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# Coherent oscillations and incoherent tunneling in one - dimensional asymmetric double - well potential

## I Introduction

Double level systems and models appear in various contexts in physics, chemistry and biology. The recurrent interest to the topic is related mainly with fairly rich and interesting physics of the systems, and with the experimental activity on several classes of systems which can be viewed as good physical realization of double level models (including fashionable quantum dots, see e.g. ). Among the possible types of behavior we will particularly be concerned with coherent oscillations and incoherent (dissipative like) tunneling. Our goal is to propose a simple mathematical model to illustrate crossover from coherent oscillations to dissipative tunneling (decay or relaxation), which are also related to incoherent transitions in multidimensional oscillator systems. In a certain sense this crossover reveals many features of chaotic behavior. It is a common wisdom now that classical chaos is defined as extreme complexity of the trajectories in phase space, with the trajectories being very sensitive to small changes in the initial conditions , . As well evidently that the state vector (wave function) of a closed quantum system strictly speaking does not exhibit chaotic motion, as a consequence of the unitary nature of time evolution. But in fact since in quantum mechanics trajectories in the phase space can not be introduced due to Heisenberg uncertainty principle, the standard classical concept of the stability becomes ambiguous (see e.g., , , , ).

We put forward a simple (but yet non-trivial) model of 1d asymmetric double-well potential which can be used to describe under relatively weak assumptions a crossover from coherent oscillations (say mechanical behavior) to incoherent decay or dissipative tunneling (say ergodic behavior). The essential part of the model we will present is to illustrate this semiclassical quasi-chaotic behavior. In fact the illustration was made long ago by Fermi, Pasta, and Ulam . They performed computer studies of energy sharing and ergodicity for weakly coupled systems of $`N`$ oscillators. Later on, the results of  were confirmed and refined (see e.g. , ). But all these papers were devoted to systems with many degrees of freedom ($`N1`$ dimensional phase space) for the cases where the motion is nearly integrable and irregular in different energy regions. Level statistics for such kind of mixed systems (i.e. when behavior is regular and chaotic in different phase space regions) changes gradually from Poisson to Wigner type of distributions , , . Thus these systems become non-integrable when the energy exceeds a certain critical value. Just on the contrary we will propose and investigate in 1d a conservative system with time independent Hamiltonian which is evidently always integrable, and it does not generate classical chaos.

For the sake of completeness let us note that the tunneling in the mixed (i.e. regular-chaotic) systems has been studied as well for two level systems when one of the levels interacts with a chaotic state ,  (see also review  and references therein). In the case of a resonance between the tunneling doublet and suitable chaotic states, the tunneling is enhanced (so-called chaos assisted tunneling) and has very strong resonance dependence on quantum numbers. Similar effects due to transverse vibrations take place for isolated Fermi resonances in tunneling systems .

Our paper has the following structure. Section II contains basic equations necessary for our investigation. Section III is devoted to the calculation of so-called survival probability. We use the semiclassical approach  (see also  and references herein). The last section IV contains the summary. The appendix to our paper is devoted to the technical and methodical details of the calculations.

## II Asymmetric 1d double-well potential

The simple model studied in this paper consists of a quantum particle in one dimensional asymmetric double-well potential $`U(X)`$ with one-parameter dependent shape. Using the tunneling distance $`a_0`$ and the characteristic frequency of the oscillations around the left minimum $`\mathrm{\Omega }_0`$, we can introduced the so-called semiclassical parameter $`\gamma m\mathrm{\Omega }_0a_0^2/\mathrm{}1`$ ($`m`$ is a mass of a particle, and further we will set $`\mathrm{}=1`$ measuring energies in the units of frequency), which is assumed to be sufficiently large, i.e. the tunneling matrix element should be small in $`\mathrm{\Omega }_0`$ scale. The choice of the model potential is dictated by the principle of minimal requirements. Our aim is to describe in the frame work of one universal model crossover from symmetric double-well potential to so-called decay potential, and to do it we need a parameter to make the right well ($`R`$-well) deeper and wider than the left well ($`L`$-well).

Using $`\mathrm{\Omega }_0`$ and $`a_0`$ to set corresponding scales, the model potential satisfying these minimal requirements can be written in the following dimensionless form

$`V(x)={\displaystyle \frac{1}{2}}x^2(1x)\left[1+{\displaystyle \frac{1}{b^2}}x\right],`$ (1)
where $`VU/(\mathrm{\Omega }_0\gamma )`$, and $`xX/a_0`$. The dimensionless parameter $`b`$ allows us to change the shape of the right well ($`R`$-well), and to consider both limiting cases, namely a traditional symmetric double-well potential (for $`b=1`$), and for $`b\mathrm{}`$ a decay potential (or by other words to change the level spacings from $`\mathrm{\Omega }_0^1`$ scale to zero ). In fact it can be shown (see below and the Appendix to the paper) that qualitatively all our results do not depend on the concrete form of the one parametric potential satisfying these requirements (only on the density of $`R`$-states). Behavior in both limiting cases are well known, and for $`b=1`$ one has coherent quantum oscillations, typical for any two-level systems, while for $`b\mathrm{}`$ there is a continuum spectrum of eigen states for $`x+\mathrm{}`$ and one can find an ergodic behavior (incoherent decay). Our main goal in this section is to study crossover between both limits at variations of $`b`$.

The general procedure for searching semiclassical solutions of the Schroedinger equation with the model potential (1) has a tricky point. The fact is that in the $`L`$-well we have a discrete eigenvalue spectrum (stationary states) while for the $`R`$-well in the case $`b1`$ we have quasi-stationary states, which are characterized by wave functions $`\mathrm{\Psi }_n(X)`$ exponentially increased in the region of $`\epsilon V(X)`$. Both kind of states are defined on different sheets of complex energetic surfaces , and to treat both kind a states one should use different tools, namely, the standard quantization of the stationary states from the discrete part of the spectra , and proposed long ago by Zeldovich  for quasi-stationary states the flux probability conservation law, which leads to the Lorentzian envelope for spectral distribution functions. Unlike  in our case we get the Lorentzian envelope filled by $`\delta `$-peaks of the final states.

The procedure is described in the Appendix, and it includes three steps (see , , and we will use notations from ):

* First one should find the action $`W_L`$ in the classically allowed region (i.e.$`W_L`$ between turning points) in the left well ($`L`$-well), and apply the semiclassical quantization. For the low energy states in the $`L`$-well it leads to the following relation

$`\gamma W_L=\pi \left[n+{\displaystyle \frac{1}{2}}+\chi _n\right]\pi \epsilon _n,`$ (2)
where, integer numbers $`n`$ numerate eigenvalues, $`\chi _n`$ is determined by an exponentially small phase shift, and the last r.h.s. of (2) is in fact the definition for eigenvalues $`\epsilon _n`$.
* Second, the same should be done for the right well ($`R`$-well). The calculation is almost trivial in the limit $`b1`$ (when the potential (1) becomes strongly asymmetric)

$`\gamma W_R=\gamma W_R^{(0)}+\pi \beta \epsilon ,`$ (3)
where the dimensionless energy $`\epsilon `$ is counted from the bottom of the $`L`$-well, the action $`W_R^{(0)}`$ is

$`\gamma W_R^{(0)}={\displaystyle \frac{\pi }{16b}}(b^21)^2(b^2+1),`$ (4)
and

$`\beta ={\displaystyle \frac{b^2+1}{b}}b,\mathrm{for}b1,`$ (5)
Note that the parameter $`\beta =2\mathrm{\Omega }_0/\omega _R`$ is proportional to the density of states in the $`R`$-well ($`\omega _R`$ is the frequency of non-linear oscillations in $`R`$-well at $`\epsilon =0`$), and therefore knowing the magnitude $`\beta `$ one can compute the density of states in the $`R`$-well, which grows proportional to $`b`$ for $`b1`$. It is convenient to rewrite (3) - (4) in the same form as (1)

$`\gamma W_R=\pi \left[n_R+{\displaystyle \frac{1}{2}}+\alpha _n+\beta \chi \right],`$ (6)
where $`n_R`$ and $`\alpha _n`$ are integer and correspondingly fractional parts of the quantity

$`{\displaystyle \frac{\gamma W_R^{(0)}}{\pi }}+\beta \left(n+{\displaystyle \frac{1}{2}}\right){\displaystyle \frac{1}{2}}.`$ (7)
The physical meaning of $`\alpha _n`$ is the deviation from a resonance between the $`n`$-th level in the $`L`$-well and the nearest level in the $`R`$-well. By the definition of a fractional part $`|\alpha _n|<1/2\beta `$.
* And as the last step, again using the quantization rule, one can find the spectrum.

