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# The target space dependence of the Hagedorn temperature

## Abstract:

The effect of certain simple backgrounds on the Hagedorn temperature in theories of closed strings is examined. The background of interest are a constant Neveu-Schwarz $`B`$-field, a constant offset of the space-time metric and a compactified spatial dimension. We find that the Hagedorn temperature of string theory depends on the parameters of the background. We comment on an interesting non-extensive feature of the Hagedorn transition, including a subtlety with decoupling of closed strings in the NCOS limit of open string theory and on the large radius limit of discrete light-cone quantized closed strings.

Hagedorn transition, Bosonic Strings, Superstrings  preprint: UPRF-2001-19

One of the most interesting and general features of string theory is its exponentially increasing density of states . If one considers an ensemble of weakly interacting strings at finite temperature, this behavior of the density of states is thought to lead either to a limiting temperature or a phase transition. The limiting temperature is called the Hagedorn temperature.

In weakly coupled string theory this phenomenon can be understood in terms of how the density of states in a multi-string system depends on the energy. Below a certain energy scale, the dominant contribution to the density of states in a system of many strings is a thermal distribution of multi-string states. At a higher energy the statistically most likely configuration changes from this thermal distribution to one which is dominated by a single long string. This leads to an interesting non-extensive behavior of the thermodynamics at that point.

Recently, there has been some interest in the Hagedorn transition in background fields , particularly the behavior of open strings in the limit which produces non-commutative open string (NCOS) theory . The phase diagram of these systems has an exceedingly rich structure . It also has interesting analogs in gauge theory systems as was pointed out in a recent work .

One advantage of the NCOS limit is that closed strings, and therefore gravity, decouple   from the open string degrees of freedom. This avoids problems which are expected to be inherent in trying to make a thermal ensemble in a theory of quantum gravity. Such a theory should suffer from the Jeans instability at finite temperature - which simply means that hot flat space is unstable, with the preferred state likely to be one where the energy density has collapsed into black holes whose Beckenstein-Hawking entropy is much greater than any ordinary particle states. It was argued in  that gravitational instability would make the Hagedorn transition of ordinary string theories into a first order transition and that it should actually occur at a temperature which is less than the Hagedorn temperature. On the other hand, it was argued in  that in the NCOS theory, since gravity decouples, the transition is of second order and can be studied in the context of weakly coupled string theory.

It was shown in  that when the space is compactified, wrapped states of closed strings do not decouple in the NCOS limit. These closed string states were used to construct wound string theory in  and non-relativistic closed strings . One would expect that, in the limit as the compactification radius is large, the wrapped closed strings would couple more and more weakly and in the infinite, de-compactified limit they would disappear from the spectrum. Indeed their energies do go to infinity. However, we shall show in this paper that their Hagedorn temperature remains, that is, no matter how large that radius is, they still participate in the Hagedorn transition. This means that they should make a contribution to the thermodynamic properties of the system.

We will begin by examining the effect of certain simple background fields on the Hagedorn temperature in theories of closed strings. The NCOS limit is accessible within this family of backgrounds and can be studied there. This background is a space-time with one compact dimension,

$$X^1X^1+2\pi R$$
(1)
a Neveu-Schwarz $`B`$-field and space-time metric of the form

$`G_{\mu \nu }=\left(\begin{array}{cccc}1+A^2& A& 0& \mathrm{}\\ A& 1& 0& \mathrm{}\\ 0& 0& 1& \mathrm{}\\ \mathrm{}.& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right),B_{\mu \nu }=\left(\begin{array}{cccc}0& B& 0& \mathrm{}\\ B& 0& 0& \mathrm{}\\ 0& 0& 0& \mathrm{}\\ \mathrm{}.& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right),`$ (2)
where $`A`$ and $`B`$ are constants. When $`g_s=0`$, closed string theory is exactly solvable on this background. Ordinarily, closed strings do not couple to a constant $`B`$-field since, in the absence of D-branes it is gauge equivalent to a constant electromagnetic field and closed strings do not carry electromagnetic charges. Furthermore, they would not couple to $`A`$ since it can be removed by a coordinate transformation. However, when the coordinate $`X^1`$ is compactified, neither the gauge transformation nor the coordinate transformation are compatible with the identification (1).

When a spatial dimension is compactified, the wrapped modes of closed strings are indeed affected by $`B`$ which shifts their energy by a constant. The shift of energy of the wrapped states can be understood by considering a process where you make an wrapped closed string by transporting the ends of an open string around the compact dimension and then fusing them together. Then, transporting the charged endpoints of the open string in a constant $`B`$-field involves precisely the energy shift which produces the chemical potential for the resulting wrapped closed string state.

Similarly, on an un-compactified space, the parameter $`A`$ can be shifted away by a re-definition of the coordinates,

$`G_{\mu \nu }dX^\mu dX^\nu =dX^0dX^0+(dX^1AdX^0)(dX^1AdX^0)+\mathrm{}`$
However, when $`X^1`$ is periodically identified, this re-definition is not a symmetry of the space-time. In this case, the spectrum of closed strings also couples to $`A`$ which shifts their energy by their momenta in the 1-direction. For example, a single bosonic closed string which wraps the compactified direction $`p`$ times and which has $`l`$ quanta of momentum in that direction has energy spectrum

$$P_0=\frac{BRp}{\alpha ^{}}\frac{Al}{R}+\sqrt{\left(\frac{pR}{\alpha ^{}}\right)^2+\left(\frac{l}{R}\right)^2+\stackrel{}{P}^2+\frac{2}{\alpha ^{}}(N+\stackrel{~}{N}2)}$$
(3)
(Here $`N=_{n=1}^{\mathrm{}}\alpha _n\alpha _n`$ and $`\stackrel{~}{N}=_{n=1}^{\mathrm{}}\stackrel{~}{\alpha }_n\stackrel{~}{\alpha }_n`$ with standard notation for oscillators following  and $`\stackrel{}{P}^2=P_iP^i`$ with $`i=2,\mathrm{},D1`$. A similar formula for type II superstrings is a straightforward generalization of (3). It should be supplemented by the appropriate level matching condition and, for the fermionic string, the GSO projection.)

Our central result is that in the presence of $`A`$ and $`B`$ in the compact space, the Hagedorn temperature is modified to be

$$T_H=T_H^0\sqrt{(1A^2)(1B^2)}$$
(4)
where $`T_H^0`$ is the Hagedorn temperature of the string theory in the limit where $`A=B=0`$. For the bosonic string $`T_H^0=1/4\pi \sqrt{\alpha ^{}}`$ whereas it is $`1/2\pi \sqrt{\alpha ^{}}`$ for the type II superstring.

The formula (4) has a remarkable feature. As expected, it depends on $`A`$ and $`B`$. However, for fixed $`A`$ and $`B`$, it does not depend on the compactification radius $`R`$. This is surprising for the following reason. The main role of $`A`$ and $`B`$ in the string spectrum is as chemical potentials for discrete momentum and wrapping modes respectively, as can be seen for example from the closed Bosonic string spectrum (3).

There is a region of the parameter space where $`A`$ and $`B`$ are between 0 and 1, away from their limiting values and where $`R`$ is very large so that all wrapped states have a very large energy. In that case, at temperatures just below $`T_H`$, practically no wrapped states are excited in the thermal distribution. However, since $`T_H`$ depends on $`B`$, it must be wrapped states which condense at the Hagedorn transition, in fact the resulting long string must wrap the compact dimension. An unwrapped long string could only become important at the higher temperature $`T_H^0\sqrt{1A^2}>T_H^0\sqrt{(1A^2)(1B^2)}`$. Thus we see that, in the limit where $`R`$ is very large, when the temperature $`T_H`$ is reached, there is a catastrophic process where dominant configurations in the ensemble go from a thermal distribution of multi-string states with zero wrapping to a single long string which wraps the compact dimension.

In a thermal ensemble where the total energy is proportional to the volume, there is certainly sufficient energy to produce such a long string whose energy only scales like its length. Then, the $`R`$-dependence of the total energy, which grows linearly in $`R`$ if the temperature is held fixed as $`R`$ is changed, is similar to the energy dependence of a wrapped string which also scales linearly with $`R`$.

In  it was noted that, when the compactified dimension has finite radius, the wrapped closed string states do not decouple in the NCOS limit. These wrapped states should get infinitely large energy in the limit where the radius of the compact dimension is taken to infinity. However, we see that, no matter how large that radius is, the closed strings still participate in the Hagedorn transition. The phase transition of open strings in the decompactified NCOS limit is thought to be of second order . We see that, if the radius is very large but finite, the closed string Hagedorn behavior makes it a first order transition.

It is clear from (4) that there are limiting values of both background fields $`A`$ and $`B`$. The critical value of $`B`$ is where the NCOS limit is found. A whole family of NCOS limits should arise in our model by changing $`A`$ within its limiting values. As can be easily seen, a T-duality transformation along the compactified direction , simply interchanges the role of $`B`$ and $`A`$, $`BA`$. Since the Hagedorn temperature (4) is symmetric under this interchange, it is self-dual.

The limiting value of $`A`$ is similarly interpreted as the DLCQ limit of the closed string theory. In fact, it can be seen explicitly that taking $`A=1`$ in (3) (with the appropriate rescaling of $`R`$) reproduces the discrete light-cone quantization (DLCQ) spectrum of closed strings in a $`B`$-field that was discussed in . There, it had an interesting interpretation in terms of covers of a torus that are expected to be found in the weak coupling limit of the matrix model of M-theory . The result of the present paper implies a curious non-decoupling in the DLCQ limit of closed strings. This is another limit of string theory which is described by a gauge theory, the matrix model, which does not involve gravity. We found in  that the $`B`$-field couples to the thermodynamic partition function of both free type II superstring theory and the matrix string. Indeed, the Hagedorn temperature there is also modified by a factor of $`\sqrt{1B^2}`$, with no reference to the light-cone radius $`R`$. This poses a subtlety for discrete light-cone quantization of strings.

