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# Phase-transition-like Behavior of Quantum Games

## 1 Introduction

The theory of quantum games is a new born field which combines the classical game theory and the quantum information theory, opening a new range of potential applications. Recent research have shown that quantum games can outperform their classical counterparts . J. Eisert et al. investigated the quantization of the famous game of Prisoners’ Dilemma . Their result exhibits the surprising superiority of quantum strategies over classical ones and the players can escape the dilemma when they both resort to quantum strategies. L. Marinatto and T. Weber studied the quantum version of the Battle of the Sexes game and found that the game can have a unique solution with entangled strategy . Besides two player quantum games, works on multiplayer games have also been presented . In a recent paper of S.C. Benjamin and P.M. Hayden, they showed that multiplayer quantum games can exhibit certain forms of pure quantum equilibrium that have no analogue in classical games, or even in two player quantum games . Although most of the works are focused on maximally entangled quantum games, game of varying entanglement is also investigated . For the particular case of the two-player quantum Prisoners’ Dilemma, two thresholds for the game’s entanglement is found, and the phenomena which are very much like phase transitions are also revealed. Even though quantum game are played mostly on paper, the first experimental realization of quantum games has also been implemented on a NMR quantum computer .

In this paper, we investigate the phase-transition-like behavior of quantum games, using a proposed method which would help to illuminate the origin of such kind of behavior. For the generalized version of Prisoners’ Dilemma, we find that, with different settings of the numerical values for the payoff table, even though the classical game behaves the same, the quantum game behaves greatly differently and exhibits interesting phase-transition-like behavior in the entanglement-payoff diagram. We find thresholds for the amount of entanglement that separate different regions for the game. The properties of the game changes discontinuously when its entanglement goes across these thresholds, creating the phase-transition-like behavior. We present investigation for both the case where the strategic space is restricted as in Ref.  and the case where the players are allowed to adopt any unitary operations as their strategies. In the case where the strategic space is restricted, the phase-transition-like behavior exhibits interesting variation with respect to the change of the numerical values in the payoff table, so does the property of the game. In the case where the players are allowed to adopt any unitary operations, the game has an boundary, being a function of the numerical values in the payoff table, for its entanglement. The quantum game has an infinite number of Nash equilibria if its entanglement is below the boundary, otherwise no pure strategic Nash equilibrium could be found when its entanglement exceeds the boundary.

The proposed method would help to illuminate the origin of such kind of phase-transition-like behavior. In this method, strategies of players are corresponding to unit vectors in some real space, and the searching for Nash equilibria includes a procedure of finding the eigenvector of some matrix that corresponds to the maximal eigenvalue. In the particular case presented in this paper, the eigenvalues are functions of the amount of entanglement, and thus there can be an eigenvalue-crossing. Crossing an eigenvalue-crossing point makes the eigenvector that corresponds to the maximal eigenvalue changes discontinuously, indicating the discontinuous change of the properties of the quantum game, as well as the phase-transition-like behavior.

## 2 Quantization of The Generalized Prisoners’ Dilemma

The classical Prisoners’ Dilemma is the most widely studied and used paradigm as a non-zero-sum game that could have an equilibrium outcome which is unique, but fails to be Pareto optimal. The importance of this game lies in the fact that many social phenomena with which we are familiar seem to have Prisoner’s Dilemma at their core. The general form of the Prisoners’ Dilemma  is shown as in Table 1, with suggestive names for the strategies and payoffs. The condition $`t>r>p>s`$ guarantees that strategy $`D`$ dominates strategy $`C`$ for both players, and that the unique equilibrium at $`(D,D)`$ is Pareto inferior to $`(C,C)`$.

The physical model of the quantum Prisoners’ Dilemma is originally proposed by J. Eisert et al. as shown in Fig. 1. Together with the payoff table for the general Prisoners’ Dilemma, the scheme can represent the generalized quantum Prisoners’ Dilemma. In this scheme the game has two qubits, one for each player. The possible outcomes of the classical strategies $`D`$ and $`C`$ are assigned to two basis $`|D`$ and $`|C`$ in the Hilbert space of a qubit. Hence the state of the game at each instance is described by a vector in the tensor product space which is spanned by the classical game basis $`|CC`$, $`|CD`$, $`|DC`$ and $`|DD`$, where the first and second entries refer to Alice’s and Bob’s qubits respectively. The initial state of the game is given by

$$|\psi _i=\widehat{J}|CC,$$
(1)
where $`\widehat{J}`$ is a unitary operator which is known to both players. Strategic moves of Alice and Bob are associated with unitary operators $`\widehat{U}_A`$ and $`\widehat{U}_B`$ respectively, which are chosen from a strategic space $`S`$. At the final stage, the state of the game is

$$|\psi _f=\widehat{J}^{}\left(\widehat{U}_A\widehat{U}_B\right)\widehat{J}|CC.$$
(2)
The subsequent measurement yields a particular result and the expect payoffs of the players are given by

$$\{\begin{array}{c}\$_A=rP_{CC}+pP_{DD}+tP_{DC}+sP_{CD}\\ \$_B=rP_{CC}+pP_{DD}+sP_{DC}+tP_{CD}\end{array},$$
(3)
where $`P_{\sigma \tau }=\left|\sigma \tau |\psi _f\right|^2`$ $`\left(\sigma ,\tau \{C,D\}\right)`$ is the probability that $`|\psi _f`$ collapses into basis $`|\sigma \tau `$.

In the general case, strategies for players could be any unitary operations. However, since the overall phase factor of $`|\psi _f`$ will not affect the final results of the game, we can safely set the strategic space $`S=SU\left(2\right)`$ as in Refs.  and , without loss of generality.

As we known, an operator $`\widehat{U}SU\left(2\right)`$ can be written as

$$\widehat{U}=w\widehat{I}_2+xi\widehat{\sigma }_x+yi\widehat{\sigma }_y+zi\widehat{\sigma }_z,$$
(4)
with $`w,x,y,z[1,1]`$ and $`w^2+x^2+y^2+z^2=1`$. This enables us to represent $`\widehat{U}`$ directly by a four-dimensional real vector

$$u=(w,x,y,z)^4,$$
(5)
with $`uu^T=w^2+x^2+y^2+z^2=1`$ (superscript $`T`$ denotes Transpose), and its components are denoted as $`u^1=w,u^2=x,u^3=y,u^4=z`$.

Denote Alice’s strategy by $`u_A`$ and Bob’s by $`u_B`$, the payoffs in Eq. (3) can be written as

$$\{\begin{array}{c}\$_A=\$_A(u_A,u_B)=_{ij,kl}\$_{ij,kl}^Au_A^iu_A^ju_B^ku_B^l\\ \$_B=\$_B(u_A,u_B)=_{ij,kl}\$_{ij,kl}^Bu_B^iu_B^ju_A^ku_A^l\end{array},$$
(6)
where $`i,j,k,l`$ run from $`1`$ to $`4`$, $`\left(\$_{ij,kl}^A\right)`$ and $`\left(\$_{ij,kl}^B\right)`$ are certain tensors. The formulation of $`\left(\$_{ij,kl}^A\right)`$ and $`\left(\$_{ij,kl}^B\right)`$ in Eq. (6) are not uniquely determined. However if restricted to be symmetric, i.e. $`\$_{ij,kl}^A=\$_{ji,kl}^A=\$_{ij,lk}^A`$ and $`\$_{ij,kl}^B=\$_{ji,kl}^B=\$_{ij,lk}^B`$ (this can always be done), they both can be uniquely determined. The calculations for $`\left(\$_{ij,kl}^A\right)`$ and $`\left(\$_{ij,kl}^B\right)`$ could be found in A. Eqs. (6) are actually very general formulations for any static quantum game expressed as in Table 1 and Fig. 1 (the gate $`\widehat{J}^{}`$ prior to measurement can even be replaced by other unitary transformation, not necessarily the inverse of $`\widehat{J}`$). All the structural information of the game, including the classical payoff table and the physical model, is represented by the tensors $`\left(\$_{ij,kl}^A\right)`$ and $`\left(\$_{ij,kl}^B\right)`$. In the Prisoners’ Dilemma, we have $`\$_{ij,kl}^A\$_{ij,kl}^B`$ due to the symmetric structure of the game. In an asymmetric game, $`\left(\$_{ij,kl}^A\right)`$ does not necessarily equals $`\left(\$_{ij,kl}^B\right)`$.

Defining $`\$_{ij,kl}\$_{ij,kl}^A\$_{ij,kl}^B`$, Eq. (6) can be re-expressed as

$$\{\begin{array}{c}\$_A(u_A,u_B)=_{ij}\left(_{kl}\$_{ij,kl}u_B^ku_B^l\right)u_A^iu_A^j=u_AP\left(u_B\right)u_A^T\\ \$_B(u_A,u_B)=_{ij}\left(_{kl}\$_{ij,kl}u_A^ku_A^l\right)u_B^iu_B^j=u_BP\left(u_A\right)u_B^T\end{array},$$
(7)
where $`P\left(u\right)`$ is a symmetric matrix as a function of $`u`$, whose $`i,j`$-th element satisfies

$$\left(P\left(u\right)\right)_{ij}=\underset{kl}{}\$_{ij,kl}u^ku^l.$$
(8)
Let $`(u_A^{},u_B^{})`$ be a Nash equilibrium of the game, we can see that, from Eq. (7), $`u_AP\left(u_B^{}\right)u_A^T`$ reaches its maximum at $`u_A=u_A^{}`$ and simultaneously $`u_BP\left(u_A^{}\right)u_B^T`$ reaches its maximum at $`u_B=u_B^{}`$. In terms of game theory, we say that $`u_A^{}`$ dominates $`u_B^{}`$ and $`u_B^{}`$ dominates $`u_A^{}`$. Together with $`u_A^{}\left(u_A^{}\right)^T=u_B^{}\left(u_B^{}\right)^T=1`$, we can conclude that $`u_A^{}`$ ($`u_B^{}`$) must be the eigenvector of $`P\left(u_B^{}\right)`$ \[$`P\left(u_A^{}\right)`$\] which corresponds to the maximal eigenvalue, and the corresponding eigenvalue is exactly the payoff for Alice (Bob) at this Nash equilibrium. This analysis also tells that the dominant strategy against a given strategy $`u`$ must be the eigenvector of $`P\left(u\right)`$ that corresponds to the maximal eigenvalue.

In the following, we will first investigate the general Prisoners’ Dilemma in the case that the strategic space is restricted to be the 2-parameter subset of $`SU\left(2\right)`$ as given in Ref. . Then we investigate this game when the players are allowed to adopt any unitary strategic operations. Here we shall note that some authors  have argued that the restriction on the strategic space given in Ref.  has no physical basis, and it does restrict generality. However, apart from these arguments, it is still an interesting case and a good instance to show how the phase-transition-like behavior originates. Yet the particular results achieved hold only for this very specific set of strategies.

## 3 Two-Parameter Set of Strategies

In the case of two-parameter set of strategies, the strategic space $`S`$ is restricted to the two-parameter subset of $`SU\left(2\right)`$ as follows ,

$$\widehat{U}(\theta ,\phi )=\left(\begin{array}{cc}e^{i\phi }\mathrm{cos}\theta /2& \mathrm{sin}\theta /2\\ \mathrm{sin}\theta /2& e^{i\phi }\mathrm{cos}\theta /2\end{array}\right),$$
(9)
with $`\theta [0,\pi ]`$ and $`\phi [0,\pi /2]`$.

As illustrated in details by J. Eisert et al. , in order to guarantee that the classical Prisoners’ Dilemma is faithfully represented, the form of $`\widehat{J}`$ should be

$$\widehat{J}=e^{i\gamma \widehat{D}\widehat{D}/2}=\mathrm{cos}\frac{\gamma }{2}\widehat{C}\widehat{C}+i\mathrm{sin}\frac{\gamma }{2}\widehat{D}\widehat{D},$$
(10)
where $`\widehat{C}=`$ $`\widehat{U}(0,0)`$, $`\widehat{D}=\widehat{U}(\pi ,0)`$, and $`\gamma [0,\pi /2]`$ is in fact a measure for the game’s entanglement.

