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# Analytic calculation of the mass gap in U(1)₂₊₁ lattice gauge theory.

## 1 Introduction

In QCD, the most fundamental quantities one wishes to calculate are the states of the mass spectrum of the theory. In lattice gauge theory, such non-perturbative calculations are carried out numerically in the path integral representation to some level of approximation by evaluating the correlation functions by Monte-Carlo simulation. Typically, the computational resources employed in this approach are enormous as one must work with large lattices and spacings which are fine enough to detect the continuum behaviour of the theory in question. Hence, non-perturbative analytic results are of considerable interest. In this context, the Hamiltonian formalism is appealing. One often works directly on infinite lattices, fermions are simpler to incorporate (no fermion determinant) and 3D as opposed to 4D lattices (time is continuous). The lack of systematic and applicable methodology has prevented these features from being exploited or investigated - hence, the importance of new methodologies. Here we use a novel approach – the plaquette expansion – based on a large volume expansion of Lanczos tridiagonalization.

## 2 Compact U(1) in 2+1 Dimensions

Compact U$`(1)_{2+1}`$ has become the testing ground for various lattice Hamiltonian procedures as it exhibits scaling behaviour similar to the more complex and physically interesting non-abelian lattice gauge theories in $`3+1`$ dimensions. The Kogut-Susskind Hamiltonian is :

$$H=\frac{g^2}{2}\underset{l}{}\widehat{E}_l^2+\frac{1}{2g^2}\underset{p}{}\left[2(\widehat{U}_p+\widehat{U}_p^{})\right],$$
(1)
where $`g`$ is the dimensionless coupling constant. The strong-coupling limit is defined by $`g\mathrm{}`$ and the weak-coupling limit by $`g0`$. The electric field operator, $`\widehat{E}_l`$, and link operator, $`\widehat{U}_l`$ obey the commutator relations $`[\widehat{E}_l,\widehat{U}_l]=\widehat{U}_l`$ and $`[\widehat{E}_l,\widehat{U}_l^{}]=\widehat{U}_l^{}`$ and the plaquette operator $`\widehat{U}_p`$ acts on the links around the smallest closed (Wilson) loop or square on the lattice $`\widehat{U}_p=\widehat{U}_1\widehat{U}_2\widehat{U}_3^{}\widehat{U}_4^{}`$.

One of the quantities of interest in this model is the anti-symmetric or photon mass gap, $`M`$ ( $`M_{0^+}`$ ), which is given by the difference in energies between the lowest state in the $`0^+`$ sector and the vacuum. The scaling behaviour for the mass gap is expected to be : $`M^2a^2\beta \text{exp}\{k_0\beta +k_1\}`$, where $`k_0`$ and $`k_1`$ are constants, $`a`$ is the lattice spacing and $`\beta =1/g^2`$. The scaling parameters $`k_0`$ and $`k_1`$ are not known exactly but have been computed by various numerical techniques: $`k_04.16.345`$ and $`k_14.3696.27`$ (See  for summary).

## 3 Plaquette Expansion

Beginning with a trial state $`|\psi _1`$ which has the desired symmetries of the state of interest, the Lanczos recurrence generates a basis

$`|\psi _n={\displaystyle \frac{1}{\beta _{n1}}}\left[\left(H\alpha _{n1}\right)|\psi _{n1}\beta _{n2}|\psi _{n2}\right],`$
where $`\alpha _n=\psi _n|H|\psi _n`$ and $`\beta _n=\psi _{n+1}|H|\psi _n`$ are the matrix elements of the Hamiltonian in tri-diagonal form.

The matrix elements are able to be written in terms of Hamiltonian moments $`H^n\psi _1|H^n|\psi _1`$. The connected part of the Hamiltonian moment is proportional to the volume of the system $`H^n_c=e_nN`$. Therefore, one may re-express the matrix elements in terms of the connected vacuum coefficients $`e_n`$. Extensivity of the problem leads to the following plaquette expansions in $`1/N`$ :

$$\frac{\alpha _n}{N}=e_1+s\left[\frac{e_3}{e_2}\right]+O(s^2)\overline{\alpha }(s),$$
(2)
$$\frac{\beta _n^2}{N^2}=se_2+\frac{1}{2}s^2\left[\frac{e_2e_4e_3^2}{e_2^2}\right]+O(s^3)\overline{\beta }^2(s)$$
(3)
where $`sn/N`$. In the bulk limit ($`n,N\mathrm{}`$), keeping $`s`$ fixed, one may perform the exact diagonalization of the Lanczos tri-diagonal matrix for the ground state energy density $`\epsilon _0`$ analytically : $`\epsilon _0=\mathrm{inf}(\overline{\alpha }(s)2\overline{\beta }(s))`$. For example, for 4th order moments we have:

$$\epsilon _0[4]=e_1+\frac{e_2^2}{e_2e_4e_3^2}\left[\sqrt{3e_3^22e_2e_4}e_3\right].$$
(4)
For excited states the Hamiltonian moments have the form $`H^n_c^{(S)}=e_nN+m_n^{(S)}`$. Thus, in a similar fashion to $`\epsilon _0`$, one can derive expressions for approximants, $`M_0^{(S)}[r]`$, to the mass gap. Again using up to 4th order moments we have :

$$M_0^{(S)}[4]=\underset{n=1}{\overset{4}{}}m_n^{(s)}e_2^{n1}F_n(e_2,e_3,e_4),$$
(5)
where the vacuum moment functions, $`F_n`$, are simple algebraic forms given in .

## 4 One Plaquette Mean-Field State

Initially, lattice Hamiltonian calculations employed the simplest gauge invariant trial state — the strong-coupling vacuum $`|0`$ (defined as the state satisfying $`\widehat{E}_l|0=0`$ for every link). This is the perturbative starting point for series calculations, which are then extrapolated to weak coupling. Although the calculation of moments with respect to this state can be carried out to relatively high order, typically, one finds that this state is simply inadequate to explore the non-perturbative weak-coupling regime of the theory. In the case of the plaquette expansion, a window of scaling in terms of the expansion order was evident, but higher order results became problematic .

Here we utilized a one plaquette exponential trial state, that has the correct strong and weak coupling behaviour for the vacuum energy density – the so-called mean-field state  – defined in the so-called $`U`$ representation as:

$$\psi _1[U_p]=\mathrm{exp}\left\{\frac{\lambda }{2}\underset{p}{}\left\{U_p+U_p^{}\right\}\right\}$$
(6)
where $`\lambda `$ is determined variationally from $`H`$. As the state is constructed from plaquette variables, $`U_p`$, it is automatically gauge invariant. One expects the true ground state of the system to have contributions from all possible Wilson loops – an important feature of the plaquette expansion method is that, by its very nature, larger sized Wilson loops (larger clusters) are systematically introduced.

Using a diagrammatic method (details to be presented elsewhere) we were able to derive the first four one-plaquette connected moments for both the ground state and anti-symmetric state. The expressions become rather long, so for brevity these are illustrated in Figures 1 and 2, along the curve $`\lambda (\beta )`$. These moments immediately give analytic approximates for vacuum energy and the mass gap.

## 5 Results and Discussion

The plaquette expansion results are presented in Figure 3. Clearly scaling is evident for inverse-coupling values $`\beta =0.7`$ to $`1.5`$, passing the transition point at $`\beta =1.0`$. The scaling form we find is given by $`M^2=\beta \text{exp}\left(4.34\beta +5.34\right)`$, and agrees well with other estimates (summarized in ).

Although we have presented results for only the first four moments (for which the calculation is entirely analytic) it should in principle be possible to derive higher moments with respect to this state. Indeed we have preliminary results for the ground state energy density to sixth order giving high accuracy over a large range of couplings.

