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# Wave Duration/Persistence Statistics, Recording Interval, and Fractal Dimension

## KEY WORDS

Duration statistics; mean duration; offshore operations; wave height persistence; fractal dimension.

## INTRODUCTION

The duration or persistence statistics of sea state and other environmental parameters are important for purposes such as marine engineering operations, in which, for example, useful work can only be performed if the significant wave height $`h`$ is less than a particular value $`h_0`$. Over recent decades a number of observational and theoretical studies have been made, in order to relate the statistical behavior of the duration of various sea state criteria to, for example, the probability distribution of the wave height, its seasonal variation, and other parameters (e.g. Houmb and Vik, 1975; Graham, 1982; Mathiesen, 1994; Tsekos and Anastasiou, 1996; Soukissian and Theochari, 2001). In this paper we shall consider the collection of time intervals, in which $`h\left(t\right)<h_0`$: the intervals having durations $`\tau _i`$, where $`i=1,2,\mathrm{},N`$. The mean duration, $`\overline{\tau }`$, is calculated using the formula

$$\overline{\tau }=\left(1/N\right)\underset{i}{}\tau _i.$$
(1)
We can, of course, choose other criteria, for example $`hh_1`$, $`h_0h<h_1`$, etc.

If $`h\left(t\right)`$ is differentiable with respect to $`t`$, the mean duration is related to the probability distribution of $`h`$ and $`dh/dt`$ by the Rice–Kac formula (e.g. Rice, 1944; Kac, 1943; Mathiesen, 1994):

$$\overline{\tau }\left(h_0\right)=\frac{2F_h\left(h_0\right)}{f_h\left(h_0\right)E\left[\left|dh/dt\right||h=h_0\right]},$$
(2)
where $`F_h`$ is the cumulative distribution function of $`h`$, i.e., $`F_h\left(h_0\right)`$ is the probability that $`hh_0`$, $`f_h\left(h_0\right)=dF_h\left(h_0\right)/dh_0`$ is the probability density function of $`h`$, and $`E\left[\left|dh/dt\right||h=h_0\right]`$ is the expectation (mean value) of the absolute value of $`dh/dt`$, given that $`h=h_0`$.

However, time series of observed environmental parameters often have a noisy, irregular appearance, so that measurements recorded at frequent intervals show considerable structure which does not appear if the measurements are recorded less frequently. In such a case, the time derivative is not well defined, so the Rice–Kac formula of Eq. 2 cannot be applied. Although this may partly be due to the effect of errors in the measurement or of sampling variability, the phenomenon has been recognized as a manifestation of fractal behavior, shared with such phenomena as the irregularity of coastlines, the surfaces of snowflakes, and Brownian motion (Mandelbrot, 1983). It is a general property of such fractal objects or curves that their irregular shape remains even when you examine them at finer and finer scales. A fractal curve, such as a coastline, does not have a well defined length, and if you measure it with “rulers” of finer and finer length, the total length will increase without bound. In order to measure such irregular objects, it is helpful to generalize the concept of “dimension” to non-integer values, and this was done by Hausdorff and Besicovitch in the early part of the twentieth century (e.g. Hausdorff, 1919). A fractal curve, since it has an unbounded length, but does not fill a plane, has a fractal dimension (Hausdorff-Besicovitch dimension, or just Hausdorff dimension) greater than 1 but less than 2; a fractal surface (e.g. a fracture surface) will have a fractal dimension between 2 and 3, and so on. Feder (1988) showed, by analyzing wave data from the Norwegian continental shelf, that a time series of significant wave height can have a fractal behavior. More details on the definition and calculation of fractal dimension are given in the next section.

If the graph of an environmental parameter $`h\left(t\right)`$ has fractal behavior, it will have a fractal dimension between 1 and 2. If this graph crosses a horizontal straight line, it will intersect the line infinitely many times. If we consider a small interval around one of the intersection points, there will always be more intersection points within the interval, no matter how small the interval is. The collection of points where $`h\left(t\right)`$ intersects the line $`h=h_0`$ is called the level set of $`h\left(t\right)`$ at $`h_0`$, and has a fractal dimension between 0 and 1. A point has dimension zero, as has a collection of points which are all more than a certain distance apart, but this particular collection of points will be so numerous and irregularly distributed that it will have a fractional dimension strictly greater than zero.

Since the number of intervals satisfying $`h<h_0`$ is infinite, any estimate of $`\overline{\tau }`$ using values of $`h\left(t\right)`$ sampled at successive recording intervals $`\mathrm{\Delta }t`$ will become smaller and smaller as $`\mathrm{\Delta }t0`$. This type of behavior was found by Soukissian and Theochari (2001) for measured time series of significant wave height and wave period. They derived formulas for mean duration of the form $`\overline{\tau }=a+b\mathrm{log}\left(\mathrm{\Delta }t/\delta _0\right)`$, where $`a`$, $`b`$, and $`\delta _0`$ are constants. However, this logarithmic formula is not valid in the limit $`\mathrm{\Delta }t0`$, since $`\overline{\tau }`$ cannot be negative.

## DURATION DISTRIBUTION

The only possible limits of $`\overline{\tau }`$ as $`\mathrm{\Delta }t0`$ are a finite positive value or zero (we assume here that the measurements take place over a finite period so that the maximum value of $`\tau _i`$ is finite). To make more specific predictions of the behavior of the duration statistics, we shall now determine how they are related to the Hausdorff-Besicovitch dimension (Hausdorff, 1919) of the above-mentioned level sets of $`h\left(t\right)`$.

Firstly, we define the $`d`$-dimensional Hausdorff measure $`\mathrm{\Lambda }^d\left(𝒮\right)`$ of a set $`𝒮`$ (e.g. Mandelbrot, 1983; Revuz and Yor, 1991):

$$\mathrm{\Lambda }^d\left(𝒮\right)=\underset{\rho 0}{lim}inf\left(\underset{i}{}\frac{\pi ^{d/2}\rho _{i}^{}{}_{}{}^{d}}{\mathrm{\Gamma }\left(1+\frac{d}{2}\right)}\right),\rho _i\rho ,$$
(3)
where the infimum (greatest lower bound) is over all coverings of $`𝒮`$ by balls (solid spheres) of radius less than or equal to $`\rho `$. (The quantity $`\frac{\pi ^{d/2}\rho _{i}^{}{}_{}{}^{d}}{\mathrm{\Gamma }\left(1+\frac{d}{2}\right)}`$ is the $`d`$-dimensional generalization of the formula for the volume of a ball of radius $`\rho _i`$.) In other words, you cover the set with as few balls as possible no greater than a certain size, add up their “$`d`$-dimensional” volumes, and repeat the process with smaller and smaller balls. If $`d`$ is an integer, and $`𝒮`$ is a subset of $`d`$-dimensional Euclidean space, then the Hausdorff measure is the $`d`$-dimensional Lebesgue measure, equivalent to what we usually mean by length, area, volume, etc.

If $`\mathrm{\Lambda }^d\left(𝒮\right)=0`$ for $`d>D`$ and $`\mathrm{\Lambda }^d\left(𝒮\right)=\mathrm{}`$ for $`d<D`$, then $`D`$ is said to be the Hausdorff dimension of $`𝒮`$. In this case, $`\mathrm{\Lambda }^D\left(𝒮\right)`$ may be zero, finite, or infinite. The level sets of $`h\left(t\right)`$ are sets of points embedded in a one-dimensional space, so the “balls” in the definition of Hausdorff measure may be replaced by intervals of length $`s_i=2\rho _i`$.

