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# 1 Introduction

## 1 Introduction

In this paper, we consider multilevel quantum system described by a finite dimensional bilinear model

$$\dot{|\psi >}=(A+\underset{i=1}{\overset{m}{}}B_iu_i(t))|\psi >,$$
(1)
where $`|\psi >`$111In this paper, we use Dirac notation $`|\psi >`$ to denote a vector on $`\mathrm{C}\mathrm{I}^n`$ of length $`1`$, and $`<\psi |:=|\psi >^{}`$ where  denotes transposed conjugate is the state vector varying on the complex sphere $`S_{\mathrm{C}\mathrm{I}}^{n1}`$, defined as the set of $`n`$-ples of complex numbers $`x_j+iy_j`$, $`j=1,\mathrm{},n`$, with $`_{j=1}^nx_j^2+y_j^2=1`$. The matrices $`A,`$ $`B_1,\mathrm{},B_m`$ are in the Lie algebra of skew-Hermitian matrices of dimension $`n`$, $`u(n)`$. If $`A`$ and $`B_i`$, $`i=1,\mathrm{},m`$ have zero trace they are in the Lie algebra of skew Hermitian matrices with zero trace, $`su(n)`$. The functions $`u_i(t)`$, $`i=1,2,\mathrm{},m`$ are the controls. They are assumed to be piecewise continuous and unconstrained in magnitude, although this assumption is immaterial for most of the theory developed here. Models of quantum control systems different from the bilinear one (1) may be more appropriate in some cases (see e.g. , ). The controllability for infinite dimensional bilinear systems has been studied in  .

The solution of (1) at time $`t`$, $`|\psi (t)>`$ with initial condition $`|\psi _0>`$, is given by:

$$|\psi (t)>=X(t)|\psi _0>,$$
(2)
where $`X(t)`$ is the solution at time $`t`$ of the equation

$$\dot{X}(t)=(A+\underset{i=1}{\overset{m}{}}B_iu_i(t))X(t),$$
(3)
with initial condition $`X(0)=I_{n\times n}`$. The matrix $`X(t)`$ varies on the Lie group of special unitary matrices $`SU(n)`$ or the Lie group of unitary matrices $`U(n)`$ according to whether or not the matrices $`A`$ and $`B_i`$ in (3) have all zero trace.

The controllability of the system (1) is usually investigated by applying general results on bilinear right invariant systems on compact Lie groups  . These results, applied to our model, give a necessary and sufficient condition for the set of states reachable for system (3) to be the whole Lie group $`U(n)`$ (or $`SU(n)`$). The condition is given in terms of the Lie algebra generated by the matrices $`A`$, $`B_1,`$…,$`B_m`$. Since both the groups $`U(n)`$ and $`SU(n)`$ are transitive on the complex sphere, it follows from (2) that this condition is also a sufficient condition for the controllability of the state $`|\psi >`$. Controllability results for quantum systems that do not use the Lie algebraic approach have been developed in ,  . Investigations related to the one presented here were carried out in     which also present a number of examples of applications.

In this paper, we first define four different notions of controllability which are of physical interest for quantum mechanical systems of the form (1). Using general results on transitivity of transformation groups, we provide criteria to check these controllability notions and we establish the connections among them. This is done in Sections 2 through 7. Then, we investigate the relation between various notions of controllability in arbitrary small time and prove some general results in Section 8, which relates controllability in arbitrary time for a system varying on a compact transformation Lie group and the corresponding system on the associated homogeneous space. Although this is motivated by the analysis of multilevel quantum systems (where the transformation group is $`SU(n)`$ and the homogeneous space is the sphere $`S_{\mathrm{C}\mathrm{I}}^{n1}`$) the analysis presented in Section 8 is valid for any compact transformation Lie group. As an application, we consider the important model of two interacting spin $`\frac{1}{2}`$ particles in an electro-magnetic field for which we show that not every state transfer can be obtained in arbitrary small time. Conclusions are given in Section 9.

## 2 Definitions of Notions of Controllability for Multilevel Quantum Systems

The following notions of controllability are of physical interest for quantum mechanical systems described in (1):

* Operator-Controllability (OC). The system is operator-controllable if every desired unitary (or special unitary) operation on the state can be performed using an appropriate control field. From (2) and (3), this means that there exists an admissible control to drive the state $`X`$ in (3) from the Identity to $`X_f`$, for any $`X_fU(n)`$ (or $`SU(n)`$).

We shall use the term operator controllable for both the unitary case and the special unitary case pointing out the difference between the two cases wherever appropriate. Operator controllability in the unitary case is called ‘Complete Controllability’ in -

* Pure-State-Controllability (PSC) The system is pure-state-controllable if for every pair of initial and final states, $`|\psi _0>`$ and $`|\psi _1>`$ in $`S_{\mathrm{C}\mathrm{I}}^{n1}`$ there exist control functions $`u_1,\mathrm{},u_m`$ and a time $`t>0`$ such that the solution of (1) at time $`t`$, with initial condition $`|\psi _0>`$, is $`|\psi (t)>=|\psi _1>`$.
* Equivalent-State-Controllability (ESC) The system is  equivalent-state-control-lable if, for every pair of initial and final states, $`|\psi _0>`$ and $`|\psi _1>`$ in $`S_{\mathrm{C}\mathrm{I}}^{n1}`$, there exist controls $`u_1,\mathrm{},u_m`$ and a phase factor $`\varphi `$ such that the solution of (1) $`|\psi >`$, with $`|\psi (0)>=|\psi _0>`$, satisfies $`|\psi (t)>=e^{i\varphi }|\psi _1>`$, at some $`t>0`$.

A density matrix $`\rho `$ is a matrix of the form $`\rho :=_{j=1}^rw_j|\psi _j><\psi _j|`$, where the coefficients $`w_j>0`$, $`j=1,2,\mathrm{},r`$, satisfy $`_{j=1}^rw_j=1`$ (see e.g.  Chp. 3). The state of a quantum system can be described by a density matrix. In particular, this is necessary when the system is an ensemble of a number of non interacting quantum systems. The constants $`w_j`$, $`j=1,\mathrm{},r`$, give the proportion of such systems in the pure states $`|\psi _j>`$.

* Density-Matrix-Controllability (DMC) The system is density matrix controllable if, for each pair of unitarily equivalent 222Two matrices $`A,BU(n)`$ are said to be unitarily equivalent if there exists a matrix $`CU(n)`$ such that $`CAC^{}=B`$ density matrices $`\rho _1`$ and $`\rho _2`$, there exists a control $`u_1,u_2,\mathrm{},u_m`$ and a time $`t>0`$, such that the solution of (3) at time $`t`$, $`X(t)`$, satisfies

$$X(t)\rho _1X^{}(t)=\rho _2.$$
(4)

Equivalent state controllability is of interest because, in quantum mechanics, states that differ by a phase factor are physically indistinguishable. Therefore, from a physics point of view, having $`ESC`$ is as good as having $`PSC`$. Density matrix controllability is of interest when a mixed ensemble of different states is considered. In this case, the state at every time is represented by a density matrix which evolves as $`\rho (t)=X(t)\rho (0)X^{}(t)`$, where $`X(t)`$ is solution of (3) with initial condition equal to the identity. Since $`X(t)`$ is unitary, only density matrices that are unitarily equivalent to the initial one can be obtained through time evolution.

In the following five sections we study the previous four notions of controllability, give criteria to check them in practice, and discuss the relation among them.

## 3 Operator Controllability

Operator controllability is the type of controllability considered in . Operator controllability can be checked by verifying the Lie algebra rank condition , namely by verifying whether or not the Lie algebra generated by $`\{A,B_1,B_2,\mathrm{},B_m\}`$ is the whole Lie algebra $`u(n)`$ (or $`su(n)`$). More in general, recall that there exists a one to one correspondence between the Lie subalgebras of $`u(n)`$ and the connected Lie subgroups of $`U(n)`$. We will denote in the sequel by $``$ the Lie algebra generated by $`\{A,B_1,B_2,\mathrm{},B_m\}`$ and by $`e^{}`$ the corresponding connected Lie subgroup of $`U(n)`$. We have the following result, which, in essence, follows from the fact that $`U(n)`$ is a compact Lie group.

###### Theorem 1

The set of states attainable from the Identity for system (3) is given by the connected Lie subgroup $`e^{}`$, corresponding to the Lie algebra $``$, generated by $`\{A,B_1,B_2,\mathrm{},B_m\}`$.

Proof. It is clear that we can look at the system (3) as having state varying on $`e^{}`$. The topology on $`e^{}`$ is the one induced by the one of $`U(n)`$. First, we show that the identity $`I`$ is a Poisson stable point (see ) for the flow $`e^{At}`$ on $`e^{}`$. Assume, by the way of contradiction, that $`I`$ is not a Poisson stable point. Then there exists a time $`T`$ and an open set $`K:=B(I,ϵ)e^{}`$, with $`B(I,ϵ)`$ a ball in $`U(n)`$ of radius $`ϵ`$, such that $`e^{At}`$ is not an element of $`K`$ for any $`t>T`$. In particular, for $`t>T`$, $`e^{At}`$ is never an element of $`B(I,ϵ)`$. Fix $`t>T`$ and consider the ball $`H=B(I,\frac{ϵ}{2})`$ in $`U(n)`$. We have, for any $`nj`$, $`n,j`$ positive integers,

$$e^{nAt}He^{jAt}H=\mathrm{}.$$

If this was not the case, we would have had that the distance between $`e^{kAt}`$, $`k:=|nj|`$, and $`I`$ would have been less than $`ϵ`$ contradicting what we have said before. Therefore we have found an infinite sequence of disjoint open balls of the same radius which contradicts compactness of the whole space $`U(n)`$. Thus $`I`$ is a Poisson stable point. Using this fact, we may apply Theorem 4.4 of  to conclude that the set attainable from the identity for system (3) is $`e^{}`$. $`\mathrm{}`$

From Theorem 1, it is clear that the Lie algebra rank condition is also necessary to have operator controllability, thus we have:

###### Corollary 3.1

System (3) is operator-controllable if and only if $`=u(n)`$ (or $`=su(n)`$).

## 4 Pure State Controllability

From the representation of the solution of Schrödinger equation (2), it is clear that the system is pure state controllable if and only if the Lie group $`e^{}`$ corresponding to the Lie algebra $``$ generated by $`\{A,B_1,\mathrm{},B_m\}`$ is transitive on the complex sphere $`S_{\mathrm{C}\mathrm{I}}^{n1}`$. Results on the classification of the compact and effective 333Recall (see e.g.  pg. 40) that a transformation group $`G`$ on a manifold $`M`$ is called effective if the only transformation in $`G`$ that leaves every element of $`M`$ fixed is the identity in $`G`$. Lie groups transitive on the (real) sphere were obtained in   . Applications to control systems were described in . We will recall in Theorem 3 these results and then will provide further results and make the necessary connections for the application of interest here.

