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# Fast fault-tolerant filtering of quantum codewords

## Abstract

The stabilization of a quantum computer by repeated error correction can be reduced almost entirely to repeated preparation of blocks of qubits in quantum codeword states. These are multi-particle entangled states with a high degree of symmetry. The required accuracy can be achieved by measuring parity checks, using imperfect apparatus, and rejecting states which fail them. This filtering process is considered for $`t`$-error-correcting codes with $`t>1`$. It is shown how to exploit the structure of the codeword and the check matrix, so that the filter is reduced to a minimal form where each parity check need only be measured once, not $`>t`$ times by the (noisy) verification apparatus. This both raises the noise threshold and also reduces the physical size of the computer. A method based on latin rectangles is proposed, which enables the most parallel version of a logic gate network to be found, for a class of networks including those used in verification. These insights allowed the noise threshold to be increased by an order of magnitude.

The concept of quantum computing has given fundamental insights into the laws of Nature and promises powerful new computing capability, beyond the range of any other type of computer, if it can be realized in practice Bennett and DiVincenzo (2000); Steane (1998); Nielsen and Chuang (2000). A central consideration in both these aspects is the intrinsic sensitivity of quantum processes to the inevitable imperfections in physical devices. There exist protocols based on quantum error correction (QEC) Shor (1995); Steane (1996a); Calderbank and Shor (1996); Steane (1996b) which allow successful quantum computing in the presence of low-level noise throughout the computer at all times—this is called fault-tolerance. A set of ideas which allow QEC to be fault-tolerant were put forward by Shor Shor (1996); Preskill (1998b, a). There followed further insights which generalized or improved the speed and space-efficiency of the methods DiVincenzo and Shor (1996); Steane (1997); Gottesman (1998); Steane (1999); Gottesman and Chuang (1999).

The noise level which can be tolerated in QEC has been estimated by analysis of the networks of operations involved Preskill (1998b, a); Zalka (1997); Aharonov and Ben-Or (1998). In Steane (2003) the present author analysed QEC networks which included several further improvements in efficiency, and found that the tolerated noise could be considerably higher than was previously possible. This letter presents the basic insights which generated these efficiency improvements.

This work is significant not only to the practical task of building a quantum computer, but also to two other areas. First, it contributes to our understanding of the thermodynamics of controlled entangled systems. This subject has only been explored a little up till now, but has revealed some striking behaviour; for example fault-tolerant (FT) methods lead to a phase transition in a set of qubits stablized by QEC, in which the order parameter is related to the size of clusters of qubits whose entanglement is preserved at finite temperature Aharonov (2000); Dennis et al. (2002). The present work extends the range of possible transition temperatures. Secondly, basic insights into quantum network constructions improve our understanding of quantum processing methods in general, extending their use both in quantum algorithms and in realizing physical effects which exploit entanglement for other purposes.

The main result of FT QEC is to achieve a logical error rate of $`O(ϵ^{t+1})`$ per logical operation followed by recovery, where $`ϵ`$ is the imprecision or noise of the elementary operations on physical qubits or per time-step for resting qubits, when a $`t`$-error correcting quantum code is employed. In order to do this, a combination of well-chosen code structure, network construction, and repetition is employed. In this letter I exploit the first two ingredients so as to avoid the third. I also show how to arrange the relevant networks using a method based on latin rectangles so that they are as parallel as possible and hence require a minimal number of time-steps.

This study assumes the most efficient way to achieve FT QEC known to the author, as follows. Ancillary qubits are prepared in quantum codeword states (e.g. the encoded logical zero state $`|0_L`$), then they are coupled them to the ‘data’ qubits which store the (encoded) logical information, then the ancilla are measured and the classical information obtained is decoded by classical processing in order to deduce the corrective operation to be applied to the data Steane (1997). This method works for all CSS codes; these are important because they include good codes and allow relatively simple, and therefore robust, FT gate constructions Steane (1999); Shor (1996); Gottesman (1998); Gottesman and Chuang (1999). The method relies on the following concepts. First, the properties of the encoding lead to the correct movement of error information from the data qubits to the measurement apparatus applied to the ancilla, without extracting any of the quantum information stored in the data. Secondly, the ancilla needs only to be checked for one type of error (either $`\sigma _xX`$ or $`\sigma _zZ`$; I assume $`X`$ here), because only one type propagates from ancilla to data when the two are coupled (when the desired propagation of $`Z`$ errors from data to ancilla takes place, then $`X`$ errors propagate in the other direction, and vice versa). The ancilla errors which are not detectable by this verification remain in the ancilla and render the deduced information concerning data errors (i.e. the syndrome) unreliable; the third ingredient is to use several independently prepared ancillas to extract the same syndrome, and take a majority vote. These methods are typically analysed under the assumption that different gates in the network, and qubits at different positions or times, fail independently with probability $`ϵ`$. The degree to which this assumption can be relaxed without significantly affecting the results is an area of active investigation Aharonov and Ben-Or (1998); Alicki et al. (2002); Steane (2003, 2001).