For the future application of this method to $`\text{QCD}_{3+1}`$, the main obstacle to overcome is the calculation of the moments in 3+1 dimensions. The appeal of 2+1 systems as toy models is that the transformation from link variables to plaquette variables is trivial and makes the integrations tractable – hence the analytic work reported here. In 3+1 dimensions it is well known that the transformation cannot be carried out in closed form due to the appearance of Bianchi identities. However, the calculation of moments in 3+1 dimensions by Monte-Carlo is actually a relatively small scale numerical exercise. Because we are dealing with a cluster expansion (we need only connected moments) the lattices required are fairly modest in extent and, by definition, only 3 dimensional. The integrands become complicated as larger correlations are included, which means that the statistics must be very good, however, preliminary calculations have demonstrated that the required precision is possible to achieve without supercomputing resources.


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# The Parker Instability in 3-D: Corrugations and Superclouds Along the Carina-Sagittarius Arm

## 1 INTRODUCTION

The gaseous disk of the Milky Way is a magnetized medium with a variety of different components, some of them extending for a few hundred parsecs above the midplane (see Boulares & Cox 1990). It has a very complex structure, with atomic and molecular clouds threaded by magnetic fields and embedded in a more diffuse and ionized medium. Also, the gas of the disk is continuously perturbed by a number of different agents. These range from well defined and localized energy perturbations, such as expanding HII regions and supernova explosions, to large scale shocks driven by spiral waves (or by global perturbations induced by interactions with nearby neighbors). The magnetic field provides partial support to the extended disk layers (and allows for an efficient energy and momentum exchange between different parts of the disk), but also induces large scale instabilities, as discussed several decades ago by Parker (1966, 1967). When a relatively well ordered $`B`$-field is present, the compression generated by a strong perturbation (say, a spiral wave) changes the magnetic field downstream and the gas driven by the distorted field lines accumulates large mass clouds along the valleys in the field lines. This is called the “Parker” instability and, as in the case of gravitational instabilities, it may also gather giant cloud complexes in spiral arms (e.g. Mouschovias et al. 1974; Shu 1974; Elmegreen & Elmegreen 1986). Obviously, these type of instabilities can be triggered by a variety of different perturbations (e.g. Franco et al. 1995; Hanasz & Lesch 2000), and a two-dimensional (2-D) analysis of the terms driving separate instabilities in a sheared disk (i.e., thermal, gravitational, and Parker) has been reviewed by Elmegreen (1992,1993). More recently, with a 3-D model of the Parker instability in a thin disk and under a uniform gravity, the actual possibility of forming large cloud complexes via this instability has been questioned (e.g. Kim et al. 1998), but a more detailed study with a realistic galactic disk model in 3-D is now needed. This is indeed important because our Galaxy has a thick, multi-component gaseous disk with a relatively strong magnetic field that extends more than a kiloparsec above the plane of the disk(e.g. Boulares & Cox 1990; Beck et al. 1996). In contrast with previous thin disk models, the presence of these extended magnetized components change the response of the general interstellar medium to perturbations (e.g. Martos & Cox 1998; Martos et al. 1999; Santillán et al. 1999).

The first steps in this direction, including a multicomponent model for the gaseous disk and the observed gravitational field in the solar neighborhood, have been done by Kim et al. (2000; hereafter Paper I) and Santillán et al. (2000; hereafter Paper II). They performed a 2-D linear stability analysis, with the corresponding MHD models, and found that the wavelengths and time scales for the Parker instability are strongly modified. The most unstable undular mode in the Solar circle has a wavelength of about 3 kpc and an e-folding time of $`3\times 10^7`$ yr (significantly larger than those derived for thin disk cases; see Kim & Hong 1998). The 2-D MHD experiments confirm these results and show, in addition, that the preferred parity of the instability is antisymmetrical (i.e., the resulting condensations are distributed above and below the midplane). Thus, one signature of the undular mode is a corrugation pattern along the direction of the original $`B`$-field.

The existence of corrugations along spiral arms has been discussed in the literature by several authors, and perhaps the best studied case is the Carina-Sagittarius arm. There are several important problems in deriving the precise location and properties of spiral arms in the Milky Way (see discussions by Liszt 1985 and Roberts & Burton 1997), and most properties of spiral structure are better studied in external galaxies. Nonetheless, even when its detailed properties are not completely established, the Carina-Sagittarius arm is one of the most conspicuous and best studied spiral arms in our Galaxy. According to present estimates, it circles for about 40 kpc around the galactic center, and follows a logarithmic spiral curve with a pitch angle of $`10^{}`$, close to the one expected from the density wave theory (e.g. Grabelsky et al. 1988). The wavy vertical distribution of large clouds along Carina-Sagittarius unveils an azimuthal corrugation pattern that seems to be present in other arms of our Galaxy (Spicker & Feitzinger 1986). Such a pattern is also apparent in the distribution of young stellar clusters within the arm (Alfaro et al. 1992a). In contrast, the existence of azimuthal wavy structuring has not been reported for the inter-arm regions. It is unclear, however, if this is simply due to observational restrictions (i.e., due to a smaller amount of gaseous features and young stellar tracers) or to a real lack of structuring.

With all these restrictions in mind, here we explore the features that appear in 3-D models for the Parker instability operating inside the arms. The instability has two independent modes, undular and interchange, with different properties and wavelengths (see Hughes & Cattaneo 1987). The undular mode, which is the best studied branch of the instability, is a 2-D event that evolves in the plane defined by the gravitational acceleration and the original direction of the $`B`$-field. It deforms the magnetic field lines, and creates large gas condensations distributed in an antisymmetric fashion with respect to the midplane. Such an arrangement gives the impression of a corrugated system, with a corrugation length equal to the wavelength of the fastest growing mode. The interchange mode, on the other hand, operates outside the plane of the undular mode and allows for the vertical exchange of field lines. In 3-D, both modes combine into a mixed mode, creating a more complex network of condensations. However, some of the features generated by the pure undular mode can persist in the non-linear 3-D regime, but the resulting gas structures are more filamentary (Kim et al. 1998; Kim, Ryu & Jones 2001). Thus, as long as the undular structure is not washed away by the action of the interchange mode in 3-D, the structuring observed along spiral arms may well be explained by this instability. As pointed out by Beck et al. (1989), this is also a potential mechanism to create the periodic variations observed in the $`B`$-field of the southwestern arm of M31.

In this paper we show that this is indeed the case, and report the results of 3-D magneto-hydrodynamical simulations of the Parker instability in a thick disk including the presence of a spiral wave. The model is performed with parameters appropriate for the optical segment of Carina-Sagittarius, the best studied region of this arm. The presence of the spiral wave is modeled as a perturbation in the gravitational field. The interchange mode appears at early times but the acceleration of the spiral wave, even when small compared with the disk gravity, effectively quenches its further development inside the arm. Hence, the undular mode ends up dominating the evolution inside the spiral wave, and creates major gas condensations along the arm. These condensations are distributed in an antisymmetric way with respect to the midplane, and with a wavelength of about 2.4 kpc, similar to the corrugation length derived by Alfaro et al. (1992a) and Berdnikov & Efremov (1993). The organization of the paper is as follows. Section 2 describes the 3-D models and results. Section 3 presents an overview of the observed properties of the Carina-Sagittarius Arm, and Section 4 presents a brief discussion of the results.