Eq. (9) can be rewritten as

$`\widehat{U}(\theta ,\phi )`$ $`=\mathrm{cos}{\displaystyle \frac{\theta }{2}}\mathrm{cos}\phi \widehat{I}_2+\mathrm{sin}{\displaystyle \frac{\theta }{2}}i\widehat{\sigma }_y+\mathrm{cos}{\displaystyle \frac{\theta }{2}}\mathrm{sin}\phi i\widehat{\sigma }_z`$ (11)
$`=w\widehat{I}_2+yi\widehat{\sigma }_y+zi\widehat{\sigma }_z,`$
where $`w=\mathrm{cos}\frac{\theta }{2}\mathrm{cos}\phi ,y=\mathrm{sin}\frac{\theta }{2},z=\mathrm{cos}\frac{\theta }{2}\mathrm{sin}\phi `$. Obviously we have $`w,y,z[0,1]`$ and $`\widehat{U}(\theta ,\phi )SU\left(2\right)`$ implies that $`w^2+y^2+z^2=1`$. Since $`\widehat{U}(\theta ,\phi )`$ and $`\widehat{U}(\theta ,\phi )`$ represent the same strategy, it is enough to restrict ourselves with $`w,y,z[1,1]`$. Therefore in the case of two-parameter set of strategies, $`\widehat{U}(\theta ,\phi )`$ can be represented by a three-dimensional real vector

$$u=(w,y,z)^3,$$
(12)
with $`uu^T=w^2+y^2+z^2=1`$. Eqs. (6, 7, 8) will remain their form, except that all the indices run only from $`1`$ to $`3`$, rather than from $`1`$ to $`4`$. Obviously we have $`\widehat{C}(1,0,0),\widehat{D}(0,1,0),\widehat{Q}(0,0,1)`$, in which “$``$” means “represent (by)”. In the remaining part of this paper, we do not distinguish a unitary operator and the corresponding vector (3-dimensional or 4-dimensional), as long as there is not ambiguity.

In Ref. , we investigated this game in the case that $`(r,p,t,s)=(3,1,5,0)`$ and observed the phenomenon that are very much like phase transitions. In the generalized quantum Prisoners’ Dilemma, such phase-transition-like behavior still exists. In fact, there exist two thresholds for the game’s entanglement, $`\gamma _{th1}=\mathrm{arcsin}\sqrt{\left(ps\right)/\left(ts\right)}`$ and $`\gamma _{th2}=\mathrm{arcsin}\sqrt{\left(tr\right)/\left(ts\right)}`$. We hereby prove that, for $`0\gamma <\gamma _{th1}`$, the strategic profile $`\widehat{D}\widehat{D}`$ is the Nash equilibrium with payoffs $`\$_A=\$_B=p`$. For $`\gamma _{th2}<\gamma \pi /2`$, the strategic profile $`\widehat{Q}\widehat{Q}`$ is the Nash equilibrium with payoffs $`\$_A=\$_B=r`$. If $`\gamma _{th1}<\gamma _{th2}`$ and $`\gamma _{th1}\gamma \gamma _{th2}`$, the game has two Nash equilibria $`\widehat{D}\widehat{Q}`$ and $`\widehat{Q}\widehat{D}`$. The payoff for the player who adopts $`\widehat{D}`$ is $`s+\left(ts\right)\mathrm{cos}^2\gamma `$ while for the player who adopts $`\widehat{Q}`$ is $`s+\left(ts\right)\mathrm{sin}{}_{}{}^{2}\gamma `$. While if $`\gamma _{th2}<\gamma _{th1}`$ and $`\gamma _{th2}\gamma \gamma _{th1}`$, both $`\widehat{D}\widehat{D}`$ and $`\widehat{Q}\widehat{Q}`$ are Nash equilibria of the game. We obtain these conclusions through the following steps:

Assume one player adopts strategy $`\widehat{D}`$, the payoff for the other as the function of his/her strategy $`u`$ is

$$uP\left(\widehat{D}\right)u^T,$$
(13)
where the explicit expression of $`P\left(\widehat{D}\right)`$ is (the calculation could be found in B)

$$P\left(\widehat{D}\right)=\left(\begin{array}{ccc}s& 0& 0\\ 0& p& 0\\ 0& 0& s+\left(ts\right)\mathrm{sin}{}_{}{}^{2}\gamma \end{array}\right).$$
(14)
If $`0\gamma <\gamma _{th1}=\mathrm{arcsin}\sqrt{\left(ps\right)/\left(ts\right)}`$, the maximal eigenvalue of $`P\left(\widehat{D}\right)`$ is $`p`$, and the corresponding eigenvector is $`(0,1,0)\widehat{D}`$. If $`\gamma _{th1}<\gamma \pi /2`$, the maximal eigenvalue of $`P\left(\widehat{D}\right)`$ is $`s+\left(ts\right)\mathrm{sin}{}_{}{}^{2}\gamma `$, and the corresponding eigenvector is $`(0,0,1)\widehat{Q}`$. Therefore $`\widehat{D}`$ dominates $`\widehat{D}`$ for $`0\gamma <\gamma _{th1}`$ while $`\widehat{Q}`$ dominates $`\widehat{D}`$ for $`\gamma _{th1}<\gamma \pi /2`$. For the same time we have $`\$_A(\widehat{D},\widehat{D})=\$_B(\widehat{D},\widehat{D})=p`$ and $`\$_A(\widehat{Q},\widehat{D})=\$_B(\widehat{D},\widehat{Q})=s+\left(ts\right)\mathrm{sin}{}_{}{}^{2}\gamma `$.

While assume one player adopts strategy $`\widehat{Q}`$, the payoff for the other as the function of his/her strategy $`u`$ is

$$uP\left(\widehat{Q}\right)u^T,$$
(15)
where the explicit expression of $`P\left(\widehat{Q}\right)`$ is (the calculation could be found in B)

$$P\left(\widehat{Q}\right)=\left(\begin{array}{ccc}r\left(rp\right)\mathrm{sin}{}_{}{}^{2}\gamma & 0& 0\\ 0& t\left(ts\right)\mathrm{sin}{}_{}{}^{2}\gamma & 0\\ 0& 0& r\end{array}\right).$$
(16)
If $`0\gamma <\gamma _{th2}=\mathrm{arcsin}\sqrt{\left(tr\right)/\left(ts\right)}`$, the maximal eigenvalue of $`P\left(\widehat{Q}\right)`$ is $`t\left(ts\right)\mathrm{sin}{}_{}{}^{2}\gamma `$, and the corresponding eigenvector is $`(0,1,0)\widehat{D}`$. If $`\gamma _{th2}<\gamma \pi /2`$, the maximal eigenvalue of $`P\left(\widehat{Q}\right)`$ is $`r`$, and the corresponding eigenvector is $`(0,0,1)\widehat{Q}`$. Therefore $`\widehat{D}`$ dominates $`\widehat{Q}`$ for $`0\gamma <\gamma _{th2}`$ while $`\widehat{Q}`$ dominates $`\widehat{Q}`$ for $`\gamma _{th2}<\gamma \pi /2`$. For the same time we have $`\$_A(\widehat{Q},\widehat{Q})=\$_B(\widehat{Q},\widehat{Q})=r`$ and $`\$_A(\widehat{D},\widehat{Q})=\$_B(\widehat{Q},\widehat{D})=t\left(ts\right)\mathrm{sin}{}_{}{}^{2}\gamma =s+\left(ts\right)\mathrm{cos}^2\gamma `$.

From the above analysis, we can see that when $`0\gamma <\gamma _{th1}`$, $`\widehat{D}\widehat{D}`$ is a Nash equilibrium of the game, and when $`\gamma _{th2}<\gamma \pi /2`$, $`\widehat{Q}\widehat{Q}`$ is a Nash equilibrium of the game. If $`\gamma _{th1}<\gamma _{th2}`$ and $`\gamma _{th1}\gamma \gamma _{th2}`$, $`\widehat{D}`$ dominates $`\widehat{Q}`$ and $`\widehat{Q}`$ dominates $`\widehat{D}`$, hence both $`\widehat{D}\widehat{Q}`$ and $`\widehat{Q}\widehat{D}`$ are Nash equilibria of the game. While if $`\gamma _{th2}<\gamma _{th1}`$ and $`\gamma _{th2}\gamma \gamma _{th1}`$, both $`\widehat{D}\widehat{D}`$ and $`\widehat{Q}\widehat{Q}`$ are Nash equilibria of the game. The corresponding payoffs are also obtained.

In the case that the entries in the payoff table are taken as $`\left(r=3,p=1,t=5,s=0\right)`$, which has been investigated in Ref, the game has two thresholds for the amount of the game’s entanglement. Due to the two thresholds, the game is divided into three regions, the classical region, the quantum region, and the transitional region from classical to quantum. In the general quantum Prisoners’ Dilemma, there still exist two thresholds and the phase-transition-like behavior shows up again. However the situation may be more complicated because the two thresholds have no deterministic relations in magnitude. In fact, the case that $`\left(r=3,p=1,t=5,s=0\right)`$ is just an instance of the more general case of $`r+p<t+s`$. For the game under this condition, it is obviously that $`\gamma _{th1}<\gamma _{th2}`$ and the game behaves similarly to the one with $`\left(r=3,p=1,t=5,s=0\right)`$. Fig. 2 depicts the payoff of Alice as the function of $`\gamma `$ when both players resort to Nash equilibrium in the case of $`r+p<t+s`$. In the transitional regions, the two Nash equilibria are fully equivalent. Since there is no communication between two players, one player will have no idea which equilibrium strategy the other player chooses. So the strategy mismatch situation will probably occur. A more severe problem is that, since strategy $`\widehat{D}`$ will lead to a better payoff so both players will be tempted to choose $`\widehat{D}`$ and the final payoff for both of them will become $`p`$, which happens to be the catch of the dilemma in the classical game.

An interesting situation is, as we can see, if $`\gamma _{th1}=\gamma _{th2}`$, the transitional region will disappear. The condition $`\gamma _{th1}=\gamma _{th2}`$ implies that

$$r+p=t+s.$$
(17)
Note that we should keep in mind that the basic condition $`t>r>p>s`$ must be satisfied to maintain the properties of the classical game. And under the condition in Eq. (17) the game has only one threshold for its entanglement $`\gamma _{th}=\gamma _{th1}=\gamma _{th2}`$. Hence the game exhibits only two regions, one is classical and the other is quantum. The transitional region in which the game has two asymmetric Nash equilibrium disappears. Under the conditions $`r+p=t+s`$ and $`t>r>p>s`$, we plot the payoff of Alice as the function of $`\gamma `$ in Fig. 3 when both players resort to Nash equilibrium.

Now we consider what would happen in the game of $`r+p>t+s`$. In this case, we have $`\gamma _{th1}>\gamma _{th2}`$. Therefore the game has no transitional region, hence none of $`\widehat{D}\widehat{Q}`$ and $`\widehat{Q}\widehat{D}`$ is a Nash equilibrium of the game. However both $`\widehat{D}\widehat{D}`$ and $`\widehat{Q}\widehat{Q}`$ are still Nash equilibria in the region $`\gamma _{th2}\gamma \gamma _{th1}`$. So for $`\gamma _{th2}\gamma \gamma _{th1}`$, a new region — coexistent region — arises with two Nash equilibria. These two Nash equilibria are both symmetric with respect to the interchange of the two players. In this case, we illustrate the payoff of Alice as the function of $`\gamma `$ in Fig. 4. We should also note that in this case the multiple Nash equilibria brings a situation different to that in the transitional regions with $`r+p<t+s`$. The two Nash equilibria are not equivalent and $`\widehat{Q}\widehat{Q}`$ gives higher payoffs to both players than does $`\widehat{D}\widehat{D}`$. Therefore it is a quite reasonable assumption that the players are most likely to resort to the equilibrium $`\widehat{Q}\widehat{Q}`$ rather than $`\widehat{D}\widehat{D}`$, since they are both trying to maximize their individual payoffs. However, one still can not claim that the players will definitely resort to the equilibrium that gives higher payoffs. But if they do, the final results of the game will then be the same as in the quantum region with $`\gamma >\gamma _{th1}`$, and the dilemma will be resolved.

An interesting question is that can the game behave full quantum-mechanically no matter how much it is entangled for some particular numerical value of $`(r,p,t,s)`$, i.e. have only the quantum region (without the presence of classical, transitional or coexistent regions). If it can, we immediately deduce that $`\gamma _{th2}=0`$. This means $`t=r`$, which contradicts the basic condition $`t>r>p>s`$. Hence the game cannot always have $`\widehat{Q}\widehat{Q}`$ as its equilibrium in the whole domain of $`\gamma `$ from $`0`$ to $`\pi /2`$, as long as the game remains a “Prisoners’ Dilemma”. In fact, as long as the condition $`t>r>p>s`$ holds, none of $`\gamma _{th1}`$ and $`\gamma _{th2}`$ could reach $`0`$ or $`\pi /2`$, hence none of the classical and quantum regions will disappear.

