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# 1 Introduction

## 1 Introduction

In December 1995, Galileo became the first artifical satellite to orbit Jupiter. The main goals of the Galileo mission are the exploration of the giant planet itself, its four Galilean satellites and its huge magnetosphere. Galileo carries a highly sensitive impact ionization dust detector on board, which is a twin of the dust detector on the Ulysses spacecraft \[Grün et al., 1992a, Grün et al., 1992b, Grün et al., 1995c\]. Dust data from both spacecraft have been used many times for the analysis of e. g. the interplanetary dust complex, dust related to asteroids and comets, interstellar dust grains sweeping through the solar system, and streams of dust particles originating from the Jupiter system. Here we recall only publications which are related to dust in the Jupiter system. See Krüger et al. \[Krüger et al., 1999b, Krüger et al., 1999d\] for a summary of references to other works.

Streams of dust particles originating from the Jovian system have been discovered with the Ulysses detector \[Grün et al., 1993\] and later been confirmed by Galileo \[Baguhl et al., 1995, Grün et al., 1996a\]. The first dust detection with Galileo in the Jupiter system itself was reported from Galileo’s initial approach to Jupiter and Io fly-by in December 1995 \[Grün et al., 1996b\]. At least three different types of dust particles have been identified in the Jupiter system \[Grün et al., 1997, Grün et al., 1998\]: 1. Streams of dust particles with high and variable impact rates throughout Jupiter’s magnetosphere. The particles are about 10 nm in diameter \[Zook et al., 1996, Liou, 1997\] and they originate from the innermost Galilean satellite Io \[Krüger et al., 1999a, Graps et al., 2000\]. Because of their small sizes the particles strongly interact with Jupiter’s magnetosphere \[Horányi et al., 1997, Heck, 1998\]. These streams of particles have been used to analyse the field of view of the dust detector \[Krüger et al., 1999d\] at a level of detail which could not be achieved during ground calibration. 2. Sub-micrometer grains which form dust clouds surrounding the Galilean moons \[Krüger et al., 1999e, Krüger et al., 2000\]. These grains are ejected from the satellites’ surfaces by hypervelocity impacts of interplanetary dust particles. 3. Bigger micrometer-sized grains forming a tenuous dust ring between the Galilean satellites. This third group is composed of two sub-populations, one orbiting Jupiter on prograde orbits and a second one on retrograde orbits \[Colwell et al., 1998, Thiessenhusen et al., 2000\]. Most of the prograde population is maintained by grains escaping from the clouds surrounding the Galilean satellites \[Krivov et al., 2001\].

This is the sixth paper in a series dedicated to presenting both raw and reduced data from the Galileo and Ulysses dust instruments. The reduction process of Galileo and Ulysses dust data has been described by Grün et al. \[Grün et al., 1995c\] (hereafter Paper I). In Papers II and IV \[Grün et al., 1995a, Krüger et al., 1999b\] we present the Galileo data set spanning the six year time period October 1989 to December 1995. Papers III and V \[Grün et al., 1995b, Krüger et al., 1999d\] discuss the five years of Ulysses data from October 1990 to December 1995. The present paper extends the Galileo data set from January to December 1996, which is part of Galileo’s prime Jupiter mission. A companion paper \[Krüger et al., 2001\] (Paper VII) details Ulysses’ measurements from 1996 to 1999.

The main data products are a table of the number of all impacts determined from the accumulators of the dust instrument and a table of both raw and reduced data of all “big” impacts received on the ground (the term “big” applies to impacts in ion amplitude ranges AR2 to AR6; see Section 3 in this paper and Paper I for a definition of the amplitude ranges). The information presented in this paper is similar to data which we are submitting to the various data archiving centers (Planetary Data System, NSSDC). The only difference is that the paper version does not contain the full data set of the large number of “small” particles (amplitude range AR1), and the numbers of impacts deduced from the accumulators are typically averaged over one to several days. Electronic access to the complete data set including the numbers of impacts deduced from the accumulators in full time resolution is also possible via the world wide web: http://www.mpi-hd.mpg.de/dustgroup/.

This paper is organised similarly to our previous papers. Section 2 gives a brief overview of the Galileo mission until the end of 1996, the dust instrument and lists important mission events in 1996. A description of the new Galileo dust data set for 1996 together with a discussion of the detected noise and dust impact rates is given in Sect. 3. Section 4 analyses and discusses various characteristics of the new data set. Finally, in Sect. 5 we discuss results of the Jovian dust complex achieved with the new data set.

## 2 Mission and instrument operations

Galileo was launched on 18 October 1989. Two fly-bys at Earth and one at Venus between 1990 and 1992 gave the spacecraft enough energy to leave the inner solar system. During its interplanetary voyage Galileo had close encounters with the asteroids Gaspra and Ida. On 7 December 1995 the spacecraft arrived at Jupiter and was injected into a highly elliptical orbit about the planet. Galileo’s trajectory during its orbital tour about Jupiter from December 1995 to early January 1997 is shown in Fig. 1. Galileo now performs regular close fly-bys of Jupiter’s Galilean satellites. Four such encounters occurred in 1996 (two at Ganymede, one at Callisto and one at Europa, see Tab. 1). Galileo orbits are labelled with the first letter of the Galilean satellite which was the encounter target during that orbit, followed by the orbit number. For example, “E4” refers to Galileo’s fourth orbit about Jupiter which had a close fly-by at Europa. Satellite fly-bys occurred within two days of Jupiter closest approach (pericenter passage). A detailed description of the Galileo mission and the spacecraft have been given by Johnson et al. \[Johnson et al., 1992\] and D’Amario et al. \[D’Amario et al., 1992\].

Insert Fig. 1

Galileo is a dual spinning spacecraft with an antenna that points antiparallel to the positive spin axis. During most of the initial 3 years of the mission the antenna pointed towards the Sun (see Paper II). Since 1993 the antenna has usually been pointing towards Earth. Deviations from the Earth pointing direction in 1996, which is the time period considered in this paper, are shown in Fig. 2. Sharp spikes in the pointing deviation occurred when the spacecraft was turned away from the nominal Earth direction for dedicated imaging observations with Galileo’s cameras or for orbit trim maneuvers with the spacecraft thrusters. These spikes lasted typically several hours (see Tab. 1).

Insert Fig. 2

The Dust Detector System (DDS) is mounted on the spinning section of Galileo and the sensor axis is offset by an angle of $`60^{}`$ from the positive spin axis (an angle of $`55^{}`$ has been erroneously stated earlier). A schematic view of the Galileo spacecraft and the geometry of dust detection are shown in the inset of Fig. 1 (see also Paper IV and Grün et al. \[Grün et al., 1998\]).

The rotation angle measures the viewing direction of the dust sensor at the time of a dust impact. During one spin revolution of the spacecraft the rotation angle scans through a complete circle of $`360^{}`$. At rotation angles of $`90^{}`$ and $`270^{}`$ the sensor axis lies nearly in the ecliptic plane, and at $`0^{}`$ it is close to the ecliptic north direction. DDS rotation angles are taken positive around the negative spin axis of the spacecraft. This is done to easily compare Galileo spin angle data with those taken by Ulysses, which, unlike Galileo, has its positive spin axis pointed towards Earth. DDS has a $`140^{}`$ wide field of view, although a smaller field of view applies to a subset of dust impacts – the so-called class 3 impacts \[Krüger et al., 1999c\]. During one spin revolution of the spacecraft the sensor axis scans a cone with $`120^{}`$ opening angle towards the anti-Earth direction. Dust particles which arrive from within $`10^{}`$ of the positive spin axis (anti-Earth direction) can be detected at all rotation angles, whereas those that arrive at angles from $`10^{}`$ to $`130^{}`$ from the positive spin axis can be detected over only a limited range of rotation angles.

In June 1990 DDS was reprogrammed for the first time after launch and since then the DDS memory can store 46 instrument data frames (with each frame comprising the complete data set of an impact or noise event, consisting of 128 bits, plus ancillary and engineering data; see Papers I and II). DDS time-tags each impact event with an 8 bit word allowing for the identification of 256 unique times. Since 1990 the step size of this time word is 4.3 h. The total accumulation time after which the time word is reset and the time labels of older impact events become ambiguous is $`256\times 4.3\mathrm{h}=46`$days.

During most of the interplanetary cruise (i. e. before 7 December 1995) we received DDS data as instrument memory-readouts (MROs). MROs return event data which have accumulated in the instrument memory over time. The contents of all 46 instrument data frames of DDS is transmitted to Earth during an MRO. If too many events occur between two MROs, the data sets of the oldest events become overwritten in the instrument memory and are lost.

Because the high-gain antenna of Galileo did not open completely, the on-board computer of the spacecraft had to be reprogrammed to establish a completely new telecommunications link. New flight-software was installed in the spacecraft computer in April and May 1996 \[Statman and Deutsch, 1997\] which provided a new mode for high-rate dust data transmission to the Earth, the so-called realtime science mode (RTS). In RTS mode, DDS data were read-out either every 7.1 or every 21.2 minutes, depending on the spacecraft data transmission rate, and were usually directly transmitted to Earth with a rate of 3.4 or 1.1 bits per second, respectively. For short periods (i.e. $`\pm 1/2\mathrm{h}`$) around satellite closest approaches, DDS data were collected with a higher rate of about 24 bits per second, recorded on the tape recorder (record mode) and transmitted to Earth several days to a few weeks later. Sometimes RTS data for short time intervals were also stored on the tape recorder and transmitted later but this did not change the labelling – they are called RTS.

In RTS and record mode only seven instrument data frames are read-out at a time and transmitted to Earth rather than the complete instrument memory. Six of the frames contain the information of the six most recent events in each amplitude range (see Paper I and Section 3 for a definition of the amplitude ranges). The seventh frame belongs to an older event read-out from the instrument memory (FN=7) and is transmitted in addition to the six new events. The position in the instrument memory from which this seventh event is read changes for each read-out so that after 40 read-outs the complete instrument memory gets transmitted (note that the contents of the memory may change significantly during the time period of 40 read-outs if high event rates occur). Although fewer data frames can be read-out this way at a time, the number of new events that can be transmitted to Earth in a given time period is much larger than with MROs because the read-outs occur much more frequently.

In 1996, RTS and record data were obtained during a period of 100 days (Fig. 1). During the remaining times when DDS was operated in neither RTS nor record mode, MROs occurred at several day intervals. Except before 29 March 1996 the MROs were frequent enough so that no ambiguities occurred in the time-tagging (i.e. MROs occurred at intervals smaller than 46 days).

Insert Tab. 1

Table 1 lists significant mission and dust instrument events for 1996. A comprehensive list of earlier events can be found in Papers II and IV. After Galileo’s Io and Jupiter fly-bys on 7 December 1995, the channeltron high voltage of DDS was switched off completely. More than three months later, on 27 March 1996, the instrument was reactivated and brought into the same nominal mode with which it was operated during most of Galileo’s interplanetary cruise to Jupiter: the channeltron voltage was set to 1020 V (HV = 2), the event definition status was set such that the channeltron or the ion-collector channel can independently initiate a measurement cycle (EVD = C,I) and the detection thresholds for the charges on the ion-collector, channeltron, electron-channel and entrance grid were set (SSEN = 0, 0, 1, 1). This was also the nominal configuration for most of the orbital tour in the Jovian system. Detailed descriptions of the symbols are given in Paper I.

