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# Non-Newtonian effects in the peristaltic flow of a Maxwell fluid

## I Introduction

Investigation of flow dynamics of a fluid in a tube having circular cross-section, induced by a wave traveling on its wall (boundary), has many applications in various branches of science. The physical mechanism of the flow induced by the traveling wave can be well understood and is known as the so-called peristaltic transport mechanism. This mechanism is a natural cause of motion of fluids in the body of living creatures, and it frequently occurs in the organs such as ureters, intestines and arterioles. Peristaltic pumping is also used in medical instruments such as heart-lung machine etc..

Laboratory experiments have shown that an external sonic radiation can considerably increase the flow rate of a liquid through a porous medium (Refs. and references therein). Initially, the idea of flow stimulation via waves traveling on the flow boundary, in the context of porous media, has been proposed by Ganiev and collaborators . They proposed that sonic radiation generates traveling waves on the pore walls in a porous medium. These waves, in turn, generate net flow of fluid via the peristaltic mechanism. Later, this problem has been studied in a number of publications, where authors used different simplifying assumptions in order to solve the problem (see e.g. Ref.). The most recent and general study of stimulation of fluid flow in porous media via peristaltic mechanism is presented in Ref., which we will use as a starting point in order to include non-Newtonian effects into the peristaltic model.

It is clear that a usual peristaltic mechanism discussed, e.g., in Ref. can be used to describe the behavior of a classic Newtonian fluid; however, for example, oil and other hydrocarbons exhibit significant non-Newtonian behavior . The aim of this paper is therefore to incorporate non-Newtonian effects into the classical peristaltic mechanism . Thus, the present work formulates a realistic model of the peristaltic mechanism which is applicable to the non-Newtonian fluids (e.g. hydrocarbons) and not only to the Newtonian ones (e.g. ordinary water) which have been extensively investigated in the past .

It should be noted that there were similar studies in the past ( and references therein). However, the previous contributions discussed peristaltic mechanism for rheological equations other than the Maxwellian one. Thus, the present study fills this gap in the literature. In addition, this study is motivated by the recent results of del Rio, de Haro and Whitaker  and Tsiklauri and Beresnev , who found novel effects, including the enhancement of a Maxwellian fluid flow in a tube that is subjected to an oscillatory pressure gradient.

## II The model

We consider an axisymmetric cylindrical tube (pore) of radius $`R`$ and length $`L`$. We assume that elastic wave induces a traveling wave on the wall (boundary) of the tube with the displacement of the following form:

$$W(z,t)=R+a\mathrm{cos}(\frac{2\pi }{\lambda }(zct)),$$
$`(1)`$
where $`a`$ is the amplitude of the traveling wave, while $`\lambda `$ and $`c`$ are its wave-length and velocity, respectively. We note that $`z`$-axis of the ($`r`$,$`\varphi `$,$`z`$) cylindrical coordinate system is directed along the axis of the tube.

The equations which govern the flow are the balance of mass

$$\frac{\rho }{t}+(\rho \stackrel{}{v})=0,$$
$`(2)`$
and the momentum equation

$$\rho \frac{\stackrel{}{v}}{t}+\rho (\stackrel{}{v})\stackrel{}{v}=p\stackrel{~}{\tau },$$
$`(3)`$
where $`\rho `$, $`p`$ and $`\stackrel{}{v}`$ are the fluid density, pressure and velocity, respectively; $`\stackrel{~}{\tau }`$ represents the viscous stress tensor. We describe the viscoelastic properties of the fluid using the Maxwell’s model , which assumes that

$$t_m\frac{\stackrel{~}{\tau }}{t}=\mu \stackrel{}{v}\frac{\mu }{3}\stackrel{}{v}\stackrel{~}{\tau },$$
$`(4)`$
where $`\mu `$ is the viscosity coefficient and $`t_m`$ is the relaxation time.

We further assume that the following equation of state holds

$$\frac{1}{\rho }\frac{d\rho }{dp}=\kappa ,$$
$`(5)`$
where $`\kappa `$ is the compressibility of the fluid. We also assume that the fluid’s velocity has only $`r`$ and $`z`$ components.

We make use of ”no-slip” boundary condition at the boundary of the tube, i.e.

$$v_r(W,z,t)=\frac{W}{t},v_z(W,z,t)=0.$$
$`(6)`$
Eq.(4) can be re-written in the following form:

$$\left(1+t_m\frac{}{t}\right)\stackrel{~}{\tau }=\mu \stackrel{}{v}\frac{\mu }{3}\stackrel{}{v}.$$
$`(7)`$
Further, we apply the operator $`(1+t_m/t)`$ to the momentum equation (3) and eliminate $`\stackrel{~}{\tau }`$ in it using Eq.(7):

$$\left(1+t_m\frac{}{t}\right)p+\mu ^2\stackrel{}{v}+\frac{\mu }{3}(\stackrel{}{v})=\left(1+t_m\frac{}{t}\right)\left[\rho \frac{\stackrel{}{v}}{t}+\rho (\stackrel{}{v})\stackrel{}{v}\right].$$
$`(8)`$
The equations are made dimensionless by scaling the length by $`R`$ and time by $`R/c`$. Also, we have introduced the following dimensionless variables (and have omitted the tilde sign in the latter equations): $`\stackrel{~}{W}=W/R`$, $`\stackrel{~}{\rho }=\rho /\rho _0`$, $`\stackrel{~}{v}_r=v_r/c`$, $`\stackrel{~}{v}_z=v_z/c`$, $`\stackrel{~}{p}=p/(\rho _0c^2)`$. Here, $`\rho _0`$ is the regular (constant) density at the reference pressure $`p_0`$. We have also introduced $`ϵ=a/R`$, $`\alpha =2\pi R/\lambda `$, $`Re=\rho _0cR/\mu `$, $`\chi =\kappa \rho _0c^2`$.

Following Ref., we seek the solution of the governing equations in a form:

$$p=p_0+ϵp_1(r,z,t)+ϵ^2p_2(r,z,t)+\mathrm{},$$

$$v_r=ϵu_1(r,z,t)+ϵ^2u_2(r,z,t)+\mathrm{},$$

$$v_z=ϵv_1(r,z,t)+ϵ^2v_2(r,z,t)+\mathrm{},$$

$$\rho =1+ϵ\rho _1(r,z,t)+ϵ^2\rho _2(r,z,t)+\mathrm{}.$$

Then, doing a usual perturbative analysis using the latter expansions, we can obtain a closed set of governing equations for the first ($`ϵ`$) and second ($`ϵ^2`$) order.

Further, following the authors of , we seek the solution of the liner problem in the form:

$$u_1(r,z,t)=U_1(r)e^{i\alpha (zt)}+\overline{U}_1(r)e^{i\alpha (zt)},$$

$$v_1(r,z,t)=V_1(r)e^{i\alpha (zt)}+\overline{V}_1(r)e^{i\alpha (zt)},$$

$$p_1(r,z,t)=P_1(r)e^{i\alpha (zt)}+\overline{P}_1(r)e^{i\alpha (zt)},$$

$$\rho _1(r,z,t)=\chi P_1(r)e^{i\alpha (zt)}+\chi \overline{P}_1(r)e^{i\alpha (zt)}.$$

Here and in the following equations the bar denotes a complex conjugate.

On the other hand, we seek the second ($`ϵ^2`$) order solution in the form:

$$u_2(r,z,t)=U_{20}(r)+U_2(r)e^{i2\alpha (zt)}+\overline{U}_2(r)e^{i2\alpha (zt)},$$

$$v_2(r,z,t)=V_{20}(r)+V_2(r)e^{i2\alpha (zt)}+\overline{V}_2(r)e^{i2\alpha (zt)},$$

$$p_2(r,z,t)=P_{20}(r)+P_2(r)e^{i2\alpha (zt)}+\overline{P}_2(r)e^{i2\alpha (zt)},$$

$$\rho _2(r,z,t)=D_{20}(r)+D_2(r)e^{i2\alpha (zt)}+\overline{D}_2(r)e^{i2\alpha (zt)}.$$

The latter choice of solution is motivated by the fact that the peristaltic flow is essentially a non-linear (second order) effect , and adding a non-oscillatory term in the first order gives only trivial solution. Thus, we can add non-oscillatory terms, such as $`U_{20}(r),V_{20}(r),P_{20}(r),D_{20}(r)`$, which do not cancel out in the solution after the time averaging over the period, only in the second and higher orders.

In the first order by $`ϵ`$ we obtain:

$$(1i\alpha t_m)P_1^{}+\frac{1}{Re}\left(U_1^{\prime \prime }+\frac{U_1^{}}{r}\frac{U_1}{r^2}\alpha ^2U_1\right)+\frac{1}{3Re}\frac{d}{dr}\left(U_1^{}+\frac{U_1}{r}+i\alpha V_1\right)=i\alpha (1i\alpha t_m)U_1,$$
$`(9)`$
$$i\alpha (1i\alpha t_m)P_1^{}+\frac{1}{Re}\left(V_1^{\prime \prime }+\frac{V_1^{}}{r}\alpha ^2V_1\right)+\frac{i\alpha }{3Re}\left(U_1^{}+\frac{U_1}{r}+i\alpha V_1\right)=i\alpha (1i\alpha t_m)V_1,$$
$`(10)`$
$$\left(U_1^{}+\frac{U_1}{r}+i\alpha V_1\right)=i\alpha \chi P_1.$$
$`(11)`$
Here, the prime denotes a derivative with respect to $`r`$.

Further, we re-write the system (9)-(11) in the following form:

$$\gamma P_1^{}+\left(U_1^{\prime \prime }+\frac{U_1^{}}{r}\frac{U_1}{r^2}\beta ^2U_1\right)=0,$$
$`(12)`$
$$\gamma P_1\frac{i}{\alpha }\left(V_1^{\prime \prime }+\frac{V_1^{}}{r}\beta ^2V_1\right)=0,$$
$`(13)`$
where

$$\gamma =(1i\alpha t_m)Rei\alpha \chi /3,\beta ^2=\alpha ^2i\alpha (1i\alpha t_m)Re.$$
$`(14)`$
Note, that Eqs.(12)-(13) are similar to Eq.(3.11) from Ref., except that $`\gamma `$ and $`\beta `$ are modified by substitution $`Re(1i\alpha t_m)Re`$.

