text:
# Decoherent histories on graphs

## 1 Introduction

The *consistent histories* approach to quantum mechanics due to Griffiths and Omnès  was formulated with the aim of shedding new light on the conceptual difficulties of the theory. A closely related proposal with different motivation is the *decoherent histories* approach to quantum cosmology of Gell-Mann and Hartle . The basic ingredient in both approaches is the notion of a *history* of the quantum system described by a sequence of projection operators in the Hilbert space of the system for a succession of times. The goal of quantum mechanics is to determine the probability of an event or a sequence of events, thus one might hope to assign probabilities to the histories of the quantum system. The probabilities have to be additive for histories describing mutually exclusive possibilities. Sets of histories obeying this consistency condition are selected with the use of a special bilinear form on histories - the decoherence functional. Families of histories consistent with respect to the decoherence functional are then unambiguously assigned probabilities. An excellent exposition of these ideas is contained in .

It is customary to represent the individual histories mathematically as linearly ordered sequences of projection operators in the Hilbert space of the quantum mechanical system. But the linear causal ordering of the events in a history is too restrictive in many experimental situations, in particular when analyzing spatially separated entangled quantum systems. This issue is even more pressing for quantum cosmology considerations. An application of the histories approach to quantum field theory on a curved space-time  also assumes the existence of a globally hyperbolic manifold with the ensuing linear ordering of events in a history. The basic ideas of our proposal for describing the evolution of an open quantum system , could also be used to describe a single history in a set of histories of a closed quantum system. In our scheme the events are no longer required to be linearly ordered with respect to the causal order. There is no global time and the causal relations between events are described by graphs generalizing the causal sets of . Most importantly, the consistency/decoherence condition for histories has an immediate generalization for histories described by more general graphs as proposed here.

## 2 Quantum evolution on graphs

### 2.1 Kinematics

A description of the history of a quantum system consisting of several spatially separated subsystems must include the description of the causal relations between different events in space-time. These causal relations will be represented by graphs with the events at the vertices and the edges representing causal influences. These influences are propagated by parts of the system - with their own quantum degrees of freedom - traveling from one space-time point to another. Thus every edge will be labelled with a Hilbert space accounting for these local degrees of freedom. Moreover, every edge will also carry a density matrix in the Hilbert space of the edge, describing the knowledge that a local observer has about the quantum subsystem associated with the edge. With every vertex $`v_i`$ of the graph two Hilbert spaces are associated naturally. The tensor product of all Hilbert spaces on the incoming edges $`_i^{in}`$ and similarly the outgoing Hilbert space of the vertex $`_i^{out}`$. For every vertex, the incoming and outgoing Hilbert spaces will have the same dimension111In contrast with the more general considerations of . and will be identified $`_i^{in}_i^{out}=_i`$.

The vertices will represent events of two types. First a subsystem of our quantum system could undergo a local unitary evolution. Vertices of the graph representing such events will be labelled with unitary operators. A unitary operator $`U_i`$ at a vertex $`v_i`$ acts on $`_i`$. The second type of vertices will be labelled with projection operators in the corresponding Hilbert space. These vertices depict the fact that a particular property of a subsystem is realized at the corresponding point in space-time in the history being described by the graph. Consider for example the simple graph of Figure 1.

The vertices are drawn as boxes with the associated unitary or projection operators inside. The graph depicts the history of a quantum system prepared as two separate subsystems on the edges $`e_a`$ and $`e_b`$. The $`e_a`$ subsystem undergoes a unitary evolution with an operator $`U_1`$ and then splits in two along the edges $`e_c`$ and $`e_d`$. The $`e_b`$ subsystem realizes the property described by the projection operator $`P_2`$ before coming together and interacting with the $`e_d`$ subsystem at $`v_4`$. The subsystem $`e_c`$ realizes the property described by the projector $`P_3`$. The events $`U_1`$ and $`P_2`$ (or $`P_3`$ and $`P_2`$) are causally unrelated and thus it makes no sense to say that one occurs before or after the other.

More complicated quantum systems will be described by more complicated graphs with the following two properties. The graphs will be directed, reflecting the direction of the causality relation, and they will be acyclic thus excluding any temporal loops. Notice also that although the processes of unitary evolution take a certain amount of time, we are only interested in the causal relations between events and this allows us to consider them as pointlike vertices on the graph. Thus we are thinking of the duration between events as being longer than the duration of an event so that no causal information is lost when we represent interactions as points.

The causal relations specified by a directed acyclic graph (*dag*) is described as follows. A vertex $`v_i`$ is in the future of a vertex $`v_j`$ iff there is a directed path of oriented edges starting at $`v_j`$ and ending with $`v_i`$. In this case we also say that $`v_j`$ is in the past of $`v_i`$. An edge $`e_i`$ is in the future of an edge $`e_j`$ if the initial vertex of $`e_i`$ is in the future of the final vertex of $`e_j`$. Future and past relations between a vertex and an edge are defined similarly. An edge is initial (final) if it has empty past (future). Two edges (vertices) which are not causally related will be called *acausal*. A set of acausal edges will be called a *slice*. Note that the initial (or final) edges form a slice. We call it the initial (final) slice.

So far we have the causal kinematics of a quantum system encoded in a directed acyclic graph (*dag*). To describe the dynamics we have to describe how the operators at the vertices act on the density matrices living on the edges and how these actions compose to describe the evolution of the system. Several requirements have to be satisfied by such a prescription. Since the graph is supposed to reflect the causality relation, there should be no influences across the graph breaking causality. For example, for the graph of Figure 1 the density matrix on the edge $`e_f`$ should not depend on the operators $`P_2`$ or $`U_4`$. To respect causality the action of the operators should be local, i.e. in the Hilbert spaces associated with the vertex, but it cannot be too local, otherwise our description will not reflect the possible entanglement between subsystems associated with different edges. To define the action of the operators at the vertices we need to associate density matrices not only with single edges, but more generally with slices. Notice that the set of incoming (outgoing) edges at a vertex are acausal and thus form a slice. The density matrix associated with a slice could be defined to be the tensor product of the density matrices of the edges which form the slice, but it is easy to see on the example of a graph representing a simple EPR situation that this prescription cannot account dynamically for the existence of entanglement between spatially separated subsystems (represented here by the acausal edges of the slice). Thus density matrices genuinely live on the slices of the graph; in general the density matrix on a slice is not equal to the tensor product of the density matrices on the edges forming the slice.

If a slice $`L`$ consisting of the acausal edges $`e_1,\mathrm{},e_l`$ is embedded in a slice $`M`$ consisting of the edges $`e_1,\mathrm{},e_l,e_{l+1},\mathrm{},e_m`$ then its Hilbert space $`_L=_{e_1}\mathrm{}_{e_l}`$ embeds in $`_M=_{e_1}\mathrm{}_{e_m}`$. In accordance with the physical intuition the density matrix $`\rho _L`$ associated with $`L`$ is obtained from the density matrix $`\rho _M`$ via a partial trace: $`\rho _L=Tr^{l+1,\mathrm{},m}\rho _M`$. In particular the density matrix on an edge could be obtained from the density matrix of any slice containing the given edge by a partial trace in the Hilbert space of the slice.

### 2.2 The dynamical prescription

We are now ready to start discussing the dynamics of a quantum system represented by a dag $`G`$. Dynamics will be described by supposing that we are given a density matrix on the initial spacelike slice, and then giving a prescription for calculating the density matrices of future spacelike slices. In essence, we are propagating the initial data throughout the system.

To each vertex $`v_iG`$ will be assigned an operator $`T_i`$. Let $`\rho _i^{in}`$ be the density matrix associated to the slice of incoming edges at $`v_i`$. Then one obtains the density matrix for the slice of outgoing edges by:

$$\rho _i^{in}=T_i(\rho _i^{out}).$$

Here we used the fact that the set of incoming (outgoing) edges to a vertex is acausal and thus forms a slice. Notice that more generally, for two acausal vertices, the sets of incoming or outgoing edges are pairwise acausal. Thus, the associated operators will act on distinct Hilbert spaces and hence commute when extended to act in the product Hilbert space. Without loss of generality, we also follow the convention that if the initial slice consists of several edges, the initial state of the whole system is a tensor product state, i.e. the subsystems corresponding to the initial edges are not entangled. Entangled subsystems on distinct edges will always have at least one event in the common past.

We begin with an illustrative example. Consider the dag of Figure 2.

Given the state on the initial slice, the operators at the events propagate the state to the future. In the example of Figure 2 we have: $`\rho _c=T_1(\rho _a)`$$`\rho _{fde}=T_2(\rho _b)`$222We decorate the density matrix on a slice with the labels of the edges which constitute the slice.. However the next operator $`T_3`$ must act on the so far undefined density matrix $`\rho _{cd}`$. $`T_3`$ takes density matrices on $`_c_d`$ to those on $`_g_h`$. By extending $`T_3`$ with the appropriate identity operators, we can view it as a map from $`\mathrm{𝖣𝖬}(_c_d_e_f)`$ to $`\mathrm{𝖣𝖬}(_e_f_g_h)`$. Here $`\mathrm{𝖣𝖬}()`$ denotes the space of density matrices on a Hilbert space. Then we can define the density matrix on another spacelike slice, namely $`\rho _{fghe}=T_3(\rho _c\rho _{fde})`$. Similarly $`\rho _{fdi}=T_4(\rho _{fde})`$ and so on. Starting from density matrices on the initial edges and using the operators associated with the vertices - extended with identities as needed - we obtain density matrices on specific spacelike slices.

The above inductive process for propagating density matrices can be applied to any system described by a dag. However, the procedure only gives the density matrices for certain spacelike slices within the dag. For example, this procedure does not yet yield a matrix for the slice $`de`$. To calculate such density matrices, we will also have to make use of the trace operator. Before extending the procedure to general slices, we first consider those for which the above process is sufficient. We call these slices *locative*.

###### Definition 2.1

Let $`G`$ be a dag, and $`L`$ a slice of $`G`$. Consider the set of all vertices $`V`$ which are to the past of some edge in $`L`$. Let $`I`$ be the set of initial edges in the past of $`L`$. Consider all paths of maximal length beginning at an element of $`I`$ and only going through vertices of $`V`$. Then $`L`$ is *locative* if all such paths end with an edge in $`L`$.

In our example, the locative slices are the following:

$$a,b,ab,c,cb,def,adef,cdef,efgh,adfi,cdfi,fghe,fghi,fgk,hej,hij,jk$$

while, for example, $`de`$ is not locative. Note that the fact that maximal slices are always locative follows immediately from the definition of locative.

We now describe the general rule for calculating the density matrices on locative slices. Associated with each locative slice $`L`$ is the set $`I`$ of initial edges in the past of $`L`$. We choose a family of slices that begins with $`I`$ and ends with $`L`$ in the following way. Consider the set of vertices $`V`$ between the edges in $`I`$ and the edges in $`L`$. Because $`L`$ is locative we know that propagating slices forwards through the vertices in $`V`$ will reproduce $`L`$. Let $`MV`$ be such that the vertices in $`M`$ are minimal in $`V`$ with respect to causal ordering. We choose arbitrarily any vertex $`u`$ in $`M`$, remove the incoming edges of $`u`$ and add the outgoing edges of $`u`$ to the set $`I`$ obtaining a new set of edges $`I_1`$. It is clear that $`I_1`$ is spacelike and locative. Proceeding inductively in this fashion we obtain a sequence of slices $`I=I_0,I_1,I_2,\mathrm{},I_n=L`$, where $`n`$ is the cardinality of $`V`$. Of course, this family of slices is far from unique.

The dynamics is obtained as follows. Recall that the states on initial edges are assumed not to be entangled so that one can obtain the density matrix on any set of initial edges, in particular $`I`$, as a tensor product. Let $`\rho _0`$ be the density matrix on $`I`$. We look at the vertex $`u`$ that was used to go from $`I`$ to $`I_1`$ and apply the operator $`T`$ assigned to this vertex - possibly augmented with identity operators as in the example above. Proceeding inductively along the family of slices, we obtain the density matrix $`\rho _n`$ on $`L`$.