## 4 General Unitary Operations

In this section, we investigate the generalized quantum Prisoners’ Dilemma when both the players can access to any unitary operations as their strategies, rather than in a restricted subset in Eq. (9). The method for analyzing is clearly described in section 2. The result is that, there exist a boundary $`\gamma _B=\mathrm{arcsin}\sqrt{\left(ps\right)/\left(p+trs\right)}`$ for the game’s entanglement. If $`\gamma <\gamma _B`$, there are infinite Nash equilibrium. Any strategic profile $`\{(0,\alpha ,\beta ,0),(0,\beta ,\alpha ,0)\}`$ ($`\alpha ^2+\beta ^2=1`$) is a Nash equilibrium. Each of them results in the same payoffs $`\$_A=\$_B=p+\left(rp\right)\mathrm{sin}^2\gamma `$. While as long as $`\gamma >\gamma _B`$, there will be no Nash equilibrium for the game. We prove these results as follows.

For the strategy $`u_1=(0,\alpha ,\beta ,0)`$ ($`\alpha ^2+\beta ^2=1`$), we have (the calculation could be found in A), with $`ϵ\mathrm{sin}^2\gamma `$,

$$P\left(u_1\right)=\left(\begin{array}{cccc}s+\left(ts\right)\alpha ^2ϵ& 0& 0& \left(st\right)\alpha \beta ϵ\\ 0& p+\left(rp\right)\beta ^2ϵ& \left(rp\right)\alpha \beta ϵ& 0\\ 0& \left(rp\right)\alpha \beta ϵ& p+\left(rp\right)\alpha ^2ϵ& 0\\ \left(st\right)\alpha \beta ϵ& 0& 0& s+\left(ts\right)\beta ^2ϵ\end{array}\right).$$
(18)
The eigenvalues and corresponding eigenvectors of $`P\left((0,\alpha ,\beta ,0)\right)`$ in Eq. (18) are

$$\{\begin{array}{cc}p\hfill & (0,\alpha ,\beta ,0)\hfill \\ s\hfill & (\beta ,0,0,\alpha )\hfill \\ p+\left(rp\right)\mathrm{sin}^2\gamma \hfill & (0,\beta ,\alpha ,0)\hfill \\ s+\left(ts\right)\mathrm{sin}^2\gamma \hfill & (\alpha ,0,0,\beta )\hfill \end{array}.$$
(19)
If $`\gamma <\gamma _B`$, the maximal eigenvalue is $`p+\left(rp\right)\mathrm{sin}^2\gamma `$ and the corresponding eigenvector is $`(0,\beta ,\alpha ,0)`$. Therefore $`(0,\beta ,\alpha ,0)`$ dominates $`(0,\alpha ,\beta ,0)`$, and vice versa (by exchanging $`\alpha `$ and $`\beta `$ in Eqs. (18, 19)). Hence any strategic profile $`\{(0,\alpha ,\beta ,0),(0,\beta ,\alpha ,0)\}`$ ($`\alpha ^2+\beta ^2=1`$) is a Nash equilibrium.

While if $`\gamma >\gamma _B`$, the dominant strategy against $`(0,\alpha ,\beta ,0)`$ turns to be $`(\alpha ,0,0,\beta )`$. For the strategy $`u_2=(\alpha ,0,0,\beta )`$, we have (the calculation could be found in A), with $`ϵ\mathrm{sin}^2\gamma `$,

$$P\left(u_2\right)=\left(\begin{array}{cccc}r+\left(pr\right)\beta ^2ϵ& 0& 0& \left(rp\right)\alpha \beta ϵ\\ 0& t+\left(st\right)\alpha ^2ϵ& \left(st\right)\alpha \beta ϵ& 0\\ 0& \left(st\right)\alpha \beta ϵ& t+\left(st\right)\beta ^2ϵ& 0\\ \left(rp\right)\alpha \beta ϵ& 0& 0& r+\left(pr\right)\alpha ^2ϵ\end{array}\right).$$
(20)
And the eigenvalues and corresponding eigenvectors of $`P\left((\alpha ,0,0,\beta )\right)`$ in Eq. (20) are

$$\{\begin{array}{cc}r\hfill & (\alpha ,0,0,\beta )\hfill \\ t\hfill & (0,\beta ,\alpha ,0)\hfill \\ r+\left(pr\right)\mathrm{sin}^2\gamma \hfill & (\beta ,0,0,\alpha )\hfill \\ t+\left(st\right)\mathrm{sin}^2\gamma \hfill & (0,\alpha ,\beta ,0)\hfill \end{array}.$$
(21)
In Eq. (21), $`(0,\beta ,\alpha ,0)`$ always corresponds to the maximal eigenvalue $`t`$. Therefore no matter what the amount of entanglement is, $`(0,\beta ,\alpha ,0)`$ always dominates $`(\alpha ,0,0,\beta )`$. With further analysis combining Eq. (19) and Eq. (21), we find that when $`\gamma >\gamma _B`$, $`(\alpha ,0,0,\beta )`$ dominates $`(0,\alpha ,\beta ,0)`$, $`(0,\beta ,\alpha ,0)`$ dominates $`(\alpha ,0,0,\beta )`$, $`(\beta ,0,0,\alpha )`$ dominates $`(0,\beta ,\alpha ,0)`$, and finally $`(0,\alpha ,\beta ,0)`$ dominates $`(\beta ,0,0,\alpha )`$. No pair of them can form a Nash equilibrium. In fact, it can be proved that no pair of strategies in the region of $`\gamma >\gamma _B`$ can form a pure Nash equilibrium of the game. However the game remains to have mixed Nash equilibria .

We depict the payoff function of Alice as a function of the amount of entanglement when both players resort to Nash equilibrium (if there is one) in Fig. 5. This figure also exhibits the phase-transition-like behavior of the game. The boundary of entanglement divides the game into two regions: in one of which the game has infinite Nash equilibria, while in the other the game has no pure strategic Nash equilibrium.

## 5 Discussion and Conclusion

In this paper, we investigate the discontinuous dependence of Nash equilibria and payoffs on the game’s entanglement for the general quantum Prisoners’ Dilemma. This discontinuity can be viewed as the phase-transition-like behavior in the payoff-entanglement diagram. We firstly investigate the generalized quantum Prisoners’ Dilemma when the strategic space is restricted to be a two-parameter subset of $`SU\left(2\right)`$ as in Ref. . With condition $`r+p<t+s`$, the game exhibits the classical, quantum and transitional regions in its payoff-entanglement diagram. The original Prisoners’ Dilemma with $`\left(r=3,p=1,t=5,s=0\right)`$ is just an instance for the general game with condition $`r+p<t+s`$. In the classical region $`\widehat{D}\widehat{D}`$ is the unique Nash equilibrium, and in the quantum region the unique Nash equilibrium is $`\widehat{Q}\widehat{Q}`$. While in the transitional region, two asymmetric Nash equilibria, $`\widehat{D}\widehat{Q}`$ and $`\widehat{Q}\widehat{D}`$, emerge, each leads to the asymmetric result of the game in despite of the symmetry of the game itself. If the entries in the payoff table satisfy that $`r+p=t+s`$, the transitional region will disappear. The game has only one threshold for the amount of its entanglement at which the game transits from classical to quantum discontinuously. In the case that $`r+p>t+s`$, a new region — the coexistent region — emerges, replacing the transitional region. This new region is in fact there where the classical region and the quantum region overlap. In the coexistent region, the game has both $`\widehat{D}\widehat{D}`$ and $`\widehat{Q}\widehat{Q}`$ as its Nash equilibria. Since $`\widehat{Q}\widehat{Q}`$ is superior to $`\widehat{D}\widehat{D}`$, one may expect both players most likely to choose $`\widehat{Q}`$ as his/her strategy, and the dilemma will be resolved if they do so. We also explored the phase-transition-like behavior of the quantum game in the case where both players are allowed to adopt any unitary transformations as their strategies. The game has an boundary for its entanglement, being a function of the numerical values in the payoff table, below which the game has infinite Nash equilibria, while above which the game has no pure strategic Nash equilibrium.

The phase-transition-like behavior presented in this paper is very much like phase transitions in real physical systems , not only phenomenally but also mathematically. For a certain physical system whose Hamiltonian is dependent of some parameter, a special case is that the eigenfunctions of the Hamiltonian is independent of the parameter even though the eigenvalues vary with it. Then there can be a level-crossing where an excited level becomes the ground state, creating a point of a non-analyticity of the ground state energy as a function of the parameter, as well as a discontinuous dependence of the ground state on the parameter. A quantum phase transition is hence viewed as any point of non-analyticity in the ground state energy of the system concerned. In the generalized quantum Prisoners’ Dilemma, the dominant strategy against a given strategy $`u`$ is the eigenvector that corresponds to the maximal eigenvalue of matrix $`P\left(u\right)`$ (see in Section 2). Since $`P\left(u\right)`$ is a function of the amount of entanglement $`\gamma `$, the eigenvalues may cross. This eigenvalue-crossing makes the eigenvector that corresponds to the maximal eigenvalue changes discontinuously. It also creates a non-analyticity of the payoff (the maximal eigenvalue) as a function of $`\gamma `$, and the game exhibit phase-transition-like behavior. The method proposed in this paper would help to illuminate the origin of the phase-transition-like behavior of quantum games, and we hope it would further help investigate quantum games more intensively, and more profound results may be derived.

This work was supported by the Nature Science Foundation of China (Grants No. 10075041 and No. 10075044), the National Fundamental Research Program (Grant No. 2001CB309300) and the ASTAR Grant No. 012-104-0040.

## Appendix A Calculations For General Unitary Operations

Denote Alice’s strategy by $`u_A=(u_A^1,u_A^2,u_A^3,u_A^4)`$ and Bob’s by $`u_B=(u_B^1,u_B^2,u_B^3,u_B^4)`$, then substitute Eq. (4) into Eq. (2), we have

$`|\psi _f=`$ $`[\left(u_A^1u_B^1u_A^4u_B^4\right)+i\left(u_A^4u_B^1+u_A^1u_B^4\right)\mathrm{cos}\gamma \left(u_A^3u_B^2+u_A^2u_B^3\right)\mathrm{sin}\gamma ]|CC+`$ (22)
$`[\left(u_A^1u_B^3+u_A^4u_B^2\right)+i\left(u_A^1u_B^2u_A^4u_B^3\right)\mathrm{cos}\gamma +\left(u_A^3u_B^4u_A^2u_B^1\right)\mathrm{sin}\gamma ]|CD+`$
$`[\left(u_A^3u_B^1+u_A^2u_B^4\right)+i\left(u_A^2u_B^1u_A^3u_B^4\right)\mathrm{cos}\gamma +\left(u_A^4u_B^3u_A^1u_B^2\right)\mathrm{sin}\gamma ]|DC+`$
$`[\left(u_A^3u_B^3u_A^2u_B^2\right)i\left(u_A^3u_B^2+u_A^2u_B^3\right)\mathrm{cos}\gamma +\left(u_A^4u_B^1+u_A^1u_B^4\right)\mathrm{sin}\gamma ]|DD.`$
Since the game is symmetric with respect to the interchange of the players, we have

$$\$_A(u_A,u_B)\$_B(u_B,u_A),u_A,u_BSU\left(2\right).$$
(23)
and we can immediately see from Eq. (6) that

$$\$_{ij,kl}^A\$_{ij,kl}^B,i,j=1,2,3,4.$$
(24)
And $`P\left(u\right)`$ (in Eq. (8)) is symmetric too. Therefore we can define $`\$_{ij,kl}\$_{ij,kl}^A\$_{ij,kl}^B`$ for convenience. Substitute Eq. (22) into Eqs. (3, 6), we can find the non-zero elements of $`\left(\$_{ij,kl}\right)`$ are (with $`\$_{ij,kl}=\$_{ji,kl}=\$_{ij,lk}=\$_{ji,lk}`$)

$`\$_{11,11}`$ $`=\$_{44,44}=r,\$_{11,33}=\$_{44,22}=s,`$
$`\$_{22,22}`$ $`=\$_{33,33}=p,\$_{22,44}=\$_{33,11}=t,`$
$`\$_{11,22}`$ $`=\$_{44,33}=s+\left(ts\right)\mathrm{sin}^2\gamma ,\$_{11,44}=\$_{44,11}=r+\left(pr\right)\mathrm{sin}^2\gamma ,`$
$`\$_{22,11}`$ $`=\$_{33,44}=t+\left(st\right)\mathrm{sin}^2\gamma ,\$_{22,33}=\$_{33,22}=p+\left(rp\right)\mathrm{sin}^2\gamma ,`$
$`\$_{12,13}`$ $`=\$_{34,24}={\displaystyle \frac{1}{2}}\left(sr\right)\mathrm{sin}\gamma ,\$_{12,24}=\$_{34,13}={\displaystyle \frac{1}{2}}\left(tp\right)\mathrm{sin}\gamma ,`$
$`\$_{13,12}`$ $`=\$_{24,34}={\displaystyle \frac{1}{2}}\left(tr\right)\mathrm{sin}\gamma ,\$_{13,34}=\$_{24,12}={\displaystyle \frac{1}{2}}\left(ps\right)\mathrm{sin}\gamma ,`$
$`\$_{14,14}`$ $`=\$_{23,23}={\displaystyle \frac{1}{2}}\left(pr\right)\mathrm{sin}^2\gamma ,\$_{14,23}=\$_{23,14}={\displaystyle \frac{1}{2}}\left(st\right)\mathrm{sin}^2\gamma .`$ (25)
For strategy $`(0,\alpha ,\beta ,0)`$, we see that

$`\left(P\left((0,\alpha ,\beta ,0)\right)\right)_{ij}`$ $`=\left(P\left((0,\alpha ,\beta ,0)\right)\right)_{ji}`$ (26)
$`=\alpha ^2\$_{ij,22}+\beta ^2\$_{ij,33}+\alpha \beta \left(\$_{ij,23}+\$_{ij,32}\right)`$
$`=\alpha ^2\$_{ij,22}+\beta ^2\$_{ij,33}+2\alpha \beta \$_{ij,23}`$
and for $`(\alpha ,0,0,\beta )`$ we have

$`\left(P\left((\alpha ,0,0,\beta )\right)\right)_{ij}`$ $`=\left(P\left((\alpha ,0,0,\beta )\right)\right)_{ji}`$ (27)
$`=\alpha ^2\$_{ij,11}+\beta ^2\$_{ij,44}\alpha \beta \left(\$_{ij,14}+\$_{ij,41}\right)`$
$`=\alpha ^2\$_{ij,11}+\beta ^2\$_{ij,44}2\alpha \beta \$_{ij,14}.`$
Therefore Eq. (18) and (20) are obtained.