In the case of Brownian motion, where $`h\left(t\right)`$ can be thought of as a one-dimensional random walk with infinitesimally small steps (Lévy, 1965), the level sets have $`D=\frac{1}{2}`$. Fractional Brownian motion $`B_H\left(t\right)`$, described by Mandelbrot and Van Ness (1968), where $`H`$ is the Hurst exponent, $`0<H<1`$, and with $`H=\frac{1}{2}`$ corresponding to ordinary Brownian motion, has level sets with $`D=1H`$. If $`h\left(t\right)`$ is a random function whose values at different values of $`t`$ are completely uncorrelated, it will have level sets with $`D=1`$.

The simplest method of computing the Hausdorff dimension is by the box-counting method, where we just divide the time domain into fixed intervals of length $`s`$. If $`N`$ such fixed intervals are required to cover the level set, then the box-counting dimension can be defined as minus the slope of the graph of $`\mathrm{log}N`$ v. $`\mathrm{log}s`$, were we can, for example, fit a straight line to the graph of the data points. (Strictly speaking, for the Hausdorff and box-counting dimensions to be equal, we should compute the asymptotic slope for small box sizes.) We say that

$$N\left(s\right)=O\left(\varphi \left(s\right)s^D\right),$$
(4)
where $`\varphi \left(s\right)`$ is a function which varies more slowly than any power of $`s`$. For simplicity we will henceforth neglect the presence of $`\varphi \left(s\right)`$, and use the notation $`AB`$ to mean $`A=O\left(B\right)`$.

The distribution of the lengths $`\tau _i`$ of intervals where the relation $`h<h_0`$ is satisfied depends on the distribution of points of the corresponding level set $``$, since the end points of each of the intervals are also points in $``$. If we cover $``$ with fixed intervals of length $`s`$, the total number of fixed intervals required will also be of the order of $`N\left(\tau _i>s\right)`$, the number of intervals with duration greater than $`s`$. But by the definition given above of fractal dimension, the number of fixed intervals required is of order $`s^D`$.

Thus we have

$$N\left(\tau _i>s\right)s^D.$$
(5)
For $`0<D<1`$ the mean duration is then given by

$$\overline{\tau }\left(_{\tau _{\mathrm{min}}}^{\tau _{\mathrm{max}}}s^D𝑑s\right)/\left(_{\tau _{\mathrm{min}}}^{\tau _{\mathrm{max}}}s^{D1}𝑑s\right).$$
(6)
The upper integration limit $`\tau _{\mathrm{max}}`$ can be taken to be the total observation time $`T`$, and the lower limit can be taken to be the recording interval $`\mathrm{\Delta }t`$. We then have, for $`0<D<1`$,

$$\begin{array}{cc}\hfill \overline{\tau }& \frac{T^{1D}\mathrm{\Delta }t^{1D}}{\mathrm{\Delta }t^DT^D}\frac{D}{1D},\hfill \\ & T^{1D}\mathrm{\Delta }t^DD/\left(1D\right)\text{since }T\mathrm{\Delta }t.\hfill \end{array}$$
(7)
For $`D=0`$, the level set $``$ will in general have a finite number of points, so $`\overline{\tau }`$ should become constant for sufficiently small $`\mathrm{\Delta }t`$.

For $`D>0`$, the mean duration tends to zero as $`\mathrm{\Delta }t0`$. For marine and offshore engineering purposes this means that it is a parameter which is not particularly informative if we record observations at frequent intervals, in spite of the fact that we would expect the environmental data to be more useful if sampled more often. The reason for the poor behavior of $`\overline{\tau }`$ for small values of $`\mathrm{\Delta }t`$ is that it over-represents very short intervals which contribute very little to the engineering work which could, for example, be performed. If we weight each interval by its length $`\tau _i`$, we obtain what we can call the useful mean duration:

$$\overline{\tau }^u=\left(\tau _i^2\right)/\left(\tau _i\right)=\frac{s^2𝑑N\left(s\right)}{s𝑑N\left(s\right)}.$$
(8)
Using Eq. 5, we obtain $`\overline{\tau }^u\text{(const.)}T`$ for $`0D<1`$, independent of $`\mathrm{\Delta }t`$. The most useful way of presenting the distribution of duration of intervals of length $`\tau _i`$ is to determine the fraction of the time $`F\left(\tau _i>s\right)`$ occupied by the intervals of more than a specified length (e.g. Graham, 1982), and this also requires weighting them according to their length:

$$F\left(\tau _i>\tau \right)=\left(1/T\right)E\left[\underset{\tau _i>\tau }{}\tau _i\right]=(1/T)_T^\tau s𝑑N\left(\tau _i>s\right).$$
(9)
(Note that the integration limits are reversed, because $`N\left(\tau _i>s\right)`$ is a decreasing function of $`s`$. The quantity $`N\left(\tau _is\right)`$ may be infinite.)

It should be noted that if $`dh/dt`$ in the Rice–Kac formula (Eq. 2) is replaced by its discrete version $`\mathrm{\Delta }h/\mathrm{\Delta }t=\left(h\left(t+\mathrm{\Delta }t\right)h\left(t\right)\right)/\mathrm{\Delta }t`$, we obtain the relation

$$\overline{\tau }\left(E\left[\left|\frac{\mathrm{\Delta }h}{\mathrm{\Delta }t}\right|\right]\right)^1$$
(10)
(e.g. Jenkins, 2002).

## ANALYSIS OF FIELD MEASUREMENTS

### Feder’s fractal wave analysis

Feder (1988) made a fractal analysis of 3 years of wave data from Troms flaket on the Norwegian continental shelf. After performing a seasonal adjustment on the time series of the significant wave height, he calculated a cumulative sum, effectively integrating the results with respect to time, to obtain a record which he found to have fractal behavior with a Hurst exponent $`H=0.92`$, corresponding to a ‘level set’ fractal dimension of 0.08. The asymptotic fractal behavior was found for time scales between 3 hours and 10 days. However, the wave record itself is more irregular, in fact very discontinuous: if the cumulative sum of the wave height record has $`D=0.08`$, the wave height record itself, obtained by taking differences, will have level sets which have a fractal dimension of $`\mathrm{min}(1+0.08,1)=1`$.

Hence for any limiting wave height $`h_0`$ there may be periods of finite duration where the wave height is crossing over and under $`h_0`$ at virtually every recording interval. The asymptotic behavior of $`\overline{\tau }`$ will thus be $`\overline{\tau }\mathrm{\Delta }t`$ as $`\mathrm{\Delta }t0`$.

### Analysis of North Sea data

Feder’s results are, however, based on measurements with the rather coarse time interval of 3 hours, and his method of analysis, based on summing the measurements, does not lead itself easily to the direct determination of either the fractal dimension of the level sets, or of the calculation of the duration statistics. In the present study we analyze in a direct fashion a wave height time series which has a finer, 20-minute time resolution.

The top frame of Fig. 2 shows a time series of significant wave height from the Frigg gas field in the North Sea, for the year of 1984, based on an analysis of 20-minute records. The time series was re-sampled at a range of different recording intervals, from the initial 20 minutes up to 14 days (336 hours). The mean duration and useful mean duration as a function of recording interval are plotted in the center frame.