The important point now is that $`\rho _n`$ does not depend on the choice of slicing used in going from $`I`$ to $`L`$. This can be argued as follows. Suppose we have a locative slice $`S`$ and two vertices $`u`$ and $`v`$ which are both causally minimal above $`S`$ and acausal with respect to each other. Then we have four slices to consider, $`S`$, $`S_u`$, $`S_v`$ and $`S_{uv}`$ where by $`S_u`$ we mean the slice obtained from $`S`$ by removing the incoming edges of $`u`$ and adding the outgoing edges of $`u`$ to $`S`$ and similarly for the others. It is clear, in this case, that the operators assigned to $`u`$ and to $`v`$ commute and the density matrix computed on $`S_{uv}`$ is independent of whether we evolved along the sequence $`SS_uS_{uv}`$ or $`SS_vS_{uv}`$. Now when we constructed our slices at each stage we had the choice between different minimal vertices to add to the slice. But such vertices are clearly pairwise acausal and hence, by the previous argument applied inductively, the evolution prescription is independent of all possible choices.

So far we have defined density matrices on locative slices only. To define density matrices on general spacelike slices, we will need to consider partial tracing operations.

### 2.3 General Slices

Recall if a quantum system $`Q`$ consists of two subsystems $`Q_1`$ and $`Q_2`$, the Hilbert space for $`Q`$ may be decomposed as $`_1_2`$ where $`_i`$ represents $`Q_i`$. The density matrix for $`Q_1`$ is obtained from the density matrix for $`Q`$ by tracing over $`_2`$. To obtain a candidate for the density matrix of a slice $`L`$, we should find a locative slice $`M`$ that contains $`L`$ and trace over the Hilbert spaces on edges in $`ML`$. Such a locative slice $`M`$ always exists because maximal slices are always locative. $`M`$ is not unique however, and thus - as we did for locative slices - we must show that different choices give the same result. To simplify the notation we will discuss the case of density matrices associated with single edges. The case of a general spacelike slice is similar.

Consider an edge $`e_i`$ in a graph $`G`$. Let $`V_i=\{v_{i_1},\mathrm{},v_{i_p}\}`$ be the set of vertices in the past of $`e_i`$. Let $`I_i=\{e_{i_1},\mathrm{},e_{i_q}\}`$ be the set of initial edges in the past of $`e_i`$. Constructing a sequence of slices by incrementally incorporating the vertices of $`V_i`$ in a manner similar to what we did in the previous subsection, we get a locative slice $`M_i`$ containing $`e_i`$. Starting with the density matrices on the edges of $`I_i`$ and applying the operators associated with the vertices of $`V_i`$, we obtain the density matrix on the locative slice $`M_i`$. It is clear that $`M_i`$ is in an evident sense the minimal locative slice containing $`e_i`$.

###### Definition 2.2

We shall refer to $`M_i`$ as the *least locative slice* of the edge $`e_i`$.

Let the least locative slice $`M_i`$ of an edge $`e_i`$ consist of edges $`\{e_i,e_{j_1},\mathrm{},e_{j_r}\}`$. The density matrix $`\rho _{i,j_1,\mathrm{},j_r}`$ on $`M_i`$ is an element of the space $`\mathrm{𝐸𝑛𝑑}(_i_{j_1}\mathrm{}_{j_r})`$. Let $`Tr^{j_1\mathrm{}j_r}`$ be the partial trace operation $`\mathrm{𝐸𝑛𝑑}(_i_{j_1}\mathrm{}_{j_r})\mathrm{𝐸𝑛𝑑}(_i)`$.

###### Definition 2.3 (Density matrix associated with an edge)

*The density matrix $`\rho _i`$ at the edge $`e_i`$ is defined to be:*

$$\rho _i=Tr^{j_1\mathrm{}j_r}\rho _{i,j_1,\mathrm{},j_r}.$$
(1)
If $`M_i`$ consists of the single edge $`e_i`$, then no tracing is done.

###### Remark 2.4

The causality condition for evolving the initial data on $`G`$ requires that the density matrix associated with a given edge $`e_i`$ depends only on the initial data in the past of $`e_i`$ and only those interventions to the past of $`e_i`$. The density matrix $`\rho _i`$ as defined in 2.3 satisfies this requirement by construction and so our prescription for dynamical evolution is causal.

In general, the edge $`e_i`$ is contained in many locative slices and we could just as well have defined $`\rho _i`$ by tracing over the complimentary degrees of freedom in any of these locative slices. Independence of the resulting density matrices is the discrete analog of Lorenz (or general) covariance in our framework. A detailed discussion of covariance will take us too far afield and we refer the interested reader to .

## 3 The consistency condition

The scheme for describing quantum evolution of spatially separated entangled quantum systems by discrete graphs presented in the previous section allows for considerable strengthening of the language of consistent histories. In particular it permits reasoning about spatially separated quantum systems which may or may not be entangled. Moreover there is no total temporal ordering of the events, only the causal relations which are independent of any external observer are tracked in a history. Consider the example of Figure 3.

The history of the system starts with three unentangled spatially separated subsystems on the edges $`a,b`$ and $`c`$. The subsystem labelled by $`a`$ undergoes a unitary evolution and then splits into two subsystems $`d`$ and $`e`$. The subsystem labelled by $`b`$ realizes a certain property represented by the projection operator $`P_2`$ and then splits into three subsystems. The subsystem $`c`$ combines with the subsystem $`h`$ and realizes the property represented by $`P_3`$. The history continues to unfold with events at vertices 4 and 5. Thus we can track the evolution and properties of spatially separated subsystems without the need for a global choice of time. The operators at the events act locally on the Hilbert spaces associated with the corresponding vertices. These Hilbert spaces are:

$$\begin{array}{ccccc}_1& =& _a& =& _d_e\\ _2& =& _b& =& _f_g_h\\ _3& =& _k& =& _c_h\\ _4& =& _i& =& _d_f\\ _5& =& _j& =& _e_g\end{array}$$

The labelled graph is a representation of a history, and the evolution operator associated to the graph is a map from density matrices to density matrices; a density matrix is, of course an endomorphism on a Hilbert space. Thus, in the above example, the evolution operator $`T`$ will be of type

$$T:End(_a_b_c)End(_i_j_k).$$

The initial Hilbert space associated with the incoming subsystems is isomorphic to the final Hilbert space associated with the outgoing subsystems; i.e. $`_a_b_c`$ and $`_i_j_k`$ are essentially the same Hilbert space. Thus, writing $``$ for this space, we see that the evolution operator has type $`End()End()`$.

Consider a labelled directed acyclic graph $`G`$ representing a history of a quantum system. Some of the vertices of the graph are labelled with projection operators, and we call these property vertices. The remaining vertices of the graph are labelled with unitary operators and we call them evolution vertices. Suppose $`G`$ has $`n`$ property vertices $`v_1,\mathrm{},v_n`$ labelled with projection operators representing properties of specific subsystems. In order to easily express the action of these projection operators as a tensor product, we arbitrarily choose a linear ordering of these $`n`$ vertices. However, note that this ordering should in no way be thought of as necessarily related to the causal ordering. It is simply a notational convenience. To the graph $`G`$, we can now associate an operator

$$P_G=P_1\mathrm{}P_n(Proj_1)\mathrm{}(Proj_n),$$

where $`Proj_i`$ is the space of projections of the Hilbert space at the vertex $`v_i`$.

Composing the operators (both unitary and projectors) at the vertices of $`G`$ according to the prescription of section 2.2 provides an evolution operator which takes the initial density matrix to the final density matrix. If we think of the projection operators as unspecified, then when we compose we get a functional that depends on the projection operators:

$$K:(Proj_1)\mathrm{}(Proj_n)End,$$

where $``$ is the Hilbert space of the initial (or equivalently the final) slice of $`G`$. The value of $`K`$ at $`P_1\mathrm{}P_n`$ is the evolution operator. It is given by composition of all operators at the vertices of the graph. The definition of the operator $`K`$ depends on the operators labelling the evolution vertices of $`G`$, but notationally we have suppressed this dependence.

Consider the specific example of Figure 3. Suppose that our initial density matrix is $`\rho _{abc}`$. Then this density matrix propagates to the final density matrix $`\rho _{ijk}`$ by the formula:

$$\rho _{ijk}=U_5P_4P_3P_2U_1(\rho _{abc})$$

But note that when two vertices are spacelike separated, the corresponding operators commute. As discussed at length in section 2.2, this leads to the possibility that there will be many equal expressions for the final density matrix. For example, we also have:

$$\rho _{ijk}=P_4U_5U_1P_3P_2(\rho _{abc})$$

The operator $`K`$ plays an analogous role to the operator $`K`$ in the consistent histories approach . There $`K`$ acts on histories which are time-labelled sequences of projection operators, whereas here $`K`$ acts on a family of projectors labelling a directed acyclic graph. In our language, a history in the sense of  will be represented by a linear order as in Figure 4. Thus if we restrict our posets to such linear orders we obtain the usual consistent histories approach.

Consider now a family $`\{G_\alpha \}`$ of labelled dags. Each labelled graph $`G_\alpha `$ in the family has the same underlying graph $`G`$ and the same unitary operators at their corresponding evolution vertices. The projection operators however might differ and to every $`G_\alpha `$ we associate an operator $`P_\alpha =P_{\alpha 1}\mathrm{}P_{\alpha n}`$, where $`P_{\alpha i}`$ is the operator labelling the vertex $`v_i`$ in the graph $`G_\alpha `$. The operators $`P_\alpha `$ generate an associative algebra under pointwise multiplication and addition of projection operators. We think of every such labelled graph $`G_\alpha `$ as representing a particular history and abusing the notation we will call the operators $`P_\alpha `$ histories as well, although they contain only partial information from $`G_\alpha `$.

Consider a family $`\{G_\alpha \}`$ of labelled dags, with fixed underlying graph and unitary operators, such that the operators $`P_\alpha `$ obey

$$\underset{\alpha =1}{\overset{n}{}}P_\alpha =I,P_\alpha P_\beta =\delta _{\alpha \beta }P_\alpha ,$$

that is the operators $`P_\alpha `$ form an orthogonal decomposition of the identity of the Hilbert space $`_1\mathrm{}_n`$. The conditions above guarantee that every possible evolution of the quantum system with the same unitary operators, but with possibly different properties being realized along the way, is contained in precisely one history $`G_\alpha `$. We call such a family of labelled dags a *family of histories*. Taking linear combinations of histories $`Y=_\alpha t_\alpha P_\alpha `$, with coefficients $`t_\alpha `$ which are either $`0`$ or $`1`$, we can form a Boolean algebra of histories based on the same underlying graph.

For a history $`P_\alpha `$ in a family of histories we define its weight to be

$$W(P_\alpha )=Tr[K(P_\alpha )^{}K(P_\alpha )].$$

$`W(P_\alpha )`$ is the (unnormalized) probability for the history $`G_\alpha `$ to be realized starting from initial state described by a density matrix equal to identity on the initial Hilbert space. The *consistency condition* then requires that the probabilities add for histories that are mutually exclusive:

$$P_\alpha P_\beta =0\text{must imply}W(P_\alpha +P_\beta )=W(P_\alpha )+W(P_\beta ).$$

Using the definition of a weight of a history, it is immediate that the consistency condition requires that in a family of histories, one has

$$ReTr[K(P_\alpha )^{}K(P_\beta )]=0\text{for}\alpha \beta .$$

The stronger condition $`Tr[K(P_\alpha )^{}K(P_\beta )]=0`$ for $`\alpha \beta `$ is often also considered. Following  we call a family of histories (or the corresponding Boolean algebra) satisfying the (strong) consistency condition a *framework*. The underlying graph and the labels of the evolution vertices are the same for all the individual histories in the framework.

Reasoning about the quantum system and its spatially separated subsystems must start with the selection of an appropriate framework. In particular the probability for a given history will depend on the framework in which it is considered. To illustrate the quantum reasoning based on consistent histories, we now consider the notion of refinement.