When Galileo performed its first passage through the inner Jovian system after insertion into an orbit about Jupiter (G1 orbit, June 1996) DDS was operated in its nominal mode as described above. This was also the mode DDS was operated in during Galileo’s 6 year interplanetary cruise. In this mode high channeltron noise rates were recorded within about 20$`\mathrm{R}_\mathrm{J}`$ distance from Jupiter (Jupiter radius, $`\mathrm{R}_\mathrm{J}=71,492\mathrm{km}`$) which reached values of up to 10,000 events per minute (Fig. 3). Because the time the onboard computer of DDS needs to process data from a single event (impact or noise) is about 10 msec \[Grün et al., 1995c\], significant dead time is produced when the event rate exceeds 6,000 per minute. Hence, only very few dust impacts could be recorded from day 179.5 to 181.0 in 1996. During all later orbits of Galileo’s prime Jupiter mission the event definition status and the detection threshold for the channeltron charge were changed within 18$`\mathrm{R}_\mathrm{J}`$ (see Tab. 1). This reduced the noise sensitivity in the inner Jovian system and effectively prevented dead-time problems in the G2 and all later orbits.

Insert Fig. 3

During the Jupiter orbital tour of Galileo, orbit trim maneuvers (OTMs) have been executed around perijove or apojove passages to target the spacecraft to close encounters with the Galilean satellites. A few of these maneuvers required changes in the spacecraft attitude off the nominal Earth pointing direction (see Fig. 2). In one case, on 9 September 1996, the spacecraft was turned by $`88^{}`$. In addition, dedicated spacecraft turns occurred typically in the inner Jovian system within a few days around perijove to allow for imaging observations with Galileo’s cameras or to maintain the nominal Earth pointing direction. A large turn by $`99^{}`$ off the Earth direction occurred on 8 November 1996. Both attitude changes on 9 September and 8 November were large enough that DDS could record impacts of dust stream particles at times when these particles would have been undetectable with the nominal spacecraft orientation \[Grün et al., 1998\].

A spacecraft anomaly occurred on 24 August 1996 and no dust data were obtained until 31 August when the spacecraft was recovered. Although the dust instrument continued to collect data they could not be transmitted to Earth and most of them were lost. The data set for only 5 grains detected in this time period was transmitted as data read from the instrument memory (FN=7).

DDS classifies and counts all registered events with 24 dedicated accumulators (see Section 3 and Paper I). During Galileo’s first orbits about Jupiter (G1, G2 and C3) unanticipated high rates occurred in two of the highest quality categories and unrecognized accumulator overflows may have occurred. To detect such overflows, DDS was reprogrammed on 4 December 1996 by adding two overflow counters. The details of this reprogramming and the significance of possible accumulator overflows are described in Section 3.

## 3 Impact events

DDS classifies all events – real impacts of dust particles and noise events – into one of 24 different categories (6 amplitude ranges for the charge measured on the ion collector grid and 4 event classes) and counts them in 24 corresponding 8 bit accumulators (Paper I). In interplanetary space most of the 24 categories described above were relatively free from noise and only sensitive to real dust impacts, except for extreme situations like the crossings of the radiation belts of Earth, Venus (Paper II) and Jupiter (Paper IV). During most of Galileo’s initial three years of interplanetary cruise only the lowest amplitude and class categories – AC01 (event class 0, amplitude range 1, AR1), AC11, and AC02 – were contaminated by noise events (Paper II). In July 1994 the onboard classification scheme of DDS was changed to identify smaller dust impacts in the data. With the modified scheme noise events were usually restricted to class 0 but may have occurred in all amplitude ranges. All events in higher quality classes detected in the low radiation environment of interplanetary space were true dust impacts (class 0 may still contain unrecognized dust impacts).

In the extreme radiation environment of the Jovian system, a different noise behaviour of the instrument was recognized: especially when Galileo was within about 20 $`\mathrm{R}_\mathrm{J}`$ from Jupiter the higher event classes were contaminated by noise (see also Paper IV). This noise, which affects class 1 and class 2, is unrelated to the channeltron noise shown in Fig. 3. In an analysis of the whole dust data set from Galileo’s prime Jupiter mission, noise events could be eliminated from class 2 \[Krüger et al., 1999c\]. Class 1 events, however, show signatures of being nearly all noise events in the Jovian environment. We therefore consider the class 3 and the denoised class 2 impacts as the complete set of dust data from Galileo’s Jupiter tour. Apart from a missing third charge signal – class 3 has three charge signals and class 2 only two – there is no physical difference between dust impacts categorized into class 2 or class 3.

In this paper the terms ”small“ and ”big“ have the same meaning as in Paper IV (which is different from the terminology of Paper II). We call all particles in class 2 and class 3 in the amplitude ranges 2 and higher (AR2 to AR6) ”big“. Particles in the lowest amplitude range (AR1) are called ”small“. This distinction separates the small Jovian dust stream particles from bigger grains which are mostly detected between and near the Galilean satellites.

In RTS and record mode the time between two readouts of the instrument memory determines the number of events in a given time period for which their complete information can be transmitted. Thus, the complete information on each impact is transmitted to Earth when the impact rate is below one impact per either 7.1 or 21.2 minutes in RTS mode or one impact per minute in record mode. If the impact rate exceeds these values, the detailed information of older events is lost because the full data set of only the latest event is stored in the DDS memory.

Furthermore, in these two modes the time between two read-outs also limits the accuracy with which the impact time can be determined. It is 7.1 or 21.2 minutes in RTS mode and about one minute in record mode, respectively. During times when only MROs occurred, the accuracy is limited by the increment of the DDS internal clock, i.e. 4.3 hours.

Because of the large differences in the timing accuracy in the various read-out modes, we have defined a new parameter, time error value – TEV, that determines the accuracy of the impact time of a dust particle in minutes. TEV has been rounded to the next higher integer. In RTS and record mode, TEV is usually simply the time between two read-outs, i.e. TEV = 8 or 22 min in RTS or TEV = 2 min in record mode, respectively. During gaps in the data transmission, i.e. when data packets were lost, multiples of these values occur. Usually, the given impact time of a dust particle is identical with the readout time of the instrument, which means that the impact has occurred some time in the period impact time minus TEV. This is the case for almost all impacts in AR2 to AR6 and more than 70% of the impacts in AR1. For example the impact of particle 3497 in Tab. 5 (TEV = 8 min) occurred between 96-180 10:06 and 96-180 10:14.

Data frames belonging to older events not transmitted immediately after impact but transmitted later (as the seventh event from each read-out, FN=7) have impact times interpolated to lie between the times of the two adjacent read-outs. Their TEV value is equal to the time interval between these adjacent read-outs. For MROs the impact time has been interpolated to the middle of the time interval defined by the DDS internal clock. The corresponding TEV is 259 min $`4.3\mathrm{h}`$. For example, impact 3780 in Tab. 5 (TEV = 259 min) occurred at 96-241 23:55 $`\pm 259/2`$ min.

DDS records and counts the number of all dust particle impacts and noise events with 8 bit accumulators. The time between two readouts of the instrument memory determines the maximum rate which can unambiguously be derived from the accumulators. At rates below $`256/\mathrm{\hspace{0.17em}7.1}36\mathrm{min}^1`$ or $`256/\mathrm{\hspace{0.17em}21.2}12\mathrm{min}^1`$ in RTS mode and below $`200\mathrm{min}^1`$ in record mode the accumulator values transmitted to Earth represent the true event rates. During times of higher event rates an unknown number of accumulator overflows occurred which led to ambiguities in the number of events derived from the accumulators. Thus, the derived rates may be underestimated.

To cope with unanticipated high rates in the inner Jovian system (see Fig. 4 and Grün et al. \[Grün et al., 1998\]) DDS was reprogrammed on 4 December 1996. Two of the 24 accumulators (AC05 and AC06) were modified to count the number of accumulator overflows of the two highest quality classes in the lowest amplitude range (AC21 and AC31). Since then the maximum recordable rate in RTS mode is $`256^2/\mathrm{\hspace{0.17em}7.1}9,000\mathrm{min}^1`$ or $`256^2/\mathrm{\hspace{0.17em}21.2}3,000\mathrm{min}^1`$, depending on the readout interval, and about $`25,000\mathrm{min}^1`$ in record mode. These rates have never been exceeded since the DDS reprogramming.

The collection of data mostly relied on MROs when DDS detected relatively low impact and noise rates. The timing accuracy of these events, however, is less precise (TEV = 259).

Insert Fig. 4

Table 2 lists the number of all dust impacts and noise events identified with the Galileo dust sensor in 1996 as deduced from the accumulators of classes 2 and 3. Depending on the event rate, the numbers are given in intervals from half a day to a few weeks (the numbers with the highest time resolution achievable are available in electronic form only and are provided to the data archiving centers). For these two classes with the lowest amplitude range AR1 the complete data set for only 2% of the detected events was transmitted, the remaining 98% of events were only counted. Nearly all data sets for events in higher amplitude ranges were transmitted, although a few were also lost in AR2 and AR3. We give only the number of events in classes 2 and 3 because they have been shown to contain real dust impacts: class 3 is practically noise free (although Krüger et al. \[Krüger et al., 1999c\] found indications for a very small number of noise events in class 3, AR1, in the inner Jovian system). Class 2 is strongly contaminated by noise events in the inner Jovian system (within about $`20\mathrm{R}_\mathrm{J}`$ from Jupiter).

Insert Tab. 2

The data set we present here has been denoised according to the criteria derived by Krüger et al. \[Krüger et al., 1999c\]. The noise contamination factor $`f_{noi}`$ for class 2 listed in Tab. 2 for the six different amplitude ranges has been derived with two different methods: for AR1 we use the procedure described by \[Krüger et al., 1999c\], i.e. a one day average of the ratio between the number of class 2 AR1 noise events and the total number of class 2 AR1 events (noise plus dust) for which the full data set is available. This defines the scaling factor $`f_{noi}`$ with which the number AC21 of events derived has to be multiplied in order to get the number of noise events from the AC21 accumulator. It should be noted that the criteria applied to identify noise events in the DDS data have been derived with our present knowledge of the instrument behaviour in the Jovian environment. Future analyses may lead to an improved picture of the noise characteristics and to modified algorithms for noise rejection.

For the higher amplitude ranges AR2 to AR6 the full data set is available for most detected events. Thus, from the charge amplitudes and rise times we can determine for each accumulator increment listed in Tab. 2 whether it was due to a noise event or a dust impact. During time intervals when the complete data set for some but not all detected events was transmitted, $`f_{noi}`$ has been calculated from those events for which the full data set is available and it has been assumed that this noise ratio applies to all events detected (i.e. also counted) in this time interval.

It should be noted that the noise identification criteria used here are exactly those derived in \[Krüger et al., 1999c\]. The analysis of the latest data after 1997 has shown that the noise behaviour of the dust sensor has changed due to instrument ageing (see Section 4). Different noise identification criteria have to be applied to later data. Data from 1996 published in this paper are not affected.

The noise identification criteria of Krüger et al. \[Krüger et al., 1999c\] which have been applied to the 1996 data have been developed to separate the tiny Jupiter stream particles from noise events. However, they do not work very well to distinguish secondary ejecta grains detected during close satellite fly-bys from noise events. We therefore applied a different technique to identify ejecta grains which is summarised in Tab. 3 and 4.

During all four satellite fly-bys in 1996 the detection geometry was such that ejecta grains could be detected from rotation angles $`180^{}\mathrm{ROT}360^{}`$ only. During the fly-bys G1, G2 and E4 the impact direction (ROT) could be used as a good parameter to identify ejecta grains because stream particles and ejecta grains approached from opposite directions \[Krüger et al., 1999e\]. During the C3 fly-by, however, the stream particles approached from the same direction as the ejecta grains and the measured impact velocities of the dust particles had to be used as an additional parameter to identify the ejecta \[Krüger et al., 2000\]. The C3 fly-by velocity of Galileo was $`8.0\mathrm{km}\mathrm{s}^1`$ and we included only particles with a measured impact velocity below $`10.0\mathrm{km}\mathrm{s}^1`$ in the data set. For the Ganymede and Europa fly-bys we did not limit the velocity range of the grains.