The energy spectrum in (3) is straightforward to obtain from canonical quantization of the string. The nature of the high energy density of states with such a spectrum was discussed in detail . In fact there are several ways of finding the Hagedorn temperature. One is to estimate the asymptotic density of states $`\rho (E)\mathrm{exp}(\beta _HE)`$ and find the coefficient in the exponential $`\beta _H=1/k_BT_H`$ where $`k_B`$ is the Boltzmann constant. In this paper we are using units where $`k_B=1`$. Another  is to examine the spectrum of the string theory and see where a new tachyonic state appears. In all known cases, this temperature coincides with the Hagedorn temperature. Finally, the Hagedorn temperature can be defined as that temperature where, in Euclidean space, the vertex operator

$$e^{2\pi iTX^0}$$

becomes a relevant operator.

It is this last criterion where the Hagedorn transition is seen to be analogous to the Berezinsky-Kosterlitz-Thouless (BKT) transition in the 2-dimensional X-Y-model, a parallel which has been drawn many times in the literature  . In fact our present model could have an interesting analog in coupled X-Y-models where the metric and $`B`$-field couple the two angular degrees of freedom,

$$S=\frac{1}{4\pi \alpha ^{}}d^2\sigma _aX^\mu \left(G_{\mu \nu }\delta ^{ab}B_{\mu \nu }ϵ^{ab}\right)_bX^\nu $$

The BKT transition involves the condensation of vortices. It is easy to see that the transition temperature is modified by $`A`$ and $`B`$ in the same way as the Hagedorn temperature111Note that the temperature at which the BKT transition occurs is not universal. Here, by BKT temperature, we mean the temperature at the zero coupling limit of the line of critical points.. The analog of the catastrophic behavior which we discussed at the Hagedorn temperature is a condensation of vortices of one of the variables $`X^0`$ induced by the $`B`$-coupling to $`X^1`$ in a state where the density of these vortices was zero just before the transition. It is possible that this process could be experimentally visible in Josephson junction arrays222We thank Professor P. Sodano for discussions on this point..

Derivation of $`T_H`$:

The free energy of a gas of relativistic Bose particles is

$$F=\frac{1}{\beta }\mathrm{Tr}\mathrm{ln}\left(1e^{\beta P_0}\right)=\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n\beta }\mathrm{Tr}e^{n\beta P_0}$$
(5)
Equation (5), can be used to derive the bosonic string free energy at one loop, by the standard procedure of computing the sum of free energies of the particles in the string spectrum. Canonical quantization of the string in the light-cone gauge give the energy spectrum (3) together with the level matching condition $`\stackrel{~}{N}N=pl`$. To obtain the free energy of the bosonic string we use the integral identity

$$_0^{\mathrm{}}𝑑te^{xt^2y/t^2}=\frac{1}{2}\sqrt{\frac{\pi }{x}}e^{2\sqrt{xy}}$$

where

$$t^2=1/\tau _2,x=\frac{n^2\beta ^2}{4\pi \alpha ^{}},y=\pi \alpha ^{}\left(\frac{R^2p^2}{\alpha _{}^{}{}_{}{}^{2}}+\frac{l^2}{R^2}+\stackrel{}{P}^2\right)$$

We also enforce the level matching condition with a Lagrange multiplier $`\tau _1`$ to obtain the free energy of the bosonic string

$`F={\displaystyle \underset{n,p,l}{}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\tau _2}{2\tau _2}}{\displaystyle _{1/2}^{1/2}}{\displaystyle \frac{d\tau _1}{(4\pi ^2\alpha ^{}\tau _2)^{13}}}\left({\displaystyle \frac{\alpha ^{}\tau _2}{R^2}}\right)^{1/2}\left|\eta (\tau )\right|^{48}`$ (6)
$`\mathrm{exp}\left[{\displaystyle \frac{\beta ^2n^2}{4\pi \alpha ^{}\tau _2}}\pi \alpha ^{}\tau _2\left({\displaystyle \frac{l^2}{R^2}}+{\displaystyle \frac{R^2p^2}{\alpha ^2}}\right)2\pi i\tau _1pl+n\beta B{\displaystyle \frac{Rp}{\alpha ^{}}}+n\beta A{\displaystyle \frac{l}{R}}\right]`$ (7)
The temperature independent $`n=0`$ term gives the vacuum energy, $`i.e.`$ the cosmological constant contribution, the other terms give the relevant thermodynamic potential.

To perform the integration over $`\tau _1`$ it is useful to rewrite the Dedekind eta function in terms of a series as in . One has

$$\left|\eta (\tau )\right|^{48}=e^{4\pi \tau _2}\left|\underset{m=1}{\overset{\mathrm{}}{}}\left(1e^{2\pi i\tau m}\right)\right|^{48}$$
(8)
and

$$\underset{d=1}{\overset{\mathrm{}}{}}\left(1z^d\right)^{24}\underset{r=0}{\overset{\mathrm{}}{}}d(r)z^r$$
(9)
where $`z=\mathrm{exp}(2\pi i\tau )`$.

Using (8) and (9), the $`\tau _1`$ integral in (7) can be easily performed

$$\underset{r,r^{}=0}{\overset{\mathrm{}}{}}d(r)d(r^{})e^{2\pi \tau _2(r+r^{})}_{1/2}^{1/2}𝑑\tau _1e^{2\pi i\tau _1(rr^{}+pl)}=\underset{r=0}{\overset{\mathrm{}}{}}d(r)d(r+pl)e^{2\pi \tau _2(2r+pl)}$$
(10)
The coefficient $`d(r)`$ is given by

$$d(r)=\frac{1}{2\pi i}\frac{G(z)}{z^{r+1}}$$
(11)
where

$$G(z)\underset{r=0}{\overset{\mathrm{}}{}}d(r)z^r=\mathrm{Tr}z^N=\underset{r=1}{\overset{\mathrm{}}{}}\left(1z^r\right)^{24}$$
(12)
The generating function $`G(z)`$ vanishes rapidly for $`z1`$, while if $`r`$ is very large $`z^{r+1}`$ is very small for $`z<1`$. Consequently, for large $`r`$ there is a sharply defined saddle point for $`z`$ near 1. Following  one gets

$$d(r)r^{27/4}e^{4\pi \sqrt{r}}$$
(13)
In the $`\tau _20`$ limit the sums are dominated by those integers for which $`r,l`$ and $`p`$ are such that $`r`$ and $`r+pl`$ are big, so that (13) could be used for $`d(r+pl)`$. Moreover, the dominant term is obtained by setting $`n=1`$. Then for $`\tau _20`$ we could use a saddle point procedure for the variables $`r`$, $`l`$ and $`p`$ to evaluate the sums

$$\underset{l,p}{}\underset{r=0}{\overset{\mathrm{}}{}}r^{27/4}(r+pl)^{27/4}e^{4\pi \left(\sqrt{r}+\sqrt{r+pl}\right)2\pi \tau _2(2r+pl)\pi \alpha ^{}\tau _2\left(\frac{l^2}{R^2}+\frac{R^2p^2}{\alpha ^2}\right)+\beta B\frac{Rp}{\alpha ^{}}+\beta A\frac{l}{R}}$$
(14)
The equations that are to be solved to find the maximum of the exponent are

$`{\displaystyle \frac{1}{\sqrt{r}}}+{\displaystyle \frac{1}{\sqrt{r+pl}}}2\tau _2=0`$ (15)
$`\beta {\displaystyle \frac{A}{R}}2\pi \alpha ^{}\tau _2{\displaystyle \frac{l}{R^2}}+2\pi {\displaystyle \frac{p}{\sqrt{r+pl}}}2\pi \tau _2p=0`$ (16)
$`\beta {\displaystyle \frac{BR}{\alpha ^{}}}2\pi \alpha ^{}\tau _2{\displaystyle \frac{pR^2}{\alpha ^2}}+2\pi {\displaystyle \frac{l}{\sqrt{r+pl}}}2\pi \tau _2l=0`$ (17)
The solutions for $`p,l`$ and $`r`$ read

$`p={\displaystyle \frac{\tau _2r}{12\tau _2\sqrt{r}}}{\displaystyle \frac{\beta }{2\pi R}}\left({\displaystyle \frac{A}{\tau _2\sqrt{r}}}AB\right)`$ (18)
$`l={\displaystyle \frac{\tau _2r}{12\tau _2\sqrt{r}}}{\displaystyle \frac{\beta R}{2\pi \alpha ^{}}}\left({\displaystyle \frac{B}{\tau _2\sqrt{r}}}BA\right)`$ (19)
$`\sqrt{r}={\displaystyle \frac{1}{2\tau _2}}\left(1\pm \sqrt{{\displaystyle \frac{1+\frac{\beta ^2}{16\pi ^2\alpha ^{}}(AB)^2}{1+\frac{\beta ^2}{16\pi ^2\alpha ^{}}(A+B)^2}}}\right)`$ (20)
To obtain the well-known solution for $`A=B=0`$, i.e. $`\sqrt{r}=1/\tau _2`$, we must choose the $`+`$ sign in the last equation.

Substituting the solutions (20) in (7) the exponent becomes

$$\frac{2\pi }{\tau _2}\left\{1\frac{\beta ^2}{8\pi ^2\alpha ^{}}\frac{\beta ^2(A^2+B^2)}{16\pi ^2\alpha ^{}}+\sqrt{\left(1\frac{\beta ^2(A+B)^2}{16\pi ^2\alpha ^{}}\right)\left(1\frac{\beta ^2(AB)^2}{16\pi ^2\alpha ^{}}\right)}\right\}$$
(21)
It is not difficult to see that this exponent vanishes when $`T=T_H=1/\beta _H`$, where

$$T_H=\frac{\sqrt{(1A^2)(1B^2)}}{4\pi \sqrt{\alpha ^{}}}$$
(22)
The Hagedorn temperature does not depend on the compactification radius and is smaller then the Hagedorn temperature in the absence of $`A`$ and $`B`$. It is interesting to notice that $`A`$ and $`B`$ play the role of the chemical potentials for the quantized momenta and winding modes in the compactified direction, respectively. In fact, the formula for the chemical potential dependent Hagedorn temperature derived in  can be shown to be identical to (22). In  the reduced chemical potentials for the quantized momenta and winding modes $`\overline{\mu }=\beta \mu `$ and $`\overline{\nu }=\beta \nu `$ were used. Thus, performing the necessary rescaling by $`\beta `$, one arrives, at the Hagedorn temperature

$$T_H=\frac{1}{4\pi \sqrt{\alpha ^{}}}\sqrt{(1(\nu R)^2)\left(1\left(\frac{\mu \alpha ^{}}{R}\right)^2\right)}$$
(23)
Comparing this with(22) we can identify

$$\nu \frac{A}{R},\mu \frac{RB}{\alpha ^{}}$$

In terms of $`A`$ and $`B`$ any dependence on the compactification radius $`R`$ disappears. This independence on $`R`$ is remarkable since it must hold even if the compactification radius is arbitrarily large. Of course, without the compactification in the first place, $`T_H`$ would be independent of $`A`$ and $`B`$ and would be the usual closed string value $`1/4\pi \sqrt{\alpha ^{}}`$. This non-commutativity of compactifying and going to the Hagedorn temperature is a result of the exponential growth of the density of states of the string which is independent of compactification radius. At the Hagedorn temperature, the thermal distribution of string states is unstable and the most favorable configuration is one long string that contains all of the energy. In order to know about the $`A`$ and $`B`$ fields, this long string must wrap the compactified light-like direction. Because of this non-extensive behavior, it always has enough energy to do that, no matter how large the radius $`R`$.