## 4 Refinements

One application of the consistent histories approach is to analyze experiments performed on quantum systems. Some of the information about the quantum system under investigation comes with the experimental apparatus and is predefined (known with certainty). For example, the complete state of the quantum system might be known at a given starting time. We can consider more general experimental setups, where the setup data is described by exclusive possibilities, each one of these possibilities being assigned a predefined probability. For example, it might be known that an electron beam has probability 1/2 of having its spins pointing in the positive direction of the $`z`$ axis. To describe the data already known, we can utilize a framework of histories, each individual history describing one possible experimental setup. To describe the questions asked about the quantum system and the possible outcomes, we need the notion of refinement.

We consider two general cases of refinement. First, each framework comes with an underlying graph and we can refine the family at an already existing vertex. For example a particular history in the family, $`P_\alpha =P_1\mathrm{}P_i\mathrm{}P_n`$ could be split into two mutually exclusive histories $`P_{\alpha 1}=P_1\mathrm{}P_{i1}\mathrm{}P_n`$ and $`P_{\alpha 2}=P_1\mathrm{}P_{i2}\mathrm{}P_n`$, where $`P_i=P_{i1}+P_{i2},P_{i1}P_{i2}=0`$. The new framework will contain the two new histories $`P_{\alpha 1}`$ and $`P_{\alpha 2}`$ in place of $`P_\alpha `$. This form of refinement allows us to ask more detailed questions about the quantum system at a space-time point which is already targeted for examination.

Another possibility for refining a framework is to blow up an edge of the underlying graph.

Each edge $`e_i`$ of the graph represents a quantum subsystem traveling along this edge undisturbed. A graph which has a box with identity operator inserted at this edge describes the same history. Now we can decompose this identity operator into smaller projectors to refine the history and also the framework. More generally, the identity operator at the edge $`e_i`$ can be refined by a graph with one initial and one final edge. Figure 5 provides a pictorial example. The refined framework of histories will have a different underlying graph, one or more edges of the underlying graph of the unrefined framework being replaced with new subgraphs with one initial and one final edge. The histories of the original framework could be extended by identity operators at the new vertices. These identity operators at the new vertices then can be split into smaller projectors according to the first scheme for refinement. Blowing up edges allows us to single out new space-time points for questioning the quantum system.

The reasoning about the quantum system in the histories framework then proceeds as follows . The initial framework $``$ and probabilities for the individual histories are assigned on the basis of the data known about the quantum system. Formally, we suppose given an initial framework $`=\{P_\alpha \}`$, where $`P_\alpha `$ is an individual history. Then a probability distribution on it will be an assignment of probabilities $`Pr()`$ to the individual histories in such a way that $`Pr(P_\alpha )0,_\alpha Pr(P_\alpha )=1,W(P_\alpha )=0Pr(P_\alpha )=0`$. The last condition requires that histories which are dynamically impossible are assigned zero probabilities. We start with a framework $``$ and a probability distribution on it. The further questions about the quantum system will be expressed in a framework $`𝒢`$ which is a refinement of $``$. Given an individual history $`Y`$ in $`𝒢`$ we assign its probability by

$$Pr(Y)=\underset{\alpha }{}W(Y|P_\alpha )Pr(P_\alpha ).$$

Here $`W(Y|P_\alpha )=W(YP_\alpha )/W(P_\alpha )`$ is the conditional probability for $`Y`$ occurring given $`P_\alpha `$. To form the product $`YP_\alpha `$ the history $`P_\alpha `$ might need to be extended by identity operators at certain points of the new graph underlying $``$, as explained above. Notice that the probability for the histories in $`𝒢`$ which belonged to the initial framework $``$ remains unchanged.

This mode of quantum reasoning is as follows. The initial probability distribution on some framework, is initial not in time, but rather encodes what is known about the quantum system already. It serves as a starting point for further questions and valid conclusions about the quantum system. The questions which could be asked are of the type: has a subsystem realized a given property at a given space-time point and an answer will be given by a probability computed for the corresponding refined history. Our scheme allows for questions about spatially separated quantum subsystems such as questions localized in space as well as time. Dynamical evolution itself could be described by refinement, namely refinement on one or more of the final edges of the graph. The answers, i.e. the probabilities for individual histories, will in general depend on the refined framework they are members of, since by the Kochen-Specker theorem it is impossible to consistently assign truth values to the projection operators in a Hilbert space of dimension bigger then two. Thus it is impossible in general to put two frameworks together even if they have the same underlying graphs and evolution operators. Questions in quantum mechanics always come with their context (framework) and the answers we get depend on the context.

## 5 Conclusions

We have presented a scheme for describing closed quantum systems which extends the consistent/decoherent histories approach to quantum mechanics. The evolution is local and causality is made explicit in the description. Crucially, the individual histories in our framework are detailed enough to describe properties of spatially separated subsystems, without sacrificing the ubiquitous entanglement. In particular, the linear ordering of the events in a history is no longer necessary, nor is a global notion of time. Our approach allows for the consideration of questions localized in time as well as space.

We note that the composition of the operators representing the events can be encoded in a mathematical structure called a polycategory. The algebraic and logical aspects of our scheme are discussed in more detail in .

## Acknowledgements

The authors would like to thank NSERC for its financial support. We would also thank Rafael Sorkin for a lengthy discussion on causal sets. The paper , which led to our initial consideration of these ideas, was pointed out to us by Ioannis Raptis. Finally, the second author would like to thank the University of Ottawa Department of Mathematics for its hospitality and support.


format: text

text:
# Virial theorem analysis of 3D numerical simulations of MHD self-gravitating turbulence

## 1. Introduction

The virial theorem (VT) (Chandrasekhar & Fermi 1953) provides a direct way of analyzing the energy balance of a bounded region in a flow, describing the effect of various forces either in driving changes in the structure of a dynamical system or in determining the character of its equilibrium.

The virial theorem can be cast in either Eulerian or Lagrangian form. The latter applies to a fluid parcel following the flow, i.e., the volume $`V`$ and its bounding surface $`S`$ will generally be time-dependent. The Eulerian version of the virial theorem (EVT) applies to a fixed volume $`V`$ rather than a fixed mass (e.g., McKee & Zweibel 1992). This is best suited for application to fixed-grid, Eulerian numerical simulations. However, when considering a large region of the ISM, clouds constitute an ensemble in which each one is moving and morphing (see Vázquez-Semadeni, this volume). Thus, for studying the EVT we have two options:

(a) We can consider all clouds in the simulation, or “lab” frame (Ballesteros-Paredes & Vazquez-Semadeni 1997). However, in this case, the clouds’ bulk motions will appear as internal kinetic energy, and the energy budget of the volume defining the cloud is not exactly the energy budget of the cloud;

(b) We can consider a different frame for each cloud, so that the frame is moving with the cloud’s center of mass velocity with respect to the lab frame, and has its origin at the cloud’s center of mass.

In the present work, we briefly discuss the choice of reference frame, and then present preliminary statistical results of virial balance in two three-dimensional simulations of MHD isothermal turbulence with self-gravity at a resolution of $`100^3`$ grid points, and with rms Mach number 2.2. One simulation has a box size $`L`$ equal to the Jeans length $`L_J`$, and the other has $`L=2L_J`$.

## 2. Virial Theorem in the lab and cloud frames

The transition from the lab frame is not completely straightforward. We first considered the possibility of staying in the lab frame, but taking a volume that moves with the velocity of the cloud’s center of mass, although maintaining a fixed shape in time. However, in this case, the form of the EVT is altered, and several extra terms appear that have no simple interpretation. Due to these difficulties, we finally have chosen to completely move to each cloud’s frame, as described above. In this case, the EVT remains in its usual form, at the expense that plots for the cloud ensemble comparing the various terms in the EVT contain data from many different frames – one for each cloud. The EVT is then

$$\frac{1}{2}\frac{d^2I_E}{dt^2}=2(ϵ_{th}+ϵ_{kin}\tau _{th}\tau _{kin})+ϵ_{mag}+\tau _{mag}+w\frac{1}{2}\frac{d\mathrm{\Phi }}{dt},$$
(1)
where $`I_E=_V\rho r^2𝑑V`$ is the moment of the inertia of the cloud, $`ϵ_{th}=3/2_Vp𝑑V`$ is the thermal energy; $`ϵ_{kin}=1/2_V\rho u^2𝑑V`$ is the kinetic energy, $`\tau _{th}=1/2_Sx_ipn_i𝑑S`$ is the surface pressure term, $`\tau _{kin}=1/2_Sx_i\rho u_iu_jn_j𝑑S`$ is the surface kinetic term; $`ϵ_{mag}=1/8\pi _VB^2𝑑V`$ is the magnetic energy and $`\tau _{mag}=_Sx_iT_{ij}n_j𝑑S`$ is the surface magnetic term, with $`T_{ij}`$ being the Maxwell stress tensor; $`w=_V\rho x_ig_i𝑑V`$ is the gravitational term (not equal to the gravitational energy), and $`\mathrm{\Phi }=_S\rho r^2u_in_i𝑑S`$ is the flux of moment of inertia through the surface of the cloud (sums over repeated indices are assumed).

We define the clouds in the numerical simulations as connected sets of pixels with densities larger than an arbitrary threshold value. In order to measure only the contribution associated to the fluctuations, we substract from the velocity the bulk, mass-averaged velocity of the cloud, defined as $`𝐕_{cm}=1/M_V\rho 𝐮𝑑V`$, where $`M`$ is mass of the cloud, and substract from the position of each pixel the position of the cloud’s center of mass. We consider several density thresholds to enlarge the cloud ensemble, and consider that a cloud maintains its identity as long as it does not split into several components upon increasing the threshold.

## 3. Preliminary Statistics

We find the following preliminary results, consistent with those of Ballesteros-Paredes & Vázquez-Semadeni (1997): The time derivative terms (i.e., the LHS and the last term in the RHS of equation ) are dominant in the overall virial balance, being much larger than the remaining volume and surface terms (fig.1). We refer to these terms as “geometrical”, since they correspond to the (time derivatives of the) mass distribution in the cloud and its flux through the cloud’s boundary. This implies that, far from being in quasi-hydrostatic equilibrium, the clouds are continually changing shape and “morphing”. 2. The surface terms, which are often neglected in virial-balance studies, have magnitudes comparable to those of the volumetric ones (fig.2). 3. However, the surface and the volume terms do not cancel out exactly, leaving a net contribution for shaping the clouds and balancing gravity. In fact, we propose that the correct diagnostic for whether a cloud will undergo gravitational collapse is $`|w|>2(ϵ_{th}+ϵ_{kin}\tau _{th}\tau _{kin})+ϵ_{mag}+\tau _{mag}`$; otherwise, the cloud is transient. Indeed, in the simulation with $`L=L_J`$, two clouds are observed to be collapsing by the final time. These two clouds satisfy the above criterion (fig.3, left). Note that comparing the absolute value of gravitational term vs. only the volume term would suggest that none of the clouds be collapsing (fig.3, right), contrary to what occurs in the simulation. Thus, we conclude that the correct diagnostic for determining gravitational binding must include the contribution of the surface terms, or else the gravitational term is underestimated.

### Acknowledgments.

This research has received partial financial support from Ferdowsi University (to M.S.), and from CONACYT grant 27752-E to E.V.-S.

## References

Ballesteros-Paredes & J., Vázquez-Semadeni, E. 1997, in “Star Formation, Near and Far. 7th Annual Astrophysics Conference in Maryland”, ed. S. Holt y L. Mundy (New York: AIP Press), p. 81

Chandrasekhar, S., & Fermi, E. 1953, ApJ, 118, 116

McKee, C. F., & Zweibel, E. 1992, ApJ, 399, 551


text:
# Vortex Pinball Under Crossed AC Drives in Superconductors with Periodic Pinning Arrays

\[

## Abstract

Vortices driven with both a transverse and a longitudinal AC drive which are out of phase are shown to exhibit a novel commensuration-incommensuration effect when interacting with periodic substrates. For different AC driving parameters, the motion of the vortices forms commensurate orbits with the periodicity of the pinning array. When the commensurate orbits are present, there is a finite DC critical depinning threshold, while for the incommensurate phases the vortices are delocalized and the DC depinning threshold is absent.