## 2 Three–Dimensional Models

### 2.1 The Model Galaxy

The details of the multi-component thick disk model for the Solar circle (i.e., the observed disk gravity and gas density stratifications near the Sun) are described in Papers I and II. Here we use the same model but scale the disk parameters to those of the optical segment of Carina-Sagittarius (see next Section). This is perhaps the best known region of the arm and is located inside the solar circle at galactocentric radii between $`R/R_0`$ 0.8 – 0.9, where $`R_08.5`$ kpc is the radius of the Solar circle. As stated before, Carina-Sagittarius has a total extension of about 40 kpc, and covers a wide range of galactocentric radii, from about 5 to 12 kpc (these values are corrected for the location of the Sun; see Fig. 4 in Grabelsky et al. 1988). Given that the scale height and midplane density of the gaseous disk vary with galactocentric distance, the average value of these parameters change by about 40% along the radial extent of this arm (see Malhotra 1994). Using the radial distributions of molecular and atomic gas in our Galaxy reported by Malhotra (1994, 1995), the midplane density at the location of the optical segment increases by 20-30 % with respect to the Solar circle, whereas the HI scale height decreases by a similar amount. Also, the gravitational acceleration of the disk at these locations is increased by 25 %.

A brief summary of the magnetic field in our Galaxy is given in the next section, and here we assume a well ordered field, with a midplane strength of $`B(0)=5`$ $`\mu `$G, that runs parallel to the spiral arm (see Beck et al. 1996; Heiles 1996; Indrani & Deshpande 1998; Vallee 1998). The spiral density wave representing the arm is modeled as a perturbation in the gravitational field, following the elliptical approximation described by Martos & Cox (1998). This perturbation, which has a maximum amplitude of 5% of the gravitational field of the disk, is an ellipse centered in the $`xz`$ plane, and goes to zero in a distance of 1 kpc along the $`x`$-direction and 0.6 kpc along the $`z`$-direction.

In summary, we use the $`z`$-distributions described in Papers I and II with some modifications: the gas density is increased by 25 % ($`n_0=1.4`$ cm-3), the effective scale height is decreased by 20 % ($`H_{\mathrm{eff}}=133`$ pc), and the gravitational acceleration is increased by 25 %. An additional 5 % gravitational perturbation is then added at the location of the arm. All gas layers are assumed isothermal, with a sound speed of $`c_s=8.4`$ $`\mathrm{km}\mathrm{s}^1`$. The basic time unit is $`H_{\mathrm{eff}}/c_s1.54\times 10^7`$ yr and, unless stated otherwise, all times are given in this unit. This disk is Parker unstable and the resulting most unstable perturbation for the undular mode, derived with the method described in Paper I, has a wavelength of $`2.4`$ kpc and its e-folding time is $`3\times 10^7`$ yr.

The models are performed with the isothermal MHD TVD code described by Kim et al. (1999) in a Cartesian coordinate system, $`(x,y,z)`$, with a 1283 zone grid. The frame of reference is at rest with the spiral wave and, for simplicity, the gas has no relative motion with respect to the spiral arm. The physical size of the computational cube is (4 kpc)3, and the linear resolution of the models is about 32 pc. The spiral arm is oriented along the $`y`$-axis, and the $`z`$-axis is perpendicular to the midplane (the initial $`B`$-field direction, then, is also along the $`y`$-axis). Galactic differential rotation and self-gravity are not included, and we restrict the study to the structures formed during time scales of the order of several times $`10^8`$ yr.

For the initial setup, as described in Paper II, the unperturbed disk is set in magnetohydrostatic equilibrium at $`t=0`$. Then, the acceleration of the spiral wave is introduced in the $`x`$ and $`z`$ directions of the computational domain and, to generate a perturbation in the $`y`$-axis, an additional velocity perturbation is also introduced at this moment. We made a series of runs with different types of perturbations, including random and sinusoidal velocity fields, and with several initial amplitudes (ranging from $`10^4`$ to $`10^1`$ $`c_s`$). The spiral wave and the velocity perturbations, then, represent the seeds that trigger the instability.

### 2.2 Results

Figure 1 shows the evolution of the rms gas velocity components ($`<v_x^2>^{1/2}`$, $`<v_y^2>^{1/2}`$, and $`<v_z^2>^{1/2}`$) for the run with a random velocity perturbation and with an initial amplitude of $`10^4c_s`$. The solid line has a slope equal to the growth rate of the fastest growing undular mode. The gas motions along the $`y`$-direction are not affected by the gravitational acceleration of the spiral wave and, except for a short period at very early times (i.e., $`t10`$), the evolution of $`v_y`$ follows the track expected for the undular mode (see Paper II). In contrast, the motions along the other two directions are continuously modified by the acceleration of the arm, and the evolution of $`v_x`$ and $`v_z`$ follow different growth rates up to $`t20`$. At about $`t=25`$, all three velocity components reach a maximum value and then decline with smooth oscillations at later times. Thus, the evolution can be divided into the three stages of the instability (linear, non-linear, and final equilibrium) described in Paper II. The initial linear stage lasts up to about $`t=20`$, and the non-linear saturated stage can be defined up to about $`t40`$. The system enters into the final equilibrium (or damping oscillatory) stage after this time. These same features also appear in the rest of the runs with sinusoidal perturbations, and they only differ in the timescales at which the different stages are initiated (for sinusoidal perturbations with larger initial amplitudes, the linear stage starts and gets saturated at earlier times).

Figure 2 shows snapshots of the density structures, velocity fields, and magnetic field topologies at three selected times. To simplify the visualization of the 3-D data cubes, the densities and velocities are shown for the central $`xz`$ plane only, and the $`B`$-field lines are shown only near the central $`yz`$ plane. In addition, to provide a better idea of the 3-D structuring, two isodensity surfaces (with the same reference value $`n=0.04`$ cm-3) are also included in the snapshots. The velocity fields are represented with red arrows (the value of the unit arrow is rescaled at each time frame), and the $`B`$-field lines are shown in blue. The densities are color-coded from red to purple, as the value decreases. To complete the information, Figure 3 shows the corresponding $`xy`$ maps of the gas column density, integrated along the $`z`$-axis, at the same three selected times. The vertical column densities at these three epochs are normalized with the initial column density, $`1.1\times 10^{21}`$ cm-2, which is obtained by integrating the initial density distribution from -2 kpc to +2 kpc (see, equation 5 in Paper II). As explained in the previous section, we have adjusted the midplane density and scale height of the gas to the values in the Carina-Sagittarius region. The resulting total column density, however, is the same as that of the solar neighborhood.

Once the spiral and random perturbations are introduced, the initial magnetohydrostatic equilibrium is broken and the system begins to oscillate. The first frames of Figs. 2 and 3, at $`t=15`$, illustrate the evolution at the early stages of the instability, during the linear growth. Given that the volume and column densities are increased by the acceleration of the spiral wave, the location of the arm is clearly seen in both frames. The $`B`$-field shows small undulations, the isodensity surfaces are only mildly distorted, and the gas velocities at high latitudes are being amplified. The second frames, at $`t=25`$, show the evolution near the end of the linear stage. The $`B`$-field lines are now clearly twisted and strongly undulated by the combined action of the undular and interchange modes (this is, by the mixed mode). The interchange mode, which has the shorter wavelengths and fastest growing rates, creates small structures during the early stages, and the isodensity surfaces are completely deformed by the presence of several small clumps. These are best seen in the column density map of Fig. 3, which shows that the early structures are in general small, but the smaller ones appear mainly in the inter-arm regions. This in turn indicates that the arm acceleration along the $`x`$-direction effectively quenches the further growth of the interchange mode (which otherwise would be slicing the computational domain into thin filamentary structures). The effect appears in models including the self-gravity of the gas (e.g. Lee & Hong 2001). Hence, at later times, the regions inside the spiral arm are mainly subject to the undular mode, but the inter-arm regions follow the mixed mode with the combined undular and interchange branches. This is illustrated in the third frames in Figs. 2 and 3, at $`t=32`$, with the evolution at the non-linear saturated stage. There are four main condensations located along the arm, and separated by distances between 1 and 1.3 kpc. They are positioned at the valleys of the wavy $`B`$-field lines, indicating that the undular mode is dominating the evolution along the arm. As time passes by, the condensations continue to accumulate mass, increasing their sizes and peak densities, but the results for times larger than $`t30`$ (which corresponds to $`5\times 10^8`$ yr) are probably not relevant for actual applications to our Galaxy. From the third frame of Fig. 3, then, we estimate the masses of the largest and smallest condensations (centered at $`x=0.0`$ kpc and $`y=0.4`$ kpc, and $`x=`$0.2 kpc and $`y=`$0.4 kpc, respectively) by integrating inside column densities that are 1.5 times above the initial value, $`1.1\times 10^{21}`$ cm-2. Assuming a 10% number ratio of helium to hydrogen, the resulting masses are $`2.9\times 10^6`$ $`M_{}`$ for the small condensation, and $`9.0\times 10^6`$ $`M_{}`$ for the large one.