We consider the canonical Lie group isomorphism between $`U(n)`$ and a Lie subgroup of $`SO(2n)`$. The correspondence between the matrices $`X=R+iY`$ in $`U(n)`$, with $`R`$ and $`Y`$ real, and the matrix $`\stackrel{~}{X}SO(2n)`$ is given by

$$\stackrel{~}{X}:=\left(\begin{array}{cc}R& Y\\ Y& R\end{array}\right).$$
(5)
The same formula (5) provides the corresponding isomorphism between the Lie algebra $`u(n)`$ and a Lie subalgebra of $`so(2n)`$. As $`X`$ acts on $`|\psi >:=\psi _R+i\psi _I`$ on the complex sphere $`S_{\mathrm{C}\mathrm{I}}^{n1}`$, $`\stackrel{~}{X}`$ acts on the vector $`\left(\begin{array}{c}\psi _R\\ \psi _I\end{array}\right)`$ on the real sphere $`S^{2n1}`$. Therefore, transitivity of one action is equivalent to transitivity of the other. Since $`SO(2n)`$ is effective on the real sphere $`S^{2n1}`$ so is each of its Lie subgroups and in particular the one obtained from $`e^{}`$ via the transformation (5). As for compactness, notice that the transformation (5) preserves compactness. Moreover, $`e^{}`$ is connected and we have the following facts (see  pg. 226, we state here this result in a form suitable to our purposes):

###### Theorem 2

 For every connected Lie group $`G`$ which is transitive on the real sphere, there exists a compact connected Lie subgroup $`HG`$ which is also transitive444Connectedness is not explicitly mentioned in the result in  but it follows from the proof since $`H`$ is in fact a maximal compact subgroup of $`G`$ which is always connected (see  pg. 188)..

###### Theorem 3

(, ) The only compact connected Lie subgroups of $`SO(2n)`$ that are transitive on the real sphere of odd dimensions $`S^{2n1}`$ are locally isomorphic to one of the following:

* $`SO(2n)`$ itself.
* $`U(n)`$.
* $`SU(n)`$, $`n2`$.
* The symplectic group $`Sp(\frac{n}{2})`$, for $`n`$ even and $`n>2`$. 555Recall the Lie group of symplectic matrices $`Sp(k)`$ is the Lie group of matrices $`X`$ in $`SU(2k)`$ satisfying $`XJX^T=J`$, with $`J`$ given by $`J=\left(\begin{array}{cc}0& I_k\\ I_k& 0\end{array}\right)`$.
* The full quaternion-unitary group defined as the group generated by $`Sp(\frac{n}{2})`$ and the one dimensional group $`\{KU(n)|K:=e^{i\varphi }I_n,\varphi \mathrm{R}\mathrm{I}\}`$, $`n>2`$ and even.
* The covering groups of $`SO(7)`$ and $`SO(9)`$ for $`n=4`$ and $`n=8`$, respectively.

Notice that Theorem 3 solves only partially the problem of determining which subgroups of $`SO(2n)`$ are transitive on the real sphere $`S^{2n1}`$. In fact, it only gives a necessary condition for the Lie algebra to be isomorphic to one of the Lie algebras of the Lie groups listed in the theorem. It is known that, for example, the realification (5) of the symplectic group $`Sp(\frac{n}{2})`$ is transitive on $`S^{2n1}`$, but nothing can be said from the Theorem for Lie groups that are only locally isomorphic (namely have isomorphic Lie algebra) to $`Sp(\frac{n}{2})`$, unless further information is supplied. In this paper we are interested only in the subgroups of $`SO(2n)`$ that are isomorphic via (5) to a subgroup of $`SU(n)`$ (or $`U(n)`$). We will solve the problem of giving necessary and sufficient conditions for pure state controllability in terms of the Lie algebra $``$ generated by $`A,B_1,B_2,\mathrm{},B_m`$ in Theorem 4. In the following three Lemmas we use representation theory and structure theory (see e.g. ) to prove three properties of classical Lie groups and algebras which we will use in the proof of Theorem 4. We refer to  for the terminology and notions of Lie group theory used here. We relegate the proofs of the three lemmas to the Appendix.

Recalling that, by definition, the covering groups of $`SO(7)`$ and $`SO(9)`$ have Lie algebras isomorphic to $`so(7)`$ and $`so(9)`$ respectively, Lemma 4.1 will be used to rule out that such groups arise, after realification (5), as subgroups of $`SU(4)`$ (or $`U(4)`$) and $`SU(8)`$ (or $`U(8)`$).

###### Lemma 4.1

* There is no Lie subalgebra of $`su(4)`$ (or $`u(4)`$) isomorphic to $`so(7)`$.
* There is no Lie subalgebra of $`su(8)`$ (or $`u(8)`$) isomorphic to $`so(9)`$.

###### Lemma 4.2

Assume $`n`$ even. All the subalgebras of $`su(n)`$ or $`u(n)`$ that are isomorphic to $`sp(\frac{n}{2})`$ are conjugate to $`sp(\frac{n}{2})`$ via an element of $`U(n)`$.

###### Lemma 4.3

Assume $`n`$ even. Then, the only subalgebra of $`su(n)`$ containing $`sp(\frac{n}{2})`$ (or a Lie algebra isomorphic to $`sp(\frac{n}{2})`$) properly is $`su(n)`$ itself.

We are now ready to state a necessary and sufficient condition for pure state controllability in terms of the Lie algebra $``$ generated by $`\{A,B_1,B_2,\mathrm{},B_m\}`$.

###### Theorem 4

The system is pure state controllable if and only if $``$ is isomorphic (conjugate) to $`sp(\frac{n}{2})`$ or to $`su(n)`$, for $`n`$ even, or to $`su(n)`$, for $`n`$ odd (with or without the $`iI`$, where $`I`$ is the identity matrix).

Proof. If the system is pure state controllable then $`e^{}`$ is transitive on the complex sphere $`S_{\mathrm{C}\mathrm{I}}^{n1}`$, therefore its realification (5) is transitive on the real sphere $`S^{2n1}`$. Thus, from Theorem 2, it must contain a Lie group locally isomorphic to one of the groups listed in Theorem 3. As a consequence, the Lie algebra $``$ must contain a Lie algebra isomorphic to one of the corresponding Lie algebras. Assume first $`n`$ odd, then cases 4) 5) and 6) are excluded. Case 1) is also excluded since $`\text{ dim }SO(2n)>\text{ dim }U(n)`$, when $`n2`$ (recall that $`SO(2)`$ is the realification of $`U(1)`$). Therefore $``$ must be either $`su(n)`$ or $`u(n)`$ in this case. If $`n=2`$ then $`su(2)=sp(1)`$ so cases 3) and 4) and 2) and 5) coincide. If $`n`$ is even and $`n>2`$, then case 1) is excluded as above and cases 2) through 5) all imply that $`sp(\frac{n}{2})`$ up to isomorphism of $`sp(\frac{n}{2})`$, which from Lemma 4.3 gives $`=sp(\frac{n}{2})`$ or $`=su(n)`$ up to isomorphism (with or without the identity matrix). Case 6) is excluded by Lemma 4.1. This proves that the only possible Lie algebras $``$ that correspond to a transitive Lie group are the ones given in the statement of the Theorem. The converse follows from the well known properties of transitivity of $`SU(n)`$ and $`Sp(\frac{n}{2})`$ as well as of any group conjugate to them via elements in $`U(n)`$, and from Lemma 4.2. $`\mathrm{}`$

## 5 Equivalent State Controllability

The notion of equivalent state controllability, although seemingly weaker, is in fact equivalent to pure state controllability. In order to see this, notice that if the system is $`ESC`$ then for every pair of states $`|\psi _0>`$ and $`|\psi _1>`$ there exists a matrix $`X`$ in $`e^{}`$ and a ‘phase’ $`\varphi \mathrm{R}\mathrm{I}`$ such that

$$X|\psi _0>=e^{i\varphi }|\psi _1>.$$
(6)
This can be expressed by saying that there exists an element $`Y`$ in $`e^{i\varphi }e^{}:=\{YU(n)|Y=e^{i\varphi }X,Xe^{},\varphi \mathrm{R}\mathrm{I}\}`$ such that $`Y|\psi _0>=|\psi _1>`$ and therefore $`e^{i\varphi }e^{}`$ is transitive on the complex sphere. Now, if $`span\{iI_n\}`$, then $`e^{i\varphi }e^{}=e^{}`$ and therefore $`e^{}`$ is transitive and the system is $`PSC`$. If this is not the case, then from Theorem 2, there must exist a compact connected Lie group $`Ge^{}`$ such that $`e^{i\varphi }G`$ is transitive. From Theorem I’ in , it follows, writing $`e^{i\varphi }G`$ as $`e^{i\varphi }I_n\times G`$, that one between the two groups $`e^{i\varphi }I_n`$ and $`G`$, must be transitive. Therefore $`Ge^{}`$ is transitive. In conclusion, we have the following Theorem.

###### Theorem 5

ESC and PSC are equivalent properties for quantum mechanical systems (1).

Theorems 4 and 5 show that a necessary and sufficient condition to have pure state controllability or equivalent state controllability is that the Lie algebra $``$ is the whole $`su(n)`$ or isomorphic to $`sp(\frac{n}{2})`$ (with or without $`iI`$). To check this isomorphism one can apply the structure theory of Lie algebras to $``$. A more practical way to check equivalent state controllability will be presented in Section 7. This method only involves elementary matrix manipulations and can be extended to check density matrix controllability starting from a fixed given matrix.

## 6 Density Matrix Controllability

Notice that if $`e^{}=SU(n)`$ or $`e^{}=U(n)`$ then obviously the system is $`DMC`$. Moreover, in order for the system to be $`DMC`$, the model has to be equivalent state controllable (and therefore pure state controllable) as well, because transitions between pure states represented by matrices of the form $`|\psi ><\psi |`$ must be possible. Therefore, to get $`DMC`$, $``$ must be $`su(n)`$, or, for $`n`$ even and $`n>2`$ (see Theorem 4), it must be isomorphic (conjugate) to $`sp(\frac{n}{2})`$ (modulo multiples of the identity matrix). The next example shows that $`Sp(\frac{n}{2})`$ is not enough to obtain $`DMC`$. The example constructs a class of density matrices $`D`$ with the property that

$$\{WDW^{}|WSp(\frac{n}{2})\}\{UDU^{}|USU(n)\}.$$
(7)
###### Example 6.1

Choose any $`n>2`$ with $`n`$ even, and let $`|v>=\left(\begin{array}{c}v_1\\ v_2\end{array}\right)\mathrm{C}\mathrm{I}^n`$ and $`|w>=\left(\begin{array}{c}v_2\\ v_1\end{array}\right)\mathrm{C}\mathrm{I}^n`$, with $`v_1,v_2\mathrm{R}\mathrm{I}^{n/2}`$, $`v=1`$. Then $`w=1`$, $`<v|w>=0`$, thus, in particular, these two vectors are independent. Let

$$D=\frac{1}{2}\left(|v><v|+|w><w|\right).$$

It is easy to verify that $`DJ=JD`$ (where $`J=\left(\begin{array}{cc}0& I_n\\ I_n& 0\end{array}\right)`$). Thus, if $`WSp(\frac{n}{2})`$ then we still have that:

$$\left(WDW^{}\right)J=J\overline{\left(WDW^{}\right)}.$$

Choose any two orthonormal vectors $`|v^{}>,|w^{}>\mathrm{C}\mathrm{I}^n`$, such that:

$$D^{}=\frac{1}{2}\left(|v^{}><v^{}|+|w^{}><w^{}|\right),$$

satisfies $`D^{}JJ\overline{D^{}}`$ (it is easy to see that two such vectors exist), and let $`UU(n)`$ be any unitary matrix such that $`Uv=v^{}`$ and $`Uw=w^{}`$, then

$$UDU^{}=D^{}WDW^{},$$

for all $`WSp(\frac{n}{2})`$.