## Appendix B Calculations For Two-Parameter Strategic Space

The two-parameter strategic space can be obtained by restricting $`u^2=x0`$ in the general case ($`u^2=x`$ is the second component of $`u`$, not its squared length). Therefore the expressions for $`\$_{ij,kl}`$ can be obtained from Eqs. (25), by excluding all elements containing the index $`2`$, and then replacing index $`3`$ by $`2`$ and $`4`$ by $`3`$. Therefore for the case of two-parameter strategic space, we have all the non-zero elements (with $`\$_{ij,kl}=\$_{ji,kl}=\$_{ij,lk}=\$_{ji,lk}`$) as follows.

$`\$_{11,11}`$ $`=\$_{33,33}=r,\$_{11,22}=s,\$_{22,22}=p,\$_{22,11}=t,`$
$`\$_{33,22}`$ $`=s+\left(ts\right)\mathrm{sin}^2\gamma ,\$_{11,33}=\$_{33,11}=r+\left(pr\right)\mathrm{sin}^2\gamma ,`$
$`\$_{22,33}`$ $`=t+\left(st\right)\mathrm{sin}^2\gamma ,\$_{13,13}={\displaystyle \frac{1}{2}}\left(pr\right)\mathrm{sin}^2\gamma ,`$
$`\$_{23,12}`$ $`={\displaystyle \frac{1}{2}}\left(pt\right)\mathrm{sin}\gamma ,\$_{12,23}={\displaystyle \frac{1}{2}}\left(ps\right)\mathrm{sin}\gamma .`$ (28)
Since $`\widehat{D}(0,1,0)`$ and $`\widehat{Q}(0,0,1)`$, it is obvious to see that

$`\left(P\left(\widehat{D}\right)\right)_{ij}`$ $`=\left(P\left(\widehat{D}\right)\right)_{ji}=\$_{ij,22},`$ (29)
$`\left(P\left(\widehat{Q}\right)\right)_{ij}`$ $`=\left(P\left(\widehat{Q}\right)\right)_{ji}=\$_{ij,33},`$ (30)
with $`i,j=1,2,3`$. The expressions in Eqs. (14) and (16) are hence obtained.

## References


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# 1 Introduction

## 1 Introduction

Based on the elementary identity

$$\left[\frac{t1}{a}\right]=\left[\frac{t}{a}\right]1,$$
(1)
where $`a`$, $`t`$ and $`[x]`$ is the greatest integer function, we proved in  a generalization of the Ehrhart-Macdonald reciprocity law for rational polytopes. (A rational polytope is a polytope whose vertices are rational.) More precisely, let $`𝒫`$ be an $`n`$-dimensional rational polytope in $`^n`$. For a positive integer $`t`$, let

$$L(𝒫^{},t)=\mathrm{\#}\left(t𝒫^{}^n\right)\text{ and }L(\overline{𝒫},t)=\mathrm{\#}\left(t\overline{𝒫}^n\right)$$

denote the number of integer points (”lattice points”) in the interior of the dilated polytope $`t𝒫=\{tx:x𝒫\}`$ and its closure, respectively. Ehrhart, who initiated the study of the lattice point count in dilated polytopes (), proved that $`L(𝒫^{},t)`$ and $`L(\overline{𝒫},t)`$ are quasipolynomials in $`t`$. (A quasipolynomial is an expression of the form

$$c_n(t)t^n+\mathrm{}+c_1(t)t+c_0(t),$$

where $`c_0,\mathrm{},c_n`$ are periodic functions in $`t`$.) He conjectured the following reciprocity law, which was first proved by Macdonald ():

###### Theorem 1 (Ehrhart-Macdonald reciprocity law)

Suppose the rational polytope $`𝒫`$ is homeomorphic to an $`n`$-manifold. Then

$$L(𝒫^{},t)=(1)^nL(\overline{𝒫},t).$$

In , we generalized the notion of dilated polytopes: we use the description of a convex polytope as the intersection of halfspaces, which determine the facets of the polytope. Instead of dilating the polytope by a single factor, we allow different dilation factors for each facet, such that the combinatorial type of the polytope does not change. Recall that two polytopes are combinatorially equivalent if there exists a bijection between their faces that preserves the inclusion relation.

It is a crucial fact that rational polytopes can be described by inequalities with integer coefficients. The following definition appeared in  only for simplices:

###### Definition 1

Let the convex rational polytope $`𝒫`$ be given by

$$𝒫=\{𝐱^n:𝐀𝐱𝐛\},$$

with $`𝐀M_{m\times n}(),𝐛^m`$. Here the inequality is understood componentwise. For $`𝐭^m`$, define the vector-dilated polytope $`𝒫^{(𝐭)}`$ as

$$𝒫^{(𝐭)}=\{𝐱^n:𝐀𝐱𝐭\}.$$

For those $`𝐭`$ for which $`P^{(𝐭)}`$ is combinatorially equivalent to $`𝒫=𝒫^{(𝐛)}`$, we define the number of lattice points in the interior and closure of $`𝒫^{(𝐭)}`$ as

$$i_𝒫(𝐭)=\mathrm{\#}\left(𝒫_{}^{(𝐭)}{}_{}{}^{}^n\right)\text{ and }j_𝒫(𝐭)=\mathrm{\#}\left(𝒫^{(𝐭)}^n\right),$$

respectively.

Geometrically, we fix for a given polytope the normal vectors to its facets and consider all possible positions of the facets that do not change the face structure of the polytope. Note that the dimension of $`𝐭`$ is the number of facets of the polytope. The previously defined quantities $`L(𝒫^{},t)`$ and $`L(\overline{𝒫},t)`$ can be recovered from this new definition by choosing $`𝐭=t𝐛`$. In , we obtained a reciprocity law for vector-dilated simplices:

###### Theorem 2

Let $`𝒮`$ be an $`n`$-dimensional rational simplex. Then $`i_𝒮(𝐭)`$ and $`j_𝒮(𝐭)`$ are quasipolynomials in $`𝐭^{n+1}`$, satisfying

$$i_𝒮(𝐭)=(1)^nj_𝒮(𝐭).$$

$`\mathrm{}`$

A quasipolynomial in the $`d`$-dimensional variable $`𝐭=(t_1,\mathrm{},t_d)`$ is the natural generalization of a quasipolynomial in a 1-dimensional variable: namely, an expression of the form

$$\underset{0k_1,\mathrm{},k_dn}{}c_{(k_1,\mathrm{},k_d)}t_1^{k_1}\mathrm{}t_d^{k_d},$$

where $`c_{(k_1,\mathrm{},k_d)}=c_{(k_1,\mathrm{},k_d)}(t_1,\mathrm{},t_d)`$ is periodic in $`t_1,\mathrm{},t_d`$. In , we gave an actual example of such a quasipolynomial arising from a lattice point count in a polytope.

In the present paper, we finish the picture by extending Theorem 2 to general rational polytopes. We should extend Definition 1 to non-convex polytopes. This can be done naturally in an additive way: write the polytope as the union of convex polytopes, and apply the above Definition 1 to these components. More thoroughly, we make the following

###### Definition 2

Let $`𝒫`$ be a rational polytope. Write $`𝒫=_{k=1}^r𝒫_k`$, where $`𝒫_k`$ are convex rational polytopes, say,

$$𝒫_k=\{𝐱^n:𝐀_k𝐱𝐛_k\},$$

with $`𝐛_k^{m_k}`$. Given $`𝐭^m`$, where $`m=m_1+\mathrm{}+m_r`$, combine the first $`m_1`$ components of $`𝐭`$ in a vector $`𝐭_1`$, the next $`m_2`$ components in $`𝐭_2`$, etc. Define the vector-dilated polytope $`𝒫^{(𝐭)}`$ as

$$𝒫^{(𝐭)}=\underset{k=1}{\overset{r}{}}𝒫_k^{(𝐭_k)}.$$

For those $`𝐭`$ for which $`P^{(𝐭)}`$ is combinatorially equivalent to $`𝒫`$, we define as above

$$i_𝒫(𝐭)=\mathrm{\#}\left(𝒫_{}^{(𝐭)}{}_{}{}^{}^n\right)\text{ and }j_𝒫(𝐭)=\mathrm{\#}\left(𝒫^{(𝐭)}^n\right).$$

Finally, we derive a generalization of the following theorem of Stanley () in terms of vector-dilated polytopes. The Ehrhart-Macdonald reciprocity law compares the lattice point count of the polytope with that of the interior, that is, the polytope with all its facets removed. Stanley’s theorem tells us what to expect if we only remove some of the facets.

###### Theorem 3 (Stanley)

Suppose the rational polytope $`𝒫`$ is homeomorphic to an $`n`$-manifold. Denote the set of all (closed) facets of $`𝒫`$ by $`F`$, and let $`T`$ be a subset of $`F`$, such that $`_T`$ is homeomorphic to an $`(n1)`$-manifold. Let

$$j_{𝒫,T}(t)=\mathrm{\#}\left(t\left(𝒫\underset{T}{}\right)^n\right)$$

and

$$i_{𝒫,T}(t)=\mathrm{\#}\left(t\left(𝒫\underset{FT}{}\right)^n\right).$$

Then

$$i_{𝒫,T}(t)=(1)^nj_{𝒫,T}(t).$$

$`\mathrm{}`$

Note that Theorem 1 is the special case $`T=\mathrm{}`$ of Theorem 3. For an example that this result does not hold in general, see .

## 2 Extending Ehrhart reciprocity

In , we remarked that Theorem 1 follows directly from Theorem 2. Since we will use Theorem 1 to show the main result of this paper, we start by actually proving this remark.

