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# Hadron spectroscopy of twisted mass lattice QCD at 𝛽 = 6.0. Presented by C. McNeile.

## 1 INTRODUCTION

The masses of the so called light quarks used in lattice QCD calculations are not light enough for chiral perturbation theory to be a reliable guide to extrapolating the results to the physical quark masses. For example, in our recent work on determining the parameters of the chiral QCD Lagrangian , we were unable to test fully the chiral perturbation theory predictions because the dynamical quarks were too heavy and there was a lower limit on the mass of the valence quarks caused by exceptional configurations.

The ALPHA collaboration have developed  the twisted clover fermion action, specifically to study the light quark mass region of QCD. The ALPHA collaboration  have used the twisted clover action in numerical simulations within the Schrödinger functional formalism. We report the first computation of hadron spectroscopy using the twisted clover fermion operator with periodic in space and anti-periodic in time boundary conditions.

## 2 THE TWISTED-FERMION OPERATOR

$$S_F=\underset{x}{}\overline{\psi }(x)(D+m_q+i\mu _q\gamma _5\tau _3)\psi (x)$$
(1)
The operator $`D`$ is the fermion operator that is independent of the quark mass. The mass term

$$i\mu _q\gamma _5\tau _3=i\mu _q\gamma _5\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$
(2)
has no additive renormalisation, hence it provides a lower limit to the eigenvalue spectrum of the fermion operator.

The main disadvantages of the twisted clover action are that parity and flavour symmetry are explicitly broken. However, the flavour symmetry breaking looks very different to the mechanism in the staggered fermion formulation , so the effects of the flavour symmetry breaking may be less of a problem.

The transformation

$$\psi ^{}e^{i\alpha \gamma _5\tau _3/2}\psi \overline{\psi ^{}}\overline{\psi }e^{i\alpha \gamma _5\tau _3/2}$$
(3)
transforms the action in Eq. 1, when D anti-commutes with $`\gamma _5`$ as in the continuum, into the standard QCD action

$$S_F=\underset{x}{}\overline{\psi ^{}}(x)(D+M_Q)\psi ^{}(x)$$
(4)
where

$`M_Q`$ $`=`$ $`\sqrt{m_q^2+\mu _q^2}`$
$`\mathrm{tan}\alpha `$ $`=`$ $`{\displaystyle \frac{\mu _q}{m_q}}`$
The ALPHA collaboration  advocate the following procedure. The simulations are carried out using the twisted clover operator on the lattice. The results are then matched to the continuum twisted fermion operator. The rotations in Eq. 3 are then used to rotate back to the standard QCD fermion action in the continuum. The rotations should reduce the effect of the flavour and parity symmetry breaking on the physical spectrum. The connection between QCD and twisted QCD could be more complicated, when there is spontaneous breakdown of parity and flavour symmetry, such as in the Aoki phase .

Another way to look at the connection between the twisted and the traditional clover action is to think that the rotations Eq. 3 are done on the lattice . In this viewpoint the rotations (Eq. 3) are similar to the effect of a preconditioner, except that the connection between the twisted and standard clover actions is not exact, because the transformation in Eq. 3 also rotates the Wilson term in the operator,

The formalism for the $`O(a)`$ improvement of the twisted fermion operator has been described in .

## 3 INTERPOLATING OPERATORS

The parity and flavour symmetry violating parts of the twisted clover action make the construction of the interpolating operators nontrivial. ALPHA  use the twisting rotations in Eq. 3 to construct the interpolating operators.

Consider a general meson interpolating operator

$$\overline{\psi }\mathrm{\Gamma }\frac{\tau _i}{2}\psi $$
(5)
For the Wilson/clover action all three meson operators (i = 1,2,3) are equivalent. The flavour symmetry breaking term in the twisted action breaks the equivalence .

For i =1,2 the generic meson operators are

$`\overline{u^{}}\mathrm{\Gamma }d^{}`$ $`=`$ $`\overline{u}(\mathrm{cos}(\alpha /2)+i\gamma _5\mathrm{sin}(\alpha /2))`$ (6)
$`\mathrm{\Gamma }`$ $`(\mathrm{cos}({\displaystyle \frac{\alpha }{2}})i\gamma _5\mathrm{sin}({\displaystyle \frac{\alpha }{2}}))d`$
For $`\mathrm{\Gamma }`$ = 1 (scalar), $`\gamma _5`$ (pion), $`\gamma _i\gamma _j`$ ($`b_1`$) and $`\gamma _4\gamma _i`$ (second rho operator).

$$\overline{u^{}}\mathrm{\Gamma }d^{}=\overline{u}\mathrm{\Gamma }d$$
(7)
For $`\mathrm{\Gamma }`$ = $`\gamma _4\gamma _5`$ (pion), $`\gamma _4`$ (”exotic”), $`\gamma _i`$ (rho)

$$\overline{u^{}}\mathrm{\Gamma }d^{}=\mathrm{cos}(\alpha )\overline{u}\mathrm{\Gamma }d+i\mathrm{sin}(\alpha )\overline{u}\gamma _5\mathrm{\Gamma }d$$
(8)
The neutral meson operator is proportional to

$$\overline{u}\mathrm{\Gamma }u\overline{d}\mathrm{\Gamma }d$$
(9)
The neutral meson operator has the opposite connection between the gamma matrix and the mixing as for the charged meson operators. Disconnected fermion loops are required to compute the correlators for the neutral meson operator, because the twisted fermion operator does not obey $`M^{}=\gamma _5M\gamma _5`$ .

To compute the correlator for the nucleon with an interpolating operator, such as:

$$P(x)_i=ϵ_{abc}(u^a(x)^TC\gamma _5d^b(x))u_i^c(x),$$

separate inversions are required for the up and down twisted clover propagators. These can be rotated back to the clover fermion matrix using Eq. 3, before the nucleon correlator is constructed.

## 4 NUMERICAL RESULTS

The simulations were performed at $`\beta =6.0`$ on $`16^348`$ lattice in the quenched approximation. The numerical value of the clover coefficient determined by the ALPHA collaboration  was used. The UKQCD collaboration  found, at the same parameters, evidence for exceptional configurations at $`M_{PS}/M_V0.54`$, hence we aimed to use the twisted clover action to explore the quark mass region under that limit. For this exploratory study we only used 30 configurations.

UKQCD found  $`\kappa _{critical}=0.135252`$, so we initially ran at ($`\kappa =0.135`$, $`\mu `$ = 0.02), ($`\kappa =0.135`$, $`\mu `$ = 0.01), and ($`\kappa =0.135`$, $`\mu `$ = 0.005). We were aiming for $`\alpha \frac{\pi }{2}`$, but this $`\kappa `$ value was not close enough to $`\kappa _{critical}`$, and the $`\alpha `$ values for the runs $`\mu `$ = 0.02, 0.01, and 0.005 were: $`0.41\pi `$, $`0.33\pi `$, $`0.24\pi `$. For all these runs we used the standard stabilised biconjugate gradient algorithm. To increase $`\alpha `$ to be close to $`\frac{\pi }{2}`$ we ran at ($`\kappa =0.13525`$ , $`\mu `$ = 0.01) and ($`\kappa =0.13525`$ , $`\mu `$ = 0.005). For the inversions with $`\kappa =0.13525`$, the conjugate gradient algorithm had to be used.

With the low statistics we could only obtain satisfactory fits to the pion correlator. Factorising fits  were performed to a 2 by 2 matrix, with a basis of fuzzed and local correlators . The pion mass as a function of the renormalised quark mass ($`M_Q`$ in Eq. 4 , with $`\mu _q/Z_P`$ and $`m_q=Z_Am_{pcac}/Z_P`$, where $`m_{pcac}`$ is the mass from the PCAC relation ) is plotted in Fig. 1. The pion mass from the twisted clover simulation with the parameters $`\kappa =0.13525,\mu =0.005`$ is $`60`$ % lower than the pion mass obtained from the clover action result at the point where exceptionals become a problem ($`\kappa =0.13455`$).

## 5 ANALYSIS OF THE EIGENVALUES

It is instructive to consider the effect of the $`\gamma _5`$ term on the eigenvalue spectrum of the clover fermion matrix. Consider the eigenvalue equation for a single flavour of the twisted clover action.

$$(M+i\mu \gamma _5)x(\mu )=\lambda (\mu )x(\mu )$$
(10)
where $`M`$ is the fermion matrix of the clover action. The relation $`M^{}=\gamma _5M\gamma _5`$ implies that the eigenvalues of $`M`$ are either real, or come in complex conjugate pairs (see  for a review).

The real eigenvalues of $`M`$ are also eigenvalues of $`\gamma _5`$, hence the eigenvectors of the clover fermion matrix with real eigenvalues are also eigenvectors of the twisted matrix with complex eigenvalues.

The complex eigenvalues of $`M`$ are not eigenvalues of $`\gamma _5`$, so there is no simple connection between the eigenvalues of the twisted clover fermion operator and those of the clover fermion operator. Perturbation theory shows that the first order perturbation  of the $`i\gamma _5\mu `$ term on the spectrum is

$$\frac{d\lambda (\mu )}{d\mu }=\frac{y^{}\gamma _5x}{y^{}x}$$
(11)
where $`y`$ is the left eigenvector of the clover fermion operator $`M`$. Unfortunately the symmetries of the clover operator $`M`$ do not constrain the matrix element of $`y^{}\gamma _5x`$. The complex eigenvalues of $`M`$ are changed at $`O(\mu )`$ by the $`i\mu \gamma _5`$ term.

We are using the ARPACK package to numerically study the eigenvalues of the twisted clover action.

## 6 CONCLUSIONS

In the quenched approximation, the twisted clover action has allowed us to simulate at lighter pion masses than could be reached by the clover action. We are increasing the statistics at the lightest quark mass.

We thank S. Sint and R. Frezzotti for discussions.


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# The relative abundances of ellipticals and starbursts among the Extremely Red Galaxies.