From the above discussion and example, we can conclude that $`DMC`$ is equivalent to $`OC`$.

Given a density matrix $`D`$, it is of interest to give a criterion on the Lie algebra $``$ for the two orbits

$$𝒪_{}:=\{WDW^{}|We^{}\}$$
(8)
and

$$𝒪_U:=\{UDU^{}|UU(n)\}$$
(9)
to coincide. To this aim, notice that since $`D`$ is Hermitian, $`iD`$ is skew-Hermitian so that $`iDu(n)`$, and a matrix commutes with $`iD`$ if and only if it commutes with $`D`$. The centralizer of $`iD`$ is by definition, the Lie subalgebra of $`u(n)`$ of matrices that commute with $`iD`$. Call this subalgebra $`𝒞_D`$ and the corresponding connected Lie subgroup of $`U(n)`$, $`e^{𝒞_D}`$. Analogously, the centralizer of $`iD`$ in $``$ is $`𝒞_D`$ and we denote by $`e^{𝒞_D}`$ the corresponding subgroup of $`U(n)`$ (which is also a subgroup of $`e^{}`$).

For a given density matrix $`D`$, it is sufficient to calculate the dimensions of $``$, $`𝒞_D`$ and $`𝒞_D`$ to verify the equality of the two orbits $`𝒪_{}`$ and $`𝒪_U`$ defined in (8) (9). We have the following result.

###### Theorem 6

Let $`D`$ be a given density matrix, then $`𝒪_{}=𝒪_U`$ if and only if

$$dimu(n)dim𝒞_D=dimdim(𝒞_D).$$
(10)
Proof. We have the following isomorphisms between the two coset spaces $`U(n)/e^{𝒞_D}`$ and $`e^{}/e^{𝒞_D}`$ and the two manifolds $`𝒪_U`$ and $`𝒪_{}`$, respectively:

$$U(n)/e^{𝒞_D}\{UDU^{}|UU(n)\},$$
(11)
$$e^{}/e^{𝒞_D}\{WDW^{}|We^{}\},$$
(12)
where $``$ means isomorphic. Therefore if the two orbits coincide, we must have that the two coset spaces must coincide as well. So, in particular, their dimensions have to be equal which gives (10).

Conversely assume that (10) is verified. Then the dimensions of the two coset spaces on the left hand sides of (11) and (12) are the same and so are the dimensions of the manifolds on the right hand side namely $`𝒪_U`$ and $`𝒪_{}`$. Notice also that these two manifolds are connected since both $`U(n)`$ and $`e^{}`$ are connected. Since $`e^{𝒞_D}`$ is closed in $`U(n)`$ and therefore compact, from Proposition 4.4 (b) in  we have that $`e^{}/e^{𝒞_D}`$ is closed in $`U(n)/e^{𝒞_D}`$. On the other hand, since the two coset spaces have the same dimensions, $`e^{}/e^{𝒞_D}`$ is open in $`U(n)/e^{𝒞_D}`$. By connectedness, we deduce that the two coset spaces must coincide, and therefore the two orbits coincide as well. $`\mathrm{}`$

Special cases of the above Theorem, are density matrices representing pure states or completely random states. In the first case, the density matrix $`D`$ as the form, $`D=|\psi ><\psi |`$ and, in an appropriate basis, it can be written as a diagonal matrix with the $`(1,1)`$ entry equal to one and all the remaining entries equal to zero. The analysis in Section 4 shows that the only Lie algebras $``$ satisfying condition (10) are $`su(n)`$ or, for $`n`$ even, isomorphic to $`sp(\frac{n}{2})`$ (with or without $`iI`$). For completely random states, the density matrix $`D`$ is a real scalar matrix with trace equal to one, and therefore its centralizer in $``$, $`𝒞_D`$, is all of $``$, for every subalgebra $``$. Thus the condition (10) holds with $`dimdim𝒞_D=0`$ for every $``$. The interpretation, from a physics point of view, is the obvious fact that a completely random ensemble of quantum systems remains completely random after any evolution. The paper  contains a complete classification of density matrices as well as additional results on density matrix controllability.

## 7 Test of Controllability

As we have shown in the previous sections, the two notions of operator-controllability (in the special unitary case) and density-matrix-controllability are equivalent and they are the strongest among the controllability notions we have defined. On the other hand, pure state-controllability and equivalent-state-controllability are equivalent. These facts are summarized in the following diagram:

$$\text{ DMC }\text{ OC }\text{ PSC }\text{ ESC }.$$

From a practical point of view, it is of great interest to give criteria on the Lie algebra $``$ to ensure that the corresponding group is transitive on the complex sphere. In this case the system is pure state controllable. As we have seen from the analysis in Section 4, the Lie algebra $``$ has to be to $`su(n)`$ or $`u(n)`$ or, for $`n`$ even, conjugate and therefore isomorphic to $`sp(\frac{n}{2})`$ (modulo multiples of the identity). To check this isomorphism, one can apply the Cartan theory of classification of semisimple Lie algebras . A simpler and self contained test can be derived from Theorem 6. To this purpose, notice that pure state controllability is the same as equivalent state controllability (see Theorem 5) and this can be easily seen to be equivalent to the possibility of steering the matrix

$$D=\text{ diag }(1,0,0,\mathrm{},0)$$
(13)
to any unitarily equivalent matrix. The centralizer $`𝒞_D`$ of the matrix $`iD`$ in (13) in $`u(n)`$, is given by the set of matrices of the form

$$M:=\left(\begin{array}{cc}ia& 0\\ 0& H\end{array}\right),$$
(14)
with $`a`$ any real and $`H`$ a matrix in $`u(n1)`$. The dimension of $`𝒞_D`$ is $`(n1)^2+1`$ and therefore the number on the right hand side of (10) is $`n^2((n1)^2+1)=2n2`$. In conclusion as a consequence of Theorems 6 and 5 we have the following easily verifiable criterion for pure state controllability.

###### Theorem 7

With the above notations and definitions, the system (3) is pure state controllable if and only if the Lie algebra $``$ generated by $`\{A,B_1,B_2,\mathrm{},B_m\}`$ satisfies

$$dimdim(𝒞_D)=2n2.$$
(15)
We remark here that similar criteria can be given for different density matrices according to Theorem 6.

###### Example 7.1

Assume that the Lie algebra $``$ is given by the matrices of the form

$$F:=\left(\begin{array}{cc}L+Z& T+C\\ \overline{T}+\overline{C}& L+Z^T\end{array}\right),$$
(16)
with $`L`$ diagonal and purely imaginary, $`T`$ diagonal, and $`Z,C`$ having zeros on the main diagonal, all of them $`2\times 2`$ matrices. This Lie algebra is in fact conjugate to $`sp(2)`$. Verifying this fact directly can be cumbersome. However to prove that the associated system is pure state controllable, one can verify that the Lie subalgebra of matrices of $``$ that have the form (14), namely $`𝒞_D`$, has dimension $`4`$. Since the dimension of $``$ is $`10`$, we have (recall $`n=4`$)

$$dimdim𝒞_D=6=2n2.$$
(17)
Therefore the criterion of Theorem 7 is verified.

## 8 State transfer in arbitrary time

In this section, we study the transfer of state of (1) and (3) in arbitrary small time. For the results that will follow, we can assume that $`X`$ varies on a general compact transformation (matrix) Lie group $`G`$ (with corresponding subalgebra $`𝒢`$) while $`|\psi >`$ varies on the corresponding homogeneous space $`M`$. First, we define the set of states reachable in arbitrary time for system (3). We denote it by $`𝒜G`$; we have:

$$𝒜:=_{t>0}R(t),$$
(18)
where $`R(t)`$ is the set of states reachable from the identity at time $`t`$ for system (3). As it has been shown with a number of examples  , even though the set of states reachable from the identity for (3) is the whole group $`G`$ and the magnitude of the controls is unconstrained, it is possible that not all the states in $`G`$ can be obtained in arbitrary small time. In fact, conditions can be given on $`A`$, $`B_1`$,…,$`B_m`$ for $`𝒜`$ to be empty . However, it may well be that even if $`𝒜`$ is a proper subset of $`G`$, $`𝒜`$ is still transitive on $`M`$. This fact is easily seen to be necessary and sufficient for state transfer in arbitrary small time between two states in $`M`$.

In this section, we investigate the relation between controllability in arbitrary time on $`M`$ and $`G`$ and then apply this result to quantum control systems.

Instead of working with $`𝒜`$ in (18), it is more convenient to work with its ‘regularized version’

$$𝒜_{reg}:=_{t>0}\overline{R}(t),$$
(19)
where $`\overline{R}(t)`$ is the closure of $`R(t)`$. The set $`𝒜_{reg}`$ has more structure because it is a compact connected Lie subgroup of $`G`$ 666It is proved in  that Small Time Local Controllability of the identity of the group $`G`$ implies $`𝒜=𝒜_{reg}`$.

###### Theorem 8

If $`𝒜`$ is not empty, $`𝒜_{reg}`$ is a compact connected Lie subgroup of $`G`$.

Proof. First notice that $`𝒜_{reg}`$ is a semigroup. In fact, assume $`X_1`$ and $`X_2`$ are in $`\overline{R}(\frac{t}{2})`$ for every $`t`$. Then there exist two sequences of elements $`\{X_{1k}\}`$ and $`\{X_{2k}\}`$ in $`R(\frac{t}{2})`$ converging to $`X_1`$ and $`X_2`$, respectively. The elements of the sequence $`\{X_{1k}X_{2k}\}`$ are all in $`R(t)`$ and by continuity $`lim_k\mathrm{}X_{1k}X_{2k}=X_1X_2,`$ so that $`X_1X_2\overline{R}(t)`$. Since $`t`$ is arbitrary, this proves $`X_1X_2𝒜_{reg}`$. Consider now an element $`X𝒜_{reg}`$. $`X^n`$ is also in $`𝒜_{reg}`$, for every $`n`$, and by compactness, the sequence of $`X^n`$’s has a converging subsequence $`\{X^{n(k)}\}`$. The sequence $`X^{n(k+1)n(k)1}`$ converges as $`k`$ tends to infinity to $`X^1`$ and therefore $`X^1𝒜_{reg}`$ (cfr. ). Since $`𝒜_{reg}`$ is a closed subgroup of the Lie group $`G`$, it is itself a Lie subgroup ( pg. 110). To prove connectedness notice that, if $`𝒜`$ is not empty, $`t_1<t_2`$ implies $`\overline{R}(t_1)R(t_2)`$ (see  Theorem 3.2). Therefore $`𝒜_{reg}`$ is the intersection of a decreasing sequence of compact and connected sets $`\overline{R}(t)`$ (connectedness of these sets was proven in ); thus $`𝒜_{reg}`$ is itself compact and connected ( pg. 212). $`\mathrm{}`$

If $`𝒜`$ is not empty, then $`𝒜_{reg}`$ is a connected Lie group and we can consider its associated Lie algebra $`_A`$. Consider $``$ the Lie algebra generated by $`B_1,\mathrm{},B_m`$ in (3). We have.