Proof of Theorem 1. We use double induction on the dimension of the polytope $`𝒫`$ and on the number of $`n`$-dimensional simplices which triangulate $`𝒫`$. It is easy to see () that Theorem 1 follows for 1-dimensional polytopes (that is, intervals) from (1). Also, Theorem 1 holds for simplices, as a special case of Theorem 2. For a general $`𝒫`$ satisfying the hypotheses of the statement, write

$$𝒫=𝒫_1𝒫_2,$$

where $`𝒫_1`$ is an $`n`$-dimensional simplex such that $`𝒫_2:=\overline{𝒫𝒫_1}`$ is again a polytope homeomorphic to an $`n`$-manifold. Note that the conditions on $`𝒫`$ imply that $`𝒫_1`$ and $`𝒫_2`$ share an $`(n1)`$-dimensional polytopal boundary, which we denote by $`𝒫_3`$. Hence

$$L(\overline{𝒫},t)=L(\overline{𝒫_1},t)+L(\overline{𝒫_2},t)L(\overline{𝒫_3},t)$$

and

$$L(𝒫^{},t)=L(𝒫_1^{},t)+L(𝒫_2^{},t)+L(𝒫_3^{},t).$$

By induction, we can apply Theorem 1 to $`𝒫_1`$, $`𝒫_2`$, and $`𝒫_3`$:

$`L(\overline{𝒫},t)=L(\overline{𝒫_1},t)+L(\overline{𝒫_2},t)L(\overline{𝒫_3},t)`$
$`=(1)^nL(𝒫_1^{},t)+(1)^nL(𝒫_2^{},t)(1)^{n1}L(𝒫_3^{},t)`$
$`=(1)^nL(𝒫^{},t).`$
$`\mathrm{}`$

From the Ehrhart-Macdonald reciprocity law we can now conclude a generalized version of Theorem 2:

###### Theorem 4

Suppose the rational polytope $`𝒫`$ is homeomorphic to an $`n`$-manifold. Then $`i_𝒫(𝐭)`$ and $`j_𝒫(𝐭)`$ are quasipolynomials in $`𝐭^m`$, satisfying

$$i_𝒫(𝐭)=(1)^nj_𝒫(𝐭).$$

Proof. It suffices to prove that $`i_𝒫(𝐭)`$ and $`j_𝒫(𝐭)`$ are quasipolynomials. In fact, once we know this, the statement follows from Theorem 1:

$$i_𝒫(𝐭)=L(𝒫_{}^{(𝐭)}{}_{}{}^{},1)=(1)^nL(\overline{𝒫^{(𝐭)}},1)=(1)^nj_𝒫(𝐭).$$

To show that our lattice point count operators are quasipolynomials, it clearly suffices to prove that $`i_𝒫(𝐭)`$ and $`j_𝒫(𝐭)`$ are quasipolynomials in one of the components of $`𝐭`$, say $`t_1`$. Because we leave only this one component variable, we may also assume that $`𝒫`$ is convex. We make a similar unimodular transformation (which leaves the lattice invariant) as in : we may assume that the defining inequalities for $`𝒫^{(𝐭)}`$ are

$`\begin{array}{ccccccc}\hfill a_{11}x_1& & & & & \hfill & t_1\hfill \\ \hfill a_{21}x_1& +\hfill & \mathrm{}\hfill & +\hfill & a_{2n}x_n\hfill & \hfill & t_2\hfill \\ & \mathrm{}\hfill & & & & & \\ \hfill a_{m,1}x_1& +\hfill & \mathrm{}\hfill & +\hfill & a_{m,n}x_n\hfill & \hfill & t_m.\hfill \end{array}`$
(Actually, we could obtain a lower triangular form.) Viewing these inequalities as

$`\begin{array}{ccccccc}& & & & x_1\hfill & \hfill & \frac{t_1}{a_{11}}\hfill \\ \hfill a_{22}x_2& +\hfill & \mathrm{}\hfill & +\hfill & a_{2n}x_n\hfill & \hfill & t_2a_{21}x_1\hfill \\ & \mathrm{}\hfill & & & & & \\ \hfill a_{m,2}x_2& +\hfill & \mathrm{}\hfill & +\hfill & a_{m,n}x_n\hfill & \hfill & t_ma_{m,1}x_1,\hfill \end{array}`$
we can compute the number of lattice points in the interior and closure of $`𝒫^{(𝐭)}`$ as

$$i_𝒫(𝐭)=\underset{k=s_1}{\overset{\left[\frac{t_11}{a_{11}}\right]}{}}i_𝒬(t_2a_{21}k,\mathrm{},t_ma_{m,1}k)$$
(4)
and

$$j_𝒫(𝐭)=\underset{k=s_2}{\overset{\left[\frac{t_1}{a_{11}}\right]}{}}j_𝒬(t_2a_{21}k,\mathrm{},t_ma_{m,1}k),$$
(5)
respectively. Here $`s_1`$ and $`s_2`$ are rational numbers not depending on $`t_1`$, and the $`(n1)`$-dimensional polytope $`𝒬^{(𝐛)}`$ is given by

$$𝒬^{(𝐛)}=\{𝐱^{n1}:𝐁𝐱𝐛\},$$

where

$$𝐁=\left(\begin{array}{ccc}\hfill a_{22}& \mathrm{}& a_{2n}\hfill \\ & \mathrm{}& \\ \hfill a_{m,2}& \mathrm{}& a_{m,n}\hfill \end{array}\right)M_{(m1)\times (n1)}().$$

The functions $`i_𝒬`$ and $`j_𝒬`$, over which the summations in (4) and (5) range, are constant in $`t_1`$. Thus we only need a weak form of Lemma 4 in  to deduce that $`i_𝒫(𝐭)`$ and $`j_𝒫(𝐭)`$ are quasipolynomials in $`t_1`$. $`\mathrm{}`$

At this point, we find it appropriate to remark why we did not simply start the notion of vector-dilated polyotopes with this proof, assuming classical Ehrhart-Macdonald reciprocity. The point of  (or at least half of it) was really to give an elementary proof of Theorem 1. It is for this reason that we chose to build our proof of Theorem 4 upon the work in . The course of the proof looks like the following diagram:

$$\text{ (}\text{1}\text{}\stackrel{\text{ }\text{[1]}\text{ }}{}\text{ Theorem }\text{2}\text{ }\text{ Theorem }\text{1}\text{ }\text{ Theorem }\text{4}\text{ }$$

## 3 Extending Stanley’s theorem

We conclude by proving the appropriate generalization of Theorem 3, essentially in the same way Stanley deduced Theorem 3 from Theorem 1.

###### Corollary 5

Suppose the rational polytope $`𝒫`$ is homeomorphic to an $`n`$-manifold. Denote the set of all (closed) facets of $`𝒫`$ by $`F`$, and let $`T`$ be a subset of $`F`$, such that $`_T`$ is homeomorphic to an $`(n1)`$-manifold. Let

$$j_{𝒫,T}(𝐭)=\mathrm{\#}\left(\left(𝒫^{(𝐭)}\underset{T}{}^{(𝐭)}\right)^n\right)$$

and

$$i_{𝒫,T}(𝐭)=\mathrm{\#}\left(\left(𝒫^{(𝐭)}\underset{FT}{}^{(𝐭)}\right)^n\right).$$

Then

$$i_{𝒫,T}(𝐭)=(1)^nj_{𝒫,T}(𝐭).$$

Again, note that Theorem 4 is the special case $`T=\mathrm{}`$ of this corollary.

Proof. By definition,

$$j_{𝒫,T}(𝐭)=j_𝒫(𝐭)\underset{T}{}j_{}(𝐭)$$

and

$$i_{𝒫,T}(𝐭)=j_𝒫(𝐭)\underset{FT}{}j_{}(𝐭)=i_𝒫(𝐭)+\underset{T}{}i_{}(𝐭).$$

Hence by Theorem 4,

$$i_{𝒫,T}(𝐭)=(1)^nj_𝒫(𝐭)+\underset{T}{}(1)^{n1}j_{}(𝐭)=(1)^nj_{𝒫,T}(𝐭).$$

$`\mathrm{}`$

Acknowledgements. I am grateful to Richard Stanley for an eye-opening conversation, which eventually lead to the generalization of Theorem 2. This paper was written while I was a research associate at Binghamton University; I would like to thank the Mathematics department at Binghamton University for their hospitality.

Department of Mathematical Sciences
State University of New York
Binghamton, NY 13902-6000
matthias@math.binghamton.edu


text:
# A CORRELATION BETWEEN GALAXY LIGHT CONCENTRATION AND SUPERMASSIVE BLACK HOLE MASS

## 1 Introduction

Observations over the last few years have established that supermassive black holes (SMBHs; $`10^610^9M_{\mathrm{}}`$) are a common, if not universal, feature at the centers of elliptical galaxies and the bulges of early-type spirals (Kormendy & Richstone 1995; Magorrian et al. 1998). Initial correlations between the masses of SMBHs and the absolute $`B`$-band luminosities of the host bulges111By the term bulge we mean both elliptical galaxies and the bulges of spiral galaxies. had a large scatter ($`0.50.6`$ dex in $`\mathrm{log}M_{\mathrm{bh}}`$, but see McLure & Dunlop 2001) which could not be accounted for by the assumed measurement errors. Subsequent studies uncovered a stronger correlation between the mass of the SMBH and the stellar velocity dispersion of the bulge, with considerably smaller scatter: only $``$0.3 dex in $`\mathrm{log}M_{\mathrm{bh}}`$ (Ferrarese & Merritt 2000; Gebhardt et al. 2000). Merritt & Ferrarese (2001a) argued that the observed scatter, for a select sample of 12 galaxies thought to have the most reliable SMBH mass estimates, was fully consistent with the measurement errors alone: that is, there may be no intrinsic scatter in the correlation. This clearly suggests that a strong cross-talk exists — or once existed — between the central black hole and its host bulge. The reasons for this, and the presumed formation mechanism are, however, not well understood, although many possibilities have been put forward (see, e.g., the discussion in Merritt & Ferrarese 2001b).

Recently, Graham, Trujillo, & Caon (2001) have shown that the central concentration of bulge light, measured within one effective half-light radius, positively correlates with the stellar velocity dispersion of the bulge. Following up on this, we present here, for the first time, a correlation between SMBH mass and bulge concentration, showing that more concentrated bulges have more massive SMBHs. This correlation is found to be at least as strong as that between SMBH mass and stellar velocity dispersion, and may have less scatter. We suggest that the bulge concentration is certainly as significant a parameter, and one perhaps more revealing, than velocity dispersion (which presumably is a response to the underlying bulge mass distribution) for understanding the fueling and growth of central SMBHs. Furthermore, bulge concentration is easier to measure.

## 2 Galaxy data and measurements

We began with the updated list of SMBH detections and mass estimates in the first two sections of Merritt & Ferrarese’s (2001b) Table 1. These black hole masses include a number of revised estimates from the “Nuker group” and STIS IDT team presented by Kormendy & Gebhardt (2001). This is an initial total of 30 galaxies, including the Milky Way. The only quantity that we have changed is the SMBH mass estimate for NGC 4374. Although this object appears in the list of galaxies with “reliable” SMBH mass estimates (because the black hole’s sphere of influence has been resolved), Maciejewski & Binney (2001) recently revised its mass estimate lower by a factor of four, after taking proper account of finite slit-width effects.

We searched the various public archives for high-quality $`R`$-band images222For three galaxies, we used HST F814W images instead. which were large enough to guarantee good sky subtraction and which had no central saturation. We found useful images for a total of 21 galaxies, primarily from the Isaac Newton Group and Hubble Space Telescope (HST) Archives; we also used images from Frei et al. (1996) and Hintzen et al. (1993), available via the NASA Extragalactic Database (NED). We were also able to use an unpublished image obtained with the WIYN Telescope333The WIYN Observatory is a joint facility of the University of Wisconsin-Madison, Indiana University, Yale University, and the National Optical Astronomy Observatories. for NGC 3245, and the minor-axis near-infrared surface-brightness profile of the Milky Way published by Kent, Dame, & Fazio (1991), making a total of 23 galaxies with useable data.

A full discussion of the images for individual galaxies, along with reduction procedures and the extracted light profiles, analysis and model fitting for each galaxy will be presented in Erwin et al. (2001). Briefly, we fitted ellipses to the isophotes, allowing the position angle and ellipticity to vary with radius. The resulting light profiles were then fitted with a seeing-convolved444We used a Moffat function to describe the point-spread function; seeing full-width half-maxima were measured from stars in the individual images. Sérsic (1968) $`r^{1/n}`$ model. We modeled disk galaxy profiles with a combined (seeing-convolved) exponential disk and $`r^{1/n}`$ bulge. For two galaxies with strong bars, we used the light profile derived from cuts along an axis perpendicular to the bar; this produced much better fits and avoided most of the bar contribution. The inner arc second of the profiles was generally excluded from the fit, since these regions are often dominated by relatively flat cores, bright nuclear disks, or nuclear point-sources (e.g., Rest et al. 2001, and references therein), none of which can be modeled with Sérsic profiles. We are thus measuring the overall concentration of the bulge, independent of any separate central stellar components like nuclear disks. Only two galaxies could not be successfully modeled. The final set of 21 galaxies with well-fitted profiles is given in Table 1.