It turns out (see Appendix) that the spectrum and the behavior of the system depends crucially on the parameter $`\mathrm{\Lambda }\beta R_n`$, where

$`R_n={\displaystyle \frac{2^{n+2}\gamma ^{n+1/2}}{\pi ^{1/2}n!}}\mathrm{exp}(2\gamma W_B)`$ (8)
is the $`\beta `$ independent decay rate of the $`n`$-th metastable state of the $`L`$-well at $`b\mathrm{}`$ ($`W_B`$ is the action in the classically forbidden (between turning points) region).

For $`\mathrm{\Lambda }1`$ solving the quantization relation (20), one can easily find

$`\epsilon _{n\pm }=n+{\displaystyle \frac{1}{2}}\pm {\displaystyle \frac{1}{2\beta }}\left[\sqrt{\alpha _n^2+{\displaystyle \frac{4}{\pi ^2}}\mathrm{\Lambda }}\alpha _n\right].`$ (9)
This expression (9) determines the resonance pairs of the levels, so-called two-level systems.

Besides from the same quantization rule (20) we get analytically (i.e. for arbitrary values of $`\mathrm{\Lambda }`$) eigenvalues for the $`R`$-well in the vicinity of the resonance doublet

$`\epsilon _{nm}=n+{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2\beta }}\left[\sqrt{(m\alpha _n)^2+{\displaystyle \frac{4}{\pi ^2}}\mathrm{\Lambda }}(m\alpha _n)\right]m=\pm 1,\pm 2,\mathrm{}.`$ (10)
These levels are numerated by the quantum number $`m`$.

For $`\mathrm{\Lambda }1`$ all displacements of the levels due to tunneling are small, and two-level system approximation is valid (i.e. there is well defined isolated resonance pairs of levels with splitting $`(R_n/\beta )^{1/2}`$). The situation becomes completely different for $`\mathrm{\Lambda }1`$. In the limit $`\mathrm{\Lambda }1`$ we get almost equidistant spectrum of mixed $`LR`$ levels in the vicinity of the following values of $`\chi `$ (see Appendix for the details)

$`\chi \chi _{nm}=\pm {\displaystyle \frac{m+1/2\alpha _n}{\beta }}\left[1+{\displaystyle \frac{1}{\pi \mathrm{\Lambda }}}\right].`$ (11)
The given above expressions (10) - (11) show that the number of the perturbed by tunneling levels grows proportionally to $`\sqrt{\mathrm{\Lambda }}`$. In Fig. 1 we have shown the displacements of the levels perturbed by tunneling. These displacements are decreased very rapidly for the levels with quantum numbers larger than $`\sqrt{\mathrm{\Lambda }}`$. The scales in this figure are given by the semiclassical parameter $`\gamma `$ which relates to the $`L`$-well and the barrier. Once the scales are fixed the $`R`$-well is characterized by the eigenfrequency $`1/b`$ at $`\epsilon =0`$ (or what is the same by the density of states or by the action $`W_R`$ in the $`R`$-well).

Summarizing the results of this section, thus we have shown that instead of isolated two level systems taking place for $`\mathrm{\Lambda }1`$, in the opposite limit $`\mathrm{\Lambda }1`$ there appear the resonance regions containing the sets of strongly coupled levels. The resonance widths are determined by tunneling matrix elements ($`H_{12}^2=\omega _L\omega _R\mathrm{exp}(2\gamma W_B)/4\pi ^2=R_n/\beta `$). In spite of the fact that for any finite values of $`\mathrm{\Lambda }`$ (and $`b`$) we have only the discrete spectrum of real eigenstates, found above mixing of $`LR`$ states very closely resembles the representation of quasi-stationary states in terms of eigenstates of a continuous spectrum. This behavior can be formulated by other words in terms of the so-called recurrence time, i.e. the characteristic time when the system is returned to the initial state. For a finite motion (i.e. for a finite value of $`b`$) the behavior of the system remains regular. The recurrence time (i.e. in the case merely coherent oscillation period) is proportional to $`1/H_{12}`$ for $`\mathrm{\Lambda }1`$, while for $`\mathrm{\Lambda }1`$ this time scales as $`1/\omega _R`$ (as a long-period time scale).

## III Survival probability

The tunneling dynamics can be characterized by the time evolution of the initially prepared localized state $`\mathrm{\Psi }(0)`$, and by the definition the survival probability of the state is

$`P(t)|\mathrm{\Psi }(0)|\mathrm{\Psi }(t)|^2.`$ (12)
For the stationary states evidently $`P(t)=1`$, while for quasi-stationary (decaying states), the survival probability reads

$`P(t)=\mathrm{exp}(\mathrm{\Gamma }t),`$ (13)
where $`\mathrm{\Gamma }`$ is the decay rate which should be found, and we use $`\omega _R^1`$ for the time scale.

The simplest case is the coherent tunneling dynamics of two-level states. Let us consider the $`nn^{}`$ resonance region. The eigenfunctions of isolated $`R`$ and $`L`$ wells, $`\mathrm{\Psi }_n^L`$, and $`\mathrm{\Psi }_n^{}^R`$. If one has the initial state

$$\mathrm{\Psi }(0)=\mathrm{\Psi }_n^L,$$

the survival probability can be easily calculated

$`P(t)={\displaystyle \frac{1}{2}}\left[1+cos\left(2t\sqrt{{\displaystyle \frac{R_n}{\beta }}}\right)\right].`$ (14)
Normalized wave functions in the $`L`$-well can be calculated trivially, and using standard semiclassical wave functions for the $`R`$-well, we are in a position to compute the survival probability for a general case as a function of $`\mathrm{\Lambda }`$. The results are shown in Fig. 2.

For $`\mathrm{\Lambda }1`$, $`P(t)`$ oscillates with characteristic time scales proportional to $`H_{12}^1=\sqrt{\beta /R_n}`$. In the region $`\mathrm{\Lambda }1`$ these oscillations are strongly suppressed. The reason for the suppression of oscillations is related to interference of the states with energies in the resonance region. As a result of the interference the total probability for the system to return back from the $`R`$-well is decreased, and low-frequency modulation of coherent tunneling is raised. The period of the modulation grows with $`\beta `$, and in the limit $`\mathrm{\Lambda }1`$ we get the dense spectrum of states in the $`R`$-well, and almost exponential decay for $`P(t)`$ with $`\beta `$-independent relaxational time $`\tau R_n^1`$. In this case the survival probability (i.e. the probability to keep the system in its initial state) for the time interval $`1/\omega _R`$ decay almost exponentially with time, and the characteristic relaxation time $`\tau `$ is determined by Fermi golden rule, i.e. $`\tau ^1H_{12}^2/\omega _R`$. This result is also conformed to van Hove statement  concerning quasi-chaotic behavior of semi-classical systems at time scales of the order of $`\omega _R/H_{12}^2`$.

We can relate the phenomenom described above (i.e. almost vanishing probability for back-flow from the $`R`$ to $`L`$ well) to the Fermi golden rule for a transition probability

$`W_{fi}=2\pi |H_{fi}|^2\rho _f,`$ (15)
where $`H_{if}`$ is the matrix element between the initial state $`E_i`$ and the final state $`E_f`$, and $`\rho _f`$ is the density of final states. For our case ($`H_{if}H_{12}=\sqrt{R_n/\beta }`$, and $`\rho _f=\beta /2`$) we get easily

$$W_{if}=\pi R_n,$$

which does not depend on $`\rho _f`$. Therefore the Fermi golden rule corresponds to the limit when the back flow from the $`R`$-well is totally suppressed due to the interference.