Figure 4a shows the mid-plane density map at $`t=32`$, along with a cubic polynomial fitting curve that passes through the main density peaks. The map shows the same features that appear in the third frame of Fig. 3, indicating that the structuring in the column density is mainly determined by the structuring near the midplane. In order to see better the vertical distribution of these density peaks, Fig. 4b shows the vertical distribution of the density along the fitting curve. This panel clearly shows the corrugation pattern, where the density peaks are positioned alternatively above and below the mid-plane. Figures 5a and 5b show the magnetic field structure near the central $`yz`$ plane and near the central $`xy`$ plane, respectively. Also, we show the isodensity surfaces with 0.8 times the initial value, which provide a clear visual impression of the relative location of the main gas concentrations.

Finally, Figure 6 shows the $`z`$-velocity component of the gas concentrations along the arm. The Figure displays a position-velocity map for the arm at $`t=32`$, as seen from the north galactic pole. This corresponds to the expected gas velocity structure that may appear along the spiral arms in face-on galaxies. Given the restrictions of the present 3-D simulations in a Cartesian grid (i.e., a single fluid at rest with the arm and without self-gravity, differential rotation, random $`B`$-fields, etc.), we cannot properly address the details of the gas motions in the $`xy`$ plane and restrict the kinematic information of the model to the $`z`$-velocity components of the condensations. Thus, this figure provides an important observable signature of the process, and represemts one of the main possible links between CO and HI observations and the present stage of the simulations.

## 3 Corrugations, Spacings, and Superclouds

### 3.1 The Carina-Sagittarius Arm

The evidence that Carina-Sagittarius is truly a major spiral arm was discussed by Cohen et al. (1985) and Grabelsky et al. (1988), who delineated its location from the distribution of molecular clouds in the first and fourth galactic quadrants. Additional studies with different galactic tracers (i.e., including HI clouds, HII regions, and young stellar objects; see Alfaro et al. 1992a,b and references therein) support the idea that the optical segments of Carina and Sagittarius are indeed part of the same major spiral arm. Thus, this arm is our best local probe for the spiral structure of the Milky Way, and for the distribution and spacing of gas clouds (and star forming centers) along the arms.

The azimuthal corrugations along this arm have been observed in both the stellar and gas components. The corrugation pattern reported by Alfaro et al. (1992a) is outlined by open clusters located in the optical segment of the arm (the closest region to the Sun, at $`R/R_0`$ 0.8 – 0.9). The resulting wavelength (i.e., the distance between two consecutive maxima or minima of the vertical deviations along the arm) is 2.4 kpc, and is about twice the value of the separation between the complexes delineated by Cepheid stars (Berdnikov & Efremov 1993) and young clusters (Avedisova 1989). This is also twice the average distance of the “shingle-like” structures delineated, with the aid of wide-angle photographs and photoelectric surface photometry, by star-forming regions in this spiral arm, 1.2 kpc (Schmidt-Kaler & Schlosser (1973). This structuring was derived almost three decades ago with lower quality data (and, as correctly stated by an anonymous referee, it could now be repeated with much better optical, infrared, radio, and extinction data), but it is interesting to notice that it is consistent with more recent results obtained with other tracers.

In the case of the gas, there are determinations of the azimuthal corrugation scales for all known Galactic arms (Spicker & Feitzinger 1986). This seems to indicate that they are common features of spiral arms, but this is a difficult study and the resulting wavelength values are less accurate than those estimated for stellar clusters. Moreover, the derived wavelengths depend on the tracer used, and there are three main values reported for the Sagittarius arm: the shorter value (derived from OB groups and HII regions) is between 1 and 2 kpc, the second one is between 4 and 8 kpc, and the large scale value (obtained from HI data in the interval $`l=30^{}60^{}`$) has an upper limit of 13.6 kpc (Schmidt-Kaler & Schlosser 1973; Spicker & Feitzinger 1986). This variety of different scale lengths may be indicative that, aside from possible errors in several of these estimates, a number of different wavelengths could be coexisting in the arms, or that the corrugation length varies with galactocentric distance. Due to obvious extinction problems, the larger scales cannot be confirmed with stellar data, but the shorter length is about a half of the wavelength derived by Alfaro et al. for open clusters (again, more sensitive HI and CO data are now available, and interferometric HI data will soon be available, that could be used in a new analysis of gas corrugations along spiral arms).

Summarizing these results, the present observational evidence indicates that azimuthal corrugations are probably common features in spiral arms. The spacings between clouds, or young stellar groups, are probably associated with these corrugation wavelengths. In particular, for the optical segment of the Carina-Sagittarius arm, the corrugation length is 2.4 kpc. This value is coincidental with the wavelength derived in this study for the fastest growing mode of the undular branch of the Parker instability.

### 3.2 Superclouds

In a closely related type of study, Efremov (1998) made an analysis of the spacings between “HI superclouds” in Carina-Sagittarius. These are large atomic hydrogen clouds, with masses between $`10^6`$ and $`4\times 10^7`$ $`M_{}`$ and average particle densities between 3 and 20 cm-3. They seem to be gravitationally bounded and contain giant molecular complexes, and their molecular fraction decreases with increasing galactocentric distance. Also, they are found in spiral arms (Elmegreen & Elmegreen 1987), but there are are at least a couple of large clouds in our Galaxy that may belong to this category and are not clearly inside a spiral arm (G216-2.5 in the outer Galaxy, and G2817+0.05 in the inner Galaxy. Their masses are close to $`10^6`$ $`M_{}`$, the lower mass limit for superclouds; see Maddalena & Thaddeus 1985; Williams & Maddalena 1996; Minter et al. 2001)).

Efremov found a bimodal distribution in the spacing of these clouds, and the two peaks are centered around the values $`0.1R_0`$ and $`0.2R_0`$. He noted that this type of distribution also appears in other spirals such as NGC 1365, NGC 2395 and NGC 613 (Elmegreen & Elmegreen 1983). The shorter scales seem to be associated with inner galactic regions, while the outer segments of the arms show larger average separations. This is more evident along the segment in the first galactic quadrant, where the HI superclouds are separated by shorter distances (Elmegreen & Elmegreen 1987). A similar study in a sample of spiral galaxies by Elmegreen & Elmegreen (1983), shows that the spacings of giant HII regions and superclouds depends on the size of the host galaxy: the typical distance ($`L`$) between adjacent star-forming regions scales linearly with the photometric radius ($`R_{25}`$) of the galaxy, $`L0.23R_{25}`$. Taking $`R_{25}=10`$ kpc for our Galaxy (de Vaucoleurs 1979), the corresponding mean distance between giant HII regions along the arms is 2.3 kpc. This value agrees with the second peak value found by Efremov and is very close to the corrugation length found by Alfaro et al. (1992a). This latter coincidence may be only fortuitous, but the spacings and masses of superclouds are certainly similar to those obtained in our model.