Similar expressions with similar conclusions can be reached for the case of the type II superstring and the result is given in (4).


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# Sequential Quarkonium Suppression

## I Introduction

The behavior of the heavy quarkonium states in hot strongly interacting matter was proposed as test of its confinement status, since a sufficiently hot deconfined medium will dissolve any binding between the quark-antiquark pair . Another possibility of dissociation of certain quarkonium states (subthreshold states at $`T=0`$) is the decay into open charm (beauty) mesons due to in-medium modification of quarkonia and heavy-light meson masses .

The production of $`J/\psi `$ and $`\mathrm{{\rm Y}}`$ mesons in hadronic reactions occurs in part through production of higher excited $`c\overline{c}`$ (or $`b\overline{b}`$) states and their decay into quarkonia ground state. Since the lifetime of different subthreshold quarkonium states is much larger than the typical life-time of the medium which may be produced in nucleus-nucleus collisions their decay occurs almost completely outside the produced medium. This means that the produced medium can be probed not only by the ground state quarkonium but also by different excited quarkonium states. Since different quarkonium states have different sizes ( binding energies ), one expects that higher excited states will dissolve at smaller temperature than the smaller and more tightly bound ground states. These facts may lead to a sequential suppression pattern in $`J/\psi `$ and $`\mathrm{{\rm Y}}`$ yield in nucleus-nucleus collision as the function of the energy density.

Here we will discuss heavy quarkonium dissociation below the deconfinement point where it is due to in-medium modification of the open charm (beauty) threshold  as well as above the deconfinement point due to the well known screening phenomenon .

## II Quarkonium production and feed-down

It is well known that $`J/\psi `$ production in hadron-hadron collision is to a considerable extent due to the production and subsequent decay of higher excited $`c\overline{c}`$ states . The feed-down from higher excited states was systematically studied in proton-nucleon and pion-nucleon interactions with $`300GeV`$ incident proton (pion) beams . In these studies the cross sections for direct production of different charmonium states (excluding feed-down) were measured. Then making use of the known branching ratios $`B[\chi _1(1P)\psi (1S)]=0.27\pm 0.02`$, $`B[\chi _2(1P)\psi (1S)]=0.14\pm .01`$, and $`B[\psi (2S)\psi (1S)]=0.55\pm 0.05`$, one obtains the fractional feed-down contributions $`f_i`$ of the different charmonium states to the observed $`J/\psi `$ production; these are shown in the second and third columns of Tab. 1

In the case of bottomonium the experiment provides only the inclusive (i.e. including also the feed-down from higher states) cross section for different $`(nS)`$ states . The feed-down from $`(nP)`$ states is known only for transverse momenta $`p_T8GeV/c`$ . To analyze the complete feed-down pattern, we thus have to find a way to extrapolate these data to $`p_T=0`$ as well as to determine the direct cross section for different $`(nS)`$ states. This can be done using the most simple and general model for quarkonium production, the color evaporation model . In particular this model predicts that the ratios of cross sections for production of different quarkonium states are energy independent. This prediction was found to be true for a considerable range of energies . The ratios between the different $`\chi _l(1P)`$ states in this model are predicted to be governed essentially by the orbital angular momentum degeneracy ; we thus expect for the corresponding cross-sections

$$\chi _0(1P):\chi _1(1P):\chi _2(1P)=1:3:5.$$
(1)
From Table 1 we have for $`\pi ^{}N`$ collisions $`\chi _2(1P)/\chi _1(1P)1.44\pm 0.38`$ and thus reasonable agreement with the predicted ratio 1.67. Actually, for $`pN`$ interactions, the experiment measures only the combined effect of $`\chi _1`$ and $`\chi _2`$ decay (30 % of the overall $`J/\psi `$ production); the listed values in Tab. 1 are obtained by distributing this in the ratio 3:5.

Using considerations based on color evaporation model, in particular Eq. (1), the feed-down from higher excited $`b\overline{b}`$ states to $`\mathrm{{\rm Y}}`$ production can be predicted ; the feed-down fraction are summarized in Tab.1. Alternatively the feed-down fraction from higher excited $`b\overline{b}`$ states can be predicted using NRQCD factorization formula . The results of this analysis are summarized in the last column of Tab. 1

| state | $`f_i(\pi ^{}N)`$i \[%\] | $`f_i(pN)`$ \[%\] | state | $`f_i(p\overline{p})`$ \[%\] | $`f_i^{NRQCD}(p\overline{p})`$ \[%\] |
| --- | --- | --- | --- | --- | --- |
| $`J/\psi (1S)`$ | 57 $`\pm `$ 3 | 62 $`\pm `$ 4 | $`\mathrm{{\rm Y}}(1S)`$ | 52 $`\pm `$ 9 | 52 $`\pm `$ 34 |
| $`\chi _1(1P)`$ | 20 $`\pm `$ 5 | 16 $`\pm `$ 4 | $`\chi _b(1P)`$ | 26 $`\pm `$ 7 | 24 $`\pm `$ 8 |
| $`\chi _2(1P)`$ | 15 $`\pm `$ 4 | 14 $`\pm `$ 4 | $`\mathrm{{\rm Y}}(2S)`$ | 10 $`\pm `$ 3 | 8 $`\pm `$ 7 |
| $`\psi (2S)`$ | 8 $`\pm `$ 2 | 8 $`\pm `$ 2 | $`\chi _b(2P)`$ | 10 $`\pm `$ 7 | 14 $`\pm `$ 4 |
|  |  |  | $`\mathrm{{\rm Y}}(3S)`$ | 2 $`\pm `$ 0.5 | 2 $`\pm `$ 2 |

TAB 1: Feed-down fractions for from higher excited states to the $`J/\psi `$ and $`\mathrm{{\rm Y}}`$ states.

## III Quarkonium dissociation below deconfinement

Recent lattice calculations of the heavy quark potential show evidence for the string breaking at finite temperature . On the lattice the potential is calculated from the Polyakov loop correlator, to which it is related by

$$V(r,T)=\mathrm{ln}<L(r)L^{}(0)>+C,$$
(2)
where $`L(r)`$ is the Polyakov loop (see e.g. Ref.  for definition). The normalization constant $`C`$ contains both the cut-off dependent self-energy and the entropy contributions $`TS`$ (for $`T0`$ $`\mathrm{ln}<L(r)L^{}(0)>`$ is actually the free energy of the static $`Q\overline{Q}`$ pair). For a properly chosen normalization constant $`C`$, $`V(r,T)`$ is the ground state energy of an infinitely heavy $`Q\overline{Q}`$ pair. In absence of dynamical quarks (quenched QCD) $`V(r,T)`$ is linearly rising with $`r`$ for large separations indicating the existence of a flux tube (string). If dynamical quarks are present the flux tube can decay (the string can break) by creating a pair of light quarks $`q\overline{q}`$ from the vacuum once $`V(r,T)`$ is larger then twice the binding energy of a heavy-light $`Q\overline{q}`$ ($`q\overline{Q}`$) meson ***Similar phenomenon occurs of course at $`T=0`$. However it is much more difficult to observe it on lattice (see e.g. ).. Thus the potential at very large distances is constant $`V_{\mathrm{}}(T)`$ and is equal to twice the binding energy of a heavy-light meson.

It is expected that medium effects are not important at very short distances. Therefore at very short distances the potential $`V(r,T)`$ should be given by the Cornell potential

$$V(r)=\frac{e}{r}+\sigma r$$
(3)
We use this fact to determine the normalization constant $`C`$ and set the potential to be of the Cornell form at the the smallest distance $`rT=0.25`$ available in lattice studies of , with $`e=0.4`$ as expected for (2+1)-flavor QCD . The resulting potential and $`V_{\mathrm{}}(T)`$ are shown in Fig. 1. Note the strong temperature dependence of $`V_{\mathrm{}}(T)`$. Since for sufficiently heavy quarks ($`m_Q\mathrm{\Lambda }_{QCD}`$) it does not matter whether the quark is infinitely heavy or just merely heavy, the open charm (beauty) meson masses are approximately given by $`2M_{D,B}(T)=2m_{c,b}+V_{\mathrm{}}(T)`$.