We then computed the concentration of the best-fitting $`r^{1/n}`$ models using the central concentration index first presented in Trujillo, Graham & Caon (2001b) and further developed in Graham et al. (2001). This index measures the light concentration within a bulge’s half-light radius ($`r_e`$): it is the ratio of flux inside some fraction $`\alpha `$ of the half-light radius to the total flux inside the half-light radius. For an $`r^{1/n}`$ model, this index can be analytically defined as

$$C_{r_e}(\alpha )=\frac{\gamma (2n,b_n\alpha ^{1/n})}{\gamma (2n,b_n)},$$
(1)
where $`n`$ is the shape parameter of the $`r^{1/n}`$ model and $`b_n`$ is derived numerically from the expression $`\mathrm{\Gamma }(2n)`$$`=`$$`2\gamma (2n,b_n)`$ where $`\mathrm{\Gamma }(a)`$ and $`\gamma (a,x)`$ are respectively the gamma function and the incomplete gamma function (Abramowitz & Stegun 1964). (This index can be measured empirically, without the use of Sérsic models, but for bulges in disk galaxies this would first require successful two-dimensional modeling and subtraction of disks, bars, etc.) The parameter $`\alpha `$ can be any value between 0 and 1, and defines what level of concentration is being measured. Following Graham et al. (2001), we used a value of $`\alpha =1/3`$. We did however explore a range of values, finding that $`\alpha =1/3`$ roughly produced the minimum vertical scatter in the $`\mathrm{log}M_{\mathrm{bh}}C_{r_e}(\alpha )`$ correlation. $`C_{r_e}(1/3)`$ is then simply the ratio of flux inside one-third of the half-light radius to the flux inside the entire half-light radius. (which is of course half the total bulge luminosity). The $`C_{r_e}(1/3)`$ values are listed in the final column of Table 1. Because these values are analytically derived from the best-fitting Sérsic index $`n`$, the uncertainty in $`C_{r_e}(1/3)`$ depends directly on the uncertainty in $`n`$ and is derived by standard propagation of errors. Error estimates for $`n`$ are based on the results of Caon, Capaccioli, & D’Onofrio (1993), who found a typical uncertainty of $`25\%`$ when fitting with Sérsic profiles. For Sérsic values of $`n`$ between 2 and 11, this corresponds to a 10-15% uncertainty in the bulge concentration.

For comparison with the known SMBH mass–velocity dispersion relation, we also list the velocity dispersions $`\sigma _c`$ and corresponding errors for each galaxy; these are taken from Merritt & Ferrarese (2001b) and thus incorporate the equivalent-aperture correction described in Ferrarese & Merritt (2000). As Merritt & Ferrarese (2001a) showed, these values differ, on average, by only $`1`$% from the $`\sigma _e`$ values used by Gebhardt et al. (2000).

## 3 Results

Correlations between SMBH mass and bulge concentration are presented in Figure 1; for comparison, we also show the correlations between SMBH mass and velocity dispersion for the same galaxies. We used the bisector linear-regression routine from Akritas & Bershady (1996) to fit a line to these correlations. This regression routine treats both variables equally, and allows for intrinsic scatter as well as measurement errors in the data; as Merritt & Ferrarese (2001a) point out, it is generally the best method to use when there are errors in both variables. Using the orthogonal regression analysis of Akritas & Bershady (1996) and the orthogonal distance regression routine FITEXY of Press et al. (1989) — alternate methods for data sets with errors in both variables — gave consistent results. We computed the Pearson correlation coefficient $`r`$ and Spearman rank-order correlation coefficient $`r_s`$, both of which are given in Figure 1. The Spearman coefficient is preferred as it is more robust to outliers and does not presuppose a linear relation. The best linear fit to the whole sample is $`\mathrm{log}M_{\mathrm{bh}}=6.81(\pm 0.95)C_{r_e}(1/3)+5.03\pm 0.41`$.

Figure 1 shows that the correlation between black hole mass and bulge concentration is extremely good — as good as or better than that between black hole mass and velocity dispersion. In addition, the low $`\chi ^2`$ value of 0.82 suggests a scatter consistent with the measurement errors alone, implying negligible intrinsic scatter (as Ferrarese & Merritt 2000 claimed for the SMBH – velocity dispersion relation). This conclusion does, however, depend on how well determined the errors are; see Erwin et al. 2001.

Data points at the extreme ends of a correlation can be very useful for determining the true slope, due to the weight they lend, but by the same token they can heavily bias the data to produce a misleading slope if they themselves have not been well determined555This issue is discussed at length in Merritt & Ferrarese (2001a) for one galaxy in particular, namely, the Milky Way.. We have identified two such potential outliers666These data points may be revealing negative curvature in the $`\mathrm{log}M_{\mathrm{bh}}`$$`C_{r_e}(1/3)`$ relation, but we consider it premature to reach such a conclusion based on one data point at each end of the relation. (NGC 7457 and NGC 6251) in Figure 1a (see Section 4). We have repeated our analysis without them (bottom panels of Figure 1). In so doing, the $`\mathrm{log}M_{\mathrm{bh}}`$$`\mathrm{log}\sigma _c`$ relation is even weaker than the $`\mathrm{log}M_{\mathrm{bh}}`$$`C_{r_e}(1/3)`$ relation; it also has 27% more scatter in $`\mathrm{log}M_{\mathrm{bh}}`$.

The list of galaxies in Merritt & Ferrarese (2001b), from which we constructed our sample, was subdivided according to whether or not the black hole’s sphere of influence had been resolved777This is not necessarily a guarantee of accurate mass estimates: NGC 4374, which is near the top of Merritt & Ferrarese’s reliability ranking, recently had its mass readjusted by a factor of four (Maciejewski & Binney 2001). Of the twenty-two “resolved” galaxies, we have images and useful fits for fourteen. We rederived the relations seen in Figure 1 using this smaller sample, and found that the strength of both correlations improved; for this subsample, both correlations appear equally strong (Figure 2).

A word of caution may be in order when comparing different measures of significance for these relations. The strength of a correlation itself — regardless of which function fits it — is best measured by the Spearman rank-order coefficient $`r_s`$. The $`\chi ^2`$ merit function for a linear fit to the data, the Pearson coefficient $`r`$, and the vertical scatter in $`\mathrm{log}M_{\mathrm{bh}}`$ all measure how well a straight line fits the data (or the logarithm of the data, as the case may be). In this vein, we note that while the strength of the $`\mathrm{log}M_{\mathrm{bh}}`$$`C_{r_e}(\alpha )`$ correlation — as measured with the Spearman rank-order correlation coefficient — remains unchanged as $`\alpha `$ and hence $`C_{r_e}(\alpha )`$ vary, the $`\chi ^2`$ merit function steadily, and significantly, decreases as $`\alpha `$ increases. This is easily understood from the way the absolute error in $`n`$ propagates to an absolute error in $`C_{r_e}(\alpha )`$. Furthermore,

The $`\chi ^2`$ value depends on the size of the measurement errors: overestimating the errors will decrease the resulting $`\chi ^2`$, even though the correlation is unchanged; underestimating the errors can produce a misleadingly large $`\chi ^2`$. Thus, even though the $`\chi ^2`$ values for the $`M_{\mathrm{bh}}`$$`C_{r_e}(1/3)`$ relation are either the same as (Figure 2) or much smaller than (Figure 1) those for the $`M_{\mathrm{bh}}`$$`\sigma _c`$ relation, we do not take that as strong evidence that the $`M_{\mathrm{bh}}`$$`C_{r_e}(1/3)`$ relation is better.

Ferrarese & Merritt (2000) argued that their optimal $`\mathrm{log}M_{\mathrm{bh}}\mathrm{log}\sigma _c`$ relation had negligible intrinsic scatter; this led them to posit that, “Our results suggest that the stellar velocity dispersion may be the fundamental parameter regulating the evolution of supermassive BHs in galaxies.” All twelve of their ‘Sample A’ galaxies, from which this conclusion was reached, had an uncertainty of $`\pm 13`$% on their central velocity dispersions, except for the Milky Way which had an uncertainty of $`\pm 20`$%. If these uncertainties have been over-estimated it will result in an underestimate to the $`\chi ^2`$ value of the fit which may then lead one to wrongly conclude that there is no intrinsic scatter in the relation. The situation is identical if the $``$10-15% errors we assigned to the central concentration indices are to large.

To investigate the effect that decreasing the error estimates has on our correlations, we reperformed the regression analysis assuming only a 10% error on $`n`$, which translates to an impressively small 3% error in the derived concentration index when $`n=8`$ and a 6% error when $`n=1`$. For the full galaxy sample, the slope of the best-fitting line in the $`\mathrm{log}M_{\mathrm{bh}}`$$`C_{r_e}(1/3)`$ diagram decreased slightly to 6.12$`\pm `$0.78 and $`\mathrm{\Delta }\mathrm{log}M_{\mathrm{bh}}`$ changed to 0.30 dex. Removing NGC 6251 and NGC 7457, the slope was 6.04$`\pm `$0.53 and $`\mathrm{\Delta }\mathrm{log}M_{\mathrm{bh}}`$ decreased to 0.24 dex.

The bulges studied here clearly have different luminosity distributions and, unless $`M/L`$ varies with radius in a very contrived fashion, they also have different mass distributions from each other. If they did all possess the same universal structure, then the concentration index would be constant and identical for every bulge, which it is not. We will never have an accurate picture of bulge formation if we continue to pigeon-hole bulges into two simple classes, namely, $`r^{1/4}`$ and exponential. Graham (1998) wrote “…one might expect \[Sérsic’s\] $`n`$ to correlate with the size of the black hole predicted to be at the center of many elliptical galaxies.” Since $`C_{r_e}(1/3)`$, as defined in equation 1, is a monotonic function of the global shape parameter $`n`$ (Trujillo et al. 2001b), the SMBH mass – $`C_{r_e}(1/3)`$ correlation implies a correlation between SMBH mass and n as well. For the full galaxy sample, performing the bisector regression analysis on $`\mathrm{log}M_{\mathrm{bh}}`$ and $`\mathrm{log}n`$ (assuming a 25% error in $`n`$) gives $`\mathrm{log}M_{\mathrm{bh}}=2.93(\pm 0.43)\mathrm{log}n+6.42\pm 0.22`$ with a scatter of 0.32 dex in $`\mathrm{log}M_{\mathrm{bh}}`$. Excluding NGC 7457 and NGC 6251 gives $`\mathrm{log}M_{\mathrm{bh}}=3.00(\pm 0.17)\mathrm{log}n+6.45\pm 0.11`$ with a scatter of only 0.25 dex. The strength of these correlations are of course equal to those shown in Figure 1a and c.

## 4 Discussion

Due to the weight that data points at the ends of a correlation can have on a line-of-best-fit, we have identified two outliers (NGC 7457 and NGC 6251) in Figure 1 which may be biasing the relation defined by the remaining bulk of data points. The most significant outlier in our relation is probably NGC 6251 in the top right of Figures 1a and 2a; it has both the highest black hole mass and the highest concentration index. There is reason to believe that its concentration index may be significantly in error. The best fitting Sérsic $`r^{1/n}`$ model to this galaxy has $`n=11`$, which means the outer profile of this model declines slowly with radius; the observed light-profile only extends to 1 model half-light radius. The larger the value of $`n`$, the closer the $`r^{1/n}`$ model approaches a power-law in behavior — having infinite brightness and an infinite half-light radius (e.g., Graham et al. 1996), resulting in excessively high values of $`C_{r_e}(1/3)`$. Values of $`n`$ greater than about 10 should thus be treated with caution. The outlying point (NGC 7457) in the lower left of Figure 1a is less easily dismissed, and may be a true outlier worthy of individual investigation888Interestingly, Tonry & Davis (1981) derived a stellar velocity dispersion for NGC 7457 of 129 km s-1 and Dressler & Sandage (1983) obtained a value of 136 km s-1. If these values are a better measurement than the value of 73 km s-1 which has been used, one can see that this galaxy would also be an outlier in Figure 1b. There is some evidence for a weak bar or lens in this galaxy (Michard & Marchal 1994). While we derived a light profile perpendicular to the major-axis of this feature, it does still have a finite width which can bias our Sérsic fit to the bulge, giving a spuriously large value for $`n`$ and hence an over-estimation of the bulge concentration.

Although we cannot say which parameter ($`C_{r_e}(1/3)`$ or $`\mathrm{log}\sigma `$) is better, we can identify some of the advantages and disadvantages of each. Use of the concentration index for studies such as this may not be applicable to morphologically disturbed galaxies which may have undergone recent mergers or interactions (this could also influence the stellar velocity dispersion). Dominant cD galaxies that have acquired large extended envelopes can also be difficult to model and, depending on the extent of the accreted material, their concentration index may be heavily biased. The stellar velocity dispersion may, on the other hand, be a more stable quantity in such cases. Velocity dispersions have additionally been measured for numerous (mostly nearby) galaxies.

One obvious practical advantage that the concentration index has over stellar velocity dispersions is that images are far less expensive to acquire (in terms of telescope time) than stellar velocity dispersions; especially those at one effective radii. This is particularly important for studies of high-redshift galaxies. Second, use of the bulge concentration circumvents concerns that the SMBH may be influencing the luminosity-weighted nuclear velocity dispersion measurements (e.g. Wandel 2001). Similarly, while $`n`$ and $`C_{\mathrm{r}_\mathrm{e}}`$ are global parameters, velocity dispersion measurements are affected by: kinematical sub-structure at the centers of bulges, rotational velocity, seeing conditions, and aperture-size. It should also be noted, however, that the presence of bars, rings, and lenses within spiral galaxies can complicate the determination of the bulge concentration. A fourth advantage that the concentration index has is that it can be measured from photometrically uncalibrated images, it does not rely on distance measurements, redshift dependent corrections, or assumed mass-to-light ratios.