Repeating the analysis similar to the one from Ref., we obtain the master equation for $`U_1(r)`$ and find its general solution as

$$U_1(r)=C_1I_1(\nu r)+C_2I_1(\beta r),$$
$`(15)`$
where $`I_1`$ is the modified Bessel function of the first kind of order 1; and $`C_1`$ and $`C_2`$ are complex constants defined by

$$C_1=\frac{\alpha \beta \nu iI_0(\beta )}{2[\alpha ^2I_0(\nu )I_1(\beta )\beta \nu I_0(\beta )I_1(\nu )]},C_2=\frac{\alpha ^3iI_0(\nu )}{2[\alpha ^2I_0(\nu )I_1(\beta )\beta \nu I_0(\beta )I_1(\nu )]},$$

where

$$\nu ^2=\alpha ^2\frac{(1\chi )(1i\alpha t_m)Re(4/3)i\alpha \chi }{(1i\alpha t_m)Re(4/3)i\alpha \chi }.$$

Here, $`I_0`$ is the modified Bessel function of the first kind of order 0.

We also obtain the general solution for $`V_1(r)`$:

$$V_1(r)=\frac{i\alpha C_1}{\nu }I_0(\nu r)+\frac{i\beta C_2}{\alpha }I_0(\beta r).$$

The second-order solution $`V_{20}(r)`$ can also be found in a way similar to the one used in Ref.:

$$V_{20}(r)=D_2(1i\alpha t_m)Re_r^1[V_1(\zeta )\overline{U}_1(\zeta )+\overline{V}_1(\zeta )U_1(\zeta )]𝑑\zeta ,$$

where $`D_2`$ is a constant defined by

$$D_2=\frac{i\alpha C_1}{2}I_1(\nu )\frac{i\beta ^2C_2}{2\alpha }I_1(\beta )+\frac{i\alpha \overline{C}_1}{2}I_1(\overline{\nu })+\frac{i\overline{(\beta ^2C_2)}}{2\alpha }I_1(\overline{\beta }).$$

The net dimensionless fluid flow rate $`Q`$ can be calculated as :

$$Q(z,t)=2\pi \left[ϵ_0^1v_1(r,z,t)r𝑑r+ϵ^2_0^1v_2(r,z,t)r𝑑r+O(ϵ^3)\right].$$

In order to obtain the net flow rate averaged over one period of time, we have to calculate

$$<Q>=\frac{\alpha }{2\pi }_0^{2\pi /\alpha }Q(z,t)𝑑t.$$

This time averaging yields

$$<Q>=2\pi ϵ^2_0^1V_{20}(r)r𝑑r$$

or finally substituting the explicit form of $`V_{20}(r)`$ we obtain for the dimensionless net flow rate

$$<Q>=\pi ϵ^2\left[D_2(1i\alpha t_m)Re_0^1r^2[V_1(r)\overline{U}_1(r)+\overline{V}_1(r)U_1(r)]𝑑r\right]$$
$`(16)`$
## III Numerical Results

In the previous section, we have shown that the inclusion of non-Newtonian effects into the classical peristaltic mechanism by using the Maxwell fluid model yields the following change: $`Re(1i\alpha t_m)Re`$ in all of the solutions.

It is known that the viscoelastic fluids described by the Maxwell model have different flow regimes depending on the value of the parameter $`De=t_v/t_m`$, which is called the Deborah number . In effect, Deborah number is a ratio of the characteristic time of viscous effects $`t_v=\rho R^2/\mu `$ to the relaxation time $`t_m`$. As noted in Ref. , the value of the parameter $`De`$ (which the authors of Ref. actually call $`\alpha `$) determines in which regime the system resides. Beyond a certain critical value ($`De_c=11.64`$), the system is dissipative, and conventional viscous effects dominate. On the other hand, for small $`De`$ ($`De<De_c`$) the system exhibits viscoelastic behavior.

A numerical code has been written to calculate $`<Q>`$ according to Eq.(16). In order to check the validity of our code, we run it for the parameters similar to the ones used by other authors. For instance, for $`ϵ=0.15`$, $`Re=100.00`$, $`\alpha =0.20`$, $`\chi =0`$, $`t_m=0`$ we obtain $`<Q>=0.2708706458`$, which is equal (if we keep 4 digits after the decimal point) to the result of the authors of Ref. who actually obtained $`<Q>=0.2709`$.

Further, we have made several runs of our code for different values of the parameter $`t_m`$. We note again that $`t_m`$ enters the equations because we have included non-Newtonian effects into our model. Eq.(16) will be identical to the similar Eq.(4.1) from Ref. if we set $`t_m=0`$ in all our equations.

The results of our calculation are presented in Fig.1, where we investigate the dependence of $`<Q>`$ on the compressibility parameter $`\chi `$ for the various values of $`t_m`$. In order to compare our results with the ones from Ref., we have plotted $`<Q>`$ for the following set of parameters: $`ϵ=0.001`$, $`Re=10000.00`$, $`\alpha =0.001`$, $`t_m=0`$ (solid line). We note that the curve is identical to the corresponding curve in Fig.2 from Ref.. This obviously corroborates the validity of our numerical code. Further, to investigate the dependence of the flow rate $`<Q>`$ on $`t_m`$, we perform the calculation for a few values of $`t_m`$. When $`t_m=1.0`$, we notice no noticeable change in the plot as both curves coincide within the plotting accuracy. For $`t_m=100.00`$ (dashed curve with crosses), we notice slight deviation from the Newtonian limiting case (solid line), which translates into shifting the maximum towards larger $`\chi `$’s. For $`t_m=1000.00`$ (dash-dotted curve with asterisks), we notice further deviation from the Newtonian flow, which also translates into shifting the maximum towards larger $`\chi `$’s. However, for $`t_m=10000.00`$ (dashed curve with empty squares), we note much more drastic changes, including the absence of a maximum and rapid growth of $`<Q>`$ in the considered interval of variation of compressibility parameter $`\chi `$. The observed pattern conforms to our expectation, since large $`t_m`$ means small $`De`$ ($`De<De_c`$) and the system exhibits strong viscoelastic behavior. Note that $`t_m`$ is dimensionless and scaled by $`R/c`$.

After the above discussion it is relevant to define quantitatively the transition point where the flow starts to exhibit (non-Newtonian) viscoelastic effects. It is known  that $`De=t_v/t_m=(\rho R^2)/(\mu t_m)`$. Now, using definition of $`Re=\rho cR/\mu `$ we can define critical value of $`t_m`$ as

$$t_{mC}=\left(\frac{Re}{De_c}\right)\frac{R}{c}.$$
$`(17)`$
In all our figures we have used $`Re=10000.0`$. If we put the latter value of $`Re`$ and the critical value of the Deborah number 11.64  into Eq.(17) we obtain $`t_{mC}=859.11`$ (measured in units of $`R/c`$). Therefore, the values of $`t_m`$ greater than $`t_{mC}`$ (for a given $`Re`$) correspond to sub-critical ($`De<De_c`$) Deborah numbers for which viscoelastic effects are pronounced.

In Fig.2 we investigate the behavior of the flow rate $`<Q>`$ on the parameter $`\alpha `$, which is the tube radius measured in wave-lengths. Again, to check for the consistency of our numerical results with the ones from Ref. and also investigate novelties brought about by the introduction of non-Newtonian effects (appearance of non-zero relaxation time $`t_m`$) into the model, we first plot $`<Q>`$ versus $`\alpha `$ for the following set of parameters: $`ϵ=0.001`$, $`Re=10000.00`$, $`\chi =0.6`$, $`t_m=0`$. If we compare the solid curve in our Fig.2 with the dashed curve in Fig.3 of Ref., we will note no difference, which again corroborates the validity of our numerical code. We then set $`t_m`$ to various non-zero values and investigate the changes introduced by non-Newtonian effects. As in Fig.1, we notice no change for $`t_m=1.0`$. For $`t_m=100.00`$ and $`t_m=1000.00`$, we notice that flow rate somewhat changes attaining lower values as $`\alpha `$ (radius of the tube) increases.

We treat the latter, $`t_m=1000.00`$, case separately for the reason of an appearance of a novel effect of negative flow rates when the interval of variation of $`\alpha `$ is increased up to 0.05. Again, we expect that for large $`t_m`$ ($`t_m>t_{mC}=859.11`$), i.e. small $`De`$ ($`De<De_c`$), the system should exhibit viscoelastic behavior. We note from Fig.3 that for $`\alpha 0.035`$, $`<Q>`$ becomes negative, i.e., we observe backflow. In fact, by doing parametric study we conclude that $`t_{mC}`$ is the critical value of $`t_m`$ above which we observe backflow. By increasing $`t_m`$ further, $`t_m=10000.00`$, we note from Fig.4 that in this deeply non-Newtonian regime $`<Q>`$ becomes highly oscillatory, but what is unusual again is that we observe the negative flow rates for certain values of $`\alpha `$ that is the tube radius measured in wave-lengths. Obviously, the negative $`<Q>`$ means that flow occurs in the direction opposite to the direction of propagation of traveling wave on the tube wall. Oscillatory behavior (appearance of numerous of maxima in the behavior of a physical variable) in the deeply non-Newtonian regime is not new . However, the flow of a fluid created by the peristaltic mechanism in the direction opposite to the direction of propagation of traveling wave is unusual and should be attributed to a complicated, non-linear form of the response of a Maxwell fluid to the stress exerted by the wave.

## IV Conclusions

In this paper, we investigated the dynamics of fluid flow in a tube with a circular cross-section, induced by a wave traveling on its wall (boundary). This problem has numerous applications in various branches of science, including stimulation of fluid flow in porous media under the effect of elastic waves.

The present study investigates novelties brought about into the classic peristaltic mechanism by the inclusion of non-Newtonian effects based on the model of Maxwell fluid.

We have found that in the extreme non-Newtonian regime there is a possibility of flow in the direction opposite to the propagation of the wave traveling on the tube wall. Somewhat similar effect is known as the acoustic streaming , in which an acoustic wave propagating in a tube induces a mean flow in the direction of propagation in the acoustic boundary layer, but in the opposite direction in the central part of the tube. The mean flow or acoustic streaming is caused by the presence of friction at the bounding surfaces of the tube. While fluid away from the neighborhood of a boundary vibrates irrotationally as the acoustic wave passes, fluid in close proximity to the boundary must vibrate rotationally to satisfy the no-slip condition on the tube wall. This deviation from inviscid, irrotational behavior provides an effective driving force known as the Reynolds stress. This effective force, because of it is quadratic rather than linear, has non-vanishing time-average tangential component to the tube wall that drives flow in the boundary layer. In the case considered in our paper instead of having acoustic wave propagating through the volume of the tube, we have a wave traveling of the tube wall, besides we have further complication of considering non-Newtonian (Maxwell) fluid (recall that the discovered effect is demonstrated for the case of non-Newtonian regime $`t_m/t_{mC}>1.0`$). Similarly, the peristaltic flow itself is a second order non-linear effect. Therefore, the flow of a fluid created by the peristaltic mechanism in the direction opposite to the direction of propagation of traveling wave (i.e. back-flow) could be explained by a complicated, non-Newtonian, non-linear response of a Maxwell fluid to the stress exerted by the traveling wave.