\]

A wide variety of dynamical systems can be modeled as a classical particle moving in a periodic potential. Examples of such systems are Josephson-junction (JJ) arrays , sliding charge density waves (CDW) , atomic friction , vortices in superconductors moving over periodic substrates , electrons at low magnetic fields in antidot arrays , as well as ions  and colloids  in optical trap arrays. When an AC drive is superimposed over the DC drive, resonances or phase-locking effects can occur which have been extensively studied in JJ arrays  and CDWs . Signatures of the phase locking include oscillations in the depinning threshold with increasing AC drive amplitude, and locking of the particle velocity to a fixed value over a range of the DC drive. In superconductors with periodic substrates, phase locking of driven vortices has been experimentally observed in samples containing 1D periodic modulations . More recently, experiments, simulations, and theory have shown that in superconductors with periodic hole arrays, phase locking or Shapiro steps occur when combined DC and AC drives are applied.

In all these phase locking systems the AC and DC drives are in the same direction and the motion can be considered effectively one-dimensional (1D). Different effects can arise in a two-dimensional (2D) system. Recently it was shown that new kinds of phase-locking effects occur when the AC drive is applied perpendicular to the DC drive for systems with periodic substrates .

Here we study vortex motion in superconductors with periodic arrays of pinning sites and three combined driving forces. A DC drive $`f_{dc}`$ is applied along the longitudinal direction, and two AC drives which are 90 degrees out of phase are added in the longitudinal and transverse directions. In the absence of pinning and at $`f_{dc}=0`$, the vortices move in a circular orbit with radius and eccentricity determined by the amplitudes and frequencies of the AC drives. We focus on a regime just above the first matching field $`B_\varphi `$, where each pin is occupied by one vortex and a small number of additional vortices move in the periodic potential created by the pinned vortices. The existence of such interstitial vortices above $`B_\varphi `$ has been inferred from transport measurements and direct imaging in samples with periodic holes , and in this same regime Shapiro steps have previously been observed .

The system we propose has similarities to the “electron pinball” model studied by Weiss et al.  and others , in which classical cyclotron electron motion is induced by a magnetic field in samples with periodic arrays of anti-dots. In these systems, peaks and dips appear in the magnetoresistance as a function of field. The features are believed to arise when classically moving electrons follow pinned or commensurate circular orbits enclosing integer numbers of dots, in which the electrons can travel without scattering off the dot potentials. At the incommensurate orbits the electrons are scattered and diffuse throughout the sample. There are important differences between the vortex ”pinball” system and the electron systems. The vortices interact with a long-range smooth or egg-carton square potential, rather than simple point scatters, and thus the moving vortices must follow square orbits (in the case of square pinning arrays), rather than circular orbits. A particularly attractive feature of the vortex system is that the shape of the orbit can be carefully controlled experimentally by changing the ratio of the AC amplitudes, phases or frequencies. This allows new kinds of anisotropic orbits and commensuration effects to be produced, which are not obtainable in the electron pinball models.

We consider a thin superconductor containing 2D vortices, which is the appropriate model for the recent experiments in superconductors with hole and dot arrays. The vortex-vortex interaction has the form of a logarithmic potential, $`U_v=A_v\mathrm{ln}(r)`$, with the energy normalization $`A_v=\mathrm{\Phi }_0^2/8\pi \mathrm{\Lambda }`$. Here, $`\mathrm{\Phi }_0`$ is the flux quantum and $`\mathrm{\Lambda }`$ is the effective 2D penetration depth for a thin film superconductor. The overdamped normalized equation of motion for a single vortex $`i`$ is

$$𝐟_i=\eta \frac{d𝐫_i}{dt}=𝐟_i^{vv}+𝐟_i^{vp}+𝐟_{dc}+𝐟_{ac}=\eta 𝐯_i$$
(1)
where the damping term $`\eta `$ is the Bardeen-Stephen friction. The force from vortex $`i`$ on the other vortices is

$`𝐟_i^{vv}=_{ji}^{N_v}_iU_v(r_{ij})`$. The long range interaction is treated with a fast converging summation method . The pinning force $`𝐟^{vp}`$ arises from the pinning sites which are modeled as short range attractive parabolic wells. The pinning sites are placed in a square array of side $`L`$, and each pin has a radius of $`r_p=0.15L`$, which is within the typical experimental ratios of $`r_p/L=0.14`$ to $`0.3`$. The DC driving term $`𝐟_{dc}`$ is applied along the symmetry axis of the pinning array, in the $`x`$-direction. The AC driving term is $`𝐟_{AC}=A\mathrm{sin}(\omega _At)\widehat{𝐱}+B\mathrm{cos}(\omega _Bt)\widehat{𝐲}`$, where we fix $`w_A/w_B=1.0`$. For most of the results presented here we consider the case of a system containing 64 pins and a vortex filling fraction of $`B/B_\varphi =1+1/64`$; however, we have found the same results for higher filling fractions (such as $`B/B_\varphi =2`$, $`7/4`$, $`3/2`$, and $`5/4`$) at which the interstitial vortices form a symmetric pattern so that interstitial vortex interactions cancel. The initial vortex position is found by annealing from a high temperature with no driving and cooling to $`T=0`$. The DC drive is increased in increments of $`0.0001`$ and the sample is held at each drive for $`3\times 10^5`$ time steps to ensure a steady state; the DC depinning threshold is determined from the time averaged vortex velocities $`<V_x>`$.

We first consider the case of isotropic AC driving with $`A/B=1.0`$ and show that commensurate-incommensurate depinning transitions occur as a function of increasing $`A`$ even at $`f_{dc}=0`$. Example vortex trajectories are illustrated in Fig. 1. For $`A=0.16`$ \[Fig. 1(a)\] the vortex is confined to move in a small circular orbit in the middle of the plaquette. For $`A=0.21`$ \[Fig. 1(b)\] the AC amplitude is large enough that the vortex encircles $`n=1`$ pin in an orbit that is slightly tilted due to the counter-clockwise vortex movement through the square potential. In Fig. 1(c), for $`A=0.3`$, the orbit encircles $`n=4`$ pins. In Fig. 1(d), for $`A=0.355`$, the orbit radius is somewhere between $`n=4`$ and $`n=9`$, and the vortex interacts strongly with the occupied pins, scattering off them. The vortex becomes delocalized, and diffuses throughout the sample, avoiding areas near pins due to the repulsion from the pinned vortices. The orbit switches intermittently between $`n=4`$ and $`n=9`$. In Fig. 1(e,f) we show localized vortex orbits for $`A=0.39`$ and $`0.47`$, with $`n=9`$ and $`n=16`$, respectively. We also find a stable orbit with $`n=25`$ for $`A=0.57`$. For $`0.42<A<0.45`$, as well as for $`0.52<A<0.55`$, the vortex is delocalized and moves in a manner similar to that shown in Fig. 1(d).

In general we find localized orbits at values of $`A`$ for which the vortex trajectory encloses $`n=m^2`$ pins, where $`m`$ is an integer. By comparison, in electrons in antidot lattices, Weiss et al.  found commensurate or pinned orbits when the number of dots encircled was $`n=1`$, 2, 4, 9, 16, and $`21`$. We do not observe any stable orbits for $`n=2`$ and $`21`$. In the electron systems  these orbits correspond to states where a portion of the electron orbit closely approaches the dots, which are point scatters. In the vortex system, due to the long range vortex-vortex interactions, the mobile vortices cannot follow orbits that approach arbitrarily closely to the pinning sites.

In Fig. 2 we show the DC depinning threshold $`F_{dp}/F_{dp}^0`$ vs $`A`$ for the isotropic case $`A=B`$. Here, $`F_{dp}^0`$ is the DC depinning force for $`A=0`$. The commensurate orbits are pinned at low $`f_{dc}`$, producing a series of peaks in $`F_{dp}`$ at the commensurate AC values. At the incommensurate phases the depinning threshold vanishes. For $`0.0<A<0.2`$, the vortices move in the $`n=0`$ interstitial orbit illustrated in Fig. 1(a). $`F_{dc}`$ decreases as the AC amplitude increases until reaching a minimum value at $`A=0.19`$, followed by a peak in $`F_{dc}`$ for $`A=0.225`$, which corresponds to an $`n=1`$ orbit \[Fig. 1(b)\]. The second peak at $`A=0.31`$ corresponds to the $`n=4`$ orbit \[Fig. 1(c)\]. For the delocalized incommensurate orbits \[Fig. 1(d)\] of $`0.34<A<0.36`$, $`F_{dp}`$ vanishes. A finite $`F_{dp}`$

is regained when $`n=9`$ orbits appear for $`0.36<A<0.42`$. As $`A`$ continues to increase, $`F_{dp}`$ is nonzero for $`A`$ values at which the stable $`n=16`$ and $`n=25`$ orbits are observed, with $`F_{dp}=0`$ in portions of the regions between these values of $`A`$. We have checked the oscillatory behavior for different values of $`L`$ and find the same general behavior. Since the radius of the vortex orbit $`RA/\omega _A`$, a similar series of peaks in $`F_{dc}`$ occurs if $`A`$ is fixed and $`1/\omega _A`$ is varied. In the inset of Fig. 2 we show typical curves of the average DC velocity $`<V_x>`$ vs $`f_{dc}`$ for an unpinnned incommensurate orbit at $`A=0.43`$ and a pinned commensurate orbit at $`A=0.37`$, illustrating the well defined sharp depinning threshold for the pinned orbits.

The maximum $`F_{dp}`$ values in Fig. 2 do not decrease with increasing $`A`$, indicating that all of the commensurate orbits are pinned equally well. In addition the boundaries between the pinned and unpinned regions are sharp. Thus the behavior of $`F_{dp}`$ vs $`A`$ clearly differs from that associated with Shapiro steps , where the depinning threshold oscillates with $`A`$ according to a Bessel function $`J_0(A)`$, the peaks in the depinning force are smooth, and the peak $`F_{dp}`$ value gradually decreases with $`A`$.

We next consider anisotropic or elliptical orbits for $`AB`$. In Fig. 3 we show $`F_{dp}/F_{dp}^{}`$ vs $`B/A`$ for fixed $`A=0.225`$ and varying $`B`$, where $`F_{dp}^{}`$ is the depinning force for $`B=0`$. Again we find strongly pinned orbits, indicated by peaks in $`F_{dp}`$; however, in this case the pinned orbits occur when the vortex orbit encircles $`n=m`$ pins. If a higher value of $`A`$ is chosen such that the orbit encircles two pinning sites in the transverse direction in one period, commensurate orbits that encircle $`n=2m`$ pins appear. The peaks in the depinning curve shown here are much more symmetric than those in Fig. 2. This may be due

to the fact that the elliptical orbits are less perturbed by the square pinning potential than the isotropic circular orbits.

In Fig. 4 we present several anisotropic commensurate orbits at the depinning peaks shown in Fig. 3. Here the orbits for Fig. 4(a,b,d) encircle $`n=1`$, 2, and 3 pins, respectively. This trend continues for the higher peaks. In Fig. 4(c) we also show a sliding orbit at $`B=0.3`$ with $`f_{dc}`$ above depinning.

We now discuss experimental systems in which these phases can be observed. For superconductors with periodic antidot arrays, the pin geometry should be chosen such that the pins have vortex saturation numbers of one, so that above $`B_\varphi `$ the additional vortices will sit in the interstitial regions. For pins with higher saturation numbers, commensuration effects should still be observable at higher matching fields when interstitial vortices start to appear. Samples with very low intrinsic pinning should be used to enhance the effect. Samples in which Shapiro steps for moving interstitial vortices have been observed would be ideal. As in the case of Shapiro steps , the variation of the depinning force versus AC drive amplitude should be most pronounced at filling fractions where the interstitial vortices form a symmetrical pattern and the interstitial vortex interactions effectively cancel, such as at $`B/B_\varphi =`$ 2.0, 1.75, 1.5, and 1.25. Using samples such those in Ref. where Shapiro steps are observed, for a pinning lattice spacing of $`a=2\mu m`$, $`\omega =2\pi \nu `$, and $`\nu =40MHz`$, commensuration effects should be observable with applied crossed AC currents from 0 to 10 $`I_c`$ where $`I_c`$ is the critical current. Superconductors with rectangular and triangular (rather than square) pinning arrays should also exhibit these phenomena; however, the stable orbits would encircle different numbers of pins than the orbits described here. In superconductors with

magnetic dot arrays, the dots can act as long range repulsive sites, so that pinned orbits of the type described here could be observed at vortex filling fractions such as $`B/B_\varphi =1`$ and $`1/2`$. In addition, superconductors with 2D smoothly modulated surfaces should also produce commensurate and incommensurate orbits. Other promising systems in which these phases could be observed include 2D JJ arrays, 2D atomic friction models, and colloids on optical pin-scapes . A possible application of our results would be particle segregation in multi-species systems, such as colloids on periodic substrates, where the different species have different mobilities. Here it should be possible to tune the AC drive such that one species would be pinned and another depinned. The species could then be segregated with a DC drive.