## 1 Introduction

The Extremely Red Objects (EROs) are galaxies selected to have very red optical-to-IR colours (such as R$``$K$`>`$5.3 or I$``$K$`>`$4). These extreme colours can be due either to an old stellar population in an elliptical galaxy at redshifts between 1 and 2, or to dust reddening of a starburst galaxy or an AGN. Discovered by Elston et al. in 1988, it is still not clear what is the dominant population, and the subject is under active study. Obtaining direct and complete spectroscopic and morphological information is not an easy task because EROs are usually faint at both near-IR and optical wavelengths (K$``$19 and R$`24`$). As a consequence, good spectra are available for just a few objects, and no complete sample of EROs has good spectroscopic coverage to date. The limited set of available spectra (e.g., Soifer et al., 1999; Dey et al., 1999; Liu et al., 2000) suggests that both type of objects are present in the ERO population, but the relative abundances remain unknown.

Investigations on the morphology (Moriondo et al., 2000; Treu et al., 1999) and photometric redshifts (Cimatti et al., 1999) of composite samples have produced some evidence that the EROs with K$`<`$19 are dominated by elliptical galaxies. The clustering properties of EROs with K$`<`$20 (Daddi et al., 2000; McCarthy et al., 2000) are also interpreted as a clue to the presence of more old ellipticals than dusty starbursts.

Recently Pozzetti and Mannucci (2000, hereafter PM2000) introduced a method to statistically separate the two populations by making use of additional observations in the J band. Old stellar populations are expected to show a strong spectral break between 3000 and 5000 Å, while dust reddening of a young population would produce smoother spectra. For redshifts between 1 and 2 this effectively separates the two populations in the R$``$K vs. J$``$K colour plane, with starbursts having redder J$``$K colours. A separation line can therefore be drawn in this colour-colour plane by using predictions from stellar synthesis models and the small number of observed objects with robust classifications. The separation is not very large, about 0.3 mag, so individual objects can be misclassified because of peculiar properties or photometric uncertainties. Nevertheless this method is expected to give reliable statistical information on the relative numbers of ellipticals and starbursts when applied to large enough samples. The colours of the dusty starburst galaxies are not very sensitive to the possible presence of an underlying old stellar population, therefore the objects with composite stellar populations are expected to preferentially fall in the starburst region.

Thompson, Aftreth and Soifer (2000, hereafter TAS2000) observed the field of a radio galaxy at a redshift of 1.47, B3 0003$`+`$387, to select EROs by their R$``$K colours. They observed an area of 44.3 sq.arcmin down to a limiting magnitude of K=20.3. A significant overdensity of red objects is found in this field, in agreement with the strong clustering detected by Daddi et al. (2000). We have observed this field in the J band to classify the objects of this complete sample as ellipticals or starbursts.

Observations and data reduction are described in the following section. Object selection, astrometry and photometry in section 3; in section 4 we present the colour-colour diagram and the relative abundances of the two populations; the uncertainties of the classification are discussed in section 5. In section 6 we derive some consequences on the cosmic star formation history.

## 2 Observations and data reduction

Observations were obtained at the 3.5m Telescopio Nazionale Galileo (TNG) in the Canary Islands. We used the Near-Infrared Camera and Spectrometer (NICS), a multi-purpose instrument (Baffa et al, 2001) based on a Hawaii 1024$`\times `$1024 HgCdTe array. The central pixel scale is 0$`\mathrm{}`$.253/pix. We used a Js filter, similar to the standard J filter but with a narrower bandpass (1.16 - 1.33 $`\mu `$m) and a higher throughput. We covered the field with many short exposures (1.5 min) for a total integration time of about 3.2 hours. The camera has a field of about $`4\mathrm{}\times 4\mathrm{}`$, smaller that the TAS2000 selection field of about $`7\mathrm{}\times 7\mathrm{}`$. Therefore we used a mosaic pattern to observe most of the EROs in the field. The telescope was dithered over three overlapping fields, observed one after the other in order to obtain a final image with a homogeneous PSF and photometric zero point.

We used a two-step reduction procedure. A master sky image was first obtained from a median of all the available images, and subtracted from each frame to obtain a zero-order reduction. The IRAF task DAOFIND was used to detect the 50-100 brightest objects on these subtracted frames to make an object mask. The second step of the procedure makes use of running sky frames using the 6 adjacent exposures, excluding the pixels contained in the object mask. Running sky frames were subtracted from each image, and the results divided by a flat field obtained at sunset.

Precise dithering offsets were measured by selecting a set of about 50 bright compact objects in the first frame and automatically identifying them in the following frames, accounting for the telescope offsets and field distortion. The differences between the recovered positions of these objects in the various images give the offsets, with a typical error of about $`0.1\mathrm{}`$, less than one-half of a pixel.

The distortions from the optics were measured using a crowded stellar field (Hunt and Licandro, priv. comm.), reaching about 3% at the corners of the array. The distortion parameters and the measured offsets were used to drizzle (Fruchter & Hook, 1997) each image onto its final position, creating an undistorted and co-aligned frame for each input image. Given that the PSF is adequately sampled, the results are not very sensitive to the drop size, chosen to be 0.8. The resulting images were combined using a clipped average, which is very efficient at removing cosmic ray hits and residual bad pixels.

The final PSF is about $`1.1\mathrm{}`$ FWHM. An accurate morphological study of the objects far from the field centre is prevented by the PSF degradation due to the aberration of the optics near the edges of the field of view.

The photometric zero point was measured by a set of standard stars from the ARNICA list (Hunt et al., 1998) observed at about the same airmass as the ERO field. We compared the observed R$``$K and J$``$K colours of the stars in the field with the expected colours to check for any error in the zero points. We considered the objects classified as stars by Sextractor (Bertin & Arnouts, 1996; i.e., with a stellarity above 0.9), and compared their colours with those derived by integrating the stellar spectra in the Pickles (1998) library using the same set of filters. A small but systematic difference between the observed and synthetic J$``$K colour of about $`0.05`$ mag was found, and the J-band zero point was corrected accordingly.

The total integration time in each pixel of the final image depends strongly on the pixel position, going from an average value of about 1 hour up to 3 hours in the small region covered by almost all of the images. The detection limit varies accordingly with the integration time. We estimated this limit from the sky noise, after taking into account the correlation between adjacent pixels introduced by the distortion correction. We followed the procedure outlined in Williams et al. (1996), and measured the ratio between the noise in the final image and that in the case of no correlation. The latter was measured on an image constructed without the distortion correction. The correction factor is 1.4, and we used this in eq. 2 of Pozzetti et al. (1998) to estimate the real photometric errors for each object. The measured 5$`\sigma `$ detection limit inside an aperture of twice the seeing, 2.2 arcsec, at the positions of the selected EROs (see below) varies between 21.2 and 22.5, with an average of 22.1.

## 3 Object selection, astrometry and photometry

An object catalog down to K$``$20 was made by TAS2000 and the detected objects measured in the R image. The catalog contains magnitudes inside an aperture of 4 arcsec, much larger than the seeing and the intrinsic dimensions of most of the objects of interest in this paper. We corrected the TAS2000 magnitudes for Galactic extinction using the Schlegel et al. (1998) value and the Cardelli et al. (1989) extinction curve. The resulting corrections are 0.215, 0.073 and 0.030 mag in R, J and K, respectively. Using the (lower) Burstein & Heiles (1982) value for the Galactic extinction would result in R$``$K and J$``$K colours only 0.02 and 0.01 mag redder.

We selected all the objects having R$``$K$`>`$5.3, which corresponds to the expected colours of an elliptical at z$``$1 (see, for example, Cimatti et al., 2000). There are 59 such objects, with K magnitudes down to 19.9.

A common coordinate system was established among all the images using the brightest objects, with a resulting r.m.s. positional uncertainty 0.2 arcsec, less than one pixel. This solution was used to derive the expected positions of the EROs in the J band image. 57 of the 59 selected objects are inside the final J band image. The IRAF routine PHOT was used to measure the object flux at these positions inside a circular aperture of 4 arcsec, as in TAS2000. The PSF of all the images are similar, between 0.8 and 1.1 arcsec, and the aperture large enough that the errors on the colours due to differential aperture losses is below 0.05 mag.

## 4 The colour-colour diagram

We computed the expected R$``$K and J$``$K colours of elliptical galaxies and dusty starbursts as in PM2000 for the present filter set: Harris R (0.56 - 0.74 $`\mu `$m), Js (1.16 - 1.33 $`\mu `$m) and K (1.94 - 2.29 $`\mu `$m). The resulting separation line can be described by: $`(\mathrm{J}\mathrm{K}^{})=0.34(\mathrm{R}\mathrm{K}^{})+0.05`$. This line is 0.14 mag bluer than in PM2000 mainly because the K filter is centred at bluer wavelengths than a standard K filter. Figure 1 shows the position of the objects around this line.

Objects detected in all three bands, and with J$``$K colours redder than the line were classified as starbursts. Bluer objects were classified as ellipticals. A 3$`\sigma `$ limiting magnitude was assigned to objects undetected in one band, i.e., with a measured flux below the 3$`\sigma `$ uncertainty inside the 4 arcsec aperture. Objects below the separation line but undetected in R, or to the left of the line but undetected in J, were not classified. Objects undetected in R were classified as starbursts if their J$``$K colours were larger than 2.8, corresponding on the separation line to a R$``$K colour of 8. Objects with J$``$K$`<`$1.4 have colours more typical of M or L dwarf stars (see, for example, Burrows et al., 2001). We therefore classified 5 objects having such colours as stars. The morphology can be reliably studied in four of them (see below), and they are all point sources, confirming this classification. For the final sample of 57 red objects, 21 (37% of the sample) are classified as ellipticals, 21 (37%) as starbursts, 5 (9%) as stars. Ten (17%) remain unclassified. Note that if the two galaxy populations have, on average, different morphology, the relative abundances in any magnitude-limited sample might be affected by different selection effects, especially when the object detection is based on HST data.

Several objects fall near the separation line so that their classification can be affected by the uncertainties on the colours. The significance of the classification was estimated by the ratio of the distance of each point from the classification line divided by the radius of the error ellipse in the direction perpendicular to the line. These results are shown in the right panel of Figure 1. Eleven ellipticals and 2 starbursts have a distance from the line below 1 sigma, therefore their classification should be considered weak.