###### Theorem 9

$`_A`$

Proof. It follows immediately from the fact (see Theorem 3.3 in ) that the connected subgroup corresponding to $``$ is a subgroup of $`𝒜_{reg}`$. $`\mathrm{}`$

In the following theorem we will call transitive a subalgebra of $`𝒢`$ whose corresponding Lie subgroup of $`G`$ is transitive on $`M`$. We have

###### Theorem 10

Assume $``$ is not a subalgebra of any transitive proper subalgebra of $`𝒢`$. If the system is state controllable in arbitrary time, then $`𝒜_{reg}=G`$, in particular for every $`t`$ $`\overline{R}(t)=G`$.

Proof. Assume that the system is state controllable in arbitrary time. This means that the set $`𝒜`$ is transitive on $`M`$ and since $`𝒜𝒜_{reg}`$, so is $`𝒜_{reg}`$. It follows from the assumptions on $``$ and the fact that $`_A`$ that $`𝒜_{reg}`$ has to be equal to $`G`$. $`\mathrm{}`$

In , ,  and  the system of two interacting spin $`\frac{1}{2}`$ interacting particles in a driving electro-magnetic field was considered. The system has the form (1), with $`m=3`$, where the matrices $`A,`$ $`B_1`$,$`B_2`$, $`B_3`$, are appropriate matrices in $`su(4)`$ and the solution $`|\psi >`$ varies on the sphere $`S_{\mathrm{C}\mathrm{I}}^3`$ while $`X`$ in (3) varies in $`SU(4)`$. The matrix $`A`$ models the interaction between the two particles which can assume different forms (e.g. isotropic, dipolar) while $`B_1`$, $`B_2`$ and $`B_3`$ model the interaction between particles and the external field. The controls $`u_1`$, $`u_2`$, $`u_3`$ are component of a driving electro-magnetic field in the $`x`$, $`y`$ and $`z`$ direction, respectively. In typical experimental set ups, the $`z`$-component of the field is held constant. This system is of interest because it is used to perform two quantum bit logic operations in quantum computing . For a given matrix $`USU(4)`$, define $`T_U:=inf\{t0|UR(t)\}`$. It follows from the results in  that $`T_U`$ is not zero for every $`USU(4)`$ and, as a consequence, not every matrix in $`SU(4)`$ can be reached in arbitrary small time. The Lie algebra $``$ generated by $`B_1`$, $`B_2`$, and $`B_3`$ is in this case conjugate to $`so(4)`$ which satisfies the same property stated for $`sp(2)`$ in Lemma 4.3. Moreover, since $`so(4)sp(2)`$, it follows from Theorem 4 that $``$ is not a transitive subalgebra. Therefore, the system satisfies the conditions of Theorem 10, and it follows that the system is not state controllable in arbitrary time. In fact, if this was the case, then $`𝒜_{reg}=SU(4)`$ or equivalently for every time $`t`$, $`\overline{R}(t)=SU(4)`$. On the other hand

$$\overline{R}(t)=SU(4)T_U=0\text{ for all }U,$$
(20)
which is false, as seen before. To prove (20), we argue by contradiction. Assume that, for a given $`USU(4)`$, $`T_U>0`$. Since $`SU(4)=\text{ int }\left(R^1(T_U/2)U\right)`$ and $`SU(4)=\overline{R}(T_U/4)`$, there exists an open set $`N`$ such that:

$$N\text{ int }\left(R^1(T_U/2)U\right)R(T_U/4).$$

Choose any matrix $`\stackrel{~}{U}N`$, then from $`I`$ we reach $`\stackrel{~}{U}`$ in time $`T_U/4`$, and from $`\stackrel{~}{U}`$ we reach $`U`$ in time $`T_U/2`$, thus $`UR(\frac{3T_U}{4})`$, which contradicts the minimality of $`T_U`$.

## 9 Conclusions

For bilinear quantum mechanical systems in the multilevel approximation a number of concepts concerning controllability can be considered. One can ask whether it is possible to drive the evolution operator or the state to any desired configuration. One typically represents the state with a vector with norm 1 or using the density matrix formalism. Connections between different notions of controllability have been established in this paper, where we have shown that the possibility of driving a pure state between two arbitrary configurations is in general a weaker property than the controllability of the evolution operator. All the controllability properties of a given quantum system can studied by studying the Lie algebra generated by the matrices $`\{A,B_1,\mathrm{},B_m\}`$ of the system (1). This Lie algebra has to be the full Lie algebra $`su(n)`$ (or $`u(n)`$) for controllability of the operator while for controllability of the state it can be conjugate and therefore isomorphic to the Lie algebra of symplectic matrices of dimension $`n`$ modulo a phase factor. We have also given a practical test to check this isomorphism. This test can be extended for density matrices of rank different from one and only requires elementary algebraic manipulations involving the centralizer of the given density matrix.

The paper also contains some results on the relation between controllability in arbitrary small time for a system on a Lie transformation group and for the corresponding system on the associated homogeneous space. The application of these results to the systems of two interacting spin $`\frac{1}{2}`$ particles in an electro-magnetic field shows the negative result that it is not possible for this system to obtain a state transfer between two points even though the control can be taken of arbitrary large magnitude.

## Appendix: Proofs of Lemmas 4.1, 4.2 and 4.3

### Proof of Lemma 4.1

First notice that neither $`so(7)`$ nor $`so(9)`$ have an element which commutes with all the algebra, therefore if there exists a subalgebra of $`u(4)`$ (resp. $`u(8)`$) isomorphic to $`so(7)`$ (resp. $`so(9)`$), it must be also a subalgebra of $`su(4)`$ (resp. $`su(8)`$).

Statement (a) of the Lemma can be checked by calculating the dimensions of $`su(4)`$ and $`so(7)`$. We have $`dim(su(4))=15<dim(so(7))=21`$. As for statement (b), assume there exists a subalgebra of $`su(8)`$, call it $``$, isomorphic to $`so(9)`$, namely a (faithful) representation of $`so(9)`$. Assume first this representation to be irreducible. Then there is an highest associated weight by the fundamental theorem of representation theory (see e.g. , Theorem 4.28). The basic weights are given by $`w_1=(0,0,0,0)`$, $`w_2=(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2})`$, $`w_3=(1,0,0,0)`$, $`w_4=(1,1,0,0)`$, $`w_5=(1,1,1,0)`$, $`w_6=(1,1,1,1)`$. $`w_1`$ corresponds to the trivial representation which is obviously not faithful. For each one of the others the underlying vector space $`V`$ on which the representation acts has dimension that can be calculated using Weyl formula (see e.g.  pg 332). This calculation gives the following values for $`dim(V)`$, for the cases $`w_2`$, $`w_3`$, $`w_4`$, $`w_5`$, $`w_6`$, respectively, $`16`$, $`9`$, $`36`$, $`84`$, $`252`$. In any case, the dimension is bigger than $`8`$ which is the maximum allowed by the fact that $``$ is a subalgebra of $`su(8)`$. All the other irreducible transformations can be calculated as tensor products of the basic representations ( Pr.11 pg. 111,  Corollary 15.18 pg, 330) and therefore the dimension of $`V`$ in this case is the product of the dimensions of the basic representations and therefore $`>8`$. If the representation is not irreducible then it is the direct sum of irreducible transformations ( pg. 15 Corollary 1.7) and therefore the vector space $`V`$ has dimension which is the sum of sum above given. In this case, the only possibility to have $`dim(V)8`$ is that $`V=_{j=1}^rV_j`$ and the representation acts as the trivial representation on any $`V_j`$, which makes it not faithful. $`\mathrm{}`$

### Proof of Lemma 4.2

Consider a subalgebra $`u(n)`$ isomorphic to $`sp(\frac{n}{2})`$. It follows immediately from the fact that $``$ is semisimple that $`iI`$ and therefore $`su(n)`$. Thus, $``$ is a faithful representation of $`sp(\frac{n}{2})`$. Assume first that this representation is irreducible. Consider the parametrizations of the finite dimensional representations of $`sp(\frac{n}{2})`$ given by the theorem of the highest weight (see e.g.  Theorem 4.28). The $`ndimensional`$ basic weight vectors are $`w_1=(0,0,\mathrm{},0)`$, $`w_2=(1,0,\mathrm{},0)`$,$`w_3=(1,1,0,\mathrm{},0)`$,…,$`w_{\frac{n}{2}+1}=(1,1,1,\mathrm{},1)`$. $`w_1`$ gives the trivial representation which is not faithful; the representation corresponding to $`w_2`$ acts on a vector space $`V`$ of dimension $`n`$. All the other representations act on vector spaces $`V`$ of dimension $`>n`$. The same is true for the other irreducible representations whose weights are sums of some $`w_j`$, $`j=1,\mathrm{},\frac{n}{2}+1`$. As for reducible representations they are sums of the irreducible ones and therefore the dimension of the underlying vector space $`V`$ is $`>n`$ except for the sum of a number $`ln`$ of trivial representations which is a (higher dimensional) trivial representation and clearly not faithful. Therefore the only possible representations of dimensions $`n`$ are all equivalent to each other and in particular they are equivalent to the basic representation of $`sp(\frac{n}{2})`$. In conclusion there exists a nonsingular matrix $`E`$ such that

$$=Esp(\frac{n}{2})E^1.$$
(21)
Notice that $`E`$ is defined up to a multiplicative constant. It remains to show that $`E`$ can be chosen in $`U(n)`$. The connected Lie subgroup of $`SU(n)`$ with Lie algebra $``$ is a unitary representation of $`Sp(\frac{n}{2})`$ that assigns to an element $`gSp(\frac{n}{2})`$ an element $`\mathrm{\Phi }(g)`$ and, from (21), we have

$$E=\mathrm{\Phi }^{}(g)Eg,$$
(22)
from which it follows

$$EE^{}=\mathrm{\Phi }^{}(g)EE^{}\mathrm{\Phi }(g),$$
(23)
and

$$\mathrm{\Phi }(g)EE^{}=EE^{}\mathrm{\Phi }(g).$$
(24)
The matrix $`EE^{}`$ commutes with all the elements of a unitary irreducible representation and therefore from Schur’s Lemma (see e.g.  Proposition 1.5) it must be a scalar matrix $`\alpha I`$, with $`\alpha `$ real $`>0`$. Thus, scaling $`E`$ by a factor $`\sqrt{\alpha }`$ we can make $`E`$ unitary. $`\mathrm{}`$