Let the processes which cause imperfection be called ‘failures’ and the resulting imperfections in the state of the qubits be called ‘errors’. Each error $`e`$ is a tensor product of Pauli operators. Let $`P_e(ϵ)`$ be the probability that the ancilla’s state differs from the desired state by $`e`$. We define the error to be uncorrelated if $`P_e`$ satisfies

$$P_e(ϵ)=a_eϵ^s|sw_e\text{ for }w_et;s>t\text{ for }w_e>t,$$

and we define $`e`$ to be correlated otherwise. Here $`w_e`$ is the weight of $`e`$ (the number of qubits it affects). The coefficients $`a_w`$ (which depend on the code and the networks) should not be unreasonably large.

The central resource in the QEC protocol is an ancilla prepared in an approximation to $`|0_L`$ having uncorrelated $`X`$ errors. If this is available, then after coupling it to the data (in order to obtain the syndrome of the data) the probability of finding uncorrectable errors in the data scales in the right way, and the main result of FT QEC theory applies.

Ancilla verification is achieved by measuring all those observables $`M`$ in the stabilizer of $`|0_L`$ which anticommute with $`X`$ errors (and therefore whose measured eigenvalues reveal the presence of $`X`$ errors). The problem is that a failure of $`<w`$ of these measurements might allow an $`X`$ error of weight $`w`$ to go undetected (see figure 1a). This was avoided in Shor’s and subsequent work by repeating the measurements $`t+1`$ or more times. This solution is costly in noise tolerance or computer size or both because for a large computation $`t1`$.

I will now show how to avoid the repetition in the case of an arbitrary CSS code.

The ancilla is to be placed in the codeword state $`|0_L=_u|uC`$ where $`C`$ is the classical code on which the CSS code is based. When an approximation to $`|0_L`$ is prepared by any means, there are typically many locations in the preparation where a single failure results in a high-weight error in the output state; I assume the worst case that the preparation leaves an error of any non-zero weight with probability proportional to $`ϵ`$. The subsequent measurements of observables $`M`$ in the $`Z`$ part of the stabilizer (equivalently, of parity checks which $`|0_L`$ ought to satisfy) must satisfy two conditions: (1) no correlated $`X`$ errors are introduced and (2) all correlated $`X`$ errors are detected with high enough probability: the probability that an error of weight $`w`$ goes undetected must scale as $`ϵ^{s(w1)}`$. Condition (1) is guaranteed by the fact that $`X`$ and $`Z`$ errors propagate differently, so that a network of controlled-gates to store $`X`$ parity information into one verification bit will cause $`Z`$\- but not $`X`$-error-propagation around the ancilla bits. I will prove that a (properly constructed) noisy network also satisfies (2), where the network requires only a single measurement of each check, and a single physical qubit to accumulate each logical check bit, therefore it is minimal and QEC is rapid.

We require that failures of low weight in the verification network only cause ancilla errors of low weight to be ‘missed’. The non-trivial situation is when at least one failure occurs in the preparation and at least one in the verification; the case $`t=1`$ (single-error-correcting code) is trivial since this is already a second-order process; this is why the question has not arisen in discussions of the $`[[7,1,3]]`$ code and its concatenations.