## ACKNOWLEDGMENTS

This work was supported by the Iowa State University Center for Advanced Technology Development and ETREMA Products, Inc. We would like to thank anonymous referee for useful suggestions of improvement of the manuscript.

Figure captions

Fig. 1 Dimensionless flow rate $`<Q>`$ as a function of compressibility parameter $`\chi `$. The parameters used are $`ϵ=0.001`$, $`Re=10000.00`$, $`\alpha =0.001`$. $`t_m=0`$ corresponds to the solid line, whereas $`t_m=100.00,\mathrm{\hspace{0.33em}1000.00}`$ and $`10000.00`$ correspond to the dashed curve with crosses, dash-dotted curve with asterisks, and dashed curve with empty squares, respectively.

Fig. 2 Plot of dimensionless flow rate $`<Q>`$ as a function of $`\alpha `$. Here, $`ϵ=0.001`$, $`Re=10000.00`$, $`\chi =0.6`$. $`t_m=0`$ corresponds to the solid line, whereas $`t_m=100.00`$ and $`1000.00`$ correspond to the dashed curve with crosses and dash-dotted curve with asterisks, respectively.

Fig. 3 Plot of dimensionless flow rate $`<Q>`$ as a function of $`\alpha `$ on a larger than in Fig.2 interval of variation of $`\alpha `$. Here, $`ϵ=0.001`$, $`Re=10000.00`$, $`\chi =0.6`$, $`t_m=1000.00`$.

Fig. 4 Plot of dimensionless flow rate $`<Q>`$ as a function of $`\alpha `$. Here, $`ϵ=0.001`$, $`Re=10000.00`$, $`\chi =0.6`$, $`t_m=10000.00`$.


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# Untitled Document

Whose Knowledge?

N. David Mermin

Laboratory of Atomic and Solid State Physics

Cornell University, Ithaca, NY 14853-2501

(To appear in Quantum (Un)speakables: Essays in Commemoration of John S. Bell, eds. Reinhold Bertlmann and Anton Zeilinger, Springer Verlag, late 2001.)

Sir Rudolph Peierls, in a reply to John Bell’s last critique of the state of our understanding of quantum mechanics, maintained that it is easy to give an acceptable account of the physical significance of the quantum theory. The key is to recognize that all the density matrix characterizing a physical system ever represents is knowledge about that system. In answer to Bell’s implicit rejoinder “Whose knowledge?” Peierls offered two simple consistency conditions that must be satisfied by density matrices that convey the knowledge different people might have about one and the same physical system: their density matrices must commute and must have a non-zero product. I describe a simple counterexample to his first condition, but show that his second condition, which holds trivially if the first does, continues to be valid in its absence. It is an open question whether any other conditions must be imposed.

I met John Bell two and a half times. The two times, both memorable for me, were in what turned out to be in the last year of his life. The first was at a summer school in Erice in August, 1989, where he delivered what came close to being the most spell-binding lecture I have ever heard. (The only competitors are Richard Feynman’s 1965 Messenger lectures at Cornell.) The text was subsequently published in a much quoted article in Physics World, “Against Measurement” . The article conveys his brilliance and his wit, but not, of course, the music of his voice and the fire of his beard and hair.

The other moments I remember from our first meeting are Bell’s polite but evidently skeptical response to my telling him that I had long ago written a book on relativity  that took the view he advocated several years later in “How to teach special relativity” . Later I was pleased to get a letter saying that he had looked up my book and agreed that I did indeed do it right.

And I remember a reception at which there suddenly rang out over the noise of the crowd a cry of “Don’t be a sissy!” It was John Bell, encouraging a younger physicist not to let the scope of his speculative investigations be overly constrained by the wisdom of his elders.

Our second meeting was for a week in Amherst in the summer of 1990. George Greenstein and Arthur Zajonc had invited about a dozen people, among them John and Mary Bell, Kurt Gottfried, Viki Weisskopf, Phillip Pearle, Tony Leggett, Danny Greenberger, Mike Horne, Anton Zeilinger, and Abner Shimony, to spend a week in a fraternity house chatting about the nature of quantum mechanics. No prepared talks, no schedule, no proceedings. Just wonderful conversations.

Shortly before the meeting I had written John — this was at the very end of the epoch in which one communicated at a leisurely pace on paper — to tell him about a simplified version I had constructed of a little known argument of Greenberger, Horne, and Zeilinger. I got back a wonderful reply, which I have searched for in my files unsuccessfully ever since he died. He said that the argument “filled me with admiration”, and he wrote down a relevant three-particle Bell inequality, which inspired me to find a stronger one . (So somewhere, lost in my filing cabinet, is proof that the very first Bell inequality for “Bell’s Theorem without Inequalities” was Bell’s Bell inequality.) There were lots of entertaining discussions and arguments in Amherst. It was far and away the finest conference I have ever been to.

I also have evidence that over a third of a century ago we had a half meeting. The evidence is in the form of a conference photograph in my office taken in Birmingham England in the summer of 1967 at a meeting to celebrate the 60th birthday of Rudi Peierls. Amongst 100 white-shirted necktied gentlemen is a figure in the back row toward the left in a plaid shirt without a tie. He sports one of the only two beards in the photograph and is identified only as Bell; on the right in the rear is a more conventional looking youth identified as Mermin.

This Bell looks like an early version of the John Bell I later knew, and since the even younger John Bell spent a year in Birmingham in 1953-4 (where I spent two years in 1961-3), it seems clear that the Bell in the photo was indeed John. So I could have met John Bell almost a quarter of a century before I actually did meet him. It is probable that I was even introduced to him at that time, quite oblivious of the fact that I was meeting the discoverer of what would come to be called Bell’s theorem, just as it was quietly tiptoeing onto the intellectual scene.

Our virtual meeting through Peierls is relevant to my contribution to this volume, because what I have to say was inspired by another, more recent, link between Bell and Peierls. After John’s Erice lecture appeared in Physics World, but too late, alas, for him to read and reply to it, there appeared something between a commentary and a rebuttal by Peierls , by then, I calculate, a sprightly 84, which raised for me a puzzle which to this day I have not been able to answer to my satisfaction.

Peierls agreed with Bell that we should have “a clearly formulated presentation of the physical significance of the \[quantum\] theory without relying on il-defined concepts” and that “I do not know of any textbook which explains these matters to my satisfaction.” On the other hand, he added, “I do not agree with John Bell that these problems are very difficult. I think it is easy to give an acceptable account.” According to Peierls all it boils down to is this: In my view the most fundamental statement of quantum mechanics is that the wavefunction, or, more generally the density matrix, represents our knowledge of the system we are trying to describe.

Interestingly, knowledge is not on Bell’s now famous list of

words which, however legitimate and necessary in application, have no place in a formulation with any pretension to physical precision.

But “information” is on the proscribed list, the charge against it being: Information? Whose information? Information about what?

I believe we can take “information” and “knowledge” to be synonymous in this context.

Until quite recently I was entirely on Bell’s side on the matter of knowledge-information. But then I fell into bad company. I started hanging out with the quantum computation crowd, for many of whom quantum mechanics is self-evidently and unproblematically all about information. I digress to remark that among the tragedies of John Bell’s early death is his missing the quantum computation revolution of the 1990’s. It has been widely regretted that death deprived us of Einstein’s reaction to Bell’s theorem; another great loss is never to know what Bell would have had to say about Peter Shor’s factoring algorithm or Lov Grover’s search algorithm, and the novel view of quantum mechanics that emerges when you take the theory seriously as a source of impossibly fast algorithms for the processing of knowledge-information.

Partly from my associations with quantum computer scientists and partly from endless debates with constructivist sociologists of science, I have come to feel that “Information about what?” is a fundamentally metaphysical question that ought not to distract tough-minded physicists. There is no way to settle a dispute over whether the information is about something objective, or is merely information about other information. Ultimately it is a matter of taste, and, like many matters of taste, capable of arousing strong emotions, but in the end not really very interesting.

On the other hand “Whose information?” raises serious practical questions that simply have to be addressed. For while information, in the form of sense perceptions, is all any of us have direct access to, we have developed powerful ways to exchange with each other some of the content of our own private information. It is entirely legitimate and unambiguous to raise the question of what constraints, if any my possession of my knowledge imposes on the knowledge that you can possess, and vice versa.

Peierls was surely aware of Bell’s double-barreled shot at information-knowledge and immediately after declaring that it’s all about knowledge, he promised to “return later to the question ‘whose knowledge’ ”. I infer that like the very recent me, he did not find it necessary to deal with the question “knowledge about what?” But towards the end of his article he dealt briskly and efficiently with “whose knowledge?”: \[Density matrices\] may differ, as the nature and amount of knowledge may differ. People may have observed the system by different methods, with more or less accuracy; they may have seen part of the results of another physicist. However, there are limitations to the extent to which their knowledge may differ. This is imposed by the uncertainty principle. For example if one observer has knowledge of $`S_z`$ of our Stern-Gerlach atom, another may not know $`S_x`$, since measurement of $`S_x`$ would have destroyed the other person’s knowledge of $`S_z`$, and vice versa. This limitation can be compactly and conveniently expressed by the condition that the density matrices used by the two observers must commute with each other.

In a chapter in More Surprises in Theoretical Physics to which he referred the reader for further details, Peierls added a second condition, which is easy to understand if the density matrices do indeed commute :

At the same time, the two observers should not contradict each other. This means the product of the two density matrices should not be zero.

Peierls’ rationale for his first condition has a highly plausible ring to it. After all, if Alice knows that a spin-$`\frac{1}{2}`$ particle is in an eigenstate of $`S_z`$, then absolutely no information can be available to anybody about any components of its spin orthogonal to the $`z`$-direction. A measurement of any spin component in the $`x`$-$`y`$ plane is as likely to come out up as down. Mathematically this requires that nobody’s density matrix can have off-diagonal elements in the $`S_z`$ representation — i.e. everybody’s density matrix must commute with the pure-state density matrix of Alice.

Things become a little less clear if Alice’s knowledge is not characterized by a pure-state density matrix, and considerably less clear if we are dealing with more than a two-state system. For some time I struggled to find a general way to understand Peierls’ first criterion. I stopped struggling when Chris Fuchs pointed out to me that it was clearly incorrect, even for two-state systems and even when Alice’s density matrix described a pure state. I give here a slightly embellished version of Fuchs’ simple counterexample, which makes explicit how a disparity in knowledge can arise that leads Alice and Bob to describe one and the same physical system with non-commuting density matrices.

