text:
# Entropic Approach for Reduction of Amino Acid Alphabets

## Abstract

The primitive data for deducing the Miyazawa-Jernigan contact energy or BLOSUM score metrix is the pair frequency counts. Each amino acid corresponds to a distribution. Taking the Kullback-Leibler distance of two probability distributions as resemblance coefficient and relating cluster to mixed population, we perform cluster analysis of amino acids based on the frequecy counts data. Furthermore, Ward’s clustering is also obtained by adopting the average score as an objective function. An ordinal cophenetic is introduced to compare results from different clustering methods.

Introduction

Experimental investigation has strongly suggested that protein folding can be achieved with fewer letters than the 20 naturally occuring amino acids (Chan, 1999; Plaxco et al., 1998). The native structure and physical properties of protein Rop is maintained when its 32-residue hydrophobic core is formed with only Ala and Leu residues (Munson et al., 1994). Another example is the five-letter alphabet of Baker’s group for 38 out of 40 selected sites of SH3 chain (Riddle et al., 1997). The mutational tolerance can be high in many regions of protein sequences. Heterogeneity or diversity in interaction must be present for polypeptides to have protein-like properties. However, physics and chemistry for polypeptide chain consisting of fewer than 20 letters may be sufficiently simplified for a thorough understanding of the protein folding.

A central task of protein sequence analysis is to uncover the exact nature of the information encoded in the primary structure. We still cannor read the language describing the final 3D fold of an active biological macromolecule. Compared with DNA sequence, protein sequence is generally much shorter, but the size of the alphabet five times larger. A proper coarse graining of the 20 amino acids into fewer clusters is important for improving the signal-to-noise ratio when extracting information by statistical means.

Based on Miyazawa-Jernigan’s (MJ) residue-residue statistical potential (Miyazawa and Jernigan, 1996), Wang and Wang (1999) (WW) reduced the alphabet. They introduced a ‘minimal mismatch’ principle to ensure that all interactions between amino acids belonging to any two given groups are as similar to one another as possible. The knowledge-based MJ potential is derived from the frequencies of contacts between different amino acid residues in a set of known native protein structure database. Murphy, Wallqvist and Levy (2000) (MWL) approached the same problem using the BLOSUM metrix derived by Henikoff and Henikoff (1992). The metrix is deduced from amino acid pair frequencies in aligned blocks of a protein sequence database, and widely used for sequence alignment and comparison.

The problem of alphabet reduction may be viewed as cluster analysis, which is a well developed topic (Romesburg, 1984; Späth, 1985). WW used the mismatch as an objective function without any resemblance measure. MWL adopted a cosine-like resemblance coefficient (with a non-standard normalization) from the BLOSUM score metrix without any objective function, and took the arithmetic mean of scores to define the cluster center. It is our purpose to propose an entropic algorithm for selecting reduced alphabet in a consistent and systematic way.

Materials and methods

Either the MJ contact energies or BLOSUM score metrices are deduced from the primitive frequency counts of amino acid pairs. Taking the BLOSUM metrix as an example for specificity, following Henikoff and Henikoff (1992), we denote the total number of amino acid $`i`$, $`j`$ pairs $`(1i,j20)`$ by $`f_{ij}`$. It is convenient to introduce another set of $`f_{ij}^{}`$ with $`f_{ij}^{}=f_{ij}/2`$ for $`ij`$ and $`f_{ii}^{}=f_{ii}`$, which defines a joint probability for each $`i`$, $`j`$ pair

$$q_{ij}^{}=f_{ij}^{}/f,f=\underset{i=1}{\overset{20}{}}\underset{j=1}{\overset{20}{}}f_{ij}^{}.$$
(1)
The probability for the amino acid $`i`$ to occur is then

$$p_i=\underset{j=1}{\overset{20}{}}q_{ij}^{}.$$
(2)
The BLOSUM score corresponds to the logarithm of odds

$$s_{ij}=\mathrm{log}_2[q_{ij}^{}/(p_ip_j)].$$
(3)
Each Amino acid $`i`$ may be described by the conditional probability vector $`\{p(j|i)\}_{j=1}^{20}`$ with $`p(j|i)q_{ij}^{}/p_i`$. In the language of cluster analysis, the objects are the 20 amino acids, and the attributes are $`p(j|i)`$.

A ruler to measure the similarity between the distributions $`\{p_i\}`$ and $`\{q_i\}`$ is the Kullback-Leibler distance $`D`$ (also called relative entropy) of the probability distributions $`q`$ from $`p`$ (Kullback, 1959; Kullback et al., 1987; Sakamoto et al, 1986):

$$D(p,q)=\underset{i}{}p_i\mathrm{log}(p_i/q_i).$$
(4)
This distance is always non-negative, and not symmetric in general. We may make symmetrization to use $`D=[D(p,q)+D(q,p)]/2`$. It will be used as the resemblace coefficient or distance for clustering. For frequancy counts, clustering two amino aids is just merging or summing up their counts. A cluster then corresponds to a mixed population. That is, the cluster center of amino acid $`i`$ and $`j`$ is described by

$$q_{i\&j,k}^{}=q_{ik}^{}+q_{jk}^{},p_{i\&j}=p_i+p_j.$$
(5)
With the resemblance coefficient and cluster center defined, routine cluster algorithms, such as the centroid method, may be applied.

Henikoff and Henikoff (1992) defined the average mutual information or the average score:

$$H=\underset{i=1}{\overset{20}{}}\underset{j=1}{\overset{20}{}}q_{ij}^{}s_{ij}=\underset{i=1}{\overset{20}{}}\underset{j=1}{\overset{20}{}}q_{ij}^{}\mathrm{log}_2\frac{q_{ij}^{}}{p_ip_j},$$
(6)
which is again a Kullback-Leibler distance. The difference between $`H`$ after and before clustering of $`i`$ and $`j`$ is related to terms like

$$(q_{ik}+q_{jk})\mathrm{log}\frac{q_{ik}+q_{jk}}{(p_i+p_j)p_k}q_{ik}\mathrm{log}\frac{q_{ik}}{p_ip_k}q_{jk}\mathrm{log}\frac{q_{jk}}{p_jp_k},$$
(7)
which, by introducing $`x_i=q_{ik}/p_i`$, $`x_j=q_{jk}/p_j`$, $`\omega _i=p_i/(p_i+p_j)`$, $`\omega _j=p_j/(p_i+p_k)`$ and $`f(x)=\omega _if(x_i)+\omega _jf(x_j)`$, is proportional to $`f(x)f(x)`$ with $`f(x)=x\mathrm{log}x`$. From the Jessen theorem for convex function ($`x\mathrm{log}x`$ here) (Rassias, 2000; Rassias and Srivastava, 1999), $`H`$ never increases after each step of clustering. To make the average score as closer to that before a coarse-graining as possible, we should maximize $`H`$. This average mutual information $`H`$ can be chosen as the objective function for clustering with respect to scores. Compared with the above approach based on the conditional probability $`p(j|i)`$, this objective function also takes abundance of amino acids into account. We shall use Ward’s methord (Romesburg, 1984) to perform clustering.

Results

By means of the entropic Kullback-Leibler distance, defining the center of cluster by the distribution of the mixed population, we conduct cluster analysis on the MJ frequency counts with the centroid method. The result of the hierachical steps of clustering is shown in Table I. This will be refered to as the MJ-clustering. We do see Baker’s five representative letters (AIGEK) at step 14, which ends at 6 clusters including the cluster consisting of the extraordinary sigle member Cys.

Our most cluster analysis is done based on the BLOSUM 62 frequency counts. The counterpart of Table I for BLOSUM is Table II. Taking the average score $`H`$ as the objective function for maximization, the clustering result of Ward’s method is given in Table III. These two clusterings will be referred to as the HH- and BL-clustering, respectively. For the BL-clustering, when number of clusters becomes smaller, the average score decreases faster as shown in Fig. 1. When the total number of clusters is three, the score drops to about the half of its original value.

Clustering result can be represented by a tree. The cophenetic metrix built by tracing distances along the tree is equivalent to the tree. The correlation between the cophenetic matrix and resemblance matrix is often used to measure the quality of clustering. We introduce the ordinal cophenetic metrix by taking the clustering depth as the distance. For example, Y and Q group together at step 5 in Table I. The YQ element of the ordinal cophenetic metrix is 5 as shown in Table IV, where the lower and upper matrices correspond to Tables I and II, respectively. In this way we ignore some numerical details, and focus on the order of the nodes in the tree. We compare the BL-clustering with the MJ- and HH-clusterings by calculating the difference between their ordinal cophenetic matrices. As shown in Table 5, the two clusterings HH and BL are closer to each other than MJ and BL are. Large positive and negative values of entries indicate main differences. The MJ-clustering prefers F to group with M, and Q with Y, while the BL-or HH-clustering prefers F to group with Y, and Q with E. In all the three clusterings the separation of hydrophobic and hydrophilic groups is rather clear.

Discussion

We have done cluster analysis also based on the BLOSUM 50 and 90. The results are very close to those obtained for the BLOSUM 62.

The clustering based on MJ shows avident discrepency from that based on BLOSUM. From the way obtaining the frequency acounts, the BLOSUM data is more relavent to evolutional difference of residues, while the MJ data to structure difference. There are many amino acid difference formulas (Grantham, 1974). From composition $`c`$ (defined as the atomic weight ratio of noncarbon elements in end groups to carbons in the side chain), polarity $`p`$ and volume $`v`$ Grantham (1974) derived an amino acid defference matrix, which exhibits stronger correlation with evolution than the method of minimum base changes between codons. This difference metrix is also a good candidate of resemblance metrix for clustering. To least disturb the data, we perform the UPGMA (unweighted pair-group method using arithmetic average) clustering (referred to as GR) on the data. The difference in the ordinal cophenetic metrices is shown in Table VI. Compared with MJ, BL is close to GR derived from physicochemical properties of amino acids. The average absolute difference of 190 entries are 1.84 and 2.84 for BL $``$ GR and HH $``$ GR, respectively. Since different structure regularities prefer certain residues, residue clustering should not be identical in all structure subclasses. Structure subclass specific clustering would give us more insight.

For the BLOSUM data, the direct use of pair frequency counts provides us a consistent way to derive coarse-grained scores from mixed population. We think for the MJ data the natural objective function should be the average contact energy, which is the counterpart of the BLOSUM $`H`$ by replacing the logarithm of odds $`s_{ij}`$ with the contact energy $`e_{ij}`$. The coarse-grained contact energy can be deduced from mixed population. This will furnishe us a consistent way for cluster analysis.

> This work was finished during the author’s visit to the Bartol Research Institute, University of Delaware. The author thanks Dr. S.T. Chui for the warm hospitality and fruitful discussions. This work was supported in part by the Special Funds for Major National Basic Research Projects, the National Natural Science Foundation of China and Research Project 248 of Beijing.

References

Chan,H.S. (1999) Nature Struct. Biol., 6, 994–996.

Grantham,R. (1974) Science, 185, 862–864.

Henikoff,S. and Henikoff,J.G. (1992) Proc. Natl. Acad. Sci. USA, 89, 10915–10919.

Kullback,S., Keegel,J.C. and Kullback,J.H. (1959) Information Theory and Statistics, Wiley, New York.

Kullback,S. (1987) Topics in Statistical Information Theory, Springer, Berlin.

Miyazawa,S. and Jernigan,R.L. (1996) J. Mol. Biol., 256, 623–644.

Munson,M., O’Brien,R., Sturtevant,J.M. and Regan,L. (1994) Protein Sci., 3, 2015–2022.

Murphy,L.R., Wallqvist,A. and Levy,R.M. (2000) Protein Eng., 3, 149–152.

Plaxco,K.W., Riddle,D.S., Grantcharova,V.P. and Baker,D. (1998) Curr. Opin. Struct. Biol., 8, 80–85.

Rassias,T.M. (eds) (2000) Survey on Classical Inequalities, Kluwer Academic, Dordrecht.

Rassias,T.M. and Srivastava,H.M. (eds) (1999) Analytic and Geometric Inequalities and Applications, Kluwer Academic, Dordrecht.

Riddle,D.S., Santiago,J.V., Bray-Hall,S.T., Doshi,N., Grantcharova,V.P., Yi,Q. and Baker,D. (1997) Nature Struct. Biol., 4, 805–809.

Romesburg,H.C. (1984) Cluster Analysis for Researchers, Lifetime Learning Publications, Belmont.

Sakamoto,T., Ishiguro,M. and Kitagawa,G. (1986) Akaike Information Criterion Statistics, KTK Scientific, Tokyo.

Späth,H. (1985) Cluster Dissection and Analysis: Theory, FORTRAN Program, Examples, Ellis Horwood, New York.

