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# Quantum Distillation Of Position Entanglement With The Polarization Degrees Of Freedom

## I Introduction

Quantum interference with twin photons from the parametric down-conversion, has been used in a large number of experiments , concerning the basic concepts of quantum mechanics and quantum properties of the electromagnetic field. This system has also been shown to be a versatile tool for testing concepts and approaches to be used in quantum information. Among the experiments related to quantum information, we will focus our attention in those dedicated to the production and control of entangled states. Recently, Kwiat and co-workers have introduced a source of polarization entangled photon pairs, using two nonlinear crystals . This source consists of two thin crystals close together, so that a very good spatial mode overlap is obtained between the modes of the two crystals and a polarization entangled state with high degree of purity and controlled degree of entanglement is obtained. The same kind of source has been used to demonstrate the existence of decoherence-free sub-spaces for the polarization, where the decoherence arose from the coupling with the energy degree of freedom , and reduction of the communication complexity.

In the quantum information scenario, local operations and classical communication can be used to enhance the quantum correlations of non-maximally entangled states . A scheme to recover the entanglement in a filtering process of the polarization degree of freedom was proposed and implemented . This procedure, called quantum distillation, permits extracting from an ensemble of non-maximally entangled states a sub-ensemble of maximally entangled states with sounding perspectives for quantum information processing.

In this two crystal source the produced pairs of photons are entangled in other degrees of freedom than polarization. Due to the fact that pairs of photons are generated either in one crystal or in the other they are also entangled in the space of the transverse components of the momentum. This kind of entanglement is also present for single crystal sources, but when we have two separated crystals it is possible to describe the state of the field as a superposition of discrete states labeled by the photon pair’s birth position, which is the position of each crystal. We call it position entanglement. In order to be able to detect the quantum interference arising from the entanglement in this degree of freedom, it is necessary to arrange the crystals in a suitable configuration, so that the phase difference between the states of the superposition can be varied. In the experiments of Refs. the pairs of photons are distinguishable by their polarization, but even if they had the same polarization, the observation of the interference due to the position entanglement would not be possible. There, the crystals were so close and so thin that the phase difference between the states of the superposition varies too much slowly with the control parameters. In this work, we propose and implement a scheme for performing the quantum distillation based on the idea that actions in one degree of freedom affects the entanglement properties in the other. Using a suitable two crystals configuration to produce photon pairs with interchangeable entanglement in polarization and position, we will demonstrate the distillation of position entangled states acting in the polarization degree of freedom.

## II Distillation Scheme

Let us consider the experimental set-up sketched in the Fig. 1. A $`45^o`$ linearly polarized laser beam pumps two type I nonlinear crystals with optical axes perpendicularly oriented, one in the vertical direction(V) and the other horizontal(H). By parametric down-conversion, two pairs of photons can be generated in two light cones, in each one of the crystals. The first crystal is pumped by the vertical component of the laser, emitting horizontally polarized pairs of photons, while the second one is pumped by the horizontal component producing vertically polarized pairs of photons. By superposing signal and idler beams coming from each crystal, so that spatial mode matching is obtained, we get the position/polarization entangled state:

$$|\psi =\left[|2_H,\text{0}_V+e^{i\varphi }|0_H,2_V\right]/\sqrt{2},$$
(1)
where the phase $`\varphi `$ depends on the pump phase at each crystal and on the optical path from crystals to detectors. This is a maximally entangled state, as both crystals are equally pumped and have equal probabilities to produce a pair of photons.

Our measurements are focusing on the degree of entanglement, which is the parameter to be distillated. Note that the degree of entanglement is the same for both degrees of freedom, however projections on one sub-space may change the degree of entanglement differently for the different degrees of freedom. If the two crystals were producing beams with the same polarization, the position entanglement could be observed by detecting signal and idler photons in coincidence. The displacement of the detectors would vary the optical path differences between the two possible realizations of the two photon field, giving rise to oscillations in the coincidence counting rate. As the crystals are emitting pairs of photons with different polarizations, they become distinguishable and the position interference can only be observed, if polarization analyzers are placed before detectors. Setting the polarization analyzers to $`45^o`$, the field after them are not entangled in polarization anymore, but the position interference can be observed. By changing the pump laser polarization we can control the degree of entanglement in such a way that the state of field can be described by:

$$|\psi =\mathrm{cos}\theta _P|2_H,0_V+\mathrm{sin}\theta _Pe^{i\varphi }|0_H,2_V,$$
(2)
where $`\theta _P`$ gives the pump laser polarization angle. After crossing the polarization analyzers, with axis oriented both in $`\theta _A`$ direction, the state the state of the down-converted field is reduced to:

$$|\psi =\mathrm{cos}\theta _P\mathrm{cos}^2\theta _A|2,0+\mathrm{sin}\theta _P\mathrm{sin}^2\theta _Ae^{i\varphi }|0,2.$$
(3)
¿From Eq.3 above, it is seen that by properly orienting the polarization analyzers, it is possible to control the coefficients of the superposition and therefore to control the degree of entanglement of the outgoing state. In order to demonstrate the operation of the scheme, we will change the pump beam polarization, preparing position entangled states with different degrees of entanglement. For each input degree of entanglement, the analyzers will be properly set for recovering the maximal degree of entanglement.

## III Experiment and Results

The experimental setup is shown in Fig. 1. A cw He-Cd laser operating at $`442nm`$ pumps two $`1cm`$ long $`LiIO_3`$ crystals cut for type I phase matching. Two signal and idler beams at the degenerate wavelength $`884nm`$ emerge from the crystals at about $`3^o`$ with respect to the pump beam direction of propagation. Crystal 2 is placed about $`5mm`$ from crystal 1. After crossing the analyzers the photon pair is detected with avalanche photodiode counting modules, placed about $`80cm`$ from crystal 2. The detected light is collected by a thin slit of about $`0.5mm`$, a $`10nm`$ bandwidth IF(interference filter) centered at $`884nm`$ and a $`50mm`$ focal length lens at the detector entrance. The transverse momentum correlations are measured displacing $`D_1`$ along the horizontal direction and fixing the analyzers at $`45^o`$. As a result fourth-order interference fringes are obtained as displayed in Fig. 2, presenting fringes visibility of about 80%. This visibility is the signature of the maximally entangled state in our experimental configuration. The non maximally entangled state is produced by rotating the pump HWP so that $`\theta _P=22.5^o`$. The measurement of the fourth-order interference is repeated. Fig. 3 shows the interference fringes with visibility of about 50%, and therefore a lower degree of entanglement. Now we follow to distill the position entangled state. First we rotate both analyzers by the same angle as the pump HWP. The interference pattern visibility is about 56% as we can see in Fig. 4. In order to find the angles for the analyzers that maximize the distillation, we have rotated both analyzers and searched for the maximum visibility. This have been done for the angles $`\theta _A=55^o`$, $`\theta _A=57^o`$ and $`\theta _A=59^o`$. The results are displayed in Figs. 5, 6, and 7, with visibilities of about 72%, 77% and 70% respectively. The higher visibility was found for $`\theta _A=57^o`$ which corresponds to the analyzers’ angle that balance the coefficients of the state predicted by Eq.3:

$$cos\theta _P\mathrm{cos}^2\theta _A\text{ = }\mathrm{sin}\theta _P\mathrm{sin}^2\theta _A.$$
(4)
This relation express how the analyzers have to be oriented to distill a non maximally entangled state.

In order to verify our distillation scheme we prepared entangled states with different degrees of entanglement. Fig. 8 shows the application of Eq.4 for several pump laser polarization angles and analyzers properly oriented. The results show the interference patterns for the non maximally entangled states with both analyzers at $`45^o`$ (left side) and with proper analyzers’ angles (right side). In all cases, the degree of entanglement was increased in agreement with Eq. 4. In this set of data, the visibility of the maximally entangled state was about 66%.

## IV Discussion

The experimental results presented above are a simple demonstration of how one can manipulate the entanglement properties of a photon pair, with the use of interchangeable entanglement in two different degrees of freedom. In our case, the position entanglement can be manipulated acting in the polarization degree of freedom in order to control the degree of entanglement.

The visibilities of the interference patterns for the maximally entangled states are not 100%. This is due to technical imperfections. Detection through a very small aperture, would project both modes (coming from crystals 1 and 2) onto the same transverse mode. In the experiment, however, detection through finite apertures implies in the increase of the degree of distinguishability of the modes, and a lower visibility. The simple theory we have used is enough to explain the main features of the distillation process. However a multimode theory is necessary to take into account the effects that reduce the maximal visibility.

Envisaging applications in quantum communications, this scheme could be used for recovering maximal entanglement when a transmitted signal containing information in the quantum superposition state, is degraded by propagation. In our demonstration, the degree of entanglement was previously known, as it was prepared by setting the pump HWP orientation. However, it works for an unknown input degree of entanglement. The receiver should properly tune the angles of the analyzers for maximizing the fringes visibility. This action would be effective for restoring the maximal degree of entanglement in the case where the propagation disturbances change in a time scale much smaller than those of the communication protocol. The reliability of the position entanglement for quantum communication still needs to be demonstrated. We believe that this degree of freedom may be quite useful, for example, if the entanglement properties are preserved after propagation through a multimode optical fiber.

Another interesting perspective is to add a third entangled degree of freedom, for example the entanglement in the orbital angular momentum. This third degree of freedom could open new possibilities for monitoring and controlling the entanglement properties of other degrees of freedom.

## V Conclusion

We propose and demonstrate experimentally a scheme for performing quantum distillation of the position entanglement by manipulating the polarization degree of freedom.

## VI ACKNOWLEDGMENT

The authors acknowledge financial support from the Brazillian agencies CNPq, CAPES, PRONEX, FAPERJ and FUJB.


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# Low temperature properties of one-dimensional SU(4) Hubbard-like model at low concentration

## I Introduction

The study of integrable model has a long and rich history in condensed matter physics beginning with Bethe’s solution of the one-dimensional Heisenberg Model and extending to nowadays when a variety of soluble models provide the paradigms that enrich much of our physical intuition. Recently there has been much interests in the studies on the $`3d`$ electrons in transitional metal oxide  because of the existence of orbital degree of freedom in addition to the spin one. Since the SU(4) symmetry was pointed out , there has been various studies, such as critical properties in photoemission spectra for the one-dimensional Mott insulator with orbital degeneracy . One dimensional solutions of the model in insulating limit  as well as the Hubbard-like model  were presented. There were discussions of the thermodynamics based on the SU(N) generalized Bethe ansatz equation , but the physical meaning of the external field is ambiguous there because it is not associated with spin and orbital directly.

In present paper, we study the low-temperature thermodynamics of SU(4) Hubbard-like model for electrons with 2-fold orbital degeneracy at low concentration. The thermal equilibrium is discussed exactly on the basis of the known Bethe-ansatz equations by taking account of the Landé $`g`$ factor. Next section we first briefly exhibit the Bethe-ansatz equation under consideration, then discuss the thermodynamics of the model by considering string hypothesis. In Sec. III, we calculate the formal expressions of the thermodynamics quantities, such as free energy etc.. In Sec. IV, the case of low temperature is discussed extensively.