Consider the syndrome given by a complete set of all the checks in $`H`$, where each check is measured by preparing a single verification qubit in $`|+(|0+|1)/\sqrt{2}`$, operating $`{}_{}{}^{C}Z`$ gates from verification bit to ancilla at locations given by a row of $`H`$, then measuring the verification bit in the $`|+,|`$ basis. A sufficient condition for CSS codes to achieve the desired behaviour is that every syndrome of weight $`w_\mathrm{s}t`$ can be produced by an error of weight $`w_\mathrm{e}w_\mathrm{s}`$. If this holds then failure of $`w=w_\mathrm{s}`$ gates in the verifier, allowing the error to pass unnoticed, will result in an ancilla error of weight at most $`w`$. This is true whether the error was produced in the preparation stage or the verification stage or a combination of both. We do not need to constrain the behaviour for syndromes of weight $`w_s>t`$ because in any case a high-order failure would be needed for the verifier to miss these. The sufficiency of the condition relies on the following symmetry of the codeword. Since we are verifying a single state (not a space), all errors are correctable. This implies that different errors having the same syndrome must act identically on the state, and indeed using standard stabilizer methods it is easy to prove this111This is an example of degeneracy in quantum coding.. This symmetry is intimately related to the entanglement of the state. For a simple example observe that $`|000+|111`$ is transformed in the same way by errors $`XII`$ and $`IXX`$. This means that although a given syndrome $`s`$ is produced by various errors, of which some have weight $`>w_s`$, the effective error on the state in question is nevertheless of weight $`w_s`$, as long as the condition holds.

We can satisfy the condition by exploiting basic properties of linear codes. The parity checks form a linear vector space, and measurement of any spanning set is enough to measure the whole space. We can therefore make a considered choice of the spanning set. The property we need is that no coset leader has higher weight than its syndrome. To prove that this can always be arranged, use the fact that the check matrix can always be written in the standard form $`H=(A,I)`$ where $`I`$ is the $`r\times r`$ identity matrix and $`A`$ is the rest of $`H`$ ($`r`$ is the number of rows in $`H`$). We adopt this form; then the identity matrix part ensures that all the syndromes of weight $`w`$ can be produced by errors of weight $`w`$, because any error affecting only the last $`r`$ bits gives a syndrome equal to the error, and all $`2^r`$ syndromes appear in this argument, QED. Figure 1b shows a simple example.

We have now arranged that each parity check need only be measured once when an ancilla is verified. This shows that even a minimal QEC network, in the sense of one performing minimal filtering of ancillas, can be fault-tolerant. This reduction from $`t+1`$ repetitions to 1 permits both a large reduction in the size of the computer and also an increase in the tolerated memory noise, since with repeated verification $`O(t+1)`$ more ancillas would have to be prepared in parallel in order to keep the overall recovery rate up, and each ancilla would also have to survive $`O(t+1)`$ times longer before it can be used. A large computation requires $`t`$ in the range $`7`$ (e.g. $`[[127,29,15]]`$ BCH code) to $`15`$ (e.g. $`[[7,1,3]]`$ code concatenated twice).

Repetition is still used to extract several copies of the syndrome, to guard against correcting the computer on the basis of a wrong syndrome. Next I reduce this also. Suppose the data has an error $`e`$ whose true syndrome is $`s`$. If the syndrome were extracted bit by bit, as in Shor (1996); DiVincenzo and Shor (1996), then a single failure can result in a single error $`g`$ in the syndrome. If $`s+g`$ is accepted the ‘correction’ of the data will leave the error $`e+f`$ in the data, where $`f`$ is the coset leader of the erroneous syndrome $`s+g`$. $`f`$ is in general unrelated to $`e`$, therefore the final state of the computer is liable to contain an error of weight $`\mathrm{wt}(e)+\mathrm{wt}(f)`$ with probability $`ϵ^{\mathrm{wt}(\mathrm{e})+1}`$; the QEC soon breaks down since $`\mathrm{wt}(f)`$ can be greater than 1. However, in the method under discussion, the syndrome is extracted indirectly by allowing the error $`e`$ to propagate to the ancilla and then measuring the ancilla. A failure which gives a single error $`g`$ in the ancilla merely changes the error in the ancilla to $`e+g`$. Assuming this is correctable, the interpretation of the ancilla measurement outcome identifies $`e+g`$ as the error to be corrected in the data; the final situation is then to leave the data with error $`g`$ with probability $`ϵ^{\mathrm{wt}(e)+1}`$, which is merely a small addition to the probability of single errors in the data, so is harmless. There remains a small need for syndrome extraction repetition to guard against the comparatively few failure locations that give larger weight $`Z`$ errors in the ancilla.

