrounding the boundary layer between the disc and the surface of the star. This analysis can be still applied to these systems as long as the assumption that the total luminosity of the source is channeled by the protons to the electrons remains valid. The critical optical depth when $`M=1.4M_{}`$ and $`R=10`$ kms is found to be

$$\tau _c=6(\frac{kT_e}{50\text{keV}})^{0.95}(\frac{L}{10^{38}\text{ergs/s}})^{0.62}$$
(10)
Spectral fitting of EXOSAT data from several neutron star binaries has been undertaken by White, Stella & Parmar (1988) which are summarized in Table 2. For Cygnus X-2, they constrain $`kT_e3.7`$ keV, $`\tau =9.4`$ and $`L=10^{38}`$ ergs/s (for a distance of 8 kpc). Using equation (10) we find that $`\tau _c=0.5`$ which is significantly less than the observed value. Similar results were obtained for other neutron star systems in both in the high and low luminosity levels (Table 2). This implies that unlike black hole candidate X-ray binary systems, their neutron star counterparts are not dominated by a hydrodynamic wind. This result is further supported by the analysis undertaken by Medvedev & Narayan (2000) who constructed self-similar accretion flows onto neutron stars and found that hydrodynamic winds are not important in these systems.

## 4 Summary and Discussion

The possible occurrence of hydrodynamical winds in X-ray binary systems has been investigated. From simple considerations, the conditions under which these winds can be important have been identified. It is found that the mass loss rate in such winds depends sensitively on the luminosity of the source as well as the electron temperature and optical depth of the coronal region. The steep dependence of the mass loss rate on these parameters facilitates the use of a critical optical depth to indicate whether a given system can support such a wind. Application of the theory indicates that winds can exist in the hard state of the black hole candidates Cyg X-1, GX 339-4 and GS 1124-68.

Strong winds in these systems may decrease the radiative efficiency ($`\eta =L/\dot{M}_ic^2`$, where $`\dot{M}_i`$ is the mass inflow rate) by carrying away a substantial amount of matter and energy. For Nova Muscae, the radiative efficiency has been estimated to be $`\eta =0.01`$ for the soft state and $`\eta =0.05`$ for the hard state (Misra 1999). These values are lower than that expected from an Keplerian disc ( $`\eta 0.1`$) which could be due to the presence of a strong wind rather than energy advection into the black hole. Winds may also effect the thermal stability of accretion discs by introducing an additional channel for energy loss (e.g., Piran 1977).

We reiterate that the analysis undertaken in this paper is based on the assumption that the gravitational energy dissipated in the system is transferred to the electrons by the ions via Coulomb interactions. This naturally restricts the analysis to only certain systems where this is valid. As mentioned earlier, the soft state spectrum of black hole candidate systems is probably of a non-thermal origin and, hence, the analysis performed in this study cannot be applied. Even for the hard spectral states of compact X-ray binaries considered here, alternate models to a two -temperature plasma description have been proposed. For example, the X-ray spectra could be due to magnetic flare activity above a cold disc (Poutanen & Fabian 1999) or produced by a disc with a rapidly varying radial temperature profile (Misra, Chitnis & Melia 1998). Thus, it should be emphasized that the results presented here are specifically discussed within the framework of a two-temperature plasma model.

The spherical geometry assumed here is simplistic even though two-temperature discs are geometrically thick. Further the effect of angular momentum or of convection on the dynamics of accretion and the wind outflow have not been taken into account. The former effect can increase the mass outflow rate as a result of centrifugal support, whereas the latter effect can affect the thermal structure of the underlying disk and, hence, the existence of a wind. In this context, the thermal structure is dependent on the direction in which angular momentum is radially transported by convection and the magnitude of the viscosity parameter (see Narayan, Igumenshchev, & Abramowicz 2000). A more detailed analysis should take these effects and radiative heating/cooling of the wind into account in at least two spatial dimensions (e.g., Chakrabarti & Molteni 1993). However, such analyses will, by necessity, be model dependent and limited by the uncertainties in the vertical structure and geometry of the hot disc.