The dependence of the mean duration on the recording interval is fairly well approximated by a power-law relation, $`\overline{\tau }\mathrm{\Delta }t^{0.676}`$. From Eq. 7 we would therefore expect the Hausdorff or the box-counting dimension of the level set of $`h=h_0=5`$m to be $`0.676`$. However, the straight-line fit by least-squares regression in the lower frame of the figure shows, according to Eq. 4, that the box-counting dimension is $`D=0.474`$. Similar values of the exponent of the power-law dependence of mean duration on the recording interval, and box-counting dimension of the corresponding level set, are obtained for other values of $`h_0`$. The alternative formula of Eq. 10, based on the Rice–Kac relation, relating the mean duration to $`\left|\mathrm{\Delta }h/\mathrm{\Delta }t\right|`$, was also applied to the same data set by Jenkins (2002), and an intermediate exponent of 0.57 was obtained.

The useful mean duration $`\overline{\tau }^u`$ also varies quite considerably with the recording interval. There are a number of large jumps in the graph, which indicates that what is happening is that successive periods of $`h<h_0`$ are being amalgamated. Nevertheless, the variation of $`\overline{\tau }^u`$ with $`\mathrm{\Delta }t`$ is less rapid than that of the mean duration, and its value for small values of $`\mathrm{\Delta }t`$ is about 150 hours (6 days), which may be a more reasonable estimate of a typical “$`h<5`$m” period than the corresponding mean duration, which is approximately 25 hours.

Figure 4 shows the seasonal variation of the corresponding statistics for the $`h_0=2.5`$m level, using four consecutive three-month subsets of the data. Both the mean duration and the useful mean duration for $`h<2.5`$m are, as would be expected, greater in the summer than in the winter months. The discrepancy between the calculated box-counting dimension and the exponent in the mean duration’s power-law dependence are also present. The graph of useful mean duration is noticeably flatter in the winter months than in the summer months.

This discrepancy between the calculated box-counting dimension and the exponent in the mean duration’s power-law dependence also occurs for simulated data, as shown in Fig. 6. The simulated data are generated by firstly constructing an approximation to Brownian motion $`B\left(t\right)`$ by generating a Gaussian random walk with time steps of 20 minutes, and then converting the results to strictly positive values by applying an exponential function, so we obtain a sample curve of $`\mathrm{exp}\left(B\left(t\right)\right)`$. The Hausdorff dimension of the level sets of this graph should be $`D=0.5`$, close to the calculated box-counting dimension of the Frigg level set, but the computed straight-line regression value (for $`h=2.0`$) is here $`0.379`$, indicating that further investigation is necessary into what algorithm is suitable for calculating Hausdorff dimension. The exponent of the power-law dependence of the mean duration is 0.459, rather greater than the calculated box-counting dimension.

Górski (2001) has a useful discussion of the limitations of the box-counting technique, and some suggestions for improvement, for example by only counting points separated by more than the box (fixed interval) size. Strictly speaking, we should estimate the asymptotic slopes of the curves in the log–log plots, by only considering recording intervals below a given cut-off value. However, given the limited amount of data available, it is difficult to determine what a suitable cut-off value should be.

The graph of the useful mean duration for the simulated data is much flatter than for the field data, so that for small values of $`\mathrm{\Delta }t`$ the ratio of $`\overline{\tau }^u`$ to $`\overline{\tau }`$ is much larger. This may be due to the fact that the graph of the simulated data has by definition zero sampling variability, and so no “random excursions” will occur which may tend to split up otherwise continuous periods with $`h<h_0`$.

## CONCLUSION

The theoretical analysis presented here shows that duration statistics of ocean waves and other environmental parameters whose time dependence has an irregular, noisy behavior, can be related to the fractal characteristics of the relevant time series. In particular, the asymptotic behavior of the so-called “mean duration” of, for example, intervals where the wave height is below a certain level, is in general strongly dependent on the recording interval of the observations, and may have a power-law dependence with an exponent equal to the Hausdorff-Besicovitch dimension or the box-counting dimension of the associated level set.

Testing this hypothesis using a one-year data set of significant wave height data from the Frigg gas field, sampled at 20-minute intervals, and then re-sampled at different recording intervals up to a maximum of 14 days, indicates that there does appear to be power-law dependence of the mean duration on the recording interval, but that the exponent may not be the same as the box-counting dimension of the corresponding level set. A similar discrepancy is found if simulated data are used (an exponential function applied to a random walk), and more detailed studies are required to uncover the reason for this.

Instead of using the mean duration to characterize the duration statistics, an alternative useful mean duration is proposed, weighting each interval with its actual duration. This is more meaningful in terms of, for example, the amount of work which can be performed during maritime engineering operations. Estimates of this parameter are found to be somewhat less sensitive to changes in the recording interval than the mean duration, and have an appropriate seasonal variation. However, the useful mean duration still does vary quite considerably with recording interval, and this is probably due to both the inevitable effect of changes in the detectability of wave height variations, and the effect of sampling variability. The fact that the useful mean duration varies much more slowly when simulated data are used does indicate that sampling variability is a contributory factor. However, further studies using other types of simulated time-series are necessary before any definite conclusion can be drawn.

The theory of excursions of continuous-in-time stochastic processes, and the intensity (probability per unit time) of transition from e.g. the state $`h<h_0`$ to the state $`hh_0`$ should also give useful results for engineering purposes. Suitable references to the theory include Revuz and Yor (1991) and Michna (1999). The relationship between excursion theory and the results described in this paper is a topic for further investigation.

## ACKNOWLEDGEMENTS

This work was partly supported by the Commission of the European Communities under contract EVK3-CT-2000-00026 of the Fifth Framework Programme (MAXWAVE project). The author is solely responsible for the work and it does not represent the opinion of the Community. The Community is not responsible for any use that may be made of the data appearing herein.

The Frigg wave data were provided by ELF and all their partners in the Frigg field. Michel Olagnon of IFREMER very kindly provided the author with a computer file of the processed data. I thank anonymous referees for constructive suggestions which improved the paper.


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# Reversal of thermopower oscillations in mesoscopic Andreev interferometer

## Abstract

We report measurements of thermopower oscillations $`vs`$ magnetic field in a diffusive Andreev interferometer. Upon the increase of the dc current applied to the heater electrodes, the amplitude of these oscillations first increases then goes to zero as one would expect. Surprisingly, the oscillations reappear at yet higher heater currents with their phase being $`\pi `$-shifted compared to low current values. From direct measurements of the temperature gradient we estimate the amplitude of the oscillations to be orders of magnitude smaller than predicted by theory.

In a nonuniformly heated conductor there arises an electric field, $`E`$, proportional to the temperature gradient $`E=QT`$, where $`Q`$ is known as thermopower. In metals $`Q`$ is determined  by a derivative of the logarithm of conductivity $`\sigma `$ with respect to energy $`\epsilon `$ taken at the Fermi level

$$Q=\frac{\pi ^2}{3}\frac{k_B^2T}{e}\left\{\frac{ln\sigma }{\epsilon }\right\}_{\epsilon =\epsilon _F},$$
(1)
where $`k_B`$ is Boltzman constant and $`e`$ is electron charge. In normal metals with diffusive electron transport the conductivity changes very little with energy and the thermopower has the following order of magnitude

$$Q=C\frac{k_B}{e}\frac{k_BT}{\epsilon _F},$$
(2)
where $`C`$ is a constant of the order of unity depending on the topology of Fermi surface and the energy dependence of scattering time.