Wang,J. and Wang,W. (1999) Nature Struct. Biol., 6, 1033–1038.

Table I. Clustering based on the MJ pair frequency counts with the centroid method. The first column indicates the step in the hierachical clustering.

```
 0  C A V I L M F Y Q P W N S T G H D E R K
 1  C A V IL  M F Y Q P W N S T G H D E R K
 2  C A V IL  MF  Y Q P W N S T G H D E R K
 3  C A VIL   MF  Y Q P W N S T G H D E R K
 4  C A VIL   MF  Y Q P W N ST  G H D E R K
 5  C A VIL   MF  YQ  P W N ST  G H D E R K
 6  C A VIL   MF  YQP   W N ST  G H D E R K
 7  C A VIL   MF  YQP   W N ST  G H D E RK
 8  C A VILMF     YQP   W N ST  G H D E RK
 9  C A VILMF     YQP   W NST   G H D E RK
10  C A VILMF     YQPW    NST   G H D E RK
11  C A VILMF     YQPW    NSTG    H D E RK
12  C A VILMF     YQPW    NSTG    H DE  RK
13  C A VILMF     YQPWNSTG        H DE  RK
14  C A VILMF     YQPWNSTGH         DE  RK
15  C AVILMF      YQPWNSTGH         DE  RK
16  CAVILMF       YQPWNSTGH         DE  RK
17  CAVILMFYQPWNSTGH                DE  RK
18  CAVILMFYQPWNSTGHDE                  RK
19  CAVILMFYQPWNSTGHDERK

```

Table II. Clustering based on the BLOSUM62 frequency counts with the centroid method.

```
 0  W F Y L M I V H N D R K Q E S T A G P C
 1  W F Y LM  I V H N D R K Q E S T A G P C
 2  W F Y LM  IV  H N D R K Q E S T A G P C
 3  W F Y LM  IV  H N D RK  Q E S T A G P C
 4  W F Y LMIV    H N D RK  Q E S T A G P C
 5  W F Y LMIV    H N D RK  QE  S T A G P C
 6  W F Y LMIV    H N D RK  QE  ST  A G P C
 7  W F Y LMIV    H N D RK  QE  STA   G P C
 8  W FY  LMIV    H N D RK  QE  STA   G P C
 9  W FY  LMIV    H N D RKQE    STA   G P C
10  W FY  LMIV    H ND  RKQE    STA   G P C
11  W FY  LMIV    H NDRKQE      STA   G P C
12  W FY  LMIV    H NDRKQESTA         G P C
13  W FY  LMIV    HNDRKQESTA          G P C
14  W FY  LMIV    HNDRKQESTAG           P C
15  W FYLMIV      HNDRKQESTAG           P C
16  W FYLMIV      HNDRKQESTAGP            C
17  W FYLMIVHNDRKQESTAGP                  C
18  W FYLMIVHNDRKQESTAGPC
19  WFYLMIVHNDRKQESTAGPC

```

Table III. Clustering based on the BLOSUM62 frequency counts with Ward’s method.

```
 0  W F Y L M I V H N D R K Q E S T A G P C
 1  W F Y LM  I V H N D R K Q E S T A G P C
 2  W F Y LM  I V H N D RK  Q E S T A G P C
 3  W F Y LM  I V H N D RK  QE  S T A G P C
 4  W F Y LM  IV  H N D RK  QE  S T A G P C
 5  W FY  LM  IV  H N D RK  QE  S T A G P C
 6  W FY  LM  IV  H N D RK  QE  ST  A G P C
 7  W FY  LM  IV  H N D RK  QE  STA   G P C
 8  W FY  LMIV    H N D RK  QE  STA   G P C
 9  W FY  LMIV    H ND  RK  QE  STA   G P C
10  W FY  LMIV    H ND  RKQE    STA   G P C
11  WFY   LMIV    H ND  RKQE    STA   G P C
12  WFY   LMIV    HND   RKQE    STA   G P C
13  WFY   LMIV    HND   RKQE    STA   G PC
14  WFY   LMIV    HNDRKQE       STA   G PC
15  WFY   LMIV    HNDRKQE       STAG    PC
16  WFY   LMIV    HNDRKQE       STAGPC
17  WFYLMIV       HNDRKQE       STAGPC
18  WFYLMIV       HNDRKQESTAGPC
19  WFYLMIVHNDRKQESTAGPC

```

Table IV. Ordinal cophenetic matrices of the MJ-clustering (lower) and HH-clustering (upper).

```
   W  F  Y  L  M  I  V  H  N  D  R  K  Q  E  S  T  A  G  P  C
W    19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19
F 17     8 15 15 15 15 17 17 17 17 17 17 17 17 17 17 17 17 18
Y 10 17    15 15 15 15 17 17 17 17 17 17 17 17 17 17 17 17 18
L 17  8 17     1  4  4 17 17 17 17 17 17 17 17 17 17 17 17 18
M 17  2 17  8     4  4 17 17 17 17 17 17 17 17 17 17 17 17 18
I 17  8 17  1  8     2 17 17 17 17 17 17 17 17 17 17 17 17 18
V 17  8 17  3  8  3    17 17 17 17 17 17 17 17 17 17 17 17 18
H 14 17 14 17 17 17 17    13 13 13 13 13 13 13 13 13 14 16 18
N 13 17 13 17 17 17 17 14    10 11 11 11 11 12 12 12 14 16 18
D 18 18 18 18 18 18 18 18 18    11 11 11 11 12 12 12 14 16 18
R 19 19 19 19 19 19 19 19 19 19     3  9  9 12 12 12 14 16 18
K 19 19 19 19 19 19 19 19 19 19  7     9  9 12 12 12 14 16 18
Q 10 17  5 17 17 17 17 14 13 18 19 19     5 12 12 12 14 16 18
E 18 18 18 18 18 18 18 18 18 12 19 19 18    12 12 12 14 16 18
S 13 17 13 17 17 17 17 14  9 18 19 19 13 18     6  7 14 16 18
T 13 17 13 17 17 17 17 14  9 18 19 19 13 18  4     8 14 16 18
A 17 15 17 15 15 15 15 17 17 18 19 19 17 18 17 17    14 16 18
G 13 17 13 17 17 17 17 14 11 18 19 19 13 18 11 11 17    16 18
P 10 17  6 17 17 17 17 14 13 18 19 19  6 18 13 13 17 13    18
C 17 16 17 16 16 16 16 17 17 18 19 19 17 18 17 17 16 17 17

```

Table V. Difference of the BL ordinal cophenetic metrix from those of the MJ- (lower) and HH-clustering (upper).

```
   W  F  Y  L  M  I  V  H  N  D  R  K  Q  E  S  T  A  G  P  C
W    -8 -8 -2 -2 -2 -2  0  0  0  0  0  0  0  0  0  0  0  0  0
F -6    -3  2  2  2  2  2  2  2  2  2  2  2  2  2  2  2  2  1
Y  1-12     2  2  2  2  2  2  2  2  2  2  2  2  2  2  2  2  1
L  0  9  0     0  4  4  2  2  2  2  2  2  2  2  2  2  2  2  1
M  0 15  0 -7     4  4  2  2  2  2  2  2  2  2  2  2  2  2  1
I  0  9  0  7  0     2  2  2  2  2  2  2  2  2  2  2  2  2  1
V  0  9  0  5  0  1     2  2  2  2  2  2  2  2  2  2  2  2  1
H  5  2  5  2  2  2  2    -1  0  1  1  1  1  5  5  5  4  2  0
N  6  2  6  2  2  2  2 -2    -1  3  3  3  3  6  6  6  4  2  0
D  1  1  1  1  1  1  1 -5 -9     3  3  3  3  6  6  6  4  2  0
R  0  0  0  0  0  0  0 -5 -5 -5    -1  1  1  6  6  6  4  2  0
K  0  0  0  0  0  0  0 -5 -5 -5 -5     1  1  6  6  6  4  2  0
Q  9  2 14  2  2  2  2  0  1 -4 -9 -9    -2  6  6  6  4  2  0
E  1  1  1  1  1  1  1 -4 -4  2 -9 -9-15     6  6  6  4  2  0
S  6  2  6  2  2  2  2  4  9  0 -1 -1  5  0     0  0  1  0 -2
T  6  2  6  2  2  2  2  4  9  0 -1 -1  5  0  2    -1  1  0 -2
A  2  4  2  4  4  4  4  1  1  0 -1 -1  1  0-10-10     1  0 -2
G  6  2  6  2  2  2  2  4  7  0 -1 -1  5  0  4  4 -2     0 -2
P  9  2 13  2  2  2  2  4  5  0 -1 -1 12  0  3  3 -1  3    -5
C  2  3  2  3  3  3  3  1  1  0 -1 -1  1  0 -1 -1  0 -1 -4

```

Table VI. Difference of the MJ- (lower) and BL-clustering (upper) ordinal cophenetic metrices from that of the GR-clustering.

```
   W  F  Y  L  M  I  V  H  N  D  R  K  Q  E  S  T  A  G  P  C
W    -4 -4  2  2  1  1  1  1  1  1  1  1  1  1  1  1  1  1  0
F  2     2  7  7  7  7  1  1  1  1  1  1  1  1  1  1  1  1  0
Y -5 14     7  7  7  7  1  1  1  1  1  1  1  1  1  1  1  1  0
L  2 -2  7    -1  0  0  1  1  1  1  1  1  1  1  1  1  1  1  0
M  2 -8  7  6     6  0  1  1  1  1  1  1  1  1  1  1  1  1  0
I  2 -2  7  0  6    -4  1  1  1  1  1  1  1  1  1  1  1  1  0
V  2 -2  7 -5  0 -5     1  1  1  1  1  1  1  1  1  1  1  1  0
H -4 -1 -4 -1 -1 -1 -1    -4 -3  3  3  9  5  2  1  1  1  1 -1
N -5 -1 -5 -1 -1 -1 -1 -2     5 -2 -2 -2 -2  4  1  1  1  1 -1
D  0  0  0  0  0  0  0  2 14    -2 -2 -2 -2  4  1  1  1  1 -1
R  1  1  1  1  1  1  1  8  3  3    -4 -1 -1  2  1  1  1  1 -1
K  1  1  1  1  1  1  1  8  3  3  1    -1 -1  2  1  1  1  1 -1
Q -8 -1-13 -1 -1 -1 -1  9 -3  2  8  8    -6  2  1  1  1  1 -1
E  0  0  0  0  0  0  0  9  2 -4  8  8  9     2  1  1  1  1 -1
S -5 -1 -5 -1 -1 -1 -1 -2 -5  4  3  3 -3  2   -11-10 -2 -1 -3
T -5 -1 -5 -1 -1 -1 -1 -3 -8  1  2  2 -4  1-13    -5  2  4 -3
A -1 -3 -1 -3 -3 -3 -3  0  0  1  2  2  0  1  0  5     2  9 -3
G -5 -1 -5 -1 -1 -1 -1 -3 -6  1  2  2 -4  1 -6 -2  4     3 -3
P -8 -1-12 -1 -1 -1 -1 -3 -4  1  2  2-11  1 -4  1 10  0    -6
C -2 -3 -2 -3 -3 -3 -3 -2 -2 -1  0  0 -2 -1 -2 -2 -3 -2 -2

```

Fig. 1 Relationship between everage score and number of clusters. (Here the score is in the natural logarithm instead of taking base 2.)


format: text

text:
# Symmetry breaking and phase coexistence in a driven diffusive two-channel system

## I Introduction

Driven many-particle systems have been the topic of numerous studies in recent years . The simplest example is a one-dimensional lattice gas where hard-core particles move stochastically in one direction. This model, also known as asymmetric exclusion process, can be treated exactly and therefore has become a reference system in this field . The characteristic feature of such driven systems is a nonzero current in the stationary state. For the case of open boundaries, this current transports the ’information’ from the boundaries into the bulk and nonequilibrium phase transitions can arise . These do not have analogues in equilibrium systems where the boundaries normally do not play a significant rôle. It was shown in  that the phase transitions for a generic driven system with one type of particles are governed entirely by an extremal principle for the macroscopic current $`j(\rho )`$, where $`\rho `$ denotes the average density of the particles. This principle states that the stationary bulk current assumes its absolute minimum within the interval set by the boundary densities, if $`\rho _{}`$(left) $`<\rho _+`$(right) and the flux is towards the right. If $`\rho _{}>\rho _+`$ it takes its absolute maximum. In either case, the current and the density fluctuate only slightly around their stationary values and the fluctuations vanish as the system size goes to infinity.