For all four satellite fly-bys of 1996 we included only particles within the approximate Hill radius of the satellite, except for Europa where we used a larger altitude limit because the present data analysis indicates that this dust cloud may be more extended. Denoising has been shown to be important for class 2 in the inner Jovian system \[Krüger et al., 1999c\], i.e. within about $`15\mathrm{R}_\mathrm{J}`$ from Jupiter. We therefore denoised the data from the Europa fly-by but did not denoise the data from the Ganymede and Callisto fly-bys. For denoising of the Europa data we used a slightly different noise separation scheme than Krüger et al. \[Krüger et al., 1999c\]. Events which fulfil the criteria listed in Tab. 4 have been rejected as noise.

Insert Tab. 3

Insert Tab. 4

During the first three passages through the inner Jovian system (G1, G2 and C3) an unknown number of accumulator overflows occurred in the lowest amplitude range, especially in class 2. Therefore, the numbers before the instrument reprogramming on 4 December 1996 given in Tab. 2 should be treated as lower limits, specifically when the corresponding rates are close to the maximum recordable rates described above. For numbers after 13 December 1996 (when the instrument was read out in RTS mode) overflows of the AC21 and AC31 accumulators are fully taken into account and the numbers given in Tab. 2 represent the true numbers of detected events. Between 4 and 13 December accumulator overflows are also taken into account but due to high dust impact rate and the instrument readout mode with memory readouts occurring at a few day intervals unrecognized overflows may also have happened. Thus, in this time interval impact rates should also be treated with caution.

To our present understanding the lower quality classes 0 and 1 contain only noise events and are therefore not considered here. Future efforts, however, may also lead to the identification of some dust impacts in these low quality classes.

The dust impact rate recorded by DDS in 1996 as deduced from the class 2 and 3 accumulators is shown in Fig. 4. The impact rate measured in the lowest amplitude range (AR1) and the one measured in the higher amplitude ranges (AR2 to AR6) are shown separately because they reflect two distinct populations of dust. AR1 contains mostly stream particles which have been measured throughout the Jovian system. Bigger particles (AR2 to AR6) have been mostly detected between the Galilean satellites. This is illustrated in the diagram: the impact rate for AR1 gradually increases when Galileo approaches the inner Jovian system, whereas it shows narrow peaks close to the perijove passages in the case of the bigger (AR2 to AR6) impacts. Diagrams showing the class 3 AR1 impact rate with a much higher time resolution and as a function of distance from Jupiter have been published by Grün et al. \[Grün et al., 1998\] and are not repeated here.

The impact rates of AR1 particles measured in the inner Jovian system reached maximum values of about $`20\mathrm{min}^1`$ during the G1, G2, and C3 orbits. These values are close to the saturation limit caused by unrecognized accumulator overflows (see above) and higher short-time peaks may have occurred. More than 100 impacts per minute have been detected in E4 (1996, day 350) which represents the highest impact rate recorded during Galileo’s prime mission. Such a high rate could only be recorded in RTS mode after the reprogramming on 4 December 1996.

Table 5 lists the data sets for all 95 big particles detected in classes 2 and 3 between January and December 1996 for which the complete information exists. Class 2 particles have been separated from noise by applying the criteria developed by Krüger et al. \[Krüger et al., 1999c\] except for the satellite fly-bys (see above). We do not list the small stream particles (AR1) in Tab. 3 because their masses and velocities are outside the calibrated range of DDS and they are by far too abundant to be listed here (secondary ejecta grains in AR1 are also omitted). The complete information of a total of 5258 small dust particles has been transmitted in 1996. The stream particles are believed to be about 10 nm in size and their velocities exceed $`200\mathrm{km}\mathrm{s}^1`$ \[Zook et al., 1996\]. Any masses and velocities derived for these particles with existing calibration algorithms would be unreliable. The full data set for all 5353 small and big particles is submitted to the data archiving centers and is available in electronic form. A total number of 9119 events (dust plus noise in all amplitude ranges and classes) were transmitted in 1996, each with a complete data set.

Insert Tab. 5

In Tab. 5 dust particles are identified by their sequence number and their impact time. Gaps in the sequence number are due to the omission of the small particles. The time error value (TEV) as defined above is listed next. Then the event category – class (CLN) and amplitude range (AR) – are given. Raw data as transmitted to Earth are displayed in the next columns: sector value (SEC) which is the spacecraft spin orientation at the time of impact, impact charge numbers (IA, EA, CA) and rise times (IT, ET), time difference and coincidence of electron and ion signals (EIT, EIC), coincidence of ion and channeltron signal (IIC), charge reading at the entrance grid (PA) and time (PET) between this signal and the impact. Then the instrument configuration is given: event definition (EVD), charge sensing thresholds (ICP, ECP, CCP, PCP) and channeltron high voltage step (HV). See Paper I for further explanation of the instrument parameters, except TEV which is introduced above.

The next four columns in Tab. 3 give information about Galileo’s orbit: ecliptic longitude and latitude (LON, LAT) and distance from Jupiter ($`\mathrm{D}_{\mathrm{Jup}}`$, in $`\mathrm{R}_\mathrm{J}`$). The next column gives the rotation angle (ROT) as described in Sect. 2. Whenever this value is unknown, ROT is arbitrarily set to 999. This occurs 10 times in the full data set that includes the small particles. Then follows the pointing direction of DDS at the time of particle impact in ecliptic longitude and latitude ($`\mathrm{S}_{\mathrm{LON}}`$, $`\mathrm{S}_{\mathrm{LAT}}`$). When ROT is not valid $`\mathrm{S}_{\mathrm{LON}}`$ and $`\mathrm{S}_{\mathrm{LAT}}`$ are also useless. Mean impact velocity (v) and velocity error factor (VEF, i.e. multiply or divide stated velocity by VEF to obtain upper or lower limits) as well as mean particle mass (m) and mass error factor (MEF) are given in the last columns. For VEF $`>6`$, both velocity and mass values should be discarded. This occurs for 8 impacts. No intrinsic dust charge values are given \[Svestka et al., 1996\].

Entries for the parameter PA in Tab. 3 sometimes have values between 49 and 63 although the highest possible value is 48 (Paper I). This is also inherent in all Galileo and Ulysses data sets published earlier (Papers II to V) and it is due to a bit flip. According to our present understanding the correct PA values are obtained by subtracting 32 from all entries which have values between 49 and 63. Values of 48 and lower should remain unchanged.

## 4 Analysis

The positive charge measured on the ion collector, $`Q_I`$, is the most important impact parameter determined by DDS because it is rather insensitive to noise. Figure 5 shows the distribution of $`Q_I`$ for the full 1996 data set (small and big particles together). Ion impact charges have been detected over the entire range of six orders of magnitude the instrument can measure. One impact (or about 0.02% of the total) is close to the saturation limit of $`Q_I10^8\mathrm{C}`$ and may thus constitute a lower limit of the actual impact charge. The impact charge distribution of the big particles ($`Q_I>10^{13}\mathrm{C}`$) follows a power law with index $`0.31`$ and is shown as a dashed line. This slope is close to the value of $`1/3`$ given for Galileo in Paper II for the inner solar system. It is flatter than the $`1/2`$ given for Ulysses in Paper III and the $`0.43`$ given for Galileo in Paper IV, which both mainly reflect the outer solar system. The slopes indicate that, on average, bigger particles have been detected in the inner solar system and in the Jovian system than in the interplanetary space of the outer solar system. This is in agreement with a smaller relative contribution of interstellar particles in the inner solar system and in the Jovian system. Note that the Jovian stream particles (AR1) have been excluded from the power law fit.

Insert Fig. 5

In Fig. 5 the small stream particles ($`Q_I<10^{13}\mathrm{C}`$) are collected in two histogram bins. Their number per individual digital step is shown separately in Fig. 6 to analyse their behaviour in more detail. The distribution flattens for impact charges below $`3\times 10^{14}\mathrm{C}`$. This indicates that the sensitivity threshold of DDS may not be sharp and it is consistent with the number of impacts with the lowest impact charges $`Q_I`$ not being complete due to the low data transmission capability of Galileo. The impact charge distribution for small particles with $`Q_I>3\times 10^{14}\mathrm{C}`$ follows a power law with index -4.5. This indicates that the size distribution of the small stream particles rises steeply towards smaller particles. It is much steeper than the distribution of the big particles shown in Fig. 5.

Insert Fig. 6

The ratio of the channeltron charge $`Q_C`$ and the ion collector charge $`Q_I`$ is a measure of the channeltron amplification A which is an important parameter for dust impact identification (Paper I). The in-flight channeltron amplification was determined in Papers II and IV for the initial six years of the Galileo mission to identify a possible degrading of the channeltron. For a channeltron high voltage of 1020 V (HV = 2) the amplification $`Q_C/Q_I`$ obtained for $`10^{12}\mathrm{C}Q_I10^{10}\mathrm{C}`$ was $`\mathrm{A}1.6`$ and $`1.4`$, respectively. Here we repeat the same analysis for the 1996 data set. Figure 7 shows the charge ratio $`Q_C/Q_I`$ as a function of $`Q_I`$ for the same high voltage as in the previous papers. The charge ratio $`Q_C/Q_I`$ determined for $`10^{12}\mathrm{C}Q_I10^{10}\mathrm{C}`$ is $`\mathrm{A}1.8`$. This is close to the earlier values and shows that there is no ageing of the channeltron detectable. Channeltron ageing is seen in the data after 1996 which will be the subject of a future publication.

Insert Fig. 7

Figure 8 displays the calibrated masses and velocities of all 5353 dust grains detected in 1996. Impact velocities have been measured over almost the entire calibrated range from 2 to $`70\mathrm{km}\mathrm{s}^1`$, and the masses vary over 8 orders of magnitude from $`10^7\mathrm{g}`$ to $`10^{15}\mathrm{g}`$. The mean errors are a factor of 2 for the velocity and a factor of 10 for the mass. Impact velocities below about $`3\mathrm{km}\mathrm{s}^1`$ should be treated with caution. Anomalous impacts onto the sensor grids or structures other than the target generally lead to prolonged rise times of the charge signals. This in turn results in artificially low impact velocities and high dust particles masses.

Insert Fig. 8

The mass range populated by the particles is by two orders of magnitude smaller than that reported from the initial six years of the mission. The largest and smallest masses reported earlier, however, are at the edges of the calibrated velocity range of DDS and, hence, they are the most uncertain. Any clustering of the velocity values is due to discrete steps in the rise time measurement but this quantization is much smaller than the velocity uncertainty. Masses and velocities in the lowest amplitude range (AR1, particles indicated by plus signs) should be treated with caution. These are mostly Jovian stream particles for which we have clear indications that their masses and velocities are outside the calibrated range of DDS \[Zook et al., 1996\] (J. C. Liou, priv. comm.). The particles are probably much faster and smaller than implied by Fig. 8. On the other hand, the mass and velocity calibration is valid for the bigger particles \[Krüger et al., 1999e, Krüger et al., 2000\]. For many particles in the lowest two amplitude ranges (AR1 and AR2) the velocity had to be computed from the ion charge signal alone which leads to the striping in the lower mass range in Fig. 8 (most prominent above $`10\mathrm{km}\mathrm{s}^1`$). In the higher amplitude ranges the velocity could normally be calculated from both the target and the ion charge signal which leads to a more continuous distribution in the mass-velocity plane.

Although no ageing of the channeltron could be found from Fig. 7 with the 1996 data set, other indications for ageing of DDS caused by the effects of the harsh radiation environment in the inner Jovian magnetosphere have been found: (1) The measured instrument current, which had a constant value of about 77.5 mA during the interplanetary cruise of Galileo, began to drop by 3% per year when the spacecraft was injected into the Jovian system in December 1995. This drop is mostly likely caused by radiation-induced ageing of a resistor and is inherent to the measurement process itself rather than being related to a real drop in the instrument current. (2) Changes in the test pulses generated by the instrument-built in test pulse generator. (3) A drift in the mean target and ion collector rise time signals ET and IT. Although it is best recognized in the data set for AR1, it may also affect the higher amplitude ranges. This drift does not affect the calibration of the 1996 data set but it may have to be taken into account in the mass and speed calibration of later data. The consequences of these ageing effects are under investigation and will be the subject of a future paper.