To summarize, we have numerically studied the motion of vortices interacting with a 2D periodic potential created by immobile vortices located at pinning sites placed in a square array. We apply two AC drives, perpendicular to one another and out of phase by $`90^{}`$, such that the vortices move in a circle in the absence of a substrate potential. For AC drives of equal amplitude, as a function of increasing AC amplitude we find a series of pinned orbits enclosing $`n=m^2`$ pinning sites. Each of these orbits has a finite depinning threshold to an additional applied DC force. At AC amplitude values between these pinned orbits, the vortices are delocalized and diffuse through the sample, and the DC depinning threshold is zero. Experimentally these states can be observed as a series of pinned and non-pinned regions as a function of AC amplitude or frequency. For anisotropic AC drives, we find a series of asymmetric pinned orbits which enclose $`n=m`$ pinning sites. We call our model the vortex pinball model in analogy to the electron pinball system for electron cyclotron motion in anti-dot arrays. We also suggest other systems in which these phases can be observed experimentally.

Acknowledgements: This work was supported by the US Dept. of Energy under contract W-7405-ENG-36.


text:
# General Logarithmic Corrections to Black Hole Entropy

## I Introduction

Since it is more or less certain that black holes much larger than the Planck scale have entropy proportional to its horizon area , it is important to investigate what the leading order corrections are, as one reduces the size of the black hole. There have been several attempts in this direction. For example, in non-perturbative quantum general relativity (NPQGR) (aka Quantum Geometry) , the density of microstates has been computed for non-rotating asymptotically flat (AF) $`4d`$ black holes . In this approach, the black hole horizon is treated as a boundary of spacetime which is quantized within the NPQGR formalism. The dimensionality of Hilbert space of this theory, which is computed by counting the conformal blocks of a well-defined $`2d`$ CFT, namely $`2d`$ $`SU(2)_k`$ Wess-Zumino model, gives the density of states. For large black holes, the logarithm of this density of states is seen to be precisely the Bekenstein-Hawking entropy together with corrections : $`3/2\mathrm{ln}(\text{Area})`$ . Similar logarithmic corrections were found for quantum Schwarzschild black holes in  and for BTZ, string theoretic and all other black holes whose microscopic degrees of freedom are described by an underlying conformal field theory in  using a corrected version of the asymptotic Cardy formula. More recently, precisely such corrections have been obtained for three dimensional BTZ black holes by computing the exact partition function . Logarithmic corrections to black hole entropy were also obtained in  by considering matter fields in black hole backgrounds, in  in the context of string-black hole correspondence, in  for dilatonic black holes and in  using Rademacher expansion of the partition function. Thus, logarithmic corrections to Bekenstein-Hawking entropy appear to be a generic property of black holes. The question is why are they always logarithmic.

We try to address this question here. In this paper, we show that logarithmic corrections to thermodynamic entropy arise in all thermodynamic systems when small stable fluctuations around equilibrium are taken into account. The stability condition is equivalent to the specific heat being positive, so that the corresponding canonical ensemble is stable. These fluctuations determine the prefactor in the expression for the density of states of the system, whose logarithm gives the corrected entropy of the system (similar to the entropy correction due to the exact prefactor in Cardy formula, ref.). As shown in section (II), these corrections are always logarithmic in nature, and when applied to black holes in section (III), they indeed predict the form $`k\mathrm{ln}(\text{Area})`$. Thus logarithmic corrections to Bekenstein-Hawking entropy can be interpreted as corrections due to small thermal fluctuations of the black hole around its equilibrium configuration. Note that this prescription applies to all black holes with positive specific heat. Also note that this analysis simply uses macroscopic black hole properties such as expressions of entropy and temperature in terms of its mass and charge etc, but does not use properties of the underlying microscopic theory of gravity (CFT, quantum geometry, string theory etc). In this sense, the corrections are indeed universal, and will apply to almost all black hole spacetimes, irrespective of whether they arise in Einstein gravity or some other versions of general relativity, whether they are supersymmetric or not.

When applied to BTZ black holes, the prefactor turns out to be $`k=3/2`$, as found in . Corrections to entropy of AF Schwarzschild black holes cannot be found in this way, since the specific heat of the latter is negative and its canonical ensemble is unstable . However, the problem can be circumvented by considering spherically symmetric black holes which are aymptotically anti-de Sitter, and not AF. Then, once again, the leading order entropy corrections are logarithmic in nature. Similarly, for Reissner-Nordström black holes in arbitrary spacetime dimensions, there exists a range of mass and electric charge, for which the specific heat is positive. In this case too, logarithmic corrections result.

Finally, in section (IV) we examine thermodynamic entropy as an exact function of the inverse temperature $`\beta `$ (which is not necessarily the equilibrium temperature), namely $`S=S(\beta )`$. We note that the function suggested by CFT , and suitable generalizations thereof, give rise to identical logarithmic corrections (including coefficients) as found in the earlier section from pure thermodynamic considerations.

It may be noted that in the analysis of this paper, black holes are still considered large (macroscopic) compared to the Planck scale. This ensures that the logarithmic terms are indeed much smaller compared to the Bekenstein-Hawking term, and can thus be regarded as ‘corrections’.

## II  Canonical and Microcanonical Entropy

We consider a canonical ensemble with partition function

$$Z(\beta )=_0^{\mathrm{}}\rho (E)e^{\beta E}𝑑E,$$
(1)
where $`T=1/\beta `$ is the temperature in units of the Boltzmann constant $`k_B`$. The density of states can be obtained from (1) by doing an inverse Laplace transform (keeping $`E`$ fixed) :

$$\rho (E)=\frac{1}{2\pi i}_{ci\mathrm{}}^{c+i\mathrm{}}Z(\beta )e^{\beta E}𝑑\beta =\frac{1}{2\pi i}_{ci\mathrm{}}^{c+i\mathrm{}}e^{S(\beta )}𝑑\beta ,$$
(2)
where

$$S(\beta )=\mathrm{ln}Z(\beta )+\beta E$$
(3)
is the exact entropy as a function of temperature, not just its value at equilibrium. It is formally defined as the sum of entropies of subsystems of the thermodynamical system, which are small enough to be themselves in equilibrium. The complex integral can be performed by the method of steepest descent around the saddle point $`\beta _0(=1/T_0)`$, such that $`S_0^{}:=(S(\beta )/\beta )_{\beta =\beta _0}=0`$. $`T_0`$ is the equilibrium temperature, such that the usual equilibrium relation $`E=(\mathrm{ln}Z(\beta )/\beta )_{\beta =\beta _0}`$ is obeyed. Expanding $`S(\beta )`$ about $`\beta =\beta _0`$, we get

$$S=S_0+\frac{1}{2}(\beta \beta _0)^2S_0^{\prime \prime }+\mathrm{},$$
(4)
where $`S_0:=S(\beta _0)`$ and $`S_0^{\prime \prime }:=(^2S(\beta )/\beta ^2)_{\beta =\beta _0}`$. Substituting (4) in (2) :

$$\rho (E)=\frac{e^{S_0}}{2\pi i}_{ci\mathrm{}}^{c+i\mathrm{}}e^{1/2(\beta \beta _0)^2S_0^{\prime \prime }}𝑑\beta .$$
(5)
By choosing $`c=\beta _0`$, and putting $`(\beta \beta _0)=ix`$, where $`x`$ is a real variable, we obtain, for $`S_0^{\prime \prime }>0`$,

$$\rho (E)=\frac{e^{S_0}}{\sqrt{2\pi S_0^{\prime \prime }}}.$$
(6)
Note that the density of states $`\rho (E)`$ and $`S_0^{\prime \prime }`$ have dimensions of inverse energy and energy squared respectively. Henceforth, we set the Boltzmann constant $`k_B`$ to unity. The logarithm of the density of states $`\rho (E)`$ is then the microcanonical entropy

$$𝒮:=\mathrm{ln}\rho (E)=S_0\frac{1}{2}\mathrm{ln}S_0^{\prime \prime }+\text{(higher order terms)}.$$
(7)
Here $`𝒮`$ is the corrected microcanonical entropy at equilibrium, obtained by incorporating small fluctuations around thermal equilibrium. This is to be distinguished from the function $`S(\beta )`$, which is the entropy at any temperature (and not just at equilibrium). The above formula is applicable to all thermodynamic systems considered as a canonical ensemble, including black holes. For the latter, $`S_0`$ is the Bekenstein-Hawking area law. It is seen that the correction solely depends on the quantity $`S_0^{\prime \prime }`$. Moreover, the second term in Eq.(7) appears with a negative sign, as conjectured in general in  from the holographic point of view. Now, we will estimate $`S_0^{\prime \prime }`$, without assuming any specific form of $`S(\beta )`$. From Eq.(3), it follows that

$$S^{\prime \prime }(\beta )=\frac{1}{Z}(\frac{^2Z(\beta )}{\beta ^2})\frac{1}{Z^2}(\frac{Z}{\beta })^2.$$
(8)
This means that $`S_0^{\prime \prime }`$ is nothing but the fluctuation squared of energy from the equilibrium, i.e.,

$$S_0^{\prime \prime }=<E^2><E>^2,$$
(9)
where, by the definition of $`\beta _0`$, $`E=<E>=(\mathrm{ln}Z/\beta )_{\beta =\beta _0}`$. It immediately follows that

$$S_0^{\prime \prime }=T^2C$$
(10)
where $`C(E/T)_{T_0}`$ is the dimensionless specific heat. The above result also follows from a detailed fluctuation analysis of a stable thermodynamic system .

Substituting for $`S_0^{\prime \prime }`$ from (10) in (7), we get:

$$𝒮=\mathrm{ln}\rho =S_0\frac{1}{2}\mathrm{ln}\left(CT^2\right)+\mathrm{}$$
(11)
This is our master formula, and for dimensional correctness, it is understood that the quantity within the logarithm is divided by $`k_B^2`$. As mentioned earlier, the above correction arises for any thermodynamic system satisfying the first law. We would like to apply this to the particular case of black holes . To do this, we would replace $`TT_H`$, the Hawking temperature. Then we calculate $`C`$ for the specific black holes.

Before that, let us determine the limit of validity of the formula (11). We assume the quantum fluctuations of the thermodynamic quatities under consideration, e.g. $`S,\beta ,\mathrm{}`$ are small. Denote such a generic variable by $`y`$. Then the above restriction translates to $`\mathrm{\Delta }yy`$. Then from the uncertainty relation for quasi-classical systems

$$\mathrm{\Delta }E\mathrm{\Delta }y\dot{y}$$

and approximating $`\dot{y}=y/\tau `$ (where $`\tau `$ is relaxation time scale), it follows that:

$$\mathrm{\Delta }E>>1/\tau .$$

Then, using $`\mathrm{\Delta }E=T\mathrm{\Delta }S`$, we get:

$$\mathrm{\Delta }S>>\frac{1}{\tau T}.$$

Finally, assuming $`\mathrm{\Delta }S1`$, we get from above :

$$T>>\frac{1}{\tau }$$
(12)
which sets the limit that (11) ceases to be valid for very low temperatures, lower than a characteristic value $`1/\tau `$. For black holes, $`\tau `$ is presumably of order Planck length, the only natural length (or time) scale relevant to the system. Note that the above inequality shows that for black holes very close to extremality ($`T0`$), the fluctuation analysis ceases to be valid due to large quantum fluctuations. This is consistent with earlier results which showed that near extremal black holes are highly quantum objects, irrespective of their size .