Next I will show how to compress the time required by the preparation and verification ($`H`$) networks. I already noted that, in order to be fault-tolerant, the $`H`$ network is constructed for $`H`$ in the standard form $`(A,I)`$. This has the additional advantage of almost minimizing the number of 1’s in the matrix and hence the number of gates in the verification network. The network of $`{}_{}{}^{C}Z`$ gates between verification bits and ancilla bits can be parallelized to the degree that any group of $`{}_{}{}^{C}Z`$ gates involving different pairs of bits can take place simultaneously. The problem of minimizing the number of time-steps is equivalent to the problem of forming a latin rectangle the size of $`A`$, that is $`r\times (nr)`$, using an alphabet of minimal size, where the places where $`A`$ has a zero need not be filled. Suppose we form such a rectangle using integers from 1 to $`N`$, then each integer gives the time-step in which the ancilla qubit of that column is coupled to the verification bit for that row: the fact that no symbol appears twice on a column guarantees that no ancilla bit is involved in more than one gate at once; the fact that no symbol appears twice on a row guarantees that no verifier bit is involved in more than one gate at once. An example is given in figure 2. It is clear that $`Nw_{\mathrm{max}}`$ where $`w_{\mathrm{max}}`$ is the largest weight of a row or column of $`A`$, and it can be shown from Hall’s theorem in combinatorics that a latin rectangle exists for this smallest possible $`N`$ 222I am indebted to a referee for pointing this out.. The verification network is completed by a single $`{}_{}{}^{C}Z`$ from the verification bits to the last $`r`$ ancilla bits; these can be simultaneous, so the total number of time-steps for verification is $`N+1+T_m`$ where $`T_m`$ is the time required for measurement of a set of qubits.

The method to prepare the $`|0_L`$ state need not involve networks of gates, but if a network is used then the same analysis shows that the $`G`$ network can be accomplished in $`N`$ time-steps using $`{}_{}{}^{C}X`$ gates (on bits prepared in $`|0`$ or $`|+`$).

To conclude, all CSS codes allow a network to prepare verified ancillas which is both fault-tolerant and minimal; such networks can also be compressed in time by a general procedure based on latin squares. The results described have the common theme of using structure in the design of the QEC network to serve to enhance its ability to extract entropy from the computer. In information theoretic terms, the structure is a form of negative entropy in the ancillas, which allows them to absorb more entropy from the data. The practical result is that fewer checking operations and timesteps are needed to run the QEC protocol, so that both a saving in computer size and an increase in memory noise tolerated is obtained. The saving is by a factor of the order of $`t`$, the number of errors correctable by the code, which is in the range approximately 7 to 15 for a large quantum computation.

###### Acknowledgements.

This work was supported by the EPSRC and the Research Training and Development and Human Potential Programs of the European Union.


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# Remarks on definition of Khovanov homology

## 1. Introduction

For a diagram $`D`$ of an oriented link $`L`$, Mikhail Khovanov  constructed a collection of groups $`^{𝒾,𝒿}(𝒟)`$ such that

$$K(L)(q)=\underset{i,j}{}q^j(1)^idim_{}(^{𝒾,𝒿}),$$

where $`K(L)`$ is a version of the Jones polynomial of $`L`$. These groups are constructed as homology groups of chain complexes. The primary goal of this note is to rewrite this construction in terms more pleasant for topologists.

To some extent this has been done recently by Dror Bar-Natan in his preprint . This came together with progress in calculation and understanding of Khovanov homology, see  and . The outbreak of activity that happened two years after the release of initial paper has proved that stripping Khovanov’s construction of its fancy formal decorations was useful.