The thermoelectric properties of a normal metal ($`N`$) in contact with a superconductor ($`S`$) are strongly modified by the proximity effect. First, the electrical conductivity has a much stronger energy dependence, so that the thermopower can be orders of magnitude larger than predicted by Eq. (2) . In the geometry of Andreev interferometer, when the normal part is connected to the superconducting loop, the thermopower will oscillate as a function of the magnetic flux $`\mathrm{\Phi }`$ through the loop, with a period equal to the flux quantum $`\mathrm{\Phi }_0=hc/2e`$. It was shown that these oscillations can be symmetric or antisymmetric with respect to $`\mathrm{\Phi }`$ depending on the sample topology in contrast to the conductance oscillations which are always symmetric . Second, the voltage between $`N`$ and $`S`$ circuits may appear due to nonequilibrium branch imbalance in the $`N`$ film created by temperature gradient . The thermopower associated with this effect is predicted to be giant compared with Eq. (2) as it does not contain small factor $`k_BT/\epsilon _F`$. The thermopower oscillations are predicted to be close to antisymmetric in this case .

Recently, the oscillating thermovoltage of mesoscopic (Au/Al) Andreev interferometer has been discovered in a pioneering experiment by Chandrasekhar’s group . The value of $`Q`$ was estimated to be consistent with theoretical predictions . For various geometries of Andreev interferometer, both symmetric and antisymmetric oscillations were observed. Later experiments by the same group with direct measurements of temperature gradients proved that the thermopower was indeed orders of magnitude larger than (2) . The origin of the phase of thermopower oscillations for different geometries is still unclear.

In this Letter we report measurements of thermopower oscillations $`vs`$ magnetic field in a (Sb/Al) Andreev interferometer. As a function of heater current the amplitude of oscillations first increases then goes to zero similar to that in Ref. 4. However, we have discovered a novel effect: at higher heater currents the oscillations reappear with their phase shifted by $`\pi `$ compared to low current ones. In our case the amplitude of oscillations was of the order of (2), as extrapolated from the value of $`Q`$ for Sb at $`T=273K`$, although classical thermopower was not observed.

The structures were made by multi-layer electron-beam lithography as shown in the scanning electron micrograph (Fig. 1). The first layer was 40 nm thick Sb (semimetal) followed by second layer of 60nm thick Al (superconductor). Prior to the deposition of the second layer, $`insitu`$ Ar+ etching was used to clean the interface. Two hybrid loops form two Andreev interferometers which we will call ”top interferometer” (TI) with interfaces to superconductor situated on the current lines of $`N`$-part and ”bottom interferometer” (BI) with the interfaces being off current lines. TI has $`S`$-contacts ($`S1`$ and $`S2`$) and $`N`$-contacts ($`N1`$, $`N2`$, $`N3`$, $`N4`$, $`H1`$, $`H2`$). BI has $`S`$-contact $`S3`$ and $`N`$-contacts $`N5`$, $`N6`$, $`N7`$, $`N8`$, $`H1`$, $`H2`$ (see Fig. 1). The geometry of the sample allowed us to measure the temperature gradient across an interferometer, so that the absolute value of thermopower could be determined.

Measurements were performed in a He3 cryostat in temperatures from 0.28K to 6K with a magnetic field (¡ 5T) applied perpendicular to the substrate. Resistivity, $`\rho `$, of Sb film was 60$`\mu \mathrm{\Omega }`$cm and that of Al film was 1.2$`\mu \mathrm{\Omega }`$cm, with diffusion constants, $`D`$, 133cm2/s and 223cm2/s, respectively. The resistance of interface between the two films in normal state was 8$`\mathrm{\Omega }`$ for the interface area 150x150nm2.

Figure 2 shows the resistance and thermovoltage oscillations for both interferometers as a function of the magnetic field, with a period corresponding to the flux quantum through the superconducting loop. Magnetoresistance measurements were performed using conventional ac bridge technique. For thermopower measurements a heating current, $`I_h`$, was a sum of dc and small ac currents. Thermovoltage, $`V_{th}`$, was measured using lock-in amplifier on the frequency of ac signal.

The polarity of the connection of $`S`$ and $`N`$ electrodes to the voltmeter was the same for both TI and BI. Yet, the phase of thermovoltage oscillations is opposite for TI and BI. If we assume some heat escape through the $`NS`$ interfaces into superconductor, then for BI the closest to the $`N`$ reservoir $`NS`$ contact will have higher temperature, contrary to TI. Thus, the temperature gradient will be opposite for BI and TI, resulting in opposite phase of thermopower oscillations for BI and TI. However, for quasiparticle energies below superconducting gap there should be no heat transfer into the $`S`$ contact (neglecting phonon heat conductivity at $`T0.28K`$). In this case, there is no temperature gradient between the $`NS`$ contacts for BI and the reason for the opposite phase for BI and TI remains unclear. In our experiment the oscillations of the thermopower for the BI with $`NS`$ interfaces off classical current lines between the $`N`$ reservoirs (corresponding to the house structure of Ref. 4) were $`\pi /2`$-shifted from magnetoresistance oscillations (as opposed to the two being in phase in Ref. 4). This fact can probably be attributed to the noticeable asymmetry in the position of $`NS`$ contacts of BI with respect to the ”hot” point (see Fig. 1).

Figure 3 shows $`V_{th}`$ $`vs`$ magnetic field oscillations of the TI for four different dc current, $`I_h`$. With increasing $`I_h`$ the oscillations first disappear, and then remarkably reappear at a higher $`I_h`$ with a $`\pi `$ phase shift compared to low $`I_h`$ measurements. The phase of the thermopower oscillations at each $`I_h`$ was checked against that of the magnetoresistance, which remained the same for all temperatures and currents. Note magnetic field independent $`V_{th}`$ resulting in a vertical shift of the curves in Fig. 3 with increasing $`I_h`$. This is not due to classical thermopower in Sb as control Sb structures of exactly the same geometry of the heater but with all normal electrodes (no superconductors) showed no such a shift. In Fig. 4 we show the amplitude of thermovoltage oscillations for both our interferometers. Note that the amplitude of the thermovoltage oscillations for BI and TI is about the same. For both interferometers no noticeable oscillations were detected for $`I_h`$ in the range from 3 to 8 $`\mu A`$.

We have also performed similar measurements of the thermopower on the structures with extra normal electrodes connected to the Andreev interferometer. This allows us to compare the thermovoltage arising between two normal electrodes with that arising between a normal and a superconducting electrode.We found the amplitude of the thermovoltage oscillations being approximately the same for both cases, contrary to the prediction of Ref. 3. The disagreement probably originates from the condition $`h/\epsilon \tau _\epsilon 1`$ (here $`h`$ is Plank’s constant, $`\epsilon `$ is a characteristic energy of quasiparticles and $`\tau _\epsilon `$ is the energy relaxation time) at which the results of Ref. 3 were calculated . In our experiment it was $`h/\epsilon \tau _\epsilon 1`$.

To estimate the absolute value of thermopower we need to know temperature gradient across the interferometer. We have used proximity effect in the TI as a thermometer . Figure 5 shows the amplitude of the magnetoresistance oscillations of the TI as a function of temperature and dc current, $`I_h`$. From this we can roughly estimate the temperature, $`T_m`$, in the middle of the normal part of the TI (Fig. 6, inset). Figure 6 shows the correspondence of the temperature to the heating current extracted from Fig. 5. The solid line in Fig. 6 shows the best fit of $`T_m`$ by the formula $`\sqrt{T_0^2+\alpha I_h^2}`$, obtained from a solution of Nagaev’s equation  neglecting electron-phonon scattering at low temperatures, where $`\alpha `$ is a sample-specific constant, which we used as a fitting parameter. We will use the solid line on Fig. 6 to obtain $`T_m`$ at a given heating current. Broken lines on Fig. 6 show error in finding $`T_m`$ due to data scattering. The thermopower of Andreev interferometer, $`Q_A`$ can be estimated as $`Q_A=V_{th}/\mathrm{\Delta }T`$, where $`V_{th}`$ is voltage measured between $`S`$ and $`N`$ and $`\mathrm{\Delta }TT_mT_0`$ is temperature difference across the interferometer. Measurements on the $`N`$6-$`N`$7 part of the structure confirmed that the temperature of this part does not deviate from the base temperature at low ($`I_h1\mu A`$) heater currents.