## III Application to Black Holes Entropy

### A BTZ Black Hole:

First let us consider a non-rotating BTZ black hole in $`3`$-dimensions with metric :

$$ds^2=\left(\frac{r^2}{\mathrm{}^2}8G_3M\right)dt^2+\left(\frac{r^2}{\mathrm{}^2}8G_3M\right)^1dr^2+r^2d\theta ^2.$$
(13)
Its Bekenstein-Hawking entropy and Hawking temperature are given by

$`S_0`$ $`=`$ $`{\displaystyle \frac{2\pi r_+}{4G_3}}`$ (14)
$`T_H`$ $`=`$ $`{\displaystyle \frac{r_+}{2\pi \mathrm{}^2}}=\left[{\displaystyle \frac{G_3}{\pi ^2\mathrm{}^2}}\right]S_0`$ (15)
where $`r_+=\sqrt{8G_3M}\mathrm{}`$ is horizon radius ($`G_3=3`$-dimensional Newton’s constant), $`M`$ being mass of the black hole and $`\mathrm{}`$ is related to the cosmological constant by: $`\mathrm{\Lambda }=1/\mathrm{}^2`$. The first law in this case is:

$$dM=T_HdS_0$$
(16)
Since there are no work terms, the specific heat in this case is simply a total derivative :

$$C=\frac{dM}{dT_H}=S_0=\left[\frac{\pi ^2\mathrm{}^2}{G_3}\right]T_H$$
(17)
Plugging in (15) and (17) in (11), we get.

$`𝒮=\mathrm{ln}\rho `$ $`=`$ $`S_0{\displaystyle \frac{1}{2}}\mathrm{ln}\left(S_0S_0^2\right)+\mathrm{}`$ (18)
$`=`$ $`S_0{\displaystyle \frac{3}{2}}\mathrm{ln}S_0+\mathrm{}.`$ (19)
The quantity in square brackets in (15) is a fixed constant independent of black hole parameters, and hence can be ignored for $`S_0>>1`$ (macroscopic black holes). First, note that the correction term is proportional to the logarithm of horizon area. Secondly, the proportionality constant $`3/2`$ is exactly that found in . As claimed earlier, this shows that logarithmic corrections of this type can be interpreted as those due to thermal fluctuations of the black hole around its equilibrium.

Introduction of angular momentum is straightforward. It can be shown that for rotating BTZ black holes far away from extremality, the formulae (15) - (17) are modified as :

$`T_H`$ $`=`$ $`\left[{\displaystyle \frac{G_3}{\pi ^2\mathrm{}^2}}\right]S_0+𝒪\left({\displaystyle \frac{J^2}{M^{3/2}}}\right)`$ (20)
$`C`$ $`:=`$ $`\left({\displaystyle \frac{T_H}{M}}\right)_J^1=S_0+𝒪\left({\displaystyle \frac{J^2}{M^{3/2}}}\right)`$ (21)
where $`J`$ is the angular momentum, and the specific heat $`C`$ is now calculated keeping $`J`$ fixed. Thus the entropy is,

$$𝒮=\mathrm{ln}\rho =S_0\frac{3}{2}\mathrm{ln}S_0\frac{(J^2/M^{3/2})}{2S_0}+\mathrm{}$$
(22)
Thus to leading order the correction (19) is reproduced, and sub-leading angular momentum dependent terms contribute further polynomial corrections of order $`1/S_0`$, the inverse of Bekenstein-Hawking entropy. Such smaller polynomial corrections were also predicted in  in the context of quantum geometry. For near-extremal (very low temperature) situations, the corrections of above type are no longer valid for reasons stated at the end of the last section, as the necessary condition (12) is violated.

### B Anti-de Sitter Schwarzschild:

First let us consider a $`d`$-dimensional Schwarzschild black hole with metric:

$$ds^2=\left(1\frac{16\pi G_dM}{(d2)\mathrm{\Omega }_{d2}r^{d3}}\right)dt^2+\left(1\frac{16\pi G_dM}{(d2)\mathrm{\Omega }_{d2}r^{d3}}\right)^1dr^2+r^2d\mathrm{\Omega }_{d2}^2,$$
(23)
(where $`G_d=d`$ dimensional Newton’s constant, $`d\mathrm{\Omega }_{d2}^2`$ is the metric on unit $`S^{d2}`$ and $`\mathrm{\Omega }_{d2}`$ is the area of that unit sphere). Its entropy and temperature are :

$`S_0`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }_{d2}r_+^{d2}}{4G_d}}`$ (24)
$`T_H`$ $`=`$ $`{\displaystyle \frac{(d3)}{4\pi r_+}}`$ (25)
The mass is related to the horizon radius as :

$$M=\frac{(d2)(d3)\mathrm{\Omega }_{d2}}{16\pi G_d}r_+^{d3}$$
(26)
with which one can write

$$T_H=\left(\frac{d2}{4\pi }\right)^{(d2)/(d3)}\left(\frac{\mathrm{\Omega }_{d2}}{4G_dM}\right)^{1/(d3)}.$$
(27)
Again, the first law (16) is obeyed, and

$`C`$ $`=`$ $`{\displaystyle \frac{dM}{dT_H}}=(d2)S_0`$ (28)
Since the specific heat is negative, one cannot directly apply the fluctuation correction formula (11) to the Schwarzschild black hole. One way to circumvent this problem is to consider anti-de Sitter Schwarzschild black holes, whose asymptotic structure is that of anti-de Sitter space, instead of asymptotically flat Schwarzschild black holes. We will see that for black holes with large masses, the presence of a small negative cosmological constant $`\mathrm{\Lambda }`$ is sufficient to make the specific heat positive and render (11) applicable. The microcanonical ensemble for the Schwarzschild black hole is of course well defined, and we will return to this issue later.

We parametrize the cosmological constant in $`d`$-dimensions in terms of the length scale $`\mathrm{}`$ as: $`\mathrm{\Lambda }=(d1)(d2)/2\mathrm{}^2`$. The corresponding Einstein’s equations admit of black holes solutions which are asymptotically anti-de Sitter and whose metric is given by:

$$ds^2=\left(1\frac{16\pi G_dM}{(d2)\mathrm{\Omega }_{d2}r^{d3}}+\frac{r^2}{\mathrm{}^2}\right)dt^2+\left(1\frac{16\pi G_dM}{(d2)\mathrm{\Omega }_{d2}r^{d3}}+\frac{r^2}{\mathrm{}^2}\right)^1dr^2+r^2d\mathrm{\Omega }_{d2}^2.$$
(29)
Here the parameter $`M`$ is the conserved charge associated with the timelike Killing vector (‘mass’) . In terms of the horizon radius $`r_+`$, the entropy formula is same as (24), whereas the Hawking temperature is :

$$T_H=\frac{(d1)r_+^2+(d3)\mathrm{}^2}{4\pi \mathrm{}^2r_+}=\left[\frac{d3}{4\pi }\left(\frac{\mathrm{\Omega }_{d2}}{4G_d}\right)^{1/(d2)}\right]\left[1+\frac{(d1)r_+^2}{(d3)\mathrm{}^2}\right]S_0^{1/(d2)}.$$
(30)
Although the function $`r_+=r_+(M)`$ is not explicit, $`C`$ can still be calculated using :

$$C=\frac{(d2)\mathrm{\Omega }_{d2}r_+^{d3}}{4G_d}\left[\frac{\mathrm{ln}T_H}{r_+}\right],$$

which yields  :

$$C=\left[(d2)\frac{(d1)r_+^2/\mathrm{}^2+(d3)}{(d1)r_+^2/\mathrm{}^2(d3)}\right]S_0.$$
(31)
First, note that the limit $`\mathrm{}\mathrm{}`$ reproduces the (negative) Schwarzschild value (28) of $`C`$. However, for

$$\mathrm{}<r_+\sqrt{\frac{d1}{d3}},$$
(32)
$`C`$ changes signature and becomes positive. In the limit of large $`\mathrm{\Lambda }`$ ($`\mathrm{}0`$), $`C`$ approaches a positive finite value:

$$C=(d2)S_0.$$
(33)
Consequently, the canonical ensemble becomes stable against small fluctuations around equilibrium . In other words, introduction of a negative cosmological constant remedies the otherwise unstable Schwarzschild canonical ensemble.

Let us calculate the leading order corrections in this limit, although one can do so for any $`\mathrm{}`$ satisfying (32). From (11), (30) and (33), we get:

$$𝒮=S_0\frac{d}{2(d2)}\mathrm{ln}S_0+\mathrm{}$$
(34)
Thus, once again the leading corrections are logarithmic. It is clear that logarithmic corrections result for all values of $`\mathrm{}`$ lying in the range (32). Also note from (32) that for black hole masses much greater than the Planck mass, $`r_+`$ is huge and the range of $`|\mathrm{\Lambda }|`$ corresponding to $`C>0`$ is given by the expression:

$$|\mathrm{\Lambda }|>\frac{(d2)(d3)}{2r_+^2}0.$$
(35)
This means that the introduction of a very small negative cosmological constant is sufficient to make the present formalism applicable.

### C  Reissner-Nordström :

For a $`d`$-dimensional Reissner-Nordström black hole with metric

$`ds^2`$ $`=`$ $`\left(1{\displaystyle \frac{16\pi M}{(d2)\mathrm{\Omega }_{d2}r^{d3}}}+{\displaystyle \frac{16\pi Q^2}{(d2)(d3)r^{2(d3)}}}\right)dt^2`$ (36)
$`+`$ $`\left(1{\displaystyle \frac{16\pi M}{(d2)\mathrm{\Omega }_{d2}r^{d3}}}+{\displaystyle \frac{16\pi Q^2}{(d2)(d3)r^{2(d3)}}}\right)^1dr^2+r^2d\mathrm{\Omega }_{d2}^2,`$ (37)
the entropy and temperature are given by:

$`S_0`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }_{d2}r_+^{d2}}{4G_d}}`$ (38)
$`T_H`$ $`=`$ $`{\displaystyle \frac{(d3)}{2\pi r_+^{d2}}}\sqrt{\left({\displaystyle \frac{8\pi G_dM}{(d2)\mathrm{\Omega }_{d2}}}\right)^2{\displaystyle \frac{2G_dQ^2}{(d2)(d3)}}}`$ (39)
where $`Q`$ is the electric charge. Using the formula for horizon radius:

$$r_+^{d3}=\frac{8\pi G_dM}{(d2)\mathrm{\Omega }_{d2}}+\sqrt{\left(\frac{8\pi G_dM}{(d2)\mathrm{\Omega }_{d2}}\right)^2\frac{2G_dQ^2}{(d2)(d3)}},$$
(40)
the specific heat is :

$$C=\left(\frac{d2}{d3}\right)S_0F_2(M,Q)$$
(41)
and the temperature far away from extremality ($`r_+>>r_{}`$):

$$T_H=\left[\frac{d3}{4\pi }\left(\frac{\mathrm{\Omega }_{d2}}{4G_d}\right)^{1/(d2)}\right]S_0^{1/(d2)}F_1(M,Q)$$
(42)
where

$`F_1(M,Q)`$ $`=`$ $`12G_d\left({\displaystyle \frac{d2}{d3}}{\displaystyle \frac{\mathrm{\Omega }_{d2}Q}{16\pi G_dM}}\right)^2`$ (43)
$`F_2(M,Q)`$ $`=`$ $`{\displaystyle \frac{\sqrt{\left(\frac{8\pi G_dM}{(d2)\mathrm{\Omega }_{d2}}\right)^2\frac{2G_dQ^2}{(d2)(d3)}}}{\frac{8\pi G_dM}{(d2)\mathrm{\Omega }_{d2}}\frac{(d2)}{(d3)}\sqrt{\left(\frac{8\pi G_dM}{(d2)\mathrm{\Omega }_{d2}}\right)^2\frac{2G_dQ^2}{(d2)(d3)}}}}.`$ (44)
When the electric charge is very small, constant $`F_1`$ is of order unity, $`F_2`$ is negative and $`C`$ is close to the (negative) Schwarzschild result (28), i.e. $`C(d2)S_0`$. However, in the range:

$$\left[\frac{2(d2)\mathrm{\Omega }_d^2}{(8\pi )^2(d3)G_d}\right]Q^2<M^2<\left[\frac{2(d2)^3\mathrm{\Omega }_d^2}{(8\pi )^2(2d5)G_d}\right]Q^2,$$
(45)
$`C>0`$ and the leading order entropy correction from (11) is:

$$𝒮=S_0\frac{(d4)}{2(d2)}\mathrm{ln}S_0+\mathrm{ln}\left(F_1^2F_2\right)+\mathrm{}.$$
(46)
It is interesting to note that the fluctuation corrections in this case vanish for $`d=4`$.