It appear that the formation mechanism(s) behind bulges must simultaneously determine their total luminosity, their eventual luminous structure (as measured by concentration index and Sérsic $`n`$) and mass distribution, their stellar velocity dispersion, and the final mass of the central SMBH. Subsequent evolution, including the effects of mergers (once this process has neared completion), evidently preserves the above connections. To date, most models incorporating SMBHs have addressed their formation from the standpoint of the older $`M_{\mathrm{bh}}`$$`M_{\mathrm{bulge}}`$ relation (Haiman & Loeb 1998; Richstone et al. 1998; Silk & Rees 1998; Blandford 1999; Kauffmann & Haehnelt 2000; Archibald et al. 2001; Umemura 2001); a few recent papers have offered possible explanations for the $`M_{\mathrm{bh}}`$$`\sigma `$ correlation (Haehnelt & Kauffmann 2000; Adams, Graff, & Richstone 2001; Burkert & Silk 2001). We argue that a more complete understanding will be achieved when the correlation between SMBH mass and bulge concentration is also explained.

More luminous (massive) bulges have larger values of $`n`$ (Trujillo et al. 2001b, and references therein), greater central concentrations, deeper gravitational potential wells with steeper central gradients (Ciotti 1991, Trujillo et al. 2001a), and more massive SMBHs. One might expect these characteristics to result in bulges which are better able to fuel and build their central black holes. It is however likely that the processes which shaped the galaxy and built the supermassive black hole operated in tandem.

Velocity dispersion measurements may simply be a somewhat more expensive tracer of the fundamental underlying mass distribution which can be more cheaply (in terms of telescope time) measured from galaxy light profiles.

We wish to thank Matthew Bershady for making available the linear regression code from Akritas & Bershady (1996). Based on archival data obtained with the Isaac Newton Group of Telescopes operated on behalf of the UK Particle Physics and Astronomy Research Council (PPARC) and the Nederlanse Organisatie voor Wetenschappelijk Onderzoek (NWO) on the island of La Palma at the Spanish Observatorio del Roque de Los Muchachos of the Instituto de Astrofísica de Canarias. Based on observations made with the NASA/ESA Hubble Space Telescope, obtained from the data archive at the Space Telescope Institute. STScI is operated by the association of Universities for Research in Astronomy, Inc. under the NASA contract NAS 5-26555. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.


text:
# Topological Phases near a Triple Degeneracy

## Abstract

We study the pattern of three state topological phases that appear in systems with real Hamiltonians and wave functions. We give a simple geometric construction for representing these phases. We then apply our results to understand previous work on three state phases. We point out that the “mirror symmetry” of wave functions noticed in microwave experiments can be simply understood in our framework.

There has been considerable work on the Geometric phase in recent years , and the phenomenon is now quite well understood in differential geometric terms as the twisting of a line bundle over the ray space of quantum mechanics. In a two state system, this abstract picture can be made quite visualisable using the Poincare sphere. The ray space is identified with the Poincare sphere and the geometric phase is half the solid angle enclosed by the ray in its quantum evolution. Thus, for two state systems, the abstract differential geometric picture can be made quite concrete and brought to bear on the interpretation of experiments. Indeed, this field has seen a fruitful interplay between theory and experiment. The geometric phase appears in a wide variety of wave phenomena. The theory has been tested in situations as diverse as optics , molecular spectroscopy , nuclear magnetic resonance  and microwave cavities .

For three state systems the situation is not as satisfactory. While the abstract differential geometric picture is of course, correct and complete, it does not lead to simple visualisable pictures or formulae that can directly be compared with experiment. There have been attempts in this direction , but it is fair to say that the general three state Geometric phase is considerably less accessible to the experimental community than the two state geometric phase. In this paper we take up a special case of this general problem: our Hamiltonians (and wave functions) are restricted to be real. This restriction considerably simplifies the problem and renders it tractable. While complex Berry phases take values on the unit circle and are correctly described as geometric, real Berry phases can only take values $`\pm 1`$. These should be thought of as topological phases, since they are insensitive to continuous deformations of the system history. Even though these real Berry phases are topological, the pattern of three state topological phases that emerges is surprisingly rich, as we will see. The aim of this Letter is to explore this rich structure and present it in a form suitable for direct comparison with experiments.

The motivation for this work comes from experiments with microwave cavities. Lauber et al  have performed experiments in which they perturb a rectangular microwave cavity by deforming its shape adiabatically. The unperturbed cavity has a three fold degeneracy, which is lifted by the perturbation. As the perturbation is varied cyclically, the system returns to its original state but sometimes picks up a topological phase of $`\pi `$. There has been some discussion of the interpretation of this experiment. Lauber et al suggested that the phase changes they were seeing were not related to Berry’s phase but were a new and independent phenomenon related to “mirror symmetry”. Manolopoulos and Child  posed a specific theoretical problem and partially solved it, thereby gaining insight into the pattern of Berry phases that are expected from the general theory. Ref.  also applied their theory to the experiment of Lauber et al and were able to explain the experimentally observed closed path phases as Berry phases. This work has been criticised by Pistolesi and Manini  on the grounds that the formalism of Ref.  incorrectly predicts the open path  phases. They attribute this to the presence of additional “satellite” degeneracies near the main degeneracy which were not taken into account in Ref. .

In this paper we will completely solve the problem posed in Ref. . We first motivate and pose the problem that we address. We then present our solution to this problem. Finally we use our solution to critically understand the previous theoretical and experimental work in this area.

A general perturbation of the system will remove the three-fold degeneracy and can be represented in the adiabatic approximation by a $`3\times 3`$ symmetric matrix, $`H`$. (The approximation consists of neglecting transition amplitudes between the three states of interest and other states.) We are interested in the eigenspaces of $`H`$. These are not affected by rescaling $`H`$ or adding a multiple of the identity to it. One can thus arrange that $`H`$ be traceless $`Tr(H)=0`$. The space of traceless symmetric matrices is a five dimensional vector space. This space has a natural inner product $`H_1,H_2=Tr(H_1H_2)`$. Let us choose a basis $`Q_\alpha ,\alpha =0,1,2,3,4`$ in this vector space which is orthonormal: $`Q_\alpha ,Q_\beta =\delta _{\alpha \beta }`$. We can expand $`H`$ in this basis $`H=\mathrm{\Sigma }_\alpha x^\alpha Q_\alpha `$. It is convenient to normalise $`H`$ by the condition $`H,H=1`$. This results in the $`x^\alpha `$ satisfying $`\mathrm{\Sigma }_\alpha x^\alpha x^\alpha =1`$, which describes a sphere $`S^4`$ in five dimensions.

At some points of $`S^4`$, $`H`$ has doubly degenerate levels and these points are said to belong to $`𝒟`$. Let us arrange the eigenvalues in decreasing order so that $`\lambda _1\lambda _2\lambda _3`$, the equalities holding only at points of $`𝒟`$. If $`\lambda _1=\lambda _2>\lambda _3`$, we say that the point belongs to $`𝒟^+`$ and if $`\lambda _1>\lambda _2=\lambda _3`$ we say that the point belongs to $`𝒟^{}`$. The eigenvalues of $`H`$ satisfy two identities $`\lambda _1+\lambda _2+\lambda _3=0`$ and $`\lambda _1^2+\lambda _2^2+\lambda _3^2=1`$ (from tracelessness and normalisation of $`H`$) and can be parametrised by an angle $`\psi ,0\psi \pi /3`$: $`\lambda _1=\sqrt{2/3}\mathrm{cos}\psi ,\lambda _2=\sqrt{2/3}\mathrm{cos}(\psi 2\pi /3),\lambda _3=\sqrt{2/3}\mathrm{cos}(\psi +2\pi /3)`$. Note that $`\psi =0`$ at points of $`𝒟^{}`$ and $`\psi =\pi /3`$ at points of $`𝒟^+`$.

Given a closed curve in the space of perturbations (which before normalisation is five dimensional) which does not pass through points of $`𝒟`$, the standard Berry phase lore would instruct us to diagonalise $`H`$ along the curve and transport its eigenvectors by continuity to compute the phase change as the system is cyclically perturbed. The general problem of computing the phase is greatly simplified if one restricts attention to great circles on $`S^4`$, which is well-motivated experimentally. In an actual experiment , one does not always explore the full five dimensional parameter space. One needs to vary at least two parameters to effect a cyclic evolution and see a Berry phase. Following ref., we will restrict ourselves to a two dimensional parameter space $`(x,y)`$, chosen so that $`(0,0)`$ represents the triply degenerate Hamiltonian $`H=0`$. Expanding the Hamiltonian $`H(x,y)`$ in a Taylor expansion about the degenerate point we find

$$H(x,y)=fx+gy+O(x^2,y^2),$$
(1)
where $`f=\frac{H}{x}(0,0)`$ and $`g=\frac{H}{y}(0,0)`$. Thus the perturbations span a two dimensional plane in the space of $`3\times 3`$ traceless symmetric matrices. The intersection of this plane with the sphere $`S^4`$ is a great circle (or geodesic) on $`S^4`$. The great circle can be specified by giving two (non antipodal) points on it. We choose $`(F,G)`$ an orthonormal basis in the $`(f,g)`$ plane and write:

$$H(\theta )=\mathrm{cos}\theta F+\mathrm{sin}\theta G$$
(2)
where $`\theta `$ varies from $`0`$ to $`2\pi `$ and $`F,G=0`$. If $`H(\theta )`$ is nondegenerate for all $`\theta `$, one can uniquely follow the eigenvectors of $`H(\theta )`$ as a function of $`\theta `$ and the adiabatic Berry phase $`\gamma _i`$ of the state $`|i>`$ is well defined. From  it follows that $`\gamma _2=1`$ and $`\gamma _1=\gamma _3=\gamma =\pm 1`$. Without loss of generality, we can suppose that $`F`$ is in diagonal form: $`F=\lambda _1|1><1|+\lambda _2|2><2|+\lambda _3|3><3|`$, since this can be arranged by using the eigenvectors of $`F`$ as an orthonormal basis. The problem posed in ref.  is: given the pair $`(F,G)`$ compute the topological phase $`\gamma `$ for the great circle $`H(\theta )`$. This problem has been solved in ref.  in the case where $`G`$ is of a special “bipartite” form. Another special case where the answer is known is when $`F`$ and $`G`$ share a common eigenvector. By projecting orthogonal to this eigenvector, one can reduce this case to the two-state topological phase. Then the projection of $`H`$ can be expanded in terms of the Pauli matrices as $`\mathrm{cos}\theta \sigma _z+\mathrm{sin}\theta \sigma _x`$ and its eigenvectors clearly reverse sign as $`\theta `$ goes from $`0`$ to $`2\pi `$. For a general pair $`(F,G)`$ there does not at present exist a simple rule to determine the topological phase. This is the purpose of this Letter. We give the general solution to this problem below.

Regard $`F`$ as the “north pole” of $`S^4`$. Geodesics through $`F`$ are characterised by $`GS^3`$, where $`G`$ lies in the “equator” of $`S^4`$. We will first locate all points in $`S^3`$ which lead to geodesics passing through $`𝒟`$. We refer to these as “degenerate” points and they form a set $`S^3`$. Regarded as a function of $`G`$, the topological phase can only change when $`G`$ passes through $``$, when the phase becomes ill-defined. Thus $``$ divides $`S^3`$ into regions, each of which has the same topological phase. Our next step is to locate the set $``$ in $`S^3`$ and thus split up $`S^3`$ into regions of constant topological phase.