Consider a pair of qubits (spins-$`\frac{1}{2}`$, if you prefer, 0 being $``$ along z and 1 being $``$) in the state

$$|\mathrm{\Psi }=\mathrm{cos}\theta |0|0+\mathrm{sin}\theta |1|1.$$
$`(1)`$
with $`0<\theta <\pi /4`$. After the state has been prepared the qubits cease to interact. To emphasize the absence of subsequent interaction the qubit on the right (hereafter called the right qubit) can be carried far away from the other (hereafter called the left qubit). Anybody who knows how the two-qubit state was prepared — and, in particular, Alice and Bob, who both know — will agree that although the two-qubit system is in a pure state, each separate qubit, and in particular the left qubit, has no pure state of its own but is characterized, at the most fundamental level, by the mixed-state density matrix

$$\rho =\mathrm{Tr}_r|\mathrm{\Psi }\mathrm{\Psi }|=\mathrm{cos}^2\theta |00|+\mathrm{sin}^2\theta |11|,$$
$`(2)`$
where $`\mathrm{Tr}_r`$ is the partial trace over the degrees of freedom of the right qubit.

Suppose Alice now goes to the right qubit and secretly measures it in the computational basis. She does not report to Bob the result of her measurement or even whether she has measured it at all. Since the right qubit is far away and does not interact with the left qubit and since Alice communicates no information whatever to Bob, regardless of what she has or has not done to the right qubit, Bob must surely continue to describe the left qubit with the same density matrix (2). Alice, on the other hand, knowing the strong correlations present in the state (1), is able after measuring the right qubit to update the density matrix she uses to express her knowledge about the qubit on the left to one of the pure-state density matrices $`|00|`$ or $`|11|`$, depending on whether the result of her measurement on the right is 0 or 1. Since either of these commutes with Bob’s density matrix (2), Peierls’ first condition is confirmed.

Suppose, however, that prior to making her measurement Alice secretly applies to the right qubit the unitary Hadmard transformation,

$$|0\frac{1}{\sqrt{2}}(|0+|1),|1\frac{1}{\sqrt{2}}(|0|1).$$
$`(3)`$
This transforms the two-qubit state into

$$\begin{array}{cc}\hfill |\mathrm{\Phi }& =\frac{1}{\sqrt{2}}\left(\mathrm{cos}\theta |0(|0+|1)+\mathrm{sin}\theta |1(|0|1)\right)\hfill \\ & =\frac{1}{\sqrt{2}}\left((\mathrm{cos}\theta |0+\mathrm{sin}\theta |1)|0+(\mathrm{cos}\theta |0\mathrm{sin}\theta |1)|1\right).\hfill \end{array}$$
$`(4)`$
Now, depending on whether Alice gets 0 or 1 from her measurement of the right qubit, she will assign the left qubit one or the other of the pure-state density matrices

$$\begin{array}{cc}\hfill \rho _a& =\left(\mathrm{cos}\theta |0\pm \mathrm{sin}\theta |1\right)\left(\mathrm{cos}\theta 0|\pm \mathrm{sin}\theta 1|\right)\hfill \\ & =\mathrm{cos}^2\theta |00|+\mathrm{sin}^2\theta |11|\pm \mathrm{cos}\theta \mathrm{sin}\theta \left(|01|+|10|\right).\hfill \end{array}$$
$`(5)`$
But Bob, who does not know what, if anything Alice did to the right qubit, must continue to use (2) for his density matrix $`\rho _b`$ describing the left qubit. We therefore have

$$[\rho _b,\rho _a]=\pm \frac{1}{4}\mathrm{sin}4\theta (|01||10|).$$
$`(6)`$
This commutator is non-zero for $`0<\theta <\pi /4`$ regardless of the result of Alice’s measurement. Peierls’ criterion fails to hold.

Having lived and worked for two years in Peierls’ Birmingham department, where I came to admire him immensely, I am adding to my list of reactions I wish death had not snatched from us Peierls’ response to Fuchs’ counterexample. All I know for sure, is that he would not have attempted to escape by maintaining that Alice’s action on the right qubit had somehow altered the objective condition of the left qubit. He would have agreed that whatever she did to and learned about the qubit on the right altered only her knowledge of the faraway qubit on the left. Since Alice communicates none of this updated knowledge to Bob, there is no way for him to update his density matrix as a result of her actions. But since she now knows that the density matrix for the left qubit is a particular pure state density matrix, she is surely entitled to use it as the appropriate expression of her current knowledge.

Here is what seems to go wrong with Peierls’ justification for his first condition. Depending on the result of her measurement on the right qubit, Alice’s knowledge of the left qubit is indeed encapsulated in one of the two pure states

$$|\psi _+=\mathrm{cos}\theta |0+\mathrm{sin}\theta |1$$
$`(7)`$
or

$$|\psi _{}=\mathrm{cos}\theta |0\mathrm{sin}\theta |1.$$
$`(8)`$
In spin language she therefore either knows that the left qubit is in an eigenstate of the spin along the direction n+ = cos$`2\theta `$z \+ sin$`2\theta `$x or she knows that it is in an eigenstate of the spin along the direction n- = cos$`2\theta `$z \- sin$`2\theta `$x. As Peierls noted, it is inconsistent with Alice’s knowledge for Bob to know anything about the spin along any direction orthogonal to n+ in the former case, or orthogonal to n- in the latter case.

But Bob does not know which case is the case. Indeed, he does not even know whether Alice knows which case is the case and therefore (to get slightly metaphysical) whether there is a case which is the case. Should Alice happen to know that the state of the left qubit is $`|\psi _+`$, then it is not incompatible with Alice’s knowledge for Bob to be able to make more than a completely random guess about the result of measuring a spin component in the plane perpendicular to $`𝐧_{}`$, and vice-versa. The only direction along which Bob cannot improve on a random guess, regardless of whether $`|\psi _+`$ or $`|\psi _{}`$ encapsulates Alice’s knowledge of the left qubit, is the direction y orthogonal to both $`𝐧_+`$ and $`𝐧_{}`$. And Bob’s density matrix (2) does indeed give equal probabilities for his finding either value of $`S_y`$. That this state of affairs holds whatever unitary transformation Alice applies to the right qubit before she measures it in the computational basis, is shown in the Appendix below. So Bob gets away with violating Peierls’ constraint on what he can know because he does not know what knowledge Alice knows he cannot have, and therefore must continue to use a density matrix that embodies knowledge that it might be possible for him to have.

I do not believe that this counterexample is contrived or artificial. The initial density matrix (2) that both Alice and Bob assign to the left qubit is required by basic principles of quantum mechanics and the fact that what each of them knows about the two-qubit system is given by the pure state (1). Alice’s subsequent acquisition of information enabling her to refine her density matrix down to one or the other of the two choices of pure-state density matrix (5) cannot alter Bob’s assignment of density matrix, because the actions she takes to make the refinement are taken far from the left qubit. There is therefore no material alteration of the left qubit that Bob is, in some way, willfully ignoring. Nor can there be any change in Bob’s knowledge of the left qubit, since neither the nature of Alice’s actions nor the outcomes of those actions are communicated to Bob.

So to appropriate a remark John Bell once made about the Einstein-Podolsky-Rosen argument , Peierls’ first condition “doesn’t work. The reasonable thing just doesn’t work.” We are left with the question of what constraints of mutual consistency, if any, one can impose on a collection of density matrices that encapsulate the knowledge available to Alice, Bob, Charles, Doris, Edward,$`\mathrm{}`$ about one and the same physical system. I do not know the answer. What I can show, at a minimum, is that Peierls’ second condition remains a valid one, even though he justified it only under the assumption that his primary condition held.

Peierls’ second condition is the concise mathematical expression of the fact that whatever other mutual consistency conditions one might argue for or against, there is one rock-bottom requirement. The different probabilities their density matrices $`\rho _a`$ and $`\rho _b`$ enable Alice and Bob to assign to the outcome of any subsequent measurement made on one and the same individual physical system cannot contradict one another. This is a very weak restriction, since neither of their probability assignments can be refuted by the subsequent occurrence or nonoccurence of any measurement outcome they both assign a probability that is neither 1 nor 0. The knowledge one of them has can contradict the knowledge possessed by the other only if one of them knows that something will certainly happen, while the other knows that it certainly will not. So a minimalist consistency condition is that there can be no outcome of any measurement to which one of them assigns a probability 1 and the other assigns a probability 0. This consistency condition turns out to be equivalent to Peierls’ condition

$$\rho _a\rho _b0.$$
$`(9)`$
To see this note first that if (9) fails to hold, so that $`\rho _a\rho _b=0`$, then since density matrices are hermitian we also have $`\rho _b\rho _a=0`$. So $`\rho _a`$ and $`\rho _b`$ commute, and there is a basis of joint eigenstates. Since the vanishing of $`\rho _a\rho _b`$ requires at least one of $`\rho _a`$ and $`\rho _b`$ to have zero eigenvalue for each eigenstate, we can resolve the identity (not necessarily uniquely) into the sum of two projections,

$$1=P_a+P_b,$$
$`(10)`$
where $`P_a`$ and $`P_b`$ project onto subspaces of eigenstates of $`\rho _a`$ and $`\rho _b`$ with eigenvalue zero. The outcomes of any measurement that discriminates between these two orthogonal subspaces will be assigned probabilities 1 or 0 by Alice, and 0 or 1 by Bob. Whatever Alice says must happen Bob will say cannot happen, and vice versa.