## II The model and its spectrum in thermodynamics limit

The model Hamiltonian reads

$$=t\underset{i,a}{}𝒫(C_{i,a}^+C_{i+1,a}+C_{i+1,a}^+C_{i,a})𝒫+U\underset{i,a<a^{}}{}n_{i,a}n_{i,a^{}}$$
(1)
where $`i=1,2,\mathrm{},L`$ identify the lattice site, and $`a=1,2,\mathrm{},4`$ labels the four states of spin and orbital . The $`𝒫`$ projects the Hilbert space onto the sector that the sites are only occupied by at most two electrons. The internal degree of freedom (1) is specified to spin and orbital in present model. The Bethe-ansatz equation for the spectrum was suggested  as

$`e^{ik_jL}`$ $`=`$ $`{\displaystyle \underset{b=1}{\overset{M}{}}}{\displaystyle \frac{\mathrm{sin}k_j\lambda _b+i\eta }{\mathrm{sin}k_j\lambda _bi\eta }},`$ (2)
$`{\displaystyle \underset{l=1}{\overset{N}{}}}{\displaystyle \frac{\lambda _a\mathrm{sin}k_l+i\eta }{\lambda _a\mathrm{sin}k_li\eta }}`$ $`=`$ $`{\displaystyle \underset{b=1}{\overset{M}{}}}{\displaystyle \frac{\lambda _a\lambda _b+i2\eta }{\lambda _a\lambda _bi2\eta }}{\displaystyle \underset{c=1}{\overset{M^{}}{}}}{\displaystyle \frac{\mu _c\lambda _a+i\eta }{\mu _c\lambda _ai\eta }},`$ (3)
$`{\displaystyle \underset{b=1}{\overset{M}{}}}{\displaystyle \frac{\mu _a\lambda _b+i\eta }{\mu _a\lambda _bi\eta }}`$ $`=`$ $`{\displaystyle \underset{c=1}{\overset{M^{}}{}}}{\displaystyle \frac{\mu _a\mu _c+i2\eta }{\mu _a\mu _ci2\eta }}{\displaystyle \underset{d=1}{\overset{M^{\prime \prime }}{}}}{\displaystyle \frac{\nu _d\mu _a+i\eta }{\nu _d\mu _ai\eta }},`$ (4)
$`{\displaystyle \underset{b=1}{\overset{M^{}}{}}}{\displaystyle \frac{\nu _a\mu _b+i\eta }{\nu _a\mu _bi\eta }}`$ $`=`$ $`{\displaystyle \underset{c=1}{\overset{M^{\prime \prime }}{}}}{\displaystyle \frac{\nu _a\mu _c+i2\eta }{\nu _a\mu _ci2\eta }}.`$ (5)
where $`\eta =U/4t`$. Unlike the conventional SU(2) Hubbard model the SU(4) generalization (5) of Lieb-Wu solution  is valid at low temperature and low concentration .

For ground state (i.e., at zero temperature), the $`k,\lambda ,\mu ,\nu `$ are real roots of the Bethe ansatz equation (5). However, for the excited state, they can be complex roots. We will not take account of the complex roots in the charge space $`k`$ for repulsive interaction. The complex root of $`\lambda ,\mu ,\nu `$ are always form a “bound state” with several same kind of rapidity which arise from the consistency of both hand side of the Bethe ansatz equations. The complex roots are defined as

$`\mathrm{\Lambda }_a^{nj}`$ $`=`$ $`\lambda _a^n+(n+12j)i\eta ,j=1,2\mathrm{},n,`$ (6)
$`U_b^{mj}`$ $`=`$ $`\mu _b^m+(m+12j)i\eta ,j=1,2\mathrm{},m,`$ (7)
$`V_c^{lj}`$ $`=`$ $`\nu _c^l+(l+12j)i\eta ,j=1,2\mathrm{},l,`$ (8)
up to the order $`O(e^L)`$ which vanishes in the thermodynamic limit. Substituting those strings into Eq. (5) and taking the logarithm of it, we get

$`2\pi I_j`$ $`=`$ $`k_jL+2{\displaystyle \underset{an}{}}\mathrm{tan}^1\left({\displaystyle \frac{\mathrm{sin}k_j\lambda _a^n}{n\eta }}\right),`$ (9)
$`2\pi J_a^n`$ $`=`$ $`2{\displaystyle \underset{l}{}}\mathrm{tan}^1\left({\displaystyle \frac{\lambda _a^n\mathrm{sin}k_l}{n\eta }}\right)2{\displaystyle \underset{bml}{}}A_{nml}\mathrm{tan}^1\left({\displaystyle \frac{\lambda _a^n\lambda _b^m}{l\eta }}\right)2{\displaystyle \underset{clt}{}}B_{nlt}\mathrm{tan}^1\left({\displaystyle \frac{\mu _c^l\lambda _a^n}{t\eta }}\right),`$ (10)
$`2\pi K_a^n`$ $`=`$ $`2{\displaystyle \underset{blt}{}}B_{nlt}\mathrm{tan}^1\left({\displaystyle \frac{\mu _a^n\lambda _b^l}{t\eta }}\right)2{\displaystyle \underset{clt}{}}A_{nlt}\mathrm{tan}^1\left({\displaystyle \frac{\mu _a^n\mu _c^l}{t\eta }}\right)2{\displaystyle \underset{dlt}{}}B_{nlt}\mathrm{tan}^1\left({\displaystyle \frac{\nu _d^l\mu _a^n}{t\eta }}\right),`$ (11)
$`2\pi Q_a^n`$ $`=`$ $`2{\displaystyle \underset{blt}{}}B_{nlt}\mathrm{tan}^1\left({\displaystyle \frac{\nu _a^n\mu _b^l}{t\eta }}\right)2{\displaystyle \underset{clt}{}}A_{nlt}\mathrm{tan}^1\left({\displaystyle \frac{\nu _a^n\nu _c^l}{t\eta }}\right).`$ (12)
where

$`A_{nmp}`$ $`=`$ $`\{\begin{array}{cc}1,\hfill & \mathrm{for}p=m+n,|mn|(0),\hfill \\ 2,\hfill & \mathrm{for}p=n+m2,n+m4,\mathrm{},|nm|+2,\hfill \\ 0,\hfill & \mathrm{otherwise},\hfill \end{array}`$ (16)
$`B_{nlt}`$ $`=`$ $`\{\begin{array}{cc}1,\hfill & \mathrm{for}t=n+l1,n+l3,\mathrm{},|nl|+1,\hfill \\ 0,\hfill & \mathrm{otherwise}.\hfill \end{array}`$ (19)
Noe we consider the question in the thermodynamic limit $`N,L,M,M^{},M^{\prime \prime }\mathrm{}`$ with a fixed concentration $`D=N/L`$ by introducing the distribution of roots and holes for $`k,\lambda ,\mu ,\nu `$ respectively:

$`{\displaystyle \frac{1}{L}}{\displaystyle \frac{dI(k)}{dk}}=`$ $`\rho (k)+\rho ^h(k),`$ (20)
$`{\displaystyle \frac{1}{L}}{\displaystyle \frac{dJ_n(\lambda )}{d\lambda }}=`$ $`\sigma _n(\lambda )+\sigma _n^h(\lambda ),`$ (21)
$`{\displaystyle \frac{1}{L}}{\displaystyle \frac{dK_n(\mu )}{d\mu }}=`$ $`\omega _n(\mu )+\omega _n^h(\mu ),`$ (22)
$`{\displaystyle \frac{1}{L}}{\displaystyle \frac{dQ_n(\nu )}{d\nu }}=`$ $`\tau _n(\nu )+\tau _n^h(\nu ).`$ (23)
We obtain the following coupled integral equations.

$`\rho +\rho ^h=`$ $`{\displaystyle \frac{1}{2\pi }}+{\displaystyle \underset{n}{}}\mathrm{cos}k{\displaystyle K_n(\mathrm{sin}k\lambda )\sigma _n(\lambda )𝑑\lambda },`$ (24)
$`\sigma _n+\sigma _n^h=`$ $`{\displaystyle K_n(\lambda \mathrm{sin}k)\rho (k)𝑑k}{\displaystyle \underset{ml}{}}A_{nml}{\displaystyle K_l(\lambda \lambda ^{})\sigma _m(\lambda ^{})𝑑\lambda ^{}}+{\displaystyle \underset{lt}{}}B_{nlt}{\displaystyle K_t(\lambda \mu )\omega _l(\mu )𝑑\mu },`$ (25)
$`\omega _n+\omega _n^h=`$ $`{\displaystyle \underset{lt}{}}B_{nlt}{\displaystyle K_t(\mu \lambda )\sigma _l(\lambda )𝑑\lambda }{\displaystyle \underset{lt}{}}A_{nlt}{\displaystyle K_t(\mu \mu ^{})\omega _l(\mu ^{})𝑑\mu ^{}}+{\displaystyle \underset{lt}{}}B_{nlt}{\displaystyle K_t(\mu \nu )\tau _l(\nu )𝑑\nu },`$ (26)
$`\tau _n+\tau _n^h=`$ $`{\displaystyle \underset{lt}{}}B_{nlt}{\displaystyle K_t(\nu \mu )\omega _l(\mu )𝑑\mu }{\displaystyle \underset{lt}{}}A_{nlt}{\displaystyle K_t(\nu \nu ^{})\tau _l(\nu ^{})𝑑\nu ^{}}.`$ (27)
where $`K_n(x)=\pi ^1n\eta /(n^2\eta ^2+x^2)`$, and the integration limits are defined by

$`{\displaystyle \frac{N}{L}}=`$ $`{\displaystyle _{Q_0}^{Q_0}}\rho (k)𝑑k,`$ (28)
$`{\displaystyle \frac{M}{L}}=`$ $`{\displaystyle \underset{n}{}}n{\displaystyle _{B_1}^{B_1}}\sigma _n(\lambda )𝑑\lambda ,`$ (29)
$`{\displaystyle \frac{M^{}}{L}}=`$ $`{\displaystyle \underset{n}{}}n{\displaystyle _{B_2}^{B_2}}\omega _n(\mu )𝑑\mu ,`$ (30)
$`{\displaystyle \frac{M^{\prime \prime }}{L}}=`$ $`{\displaystyle \underset{n}{}}n{\displaystyle _{B_3}^{B_3}}\tau _n(\nu )𝑑\nu .`$ (31)
Since $`|1=|\begin{array}{c}\\ \end{array}`$, $`|2=|\begin{array}{c}\\ \end{array}`$, $`|3=|\begin{array}{c}\\ \end{array}`$ and $`|4=|\begin{array}{c}\\ \end{array}`$, the $`z`$-components of total spin and orbital are given by,

$`{\displaystyle \frac{S_z}{L}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \rho 𝑑k}+{\displaystyle \underset{n}{}}n{\displaystyle \omega _n𝑑\mu }{\displaystyle \underset{n}{}}n{\displaystyle \sigma _n𝑑\lambda }{\displaystyle \underset{n}{}}n{\displaystyle \tau _n𝑑\nu },`$ (32)
$`{\displaystyle \frac{T_z}{L}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \rho 𝑑k}{\displaystyle \underset{n}{}}n{\displaystyle \omega _n𝑑\mu }.`$ (33)
The energy is given by

$$\frac{E}{L}=2t\mathrm{cos}k\rho (k)𝑑k,$$
(34)
and the magnetization by

$$M_z=g_sS_z+g_tT_z,$$
(35)
where $`g_s,g_t`$ are Landé $`g`$ factors that we know $`g_s=2,g_t=1`$, which was ignored in previous literature because it was not able to be related to spin-orbital model.