In the present communication we study a system with two parallel channels and show that these two properties do not hold in general. Our example is a simple extension of the one-channel model and contains one additional parameter which measures the coupling between the channels. There is no exchange of particles, but the hopping rates in one chain depend on the local configuration in the other one. They are chosen in such a way that, for a ring, the stationary state has a simple product form and thus the current can be obtained explicitly. With reservoirs at the ends, the system was studied by a combination of numerical and analytical methods. In a $`\rho _{}`$ \- $`\rho _+`$ phase diagram, it shows a number of regions with equal densities in both chains and various values for the current. In addition, however, there are two other regions with unexpected new features. They develop out of the first-order transition line of the single-chain problem as the interaction between the channels is turned on. In both of them, the overall densities $`\rho _1`$ and $`\rho _2`$ in the two chains fluctuate strongly and only a probability distribution $`w(\rho _1,\rho _2)`$ can be given. Together with that, symmetry-breaking phenomena appear.

In one region, one finds spatial coexistence between sections of equal and of unequal (but fixed) densities in the two chains, with the size of these sections varying in time. This is similar to the situation on the transition line for one chain, where sections of high and low density, separated by a domain wall, coexist. It is related to the fact that the current, which must be constant throughout the system (and thus plays the rôle of a chemical potential), can be the same for different densities. This will be called the mixed-phase region in the following.

In the other region, which appears if the coupling exceeds a critical value and then grows at the expense of the first one, only the unsymmetric configurations exist. The total system is then practically half filled, $`\rho _1+\rho _2=1`$, but the individual densities change in time. The same holds for the current. The most probable configurations are those where one channel is relatively empty and the other relatively full. Between them the system diffuses back and forth and hence we will use the term seesaw region in the following. The time in which the channels interchange rôles increases only as a power of the system size, in contrast to the result for a model with two kinds of particles on one chain  or simplified versions of it . The situation can be compared to that at an equilibrium first-order transition with a vanishing or size-independent free-energy barrier between the phases. In this sense, the symmetry breaking could be called ‘weak’. The origin of this behaviour is related to the existence of fast and slow processes in the system, as will be discussed in detail.

The paper is organized as follows. In section II we define the model and describe the solution on a ring. In section III we treat it with boundary reservoirs and present numerical results from Monte-Carlo and mean-field calculations. The case of strong interactions, where one can simplify the problem and obtain analytical results for the seesaw region, is the topic of section IV. After that we turn in section V to general interactions and establish the complete $`\rho _{}\rho _+`$ phase diagram. Section VI contains the conclusion and some discussion of open problems. Some details concerning the boundary rates and the mean-field equations can be found in Appendices A and B.

## II Model

Our model consists of two parallel chains, on each of which particles can hop towards the right if the next site is empty. The hopping rate in one chain depends on the configuration of the neighbouring sites in the other and one has the four processes shown in Fig. 1. The stationary state has a simple form (given below) if the rates satisfy the condition $`\alpha +\beta =2\gamma `$. In the following we choose $`\alpha =\beta =\gamma =1`$, so that the remaining rate

$$ϵexp(\nu )$$
(1)
is the only parameter. It refers to those processes where the site besides the jumping particle is empty, but the next one in the forward direction is occupied. We will always assume $`ϵ<1`$. This can be viewed as the result of short-range interactions which increase the barrier similar as in . In a traffic-model context, $`ϵ`$ would describe a hesitation to move besides another car.

The state of the system can be described either by occupation numbers $`n_k,m_k`$ or by spin variables $`\sigma _k,\tau _k`$ for the two chains. The first take the values 1(0), the latter the values +1(-1) if site $`k`$ is occupied (empty). For a ring with $`N`$ sites, the stationary probability $`P(\sigma ,\tau )=P(\sigma _1,\sigma _2,\mathrm{},\sigma _N,\tau _1,\tau _2,\mathrm{},\tau _N)`$ then has the Boltzmann form

$$P(\sigma ,\tau )=C\underset{k=1}{\overset{N}{}}exp(\frac{1}{4}\nu \sigma _k\tau _k)$$
(2)
which means that different sites $`k`$ are uncorrelated, This can be proved by a straightforward consideration of the gain and loss processes. For the ring geometry, the stationary densities are constant and the quantities of main interest are the currents $`j_1,j_2`$ in the two chains. These can be calculated either by working in a grand canonical ensemble or via the mean-field equations of Appendix B which are exact here due to the form of (2). For example, the mean-field expression for $`j_1`$ is, from (B2), with $`p_k=n_km_k`$

$$j_1=n_k(1n_{k+1})+(ϵ1)(n_kp_k)(m_{k+1}p_{k+1})$$
(3)
where all quantities are expectation values. In the stationary state they are independent of $`k`$, $`n_k=\rho _1,m_k=\rho _2`$ and one only has to determine $`p`$. The expression for the current for arbitrary densities $`\rho _1,\rho _2`$ is complicated and is omitted here. In particular cases $`\rho _1=\rho _2`$ or $`\rho _1=1\rho _2`$, the currents in the two chains are the same and given by

$`j=\rho \left(1\rho \right)\left[1\pm \left(1\sqrt{1+F(\pm \nu ,\rho )}\right)^2/F(\pm \nu ,\rho )\right];`$ (4)
$`F(\nu ,\rho )=4\left(e^\nu 1\right)\rho \left(1\rho \right),`$ (5)
where the upper (lower) sign holds for $`\rho _1=\rho _2=\rho `$ and $`\rho _1=1\rho _2=\rho `$, respectively. The resulting curves are shown in Fig. 2 for various values of the interaction parameter $`\nu `$. One can see that for larger $`\nu `$ a minimum at $`\rho =1/2`$ exists in the case of equal densities. The value where this first happens is $`\nu _{crit}=ln41.39`$. The reason is that for half filling and large $`\nu `$ adjacent sites are mainly occupied by particle-hole pairs and then only hopping with the small rate $`ϵ`$ is possible. Such a double-peak structure of the current leads to a much richer phase diagram in the one-chain problem with reservoirs  and will be important here, too.

With reservoirs, particles enter the system at site $`n=1`$ and leave from site $`N`$. If one adds reservoir sites $`n=0`$ and $`n=N+1`$ to the chains, the bulk processes of Fig. 1 appear also at the boundaries. The rates can then be chosen in such a way that the dynamics is the same as in the interior, but at prescribed densities $`\rho _{}`$ and $`\rho _+`$ . These are thus the only boundary parameters which enter. The procedure is described in more detail in Appendix A. In the following we will normally choose equal boundary densities for both chains which makes the problem completely symmetric between them. Since the transport can be viewed as the motion of vacancies towards the left, it is also symmetric under the exchange $`\rho _{}1\rho _+,\rho _\alpha 1\rho _\alpha `$.

## III numerics

We have performed Monte-Carlo (MC) simulations of our system for different values of $`\rho _{},\rho _+`$ and $`\nu `$, looking first at global quantities, namely the overall densities $`\rho _1(t)`$ and $`\rho _2(t)`$ in the two chains. The motivation for this was that, for a single chain, the average density of particles is an order parameter characterizing the different phases. This means that $`\rho (t)`$ fluctuates only slightly around its mean value and the fluctuations vanish as the system size grows.

Typical results of such MC calculations are presented in Fig.3 for $`\nu =2`$ and three different values of the boundary densities. While in Fig.3(a) the behaviour is as for a single chain, the other two figures show a ‘random walk’ of $`\rho _1`$ and $`\rho _2`$ within a large range of densities. These large fluctuations are intrinsic, they do not change qualitatively with the system size. In Fig.3(c) the situation is still relatively simple since the sum of the densities stays approximately constant. In Fig.3(b), however, the behaviour is rather irregular and the global densities do not give a sufficient description. Rather one has to look at the state of the system in more detail. It then turns out that the seemingly chaotic pattern is connected with the spatial coexistence of several phases.

This can already be seen in a mean-field (MF) analysis of the system. The corresponding equations are given in Appendix B. We integrated them over time, starting from random initial conditions and stopping when the current had converged to $`10^6`$ in relative units. In the region of small $`\rho _{}`$ and large $`\rho _+`$, the mean-field density profiles then had the typical shapes seen in Fig.4.

Let us first discuss Fig.4(a) which corresponds to $`\rho _{}<1\rho _+`$ . Here one has two regions where the local densities are constant. On the left they are the same in both chains, $`n_k,m_k=\rho _{}`$, while on the right they are different. This leads to the bubble-like structure in the figure. That such a coexistence is possible, follows already from Fig.2, since a given value of the current (for the ring) can be realized in different ways. Correspondingly, the densities in the bubble region are given by $`n_k=\widehat{\rho },m_k=1\widehat{\rho }`$ where $`j(\widehat{\rho },1\widehat{\rho })=j(\rho _{},\rho _{})`$. The left end of the bubble can be anywhere, its location depends on the initial conditions. Similarly, the two channels can exchange roles. However, the bubble is always ‘glued’ to the right boundary. For $`\rho _{}>1\rho _+`$ one has a similar picture but the region with equal densities now appears on the right and the values are $`n_k,m_k=\rho _+`$. This is a consequence of the particle-hole symmetry of the model. The bubble in this case is attached to the left boundary, while the location of its right end depends on the initial conditions. Finally, on the line $`\rho _{}=1\rho _+`$, see Fig.4(b), the bubble coexists with two regions, one to the left and one to the right, where the density in both chains is the same. On the left its value is $`\rho _{}`$, on the right it is $`\rho _+`$. These regions can coexist, because $`j(\rho ,\rho )=j(1\rho ,1\rho )`$. In this case, the locations of both ends of the bubble depend on the initial conditions.

In order to verify the correctness of this MF picture, we performed specific Monte-Carlo simulations. In the spirit of Derrida et al. , we introduced two phantom particles $`A`$ and $`B`$ designed to track down the left and right end of a bubble, respectively. Denoting the position of particle $`A`$ by $`a`$, the rules are:

$`aa+1,\text{ if}`$ $`n_{a+1}=0,m_{a+1}=0`$ (6)
$`aa1,\text{ if}`$ $`(1n_{a1})(1m_{a1})=0`$ (7)
This means that $`A`$ moves preferentially to the right in a low-density region and preferentially to the left in a high density region, including the bubble region. In contrast to the second-class particles in Ref., $`A`$ does not use the sites of the chains and should rather be viewed as moving besides them. Its dynamics therefore does not interfere with the that of the chain particles. Analogously, the dynamics of particle $`B`$ with coordinate $`b`$ is

$`bb1,\text{ if}`$ $`n_{b1}=1,m_{b1}=1`$ (8)
$`bb+1,\text{ if}`$ $`n_{b1}m_{b1}=0`$ (9)
and it therefore tracks the right end of a bubble.

One then runs the MC simulations, adds particles $`A`$ and $`B`$ at some point and monitors their positions. For $`\rho _{}<1\rho _+`$ it turns out that $`A`$ performs a random walk, while $`B`$ basically sticks to the right boundary, $`bN`$. It is then interesting to look at those configurations, where $`A`$ is at a certain specified site. Thereby one singles out the states with a particular size of the bubble region (if there is one). The average density profile in this case is shown in Fig.5 for $`\rho _{}=0.15,\rho _+=0.77`$.

Quite remarkably, it has the same shape as found in the mean-field calculations . This confirms that, indeed, there is a very unusual dynamical coexistence of various states. The MC calculations also confirm that the size of the bubble region can vary and that the two chains can interchange roles. While this is related to the initial conditions in the MF treatment, it happens dynamically here.

For the case of Fig. 3(c) the situation is different. As mentioned, the system is always half-filled, i.e. $`\rho _1(t)+\rho _2(t)=1`$ during the evolution. For given overall densities $`\rho _1,\rho _2`$, one finds an average profile with one bubble which fills essentially the whole system. Thus there is no spatial coexistence of different regions along the chains. However, the densities individually fluctuate strongly in an interval

$$\rho _{min}\rho _{1,2}\rho _{max}$$
(10)
where roughly $`\rho _{min}=\mathrm{max}(\rho _{},1\rho _+),\rho _{max}=1\rho _{min}`$. A small asymmetry $`h`$ in the boundary densities (a field in magnetic language) suppresses these fluctuations. If one chooses

$$\rho _{,1}=\rho _{}h,\rho _{,2}=\rho _{},\rho _{+,1}=\rho _+,\rho _{+,2}=\rho _++h;$$
(11)
which makes the chains inequivalent without destroying the particle-hole symmetry, the system locks in at $`\rho _1=\rho _{min},\rho _2=\rho _{max}`$ or vice versa, depending on the sign of $`h`$ . Moreover, if one computes formally a ’free energy density’ $`f(M)=log[w(M)]/N`$ at small field, where $`w(M)`$ is the stationary probability to have $`M`$ particles in one channel, it has exactly the same form as found for a single chain in the vicinity of the line of first-order transitions, see Fig. 18 in . Therefore, the whole region where this occurs (and which we will determine in more detail below) can be viewed as one of first-order transitions.