Now the temperature dependence of the different quarkonium states should be addressed. At zero temperature the heavy quark masses permit an application of potential theory for description quarkonium spectroscopy (see e.g. ). Furthermore it turns out that the time scale of gluodynamics relevant for quarkonium spectroscopy is smaller than $`(m_Qv)^1`$ ($`v`$ being the heavy quark velocity) . For sufficiently heavy quarks this time scale is much larger than the typical hadronic time scale $`\mathrm{\Lambda }_{QCD}^11fm`$. The decay of the flux-tube like all other hadronic decays has time scale of order $`1fm`$. Therefore in the potential theory the potential must always be of Cornell form (i.e. linearly rising at large distances). These considerations have direct phenomenological support. Namely, simple potential models with linearly rising potential can describe reasonably well also the quarkonium states above the open charm (beauty) threshold. Many of this higher excited states have effective radius of order or even larger than $`1fm`$ . Contrary to this situation in the case of the potential becoming flat around $`1fm`$ (the expected radius of string breaking at $`T=0`$) the higher excited states above the open charm (beauty) threshold simply do not exist. Therefore we have determined the temperature dependent heavy quarkonium masses from the Schrödinger equation with the temperature dependent string potential

$`V_{string}(r,T)`$ $`=`$ $`(e{\displaystyle \frac{1}{6}}\mathrm{arctan}(2rT)){\displaystyle \frac{1}{r}}+`$ (5)
$`(\sigma (T){\displaystyle \frac{\pi T^2}{3}}{\displaystyle \frac{2T^2}{3}}\mathrm{arctan}{\displaystyle \frac{1}{rT}})r+{\displaystyle \frac{1}{2}}\mathrm{ln}(1+4r^2T^2).`$
This form of the potential describes quite well the temperature dependence of the heavy quark potential in quenched QCD for appropriately chosen $`\sigma (T)`$ . In order to make contact to real QCD we set $`\alpha _s=0.4`$ and use $`T_c/\sqrt{\sigma }=0.425`$ from  for the deconfinement temperature ( by $`\sigma `$ we always denote the string tension at zero temperature). Furthermore we use the following values of the heavy quark masses, $`m_c=1.3GeV`$ and $`m_b=4.72GeV`$ as well as $`\sqrt{\sigma }=0.44GeV`$ for the zero temperature string tension. This values of parameters give a fairly good description of the observed quarkonium spectrum at zero temperature. The temperature dependence of the string tension was taken from . The resulting quarkonia masses are shown in Fig 2.

Since the smallest distance available on lattice is only $`0.25T^1`$ one may worry about possible medium effects at this distance and their role in determination of $`V_{\mathrm{}}(T)`$. Normalizing the Polyakov loop correlator (2) at $`r=1/(4T)`$ with Eq. (5), we thus obtain what might be a more reliable estimate of the plateau $`V_{\mathrm{}}(T)`$ than with the $`T=0`$ form (3). It turns out, however, that the two forms of short distance behavior resulting from the zero temperature Cornell potential (3) and (5) are practically identical, so that the normalization is in fact not affected by the in-medium modifications at larger distances. To consider further possible uncertainties of the normalization procedure, we have also normalized the Polyakov loop correlator at the next smallest distance $`r=\sqrt{2}/(4T)`$. The resulting two forms of $`V_{\mathrm{}}(T)`$ are shown in both Fig. 2. The difference between the two curves of $`V_{\mathrm{}}(T)`$ provides an estimate of the normalization error. Except for the region very near $`T=T_c`$, the uncertainty is seen to be quite small.

From Fig. 2 one can see that $`\psi ^{}`$ and $`\chi _c`$ states become an open charm states well below $`T_c`$ and can dissociate by decaying into $`D\overline{D}`$. The situation is similar for $`\mathrm{{\rm Y}}(3S)`$ and $`\chi _b(2P)`$ states which can decay into $`B\overline{B}`$ below $`T_c`$. For $`J/\psi `$, $`\chi _b(1P)`$ and $`\mathrm{{\rm Y}}(2S)`$ it is not possible to say whether they will dissociate above $`T_c`$ or just below $`T_c`$. Finally, the $`\mathrm{{\rm Y}}(1S)`$ state will definitely dissociate above the deconfinement.

## IV Quarkonium dissociation by color screening

In the deconfined phase it is customary to choose the constant $`C`$ in (2) to be the value of the correlator at infinite separation $`C=T\mathrm{ln}<L(r)L^{}(0)>|<L>|^2`$. The resulting connected correlator defines the so-called color averaged potential

$$V(r,T)=T\mathrm{ln}\frac{<L(r)L^{}(0)>}{|<L>|^2}$$
(6)
The color average potential can be written as the thermal average of the potentials in color singlet $`V_1(T,r)`$ and color octet $`V_8(T,r)`$ states:

$$\mathrm{exp}(V(r,T)/T)=\frac{1}{9}\mathrm{exp}(V_1(r,T)/T)+\frac{8}{9}\mathrm{exp}(V_8(r,T)/T)$$
(7)
In potential models it is assumed that quarkonium is dominantly a singlet $`Q\overline{Q}`$ state. Furthermore the octet channel is repulsive (at least in perturbation theory) and therefore only a singlet $`Q\overline{Q}`$ pair can be bound in the deconfined phase. Thus we need to know the singlet potential. The lattice data in the relevant case of 3 flavor QCD exist only for the averaged potential . The averaged potential in 3 flavor QCD are shown in Fig. 3 for three representative temperatures. Note that within present accuracy of the lattice calculations the potential vanishes beyond some distance $`r_0(T)`$ denoted by vertical arrows in Fig. 3. In perturbation theory, the leading terms for both are at high temperature and small $`r`$ ($`r<<T^1`$) of Coulombic form,

$$V_1(T,r)=\frac{4}{3}\frac{\alpha (T)}{r},V_8(T,r)=+\frac{1}{6}\frac{\alpha (T)}{r},$$
(8)
with $`\alpha (T)`$ for the temperature-dependent running coupling. In the region just above the deconfinement point $`T=T_c`$, there will certainly be significant non-perturbative effects of unknown form. We therefore first consider the high temperature regime, which we somewhat arbitrarily define as $`T1.45T_c`$. In this region, we attempt to parameterize the existing non-perturbative effects through a conventional screening form, replacing Eq. (8) by

$$\frac{3}{4}V_1(T,r)=6V_8(T,r)=\frac{\alpha (T)}{r}\mathrm{exp}\{\mu (T)r\},$$
(9)
where $`\mu (T)`$ denotes the effective screening mass in the deconfined medium. We fit the lattice data by (7/9) assuming $`\alpha (T)`$ and $`\mu (T)`$ to be unknown functions of $`T`$. Such a fit can describe the lattice data for $`T>1.45T_c`$ very well. Furthermore the temperature dependence of $`\alpha (T)`$ can be well described by 1-loop formula for the coupling in QCD with $`\mathrm{\Lambda }_{QCD}=(0.34\pm 0.01)T_c`$ and the screening mass $`\mu (T)`$ turns out to be constant in units of the temperature $`\mu (T)=(1.15\pm 0.02)T`$. A similar behavior of the screening mass was found in pure SU(2) and SU(3) gauge theory  \- . We shall now assume that the above form of the screening mass continues to remain valid as we lower the temperature to $`T_c`$. Such a constant screening mass down to $`T_c`$ is again expected from studies of pure gauge theory . On the other hand, quenched QCD (pure SU(3) gauge theory) studies indicate that when $`T`$ is lowered to $`T_c`$, the perturbative ratio $`V_1/V_8=8`$ will increase in favor of the singlet potential . We therefore try to describe the behavior just above $`T_c`$ by a potential of the form (7), in which the color octet potential is given by

$$V_8(T,r)=\frac{c(T)}{6}\frac{\alpha (T)}{r}\mathrm{exp}\{\mu r\}$$
(10)
instead of Eq. (9); the factor $`c(T)1`$ accounts for the expected reduction of octet interactions as $`TT_c`$. In the interval $`T_c<T<1.45T_c`$ we thus fit the lattice results for $`V(T,r)`$ in terms of the parameter $`c(T)`$ with $`\alpha (T)`$ and $`\mu (T)`$ given above. In this way we get again quite a good fit of the lattice data Refs.  at temperatures $`T<1.45T_c`$.

Now we are in a position to discuss quarkonium dissociation due to color screening. It is natural to assume that the heavy $`Q\overline{Q}`$ pair cannot exist as a bound state if its effective binding radius ( the mean distance between $`Q`$ and $`\overline{Q}`$) is larger than the screening radius of the medium. The effective radii for different bound states are calculated from the Schrödinger equation with the singlet potential described above.

$$\left[2m_a+\frac{1}{m_a}^2+V_1(r)\right]\mathrm{\Phi }_i^a=M_i^a\mathrm{\Phi }_i^a,$$
(11)
The screening radius of the medium can be identified with $`1/\mu (T)`$. However, the value of $`\mu (T)`$ strongly depends on assumption we have made to determine it. A more model independent and more conservative approach would be to identify the screening radius with $`r_0(T)`$ defined above. We use the latter approach. In Fig. 3 we show the effective radius of $`J/\psi `$ and $`\mathrm{{\rm Y}}`$ states and the screening radius as function of the temperature. The intersection of these curves defines the dissociation temperature of $`J/\psi `$ and $`\mathrm{{\rm Y}}`$ states. Similar analysis was done for excited states which may survive above $`T_c`$.

## V Summary and Conclusions

We have considered quarkonium dissociation in hot strongly interacting matter below as well as above the deconfinement. In a confined medium dissociation of certain quarkonium states occur due to in-medium modification of the open charm (beauty) threshold as well as the quarkonia masses. In the deconfined medium quarkonium dissociation is due to color screening. We summarize the dissociation temperature of different quarkonium states in Tab. 2. Combining these dissociation temperature with the feed-down fractions determined in section II we can predict the sequential suppression pattern of $`J/\psi `$ and $`\mathrm{{\rm Y}}`$ states as function of the temperature. These are summarized in Fig. 4. For a more accurate determination of the quarkonium suppression patterns, it would be desirable to carry out direct lattice studies of the color singlet potential and of its quark mass dependence, which may become important near the critical temperature. Furthermore, to make contact with nuclear collision experiments, a more precise determination of the energy density via lattice simulations is clearly needed, as is a clarification of the role of a finite baryochemical potential. For the latter problem, lattice studies are so far very difficult; nevertheless, a recent new approach  could make such studies feasible.

The methods used in the present study of in-medium modification of hadrons containing heavy quarks is of limited validity. A more accurate study of hadron properties in medium should be based on determination of hadron spectral function and their temperature dependence. Recent lattice studies indicate that a determination of hadron spectral function is possible at least within quenched approximation with the present days computer resources . Although at present the hadronic spectral function can be determined only in quenched approximation they may provide valuable test for the approach described here. In principle such studies will also include the dissociation of quarkonium states due to interaction with partonic constituents (thermal activation) in terms of width of the peaks in the calculated spectral function which is not accessible within present approach.

| $`q\overline{q}`$ | $`J/\mathrm{\Psi }`$ | $`\chi _c`$ | $`\psi ^{}`$ | $`\mathrm{{\rm Y}}(1S)`$ | $`\chi _b(1P)`$ | $`\mathrm{{\rm Y}}(2S)`$ | $`\chi _b(2P)`$ | $`\mathrm{{\rm Y}}(3S)`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| $`T/T_c`$ | 1.10 | 0.74 | 0.2 | 2.31 | 1.13 | 1.10 | 0.83 | 0.75 |

TAB 2: Dissociation temperatures of different quarkonium states.