As for BTZ, close to extremality, $`T_H0`$, and the assumptions made in the thermodynamic analysis breaks down, as can be seen from (12). Thus (11) ceases to be valid too.

Since the string theoretic black holes in $`5`$ and in $`4`$ dimensions, whose entropy was reproduced by $`D`$-brane state counting, fall into the class of Reissner-Nordström black holes, we do not consider them separately.

## IV CFT and Exact Entropy Function $`S(\beta )`$ :

Thus far, we have seen that logarithmic leading order corrections to entropy are generic to all statistical mechanical systems near its equilibrium due to small thermal fluctuations. The quantity $`S_0^{\prime \prime }`$ was sufficient to calculate these corrections, and the former can be expressed in terms of known thermodynamic quantities $`C`$ and $`T`$.

In other words, an exact entropy function $`S(\beta )`$, although would be sufficient to get above corrections, was not at all necessary. In this section, we will attempt to reproduce these corrections by postulating an exact entropy function $`S(\beta )`$, which follows from CFT and may also perhaps follow from other quantum theories of gravity. Thus, on the one hand, it will provide a consistency check between the derivations of the previous sections and corrections derived from certain microscopic quantum gravitational principles, and on the other hand, it will provide an indication as to what kind of entropy functions can be expected from underlying theories of quantum gravity.

Let us return to Eq. (7), which as mentioned before, predicts leading correction to the equilibrium entropy in terms of $`S_0^{\prime \prime }`$, the second derivative of the exact entropy function $`S(\beta )`$, evaluated at the equilibrium temperature $`\beta _0`$. As stated before, if we wish to specialize to black holes, we must first make the following identifications:

$`\beta _0`$ $`=`$ $`{\displaystyle \frac{1}{T_H}},`$ (47)
$`S_0=S(\beta _0)`$ $`=`$ $`{\displaystyle \frac{A_H}{4G_d}}`$ (48)
where the first relation follows from the assumption that the black hole is at equilibrium at Hawking temperature. It is clear that this set of information is inadequate to determine the functional form of $`S_0^{\prime \prime }`$, which is independent of both $`S_0`$ and $`\beta _0`$. Geometrically, the quantities $`\beta _0`$ and $`S_0`$ represent the abscissa and ordinate of the extremum of the parabola which approximates the actual curve near extremum. The slope $`S_0^{\prime \prime }`$ on the other hand is still an independent quantity.

To determine $`S_0^{\prime \prime }`$, we may assume any specific form of the function $`S(\beta )`$, which can be well approximated by the parabolic form (4). The only stipulation is that such a form must admit of an extremum at some value $`\beta _0`$ of $`\beta `$. If we assume an underlying CFT, then from modular invariance of the partition functions of $`(1+1)`$-dimensional conformal field theories it follows that $`S(\beta )`$ is of the following form (see argument of exponential function in Eq(2.7) in  ):

$$S(\beta )=a\beta +\frac{b}{\beta }$$
(49)
where $`a,b`$ are constants. However, to test whether this form is absolutely essential, and whether more general functional forms affect results significantly, we will assume a more general form which also admits of a saddle point, and hence the thermodynamic limit. We choose such a function:

$$S(\beta )=a\beta ^m+\frac{b}{\beta ^n}$$
(50)
wth $`m,n,a/b>0`$. The form dictated by CFT is a special case ($`m=1=n`$) of the above. Later we will show that (50) is also consistent with assumptions made in the context of Euclidean black hole thermodynamics . A constant additive term that could have been included may be absorbed in the definition of $`S_0`$. The above has an extremum at

$$\beta _0=\left(\frac{nb}{ma}\right)^{1/(m+n)}\frac{1}{T_H}.$$
(51)
Expanding around $`\beta _0`$, by computing the second derivative, we get:

$$S(\beta )=\alpha \left(a^nb^m\right)^{1/(m+n)}+\frac{1}{2}\gamma \left(a^{n+2}b^{m2}\right)^{1/(m+n)}(\beta \beta _0)^2+\mathrm{},$$
(52)
where

$`\alpha `$ $`=`$ $`(n/m)^{m/(m+n)}+(m/n)^{n/(m+n)}`$ (53)
$`\gamma `$ $`=`$ $`(m+n)m^{(n+2)/(m+n)}n^{(m2)/(m+n)}`$ (54)
are constants. Comparing with (4), we find:

$`S_0`$ $`=`$ $`\alpha \left(a^nb^m\right)^{1/(m+n)},`$ (55)
$`S_0^{\prime \prime }`$ $`=`$ $`\gamma \left(a^{n+2}b^{m2}\right)^{1/(m+n)}.`$ (56)
Next, we invert these equations to get $`a,b`$ in terms of $`S_0`$ and $`S_0^{\prime \prime }`$ :

$`a`$ $`=`$ $`{\displaystyle \frac{\alpha ^{(m2)/2}}{\gamma ^{m/2}}}\left(S_0^{\prime \prime }\right)^{m/2}S_0^{(m2)/2}`$ (57)
$`b`$ $`=`$ $`\left[{\displaystyle \frac{\alpha ^{(n+2)/2}}{\gamma }}\right]^{n/2}S_0^{(n+2)/2}\left(S_0^{\prime \prime }\right)^{n/2}.`$ (58)
These values of $`a`$ and $`b`$ can now be substituted in (51) to obtain:

$$\beta _0=\frac{1}{T_H}=\left(\frac{n}{m}\right)^{1/(m+n)}\sqrt{\frac{S_0}{S_0^{\prime \prime }}\frac{\gamma }{\alpha }}.$$
(59)
The last relation can be inverted to express $`S_0^{\prime \prime }`$ in terms of $`S_0`$ and $`T_H`$ :

$$S_0^{\prime \prime }=\left[\left(\frac{\gamma }{\alpha }\right)\left(\frac{n}{m}\right)^{2/(m+n)}\right]S_0T_H^2.$$
(60)
This is the relation we sought, since it completely specifies $`S_0^{\prime \prime }`$ (and hence entropy corrections) in terms of Bekenstein-Hawking entropy and Hawking temperature, and is a direct consequence of our assumed form of exact entropy function (50). Again, the factors in square brackets are independent of black hole parameters and can be dropped. Substituting in (7), we get:

$$𝒮=\mathrm{ln}\rho =S_0\frac{1}{2}\mathrm{ln}\left(S_0T_H^2\right)+\text{smaller terms}$$
(61)
This is the generic formula for leading order corrections to Bekenstein-Hawking formula. We note that the leading order correction is independent of $`m,n`$ and the latter has an effect only in the sub-leading terms. We will return to this issue later. Now let us apply (61) to specific black holes.

BTZ :

From (17), we see that $`S_0=C`$ for BTZ. Thus, the correction (61) becomes identical to (11) ! Or, by explicit calculation using the relation (15) between temperature and entropy of BTZ black hole, we can write (61) as:

$`𝒮=\mathrm{ln}\rho `$ $`=`$ $`S_0{\displaystyle \frac{1}{2}}\mathrm{ln}\left(S_0S_0^2\right)+\mathrm{}`$ (62)
$`=`$ $`S_0{\displaystyle \frac{3}{2}}\mathrm{ln}S_0+\mathrm{}`$ (63)
and get back the logarithmic correction for BTZ black hole entropy found in  and by the general thermodynamic analysis (19), including the right coefficient $`3/2`$ in front. Thus, the general form of the function $`S(\beta )`$ in (50) is sufficient to arrive at this correction, and not just the specific $`m=1=n`$ case as dictated from CFT. This makes the correction quite robust.

As before, angular momentum can be introduced quite easily, and the results continue to be valid so long as the black hole is away from extremality.

AdS-Schwarzschild :

Again for Schwarzschild-anti-de Sitter black holes, in the positive specific heat domain (32), it follows from (31) that $`C=(d2)S_0`$ to leading order. Then, from (61), we get:

$$𝒮=\mathrm{ln}\rho =S_0\frac{1}{2}\mathrm{ln}\left(CT_H^2\right)+\mathrm{}$$
(64)
which agrees with the fluctuation correction formula (11). Hence, the logarithmic correction term will have identical coefficient as in (34).

Reissner-Nordström :

The generalization to charged black holes is also straightforward. From (41), we see that $`CS_0F_2(M,Q)`$. Thus, from (61) we get:

$$𝒮=\mathrm{ln}\rho =S_0\frac{1}{2}\mathrm{ln}\left(CT_H^2\right)+\mathrm{ln}F_2+\mathrm{}$$
(65)
which is identical to (46) to leading order.

## V Discussions

In this paper, we assumed that a black hole is a thermodynamic system in equilibrium at Hawking temperature, and systematically analyzed its small statistical fluctuations around equilibrium. These fluctuations give rise to a non-trivial multiplicative factor in front of the expression for the density of states, whose logarithm gives the corrected entropy formula. The latter consists of the zeroth order term which is the Bekenstein-Hawking entropy $`A_H/4G_d`$ and an additional correction term which is logarithmic for all black holes. This shows that logarithmic corrections to Bekenstein-Hawking entropy arise due to statistical fluctuations around thermal equilibrium of the black hole. This also explains as to why leading correction terms have always been found to be logarithmic. Next, we explicitly evaluated this logarithmic correction term for various black holes.

Finally, we showed that identical correction terms result if one assumes a certain form of the entropy function $`S(\beta )`$ which is valid away from equilibrium, and which is consistent with conformal field theory. This consistency on the one hand lends additional support to certain underlying theories of black hole dynamics that have been used previously and on the other hand gives an indication of the nature of entropy function expected from other microscopic theories.

Now, it may be mentioned that to demonstrate the instability of Schwarzschild black holes, it was assumed in  that the exact entropy function $`S(\beta )`$ is obtained from the well known relation at equilibrium (i.e. the area law) $`S(\beta _0)`$, by simply substituting $`\beta _0\beta `$. While this is sufficient for the area law to be valid at Hawking temperature, it is certainly not necessary. However, here we will show that the above assumption is perfectly consistent with the entropy function (50) that we chose in the last section.