The survival probability can be related also to spectral distribution of the initially localized in the $`L`$-well states. Indeed, by the definition of the spectral distribution $`S(E)`$ of the initially prepared localized state is determined by the transition amplitudes in expansion over the eigenstates $`(\mathrm{\Psi }_n,E_n)`$:

$`S(E)={\displaystyle \underset{n}{}}|\mathrm{\Psi }(0)|\mathrm{\Psi }_n|^2\delta (EE_n),`$ (16)
and therefore

$`\mathrm{\Psi }(0)|\mathrm{\Psi }(t)={\displaystyle _{\mathrm{}}^+\mathrm{}}S(E)\mathrm{exp}(iEt)𝑑E.`$ (17)
For $`\mathrm{\Psi }(0)\mathrm{\Psi }_i^L`$ the spectral distribution is a set of $`\delta `$-peaks with Lorentzian envelope

$`S(E)={\displaystyle \frac{2}{\pi }}{\displaystyle \frac{\sqrt{R_i\beta }}{\beta (EE_i)^2+R_i}}\delta (EE_i).`$ (18)
Crossover from the coherent oscillations to exponential decay occurs when the Lorentzian envelope begins to fill up by $`\delta `$-peaks of the final states. Note that the width of the Lorentzian envelope (18) does not depend on the final state density (see Appendix and also ). We have shown the results of the calculation of the spectral distribution in Fig. 3.

## IV Conclusion

Let us sum up the results of our paper. We investigated the behavior of a quantum particle in 1d asymmetric double-well potential with one parameter dependent shape, which allows us to consider in the frame work of one universal model the crossover from the traditional symmetric double well potential to the decay one. We have shown that behavior essentially depends on transition probability, and on dimensionless parameter $`\mathrm{\Lambda }`$ which is a ratio of characteristic frequencies for low energy non-linear in-well oscillations and inter wells tunneling. For the potential describing a finite motion (double-well) strictly speaking one has always a regular behavior. For $`\mathrm{\Lambda }1`$ there is well defined resonance pairs of levels and the survival probability has coherent oscillations related to resonance splitting. However for $`\mathrm{\Lambda }1`$ there are no oscillations at all for the survival probability, and there is almost an exponential decay with the characteristic time determined by Fermi golden rule. In this case one may not restrict oneself to only resonance pair levels. The number of perturbed by tunneling levels grows proportionally to $`\sqrt{\mathrm{\Lambda }}`$ (by other words instead of isolated pairs there appear the resonance regions containing the sets of strongly coupled levels). In the region of intermediate values of $`\mathrm{\Lambda }`$ one has a crossover between both limiting cases, namely the exponential decay with subsequent long period recurrent behavior.

However a number of remarks related to our results are in order. Many features often classified as evidences of quantum chaos in fact as we have illustrated in our model can occur for well defined states possessing only discrete energy levels. The deviation from two level system behavior, taking place for $`\mathrm{\Lambda }1`$ has nothing to do with random or chaotic properties of the system. It means only that due to well known phenomenom of level repulsion the two level approximation is not adequate. Lorentzian envelope (see Fig. 3) we found arises from the interaction of a single level in $`L`$-well with a set of levels in the $`R`$-well and not with appearance of level widths (imaginary self-energy contributions).

One should distinguish between short-time and long-time behavior, and the boundary between them depends on the parameter $`\mathrm{\Lambda }`$. Short-time returns ($`\beta `$) are governed by one or a small number of semiclassical paths, while long-time returns ($`R_n^1`$) arise from interference between many paths. In the limit $`\mathrm{\Lambda }1`$, exponential decay occurs for short-time dynamics, while the system remains regular for long-time scales, in contrast with chaotic models we discussed in the Introduction. Nevertheless the tunneling in the limit of $`\mathrm{\Lambda }1`$ can induce vibrational relaxation for localized $`R`$-levels. The relaxation appears due to tunneling recurrences, and results in redistribution of initial energy over all levels coupled with a single $`L`$-level.

Main physical idea of our paper, namely that specific quasi-chaotic behavior is associated with the fact that one level in $`L`$\- well in a certain condition ($`\mathrm{\Lambda }1`$) is coupled to a set of almost dense levels in the $`R`$-well, was discussed in the literature long ago  (see also ), mainly qualitatively. Our achievement is that we alone seem to have propose the concrete and tractable analytical model to illustrate and to investigate explicitely and quantitatively this statement.

In this respect our results are quite different from numerical investigations of billiard-type systems (see e.g. review article ), showing universal behavior of level spacings in finite chaotic systems. Our results (for the totally integrable 1d model) demonstrate that level spacing distribution is not a specific feature of quantum systems with chaotic classical counterpart limit. Our finding of the equidistant regular level distribution is a result of the interaction of the single $`L`$-level with several (of the order of 10 for our particular choice of the parameters) $`R`$-levels (which in own turn are regular ones). As well we should distinguish our model and dynamic tunneling ones , . The latter assumed strong coupling of the tunneling system with an environment which destroys the coherence, whereas in our model the coherence is destroyed by the tunneling itself due to the high density of $`R`$-states, breaking two level approximation.

Note also at the very end of the paper that results presented here not only interested in their own right (at least in our opinion) but they might be directly tested experimentally since there are many molecular systems where investigated in the paper 1d asymmetric potential is a reasonable model for the reality. And not only molecular systems, for instance recently as a controllable two-level system, double quantum dots are proposed for realizing a single quantum bit in solid state systems. Experimentally  in these systems there observed two distinct regimes characterizing the nature of low-energy dynamics:

(i) relaxational regime, when an excited-state electron population decays exponentially in time with a rate correctly given by Fermi golden rule;

(ii) vibronic regime, when the population oscillates for some number of cycles before decaying.

And what’s more, at short times the averaged excited-state populations oscillates but has a decaying envelope. The similarity with the behavior we found in the paper is evident.All characteristics of our model are not specific only for 1d case. For $`\mathrm{\Lambda }1`$ one can expect similar behavior and for multidimensional systems.

###### Acknowledgements.

The research described in this publication was made possible in part by RFFR Grants 97-03-33687a and 00-02-11785. The numerical results origin from a collaboration with E.V.Vetoshkin whose contribution is greatly acknowledged. Also we express our sincere gratitude to the referee who read our manuscript and made a number of valuable comments.

##

The semi-classical wave function is represented in the well known WKB form  Equivalently it can be represented in the so-called instanton or minimum action tunneling path formalism  (see also ) in the form of $`\mathrm{\Psi }=\mathrm{exp}(\gamma W_E)`$, which is more efficient for classically inaccessible parts of phase space.

$$\mathrm{\Psi }=\mathrm{exp}\left(iW\right),$$

The action $`W`$ should satisfy to WKB equation

$`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{dW}{dX}}\right)^2={\displaystyle \frac{\epsilon }{\gamma }}V(X),`$ (19)
and two turning points, which are boundaries of classically allowed regions, are situated near zeros of $`V(X)\epsilon /\gamma `$.

For the asymmetric double-well potential (1) the Bohr - Sommerfeld  quantization equations read

$`tg(\gamma W_L)tg(\gamma W_R)=4\mathrm{exp}(2\gamma W_B),`$ (20)
where $`W_B`$ is the action in the classically forbidden region in between the turning points $`X_1,X_2`$ in the left and right wells, and $`W_{L,R}`$ are the coordinate independent actions in the classically allowed regions inside of the $`L`$ (respectively $`R`$) well. Using the following expansion

$$\mathrm{tan}z=\underset{m=0}{\overset{\mathrm{}}{}}2z\left[z^2\pi ^2\left(m+\frac{1}{2}^2\right)\right]^1,$$

one gets the almost equidistant spectrum of the mixed $`LR`$ levels, and in this condition the solution of (20) leads to the expressions (9), (10) presented in the main text of the paper.