Figure 1 can also be used to investigate the presence of any correlation between the classification and the R$``$K colour, as proposed by Moriondo et al. (2000) from the morphology. In that case, the most irregular objects tend to show the reddest colours. No such effect is seen in the present sample, but it should be noted that there is only one object with R$``$K$`>`$7.

## 5 Uncertainties and checks

The PM2000 classification method suffers from some uncertainties that should be accurately discussed and tested.

Many objects in Figure 1 fall near the separation line, at a distance lower than the uncertainties in their colours. Therefore they could easily move from one side of the line to the other because of the measurement errors. While this is a problem for single objects, photometric uncertainties are unlikely to effect the statistical result very much because the density of points on the two sides of the line is similar.

Important systematic effect could be introduced by the uncertainty on the position of the separation line and on the photometric zero point. From the separation of the regions covered by the models (see PM2000) we estimate the former uncertainty to be about 0.1 mag in the J$``$K colour, while the latter is about 0.05 mag. The combined effect of these on the classification can be estimated by moving the line toward bluer or redder J$``$K colours by 0.12 mag: the fraction of ellipticals over starbursts, being 1.0 for the central position of the line, varies from 0.65 and 1.25. In all the cases, the two populations are present at similar levels, within a factor of 35%.

The PM2000 classification methods works for redshifts between 1 and 2. Ellipticals at z$`>`$2 are expected to show red J$``$K colours because the 4000Å break enters into the J band. As a consequence, some of the objects classified as starburst could be ellipticals at redshifts larger than 2. We cannot exclude this for all of the objects, but this is unlikely to be the case for a significant number of starbursts: not many ellipticals at z$`>`$2 are expected in a survey this size to K$``$20 (see, for example, Cowie et al., 1996).

At redshifts below 1, the 4000Å break of the elliptical galaxies is inside the R filter bandpass. The galaxies then have bluer R$``$K colours and tend to be excluded from the colour-selected sample. Nevertheless, old galaxies at z$`<`$1 can be selected if they have metallicities larger than solar, making the colours redder, or if some dust is present. By making use of the Bruzual and Charlot models (1993, version 2000) it is possible to see that ellipticals with metallicities 2.5 times solar at z$``$0.8 could populate the colour-colour diagram in the lower-left part of the starburst region (R$``$K$``$5.5 and J$``$K$``$ 2) and be misclassified. It is not possible to exclude that this is the case for some of the objects in this part of the diagram, and this is one of the largest uncertainties for this method. Nevertheless the morphological information (see below) implies that this is not a dominant contribution: three of the objects in this region of the diagram are among the most extended.

The morphology of the selected objects can be used as a check of the classification method. The galaxies with compact morphologies can be both ellipticals and starbursts, but we expect that the most extended or disturbed objects will have the colours of a dusty starburst galaxy.

The spatial extent of the objects was measured on the TAS2000 K image, more appropriate than our J band image because it has lower aberrations. We have extracted the value of the half-light radius from the Sextractor catalog both for the EROs and for the stars. All the objects with formal error on the K magnitude larger than 0.10 mag (signal-to-noise ratio lower than about 10) or with weak classification (distance from the separation line in Figure 1 less than 1 sigma) were excluded. The results for the remaining 23 objects are shown in Figure 2, where the half-light diameter of each objects is plotted versus the J$``$K colour. As expected, the most extended objects have starburst colours. Some of the ellipticals with weak classifications (and therefore not shown in Figure 2) show extended morphologies: these objects could be misclassified starbursts or objects with composite stellar populations. It can also be seen that all the objects in Figure 2 with J$``$K$``$1 also have compact morphologies, a strong indication that they are M or L dwarf stars.

## 6 The cosmic star formation history

The number of the starburst galaxies selected by the survey and their individual SFRs could be used to derive the contribution to the cosmic star formation history from this class of galaxies. This is potentially very important as the current estimates are based on search techniques that would miss this population. Many techniques to select galaxies at z$`>`$2 are based on the rest-frame UV or blue continuum, and therefore tend to exclude dusty galaxies. Most of the objects were selected by detecting a blue continuum and the Lyman break (e.g., Steidel et al, 1999). As illustrated in Figure 3, any galaxy with E(B$``$V) larger than about 0.3 would escape the selection criterion because of the lack of a very blue continuum. Very active, dusty galaxies can be selected by SCUBA at sub-mm wavelengths (e.g., Hughes, 1998). In this case there is a lower limit rather than an upper limit in the extinction, but the minimum SFR that can be detected at redshifts between 1 and 2 are around a few hundred solar masses per year (see, for example, Ivison et al., 2000). These techniques are not sensitive to moderately active (20$`<`$SFR$`<`$100 M/yr), moderately dusty (0.3$`<`$E(B$``$V)$`<`$0.8) galaxies, the population that can be selected as EROs.

To derive a reliable value for the star formation density is beyond the aim of this paper. Many large uncertainties prevent us from this: the redshift distribution of the objects is not known; it is difficult to estimate the exact cosmic volume sampled by the broad-band selection; the SFRs cannot be precisely derived from the limited set of available colours; even if observations at many wavelength were present, the value of the SFR is usually not well constrained as it is very sensitive to the unknown star-formation history, IMF, extinction law and amount of dust.

With these problems in mind, we derive an order-of-magnitude estimate of the star formation density. We assume that all the starbursts are at redshifts between 1 and 1.5. The first limit is due to the colour selection, while the second comes from the luminosity limit. The RJK colours can be reproduced by models of starburst galaxies in this redshift range with SFRs between 20 and 100 M/yr and E(B$``$V) between 0.5 and 1.0. Adding the SFRs of the 21 galaxies in the present sample and dividing the result for the sampled volume of about 53000 Mpc3 (H0=50 Km/sec/Mpc, $`\mathrm{\Omega }_m=1`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$), we obtain a cosmic star formation density of about 0.03 M/yr/Mpc3; a similar value is obtained with H0=70, $`\mathrm{\Omega }_m=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$. This value is very similar to that observed at higher redshift in the Lyman Break galaxies (e.g., Steidel et al., 1999). The uncertainties are too large to place any reliable constraints on the galaxy formation models, and the contribution from all the fainter undetected galaxies is not known. Nevertheless this is an indication that the ERO technique is not only a good method to detect high-redshift ellipticals, but also a promising way to select a population of starburst galaxies containing a significant fraction of star formation and having intermediate properties between the Lyman-break galaxies and the SCUBA objects.

We are grateful to L. Hunt and J. Licandro for providing the NICS distortion parameters, to the TNG staff for support during the observations and to L. Testi for discussion about brown dwarfs.

The object catalog can be obtained in electronic form from the web site: www.arcetri.astro.it/$``$filippo/RJK


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# Decouple a Coupled KdV System of Nutku and Og̃uz

## Abstract

A coupled KdV system with a free parameter proposed by Nutku and Og̃uz is considered. It is shown that the system passes the WTC’s Painlevé test for arbitrary value of the parameter. A further analysis yields that the parameter can be scaled away and the system can be decoupled.

Soliton or integrable equations are those systems which have rich structures, such as infinite number of conservation laws, multi-Hamiltonian structures, infinite symmetries, Bäcklund transformations. An important question is how integrable systems couple without loss of integrability. The first coupled KdV system was proposed by Hirota and Satsuma in 1981 . Since then, many coupled KdV systems have been constructed. We here mention Ito’s system , the coupled systems resulted from Drinfeld-Sokolov framework , those from the group theoretical approach of Kyoto group  and the ones constructed by means of energy dependent Schrödinger operator .

Nutku and Og̃uz  considered the following system

$$q_t=q_{xxx}+2aqq_x+rr_x+(qr)_x,r_t=r_{xxx}+2brr_x+qq_x+(qr)_x,$$
(1)
where $`a`$ and $`b`$ are constants. They pointed out that this system (1) decouples if $`a=b`$. It is further shown that subject to

$$a+b=1,$$
(2)
the system (1) is a bi-Hamiltonian system with two local Hamiltonian structures. (We notice that the dispersionless version of this system with the condition (2) was studied recently by Matsuno .) Thus, one has a bi-Hamiltonian system which contains a free parameter. Our motivation is to consider the integrability of this system. In general, a bi-Hamiltonian system is supposed to be integrable since it has an infinite number of conserved quantities. However, it is peculiar that a system is integrable with arbitrary value of parameter. We believe that either the system is integrable for a certain value of the parameter or the parameter can be removed. For the system of Nutku and Og̃uz we will show that it is the latter case. WTC’s Painlevé analysis will be used to explore the system. (See  and the references there for Painlevé property and applications.)

We first convert the system (1) into a more convenient form. Taking $`q+r`$ and $`qr`$ as the new dependent variables and then rescaling them, we find that the system (1) under the condition (2) is equivalent to

$$u_t=u_{xxx}+uu_x+vv_x,v_t=v_{xxx}+\lambda vv_x+(uv)_x,$$
(3)
where $`\lambda `$ is a parameter which is assumed as real. If $`\lambda =0`$, the system (3) is the complexly coupled KdV system discussed by Fuchssteiner . In this case, the system decouples.

Now we follow Weiss, Tabor and Carnevale  and perform a Painlevé analysis for (3). By leading analysis: $`uu_0\varphi ^\alpha `$, $`vv_0\varphi ^\beta `$, we obtain

$`\alpha =2,`$ $`\beta =2,`$
$`u_0={\displaystyle \frac{6(\delta \lambda +\sqrt{\lambda ^2+4})}{\sqrt{\lambda ^2+4}}}\varphi _x^2,`$ $`v_0={\displaystyle \frac{12\delta }{\sqrt{\lambda ^2+4}}}\varphi _x^2,`$ (4)
where $`\delta ^2=1`$.

Thus we make the following expansions

$$u=\varphi ^2\underset{i=0}{\overset{\mathrm{}}{}}u_i\varphi ^i,v=\varphi ^2\underset{i=0}{\overset{\mathrm{}}{}}v_i\varphi ^i,$$
(5)
it is found that resonances are

$$1,2,3,4,4,6$$

and we have only one branch. To show that this branch has the Painlevé property, we use Kruskal’s simplification, that is $`\varphi (x,t)=t+f(x)`$. Then, the conditions required at all resonances satisfy identically. Therefore, we conclude that the system (3) passes the WTC’s Painlevé test for arbitrary $`\lambda `$.