The converse is slightly more subtle. Suppose there is some particular measurement with an outcome that Alice gives probability 0 and Bob gives probability 1. This means there is some hermitian operator1 If you take an old-fashioned view of what constitutes a measurement it suffices to take the hermitian operator to be a projection operator — i.e. every eigenvalue $`m`$ is either 0 or 1. If you prefer to think of measurements in terms of positive-operator-valued measures (POVMs), there is no reason to make that restriction. The argument that follows works for either reading of “any measurement”. It thereby demonstrates that the existence of any such generalized measurement implies the existence of an ordinary von Neumann measurement.  $`M`$ with eigenvalues $`m`$ in the range

$$0m1$$
$`(11)`$
with

$$\mathrm{Tr}\rho _aM=0,\mathrm{Tr}\rho _bM=1.$$
$`(12)`$
If the eigenstates of $`M`$ are $`|\psi _j`$ with eigenvalues $`m_j`$ then expanding (12) in the basis of those eigenstates gives

$$\underset{j}{}\psi _j|\rho _a|\psi _jm_j=0,$$
$`(13)`$
and

$$\underset{j}{}\psi _j|\rho _b|\psi _jm_j=1,$$
$`(14)`$
or, since $`\mathrm{Tr}\rho _b=1`$,

$$\underset{j}{}\psi _j|\rho _b|\psi _j(1m_j)=0.$$
$`(15)`$
Since the diagonal matrix elements of $`\rho _a`$ and $`\rho _b`$ are non-negative and since the $`m_j`$ satisfy (11), we conclude from (13) and (15) that

$$\psi _j|\rho _a|\psi _j=0,m_j0,$$
$`(16)`$
$$\psi _j|\rho _b|\psi _j=0,m_j1.$$
$`(17)`$
But if

$$\psi |\rho |\psi =0$$
$`(18)`$
for a density matrix $`\rho `$, then we must have2 For a density matrix $`\rho `$ has a hermitian square root, $`\sqrt{\rho }`$. Since (18) requires the norm of $`\sqrt{\rho }|\psi `$ to vanish, so must $`\sqrt{\rho }|\psi `$ itself. So $`\rho |\psi =\sqrt{\rho }\sqrt{\rho }|\psi =0.`$

$$\rho |\psi =0.$$
$`(19)`$
Therefore (16) and (17) require every eigenstate $`|\psi _k`$ of $`M`$ to be an eigenstate with zero eigenvalue of either $`\rho _a`$ or $`\rho _b`$. It follows that

$$\psi _i|\rho _a\rho _b|\psi _j=\underset{k}{}\psi _i|\rho _a|\psi _k\psi _k|\rho _b|\psi _j=0$$
$`(20)`$
for arbitrary $`i`$ and $`j`$. Since the $`|\psi _i`$ are a complete set, we then have

$$\rho _a\rho _b=0.$$
$`(21)`$
The existence of any measurement whatever with an outcome that Alice’s density matrix requires and Bob’s forbids (or vice versa) means that the product of their density matrices must vanish.

So Bob’s knowledge can contradict Alice’s if and only if their density matrices violate Peierls’ second condition (9). This minimalist constraint (9) clearly generalizes to any number of density matrices $`\rho _a`$, $`\rho _b`$, $`\rho _c\mathrm{}`$ used by Alice, Bob, Carol,$`\mathrm{}`$ to encapsulate what each of them knows about one and the same system. No two of them can assign probabilities of 1 and 0 to the outcome of any measurement, and therefore all possible pairs of density matrices must have a non-zero product.

I do not know if one can impose any conditions beyond requiring all pairs of density matrices to satisfy the minimalist condition (9). I have the feeling that if quantum mechanics is really about knowledge and only knowledge, then there ought to be further elementary constraints on the possible density matrices describing one and the same physical system that are stronger than the very weak second condition of Peierls, but not as strong as his overly restrictive first condition. I wish somebody would tell me what they are, or provide me with a convincing argument that there are none.

And I wish it were still possible to talk about these things with John Bell.

Acknowledgment. For some time I went around like Coleridge’s Ancient Mariner, cornering people and asking if they could explain to me Peierls’ first criterion. It was Chris Fuchs who finally pointed out to me that the criterion obviously fails if Alice knows the pure state of a qubit but Bob knows only that it is one or the other of two nonorthogonal states. A remark by Ben Schumacher turned my attention to Peierls’ second criterion, and I have had a stimulating correspondence about it with Rudiger Schack. This work was supported by the National Science Foundation, Grants PHY9722065 and PHY0098429.

Appendix

Every pure spin-$`\frac{1}{2}`$ state is a spin-up eigenstate along some direction n and the projection operator on such an eigenstate is $`\frac{1}{2}(1+𝐧\sigma )`$. So regardless of what observable Alice chooses to measure on the right qubit — i.e. regardless of what unitary transformation she applies before measuring it in the computational basis — the post-measurement mixed-state density matrix for the left qubit can be expressed as a probability-weighted sum of the two possible post-measurement pure state density matrices known to Alice as a result of her measurement of the right qubit:

$$\rho =\frac{p}{2}(1+𝐧\sigma )+\frac{q}{2}(1+𝐦\sigma ),$$
$`(22)`$
for probabilties $`p`$ and $`q=1p`$. But the density matrix for the left qubit is unaltered by anything Alice does to the right qubit. It must therefore continue to be the reduced density matrix (2), which can be rewritten as

$$\rho =\frac{1}{2}(1+\mathrm{cos}2\theta 𝐳\sigma ).$$
$`(23)`$
Thus $`p`$, m, and n are subject to the constraint that

$$𝐳=\mathrm{sec}2\theta (p𝐧+q𝐦).$$
$`(24)`$
So the unique direction orthogonal to both n and m, along which quantum mechanics forbids Bob to have any knowledge of the spin regardless of the outcome of Alice’s measurement, is necessarily orthogonal to z. Bob’s density matrix (2) does indeed afford him no knowledge whatever of the spin along that one special direction.

References

1. John Bell,“Against Measurement”, Physics World, August 1990, 33-40.

2. N. David Mermin, Space and Time in Special Relativity, McGraw Hill, New York, 1968; reissued by Waveland Press, Prospect Heights, Illinois, 1989.

3. J. S. Bell, “How to teach special relativity”, Progress in Scientific Culture 1, No 2, summer 1976; reprinted in Speakable and unspeakable in quantum mechanics, Cambridge University Press, Cambridge, 1987, 67-80.

4. N. David Mermin, Phys. Rev. Lett. 65, 1838-40 (1990).

5. R. E. Peierls, “In defense of ‘measurement’ ”, Physics World, January 1991, 19-21.

6. Rudolf Peierls, More Surprises in Theoretical Physics, Princeton University Press, Princeton, New Jersey, 1991, 11.

7. Quoted by Jeremy Bernstein in Quantum Profiles, Princeton University Press, Princeton, New Jersey, 1991, 84.


text:
# Persistent current and Drude weight in one-dimensional rings with substitution potentials

## 1 Introduction

The ability of quantum mechanical systems in conducting, and their transport properties in general, have been greatly considered in recent years in connection with anomalous transport and localization phenomena . This consideration has been also intense in the mathematical-physics community where one would like to know the spectral and state properties of Schrödinger operators – even one-dimensional, as will always be the case here – with potentials lying between the hallmarks set by periodic potentials with absolutely continuous spectra and Bloch states at one extreme, and random potentials with pure point spectra and localized states at the other . In between there appears a variety of behaviours which seem to be dictated in great measure by the randomness of the potential. To cite just two properties, it is accepted that the mean square displacement $`d(t)`$ and the quantum return probability $`C(t)`$ for an initial delta-function state are algebraic functions of time ruled by some exponents, $`d(t)t^{2\beta }`$ and $`C(t)t^\alpha `$. These exponents by themselves reflect the more or less random the potential is: ballistic motion in periodic potentials is characterized by $`\beta =\alpha =1`$, localization in random potentials by $`\beta =\alpha =0`$, while anomalous diffusion in non-periodic potentials shows $`0<\alpha ,\beta <1`$. On the mathematical side, a considerable amount of the efforts have sought to relate these dynamical exponents to the dimensions of the spectral measure . However, up to the moment these relations have been very difficult to be applied in practical calculations: on the one hand, the information dimension $`D_1`$ provides only lower bounds for the exponent $`\beta `$ ruling the algebraic decay of the mean square displacement; on the other hand, in the case of the return probability $`C(t)`$ the associated correlation dimension $`D_2`$ is not in general attainable by means of analytical calculations, and its numerical computation is extremely difficult due mainly to the limiting process involved. In this scenario one-dimensional non-periodic potentials generated as substitution sequences have emerged as a convenient theoretical laboratory since the sequences are neither completely random nor periodic, even though they are formed from well defined rules. In addition, they can be classified by their autocorrelation measures, revealing a hierarchy with respect to disorder. These two aspects of the substitution sequences, a sort of correlated disorder, allow us to investigate transport properties, as well as mathematical ones, in a more controlled way. In this spirit it was shown recently the counter-intuitive result that a more random potential can give rise to better transport properties than a less random one . From another point of view, with the recent techniques of growing super-lattices one could think of the experimental and technological exploitation of systems characterized by these non-periodic substitution potentials .

It seems therefore desirable to have results for concrete physical situations, in order to test theoretical predictions concerning not only disordered systems and localization phenomena but also the almost-periodic substitution potentials themselves. Towards this end, we investigate here the tight-binding approximation to the problem of mesoscopic rings threaded by a time-independent magnetic flux, and calculate the persistent current and Drude weight in cases where the on-site potential is given by some substitution sequences with different degrees of randomness. The system is described by the Hamiltonian for a one-dimensional ring with spinless fermions

$$H=\underset{k=1}{\overset{N}{}}\left[\mathrm{exp}\left(i\frac{2\pi }{N}\varphi \right)c_k^+c_{k+1}+\mathrm{exp}\left(i\frac{2\pi }{N}\varphi \right)c_{k+1}^+c_k\right]+\underset{k=1}{\overset{N}{}}W_kc_k^+c_k.$$
(1)
In this expression $`N`$ is the number of sites in a ring with lattice spacing equal to one, the magnetic flux $`\varphi `$ is measured in units of the quantum of flux $`\varphi _0=hc/e`$, $`W_k`$ is the potential energy at site $`k`$, and the hopping constant is set equal to one. This model is particularly convenient for our purposes for two reasons: first, it admits non-periodic substitution sequences in a simple way; second, the association of the wave vector in the one-dimensional lattice to the parameter $`\varphi `$ allows us to easily explore the transport properties as functions of the sensitivity of the energy bands to variations in the magnetic flux. In this way the Drude weight, shown by Kohn to be useful as a quantitative characterization of the insulating state , and also the persistent current, predicted by Büttiker, Imry and Landauer , can both be calculated as derivatives of the ground-state energy with respect to the flux.

It is evident from the model that we assume non-interacting electrons and zero temperature. Although electron-electron interactions and average effects give important contributions to the transport properties — and to the amplitude of persistent currents, as we briefly recall below and in section 3 — these approximations describe quite successfully the qualitative features of the model . They are justifiable in the present case since we attempt mainly to characterize how the randomness of the potential affects the motion of the particles; in so doing we would like therefore to avoid the contributions from other effects.