Acknowledgments: The work has been supported by the DFG under grant FOR 339/1-2 and by BMFB under grant 06 BI 902.


text:
# References

The Exact Distribution of the Oscillation Period in the Underdamped One Dimensional Sinai Model

David S. Dean and Satya N. Majumdar

IRSAMC, Laboratoire de Physique Quantique (UMR 5626 du CNRS), Université Paul Sabatier, 118 route de Narbonne, 31062 Toulouse Cedex 04, France.

Abstract: We consider the Newtonian dynamics of a massive particle in a one dimemsional random potential which is a Brownian motion in space. This is the zero temperature nondamped Sinai model. As there is no dissipation the particle oscillates between two turning points where its kinetic energy becomes zero. The period of oscillation is a random variable fluctuating from sample to sample of the random potential. We compute the probability distribution of this period exactly and show that it has a power law tail for large period, $`P(T)T^{5/3}`$ and an essential singluarity $`P(T)\mathrm{exp}(1/T)`$ as $`T0`$. Our exact results are confirmed by numerical simulations and also via a simple scaling argument.

October 2001

Transport in random systems is an important and common physical phenomenon. Even small amounts of disorder in physical systems can dramatically modify their static and dynamical properties and lead to interesting and complex new physics. In presence of quenched, or time independent, disorder it is necessary to average physical quantities over different realizations of the disorder. This disorder averaging is often technically very difficult to carry out and few exact results exist, even in one dimension. In this Letter we study the zero temperature frictionless Newtonian dynamics of a particle in a one dimensional random potential which is a Brownian motion in space. Due to the absence of friction, the particle oscillates back and forth between two turning points where the kinetic energy becomes zero. The period of this oscillation is a random variable, varying from sample to sample of the disorder. The main result of this Letter is to present an exact result for the distribution of this time period.

In general the dynamics of a particle in a one dimsional force field can be represented by the Langevin equation

$$m\frac{d^2x}{dt^2}=\gamma \frac{dx}{dt}+F(x)+\eta (t),$$
(1)
where $`\gamma `$ is the friction coefficient and $`\eta (t)`$ represents a thermal noise with zero mean and a correlator $`\eta (t)\eta (t^{})=2\gamma k_BT\delta (tt^{})`$, $`T`$ being the temperature of the medium. The force field $`F(x)=d\varphi /dx`$ originates from the background potential $`\varphi (x)`$. We will consider the case when the potential $`\varphi (x)`$ is a Brownian motion in $`x`$. This means the force $`F(x)`$ is simply a Gaussian white noise in space with zero mean and a correlator $`F(x)F(x^{})=\delta (xx^{})`$.

The physics of this model is rather different in the two complimentary limits namely the overdamped and the underdamped case. In the overdamped limit where $`m=0`$, this model reduces to the celebrated Sinai model. Since its introduction the Sinai model has been studied extensively over the past two decades. It is well known that the disorder drastically alters the diffusive behaviour of the system and the mean squared displacement at any nonzero temperature grows with time as $`\overline{x_t^2}\mathrm{ln}^4(t)`$ for large $`t`$, where the angle brackets here indicate the thermal average (over $`\eta `$) and the overline indicates the disorder average (over $`F`$).

In the underdamped limit ($`m>0`$) this model represents, in the absence of thermal fluctuations ($`T=0`$), the deterministic motion of a massive particle in a random medium. Recently there has been a lot of interest in understanding the dynamics of manifolds in a random medium where one neglects the thermal fluctuations as a first approximation. The deterministic limit $`\eta =0`$ of Eq. (1) with $`m>0`$ then represents a toy model where one considers the motion of a zero dimensional manifold. For nonzero friction $`\gamma >0`$, the particle will eventually stop at some distance from the starting point since there is no thermal noise. Recently Jespersen and Fogedby studied the distribution of this stopping distance numerically and via simple scaling analysis. In the limit of vanishing friction $`\gamma =0`$, this model was earlier studied by Stepanow and Schultz who showed that the particle resumes normal diffusion in dimensions $`d>1`$ provided it starts with a nonzero initial velocity $`v_0`$. However, in one dimension with $`\gamma =0`$, the particle does not diffuse but oscillates between two turning points as mentioned before. In this Letter we focus on this limiting case in one dimension and calculate the distribution of the oscillation period exactly.

We set $`m=1`$ for convenience and study simply the equation

$$\frac{d^2x}{dt^2}=F(x),$$
(2)
where $`F(x)=d\varphi /dx`$ is a white noise with zero mean and a correlator $`F(x)F(x^{})=\delta (xx^{})`$. The potential $`\varphi (x)=\varphi _0+_0^xF(x^{})𝑑x^{}`$ is then a Brownian motion in $`x`$ which starts at the value $`\varphi (0)=\varphi _0`$ at $`x=0`$. Without loss of generality we set $`\varphi _0=0`$. We assume that the particle starts at $`t=0`$ at $`x=0`$ with an initial velocity $`v>0`$. The particle will move to the right until it reaches a turning point $`x_c`$ where $`\varphi (x_c)=v^2/2`$ and then it will move back down to the point $`0`$ where its velocity will be $`v`$ (see Fig. 1). We define by $`T`$ the time taken to arrive at the point $`x_c`$ starting from $`x=0`$. The particle will then move to the left till it similarly reaches the left turning point $`x_c^{}`$, the time taken to do this is $`T^{}`$. The total period of oscillation is then given by $`T_{osc}=2(T+T^{})`$. Since $`\varphi (x)`$ is a Brownian motion in $`x`$, it follows from its Markov property that $`\varphi (x)`$ for $`x>0`$ and $`x<0`$ are completely independent of each other. Thus $`T`$ and $`T^{}`$ are also independent and has the identical distribution which we compute below. The distribution of $`T_{osc}`$ then follows simply as the convolution of the distribution of $`2T`$ with that of $`2T^{}`$.

It is easy to express $`T`$ explicitly in terms of the potential $`\varphi (x)`$,

$$T=_0^{x_c}\frac{dx}{\sqrt{v^22\varphi (x)}},$$
(3)
where we have used $`\varphi _0=0`$. Since $`\varphi (x)`$ is random, the period $`T`$ is also a random variable whose distribution we denote by $`P(T)`$. Even though in the physical problem the turning time $`T`$ is given by the formula in Eq. (3) with $`\varphi _0=0`$, it is useful to consider the random variable $`T`$ in Eq. (3) as a function of an arbitrary $`\varphi _0`$ and compute the distribution $`P(T,\varphi _0)`$ that depends on $`\varphi _0`$. Eventually the distribution of the physical time $`T`$ is given by $`P(T)=P(T,0)`$. We define the Laplace transform

$$Q(\mu ,\varphi _0)=_0^{\mathrm{}}P(T,\varphi _0)\mathrm{exp}(\mu T)𝑑T.$$
(4)
Substituting the explicit form of $`T`$ from Eq. (3) in the Laplace transform one finds

$$Q(\mu ,\varphi _0)=E_{\varphi _0}\left[\mathrm{exp}\left(\mu _0^{x_c}V(\varphi (x))𝑑x\right)\right]$$
(5)
where $`E_{\varphi _0}`$ denotes the expectation value over Brownian paths starting at $`\varphi _0`$ at time  $`x=0`$ and

$$V(\varphi (x))=\frac{1}{\sqrt{v^22\varphi (x)}}.$$
(6)
There is a nice probabilistic interpretation of $`Q(\mu ,\varphi _0)`$ in Eq. (5). Consider a Brownian trajectory $`\{\varphi (x):0x\mathrm{}\}`$ starting at $`\varphi _0`$ at $`x=0`$. If the particle is killed with probability $`\mu V(\varphi (x))dx`$ in the time interval $`[x,x+dx]`$, then $`Q(\mu ,\varphi _0)`$ is simply the probability that the particle is not killed before reaching the level $`\varphi =\frac{v^2}{2}`$. In this interpretation $`x_c=H_{\frac{v^2}{2}}`$, where $`H_a`$ is the first hitting time at level $`a`$, i.e., $`H_a=inf_{x>0}\{x:\varphi (x)=a\}`$.

To calculate $`Q(\mu ,\varphi _0)`$ we employ the standard backward Fokker Planck technique  in the following way. One first evolves the Brownian motion over an infinitesimal time interval $`dx`$ from the initial time $`x=0`$. The Brownian path starts at $`\varphi _0`$ at $`x=0`$. In time $`dx`$ it evolves to a new position $`\varphi _0+d\varphi _0`$. Thus the initial position of the trajectory that starts at time $`dx`$ is $`\varphi _0+d\varphi _0`$. As a result of this infinitesimal change the function $`Q(\mu ,\varphi _0)`$ evolves as

$$Q(\mu ,\varphi _0)=\left(1\mu V(\varphi _0)dx\right)E_{d\varphi _0}\left[Q(\mu ,\varphi _0+d\varphi _0)\right].$$
(7)
The Eq. (7) follows from the fact that the particle survives in the interval $`[0,dx]`$ with probability $`\left(1\mu V(\varphi _0)dx\right)`$ and then restarts its trajectory from the point $`\varphi _0+d\varphi _0`$ at time $`dx`$. Of course the variable $`d\varphi _0`$ is random and one needs to sum over all histories of evolution in the interval $`[0,dx]`$ which is denoted by the expectation $`E_{d\varphi _0}`$ in Eq. (7). Using the Ito prescription we average over $`d\varphi _0`$ to first order in $`dx`$ and then equating the terms of order $`dx`$ yields the time independent Schrodinger equation

$$\frac{1}{2}\frac{d^2}{d\varphi _0^2}Q(\mu ,\varphi _0)\mu V(\varphi _0)Q(\mu ,\varphi _0)=0,$$
(8)
where $`V(\varphi )`$ is given by Eq. (6). The function $`Q`$ satisfies the following boundary conditions: (i) $`Q(\mu ,v^2/2)=1`$. This follows from the fact that if $`\varphi _0=v^2/2`$, then by definition the hitting time $`H_{\frac{v^2}{2}}=0`$ and subsequently $`x_c=0`$ in Eq. (5). (ii) $`Q(\mu ,\mathrm{})=0`$, as if $`\varphi (0)\mathrm{}`$, the hitting time $`H_{\frac{v^2}{2}}\mathrm{}`$ implying $`x_c\mathrm{}`$. Subsequently the integral in Eq. (5) diverges since $`V(\varphi (x))>0`$ even when $`x\mathrm{}`$ and one obtains this boundary condition.