## 5 Discussion

By far the largest number of particles in the 1996 data set presented here are tiny dust grains originating from Io \[Horányi et al., 1997, Grün et al., 1998, Graps et al., 2000, Heck, 1998\]. These grains almost exclusively populate amplitude range AR1 (see also Fig. 4, upper panel). They approach the sensor as collimated streams and their impact direction shows a characteristic behaviour that can only be explained by grains having a radius of about 10 nm and which strongly interact with the Jovian magnetosphere \[Grün et al., 1998\]. The impact direction of these grains is shown in the upper panel of Fig. 9. On the inbound trajectory, when Galileo approaches Jupiter, the grains were mainly detected from rotaton angles $`270\pm 70^{}`$. This is best seen in the G2 and C3 orbits (1996, days 220 to 250 and 275 to 310) when we had continuous data coverage for the longest time period. One to two days before perijove passage the impact direction shifted by $`180^{}`$ and the particles approached from $`90\pm 70^{}`$. Rotation angles of $`90^{}`$ and $`270^{}`$ are close to the ecliptic plane. The detection geometry is also seen in Fig. 1.

Insert Fig. 9

The tiny dust stream particles could be used for an analysis of the sensitive area of the Galileo dust sensor \[Krüger et al., 1999c\] which could not be done during ground calibration. A detailed analysis of the distribution of the measured rotation angles showed that three of the other instruments on board Galileo obscure the field of view of the dust sensor. This can be seen in the upper panel of Fig. 9 (see also Krüger et al., \[Krüger et al., 1999c\]: there is a reduced number of particles with rotation angles $`\mathrm{ROT}=270\pm 20^{}`$ in the G2 and C3 orbits when Galileo approaches Jupiter. This is best seen on days 200 to 225 and 270 to 285 in 1996. Fewer particles were detected in this time and rotation angle range with respect to the range $`\mathrm{ROT}=310\pm 20^{}`$ and $`\mathrm{ROT}=230\pm 20^{}`$. This is caused by obscuration of the field of view.

Furthermore, the times of the onset of the dust impacts measured in classes 2 and 3 differ significantly which indicated that different sensitive areas apply to stream particles detected as class 2 or 3 impacts, respectively. The times of the onset, $`180^{}`$-shift and cessation of the dust streams are given in Tab. 6. Reliable onset times could be determined for class 3 and for orbits G2 and C3 only. For class 2 and for the other orbits no RTS data were obtained at the times of onset of the dust impacts. Note that Krüger et al. \[Krüger et al., 1999c\] used a larger data set for their analysis of the sensitive area of DDS which included data from 1997.

During the $`180^{}`$-shift the detection rate of class 3 dropped significantly whereas no such drop was seen in the class 2 impact rate. This is consistent with a reduced field of view for class 3 w.r.t. class 2 and the reader is referred to Krüger et al. \[Krüger et al., 1999c\] for details. Especially, the shift for classes 2 and 3 occurred at the same time. Similarly, no time difference in the cessation of impacts in the two classes is noticable because at the cessation the dust streams sweep through the field of view rather quickly.

Insert Tab. 6

A periodogram \[Scargle, 1982\] of the dust impact rate measured in 1996 shows 5 and 10 h periodicities which are caused by the interaction of the dust grains with Jupiter’s rotating magnetosphere (Fig. 10). Another strong peak occurs at Io’s orbital frequency of 42 h. In addition, there are side lobes at Io’s orbital frequency plus or minus Jupiter’s rotation frequency (10 h rotation period) or twice that frequency (5 h), respectively. If Io’s orbital frequency is a carrier frequency, then the side frequencies show that Jupiter’s rotation frequency amplitude-modulates Io’s signal. Graps et al. \[Graps et al., 2000\] have analysed a larger data set from 1996 and 1997 and used these findings – among other arguments – to conclude that Io is the source of the dust streams \[Graps et al., 2000\].

Insert Fig. 10

The lower panel of Fig. 9 shows the rotation angle for a second population of dust grains, namely bigger micrometer-sized grains. These grains are concentrated in the inner Jovian system forming a tenuous dust ring between the Galilean satellites. Modelling \[Krivov et al., 2001\] has shown that this ring is fed by particles escaping from impact-generated dust clouds around the Galilean moons \[Krüger et al., 1999e, Krüger et al., 2000\]. The impact directions and impact times imply that two groups of grains exist in the dust ring: particles on prograde and retrograde orbits about Jupiter, respectively \[Colwell et al., 1998, Thiessenhusen et al., 2000\]. Prograde particles are much more abundant than retrograde ones \[Thiessenhusen et al., 2000\]. A fraction of the retrograde grains may be interplanetary or interstellar particles captured by the Jovian magnetosphere \[Colwell et al., 1998\].

Acknowledgements. The authors thank the Galileo project at JPL for effective and successful mission operations. We are grateful to Mark Sykes whose careful evaluations improved the Galileo and Ulysses dust data sets submitted to the Planetary Data System. We thank our referees, Alexander V. Krivov and Larry W. Esposito, for providing valuable suggestions which improved the presentation of our results. This work has been supported by the Deutsches Zentrum für Luft- und Raumfahrt (DLR).


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# Vibrating Quantum Billiards on Riemannian Manifolds

## Abstract

Quantum billiards provide an excellent forum for the analysis of quantum chaos. Toward this end, we consider quantum billiards with time-varying surfaces, which provide an important example of quantum chaos that does not require the semiclassical ($`\mathrm{}0`$) or high quantum-number limits. We analyze vibrating quantum billiards using the framework of Riemannian geometry. First, we derive a theorem detailing necessary conditions for the existence of chaos in vibrating quantum billiards on Riemannian manifolds. Numerical observations suggest that these conditions are also sufficient. We prove the aforementioned theorem in full generality for one degree-of-freedom boundary vibrations and briefly discuss a generalization to billiards with two or more degrees-of-vibrations. The requisite conditions are direct consequences of the separability of the Helmholtz equation in a given orthogonal coordinate frame, and they arise from orthogonality relations satisfied by solutions of the Helmholtz equation. We then state and prove a second theorem that provides a general form for the coupled ordinary differential equations that describe quantum billiards with one degree-of-vibration boundaries. This set of equations may be used to illustrate KAM theory and also provides a simple example of semiquantum chaos. Moreover, vibrating quantum billiards may be used as models for quantum-well nanostructures, so this study has both theoretical and practical applications.

### MSC NOS 37J40, 37K25, 53Z05

## 1 Introduction

The study of quantum billiards encompasses an essential subdiscipline of applied dynamics. Within this field, the search for chaotic behavior is one component of a large segment of literature concerning quantum chaos. The radially vibrating spherical billiard, for example, may be used as a model for particle behavior in the nucleus as well as for the quantum dot microdevice component.. Additionally, the vibrating cylindrical quantum billiard may be used as a model for the quantum wire, another microdevice. Other geometries of vibrating quantum billiards have similar applications. Moreover, vibrating quantum billiards may be used to model Fermi accelerators, which provide a description of cosmic ray acceleration. The study of quantum chaos in vibrating quantum billiards is thus important both because it expands the mathematical theory of dynamical systems and because it can be applied to problems in chemical and mesoscopic physics.

Quantum billiards have been studied extensively in recent years. These systems describe the motion of a point particle undergoing perfectly elastic collisions in a bounded domain with Dirichlet boundary conditions. Blümel and Esser found quantum chaos in the linear vibrating quantum billiard. Liboff and Porter extended these results to spherical quantum billiards with vibrating surfaces and derived necessary conditions for these systems to exhibit chaotic behavior. One of the primary goals of this paper is to generalize these results to other geometries.

In the present work, we derive necessary conditions for the existence of chaos in vibrating quantum billiards on Riemannian manifolds. We prove such a result in full generality for one degree-of-freedom boundary vibrations (henceforth termed degree-of-vibration (dov)) and also briefly discuss a generalization to quantum billiards with two or more dov. In the “vibrating quantum billiard problem,” the boundaries of the billiard are permitted to vary with time. The degree-of-vibration of the billiard describes the number of independent boundary components that vary with time. If the boundary of the billiard is stationary, it is said to have zero dov. The radially vibrating sphere and the linear vibrating billiard each have one dov. The rectangular quantum billiard in which both the length and width are time-dependent has two dov.

The requisite conditions for chaotic behavior in one dov billiards are direct consequences of the separability of the Helmholtz equation in a given orthogonal coordinate frame, and they arise from orthogonality relations satisfied by solutions of the Helmholtz equation. We also state and prove a second theorem that gives a general form for the coupled ordinary differential equations that describe quantum billiards with one dov. These equations provide an illustration of KAM theory, so they are important for both research and expository pursuits.

## 2 Quantum Billiards with One Degree-of-Vibration

Quantum billiards describe the motion of a point particle of mass $`m_0`$ undergoing perfectly elastic collisions in a domain in a potential $`V`$ with a boundary of mass $`Mm_0`$. (Though $`m_0/M`$ is small, we do not pass to the limit in which this ratio vanishes.) With this condition on the mass ratio, we assume that the boundary does not recoil from collisions with the point particle confined therein. Point particles in quantum billiards possess wavefunctions that satisfy the Shrödinger equation and whose time-independent parts satisfy the Helmholtz equation. Globally separable quantum billiards with “stationary” (i.e., zero dov) boundaries exhibit only integrable behavior. That is, the motion of their associated wavefunctions may only be periodic and quasiperiodic. Two types of quantum billiard systems in which this global separability assumption is violated are ones with concave boundary components and ones with composite geometry. Both of these situations exhibit so-called “quantized chaos” (or “quantum chaology”). Perhaps the best-known example of a geometrically composite quantum billiard is the stadium billiard, which consists of two semicircles connected by lines to form a ‘stadium.’ In the present paper, we retain the assumption of global separability but permit the boundaries of the quantum billiards to vary with time.

### 2.1 Necessary Conditions for Chaos

In Liboff and Porter, it was shown that any $`k`$-superposition state of the radially vibrating spherical quantum billiard must include a pair of eigenstates with rotational symmetry (in other words, with equal orbital ($`l`$) and azimuthal ($`m`$) quantum numbers) in order for the superposition to exhibit chaotic behavior. One of the goals of the present paper is to prove the following generalization:

###### Theorem 1

Let $`X`$ be an $`s`$-dimensional Riemannian manifold with (Riemannian) metric $`g`$. Assume the Helmholtz operator $`T^2+\lambda ^2`$ is globally separable on $`(X,g)`$, so that one may write the wave-function $`\psi `$ as the superposition

$$\psi (x)=\underset{n}{}\alpha _n(t)A_n(t)\psi _n(x),$$
(1)
where $`x(x_1,\mathrm{},x_s)`$ is the position vector, $`n(n_1,\mathrm{},n_s)`$ is a vector of quantum numbers, and

$$\psi _n(x)=\underset{j=1}{\overset{s}{}}f_j^{(n_j)}(x_j)$$
(2)
is a product of $`s`$ “component functions” $`f_j^{(n_j)}(x_j)`$. The parameter $`\alpha _n`$ is a normalization constant, and $`A_n(t)`$ is a complex amplitude. If the quantum billiard of boundary mass $`M`$ defined on $`(X,g)`$ experiences one dov in a potential $`V=V(a)`$, where $`a`$ describes the time-dependent dimension of the boundary, then for any $`k`$-term superposition state to manifest chaotic behavior, it is necessary that there exist a pair among the $`k`$ states whose $`s1`$ quantum numbers not corresponding to the vibrating dimension are pairwise equal. (That is, for some pair of eigenstates with respective quantum numbers $`(n_{k_1},\mathrm{},n_{k_{s1}})`$ and $`(n_{k_1}^{},\mathrm{},n_{k_{s1}}^{})`$ corresponding to non-vibrating dimensions, one must have $`n_{k_j}=n_{k_j}^{}`$ for all $`j\{1,\mathrm{},s1\}`$.)