The time evolution of any initially prepared state can be described by a superposition of the eigenfunctions of the discrete and continuous spectra with time dependent phases. For the potential (1) with $`b1`$ the initial finite motion, i.e. the initial density distribution

$`\rho (t)={\displaystyle _{X_1}^{X_2}}|\mathrm{\Psi }(X,t)|^2𝑑X`$ (21)
concentrated in the $`L`$-well at $`t=0`$ decreases exponentially with time

$`\rho (t)=\rho (0)\mathrm{exp}\left(\eta t\right).`$ (22)
Eq. (22) signifies that the wave functions of quasi-stationary states have the form

$`\mathrm{\Psi }_n(X,t)=\mathrm{\Psi }_n(X)\mathrm{exp}\left(\left(i\epsilon _n\eta _n/2\right)t\right),`$ (23)
and the eigenvalues are complex and lies on the lower half-space of $`(\epsilon ,\eta )`$ plane. The quantization of the stationary states of a discrete spectrum is performed by the requirement

$$|\mathrm{\Psi }(X,t)|^20,\mathrm{at}|X|\mathrm{}.$$

This condition is impossible to impose to quasi-stationary states, since the wave functions $`\mathrm{\Psi }_n(X)`$ exponentially is increased in the region of $`\epsilon V(X)`$. The physically meaningful boundary condition as was noted first by Zeldovich  for quasi-stationary states can be written as a conservation law for the flux probability from the $`L`$-well through the barrier. The difference between stationary and quasi-stationary states disappears as it should be at $`\eta 0`$.

The expansion of the initially quasi-stationary state is dominated by the continuum spectrum eigenfunctions with the energies close to the real parts of the eigenvalues $`\epsilon _n`$. These eigenfunctions have the form

$`\mathrm{\Psi }_k(X)=\left(\begin{array}{cc}A(k)\varphi _k^0(X),X<X_m& \\ \sqrt{\frac{2}{\pi }}\mathrm{sin}(kX+\delta (k)),X>X_m& \end{array}\right),`$ (26)
where $`X_m`$ is the left turning point of the $`R`$-well, the localized wave function $`\varphi _k^0`$ is normalized to unity, and the phase is given

$`\delta (k)=\delta _0\mathrm{arctan}{\displaystyle \frac{k_2}{kk_1}},`$ (27)
and $`\delta _0`$ is $`k`$-independent component, $`k_1=\sqrt{2m\epsilon _n}`$, $`k_2=k_1\eta _n/4\epsilon _n`$. For the eigenfunctions with the energies $`\epsilon `$ and $`\epsilon ^{}`$ close to $`\epsilon _n`$ we get

$`{\displaystyle _{\mathrm{}}^X}\varphi _k(X^{})\varphi _k^{}(X^{})𝑑X^{}={\displaystyle \frac{1}{2m}}\left({\displaystyle \frac{1}{\epsilon \epsilon ^{}}}\right)\left(\varphi _k^{}{\displaystyle \frac{d\varphi _k}{dX}}\varphi _k^{}{\displaystyle \frac{d\varphi _k^{}}{dX}}\right).`$ (28)
From (26), (27), and (28) in the limit $`\epsilon \epsilon ^{}0`$ we get

$`A^2(k)={\displaystyle \frac{2}{\pi }}\sqrt{{\displaystyle \frac{2\epsilon _n}{m}}}{\displaystyle \frac{\eta _n}{4(\epsilon \epsilon _n)^2+\eta _n^2}}.`$ (29)
Expressions (27), (29) are valid for a continuous spectrum, for discrete levels the phase shift as well is governed by the probability flux from the $`R`$-well into classically forbidden region, and instead of (27) it leads

$`\delta =\mathrm{arctan}\sqrt{R_n\beta }{\displaystyle \frac{1}{\epsilon _n\epsilon _{nm}}},`$ (30)
and instead of (29) one can easily find

$`A^2(\epsilon _{nm})={\displaystyle \frac{2}{\pi }}{\displaystyle \frac{\sqrt{R_n}}{\beta (\epsilon _n\epsilon _{nm})^2+R_n}},`$ (31)
Note that (31) has almost the same form as (29), although it depends on discrete energy levels, and besides it has a different coefficient due to different normalization condition.

The relation (29) shows that the probability density of the continuous spectrum eigenstates exhibits the Lorentzian distribution around the real part of the quasi-stationary eigenvalues $`\epsilon _n`$. Expressions (29) -(31) are equivalent to the spectral distribution (18) presented in the main body of the paper.

Few words concerning numerical results presented in the main text in the figures 1 - 3. The calculations have been performed to check:

(i) semiclassical approximation for the model potential (1);

(ii) the spectral distribution (18).

We used the numerical diagonalization of the Hamiltonian matrix in the basis set of trial functions, which includes: so-called instanton wave functions of the $`L`$-well (see ), and the WKB functions of $`R`$-well. This basis was orthonormalized by using standard Schmidt method . For the $`L`$-well highly excited states near the barrier top have been also included. In all numerical calculations we set the value of $`\alpha _0`$ (so-called defect of a resonance) as zero. All results presented on the figures do not depend on this particular choice.

The numerical results confirm that Eq. (18) is quiet accurate in the whole range of $`\mathrm{\Lambda }`$ where the transition from coherent oscillations to exponential decay occurs. Note that since $`R`$-levels with the negative energy are not mixed with $`L`$-levels, and besides the resonance region is sufficiently narrow ($`R_n=0.01`$), we need not diagonalize huge matrices. For our purposes the diagonalization of the matrix $`3000\times 3000`$ is more than sufficient to find eigenvalues in the resonance region around the $`n=0`$ $`L`$-level.

Figure Captions.

Fig. 1

The eigenvalues as functions of $`\mathrm{\Lambda }`$ for the zero-point level ($`n=0`$) of the $`L`$-well. Dashed lines indicate the limits of $`\mathrm{\Lambda }1`$, and $`\mathrm{\Lambda }1`$; $`\gamma =10`$ , $`\alpha _0=0`$.

Fig. 2

The survival probability for different values of $`\mathrm{\Lambda }`$ and $`\gamma =10`$ :

(a) $`\mathrm{\Lambda }=0.02`$ , $`b=5`$ (solid line) ; $`\mathrm{\Lambda }=0.5`$ , $`b=116`$ (dashed line) ;

(b) $`\mathrm{\Lambda }=0.5`$ , $`b=116`$ (solid line) ; $`\mathrm{\Lambda }=4.0`$ , $`b=929`$ (dashed line) ;

(c) $`\mathrm{\Lambda }=4.0`$ , $`b=929`$ (solid line) ; $`\mathrm{\Lambda }=16.0`$ , $`b=3715`$ (dashed line) .

Fig. 3

The spectral distribution for different values of $`\mathrm{\Lambda }`$ and $`\gamma =10`$:

(a) $`\mathrm{\Lambda }=0.02`$ , $`b=5`$ ;

(b) $`\mathrm{\Lambda }=4.0`$ , $`b=929`$ ;

(c) $`\mathrm{\Lambda }=20.0`$ , $`b=4644`$ .


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# Untitled Document

Latin Transversals of Rectangular Arrays

by

S.K.Stein

Let $`m`$ and $`n`$ be integers, $`2mn`$. An $`m`$ by $`n`$ array consists of $`mn`$ cells, arranged in $`m`$ rows and $`n`$ columns, and each cell contains exactly one symbol. A transversal of an array consists of $`m`$ cells, one from each row and no two from the same column. A latin transversal is a transversal in which no symbol appears more than once. We investigte $`L(m,n)`$, the largest integer such that if each symbol in an $`m`$ by $`n`$ array appears at most $`L(m,n)`$ times, then the array must have a latin transversal. We will obtain upper and lower bounds on $`L(m,n)`$ and also determine $`L(2,n)`$ and $`L(3,n)`$.

Note that $`L(m,n)L(m+1,n)`$ and that $`L(m,n)L(m,n+1)`$. The function $`L`$ satisfies two more inequalities, stated in Theorems 1 and 2.