Making the change of variables $`y=\sqrt{v^22\varphi _0}`$ in Eq. (8) we get

$$\frac{d^2Q}{dy^2}\frac{1}{y}\frac{dQ}{dy}2\mu yQ=0.$$
(9)
The general solution to this equation is

$$Q(y)=AyK_{2/3}\left[\sqrt{\frac{8\mu y^3}{9}}\right]+ByI_{2/3}\left[\sqrt{\frac{8\mu y^3}{9}}\right],$$
(10)
where $`A`$ and $`B`$ are constants and $`K_\nu (z)`$ and $`I_\nu (z)`$ are modified Bessel functions of index $`\nu `$. As $`\varphi _0\mathrm{}`$, $`y\mathrm{}`$. In this limit the boundary condition (ii) implies the constant $`B=0`$ since $`I_\nu (z)`$ diverges for large argument. The boundary condition (i) implies that as $`y0`$, $`Q(y)1`$ which fixes the constant $`A=2^{4/3}\mu ^{1/3}/\mathrm{\Gamma }(2/3)3^{2/3}`$. Changing back to the $`\varphi _0`$ variable, we then have the exact expression for $`Q(\mu ,\varphi _0)`$

$$Q(\mu ,\varphi _0)=\frac{2^{\frac{4}{3}}\mu ^{\frac{1}{3}}}{\mathrm{\Gamma }(\frac{2}{3})3^{\frac{2}{3}}}\sqrt{v^22\varphi _0}K_{2/3}\left[\sqrt{\frac{8\mu (v^22\varphi _0)^{3/2}}{9}}\right].$$
(11)
The distribution $`P(T,\varphi _0)`$ is then obtained by inverting the Laplace transform in Eq. (11) which fortunately can be done exactly . Setting $`\varphi _0=0`$ we finally obtain

$$P(T)=\frac{2^{\frac{2}{3}}v^2}{3^{\frac{4}{3}}\mathrm{\Gamma }(\frac{2}{3})}T^{\frac{5}{3}}\mathrm{exp}\left[\frac{2v^3}{9T}\right].$$
(12)
One can easily check that this distribution is normalized. In terms of the scaled variable $`\tau =\frac{9T}{2v^3}`$ we find that the probability density $`p(\tau )=P(T)dT/d\tau `$ of $`\tau `$ becomes independent of $`v`$ and is given by the simple expression

$$p(\tau )=\frac{1}{\mathrm{\Gamma }(\frac{2}{3})}\tau ^{\frac{5}{3}}\mathrm{exp}\left(\frac{1}{\tau }\right),$$
(13)
which is valid for all $`t0`$. In particular for large $`\tau `$, $`p(\tau )\tau ^\alpha `$ decays as a power law with the exponent $`\alpha =\frac{5}{3}`$. Thus none of the integer moments of the distribution exists and there are periods of all sizes extending upto infinity. The distribution $`P(T)`$ has a unique maximum at $`T=T_m=\frac{2}{15}v^3`$ indicating the existence of a most probable turning time $`T_m`$.

The exponent $`\alpha =5/3`$ can also be derived by an intuitive scaling argument. ¿From the energy conservation it follows that $`\varphi (x_c)\varphi (x_0)=(dx_0/dt)^2/2`$ where $`x_c`$ is the turning point, $`x_0`$ is any other reference point and $`dx_0/dt`$ is the velocity at $`x_0`$. For large $`|x_cx_0|`$, clearly $`\varphi (x_c)\varphi (x_0)`$ typically scales as $`\sqrt{|x_cx_0|}`$ since $`\varphi (x)`$ is a Brownian motion. This indicates $`dx_0/dt|x_cx_0|^{1/4}`$ and hence $`|x_cx_0|t^{4/3}`$ for large $`t`$. The distribution of $`x_c`$ behaves as $`\rho (x_c)x_c^{3/2}`$ for large $`x_c`$ since $`x_c`$ is simply the first passage time to the level $`v^2/2`$ of a Brownian walker starting at the origin. It then follows that the distribution of the turing time $`t|x_cx_0|^{3/4}`$ has a power law tail $`t^\alpha `$ with $`\alpha =5/3`$. In fact this scaling argument can be generalized to an arbitrary random potential with a surface roughness exponent $`\chi `$, such that $`\varphi (x)x^\chi `$ ($`\chi =1/2`$ for the Brownian case). The distribution of the first passage time in general has a power law decay, $`\rho (x_c)x_c^{1\theta _s}`$ where $`\theta _s`$ is the spatial persistence exponent. Following the same argument as in the Brownian case, one finds that the distribution of turning time has a power law tail with an exponent $`\alpha =1+2\theta _s/(2\chi )`$. For the Brownian case where $`\chi =1/2`$ and $`\theta _s=1/2`$, one recovers $`\alpha =5/3`$.

The distribution (13) has a rather remarkable link with the original (over damped) Sinai model in the interval $`[0,\mathrm{}]`$, in presence of an external force $`F_{ext}=f_0`$ in the interval $`[0,\mathrm{}]`$. Here the partition function in the canonical ensemble is given by

$$Z=_0^{\mathrm{}}\mathrm{exp}\left[\beta (\varphi (x)+f_0x)\right]𝑑x$$
(14)
where $`\beta `$ is the inverse temperature. For $`f_0>0`$ the distribution $`\rho (Z)`$ of $`Z`$ exists, can be computed exactly and is given by

$$\rho (Z)=\frac{\beta ^2}{2\mathrm{\Gamma }(\frac{2f_0}{\beta })}\left(\frac{2}{\beta ^2Z}\right)^{1+\frac{2f_0}{\beta }}\mathrm{exp}\left(\frac{2}{\beta ^2Z}\right).$$
(15)
Hence, when $`f_0=\beta /3`$ the partition function $`Z`$ (up to a constant multiplicative factor) for the statics of the Sinai model in the presence of a constant force $`f_0`$ (towards the origin) has the same distribution as the turning time $`T`$ in our model.

We have also verified our exact results via the numerical integration of Eq. (3). We chose a discretization of the integral as follows

$`T(i+1)`$ $`=`$ $`T(i)+{\displaystyle \frac{\mathrm{\Delta }x}{\sqrt{v^22\varphi (i)}}}`$ (16)
$`\varphi (i+1)`$ $`=`$ $`\varphi (i)+\sigma _i\sqrt{\mathrm{\Delta }x}`$ (17)
Here the $`\sigma _i`$ are independent gaussian variables of mean zero and variance one. The Brownian limit is clearly approached when $`\mathrm{\Delta }x0`$. This system is integrated up till the point $`i`$ where $`\varphi (i+1)>\frac{v^2}{2}`$ and the value of $`T(i)`$ recorded. This is done for $`5\times 10^5`$ realizations to construct the histogram of the $`T`$. The fact that $`T`$ has a broad distribution implies that the number of integration steps required for a given sample can become very large. Therefore a temporal cutoff $`T^{}`$ is placed on the values of $`T`$ measured. This means we discard those samples where $`T`$ exceeds a large fixed value $`T^{}`$. Thus the numerical histogram, once normalized, has the distribution

$$P(T,T^{})=\frac{P(T)\theta (T^{}T)}{_0^T^{}P(S)𝑑S}.$$
(18)
In the limit when $`T^{}`$ is large, $`P(T,T^{})P(T)`$. We first compute $`P(T,T^{})`$ analytically from Eq. (18) using the exact form of $`P(T)`$ from Eq. (12). We then compare this analytical result with the numerically obtained $`P(T,T^{})`$ in Fig. (2) using the scaled variable $`\tau =9T/2v^3`$ with the choice $`v=1`$ and $`T^{}=5000`$. The agreement is evidently excellent.


text:
# Untitled Document

15 February 2001  quant-ph/0110028

PARRONDO GAMES AS

LATTICE GAS AUTOMATA

David A. Meyer<sup>∗†</sup> and Heather Blumer

Project in Geometry and Physics, Department of Mathematics

University of California/San Diego, La Jolla, CA 92093-0112

Institute for Physical Sciences, Los Alamos, NM 87544

dmeyer@chonji.ucsd.edu, hblumer@lanl.gov

ABSTRACT

Parrondo games are coin flipping games with the surprising property that alternating plays of two losing games can produce a winning game. We show that this phenomenon can be modelled by probabilistic lattice gas automata. Furthermore, motivated by the recent introduction of quantum coin flipping games, we show that quantum lattice gas automata provide an interesting definition for quantum Parrondo games.

2001 Physics and Astronomy Classification Scheme: 02.70.Ns, 05.40.Fb, 03.65.Pm, 02.50.Le.

2000 American Mathematical Society Subject Classification: 60J60, 82C10, 60G50, 91A15.

Key Words: Parrondo games, lattice gas automata, quantum games, quantum lattice gas automata, correlated random walk.

Expanded version of an invited talk presented at the Ninth International Conference on Discrete Models in Fluid Mechanics held in Santa Fe, NM, 21–24 August 2000.

0. Introduction

The simplest quantum lattice gas automata (QLGA) provide discrete models for the $`1+1`$ dimensional Dirac equation  and the multiparticle Schrödinger equation . More complicated QLGA can be constructed to model potentials , inhomogeneities and boundary conditions . In this talk we motivate the introduction of a QLGA model from a completely new perspective—Parrondo games.

A Parrondo game is a sequence of plays of two simpler games, each of which involves flipping biased coins. In §1 we review the somewhat surprising result that even if each of the simpler games is a losing game, an alternating sequence of them can be a winning game . Meyer has recently initiated the study of quantum game theory with an example of a coin flipping game, PQ PENNY FLIP . This raises the natural question: Is there a quantum version of Parrondo games? Although the quantum Parrondo game we construct is not a two player game (as PQ PENNY FLIP is) it introduces a formalism for coherently iterated games which we expect to be useful in contexts involving one, two, or more players.