In words, the above theorem states that given a globally separable vibrating billiard, a superposition state of a one dov quantum billiard whose geometry is described by an $`s`$-dimensional orthogonal coordinate system must have a pair of eigenstates with $`(s1)`$ equal quantum numbers corresponding to the stationary dimensions of the billiard’s boundary in order to exhibit chaotic behavior. For a discussion of the separability of the Helmholz operator, see Appendix I. Examples of manifolds on which this operator is globally separable include well-known ones such as rectangular, cylindrical (polar), and spherical coordinates and lesser-known ones such as elliptical cylindrical coordinates, parabolic cylindrical coordinates, prolate spheroidal coordinates, oblate spheroidal coordinates, and parabolic coordinates. Note that the preceeding list does not exhaust all possible coordinate systems. (There are others in $`^2`$ and $`^3`$ and the preeceding examples may be generalized to manifolds in higher dimensions for which separability is retained.) Appendix I includes a general procedure for determining if the Helmholz equation is separable for a given coordinate system.

Applying the above theorem to the radially vibrating spherical quantum billiard, one finds that rotational symmetry between some pair of eigenstatesstates in the superposition is required in order for the system to exhibit chaotic behavior. That is, the azimuthal and orbital quantum numbers of two of the states in the superposition must be equal. The value of the principal quantum number $`n`$ does not affect the existence of chaos.

The solution of the Schrödinger equation is of the form

$$\psi (r,t)=\underset{n=1}{\overset{\mathrm{}}{}}A_n\alpha _ne^{\frac{iE_nt}{\mathrm{}}}\psi _n(r).$$
(3)
Absorbing the resulting time-dependence (in the phase) into the coefficient $`A_n(t)`$ yields

$$\psi (r,t)=\underset{n=1}{\overset{\mathrm{}}{}}A_n(t)\alpha _n(t)\psi _n(r,t).$$
(4)
In order to examine the present problem, consider a 2-term superposition state of the vibrating billiard in $`(X,g)`$. The results for a $`k`$-term superposition state follow from considering the terms pairwise. The superposition between the $`n`$th and $`q`$th states is given by

$$\psi _{nq}(x,t)\alpha _nA_n(t)\psi _n(x,t)+\alpha _qA_q(t)\psi _q(x,t).$$
(5)
We substitute this wavefunction into the time-dependent Schrödinger equation

$$i\mathrm{}\frac{\psi (x,t)}{t}=\frac{\mathrm{}^2}{2m}^2\psi (x,t),\text{ }xX,$$
(6)
where the kinetic energy corresponding to the Hamiltonian of the particle confined within the billiard is given by

$$K=\frac{\mathrm{}^2}{2m}^2.$$
(7)
The total Hamiltonian of the system is given by

$$H(a_1,\mathrm{},a_s,P_1,\mathrm{},P_s)=K+\underset{j=1}{\overset{s}{}}\frac{P_j^2}{2M_j}+V,$$
(8)
where $`a_1,\mathrm{},a_s`$ represent the time-varying boundary components, and the walls of the quantum billiard are in a potential $`V`$ and have momenta $`P_j`$ with corresponding masses $`M_j`$. The particle kinetic energy $`K`$ is the quantum-mechanical (fast) component of the Hamiltonian, whereas the remainder of the Hamiltonian—representing the potential and kinetic energies of the billiard boundary—is the classical (slow) component in this semi-quantum system. We use an adiabatic (Born-Oppenheimer) approximation by only considering the quantum-mechanical component $`K`$ of this coupled classical-quantum system as the Hamiltonian in the Schrödinger equation. The Born-Oppenheimer approximation is commonly used in mesoscopic physics. In this analysis, we also neglect Berry phase.

For the present configuration, we assume that V does not depend explicitly on time. That is,

$$V=V(a_1,\mathrm{},a_s).$$
(9)
Note that we are applying nonlinear boundary conditions:

$$\psi (a_1(t),\mathrm{},a_s(t))=0.$$
(10)
Taking the expectation of both sides of (6) for the state (5) gives the following relations:

$$\psi _{nq}|\frac{\mathrm{}^2}{2m}^2\psi _{nq}=K(|A_n|^2,|A_q|^2,a_1,\mathrm{},a_s)$$

$$i\mathrm{}\psi _{nq}|\frac{\psi _{nq}}{t}=i\mathrm{}[\dot{A}_nA_q^{}+\dot{A}_qA_n^{}+\nu _{nn}|A_n|^2+\nu _{qq}|A_q|^2+\nu _{nq}A_nA_q^{}+\nu _{qn}A_qA_n^{}].$$
(11)
In a one dov billiard, $`a(t)a_1(t)`$ is the only time-dependent boundary term (with corresponding momentum $`P(t)P_1(t)`$), so in this case, the kinetic energy is written

$$K=K(|A_1|^2,|A_2|^2,a),$$
(12)
where we use the notation $`A_1A_n`$, $`A_2A_q`$. The potential energy is given by

$$V=V(a).$$
(13)
In this case, there is a single momentum term in $`H`$ given by $`P^2/2M.`$ Liboff and Porter showed for the radially vibrating spherical billiard that if $`\psi _n`$ and $`\psi _q`$ do not have common angular-momentum quantum numbers, then $`\mu _{nq}=\mu _{qn}=0`$, where the coupling coefficient $`\mu _{nn^{}}`$ is defined by

$$\nu _{nn^{}}\mu _{nn^{}}\frac{\dot{a}}{a}.$$
(14)
We show that the vanishing of these coefficients in any one dov quantum billiard implies non-chaotic behavior of a given superposition state of that billiard. Without such cross terms, one observes that $`\dot{A}_j`$ is a function of only $`A_j`$ and $`a`$:

$$\dot{A}_j=\chi _j(A_j,a).$$
(15)
Therefore, $`|A_j(t)|^2`$ is a function only of $`a(t)`$, and so the present system has the Hamiltonian

$$H(a,P)=K(a)+\frac{P^2}{2M}+V(a),$$
(16)
where

$$P=i\mathrm{}_a\widehat{a}i\mathrm{}\frac{}{a}$$
(17)
is the momentum of the billiard’s boundary. The symbol $`_a`$ represents the component of the gradient in the direction $`\widehat{a}`$. In spherical coordinates, for example, we identify $`\widehat{a}`$ with the unit vector in the radial direction, and thus $`_a`$ represents the component of the gradient in the radial direction.

The Hamiltonian (16) describes an autonomous single degree-of-freedom system, which corresponds to a 2-dimensional autonomous dynamical system, whose non-chaotic properties are well-established. We therefore conclude that at least one of the coupling coefficients $`\mu _{nq}`$ or $`\mu _{qn}`$ must be non-zero for a quantum billiard with one dov to exhibit chaotic behavior. We show below for separable systems (see Appendix I) that the condition for the coupling coefficients $`\mu _{nq}`$ to vanish is a consequence of the orthogonality of the superposition’s component functions $`f_j(x_j)`$ (see equation (45) in Appendix I).

In the case of a $`k`$-term superposition, one considers the coupling coefficients $`\{\mu _{nq}\}`$ of each pair of eigenstates in the superposition. If any one of these coupling terms is non-zero, then one expects the system to exhibit chaotic behavior. Indeed, the fact that the coupling coefficients do not vanish implies that one obtains a 5-dimensional dynamical system (which is really a two degree-of-freedom Hamiltonian system in disguise). One observes numerically that no matter which two terms one considers, the resulting dynamical system behaves chaotically for some set of parameters and initial conditions. Note that the above theorem does not hold for two dov quantum billiards, because if one considers an inseparable potential such as the anharmonic potential, then one has a two degree-of-freedom Hamiltonian system even for cases in which the coupling coefficient vanishes. In the next subsection, we discuss the technical details of the proof of this theorem.

### 2.2 Orthogonality of the Component Functions

Using the method of separation of variables (again see equation (45) in Appendix I) on the Helmholtz equation for a system with $`s`$ degrees-of-freedom, one obtains $`s`$ boundary-value problems to solve. (Note that the ordinary differential equations for $`f_j`$ are Sturm-Liouville problems.) The solutions to such problems may be expressed as eigenfunction expansions . The orthogonality properties of the resulting eigenfunctions are well-known. For each $`j`$,

$$f_j^{n_j}|f_j^{n_j^{}}=\delta _{n_jn_j^{}}.$$
(18)
When taking the expectation of the right side of equation (5), the orthogonality relations satisfied by the $`s`$ component functions $`f_j`$ play an essential role. In the following discussion, fb and mb denote fixed boundaries and movable boundaries, respectively. When calculating the expectation, one must integrate with respect to all $`s`$ variables to see when the inner product in (18) is non-zero. In particular, this inner product is present in each of the cross terms for the $`(s1)`$ fb variables, so those terms vanish unless $`n_j=n_j^{}`$ for each of these $`(s1)`$ variables. By the separability of $`\psi `$, the $`s`$-dimensional expectation integral is expressible as the product of $`s`$ one-dimensional integrals, so each term includes a prefactor that consists of the product of $`(s1)`$ inner products. Using the Chain Rule, one finds that a variable whose corresponding boundary is time-dependent (“mb variables”) will manifest differently in the calculation. Since the fb variables must have corresponding symmetric fb quantum numbers ($`n_j=n_j^{}`$ for all $`j\{k_1,\mathrm{},k_{s1}\}`$) for a two-state superposition to have non-zero coupling coefficients $`\{\mu _{nq}\}`$, and since we showed above that there must be at least one such cross term for a one dov quantum billiard to exhibit chaotic behavior, there must exist a pair of eigenstates whose $`(s1)`$ fb quantum numbers are equal. This completes the proof of Theorem 1.

## 3 Quantum Billiards with Two or More Degrees-of-Vibration

We now generalize the above results to quantum billiards with vibrations of two or more degrees-of-freedom. Suppose that $`\xi `$ of the $`s`$ boundary components are time-dependent and also suppose that the Hamiltonian is separable:

$$H(a_1,\mathrm{},a_\xi ,P_1,\mathrm{},P_\xi )=\underset{j=1}{\overset{\xi }{}}H_j(a_j,P_j).$$
(19)
For $`H`$ to be separable, one requires that both the billiard’s potential $`V(a_1,\mathrm{},a_\xi )`$ and the kinetic energy $`K(|A_1|^2,\mathrm{},|A_k|^2,a_1,\mathrm{},a_\xi )`$ be separable in the same sense as the Hamiltonian. For some systems, such as the vibrating rectangular parallelepiped, the kinetic energy is separable. For others, this need not be the case. For example, the spherical billiard has kinetic energy $`K(r,\theta ,\varphi )=K_1(r)K_2(\theta ,\varphi )`$, which is not equal to $`K_1+K_2`$.

If, in a given superposition, there are no cross terms in the expectation (11), the $`\xi `$ degree-of-freedom autonomous Hamiltonian above gives rise to a $`2\xi `$-dimensional autonomous system, which, because of the separability, decouples into $`\xi `$ two-dimensional autonomous systems, whose non-chaotic properties are well-known. If either $`V`$ or $`K`$ is not separable, the system does not decouple. One therefore cannot conclude that the system does not have chaotic behavior even in the absense of cross terms. A given system is very likely to behave chaotically in this event. In the separable case, then, a $`k`$-term superposition state exhibits chaotic behavior when the corresponding $`(s\xi )`$ fb quantum numbers must be the same for some pair of eigenstates (that is, the $`i`$th fb quantum number in one state must be the same as the $`i`$th fb quantum number in the other state of the pair. Here, $`i`$ runs over all $`(s\xi )`$ fb quantum numbers). The proof is entirely analogous to the one above.

## 4 Differential Equations for One Degree-of-Vibration Quantum Billiards

In the present section, we derive a general form for the coupled differential equations describing quantum billiards (in a separable coordinate system) with one dov and a nonvanishing coupling coefficient $`\mu _{nq}`$. The resulting system of ordinary differential equations behaves chaotically. Indeed, numerical simulations indicate chaotic behavior for some choices of initial conditions and parameters.