## III Thermal equilibrium

Yang and Yang first introduced a definition of entropy in terms of distribution of roots and holes for Bethe-ansatz solvable systems. This method was recently carefully compared with the transfer matrix approach, the results of both approach are shown in agreement with each other . In order to obtain thermal equilibrium at finite temperature, we should maximize the free energy $`\mathrm{\Omega }=E+E_JT𝒮𝒜N`$ where $`E_J=\mu _0HM_z`$ is the Zeemann energy due to the external magnetic field and $`𝒜`$ is the chemical potential. The entropy is given by

$`{\displaystyle \frac{𝒮}{L}}=`$ $`{\displaystyle [(\rho +\rho ^h)\mathrm{ln}(\rho +\rho ^h)\rho \mathrm{ln}\rho \rho ^h\mathrm{ln}\rho ^h]𝑑k}`$ (39)
$`+{\displaystyle \underset{n}{}}{\displaystyle [(\sigma _n+\sigma _n^h)\mathrm{ln}(\sigma _n+\sigma _n^h)\sigma _n\mathrm{ln}\sigma _n\sigma _n^h\mathrm{ln}\sigma _n^h]𝑑\lambda }`$
$`+{\displaystyle \underset{n}{}}{\displaystyle [(\omega _n+\omega _n^h)\mathrm{ln}(\omega _n+\omega _n^h)\omega _n\mathrm{ln}\omega _n\omega _n^h\mathrm{ln}\omega _n^h]𝑑\mu }`$
$`+{\displaystyle \underset{n}{}}{\displaystyle [(\tau _n+\tau _n^h)\mathrm{ln}(\tau _n+\tau _n^h)\tau _n\mathrm{ln}\tau _n\tau _m^h\mathrm{ln}\tau _n^h]𝑑\nu }.`$
We obtain the Helmholtz free energy from the condition $`\delta \mathrm{\Omega }=0`$ that

$$F=\frac{TL}{2\pi }\mathrm{ln}[1+e^ϵ]𝑑k,$$
(40)
where $`ϵ`$ should be solved from the following equations,

$`ϵ=`$ $`{\displaystyle \frac{1}{T}}\left[2t\mathrm{cos}k+𝒜+{\displaystyle \frac{3}{2}}\mu _0H\right]{\displaystyle \underset{n}{}}{\displaystyle K_n(\lambda \mathrm{sin}k)\mathrm{ln}[1+e^{\theta _n(\lambda )}]𝑑\lambda },`$ (41)
$`\theta _n=`$ $`2\mu _0nH/T{\displaystyle \mathrm{cos}kK_n(\mathrm{sin}k\lambda )\mathrm{ln}[1+e^{ϵ(k)}]𝑑k}`$ (43)
$`+{\displaystyle \underset{lt}{}}A_{nlt}{\displaystyle K_t(\lambda \lambda ^{})\mathrm{ln}[1+e^{\theta _l(\lambda ^{})}]𝑑\lambda ^{}}{\displaystyle \underset{lt}{}}B_{nlt}{\displaystyle K_t(\mu \lambda )\mathrm{ln}[1+e^{\zeta _l(\mu )}]𝑑\mu },`$
$`\zeta _n=`$ $`\mu _0nH/T{\displaystyle \underset{lt}{}}B_{nlt}{\displaystyle K_t(\lambda \mu )\mathrm{ln}[1+e^{\theta _l(\lambda )}]𝑑\lambda }`$ (45)
$`+{\displaystyle \underset{lt}{}}A_{nlt}{\displaystyle K_t(\mu \mu ^{})\mathrm{ln}[1+e^{\zeta _l(\mu ^{})}]𝑑\nu ^{}}{\displaystyle \underset{lt}{}}B_{nlt}{\displaystyle K_t(\nu \mu )\mathrm{ln}[1+e^{\xi _l(\nu )}]𝑑\nu },`$
$`\xi _n=`$ $`2\mu _0nH/T{\displaystyle \underset{lt}{}}B_{nlt}{\displaystyle K_t(\mu \nu )\mathrm{ln}[1+e^{\zeta _l(\mu )}]𝑑\mu }`$ (47)
$`+{\displaystyle \underset{lt}{}}A_{nlt}{\displaystyle K_t(\nu \nu ^{})\mathrm{ln}[1+e^{\xi _l(\nu ^{})}]𝑑\nu ^{}}.`$
In getting the above expressions, we have introduced notations:

$$e^ϵ=\frac{\rho ^h}{\rho },e^{\theta _n}=\frac{\sigma _n^h}{\sigma _n},e^{\zeta _n}=\frac{\omega _n^h}{\omega _n},e^{\xi _n}=\frac{\tau _n^h}{\tau _n}.$$
(48)
## IV The case at low temperature

At very low temperature, the density of roots undergo a slight modification from that of the ground state, and the right hand side of Eq. (48) are approximately zero below Fermi surface. Then we have

$`ϵ=`$ $`{\displaystyle \frac{1}{T}}\left[2t\mathrm{cos}k+𝒜+{\displaystyle \frac{3}{2}}\mu _0H\right]+{\displaystyle _{B_1}^{B_1}}K_1(\lambda \mathrm{sin}k)\theta (\lambda )𝑑\lambda ,`$ (49)
$`\theta =`$ $`2\mu _0H/T+{\displaystyle _{Q_0}^{Q_0}}\mathrm{cos}kK_1(\mathrm{sin}k\lambda )ϵ(k)𝑑k{\displaystyle _{B_1}^{B_1}}K_2(\lambda \lambda ^{})\theta (\lambda ^{})𝑑\lambda ^{}+{\displaystyle _{B_2}^{B_2}}K_1(\mu \lambda )\zeta (\mu )𝑑\mu ,`$ (50)
$`\zeta =`$ $`\mu _0H/T+{\displaystyle _{B_1}^{B_1}}K_1(\lambda \mu )\theta (\lambda )𝑑\lambda {\displaystyle _{B_2}^{B_2}}K_2(\mu \mu ^{})\zeta (\mu ^{})𝑑\mu ^{}+{\displaystyle _{B_3}^{B_3}}K_1(\nu \mu )\xi (\nu )𝑑\nu ,`$ (51)
$`\xi =`$ $`2\mu _0H/T+{\displaystyle _{B_2}^{B_2}}K_1(\mu \nu )\zeta (\mu )𝑑\mu {\displaystyle _{B_3}^{B_3}}K_2(\nu \nu ^{})\xi (\nu ^{})𝑑\nu ^{}.`$ (52)
It is plausible to take $`B_1,B_2,B_3=\mathrm{}`$ in our present case. By making a Fourier transform of the second through fourth equation of Eq. (52), we have

$`\stackrel{~}{\theta }`$ $`=2\stackrel{~}{h}+{\displaystyle \frac{1}{2\pi }}{\displaystyle _{Q_0}^{Q_0}}\mathrm{cos}ke^{\eta |w|iw\mathrm{sin}k}ϵ(k)𝑑ke^{2\eta |w|}\stackrel{~}{\theta }+e^{\eta |w|}\stackrel{~}{\zeta },`$ (53)
$`\stackrel{~}{\zeta }`$ $`=\stackrel{~}{h}+e^{\eta |w|}\stackrel{~}{\theta }e^{2\eta |w|}\stackrel{~}{\zeta }+e^{\eta |w|}\stackrel{~}{\xi },`$ (54)
$`\stackrel{~}{\xi }`$ $`=2\stackrel{~}{h}+e^{\eta |w|}\stackrel{~}{\zeta }e^{2\eta |w|}\stackrel{~}{\xi }`$ (55)
where $`\stackrel{~}{h}=\mu _0H\delta (w)/T`$. It is not difficult to derive an integral equation for $`ϵ`$:

$$ϵ=[2t\mathrm{cos}k+𝒜]/T+\frac{1}{\eta }_{k_F}^{k_F}\mathrm{cos}k^{}ϵ(k^{})R_3\left(\frac{\mathrm{sin}k\mathrm{sin}k^{}}{\eta }\right)𝑑k$$
(56)
where $`k_F`$ is the Fermi momentum and

$$R_n(x)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}\frac{\mathrm{sinh}(nw)}{\mathrm{sinh}(4w)}e^{iwx|w|}𝑑w.$$
(57)
In the absence of external field ($`H=0`$), Eq.(56) is rigorous. When the external field is weak, it is also plausible because the changes on the integral interval of spin and orbit rapidity is of order of $`1/L`$ in the thermodynamic limit. Moreover, even if we consider the contribution of the densities outside the Fermi surface, it is of order $`e^{1/T}`$. Clearly the presence of external field has no explicit effect on the ratio of density of charge roots and holes at low temperature. We can also infer from Eq.(56) and Eq. (35) there will be two critical fields $`H_c^1,H_c^2`$ which can cause phase transition on the magnetization of the system.

Once $`ϵ`$ is solved, the free energy at low temperature can be evaluated by Eq.(40). Though an explicit expression can not be obtained from Eq. (56) in general case, it is easier for numerical calculation. Define the density of roots at low temperature as $`\rho =\rho _0+\rho _1`$, where $`\rho _1`$ is a slight deviation from the density of the ground state $`\rho _0`$ , we can obtain

$$\rho =\rho _0(1e^ϵ)\frac{1}{\pi }\frac{\mathrm{cos}k\eta \sigma _0e^\theta d\lambda }{\eta ^2+(\mathrm{sin}k\lambda )^2}.$$
(58)
Substituting $`ϵ(k)`$ of Eq. (56) into Eq. (40), we obtain

$$F=\frac{TL}{2\pi }ϵ𝑑k\frac{TL}{2\pi }e^ϵ𝑑k.$$
(59)
Clearly when $`T0`$ the free energy is just the ground state energy except for the additional chemical potential term $`𝒜L`$ and the $`ϵ(k)`$ just play a role of so called dressed energy.

Strong coupling limit

In strong coupling limit $`\eta \mathrm{}`$, we have

$$ϵ=[2t\mathrm{cos}k+𝒜]/T,$$
(60)
Since we consider the problem at low concentration, the Fermi surface is much less than $`\pi `$. Then we can rewrite Eq. (60) as

$$ϵ=[tk^2\kappa ]/T,$$
(61)
where $`\kappa =2t+𝒜`$. And the distribution of the roots becomes

$$\rho =\frac{1}{2\pi }\frac{1}{1+e^{[tk^2\kappa ]/T}},$$
(62)
with condition $`_{k_F}^{k_F}\rho (k)𝑑k=D`$, and when $`T=0`$, it gives $`k_F=\sqrt{\kappa _0/t}`$. We obtain

$$\kappa =\kappa _0\left[1\frac{\pi ^2T^2}{24\kappa _0^2}\right]^2,$$
(63)
where $`\kappa _0=t\pi ^2D^2`$ is the value of $`\kappa `$ at zero temperature. Obviously the system’s energy becomes

$`{\displaystyle \frac{E}{L}}{\displaystyle \frac{\kappa _0^{3/2}}{3\pi \sqrt{t}}}\left[1+{\displaystyle \frac{\pi ^2T^2}{4\kappa _0^2}}\right].`$ (64)
The specific heat and the entropy of the system are calculated as

$$C_V=𝒮=\frac{T}{6tD},$$
(65)
which is Fermi-liquid like.