To gain more information on (3), we define the transformations by truncating the series expansions (5) on the constant level as follows

$$u=\frac{u_0}{\varphi ^2}+\frac{u_1}{\varphi }+u_2,v=\frac{v_0}{\varphi ^2}+\frac{v_1}{\varphi }+v_2.$$
(6)
For definiteness, we will concentrate on the case $`\delta =1`$. Inserting above expressions for $`u`$ and $`v`$ into the system (3) and setting the coefficients of each power of $`\varphi `$ to zero, one obtains a system of equations. The coefficients of $`\varphi ^5`$ provide us the formulae for $`u_0`$ and $`v_0`$ (4), while the coefficients of $`\varphi ^4`$ and $`\varphi ^0`$ yield

$$u_1=\frac{6(\lambda +\sqrt{\lambda ^2+4})}{\sqrt{\lambda ^2+4}}\varphi _{xx},v_1=\frac{12}{\sqrt{\lambda ^2+4}}\varphi _{xx},$$
(7)
and

$$u_{2t}=u_{2xxx}+u_2u_{2x}+v_2v_{2x},v_{2t}=v_{2xxx}+\lambda v_2v_{2x}+(u_2v_2)_x.$$
(8)
The rest of equations, after eliminating $`u_0`$, $`v_0`$ by (4) and $`u_1`$, $`v_1`$ by (7), read

$`[\varphi _{xx}u_2+{\displaystyle \frac{1}{2}}(\lambda \sqrt{\lambda ^2+4})\varphi _{xx}v_2(\varphi _t\varphi _{xxx})_x]_x`$ $`=`$ $`0,`$ (9)
$`\varphi _x(\varphi _xu_{2x}+3u_2\varphi _{xx})+{\displaystyle \frac{1}{2}}(\lambda \sqrt{\lambda ^2+4})\varphi _x(\varphi _xv_{2x}+3v_2\varphi _{xx})+`$
$`+5\varphi _x\varphi _{xxxx}2\varphi _x\varphi _{xt}2\varphi _{xx}\varphi _{xxx}\varphi _t\varphi _{xx}`$ $`=`$ $`0,`$ (10)
$`\varphi _x^2u_2+{\displaystyle \frac{1}{2}}(\lambda \sqrt{\lambda ^2+4})\varphi _x^2v_2\varphi _t\varphi _x+4\varphi _x\varphi _{xxx}3\varphi _{xx}^2`$ $`=`$ $`0.`$ (11)
We observe that in above three equations (9-11), the fields $`u_2`$ and $`v_2`$ can be combined into a single variable: $`u_2+\frac{1}{2}(\lambda \sqrt{\lambda ^2+4})v_2`$. This observation suggests a transformation of variables as follows

$$\stackrel{~}{Q}=u+\frac{1}{2}(\lambda \sqrt{\lambda ^2+4})v,\stackrel{~}{R}=v,$$
(12)
then it is easy to verify that the following equation holds

$$\stackrel{~}{Q}_t=\stackrel{~}{Q}_{xxx}+\stackrel{~}{Q}\stackrel{~}{Q}_x,\stackrel{~}{R}_t=\stackrel{~}{R}_{xxx}+\sqrt{\lambda ^2+4}\stackrel{~}{R}\stackrel{~}{R}_x+(\stackrel{~}{Q}\stackrel{~}{R})_x.$$
(13)
A simple rescaling of $`\stackrel{~}{Q}`$ and $`\stackrel{~}{R}`$

$$\stackrel{~}{Q}=Q,\stackrel{~}{R}=\frac{R}{\sqrt{\lambda ^2+4}},$$

leads to the following system

$$Q_t=Q_{xxx}+QQ_x,R_t=R_{xxx}+RR_x+(QR)_x$$
(14)
a system free from any parameter. We now notice that the first equation is nothing but the celebrated KdV equation while the second one is the KdV equation with an extra term. Now it is easy to see that by introducing

$$Q=S,Q+R=T$$

both $`S`$ and $`T`$ solve the KdV equation.

Thus, by means of the WTC’s Painlevé analysis, we find that coupled KdV system (3) is equivalent to two KdV equations. In this way, the original parameter is removed and the system is decoupled. Therefore, we have a better understanding of the structure of (3). This example further shows that the WTC’s approach is a powerful method to study nonlinear systems.

Acknowledgements

One of us (QPL) discussed the Nutku-Og̃uz system with Andrew Pickering a few years ago. He would like to thank both Andrew Pickering and Senyue Lou for interesting conversions. We also should like to thank International Centre for Theoretical Physics for hospitality. This work was also partially supported by the Ministry of Education and the National Natural Science Foundation of China under grant number 19971094.


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# Entanglement measures with asymptotic weak-monotonicity as lower (upper) bound for the entanglement of cost (distillation)

## ACKNOWLEDGMENTS

We are very grateful to Prof. Hiroshi Imai and Japan Science Technology Cooperation for financial supports. We are also very grateful to Dr. G. Vidal for helpful discussions.


text:
# Pressure Studies on a High-𝑇_𝑐 Superconductor Pseudogap and Critical Temperatures

## I Introduction

Immediately after the discovered of high-$`T_c`$ superconductors high pressure experiments have played an important role in improving and understanding these materials. However, despite of tremendous efforts, the superconducting interaction in high-$`T_c`$ oxides remains one of the greatest puzzle in condensed matter physics. More recently, several experiments indicate that the appearance of a pseudogap, that is, a discrete structure of the energy spectrum at a temperature $`T^{}`$ above the superconducting phase transition at $`T_c`$ is an important property which needs to be taken into account in the quest for the solution of this problem. However, one difficulty is that different techniques, depending on the particular experimental probe used, may yield different values of pseudogap temperature $`T^{}`$ for the same type of sample.

There are mounting evidences that the pseudogap and the charge inhomogeneities, possibly in a stripe morphology, are different but closely related phenomena. This is mainly because the $`T^{}`$ has its maximum value for underdoped compounds which possess the larger charge inhomogeneities. Furthermore $`T^{}`$ decreases with the average doping level and probably becomes equal to $`T_c`$ for overdoped compounds which are those with more homogeneous charge distributions. Moreover, a local Meissner state, which usually appears only in the superconducting phase, has been detected far above $`T_c`$ for an underdoped sample. Such inhomogeneous diamagnetic domains develop near $`T^{}`$ for $`La_{2x}Sr_xCuO4`$ thin films and grow continuously as the temperature decreases towards $`T_c`$. Near $`T_c`$, the domains appear to percolate through the sample.

Based on these experimental findings, some of us have developed a new approach to deal with this phenomenology. The main ideas are the following; compounds of a given family, with an average charge density $`\rho _m`$ have inhomogeneous charge distributions which are less homogeneous for underdoped and more homogeneous for overdoped samples. These distributions contain a hole-rich and a hole-poor partition which mimic the stripes. These charge inhomogeneities in the hole-rich regions produce local clusters with spatially dependent superconducting gaps $`\mathrm{\Delta }_{sc}(r)`$ due to local Cooper pairing and superconducting temperatures $`T_c(r)`$. $`T^{}`$ is the largest of all the $`T_c(r)`$, that is, the largest local superconducting temperature in a given compound. Since the clusters have different charge densities, some are metallic and some are insulating. As the temperature decreases below the $`T^{}`$, part of the metallic clusters become superconducting and, eventually a temperature is reached where the different superconducting regions can percolate, exactly as clearly demonstrated by the fine diamagnetic domains measured by Iguchi et al. At or below the percolation temperature, the system can hold a dissipationless supercurrent and this temperature is normally identified as superconducting critical temperature $`T_c`$. Thus, the temperature $`T_c`$ is assumed to be the percolating transition for the supercurrent and it is not the usual superconducting transition related with the appearance of a superconducting gap. This scenario resembles the proposal of Ovchinnikov et al and its implications are discussed in Ref.3.

According to these ideas, experiments which produce changes on $`T^{}`$ are able to provide direct information on the superconducting interaction. One such type of experiment is the isotopic substitution of $`{}_{}{}^{16}O`$ by $`{}_{}{}^{18}O`$ in the slightly underdoped $`HoBa_2Cu_4O_8`$ which leads to an increase in $`T^{}`$ from $`170`$K to $`220`$K and negligible effect on $`T_c`$. Despite the anomalous increase of $`T^{}`$ for the heavier isotope, this result indicated that, at least for this sample, electron-phonon induced effects are likely to be present in the mechanism related to $`T^{}`$ and somehow, are less important on $`T_c`$.

The prime objective of this work is to study the nature of the pseudogap and to achieve this goal we analyze resistivity measurements under low applied hydrostatic pressures. The measurements were performed on two different optimally doped $`Hg_{0.82}Re_{0.18}Ba_2Ca_2Cu_3O_{8+\delta }`$ samples in temperatures range from 120K (below $`T_c`$) up to room temperatures. The resistivity for underdoped and optimally doped high-$`T_c`$ oxides has a linear behavior up to very high temperatures but at $`T^{}`$, it downturns and falls faster as temperature is decreasing. We have recently reported pressure effects on $`T_c`$ on this compound, but our aim here is to study simultaneous pressure effects on $`T^{}`$ and $`T_c`$. We show that $`T^{}`$ increases at larger rate than $`T_c`$ in the pressure range of our experiment. This result provides a novel interpretation for the well known pressure intrinsic effect and we argue that the data are consistent with a superconducting interaction mediated by phonons.

## II Experimental Measurements

The resistivity measurement were performed using an hydrostatic pressure cell within a cooper cylinder piston. An external pressure was applied to the cylinder and it was transmitted through a n-pentane-isoamyl alcohol mixture (1:1) to the sample. The sample was mounted on a Teflon sample holder, and in order to provide a good thermal contact with the temperature sensor, the sample holder was thermally coupled to the CuBe pressure cell. The pressure was monitored with a manganin resistance situated inside the cell. Further details of this experimental set-up can be found elsewhere.