The reliable estimation of the temperature using this method can be done only at small currents when the corresponding temperature is far away from the critical temperature of the superconducting transition. This is because close to the superconducting transition the temperature dependence of the proximity effect is governed by the temperature dependence of the gap rather than actual electron temperature . For $`I_h=1\mu A`$ we have $`T_m0.36\pm 0.02K`$, so that $`\mathrm{\Delta }T80mK`$. This gives the value of $`Q_A50nV/K`$. It is interesting to compare this value with the classical thermopower of Sb, $`Q_{cl}`$. Using table value of $`Q_{cl}=36\mu V/K`$ for Sb at $`T=273K`$  we can expect the value of the order of $`36nV/K`$ at $`T=0.28K`$. Thus, in our experiment the ratio $`\epsilon _F/k_BT`$ seems to be orders of magnitude larger than $`Q_A/Q_{cl}`$. However, the fact that we did not observe classical thermovoltage down to the level of about 0.1$`nV`$, which corresponds to the thermopower of about 1$`nV/K`$ at $`I_h=1\mu A`$, suggests that the classical thermopower is also at least two orders of magnitude smaller than one would expect from free electron model. Unfortunately, the thermopower measurements at this temperatures are very difficult, because one needs a small temperature gradient, resulting in a small thermovoltage. The reference data for Sb thermopower at these low temperatures is also lacking.

At low heater currents our results are in general in line with earlier experiment of Ref. . In terms of thermovoltage our results are of the same order as in  but in terms of thermopower we find our values of 50 - 100nV/K to be smaller than 4$`\mu `$V/K reported in  and than theoretical prediction of few $`\mu `$V/K .

Main discovery made in this work is reappearance of thermopower at higher heating currents with the $`\pi `$-shift in the phase of the thermopower oscillations. We emphasize that our result is different from the reversal of Josephson current observed in Ref. 11, because we don’t see any anomalies in magnetoresistance oscillations (see Fig. 5) with their phase being exactly the same throughout the whole range of temperatures and currents.

In real metals with anisotropic Fermi surface and scattering times (2) will be no longer valid. Instead, we must add up contributions from all different parts of the Fermi surface, some having opposite sign. Sb is a highly anisotropic semimetal with the concentration of electrons and holes being nearly equal and with effective masses differing by a factor of 10 for different directions. Contributions to the proximity-effect correction to conductivity from these different types of carriers will have different energy dependence. Therefore, it is possible that at some temperature these contributions may cancel each other and the thermopower will change sign in the way observed on the experiment.

The other mechanism that strongly affects the thermopower of metals at low temperatures and may also result in giant thermopower and a change in the sign of thermopower is a phonon drag . However, at the base temperature of our experiment, $`T=0.28K`$, phonon effects should be minimal. To our knowledge the phonon drag has never been studied with regard to superconducting proximity effect.

In conclusion, we have observed the reversal of the phase-dependent thermopower of diffusive Andreev interferometer at low temperatures. The magnetic-field independent Andreev thermopower was observed, while classical thermopower was smaller than the experimental noise level. The amplitude of both Andreev and classical thermopower was orders of magnitude smaller than that predicted by theory. We believe that the full theoretical treatment of the problem including the topology of real Fermi surface is needed for complete understanding of the observed effects.

We acknowledge financial support from the EPSRC (Grant Ref: GR/L94611). We thank A.F. Volkov for valuable discussions.


text:
# Universal relation between the dispersion curve and the ground-state correlation length in 1D antiferromagnetic quantum spin systems

## I introduction

Recently, considerable attention has been paid for the low-energy excitations of one-dimensional(1D) antiferromagnetic(AF) quantum spin chains with an excitation gap. In discussing the low-energy excitations of the spin gap systems, one of the most fundamental quantities is the dispersion curve $`\epsilon (k)`$ of the elementary excitation. We can then expect that $`\epsilon (k)`$ reflects the nature of the ground state correlation function $`G(n)S_0^zS_n^z`$, since the elementary excitation can be interpreted as a “local defect particle” in the ground-state. Actually for the $`S=1`$ AF Heisenberg chain, a relation $`v=\xi \mathrm{\Delta }`$ is known numerically, where $`v`$ is the spin wave velocity, $`\xi `$ is the correlation length and $`\mathrm{\Delta }`$ is the excitation gap. However, a full justification of such a relation has not been made yet and to find its generalized form is an interesting problem.

In this paper, on the basis of the correspondence between the 1D-quantum and 2D-classical systems, we present an universal relation between the low-energy dispersion curve and the ground-state correlation length:

$$\epsilon (i\kappa )=0\mathrm{with}\mathrm{Re}\kappa =1/\xi ,$$
(1)
which holds for a wide class of 1D quantum spin chains. A remarkable point in eq. (1), which has not been stressed so far, is that the full dispersion curve should be taken into account properly. In other words, the conventional relation $`v=\xi \mathrm{\Delta }`$ does not hold for general cases; $`v=\xi \mathrm{\Delta }`$ is valid only for the relativistic-free-fermion case, where the dispersion curve is $`\epsilon (k)=\sqrt{\mathrm{\Delta }^2+v^2\overline{k}^2}`$ with $`\overline{k}=\pi k`$. Although the form of eq.(1) looks quite natural on the assumption of the free quasi-particle theory, the validity of such a free particle picture is a highly nontrivial problem in the strongly correlated systems.

In the following, we address the relation (1) both in analytical and numerical ways. We firstly show that the relation is actually satisfied for integrable models, where we can handle the 1D-quantum and 2D-classical correspondence exactly. This analysis of the integrable models provides an essential insight for general cases. We secondly make a derivation of the relation for the general cases, dealing with the Suzuki-Trotter decomposed 2D classical systems. By using density-matrix renormalization group(DMRG) and the exact diagonalization tequniches, we finally demonstrate that the relation is accepted for the $`S=1`$ bilinear-biquadratic(BLBQ) chain and the $`S=1/2`$ zigzag spin ladder, which exhibit characteristic dispersion curves associated with the cusp singularity in the magnetization process.

## II exactly solvable cases

Although a lot of important relations are established in the integrable systems, eq. (1) has not been discussed yet. Thus we start with analyzing some integrable lattice models. As the simplest but important example, let us examine the 1D Ising model in a transverse field(ITF): $`H=Js_i^zs_{i+1}^z\mathrm{\Gamma }s_i^x`$, where $`\stackrel{}{s}_i`$ is the spin-$`1/2`$ operator at $`i`$ th site and $`\mathrm{\Gamma }`$ is the transverse field. This model is solved with the Jordan-Wigner transformation, and then the dispersion curve is obtained as $`\epsilon _{\mathrm{ising}}(k)=\frac{1}{2}\sqrt{(J\mathrm{cos}k+2\mathrm{\Gamma })^2+(J\mathrm{sin}k)^2}`$. The correlation function can be also calculated straight forwardly to be $`\xi ^1=\left|\mathrm{ln}(2J/\mathrm{\Gamma })\right|`$. We can then confirm $`\epsilon _{\mathrm{ising}}(i/\xi )=0`$ clearly.