The hydrodynamical winds described in this paper may be confined to form a jet-like structure by the geometry of the disc and magnetic fields. Further if they are accelerated to relativistic speeds by electromagnetic forces, they may provide the origin of the radio jets observed in the black hole candidate systems known as microquasars (Mirabel & Rodriguez 1998). On the other hand, the radio jets may be a different phenomenon unrelated to hydrodynamical winds. In that case it is desirable to have direct observational signatures of these outflows. Since the Thomson optical depth of the winds calculated here (i.e. the optical depth from the surface of the sphere $`R`$ to infinity) is typically $`<0.1`$, column densities of the order of $`10^{23}`$ cm<sup>-2</sup> are indicated. Although the X-ray continuum spectra are not expected to be altered by the outflow, a significant fraction of the column density may not be highly ionised giving rise to observable absorption and/or emission lines. The detection of P-Cygni type profiles by high resolution X-ray satellites Chandra and Newton-XMM may provide evidence for the existence of such winds and serve as a useful diagnostic not only of the wind structure, but also the physics underlying the disc as well.

RM acknowledges support from the Lindheimer Fellowship at Northwestern University.


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# Accurate Computation of the Magnetic Susceptibility for the Normal Phase of Organic Conductors

## Abstract

The magnetic susceptibility of the quarter-filled one-dimensional extended Hubbard model is calculated using the density-matrix renormalization group technique. It is found that in the charge gap regime of the model ($`U>4t`$ and $`V>2t`$), or in the metallic region with important superconductive fluctuations ($`U<4t`$ and $`V>2t`$), $`\chi (T)`$ displays a singularity at $`T=0`$ and an inflection point at low temperatures that are similar to what occurs in the spin-half quantum spin chain. These results, whose accuracy outdoes that of any other available technique, are useful data which allow a comparison between theory and experiment in the normal phase of the organic conductors.

During the last three decades, there has been an impressive collection of experimental results on organic conductors such as TTF-TCNQ, Bechgaard salts and their sulfur analogs. These materials display various low-temperature states including superconductivity, itinerant and localized spin magnetism, charge and spin density wave collective ordering, spin-peierls instability, quantified nesting and quantum hall effects. It is suspected that this rich phenomenology is the consequence of the combined influence of low dimensionality and electron correlations. These materials are built from large planar molecules with $`\pi `$-orbitals that are oriented out of the molecular plane. Intersite hopping is favored along the stacking direction ($`t_a`$ ). The hopping integrals in the planar directions are respectively $`t_b=t_a/10`$ and $`t_c=t_a/500`$, which lead to strongly anisotropic electronic properties. It is generally believed that when $`T>T_X=t_b/\pi `$, the physics of these materials is mainly one-dimensional. This stems from the fact that there is experimental evidence that above $`T_X`$, these materials cannot be described by the Fermi liquid theory. In particular, it has been experimentally found that their magnetic susceptibility $`\chi (T)`$ displays a temperature dependence which is not compatible with a Fermi liquid. Instead of the Pauli behavior of a Fermi liquid, a sizeable decrease is observed as $`T`$ is lowered. The Luttinger liquid theory (LL), which plays in one dimension the role of the FL, has been proposed to interpret experimental results. Many of the available LL predictions are valid only at very low temperatures, but in this region, the 3D character reemerges. Thus, one resorts to the direct study of model Hamiltonians.

The 1D Hubbard model which belongs to the LL universality class is believed to be the appropriate model of organic compounds. Although the ground state properties of the basic Hubbard model( $`V=0`$ in equation (3) below) were obtained long ago, it was only recently that its thermodynamic properties were successfully calculated . There are however experimental constraints which imply that the basic Hubbard model is not the appropriate model for the organic materials. For instance, the observation of $`4k_F`$ fluctuations in TTF-TCNQ imply that the correlation function exponent $`K_\rho <1/2`$. NMR measurements on the $`(TMTSF)_2X`$ materials predict that $`K_\rho =0.15`$. These values are confirmed by photoemission measurements . In the basic Hubbard model, however, $`K_\rho `$ can not be less than $`1/2`$.

The discrepancy between the prediction of the basic Hubbard model and the experiments, has led to the suggestion that dimerization and next nearest neighbor repulsion $`V`$ may play a non-negligible role. However, when these parameters are added, the model is not solvable. Knowledge of the strength of correlations is of central importance. The correlation parameters can be directly extracted from $`\chi (T)`$. Fermi liquid theory and band structure calculations predict values that differ by an order of magnitude. Current efforts are oriented towards the computation of more reliable values of $`\chi (T)`$. This quantity is very useful to determine the correlation parameters. Bourbonnais applied a perturbative renormalization group (RG) to the g-ology Hamiltonian, which for an appropriate choice of parameters is a low energy limit of the Hubbard model. He computed $`\chi (T)`$ and found that its T dependence was important down to $`T=0`$. His results are, however, reliable only in the weak coupling regime and at low $`T`$. Mila and Penc  used the world-line quantum Monte Carlo algorithm to compute $`\chi (T)`$ for the dimerized Hubbard model. Aside from the usual statistical errors that become important at low temperatures, another factor that reduced the quality of their calculation was that they had to perform three different extrapolations on momentum, imaginary time step and chain length. A recent analytical RG supplemented with a diagrammatic expansion and a QMC calculation predicted that $`\chi (T)`$ would display a singularity at $`T=0`$ and two inflection points at low $`T`$ for the basic Hubbard model. These features were first found in the susceptibility of the spin-half Heisenberg chain. These fine structures are, however, overlooked by QMC. The reason is that besides the limited accuracy, the number of points computed in the low-temperature region remains small to allow these structures to be resolved.