Again consider BTZ black holes. Using (15) and $`\beta _0=1/T_H`$, we get at equilibrium :

$$S(\beta _0)=\frac{\pi ^2\mathrm{}^2}{G_3}\frac{1}{\beta _0}.$$
(66)
Following  if we assume that the above continues to hold for any $`\beta `$, then we get :

$$S(\beta )=\frac{\pi ^2\mathrm{}^2}{G_3}\frac{1}{\beta }.$$
(67)
Also from (15) and the expression $`r_+=\sqrt{8G_3M}\mathrm{}`$, we can write:

$$\beta _0=\frac{\pi \mathrm{}}{\sqrt{2G_3M}}.$$
(68)
This implies that for BTZ black hole mass much greater than the Planck mass, $`1/\beta _0\beta _0`$. Also for $`M/M_{Pl}\mathrm{}`$, let us assume that the above inequality holds for temperatures slightly away from equilibrium (since for truly macroscopic black holes, fluctuations are expected to be small). Then, from Eq.(50) it follows that :

$$\underset{M/M_{Pl}\mathrm{}}{lim}S(\beta )=\frac{b}{\beta ^n}.$$
(69)
Comparing (67) and (69) we find:

$`n`$ $`=`$ $`1`$ (70)
$`\&b`$ $`=`$ $`{\displaystyle \frac{(\pi \mathrm{})^2}{G_3}}.`$ (71)
In other words, the assumed relation (69) is perfectly consistent with the our general chosen form (50) in the limit of macroscopic black holes. This can also be seen from the fact that if (69) holds with $`n=1`$, then it implies $`S_0^{\prime \prime }\beta ^3S_0^3`$, which using (7) in turn implies the required corrected entropy

$$𝒮=S_0\frac{3}{2}\mathrm{ln}S_0+\mathrm{}$$

Similar conclusions follow for AdS-Schwarzschild black hole in $`d`$-dimensions. In this case, for large black holes, it again follows from (50) that $`S(\beta )b/\beta ^n`$. On the other hand, using (30) and assuming as before that the formula continues to be valid away from equilibrium, it follows that:

$$S(\beta )=\left(\frac{4\pi \mathrm{}^2}{d1}\right)^{d2}\frac{\mathrm{\Omega }_{d2}}{4G_d}\beta ^{(d2)}.$$
(72)
Comparing, we find:

$`n`$ $`=`$ $`d2`$ (73)
$`\&b`$ $`=`$ $`\left({\displaystyle \frac{4\pi \mathrm{}^2}{d1}}\right)^{d2}{\displaystyle \frac{\mathrm{\Omega }_{d2}}{4G_d}}\beta ^{(d2)}.`$ (74)
This shows that the more general form (50) with $`m,n1`$ is relevant for black holes other than BTZ. The above also implies $`S_0^{\prime \prime }\beta _0^dS_0^{d/(d2)}`$ and

$$𝒮=S_0\frac{d}{2(d2)}\mathrm{ln}S_0+\mathrm{}$$

as found earlier in (34).

The above examples lend support to the entropy function (50). However, since the exponents $`m,n`$ have no effect on leading order corrections (implying the CFT case $`m=n=1`$ is sufficient), it is tempting to speculate that conformal field theory underlies all black hole descriptions in nature as was proposed in .

Finally, let us comment on the role of the current analysis to entropy of $`d=4`$ Schwarzschild black holes. The log corrections found in  clearly does not fall into this category, since as remarked earlier, the instability of canonical ensemble for Schwarzschild black holes implies that its corrections should be calculated in the microcanonical picture, whereby the energy (and hence area) of the black hole is held fixed. This is precisely what was done in , where the area was held fixed during counting of the dimension of Hilbert space of states of spin networks. Presumably, similar analysis should be done for all black holes which have negative specific heat. Thus, the computation done here and that in  actually complement each other and show that logarithmic corrections are indeed universal. Since stability of a Schwarzschild black hole can also be ensured by confining it in a box , it would be interesting to see what the entropy corrections are in that case. Also, one can try to apply our corrections after taking into account high temperature degrees of freedom, in which case the specific has been claimed to be positive . It may be noted that the entropy correction found here has the interesting property

$$𝒮(A_1+A_2)>𝒮(A_1)+𝒮(A_2)$$

which is valid only if the coefficient in front of the log correction is negative, as in our case. It is also interesting to note that under certain assumptions, when black holes are thought to be composed of mutually non-interacting but distinguishable particles in the grand canonical ensemble with fluctuating particle number, the entropy of the resultant system turns out to be proportional to area, followed by log area term , although in the latter case the log correction occurs with a positive sign. Also, it might be useful to understand the implications of these corrections for the holographic hypothesis. We hope to report on it in the future.

Acknowledgements

SD and PM thank G. Kunstatter for useful discussions and interesting comments. SD thanks S. Carlip and V. Husain for useful correspondence which included several interesting comments and suggestions, A. Dasgupta for bringing to his attention refs.  and  and J. Bland for comments. PM thanks T. R. Govindarajan, R. Kaul, R. B. Mann, M. V. N. Murthy and D. Page for helpful comments. He also thanks the Physics Departments at the Universities at Winnipeg and Waterloo for hospitality. This work was supported in part by the Natural Sciences and Engineering Research Council of Canada.


text:
# References

Completely integrable classical systems

connected with semi-simple Lie algebras. II.

A. M. Perelomov

Abstract

The complete integrability of a class of dynamical systems of the type considered in the preceding paper  but with the potential $`V(q)=q^2+cq^2`$ is proved.

Note: This is unchanged electronic version of Preprint ITEP – 27, Moscow, 1976

Let us consider the classical dynamical system with $`n`$ degrees of freedom that is described by the Hamiltonian

$$H(p_k,q_l)=\frac{1}{2}\underset{k=1}{\overset{n}{}}p_k^2+U(q_1,\mathrm{},q_n).$$
(1)
The preceding paper by Olshanetsky and Perelomov  (see also preceding papers  – ) considers the systems of the type (1) with a potential

$$U_0(q_1,\mathrm{},q_n)=g^2\underset{k<l}{}[V(q_kq_l)+\epsilon V(q_k+q_l)]+g_1^2\underset{k=1}{\overset{n}{}}V(q_k)+g_2^2\underset{k=1}{\overset{n}{}}V(2q_k),$$
(2)
where constants $`\epsilon ,g,g_1`$ and $`g_2`$ satisfy the condition

$$\epsilon =0\text{or\hspace{0.17em}\hspace{0.17em}1\hspace{0.17em}\hspace{0.17em}for}g_1=g_2=0;\epsilon =1,\text{for}g_1^2+g_2^2>0$$

and the potential $`V(q)`$ has one of the following forms

$$V(q)=q^2,$$

$$V(q)=a^2\mathrm{sinh}^2aq,$$

$$V(q)=a^2\mathrm{sin}^2aq,$$
(3)
$$V(q)=a^2\mathrm{}(aq)$$

($`\mathrm{}(q)`$ is the Weierstrass function). In paper  it was also shown that these systems are related to the semi-simple Lie algebras.

The aim of the present paper is to extend results of paper  to the systems of the type (1) with the potential (2), where $`V(q)=q^2+cq^2`$.111After this paper has been performed we got the possibility to acquaint with Adler’s preprint  in which the similar results were obtained. Here, besides the integrals of motion $`I_k`$, we obtain also the explicit expressions for quantities $`B_k^{}`$ and $`B_k`$ which are a classical analog of quantum operators of creation and annihilation $`B_k^+`$ and $`B_k`$ introduced in paper . Note that in paper  the algorithm was given for finding of the operators $`B_k^+`$ and $`B_k`$, and the explicit form of the first three of them was found. 222 Note that analogously to paper  it may be shown that in the quantum case ($`p_ki/q_k`$) operators $`B_k`$ and $`B_k^+`$ are well-defined. Thereby, we get for them the explicit expressions.

Note first of all that under the fulfillment of condition $`_{j=1}^nq_j=0`$ the system of interest described by the Hamiltonian (1) with the potential (2) and $`V(q)=q^2+\alpha ^2q^2`$ is equivalent to the system with the potential

$$U=U_0+\frac{\omega ^2}{2}\underset{k=1}{\overset{n}{}}q_k^2,$$
(4)
where $`U_0`$ is given by the formula (2) with $`V(q)=q^2`$.

In order to prove the complete integrability of the system under consideration and to find explicit form of $`B_k,B_k^{}`$ and $`I_k`$ we generalize the Moser method  which in turn applies the Lax trick . Namely, we will show that the Hamilton equations

$$\dot{q}_k=\frac{H}{p_k}=p_k,\dot{p}_k=\frac{H}{q_k}$$
(5)
are equivalent to the matrix equation

$$\frac{d\stackrel{~}{L}}{dt}=[\stackrel{~}{L},M]i\omega \stackrel{~}{L},$$
(6)
where matrices $`M`$ and $`L`$ depend on $`p_k`$ and $`q_l`$, and the matrix $`iM`$ is Hermitian.

Let us first of all note that as it is shown in papers  –  for the system described by the Hamiltonian $`H=\frac{1}{2}_{k=1}^np_k^2+U_0`$, where $`V(q)`$ is given by the formula (3), the Hamilton equations are equivalent to the matrix equation

$$\frac{dL}{dt}=[L,M]$$
(7)
(the explicit form for the matrices $`iM=(D+Y)`$ and $`L=P+iX`$ is given in the above mentioned papers). In the case of interest we take

$$\stackrel{~}{L}=Li\omega Q,$$
(8)
where the matrix $`Q`$ is obtained from the matrix $`P`$ replacing $`p_k`$ by $`q_k`$ and correspondingly the matrix $`\stackrel{~}{L}`$ is obtained from the matrix $`L`$ replacing $`p_k`$ by $`b_k=p_ki\omega q_k`$.

Then, as it can be easily checked, equations (6) are a consequence of the equation (8) and of identities

$$\frac{d\stackrel{~}{L}}{dt}=[L,M]i\omega (Pi\omega Q),L=P+[M,Q].$$
(9)
The check of the first of these identities is very simple while for the check of the second one it is necessary to make use of explicit expressions for the matrices $`L`$ and $`M`$ from papers  – .

Let us now turn to obtaining of consequences from the equation (6). Form the quantities

$$B_k=\text{tr}(\stackrel{~}{L}^k)\text{and}B_k^{}=\text{tr}\left(\left(\stackrel{~}{L}^+\right)^k\right).$$
(10)
Then, as it follows from (6),

$$\dot{B}_k(t)=ik\omega B_k(t),B_k(t)=\mathrm{exp}(ik\omega t)B_k(0).$$
(11)
Thus, the quantities $`B_k(t)`$, not being the integrals of motion, possess, however, a very simple time dependence 333 The quantities $`B_k(t)`$ completely determine the evolution of considered system. They are rational functions of variables $`p_k`$ and $`q_l`$. Expressing the coordinates and momenta through $`B_k(t)`$ and $`B_l^{}(t)`$ we get an explicit expression for $`p_k(t)`$ and $`q_l(t)`$ and thereby completely integrate the system of Hamilton’s equations (5).

Let us now find the integrals of motion. It is easy to see that these are both $`B_k^{}B_k`$ and $`\{B_k,B_k^{}\}`$. Thus the knowledge of quantities $`B_k`$ is sufficient to find the invariants. It will be more convenient for us to use another set of invariants. Let us consider matrices $`N_1=\stackrel{~}{L}^+\stackrel{~}{L}`$ and $`N_2=\stackrel{~}{L}\stackrel{~}{L}^+`$. It follows from (6) that they satisfy the equation

$$\frac{dN_k}{dt}=[N_k,M],k=1,2.$$
(12)
Consequently, the matrix

$$N=\frac{1}{2}\left(\stackrel{~}{L}^+\stackrel{~}{L}+\stackrel{~}{L}\stackrel{~}{L}^+\right)=L^2+\omega ^2Q^2$$
(13)
also satisfies the equation

$$\frac{dN}{dt}=[N,M].$$
(14)
Therefore, the eigenvalues of matrix $`N`$ do not change with time and consequently the quantities

$$I_k=\text{tr}(N^k)$$
(15)
are the integrals of motion.

In conclusion, let us prove that the quantities $`B_k`$ are in involution, i.e., $`\{B_k,B_l\}=0`$. Here

$$\{A,B\}=\underset{k=1}{\overset{n}{}}\left(\frac{A}{p_k}\frac{B}{q_k}\frac{A}{q_k}\frac{B}{p_k}\right)$$

is the Poisson bracket for $`A`$ and $`B`$.

Indeed, the quantities $`B_k`$ are obtained from integrals of motion $`I_k^{(0)}`$ for the system described by Hamiltonian $`H_0`$ replacing in them $`p_k`$ by $`b_k=p_ki\omega q_k`$. With this replacement

$$\frac{I_k^{(0)}}{p_j}\frac{B_k}{b_j},\frac{I_k^{(0)}}{q_j}\frac{B_k}{q_j}i\omega \frac{B_k}{b_j}.$$

Thus,

$$\{B_k,B_l\}=\underset{j}{}\left(\frac{B_k}{p_j}\frac{B_l}{q_j}\frac{B_k}{q_j}\frac{B_l}{p_j}\right)=\underset{j}{}\left(\frac{B_k}{b_j}\frac{B_l}{q_j}\frac{B_k}{q_j}\frac{B_l}{b_j}\right)=0,$$
(16)
since as it follows from papers  – ,

$$\{I_k^{(0)},I_l^{(0)}\}=0.$$