Weak coupling limit

In weak coupling $`\eta 0`$, Eq.(56) can be solved exactly. In mathematics we have

$$\underset{\eta 0}{lim}\frac{\mathrm{sinh}(3\eta )}{\mathrm{sinh}(4\eta )}e^\eta =\frac{3}{4},$$

Then the Eq. (57) is proportional to $`\delta `$-function. The $`ϵ(k)`$ has the form

$$ϵ=[8t\mathrm{cos}k+4𝒜]/T.$$
(66)
So we can repeat the steps in the section of strong coupling limit. The specific heat and the entropy become

$$C_V=𝒮=\frac{T}{96tD}$$
(67)
Clearly it is still Fermi-liquid like. We can infer at low temperature the specific heat of the system is Fermi-liquid like regardless the value of coupling constant. The difference is the coefficient.

Magnetic properties

In the presence of external field, the densities of spin and orbit rapidities will change. We rewrite them as

$`\sigma =\sigma _0(1e^\theta ),`$ (68)
$`\omega =\omega _0(1e^\zeta ),`$ (69)
$`\tau =\tau _0(1e^\xi ).`$ (70)
where $`\theta ,\zeta ,\xi `$ are all negative and proportional to $`H/T`$. Then the magnetization of the system has the form

$$M_z/L=\frac{3}{2}\rho 𝑑k+\omega 𝑑\mu 2\sigma 𝑑\lambda 2\tau 𝑑\nu .$$
(71)
Concerning $`M=3N/4,M^{}=N/2,M^{\prime \prime }=N/4`$ at the ground state, we obtain

$$M_z/L=2\sigma _0e^\theta 𝑑\lambda \omega _0e^\zeta 𝑑\mu +2\tau _0e^\xi 𝑑\nu .$$
(72)
and the susceptibility in the weak external field is

$$\chi =\frac{3\mu _0}{T}\sigma _0e^\theta 𝑑\lambda \frac{\mu _0}{T}\omega _0e^\zeta 𝑑\mu +\frac{3\mu _0}{T}\tau _0e^\xi 𝑑\nu .$$
(73)
However, if the external field is strong enough so that there are no spin and orbit flipped down. That is $`M=M^{}=M^{\prime \prime }=0`$ and the densities of $`\lambda ,\mu ,\nu `$ are all zero. Then we have

$$\rho +\rho ^h=\rho (1+e^ϵ)=\frac{1}{2\pi },$$
(74)
where $`ϵ`$ is given by

$`ϵ={\displaystyle \frac{1}{T}}\left[2t\mathrm{cos}k+𝒜+{\displaystyle \frac{3}{2}}\mu _0H\right],`$ (75)
$`2\mu _0H_c/T={\displaystyle \mathrm{cos}kK_1(\mathrm{sin}k\lambda )ϵ𝑑k}.`$ (76)
The $`H_c`$ is the maximal value of $`\{H_c^1,H_c^2\}`$ mentioned above. At large coupling constant the value of $`H_c`$ scales like $`1/\eta `$. Clearly, in the limit $`\eta \mathrm{}`$, a small value of $`H`$ can flip all spin and orbit to upward. The density of charge roots becomes

$$\rho =\frac{1}{2\pi }\frac{1}{1+e^{[2t\mathrm{cos}k+2t]/T}}$$
(77)
which takes the value of $`1/2\pi `$ at the ground state. The density of charge roots in strong coupling limit takes the same form as that in sufficient strong external field.

## V Summary and acknowledgments

In the above, we discussed one-dimensional SU(4) Hubbard-like Model in the thermodynamic limit, which is reliable at low temperature and low concentration. We studied the property of the thermal equilibrium and obtained the equilibrium equations. In the low temperature limit, the T-dependent density of roots and free energy, specific heat both in strong and weak coupling limit, as well as magnetic properties of the system are calculated.

This work is supported by NSFC No.1-9975040, trans-century project and EYF of China Education Ministry. Y.Q.Li acknowledges the support of AvH-stiftung. S.J.Gu acknowledges interesting discussions with J.H.Dai and D.Yang.


text:
# Unnormalized nonextensive expectation value and zeroth law of thermodynamics

## I Introduction

A basic assumption of the equilibrium thermodynamics is the existence of equilibrium state between two systems $`A`$ and $`B`$ at which $`T(A)=T(B)`$ and $`f(A)=f(B)`$, where $`T`$ is the absolute temperature and $`f`$ the generalized force (pressure, chemical potential, electro-magnetic field, etc.), respectively. This is the so called zeroth law of thermodynamics. Up to now, no empirical evidence shows the contrary. So it is assumed that all thermodynamic theories addressing systems at equilibrium should conform with this law.

Maxwell-Boltzmann statistics ($`MBS`$) gives a beautiful statistical interpretation of the zeroth law through Gibbs entropy $`S=k\text{Tr}\widehat{\rho }ln\widehat{\rho }`$ and Maxwell-Boltzmann distribution $`\widehat{\rho }=\frac{1}{Z}e^{\beta (\widehat{H}\widehat{f}_i\widehat{x}_i)}`$ for a given ensemble in the representation of energy $`\widehat{H}`$ and of the external variable $`\widehat{x}_i`$ ($`\widehat{x}_i`$ can be volume, particle number, etc), where $`\beta =1/kT`$ and $`Z=\text{Tr}e^{\beta (\widehat{H}f_i\widehat{x}_i)}`$. Gibbs entropy can be recast as $`S=klnZ+k\beta Ek\beta f_ix_i`$ ($`E=\text{Tr}\widehat{\rho }\widehat{H}`$ and $`x_i=\text{Tr}\widehat{\rho }\widehat{x}_i`$) where the term with double index $`f_ix_i`$ signifies a summation over $`i`$. In this formalism, a variation of the entropy of the total system $`A+B`$ is written as

$`dS(A+B)`$ $`=`$ $`{\displaystyle \frac{S(A)}{E(A)}}dE(A)+{\displaystyle \frac{S(B)}{E(B)}}dE(B)+{\displaystyle \frac{S(A)}{x_i(A)}}dx_i(A)+{\displaystyle \frac{S(B)}{x_i(B)}}dx_i(B)`$ (1)
$`=`$ $`k[\beta (A)dE(A)+\beta (B)dE(B)+\beta (A)f_i(A)dx_i(A)+\beta (B)f_i(B)dx_i(B)]`$ (2)
$`=`$ $`0`$ (3)
because we suppose $`S(A+B)=S(A)+S(B)`$ and $`dS(A+B)=0`$ at equilibrium in the total system. Considering that $`dE(A+B)=d[E(A)+E(B)]=dE(A)+dE(B)=0`$ and $`dx_i(A+B)=d[x_i(A)+x_i(B)]=dx_i(A)+dx_i(B)=0`$, we get $`\beta (A)=\beta (B)`$ and $`f_i(A)=f_i(B)`$.

This empirical law was believed to be absent within the nonextensive statistical mechanics ($`NSM`$) proposed by Tsallis and co-workers . Recently, some authors show that it can be established within $`NSM`$ by, respectively, the approach with the standard normalization $`\text{Tr}\widehat{\rho }=1`$ and the normalized expectation $`x=\text{Tr}\widehat{\rho }^q\widehat{x}/\text{Tr}\widehat{\rho }^q`$ by neglecting the nonextensive correlation term in $`\widehat{H}`$ (assuming $`E(A+B)=E(A)+E(B)`$), and the approach of incomplete normalization $`\text{Tr}\widehat{\rho }^q=1`$ with the normalized expectation $`x=\text{Tr}\widehat{\rho }^q\widehat{x}`$ in keeping the nonextensivity in energy (i.e. $`E(A+B)=E(A)+E(B)(1q)\beta E(A)E(B)`$).

The present letter shows that the zero law can hold in the formalism based on the normalization $`\text{Tr}\widehat{\rho }=1`$ and the $`unnormalized`$ expectation $`x=\text{Tr}\widehat{\rho }^q\widehat{x}`$. This formalism was proposed by Tsallis and co-workers and had great success in many applications. It also has the advantage to give the simplest Legendre transformation. But recently, scientists pay less attention to it due to its peculiar properties such as, among others, $`\text{Tr}\widehat{\rho }^q\widehat{1}1`$ and $`E(A+B)E(A)+E(B)`$ for two independent systems having $`\widehat{H}(A+B)=\widehat{H}(A)+\widehat{H}(B)`$. These peculiarities make one think that the zeroth law and the first law may be disturbed in this formalism. In the following, we want to show that the zero law can hold, despite the above inequality, in the classic fashion. And the two basic processes of energy change, heat and work, can be interpreted in the same way as in $`MBS`$ analogy.

## II The zeroth law

The maximization of Tsallis entropy***Tsallis entropy is given by $`S=k\frac{\text{Tr}\widehat{\rho }\text{Tr}\widehat{\rho }^q}{1q},(qR)`$ subject to two constraints $`\alpha (\text{Tr}\widehat{\rho }1)`$ and $`\beta (\text{Tr}\widehat{\rho }^q\widehat{H}E)`$ gives rise to the following distribution function for canonical ensemble

$`\widehat{\rho }={\displaystyle \frac{1}{Z}}[1(1q)\beta \widehat{H}]^{\frac{1}{1q}}`$ (4)
where

$`Z=\text{Tr}[1(1q)\beta \widehat{H}]^{\frac{1}{1q}}.`$ (5)
where the Lagrange multiplier $`k\beta =\frac{S}{E}`$. Supposing $`\widehat{\rho }(A+B)=\widehat{\rho }(A)\widehat{\rho }(B)`$ for a total system composed of two correlated subsystems $`A`$ and $`B`$ with the same $`q`$, we obtain,

$`S(A+B)=S(A)+S(B)+{\displaystyle \frac{1q}{k}}S(A)S(B)`$ (6)
and

$`E(A+B)=E(A)\text{Tr}\widehat{\rho }^q(B)+E(B)\text{Tr}\widehat{\rho }^q(A)(1q)\beta E(A)E(B).`$ (7)
The relations Eq.(6) and (7) are to be considered as two basic assumptions of the theory. We will establish the zero law on this basis. From Eq.(6), we can write, for a small variation of the total entropy :

$`dS(A+B)`$ $`=`$ $`[1+{\displaystyle \frac{1q}{k}}S(B)]dS(A)+[1+{\displaystyle \frac{1q}{k}}S(A)]dS(B)`$ (8)
$`=`$ $`[1+{\displaystyle \frac{1q}{k}}S(B)]{\displaystyle \frac{S(A)}{E(A)}}dE(A)+[1+{\displaystyle \frac{1q}{k}}S(A)]{\displaystyle \frac{S(B)}{E(B)}}dE(B).`$ (9)
Because $`dS(A+B)=0`$, we get

$`\text{Tr}\widehat{\rho }^q(B){\displaystyle \frac{S(A)}{E(A)}}dE(A)+\text{Tr}\widehat{\rho }^q(A){\displaystyle \frac{S(B)}{E(B)}}dE(B)=0.`$ (10)
Now from Eq.(4), we easily verify that

$`\text{Tr}\widehat{\rho }^q=Z^{1q}+(1q)\beta E.`$ (11)
So Eq.(7) becomes

$`E(A+B)=E(A)Z^{1q}(B)+E(B)Z^{1q}(A)+(1q)\beta E(A)E(B).`$ (12)
we can write

$`dE(A+B)`$ $`=`$ $`[Z^{1q}(B)+(1q)\beta E(B)]dE(A)`$ (13)
$`+`$ $`[Z^{1q}(A)+(1q)\beta E(A)]dE(B)`$ (14)
or, from Eq.(11),

$`dE(A+B)`$ $`=`$ $`\text{Tr}\widehat{\rho }^q(B)dE(A)+\text{Tr}\widehat{\rho }^q(A)dE(B)=0`$ (15)
due to $`dE(A+B)=0`$ for the total system. Comparing Eq.(15) with Eq.(10), we get

$`{\displaystyle \frac{S(A)}{E(A)}}={\displaystyle \frac{S(B)}{E(B)}}`$ (16)
or $`\beta (A)=\beta (B)`$. The zeroth law of thermodynamics holds. We can naturally define, as in $`MBS`$, $`\frac{S}{E}=\frac{1}{T}`$ and write $`T(A)=T(B)`$ at equilibrium.