The aim of this paper is to report and discuss the results, obtained for Hamiltonian (1), of the persistent current and Drude weight as functions of the degree of randomness of the potential and for various potential strengths. Many related works have been published concerning different aspects of the problem. Persistent currents, Drude weight, and also optical conductivity, in mesoscopic rings have been investigated predominantly in Hubbard models, where the on-site interaction between particles with spin plays a major role. This was done in a series of papers ending up in criteria for determining whether a state is metallic, insulating or super-conducting . Interaction between spinless particles together with on-site potential have been considered, mostly with disordered potentials  but also with the Aubry-André potential . Recently, particles with spin interacting over finite open chains modulated along the almost-periodic Fibonacci potential have been considered as well . The general picture emerging from these works is not yet completely clear and points to a competition between the effects caused by interaction, potential, charge and spin degrees of freedom; it has been shown, moreover, that the results are sensitive to whether one averages over realizations of the potential  or whether one considers individual samples . Concerning solely the effects of the potential, however, the ring with non-periodic substitution potentials has been much less considered; Fibonacci potential was treated by Jin et al . The properties of systems with substitution potentials have been otherwise intensively studied in open chains, although mainly in the cases of Fibonacci, Thue-Morse, and Rudin-Shapiro sequences .

The Fibonacci potential is by far the best studied one of the cited substitution potentials. It is generally considered to be the most ordered one either in the sense of its autocorrelation measure — pure point as for periodic potentials — or in the sense of its dynamical exponents . In this paper, however, Fibonacci potentials will be absent since we would like to compare the results obtained for the different potentials in half- and quarter-filled rings; recall that the lengths of the potential sequences in that case are given by the Fibonacci numbers.

In what follows, section 2 presents the definitions and some properties of the potentials given by the sequences Thue-Morse, Rudin-Shapiro, paper-folding and period-doubling. In section 3.1 persistent currents are calculated for the various potentials (with different amplitudes) as functions of the magnetic flux. A more quantitative characterization of the conducting property for the various systems is presented in section 3.2, where the Drude weight is calculated and where some attempt is made to fit its behaviour as a function of the length of the ring. Also, in section 3.3 the cases pointed by the Drude weight to be insulators are analyzed in terms of the gaps in the energy spectra. Section 4 finishes the article with a discussion of the results obtained.

## 2 Non-periodic substitution potentials

In the next sections Hamiltonian (1) will be considered with on-site potential energies $`W_k`$ given by some sequences which in turn are constructed using well defined substitution rules. We will be interested mainly in almost-periodic sequences which are convenient in the context of disordered systems because we have not only non-periodicity but also non-perfect correlation .

The sequences we will use are constructed using an alphabet of two letters $`\{a,b\}`$ and a specific substitution rule for each sequence:

$$\begin{array}{ccc}aab\hfill & bba\hfill & \mathrm{Thue}\mathrm{Morse}(\mathrm{TM})\hfill \\ aab\hfill & baa\hfill & \mathrm{period}\mathrm{doubling}(\mathrm{PD}).\hfill \end{array}$$

Starting with one of the letters and applying successively the substitution rules we generate almost-periodic sequences as, for example, the sequence PD

$$abaaabababaaabaa\mathrm{}$$

The cases Rudin-Shapiro (RS) and paper-folding (PF) are worked out of an alphabet of four letters $`\{a^{},b^{},c^{},d^{}\}`$, with the rules

$$\begin{array}{ccccc}a^{}a^{}b^{}\hfill & b^{}a^{}c^{}\hfill & c^{}d^{}b^{}\hfill & d^{}d^{}c^{}\hfill & \mathrm{Rudin}\mathrm{Shapiro}(\mathrm{RS})\hfill \\ a^{}a^{}b^{}\hfill & b^{}c^{}b^{}\hfill & c^{}a^{}d^{}\hfill & d^{}c^{}d^{}\hfill & \mathrm{paper}\mathrm{folding}(\mathrm{PF}),\hfill \end{array}$$

and the identifications $`a^{},b^{}a`$ and $`c^{},d^{}b`$ in both cases. The first elements of the sequence RS are

$$aaabaabaaaabbb\mathrm{}$$

At each step these sequences have length $`N=2^m`$ at the $`m`$-th iteration. We then define the potential on site $`k`$ taking $`W_k=0`$ if the $`k`$-th letter in the sequence is $`a`$, and $`W_k=\lambda `$ in case it is $`b`$; in such a way the strength $`\lambda `$ of a given potential can also be varied.

These non-periodic sequences have a classification with respect to their degree of randomness, which is based on their autocorrelation measure . As is the case for periodic sequences, PF and PD have pure point autocorrelation measures; while RS has absolutely continuous autocorrelation measure, as independent random sequences do. The TM case lies in an intermediate place since it has singular continuous autocorrelation measure. One would expect that the differences in the degree of randomness of the potentials would produce different spectral types for the energy levels, and in this way explain the more or less difficult motion of the particles. In other words, one would expect that the more random the potential the smaller the transport properties. The point is that all the rigorously studied cases produce singular continuous spectra  (RS and PF being open problems ); yet their dynamical properties are very different and, as it seems, do not respect the hierarchy of disorder proposed by the autocorrelation measures . In order to have a clearer picture of the situation we would like to map the role of the potential as a function of its degree of randomness in physical quantities such as persistent currents and conductivity via the Drude weight.

In what follows the $`N`$ eigenvalues $`E`$ and corresponding eigenfunctions $`\psi _E(k)`$ are obtained for Hamiltonian (1) using exact diagonalization for ring lengths from $`N=16`$ up to $`N=256`$. A gauge transformation can eliminate the flux in the Hamiltonian by transforming the usual periodic boundary conditions into $`\psi _E\left(k+N\right)=e^{i2\pi \varphi }\psi _E\left(k\right)`$. In this way it was shown that the energy bands associated to the lattice vector $`q=2\pi \varphi /N`$ are periodic functions of the flux $`\varphi `$ . The effect of the potential on the transport properties are thus seen as the energy bands being more or less flattened out.

## 3 Results

### 3.1 Persistent currents

Since its discovery in 1983, persistent currents have become an important subject, both theoretically and experimentally, which is still open in what the amplitude of the currents is concerned. Particularly difficult to treat has been the role of the various contributions to it: electron-electron interactions, disorder of the potential, statistical effects. Much of these issues have been reviewed in Ref.  (see also, Ref. ). As predicted by Büttiker, Imry and Landauer , in the presence of a non-vanishing magnetic flux $`\varphi `$, even if it is time-independent, each energy band $`E_n(\varphi )`$ carries a persistent current proportional to its derivative with respect to the flux. At zero temperature, the contributions of the $`M`$ occupied levels below the Fermi energy sum up to

$$I\left(\varphi \right)=\underset{n=1}{\overset{M}{}}\frac{E_n}{\varphi }.$$
(2)
Figure 1 shows typical curves for the currents for half- and quarter-filled rings with the various substitution potentials at strength $`\lambda =0.2`$. One can notice that the order of increasing amplitudes is kept all along the flux axis. Whence in order to estimate a sequence of increasing currents with respect to the potential disorder, we plot in Fig. 2 the mean currents $`I^2^{1/2}`$, averaged over the flux period, for the interval of potential strength $`0.2\lambda 1.0`$. In these figures the unit of current is the maximum amplitude obtained for null potential.

It is interesting to note that this hierarchy of amplitudes does not follow what would be expected if one is guided solely by a measure of the potential disorder. Based on the results given by the autocorrelation measure, one could predict the sequence (PD, PF)/TM/RS for the decreasing current amplitudes carried by the different potentials. However, we see that the results obtained for half-filling suggest otherwise PF/RS/TM/PD, while for quarter-filling one would set TM/RS/(PF,PD).

### 3.2 Drude weight

In order to give a more quantitative description of the observations above, we calculate in what follows the Drude weight for the various situations. As prescribed originally by Kohn , this quantity — useful in the characterization of conducting properties as we will see bellow — can be obtained as the second derivative of the ground-state energy level with respect to the lattice vector $`q=2\pi \varphi /N`$, which in our case reduces to

$$D=N\underset{n=1}{\overset{M}{}}\frac{^2E_n}{\varphi ^2}|_{\varphi =\varphi _{min}}.$$
(3)
This expression is equivalent to that obtained using Kubo linear response formulae . In the first works following Kohn, $`D`$ was calculated at $`\varphi =0`$ and it was realized that its signal depends on the number of occupied levels $`M`$ being even or odd. In this way diamagnetic response of various systems were discussed in the literature, as well as the less common paramagnetic one for $`M=4p`$ (see the work of 1991 by Fye et al. in Ref. ). However, as was done by Bouzerar, Poilblanc and Montambaux  and clearly explained by Giamarchi and Shastry , $`D`$ describes a situation of equilibrium between the charge carriers and should be calculated at the value of $`\varphi `$ where the ground-state energy has a minimum ($`\varphi _{min}`$ in the expression above). Due to the characteristic lengths of our sequences, we adopt here the latter point of view and take $`M=4p`$ for either half- or quarter-fillings, with $`M=N/2`$ and $`M=N/4`$ respectively. In this way $`\varphi _{min}=1/2`$ in all cases and we avoid different kinds of response, thus comparing all systems in the same situation.

The behaviour of $`D`$ as a function of $`N`$ gives a criterion for distinguishing between conductor and insulator . We restrict the remarks to our one-dimensional case. In metallic conductors $`D`$ tends to a finite non-zero value as $`N\mathrm{}`$; whereas for insulators $`D`$ vanishes in that limit. This criterion has a more intuitive description if one realizes that $`D`$ is inversely proportional to the effective mass tensor, which in one-dimension is simply the second derivative written above. We present in Fig. 3 the results of $`D(N)`$ for the sequences considered in section 2. It is seen that the overall aspect of $`D(N)`$ and its rate of decaying in the various situations confirm the conduction ordering suggested by the persistent currents shown in Fig. 2, that is PF/RS/TM/PD for half-filling and TM/RS/(PF,PD) for quarter-filling.

It has been proposed in the context of Hubbard models  that, in general, insulators show an exponential decay, $`D(N)\mathrm{exp}(N/\xi )`$, governed by the localization length $`\xi `$. The behaviours here vary from well defined insulator (as, for example, in the case PD) to conductor (as quarter-filling TM shows itself), with transitions between these states in some cases. We attempted therefore a more general fitting

$$D(N)=A+BN^\gamma e^{\frac{N}{\xi }}$$
(4)
where the parameters $`A,B,\gamma `$ and $`\xi `$ passed a $`\chi ^2`$-test, and $`D(N)`$ is measured in units of the value $`D_0`$ attained for each filling in the largest ring with null potential. Some justifications for the fitting procedure are in order. Concerning the sizes of the system, we avoided filling the range between $`N=16`$ and $`N=256`$ with more points because this would mean to take incomplete sequences, since each iteration in their construction have a definite size (a power of $`2`$). On the other hand, going to greater sizes does not alter the results. Concerning the number of fitting parameters, formula (4) was chosen to take into account all possible behaviours, and also to check for meaningless fitting results. We think this strategy was successful since there was no situation in which the fitting curve could show dependence on all parameters. In fact, whenever it showed an exponential decay, the free-constant parameter $`A`$ was absent. The results are detailed in Table 1. We see that most of the cases showed no dependence on parameter $`A`$, except for PF half-filling for which $`D=A+BN^\gamma `$, with the exponent $`\gamma `$ varying from $`0.29`$ to $`0.95`$. In this situation, therefore, $`D`$ shows no dependence on $`\xi `$, presenting instead a polynomial decay. On the other hand, the case TM quarter-filling did not admit the fitting above.