I hope that a further chewing111From Bar-Natan’s paper: “Not being able to really digest it (construction of Khovanov’s invariant – O.V.) we decided to just chew some, and then provide our output as a note containing a description of his construction, complete and consistent and accompanied by computer code and examples but stripped of all philosophy and of all the linguistic gymnastics that is necessary for the philosophy but isn’t necessary for the mere purpose of having a working construction. Such a note may be more accessible than the original papers. It may lead more people to read Khovanov at the source, and maybe somebody reading such a note will figure out what the Khovanov invariants really are. Congratulations! You are reading this note right now.” of Khovanov’s construction that is presented below occur to be useful. I am grateful to Khovanov, who made these my considerations possible by not only the very initiating of the subject, but also by keeping (at least during the Fall of 1998) his text secret, while giving talks about his work at various seminars. The rumors reached me, and I tried to figure out how homology with the Euler characteristic equal to the Kauffman bracket could be defined. When the preprint became available, I found that Khovanov’s construction can be reformulated in the way that I had guessed. I could upload then most of the text presented below, but hesitated, since I had no real new results based on my chewing. I still have no them, but feel that a text showing how a transition from Kauffman bracket to Khovanov homology could be motivated for a topologist may be appreciated. Some irresponsible speculations about possible generalizations are included at the end of Section 2.

The Khovanov homology is closer to Kauffman bracket, which is an invariant of non-oriented, but framed links, rather than to the Jones polynomial, which is an invariant of oriented, but non-framed links. The corresponding modification of Khovanov homology is presented in Section 3. This allows us to write down a categorification of the Kauffman skein relation for Kauffman bracket. The skein relation gives rise to a homology sequence.

## 2. From Kauffman bracket to Khovanov homology

Since the Euler characteristic does not change under passing from a chain complex to its homology, it is natural to expect that $`^{𝒾,𝒿}`$ appear as the homology groups of a chain complex $`𝒞^{𝒾,𝒿}`$ such that its polynomial Euler characteristic $`_{i,j}q^j(1)^i\mathrm{rk}𝒞^{𝒾,𝒿}`$ is the Jones polynomial $`K(L)(q)`$.

Khovanov constructs such a complex starting with the Kauffman state sum presentation of the Jones polynomial. However, the construction proceeds as a chain of algebraic constructions of auxiliary objects. This hides a simple geometric meaning. A natural generators of Khovanov’s complex can be represented as enhancements of the states from the Kauffman state sum presentation of the Jones polynomial.

### 2.1. Kauffman’s states of a link diagram

Recall that for a state sum representation of the Jones polynomial, Kauffman  introduced the following states of a link diagram. Each state is a collection of markers. At each crossing of the diagram there should be a marker specifying a pair of vertical angles. See Figure 1.

### 2.2. Numerical characteristics of states and diagrams

Each marker of a Kauffman state has a sign, which is $`+`$ (or, rather, $`+1`$) if the direction of rotation of the upper string towards the lower one through the specified pair of vertical angles is counter-clock-wise, and $``$ (or $`1`$) otherwise. For a state $`s`$ of a diagram $`D`$ denote by $`\sigma (s)`$ the difference between the numbers of positive and negative markers. A state of a diagram defines a smoothing of the diagram: at each of its double points the marked angles are united in a connected area, see Figure 2.

The result of the smoothing is a collection of circles embedded into the plane. Denote the union of these circles by $`D_s`$. The number of the circles is denoted by $`|s|`$.

With a crossing point of a diagram of an oriented link we associate local writhe number equal to

* $`+1`$, if at the point the diagram looks like   , and
* $`1`$, if it looks like   .

The sum of local writhe numbers over all crossing points of a link diagram $`D`$ is called the writhe number of $`D`$ and denoted by $`w(D)`$.

To a Kauffman state $`s`$ of an oriented link diagram $`D`$ we assign a polynomial

$$V_s(A)=A^{\sigma (s)}(A)^{3w(D)}(A^2A^2)^{|s|},$$

where $`w(D)`$ is the writhe number of $`D`$.

### 2.3. Jones Polynomial

The sum of $`V_s(A)`$ over all states $`s`$ of the diagram is a version the Jones polynomial of $`L`$. It is denoted by $`V_L(A)`$.

Khovanov  uses another variable $`q`$ instead of $`A`$. It is related to $`A`$ by $`q=A^2`$. Following Khovanov, we denote the corresponding version of the Jones polynomial by $`K(L)`$. It is defined by $`K(L)(A^2)=V_L(A)`$.