### Proof of Lemma 4.3

It follows from the results in  that the complexification of $`sp(\frac{n}{2})`$ is a maximal subalgebra in the complexification of $`su(n)`$. Now, if there exists a proper subalgebra $``$ of $`su(n)`$ properly containing $`sp(\frac{n}{2})`$, then its complexification will be a proper subalgebra of the complexification of $`su(n)`$ properly containing the complexification of $`sp(\frac{n}{2})`$ (cfr.  Section 9.3) which contradicts the maximality of $`sp(\frac{n}{2})`$. $`\mathrm{}`$


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# Matter Effects in Upward-Going Muons and Sterile Neutrino Oscillations

## 1 INTRODUCTION

00footnotetext:  $`a`$ Also Università della Basilicata, 85100 Potenza, Italy -
$`b`$ Also INFN Milano, 20133 Milano, Italy
$`c`$ Also Istituto TESRE/CNR, 40129 Bologna, Italy
$`d`$ Also Scuola Normale Superiore di Pisa, 56010 Pisa, Italy
$`e`$ Also Università di Trieste and INFN, 34100 Trieste, Italy
$`f`$ Also Dip. di Energetica, Università di Roma, 00185 Roma, Italy
$`g`$ Also Institute for Nuclear Research, Russian Academy of Science, 117312 Moscow, Russia
$`h`$ Also Institute for Space Sciences, 76900 Bucharest, Romania
$`i`$ The Colorado College, Colorado Springs, CO 80903, USA
$`l`$ Also Dept. of Physics, Pennsylvania State University, University Park, PA 16801, USA
$`m`$ Also Dipartimento di Fisica dell’Università della Calabria, Rende (Cs), It aly
$`o`$ Also Dipartimento di Scienze e Tecnologie Avanzate, Università del Piemonte Orientale, Alessandria, Italy
$`p`$ Also U. Minn. Duluth Physics Dept., Duluth, MN 55812
$`q`$ Also Dept. of Physics, MIT, Cambridge, MA 02139
$`r`$ Also Intervideo Inc., Torrance CA 90505 USA
$`s`$ Also Resonance Photonics, Markham, Ontario, Canada
$``$ Corresponding author E-mail: ronga@lnf.infn.it

Neutrino oscillations were first suggested by B. Pontecorvo in 1957 after the discovery of the $`K^0\overline{K^0}`$ transitions. Subsequently, evidence for the existance of neutrino oscillation in nature has been provided by the Superkamiokande, Soudan2 and MACRO experiments, each of which has presented data which strongly favor atmospheric neutrino oscillations, in the form of $`\nu _\mu `$ disappearance .

The two neutrino oscillation probability in vacuum is given by:

$$P(\nu _{\mathrm{}}\nu _{\mathrm{}^{}\mathrm{}})=\mathrm{sin}^22\theta \mathrm{sin}^2\left[1.27\mathrm{\Delta }m^2\frac{L}{E}\right]$$
(1)
where $`\mathrm{\Delta }m^2=m_1^2m_2^2(\text{ eV}^2),L(\text{km}),E(\text{GeV})`$, $`\theta `$ is the mixing angle and L is the path length between the neutrino production point and the location at which the neutrino flavor is measured. This simple relation should be modified when a neutrino propagates through matter and when there is a difference in the interactions of the two neutrino flavors with matter . The neutrino weak potential in matter is:

$$V_{\mathrm{weak}}=\pm \frac{G_Fn_B}{\sqrt{2}}\times \{\begin{array}{cc}Y_n+2Y_e\hfill & \text{for }\nu _e\text{,}\hfill \\ Y_n\hfill & \text{for }\nu _{\mu ,\tau }\text{,}\hfill \\ 0\hfill & \text{for }\nu _s\text{,}\hfill \end{array}$$
(2)
where the upper sign refers to neutrinos, the lower sign to antineutrinos, $`G_F`$ is the Fermi constant, $`n_B`$ the baryon density, $`Y_n`$ the neutron and $`Y_e`$ the electron number per baryon (both about 1/2 in common matter). The weak potential in matter produces a phase shift that will modify the neutrino oscillation probability if the oscillating neutrinos have different interactions with matter. Therefore, the matter effect could help to discriminate between different neutrino oscillation channels. According to equation, ( 2) matter effects in the Earth could be important for $`\nu _\mu \nu _e`$ and for the $`\nu _\mu \nu _s`$ oscillations, while for $`\nu _\mu \nu _\tau `$ oscillations there is no matter effect. For particular values of the oscillation parameters the matter effect increases the oscillation probability, leading to ’resonances’ (e.g., the MSW effect).

$`\nu _\mu \nu _s`$ oscillations have been suggested  to explain some features of the atmospheric neutrino anomaly. Under most current models, a fourth (sterile) neutrino is necessary to explain all the reported neutrino anomalies (solar, atmospheric and LSND  ). Matter effects are important  when $`E_\nu /|\mathrm{\Delta }m^2|10^3`$ GeV/eV2, therefore in particular for high energy events. The primary purpose of this letter is to compare the MACRO high energy neutrino events sample with the predictions, considering matter effects in the case of $`\nu _\mu \nu _s`$ oscillations. In MACRO, neutrino oscillation is observed in three different event topologies, having different characteristic ranges of parent neutrino energies. So-called $`Up`$ $`Through`$ events  are associated with muons which penetrate the entire detector. The parent neutrinos in these events have a median neutrino energy around 50 GeV. $`Internal`$ $`Up`$ events and $`Internal`$ $`Down`$ events, together with $`Up`$ $`Stop`$ events,  are associated with muons having a track terminus located within the MACRO detector. The parent neutrinos in these events have a significantly lower median energy, of around 4 GeV. In this paper, we focus on the high energy ($`Up`$ $`Through`$) data sample. A similar analysis has been recently published by the Superkamiokande collaboration .

## 2 DATA ANALYSIS

The MACRO detector . is located in the Hall B of the Gran Sasso Laboratory, with a minimum rock overburden of 3150 hg/cm2. It is in the general form of a large rectangular box, 76.6 m $`\times `$ 12 m $`\times `$ 9.3 m, divided longitudinally into six supermodules, and vertically into a lower part (4.8 m high) and an upper part (4.5 m high). The active detection elements are planes of streamer tubes for tracking and of liquid scintillators for fast timing. The lower half of the detector is filled with trays of crushed rock absorbers alternating with streamer tube planes, while the upper part is open and contains electronics racks and work areas.

The $`Up`$ $`Through`$ muon tracks we focus on in this study come from $`\nu _\mu `$ interactions in the rock below MACRO. In these events, the muon crosses the entire detector requiring that $`E_\mu >1`$ GeV. The time information provided by the scintillator counters determines the flight direction of the muon, allowing $`Up`$ $`Through`$ events to be distinguished from the much more common down-going muons. The measured muon velocity is calculated with the convention that down going muons have $`\beta `$=velocity/c=+1 while up going muons have $`\beta =1`$. In the $`Up`$ $`Through`$ event sample, almost 50% of the tracks intercept 3 scintillators planes. In this case, there is redundancy in the time measurement, and $`\beta `$ is calculated from a linear fit of the times as a function of the path length. Tracks with a poor fit are rejected. Upward going muons are selected by requiring that the measured velocity lie in the range $`1.25`$1/$`\beta `$ $`0.75`$.

The data used in this study have been collected in three periods, with different detector configurations, starting in 1989. The statistics is largely dominated by the full detector run, started in May 1994 and ended in December 2000 (live time 5.51 years). The total live time, normalized to the full detector configuration, is 6.17 years.

Several cuts are imposed on the data to remove backgrounds caused by radioactivity or showering events which may result in bad time reconstruction. The primary data selection in this regard requires that the position of a muon hit in each scintillator, as determined from the timing within the scintillator counter, agrees within $`\pm `$70 cm with the position indicated by the streamer tube track. This eliminates events with significant errors in timing. In addition, downgoing muons which pass near or through MACRO may produce low-energy, upgoing particles, which could appear to be neutrino-induced upward throughgoing muons if the down-going muon misses the detector . In order to reduce this background, we impose a cut requiring that each upgoing muon must cross at least 200 g/cm2 of material in the bottom half of the detector. Finally, a large number of nearly horizontal ($`\mathrm{cos}\theta >0.1`$), but upgoing muons have been observed coming from azimuth angles (in local coordinates) from -30 to 120. In this direction the overburden is insufficient to remove nearly horizontal, downgoing muons which have scattered in the mountain and appear as upgoing. We exclude this region from our data.

After applying the data selections described in the previous paragraph, we observe 863 events with measured velocities in the range $`1.25<1/\beta <0.75`$. Based on events outside the upgoing muon peak, we estimate that there are $`22.5`$ background events in this data sample. In addition , we estimate that there are $`14.2`$ events which result from upgoing charged particles produced by downgoing muons in the rock near MACRO. Finally, it is estimated that $`17`$ events are the result of interactions of neutrinos in the bottom layer of MACRO scintillators. After subtracting these backgrounds to the $`UpThrough`$ data set, the number of upgoing throughgoing muons integrated over all zenith angles is 809.

In the simulation of our upgoing muon data, we have used the neutrino flux computed by the Bartol group , and the GRV94  parton distribution set, which increases the upgoing muon flux by +1% with respect to the S1  parton distribution that we have used in the past. For low energy channels (quasi-elastic and 1 pion production) we have used the cross section in . The propagation of muons to the detector has been done using the energy loss calculation by Lohmann et al.  for standard rock. The total systematic uncertainty in the predicted flux of upgoing muons, adding in quadrature the errors from the Bartol neutrino flux, the neutrino cross-section, and muon propagation, is estimated to be $`\pm 17\%`$. This theoretical error in the predicted flux is mainly a scale error that does not change the shape of the angular distribution. Assuming no oscillations, the number of expected events integrated over all zenith angles is 1122, giving a ratio of the observed number of events to the expectation of 0.72 $`\pm 0.026`$(stat) $`\pm 0.043`$(systematic) $`\pm 0.12`$(theoretical).

Figure 1 shows the zenith angle distribution of the measured flux of upgoing muons with energy greater than 1 GeV for our full upgoing data sample, compared to the Monte Carlo expectation for no oscillations, and with a $`\nu _\mu \nu _\tau `$ oscillated flux with maximum mixing and $`\mathrm{\Delta }m^2=0.0025`$ eV2. The shape of the angular distribution has been tested with the hypothesis of no oscillations, normalizing the total predicted flux to that observed. The $`\chi ^2`$ is $`25.9`$ for 9 degrees of freedom (P=0.2%). Under the hypothesis of $`\nu _\mu \nu _\tau `$ oscillation, the best $`\chi ^2`$ is 7.1 and is outside the physical region. The best $`\chi ^2`$ in the physical region of the oscillation parameters is 9.7 (P=37%) for $`\mathrm{\Delta }m^2`$ of $`0.0025`$ $`eV^2`$ and maximum mixing. Combining information from the angular distribution and the total number of events according to the procedure described in ,we obtain a peak probability of 66% for oscillations with $`\mathrm{\Delta }m^2`$ of $`0.0024`$ $`eV^2`$ and maximum mixing, while the probability for no oscillations is 0.2%.