Theorem 1. For $`n2m2`$, $`L(m,n)n1.`$

The proof depends on a general construction due to E. T. Parker , illustrated for the cases $`(m,n)=(4,4),(4,5)`$, and $`(4,6)`$:

$`\begin{array}{cccc}1& 1& 4& 4\\ 2& 2& 1& 1\\ 3& 3& 2& 2\\ 4& 4& 3& 3\end{array}`$

$`\begin{array}{ccccc}1& 1& 1& 4& 4\\ 2& 2& 2& 1& 1\\ 3& 3& 3& 2& 2\\ 4& 4& 4& 3& 3\end{array}`$

$`\begin{array}{cccccc}1& 1& 1& 4& 4& 4\\ 2& 2& 2& 1& 1& 1\\ 3& 3& 3& 2& 2& 2\\ 4& 4& 4& 3& 3& 3\end{array}`$

In each case an attempt to construct a latin transversal might as well begin with a $`1`$ in the top row. The $`2`$ must then be selected from the $`2`$’s in the second row, and the $`3`$ from the $`3`$’s in the third row. Such choices do not extend to a latin transversal.

Theorem 2. For $`n2m1,L(m,n)(mn1)/(m1).`$

This theorem follows from the fact that if only $`m1`$ distinct symbols appear in an $`m`$ by $`n`$ array, the array cannot have a latin transversal. In detail, if each of $`m1`$ symbols appears at most $`k`$ times and $`(m1)k`$ is at least $`mn1`$, the symbols may fill all the cells. Hence the inequality stated in Theorem 2 holds.

Though Theorem 2 is valid for all $`n`$, in view of Theorem 1, it is of interest only for $`n2m1.`$.

It is quite easy to determine $`L(2,n)`$. A moment’s thought shows that $`L(2,2)=1`$ and that $`L(2,n)=2n1`$ for $`n3`$. This means that for $`m=2`$ the inequalities in Theorems 1 and 2 become equalities. The case $`m=3`$ is similar, for it turns out that $`L(3,n)`$ equals $`n1`$ for $`n=3,4`$ and is the largest integer less than or equal to $`(3n1)/2`$ for $`n5.`$ The following two lemmas are used in the proof of the second assertion.

In each case $`x`$ stands for $`1`$ or $`2`$.

Lemma 1. Assume that in a $`3`$ by $`n`$ array, $`n4`$, the following configuration is present. If there is no latin transversal the cell containing $`y`$ must be $`1`$ or $`2`$.

$`\begin{array}{ccccc}y& & & & \mathrm{}\\ & x& & & \mathrm{}\\ & & 1& 2& \mathrm{}\end{array}`$

The proof is immediate.

Lemma 2. Assume that in a $`3`$ by $`n`$ array, $`n4`$, some symbol occurs at most three times. Then, if there is no latin transversal some symbol occurs at least $`2n2`$ times, hence at least $`3n/2`$ times.

Proof. We regard two arrangements of symbols in cells as equivalent if one can be obtained from the other by a permutation of rows, a permutation of columns, and a relabeling. There are seven inequivalent configurations of cells occupied by a symbol that occurs at most three times. We illustrate them by treating the case when $`1`$ appears twice, in one row, as in the following diagram:

$`\begin{array}{cccccc}1& 1& & & & \mathrm{}\\ b& b& 2& b& b& \mathrm{}\\ a& a& c& a& a& \mathrm{}\end{array}`$

We may assume the $`2`$ occurs as indicated. It follows that the cells marked $`a`$ are filled with $`2`$’s. This implies that all the cells marked $`b`$ are also filled with $`2`$’s, and finally that the cell marked $`c`$ also contains a $`2`$. Hence the symbol $`2`$ appears at least $`2n`$ times.

In the case when a symbol occurs only once, it is not hard to show that some symbol appears at least $`2n2`$ times. In most of the other cases a symbol appears almost $`3n`$ times.

Theorem 3. (a) $`L(3,3)=2`$ and $`L(3,4)=3.`$ (b) For $`n5`$, $`L(3,n)`$ is the greatest integer less than or equal to $`(3n1)/2.`$

Proof of (a). To begin we show that $`L(3,3)=2`$.

By Theorem 1, we know that $`L(3,3)`$ is at most 2. All that remains is to show that if each symbol in a $`3`$ by $`3`$ array appears at most twice, then the array has a latin transversal.

First of all, at least five different symbols must appear in the array, hence at least one, say $`1`$, must appear exactly once. Without loss of generality, we may assume that the following configuration occurs in the array:

$`\begin{array}{ccc}1& 4& \\ & 2& 3\\ & 3& 2\end{array}`$

To avoid the formation of a latin transversal, the two empty cells in the first column must contain the symbol $`4`$, in violation of our assumption that each symbol appears at most twice. Thus $`L(3,3)=2.`$

Next we show that $`L(3,4)=3`$.

We may assume that if there is no latin transversal in a $`3`$ by $`4`$ array that either all cells contain the same symbol or else the following configuration occurs, where $`x`$ stands for either $`1`$ or $`2`$:

$`\begin{array}{cccc}1& & & x\\ & 2& & \\ & & 1& x\end{array}`$

This breaks into two cases depending on whether the top $`x`$ is $`1`$ or $`2`$. In either case, the condition that there is no latin transversal forces another cell to be an $`x`$.

(1) $`\begin{array}{cccc}1& & & 1\\ & 2& & \\ x& & 1& x\end{array}`$.

(2) $`\begin{array}{cccc}1& & & 2\\ x& 2& & \\ & & 1& x\end{array}`$

In case (1), since there are already three $`1`$’s, the $`x`$’s must be $`2`$’s, and the cell labeled $`y`$ below is part of a latin transversal.

$`\begin{array}{cccc}1& & & 1\\ & 2& y& \\ 2& & 1& 2\end{array}`$

Case (2) is slightly different. Using the lower $`x`$, we obtain two cases:

$`\begin{array}{cccc}1& & x& 2\\ x& 2& & \\ & & 1& 1\end{array}`$

and

$`\begin{array}{cccc}1& & & 2\\ x& 2& x& \\ & & 1& 2\end{array}`$

In the first case both $`x`$’s must be $`2`$’s, forcing the presence of more than three $`2`$’s. In the second, both $`x`$’s must be $`1`$’s, and there are at least four $`1`$’s. Since no symbol is assumed to appear more than $`3`$ times, these contradictions complete the proof.

Proof of (b). We show first that $`L(3,5)=(351)/2`$, that is, $`L(3,5)=7.`$

Consider a $`3`$ by $`5`$ array without a latin transversal. We will show that some symbol occurs at least eight times.

First of all, if all fifteen cells contain the same symbol, a symbol appears at least eight times. We therefore assume that at least two different symbols occur, and therefore can assume that the following configuration is present:

$`\begin{array}{ccccc}1& & & x& x\\ & 2& & & \\ & & 1& & \end{array}`$

This breaks into three cases, depending on the top two $`x`$’s.

(1) $`\begin{array}{ccccc}1& & & 1& 1\\ & 2& & & \\ & & 1& x& x\end{array}`$

(2) $`\begin{array}{ccccc}1& & & 1& 2\\ & 2& & x& \\ & & 1& x& x\end{array}`$

(3) $`\begin{array}{ccccc}1& & & 2& 2\\ x& 2& & x& x\\ & & 1& x& x\end{array}`$

We will analyze case (2); the other two cases are similar. We may fill in three more cells with $`x`$’s, in one case using Lemma 1:

$`\begin{array}{ccccc}1& & & 1& 2\\ x& 2& & x& \\ x& x& 1& x& x\end{array}`$

This case breaks into two cases, depending on whether the lowest cell in the first column is filled with a $`1`$ or a $`2`$. These two cases, including the implied $`x`$’s in other cells are shown here:

$`\begin{array}{ccccc}1& & x& 1& 2\\ x& 2& x& x& \\ 1& x& 1& x& x\end{array}`$

$`\begin{array}{ccccc}1& & & 1& 2\\ x& 2& x& x& x\\ 2& x& 1& x& x\end{array}`$

In both cases two cells remain empty. If both are filled with $`1`$’s or $`2`$’s, then some symbol occurs more than seven times. On the other hand, if some other symbol occurs there, then again, by Lemma 2, some symbol occurs more than seven times.