In this letter, we show that a thermodynamic density-matrix renormalization group (DMRG) algorithm presented in an earlier publication  can lead to an accurate determination of $`\chi (T)`$ for the extended Hubbard model. Our results are in excellent agreement with the exact results of Ref for $`V=0`$. We identify two sectors corresponding to the two regimes of the model. In the first, where the Hamiltonian is gapless in both charge and spin channels, $`\chi (T)`$ increases moderately with $`V`$. But in the charge gapped regime of the model we observe an important rise of $`\chi (T)`$. We reach low enough temperatures to clearly see the appearence of an inflection point as soon as we enter the regime where the model presents a charge gap ($`V>2t`$). At low $`T`$, we find that the values of $`\chi (T)`$ do not smoothly extrapolate to the zero temperature susceptibility $`\chi _0`$. This lead us to conclude that a singularity exists at $`T=0`$.

We apply the thermodynamic DMRG algorithm of Ref. This algorithm is identical to the original $`T=0`$ DMRG algorithm. But the computation of the low-lying states which was the goal of the $`T=0`$ algorithm is now regarded as an intermediary step. In this step, we calculate as many target states as necessary to build a renormalized Hamiltonian which well describes higher energy states. For this, we target $`M`$ states belonging to different spin sectors. The reduced density matrix may be written as follows,

$`\rho ={\displaystyle \underset{k}{}}\omega _k\rho _k,`$ (1)
where $`\rho _k`$ and $`\omega _k`$ are respectively the reduced density matrix of the $`k^{th}`$ state and its weight. $`\rho _k`$ is given by the wave function relation

$`\rho _k(i_1,i_2;i_1^{},i_2^{})={\displaystyle \underset{i_3,i_4}{}}\mathrm{\Psi }_k(i_1,i_2,i_3,i_4)\mathrm{\Psi }_k^{}(i_1^{},i_2^{},i_3,i_4).`$ (2)
As usual, the four indices represent the different blocks forming the superblock. The main step of the algorithm is the exact diagonalization, by a dense matrix technique, of the reduced superblock hamiltonian made of the two external blocks. The eigenvectors obtained this way are used for the computation of thermodynamic quantities. A systematic thermodynamic analysis is made in the following way. We start by fixing the temperature range. $`\chi (T)`$ is calculated for initial values of block states $`m`$ and target states $`M`$. Then its dependence is analyzed by varying $`m`$ and $`M`$. We attribute the same weight to each target state, $`\omega =1/M`$. The importance of a target space in the reduced density matrix is thus given by the number of target states fixed for this space. We find that at the largest lattice size studied here, a good convergence is achieved by attributing 32 states to the $`S_T^z=0`$ sector and 4 states to each of the other sectors. We keep a total of 300 states in the two external blocks and the maximum truncation error is less than $`p(m,M)<10^4`$. A detailed analysis of the procedure has been given elsewhere. $`\chi _0=\chi (T=0)`$ is calculated by the use of the LL relation $`\chi _0=2/(N\mathrm{\Delta }_\sigma (N))`$, where $`\mathrm{\Delta }_\sigma (N)`$ is the finite size gap defined as the energy difference between the lowest state with $`S_T=1`$ and the ground state, $`\mathrm{\Delta }_\sigma (N)=E_1(N)E_0(N)`$. We find that the calculated $`\chi _0`$ is in excellent agreement with Shiba’s exact result .