## III The first law : Heat and work

The above discussion suggests that the first law of thermodynamics can be written as before for canonical ensemble :

$`dE=TdS+f_idx_i.`$ (17)
From Eq.(11), we easily find Helmoholtz free energy $`F`$ :

$`F=ETS={\displaystyle \frac{1}{\beta }}{\displaystyle \frac{Z^{1q}1}{1q}}`$ (18)
and

$`dF=SdT+f_idx_i.`$ (19)
It is known that one of the beautiful interpretation of thermodynamics given by statistical mechanics is the understanding of the two kinds of process by which the energy of a system can be changed : heat and work. In $`MBS`$, transferred heat is interpreted as the energy change related to the probability or population variation ($`\text{Tr}\widehat{H}d\widehat{\rho }`$). The work performed by the surroundings on the system is related to the variation of the energy of each state of the system ($`\text{Tr}\widehat{\rho }d\widehat{H}`$). We will show that this interpretation can hold in the formalism discussed here.

From the unnormalized expectation mentioned above, we can write

$`dE=\text{Tr}\widehat{H}d\widehat{\rho }^q+\text{Tr}\widehat{\rho }^qd\widehat{H}.`$ (20)
We will show that the first term at the right hand side can be identified to heat ($`TdS`$) and the second term to work ($`f_idx_i`$).

With the help of Eq.(4), the first term of Eq.(20) can be recast as

$`\text{Tr}\widehat{H}d\widehat{\rho }^q`$ $`=`$ $`\text{Tr}{\displaystyle \frac{1Z^{1q}\widehat{\rho }^{1q}}{(1q)\beta }}d\widehat{\rho }^q`$ (21)
$`=`$ $`{\displaystyle \frac{1}{(1q)\beta }}[\text{Tr}d\widehat{\rho }^qZ^{1q}\text{Tr}\widehat{\rho }^{1q}d\widehat{\rho }^q]`$ (22)
$`=`$ $`{\displaystyle \frac{1}{(1q)\beta }}[d\text{Tr}\widehat{\rho }^qZ^{1q}q\text{Tr}d\widehat{\rho }].`$ (23)
Considering $`\text{Tr}d\widehat{\rho }=0`$, we get

$`\text{Tr}\widehat{H}d\widehat{\rho }^q`$ $`=`$ $`{\displaystyle \frac{1}{(1q)\beta }}d\text{Tr}\widehat{\rho }^q`$ (24)
$`=`$ $`{\displaystyle \frac{1}{k\beta }}d[k{\displaystyle \frac{1\text{Tr}\widehat{\rho }^q}{1q}}]`$ (25)
$`=`$ $`TdS`$ (26)
$`=`$ $`dQ,`$ (27)
where $`dQ`$ is the heat transferred from the surroundings to the system.

New let us see the second term in Eq.(20). We can recast it as

$`\text{Tr}\widehat{\rho }^qd\widehat{H}`$ $`=`$ $`\text{Tr}\widehat{\rho }^q{\displaystyle \frac{\widehat{H}}{x_i}}dx_i`$ (28)
$`=`$ $`{\displaystyle \frac{1}{Z^q}}\text{Tr}[1(1q)\beta \widehat{H}]^{\frac{q}{1q}}{\displaystyle \frac{\widehat{H}}{x_i}}dx_i`$ (29)
$`=`$ $`{\displaystyle \frac{1}{Z^q\beta }}\text{Tr}\{{\displaystyle \frac{}{x_i}}[1(1q)\beta \widehat{H}]^{\frac{1}{1q}}\}_\beta dx_i`$ (30)
$`=`$ $`{\displaystyle \frac{1}{\beta }}{\displaystyle \frac{1}{Z^q}}\{{\displaystyle \frac{Z}{x_i}}\}_\beta dx_i`$ (31)
$`=`$ $`{\displaystyle \frac{1}{\beta }}\{{\displaystyle \frac{}{x_i}}{\displaystyle \frac{Z^{1q}1}{1q}}\}_\beta dx_i.`$ (32)
Considering Eqs.(18) and (19), we obtain finally

$`\text{Tr}\widehat{\rho }^qd\widehat{H}`$ $`=`$ $`\{{\displaystyle \frac{F}{x_i}}\}_\beta dx_i`$ (33)
$`=`$ $`f_idx_i`$ (34)
$`=`$ $`dW`$ (35)
where $`dW`$ is the work performed by the surroundings on the system. So the statistical interpretation of heat and work remains the same in $`NSM`$ as in $`MBS`$.

## IV Conclusion

We shown that within the formalism of $`NSM`$ based on the normalization $`\text{Tr}\widehat{\rho }=1`$ and the unnormalized expectation $`x=\text{Tr}\widehat{\rho }^q\widehat{x}`$, the zeroth law can hold as in $`MBS`$. We need not generalized (or physical) temperature, heat and forces different from that in $`MBS`$ to keep this basic assumption of thermodynamics. The temperature defined by $`T=\frac{E}{S}`$ remains the measure of thermodynamic equilibrium. Heat and work are interpreted just as in $`MBS`$, which seems difficult in the formalisms with normalized expectations. The first law remains the same. This unnormalized formalism finally gives the simplest nonextensive thermodynamic formalism which seems reassuring. This tells us that it is perhaps worthy to evaluate again the unnormalized expectation and to try to find what is hidden behind the peculiarities which remain to be explained.


text:
# Analysis of cancellation in two-dimensional magnetohydrodynamic turbulence

## I Introduction

Self-similarity is a signature of complex flows with strong nonlinearities. Huge amount of efforts have been deployed in determining scaling laws of energy spectra and, more generally speaking, of structure functions (see e.g. Ref. 1 and 2), both in geophysical and astrophysical flows, in the laboratory and using numerical simulations as well. Non-linear behavior of the scaling exponents is generally interpreted as due to the presence of strong localized structures both in space and time. Indeed, structures have been observed in turbulent flows for a long time: sheets, spirals and filaments of vorticity both in the incompressible  and compressible case , in the latter with shocks as well. In magnetohydrodynamics (MHD), current and vorticity sheets seem to prevail in three dimensions  whereas in two-dimensional space, current and vorticity filaments are the main identifiable structures . Such features are locally complex, with rapid fluctuations corresponding to flux cancellations, in three dimensions  as well as in two dimensions, and as first strikingly observed in chaotic dynamos using mappings ; in such cases, very high Reynolds number flows can be modeled and cancellations of flux occur at all scales, leading to a very complex magnetic field.

We study in this paper the geometrical properties of the vorticity and current fields (as well as their combination through the Elsässer variables defined below). The data stems from a direct numerical simulation in two space dimensions and our study focuses on the computation of the cancellation exponent introduced by Ott et al. . These exponents allow for a simple characterization of the flows and can be linked to the fractal dimension of the typical structures.

The present paper is organized as follows. In Section II, we recall the definitions of the signed measure and cancellation exponent. In Section III, we describe the data stemming from a numerical simulation, and the main features of the fields are characterized by the typical scales of the flow. Section IV describes the results obtained from the analysis of the cancellation properties of our flow. In Section V, we introduce a simple model, based on geometrical arguments, which connect the cancellation exponent to the fractal dimension of the structures. Our results are discussed and the main conclusions of the paper are re-emphasized in Section VI.

## II The signed measure and the cancellation exponent

Intermittency in turbulent fields is related to the presence of structures at different scales. The proximity of such structures may lead to rapid changes of sign in the fields derivatives. In order to describe the scaling properties of sign oscillations, Ott et al.  introduced the concept of sign-singular measures. In analogy to probability measures (positive definite), the signed measure of a zero-mean scalar field $`f(𝒓)`$, defined on a set $`Q(L)`$ of size $`L`$, can be introduced in the $`d`$-dimensional case. Let $`\{Q_i(l)\}Q(L)`$ be a hierarchy of disjoint subsets of size $`l`$ covering $`Q(L)`$. Then, for each scale $`l`$ and for each set of boxes $`Q_i(l)`$, the signed measure is defined as

$$\mu _i(l)=\frac{_{Q_i(l)}𝑑𝒓f(𝒓)}{_{Q(L)}𝑑𝒓|f(𝒓)|}.$$
(1)
The choice of the normalization factor (the denominator in Eq. (1)) will be justified below. The signed measure thus can be interpreted as the difference between two probability measures, one for the positive part and the other for the negative part of the field .

As the scale of the subset $`Q_i(l)`$ increases, cancellations between opposite sign structures, and then between the two probability measures, come into play. This feature can be characterized by investigating the scaling properties of the partition function :

$$\chi (l)=\underset{Q_i(l)}{}|\mu _i(l)|$$
(2)
where the sum is extended to all disjoint subset $`Q_i(l)`$. It is clear that if $`\mu _i(l)`$ is a probability measure, as well as if the field is defined in sign, the choice of the normalization factor in (1) leads to $`\chi (l)=1`$. On the other hand, if cancellations are present, we can expect that their effect is less and less important as the scale $`l`$ decreases, so that $`\chi (l)`$ increases. In this latter case, we can investigate the scaling behaviors of the weakness of cancellations by a scaling exponent $`\kappa `$, defined through $`\chi (l)l^\kappa `$, where $`\kappa `$ is called the cancellation exponent. This exponent represents a quantitative measure of the cancellation efficiency. Furthermore, if this scaling law exists, in analogy with the singularities of probability measures, the signed measure is called sign-singular. If the field is smooth, then trivially $`\kappa =0`$. It can be shown that for homogeneous fields with discontinuities, $`\kappa =1`$, whereas for stochastic processes $`\kappa =d/2`$ , $`d`$ being the dimensionality of the space. More generally, as will be shown in section VI, if the field $`𝒇(𝒓)`$ is homogeneous with a Hölder scaling exponent $`h`$, that is if $`\mathrm{\Delta }𝒇(𝒍)=𝒇(𝒓+𝒍)𝒇(𝒓)l^h`$, then $`\kappa =h`$ . This relation between the cancellation exponent and scaling exponents can be generalized to higher order partition functions and structure functions $`S_p(l)=\mathrm{\Delta }^{}𝒇(l)^pl^{\zeta _p}`$ (where $`\mathrm{\Delta }^{}𝒇(𝒍)=[𝒇(𝒓+𝒍)𝒇(𝒓)]\widehat{𝒍}`$ defines the longitudinal increments of $`𝒇`$ on scale $`l`$) to determine the generalized dimensions of the set where the singularities of the field $`f`$ live .