The $`90\%`$ confidence level regions of the MACRO upgoing events are shown in Figure 2. The limits are computed using the Feldman-Cousins procedure. Figure 2 shows the results obtained using the angular distribution alone, and the angular distribution together with the information due to the overall normalization. The $`90\%`$ confidence level regions are smaller than the regions obtained by SuperKamiokande  and Kamiokande  for the upgoing muon events. This can be accounted for through the following effects: the different energy threshold (Superkamiokande has an average energy threshold of about 7 GeV, MACRO has 1.5 GeV), the use of the Feldman-Cousins procedure, and the fact that our best point is outside the physical region.

## 3 TWO FLAVORS STERILE NEUTRINO OSCILLATIONS AND TAU NEUTRINO OSCILLATIONS

In the $`\nu _\mu \nu _s`$ oscillation scenario, the matter effect changes the shape of the angular distribution and the total number of events with respect to vacuum oscillations. Large matter effects are expected for neutrinos near vertical incidence, due to the large neutrino path length in this case, and to the increase in the density of the Earth near its core. Assuming maximal mixing, as suggested by all available data, the matter effect produces a reduction of the oscillation effect, and results in an upgoing muon flux closer to that predicted by the no oscillation scenario. This effect would be most pronounced for directions near the vertical . Figure 3 shows the reduction with respect to no oscillations for maximal mixing for $`\nu _\mu \nu _s`$ and $`\nu _\mu \nu _\tau `$ oscillations, with $`\mathrm{\Delta }m^2=0.001eV^2`$ and $`\mathrm{\Delta }m^2=0.01eV^2`$. We have tested the shape of the observed upgoing muon angular distribution against the hypothesis of $`\nu _\mu \nu _s`$ oscillations with maximum mixing. The best $`\chi ^2`$ is $`20.1`$ with 9 degrees of freedom. Combining the information obtained from the angular distribution and the normalization the highest probability obtained is 8% for maximum mixing and $`\mathrm{\Delta }m^2=0.006eV^2`$. A statistically more powerful test is based on the ratio between the number of events in the two angular regions $`cos(\theta )0.7`$ and $`cos(\theta )0.4`$ as shown in Figure 4. This quantity is statistically more powerful than the $`\chi ^2`$ in 10 bins because data are binned to maximize the difference between the two hypotheses to be tested and because the ratio is sensitive to the sign of the variation (while the $`\chi ^2`$ is not). In addition, this ratio is insensitive to most of the errors in the theoretical prediction of the $`\nu `$ flux and cross section. The primary disadvantage of this statistic is the loss of some features of the angular distribution. We have chosen slightly different angular regions than suggested in the original proposal for this statistic, presented in ref . In our study, the angular regions used are based on a Montecarlo study of the intervals providing the maximum discrimination between the $`\nu _\mu \nu _s`$ and the $`\nu _\mu \nu _\tau `$ oscillation hypotheses.

The ratio of the flux of upgoing muons in two angular intervals is insensitive to uncertainties in the overall $`\nu `$ flux and cross section, as pointed out in the last paragraph. Several effects do, however, lead to systematic errors in this ratio. For example, uncertainties in the $`K`$,$`\pi `$ fraction in atmospheric air showers, and the different angular distributions of neutrinos produced by these parents, leads to approximately a 3% systematic error in the predicted value for this ratio. Another theoretical error, at the level of approximately $`2\%`$ for MACRO, results from uncertainties in the neutrino cross sections, and the different energy distributions of neutrinos arriving from the horizontal and vertical directions. A final source of systematic error in the prediction of the flux ratio results from the seasonal variations of the atmosphere’s density profile, and the fact that the neutrino flux is computed for the standard United States atmosphere  not taking into account variations of the density profile with latitude. Seasonal variation of the high energy muon flux has been observed by MACRO at $`42^0`$ North latitude, where a $`3\%`$ difference was observed between summer and winter. At more extreme latitudes, Amanda, which operates near the South Pole, observes a $`20\%`$ difference between winter and summer. A precise estimate of the seasonal variation of the high energy neutrino flux is rather difficult to obtain because it requires knowing the density profile of the atmosphere over the entire Earth. We have performed a simplified estimate of the size of this effect based on an analytic neutrino flux calculation  and the CIRA-86 atmosphere tables . According to this calculation the amplitude of the seasonal variations of the ratio of the vertical to horizontal neutrino flux is of the order of $`\pm 2.6\%`$. Assuming a sinusoidal variation during the year, this amplitude corresponds to a root mean square value of about $`1.3\%`$. Dividing the MACRO data into a winter set (including the months from November up to April) and a summer set (the remaining months), we observe a difference in the ratio of the flux in the two angular bins of $`19\%\pm 17\%`$ between the two data sets, with a smaller value in the summer as expected for the seasonal variation, compatible inside the large errors with the expectations. We include in our estimate of the total systematical error in the predicted flux ratio a $`1.3\%`$ contribution due to seasonal variations. The systematic error due to the fact that the neutrino flux is calculated using the standard United States atmosphere has been estimated to be less than 1%. Accounting for all contributions to the systematic error, we estimate that the total uncertainty in the predicted value for the flux ratio is 4%.

The total systematic error in the measured value of the flux ratio has been estimated to be 4.6%. This error is due to uncertainties in the efficiency of the analysis cuts and detector efficiencies; it could be reduced in the future with a reprocessing of the data to correct for the change of the apparatus operating conditions with time. Combining in quadrature the theoretical error and the experimental error we obtain a total error in the ratio of about 6%.

In the full upgoing muon data set, there are 305 events with $`cos(\theta )0.7`$, and 206 events with $`cos(\theta )0.4`$, giving a value for the flux ratio of $`R_{exp}=1.48\pm 0.13_{stat}\pm 0.10_{syst}`$. This measured value can be compared with $`R\tau _{min}`$=1.72 and $`Rsterile_{min}`$=2.16, which are the minimum possible values of $`R`$ for $`\nu _\mu \nu _\tau `$ and $`\nu _\mu \nu _s`$ oscillations respectively, for maximum mixing and $`\mathrm{\Delta }m^2`$ of $`0.0025`$ $`eV^2`$. For values of $`sin^22\theta 1`$ the value of R is larger than $`R_{min}`$ both for $`\nu _\mu \nu _s`$ and $`\nu _\mu \nu _\tau `$. We note that this ratio does not have a gaussian distribution - the errors are reported only to give a crude estimate of the statistical significance. The corresponding one sided probability $`Pbest_\tau `$ of measuring a value smaller than $`R_{exp}`$, assuming a true value for the ratio of $`R\tau _{min}`$, is $`8.4\%`$. For $`\nu _\mu \nu _s`$ the probability $`Pbest_{ster}`$ is 0.033%. The ratio of the probabilities $`Pbest_\tau `$ / $`Pbest_{ster}`$ is 254. This implies that $`\nu _\mu \nu _s`$ oscillation (with any mixing) is excluded at about 99% C.L. compared with $`\nu _\mu \nu _\tau `$ oscillation with maximum mixing. In calculating these confidence limits we have considered correctly the non gaussian distribution of the ratio.

Additional information could be derived from the total number of events, at the expense of larger theoretical uncertainties. For the best value of $`\mathrm{\Delta }m^2`$ for sterile neutrino oscillation we expect a flux reduction of $`R_{flux}=0.83`$ for $`\nu _\mu \nu _s`$ and $`\mathrm{\Delta }m^2=0.0025^2eV^2`$, to be compared with the measured value 0.72. However, due to the large theoretical uncertainty, the total number of events was not used in the statistical analysis presented here.

It should be noted that this analysis has been carried out for the two neutrino mixing case. A more complicated oscillation scenario, with 3 or more neutrinos, or the scenario with large extra dimensions  cannot be excluded.

In conclusion, using the improved statistics afforded by the full MACRO data set, the test of the shape of the angular distribution of upgoing muons is in good agreement with $`\nu _\mu \nu _\tau `$ oscillation, and maximal mixing. The best $`\chi ^2`$ is $`9.7`$ for 9 degrees of freedom. Based on the ratio test, the $`\nu _\mu \nu _s`$ oscillation hypothesis has a 0.033% probability of agreeing with the data, and is disfavored at more than 99% C.L.with respect to the best fit point of $`\nu _\mu \nu _\tau `$ oscillation.

We thank T. Kaijta for useful discussions to compare our data to those of Superkamiokande. We acknowledge the staff of the Laboratori Nazionali del Gran Sasso and the invaluable assistance of the technical staffs of all the participating Institutions. For generous financial contributions we thank the U.S. Department of Energy, the National Science Foundation, and the Italian Istituto Nazionale di Fisica Nucleare: both for direct support and for FAI grants awarded to non-Italian MACRO collaborators.


text:
# Support for a prosaic explanation for the anomalous acceleration of Pioneer 10 and 11

## I INTRODUCTION

In anderson , Anderson et al. compare the measured trajectory of spacecraft against the theoretical trajectory computed from known forces acting on the spacecraft. The find a small but significant discrepancy, referred to as the unmodelled or anomalous acceleration. It has an approximate magnitude of $`8\times 10^8\mathrm{cm}\mathrm{s}^2`$ directed approximately towards the Sun. Needless to say, any acceleration of any object that cannot be explained by conventional physics is of considerable interest, and these spacecraft have been tracked very accurately over a period of many years, so the data is quite reliable. Explanations for the acceleration fall into two general categories - either new physics is needed or some conventional force has been overlooked.

In murphy , Murphy proposes that the source of the acceleration is non-isotropic radiation from the main spacecraft bus. In usmurphy  and anderson01 , Anderson et al. reply with reasons that lead them to believe the proposed mechanism is not correct. Their main argument is that the cooling louvers are known to be closed, as opposed to open louvers assumed by Murphy. This, they felt, would result in isotropic radiation of heat.

This paper argues that non-isotropic radiation is in fact the most likely cause for the unmodelled acceleration, and the objections to it are overstated. Put most simply, all the heat dissipated in the body of the spacecraft must eventually be radiated by some externally visible surface. Assuming a uniform internal temperature, the power emitted from each surface is proportional to the area times the effective emissivity of the surface. Using the known construction and temperatures of Pioneer 10/11, we conclude most of the heat will be radiated from the anti-sunward faces of the spacecraft, even though the louvers are closed. Rough numerical calculations indicate this effect accounts for much, it not all, of the anomalous acceleration.

## II PREVIOUS WORK

For the convenience of the reader, section 2.1 consists of direct quotes from anderson01 , covering the relevant details of the Pioneer spacecraft. The references cited in this section are included in the references of this paper. Many other web and paper descriptions are available piodoc ; pioweb .

In section 2.2 we summarize the existing literature on the hypothesis that non-isotropic radiation from the main spaecraft bus is responsible for the unmodelled acceleration.

### II.1 General description of the Pioneer spacecraft, from anderson01

The main equipment compartment is 36 cm deep. The hexagonal flat top and bottom have 71 cm long sides. The equipment compartment provides a thermally controlled environment for scientific instruments.