More generally, we consider the XYZ model: $`H=_iJ_x\sigma _i^x\sigma _{i+1}^x+J_y\sigma _i^y\sigma _{i+1}^y+J_z\sigma _i^z\sigma _{i+1}^z`$, where $`\stackrel{}{\sigma }_i`$ is the Pauli matrix at $`i`$-th site and the coupling constants are represented by the Baxter’s elliptic-function parametalization with a modulus $`l`$: $`J_x=\mathrm{cn2}\zeta /\mathrm{sn2}\zeta `$, $`J_y=\mathrm{dn2}\zeta /\mathrm{sn2}\zeta `$ and $`J_z=1/\mathrm{sn2}\zeta `$. We consider only the AF region of the couplings. The dispersion curve of the spinon excitation is calculated exactly by Johnson, Krinsky and McCoy:

$$\epsilon _{\mathrm{XYZ}}(k)=2J_z\frac{K_1\mathrm{sn}(2\zeta )}{K^{}}\sqrt{1k_1^2\mathrm{cos}^2k},$$
(2)
where $`K^{}`$ is the complete elliptic integral of the modulus $`l`$, and $`k_1`$ is the modulus defined by $`K_1^{}/K_1\pi \zeta /K^{}`$. The correlation function of the XYZ chain is also calculated:

$$G(n)=𝑑\varphi _1𝑑\varphi _2\rho (\varphi _1,\varphi _2)\left[k_2\mathrm{sn}(\frac{K_2\varphi _1}{\pi })\mathrm{sn}(\frac{K_2\varphi _2}{\pi })\right]^n$$
(3)
where $`\rho (\varphi _1,\varphi _2)`$ is a non-singular function and $`k_2`$ is another modulus defined by the elliptic integrals $`K_2^{}/K_22\pi \zeta /K^{}`$. In order to compute the asymptotic form of the correlation function, we apply the saddle point method to eq. (3) and obtain $`G(n)k_2^n`$. Since the $`\sigma ^z`$ operator creates two spinon excitations when it acts on the ground state wavefunction, the spinon-spinon correlation length is given by $`\xi ^1=\frac{1}{2}\mathrm{ln}k_2`$. Then, we can see $`\epsilon _{\mathrm{XYZ}}(\frac{i}{2}\mathrm{ln}k_2)=0`$ easily, by using the Landen transformation. From these, we have verified eq. (1) for the integrable models.

## III general cases

The realization of eq. (1) for the integrable models can be attributed to the nature of the underlying 2D classical models, such as 8-vertex model. An useful point in considering the 2D classical systems is that the asymptotic behavior of the system in the time and space directions can be treated systematically; Particularly, it should be remarked that the anisotropic correlation length of the system can be associated with the equilibrium-crystal shape(ECS) of the interface via the Wulff construction:

$$\gamma (\theta )=\frac{k_BT}{\xi (\theta )},$$
(4)
where $`\gamma (\theta )`$ is the crystal shape at the angle $`\theta \mathrm{arctan}(y/x)`$ and $`\xi (\theta )`$ is the angle dependent correlation length. For the integrable models, the universal behavior of the ECS is shown exactly, and then the eq. (1) for the corresponding 1D quantum spin systems can be explained as one of the resulting behaviors of the universal ECS.

In order to see the connection of the ECS with the quasi-particle excitation, we represent the correlation length $`\xi (\theta )`$ as the asymptotics of the lattice Green’s function:

$$\frac{1}{\xi (\theta )}=\underset{r\mathrm{}}{lim}\frac{1}{r}\mathrm{ln}𝒢(x,y)$$
(5)
where $`𝒢(x,y)`$ is the lattice greens function and $`r=\sqrt{x^2+y^2}`$. Throught the Fourier space pepresentation, we can write this lattice Green’s function as

$$𝒢(x,y)=_\pi ^\pi 𝑑k_x_\pi ^\pi 𝑑k_y\frac{e^{ik_xx+ik_yy}}{D(k_x,k_y)},$$
(6)
in which the asymptotic behavior in the real space is determined by the condition $`D(k_x,k_y)=0`$.  The correlation length and the dispersion curve in the 1D quantum system can be also extracted from $`D(k_x,k_y)`$ (see below in detail). In fact $`D(k_x,k_y)`$ of the XYZ model is calculated in Ref., where we can reduce the universal curve of the ECS to eq. (1).

In the framework of the Wullf construction, what we want to emphasize here is that there is the one-to-one correspondence between the ECS and the asymptotics of the lattice Green’s function. Since the ECS is the well-defined thermodynamic object and the Wulff construction does not require the integrability of the system, we can assume the existence of the lattice Green’s function with $`D(k_x,k_y)`$ for a wide class of non-integrable models. This implies that the asymptotic form of the lattice Green’s function (6) can be defined not by the perturbative argument of the local excitation, but by the thermodynamic quantity of the ECS, where the interaction effect of the system is fully taken into account.

To analyze the general 1D quantum systems, we consider the dynamical correlation function $`G(n,\tau )S^z(n,\tau )S^z(0,0)_\beta `$, where $`S^z(n,\tau )`$ is the spin operator of the Heisenberg representation at position $`n`$ and imaginary time $`\tau `$, and $`\mathrm{}_\beta `$ means the thermal average at an inverse temperature $`\beta `$. Our goal is to evaluate the asymptotic behavior of $`G(n,\tau )`$ in the zero-temperature limit. For this purpose we describe $`G(n,\tau )`$ by the lattice Green’s function (6) on the Suzuki-Trotter transformed 2D classical system of the size $`N\times 2M`$:

$$𝒢(n,2m)=_\pi ^\pi 𝑑k_x_\pi ^\pi 𝑑k_y\frac{e^{ik_xn+ik_y2m}}{D(k_x,k_y)},$$
(7)
where $`mM\tau /\beta `$, $`N`$ is the lattice size in the spatial direction, and $`M`$ is the Trotter number. In the Trotter limit $`M\mathrm{}`$, we recover the original Green’s function $`G(n,\tau )𝒢(n,2m)`$. The function $`D(k_x,k_y)`$ should be determined when a model is given. For example, that of the ITF is given by $`D(k_x,k_y)=\mathrm{cosh}2K_x\mathrm{cosh}2K_y\mathrm{sinh}2K_x\mathrm{cos}k_x\mathrm{sinh}2K_y\mathrm{cos}k_y`$ with $`K_x=\beta J/(4M)`$ and $`K_y=\frac{1}{2}\mathrm{ln}[\mathrm{coth}(\frac{\beta \mathrm{\Gamma }}{M})]`$. However, the explicit form of $`D(k_x,k_y)`$ is not required in the following discussion.