###### Theorem 2

Consider a one dov quantum billiard with the same geometric conditions as in Theorem 1. Let the point particle inside the billiard be of mass $`m_0`$, the mass of the billiard’s boundary be $`Mm_0`$, and the surface potential of the billiard be $`V=V(a)`$, where $`a=a(t)`$. For a two-term superposition, if the $`i`$th fb quantum number is the same in both states \[where $`i`$ runs over all $`(s1)`$ of these numbers\], then the system of differential equations describing the evolution of the superposition state has the following form in terms of Bloch variables $`x`$, $`y`$, $`z`$ (defined below), displacement $`a`$, and momentum $`P`$:

$$\dot{x}=\frac{\omega _0y}{a^2}\frac{2\mu _{qq^{}}Pz}{Ma},$$
(20)
$$\dot{y}=\frac{\omega _0x}{a^2},$$
(21)
$$\dot{z}=\frac{2\mu _{qq^{}}Px}{Ma},$$
(22)
$$\dot{a}=\frac{P}{M},$$
(23)
and

$$\dot{P}=\frac{V}{a}+\frac{2[ϵ_++ϵ_{}(z\mu _{qq^{}}x)]}{a^3}.$$
(24)
In the above equations,

$$\omega _0\frac{ϵ_q^{}ϵ_q}{\mathrm{}},$$
(25)
and

$$ϵ_\pm \frac{(ϵ_q^{}\pm ϵ_q)}{2},$$
(26)
where $`ϵ_q`$ and $`ϵ_q^{}`$ $`(qq^{})`$ are the coefficients in the kinetic energy corresponding to the mb quantum numbers. Additionally, $`x`$, $`y`$, and $`z`$ represent (dimensionless) Bloch variables:

$$x=\rho _{12}+\rho _{21},$$
(27)
$$y=i(\rho _{21}\rho _{12}),$$
(27)
$$z=\rho _{22}\rho _{11},$$
(27<sup>′′</sup>)
where the density matrix is defined by $`\rho _{qn}=A_qA_n^{}`$.

Before we begin the proof of Theorem 2, note that the differential equations describing the evolution of a two-term superposition state are of the above form for the linear vibrating billiard  as well as for the vibrating spherical billiard with both vanishing and non-vanishing angular momentum eigenstates. Recall that this system of equations has two constants of motion. They are the energy (Hamiltonian)

$$H=\text{constant}$$
(28)
and the radius of the Bloch sphere

$$x^2+y^2+z^2=1,$$
(29)
so there are three independent dynamical variables in the set $`\{x,y,z,a,P\}`$.

We verify Theorem 2 using techniques from Riemannian geometry. It is well-known that for $`s`$-dimensional Riemannian manifolds, the volume element $`dV`$ has units of (distance)<sup>s</sup>, which may include some “prefactors.” (For example, in cylindrical coordinates, $`dV=rdrd\theta dz`$, where $`r`$ is the prefactor.) In particular, if there are $`\xi `$ “angular variables” (dimensionless quantities, like $`\theta `$ in the above example), there will be a prefactor that includes the term $`r^\xi `$ so that the volume element has appropriate dimensions. Additionally, in a quantum billiard with one dov corresponding to the boundary dimension $`a(t)`$, the wave-function has a normalization factor of order $`a^{\frac{\sigma }{2}}`$, where $`\sigma `$ corresponds to the number of distance dimensions affected by the vibration, which is a different concept from the dov. For example, in the radially vibrating sphere, the vibration of the radius affects three dimensions, even though this system has one dov. In contrast, for a rectangle in which either the length or width (but not both) is time-dependent, a single distance dimension is affected, and the dov is also one. When taking the expectation of the Schrödinger equation (6), the normalization prefactor of $`\psi `$ is squared, which gives a factor of $`a^\sigma `$. We perform $`s`$ inner products(and hence $`s`$ integrations) in taking this expectation, which yields a factor of $`\dot{a}/a`$ in each of the cross terms, as was the case for known examples. The diagonal terms in the expectation (11) are due only to the kinetic energy, because of orthogonality conditions on the wavefunctions $`\psi _q`$ and $`\psi _q^{}`$.

The evolution equations for $`\dot{A}_1`$ and $`\dot{A}_2`$ (see (5), etc.) are thus

$$i\dot{A}_n=\underset{j=1}{\overset{2}{}}D_{nj}A_j,$$
(30)
where

$$(D_{nj})=\left(\begin{array}{cc}\frac{ϵ_q}{\mathrm{}a^2}& i\mu \frac{\dot{a}}{a}\\ i\mu \frac{\dot{a}}{a}& \frac{ϵ_q^{}}{\mathrm{}a^2}\end{array}\right),$$
(31)
and $`\mu \mu _{qq^{}}=\mu _{q^{}q}0`$ is a coupling coefficient (proportional to $`\nu _{qq^{}}`$) for the cross term $`A_qA_q^{}^{}`$ corresponding to equation (11). Transforming these amplitudes to Bloch variables (27) completes the proof of Theorem 2. The calculation is exactly as in the radially vibrating spherical billiard.

The above equations may be used to illustrate KAM theory. Toward that purpose, the number of nonresonant tori that have broken up depends on the initial condition of a given integral curve. One may obtain, for example, periodic and quasiperiodic orbits (corresponding to closed curves in the Poincaré map) as in Figures 1 and 2, local (“soft”) chaos (in which these closed curves become “fuzzy”) as in Figure 3, structured global chaos (Figure 4), islands of order in a sea of chaos (Figure 5), and finally global chaos (Figure 6). The Poincaré sections corresponding to the descriptions above for the evolution equations of a one dov quantum billiard have initial conditions and parameter values given by $`x(0)=\mathrm{sin}(0.95\pi )0.15643446504`$, $`y(0)=0`$, $`z(0)=\mathrm{cos}(0.95\pi )0.987688340595`$, $`\frac{V_0}{a_0^2}=5`$, $`a_0=1.25`$, $`\mathrm{}=1`$, $`ϵ_1=5`$, $`ϵ_2=10`$, and $`\mu =1.5`$. Figures 1–6 are plots for the harmonic potential

$$V=\frac{V_0}{a_0^2}(aa_0)^2.$$
(32)
## 5 Phenomenology

We now discuss the phenomenology of quantum chaos in the present context. In the language of Blümel and Reinhardt, vibrating quantum billiards are an example semiquantum chaos, which describes different behavior than the so-called “quantized chaos” that is more commonly studied. Quantized chaos or “quantum chaology” is the study of the quantum signatures of classically chaotic systems, usually in the semiclassical ($`\mathrm{}0`$) or high quantum-number limits. The observed behavior in these studies is not strictly chaotic, but the non-intgrability of these systems is nevertheless evident. The fact that their classical analogs are genuinely chaotic has a notable effect on the quantum dynamics. In the semiquantum chaotic situation, the semiclassical and high quantum-number limits are unnecessary and the observed behavior is genuinely chaotic.

In vibrating quantum billiards, one has a classical system (the walls of the billiard) coupled to a quantum-mechanical one (the particle enclosed by the billiard boundary). Considered individually, each of these subsystems is integrable. When they are coupled, however, one observes chaotic behavior in each of them. (Physically, the coupling occurs when the particle confined within the billiard strikes the vibrating boundary. The motions of the particle and wall thereby affect each other.) The classical variables $`(a,P)`$ exhibit Hamiltonian chaos, whereas the quantum subsystem $`(x,y,z)`$ is truly quantum chaotic. Chaos on the Bloch sphere is an example of quantum chaos, because the Bloch variables $`(x,y,z)`$ correspond to the quantum probabilities of the wavefunction. Additionally, a single normal mode depends on the radius $`a(t)`$, and so each eigenfunction is an example of quantum-mechanical wave chaos for the chaotic configurations of the billiard. Because the evolution of the probabilities $`|A_i|^2`$ is chaotic, the waevfunction $`\psi `$ in the present configuration is a chaotic combination of chaotic normal modes. This is clearly a manifestation of quantum chaos. Finally, we note that if we quantized the motion of the billiard’s walls, we would obtain a higher-dimensional, fully-quantized system that exhibits quantized chaos. In particular, the fully quantized version of the present system would require passage to the semiclassical limit in order to observe quantum signatures of classical chaos.

## 6 Conclusions

We derived necessary conditions for the existence of chaos in one degree-of-vibration quantum billiards on Riemannian manifolds (Theorem 1). In a $`k`$-state superposition, there must exist a pair of states whose $`fb`$ quantum numbers are pairwise equal. The results of this theorem arise from the separability of the Schrödinger equation for a given orthogonal coordinate system as well as orthogonality relations satisfied by solutions of the Schrödinger equation. We also discussed a generalization of the previous result to vibrating quantum billiards with two or more dov. Moreover, we derived a general form (Theorem 2) for the coupled equations that describe vibrating quantum billiards with one dov, and we used these equations to illustrate KAM theory.

We showed that the equations of motion (2024) for a one dov quantum billiard describe a class of problems that exhibit semiquantum chaotic behavior. Unlike in quantum chaology, the behavior in question is genuinely chaotic. Additionally, we did not need to pass to the semi-classical ($`\mathrm{}0`$) or high quantum-number limits in order to observe such behavior. From a more practical standpoint, the radially vibrating spherical billiard may be used as a model for particle behavior in the nucleus, the ‘quantum dot’ nanostructure, and the Fermi accelerating sphere. The vibrating cylindrical billiard may be used as a model of the ‘quantum wire’ microdevice component. At low temperatures, quantum-well nanostructures experience vibrations due to zero-point motions, and at high temperatures, they vibrate because of natural fluctuations. Additionally, the ‘liquid drop’ and ‘collective’ models of the nucleus include boundary vibrations. The present paper thus has both theoretical and practical import because it expands the mathematical theory of quantum chaos and has application in nuclear, atomic, and mesoscopic physics.

## Appendix I: Separability of the Helmholtz Operator

Consider an $`s`$-dimensional Riemannian manifold with metric coefficients $`\{g_{11},\mathrm{},g_{ss}\}`$ defined by

$$g_{jj}=\underset{i=1}{\overset{s}{}}\left(\frac{x_i}{u_j}\right)^2,$$
(33)
where $`x_i`$ represents the $`i`$th rectangular coordinate and $`u_j`$ represents the distance along the $`j`$th axis . The Riemannian metric is then $`g=_{j=1}^sg_{jj}`$. For notational convenience, one defines $`h_j=\sqrt{g_{jj}}`$, so that $`\sqrt{g}=_{j=1}^sh_j`$. In cylindrical coordinates in $`^3`$, for example, $`x_1=r\text{cos}(\theta )`$, $`x_2=r\text{sin}(\theta )`$, and $`x_3=z`$, so that one obtains $`h_1=1`$, $`h_2=r`$, and $`h_3=1`$.