The thermodynamic equations of the basic Hubbard model were formulated long ago , but, it was only recently that Jüttner et al. succeeded in computing physical quantities at finite $`T`$. In their study, these authors took a different approach which avoided the difficulties of the thermodynamic Bethe ansatz equations(BAE). These are an infinite set of coupled nonlinear integral equations that involve an infinite number of unknown functions. Actual calculations were possible with only a restricted basis . Jüttner et al. used the mapping of the Hubbard model to the two-dimensional classical Shastry model. They then applied the transfer matrix method to derive a set of BAE with a finite number of unknowns. The resulting nonlinear integral equations are solved numerically. The DMRG algorithm presented above provides a possibility of making an independent verification of their results. This algorithm has been quite successful in the study of quantum spin chains and of a magnetic impurity in spin chains. Its first application to fermion systems served for illustrative purposes and a detailed analysis of its convergence was made . In that study, it was mathematically shown that the finite-$`T`$ algorithm is as rigorous as the $`T=0`$ algorithm. The only difference is that there are two control parameters, $`m`$ and $`M`$, instead of $`m`$ only.

For a quantitative analysis with experimental results in the normal state of organic conductors, the effects of dimerization of the bond-length in the direction perpendicular to molecular planes should also be considered. In this study we consider the extended Hubbard model at quarter band-filling, which is the density of many organic compounds,

$`H=t{\displaystyle \underset{i}{}}(c_{i\sigma }^+c_{i+1\sigma }+hc)+U{\displaystyle \underset{i}{}}n_in_i`$ (3)
$`+V{\displaystyle \underset{i}{}}n_in_{i+1}.`$ (4)
The phase diagram of the model(3) has been obtained by Mila and coworkers . They applied the exact diagonalization on small clusters as well as analytical techniques in various limits to show that the model has two regimes. The first regime is a metallic Luttinger liquid phase that is gapless in both spin and charge channels. In the LL phase, the dominant fluctuations are spin density waves (SDW); in the strong $`V`$ region they observed important superconductive fluvtuations. The second regime is a charge density wave insulator characterized by an opening of the charge gap while the spin degrees of freedom remain gapless. The boundary between the two regimes is given by the line going from $`(U,V)=(+\mathrm{},2)`$ to $`(4,+\mathrm{})`$.

Fig. 1 shows that the excellent agreement with BAE results seen in the study of quantum spin chains  can also be achieved for the Hubbard model. Our results, for $`U=1`$ to $`16`$, were obtained by studying lattices of up to $`N_{max}=24`$ and then by extrapolating to $`N+\mathrm{}`$. They are in excellent agreement with the transfer matrix calculation of Jüttner et al. The maximum relative difference between the DMRG and the transfer matrix results is $`0.05`$. This occurs at low temperatures where the quality of the DMRG calculations is affected by finite size effect. The lowest temperature reached in the transfer matrix calculation is $`T=0.025`$. In the DMRG, the lowest $`T`$, which is roughly given by the finite size gap $`\mathrm{\Delta }_\sigma (N_{max})`$ depends not only on the size of the system but also on the value of $`U`$. We find that paradoxically the strong coupling regime which is hard to study by analytical or QMC methods, is the most favorable since it has smaller $`\mathrm{\Delta }_\sigma `$ for a fixed size. We performed an interpolation between $`T=0`$ and $`T=\mathrm{\Delta }_\sigma (N_{max})`$. We discuss below the reason of a particular choice of the interpolating function.

A recent study  has predicted that in the weak coupling regime, (i) the position of the maximum $`T_{max}`$ of $`\chi (T)`$ is interaction independent for $`0<U<4`$ , (ii) the inflection point at $`T=0.1`$ of the non-interacting model will survive and will be interaction independent, (iii) the appearance of a new inflection point which is the consequence of the interaction at lower $`T`$, (iv) finally, the existence of a singularity at $`T=0`$ in analogy with the antiferromagnetic Heisenberg spin-half chain. We find that the position of $`T_{max}`$ is gradually moved toward low $`T`$ as the interaction increases. This DMRG result is more likely because in the Hubbard model, the weak coupling regime is qualitatively similar to the strong coupling regime. Thus one expects the same qualitative behavior in the two regions. We can not however directly verify the predictions (ii) and (iii) because in the weak coupling regime, the variations of $`\chi (T)`$ are so small that these possible features may be wiped away by extrapolation of the finite $`N`$ results. In the strong coupling regime, the maximum is shifted to low T, a possible inflection point may appear at even lower $`T`$. It is thus possible that we have not reached the regime predicted by the analytical RG.