The fitting curves $`D(N)`$ appear in Fig. 3 as solid lines, together with the numerical results obtained from eq. (3) (filled circles). Dashed lines are for the cases where the fitting expression given by eq. (4) does not work. We see excellent agreement in PD and PF cases, and in TM at half-filling; good agreement in RS case, and none in TM quarter-filling. The fitting procedure is interesting at this point because it provides information — via the localization length $`\xi `$, when it occurs — concerning the link between the insulating property and disorder under the action of the various substitution potentials. In figure 4, $`\xi `$ is plotted as a function of the potential strength $`\lambda `$. As expected the localization length diminishes with the increase of potential strength, thus meaning more localized wave functions. Obviously if $`\xi >N`$ for a given length $`N`$ the corresponding wave functions will cover the whole ring and the system can conduct. The finite value of $`\xi `$ suggests, however, that if $`N`$ is sufficiently large the system will show itself as an insulator. This is the case for TM and RS at half-filling, and also for RS at quarter-filling, for potential strengths $`\lambda <0.4`$.

### 3.3 Spectral gaps

The characteristics seen in the Drude weights for insulators can be explained in terms of the widths of the gaps in the energy spectra. In fact, systems with singular continuous spectra, as is commonly the case under almost-periodic potentials, show spectra which are Cantor sets; therefore gaps appear with different widths at different energy values. The question of where (large) gaps will appear has not yet a definite answer, with some clues having been provided by gap-labelling procedures . For the cases investigated here, gaps open in accordance with the results shown by the calculations related to the Drude weight. This is presented in Fig. 5 where the difference between the last filled energy level and the next one, $`\mathrm{\Delta }=E_{M+1}E_M`$, is computed at $`\varphi =\varphi _{min}`$ for the largest ring considered ($`N=256`$) and plotted as a function of the potential strength $`\lambda `$. We see two distinct types of gap. The cases which are clearly insulators after the criterion put forth by the exponential decay of the Drude weight $`D`$ have gaps increasing with $`\lambda `$ and much larger than the gaps shown by those cases which are conductors for the values of $`N`$ considered. Also, for the systems which present greater gaps in Fig. 5, we have checked the linear relation $`\mathrm{\Delta }(\lambda )\xi ^1(\lambda )`$, not shown here (see the article of 1991 by Fye et al. in ref. ). There is very good agreement for TM and PD at half-filling and also for PD and PF at quarter-filling. The exception is RS which appears as an insulator but for which the results concerning the gaps are commonly intractable.

This relation between the Drude weight and the gaps in the spectra can be pursued further. On the one hand, Fye et al.  obtained results pointing to the independence of the Drude weight of the boundary conditions being periodic or open. On the other hand, gap-labelling procedures have shown that for open chains the integrated density of states ($`IDS`$) for the TM potential has an open gap at $`IDS=1/2`$ and a closed gap at $`IDS=1/4`$; the PD case presents open gaps at both $`IDS=1/2,1/4`$; and for the cases RS and PF there are no conclusive results . Accepting that these results for open chains are valid for sufficiently large rings, and noting that the $`IDS`$ is directly translated into our filling factor, we see that the results shown in figures 1 – 4 are consistent with gap-labelling predictions. In particular, these predictions would explain why the current is maximal for TM quarter-filling, since there would be a closed gap at $`IDS=1/4`$. On the other way, the vanishing currents for the PF case at quarter-filling could suggest a closed gap at $`IDS=1/4`$.

Although this relation clearly needs more investigation, the observations above may provide a more intuitive understanding of the relation between the transport properties of the system and its spectral type, as recalled in the Introduction.

## 4 Discussion and conclusion

The results of the previous sections show that the behaviour of $`D(N)`$ distinguishes correctly the conductors and insulators as suggested by the relative amplitudes of the persistent currents. Indeed, the exponential decay of $`D(N)`$ in the case of insulators, and the resulting localization length $`\xi `$, are reinforced by the structure of gaps in the energy spectra. The other cases, where that decay is slower than exponential, clearly need more investigation to be modeled by the behaviour of $`D(N)`$. Chaves and Satija  have recently conjectured the existence of a new phase state between insulator and conductor for deterministic aperiodic systems, with a polynomial decay of $`D`$ as a function of the system size $`N`$. Our results, seen in the figures and in the fitting output, points to the same direction although suggesting a richer behaviour, perhaps with mixtures and transitions between the possibilities above.

Some care must be exercised in comparing the results presented in this paper and other results available in the literature dealing with the relations between transport properties or diffusion exponents and the degree of randomness of the potential . The latter ones mostly deal with a single particle moving in an open chain, with an initial delta-function state on a given position. In that case all the energy eigenstates contribute to the quantum state of the system, contrary to the situation seen here where only the lowest levels, up to the filling, are present. Whether is applicable here the result of Fye et al.  that the Drude weight does not depend on the boundary conditions is to be investigated more systematically.

We have thus investigated in this work how different degrees of randomness in the potential affect the persistent currents and the conducting properties — via the Drude weight — of half- and quarter-filled rings threaded by a magnetic flux. This was done in the tight-binding approximation with the potential being given by some almost-periodic substitution sequences (Thue-Morse, Rudin-Shapiro, paper-folding and period-doubling). The results show that it is by no means obvious what potential allows better conducting properties, if one is guided solely by a measure of its degree of randomness as, for example, the autocorrelation measure of the sequence itself. More specifically, that measure predicts the following hierarchy of disorder (PD, PF)/TM/RS, while the persistent-current amplitudes obey PF/RS/TM/PD for half-filling and TM/RS/(PF,PD) for quarter-filling. A more quantitative estimate, given by the decay of the Drude weight as a function of the ring length, shows indeed that for half-filling TM and PD systems are insulators and PF ones can conduct, whereas for quarter-filling PD and PF systems are insulators and TM ones are conductors (RS systems have not so simple a classification). That discrepancy is, moreover, confirmed and explained by the gaps opened in the energy spectra as functions of the potential strength for the various sequences.

Acknowledgement

It is a pleasure to acknowledge my indebtedness to César R. de Oliveira for introducing me to the subjects of substitution sequences and spectral theory, and for many helpful discussions. I also thank the hospitality of Institut für Physik at the Technische Universität Chemnitz (Germany) where part of this paper was written. This work was partially supported by the Brazilian agencies FAPESP and CAPES.

Figure Captions

* Persistent currents for the various substitution potentials at strength $`\lambda =0.2`$ and ring length $`N=256`$: (a) half-filling; (b) quarter-filling.
* Mean current amplitudes as a function of the potential strength: (a) half-filling; (b) quarter-filling.
* Drude weight as a function of the number of sites in the ring (filled circles): (a) half-filling; (b) quarter-filling. Fitting curves are shown as solid lines.
* Localization length $`\xi `$ as a function of the strength of potential $`\lambda `$. Results for RS are shown in the inset for clarity.
* Gaps in the energy spectra (symbols) at (a) half-filling and (b) quarter-filling for flux value $`\varphi =\varphi _{min}`$

Table Caption

* Fitting parameters as in eq. (4) for the various substitution potentials. The indices $`h`$ and $`q`$ refer to half-filling and quarter-filling, respectively. The localization length $`\xi `$ is given in units of the (nearest integer) number of sites. The symbol — indicates no dependence of the curve on the corresponding parameter, whereas the symbol $``$ points to the non-applicability of the fitting expression.

Table 1
Potential $`A_h`$ $`B_h`$ $`\gamma _h`$ $`\xi _h`$ $`A_q`$ $`B_q`$ $`\gamma _q`$ $`\xi _q`$    TM 0.2  0.96 0.01 1935 \- - \- - \- - \- -  TM 0.4  0.65 0.17 150 \- - \- - \- - \- -  TM 0.6  0.51 0.31 53 \- - \- - \- - \- -  TM 0.8  0.42 0.47 25 \- - \- - \- - \- -  TM 1.0  0.34 0.66 14 \- - \- - \- - \- -  RS 0.2  0.96 0.01 1308  0.98 0.00 1205  RS 0.4  0.89 0.03 427  1.02 -0.03 773  RS 0.6  0.51 0.23 125  1.02 -0.04 316  RS 0.8  0.64 0.15 105  0.73 -0.06 125  RS 1.0  0.09 1.03 20  0.88 -0.04 139  PD 0.2  0.51 0.37 36  0.51 0.32 55  PD 0.4  0.74 0.36 17  0.19 0.82 20  PD 0.6  1.07 0.13 11  0.07 1.31 12  PD 0.8  4.88 -0.21 9  0.03 1.68 9  PD 1.0  6.47 -0.23 7  0.01 1.97 7  PF 0.2 0.98 0.16 -0.95   0.43 0.45 31  PF 0.4 0.94 0.11 -0.43   0.29 0.78 13  PF 0.6 0.88 0.16 -0.30   0.33 0.86 8  PF 0.8 0.81 0.22 -0.29   0.48 0.81 6  PF 1.0 0.76 0.29 -0.35   0.62 0.81 5


text:
# KUNS-1728hep-th/0107203 USp(32) String as Spontaneously Supersymmetry Broken Theory

## 1 Introduction and summary

Since our world has no explicit supersymmetry, if we try to identify the superstring theory as the unique theory of our world, the supersymmetry in the superstring theory should be broken spontaneously. The supersymmetry breaking mechanism using both D-branes and anti-D-branes or non-BPS D-branes has been fully investigated . However, we still have little knowledge for a system whose supersymmetry is broken by the orientifold plane.

Recently, it was suggested by Sugimoto  that there is a new supersymmetry breaking mechanism. In his seminal paper he showed that it is possible to consider an orientifold plane which is oppositely charged as the usual one. In this case we should add 32 anti-D9-branes, instead of 32 D9-branes, for cancellation of the Ramond-Ramond (R-R) D9-brane charge. The resulting gauge group is USp(32) instead of SO(32) and the supersymmetry in this system is completely broken. The anomaly cancellation mechanism of this system is studied in .