Cases (1) and (3) are similar. Thus $`L(3,5)=7.`$

We will now prove by induction that for even $`n6`$, $`L(3,n)=(3n2)/2`$ and that for odd $`n5`$, $`L(3,n)=(3n1)/2`$.

Assume that the induction holds for a particular even $`n`$, that is, $`L(3,n)=(3n2)/2.`$ We will show that it holds for $`n+1`$, which is odd, that is, $`L(3,n+1)=(3n+2)/2.`$ Note that in this case we would have $`L(3,n+1)=L(3,n)+2.`$

Consider a $`3`$ by $`n+1`$ array in which each symbol occurs at most $`(3n+2)/2`$ times. If each symbol occurs at most $`(3n2)/2`$ times, delete one column, obtaining a $`3`$ by $`n`$ array, which has a latin transversal, by the inductive assumption. Hence the original array has, also.

Now assume that there is at least one symbol occurring at least $`3n/2`$ times. If there are two such symbols, they occupy at least $`3n`$ cells. Hence some symbol appears at most three times. By Lemma 2, some symbol occurs at least $`3(n+1)/2`$ times, which contradicts the assumption that each symbol occurs at most $`(3n+2)/2`$ times.

Hence there is only one symbol that occurs at least $`3n/2`$ times, that is, $`3n/2`$ or $`(3n+2)/2`$ times. There must be a column in which it appears at least twice. Deleting that column, we obtain a $`3`$ by $`n`$ array in which each symbol occurs at most $`(3n2)/2`$ times. By the inductive assumption, this array has a latin transversal, hence the original array does.

The argument when $`n`$ is odd and $`n+1`$ is even is similar. (It is a bit shorter, since in this case $`L(3,n+1)=L(3,n)+1.`$) This completes the proof of the theorem. The next theorem gives a non-trivial lower bound on $`L(m,n)`$. Theorem 4. $`L(m,n)nm+1`$. The proof is an induction on $`m`$. The theorem is true for $`m=2`$ or $`m=3`$ and for $`n=m.`$ We will consider the case $`nm+1.`$ Assuming the theorem is true for $`m1`$, we will prove it for any array $`A`$ with $`m`$ rows. In order to simplify the diagrams and the exposition, we consider the case $`m=5`$, which illustrates the argument in the general case. Assuming that $`L(4,n)`$ is at least $`n3`$, we will show that $`L(5,n)`$ is at least $`n4`$. Consider a $`5`$ by $`n`$ array $`A`$ in which each symbol appears at most $`n4`$ times. By the induction assumption, the $`4`$ by $`n`$ array consisting of the first four rows of $`A`$ has a latin transversal. Assuming that $`A`$ does not have a latin transversal, we may conclude that $`A`$ contains an equivalent of the following configuration:

$`\begin{array}{cccccccccccc}1& y& y& y& y& x& x& x& x& .& .& .\\ & 2& & & & & & & & .& .& .\\ & & 3& & & & & & & & .& .& .\\ & & 4& & & & & & .& .& .\\ y& y& y& y& 1& x& x& x& x& .& .& .\end{array}`$

An $`x`$ stands for $`1,2,3`$ or $`4`$ while a $`y`$ stands for any symbol in $`A`$. There are cells marked $`x`$ since we are assuming that $`A`$ has no latin transversal.

At this point $`2(n4)`$ cells contain $`x`$ or $`1`$. Since $`1`$ occurs at most $`n4`$ times in $`A`$, there must be a $`2,3,`$ or $`4`$ in some cell marked $`x`$. It is no loss of generality to take that symbol to be $`2`$.

No matter which $`x`$ is replaced by $`2`$, there is a unique partial latin transversal consisting of that cell and cells marked $`1,3,`$ and $`4`$. This permits us to fill in the second row with four $`y`$’s, one in each column that meets that transversal, and $`n5`$ $`x`$’s. The next diagram illustrates one of the two cases.

$`\begin{array}{cccccccccccc}1& y& y& y& y& 2& x& x& x& .& .& .\\ x& 2& y& y& y& y& x& x& x& .& .& .\\ & & 3& & & & & & & .& .& .\\ & & & 4& & & & & & .& .& .\\ y& y& y& y& 1& x& x& x& x& .& .& .\end{array}`$

There are now $`3(n4)`$ cells containing $`x,1`$, or $`2`$. Among these cells must be a cell containing either $`3`$ or $`4`$. We may assume, after permuting rows and columns and relabeling, that it is $`3.`$ There are essentially five different positions in which that symbol may appear, depending on which of the three rows that have $`x`$’s it lies in and where, relative to cells containing $`1`$ or $`2`$, it is situated. (In each case a unique partial latin transversal forms with cells labeled $`1,2,3,`$ or $`4`$.) The following diagram illustrates one case. The $`y`$’s in the third row are again in the columns that contain the partial latin transversal that includes the cell with the new $`3`$, which is not in the third row. $`\begin{array}{cccccccccccc}1& y& y& y& y& 2& x& x& x& .& .& .\\ x& 2& y& y& y& y& x& x& x& .& .& .\\ y& y& 3& y& x& y& x& x& x& .& .& .\\ & & & 4& & & & & & .& .& .\\ y& y& y& y& 1& 3& x& x& x& .& .& .\end{array}`$ There are now at least $`4(n4)+1`$ cells occupied by $`1,2,3,`$ or $`4`$. Since each symbol appears at most $`n4`$ times, this is a contradiction, and the theorem is proved.

In view of our experience with $`m=2`$ and $`3`$, it is tempting to conjecture that the values for $`L(m,n)`$ suggested by Theorems 1 and 2 would be correct even for $`m4.`$ In other words, one is tempted to conjecture that for $`mn2m2`$, we have $`L(m,n)=n1`$ and that for $`n2m1`$, we have $`L(m,n)`$ equal to the greatest integer less than or equal to $`(mn1)/(m1)`$. Dean Hickerson has shown that $`L(4,4)=3`$, in agreement with the first part of the conjecture. However, he also has shown that $`L(4,7)`$ is at most $`8`$, hence is a counterexample to the second part.

A result of Hall  lends some support for the conjecture that $`L(n1,n)=n1`$. Consider an abelian group of order $`n,A=\{a_1,a_2,\mathrm{},a_n\}`$ and $`b_1,b_2,\mathrm{},b_{n1}`$, a sequence of $`n1`$ elements of $`A`$, not necessarily distinct. Construct an $`n1`$ by $`n`$ array by placing $`b_ia_j`$ in the cell where row $`i`$ meets column $`j`$. Hall proved that such an array has a latin transversal.

Stein  showed that in an $`n`$ by $`n`$ array where each element appears exactly $`n`$ times there is a transversal with at least approximately $`(0.63)n`$ distinct elements. Erd’́os and Spencer  showed that an $`n`$ by $`n`$ array in which each symbol appears at most $`(n1)/16`$ times has a latin transversal. This gives a lower bound for $`L(n,n)`$, namely $`(n1)/16`$. The algorithm in which you try to construct a latin transversal by choosing a cell in the top row, then a cell in the second row, and work down row by row yields a different lower bound. If each symbol appears at most $`k`$ times in an $`m`$ by $`n`$ array, the algorithm is certainly successful if $`(m1)kn1.`$ This implies $`L(m,n)(n1)/(m1)`$.

Snevily  offered a conjecture closely related to Hall’s theorem: Any $`k`$ by $`k`$ submatrix of the group table of an abelian group of odd order has a latin transversal. (Note that in such a matrix each symbol appears at most $`k`$ times.)

In the case of latin squares there are several results concerning transversals that have many distinct elements, cited in . Ryser  conjectured that every latin square of odd order has a latin transversal, and, more generally, that the number of latin transversals of a latin square has the same parity as the order of the square. However, E. T. Parker  pointed out that many latin squares of order $`7`$ have an even number of latin transversals, for instance (6) and many other cases in . Confirming half of Ryser’s conjecture, Balasubramanian  proved that a latin square of even order has an even number of latin transversals.