## IV Strong-interaction limit

The behaviour described at the end of the previous section is found in the whole domain of reservoir densities

$$\rho _{}<1/2;\rho _+>1/2$$
(12)
if the interaction between the channels is strong, i.e. if $`\nu 1`$ ($`ϵ1`$). In this limit, the problem can be discussed analytically, as we now show.

The basic observation is that in this case three of the boundary processes are slow (with rate of order $`ϵ`$) and only one (where on the left both sites are empty or on the right both sites are full) is fast (rate of order 1). This comes from the construction of the boundary rates mentioned above and is discussed in more detail in Appendix A. As a consequence, there exist particular configurations, which can be left only with rate $`ϵ`$, and which we will call metastable. These are such that the system is half filled, with $`M`$ particles in the first and $`NM`$ in the second channel, arranged in such a way that adjacent sites are always in a particle-hole state. Two examples are shown in Fig. 6.

Transitions between such states have the character of avalanches. After a slow process, either at the boundary or in the interior, a sequence of $`N`$ fast processes follows after which a new metastable configuration is reached. If the start is in the bulk, four different final configurations with $`M^{}=M,M\pm 1`$ can be reached according to

$$M\{\begin{array}{ccc}M& \text{with probability }& 1/2\\ M+1& \text{with probability }& 1/4\\ M1& \text{with probability }& 1/4\end{array}$$
(13)
A process in the bulk starts at a wall, where the orientation of the particle-hole pairs changes. For example, the first configuration in Fig. 6 has two such walls. For a given $`M`$, the average number of walls can be shown to be $`M(1M/N)`$. Therefore the average rate for bulk processes from level $`M`$ is given by

$$\alpha _MM(1M/N)ϵ/4$$
(14)
Similar considerations apply to the processes starting at the boundaries. Here two final configurations $`M^{}=M`$ and $`M^{}=M+1`$ or $`M^{}=M1`$ can be reached with equal probability. However, the rate does not involve $`M`$ and thus these processes are unimportant compared to the bulk processes except for very small $`M`$ or $`NM`$. In the following we will neglect them.

The dynamics of the metastable states is thus equivalent to a random walk in the space of occupation numbers $`0MN`$ with a position-dependent rate given by (14). This rate, which in terms of the density $`\rho _1=\rho =M/N`$ is proportional to $`\rho (1\rho )`$, is small at the ends of the interval and large in the middle. Therefore the system will spend most of its time near $`M=0`$ and $`M=N`$. This can be made more precise by writing down the master equation for the probability $`w_M`$ to find the value $`M`$

$$\frac{w_M}{t}=\alpha _{M+1}w_{M+1}+\alpha _{M1}w_{M1}2\alpha _Mw_M$$
(15)
In a continuum limit, this becomes

$$\frac{w(\rho )}{t}=\frac{^2}{\rho ^2}\left(D(\rho )w(\rho )\right)$$
(16)
where $`D(\rho )=\alpha _M/N^2`$ is the diffusion constant. This equation can be related to the associated Legendre differential equation. However, for the stationary state it is sufficient to note that the probability current is given by

$$I(\rho )=\frac{}{\rho }\left(D(\rho )w(\rho )\right)$$
(17)
Since this has to be zero, the stationary distribution follows as

$$w(\rho )=\frac{A}{\rho (1\rho )};0<\rho <1$$
(18)
This simple universal function, which is independent of the parameters of the system, is also seen in simulations as illustrated in Fig. 7(a). Actually, the picture shows some deviations at the boundaries of the interval, but there the neglected processes should be included. This would lead to finite rates also at $`\rho =0,1`$ and prevent $`w(\rho )`$ from diverging there. In order to normalize it as it stands, one has to leave out a small boundary region of width $`\delta /N`$.

Although the system is mainly in configurations with the density in one chain small and in the other large, it is not locked into them. The average time in which the two chains interchange rôles can be calculated from the first passage time formula given in . In the continuum case it reads

$$T=_{\delta /N}^{1\delta /N}𝑑\rho w(\rho )_{\delta /N}^{1/2}\frac{d\rho ^{}}{D(\rho ^{})w(\rho ^{})}=Nln(N/\delta )/ϵ$$
(19)
Thus $`T`$ is smaller than for a homogeneous diffusion process where it varies as $`N^2`$. This is due to the large hopping rates proportional to $`N`$ for intermediate values of $`\rho `$. The law is also found numerically, as seen from Fig. 7(b). However, this result and the considerations so far do not apply to arbitrarily large system sizes.

If $`N`$ becomes too large, the typical time $`1/Nϵ`$ after which a new slow process starts, becomes smaller than the time $`\tau =N`$ needed to complete the first one. Therefore the previous considerations are limited to sizes such that $`N^2ϵ1`$. For larger systems, it is not possible to separate the fast and the slow processes. Nevertheless, the system is still basically half filled and each time a particle comes in and another particle exits, the number $`M`$ changes according to (13). Since these processes also determine the flux through the system, their effective rate can be related to $`j(\rho ,1\rho )`$. Thus instead of (14) one has

$$\alpha _M=j(\rho ,1\rho )/2$$
(20)
where for $`j`$ one can use the ring result (4). This should give the behaviour in the thermodynamic limit. Following the same steps as before, one then obtains the distribution

$$w(\rho )=\frac{A}{j(\rho ,1\rho )};\rho \text{ within the limits (}\text{10}\text{}$$
(21)
for the density $`\rho `$. This is again independent of the boundary values $`\rho _\pm `$, and the interaction enters only via the formula for the current. The function is qualitatively similar to (18) but, according to the form of $`j`$ (cf. Fig.2), has a flatter shape.

This behaviour is clearly seen in simulations. Fig.8 shows numerical results for a system of $`300`$ sites together with the analytical prediction. Again, there are deviations in the boundary regions near $`\rho =0`$ and $`\rho =1`$ due to the Eq.10 but apart from that the agreement is very good. The curve (18), plotted for comparison, clearly does not fit the data. Note that the rate (20) does not contain the size any more. Therefore, the passage time $`T`$ is now proportional to $`N^2`$. In contrast to the diffusion model treated in  there is no exponential increase with the size.

## V Phase diagram

The boundaries of the seesaw region discussed above, but also of the mixed region, depend on the interaction parameter $`\nu `$ and can be found from the following argument. Let us fix $`\rho _+>1/2`$ and gradually increase $`\rho _{}`$. For very small $`\rho _{}`$, it takes the time $`t1/\rho _{}`$ to fill an empty site from the reservoir, which is longer than the time $`1/ϵ`$ for slow processes to happen in the bulk. In this case the system will go into the symmetric low-density phase which also exists in the lower left corner of the $`\rho _{}\rho _+`$ phase diagram. As $`\rho _{}<\rho _+`$, it will tend to minimize its flux according to the minimization principle  and the stationary current will be $`j(\rho _{},\rho _{})`$. But this principle, extended to the two-channel case, suggests that the low- density phase will become unstable if there is a region $`(\rho _1,\rho _2)`$ such that the currents in both channels are smaller than $`j(\rho _{},\rho _{})`$ :

$$j_\alpha (\rho _1,\rho _2)<j(\rho _{},\rho _{});\rho _{}<\rho _1,\rho _2<\rho _+$$
(22)
A transition will take place as soon as the first such point appears. For our system this happens at $`\rho _1=1\rho _2=\rho _+`$ and therefore the instability is expected when

$$j(\rho _{},\rho _{})=j(\rho _+,1\rho _+)$$
(23)
i.e. when the upper and the lower curves in Fig.2 lead to the same current. Actually, according to the results in section III, the low-density phase does not vanish completely but coexists with unsymmetric configurations beyond that point.

The part of the region (22) along the diagonal $`\rho _1+\rho _2=1`$ consists of two separated segments (compare Figs.9b,c). As $`\rho _{}`$ grows, these segments also grow until they finally merge at a value $`\rho ^{}`$ such that

$$j(\rho ^{},\rho ^{})=j(1/2,1/2)$$
(24)
From that point onwards, the low-density symmetric region (the presence of which is signalled by the ‘cloudy’ part in Figs.9b,c) disappears completely and the seesaw phase described in the previous section takes over. A further increase of $`\rho _{}`$, however, decreases the range within which $`\rho _1`$ and $`\rho _2`$, according to (22), (10), may fluctuate. At $`\rho _{}=1/2`$ the system crosses the boundary into the symmetric phase with $`\rho _1=\rho _2=\rho _+`$ via a second-order transition (see Figs.10b,c).

These simple arguments are well supported by Monte-Carlo calculations. In Fig. 9 the stationary density distribution $`w(\rho _1,\rho _2)`$ is shown for fixed $`\rho _+`$ and four different values of $`\rho _{}`$. The change of its shape as one crosses the points defined by (23,24) is clearly seen.

In Fig. 9 (a) the system is in the conventional low-density phase. The distribution has a boomerang shape due to the finite size (incidentally similar to the one found in ) with the weight however concentrated on a symmetric line $`\rho _1=\rho _2`$ near the origin.

In Fig. 9 (d), on the other hand, there is only weight along the diagonal $`\rho _1+\rho _2=1`$ which is characteristic of the seesaw region. Figures 9 (b) and (c) show the transition region between (23) and (24) and indicate the mixed phase. The ‘cloudy’ part in Fig.9 (b) and (c) is due to the coexistence of symmetric and asymmetric states mentioned above and the increasing weight along the diagonal comes from an increase of density values satisfying Eq.(22). The mixed region, as seen in Figs. 10(a)-(c), exists for all values $`ϵ<1`$. By contrast, the seesaw region only appears when $`ϵ`$ becomes smaller than $`ϵ_{crit}=1/4`$, the value where the symmetric current $`j(\rho ,\rho )`$ starts to develop a double-hump structure.

The discussion so far has assumed that the value of $`\rho _+`$, for which one varies $`\rho _{}`$, is not too large. If $`\rho _+>\rho ^{}`$, where $`\rho ^{}`$ is defined by (24), and one increases $`\rho _{}`$, one will still cross the transition line at the point given by (23). With further increase of $`\rho _{}`$, however, the condition (24) will not be satisfied, and the system will remain in the mixed region. Upon crossing the line $`\rho _+=1\rho _{}`$, the coexistence of symmetric it low-density regions with asymmetric ones changes into a coexistence of symmetric high-density regions with asymmetric ones. Finally, one ends up in the conventional high-density phase.

One should mention that, if one analyzes the situation more closely with second-class particles, one finds that the fraction of symmetric and unsymmetric configurations changes as one moves through the mixed-phase region. This leads to the changing ‘cloud’ mentioned above. However, we do not discuss this in more detail here.

The complete $`\rho _{}\rho _+`$ -phase diagram is drawn in Fig. 10 (a-c) for three different values of the interaction. The sequence shows in particular how the two new regions develop in the upper left corner as $`\nu `$ is increased. In the non-interacting case, the mixed region shrinks to the upper left part of the diagonal and becomes the single-chain transition line. The remaining regions are occupied by symmetric phases with $`\rho _1=\rho _2`$, and the boundaries are determined by the extremal principle for the current $`j(\rho ,\rho )`$, given by (4). This happens because outside the region (12) the evolution of the system at the boundaries is governed by the fast processes. For instance, if $`\rho _{}>1/2`$, the injection rate will be fast. This will produce a considerable number of adjacent pairs of particles in the bulk and consequently the extraction will also be due to the fast processes. For the symmetric boundary densities which we consider, a symmetric bulk situation is to be expected. But then each chain behaves essentially like an independent one with current $`j(\rho )=j(\rho ,\rho )`$. Consequently, the problem falls into the class considered in . In drawing the boundaries, the symmetry of the problem (see the end of section II) was used. They were also checked by simulations.

## VI Conclusion

We have studied the problem of a two-channel system, coupled to reservoirs of prescribed densities, through which a current flows. The aim was to see, which phases one can expect in such a system, and what the principles are which govern the transitions between them. The example we took, was a one-parameter model which has a simple stationary state on a ring. We found that already this system shows complex behaviour in certain parts of the parameter space.

The mixed-phase region is probably the simpler phenomenon. A relatively close analogy in equlibrium statistical physics can be found in a system of two ferromagnetic planes which are coupled together antiferromagnetically. The coexistence line $`H=0,T<T_c`$ of the single layers in a uniform field $`H`$ then widens into a whole region in the $`TH`$ plane, and if one creates domain walls by identical boundary conditions on both layers, these tend to separate in space, creating bubble regions of opposite magnetizations, while a non-zero field favours regions of equal magnetizations. Thus one finds features as in Figs. 4 and 5.