Besides the work of Ott et al.  on fast magnetic dynamos, several flows in the context of plasma turbulence have been examined using such concepts, in order to characterize the oscillating features of turbulent fields. For example, the magnetic helicity in the solar wind has been shown to be sign-singular , and solar photospheric velocity patterns  as well. Finally, the variations of the cancellation exponent of the current helicity between the pre– and post–flare periods for major H-$`\alpha `$ solar flares, have been used to evidence variations in the heliospheric magnetic field structures of active regions .

## III The numerical simulation and the typical scales of the flow

The data we analyze with the technique described in the previous section stems from a numerical simulation of the two-dimensional ($`d=2`$) magnetohydrodynamics (MHD) equations written below in terms of the Elsässer variables $`𝒛^\mathbf{\pm }=𝒗\pm 𝒃`$

$$(_t+𝒛^{\mathbf{}})𝒛^\mathbf{\pm }=P_{}+\nu ^\pm ^2𝒛^\mathbf{\pm }+\nu ^{}^2𝒛^{\mathbf{}}+𝑭^\mathbf{\pm }$$
(3)
where $`P_{}`$ is the total pressure, $`2\nu ^\pm =\nu \pm \eta `$, $`\nu `$ being the viscosity and $`\eta `$ the magnetic diffusivity, while $`𝑭^\mathbf{\pm }`$ are the forcing terms. The incompressibility conditions $`𝒛^\mathbf{\pm }=0`$ complete the equations.

The MHD equations have nonlinear scaling properties so that Kolmogorov-like arguments  can be performed to evaluate dimensionally the scaling properties of structure functions, but taking into account the specificity of MHD flows. The less efficient interaction rate between the $`𝒛^\pm `$ structures may well lead to scaling laws that differ from the classical Kolmogorov case, as first derived in the so–called Iroshnikov-Kraichnan phenomenology (IK)  for globally isotropic flows (i.e. in the absence of a strong uniform magnetic field $`𝐁_0`$ at zero frequency), a phenomenology which takes into account the presence of Alfvénic fluctuations in the plasma. Small-scale intermittency is present in MHD as in the fluid case, and is related to the presence of coherent structures which locally in space obviously break the isotropy assumption. However, in the Kolmogorov spirit, isotropy is recovered on average. The effects of these structures on the phenomenology for MHD flows have been pointed out and discussed in several ways (see, e.g. Ref. 10 and 27).

In the present paper, we want to analyze the oscillating character of such structures, and their geometrical properties. Equations (3) are solved with a pseudo-spectral method on a grid of $`1024^2`$ points, with $`2\pi `$-periodic boundary conditions. The forcing terms $`𝑭^\mathbf{\pm }`$ maintain constant the Fourier modes $`𝒌`$ with $`|𝒌|=1`$. The magnetic Prandtl number $`P_r=\nu /\eta `$ is unity, so that $`\nu ^+=\nu =\eta =8\times 10^4`$. The correlations between the velocity and the magnetic fields leads initially to $`\rho _C=2𝒗𝒃/|𝒗|^2+|𝒃|^26\%`$. The time-averaged Reynolds number is $`R_e1600`$ and the integral scale is $`l_0/L=0.25\pm 0.02`$, where $`L=2\pi `$ is the size of the computational box. Further details about the simulation can be found in Ref. 28 and 29. In the present work, we analyze ten samples separated by approximately 16 eddy turnover times once all transients have died out and a statistically steady state has been reached.

A snapshot of the current is shown in Figure 1. The top picture shows the local accumulation of sheets, probably through folding, whereas the bottom picture clearly reveals the oscillating character of the flow structures. The analysis of the probability distribution functions (PDFs) of the field fluctuations , and of the scaling exponents of the structure functions  has revealed that both the Elsässer fields, as well as the magnetic field and the velocity, are strongly intermittent, as already visualized in earlier computations . This intermittency is already quite evident when one computes the flatness factor $`F(s)=[\mathrm{\Delta }^{}𝒇(s)]^4/[\mathrm{\Delta }^{}𝒇(s)]^2^2`$ that goes from the gaussian value 3 at large scales $`s`$ for all fields, to values $`F40`$ for $`𝒇𝒗`$, $`F80`$ for $`𝒇𝒃`$, $`F65`$ for $`𝒇𝒛^\mathbf{\pm }`$ at the smallest resolved scale.This dramatic change in flatness reflects the change in shape of the PDFs through the scales, as quantified in Ref. 29.

Following Politano and Pouquet , it can be shown that the third order correlators defined below obey, in the inertial range, the following scaling law in dimension $`d`$

$$Y_3^\pm (l)=\mathrm{\Delta }^{}𝒛^{}(l)\mathrm{\Delta }𝒛^\pm (l)^2=\frac{4}{d}ϵ^\pm l$$
(4)
where $`\mathrm{\Delta }𝒛^\pm (l)=𝒛^\pm (𝒓\mathbf{+}𝒍)𝒛^\pm (𝒓)`$, is the vector increment of the field $`𝒛^\pm `$, and $`\mathrm{\Delta }^{}`$ is its (scalar) longitudinal projection; thus, the flux functions $`Y_3^\pm (l)`$ involve all components of the physical fields. The coefficient $`ϵ^\pm `$ are the mean energy transfer rates of the $`𝒛^\mathbf{\pm }`$ variables. We recall that in the framework of the Kolmogorov phenomenology, the mean energy transfer rate is assumed to be equal to the mean energy injection rate, as well as to the mean energy dissipation rate. In order to estimate $`ϵ^\pm `$, the data are fitted for each time in the ranges where the relation (4) is verified. Averaging in time in order to decrease statistical errors, we evaluate $`ϵ^+550`$ and $`ϵ^{}440`$. The difference between the two $`\pm `$ rates is linked to the correlation between the velocity and the magnetic field, and should increase with increasing $`\rho _C`$ and disappear only in the limit of vanishing $`\rho _C`$. Figure 2 displays the $`Y_3^\pm (l)`$ third order correlators. It appears that the exact scaling law (4) – obtained in the limit of very large Reynolds numbers, otherwise correction terms not written here would arise due to dissipation – is better verified in the case of $`Y_3^+`$ than for $`Y_3^{}`$, where the scaling range coincide with the inertial range as determined in Ref. 28 (see below). Note that, because the fluxes are odd-order in the fields, cancellations occur that render scaling laws difficult to unravel. For that reason, it is customary to estimate the inertial range by computing the modified third order correlators, taking absolute values to obtain $`L_3^\pm (l)=|\mathrm{\Delta }^{}𝒛^{}(l)|\mathrm{\Delta }𝒛^\pm (l)^2l`$. This leads to an inertial range extending from $`0.01`$ to $`0.1`$ in $`l/L`$ for both correlators . The difference in scaling quality between the plus and minus third order correlators, or higher order moments of the $`𝒛^\mathbf{+}`$ and $`𝒛^{\mathbf{}}`$ fields, has already been observed, even when using absolute moments to reduce statistical errors . This asymmetry between $`𝒛^\mathbf{+}`$ and $`𝒛^{\mathbf{}}`$ could be due to a significant role of the velocity-magnetic field correlations on the dynamics of MHD flows, even when $`\rho _C0`$. Indeed, the local $`𝒗𝒃`$, not positive definite, is known to develop strong fluctuations (see, e.g. Ref. 31), precluding identical behavior for $`𝒛^\mathbf{\pm }`$ fields.

We can use the values of $`ϵ^\pm `$ computed from the law (4) to estimate – in the framework of the IK phenomenology  – the typical scales of the flow, i.e. the dissipative scales $`l_d^\pm =\left(\nu ^2B_0/ϵ^\pm \right)^{1/3}`$ and the Taylor microscales $`\lambda ^\pm =\left(2\nu E^\pm /ϵ^\pm \right)^{1/2}`$. Here $`B_0`$ represents the r.m.s. large–scale magnetic field, and $`E^\pm `$ are the energies associated with the Elsässer fields, which are the ideal invariants of the flow, together with the $`a^2`$ correlation, where $`𝒃=\times 𝒂`$ with $`𝒂`$ the magnetic potential. The computed scales we obtain are given in Table I, and indicated in the orizontal axis of Figure 2 as well. In MHD turbulence, it is not possible to unambiguously define directly from the dissipation rates, the Taylor and the dissipative scales for the magnetic and velocity fields independently. However, using several assumptions, namely (i) equipartition, i.e. $`𝒗^\mathrm{𝟐}/2𝒃^\mathrm{𝟐}/2`$ for the kinetic and magnetic energies, (ii) weak total correlation, $`𝒗\mathbf{}𝒃0`$, and (iii) unit magnetic Prandtl number, $`P_r1`$, one can then define a dissipation scale $`l_d=\left(\nu ^2B_0/ϵ\right)^{1/3}`$ and a Taylor microscale $`\lambda =\left(2\nu E/ϵ\right)^{1/2}`$, where $`E`$ stands for the total energy, and $`ϵ`$ for its mean transfer and dissipation rates. Doing so, and noting that $`ϵ=(ϵ^++ϵ^{})/2`$, we obtain $`l_d/L=(2.2\pm 0.4)\times 10^3`$ and $`\lambda /L=1.5\pm 0.4\times 10^2`$. These scales are very close to the ones computed for the Elsässer fields. We are thus left to use $`l_d^\pm `$ and $`\lambda ^\pm `$ as the typical scales of the flow to refer to.

## IV Scaling properties of the signed measure in the numerical data

We now analyze the scaling properties of the signed measure for the numerical data described above. As in the previous section for the evaluation of the energy transfer rates, we do so separately for the different snapshots of the simulation, and we report only the computed averages, while the error bars give an estimate of the dispersion of such values.