References 1. K. Balasubramanian, On transversals of latin squares, Linear Algebra and Its Applications 131 (1990) 125-129.

2. P. Erdos, D. R. Hickerson, D.A.Norton, S. K. Stein, Has every latin square of order $`n`$ a partial latin transversal of size $`n1`$?, Amer. Math. Monthly 95 (1988) 428-430.

3. P. Erdos and J. Spencer, Lopsided Lovasz Local Lemma and latin transversals, Discrete Applied Math. 30 (1991) 151-154.

4. M. Hall, Jr., A combinatorial problem on groups, Proc. Amer. Math. Soc. 3 (1952) 584-587.

5. H. W. Norton, The $`7`$ x $`7`$ squares, Annals of Eugenics 9 (1939) 269-307.

6. E. T. Parker, correspondence.

7. H. J. Ryser, Neuere Problem in der Kombinatorik, in Vortraheuber Kombinatorik, Oberwohlfach,1967, 69-91.

8. H. S. Snevily, The Cayley addition table of $`Z_n`$, Amer. Math. Monthly 106 (1999) 584-585.

9. S. Stein, Transversals of latin squares and their generalizations, Pacific J. Math. 59 (1975) 567-575.

Mathematics Department University of California at Davis 1 Shields Ave.Davis, CA 95616-8633stein@math.ucdavis.edu


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# Evolution of rarefaction pulses into vortex rings.

## Abstract

The two-dimensional solitary waves of the Gross-Pitaevskii equation in the Kadomtsev-Petviashvili limit are unstable with respect to three-dimensional perturbations. We elucidate the stages in the evolution of such solutions subject to perturbations perpendicular to the direction of motion. Depending on the energy (momentum) and the wavelength of the perturbation different types of three-dimensional solutions emerge. In particular, we present new periodic solutions having very small energy and momentum per period. These solutions also become unstable and this secondary instability leads to vortex ring nucleation.

Considerable interest is attached to determining the entire solitary wave sequences of solutions of the Gross-Pitaevskii (GP) model  because they define possible states that can be excited in a Bose condensate. Jones and Roberts  determined the entire sequence of solitary solutions numerically for the GP model $`2\mathrm{i}\psi _t=^2\psi +(1|\psi |^2)\psi ,`$ where we use dimensionless variables such that the unit of length corresponds to the healing length $`a`$, the speed of sound is $`c=1/\sqrt{2}`$, and the density at infinity is $`\rho _{\mathrm{}}=1`$. The solitary wave solutions satisfy two conditions: (1) the disturbance associated with the wave vanishes at large distances: $`\psi 1`$, $`|𝐱|\mathrm{}`$ and (2) they preserve their form as they propagate with a dimensionless velocity $`U`$, so that $`\psi (x,y,z,t)=\psi (x^{},y,z)`$, $`x^{}=xUt,`$ in three dimensions (3D) and $`\psi (x,y,t)=\psi (x^{},y),`$ in two dimensions (2D), so that the solitary wave solutions satisfy

$$2\mathrm{i}U\frac{\psi }{x^{}}=^2\psi +(1|\psi |^2)\psi .$$
(1)
Jones and Roberts calculated the energy $``$ and momentum $`𝒫`$ given by

$``$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle |\psi |^2𝑑V}+{\displaystyle \frac{1}{4}}{\displaystyle (1|\psi |^2)^2𝑑V}`$ (2)
$`𝒫`$ $`=`$ $`{\displaystyle \frac{1}{2\mathrm{i}}}{\displaystyle [(\psi ^{}1)\psi (\psi 1)\psi ^{}]𝑑V},`$ (3)
and determined the location of the sequence on the $`𝒫`$-plane.

In three dimensions they found two branches meeting at a cusp where $`𝒫`$ and $``$ assume their minimum values, $`𝒫_{\mathrm{min}}`$ and $`_{\mathrm{min}}`$. As $`𝒫\mathrm{}`$ on each branch, $`\mathrm{}`$. On the lower branch the solutions are asymptotic to large vortex rings.

As $``$ and $`𝒫`$ decrease from infinity along the lower branch, the solutions begin to lose their similarity to large vortex rings. Eventually, for a momentum $`𝒫_0`$ slightly greater than $`𝒫_{\mathrm{min}}`$, they lose their vorticity ($`\psi `$ loses its zero), and thereafter the solitary solutions may better be described as ‘rarefaction waves’. The upper branch consists entirely of these and, as $`𝒫\mathrm{}`$ on this branch, the solutions asymptotically approach the rational soliton solution of the Kadomtsev-Petviashvili Type I (KPI) equation  and are unstable. In 2D the family of the solitary wave solutions are represented by two point vortices if $`U0.4`$. As the velocity increases the wave loses its vorticity and becomes a rarefaction pulse. As $`U1/\sqrt{2}`$ both the energy, $``$ and momentum $`𝒫`$ per unit length approach zero and the solutions asymptotically approach the 2D rational soliton solution of KPI.

Jones and Roberts  derived the KPI equation using an asymptotic expansion in the parameter $`ϵ^22(1\sqrt{2}U)`$, which is small when $`U`$ approaches the speed of sound. They sought solutions of the form $`\psi =f+\mathrm{i}g`$, where $`f=1+ϵ^2f_1+ϵ^4f_2+\mathrm{}`$, $`g=ϵg_1+ϵ^3g_2+\mathrm{}`$, $`U=1/\sqrt{2}+ϵ^2U_1+\mathrm{}`$. The independent variables were stretched, so that $`\xi =ϵx^{}`$, $`\eta =ϵ^2y`$, and $`\zeta =ϵ^2z`$. By substituting these expressions into (1) and considering real and imaginary parts at the leading and first orders in $`ϵ`$, they determined that $`g_1`$ satisfies the KPI equation:

$$\frac{^2g_1}{\xi ^2}+_{\eta \zeta }^2g_1\frac{}{\xi }\left[\frac{1}{2}\frac{^3g_1}{\xi ^3}\frac{3}{\sqrt{2}}\left(\frac{g_1}{\xi }\right)^2\right]=0,$$
(4)
and $`f_1=g_1/\sqrt{2}\xi g_1^2`$, $`U_1=1/2\sqrt{2}`$. In 2D the equation (4) has a closed form solution , so that the asymptotic solution of the GP equation in the KPI limit is

$$\psi =1\mathrm{i}\frac{2\sqrt{2}x^{}}{x_{}^{}{}_{}{}^{2}+ϵ^2y^2+3/2ϵ^2}\frac{2}{x_{}^{}{}_{}{}^{2}+ϵ^2y^2+3/2ϵ^2},$$
(5)
which we have written in the original variables.

It was shown by Kuznetsov and Turytsin  that the 2D KPI soliton is stable to 2D but unstable to 3D perturbations. The linear stability analysis of 2D solitary solution of the GP equation subject to long wavelength infinitesimal perturbations was done by Kuznetsov and Rasmussen . They demonstrated that all long wavelength antisymmetric modes are stable and all long wavelength symmetric modes are unstable. In particular they showed that the growth rate of symmetric perturbations, $`\sigma `$, is given by $`\sigma ^2=k^2/(𝒫/U)>0,`$ as the wavenumber $`k0.`$ The maximum growth rate of instability and the instability region of 2D solitary solutions were found in  by solving the linear stability problem. Through numerical integration of the GP equation it was shown that as perturbations grow to finite amplitude the vortex lines reconnect to produce a sequence of almost circular vortex rings. Senatorski and Infeld  numerically integrated the KPI equation to study the fate of 2D KPI solitons subject to 3D perturbations. They determined that 2D KPI solitons evolve into 3D KPI solitons which are also unstable.