The seesaw region with its ‘weak’ symmetry breaking is more interesting, and we studied it in more detail. One might view the phenomenon as a kind of phase- separation between the channels, as opposed to the one along the channels in the mixed-phase region. There are also certain similarities to critical phases. On the one hand, the probability distribution $`w(\rho )`$ resembles that for the order parameter of a finite Ising system at the critical temperature . One the other hand, its properties do not depend (except for the left and right limits) on the boundary values $`\rho _\pm `$, a feature which it shares with the critical (maximal-current) phase found in the present model.

One should note that our model differs from the lattice-gas models studied in , since the particles cannot hop between the chains. It would be interesting to see whether relaxing these conservation laws changes the situation strongly. Leaving this aspect aside, however, it seems that the results are rather general. We did use the microscopic details for arguing in the paper, but the final results do not depend on them directly. It is only the flux, which determines the phase transition lines and characterizes the new phases. Thus one can hope that pursuing this approach would allow to formulate generic principles which govern the phase transitions in such multi-channel systems.

## VII Acknowledgements

We have benefited from discussions with W. Dieterich, G. Schütz and in particular V. Rittenberg. V. P. would like to thank the Alexander von Humboldt Foundation for financial support.

## A Boundary rates

In our model we view the reservoirs as extensions of the system having the same properties as the ring . This permits a natural definition of the boundary rates. Consider, for example, the first process in Fig. 1. On the ring, it leads to the average current

$$j_l=\alpha n_l(1m_l)n_{l+1}(1m_{l+1})$$
(A1)
between sites $`l`$ and $`l+1`$. Here the product form of the stationary state has been used. If site $`l`$ belongs to the left reservoir, one combines $`\alpha `$ with the first factor, evaluated for the prescribed boundary densities $`\rho _1=\rho _2=\rho _{}`$. This gives the rate $`\alpha _{}=\alpha n(1m)\rho _{}`$. Analogously, if site $`(l+1)`$ belongs to the right reservoir, one combines $`\alpha `$ with the second factor and defines $`\alpha _+=\alpha (1n)(1m)\rho _+`$.

In this way, one obtains boundary rates which are determined by the bulk ones, multiplied by the weight of the boundary configuration involved in the process. With $`\alpha =\beta =\gamma =1`$, one has

$`\alpha _{}=\rho _{}p_{};\beta _{}=\gamma _{}=p_{};ϵ_{}=ϵ(\rho _{}p_{});`$ (A2)
$`\alpha _+=\gamma _+=p_++12\rho _+;\beta _+=\rho _+p_+;ϵ_+=ϵ(\rho _+p_+)`$ (A3)
where $`p_\pm =p(\rho _\pm )=nm\rho _\pm `$ and $`p(\rho )`$ is given by

$$p(\rho )=\rho +\left[\sqrt{\left(2\rho 1\right)^24ϵ\rho \left(1\rho \right)}1\right]/2\left(1ϵ\right)$$
(A4)
For $`ϵ1`$, configurations with two particles (holes) at one site have a small weight if $`\rho <1/2`$ ($`\rho >1/2`$). Thus, for $`\rho _{}<1/2`$ and $`\rho _+>1/2`$, the rates $`\beta _{},\gamma _{},\alpha _+,\gamma _+`$ are proportional to $`ϵ`$, as are the rates $`ϵ_\pm `$. In this case, only one fast boundary process remains at each end.

With these quantities one can then write down the total rates for the boundary processes. For example, if the first sites of both chains are empty, the rate with which a particle enters one chain is given by ($`\alpha _{}+\gamma _{}`$). As a consequence, the currents at the left and the right end of the first chain are, respectively

$`j_{}^1=\left(\alpha _{}+\gamma _{}\right)\left(1n_1\right)\left(1m_1\right)+\left(\beta _{}+ϵ_{}\right)\left(1n_1\right)m_1;`$ (A5)
$`j_+^1=\left(\beta _++\gamma _+\right)n_Nm_N+\left(\alpha _++ϵ_+\right)n_N\left(1m_N\right);`$ (A6)
If $`\rho _{}=\rho _+`$, the stationary state of the system is automatically the same as for the ring, i.e. the density is constant everywhere. This is the basic motivation for the approach described here. For $`ϵ=1`$ everything reduces to the single-chain problem .

## B Mean-field equations

In the mean-field approximation, one neglects the correlations between different sites. In our case, the system on a ring has no correlations in the stationary state $`n_ln_k=n_ln_k`$. Two adjacent sites on different chains, however, are correlated. Therefore one should take the product $`p_l=n_lm_l`$ as an independent variable. Keeping this in mind, the mean-field equations resulting from the gain and the loss processes become (for $`\alpha =\beta =\gamma =1`$ and leaving out the averaging brackets for simplicity)

$`{\displaystyle \frac{n_k}{t}}`$ $`=`$ $`j_k^1j_{k+1}^1`$ (B1)
$`=`$ $`\left[n_{k1}(1n_k)+(ϵ1)(n_{k1}p_{k1})(m_kp_k)\right]\left[n_k(1n_{k+1})+(ϵ1)(n_kp_k)(m_{k+1}p_{k+1})\right]`$ (B2)
$`{\displaystyle \frac{p_k}{t}}`$ $`=`$ $`(n_kp_k)(ϵm_{k1}+(1ϵ)p_{k1})+(m_kp_k)(ϵn_{k1}+(1ϵ)p_{k1})p_k(2n_{k+1}m_{k+1}).`$ (B3)
The equation for the $`m_k`$ is obtained by substituting $`mn`$ in (B2).

The homogeneous solution of these equations $`m_km,n_kn,p_kp`$ leads to a quadratic equation for $`p`$. When substituted into the expression for the current in (B2), this reproduces the value (4) because the mean-field equations are exact in this case.

For the open system, the equations (B2,B3) should be supplemented by the boundary conditions $`n_0=m_0=\rho _{},n_{N+1}=m_{N+1}=\rho _+`$. For $`p_k`$ one takes the homogeneous solution at both ends.


text:
# Quantum Zeno-like effect due to competing decoherence mechanisms

## I Introduction

Time in Quantum Mechanics plays a rather ambiguous role. Usually, it enters as a continuous parameter, but the principle of relativity suggests a parallelism between position-momentum and time-energy. Thus, there was the attempt to quantize the time . Otherwise, it has been considered as a discrete variable . This approach implies a modification of the Schrödinger equation providing also an explanation of the nonappearance of macroscopically distinguishable states in terms of non-dissipative decoherence.

More recently, a generalization of the Liouville-Von Neumann equation  was developed without any specific statistical assumption . It results an expression for the density operator which, a posteriori, can be interpreted as if the evolution time is not a fixed parameter, but a stochastic variable whose distribution is a $`\mathrm{\Gamma }`$-distribution. It also provides a model for quantum measurement. Furthermore, the characteristic time appearing in such approach could be related to the time-energy uncertainty relation . This approach is also useful to explain decoherence whenever the environmental degrees of freedom responsible for decoherence are not easily recognizable .

Here, we shall adopt this approach for a dissipative two-level system. Then, we shall show how decoherence effects compete in this framework in different regimes. In particular, we shall give an example of how statistical quantum theory can describe a Zeno-like effect, i.e. frozen decay, which is generally thought to arise from the state reduction caused by the measurements .

## II Standard approach

Usually, the spontaneous decay of a two-level atom is described by means of a master equation derived by assuming the system interacting with an environment .

Consider a atom, with two relevant levels $`\{|g,|e\}`$ and lowering operator $`\sigma =|ge|`$. Let $`\omega `$ be the energy difference between the two levels ($`\mathrm{}=1`$), and let $`\gamma `$ be the decay rate. Then, the master equation we are concerning is derived by considering an interaction of the type $`H(\sigma \mathrm{\Gamma }^{}+\sigma ^{}\mathrm{\Gamma })`$ where $`\mathrm{\Gamma }`$ is a bath operator. Under the Born-Markov approximation one arrives to

$$\dot{\rho }=\rho ,$$
(1)
with the Liouvillian superoperator

$$\rho =i\omega [\sigma _z,\rho ]+\frac{\gamma }{2}\left(2\sigma \rho \sigma ^{}\sigma ^{}\sigma \rho \rho \sigma ^{}\sigma \right),$$
(2)
where, we choose to define the inversion operator as $`\sigma _z=\sigma ^{}\sigma \sigma \sigma ^{}`$, and the quadrature operators as $`\sigma _x=\sigma +\sigma ^{}`$ and $`\sigma _y=i\sigma i\sigma ^{}`$.

Dephasing processes, if necessary, are introduced in the same way. These processes do not change the population of the two-level atom but do cause a phase randomization of the atomic dipole. Then, they can be modeled by considering the inversion $`\sigma _z`$ to be coupled to environment by $`H\sigma _z(\mathrm{\Gamma }+\mathrm{\Gamma }^{})`$. The master equation (1) now becomes

$`\dot{\rho }=i\omega [\sigma _z,\rho ]`$ $`+`$ $`{\displaystyle \frac{\gamma }{2}}\left(2\sigma \rho \sigma ^{}\sigma ^{}\sigma \rho \rho \sigma ^{}\sigma \right)`$ (3)
$``$ $`\kappa [\sigma _z,[\sigma _z,\rho ]],`$ (4)
where $`\kappa `$ represents the phase decaying rate.

From the master Eq.(3) it is easy to derive the following dynamical equations

$`\mathrm{Tr}\left\{\dot{\rho }\sigma _z\right\}`$ $`=`$ $`\gamma \mathrm{Tr}\left\{\rho \sigma _z\right\}\gamma ,`$ (5)
$`\mathrm{Tr}\left\{\dot{\rho }\sigma \right\}`$ $`=`$ $`\left[i\omega +\left({\displaystyle \frac{\gamma }{2}}+\kappa \right)\right]\mathrm{Tr}\left\{\rho \sigma \right\}.`$ (6)
The solutions read

$`\mathrm{Tr}\left\{\rho (t)\sigma _z\right\}`$ $`=`$ $`\mathrm{Tr}\left\{\rho (0)\sigma _z\right\}\mathrm{exp}\left(\gamma t\right)`$ (8)
$`+\left[\mathrm{exp}\left(\gamma t\right)1\right],`$
$`\mathrm{Tr}\left\{\rho (t)\sigma \right\}`$ $`=`$ $`\mathrm{Tr}\left\{\rho (0)\sigma \right\}\mathrm{exp}\left[i\omega t\left({\displaystyle \frac{\gamma }{2}}+\kappa \right)t\right].`$ (9)
We may see that the equation of motion for the inversion is unchanged with respect to the dissipative case, but the polarization decay rate is increased above the spontaneous emission result.

Nevertheless, decoherence is not always necessarily due to the entanglement with an environment but it may be due, especially the non-dissipative one, to the fluctuations of some classical parameters or internal variable of the system. Or it might have an “intrinsic” character . Hence, we shall present a more general approach to non-dissipative decoherence for a two-level system.

## III Random time evolution

Quantum mechanics is a statistical theory whose elements are ensembles of quantum systems, or ensembles of measurements on the same quantum system. This led, long time ago, to the introduction of the density operator . Along this line, we cannot state a priori that time is uniquely determined within the ensemble. Rather, it would be more reasonable to give a statistical interpretation of the time variable too. Then, following Ref. , the evolution of a system is averaged on a suitable probability distribution $`P(t,t^{})`$ where $`t^{}`$ represents all possible times within the ensemble. Let $`\rho (0)`$ be the initial state, then the evolved state would be

$$\overline{\rho }(t)=_0^{\mathrm{}}𝑑t^{}P(t,t^{})\rho (t^{}),$$
(10)
where $`\rho (t^{})=\mathrm{exp}\{it^{}\}\rho (0)`$ is the solution of the Liouville-Von Neumann equation .

One can write as well

$$\overline{\rho }(t)=𝒱(t)\rho (0),$$
(11)
where the superoperator $`𝒱`$ is given by

$$𝒱(t)=_0^{\mathrm{}}𝑑t^{}P(t,t^{})e^{it^{}}.$$
(12)
In Ref. , the function $`P(t,t^{})`$ has been determined to satisfy the following conditions: i) $`\overline{\rho }(t)`$ must be a density operator, i.e. it must be self-adjoint, positive-definite, and with unit-trace. This leads to the condition that $`P(t,t^{})`$ must be non-negative and normalized, i.e. a probability density in $`t^{}`$, so that Eq.(10) is a completely positive map; ii) $`𝒱(t)`$ satisfies the semigroup property $`𝒱(t_1+t_2)=𝒱(t_1)𝒱(t_2)`$, with $`t_1,t_20`$. These requirements are satisfied by

$$𝒱(t)=\frac{1}{(1+i\tau )^{t/\tau }},$$
(13)
and

$$P(t,t^{})=\frac{1}{\tau }\frac{e^{t^{}/\tau }}{\mathrm{\Gamma }(t/\tau )}\left(\frac{t^{}}{\tau }\right)^{(t/\tau )1},$$
(14)
where the parameter $`\tau `$ naturally appears as a scaling time. Notice that the evolution superoperator (13) only depends on $`t`$, and parametrically on $`\tau `$ as in “non extensive” generalization of Liouville equation . Indeed, $`t^{}`$ comes out when a statistical interpretation is employed. Expression (14) is the so-called $`\mathrm{\Gamma }`$-distribution function, well known in line theory . The meaning of the parameter $`\tau `$ can be understood by considering the mean $`t^{}=t`$, and the variance $`t^2t^{}^2=\tau t`$. Hence, $`\tau `$ rules the strength of time fluctuations, or, otherwise, the characteristic correlation time of fluctuations.