Four electric contacts with low electric resistance were deposited onto the sample by using silver paint. After stabilizing the pressure, the temperature was increase recording the resistance on the sample. This procedure was repeated at several pressures making $`R(T,P)`$ curves. The temperature was recorded and stabilized using a ”Lake-Shore-340” temperature controller. The resistance measurements were performed using an AC-bridge resistance ”Linear Research Inc, model LR-700”. The $`R(T,P)`$ curves were measured within the linear-response regime with an applied current to the sample of $`10\mu `$A.

## III Results and Discussion

We have measured the resistivity for two optimally doped $`Hg_{0.82}Re_{0.18}Ba_2Ca_2Cu_3O_{8+\delta }`$ samples (A and B) as function of temperature for four different applied pressures up to $`1.23`$GPa. The samples were made under the same conditions. As an example of our results, the temperature dependent resistivity data for sample A at zero pressure and $`12.3`$kbar is shown in Fig.1.

Panel 1a shows the data for $`R(T)`$ and 1b shows a plot of $`(R(T)R_0)/\alpha T`$ against T, where $`R_0`$ and $`\alpha `$ are respectively, the intercept and the linear coefficient of the high temperature linear part of the $`R(T)`$ curve. The $`T^{}`$ temperature was taken at the point where the experimental resistance curve starts to downturn from the high-temperature linear behavior. To determine $`T^{}`$, we have used the same criterion of Ito et al which is shown in Fig.1b. At each applied pressure, $`T^{}`$ was taken as the temperature at which the curve starts to downturns from its base-value as demonstrated in panels 1b and 1d. It should be noted that others criteria for $`T^{}`$ leaded to practically the same experimental findings, meaning that the $`T^{}`$ increase with the pressure is independent of its experimental criterion.

The critical temperature $`T_c`$ was defined as the temperature for which the $`dR/dT`$ has the largest value as shown in panels 1a and 1c. We have measured an experimental $`dT_c/dP`$ rate of 0.15 K/kbar for sample A and 0.26K/kbar for sample B, which are typical values for these multilayer compounds. In order to verified these derivatives we have performed magnetic susceptibility measurements on both samples. The increase of $`T_c`$ with the applied pressure is in the range of similar compounds which we have previously been reported. While sample A has $`T_c131.5`$K and $`T^{}180`$K at ambient pressure, sample B has $`T_c132.0`$K and $`T^{}`$ just above $`160`$K. Since both the present samples and the ones previously studied were made under the same condition, we do not have an explanation for these differences. Nevertheless it is a common fact that different samples of the same compound with the same $`T_c`$, may exhibit large differences in their $`T^{}`$ value.

The theory of pressure effects identify two contributions to the changes on $`T_c`$: a pressure induce charge transfer (PICT) from the charge reservoirs to the $`CuO_2`$ planes and an intrinsic term, of unknown origin, which is more clearly detected mainly at, or near to, the optimally doped compounds. In the case of optimal doping and low pressure, i.e., less than 5GPa, there is a negligible PICT and $`T_c`$ is a linear function of the pressure. This linear behavior is therefore attributed entirely to the intrinsic contribution and it is believed to be due to the effect of the pressure on the superconducting interaction. It can be regarded as due to an intrinsic increase on the superconducting interaction, what makes the Cooper pairs more tightly bound and also increases the superconducting gap.

Thus, in order to determine whether the pseudogap is also affected by an external pressure and if the intrinsic effect is also present at the pseudogap temperatures, we plotted in Fig.2a and 2b the $`T_c`$ and $`T^{}`$ values obtained from the resistivity data. While sample A has $`T^{}000`$K at ambient pressure, sample B hat $`T^{}138`$K. Through these figures we can see for the first time, the original and most important result of our work, that $`T^{}`$ and $`T_c`$ increase under the applied pressure in a linear way, but $`dT^{}/dP`$ is around 3-5 times larger than $`dT_c/dP`$. For sample A we get $`dT^{}/dP=0.75`$K/kbar and $`dT^{}/dP=0.63`$K/kbar for sample B. This behavior lead us to the main conclusion of this work, namely, the pressure induced intrinsic term modifying $`T_c`$ is much stronger on the pairing formation temperature $`T^{}`$.

Our experiment reveals a larger pressure effect on $`T^{}`$ than on $`T_c`$. We have already mentioned the results of Temprano et al with different isotope effect on these temperatures. Similarly Harris et al have demonstrated with ARPES measurements that the zero temperature superconducting gap $`\mathrm{\Delta }_{sc}`$ does not correlates with $`T_c`$. However, according to the percolation scenario for high-$`T_c`$ oxides, $`\mathrm{\Delta }_{sc}`$ correlates with the onset of superconducting gap $`T^{}`$ and not with $`T_c`$ (see Fig.3 of Ref.3).

We have mentioned that our most important finding is the larger linear increase on $`T^{}`$ than on $`T_c`$ and such behavior is possibly the consequence of the intrinsic pressure effect on the superconducting interaction. The presence of a constant intrinsic term on both $`T_c`$ and $`T^{}`$ is an indirect evidence of the increase of the superconducting interaction. However, we will argue that this result could either be explained under the assumption of a phonon mediated mechanism or by a non-equivalent two layer hole density. In a typical BCS superconductor, either in weak or strong coupling regime, $`T_c`$ is proportional to the Debye frequency $`\mathrm{}\omega _D`$ and to $`exp(1/N(0)V)`$, where $`N(0)`$ is the density of state and $`V`$ the phonon mediated pairing potential amplitude. These two terms yield opposite contributions when the sample is under an external applied pressure. The applied pressure increases $`\omega _D`$ in any solid and also broaden the density of states, thereby reducing $`N(0)`$ which is the dominant factor in a typical BCS superconductor and produces an overall decrease in $`T_c`$. Now, assuming the same type of dependence on high-$`T_c`$ superconductors, the effect on $`N(0)`$ is minimized in a high-$`T_c`$ sample with a large charge inhomogeneities distribution because such inhomogeneities produce also a broadening of the density of states, as clearly demonstrated by Ovchinnikov et al. Therefore the net low pressure effect on an optimally doped cuprate is to increase $`\omega _D`$ which yields a proportional linear increase on all $`T_c(r)`$ in the sample and, consequently, on $`T^{}`$, assuming, according Ref.3, that $`T^{}`$ is the pair formation temperature. Since at the low pressures all values of $`T_c(r)`$ throughout the sample increase proportionally to $`\omega _D`$, the percolation temperature $`T_c`$ will also increases. This provides a physical interpretation to the linear behavior of both $`T^{}`$ and $`T_c`$ and to the well known pressure intrinsic effect which, despite of being widely detected, has not received any previous microscopic interpretation.

Another interesting possibility to explain the increase of $`T_c`$ and $`T^{}`$ under pressure, uses the idea of a competition between two hole dependent effects: Pairing formation which decreases with doping and the system stiffness to phase fluctuations which controls long-range phase coherence and increases with doping. On the other hand, it is well known that three layer compounds, like our $`Hg_{0.82}Re_{0.18}Ba_2Ca_2Cu_3O_{8+\delta }`$ samples A and B, must have differences in the doped hole concentration in the different layers. Therefore one layer may have a hole concentration with favor pairing and the other may favor phase coherence. The pressure induced charge transfer (PICT) between different layers may lead to an optimal dependent distribution of doped holes which increases the layer superfluid stiffness, producing an enhancement in $`T_c`$, concomitantly with an increase in the pairing scale, and therefore an enhancement in $`T^{}`$.

## IV Conclusion

We have reported here for the first time simultaneously hydrostatic pressure effects on the pseudogap temperature $`T^{}`$ and on $`T_c`$ of an optimally doped high-$`T_c`$ superconductor. We have measured a larger linear increase on $`T^{}`$ than on $`T_c`$ under applied pressures up to $`12.3`$GPa. These data show that the intrinsic effect on $`T_c`$ could be a consequence of the larger effect on the pair formation temperature $`T^{}`$.

There are several implications from the pressure induced increase of $`T^{}`$ and $`T_c`$. The increase on $`T^{}`$ indicates the presence of the superconducting mechanism what supports the local Cooper pairing scenario due to the charge inhomogeneities in the planes of $`CuO_2`$.

Moreover, the linear behavior of $`T^{}`$ and $`T_c`$ under pressure is consistent with a mechanism leading to the formation of superconductivity mediated by phonons. This is in agreement with the very large isotope effect measured on $`T^{}`$ by Temprano et al and very recent ARPES measurements. These experiments together yield a strong support for the lattice effects on the mechanism for high-$`T_c`$ superconductivity. Another interesting implication, also consequence of a phonon mediated superconducting interaction and the charge inhomogeneities, is a novel physical interpretation for the well known pressure intrinsic effect on $`T^{}`$ as due to the pressure change of the Debye frequency. However the enhancement of $`T^{}`$ and $`T_c`$ may also be due to the PICT between non-equivalent layers of our sample.

We are presently pursuing our resistivity under pressure experiment with samples having different oxygen content. We believe that for underdoped compounds, $`T^{}`$ and $`T_c`$ will behave in similar way as reported above. For more homogeneous overdoped samples we expect the broadening of $`N(0)`$ under applied pressure to be much less important and therefore $`T^{}`$ and $`T_c`$ may not increase. At higher pressures, for instance above 5GPa, and different doping level, we expected the PICT to be important leading to different pressure variations of $`T^{}`$ and $`T_c`$.

Financial support from Pronex, CNPq and FAPERJ is gratefully acknowledged. JLG thanks CLAF for a CLAF-CNPq pos-doctoral fellowship.


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# Quantum open systems and turbulence

## I Introduction

Some models have been developed to describe how classical behavior is regained from quantum mechanics, in an attempt to derive a unified description of physical phenomena at any level. Quantum mechanics allows the occurrence of linear superpositions of macroscopically distinguishable states, which are not observed in real life. A possible way to avoid them is by replacing the unitary evolution of quantum mechanics by a non-unitary equation.