Parrondo invented the coin flipping game, however, to illustrate a physical phenomenon—Brownian ratchets ; in §2 we explain this connection in terms of a probabilistic discrete model—a random walk. This stochastic microscopic model captures the macroscopic irreversible behavior of ratcheting, but raises the concern that a microscopic quantum model which is exactly unitary may not be able to do so . The more immediate difficulty is the absence of any unitary version of a random walk. To get a ‘quantizable’ model we must first generalize to a correlated random walk , or equivalently, a probabilistic LGA; we explain this in §3.

From here it is only a small step—actually an analytic continuation —to a single particle QLGA. We review the unitary evolution rules in §4, emphasizing the inclusion of potentials which are necessary to model ratcheting. §5 contains the results of simulations which appear to illustrate quantum ratcheting, and which lead us to answer our motivating question by interpreting the single particle QLGA with appropriate potentials as a quantum Parrondo game. We conclude in §6 with a summary and some more physical observations.

1. Parrondo games

Consider games which involve flipping a coin: winning 1 when it lands head up and losing 1 when it lands tail up. Suppose there are three biased coins $`A`$, $`B_0`$, and $`B_1`$, with probabilities of landing head up of $`p_a`$, $`p_0`$, and $`p_1`$, respectively. Define game $`A`$ to consist of repeatedly flipping coin $`A`$. For $`p_a<\frac{1}{2}`$, $`A`$ is a losing game in the sense that if the initial stake is $`x=0`$, after $`t`$ plays the expected value of the payoff is $`x=t(2p_a1)<0`$. Even though one may win sometimes, in the long run one must expect to lose.

After each flip the payoff $`x`$ changes by $`\pm 1`$. Define game $`B`$ to consist of repeatedly flipping coins $`B_0`$ and $`B_1`$: $`B_0`$ when $`x0`$ (mod 3) and $`B_1`$ otherwise. This defines a Markov process on $`x`$ (mod 3) with transition matrix

$$T_B=\left(\begin{array}{ccc}0& 1p_1& p_1\\ p_0& 0& 1p_1\\ 1p_0& p_1& 0\end{array}\right).$$
$`(1)`$
The equilibrium state, i.e., the eigenvector $`(v_0,v_1,v_2)`$ of $`T_B`$ with eigenvalue 1 (normalized by $`v_i0`$, $`v_i=1`$) determines the long time behavior of the game: for large $`t`$, the expected payoff is $`x=t[(2p_01)v_0+(2p_11)(v_1+v_2)]`$. Thus $`B`$ is a fair game iff the matrix

$$\left(\begin{array}{ccc}1& 1p_1& p_1\\ p_0& 1& 1p_1\\ 2p_01& 2p_11& 2p_11\end{array}\right)$$
$`(2)`$
is singular, i.e., iff

$$p_0=\frac{12p_1+p_1^2}{12p_1+2p_1^2}.$$
$`(3)`$
One specific solution to equation (3) is $`(p_0,p_1)=(\frac{1}{10},\frac{3}{4})`$, but for a Parrondo game, $`B`$ should be a losing game, which means choosing $`p_0`$ and $`p_1`$ such that $`\text{LHS}(3)<\text{RHS}(3)`$. Figure 1 plots $`x`$ as a function of $`t`$ for $`A`$ and $`B`$ games defined by $`p_a=\frac{1}{2}ϵ`$, $`p_0=\frac{1}{10}ϵ`$,

and $`p_1=\frac{3}{4}ϵ`$, with $`ϵ=0.005`$. Each is clearly a losing game.

Figure 1. The expected payoffs for games $`B`$, $`A`$ and $`AABB`$ as a function of number of plays $`t`$. Although $`A`$ and $`B`$ are losing games, the combination $`AABB`$ is a winning game.  Now suppose we combine these games. More precisely, suppose they are played in the order $`AABB`$, repeatedly. Figure 1 plots the expected result of this game as well. Parrondo’s ‘paradoxical’ observation is that this combination of two losinggames is a winning game! To understand this phenomenon, rather than attempting to generalize the Markov process analysis of equations (1)–(3), let us go back to the physical system which motivated Parrondo.

2. Brownian ratchets

The payoff $`x`$ for game $`A`$ with $`p_a=\frac{1}{2}`$ executes an unbiased random walk on the integers, which is a discrete model for the diffusion equation in $`1+1`$ dimensions :

$$\rho _t=D\rho _{xx}.$$
$`(4)`$
That is, the distribution $`p(x,t)=\mathrm{Prob}(\mathrm{payoff}=x\mathrm{at}\mathrm{time}=t)`$ approximates $`\rho (x,t)`$ in (4) with $`D=(\mathrm{\Delta }x)^2/2\mathrm{\Delta }t`$. For $`p_a\frac{1}{2}`$ the random walk is biased and is a discrete model for diffusion with linear advection :

$$\rho _t+c\rho _x=D\rho _{xx},$$
$`(5)`$
where $`c=(2p_a1)\mathrm{\Delta }x/\mathrm{\Delta }t`$. Equation (5) describes Brownian motion of a particle in a linear potential $`V_A(x)(2p_a1)x`$; the particle diffuses and tends downhill, as shown in Figure 2

Figures 2–4 correspond to the same exact calculation of the distributions of payoffs for which the expectation values are plotted in Figure 1. To compensate for the familiar $`\text{}_2`$ ‘spurious’ conserved quantity in $`1+1`$ dimensional LGA , the ‘$`t=100`$’ distributions plotted in Figures 2–4 are actually $`\left[p(x,99)+2p(x,100)+p(x,101)\right]/4`$. for the case $`p_a=\frac{1}{2}ϵ`$ simulated in §1.

Figure 2. The payoff distribution for game $`A`$ after 100 plays. $`V_A\left(x\right)`$ is also graphed, in different vertical units. The initial distribution concentrated at $`x=0`$ has spread and shifted downhill; the peak is now at $`1`$.    Figure 3. The payoff distribution for game $`B`$ after 100 plays. $`V_B\left(x\right)`$ is also graphed, in different vertical units. The initial distribution concentrated at $`x=0`$ has spread and concentrated in the valleys of $`V_B`$, but also shifted downhill.

Similarly, game $`B`$ corresponds to Brownian motion of a particle in a piecewise linear potential. For a fair game, i.e., for $`p_0`$ and $`p_1`$ satisfying equation (3), the potential (as well as its gradient) is periodic:

$$V(x)\{\begin{array}{cc}(2p_01)x\hfill & \text{if }|x3n|b\text{}n\text{}\text{;}\hfill \\ (2p_11)x\hfill & \text{otherwise.}\hfill \end{array}$$
$`(6)`$
Here we assume $`0p_0<\frac{1}{2}<p_1<\mathrm{min}\{1,(34p_0)/2\}`$ and hence

$$0<b=\frac{3(2p_11)}{4(p_1p_0)}<1$$

makes the piecewise linear potential continuous. For the losing game $`B`$ simulated in §1, subtracting $`ϵ`$ from the fair game probabilities $`\frac{1}{10}`$ and $`\frac{3}{4}`$ for $`p_0`$ and $`p_1`$ corresponds to adding the $`A`$ game potential to the fair $`B`$ game potential of (6): $`V_B(x)=V(x)+V_A(x)`$. In this potential, as shown in Figure 3, the particle diffuses, concentrates in valleys, and tends downhill.

Figure 4. The payoff distribution for the alternating game $`AABB`$ after 100 plays. Although the initial distribution has spread and concentrated, it has shifted uphill.  Finally, Figure 4 shows the distribution of payoffs for the combined $`AABB`$ game. Alternating the games models a ‘flashing’ potential , which allows diffusion uphill during $`A`$ to be concentrated into uphill valleys by $`B`$, leading to an average movement uphill. This phenomenon illustrates the use of a ratchet as a thermal engine, first explained by Smoluchowski  and subsequently discussed by Feynman , by Parrondo and Español , and by Abbott, Davis and Parrondo . Such Brownian ratchets have been created experimentally in electromechanical  and optical  systems.

Recognizing Parrondo games as Brownian ratchets raises concerns about constructing quantum mechanical versions of them : the thermal ratchet engine works only for systems which are out-of-equilibrium (they require heat baths at two different temperatures) and dissipative (the pawl must bounce inelastically off the ratchet). It is hard to imagine exactly unitary systems modelling either of these properties. In fact, recent theoretical analysis  and experimental observation  of quantum ratcheting have depended on some degree of dissipation/decoherence. Our goal, in contrast, is an exactly unitary model.

3. Correlated random walks

The first obstacle we must overcome is the non-existence of a quantum random walk. More precisely, there is no nontrivial unitary band diagonal matrix which would describe the transition amplitudes from each lattice site to some neighboring set of lattice sites . The intuition for this result is that the evolution of nontrivial classical random walks is not invertible and unitarity is simply the quantum manifestation of invertibility.

Figure 5. Evolution rules for a correlated random walk. The reflected rules may or may not have the same probabilities; if they do not, the random walk is biased.  To construct an invertible model we must add an extra bit of information to each lattice site in , the direction from which the particle reached that site. Figure 5 illustrates such a model: the arrows pointing to lattice sites record the direction from which the site was reached and the (probabilistic) evolution rule shown is that the particle has probability $`p`$ of continuing in the same direction and probability $`1p`$ of changing direction. This is a correlated random walk : the probabilities for successive steps are not independent for $`p\frac{1}{2}`$. For $`p=\frac{1}{2}`$, however, they are uncorrelated, so this model specializes to the standard random walk. To obtain an uncorrelated but biased random walk, the probabilities should be independent of the previous outcome, but not symmetric under reflection (i.e., parity).

We can also think of this as a probabilistic LGA. The extra bit of information is the particle momentum and, as we have described it, one timestep of the evolution consists of two parts: scattering, defined by a stochastic matrix

$$S=\begin{array}{ccccc}& & & & \\ & (\mathrm{}& p& 1p& )\mathrm{}\\ & 1p& p\end{array},$$
$`(7)`$
followed by advection. Although this is the opposite order to the usual way we think of LGA evolution, the two only differ by a time translation of ‘half a timestep’. In fact, long before the earliest LGA were constructed to model fluid flow , Goldstein  and Kac  showed that this probabilistic LGA is a discrete model for a physical system—a $`1+1`$ dimensional wave equation with dissipation:

$$\frac{1}{v^2}\varphi _{tt}+\frac{2a}{v^2}\varphi _t\varphi _{xx}=0,$$

where $`v=\mathrm{\Delta }x/\mathrm{\Delta }t`$ and $`a=(1p)/\mathrm{\Delta }t`$. The $`a0`$ limit of this ‘telegrapher equation’ is the wave equation, and the $`a,v\mathrm{}`$ limit with $`v^2/2a=D`$ is the diffusion equation (4).