When $`\tau 0`$, $`P(t,t^{})\delta (tt^{})`$ so that $`\overline{\rho }(t)\rho (t)`$ and $`𝒱(t)=\mathrm{exp}\{it\}`$ is the usual evolution.

It is worth noting that the behavior of the distribution (14) strongly depends on the regime we consider. In fact, for $`t\tau `$ we have an exponential behavior, while for $`t\tau `$ a Gausssian-like shape. The case $`t=\tau `$ represents the border between these two behaviors. All that is illustrated in Fig.(1).

The phase diffusion aspect of the present approach can also be seen in the evolution equation for the averaged density matrix $`\overline{\rho }(t)`$. Indeed, by differentiating with respect to time Eq.(11) and using (13) one gets the following master equation for $`\overline{\rho }(t)`$

$$\dot{\overline{\rho }}(t)=\frac{1}{\tau }\mathrm{log}\left(1+i\tau \right)\overline{\rho }(t).$$
(15)
Once $`\rho [H,\rho ]`$, the evolution operator $`𝒱(t)`$ describes a decay of the off diagonal matrix elements in the energy representation, whereas the diagonal matrix elements remain constants, i.e. the energy is still a constant of motion. In fact, in the energy eigenbasis, Eqs.(11) and (13) yield

$$\overline{\rho }_{n,m}(t)=\mathrm{exp}\left(\kappa _{n,m}t\right)\mathrm{exp}\left(i\nu _{n,m}t\right)\rho _{n,m}(0),$$
(16)
where

$`\kappa _{n,m}`$ $`=`$ $`{\displaystyle \frac{1}{2\tau }}\mathrm{log}\left(1+\omega _{n,m}^2\tau ^2\right),`$ (17)
$`\nu _{n,m}`$ $`=`$ $`{\displaystyle \frac{1}{\tau }}\mathrm{arctan}\left(\omega _{n,m}\tau \right),`$ (18)
with $`\omega _{n,m}`$ the energy difference. One can recognize in Eq.(16), beside the exponential decay, a frequency shift of every oscillating term. This can be also used as a model for Quantum Nondemolition Measurement . In fact, in standard quantum measurement theory each measurement results in an instantaneous reduction of the wave function onto an eigenstate corresponding to the particular detected eigenvalue of the observable being measured. Non-selective measurements destroy the phase relation between different eigenstates and reduce the state of the system to a statistical mixture where the non-diagonal elements of the corresponding density matrix vanish. Therefore, all random dephasing events, i.e all processes that provide for a rapid quantum mechanical phase destruction but leave the diagonal elements of the density matrix unchanged, cause the same dynamical effect on the evolution of the system like genuine quantum-nondemolition measurements.

However, it would also be possible to consider the Liouvillian (2) in Eq.(15), and therefore the competition between two types of decoherence. This is what we are going to study in the following.

## IV System dynamics with random time evolution

If $`\tau `$ is small enough, one can expand the logarithm in (15) up to second order in $`\tau `$, and by using the Liouvillian (2), we obtain

$`\dot{\overline{\rho }}(t)`$ $`=`$ $`i\omega [\sigma _z,\overline{\rho }(t)]`$ (21)
$`+{\displaystyle \frac{\gamma }{2}}\left(2\sigma \overline{\rho }(t)\sigma ^{}\sigma ^{}\sigma \overline{\rho }(t)\overline{\rho }(t)\sigma ^{}\sigma \right)`$
$`{\displaystyle \frac{\tau }{2}}\omega ^2[\sigma _z,[\sigma _z,\overline{\rho }(t)]],`$
where we have used $`\omega \gamma `$ and $`\tau \gamma ^1`$, that is, the dissipation takes place on a time scale much larger than the time fluctuations.

Eq.(21) practically coincides with Eq.(3) provided to identify $`\tau \omega ^2/2`$ with $`\kappa `$. Nonetheless, the present approach is different from the usual master equation approach, in the sense that it is model independent and without specific statistical assumptions.

For a generic value of $`\tau `$, it is not possible to extract an explicit form of master equation from Eq.(15). Nevertheless, the physics of the system can be understood by simply averaging the quantities of interest over the distribution (14). For instance, from Eqs.(15) and (2), we get

$`\mathrm{Tr}\left\{\overline{\rho }(t)\sigma _z\right\}`$ $`=`$ $`\mathrm{Tr}\left\{\overline{\rho }(0)\sigma _z\right\}\mathrm{exp}\left[{\displaystyle \frac{t}{\tau }}\mathrm{log}\left(1+\gamma \tau \right)\right]`$ (22)
$`+`$ $`\left\{\mathrm{exp}\left[{\displaystyle \frac{t}{\tau }}\mathrm{log}\left(1+\gamma \tau \right)\right]1\right\}.`$ (23)
Equation (22) in the limit $`\gamma \tau 1`$ reduces to the usual decay described by Eq.(8). More generally, the decay rate results modified. In particular, for $`\gamma \tau 1`$ it would be possible to inhibit the dissipative effects through the nondissipative ones. The frozen dynamics due to increasing values of $`\gamma \tau `$ is shown in Fig.(2). This situation comes out as consequence of the transition from the Gaussian to the exponential behavior of the probability distribution (14) (see Fig.1).

The freezing effect on the system dynamics remind us the quantum Zeno effect . Its usual description rests on the suppression of the unitary Hamiltonian evolution of a quantum system due to intermittent measurements in rapid succession. Due to the wave function collapses, in the limit of continuos measurements, the evolution is completely inhibited, and the system is frozen in its initial state. Here, instead, the effect entirely arise from quantum statistical properties.

While in the usual quantum Zeno effect the essential requirement is that the measurements of the system state, which cause the interruption, be more closely spaced in time than the reservoir correlation (memory) time, in our case the correlation time of fluctuations should exceed the typical decay time.

Essentially, we may claim that in the limit $`\gamma \tau 1`$ one type of decoherence prevents the other. In fact, we may think that dissipative decay process takes place through the energy channels determined by the system-environment interaction. However, the time evolution fluctuations make these channels completely fuzzy, thus preventing the decay.

The above results can be easily extended to the case of driven two-level system.

## V Conclusions

In conclusion, we have presented a simple model able to explain different aspects of decoherence in a two-level system. The used formalism predicts, for large time fluctuations, a novel Zeno-like effect without invoking the abstruse concept of wavefunction collapse .

The generality of the presented approach suggests in some way the possibility that the parameter $`\tau `$ (even though system-dependent) might have a lower nonzero limit, related e.g. to the time energy uncertainty relation , or to the finite extension of the spatial wavefunction , or even to gravitational effects . However, even if such “intrinsic” decoherence effects emerge, the value of $`\tau `$ would be very small. Nevertheless, one can think as well to introduce the above statistical properties by hand from the outside. For instance, one can use dephasing processes through a noisy driving field as envisaged in Ref.. Otherwise, one could think at a sequence of measurements as jump-like processes, randomly distributed in time . In such a cases the statistics, hence the parameter $`\tau `$, would be controlled by the experimenter. Thus, it would be an interesting challenge to arrange an experimental set up where the conditions for above Zeno-like effect are achieved.

## Acknowledgements

We gratefully acknowledge useful discussions with David Vitali.


text:
# Microcanonical versus canonical ensemble of bosons in a 1D harmonic trap.

## I Introduction

As is well known, the traditional approach of determining the fluctuation of single-particle occupation numbers fails for bosons as the temperature $`T0`$. It predicts that the fluctuation tends to infinity in this limit, rather than zero as described by a real system. After the experimental success in producing Bose-Einstein condensation of trapped alkali-metal atoms, there is renewed interest in calculating the number fluctuation using either canonical or microcanonical ensemble approach . Most of these, however, use some forms of approximation to the real microcanonical fluctuation. In  the authors define the so-called Maxwell’s Demon ensemble, and calculate the microcanonical fluctuation for a 3D trap numerically. In  we formulated a method of calculating the exact microcanonical fluctuation using combinatorics for a perfectly isolated BEC with finite number of particles which, to our best knowledge, has not been presented before.

In this report we focus on a system of bosons in an one-dimensional harmonic trap. The number fluctuation of this system was calculated by the authors in , using the well-known asymptotic formulae from number theory to approximate the exact expansion coefficients of the N-particle partition function. Their method yields results which were supposed to be microcanonical. However, we shall show in this brief report that their approximate method yields the same results one obtains from canonical ensemble averaging, or a related formulation by Parvan et al . At low temperatures and for finite number of particles ($`N100`$), these results are very different from the ones calculated using the exact combinatorics method.

The layout of this paper is as follows. In section II we establish the notations and outline the method of calculating the exact ground state number fluctuation . Section III contains the main focus of this brief report in which we derive the results of  using thermodynamics, and show that they agree with the ones obtained from canonical method as given by . Finally, we compare the exact combinatorics results from section II and the canonical results from section III.

## II Microcanonical Formalism

We consider an isolated system with discreet energy levels consisting of N particles in the ground state at zero temperature. Given an excitation energy $`E`$, there can be one particle which absorbs all the energy and gets excited to an excited state, or two particles which share the available energy…etc. The number of excited particles $`N_{ex}`$ can be somewhere between 1 and N, depending on the excitation quanta, such that the total number of particles $`N`$ remain constant. This defines the microcanonical ground state number fluctuation. Denote $`\omega (E,N_{ex},N)`$ to be the number of possible ways of distributing $`E`$ among exactly $`N_{ex}`$ particles, then the probability of exciting exactly $`N_{ex}`$ particles in a N-particle system at excitation energy $`E`$ is given by :

$$P(E,N_{ex},N)=\frac{\omega (E,N_{ex},N)}{_{N_{ex}=1}^N\omega (E,N_{ex},N)}$$
(1)
Expression (1) is normalized and has the following properties:

$`P(0,N_{ex},N)`$ $`=`$ $`\delta _{0N_{ex}},`$ (2)
$`P(E,N_{ex},N)`$ $`=`$ $`0N_{ex}>N.`$ (3)
The moments of the probability distribution now read:

$`N_{ex}`$ $`=`$ $`{\displaystyle \underset{N_{ex}=1}{\overset{N}{}}}N_{ex}P(E,N_{ex},N)`$ (4)
$`N_{ex}^2`$ $`=`$ $`{\displaystyle \underset{N_{ex}=1}{\overset{N}{}}}N_{ex}^2P(E,N_{ex},N)`$ (5)
The number of particles in the ground state $`N_0`$ and the excited states $`N_{ex}`$ are related via $`N=N_0+N_{ex}`$. $`N_0`$ and $`N_{ex}`$ are allowed to vary while $`N`$ is fixed so that the number fluctuation from the ground state is given by:

$`(\delta N_0)^2`$ $`=`$ $`N_{ex}^2N_{ex}^2`$ (6)
$`=`$ $`N_0^2N_0^2`$ (7)
Expression (7) is true in general regardless of the ensemble and statistics of the particles.

Next, we specialize to a one-dimensional harmonic trap. Let us put $`\mathrm{}\omega =1`$, then the excitation energy from the ground state is $`E=n`$. The partition function of the system is well-known

$`Z_1(\beta )`$ $`=`$ $`{\displaystyle \frac{1}{1x}}`$ (8)
$`Z_N(\beta )`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{1}{1x^j}}`$ (9)
where $`x=e^\beta `$. This is just the generating function pertaining to the restricted linear partitions of an integer n in number theory . Expressing (9) in power series of $`x`$

$$Z_N(\beta )=\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{\Omega }(n,N)x^n$$
(10)
The coefficients $`\mathrm{\Omega }(n,N)`$ is the number of partitions of n which have at most $`N`$ summands. For example, if $`n=5`$ and $`N=4`$, then $`\mathrm{\Omega }(5,4)=6`$ since $`5=5,1+4,2+3,1+1+3,1+2+2,1+1+1+2`$. In connection to our system, $`\mathrm{\Omega }(n,N)`$ is interpreted as the number of possible ways to distribute $`n`$ quanta among utmost $`N`$ particles. Clearly,

$$\mathrm{\Omega }(n,N)=\underset{N_{ex}=1}{\overset{N}{}}\omega (E,N_{ex},N)$$
(11)
While the coefficients $`\mathrm{\Omega }(n,N)`$ may be found analytically by expanding $`Z_N(\beta )`$ in series, the exact determination of the microstate $`\omega (E,N_{ex},N)`$ is a difficult problem. We may find $`\omega (E,N_{ex},N)`$ using combinatorics as described in detail in , or, alternatively, use the well-known identity

$$\omega (n,N_{ex},N)=\mathrm{\Omega }(n,N_{ex})\mathrm{\Omega }(n,N_{ex}1)$$
(12)
Using (12), (1) and (7), the exact microcanonical ground state fluctuation may be determined.