### 3.3 Magnetic Fields

The ordered component of the magnetic field in the disk of the Milky Way, and external spirals, have both radial and azimuthal components (see Beck et al. 1996; Valle 1998; Beck 2001). Many details of the field structure are still poorly known, but the field of the disk extends to high-galactic latitudes and displays several reversals both inside and outside the Solar circle. The strength of the local regular field is between 3 and 5 $`\mu `$G (the total field strength near the Sun is 4 – 8 $`\mu `$G, and this value increases by about 50% at 3 kpc from the Galactic center). The azimuthal field pattern runs nearly parallel to the spiral arms, but the pitch angles of the ”magnetic arms” are probably smaller than those derived for the arms in gas and stars. Actually, the stellar and gaseous arms observed in infrared and optical pictures of external galaxies do not always coincide, and in some cases they are very different (for instance, NGC 309 is a multi-arm spiral in the optical, but is a barred spiral with two-arms in the infrared; see chapter 5 of Bertin & Lin 1996). Some of these differences are also apparent in the magnetic arms of a number of external galaxies, where the field maxima do not coincide with the locations of the optical arms. Despite these differences, however, the ordered fields are always aligned almost parallel to the spiral arms, and can reach average strength values of up to 20 $`\mu `$G (see Beck et al. 1996).

In the case of M31, the magnetic field shows a ring-like structure at a radius of about 10 kpc from the center, that follows the CO and dust emission from the arms (see Beck 2000). The alignment is very clear in the whole ring and suggests that the $`B`$-field is anchored in the gaseous clouds of the arms. The regular field, then, runs along the arm but it also shows systematic fluctuations around the mean orientation (Beck et al. 1989). These fluctuations, which have a conspicuous arc-like pattern, indicate azimuthal corrugations in the magnetic field along the arm, with a scale length of about 4.5 kpc. Thus, the corrugation pattern is also apparent in the $`B`$-fields of the 10 kpc ring in M31, and the observed arc-like structures are similar to those obtained in our model (see Figure 4d).

## 4 Discussion

Here we have presented 3-D models of the Parker instability including the presence of a spiral wave. We assume a magnetized, isothermal thick disk model that is Parker unstable, with parameters appropriate for the optical segment of the Carina-Sagittarius arm. The spiral wave is treated as a perturbation in the gravitational field, and the initial $`B`$-field lines are oriented parallel to the spiral arm. The wavelength of the resulting fastest growing mode along the arm is about 2.4 kpc, very similar to the corrugation distance derived by Alfaro et al. (1992a). The corresponding growth time scales are about 3$`\times 10^7`$ year. These values are only 20 % smaller than those derived for the Solar circle (Paper I), but the most relevant outcome of this study is the role played by the instability in structuring the spiral arm.

The principal results of the 3-D models are: $`(i)`$ The presence of the spiral wave effectively quenches the development of the interchange mode. Thus, the regions inside the arm are dominated by the undular mode, while the inter-arm regions are subject to the mixed mode. $`(ii)`$ As the undular mode grows along the arm, mass gathering in the magnetic valleys creates large gas condensations. $`(iii)`$ The final result of the instability is an antisymmetric distribution of large clouds along the arm, and smaller scale interstellar structures in the inter-arm regions. $`(iv)`$ The $`z`$-component of the velocity field along the arm is also undulated, with an amplitude of about 10 km/s.

The main gas condensations, with masses within $`10^6`$$`10^7`$ $`M_{}`$, have properties similar to those of the HI superclouds described by Elmegreen & Elmegreen (1987). They are in the correct mass range and, also, are formed from the diffuse HI medium located along the spiral arms. Our model indicates that, regardless of the presence of large scale gravitational instabilities in sheared magnetized regions (as have been discussed by Elmegreen 1987), these HI superclouds can be formed by the undular mode inside the arm. A logical consequence of this mechanism is that the resulting HI superclouds are mainly located along spiral arms. These clouds are natural seeds for the subsequent formation of giant molecular complexes, which can be formed in the central cloud regions, and are arranged in an antisymmetric fashion with respect to the midplane. We are currently performing 2-D simulations including the formation of molecular hydrogen, that indicate that this is certainly the case. The spacings of these clouds and their corresponding star-forming regions, then, should be a half of the wavelength of the fastest growing undular mode. For the conditions of the optical segment of the Carina-Sagittarius arm, this is about 1.2 kpc, very similar to the observed spacings of gaseous features and HII regions. This also gives support to the idea presented by Beck et al. (1989) that the corrugations of the $`B`$-field in M31, with length scales of about 4.5 kpc, may be due to the Parker-Jeans instability. One obvious corollary is that, given that the wavelength of the most unstable perturbation depends on the disk parameters, the spacings and corrugation lengths should vary with galactocentric distance.

Self-gravity, differential rotation, randomly oriented $`B`$-fields, cosmic rays, and the gas flow through the arm were not included in this first work. These effects are important but they are difficult to include, with our present resources and in a self-consistent manner, in a thick gaseous disk with a spiral wave. Some hints from previous studies, however, can be used to illustrate their possible influence. For instance, the spiral wave rotates as a rigid body and the shear due to differential rotation will affect mainly the inter-arm regions. In addition, the 3–D results with rotation discussed by Kim, Ryu & Jones (2001) indicate that the inter-arm structures will be more affected and may become filamentary. Cosmic rays, on the other hand, will supply buoyancy to the magnetic tubes, reducing the time scales for the growth of the undular mode (e.g. Hanasz & Lesch 2000). Another effect is that raising magnetic loops will be twisted by differential rotation, leading to reconnection and dynamo action at a certain height. Also, as discussed by Elmegreen (1987) for gravitational instabilities, the magnetic field transfers angular momentum in a sheared disk and reduces the effects of differential rotation. These issues require further higher resolution studies including the effects of randomly oriented $`B`$-fields, that also modify the growth and wavelengths of the interchange mode (a random component strongly reduces the growth of this mode; Kim & Ryu 2001). Self-gravity, on the other hand, increases the growth rate of the undular instability but the combined Jeans-Parker instability does not change the wavelength of the most unstable mode (Elmegreen 1982a,b; Chow et al. 2000; Lee & Hong 2001). This will speed up the process, and will also lead to more compact and denser condensations inside the arm. Another very interesting and important effect discussed by Masset & Tagger (1996, 1997) is the possible exchange of waves between the gaseous and stellar disks that, aside from exciting warps, can also lead to corrugations. The inclusion of these effects, then, will tend to increase the contrast between arm and inter-arm regions, but will not change the basic conclusion of this study. Further observational and theoretical studies addressing these issues will shed more light on these important questions. In particular, forthcoming high-resolution studies of the atomic and molecular gas components of our Galaxy, such as the BU-FCRAO Galactic Ring Survey (i.e., Simon et al. 2001; Jackson et al. 2001), will provide maps of the Carina-Sagittarius arm in great detail.

###### Acknowledgements.

It is a big pleasure to thank Don Cox, Marco Martos, Frédéric Masset, Alfredo Santillán, and Michel Tagger for stimulating and informative discussions during the development of this project. We thank Rainer Beck for information about the $`B`$-fields in spirals. We also thank the comments and questions made by the referee, that helped us to clarify the presentation. We are grateful to the Guillermo Haro Program of INAOE for hosting a magnificent workshop on the Dynamics of Disk Galaxies, where part of the present study was performed. This work has been partially supported by bilateral agreements between CONACYT-Mexico with KOSEF-Korea and CSIC-Spain. JF thanks the Instituto de Astrofísica de Andalucía and Seoul National University for their warm hospitality, and acknowledges partial support by DGAPA-UNAM grant IN118401 and by a R&D CRAY Research grant. JK also acknowledges the warm hospitality of the Instituto de Astronomía-UNAM. The work of SSH was supported in part by a grant from the Korea Research Foundation made in the year 1997. EJA acknowledges the hospitality of the Instituto de Astronomía-UNAM, and partial support from DGICYT through grants PB97-1438-C02-02 and by the Research and Education Council of the Autonomous Government of Andalucía (Spain).