We review the following analysis from Riemannian geometry so that the proof of Theorem 1 is easier to follow. To express the Helmholtz equation on $`(X,g)`$, one writes the Laplace-Beltrami operator $`^2`$ with respect to the metric $`g`$:

$$^2=\frac{1}{\sqrt{g}}\underset{j=1}{\overset{s}{}}\frac{}{u_j}\left(\frac{\sqrt{g}}{g_{jj}}\frac{}{u_j}\right).$$
(34)
If the manifold $`X`$ is three-dimensional, the Laplacian takes the form

$$^2=\frac{1}{\sqrt{g}}\left[\frac{}{u_1}\left(\frac{\sqrt{g}}{g_{11}}\frac{}{u_1}\right)+\frac{}{u_2}\left(\frac{\sqrt{g}}{g_{22}}\frac{}{u_2}\right)+\frac{}{u_3}\left(\frac{\sqrt{g}}{g_{33}}\frac{}{u_3}\right)\right]$$

$$=\frac{1}{h_1h_2h_3}\left[\frac{}{u_1}\left(\frac{h_2h_3}{h_1}\frac{}{u_1}\right)+\frac{}{u_2}\left(\frac{h_3h_1}{h_2}\frac{}{u_2}\right)+\frac{}{u_3}\left(\frac{h_1h_2}{h_3}\frac{}{u_3}\right)\right]$$
(35)
We now discuss the separability of the Helmholtz equation $`^2\psi +\lambda ^2\psi =0`$, which is one of our geometrical conditions. To do so, define the Stäckel matrix

$$S(\mathrm{\Phi }_{ij}),$$
(36)
where $`\mathrm{\Phi }_{ij}=\mathrm{\Phi }_{ij}(u_i)`$, and the $`\{\mathrm{\Phi }_{ij}\}`$ are specified by the following procedure. Define

$$C\text{det}(S)=\underset{j=1}{\overset{s}{}}\mathrm{\Phi }_{j1}M_{j1}.$$
(37)
In the preceeding equation, the $`(j,1)`$-cofactor $`M_{j1}`$ is given by

$$M_{j1}=(1)^{j+1}\text{det}\left[M(j|1)\right],$$
(38)
where $`M(j|i)`$ represents the $`(j,i)`$-cofactor matrix that one obtains by considering the submatrix of $`S`$ defined by deleting the $`j`$th row and the $`i`$th column . In three dimensions, $`M_{j1}`$ take the form

$$M_{11}=\left|\begin{array}{cc}\mathrm{\Phi }_{22}& \mathrm{\Phi }_{23}\\ \mathrm{\Phi }_{32}& \mathrm{\Phi }_{33}\end{array}\right|,$$
(39)
$$M_{21}=\left|\begin{array}{cc}\mathrm{\Phi }_{12}& \mathrm{\Phi }_{13}\\ \mathrm{\Phi }_{32}& \mathrm{\Phi }_{33}\end{array}\right|,$$
(40)
and

$$M_{31}=\left|\begin{array}{cc}\mathrm{\Phi }_{12}& \mathrm{\Phi }_{13}\\ \mathrm{\Phi }_{22}& \mathrm{\Phi }_{23}\end{array}\right|.$$
(41)
If

$$g_{jj}=\frac{C}{M_{j1}}$$
(42)
and

$$\frac{\sqrt{g}}{C}=\underset{j=1}{\overset{s}{}}\eta _j(u_j),$$
(43)
then the solution of the Helmholtz equation

$$^2\psi +\lambda ^2\psi =0$$
(44)
separates:

$$\psi =\underset{j=1}{\overset{s}{}}f_j(u_j),$$
(45)
where $`f_j`$ solves the Sturm-Liouville equation

$$\frac{1}{\eta _j}\frac{d}{du_j}\left(\eta _j\frac{df_j}{du_j}\right)+f_j\underset{i=1}{\overset{s}{}}b_i\mathrm{\Phi }_{ji}=0,\text{ }j\{1,\mathrm{},s\}$$
(46)
In (46), $`b_1=\lambda ^2`$, and all other $`b_i`$ are arbitrary. For a given Stäckel matrix, this prescribes the $`\{\eta _j\}`$ for which the separability conditions hold. It is important to note that for a given metric $`g`$, the choice of the Stäckel matrix is not unique and that for some metrics, there is no Stäckel matrix that can be chosen and hence no way to separate the Helmholtz operator. Note also that the time-dependent Schrödinger equation is separable whenever the Helmholtz equation is separable.

As a special case \[corresponding to $`\lambda =0`$ in (44)\], Laplace’s equation is separable whenever

$$\frac{g_{jj}}{g_{kk}}=\frac{M_{k1}}{M_{j1}}$$
(47)
and

$$\frac{\sqrt{g}}{g_{jj}}=M_{j1}\underset{i=1}{\overset{s}{}}\eta _i(u_i),j,k\{1,\mathrm{},s\}.$$
(48)
Note that the preceeding condition does not completely decribe the separability of the Helmholtz operator, because although the Helmholtz equation is separable whenever the Laplacian is separable, the converse is not true.

## Appendix II: Galërkin Approximations

The method used to obtain nonlinear coupled ordinary differential equations for the amplitudes $`A_j`$ amounts to applying the Galërkin method to the Schrödinger equation, an infinite-dimensional dynamical system. It has been used for many years to study nonlinear reaction-diffusion equations that occur in fluid mechanics. It can also be used in the study of nonlinear Schrödinger equations (NLS). Our treatment of the linear Schrödinger equation with nonlinear boundary conditions thus parallels established methods for nonlinear partial differential equations. Additionally, the Finite Element Method is also based on a Galërkin approximation and one can use such methods in inertial manifold theory.

The Galërkin method proceeds as follows. Consider a partial differential equation (possibly nonlinear) whose solution is the function $`\psi `$. Express $`\psi `$ as an expansion in some orthonormal set of eigenfunctions $`\psi _i(x),iI`$:

$$\psi (x)=\underset{I}{}c_i(\overline{x})\psi _i(x),xX,$$
(49)
where $`I`$ is any indexing set and the coefficients $`c_i(\overline{x})`$ are unknown functions of some but not all of the independent variables in the vector $`x`$, as in the present paper. This gives a countably infinite coupled system of nonlinear ordinary differential equations for $`c_i(\overline{x}),iI`$. (If the partial differential equation is linear with linear boundary conditions, then taking an eigenfunction expansion gives constant coefficients $`c_i(\overline{x})c_i`$.) One then projects the expansion (49) onto a finite-dimensional space (by assuming that only a certain finite subset of the $`c_i(\overline{x})`$ are non-zero) to obtain a finite system of coupled ordinary differential equations. Thus, a two-term superposition state corresponds to a two-term Galërkin projection. If all the dynamical behavior of a system lies on such a finite-dimensional projection, then one has found an inertial manifold of the system.

## Acknowledgements

We would like to thank Vito Dai, Adrian Mariano, and Catherine Sulem for fruitful discussions concerning this topic.

### Figure Captions

Figure 1: Periodicity and Quasiperiodicity I in a one $`dov`$ quantum billiard

Figure 2: Periodicity and Quasiperiodicity II in a one $`dov`$ quantum billiard

Figure 3: Local Chaos in a one $`dov`$ quantum billiard

Figure 4: Structured Global Chaos in a one $`dov`$ quantum billiard

Figure 5: Islands in a Sea of Chaos in a one $`dov`$ quantum billiard

Figure 6: Global Chaos in a one $`dov`$ quantum billiard


text:
# Melvin Matrix Models

## 1 Introduction

The Melvin solution of Einstein-Maxwell theory  has recently attracted a new wave of attention of string theorists; see for instance , , . The axially symmetric universe with magnetic field parallel to the axis (a flux-string in 4 dimensions) admits a description in terms of Kaluza-Klein theory. The corresponding solution of the five-dimensional gravity turns out to be flat but has nontrivial identifications. Because we want to study physics of string theory, the corresponding configuration has six more dimensions and represents a flux seven-brane of type IIA string theory and can be rewritten as a flat metric in eleven-dimensional M-theory

$$ds^2=dt^2+dy_mdy^m+dz^2+d\rho ^2+\rho ^2d\phi ^2+dx_{11}^2$$
(1)
with nontrivial identifications

$$(t,y_m,z,\rho ,\phi ,x_{11})(t,y_m,z,\rho ,\phi +2\pi n_2+n_1\beta ,x_{11}+2\pi n_1R),n_1,n_2.$$
(2)
Here $`t`$ and $`z`$ denote the coordinates parallel to the flux-brane and $`y_m=(y_1,y_2,\mathrm{}y_6)`$ are the extra six stringy dimensions; $`x_{11}`$ denotes the standard eleventh coordinate compactified on a circle to give us type IIA string theory (later, when we construct the matrix model, we will call it $`x_9`$) and $`(\rho ,\phi )`$ are the polar coordinates of the two-plane transverse to the flux-brane. Because we deal with a theory containing fermions, the periodicity of $`\phi `$ that leads to a completely identical state should perhaps be written as $`4\pi `$. Also $`x_{11}`$ is a periodic variable but $`x_{11}x_{11}+2\pi R`$ must be accompanied111Our variable $`\beta `$ is related to $`B`$ of  by $`\beta =2\pi RB`$. by a twist $`\phi \phi +\beta `$. Clearly $`\beta `$ is a periodic variable with period $`4\pi `$: $`\beta +4\pi `$ induces an identification equivalent to the identification computed from $`\beta `$: we will always consider $`\beta `$ from the fundamental interval $`(2\pi ,2\pi ]`$.

Furthermore for $`\beta =2\pi `$ the operation $`\phi \phi +2\pi `$ accounts for a change of sign of the fermions and therefore leads to the Scherk-Schwarz theory with antiperiodic fermions  which was studied in the context of string theory by Rohm . Bergman and Gaberdiel conjectured that such a compactification of M-theory is dual to type 0A string theory  in the same way as M-theory on a “periodic” circle is a dual of type IIA string theory. A piece of evidence for this claim was also shown in  where the matrix desciption of the Scherk-Schwarz compactification of M-theory was constructed: the matrix string limit - of this gauge theory was shown to describe type 0A closed strings in the Green-Schwarz light-cone variables. Because the matrix model constructed in the present paper represents a generalization of the matrix model in , we will discuss the type 0A matrix string limit, too.

We will see in the following subsection that $`\beta `$ can be interpreted as the Ramond-Ramond magnetic field on the axis of the flux-brane and that values $`\beta +4\pi k`$ are dual to each other for every $`k`$. Furthermore Costa and Gutperle  argued that such a configuration is also dual to type 0A theory with magnetic field $`\beta +2\pi +4\pi k^{}`$. We will also present a DLCQ argument for this conjecture.

### 1.1 The language of the Ramond-Ramond flux-branes

The flat eleven-dimensional solution (1) with the identification indicated by (2) admits a ten-dimensional type IIA interpretation. We must first replace $`\phi `$ by a new coordinate $`\stackrel{~}{\phi }=\phi 2\pi R\beta x_{11}`$ so that the identification of $`x_{11}`$ and $`x_{11}+2\pi R`$ does not affect $`\stackrel{~}{\phi }`$. This construction thus involves a dimensional reduction along a helix and $`\stackrel{~}{\phi }`$ will play the role of the polar coordinate in the resulting type IIA picture. (Note that $`\beta `$ and $`\beta +4\pi k`$ lead to different type IIA descriptions.)

The standard identification of the eleven-dimensional Einstein frame metric $`ds_{11}`$ and the ten-dimensional type IIA string frame metric $`ds_{10}`$, the dilaton field $`\varphi `$ and the Ramond-Ramond one-form potential $`𝒜_\mu `$ reads

$$ds_{11}^2=e^{2\varphi /3}ds_{10}^2+e^{4\varphi /3}(dx_{11}+𝒜_\mu dx^\mu )^2.$$
(3)
For our particular solution this gives us

$$ds_{10}^2=\mathrm{\Lambda }^{1/2}\left(dt^2+dy_mdy^m+dz^2+d\rho ^2\right)+\mathrm{\Lambda }^{1/2}\rho ^2d\stackrel{~}{\phi }^2$$
(4)
and

$$e^{4\varphi /3}=\mathrm{\Lambda }=1+(2\pi R\beta \rho )^2,𝒜_{\stackrel{~}{\phi }}=\frac{2\pi R\beta \rho ^2}{\mathrm{\Lambda }}.$$
(5)
## 2 Construction of the matrix model

M(atrix) theory  can be used to describe physics of string/M-theory in some spacetimes with a simple enough asymptotic structure and with a sufficient number of large dimensions, using the so-called Discrete Light Cone Quantization (DLCQ).