## III Canonical formalism

The ground state number fluctuation may in general be expressed in terms of the moments of occupation numbers as :

$$(\delta N_0)^2=\underset{k}{}\left(n_k^2n_k^2\right)$$
(13)
The sum runs through all the allowed k values in the ground state defined at zero temperature. For bosons, only $`k=0`$ state applies. Canonically, the moments are given by:

$`n_k`$ $`=`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}x^{jϵ_k}Z_{Nj}(\beta )`$ (14)
$`n_k^2`$ $`=`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}\left[2j1\right]x^{jϵ_k}Z_{Nj}(\beta )`$ (15)
We can also obtain the canonical fluctuation using a thermodynamics approach . Given the N-particle partition function (9), the entropy of the system reads

$`S_N(\beta )`$ $`=`$ $`\beta {\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{j}{[x^j1]}}{\displaystyle \underset{j=1}{\overset{N}{}}}\mathrm{ln}[1x^j]`$ (16)
$`=`$ $`\beta E{\displaystyle \underset{j=1}{\overset{N}{}}}\mathrm{ln}[1x^j]`$ (17)
Note that the canonical multiplicity $`\mathrm{\Omega }(\beta ,N)`$ by definition is given by:

$$\mathrm{\Omega }(\beta ,N)=\mathrm{exp}[S_N(\beta )]=x^EZ_N(\beta )$$
(18)
Compare (18) with (10), we see that the canonical multiplicity is a one-term approximation to the exact value of the expansion coefficients of the series (10). To make a direct comparison with the results given in , we approximate the sums in (17). The first term gives the energy-temperature relationship:

$$E=n=\underset{j=1}{\overset{N}{}}\frac{j}{[x^j1]}_0^{\mathrm{}}\frac{j}{[x^j1]}=\frac{\pi ^2}{6}\frac{1}{\beta ^2}$$
(19)
To retain the N-dependence we use the Euler-Maclaurin sum formula in approximating the second term:

$$\underset{j=1}{\overset{N}{}}\mathrm{ln}[1x^j]\frac{\pi ^2}{6}\frac{1}{\beta }+\frac{1}{\beta }x^N$$
(20)
Using (12) and (17), the canonical probability of finding $`N_{ex}`$ particles in the excited states is given by:

$`P(\beta ,N_{ex},N)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }(\beta ,N_{ex})\mathrm{\Omega }(\beta ,N_{ex}1)}{\mathrm{\Omega }(\beta ,N)}}`$ (21)
$`=`$ $`{\displaystyle \frac{1}{\mathrm{\Omega }(\beta ,N)}}{\displaystyle \frac{\mathrm{\Omega }(\beta ,N_{ex})}{N_{ex}}}`$ (22)
$`=`$ $`{\displaystyle \frac{1}{exp[S(\beta ,N)]}}{\displaystyle \frac{exp[S(\beta ,N_{ex})]}{N_{ex}}}`$ (23)
$`=`$ $`e^{\beta N_{ex}}exp\left[{\displaystyle \frac{1}{\beta }}\left(e^{\beta N_{ex}}e^{\beta N}\right)\right]`$ (24)
Using (19) and the transformations

$`c=\sqrt{{\displaystyle \frac{2}{3}}}\pi ,\chi _r={\displaystyle \frac{cr}{2\sqrt{n}}}ln(\sqrt{n})`$
then,

$$P(n,N_{ex},N)=\frac{1}{\sqrt{n}}\frac{exp\left[\frac{2}{c}e^{\chi _{N_{ex}}}\chi _{N_{ex}}\right]}{exp\left[\frac{2}{c}e^{\chi _N}\right]}$$
(25)
This is identical to expression (14) given in ref.  which the authors claim give the microcanonical fluctuation. That the canonical method given by (13), (14), and (15) and the above method are equivalent is shown in Fig. (1) . Both yield the same canonical fluctuations.

## IV Microcanonical vs. Canonical

Fig. (2) compares the relative fluctuations for $`N=`$ 10, 50, 100 particles. The respective curves of both ensembles tend to agree as $`N`$ and $`n`$ get large (ie. thermodynamic limit), otherwise the results are very different.

It is clear from the discussion above that the method employed by the authors in ref.  yields canonical results. Comparison between their method and the thermodynamics method makes it clear on why this is so: both use what essentially is a saddle point approximation to the exact multiplicity $`\mathrm{\Omega }(n,N)`$ ($`p_N(m)`$ in their notation) from the series (9). Only when the multiplicity found exactly are the results microcanonical. This clearly makes it more difficult to incorporate interaction, and treat the true condensate fluctuations of weakly interacting isolated bosons microcanonically.

The author thank R. K. Bhaduri and M. V. N. Murthy for fruitful discussions. This work was supported by NSERC grant # 199160-01 and NSERC scholarship # PGSA-221708-1999.


text:
# Observation of eta-mesic nuclei in photoreactions: results and perspectives

## Acknowledgment

This work was supported by the Russian Foundation for Basic Research, grant 99-02-18224.


text:
# 1 Introduction

## 1 Introduction

The totally unexpected observation  of a sizeable CP-violation in the $`K^0\overline{K}^0`$ oscillations immediately triggered theoretical speculations about a new superweak interaction  obeying the strict $`|\mathrm{\Delta }S|=2`$ selection rule. The large value of the associated $`\epsilon `$-parameter was then justified by the huge amplification due to the tiny $`K_LK_S`$ mass difference. Following this rather simple picture, it was absolutely unlikely that CP-violation would show up somewhere else in weak processes.

Almost exactly 37 years later, we know that superweak models have been definitely ruled out by the new generation of high-precision experiments on the $`|\mathrm{\Delta }S|=1`$ neutral $`K`$-decays. Indeed, the most recent measurements of the associated $`\epsilon ^{}`$-parameter that allows us to distinguish between $`\pi ^+\pi ^{}`$ and $`\pi ^0\pi ^0`$ final states in $`K_L`$ decays give

$$\mathrm{Re}(\epsilon ^{}/\epsilon )=\{\begin{array}{cc}(15.3\pm 2.6)10^4\hfill & (\mathrm{NA48})\text{[3]},\hfill \\ (20.7\pm 2.8)10^4\hfill & (\mathrm{KTeV})\text{[4]}.\hfill \end{array}$$
(1)
Combining these results with earlier measurements by NA31 collaboration at CERN $`((23.0\pm 6.5)10^4)`$  and by the E731 experiment at Fermilab $`((7.4\pm 5.9)10^4)`$  gives the grand average

$$\mathrm{Re}(\epsilon ^{}/\epsilon )=(17.2\pm 1.8)10^4.$$
(2)
The Standard Model for electroweak and strong gauge interactions accomodates, in principle, both $`\epsilon `$ and $`\epsilon ^{}`$-parameters in terms of a single CP-violating phase. Rather early theoretical attempts  have predicted $`\epsilon ^{}/\epsilon `$ between $`10^2`$ and $`10^4`$. During the last decade a considerable progress in calculating $`\epsilon ^{}/\epsilon `$ has been done by several groups. These papers are reviewed in  where all relevant references can be found. The short distance contributions to $`\epsilon ^{}/\epsilon `$ are fully under control  but the presence of considerable long distance hadronic uncertainties precludes a precise value of $`\epsilon ^{}/\epsilon `$ in the Standard Model at present. Consequently, while theorists were able to predict the sign and the order of magnitude of $`\epsilon ^{}/\epsilon `$, the range

$$(\epsilon ^{}/\epsilon )_{\mathrm{th}}=(5\text{to}30)10^4$$
(3)
shows that the present status of $`(\epsilon ^{}/\epsilon )_{\mathrm{th}}`$ cannot match the experimental one.

Though really expected this time, the non-vanishing value of a second CP-violating parameter has once again been determined by our experimental colleagues. However, one should not forget the tremendous efforts made by theorists to calculate $`\epsilon ^{}/\epsilon `$ in the Cabibbo-Kobayashi-Maskawa paradigm  of the Standard Model. Simultaneously, one should not give up the hope that one day theorists will be able to calculate $`\epsilon ^{}/\epsilon `$ precisely. It is therefore important to have a transparent presentation of different theoretical estimates of $`\epsilon ^{}/\epsilon `$ in order to be able to identify the patterns of various contributions. On the other hand, having for the first time the definite precise number for $`(\epsilon ^{}/\epsilon )_{\mathrm{exp}}`$ it is crucial to learn what Nature is trying to tell us about theory. In this note, we intend to make first steps in both directions.

## 2 Basic Formulae

The standard parametrization for the hadronic $`K`$-decays into two pions :

$`A(K^0\pi ^+\pi ^{})`$ $`=`$ $`A_0e^{i\delta }+{\displaystyle \frac{1}{\sqrt{2}}}A_2`$
$`A(K^0\pi ^0\pi ^0)`$ $`=`$ $`A_0e^{i\delta }\sqrt{2}A_2`$ (4)
$`A(K^+\pi ^+\pi ^0)`$ $`=`$ $`{\displaystyle \frac{3}{2}}A_2`$
contains the necessary ingredients to produce non-vanishing asymmetries. For illustration consider

$`a_{CP}`$ $``$ $`{\displaystyle \frac{\mathrm{\Gamma }(K^0\pi ^+\pi ^{})\mathrm{\Gamma }(\overline{K}^0\pi ^+\pi ^{})}{\mathrm{\Gamma }(K^0\pi ^+\pi ^{})+\mathrm{\Gamma }(\overline{K}^0\pi ^+\pi ^{})}}`$ (5)
$`=`$ $`{\displaystyle \frac{\sqrt{2}\mathrm{sin}\delta }{(1+\sqrt{2}\omega \mathrm{cos}\delta +\omega ^2/2)}}\text{Im}\left({\displaystyle \frac{A_2}{A_0}}\right)`$
where

$$\omega \frac{\text{Re}A_2}{\text{Re}A_0}.$$
(6)
In order that $`a_{CP}`$ is non-vanishing the two partial isospin amplitudes $`A_0`$ and $`A_2`$ must have a relative CP-conserving phase (extracted from $`\pi \pi `$ scattering) which turns out to be roughly equal to the phase of the $`\epsilon `$-parameter :

$$\delta \varphi _\epsilon \pi /4$$
(7)
and a relative CP-violating phase

$$\text{Im}\left(\frac{A_2}{A_0}\right)0.$$
(8)
These phases are nicely factorized in the physical parameter measuring direct CP-violation in hadronic $`K`$-decays

$$\epsilon ^{}=\frac{i}{\sqrt{2}}e^{i\delta }\text{Im}\left(\frac{A_2}{A_0}\right)$$
(9)
if one defines

$`\eta _+`$ $``$ $`{\displaystyle \frac{A(K_L\pi ^+\pi ^{})}{A(K_S\pi ^+\pi ^{})}}\epsilon +{\displaystyle \frac{\epsilon ^{}}{1+\frac{\omega }{\sqrt{2}}e^{i\delta }}}`$
$`\eta _{00}`$ $``$ $`{\displaystyle \frac{A(K_L\pi ^0\pi ^0)}{A(K_S\pi ^0\pi ^0)}}\epsilon {\displaystyle \frac{2\epsilon ^{}}{1\sqrt{2}\omega e^{i\delta }}}.`$
This allows to measure $`\mathrm{Re}(\epsilon ^{}/\epsilon )`$ through

$$\mathrm{Re}(\epsilon ^{}/\epsilon )=\frac{1}{6}(1\frac{\omega }{\sqrt{2}}\mathrm{cos}\delta )\left(1\left|\frac{\eta _{00}}{\eta _+}\right|^2\right)$$
(11)
where we have kept the small $`𝒪(\omega )`$ correction usually dropped by experimentalists but kept by theorists in the evaluation of $`\epsilon ^{}`$ using (9). Notice that the coincidence displayed in (7) implies an almost real $`\epsilon ^{}/\epsilon `$ so that, already at this level, Nature is kind to us.