The inclusion of $`V`$ in the strong coupling regime induces a clear appearance of the regime described by the RG study. In Fig. 2 we show $`\chi (T)`$ for $`U=8`$ and $`V=0`$ to $`V=4`$. When $`U=8`$ and $`V=4`$, we have $`\mathrm{\Delta }_\sigma =0.019`$. The inflection point, which is around $`0.025`$, is clearly seen in our calculation. For the interpolation between $`T=0`$ and $`T=\mathrm{\Delta }_\sigma (N_{max})`$, we tried two techniques, polynomial and logarithmic. The latter has been tried in analogy with the study of the spin-half Heisenberg chain . The conformal field theory has shown that at $`T=0`$, $`\chi (T)`$ displays a logarithmic singularity . Since adding $`V`$ leads to an opening of the charge gap, in this regime the model bears some analogy with the spin-half Heisenberg chain. We find that the fit $`\chi (T)=\chi _0+A/LogT+BT`$ is better than a simple polynomial fit. The polynomial fit introduces a cusp in $`\chi (T)`$. Indeed, we could also fit the $`V=0`$ curves with a logarithmic function, but this seemed incorrect to us because we had not reached the inflection point $`T_i`$. The decrease of $`\chi (T)`$ for $`T>T_i`$ is faster than for $`T<T_i`$; it is only in this latter regime that a logarithmic fit seems correct. From our calculation, at first sight one should relate this low $`T`$ behavior of $`\chi (T)`$ to the onset of the insulating phase. But the analysis below of the weak $`U`$ regime reveals that these features can exist even in a metallic phase. Hence, their occurence in the case $`V=0`$ is possible.

In the weak $`U`$ regime, the model remains metallic for all values of $`V`$. The charge and spin degrees of freedom are both gapless. We observe in Fig. 3 that for $`U=2`$, $`\chi (T)`$ increases with $`V`$, as for $`U=8`$, although in this case the magnitude is smaller. For $`V=4`$, we are in the region of the phase diagram where superconducting fluctuations are important. We find that at low T, the best fit to data is logarithmic. Hence, the RG predictions are also true in the metallic phase. We conclude by continuity that this is also valid when $`V=0`$. We were unable to see these features for $`V=0`$, either because they occur at very low $`T`$ or they are wiped out by the extrapolation. The existence of the $`T=0`$ singularity may be the consequence of the spin-charge separation. It is therefore a generic behavior of LL .

The magnetic susceptibility is a useful quantity for the extraction of correlation parameters $`U`$ and $`V`$ from experimental data. In Ref it has been suggested that the ratio defined by $`R=(\chi (T_{max})\chi (T_i))/\chi (T_{max})`$ can be used to compare theory and experiment. While we will perform an extensive comparison in a longer publication, let us here look at the case of $`(TMTSF)_2(PF)_6`$. In this compound, $`T_{max}=275K`$ and $`T_i=150K`$. A rough estimate of $`R_{exp}`$ is $`0.22`$. It is also found that the resistivity displays insulating behavior. This implies that one necessarily has $`U>4`$ and $`V>2t`$. In this regime, the best match to the experimental value is obtained for $`U=8`$ and $`V=4`$. The corresponding estimate of the ratio is $`R_{th}=0.16`$. This value can be improved either by increasing $`U`$ or $`V`$ slightly or by including the effect of the dimerization in the Hamiltonian. This proliferation of parameters renders any precise estimation of $`U`$ and $`V`$ very cumbersome. It will be necessary to supplement the susceptibility comparison with that of another physical quantity. The rough estimation made here is in good agreement with the values $`U=7`$, $`V=2.8`$ and $`0.7`$ for the dimerization found by Mila from the analysis of the optical conductivity. A recent reexamination of the optical conductivity by Vescoli et al.  lead to $`U=5`$ and $`V=2`$.

In this study, we have shown that using the finite $`T`$ DMRG algorithm, we can compute accurately the magnetic susceptibility of the extended Hubbard model. We found that in the insulating regime and in the region of dominant superconductive fluctuations, $`\chi (T)`$ displays a behavior that is reminiscent of the spin-half Heisenberg chain. This is in conformity with the prediction of a recent RG study. Our results can be used for extensive comparisons with experiment. This will be done in a longer publication. Our current effort is the calculation of the NMR relaxation factor $`T_1`$. A concurrent analysis of $`\chi (T)`$ and $`T_1`$ will provide a better estimation of the correlation parameters.

I whish to thank M. Jarrell for support and A. Klümper for sharing his transfer matrix data. This work started when I was at the University of Sherbrooke (Canada). I benefited from numerous exchanges with C. Bourbonnais, L. G. Caron and A.-M. S. Tremblay. This work was supported by the National Science Foundation grants DMR-0073308 and PHY94-07194.