Figure Captions


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# Space-time encoding

## Abstract

It is widely believed that one signal can carry maximum one bit of information, and minimum KTlog2 energy is required to transmit or to erase a bit. Here it is shown four bits of information can be transmitted by one signal in four dimensional space-time. It implies space-time cannot be ignored to determine the minimal energy cost of information processing.

Before the turn of the 19th century, Bell’s invention of telephone and J. C. Bose’s first demonstration of radiowave transmission heralded a new era of information transfer. In the following years, although these new techniques of almost instantaneous information transmission were rapidly developed and widely implemented, but it was not known how to quantify information. In 1940s, Shannon  proposed entropy as a measure of information, which has been accepted by all. So, information is not an abstract thing, it can be expressed in terms of entropy which is basically a thermodynamical quantity. Moreover, information is carried by electromagnetic signal. Due to these reasons many authors conjectured that the laws of physics would determine the fundamental issues of information processing. In favor of this belief, one can say information cannot be transmitted faster than the velocity of light. But for other issues, the connection between physics and information theory is yet to be understood. As for example, we don’t know how to incorporate space-time with information processing. In the existing encoding space-time has no explicit role. As information is processed within the space-time, one can look for a direct connection between the two. In this paper we shall try to establish such connection.

In information theory, the basic unit of information is called bit, which is represented by an electromagnetic signal. Now, the question is : How many bits can be transmitted by a signal ? The general wisdom is that not more than one bit can be transmitted by a signal, however there is no fundamental reason why it would be so.

Let us judge a signal according to special theory of relativity. According to special theory of relativity, an event needs four dimensions for its complete specification - of which three are space dimensions and one is time dimension. As information carrying signal represents an event, so we can tell that a signal requires four bits of information for its complete specification. So, it is natural to think that four bits of information can be transmitted by a signal. Next we shall describe how it is possible.

Suppose a three dimensional picture is transmitted, which carries the bit values. As a naive method of transmission, we can think that this three dimensional signal is projected on a screen of the receiver, who by measuring /observing the picture can recover the bit values. Suppose $`\delta x_i`$, $`\delta y_i`$ and $`\delta z_i`$ are length, breadth and height of the picture. Now $`\delta x_i`$ can take any of the two values $`\delta x_o`$ and $`\delta x_1`$ which represent bit 0 and 1 respectively. Similarly $`\delta y_i`$ can be $`\delta y_0`$ or $`\delta y_1`$ and $`\delta z_i`$ can be $`\delta z_0`$ or $`\delta z_1`$. So each figure contains three bits simultaneously. The probable sets of three bits are: (0,0,0), (0,0,1), ( 0,1,0), (0,1,1), (1,0,0), (1,0,1) (1,1,0) and (1,1,1). These triple bits are generated due to three dimensional space. We can call these bits as space-bits. Let us see how time dimension can be incorporated to generate another bit from the same picture. Suppose sender transmits the picture over the time period $`\delta t_i`$, where $`\delta t_i`$ can take any two different values $`\delta t_0`$ and $`\delta t_1`$. Let us call them time bits. The two values of time duration can represent bit 0 and 1 respectively. So each figure contains 4 bits of which three are space bits and one is time bit. Therefore information can be encoded into the 16 possible sets of 4 bits. The probable sets are: ( 0,0,0,0), (0,0,1,0), (0,1,0,0), (0,1,1,0), (1,0,0,0)(1,0,1,0),(1,1,0,0), (1,1,1,0),(0,0,0,1), (0,0,1,1), (0,1,0,1),(0,1,1,1), (1,0,0,1), (1,0,1,1), (1,1,0,1), (1,1,0,1). These bits can be called as space-time bits.

Is it possible to transmit four spec-time bits by the existing information processing technique ? In the existing technique, an electromagnetic/voltage pulse carries the bit value. In three dimensional configuration, voltage pulse $`v`$ can be expressed as $`v=(v_xi+v_yj+v_zk)^{1/2}`$ where i, j and k are three unit vectors along x, y and z axis. To recover the bit values receiver measures the magnitude $`(v_x^2+v_y^2+v_z^2)^{1/2}`$ of the voltage pulse. Note that he measures the resultant of three components of voltage pulse as they have no independent existence. Therefore receiver can extract only one bit of information by measuring the voltage of the voltage pulse. It means sender can dump only one bit of information into three dimensional voltage pulse. But time bit can be sent along with the voltage pulse. Let voltage $`v_0`$ and $`v_1`$ represent two bit values. Suppose the time width of the pulse can be either $`\delta t_0`$ and $`\delta t_1`$ respectively 0 and 1. Therefore, receiver can recover two pulses by measuring the voltage and time duration of the pulse provided $`v_00`$ and $`v_11`$. The probable sets of two bits are :(0,0), (0,1), (1,0) and (1,1). In this way, two bits can be transmitted by one voltage pulse.

The presented space-time encoding is perhaps a classical encoding since space-time has no quantum analogue. Over the last few years the quantum information has been a major area of research . In quantum information, quantum state is the carrier of information where a single quantum state or a sequence of quantum states  can represent a bit value. So the same question can be put: Is it possible to realize our space-time encoding in quantum information ? Suppose eigen values of spin state are used to represent bit 0 and 1. The state have three eigen values in the x, y and z axis, but they cannot be simultaneously measured. Therefore it is not possible to encode more than one bit by a spin state. In this sense, three dimensional space has no advantage in quantum encoding. So voltage pulse and quantum state are equivalent in this sense. Still they have a difference. We have seen one voltage pulse can transmit 2 bits. But one quantum state cannot transmit more than one bit. The reason is simple. In quantum encoding we can use either two orthogonal states or two nonorthogonal states to represent two bit values. But nonorthogonal states cannot generate bit for each state (the probability of recovery of a bit value is less than one), only orthogonal states can do so, . So we are interested to know whether two bits per quantum state can be generated by two orthogonal states. For clarity, suppose $`|`$ and $`|`$ are two orthogonal polarization states, which represent 0 and 1. Receiver uses $`0^{}`$ or $`90_{}`$ analyzer to recover bit values. Therefore, receiver could recover 100% transmitted bits if time of transmission is a prior known. Note that 50% bit will be recovered completely from null results. These 50% null results cannot provide more than 50% bit values. It means 2 bits per quantum state cannot be generated. Four dimensional space-time has no advantage in quantum encoding.

Throughout the development of classical information theory, many authors tried to establish a relation between thermodynamics and information theory. In particula, they tried to know the minimal energy cost of information processing. von Neumann  and Brillouin  argued that KT log 2 energy is required to process a bit. Gabor argued  transmission of one bit of information by electromagnetic waves of radio frequency requires a minimum energy KT. On the other hand Shannon formula of channel capacity  states that average energy requirement of one bit transmission is KTlog 2. Gabor’s and Shannon’s results are not identical because Shannon formula is not applicable to the transmission of one-bit of information. At present it is widely believed that KTlog2 is required to transmit a bit. But from the earlier work it is not clear whether this energy is dissipative in nature or not. On the question of dissipation, Landauer argued  that KTlog2 would dissipate whenever a bit will be erased, otherwise not. Erasure of information is frequently done in computation. Following Landauer’s argument Bennett argued  that computation can be done without spending any energy when computation does not require any erasure of information. This new model of computation is known as reversible computation. From these works one may think dissipation-less information processing is possible only when it is processed reversibly. In a separate work Landauer proposed an alternative encoding  and argued that one bit of information could be transmitted without any energy dissipation. It means reversibility is not a necessary condition for dissipation-less information processing. But, according to Landauer’s statement  his work created little attention. In true sense, Landauer’s scheme is not a bit transmission scheme, rather it is a bit transportation scheme. Therefore one can think KTlog2 result is valid for erasure of bit and transmission of bit.