In the Standard Model, CP-violation only arises from the arbitrary quark mass matrices. A straightforward diagonalization shifts then the unique physical phase into the Cabibbo-Kobayashi-Maskawa (CKM) unitary mixing matrix $`V`$ associated with the $`VA`$ hadronic charged current

$$J_\mu ^{ab}=\overline{q}^a\gamma _\mu (1\gamma _5)q^b(\overline{q}^aq^b).$$
(12)
In this physical basis, we therefore have to start with the classical current-current $`\mathrm{\Delta }S=1`$ Hamiltonian

$`^{\mathrm{\Delta }S=1}`$ $`÷`$ $`{\displaystyle \underset{q=u,c,t}{}}\lambda _qJ_\mu ^{sq}J_{qd}^\mu (\lambda _qV_{qs}^{}V_{qd})`$ (13)
$`=`$ $`\lambda _u[(\overline{s}u)(\overline{u}d)(\overline{s}c)(\overline{c}d)]_{\mathrm{\Delta }I=1/2,3/2}`$
$`+`$ $`\lambda _t[(\overline{s}t)(\overline{t}d)(\overline{s}c)(\overline{c}d)]_{\mathrm{\Delta }I=1/2}`$
to estimate the $`A_0`$ and $`A_2`$ partial decay amplitudes.

The $`\mathrm{\Delta }I=1/2,3/2`$ current-current operator involving only the light $`u,d`$ and $`s`$ quarks is just proportional to $`\lambda _u`$. A tree-level hadronization into $`K`$ and $`\pi `$ mesons fields would therefore imply $`A_0=\sqrt{2}A_2`$, i.e. a vanishing $`\epsilon ^{}`$-parameter (see (9)). In other words, a non-zero $`\epsilon ^{}`$-parameter is a pure quantum-loop effect in the Standard Model. Notice that these loop effects are also welcome to explain the empirical $`\mathrm{\Delta }I=1/2`$ rule :

$$\omega _{\mathrm{exp}}\frac{1}{22}\frac{1}{\sqrt{2}}.$$
(14)
The quantum transmutation of the heavy $`t\overline{t}`$ and $`c\overline{c}`$ quark paires into light $`u\overline{u}`$ and $`d\overline{d}`$ ones which, eventually, hadronize into final pion states allows now the pure $`\mathrm{\Delta }I=1/2`$ current-current operator proportional to $`\lambda _t`$ to contribute to the $`\mathrm{\Delta }S=1`$ $`K`$-decays. In the most convenient CKM phase convention, we have

$$\text{Im}\lambda _u=0$$
(15)
such that CP-violation only appears in the $`A_0`$ partial amplitude as long as isospin is strictly respected in the “heavy-to-light” transmutation process. But in the Standard Model, neutral transmutations are possible through heavy quark annihilations into gluons, $`Z^0`$ or photon that are represented by the so–called penguin diagrams. While the latter electroweak contributions obviously break isospin symmetry, the former may also do so by producing first an off-shell iso-singlet mesonic state (mainly $`\eta `$ or $`\eta ^{}`$) which then turns into an iso-triplet pion. These isospin-breaking (IB) effects respectively induced by the electric charge difference $`\mathrm{\Delta }e=e_ue_d`$ and the mass splitting $`\mathrm{\Delta }m=m_um_d`$ between the up and the down quarks are usually expected to show up at the percent level in weak decays. However, a CP-violating $`\mathrm{\Delta }I=3/2`$ amplitude turns out to be enhanced by the famous $`\mathrm{\Delta }I=1/2`$ rule factor $`\omega ^1`$ since

$$\mathrm{Im}\left(\frac{A_2}{A_0}\right)=\frac{\omega }{\text{Re}A_0}(\text{Im}A_0\frac{1}{\omega }\text{Im}A_2).$$
(16)
From these quite general considerations, one concludes that

$$(\epsilon ^{}/\epsilon )_{th}=\text{Im}\lambda _t[P^{1/2}\frac{1}{\omega }P^{3/2}]$$
(17)
with $`P^{1/2}`$ and $`P^{3/2}`$, two separately measurable quantities defined with respect to the CKM phase convention defined in (15). Formally, $`P^{1/2}`$ and $`P^{3/2}`$ are given in terms of short distance Wilson coefficients $`y_i`$ and the corresponding hadronic matrix elements as follows

$`P^{1/2}`$ $`=`$ $`r{\displaystyle y_iQ_i_0},`$ (18)
$`P^{3/2}`$ $`=`$ $`r{\displaystyle y_i\left[Q_i_2^{\mathrm{\Delta }e}+\omega ^{\mathrm{\Delta }m}Q_i_0\right]}`$ (19)
where $`r`$ is a numerical constant and

$$\omega ^{\mathrm{\Delta }m}=\frac{(\mathrm{Im}A_2)^{\mathrm{\Delta }m}}{\mathrm{Im}A_0}.$$
(20)
## 3 The $`\mathbf{(}𝜺^{\mathbf{}}\mathbf{/}𝜺\mathbf{)}_{𝒆𝒙𝒑}`$-Path

Having all these formulae at hand, we can ask ourselves what the result in (2) is telling us. The answer is simple. It allows us to walk only along a straight path in the $`(P^{1/2},P^{3/2})`$ plane, as illustrated in Fig.1. The standard unitarity triangle analyses  give typically

$$\mathrm{Im}\lambda _t=(1.2\pm 0.2)10^4$$
(21)
and, combined with (2), already allow us to draw a rather thin $`(\epsilon ^{}/\epsilon )_{\mathrm{exp}}`$-path in the $`(P^{1/2},P^{3/2})`$ plane (see Fig.1). This path crosses the $`P^{1/2}`$–axis at $`(P^{1/2})_0`$ = $`14.3\pm 2.8`$.

We are of course still far away from such a precise calculation of $`P^{1/2}`$ and $`P^{3/2}`$. These two factors are dominated by the so-called strong $`Q_6`$ and electroweak $`Q_8`$ penguin operators. The short-distance Wilson coefficients $`y_6`$ and $`y_8`$ of these well-known density-density operators are under excellent control . In particular, the $`\mathrm{\Delta }I=3/2`$ $`Z^0`$-exchange contribution to $`\epsilon ^{}/\epsilon `$ exhibits a quadratic dependence on the top quark mass which makes it to compete with the $`\mathrm{\Delta }I=1/2`$ gluon-exchange one. Unfortunately, the resulting destructive interference between $`P^{1/2}`$ and $`P^{3/2}`$ strongly depends on the various hadronic matrix elements. Long-distance effects are therefore at the source of the large theoretical uncertainties illustrated by (3). Consequently, we advocate to adopt (temporarily) a different strategy to learn something from the new precise measurements of $`\epsilon ^{}/\epsilon `$. The proposed exposition of $`\epsilon ^{}/\epsilon `$ in the $`(P^{1/2},P^{3/2})`$ plane turns out to be useful in this context.

## 4 A simple observation

It is well-known that isospin-symmetry and large-$`N`$ limit represent two powerful approximations to study long-distance hadronic physics. Here, these well-defined approximations would allow us to neglect $`P^{3/2}`$ and to express the hadronic matrix elements of the surviving strong penguin operators responsible for $`P^{1/2}`$ in terms of measured form factors. Earlier attempts  to go beyond such a zero-order approximation provided us already with some insight about the sign of the $`1/N`$ and IB corrections to $`\epsilon ^{}/\epsilon `$. Recent works including further $`1/N`$  and IB  corrections confirm their tendancy to increase $`P^{1/2}`$ and $`P^{3/2}`$ respectively. We illustrate these generic trends

$$(\epsilon ^{}/\epsilon )_{\mathrm{th}}=(\epsilon ^{}/\epsilon )_0\{1+𝒪(1/N)\frac{1}{\omega }𝒪(IB)\}.$$
(22)
as $`(1/N)`$ and (IB) arrows in Fig. 1. A systematic calculation of all 1/N and IB corrections is not yet available, but a direct comparison between the measured value $`(\epsilon ^{}/\epsilon )_{\mathrm{exp}}`$ and the zero-order approximation $`(\epsilon ^{}/\epsilon )_0`$ should already tell us something about their magnitudes within the Standard Model. Indeed, if the experimental value quoted in (2) is larger than the zero-order theoretical approximation, one needs $`1/N`$ corrections along the $`P^{1/2}`$ axis :

$$(\epsilon ^{}/\epsilon )_{\mathrm{exp}}>(\epsilon ^{}/\epsilon )_01/N\text{corrections}.$$
(23)
On the other hand, an experimental value smaller than the zero-order approximation would be an indication for sizeable IB corrections along the $`P^{3/2}`$ axis :

$$(\epsilon ^{}/\epsilon )_{\mathrm{exp}}<(\epsilon ^{}/\epsilon )_0IB\text{corrections}.$$
(24)
And here comes the surprise ! It turns out that $`(\epsilon ^{}/\epsilon )_0`$ lies on the $`(\epsilon ^{}/\epsilon )_{\mathrm{exp}}`$-path in Fig. 1. It is the crossing of this path with the $`P^{1/2}`$ axis.

Indeed $`(\epsilon ^{}/\epsilon )_0`$ can easily be estimated. In the large-N limit, the non-perturbative parameter $`\widehat{B}_K`$ relevant for the usual analysis of the unitarity triangle equals $`3/4`$ . This implies

$$\mathrm{Im}\lambda _t=(1.24\pm 0.06)10^4$$
(25)
to be compared with (21) that uses $`\widehat{B}_K=0.85\pm 0.15`$. Moreover, in the large-N limit the hadronic matrix element of the strong penguin density-density operator $`Q_6`$ factorizes $`(B_6=1)`$. A simple dependence on the inverse of the strange quark mass squared arises then to cancel the scale dependence of $`y_6`$ . Taking the central values of the strange quark mass $`m_s(2GeV)=110\mathrm{MeV}`$ and of the QCD coupling $`\alpha _s(M_Z)=0.119`$ relevant for $`y_6`$, we obtain

$$(\epsilon ^{}/\epsilon )_0=(17.4\pm 0.7)10^4$$
(26)
where the error results from the error in $`\mathrm{Im}\lambda _t`$. In obtaining (26) we have taken also into account the contribution of the other ($`Q_4`$) surviving QCD penguin operator in the large-N limit. Without this contribution we would find $`18.4\pm 0.7`$, still within the $`(\epsilon ^{}/\epsilon )_{\mathrm{exp}}`$-path. Clearly, as $`(\epsilon ^{}/\epsilon )_0`$ is roughly proportional to $`(\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^{(4)})^{0.8}/m_s^2`$ with $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^{(4)}=340\pm 40\mathrm{MeV}`$ and $`m_s(2GeV)=(110\pm 20)\mathrm{MeV}`$, improvements on these input parameters are mandatory.

Although this rather intriguing coincidence between (2) and (26) seems to indicate small $`1/N`$ and IB corrections, one cannot rule out a somewhat accidental conspiracy between sizeable corrections canceling each other

$$𝒪(1/N)\frac{1}{\omega }𝒪(IB)0.$$
(27)
The latter equation describes the walking along the $`(\epsilon ^{}/\epsilon )_{\mathrm{exp}}`$–path.

At this point, it is also worth noticing that CP-violation in the simplest extensions of the Standard Model, the models with minimal flavour-violation, might behave just like an IB correction along the $`P^{3/2}`$ axis. The reason is that the $`Z^0`$-penguin maximally violates the decoupling theorem. Consequently, it depends quadratically on the top quark mass and is also quite sensitive to new physics . If such is the case, one will have a hard time to disentangle new sources of CP-violation beyond the Standard Model from ordinary IB corrections.

Finally the $`(\epsilon ^{}/\epsilon )_{\mathrm{exp}}`$–path can be shifted vertically in the $`(P^{1/2},P^{3/2})`$ plane by new physics contributions to the quantities used for the determination of $`\mathrm{Im}\lambda _t`$ but this is a different story.

## 5 Conclusion

Nature might be kinder than previously thought as far as $`\epsilon ^{}/\epsilon `$ is concerned. Indeed, present data do not require sizeable $`1/N`$ and IB corrections. Improvements on the input parameters $`\alpha _s(M_Z)`$ and $`m_s`$ leading to our estimate of $`(\epsilon ^{}/\epsilon )_0`$ are mandatory. We have proposed to display the theoretical results in a $`(P^{1/2},P^{3/2})`$ plane in which the experimental result is represented by a $`(\epsilon ^{}/\epsilon )_{exp}`$–path. This plot should allow to exhibit transparently the role of 1/N and isospin-breaking corrections in different theoretical results for $`\epsilon ^{}/\epsilon `$.

## Acknowledgments

J.-M. G. appreciates the kind hospitality of the Max-Planck-Institute for Physics in Munich where this work has been initiated.

This work has been supported in part by the German Bundesministerium für Bildung und Forschung under the contract 05HT1WOA3.