In eq. (7), we first consider the Trotter limit $`M\mathrm{}`$, where the dominant contribution to the $`k_y`$ integral comes from $`k_y0`$, since $`e^{ik_y2m}`$ is highly oscillating. Substituting $`k_y=\frac{\beta }{2M}\stackrel{~}{k_y}`$, we can expand $`D(k_x,k_y)`$ as

$$D(k_x,k_y)=D(k_x,0)+D_{yy}(k_x,0)(\frac{\beta }{2M}\stackrel{~}{k}_y)^2+\mathrm{},$$
(8)
where the first-order term of the $`k_y`$ derivative vanishes due to the Helmiticity of the original 1D spin chain. Though $`D(k_x,k_y)`$ contains the Trotter number dependence, we find that $`D(k_x,0)+D_{yy}(k_x,0)(\frac{\beta }{2M}\stackrel{~}{k}_y)^2`$ has a proper limit as $`M\mathrm{}`$, without the overall normalization factor, and then the higher-order terms with respect to $`\stackrel{~}{k_y}`$ can be neglected. Thus we obtain

$`𝒢(n,2m)={\displaystyle _\pi ^\pi }𝑑k_xF(k_x){\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\stackrel{~}{k}_y{\displaystyle \frac{e^{ik_xn+i\stackrel{~}{k}_y\tau }}{d(k_x)+\stackrel{~}{k}_y^2}}`$ (9)
where $`F(k_x)`$ is a non-singular function and we have defined

$$d(k_x)\underset{M\mathrm{}}{lim}\frac{2MD(k_x,0)}{\beta D_{yy}(k_x,0)}.$$
(10)
For the case of the ITF, we have $`d(k_x)=\frac{1}{4}(J^2+4\mathrm{\Gamma }^2+4J\mathrm{\Gamma }\mathrm{cos}k_x)`$, and $`F(k_x)=2M\mathrm{\Gamma }/\beta `$ explicitly.

We next consider the low-energy limit $`\beta \mathrm{}`$. We then evaluate the “long-distance behavior” of eq. (9) with a fixed direction $`\tau /n\mathrm{tan}\theta `$ in the limit $`n,\tau \mathrm{}`$. Applying the saddle point method, we obtain $`G(n,\tau )e^{\kappa _xn\kappa _y\tau }`$, where $`\kappa _x`$ and $`\kappa _y`$ satisfies the saddle point conditions:

$`d(i\kappa _x)\kappa _y^2=0,{\displaystyle \frac{2\kappa _y}{\frac{d(i\kappa _x)}{(i\kappa _x)}}}=\mathrm{tan}\theta .`$ (11)
Particularly for the case of the equal-time correlation function, we set $`\kappa _y=0`$($`\theta =0`$). Then $`G(n,\tau )`$ reduces into $`G(n)e^{\kappa _xn}`$ with $`d(i\kappa _x)=0`$, in which the real part of $`\kappa _x`$ represents the inverse correlation length of the ground-state.

Let us here discuss the meaning of the function $`d(k_x)`$. To see it, we further perform the $`\stackrel{~}{k}_y`$ integral in eq. (9) and then obtain another expression of the Green’s function:

$`G(n,\tau )=\mathrm{const}{\displaystyle _\pi ^\pi }𝑑k_x{\displaystyle \frac{e^{ik_xn\sqrt{d(k_x)}\tau }}{\sqrt{d(k_x)}}}.`$ (12)
On the other hand, the asymptotic behavior of the Green’s function can be reduced into $`G(n,\tau )𝑑k\widehat{G}(k)e^{ikn\epsilon (k)\tau }`$ in the low-energy limit, by taking account of the one-particle part of the excitation, where $`\widehat{G}(k)`$ is the Fourier transform of $`G(n)`$. Comparing the above expression with eq. (12), we can see $`\sqrt{d(k)}=\epsilon (k)`$, which is checked for the ITF easily. Hence, we finally arrive at the formula (1).

## IV numerical results

In the above derivation, we have formally written down the function $`D(k_x,k_y)`$. In this section, we verify the relation (1) for non-integrable models in numerical ways, since the analytic calculation of $`D(k_x,k_y)`$ is very difficult. As a typical example of the non-integrable models, we investigate the $`S=1`$ BLBQ chain, which plays an important role to understand the Haldane systems. The Hamiltonian of the BLBQ chain is given by

$$=\underset{i}{}\left[\stackrel{}{S}_i\stackrel{}{S}_{i+1}+\beta (\stackrel{}{S}_i\stackrel{}{S}_{i+1})^2\right],$$
(13)
where $`\stackrel{}{S}_i`$ is the $`S=1`$ spin operator at $`i`$-th site, and $`\beta `$ is the coupling constant of the biquadratic term(not inverse temperature). The BLBQ chain with $`\beta =0`$, $`1/3`$ and $`1`$ corresponds to the $`S=1`$ Heisenberg spin chain, the valence-bond-solid(VBS) chain and the $`SU(3)`$ integrable chain respectively.

In connection with the relation (1), a remarkable feature of the BLBQ chain is that its dispersion curve and the ground-state correlation function exhibit various characteristic properties; Some extensive numerical studies of the ground-state correlation function claim that the VBS point is a disorder point, which is the onset of the incommensurate oscillation of $`G(n)`$ accompanying with a cusp singularity in $`\xi `$. Appearance of Lifsitz point $`\beta =\beta _L0.43`$ is also reported, where the peak wavenumber of the static structure factor starts to shift as $`\beta `$ increases.  Moreover, at $`\beta =\beta _c0.40`$, the shape of the dispersion curve changes into the double well structure, which is associated with the cusp singularity in the magnetization process. Although a phenomenological explanation of this scenario is recently made by assuming a continuous-free-field theory, a full justification based on the lattice Hamiltonian (13) has not been achieved yet. We now demonstrate the our relation (1) for the BLBQ chain, which provides the background for the phenomenological theory.

The ground-state correlation function of the BLBQ chain can be investigated with the DMRG, while there is few systematic study of the whole shape of the dispersion curve for the sufficiently long chain. For the purpose of computing the dispersion curve, we employ the DMRG combined with the continued fraction method, where the excitation spectrum is extracted as a peak of the imaginary part of the dynamical correlation function expressed as the continued fraction. The DMRG calculation is performed for the BLBQ chain of the length $`L=240`$ with the open boundary condition, targeting up to the five Lanczos vectors generated form the initial state $`\widehat{S}_k^z|0`$, where $`\widehat{S}_k^zS_n^ze^{ikn}`$. In addition to this, we use the filtering technique to cut off the scattering at the boundaries, according to Ref.. In FIG.1 we show the dispersion curves for $`\beta =0`$, $`1/3`$ and $`0.6`$, which are calculated with the maximum number of the retained bases $`m=81`$. Clearly we can see the shape change of the dispersion curve induced by the incommensurate effect originating from the biquadratic term. The dotted parts in the curves for $`\beta =1/3`$ and $`0.6`$ mean that the dispersion curves are screened by the continuum spectrum.

In order to check eq. (1), we estimate the Fourier series expansion of the dispersion curve with a fitting. Using the fitted curve, we determine the zero of the dispersion curve in the complex plane and compare the result with the correlation length obtained from a direct computation of $`G(n)`$. Here let us recall the dispersion curve has the square-root form $`\epsilon (k)=\sqrt{d(k)}`$. Thus we can expect that the function $`d(k)`$ is fitted well rather than $`\epsilon (k)`$:

$`d(k)=\epsilon (k)^2={\displaystyle \underset{n=0}{\overset{N}{}}}A_n\mathrm{cos}nk,`$ (14)
where $`\{A_n\}`$ is fitting parameters and $`N`$ denotes the number of the parameters(cut off frequency). For the Heisenberg point $`\beta =0`$, the fittings with $`N=5`$, $`6`$ and $`7`$ yield $`\xi =0.590(5)`$, $`6.02(8)`$ and $`0.60(1)`$, which are converged with respect to $`N`$ and in good agreement with the known value $`\xi =6.03`$. We also test the fitting: $`\epsilon (k)=B_0+B_1\mathrm{cos}(k)+B_2\mathrm{cos}2k+\mathrm{}`$, and obtain $`\xi =2.5(1)`$, $`2.8(2)`$ and $`3.2(2)`$ for $`N=6`$, $`7`$ and $`8`$ respectively, which does not converge with respect to $`N`$. This slow convergence for $`\epsilon (k)`$ may be essential, since $`\epsilon (i\kappa )=0`$ corresponds to the blanch-cut singularity of the square-root function. Hence, we have verified the $`\epsilon (i\kappa )=0`$ with $`\kappa =1/\xi i\pi `$, including the square-root form of the dispersion curve. Here, it should be noted that we obtain $`\xi =6.00`$ for the case of assuming the relativistic free fermion: $`\epsilon (k)=\sqrt{\mathrm{\Delta }^2+v^2\overline{k}^2}`$ with $`\mathrm{\Delta }=0.410`$ and $`v=2.46`$.