Many authors  cast doubt either on dissipation-less computation or on the issue of energy requirement of erasing a bit because of the lack of mathematical proof. Apart from the lack of proof, KTlog 2 result is based on the assumption that a signal contains only one bit of information. We have seen a signal can contain four bits of information. The transmission of this signal or erasing the signal requires KTlog2 energy (assuming the result is valid). The energy cost of transmission of four bits or erasing the four bits is KTlog 2. It means encoding cannot be overlooked to determine the energy requirement of bit processing. It also implies space-time will have a role on the fundamental limit’s of energy cost of classical information processing. But for quantum information, space-time will not have such similar role because it is not possible to send more than one bit by a quantum state.

In conclusion, information bearing capacity of space-time has been demonstrated. In this encoding space and time have been used on equal footing. On the other hand this encoding qualitatively supports the notion of four dimensional space-time. We hope connection between space-time and information theory might be an interesting topics of research.


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# Two-dimensional Non-Hermitian Delocalization Transition as a Probe for the Localization Length

## Abstract

When one applies a type of non-Hermitian effect, constant imaginary vector potential, to disordered systems, delocalization is induced even in two or lower dimension. By using the non-Hermitian induced transition as a probe, We propose a new procedure of estimating localization in arbitrary-dimensional systems. By examining numerically the two-dimensional non-Hermitian tight-biding model with onsite disorder, it is shown that the failure of absorbing the non-Hermitian effect, namely the breakdown of the imaginary gauge transformation, characterize the inverse localization length near the band center.

In non-interacting disordered systems with time-reversal symmetry, all the states are believed to be localized in two or lower dimensions. Often one encounters situations where non-Hermitian effect emerges effectively through coupling with the reservoir, interaction between particles, or non-equilibrium relaxation processes. This type of non-Hermitian effect is taken into account as a finite inelastic scattering time, hence following the scaling theory idea, localization will be truncated halfway only to exhibit a gradual crossover into metallic behavior. Recently, in a vortex pinning problem in a bulk superconductor by columnar defects, it has been stressed that the non-Hermitian term coupled with the first-order differential, i.e., the imaginary vector potential, gives a fundamentally different effect on localization states in disordered systems . The term appears to take account for the in-plane magnetic field component. Along with subsequent numerical and analytical studies , it has been recognized that sufficiently large constant imaginary vector potential induces states with complex eigen energies even in one dimension. The phenominon has later been understood as a non-Hermitian induced delocalization transition not a crossover. The same class of non-Hermitian terms is ubiquitous in diverse problems: classical (elastic, electromagnetic, or acoustic) wave propagation with absorptive medium, random walks in random media with drifting forces , or Burgers turbulence through a Cole-Hopf transformation .

While non-Hermitian effect is usually hard to control, the strength of the imaginary vector potential is relatively easy to regulate not only in numerical studies but also in experiments. For instance, one changes the tilt angle of the magnetic field in the vortex pinning problem, or tunes an incident frequency and change the absorption rate in electromagnetic wave propagation. It has been suggested that the non-Hermitian induced delocalization process can be detected by the energy spectrum. So with its drastic consequence on localization, the phenomenon provides a great opportunity to investigate the localization property without resorting to any transport phenomenon, i.e., neither attaching leads nor coupling with the reservoir.

In this paper, pursuing the above possibility, we propose a new procedure (Eq. (2) below) appropriate to extract the inverse localization length out of the non-Hermitian dependence of the energy spectrum. Whereas the connection between the average density of states (DOS) and the localization length has been successfully managed in one dimension, it is not the case in higher dimensions  (See the argument below). Our proposed procedure is principally applicable in arbitrary-dimensional systems. By using the two-dimensional (2D) non-Hermitian model with time-reversal symmetry, we will confirm our proposal numerically. The non-Hermitian delocalization in 2D systems is far from complete understanding, and it is still at issue whether the transition is continuous or abrupt . On this regard, we also briefly mention our point of view based on numerical results.

The Hamiltonian considered for numerical calculations is the $`d`$-dimensional non-Hermitian tight-binding model,

$$H(𝒉)=\frac{t}{2}\underset{(i,j)}{}\mathrm{exp}\left(𝒉𝒓_{ij}\right)|ij|+\underset{i}{}V_i|ii|,$$
(1)
where $`𝒉`$ is the directed hopping, i.e., a lattice analog of the imaginary vector potential. $`\{V_i\}`$ is a random on-site potential chosen from a box distribution over $`(W,W)`$. $`|i`$ denotes the state bound at $`𝒓_i`$, and the lattice summation $`(i,j)`$ is restricted over nearest-neighboring pairs of sites. We work on the two-dimensional case, where we particularly choose $`𝒉`$ as $`h_x=h_y=h`$ to avoid unnecessary troubles from lattice periodicity. In the rest of the paper, we adopt the convention of the unit lattice constant and $`t=2`$ as well as $`\mathrm{}=1`$. Using an exact diagonalization technique, we have calculated a complete set of eigen values and eigen wavefunctions on a two-dimensional $`20\times 20`$ lattice. (Eigen functions are needed later to justify our interpretation.) Ensemble average is taken over 40 samples.

The possibility to detect localization by using the non-Hermitian dependence of the spectrum has already been noticed in Ref. . The reasoning is as follows. Suppose an eigen state $`\varphi _{𝒉=\mathrm{𝟎}}(𝒓)`$ be localized exponentially around $`𝒓_0`$ with the localization length $`\xi `$, that is, $`\varphi _\mathrm{𝟎}e^{|𝒓𝒓_0|/\xi }`$. When one turns on $`𝒉`$ gradually, its eigen energy does not change in value, while the right eigen wave function progresses following the imaginary gauge transformation $`\varphi _𝒉(𝒓)e^{𝒉(𝒓𝒓_0)}\varphi _\mathrm{𝟎}(𝒓)`$ up to a small correction by the boundary condition. Such ‘absorption’ of the non-Hermitian influence on the spectrum can take effect only when $`𝒉`$ is smaller than the inverse localization length. Beyond that, the state undergoes such a drastic change that it transforms into a complex energy (delocalized) state. Putting the other way round, one uses the breakdown of the imaginary gauge transformation to characterize and give a practical estimate of the inverse localization length.

A naive way to estimate the breakdown of the imaginary gauge transformation is to examine the average DOS defined on the complex energy plane, $`\rho _h(E,)=\delta (E\mathrm{Re}E_n)\delta (\mathrm{Im}E_n)`$. When all the states are localized at sufficiently small $`h`$, energies are all real and $`\rho _h(E,)\delta ()`$. With increasing $`h`$, the support of $`\rho _h(E,)`$ extends into a $`0`$ region in the presence of complex energy states. By defining $`h_0(E)`$ by the point having a finite density at $`0`$ for each $`E`$ one sees $`h_0(E)`$ indicate the breakdown of the imaginary gauge transformation. Accordingly, it is suggested that the inverse localization length may be estimated by the formula $`1/\xi (E)=h_0(E)`$ .