Certainly, $`K(L)`$ can be presented as the sum of the corresponding versions of $`V_s(A)`$ over all Kauffman states $`s`$. The summand of $`K(L)`$ corresponding to $`s`$ can be defined via $`K(s)(A^2)=V_s(A)`$ or, more directly, by

$$K(s)(q)=(1)^{\frac{w(D)\sigma (s)}{2}}q^{\frac{3w(D)\sigma (s)}{2}}(q+q^1)^{|s|}.$$

### 2.4. Enhanced Kauffman states

By an enhanced Kauffman state $`S`$ of an oriented link diagram $`D`$ we shall mean a collection of markers comprising a usual Kauffman state $`s`$ of $`D`$ enhanced by an assignment of a plus or minus sign to each of the circles obtained by the smoothing of $`D`$ according to the markers.

Denote by $`\tau (S)`$ the difference between the numbers of pluses and minuses assigned to the circles of $`D_s`$. Put

$$j(S)=\frac{\sigma (s)+2\tau (S)3w(D)}{2}.$$

Observe that both $`\sigma (s)`$ and $`w(D)`$ are congruent modulo 2 to the number of crossing points. Therefore $`j(S)`$ is an integer.

### 2.5. Monomial state sum representation of Jones polynomial

Recall that $`V_s(A)=A^{\sigma (s)}(A)^{3w(D)}(A^2A^2)^{|s|}`$. We can associate to each component of $`D_s`$ one of $`|s|`$ factors $`(A^2A^2)`$ of the right hand side of this formula.

Passing to the enhanced Kauffman states, we associate the summand $`A^2`$ of the sum $`A^2A^2`$ to a component of $`D_{|s|}`$ equipped with $`+`$. To the same component, but equipped with $``$, we associate the summand $`A^2`$.

Thus an enhancement of a Kauffman state gives rise to a choice of a summand from each of the binomial factors in the formula defining $`V_s(A)`$. Now by opening the brackets we obtain the following presentation for $`V_s(A)`$:

(1)
$$\begin{array}{c}V_s(A)=\hfill \\ \hfill \underset{Ss}{}A^{\sigma (s)}(A^2)^{\tau (S)}(A)^{3w(D)}=\\ \hfill \underset{Ss}{}(1)^{\tau (S)+w(D)}A^{2j(S)}.\end{array}$$

Denote by $`V_S(A)`$ the summand $`(1)^{\tau (S)+w(D)}A^{2j(S)}`$ which corresponds to $`S`$. Hence $`V_s(A)=_{Ss}V_S(A)`$ and

(2)
$$\begin{array}{c}V_L(A)=\underset{\begin{array}{c}\text{Kauffman}\\ \text{ states }s\text{ of }D\end{array}}{}V_s(A)=\hfill \\ \hfill \underset{\begin{array}{c}\text{enhanced Kauffman}\\ \text{ states }S\text{ of }D\end{array}}{}V_S(A)=\underset{\begin{array}{c}\text{enhanced Kauffman}\\ \text{ states }S\text{ of }D\end{array}}{}(1)^{\tau (S)+w(D)}A^{2j(S)}.\end{array}$$

### 2.6. Change of variable

Let us switch to variable $`q`$ used by Khovanov.

(3)
$$\begin{array}{c}V_S(A)=(1)^{\tau (S)+w(D)}A^{2j(S)}=\hfill \\ \hfill (1)^{\tau (S)+w(D)}(A^2)^{j(S)}=\\ \hfill (1)^{\tau (S)+w(D)j(S)}(A^2)^{j(S)}=\\ \hfill (1)^{\tau (S)+w(D)+\frac{1}{2}\sigma (s)+\tau (S)\frac{3}{2}w(D)}q^{j(S)}=\\ \hfill (1)^{\frac{\sigma (s)w(D)}{2}}q^{j(S)}=\\ \hfill (1)^{\frac{w(D)\sigma (s)}{2}}q^{j(S)}.\end{array}$$

Denote $`(1)^{\frac{w(D)\sigma (s)}{2}}q^{j(S)}`$ by $`K(S)(q)`$. Clearly,

(4)
$$K(L)(q)=\underset{\begin{array}{c}\text{enhanced Kauffman}\\ \text{ states }S\text{ of }D\end{array}}{}(1)^{\frac{w(D)\sigma (s)}{2}}q^{j(S)}=\underset{\begin{array}{c}\text{enhanced Kauffman}\\ \text{ states }S\text{ of }D\end{array}}{}K(S)(q).$$