This was done for example by Ghirardi, Rimini and Weber (GRW)  and later improved by Ghirardi, Pearle and Rimini . Here the Schrödinger equation is fundamentally modified having now a stochastic term, which causes the collapse of the wave function. Another possible modification of the von Neumann evolution equation is obtained by considering the interaction between the system of interest and a heat bath, as done in the decoherence models .

The master equation of the GRW model as well as the master equation of some old versions of the decoherence models  do not have a dissipation term, which leads to non conservation of energy. Even though its is argued that this problem can be disregarded in the GRW model since the energy production is very small and probably unobservable  and under certain limits the dissipation term can in fact be neglected in the equation for open systems , we show here that the increase of energy found in these models is very similar to the inconsistency between the stochastic models for turbulence and the Navier-Stokes equation.

Our discussion is done in terms of the stochastic differential equations for position and momentum, because it allows an easy visualization of the problem and also a straightforward connection with the stochastic models for turbulence. It has been shown that the transport of energy, typical of turbulence, can only be obtained if a damping term is considered in the stochastic equations (and equivalently in the master equation - ME) . The energy gained in the short length scale is actually transferred to smaller ones until it is finally dissipated.

A master equation with a dissipation term is characteristic of the newer versions of the decoherence model , which are usually associated with Brownian motion . We show that its correspondent stochastic differential equations for position and momentum describe a Brownian motion only for long time, but turbulent diffusion is actually obtained for short time.

## II GRW model and Decoherence model

In the GRW/GPR model the master equation is now written as

$$i\mathrm{}\frac{\rho (x,y,t)}{t}=\left[\frac{\mathrm{}^2}{2m}\left(\frac{^2}{x^2}\frac{^2}{y^2}\right)i\mathrm{}\lambda (1e^{(\alpha /4)(xy)^2})\right]\rho (x,y).$$
(1)
The localization scale $`1/\sqrt{\alpha }`$ and the frequency of collapse $`\lambda `$ are parameters chosen in such a way that the new evolution equation does not give different results from the usual unitary evolution for microscopic systems with few degrees of freedom, but when a macroscopic system is described there is a fast decay of the macroscopic linear superpositions which are quickly transformed into statistical mixtures . Apart from some attempts to associate the new term to gravitation , it has been hard to explain its nature and origin and the values of the parameters introduced are otherwise arbitrary.

Considering a free particle, the master equation obtained for the decoherence model in the limit of high temperature is written as

$$i\mathrm{}\frac{\rho (x,y,t)}{t}=\left[\frac{\mathrm{}^2}{2m}\left(\frac{^2}{x^2}\frac{^2}{y^2}\right)i\mathrm{}\frac{\gamma }{2}(xy)\left(\frac{}{x}\frac{}{y}\right)i\frac{mkT\gamma }{\mathrm{}}(xy)^2\right]\rho (x,y,t),$$
(2)
where $`\mathrm{}`$ is Planck’s constant, $`m`$ is the particle mass, $`\gamma ^1`$ is the relaxation time, $`k`$ is Boltzmann’s constant and $`T`$ is the temperature of the heat bath.

Contrary to eq.(1) this master equation has a dissipation term, though it is also subjected to some criticisms .

### A Stochastic differential equations for the GRW model

Describing a system with stochastic equations is very attractive, because of their clarity and simplicity. In order to obtain the corresponding stochastic differential equations for the GRW model, we first derive the Fokker-Planck equation (FPE) in phase space by using the Wigner transform of the density matrix

$$W_E(x,p,t)=\frac{1}{2\pi \mathrm{}}_{\mathrm{}}^{\mathrm{}}𝑑q\mathrm{exp}(\frac{ipq}{\mathrm{}})\rho (x+q/2,xq/2,t).$$
(3)
Assuming $`(1e^{\alpha (xy)^2/4})\alpha (xy)^2/4`$ and $`\epsilon =\mathrm{}^2\lambda \alpha /2m^2`$ we obtain

$$\frac{W_E}{t}=\frac{p}{m}\frac{W_E}{x}+\frac{\epsilon m^2}{2}\frac{^2W_E}{p^2}.$$
(4)
The same FPE is obtained for a conditional probability function $`W_C(x,p,t|x_0)`$, where $`W_C(x,p,t|x_0)𝑑x_0=W_E(t,p|x)`$ . The stochastic process described by a conditional probability satisfying the FPE is equivalent to the following Itô stochastic differential equations for momentum and position

$$dp=\sqrt{m^2\epsilon }\xi (t)dt,$$
(5)
and

$$dx=\frac{p}{m}dt,$$
(6)
where the correlation function for the white noise is $`<\xi (t)\xi (t^{})>=\delta (tt^{})`$.

Since there is no damping term in the FPE, the momentum has only a noise term which implies that

$$<p^2>_C=<p_0^2>_E+m^2\epsilon t$$
(7)
$$<x^2>_C=<x_0^2>_E+\frac{<p_0^2>_E}{m^2}t^2+\frac{\epsilon }{3}t^3.$$
(8)
The integration for position becomes simple if we apply the identity $`_0^t𝑑t^{}_0^t^{}𝑑t\mathrm{"}=_0^t𝑑t\mathrm{"}_{t\mathrm{"}}^t𝑑t^{}`$ .

This cubic dependence for $`<x^2>_C`$, also obtained by GRW , indicates turbulence, though they had not realized it. This analogy has only been made recently . Had they noticed this and the development of these models might have followed a different direction, probably trying to justify the origin of the added noise with a chaotic medium instead of gravitation. However GRW did notice the violation of energy caused by the time dependence of $`<p^2>_C`$, though they consider this problem negligible since the chosen parameters lead to a very small increase of energy. Notice that old versions of decoherence  did not have a damping term either and even though we cannot talk of non conservation of energy, since the system in this case is open, its energy does increase. We will see in the next subsection that the addition of a damping term in the stochastic equations (and similarly in the ME) can in fact be negligible in the short time limit of open systems, but it is necessary for a consistent and generic model and is essential in the energy transport typical of turbulence.

### B Stochastic models for turbulence

In a completely different field, fluid mechanics, there were attempts to construct stochastic models of turbulence that departed from equations similar to the differential equations (5) and (6). Differently from the Brownian motion, which has a linear dependence on time for $`<x^2>`$, turbulence has a cubic dependence, but a linear dependence on time reappears for $`<p^2>`$. Because of this, the first attempts to build stochastic models for turbulence tried to see it as a Brownian diffusion in the momentum space  and therefore just considered a noise term in the stochastic equation for momentum as in eq.(5). These models failed to describe the main feature of turbulence, which is the energy transport between the motions of various scales . The only way to recover this transport, and therefore to not contradict the Navier-Stokes equation (the fundamental equation of turbulence, equivalent in importance to the Schrödinger equation in quantum mechanics), is by considering a damping term in the FPE or equivalently, by adding a momentum dependent term in its stochastic equation. We should then work with

$$dp=a(p)dt+\sqrt{m^2\epsilon }\xi (t)dt,$$
(9)
$$dx=\frac{p}{m}dt,$$
(10)
where $`a(p)`$ is a function of momentum chosen as $`\gamma p`$. The justification for this choice will be clear soon when we discuss the energy transport.

These equations lead to the following new FPE

$$\frac{W_C}{t}=\frac{p}{m}\frac{W_C}{x}+\gamma \frac{(pW_C)}{p}+\frac{m^2\epsilon }{2}\frac{^2W_C}{p^2}.$$
(11)
This is exactly the equation we obtain by doing the Wigner transform to the decoherence master equation (2) and assuming $`\epsilon =2\gamma kT/m`$. This FPE is usually associated with Brownian motion, but this is so only for a large time scale, on a short time scale we actually have turbulence.

From (9) and (10) we have

$$p(t)=p_0e^{\gamma t}+\sqrt{m^2\epsilon }_0^te^{\gamma (tt^{})}\xi (t^{})𝑑t^{},$$
(12)
$$x(t)=x_0+\frac{1}{m}_0^tp(t^{})𝑑t^{},$$
(13)
which lead to the quadratic averages

$$<p^2(t)>_C=<p_0^2>_Ee^{2\gamma t}+\frac{m^2\epsilon }{2\gamma }(1e^{2\gamma t}),$$
(14)
$$<x^2(t)>_C=<x_0^2>_E+\frac{<p_0^2>_E}{m^2\gamma ^2}(1e^{\gamma t})^2+\frac{\epsilon }{2\gamma ^3}\left[2\gamma t3+4e^{\gamma t}e^{2\gamma t}\right].$$
(15)
On a large time scale the system attains equilibrium, $`<p^2(t)>_Cm^2\epsilon /(2\gamma )`$, showing that energy is conserved, and $`<x^2(t)>_C\epsilon t/\gamma ^2`$, which is the typical result for the Brownian motion.

On a short time scale we recover the time dependence typical of turbulence

$$<p^2(t)>_C<p_0^2>_E+m^2\epsilon t,$$
(16)
$$<x^2(t)>_C<x_0^2>_E+\frac{<p_0^2>_E}{m^2}t^2+\frac{\epsilon }{3}t^3.$$
(17)
Notice that from the derivative of eq.(14) we can calculate the critical damping value. If $`\gamma >m^2\epsilon /(2<p_0^2>_E)`$ the system loses energy and when $`\gamma <m^2\epsilon /(2<p_0^2>_E)`$ the system gains energy. On the short time scale the absence of the parameter $`\gamma `$ in the equations above confirms that in this limit the dissipation term can be neglected. In any case, in the large time limit ($`t\gamma ^1`$), energy is conserved, as remarked above.

The relaxation term added to the stochastic equation for momentum is responsible for the transportation of the injected energy to a much smaller scale, where it is dissipated. In other words, energy always ends up being dissipated in the environment. In the language of turbulence $`\epsilon `$ is the energy injected into the fluid per unit time and unit mass, in an intermediary length scale - the inertial regime - it is transferred to smaller scales and is finally dissipated in a much smaller length scale, called Kolmogorov dissipation scale . Considering that we are in the inertial regime, even though the dissipation exists, we cannot see it, but we are able to verify the transport of energy.