At the VBS point, the fittings with $`N=3`$, $`4`$ and $`5`$ yield $`\xi =0.92(1)`$, $`0.90(1)`$ and $`0.91(1)`$ respectively, which are consistent with the exact value $`\xi =1/\mathrm{ln}3=0.910\mathrm{}`$. On the other hand, the relation $`v=\xi \mathrm{\Delta }`$ with $`\mathrm{\Delta }=0.70`$ and $`\xi =0.91`$ gives the velocity $`v=0.64`$, which does not agree with the correct value $`v=0.85`$ estimated by the curvature at the bottom of the dispersion curve. Thus the conventional relation is not maintained in general cases. For the VBS model, we can further discuss $`\epsilon (\pi +i/\xi )=0`$ exactly, based on the domain-wall picture of the excitation, where the dispersion curve is calculated as the Fourier transform of the domain-wall correlation function. Since the asymptotic behavior of the domain-wall correlation function is determined by the overlap integral between the four degenerating VBS states, we can see the dispersion curve contains the factor $`5+3\mathrm{cos}k`$, which yields the zero of $`\epsilon (k)`$ at $`k=\pi +i\mathrm{ln}3`$. In addition, we should remark that the solution of $`d(k)=0`$ is given by the twofold root of $`k=\pi +i\mathrm{ln}3`$, because $`d(k)=\epsilon (k)^2`$. This implies that the VBS model locates at the disorder point, since the imaginary part of the solution of $`d(k)=0`$ starts to move from $`\pi `$ with making a complex-conjugate pair, as $`\beta `$ is increased.

For $`\beta =0.6`$, the numerical data in the range $`\pi /2<k\pi `$ is well converged, where the imaginary part of the dynamical correlation function has sharp peaks. On the other hand, the curve in $`0.6\pi <k<\pi /2`$ is disturbed by the continuum spectrum. However, we find that the main contribution to the zero of the $`\epsilon (k)`$ comes from the range $`\pi /2<k\pi `$. Actually, we have obtained the sufficiently stable results: $`\xi =3.79(5)`$ and $`q=0.678(1)\pi `$ and $`\xi =3.80(2)`$ and $`q=0.680(2)\pi `$, by the fitting of eq. (14) with $`N=7`$ and $`8`$ respectively, where $`q`$ denotes the incommensurate period of the correlation function. These values agree with $`\xi =3.87`$ and $`q=0.678\pi `$, which is computed directly from the real-space correlation function. Thus the formula (1) is verified for the BLBQ chain, including the period of the incommensurate oscillation.

The similar behaviors of the dispersion curve and the correlation function can be expected in a class of the frustrated spin ladder systems. In the remaining part of this section, we further test the relation (1) for the $`S=1/2`$ zigzag spin ladder in the dimer gap phase, which also shows the characteristic behaviors of the dispersion curve and the correlation function. The Hamiltonian of the zigzag ladder is given by

$$=\underset{i}{}\left[\stackrel{}{S}_i\stackrel{}{S}_{i+1}+\alpha \stackrel{}{S}_i\stackrel{}{S}_{i+2}\right],$$
(15)
where $`\stackrel{}{S}`$ is the $`S=1/2`$ spin operator. The zigzag ladder is in the dimer gap phase for $`\alpha >0.2411`$, and $`\alpha =0.5`$ is called Majumdhar-Gosh point, where the ground state is exactly represented as the dimer singlet state. For $`\alpha >0.54`$, the spinon dispersion curve has the double well structure, in accordance with the incomennsurate oscillation of the correlation function. The magnetization curve has also a cusp singularity in this region of $`\alpha `$.

An important feature of the zigzag ladder is that the elementary excitation is described by the topological excitation of $`S=1/2`$, which is called spinon. Recently, the single spinon excitation of the zigzag ladder has been extracted by using the exact diagonalization method with the Möbius boundary condition, (See Fig.2) although it has not been obtained for the system with the periodic boundary condition where the excitation is basically described by the combination of the two spinons. From the spinon dispersion curve calculated with the Möbius boundary condition, we estimate the square of the dispersion curve $`d(k)`$ with the fitting of (14) and solve $`d(i\kappa )=0`$ numerically. We then compare the results with the correlation length computed with the DMRG method.

We here consider the zigzag ladder of $`\alpha =0.48`$ and $`\alpha =0.6`$ typically, whose properties are similar to the BLBQ chain of $`\beta =0`$ and $`\beta =0.6`$ respectively. For $`\alpha =0.48`$, the period of the correlation function is commensurate and thus the bottom of the dispersion curve is located at $`k=\pi /2`$. In fact, the result of $`d(i\kappa )=0`$ yields $`\xi =5.71(6)`$, which is consistent with the correlation length obtained with the DMRG: $`\xi =5.68(7)`$. For $`\alpha =0.6`$, the single spinon dispersion curve has a double well structure around $`k=\pi /2`$, and then the solution of $`d(i\kappa )=0`$ yields $`\xi =4.35(20)`$ and $`q=0.368(5)\pi `$. On the other hand, the asymptotic behavior of the correlation function computed with the DMRG is $`\xi =4.26(20)`$ and $`q=0.367(2)`$, which is also in good agreement with the results of the relation (1). We have therefore verified the relation (1) for the $`S=1/2`$ zigzag spin ladder, including the period of the incommensurate oscillation of the correlation function.

## V summary and discussion

We have presented the relation (1), which connects the zero of the dispersion curve with the correlation length of the ground-state. For the integrable systems, we have verified the relation by the exact expressions of the dispersion curve and the correlation length. We have next derived the relation (1) for general cases, based on the Suzuki-Trotter transformed 2D classical models, where the connection to the universal crystal shape of the equilibrium interface plays an important role. To check eq. (1) in the non-integrable systems, we have computed the dispersion curve of the BLBQ chain, using the DMRG method combined with the continued fraction method. We have also investigated eq. (1) for the $`S=1/2`$ zigzag spin ladder in the dimer gapped phase. Then we have shown that the relation (1) explains the asymptotic behavior of the correlation function including the incommensurate oscillation.

Since the argument in this paper is founded on the equilibrium crystal shape in the corresponding classical system, the validity of the relation (1) is independent of such special properties of the system as the integrability, the anisotropy of the system(full-$`SU(2)`$ symmetry), the spin magnitude of the excitation particle, and so on. Indeed, the qasi-particle excitations considered in this paper includes various types of the excitations. We can, therefore, conclude that the relation (1) is hold for a wide class of quasi-1D quantum systems. Recently, some interesting problems between the correlation function and the dispersion curve are also expected in a class of frustrated spin systems or correlated electron systems. When analyzing such systems, we believe that the relation (1) plays an important role.

###### Acknowledgements.

The authors would like to thank T. Nishino and N. Maeshima for helpful comments. K.O. was supported by the Japan Society for the Promotion of Science.