In the present paper we shall prove explicitly the trace formula

$`\underset{\mathrm{NS}\mathrm{R}}{Tr}m^2=0,`$ (1)
for this system. Here the masses squared $`m^2`$ are summed over all the physical Hilbert space with those of particles in the NS-sector (spacetime bosons) contributing as they are and those of the R-sector particles (spacetime fermions) with an extra negative sign. In supersymmetric field theoretical models the degree of freedom of bosons and that of fermions have to be balanced at every mass level. If the supersymmetry is broken spontaneously, the degrees of freedom are no longer balanced at every mass level. Instead, the degrees of freedom are balanced as a whole in the sence of the trace formula. Hence, our result that the trace formula holds for this USp(32) string theory suggests that the supersymmetry is broken spontaneously. The trace formula for the system with both D-branes and anti-D-branes is first proved in . Here we shall follow all the technics in it. See also  for general structures of the trace formula.***The author is grateful to his colleagues for calling his attention to the work. The work contains the trace formula for a wide class of consistent string theories. Here, however, we shall discuss more specific properties of the orientifold plane.

This result is consistent with . In the paper the low energy effective supergravity theory for this system is constructed as the type I theory . Although the closed string sector has explicit supersymmetry, the supersymmetry of the open string sector is broken spontaneously and realized non-linearly.

The motivation of the present paper is as follows. Since we all believe that all the five perturbative superstring theories are realized as particular configurations of the unique M-theory, conceptually the orientifold plane in the type I theory should also be realized as an intrinsic object in the off-shell formalism of the superstring theory. Although there are of course no off-shell formalisms to construct the orientifold configuration explicitly, we would like to give some evidences for this suggestion by proving the trace formula for a non-supersymmetric system with the orientifold. We shall return to this question in the final section.

The contents of the present paper are as follows. In the next section we shall first review the spectrum of the USp(32) string theory and then proceed to prove the trace formula for the system. The final section is devoted to conclusions and discussions.

## 2 Trace formula in the USp(32) string theory

In this section, we shall examine the trace formula for the USp(32) string theory. For this purpose, we shall first briefly review the open string spectrum of the USp(32) theory . Since the USp(32) theory is defined by reversing the orientifold charge of the type I theory, let us begin by recalling the spectrum of the type I theory. The type I theory is obtained by projecting out worldsheet orientation. The R-R charge is cancelled only when we add 32 D9-branes. The open string spectrum of the type I theory is summarized in the partition function

$`Z=\underset{\mathrm{NS}\mathrm{R}}{Tr}q^H\left(1+\mathrm{\Omega }\right)\left(1+()^F\right),`$ (2)
with $`H=\alpha ^{}m^2`$ defined as

$`H_{\mathrm{NS}}={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\alpha _m\alpha _m+{\displaystyle \underset{r=1/2}{\overset{\mathrm{}}{}}}rb_rb_r{\displaystyle \frac{1}{2}},`$ (3)
$`H_\mathrm{R}={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\alpha _m\alpha _m+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}md_md_m,`$ (4)
for the NS-sector and the R-sector, respectively. Hereafter we shall split the partition function into the bosonic part $`Z_{\mathrm{NS}}`$ and the fermionic part $`Z_\mathrm{R}`$: $`Z=Z_{\mathrm{NS}}Z_\mathrm{R}`$. Each part is given as follows .

$`Z_{\mathrm{NS}}=(32)^2{\displaystyle \frac{\vartheta _0^0(it)^8}{\eta (it)^8}}(32)^2{\displaystyle \frac{\vartheta _1^0(it)^8}{\eta (it)^8}}32{\displaystyle \frac{\vartheta _1^0(2it)^8\vartheta _0^1(2it)^8}{\eta (2it)^8\vartheta _0^0(2it)^8}},`$ (5)
$`Z_\mathrm{R}=(32)^2{\displaystyle \frac{\vartheta _0^1(it)^8}{\eta (it)^8}}32{\displaystyle \frac{\vartheta _1^0(2it)^8\vartheta _0^1(2it)^8}{\eta (2it)^8\vartheta _0^0(2it)^8}},`$ (6)
where the eta function $`\eta (it)`$ and the theta functions $`\vartheta _\beta ^\alpha (it)`$ are defined as

$`\eta (it)=q^{1/24}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}(1q^m),`$ (7)
$`\vartheta _0^0(it)=q^{1/48}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}(1+q^{m1/2}),`$ (8)
$`\vartheta _1^0(it)=q^{1/48}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}(1q^{m1/2}),`$ (9)
$`\vartheta _0^1(it)=\sqrt{2}q^{1/24}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}(1+q^m),`$ (10)
with $`q=e^{2\pi t}`$. Here the first term and the second term in $`Z_{\mathrm{NS}}`$ comes from $`Trq^H`$ and $`Trq^H()^F`$ respectively. The first term in $`Z_\mathrm{R}`$ comes from $`Trq^H`$. The final term in both $`Z_{\mathrm{NS}}`$ and $`Z_\mathrm{R}`$ are due to $`Trq^H\mathrm{\Omega }(1+()^F)`$. Note also that the final term in each part contributes as the NS-NS source in $`Z_{\mathrm{NS}}`$ but as the R-R source in $`Z_\mathrm{R}`$. Using the Jacobi’s abstruse formula

$`\vartheta _0^0(it)^8\vartheta _1^0(it)^8\vartheta _0^1(it)^8=0,`$ (11)
we find $`Z`$ vanishes totally, as expected for a supersymmetric theory.

The USp(32) theory is defined as reversing the charge of the orientifold plane. From a discussion of the action of $`\mathrm{\Omega }`$ on open string states, we find that the gauge group is restricted only to the SO type and the USp type and they are related by reversing the orientifold charge . Note that this discussion holds generally and we have to reverse both the NS-NS charge and the R-R charge of the orientifold charge. Correspondingly, we have to add 32 anti-D9-branes for cancellation of the R-R charge.

Thus, if we would like to read off the spectrum of the USp(32) string theory from the type I theory, we have only to reverse the sign of the last term in $`Z_{\mathrm{NS}}`$ (5), because this term corresponds to exchange of NS-NS mode between the orientifold plane and anti-D9-branes and only the orientifold charge is reversed.

$`Z_{\mathrm{NS}}=(32)^2{\displaystyle \frac{\vartheta _0^0(it)^8}{\eta (it)^8}}(32)^2{\displaystyle \frac{\vartheta _1^0(it)^8}{\eta (it)^8}}+32{\displaystyle \frac{\vartheta _1^0(2it)^8\vartheta _0^1(2it)^8}{\eta (2it)^8\vartheta _0^0(2it)^8}},`$ (12)
$`Z_\mathrm{R}=(32)^2{\displaystyle \frac{\vartheta _0^1(it)^8}{\eta (it)^8}}32{\displaystyle \frac{\vartheta _1^0(2it)^8\vartheta _0^1(2it)^8}{\eta (2it)^8\vartheta _0^0(2it)^8}}.`$ (13)
Now we have acquired enough information to analyze the trace formula. All we have to do is to calculate $`(/q)Z|_{q=1}`$. Using the Jacobi’s abstruse formula (11), we find

$`Z=232{\displaystyle \frac{\vartheta _1^0(2it)^8\vartheta _0^1(2it)^8}{\eta (2it)^8\vartheta _0^0(2it)^8}}.`$ (14)
Since the modular forms are made of infinite polynomials, to evaluate the trace formula, we have to use the modular transformation of the eta function and the theta functions:

$`\eta (it)={\displaystyle \frac{1}{\sqrt{t}}}\eta (i/t),`$ (15)
$`\vartheta _\beta ^\alpha (it)=\vartheta _\alpha ^\beta (i/t),`$ (16)
to transform the partition function $`Z`$ into the sum of finite polynomials and infinite non-perturbative effects like $`e^{2\pi /t}`$. Using the modular transformation we find

$`Z=232\sqrt{2t}^8{\displaystyle \frac{\vartheta _1^0(i/2t)^8\vartheta _0^1(i/2t)^8}{\eta (i/2t)^8\vartheta _0^0(i/2t)^8}}=1024t^4+O(e^{2\pi /2t}).`$ (17)
Especially, the coefficient of $`t`$ in the partition function $`Z`$ is zero. This shows that the trace formula holds and implies that in the USp(32) theory the supersymmetry is broken spontaneously. Note that the trace formula also holds for any power except 4. This is the same situation as the D-brane anti-D-brane system .

## 3 Conclusion and discussion

In this work we showed that the trace formula also holds in the USp(32) string theory. This suggests that the supersymmetry is broken spontaneously. Since the supersymmetry of this system is broken by the orientifold plane and anti-D9-branes, we expect that the orientifold plane and anti-D9-branes are intrinsic objects of the theory.

Although this interpretation seems plausible, we cannot regard our results as a rigorous evidence for it. Here we shall discuss the possibility of interpreting the orientifold plane as an intrinsic object by counting the Goldstinos which are expected when the supersymmetry is broken spontaneously.We are grateful to S. Sugimoto for a valuable discussion on this point.

Let us first consider the type I theory. The type I theory is defined by adding to the type II theory an orientifold plane and D9-branes to break half the supersymmetries. If the orientifold plane and D9-branes are both intrinsic objects, one should regard the supersymmetry as broken spontaneously and expect the Goldstino to appear. However, we cannot find a massless fermion singlet to be regarded as the Goldstino.

In the case of the USp(32) string theory the supersymmetries are completely broken by both the orientifold plane and anti-D9-branes. Since we all know that anti-D9-branes break only half the supersymmetries, the rest of the supersymmetries should be broken by the orientifold plane. There is a massless fermion singlet to be identified as the Goldstino. This, however, is not enough, since originally we are considering the type II theory.

Note also that the absence of the Goldstinos does not mean directly that the orientifold plane is not an intrinsic object. In fact when the broken symmetry is a local symmetry, the Goldstino may be eaten up by some fields. For example, when the superstring theory is compactified on the Calabi-Yau manifold to construct a realistic model, we does not expect to find a Goldstino.

Therefore, one might possibly stick to considering that the orientifold plane breaks half the supersymmetries explicitly and regard our proof of the trace formula in this paper only as a sign of the fact that D-branes and anti-D-branes are intrinsic objects. To avoid this possibility it remains to clarify the mechanism how the Goldstino for the orientifold plane is eaten up by other fields. This is an interesting future problem.

Acknowledgment
We would like to thank H. Hata, S. Kawamoto, T. Matsuo and especially S. Sugimoto for valuable discussions and comments. The author is also grateful to his colleagues for their encouragement. This work is supported in part by Grant-in-Aid for Scientific Research from Ministry of Education, Science, Sports and Culture of Japan (#04633). The author is supported in part by the Japan Society for the Promotion of Science under the Predoctoral Research Program.