The moment of third order of velocity $`v`$ represents the energy transport between the motions of various scales. Its relation with $`\epsilon `$ was derived by Kolmogorov from the Navier-Stokes equation and is given by his classical expression

$$<v^3>_E=c_1\epsilon x.$$
(18)
Multiplying the new FPE for $`W_E(t,p|x)`$ by $`p^2`$ and integrating over $`p`$ we have

$$\frac{<p^2>_E}{t}+\frac{1}{m}\frac{<p^3>_E}{x}2<pa>_E=\epsilon m^2.$$
(19)
Using Kolmogorov’s law and the fact that the first term of (19) is zero for statistically stationary turbulence  (notice that $`<p^2>_E`$ does not depend on time in statistically stationary turbulence, but $`<p^2>_C`$ does), we arrive at

$$c_1m^2\epsilon 2<pa>_E=m^2\epsilon ,$$
(20)
which can only be satisfied if $`a`$ depends on $`p`$ with a negative coefficient, such as $`a=\gamma p`$ and $`<p^2>_E=c_2\gamma ^1m^2\epsilon `$, with $`2c_2c_1=1`$. We can see that Kolmogorov’s law justifies the added relaxation term in eq.(9).

It is now clear that the FPE (11) describes turbulence and Brownian motion. It is the time scale that determines which kind of diffusion we actually have. When dealing with quantum open systems and the transition quantum/classic we should keep in mind two time scales: the decoherence time and the relaxation time and any proposed experiment should take them into account.

## III Conclusions

The connection between these two different fields is very rich and there is certainly a lot more to be done. They can give important contributions to each other. From the study of turbulence we have shown that the energy gained or lost by an open system is always dissipated in the environment. It should also be mentioned that eq.(2) can also be obtained by a more generic method developed by Kusnezov, Bulgac and Do Dang (KBD) , where they try to give a better justification to the origin of irreversibility in the master equation. Both system and environment have a dynamics and the system evolves in a chaotic background, whose dynamic evolution is described by the random matrix theory. This may indicate that the technique of random matrices can be useful in the study of turbulence, a field whose main equation has always been the Navier-Stokes equation, a purely phenomenological equation. Departing from the master equation obtained with the KBD method, we can interpret the corresponding stochastic differential equations as describing a tracer immersed in a chaotic medium. We intend to extend this analogy between turbulence and the KBD method in a future publication, where we also intend to look for the stochastic equations associated with the fractional Fokker-Planck equation obtained with this method  .

###### Acknowledgements.

The authors acknowledge the support of Fundação de Amparo à Pesquisa do Estado de São Paulo, FAPESP.


text:
# Butterflies and topological quantum numbers

## 1  The Hall effect in four acts

The first act in the Hall saga begins with a mistake made by James Clerk Maxwell, (1831-1879). In the first edition of his book *“Treatise on Electricity and Magnetism”*, which appeared in 1873, Maxwell discussed the deflection of a current carrying wire by a magnetic field. Maxwell then says: *It must be carefully remembered that the mechanical force which urges a conductor …acts, not on the electric current, but on the conductor which carries it*. If the reader is puzzled that is OK, he should be.

In 1878 Edwin H. Hall was a student at Johns Hopkins University reading Maxwell for a class by Henry A. Rowland. Hall was puzzled by this passage and approached Rowland. Rowland told him that *…he doubted the truth of Maxwell statement and had sometimes before made a hasty experiment …though without success.* A schematic diagram of the scheme proposed by Rowland is shown in Fig. 1. Possibly, because of this failure, Hall made a fresh start, and tried to make accurate measurements of the changes in the resistance—a much harder experiment. This experiment failed, in accordance with Maxwell. Hall then decided to repeat the experiments made by Rowland, and following a suggestion of Rowland, replaced the original thick metal bar with a thin gold leaf and found that the magnetic field deflected the galvanometer needle. This work earned Hall a position at Harvard.

Maxwell died in the year that Hall’s paper came out. In the second edition of Maxwell’s book, which appeared posthumously in 1881, there is polite footnote by the editor saying: *Mr. Hall has discovered that a steady magnetic field does slightly alter the distribution of currents in most conductors so that the statement in brackets must be regarded as only approximately true.* It turned out that the magnitude, and even the sign of the Hall voltage depends on the conductor. This made the Hall effect an important diagnostic tool. Maxwell, even in error, inspired a remarkable research direction.

The second act begins in 1929, with Werner Heisenberg and Rudolf Peierls . As we have mentioned above, the Hall voltage was found to be positive for some conductors and negative for others. One sign is “right”—it is what one would expect for (otherwise free) electrons moving under the combined action of mutually perpendicular electric and magnetic fields. The “wrong” sign was an embarrassment. It was as if the electrons had the wrong sign for their electric charge. The embarrassment was called the anomalous Hall effect. Heisenberg, who pioneered the applications of quantum mechanics to condensed matter physics, suggested to Rudolf Peierls, who was his student at the time, to look into the problem of the anomalous Hall effect.

Peierls, building on the results of another student of Heisenberg, Felix Bloch, realized that the anomalous Hall effect could, indeed, be accounted for by quantum mechanics provided one takes into account the periodic crystaline field. Peierls showed that when the conduction band is only slightly full, the electrons behaved as if free, and the Hall response is consequently normal. However, when the conduction band is almost full the electron go the wrong way because of diffraction from the lattice. The conductance turns out to be determined by the missing electrons, i.e. the holes. The charge of a hole is opposite to the charge of an electron and this is how Peierls resolved the anomaly .

The third act begins in 1980 with Klaus von Klitzing discovery that the Hall conductance in certain two dimensional electronic systems, in suitable ranges of experimentally controllable parameters, is, to great accuracy, an integer multiple of $`e^2/h=(25812.807272\mathrm{\Omega })^1`$. This discovery led to superior standards of resistance and to improvements in the determination of fundamental constants. von-Klitzing was awarded the Nobel prize in 1985 for this discovery. The theoretical developments it spawned are wide and deep . In particular, it led to the identification of the Hall conductance with a topological invariant known as a Chern number. This scene from the third act is going to be our main theme.

The Hall effect has a fourth act, that of the fractional quantum Hall effect. It is no less dramatic, but, since it is not a story of topological quantum numbers, we do not tell it.

## 2 Surprising precision

The precise quantization of the Hall conductance raises a puzzle. The conductance of quantum dots is a sensitive fingerprint of the dot. Why rearrangements of even a few atoms in a dot have measurable consequences on the electric conductance, while in the quantum Hall effect, wildly different samples, manufactured in different labs, have precisely the same quantized values for their Hall conductance. The glib answer that the conductance of a quantum dot and Hall conductance of two dimensional electron gas are different, is correct, but not illuminating.

The integer Hall conductance is not only highly reproducible, it is also a precise determination of a *fundamental constant*, $`e^2/h`$, ($`e`$ is the electron charge and $`h`$ is Planck constant). Why can a precision measurement of a fundamental constant be made on macroscopic systems that are incompletely characterized? Even more remarkable, why is the relation between the conductance and the fundamental constant, $`e^2/h`$, so simple?

It is instructive to contrast this state of affairs to the precision measurement of the (inverse) fine structure constant $`\mathrm{}c/e^2=137.03599976`$. The latter is determined from measurements on the simplest system imaginable: a single isolated electron. Nevertheless, the relation between what is being measured and the fundamental constant $`e^2/\mathrm{}c`$ is complicated. One measures the anomalous magnetic moment of the electron, $`g_e+2=0.0023193043737`$, which, by quantum electrodynamics, can be expressed as a polynomial in $`e^2/\mathrm{}c`$. The coefficients of this polynomial can be calculated in the theory of quantum electrodynamics. This is a difficult enterprize. The leading order of the polynomials had been calculated by Richard Feynman and Julian Schwinger in works that vindicated quantum electrodynamics and won them the Nobel prize in 1965. The higher orders necessary for precision determination require evaluating many integrals and relying on the help of computers.

In 1981 Robert Laughlin proposed a resolution of the puzzle. Here is a variant of his argument: Suppose one defines the conductance as the charge added to an electrometer when the time integral of the voltage equals the unit of quantum flux. By the principles of quantum mechanics each measurement of the charge on the electrometer yields an integer multiple of the electron charge. This quantizes the Hall conductance, simple because the number of the electrons that one can add to an electrometer is quantized.

There is a subtle gap in this argument: The charge on the electrometer is only a probabilistic quantity. Which integer will be found in any individual measurement depends probabilistically on the wave function of the system. The measured conductance is an average and hence need not be quantized.

To close the gap in the Laughlin argument one needs an additional argument why averages are also quantized. This is what topological quantum numbers do. In the context of the Hall effect the topological quantum numbers turn out to be the Chern numbers that arise in the theory of fiber bundles .

## 3 Topological quantum numbers

There are two distinct ways in which physical quantities get quantized. The familiar way one finds in textbooks of quantum mechanics is what we shall refer to as Heisenberg quantization. An example is the quantization of the charge, or the number of particles, that one finds on an electrometer. The theoretical reason for that is that in quantum mechanics observables are represented by matrices, and a measurement always yields an eigenvalue of the matrix. The operator associated with the number of particles on the electrometer has for its spectrum the set $`\{0,1,2,\mathrm{}\}`$.

Topological quantum numbers are a more arcane form of quantization. The mechanism is different from Heisenberg quantization. Dirac was the first to explore this avenue in his attempt to explain quantization of charge.

Dirac addressed the fact that nature seems to have a quantum of charge, so the ratio of the charges of two particles is always a rational number. For example, the charge of the proton is $`1`$ times the charge of the electron. Not $`1.0001`$. This is remarkable because the electron and proton are particles whose charges are not a-priori related in any obvious way. For example, their mass ratio is about $`1836.109`$, which is not close to a simple fraction.

Dirac proposed a theory where the existence of a quantum of charge was an inevitable consequence of quantum mechanics. He showed that a magnetic monopole of charge $`g`$ forces the electric charge $`e`$ of any particle, to take value such that $`\frac{2ge}{\mathrm{}c}`$ is integral. The existence of even a single monopole in the universe would therefore force all electric charges to be a multiple of one basic unit of charge. For various theoretical and experimental reasons, Dirac theory is not a completely satisfactory solution of the charge quantization problem, but it is a paradigm for an interesting mechanism for charge quantization and topological quantum numbers.