The goal of this Letter is to elucidate the fate of the 2D rarefaction pulse in the KPI limit of the GP model subject to 3D perturbations. We discovered that such solutions may evolve into vortex rings and this establishes a new mechanism of vortex nucleation. We found that this mechanism can operate in different ways. The intermediate states may involve periodic solutions consisting of interacting 3D rarefaction pulses that belong to the lower branch of the Jones-Roberts cusp with $`𝒫<𝒫_0`$

We have performed direct numerical simulations using the numerical method described in . We solve the GP equation in the reference frame moving with the velocity $`U_\mathrm{f}`$ chosen in such a way that the main disturbance is kept within the computational box:

$$2\mathrm{i}\frac{\psi }{t}+2\mathrm{i}U_\mathrm{f}\frac{\psi }{x}=^2\psi +(1|\psi |^2)\psi .$$
(6)
In these computations we follow the evolution of the asymptotic solution (5) extended along the $`z`$axis and moving in the $`x`$direction. The dimensions of the computational box are $`D_x=60`$, $`D_y=60`$, $`D_z=180`$. The $`xy`$faces of the box are open, to allow sound waves to escape; this is achieved numerically by applying the Raymond-Kuo technique . The $`z=0`$ and $`z=D_z`$ sides are reflective.

The soliton (5) was perturbed along the $`z`$axis, so that at $`t=0`$

$$xx+0.1\mathrm{cos}(kz).$$
(7)
We choose $`k`$ so that $`N`$ periods of this perturbation fit exactly into the $`D_z`$ dimension of the box. There are two main parameters of the problem that determine the final outcome of the instability: $`ϵ`$, which determines the configuration, energy, and momentum of the initial field, and the wavelength of the perturbation $`\mathrm{}=D_z/N`$. It can be easily shown using (5) that the energy (2) and the momentum (3) of our initial field per wavelength of perturbation are given by

$$=𝒫/\sqrt{2}=8\pi ϵ\mathrm{}/3.$$
(8)
First, we consider the evolution of the KPI solitary solution subject to large wavelength perturbations $`\mathrm{}=20,30,60`$ and $`ϵ=0.5`$. Fig. 1 illustrates the appearance of vortex rings through contour plots of the cross-section of the solution in the $`xz`$plane with $`y=D_y/2`$ for $`\mathrm{}=20`$. The last panel shows the isosurface $`|\psi |^2=0.2`$.

According to the time snapshots of Fig. 1 the solution evolves directly into a set of vortex rings; other axisymmetric 3D solutions including 3D KPI solitons, are not involved. Moreover, exactly one vortex ring is generated for each wavelength of the perturbation. These vortex rings are distanced $`\mathrm{}`$ healing lengths apart and have radii much smaller than $`\mathrm{}`$ (see Table 1). They therefore interact only weakly with each other. The energy and momentum (8) of one period of the perturbation is used to create one vortex ring, the extra energy and momentum escapes and is carried away by sound waves (phonons). The vortex rings are aligned and propagate together with the same velocity. This arrangement of vortex rings is itself unstable and cannot last forever.

Similar calculations were done for $`\mathrm{}=30`$ and $`\mathrm{}=60`$. The results are summarized in Table 1 which gives the energy and momentum per wavelength of the perturbation of the initial field and the energy, momentum, velocity, and radius of the resulting vortex ring.

Table 1.

| $`\mathrm{}`$ | $`_{\mathrm{init}}`$ | $`𝒫_{\mathrm{init}}`$ | $`_{\mathrm{ring}}`$ | $`𝒫_{\mathrm{ring}}`$ | $`U_{\mathrm{ring}}`$ | $`R_{\mathrm{ring}}`$ |
| --- | --- | --- | --- | --- | --- | --- |
| 60 | 251 | 355 | 99 | 162 | 0.45 | 2.7 |
| 30 | 126 | 178 | 86 | 132 | 0.49 | 2.35 |
| 20 | 84 | 120 | 71 | 102 | 0.53 | 1.9 |

Next we explore the evolution of the KPI limit solitary waves of the GP model subject to small wavelength perturbations. The effect of the decrease in the wavelength of the perturbation is twofold: 1) the energy and the momentum (8) per wavelength of the initial field is decreased, therefore leaving less energy available for creating a new entity and 2) these entities are in close proximity to each other so they strongly interact. Fig. 2 plots the cross-sections of the solutions for $`ϵ=0.5`$ and $`\mathrm{}=60,30,15,7.5,3.75`$. The first two panels (Fig. 2a and 2b) illustrate the vortex nucleation discussed earlier. To the best of our knowledge the periodic solutions shown on Fig. 2c-e are unknown in the literature on the GP model or the nonlinear Schrödinger equation. The interesting feature of these solutions is that they lack a vorticity and have small energy and momentum per period that tend to zero as $`\mathrm{}0`$. These solutions can be understood as periodic pulse trains composed of the rarefaction pulses positioned on the lower branch of the Jones-Roberts sequence with $`𝒫<𝒫_0`$. The interaction between adjacent pulses reduces the total energy per period. The analysis of these and other properties of periodic pulse trains composed from the solitary waves of nonintegrable evolution equations can be found in .

Other findings are summarized in Table 2 which gives the values of the energy and momentum of the initial field and the resulting periodic rarefaction solution.

Table 2.

| $`\mathrm{}`$ | $`_{\mathrm{init}}`$ | $`𝒫_{\mathrm{init}}`$ | $`_{\mathrm{per}}`$ | $`𝒫_{\mathrm{per}}`$ |
| --- | --- | --- | --- | --- |
| 15 | 62 | 90 | 55 | 78 |
| 7.5 | 31.5 | 46.2 | 30.7 | 44 |
| 3.75 | 15.5 | 23 | 15 | 21 |

These periodic solutions can execute standing wave oscillations of decreasing amplitude and period $`\mathrm{}/2`$. Similarly to the periodic solutions made of aligned vortex rings, the periodic rarefaction solutions become unstable and we followed the development of this instability. Fig. 3a shows the contour plots of the density for a cross-section of the field which evolves from the periodic rarefaction solution with $`\mathrm{}=15`$ to produce total of four rings. Therefore, to create each ring the energy and momentum of several periods of the rarefaction solution were used. The wavelength of the secondary instability that destroyed the periodic solution is approximately $`57`$. Similar calculations were done for the even shorter perturbation wavelength $`\mathrm{}=7.5`$; see Fig. 3b. The wavelength of the secondary instability is approximately $`29`$ resulting in the appearance of six rings. The reason for the apparent nonuniformity of the nucleated rings is that $`D_z`$ is not an exact multiple of these wavelengths.

Finally, we consider the evolution of the small energy and momentum KPI limit solitary waves. In these computations we use $`ϵ=0.3`$ and $`\mathrm{}=60,30,20,15`$. For $`\mathrm{}=60`$ the KPI solution follows the scenario of vortex nucleation and directly evolves into 3 vortex rings of small radii. For smaller wavelengths $`\mathrm{}=30,20,15`$ the KPI solution initially evolves into oscillating periodic rarefaction pulses of decreasing $`y`$extent. The energy and momentum per period are apparently insufficient to allow them to evolve into rings and the necessary energy cannot be reduced through interactions when the putative solutions are separated by such large distances. These solutions break down into sound waves that carry off all energy and momentum; see Fig. 4.

In summary, we studied the instability of the 2D KPI limit solitary wave solution in the GP equation. The evolution of several types of solutions are considered. We were able to identify three different regimes of transition depending on the initial energy and momentum of the KPI solution and on the wavelength of the initial perturbation. For large wavelengths, the initial solution immediately evolves into a periodic solution consisting of small equally spaced vortex rings with a period equal to the period of the initial perturbation. For shorter wavelengths the KPI solution first evolves into a periodic solution consisting of 3D interacting rarefaction pulses that later break up into vortex rings under the influence of a secondary instability of a different wavelength. Finally, if the energy of the KPI solution is small the solution can break into sound waves after forming an oscillating periodic rarefaction pulse.

Fig. 5 summarizes all calculations performed and the relationships of the different regimes studied. The initial states considered are represented by dots on the $`𝒫`$ plane, where $``$ and $`𝒫`$ are defined per wavelength of the perturbation. We plot the cusp determined by Jones and Roberts  for the family of the vortex rings and rarefaction pulses. The arrows show the way the initial state evolve.

This work was supported by the NSF grants DMS-9803480 and DMS-0104288. The author is very grateful to Professor Paul Roberts for many useful discussions about this work.