### 2.7. Khovanov chain groups

Denote the free abelian group generated by enhanced Kauffman states of a link diagram $`D`$ by $`𝒞(𝒟)`$. Denote by $`𝒞^𝒿(𝒟)`$ the subgroup of $`𝒞(𝒟)`$ generated by enhanced Kauffman states $`S`$ of $`D`$ with $`j(S)=j`$. Thus $`𝒞(𝒟)`$ is a $``$-graded free abelian group:

$$𝒞(𝒟)=\underset{𝒿}{}𝒞^𝒿(𝒟).$$

For an enhanced Kauffman state $`S`$ belonging to a Kauffman state $`s`$ of a link diagram $`D`$, put

$$i(S)=\frac{w(D)\sigma (s)}{2}.$$

Denote by $`𝒞^{𝒾,𝒿}(𝒟)`$ the subgroup of $`𝒞^𝒿(𝒟)`$ generated by enhanced Kauffman states $`S`$ with $`i(S)=i`$.

Notice that as follows from (4),

(5)
$$K(L)(q)=\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}q^j\underset{i=\mathrm{}}{\overset{\mathrm{}}{}}(1)^i\mathrm{rk}𝒞^{𝒾,𝒿}(𝒟).$$

Remark. The Kauffman choice of variable ($`A`$ instead of $`q`$) in the Jones polynomial discussed above suggests another choice of the second grading of $`𝒞(𝒟)`$. In fact, the choices incorporate already two different $`_2`$-grading: $`\tau (S)+w(D)(mod2)`$ and $`\frac{w(D)\sigma (s)}{2}(mod2)`$. However these $`_2`$-grading differ just by the reduction modulo 2 of the first one,

$$\tau (S)+w(D)\frac{w(D)\sigma (s)}{2}=j(S)mod2.$$

One can prove that the Kauffman choice of variable gives rise to the same homology groups.

### 2.8. Differential

Let $`D`$ be a diagram of an oriented link $`L`$. In  Khovanov defined in $`𝒞^{𝒾,𝒿}(𝒟)`$ a differential of bidegree $`(1,0)`$ and proved that its homology groups $`^{𝒾,𝒿}(𝒟)`$ do not depend on $`D`$. The construction of the differential depends on ordering of crossing points of $`D`$, although the homology groups do not. Suppose that the crossing points of $`D`$ are numerated by natural numbers $`1,\mathrm{},n`$.

Khovanov’s description of the differential is somewhat complicated by several auxiliary algebraic constructions. I give here its simplified version. I just describe the matrix elements. In the context of chain complex the matrix elements are traditionally called incidence numbers. For enhanced Kauffman states $`S_1`$ and $`S_2`$, denote their incidence number by $`(S_1:S_2)`$.

Recall that $`𝒞^{𝒾,𝒿}(𝒟)`$ is generated by enhanced Kauffman states. Thus an incidence number is a function of two enhanced Kauffman states, say $`S_1`$ and $`S_2`$ (which are generators of $`𝒞^{𝒾,𝒿}(𝒟)`$ and $`𝒞^{𝒾+\mathcal{1},𝒿}(𝒟)`$, respectively). Enhanced Kauffman states with a nonzero incidence number are said to be incident to each other. Pairs of incident states satisfy natural restrictions. Surprisingly, these restrictions give exact description of the set of incident states: each pair of enhanced Kauffman states which is not thrown away by the restrictions consists of incident states.

The first restriction emerges from our desire to have a differential of bidegree $`(1,0)`$. Since the differential preserves $`j`$ and increases $`i`$ by one, $`j(S_1)=j(S_2)`$ and $`i(S_2)=i(S_1)+1`$. Recall that $`i(S)=\frac{w(D)\sigma (s)}{2}`$. Therefore $`i(S_2)=i(S_1)+1`$ implies that $`\sigma (s_2)=\sigma (s_1)2`$, in other words the number of negative markers of $`S_2`$ is greater by one than the number of negative markers of $`S_1`$.