The Dirac argument for the quantization of the charge is not a consequence of the fact that the observable associated with the product $`2ge/\mathrm{}c`$ is represented in quantum mechanics by a matrix with integer spectrum. In fact, $`g`$ and $`e`$ are treated as ordinary numerical parameters of the theory, not as matrices.

Here is one version of Dirac quantization argument. If one tries to write the vector potential for a magnetic monopole as a single function throughout space one finds a singularity on a string that terminates on the monopole. The string may be thought of as a thin solenoid that ends at the magnetic pole and feeds the magnetic flux. Now, if the flux carried by the string is an integral multiple of the quantum flux unit, the singularity of the vector potential can be removed by a gauge transformation. Since only the modulus of the wave function (rather than its phase) and the electromagnetic fields (rather than the potentials) have direct physical meaning, a singularity that can be gauge away is not a real singularity. The string is invisible to a quantum particle, and all that remains is the magnetic monopole. If, however, the flux is not an integer, the string can not be gauged away. It is real, and the monopole is just a pole of a semi-infinite solenoid.

The unobservable singularity of a Dirac string is like the coordinate singularity of the spherical coordinate at the north and south poles. The earth is perfectly smooth at the poles, but the coordinates fail to be smooth there with the mildly unpleasant consequence that there is no polar time zone.

That the Hall conductance is related to topological quantum numbers is an observation of David Thouless, Mahito Kohmoto, Peter Nightingale and Marcel den-Nijs . They made this observation for two dimensional models of non-interacting electrons in periodic potentials. Interestingly, the topological aspects of these models were understood before in Boris A. Dubrovin and Serguei Novikov . Novikov relates that he asked his colleagues at the Landau Institute what physical interpretation these invariants might have. Nobody gave him a useful suggestion. It was TKNN who, independently of Dubrovin and Novikov, identified these topological quantum numbers with the Hall conductance.

The topological interpretation of the Hall conductance explains why the Hall conductance is not a fingerprint of the periodic potential. In Figs. 3,5 this robustness can be seen from the fact that the colored regions are open sets. In particular, the Hall conductance does not change under small variations of magnetic field. The Hofstadter butterfly does not explain the quantization of the Hall conductance when electron-electron interaction is taken into account, nor does it explain the quantization when disorder is present. Both play a role in the real Hall effect. Much progress has been made in understanding these issues, , but we shall not elaborate here.

## 4 Quantized averages

Are the topological quantum numbers, and Chern numbers in particular, really different from the ordinary quantum numbers one is used to in quantum mechanics? To appreciate the difference between ordinary quantum numbers and topological quantum numbers, we look at quantum expectations.

The number operator is quantized in the sense that an individual measurement of the number of particles in a given region always yields an integer. However, the quantum expectation of the number of particles need not be quantized. The quantum expectation is the value obtained by repeated measurements on identical systems. A peculiarity of quantum theory is that measurements are not strictly reproducible, because the theory is not deterministic but only probabilistic. As a consequence, even if the state of the system is precisely specified, the outcome of a measurement may yield different integers. Since the average of integers need not be an integer, the average value of the number of particles need not be quantized.

In the Dirac theory the quantization of the product $`ge`$ is more strict than Heisenberg quantization. Every measurement of $`ge`$ yields the same value, and not different multiples of a basic unit. In particular, both the individual measurement and the average are quantized and take the same value. Since both the individual measurement and the average are quantized the measurement is noiseless.

While the conventional Heisenberg quantization guarantees the quantization of an individual measurement, Dirac quantization, in the context of the Hall effect, guarantees the quantization of a quantum expectation value.

## 5 Hofstadter butterflies

Quantum mechanics seldom leads to colorful pictures. Perhaps one should expect this of a theory where rules for computing probabilities replace a mental image of reality. Hofstadter butterflies are among the few phenomena where quantum mechanics produces colorful, fractal pictures. Besides being pretty, the pictures also illustrate the concept of topological quantum numbers.

Hofstadter butterflies are Escher-like diagrams of infinitely many nested butterflies, flying to infinity. Their monochrome version, Fig. 4, was first described by Douglas Hofstadter in 1976, in his Ph.D. work under Gregory Wannier . Hofstadter was fascinated by Mark Azbel’s suggestion that under certain circumstances, the quantum mechanical energy spectrum of such systems can be a fractal set. Indeed, the self-similar character of the Hofstadter butterfly turned out to be closely related to the fractal nature of the spectrum (for irrational values of the magnetic flux). Interestingly, the history of the model that gives rise to the Hofstadter butterfly goes back to Peierls who proposed it as a thesis problem to P.G. Harper.

Neither Peierls not Hofstadter considered the model in its relation to the Hall effect, but rather as a model with intriguing quantum mechanical spectral features. We shall take here the opposite point of view and will not consider here the spectral aspect of the butterfly at all. Instead we focus on the relation of the butterfly with the quantum Hall effect.

The colored butterfly diagrams, Figs. 3 and 5, describe the electronic phases of the quantum Hall effect. The colors represent quantized value of the Hall conductances. Warm colors (red) correspond to positive values for the Hall conductance, while cold colors (blue) correspond to negative values. White denotes vanishing Hall conductance. The quantized values of the Hall conductances were computed using the Diophantine equation of Thouless et. al. , (see box). Figs. 3 and 5 are the graphic expressions of this Diophantine equation.

Fig. 3 describes the situation where the magnetic field is the subdominant interaction. In this case, an external magnetic field will create gaps inside a crystalline energy band. When the Fermi energy is placed in a gaps the Hall conductance is an integer and the gap can be assigned a color. Figs. 3 shows the result of doing this for a large number of values for the magnetic field. The figure repeats periodically on this axis, with a period that is one unit of quantum flux $`\frac{hc}{e}`$. This periodicity, is a version of Aharonov-Bohm periodicity. For natural crystals, where the unit cell has atomic dimensions and for the magnetic fields used in experiments on the Hall effect, the flux through a unit cell is at most of order $`10^4`$ of the unit of quantum flux. This means that only a tiny sliver of the butterfly, near the bottom of the figure, is visible for natural crystals. A deeper exploration of the butterfly can, in principle, be achieved by growing super-lattices with large unit cells. The butterfly is flanked by white margins. The white margins mean that the Hall conductance vanishes if the (crystalline) band is either empty or completely full. This is what Peierls expected: Insulators should have vanishing Hall conductances.

Fig. 5 describes the situation when the magnetic field is the dominant interaction. In strong magnetic fields, the spectrum of the Schrödinger equation is a set of equally spaced points, known as Landau levels. A weak periodic potential will broaden each of the Landau levels into a set with gaps. Fig. 5 describes the Hall conductances when the Fermi energy is place in the gaps. Disregarding the colors, the butterfly then repeats periodically on the vertical axis, with a period that corresponds to adding a lattice cell.

Note that the color coding is not periodic and that while Fig. 3 has inversion symmetry, the butterflies in Fig. 5 do not have this symmetry. Note also that Fig. 3 has no albino butterflies, while Fig. 5 does. This is one way to see that the two figures represent different systems.

The butterfly of a broadened Landau band is an experimental challenge because of conflicting experimental requirements  which were only recently overcome in Albrecht et. al. .

## 6 Acknowledgment

We thank A. Mann, L. Sadun, L. Schulman and D. Thouless for useful comments. This work is supported by the ISF and the Technion fund for promotion of research.

## 7 Box: Nuts and bolts

This box is for the reader who would like to write his own computer program to make colored butterflies. Further information can be found in .

The are two steps involved. The first step is an eigenvalue problem that determine the boundaries of the wings of the butterfly. The second step is to solve a number theoretic problem that determines an integer for each wing. This integer is used to color the wing. Let us briefly outline these two steps.

The first step is to solve for the eigenvalues of a quantum Hamiltonian describing the dynamics of an electron in two dimensions. Using the symmetry of the problem, the two dimensional Hamiltonian can be reduced to the study of a one dimensional eigenvalues problem commonly known as the Harper equation

$$\psi (n+1)+\psi (n1)+2\mathrm{cos}(2\pi \mathrm{\Phi }n)\psi (n)=E\psi (n)$$
(1)
$`E`$ is the requisite eigenvalue. In the tight binding limit, $`\mathrm{\Phi }`$ is the flux through a unit cell (in natural units). In the limit of split Landau band, $`\mathrm{\Phi }`$ is the inverse of the flux through a unit cell.

There are no effective ways to solve this eigenvalue problem when $`\mathrm{\Phi }`$ is irrational. However, for $`\mathrm{\Phi }=\frac{p}{q}`$ one looks for periodic and antiperiodic solutions: $`\psi (n+q)=\pm \psi (n)`$. The corresponding eigenvalues are then determined by two, essentially tri-diagonal, $`q\times q`$ matrices. The $`q`$ eigenvalues of the periodic solution determine half the edges of the wings for that value of $`\mathrm{\Phi }`$ and the other half come from the corresponding anti-periodic solutions.

It remains to associate a color with each band gap. The algorithm described below is built on the original algorithm of .

Suppose that the magnetic flux through a unit cell is $`\frac{p}{q}`$. For $`p`$ and $`q`$ relatively prime, define the conjugate pair $`(m,n)`$ as the solutions of

$$pmqn=1$$
(2)
$`m`$ is determined by this equation modulo $`q`$ and $`n`$ modulo $`p`$. The algorithm for solving Eq. (2) is one of the oldest in mathematics: A division algorithm of Euclid. (Standard computer packages for finding the greatest common divisor of $`p`$ and $`q`$, yield also $`m`$ and $`n`$ such that $`pm+qn=\mathrm{gcd}(p,q)`$.) The Hall conductance $`k_j`$, associated with the j-th gap, in the tight binding case, is given by

$$k_j=jmmodq,|k_j|q/2$$
(3)
In the case of split Landau band, Eq. (3) again determines $`k_j`$ provided $`p`$ and $`q`$ are interchanged.