We first characterise the degenerate set $`𝒟`$ in $`S^4`$. Clearly, $`𝒟=𝒟^+𝒟^{}`$, which are disjoint sets. The points of $`𝒟^\pm `$ can be written as $`D_{\widehat{n}}^\pm =\pm \frac{1}{\sqrt{6}}(13|\widehat{n}><\widehat{n}|)`$, where $`|\widehat{n}>`$ is some unit ket vector (the nondegenerate eigenvector of $`D`$). Since $`|\widehat{n}>`$ and $`|\widehat{n}>`$ define the same $`D_{\widehat{n}}^\pm `$, $`𝒟`$ is the disjoint union of two $`IRP^2`$ s. To find the degenerate set $``$ is easy: the plane containing the vectors $`F`$ and $`D_{\widehat{n}}^\pm `$ intersects the sphere $`S^4`$ in a great circle. The intersection of this great circle with the equator of $`S^4`$ is simply the projection of $`D_{\widehat{n}}^\pm `$ orthogonal to $`F`$, suitably normalised:

$$B_{\widehat{n}}^\pm =\frac{D_{\widehat{n}}^\pm (D_{\widehat{n}}^\pm ,F)F}{[(D_{\widehat{n}}^\pm ,D_{\widehat{n}}^\pm )(D_{\widehat{n}}^\pm ,F)^2]^{1/2}}$$
(3)
When $`G`$ is equal to any of these points $`B_{\widehat{n}}^\pm `$, the topological phase is ill defined. These are the degenerate points in $`S^3`$. Let us compute their co-ordinates explicitly. Choose matrices $`Q_\alpha `$ (similar parametrisations appear in )

$`Q_0={\displaystyle \frac{1}{\sqrt{6}}}\mathrm{diag}(2,1,1),`$ (4)
$`Q_1={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right),Q_2={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right),`$ (11)
$`Q_3={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 0\end{array}\right),Q_4={\displaystyle \frac{1}{\sqrt{2}}}\mathrm{diag}(0,1,1).`$ (15)
F is diagonal and therefore a linear combination of $`Q_0`$ and $`Q_4`$: $`F=\mathrm{cos}\psi Q_0+\mathrm{sin}\psi Q_4`$. Let us define $`E=\mathrm{sin}\psi Q_0+\mathrm{cos}\psi Q_4`$ a diagonal matrix orthogonal to $`F`$. In the basis $`(F,E,Q_1,Q_2,Q_3)`$, we find that $`G=g_4E+g_1Q_1+g_2Q_2+g_3Q_3`$, where the $`g`$’s satisfy $`g_1^2+g_2^2+g_3^2+g_4^2=1`$, which describes $`S^3`$. Similarly expanding the degenerate points $`B_{\widehat{n}}^\pm `$ in this basis $`B_{\widehat{n}}^\pm =b_4E+b_1Q_1+b_2Q_2+b_3Q_3`$, we find by explicit computation

$`b_1=\sqrt{3}{\displaystyle \frac{n_2n_3}{\sqrt{1c^2}}},b_2=\sqrt{3}{\displaystyle \frac{n_1n_3}{\sqrt{1c^2}}}`$ (16)
$`b_3=\sqrt{3}{\displaystyle \frac{n_2n_1}{\sqrt{1c^2}}},b_4=\pm {\displaystyle \frac{s}{\sqrt{1c^2}}}`$ (17)
where $`c=\sqrt{3/2}<\widehat{n}|F|\widehat{n}>`$ and $`s=\sqrt{3/2}<\widehat{n}|E|\widehat{n}>`$. Defining angles $`\psi _1=\psi ,\psi _2=\psi 2\pi /3,\psi _3=\psi +2\pi /3`$, $`c`$ and $`s`$ can be expressed as: $`c=_i\mathrm{cos}\psi _in_i^2;s=_i\mathrm{sin}\psi _in_i^2`$.

Since $`G`$ and $`G`$ represent the same geodesic oppositely traversed, it is clear that they have the same topological phase. Also, reversing the sign of two of $`(g_1,g_2,g_3)`$ amounts to a $`\pi `$ rotation about one of the principal axes of $`F`$. This is merely a similarity transformation of the pair $`(F,G)`$ and does not alter the topological phase. By such phase preserving transformations one can arrange for $`(g_1,g_2,g_3)`$to be nonnegative. ($`g_4`$ can have either sign.) It is easily seen from (17) that points of $`S^3`$ where $`(g_1,g_2)`$ or $`(g_2,g_3)`$ vanish are degenerate points. Points of $`S^3`$ where $`(g_1,g_3)`$ vanish are  in $``$ if $`g_4<g_4^c=[13/4\mathrm{c}\mathrm{o}\mathrm{s}\mathrm{e}\mathrm{c}^2(\psi +\pi /3)]^{1/2}`$. If $`g_4>g_4^c`$, the topological phase is well defined and $`F`$ and $`G`$ have a common eigenvector $`(0,1,0)`$ and the topological phase is then $`1`$. Points with two or more of $`(g_1,g_2,g_3)`$ vanishing will be excluded from the following discussion.

We now introduce new coordinates $`(v_1,v_2,v_3)`$ given by

$`v_1=Ag_2^2g_3^2,v_2=Ag_3^2g_1^2,v_3=Ag_1^2g_2^2,`$ (18)
$`\mathrm{where}A=(g_1^2g_2^2+g_2^2g_3^2+g_1^2g_3^2)^1.`$ (19)
The $`v`$’s are positive and satisfy $`v_1+v_2+v_3=1`$, which defines a triangular region. Let us define the following Cartesian coordinates in the plane $`v_1+v_2+v_3=1`$

$$C=\mathrm{\Sigma }_iv_i\mathrm{cos}\psi _i,S=\mathrm{\Sigma }_iv_i\mathrm{sin}\psi _i.$$
(20)
Let $`g_4`$ be held fixed. Then $`g_1^2+g_2^2+g_3^2=1g_4^2=r^2`$ and $`(g_1,g_2,g_3)`$ determine a point in the $`CS`$ plane via (18,20). As $`(g_1,g_2,g_3)`$ vary over permissible values, $`(C,S)`$ describe an equilateral triangle $`\mathrm{\Delta }`$. The orientation of this triangle relative to the $`C`$ axis is controlled by the eigenvalue parameter $`\psi `$ of $`F`$. We now locate the degenerate points in $`\mathrm{\Delta }`$. These points are given parametrically by Eq. (17). The $`v`$ coordinates of these points are $`v_1=n_1^2,v_2=n_2^2,v_3=n_3^2`$. As $`(n_1,n_2,n_3)`$ range over permissible values $`(n_1,n_2,n_3>0,n_1^2+n_2^2+n_3^2=1)`$ $`(C,S)`$ describe all the points in $`\mathrm{\Delta }`$. The degenerate points of $`\mathrm{\Delta }`$ are located by requiring that $`b_4=g_4`$. Using the last of Eqs. (17) it follows that these points describe an ellipse in the $`CS`$ plane: $`C^2+S^2/(1r^2)=1`$ with eccentricity determined by $`g_4`$. The part of the ellipse inside $`\mathrm{\Delta }`$ consists of two segments (Fig. 1). The degenerate points consist of the lower segment (for $`g_4>0`$) and the upper segment (for $`g_4<0`$). These clearly split up the triangle into two regions with constant topological phase. When $`g_4=0`$, the ellipse degenerates to a straight line parallel to the $`C`$ axis. As $`g_4`$ approaches $`1`$, the ellipse expands to the unit circle. By slightly perturbing the matrix $`G=Q_2`$ so that it is represented on the figure, we see that the correct assignments are as shown in the figure. This figure and the algorithm given below for using it are the main results of this paper.

The Algorithm: 1. Given two $`3\times 3`$ symmetric, perturbation matrices $`(f,g)`$, add a multiple of the identity to make them trace free and choose linear combinations $`(F,G)`$ which are normalised and orthogonal: $`Tr(FF)=Tr(GG)=1`$, $`Tr(FG)=0`$.

2. Diagonalise F and write G in the basis in which F is diagonal. Determine the eigenvalue parameter $`\psi `$ and construct $`E`$.

3. Expand $`G`$ in the basis $`(E,Q_1,Q_2,Q_3)`$ and determine $`(g_1,g_2,g_3,g_4)`$. \[eg. $`g_2=Tr(GQ_2)`$\]. Apply appropriate rotations so that $`g_1,g_2,g_3`$ are positive.

4. Draw an equilateral triangle $`\mathrm{\Delta }`$ in the $`(C,S)`$ plane with vertices $`(\mathrm{cos}\psi _1,\mathrm{sin}\psi _1)`$, $`(\mathrm{cos}\psi _2,\mathrm{sin}\psi _2)`$, $`(\mathrm{cos}\psi _3,\mathrm{sin}\psi _3)`$, where $`\psi _1=\psi `$ and $`\psi _{2,3}=\psi 2\pi /3`$.

5. Let $`r^2=1g_4^2`$. Draw an ellipse $`C^2+S^2/(1r^2)=1`$. The sign of $`g_4`$ tells us which of the two segments of the ellipse contains the degenerate points.

6. Using Eqs. (18,20) locate $`(g_1,g_2,g_3)`$ in the $`CS`$ plane and read off the topological phase from the diagram: the phase is $`1`$ for $`R_1`$, $`sign(g_4)`$ in $`R_2`$ and $`+1`$ in $`R_3`$.

This completely solves the problem posed in . Since our formalism involves a Taylor expansion of the Hamiltonian around the triple degeneracy, we would expect the theory to agree with experiments that explore a region of parameter space close to the degeneracy. If the perturbations are such that the pair $`(F,G)`$ describe a degenerate point, then neither the theory nor the experiment will produce a definite answer for the topological phase: the adiabatic approximation breaks down. Generically, for most shapes of cavities, $`G`$ will not be close to a degenerate point and the first order theory applies in a region around the triple degeneracy.

For perturbed rectangular cavities the first order theory predicts a symmetry for the wave functions. Let us start with the observation that the unperturbed system has a discrete symmetry: reflection about a line normal to the long side  and bisecting the cavity ($`P`$). The eigenstates of the unperturbed system can be chosen to have a definite $`P`$ parity. It can be easily seen  that the first order perturbations can be decomposed into nonzero even ($`F`$) and odd ($`G`$) parts satisfying $`Tr(FG)=0`$. Constructing $`H(\theta )=\mathrm{cos}\theta F+\mathrm{sin}\theta G`$, we see that $`PH(\theta )P=H(2\pi \theta )`$. Thus if $`H(\theta )|\mathrm{\Psi }_i(\theta )>=E_i(\theta )|\mathrm{\Psi }_i(\theta )>`$, $`|\mathrm{\Psi }_i(2\pi \theta )>=\sigma _iP|\mathrm{\Psi }_i(\theta )>`$, where $`\sigma _i=\pm 1`$ is constant by continuity. This relation between the wavefunctions at $`\theta `$ and $`2\pi \theta `$ is what we refer to as “mirror symmetry”. Setting $`\theta =0`$ and using $`|\mathrm{\Psi }_i(2\pi )>=\gamma _i|\mathrm{\Psi }_i(0)>`$, where $`\gamma _i`$ is the topological phase, we find that $`\sigma _i`$ is the product of the topological phase and the parity of the $`i`$th state.

For the experiment of Lauber et al , it turns out that $`F`$ corresponds to $`\psi =\mathrm{cos}^1(23/26)`$ and $`G(0.995,0.101,0,0)`$. $`G`$ is not actually a degenerate point but it is very close to one. The point in $``$ closest to $`G`$ is $`(0.997,0.066,0.048,0.003)`$. As a result, the small splittings in the first order Hamiltonian make the system very sensitive to second order perturbations. In fact these higher order terms are able to perturb the Hamiltonian into $`𝒟`$, which results in the appearance of two doubly degenerate “satellites” . As correctly pointed out in ref., these must also be taken into account to predict the “open path” Berry phases . Fig.4 of  shows the (shaded) regions in the parameter space where second order perturbations are important. These correspond to $`\theta \pi /2,3\pi /2`$ In the remaining regions first order theory applies and we would expect the “mirror symmetry” described in the last paragraph to be present. For the three states with quantum numbers $`(n_x,n_y)=(7,1),(5,3),(2,4)`$ the topological phase assignments are $`\gamma _i=(,+,)`$ and the parity assignments are $`(+,+,)`$, which results in $`\sigma _i=(,+,+)`$. The operation of reflecting the wave functions and multiplying them by $`\sigma _i`$ relates the conjugate figures in . This symmetry was noticed by Lauber et al (see Fig. of ) experimentally. The mirror symmetry is particularly evident in the pairs (1,16), (2,15),(8,9),(7,10) where the first order theory is expected to apply. For other pairs (e.g the pairs (4,13),(5,12)) in the vicinity of $`\theta \pi /2,3\pi /2`$ the symmetry is only approximate as would be expected, since second order effects are important. Thus the first order theory is able to account for the experimentally observed approximate “mirror symmetry” in .

In summary, we have described a simple geometrical construction for representing the topological phases of a three state system. The construction can be easily visualised and drawn on paper. For this reason it may serve as a useful tool to interpret experiments done on three state topological phases. We have also given a theoretical framework which is closely related to experimental investigations of the topological phase. We are also able to understand the “mirror” symmetry of wave functions seen in the experiments of Lauber et al. In fact the “bipartite” form of $`G`$ noticed by  can be traced to this discrete symmetry. Of course, our work also encompasses situations, where the unperturbed state has no discrete symmetries and $`F`$ and $`G`$ are general. We believe this work will be useful to the community of physicists interested in the three state topological phase.

Acknowledgements: It is a pleasure to thank Avinash Khare, Vishwambhar Pati and Supurna Sinha for their comments on the manuscript.