The majority of the spacecraft electrical assemblies are located in the central hexagonal portion of the compartment, surrounding a 16.5-inch-diameter spherical hydrazine tank. Most of the scientific instruments’ electronic units and internally-mounted sensors are in an instrument bay (“squashed” hexagon) mounted on one side of the central hexagon. The equipment compartment is contained within a structure of aluminum honeycomb which provides support and meteoroid protection. It is covered with insulation which, together with louvers under the mounting platform, provides passive thermal control.

The spacecraft instrument compartment is thermally controlled between approximately $`0`$ F and 90 F. This is done with the aid of thermo-responsive louvers located at the bottom of the equipment compartment. These louvers are adjusted by bi-metallic springs. They are completely closed below $`40`$ F and completely open above $`85`$ F. This allows controlled heat to escape in the equipment compartment. Equipment is kept within an operational range of temperatures by multi-layered blankets of insulating aluminum plastic. Heat is provided by electric heaters, the heat from the instruments themselves, and by twelve one-watt radioisotope heaters powered directly by non-fissionable plutonium

The essential platform temperature as of the year 2000 is still within acceptable limits at $`41`$ F; the nominal range is between $`63`$ F and 180 F. The RF power output from the TWT-A traveling-wave-tube amplifier is still within normal parameters, having a value of 36 dBmdBm . (The nominal range is 27 to 40 dBm.)

The spacecraft needs 100 W to power all systems, including 26 W for the science instruments. Previously, when the available electrical power was greater than 100 W, the excess power was either thermally radiated into space by a shunt-resistor radiator or it was used to charge a battery in the equipment compartment.

At present only about 65 W of power is available to Pioneer 10 theorypower . Therefore, all the instruments are no longer able to operate simultaneously. But the power subsystem continues to provide sufficient power to support the current spacecraft load: transmitter, receiver, command and data handling, and the Geiger Tube Telescope (GTT) science instrument.

### II.2 Non-isotropic radiative cooling of the spacecraft

Murphy suggests that the anomalous acceleration seen in the Pioneer 10/11 spacecraft can be, “explained, at least in part, by non-isotropic radiative cooling of the spacecraft.” murphy  Anderson, et al. argue in reply that this explanation is flawed, since “by nine AU the actuator spring temperature had already reached $``$40 F piodoc . This means the louver doors were closed (i.e., the louver angle was zero) from where we obtained our data. Thus, from that time on of the radiation properties, the contribution of the thermal radiation to the Pioneer anomalous acceleration should be small.” They also argue that the spacecraft power is decreasing, but the unmodelled acceleration is not.

## III Discussion

The sunward side of the spacecraft is the back, and the anti-sunward side, in the direction of motion, is the frontrearfront . We consider thermal radiation from the spaecraft with the louvers closed, as they have been since 9 AU. We consider the radiation from the front, back, and sides of the spacecraft bus. Assuming the compartment is at a constant temperature, the radiation from each surface will be determined by the effective emissivity of that surface times its area.

First, from the known sizes the front and back of the central equipment compartment have about 1.3 m2 area, and the sides about 1.5 m2 total. The sides (and presumably the rear) of the compartment are covered with multi-layer insulation. From MLI , multilayer insulation from spacecraft typically has an effective emissivity of 0.002 to 0.02. Assuming a value of 0.01, and an internal temperature of 233 K, the instrument compartment will lose about 5 watts through the sides and back. Ignoring conduction losses through connecting wires and struts, then the rest of the power (about 59 watts as of 1998) must be radiated from the front.

Is it reasonable for the front to radiate this much? At 233 K, the area times the emissivity must equal 0.35 m2. If the surface was flat, this would require an average emissivity of 0.27. From a picture of the Pioneer 10 replica in the National Air and Space Museum NASM , the front of the spacecraft is rather complex, with supports, louvers, and a variety of surface finishes . A composite emissivity of 0.27 seems reasonable.

The main conclusion seems quite robust. Multi-layer insulation is specifically designed to reduce heat losses, whereas the louvers have at most one layer of obstruction even when closed. (The Rosetta louvers, for example, have an emissivity range of 0.09-0.76Rosetta .) Therefore a majority of the heat will be radiated from the front of the spacecraft.

### III.1 Radio beam power

The radio beam power is reported in anderson01  two different ways, as 8 watts and 36 dBm. These values are not consistent, since 36 dBm $``$ 3.98 watts. Assuming the dBm figure is correct, the smaller value of radiated power reduces the value of the anomalous acceleration.

### III.2 Effect on the unmodelled acceleration

Anderson reports an unmodelled acceleration for Pioneer 10 of $`7.84\times 10^8`$ cm/sec2. If the radio beam is 4 watts instead of 8, this becomes $`7.31\times 10^8`$ cm/sec2. As of 1998, the power in the main bus was about 68 watts. If 4 watts goes into the radio beam, and 5 watts through the sides of the instrument compartment, then 59 watts must radiate from the front. If this radiated as if from a flat platemurphy , then this accounts for $`5.2\times 10^8`$ cm/sec2. If it is radiated as a collimated beam, then the resulting acceleration is $`7.8\times 10^8`$ cm/sec2. The true result should lie somewhere between these two extremes.

This explanation also explains some other puzzles: the values of acceleration of Pioneer 10 and 11 would be expected to be similar, but not identical, as observed. The acceleration would not have a strong effect on the spin; since the louvers are closed, the radiation will generate little torque. Other spacecraft, built along the same general principles, would be expected to show a similar effect, but planets and other large bodies would not, as is observed.

### III.3 Why is the acceleration not dropping as the power level drops?

This is covered in more detail by Murphymurphy . As the total power level drops, some parts of the spacecraft will dissipate less power (such as the shunt regulators and science instruments) and some will remain the same (command and control, and the transmitter, for example). If the hypothesis put forth in this paper is true, then the acceleration of the spacecraft should be proportional to the power dissipated in the central equipment compartment. The construction of the spacecraft puts most of the experiments on the outside and most of the housekeeping functions in the central compartment. Since the central compartment contains mostly systems essential to the operation of the spacecraft, the power dissipated within it has changed comparatively little. This explains why the unmodelled acceleration has changed little despite the considerable reduction in spacecraft power.

## IV Conclusions and future works

There is surely an unmodelled effect on the Pioneer spacecraft, based only on its thermal characteristics. Rough estimates show it may account for most, if not all, of the unmodelled acceleration.

More detailed modeling, using the Pioneer materials, construction details, and history, could provide a much better estimate of the magnitude of this effect. A suitably detailed thermal model, measured in a cold vacuum chamber, would provide the strongest evidence for or against this hypothesis.

Proposed missions such as LISALISA  will attempt to detect gravitational waves by measuring the changes in distance between spacecraft about $`5\times 10^9`$ meters apart with an accuracy of a few picometers. They will then look for unmodelled displacement. To find the anticipated small effects, the LISA project isolates the spacecraft from non-gravitational disturbances by actively controlling them to keep them centered around a “drag-free” proof mass. This technique should keep the acceleration induced by non-gravitational forces to about $`10^{13}`$ cm/sec2, or about 1 part in $`10^5`$ of the proposed anomalous acceleration. Given this accuracy, and the proposed formation of a triangle inclined to the ecliptic, an anomalous acceleration as proposed for Pioneer 10/11 will be easily distinguishable from the conventional gravitational forces. If no anomalous accelerations are detected in this more precise experiment, then almost surely the unmodelled acceleration of Pioneer 10 and 11 is caused by some overlooked prosaic source such as the one proposed here.


text:
# Analytical solution of a one-dimensional Ising model with zero temperature dynamics

## I Introduction

Ising systems are often used as simple models in many different fields of statistical physics. In particular, the one-dimensional Ising model with nearest neighbour interactions and Glauber dynamics  is ubiquitous. It shows glass-like behaviour, including non-exponential relaxation , a laboratory glass transition in cooling processes , hysteresis effects in thermal cycling experiments , and aging effects at low temperatures . When a weak oscillating external field is applied, the amplitude of the induced magnetization presents a maximum as a function of the temperature, a behaviour resembling stochastic resonance .

Other kind of important Ising systems are those with “facilitated” dynamics. They were introduced in a pioneering work by Fredrickson and Andersen , in the context of the relaxation of structural glasses. In these models, a given spin can only flip if its nearest neighbours are in a certain subset of all their possible configurations. The one-dimensional Ising model with facilitated dynamics (1SFM) has been extensively studied . Although, in general, it is not possible to find an analytical solution of these facilitated Ising models, the 1SFM has been exactly solved at zero temperature . Very recently, the 1SFM has been applied to study the compaction of vibrated granular systems. A hole (particle) is associated to any spin in its excited (ground) state. Trying to mimic what is done in real experiments , the tapping process is simulated in the following way. First, the system freely relaxes to a metastable state ($`n=0`$) following the dynamics at zero temperature, in which the processes decreasing the density of particles are forbidden and any configuration with all the holes being isolated is an absorbent state of the dynamics . Then, the system is tapped, allowing the density to decrease. Afterwards, a new free relaxation at zero temperature is done, reaching another metastable state ($`n=1`$). By repeating this process, a chain ($`n=0,1,2,\mathrm{}`$) of metastable configurations is obtained, with the density of the system increasing as a function of $`n`$.

An analogous approach to the problem of granular compaction has been carried out by Lefevre and Dean . Their model is again the one-dimensional Ising system with nearest neighbour interactions. Nevertheless, the usual Glauber dynamics  is not a good choice for simulating tapping processes. This is because there are no metastable states, and at zero temperature the system always reaches the perfectly ordered ferromagnetic phase. Then, other zero temperature single spin flip dynamics was considered, in which only the elementary events lowering the energy are possible. In this way, all the states composed of domains of $`l`$ parallel spins with length $`l2`$ are metastable, i. e., they are absorbent states for this dynamics. In such states, there is no spin antiparallel to both of its nearest neighbours, which are the only spins being able to flip. With this falling dynamics, the tapping process is simulated in the same way as described above.

In ref. , the authors claimed that the new zero temperature dynamics does not seem amenable to analytic solution. In fact, the usual way of solving the Glauber model, by constructing the hierarchy of equations for the two-spin moments, does not work. The aim of this paper is to show that it is possible to solve analytically the time evolution of the model by going to an equivalent particle-hole description of the Ising system. The holes are associated to the domain walls separating arrays of parallel spins (particles). Within this picture, the metastable states are those with all the holes being isolated, as in the one-dimensional facilitated Ising model.

The paper is organized as follows. In section II the Ising model is introduced, as well as the equivalent particle-hole description. Section III is devoted to the analytical solution of the dynamics. A closed hierarchy of equations is derived for the probabilities $`D_r`$ of finding $`r+1`$ consecutive holes. The solution of this hierarchy is obtained by means of a generating function method. In particular, the asymptotic density of holes and energy in the metastable state are exactly calculated. The last section contains some final remarks.