We first define the signed scalar densities we need from the physical variables $`𝒗`$, $`𝒃`$ and $`𝒛^\pm `$. For two-dimensional MHD flows, it is convenient to use the rotational of these variables. Indeed, using the Stokes theorem, the circulation of the magnetic field along any closed contour, is equal to the normal flux of the current crossing the corresponding surface $`Q_i(l)`$ $`_{C_i(l)}𝒃(𝒓)𝑑\mathbf{}=_{Q_i(l)}𝑱(𝒓)\widehat{𝒏}𝑑\sigma .`$ The sign of the current density flux is determined by the clockwise or counterclockwise circulation of the magnetic field. In a two-dimensional geometry, the magnetic field lies in the $`(x,y)`$ plane, namely $`𝒃(x,y)=(b_x,b_y,0)`$, and the current density $`𝑱(x,y)=\mathbf{}\times 𝒃(x,y)`$ is along the $`z`$-direction, perpendicular to the plane. The normal current flux density is then simply $`𝑱\widehat{𝒏}d\sigma =J_z(x,y)dxdy`$, so that $`J_z(x,y)J(x,y)`$ can be used as our scalar density. The same argument holds for the vorticity $`𝝎`$ and for $`𝝎^\mathbf{\pm }\mathbf{=}𝝎\mathbf{\pm }𝒋`$, the rotationals of the Elsässer fields. We show in Figure 3 the coarse-grained current density flux for four different values of the box size $`l`$, at one particular time ($`t=7.345\tau _{NL}`$, where $`\tau _{NL}`$ is the eddy turnover time once the statistically steady state is reached). As can be seen, strong oscillating signed structures appear at all scales, and cancellation effects clearly increase with the box size. In Figure 4 we present the function $`\chi ^J(l)`$, computed in the case of the current $`J(x,y)`$ at each time and averaged over the ten temporal fields we analyze. A clear scaling range is visible, so that a cancellation exponent $`\kappa ^J=0.43`$ can be obtained by performing a least-square fit of the type

$$\chi (l)=C\left(\frac{l}{L}\right)^\kappa .$$
(5)
We now try to relate the scales which characterize the cancellations to the typical scales of the flow itself, namely the Taylor microscales $`\lambda ^\pm `$ and the dissipative ones $`l_d^\pm `$. The scaling range is determined by looking at the local slope of $`\chi ^J(l)`$ (not shown), and extends from $`l_{}^J=0.015L`$ to $`l_u^J=0.12L`$. As can be observed, the range in which the scaling (5) holds is mostly embedded within the inertial range of the flow, given in section III. For scales larger than $`l_u`$, the partition function still decays as a power-law, but with a larger exponent, approaching the typical behavior expected for a completely uncorrelated point field, with $`\kappa =d/2=1`$, but the poor statistics at such large scales prevent us from discussing that behavior any further. For scales smaller than $`l_{}`$, the partition function slowly saturates at the asymptotic value $`\chi (l)=1`$. The scale $`l_S`$, at which the saturation can be considered achieved, is computed as the intersection scale between the power-law (5) and the limit value $`\chi (l)=1`$, giving $`l_S^J=0.005L`$ for the current. It is worth pointing out that, due to the choice of normalization in the signed measure, for any dataset with a finite resolution $`l_{\mathrm{min}}`$, the partition function will trivially go to unity at that scale. The fact that, in our case, saturation of $`\chi (l)`$ persists for scales larger than $`l_{\mathrm{min}}`$, demonstrates that the field is well resolved and thus regular at the resolution of the numerical simulation. The departure from a constant behavior of $`\chi (l)`$ (with $`\kappa =0`$), occurs only at some yet larger scale, which can be identified as the smallest characteristic scale of the structures which develop in the flow. Typically, we find that the saturation scale $`l_S`$ is of order of $`2÷3`$ times the relevant Kolmogorov scale $`l_d`$, showing that the extent of structures in their smallest dimension is controlled by dissipative effects. On the other hand, power-law scaling sets in at the scale $`l_{}`$ which is found to be of the same order as the Taylor microscale $`\lambda `$. This point can be understood by a simple geometrical argument developed in the next section. All these results obtained for the current are confirmed for the other fields $`\omega `$, $`\omega ^+`$ and $`\omega ^{}`$. The values of the cancellation exponents and those of the typical scales related to the partition function for all fields are reported in Table I. It can be observed that the rotationals of the Elsässer fields both present the same behavior, while different values of the parameters are found for the vorticity and the current. Note also that the range of fit for the vorticity is shorter than those for the others fields (not shown).

The higher value of $`\kappa ^\omega `$ reveals that the presence of structures inhibit the cancellations in a less efficient way for the vorticity than for the other fields. Conversely, the current structures inhibit cancellations more efficiently than all other fields.

## V Cancellation exponents and dimensions of structures

It is clear that cancellation exponents characterize in some way the geometry of structures, as exemplified by the fact that a smooth (continuous) field will give a zero cancellation exponent, while a field made of uncorrelated point-like objects will have a cancellation exponent $`\kappa =d/2`$. In order to quantify the transition between these two limits, we will use a simple geometrical model that we now introduce.

The relevant Taylor scale $`\lambda `$ gives us a mean scale over which a field is correlated. However, it does not tell us the geometry of the structures present at that scale. These could be correlated in some directions for scales much larger than $`\lambda `$, and/or already uncorrelated in some other directions. Let us now assume that the field is smooth (correlated) in $`D`$ dimensions with a cutoff scale of $`\lambda `$, and uncorrelated in the other $`dD`$ dimensions. Of course, if the field becomes completely regular below some scale $`l_S`$, the corresponding dimension at that scale will be $`D=d`$. On the other hand, if structures have some largest extent $`l_u`$, the field will consist of isolated, and thus nearly uncorrelated, objects, showing an apparent dimension $`D=0`$. In the intermediate region, over which the topology of the structures will have an effect, the partition function of the current $`J`$ for example, or of any component of a field in dimension $`d`$, can be written as

$`\chi (l)`$ $`=`$ $`{\displaystyle \underset{Q_i(l)}{}}\left|{\displaystyle \frac{_{Q_i(l)}𝑑𝒓J(𝒓)}{_{Q(L)}𝑑𝒓|J(𝒓)|}}\right|`$ (6)
$``$ $`{\displaystyle \frac{1}{L^dJ_{\mathrm{rms}}}}\left({\displaystyle \frac{L}{l}}\right)^d|{\displaystyle _{Q(l)}}𝑑𝒓J(𝒓)|`$ (7)
where homogeneity is used to replace the sum over all subsets $`Q_i(l)`$ by $`(L/l)^d`$ times the integral over a generic box $`Q(l)`$ of size $`l`$. Moreover, we have approximated the field absolute value integral by its typical value $`L^dJ_{\mathrm{rms}}`$. Indeed, because of the absolute values, no cancellations can occur in the denominator. Now, the integral on the subset $`Q(l)`$ can be done by integrating over regular domains of size $`\lambda ^d`$ and splitting the number of contributions between the correlated dimensions and the uncorrelated ones. The smooth dimensions will give a contribution proportional to their area $`(l/\lambda )^D`$. The uncorrelated dimensions will behave like the integral of an uncorrelated field, giving a value proportional to the square root of their area, that is $`(l/\lambda )^{(dD)/2}`$. Collecting all contributions, we see that $`\chi (l)`$ will behave as

$`\chi (l)`$ $``$ $`{\displaystyle \frac{\lambda ^dJ_{\mathrm{rms}}}{L^dJ_{\mathrm{rms}}}}\left({\displaystyle \frac{L}{l}}\right)^d\left({\displaystyle \frac{l}{\lambda }}\right)^D\left({\displaystyle \frac{l}{\lambda }}\right)^{\frac{dD}{2}}`$ (8)
$``$ $`\left({\displaystyle \frac{l}{\lambda }}\right)^{\frac{dD}{2}}\left({\displaystyle \frac{l}{\lambda }}\right)^\kappa .`$ (9)
The cancellation exponent can thus be interpreted as half the codimension of the flow structures, $`\kappa =(dD)/2`$. Note that this interpretation remains valid at small scales where $`\kappa =0`$ when $`D=d`$ and at scales larger or similar to the integral scale where $`\kappa =d/2`$ when $`D=0`$.

Specializing to our case with $`d=2`$, the value of $`\kappa ^\pm =0.5`$ that we found indicates that structures are similar to filaments $`D^\pm =1.0\pm 0.12`$ for the $`𝝎^\mathbf{\pm }`$ fields. This result for the Elsässer variables rotationals extends the previous observation of sheet-like structures for the current in 3D MHD , having a corresponding signature of filaments in 2D cuts.

The current displays a slightly smaller cancellation exponent, that leads to a dimension of $`1.14\pm 0.12`$, which can be interpreted by observing that the current structures are slightly fatter than filaments and show some thickness, likely due to reconnection taking place within current sheets.

The vorticity field has a significantly larger cancellation exponent, that would give a dimension for structures $`D^\omega =0.62\pm 0.24`$, smaller than the one of a filament structure. In fact, a close inspection in physical space shows that vorticity structures, although globally thin and elongated, are more complex than those of the current field (see plots at $`t=6.326\tau _{NL}`$, and at $`t=6.9339\tau _{NL}`$ in Figure 5). For example, as already known , quadrupole vorticity structures are associated with quasi-linear current sheets in the simplest reconnection configuration. This could explain the smaller dimension found for the vorticity structures characterizing what can be seen as a “disrupted filament”.

## VI Conclusion and discussion

In order to characterize the oscillating behavior of the dynamical structures present in conductive turbulent flows, we perform a signed measure analysis of data obtained from direct numerical integration of the two-dimensional MHD equations. We obtain that the measure is sign singular, with a clear scaling range for the cancellations between the structures, either for the current and the vorticity field, or for the rotational of the Elsässer variables. The cancellations are inhibited for scales smaller than the Taylor scales while they stop near the dissipative scales. Note that the correspondence – as displayed in Table I – between the typical scales for cancellation and those of the turbulent fluid are obtained in the framework of MHD flows presenting a weak correlation between the velocity and the magnetic fields and for a magnetic Prandtl number of unity.

Moreover, by a simple geometrical argument, we link the cancellation exponent evaluated here to the fractal dimension of the structures in the flow. This gives us informations about the topology of the structures. This interpretation can in fact also be extended. Indeed, the partition function is only a first-order moment, and is thus unable to distinguish, for example, between a regular behavior over some fractal set, and a self-similar behavior over the whole space, as well as intermediate situations. The distinction could only be made by looking at higher order moments . This point is left for future study. But we can already generalize the geometrical argument given in the previous section to the case where the field is not locally smooth, by introducing a single local scaling exponent $`h`$ such that (specializing to the magnetic field) $`\mathrm{\Delta }J(s)s^{h1}`$ on the structures of dimension $`D`$. Note that, because of the presence of structures, $`h`$ is not the exponent of the first-order structure function of $`J`$, the latter containing contributions both of structures and background. In this picture, the last integral in expression (7) becomes

$`{\displaystyle _{Q(l)}}d^\text{d}sJ(𝒔)`$ $`=`$ $`J_{\mathrm{rms}}{\displaystyle _{Q(l)}}d^\text{D}s\left({\displaystyle \frac{s}{\lambda }}\right)^{h1}{\displaystyle _{Q(l)}}d^{\text{d-D}}s`$ (10)
$`=`$ $`J_{\mathrm{rms}}\lambda ^D\left({\displaystyle \frac{l}{\lambda }}\right)^{D+h1}\lambda ^{dD}\left({\displaystyle \frac{l}{\lambda }}\right)^{\frac{dD}{2}}`$ (11)
$`=`$ $`\lambda ^dJ_{\mathrm{rms}}\left({\displaystyle \frac{l}{\lambda }}\right)^{D+h1}\left({\displaystyle \frac{l}{\lambda }}\right)^{\frac{dD}{2}}`$ (12)
giving a cancellation exponent $`\kappa =(dD)/2+(1h)`$. In general, as we already pointed out, it is impossible to separate the contributions of the two terms, unless one makes further hypotheses.

Let us consider the particular case of a space filling object ($`D=d`$) which would not be smooth at small scales, that is with a Hölder self-similarity exponent $`h`$ smaller than one. The cancellation exponent of its rotational would then be simply $`\kappa =1h`$. Note that if the object is smooth, with $`h=1`$, this is consistent with $`\kappa =0`$ obtained from (9). On the other hand, if the field values are completely independent, we find $`\kappa =1`$, that can be easily checked by direct numerical simulations . Using this interpretation, in the case of the velocity rotational that has a cancellation exponent $`\kappa =0.69\pm 0.12`$, we are led to infer an Hölder exponent for the velocity $`h=0.31\pm 0.12`$, close to the Kolmogorov value $`1/3`$ for the velocity field of a neutral turbulent flow. This argument is clearly incomplete because of the presence of structures in the fields, which are even more conspicuous for the rotationals of the magnetic and Elsässer fields. Higher resolution simulations allowing the computation of the full spectrum of higher order cancellation exponents will be necessary to disentangle the contributions of geometry and differentiability to the intermittency of MHD turbulence.