While the above argument is conceptually simple and attractive, the estimate of the localization length by using the average DOS has been successful only in one dimension, whose success is traced to a special structure of the energy spectrum. In one dimension, irrespective of the value of $`h`$, the support of $`\rho _h(E,)`$ becomes one-dimensional on the complex energy plane, i.e., consisting of two line segments along the real axis plus a ‘bubble’ part in-between corresponding to complex energy states . The shape of the bubble turns out quite insensitive to disorder configurations. Because of it, one can readily read off the value of $`h_0(E)`$ from the endpoints of the arcs of the bubble.

By contrast, the DOS support on higher dimensions is no longer one-dimensional but much more involved. A typical structure of the two-dimensional DOS for a sufficiently large $`h`$ is shown in the inset of Fig. 1. As one sees, localized and delocalized states coexist unpredictably over the entire energy range, showing that DOS suffers large fluctuations. The system has no clear-cut mobility edge distinguishing between real-energy (localized) and complex-energy (delocalized) states. In fact, judging from existing numerical  and analytical  results, it is very likely that the average DOS $`\rho (E,)`$ always retains a finite contribution proportional to $`\delta ()`$ hence real energy states persist in existing for sufficiently large $`h`$, even near the band center. The feature of $`\rho _h(E,)`$ in higher dimensions makes it highly dubious to seek the breakdown of the imaginary gauge transformation at a fixed $`E`$. Moreover, numerical calculations on two-dimensional systems suggest that $`h_0(E)`$ will estimate an inverse localization length at more than one order of magnitude larger than that obtained by any other method such as the recursion method .

Resolving problems above to answer whether the non-Hermitian effect characterizes the localization length or not, we propose an alternative criterion to extract the localization length. Our solution is to find the breakdown of the imaginary gauge transformation in a more faithful and careful way: First we identify the smallest directed hopping strength $`h_c`$ where any of the eigen energies gets complex in a certain configuration of the random potential (see Fig. 1), and next we take the ensemble average of $`h_c`$ to obtain the inverse localization length by

$$h_c=1/\xi (0).$$
(2)
The estimated localization length corresponds to that around the band center, since states near the band center tend to be delocalized first. Eq. (2) and the procedure leading to it is our main result in the paper. The advantage of Eq. (2) is clear. In any localized system, we can assign an unambiguous value of $`h_c`$ for each configuration, and perform the ensemble average of $`h_c`$. It should be stressed that although there is no discrepancy between $`h_c`$ and $`h_0(0)`$ for one dimension, $`h_c`$ becomes much smaller than $`h_0(0)`$ in higher dimensions, since the latter cannot detect a weakly-broken situation as in Fig. 1. Unlike $`h_0(E)`$ (if at all correctly defined in higher dimensions), we cannot obtain $`h_c`$ from the average DOS.

It is worth discussing a little more the definition of $`h_c`$ and finite volume effect. Although we have initially intended to assign $`h_c`$ as the point where the imaginary gauge transformation fails to absorb all the non-Hermitian effect, we should keep in mind that such mechanism works only approximately in a finite system. Figure 2 represents a typical evolution of the first pair of levels getting complex. It shows that complex energy states appear through merging two adjacent levels, but well before it, the pair of levels shift gradually without gaining any imaginary part. Strictly speaking, the effect of $`h`$ remains partially for any small $`h`$, hence the gauge transformation is already broken down for infinitesimal $`h`$. Nevertheless, we assign the value of $`h_c`$ by a merging point. The shift of energies before $`h_c`$ arises from finite size effect, the consistency with the periodic boundary condition in a finite system.

To justify the statement above, Fig. 3 illustrates the spatial dependence of the right eigen wave function $`\varphi (𝒓)`$ of the corresponding levels of Fig. 1. When we look at the amplitude next to a localization center, it evolves precisely in the form predicted by the imaginary gauge transformation (the solid line in the figure). However, such dependence fails appreciably at a point sufficiently far away from a localization center ($`r=9`$ on a $`20\times 20`$ lattice). The deviation is responsible for the level shift observed in $`h<h_c`$, and has nothing to do with any precursor to delocalization. Simultaneously, Fig. 3 reveals clearly that it is almost impossible, at least numerically, to detect the point $`h_c`$ by examining the spatial dependence of the wavefunction amplitude, in contrast to the one-dimensional system . The overall shape is barely changed through the critical value $`h_c`$ since the contribution of the imaginary part is too small to give a visible deviation (see the inset). It is remarked that on a few occasions some abrupt movement of the localized center is observed before reaching $`h_c`$ without any finite imaginary part. We still find, however, the spatial dependence following the gauge transformation close to a localization center both before and after it, so the phenomenon should be attributed as well to an artifact of finite system size .

To obtain $`h_c`$ from numerical data, we need to distinguish between energies with vanishing and non-vanishing imaginary parts. Such type of estimate is usually hard in numerics, but in our problem, we can unambiguously identify it, because complex energy states always emerge by pairs (see Fig.2).

Following the procedure leading to Eq. (2), we find $`h_c`$ for a given configuration of the random potential, and take the ensemble average to obtain the inverse localization length. Our numerical results are compared with the ones obtained from the recursion method combined with finite scaling analysis , which is known among the most reliable estimate of the localization length. Since our numerical parameters reside in a strongly localized region, we take the Lyapunov exponent directly as the inverse localization length with little finite size correction.

Figure 4 shows the ensemble-averaged value $`h_c`$ and its variance from a $`20\times 20`$ lattices, compared with the inverse localization length for a $`\mathrm{}\times \mathrm{}`$ lattice denoted by the solid line (for $`16\times \mathrm{}`$ lattice by the dashed line) excerpted from Ref. . The agreement between $`h_c`$ and the inverse localization is clear, and the variance $`\delta h_c`$ is relatively small, considering the fact we work on a comparatively small system size and ensembles. This shows the effectiveness of the present approach. Our data points show a systematic drift, though relatively small, from the $`\mathrm{}\times \mathrm{}`$ line to the $`16\times \mathrm{}`$ line in approaching $`h_c1`$. The tendency is consistent because finite size effect becomes increasingly prominent in this limit. It is emphasized that the agreement is substantial and the ability to predict the localization length quantitatively is the virtue of Eq. (2), while other numerical objects such as the participation ratio are often lacking.

As for the nature of the two-dimensional non-Hermitian delocalization transition, our view based on the present numerical results is as follows. By attributing the level shift in the region $`h<h_c`$ to finite size effect, it is natural to infer that the transition is not continuous but abrupt in the limit of infinite size at least for a given configuration. By assuming further the self-averaging property, one is tempted to reach the conclusion that the two-dimensional non-Hermitian delocalization transition is abrupt for bulk systems. It should be recalled, however, that in our particular choice of averaging procedure, we hardly respect the additional symmetry present at the band center. So we believe as a possible scenario, that the transition away from the band center is discontinuous but continuous at the band center, which is consistent both with the nonperturbative analysis by the supermatrix  and with the symmetry argument applicable to the band center . However, the present results are not sufficient to conclude this clearly, and it requires further studies in the future to draw a decisive conclusion on the issue.

In conclusion, we have shown for the first time how the two-dimensional localization can be probed by using the non-Hermitian transition induced by the imaginary vector potential, proposing a practical procedure to make an estimation of the inverse localization length. By checking the level shifting through the transition, it has been understood clearly that the two-dimensional non-Hermitian delocalization transition occurs through merging adjacent levels. It is true at present that the evaluation of the localization length by using the non-Hermitian effect has not yet fulfilled such accuracy as the recursion method enjoys, and it needs much more labor or fine tuning to find $`h_c`$. However, it surely serves as a useful alternative that one may be able to apply even in experimental settings. Furthermore, as the present method need not increase the system size, it may be advantageous in numerical studies on more complicated systems such as the disordered interacting systems.

We acknowledge the support in the initial stage of the research from the Grant-in-Aid for Scientific research No.11216204 by Japanese Ministry of Education.