This correlated random walk/probabilistic LGA corresponds to a generalization of coin flipping games in which the probability of winning each play depends on the outcome of the previous play, and thus provides a framework in which to generalize Parrondo games. Parrondo, Harmer and Abbott have also introduced a generalization in which the probability of winning each play depends on the history of the game to that point—the past two outcomes in their case—although their motivation is to eliminate the $`x`$ dependence of the game . Our motivation is different: we want to preserve this dependence, since it corresponds to a spatially varying potential, but use the generalization instead to construct unitary versions of these games.

4. Quantum lattice gas automata

Now that we have a stochastic scattering matrix (7), it is straightforward to replace it with a unitary matrix

$$U=\begin{array}{ccccc}& & & & \\ & (\mathrm{}& \mathrm{cos}\theta & i\mathrm{sin}\theta & )\mathrm{}\\ & i\mathrm{sin}\theta & \mathrm{cos}\theta \end{array},$$
$`(8)`$
although we must reinterpret the state space of the LGA to do so. Let $`|x,\alpha `$ denote the presence of a particle at lattice site $`x\text{}`$ with momentum $`\alpha \{\pm 1\}`$. States of the probabilistic LGA are convex combinations

$$f=f_{x,\alpha }|x,\alpha ,\mathrm{with}0f_{x,\alpha }\text{}\mathrm{and}f_{x,\alpha }=1,$$
$`(9)`$
so that $`f_{x,\alpha }`$ is the probability that the particle is in the state $`|x,\alpha `$. Evolution consists of scattering according to (7):

$$\begin{array}{ccc}\hfill |x,\alpha & p|x,\alpha +(1p)|x,\alpha ,\hfill & \\ \multicolumn{3}{c}{\text{followed by advection}}\\ & p|x+\alpha ,\alpha +(1p)|x\alpha ,\alpha ,\hfill & \end{array}$$

extended by linearity to general states $`f`$ (9).

For a QLGA, the general one particle state is a vector in Hilbert space :

$$\psi =\psi _{x,\alpha }|x,\alpha ,\mathrm{with}\psi _{x,\alpha }\text{}\mathrm{and}|\psi _{x,\alpha }|^2=1,$$
$`(10)`$
so that $`\psi _{x,\alpha }`$ is the amplitude of the state $`|x,\alpha `$ and $`|\psi _{x,\alpha }|^2`$ is the probability that, if measured in this basis, the particle is observed to be in state $`|x,\alpha `$. Quantum evolution consists of scattering according to (8):

$$\begin{array}{ccc}\hfill |x,\alpha & \mathrm{cos}\theta |x,\alpha +i\mathrm{sin}\theta |x,\alpha ,\hfill & \\ \multicolumn{3}{c}{\text{followed by advection}}\\ & \mathrm{cos}\theta |x+\alpha ,\alpha +i\mathrm{sin}\theta |x\alpha ,\alpha ,\hfill & \end{array}$$

extended by linearity to general states $`\psi `$ (10). This evolution is unitary because the scattering stage is, and because the advection is deterministic. Furthermore, we can include a potential with multiplication by an $`x`$-dependent phase $`e^{iV(x)}`$ ; the evolution remains unitary. The problem thus reduces to picking parameters $`\theta `$, $`V(x,t)`$ to achieve ratcheting—which we can also interpret as a quantum Parrondo phenomenon.

5. Quantum Parrondo games

Since we are going to exhibit our results as outputs of simulations, we should first remark that although we may think of our single particle QLGA as a particle moving from lattice site to lattice site with specified amplitudes, on a classical computer we must simulate it using a lattice Boltzmann method. That is, we must keep track of the whole vector $`\psi `$ and evolve that at each timestep. In fact, this is how we performed the exact computations for the probabilistic LGA for Figures 1–4. In the probabilistic case we have the option of simulating it as a lattice gas and averaging over multiple runs—the results of Harmer and Abbott were obtained this way, using 50,000 runs —but for the quantum case we do not have this option.

Figure 6. The expected payoffs for quantum games $`B`$, $`A`$ and $`BAAAA`$ as a function of number of plays $`t`$. Although $`A`$ and $`B`$ are losing games, the combination $`BAAAA`$, played repeatedly, is a winning game over this range of numbers of plays. These results illustrate the same ‘paradoxical’ phenomenon as those in Figure 1 do for the classical Parrondo game.    Figure 7. The payoff distribution for quantum game $`A`$ after 100 plays. $`V_A\left(x\right)`$ is also graphed, in different vertical units. The initial distribution concentrated at $`x=0`$ contained equal left and right moving amplitudes which have shifted to peaks at about $`\pm 68`$ and spread. Interference has created a series of peaks at smaller absolute payoffs; the average has shifted slightly downhill.

We set $`\theta =\frac{\pi }{4}`$ in (8) so that the magnitudes of the amplitudes are all the same—this is the analogue of an unbiased, uncorrelated random walk. The initial state is an equal superposition of $`|0,1`$ and $`|0,+1`$ so that there is the same initial capital—zero—as in the classical simulations, and no bias for the initial momentum/state at $`t=1`$. Figure 6 shows the expectation value $`x`$ as a function of $`t`$ for

$$V_A(x)=\frac{2\pi }{5000}x\mathrm{and}V_B(x)=\frac{\pi }{3}[1\frac{1}{2}(x\mathrm{mod}3)]+V_A(x).$$

As in the classical case, $`V_A`$ is a linear potential, as shown in Figure 7, and $`V_B`$ is a piecewise linear 3-periodic potential superimposed on $`V_A`$, as shown in Figure 8. Figure 6 shows that the behavior is similar to the classical cases: Potentials $`V_A`$ and $`V_B`$ individually force $`x`$ downhill, but the flashing pattern—$`BAAAA`$, repeated—drives $`x`$ uphill. (We chose the parameters in these potentials to produce expectation value curves similar to those shown in the classical cases; they differ by only about a factor of 2 after 100 plays.) As shown in Figure 7, the evolution in $`V_A`$ is biased downhill, but looks very little like the diffusive evolution of Figure 2. Similarly, as shown in Figure 8, the evolution in $`V_B`$ is biased downhill, and concentrates periodically, but otherwise looks quite different than the

Figure 8. The payoff distribution for quantum game $`B`$ after 100 plays. $`V_B\left(x\right)`$ is also graphed, in different vertical units. The initial distribution has shifted left/right, and spread. $`V_B`$ has caused a more complicated interference pattern than $`V_A`$, but the average has also shifted downhill.    Figure 9. The payoff distribution for the alternating game $`BAAAA`$ after 100 plays. The distribution still shows the results of interference, but the large positive peak slightly outweighs the large negative peak to give an average which has moved uphill.

diffusive evolution of Figure 3. Finally, as shown in Figure 9, flashing the potentials in the order $`BAAAA`$, repeatedly, biases the evolution uphill, but still in a way unlike the classical case of Figure 4. Interpreting this QLGA as a quantum Parrondo game, Figure 9 shows that this is a game for gamblers with high tolerance for risk—the large probability of a big loss is just barely outweighed by the slightly larger probability of a big win.

6. Conclusions

By interpreting classical Parrondo games as probabilistic LGA, we have motivated the introduction of QLGA to answer the question: Are there quantum Parrondo games? The simulations shown in §5 appear to answer this question in the affirmative, as well as to demonstrate discrete quantum ratcheting, despite the absence of dissipation.

Figure 10. The expected payoffs for quantum games $`A`$, $`B`$ and $`BAAAA`$ as a function of number of plays $`t`$. Although the curves are periodic, for random times (or on average), $`A`$ and $`B`$ have negative expected payoffs while $`BAAAA`$ has a positive expected payoff.  The quadratic growths of $`x`$ shown in Figure 6, however, should be worrisome since the single particle QLGA discretizes the Dirac equation , which is relativistic. If $`x`$ were to continue to grow quadratically, it would eventually exit the lightcone—not relativistic behavior. Figure 10 shows the results of simulation out to $`t=5000`$. We see that the expectation values do not continue to grow quadratically; rather their evolution is oscillatory and the small $`t`$ quadratic growth is that of $`A(\mathrm{cos}(bt)1)`$. In fact, the QLGA with potential $`V_A`$ discretizes the ‘Dirac oscillator’  which can be solved exactly, and in which wave packets are known to evolve approximately periodically . For random stopping times—i.e., measurement times—however, both the $`A`$ and $`B`$ games are losing games and the $`BAAAA`$ quantum game is a winning game. In this sense the QLGA is a quantum Parrondo game. In the broader context of game theory, it also illustrates a coherently repeated quantum game—and the possibility of interference between sequences of plays. This kind of construction should generalize to, for example, a quantum version  of the MINORITY game .

More physically, Aharonov, Ambainis, Kempe and Vazirani also use random stopping times to obtain a related result: quantum (unitary) simulation of sampling from equilibrium distributions of diffusion processes on graphs with constant vertex degree . The quadratic speedup they find is due to the linear in time (rather than $`\sqrt{t}`$ as in the classical random walk) spread of the wave function illustrated in Figure 7 . More generally, Childs, Farhi and Gutmann demonstrate the same quadratic speedup for a continuous time quantum process on certain graphs, without the constant vertex degree restriction . Our results, and these, provide specific answers to the general question of whether quantum computers (see, e.g., ) can calculate properties of classical systems more efficiently than can classical computers .

Acknowledgements

We thank Derek Abbott, Jeff Rabin and Ruth Williams for useful discussions. This work has been partially supported by the National Security Agency (NSA) and Advanced Research and Development Activity (ARDA) under Army Research Office (ARO) contract number DAAG55-98-1-0376, and by the Air Force Office of Scientific Research (AFOSR) under grant number F49620-01-1-0494.

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