## II The model

We consider the one-dimensional Ising model with nearest neighbour interactions and periodic boundary conditions. The hamiltonian of the system is

$$=J\underset{i=1}{\overset{N}{}}\sigma _i\sigma _{i+1},$$
(1)
where $`J>0`$ is the coupling constant, having dimensions of energy, $`N`$ is the number of spins, and $`\sigma _i=\pm 1`$. The time evolution of the system is described by a Markov process with single spin flip dynamics. Then, the probability $`p(𝝈,t)`$ of finding the system in configuration $`𝝈\{\sigma _i\}`$ at time $`t`$ obeys the master equation

$$\frac{d}{dt}p(𝝈,t)=\underset{i}{}\left[W(𝝈|R_i𝝈)p(R_i𝝈,t)W(R_i𝝈|𝝈)p(𝝈,t)\right].$$
(2)
Here $`R_i𝝈`$ is the configuration obtained from $`𝝈`$ by flipping the $`i`$-th spin, and $`W(R_i𝝈|𝝈)`$ is the transition rate for that process. Following Lefevre and Dean , we consider a zero temperature dynamics in which only the spin flips lowering the energy are permitted. Namely, we take

$$W(R_i𝝈|𝝈)=\frac{\alpha }{4}\left(1\sigma _{i1}\sigma _i\right)\left(1\sigma _i\sigma _{i+1}\right),$$
(3)
i. e., the transition rate equals $`\alpha `$ if the $`i`$-th spin is antiparallel to both of its nearest neighbours, and vanishes otherwise. While an exact solution of the usual Glauber dynamics can be found for all temperatures from the hierarchy of equations for the two-spin moments , the same procedure applied to this “falling” dynamics leads to a non-closed set of equations, since more complex moments, involving three and four spins, appear in them.

For the above reason, it is convenient to go to an equivalent particle-hole description of the Ising model. For each site $`i`$, we define a new variable

$$m_i=\frac{1\sigma _i\sigma _{i+1}}{2}.$$
(4)
When $`m_i=1`$ we will say that site $`i`$ is occupied by a hole, while if $`m_i=0`$ we will refer to site $`i`$ as being occupied by a particle. Thus, there is a hole at site $`i`$ if the spins $`i`$ and $`i+1`$ are antiparallel, while a particle corresponds to spins $`i`$ and $`i+1`$ being parallel. It follows that holes are associated to the domain walls separating arrays of parallel spins (particles). It is important to note that the number of holes is even for any configuration with periodic boundary conditions. In terms of the new variables, the hamiltonian of the system reads

$$=J\underset{i=1}{\overset{N}{}}(2m_i1)=JN+2J\underset{i=1}{\overset{N}{}}m_i.$$
(5)
We define the average dimensionless energy per spin $`\epsilon `$ as

$$\epsilon (t)\frac{_t}{JN}=1+\frac{2}{N}\underset{i=1}{\overset{N}{}}m_i_t,$$
(6)
where the angular brackets $`\mathrm{}_t`$ denote average with $`p(𝝈,t)`$.

In the particle-hole description, the elementary events involve two adjacent sites. When the $`i`$-th spin flips, both $`m_{i1}`$ and $`m_i`$ change their state. From Eq. (3), the transition rate $`\omega (R_{i1}R_i𝒎|𝒎)`$ for this process is

$$\omega (R_{i1}R_i𝒎|𝒎)=\alpha m_{i1}m_i.$$
(7)
As $`\alpha `$ only determines the arbitrary time scale, we will set $`\alpha =1`$ in the following. The master equation for the probability $`p(𝒎,t)`$ of finding the system in configuration $`𝒎`$ at time $`t`$ reads

$$\frac{d}{dt}p(𝒎,t)=\underset{i}{}\left[\omega (𝒎|R_{i1}R_i𝒎)p(R_{i1}R_i𝒎,t)\omega (R_{i1}R_i𝒎|𝒎)p(𝒎,t)\right].$$
(8)
In the dynamics given by the transition rates in Eq. (7), only two nearest neighbour holes can turn into two particles. Therefore, it is clear that, after a long enough time period, the system will become stuck in a “metastable” state with all the holes being isolated, i. e., surrounded by two particles. Of course, the reached metastable state will depend on the initial configuration. This behaviour is reminiscent of the one showed by the 1SFM at $`T=0`$. In the latter, the system also reaches a metastable state with all the holes isolated, the specific final state depending on the initial condition . Nevertheless, the model considered here and the 1SFM at zero temperature are not equivalent. The elementary dynamical events occurring in each of them are different. While a particle can be adsorbed on any empty site with at least one nearest neighbour hole in the 1SFM, in the present model two particles must be adsorbed simultaneously on two adjacent empty sites of the one-dimensional lattice.

## III Analytical solution of the dynamics

In order to analyze the dynamics of the model we focus on the set of moments

$$D_r(t)m_km_{k+1}\mathrm{}m_{k+r}_t,$$
(9)
with $`r1`$. The local density of holes is given by the first term of this hierarchy,

$$D_0(t)=m_k_t,$$
(10)
and it is directly related with the energy of the system. From Eq. (6), it is

$$\epsilon =1+2D_0.$$
(11)
Note that we are restricting ourselves to spatially homogeneous situations, so these moments $`D_r`$ do not depend on their first site $`k`$. From its own definition, the moment $`D_r`$ gives the probability of finding $`r+1`$ consecutive holes starting from a given arbitrary site of the lattice. Using the master equation (8) with the transition rates (7) one gets

$$\frac{d}{dt}D_r(t)=2D_{r+1}(t)rD_r(t),$$
(12)
for all $`r0`$. This hierarchy can be solved by introducing the generating function

$$G(x,t)=\underset{r=0}{\overset{\mathrm{}}{}}\frac{x^r}{r!}D_r(t),$$
(13)
from which all the moments $`D_r(t)`$ are easily obtained,

$$D_r(t)=\underset{x0}{lim}\frac{^r}{x^r}G(x,t).$$
(14)
The hierarchy of equations (12) is equivalent to the following first order partial differential equation for the generating function:

$$_tG(x,t)=(2+x)_xG(x,t),$$
(15)
which has to be solved with the initial condition

$$G_0(x)G(x,0)=\underset{r=0}{\overset{\mathrm{}}{}}\frac{x^r}{r!}D_r(0).$$
(16)
By using standard techniques it is easily obtained

$$G(x,t)=G_0[(2+x)e^t2].$$
(17)
For large times the solution approaches the limit

$$G(x,\mathrm{})=G_0(2),$$
(18)
and taking into account Eq. (14),

$$\underset{t\mathrm{}}{lim}D_0(t)=G_0(2),\underset{t\mathrm{}}{lim}D_r(t)=0,r1.$$
(19)
This shows that all the holes are isolated in the metastable state reached by the system in the long time limit. The probability of finding $`r+1`$ consecutive holes, which is equal to $`D_r`$, vanishes for $`r1`$. On the other hand, the asymptotic value of the density of holes $`D_0(\mathrm{})`$ does depend on the initial state, being always smaller than its initial value. In this sense, it is worth noting that the hierarchy of equations (12) has as a stationary solution any constant value of $`D_0`$, and $`D_r=0`$ for $`r1`$.

Now, we are going to particularize the above results for a specific initial condition. Let us consider that the one-dimensional Ising model is initially at equilibrium at a certain temperature $`T`$. Then, the probability that spins $`i`$ and $`i+1`$ are antiparallel is given by a function of the temperature $`a(T)`$,

$$a(T)=\frac{\mathrm{exp}(\frac{2J}{k_BT})}{1+\mathrm{exp}(\frac{2J}{k_BT})},$$
(20)
where $`k_B`$ is Boltzmann’s constant. The value $`a=1/2`$ corresponds to $`T\mathrm{}`$, the system is at $`t=0`$ in a completely random configuration. From the form of the hamiltonian in the particle-hole description, Eq. (5), it follows that at equilibrium the $`m_k`$ variables are statistically independent, and

$$D_r(0)=a^{r+1}.$$
(21)
By using Eq. (16), one gets the initial condition for the generating function,

$$G_0(x)=ae^{ax},$$
(22)
and Eq. (17) yields

$$G(x,t)=a\mathrm{exp}\left\{a\left[(2+x)e^t2\right]\right\}.$$
(23)
Now the expressions for the moments $`D_r(t)`$ can be directly calculated from Eq. (14),

$$D_r(t)=a^{1+r}\mathrm{exp}\left[rt+a\left(2e^t2\right)\right].$$
(24)
As discussed in the previous paragraph, all the moments $`D_r`$ with $`r1`$ vanish in the long time limit. Moreover, the asymptotic density of holes is

$$D_0(\mathrm{})=ae^{2a},$$
(25)
which depends on the initial temperature of the system. Equivalently, from Eq. (11) the specific dimensionless energy $`\epsilon (\mathrm{})`$ in the metastable state reads

$$\epsilon (\mathrm{})=1+2ae^{2a}.$$
(26)
The mean field calculation presented by Lefevre and Dean  leads to the same expression (see also ). The asymptotic energy $`\epsilon (\mathrm{})`$ is maximal for $`a=1/2`$, i. e., when the system starts from the completely random configuration. This is in contrast with the behaviour found for the 1SFM. In the latter, if the initial condition is taken as the equilibrium state for a given value of the temperature $`T`$, the asymptotic density of holes is a monotonic function of the initial density of holes .

## IV Final remarks

In this work we have studied the time evolution of the one-dimensional Ising model with the zero temperature dynamics recently considered by Lefevre and Dean . In this dynamics only transitions decreasing the energy of the system are allowed. The difference with the usual zero temperature Glauber dynamics  is that flips of spins parallel to one of its neighbours and antiparallel to the other one are forbidden. In other words, the possibility of a diffusive motion of the domain walls is eliminated.

When trying to compute analytically the evolution of the system, the usual procedure of constructing the hierarchy of differential equations for the two spin moments is not useful. We have introduced a particle-hole description of the Ising model, in which the holes correspond to the domain walls (or “defects”) between arrays of parallel spins. The energy of the system is directly related to the density of holes. Within this description, the present model has some similarities with the one-dimensional facilitated Ising model at zero temperature. Although the possible elementary dynamical events are different, both systems get eventually stuck in a metastable state characterized by all the holes being isolated, i. e., surrounded by two particles.

The particle-hole description allows us to solve analytically the time evolution of the system. A closed hierarchy of equations can be written for the probability distribution functions $`D_r`$ of finding $`r+1`$ consecutive holes in the system. The general solution of this hierarchy has been derived. In the long time limit, the system reaches a state in which $`D_r=0`$ for all $`r1`$, i. e., all the holes are isolated. Moreover, the asymptotic value of the density of holes is not unique, but it depends on the initial configuration.

Another similarity between the present model and the 1SFM shows up in the context of granular media. When both models are applied to study tapping processes, the steady state reached by the system is consistent with Edward’s thermodynamic theory . This has been shown numerically in Lefevre and Dean’s model , and analytically for the 1SFM . In the latter, an effective dynamics for the tapping process has been derived. This allows to find explicitly the steady distribution function of the system, as well as the relationship between the vibration intensity and Edwards’ compactivity. Therefore, it seems worth trying to derive the corresponding effective dynamics for the tapping process in the model considered in this paper .

## V Acknowledgments

We acknowledge partial support from the Dirección General de Investigación Científica y Técnica (Spain) through Grant No. PB98-1124.