###### Acknowledgements.

The numerical simulations were performed at IDRIS (Orsay). We received partial financial support from the CNRS Program PNST.


text:
# 1 Magnetic field production

## 1 Magnetic field production

In Ref.  I pointed out that electroweak baryogenesis would imply a primordial magnetic field (also see ). The relationship between baryogenesis and magnetic fields follows once it is realized that baryon number violation proceeds via twisted non-Abelian gauge fields such as the sphaleron or electroweak string configurations. These gauge field configurations are the intermediate step in processes that change baryon number. The present baryonic excess is produced as these configurations decay. The argument in Ref.  is that the decay also produces an electromagnetic magnetic field, $`𝐁`$, that carries some of the twist in the non-Abelian gauge fields making up the configuration. An estimate of the helicity ($``$) of $`𝐁`$ yields

$$\frac{1}{V}_Vd^3x𝐀𝐁\frac{n_b}{\alpha }$$
(1)
where $`\alpha =1/137`$ is the fine structure constant and $`n_b`$ is the baryon density of the universe. The sign of the helicity density is determined by the sign of the baryon number. Since we observe baryons and not anti-baryons, the primordial magnetic field has negative helicity density i.e. it is left-handed everywhere.

The estimate in eq. (1) is based on a specific decay channel of a certain configuration of electroweak strings, namely, two linked loops of Z-string. The estimate in eq. (1) assumes that other decay channels also lead to roughly the same helicity. Testing this assumption is the first open issue.

Issue 1: Can one quantify more accurately the $`𝐁`$ helicity produced by baryon number violating processes?

In principle one could imagine watching a sphaleron decay on a computer and then tracking the $`𝐁`$ helicity. This would provide a check of the above estimate for another decay channel and would be very valuable. However, the sphaleron would first have to be constructed for non-zero weak mixing angle ($`\theta _w`$), perturbed, and then studied. This is a non-trivial numerical task since one would like to evolve all of the electroweak bosonic degrees of freedom. Besides, for the purpose of the present application, we are not interested in the detailed dynamics of all the bosonic degrees of freedom. We only want to know how the twist (Chern-Simons number) in the sphaleron gauge fields gets transferred to the $`𝐁`$ field helicity. I have a feeling that it should be possible to extract the latter without solving for the whole evolution. Whether this can be done is a very interesting and important question.

## 2 Magnetic field evolution

Once helical magnetic fields are produced, the evolution is described by the MHD equations in an expanding spacetime. In the case of a flat geometry, it can be shown that the field variables can be rescaled so that the evolution is given by the MHD equations in a non-expanding spacetime . The initial $`𝐁`$ field will be produced on very small length scales. How does such a magnetic field evolve?

A magnetic field coherent only on very small length scales will simply dissipate. This follows from the MHD equation

$$\frac{𝐁}{t}=\times (𝐯\times 𝐁)+\frac{1}{4\pi \sigma _c}^2𝐁$$
(2)
where $`𝐯`$ is the plasma velocity and $`\sigma _c`$ the electrical conductivity. The second term on the right-hand side causes dissipation and is proportional to $`1/L^2`$ where $`L`$ is the coherence scale of the field. Therefore when $`L`$ is very small the second term greatly dominates the first term on the right-hand side and the field decays exponentially fast. In the opposite situation, where the first term greatly dominates the second term (i.e. for large coherence scales and velocity flows) it can be shown that the magnetic field is frozen-in the plasma and simply gets dragged with the flow of the plasma. The condition under which the first term dominates over the second term is that the magnetic Reynold’s number $`_M`$ be large:

$$_M4\pi \sigma _cLv>>1v>>\frac{e^4}{4\pi }$$
(3)
This raises the second open issue.

Issue 2: What are the plasma velocities implied by electroweak baryogenesis? Are they large enough to satisfy the condition in eq. (3)?

There are several different scenarios for successful electroweak baryogenesis. All of them satisfy the Sakharov condition that thermal equilibrium should be violated during the epoch of baryogenesis. This is usually achieved by considering a strongly first order phase transition with typical bubble wall velocities $`0.1`$ (for a review see ). In such scenarios the fluid velocities are clearly large enough and the first term in the MHD equation is dominant; yet the second term cannot be neglected. This brings us to issue 2 – a rather general issue involving cosmological phase transitions and MHD.

Issue 3: How does the magnetic field helicity evolve during and after the electroweak phase transition?

There are some hints regarding this issue that are already present in the MHD literature in connection with the “reversed magnetic pinch”. If a plasma is confined to a cylindrical volume and an axial current is applied together with a uniform axial magnetic field, it is found that the plasma relaxes in such a way that the final magnetic field at the surface of the cylinder is anti-parallel to that on the cylinder’s axis. The phenomenon was explained by J.B. Taylor  by hypothesizing that magnetic helicity in an infinite volume ($`V\mathrm{}`$ in eq. (1)) is conserved even when the second term in the MHD equation is non-zero provided it is sub-dominant as compared to the first term. If we adopt this hypothesis, it would imply that, regardless of the details of the evolution during the electroweak phase transition, the global magnetic helicity will be conserved. This is a very important constraint on the evolution and, as we shall see, will eventually allow us to estimate the magnetic field strength.

## 3 Inverse cascade

The coherence scale of the magnetic field generated at the electroweak phase transition is microphysical. If only the Hubble expansion were to stretch the coherence scale, this would amount to a coherence scale of about 1 centimeter today. However, astrophysical magnetic fields are coherent on kpc scales. Is there a way to bridge this enormous gap?

There is evidence in the MHD literature that under certain circumstances a magnetic field can “inverse cascade”. A direct cascade is when energy is transferred from larger to smaller scales, where it is ultimately dissipated. An inverse cascade is the transfer of energy from short to long wavelengths. It is believed that the inverse cascade can occur provided the plasma is turbulent and the magnetic field is helical. As discussed above, both these ingredients are present during the electroweak phase transition. Hence we can expect an inverse cascade that will stretch the coherence scale of the magnetic field.

The growth of the coherence scale due to Hubble expansion can be factored in quite trivially and so let us consider MHD in a non-expanding spacetime. If $`L(t)`$ is the time-dependent coherence scale, we can write

$$L(t)=L(t_i)\left(\frac{t}{t_i}\right)^p$$
(4)
where, $`t_i`$ is some initial time, and $`p`$ is the inverse cascade exponent. At present, there is some debate over the value of $`p`$. Renormalization group calculations indicate that $`p=0`$ , analytical analyses point to $`p=2/3`$ , while numerical simulations give $`p1/2`$  The value of $`p`$ is quite important and the estimates in  take $`p=2/3`$. This brings us to the next issue.

Issue 4: What is the value of $`p`$ and how does it affect the cosmic evolution of the primordial magnetic field?

This issue is further complicated by the occurrence of certain cosmic episodes. For example, when electron-positron annihilation takes place, the electrical conductivity of the cosmological plasma suddenly drops and the second term in the MHD equation gains importance. If $`p=1/2`$, it turns out that the coherence scale of the magnetic field has not grown sufficiently that it can survive the larger dissipation in the post $`e^+e^{}`$ era. In this case, only certain large wavelength modes of the magnetic field can survive. The field strength due to these modes will be smaller. However the analysis of Ref.  does not yield the spectrum of the generated magnetic field and so we cannot estimate this field strength. This is issue 5.

Issue 5: What is the spectrum of the magnetic field resulting from electroweak baryogenesis?

Another cosmic episode that may have an effect on the primordial helical magnetic field is the QCD phase transition. Depending on the nature of the phase transition, there may be turbulence in the plasma and energy may be injected into the helical magnetic field. This would be worth investigating further together with the impact of other cosmic events on helical magnetic fields.

Issue 6: What effect does the QCD phase transition and other cosmic events have on pre-existing helical magnetic fields?

Assuming $`p=2/3`$, it is easy to estimate the coherence scale of the magnetic field. This turns out to be $`10^{14}`$ cms at recombination. Once we have the coherence scale, we can use the conservation of magnetic helicity, $`B^2Ln_b/\alpha `$, to estimate the field strength: $`B(t_{rec})10^{13}`$ Gauss.

The coherence scale corresponds to $`0.1`$ pc today and is smaller than the observed kpc scale by $`10^4`$. However, the field strength is well within what a galactic dynamo can (in principle) amplify to produce the presently observed field strengths of $`10^6`$ Gauss. The primordial field will certainly have some power on kpc scales but at present we cannot say if it will be sufficient for the dynamo. That will depend on the spectrum of the field produced during baryogenesis (Issue 5).

## 4 CP violation in the sky

Finally I would like to discuss the prospects for observing a helical magnetic field. Several papers have discussed the observation of non-helical magnetic fields using the cosmic microwave background radiation (CMBR) but have missed discussing helical fields. The reason is that they have taken the correlators of the magnetic field Fourier coefficients to satisfy

$$b_i^{}(𝐤)b_j(𝐤)\left(\delta _{ij}\frac{k_ik_j}{k^2}\right)$$
(5)
where $`𝐤`$ labels Fourier modes, and $`\delta _{ij}`$ is the Kronecker delta function. Note that the right-hand side is symmetric in $`i,j`$ and this means that the magnetic field is non-helical, that is $`𝐁\times 𝐁=0`$. Hence, we are interested in the case when the above correlator has an extra piece that is anti-symmetric in $`i,j`$, namely proportional to $`ϵ_{ijl}k_l`$.

The way that a non-helical magnetic field shows up in the CMBR is that it exerts a Lorentz force on the plasma and causes fluid flow. The additional velocity of the plasma can be detected in the photons due to the Doppler effect. This scheme fails for helical fields since the helical part (the anti-symmetric contribution to the correlator in eq. (5)) is “force-free” i.e. does not exert any Lorentz force on the plasma! There is a higher order effect though which is discussed in , due to the different scattering cross-sections of photons off of electrons and protons. The effect causes non-vanishing correlations between the CMBR temperature and odd parity polarization ($`C_l^{TB}`$) and also different types of polarization ($`C_l^{EB}`$). However the magnitude of these correlators is tiny and hence it does not seem likely that the helicity of the magnetic field can be detected in the CMBR. However, there might be other effects that have not been considered and this is the next issue.

Issue 7: Can helical magnetic fields be detected in the CMBR? Or more generally, can the helicity of a cosmological/astrophysical magnetic field be detected by any means?

The detection of a helical cosmic magnetic field would be a direct detection of CP violation in cosmology. In principle, the observation of such magnetic fields can lead to a probe of the electroweak phase transition and the intervening cosmic history. This would be in addition to providing a better understanding of the observed magnetic fields in galaxies and clusters of galaxies.

ACKNOWLEDGEMENTS

I am grateful to George Field, Mark Hindmarsh, Levon Pogosian, Kandu Subramanian, and Serge Winitzki for discussions. This work was supported in part by the Department of Energy, USA.