Our model is a $``$ orbifold of the original BFSS matrix model where the generator of $``$ acts as

$$X_9X_9+2\pi R,X_1+iX_2(X_1+iX_2)e^{i\beta }.$$
(6)
We will derive the matrix model using the classical orbifolding procedure. First, we enhance the gauge group $`U(N)`$ to $`U(N\times \mathrm{})`$ where $`\mathrm{}`$ indicates points on the circle $`\sigma [0,4\pi ]`$: matrices $`X^i,\mathrm{\Pi }^i,\theta ^i`$ also become operators on the space of complex functions supported on the circle. Then we impose the restriction that guarantees that the group generated by (6) is identified with a subgroup of the gauge group, generated by $`e^{i\sigma /2}`$. For matrices such as $`X_3,\mathrm{}X_8`$ which are left unaffected by (6) this simply means that

$$e^{i\sigma /2}X_ie^{i\sigma /2}=X_i,i=3,4,\mathrm{}8$$
(7)
because $`X_i`$’s transform as adjoint of $`U(N\times \mathrm{})`$. This equation implies that $`X_i`$ commutes with any function of $`\sigma `$, i.e. is itself equal to a function of $`\sigma `$. The matrix elements are proportional to $`\delta (\sigma _m\sigma _n)`$ where $`\sigma _m,\sigma _n`$ stand for the two (continuous) indices. Therefore we can forget one of two $`\sigma `$’s. Similarly

$$e^{i\sigma /2}X_9e^{i\sigma /2}=X_9+2\pi R$$
(8)
is solved by

$$X_9=x_9(\sigma )4\pi iR\frac{}{\sigma }$$
(9)
i.e. $`X_9`$ becomes the covariant derivative of the resulting $`1+1`$-dimensional maximally supersymmetric Yang-Mills theory. Apart from the general $`N\times N`$ matrix-valued function of $`\sigma `$, $`X_9`$ contains the term with matrix elements $`4\pi iR\delta ^{}(\sigma _m\sigma _n)`$. And what about $`Z=X_1+iX_2`$? The condition reads

$$e^{i\sigma /2}Ze^{i\sigma /2}=Ze^{i\beta }$$
(10)
which is solved by $`Z`$ proportional to the factor $`\delta (\sigma _m\sigma _n+2\beta )`$. In the language of the $`1+1`$-dimensional Yang-Mills theory, the scalar field $`Z`$ is not local anymore: it transforms as $`(𝐍,\overline{𝐍})`$ under two $`U(N)`$ groups located at different points $`\sigma _m,\sigma _n`$, separated by the fixed interval $`2\beta `$. More generally the fields in the Yang-Mills theory become dipoles whose length is equal to $`2\beta J_{12}`$ where $`J_{12}`$ is a component of the angular momentum. Namely the spinors $`\theta `$ become dipoles of length $`\pm \beta `$.

### 2.1 Type 0A matrix string limit

For $`\beta =2\pi `$ all the fields $`X_i`$ become local fields again (the length of the dipoles is a multiple of $`4\pi `$) but all $`\theta `$’s behave as dipoles of length $`\pm 2\pi `$, stretched between the opposite points of the circle. One can make this theory local by identifying points $`\sigma `$ and $`\sigma +2\pi `$. The gauge group is then $`U(N)\times U(N)`$ – each factor comes from one of the opposite points and the two factors get interchanged if one goes around the reduced circle $`\sigma [0,2\pi ]`$. The fields $`X_i`$ still transform in the adjoint representation of the gauge group while the fermions $`\theta `$ transform in the bifundamental representation $`(𝐍,\overline{𝐍})`$.

One can derive the matrix string limit - of this model. For long strings the dipole character of the fields becomes irrelevant and the main difference from the type IIA matrix string theory is the existence of the gauge transformations satisfying (in the nonlocal, dipole language) $`U(\sigma +2\pi )=U(\sigma )`$, for example $`U(\sigma )=\mathrm{exp}(i\sigma /2)`$ under which the bifundamental representation is odd while the bosonic fields in adjoint do not transform at all. The Green-Schwarz fermions $`\theta `$ are therefore also allowed to be antiperiodic on the long string. Together with the corresponding GSO-like projection (indentified with the requirement of the gauge invariance under $`U`$) such a construction gives the correct description of type 0A string theory using the Green-Schwarz fermions. Although such a derivation is purely classical and at quantum level the spacetime interpretation breaks down , one can still consider this type 0A matrix string limit to be formal evidence for the conjecture of Bergman and Gaberdiel  relating type 0A string theory and the Scherk-Schwarz compactification of M-theory.

In a similar fashion, one can also take the limit of M-theory on an infinitely small two-torus with periodic conditions on one circle and the Scherk-Schwarz conditions on the other circle. Perturbatively, such a model can be understood as an orbifold of type IIB matrix string theory , ,  and leads to type 0B matrix string theory written in Green-Schwarz variables . The duality symmetry $`SL(2,)`$ of type IIB string theory is reduced down to its subgroup $`\mathrm{\Gamma }(2)`$ that preserves the boundary conditions.

Quantum mechanically, such nonsupersymmetric configurations are unstable. The spacetime is not static and we are not justified to quantize the theory in DLCQ because the spacetime does not contain two null Killing vectors. At the level of the matrix model, this problem manifests itself as a two-loop divergence that destroys the spacetime interpretation of the matrix model .

However, we can construct supersymmetric versions of the fluxbranes, too. The simplest case is to add an extra twist to (6), namely

$$X_3+iX_4(X_3+iX_4)e^{i\beta }.$$
(11)
The complex scalar field $`Z^{}=X_3+iX_4`$ will then transform as a dipole oriented in the opposite direction than $`Z=X_1+iX_2`$. Such a “supersymmetric F5-brane” has been discussed in . It can be understood as a pair of intersecting F7-branes: each twist represents a single F7-brane and we try to describe their superposition. Our matrix model for such an intersection has two complex scalar dipole fields of length $`2\beta `$. One half of the fermions transform as dipoles of length $`2\beta `$, too. The other half transform as local fields in adjoint of $`U(N)`$ and represent the unbroken supersymmetries. We believe that such a matrix model for the supersymmetric F5-brane should have the usual spacetime interpretation.

### 2.2 The case of the rational twists

One can of course formulate the matrix model for the flux seven-brane in the local “quiver” language  whenever $`\beta `$ is a rational multiple of $`4\pi `$, $`\beta =4\pi p/q`$. The circumference of the new $`\sigma `$-circle is then $`4\pi /q`$ and the dipole fields transform in the representations derived from a loop quiver diagram (the extended Dynkin diagram of $`A_{q1}`$, i.e. in the bifundamental representations $`(𝐍_i,\overline{𝐍}_{i+p})`$ where $`i=1,\mathrm{}q`$ of the gauge group $`U(N)^q`$. For $`p=1`$ and $`q\mathrm{}`$ the dipole character of the fields could be neglected and the theory would be very similar in spirit to the theory of the artificial dimensions recently constructed by Arkani-Hamed, Cohen and Georgi  but we will not study the details of this correspondence here.

We can also note some properties of the matrix model for the supersymmetric F5-brane (a pair of intersecting F7-branes). For a rational twist $`\beta =4\pi p/q`$ we obtain a matrix model that differs from the matrix model with the same gauge group $`U(N)^q`$ for the $`A_{q1}`$ singularity by the permutation of the $`U(N)`$ factors only. This permutation of the factors associated with $`\sigma \sigma +4\pi /q`$ is the matrix description of the Ramond-Ramond Wilson line that distinguishes the F5-brane from the $`A_{q1}`$ singularity .

### 2.3 Seiberg-Witten map and its interpretation

The transformation rule of the dipole fields (of length $`2\beta `$, such as $`Z`$, stretched between $`\sigma \beta `$ and $`\sigma +\beta `$) under the gauge transformations is identical to that of the open (untraced) Wilson lines

$$𝒲_{\sigma \beta ,\sigma +\beta }=P\mathrm{exp}\left(i_{\sigma \beta }^{\sigma +\beta }A_\sigma (\sigma ^{})𝑑\sigma ^{}\right).$$
(12)
It is therefore easy to redefine the dipoles in the following way:

$$Z(\sigma \beta ,\sigma +\beta )=P\mathrm{exp}\left(i_{\sigma \beta }^\sigma A_\sigma (\sigma ^{})𝑑\sigma ^{}\right)\stackrel{~}{Z}(\sigma )P\mathrm{exp}\left(i_\sigma ^{\sigma +\beta }A_\sigma (\sigma ^{})𝑑\sigma ^{}\right)$$
(13)
We chose a symmetric convention where the new $`\stackrel{~}{Z}`$ sits in the middle of the Wilson line. We could have defined the map in a less symmetric way but all such choices lead to a theory with local fields and infinitely many higher derivative terms. An important thing to note is that while $`\beta `$ and $`\beta +4\pi k`$, $`k`$ lead to the same physics (as seen in 11 dimensions), the redefinitions (12) associated with them are different: this is the matrix realization of the “different” type IIA descriptions where $`\beta `$ differs by multiples of $`4\pi `$. Our notation $`\stackrel{~}{Z}`$ coincides with the angular variable $`\stackrel{~}{\phi }=\phi 2\pi R\beta x_{11}`$ defined earlier: $`\stackrel{~}{Z}=\stackrel{~}{\rho }e^{i\stackrel{~}{\phi }}`$.

This redefinition of the variables is a dipole counterpart of the Seiberg-Witten map  which was written using the open Wilson lines by Liu .

$$F_{\mu \nu }(k)=d^DkL_{}\left[\sqrt{det(1\theta \widehat{F})}\left(\frac{1}{1\widehat{F}\theta }\widehat{F}\right)_{\mu \nu }W(x,C)\right]e^{ikx}$$
(14)
In this formula, the commutative $`U(1)`$ field strength $`F_{\mu \nu }`$ is expressed in terms of a straight Wilson line $`W(x,C)`$. The determinant and the rational function of the noncommutative $`\widehat{F}`$ are understood as a power series expansion. The length of the Wilson line is proportional to the momentum, $`\mathrm{\Delta }x^\mu =\theta ^{\mu \nu }k_\nu `$. The symbol $`L_{}`$ guarantees that all the operators are inserted in a path-ordered fashion.

In fact, Liu’s prescription for the Seiberg-Witten map is a natural generalization of Ganor and Bergman’s form of the corresponding map removing the dipoles. In both cases, the fields are redefined by an open Wilson line. In the case of dipoles, the Feynman vertices acquire a phase linear in momentum, and consequently the open Wilson line has a fixed length. In the noncommutative case, the Feynman vertices include phases bilinear in momenta, and therefore the length of the Wilson line is proportional to the momentum.

## 3 Conclusions and open questions

In this short note, we constructed the matrix model for the flux seven-branes and their intersections. The matrix model involves dipole fields. Using open Wilson lines, such dipole fields can be converted to the local fields. The Wilson lines wrapped around the circle $`n`$ times lead to different type IIA interpretations of the configuration where the Ramond-Ramond field strength on the axis differs by $`n`$ times its period. The Wilson lines that make all the bosonic fields local while the fermionic fields transform as dipoles stretched between the opposite points represent different type 0A interpretations of the theory.

Matrix models with dipoles could be useful to learn something about physics of strings in backgrounds with a Ramond-Ramond field strength. Dipole fields can also serve as a simple toy model for noncommutative geometry. In both cases the Feynman vertices acquire an extra phase; in the case of the dipoles, the phase is linear in momenta, while in the case of noncommutative geometry it is bilinear. In both cases, a Seiberg-Witten map involving open Wilson lines can be used to transform the action into a very nonlinear dynamics of local fields.

###### Acknowledgments.

I would like to thank the ITP, Santa Barbara, and the ITP workshop on M-theory for support and hospitality during the progress of this work. This work was supported in part by the Department of Energy, grant DOE DE-FG02-96ER40559. I would also like to thank Andy Strominger, Tom Banks, Michal Fabinger, Ruth Britto-Pacumio, David Berenstein, and Joe Polchinski for useful discussions.