It is natural to enforce this numerological restriction in the following way:

The incidence number is zero, unless only at one crossing point of $`D`$ the markers of $`S_1`$ and $`S_2`$ differ and at this crossing the marker of $`S_1`$ is positive, while the marker of $`S_2`$ is negative.

In our description of the incidence number of $`S_1`$ and $`S_2`$ we will assume that this is the case. The crossing point where the markers differ is called the difference point of $`S_1`$ and $`S_2`$. Let it have number $`k`$.

Since exactly at one crossing the markers differ, $`D_{S_2}`$ is obtained from $`D_{S_1}`$ by a single oriented Morse modification of index 1. Hence $`|S_1||S_2|=\pm 1`$. In other words either $`D_{S_2}`$ is obtained from $`D_{S_1}`$ by joining two circles or by splitting a circle of $`D_{S_1}`$ into two circles.

Here is the next natural restriction on incident states:

The incidence number of $`S_1`$ and $`S_2`$ vanishes, unless the common circles of $`D_{S_1}`$ and $`D_{S_2}`$ have the same signs.

This, together with equality $`j(S_2)=j(S_1)`$, gives a strong restriction also on the signs of the circles of $`D_{S_l}`$ adjacent to the $`k`$th crossing point. Indeed,

$$\begin{array}{c}j(S_2)=\frac{3w(D)\sigma (s_2)2\tau (S_2)}{2}\hfill \\ \hfill =j(S_1)=\frac{3w(D)\sigma (s_1)2\tau (S_1)}{2}=\frac{3w(D)\sigma (s_2)22\tau (S_1)}{2},\end{array}$$

thus $`\tau (S_2)=\tau (S_1)+1`$.

Now we can easily list all the situations which satisfy these restrictions (see Figure 3):

1. If $`|S_2|=|S_1|1`$ and both joining circles of $`D_{S_1}`$ are negative then the resulting circle of $`S_2`$ should be negative.
2. If $`|S_2|=|S_1|1`$ and the joining circles of $`D_{S_1}`$ have different signs then the resulting circle of $`S_2`$ should be positive.
3. If the joining circles of $`D_{S_1}`$ are positive, none $`S_2`$ can be incident.
4. If $`|S_2|=|S_1|+1`$ and the splitting circle of $`D_{S_1}`$ is positive then both of the circles of $`D_{S_2}`$ obtained from it should be positive.
5. If $`|S_2|=|S_1|+1`$ and the splitting circle of $`D_{S_1}`$ is negative then the circles of $`D_{S_2}`$ obtained from it should be of different signs.

In each of the cases listed above the incidence number $`(S_1:S_2)`$ is $`\pm 1`$. The sign depends on the ordering of the crossing points: it is equal to $`(1)^t`$ where $`t`$ is the number of negative markers in $`S_1`$ numerated with numbers greater than $`k`$.

This sign is needed to make the differential satisfying identity $`d^2=0`$. However, the proof of this identity requires some routine check. At first glance, Khovanov  escaped it. In fact, it is hidden in the checking (which was left to the reader) that $`F`$ is a functor, see , Section 2.2.

### 2.9. Enhanced Kauffman states with polynomial coefficients

Khovanov constructed not only groups $`^{i,j}`$, but also graded modules $`H^i`$ over the ring $`[c]`$ of polynomials with integer coefficients in variable $`c`$ of degree 2. The grading is a representation of $`H^i`$ as a direct sum of abelian subgroups $`H^{i,j}`$ such that multiplication by $`c`$ in $`H^i`$ gives rise to a homomorphism $`H^{i,j}H^{i,j+2}`$.

To construct homology groups $`H^{i,j}`$, let us define the corresponding complex of graded $`[c]`$-modules $`C^i`$. The module $`C^i`$ is the sum of its subgroups $`C^{i,j}`$. The group $`C^{i,j}`$ is generated by formal products $`c^kS`$, where $`k0`$ and $`S`$ is an enhanced Kauffman states $`S`$ with $`i(S)=i`$ and $`j(S)=j2k`$.

The differential is defined almost in the same way. The states which were adjacent above are adjacent here, as well as their products by the same power of $`c`$. Products of enhanced Kauffman states by different powers of $`c`$ are not adjacent, besides the following situations: $`c^{k+1}S_2`$ is adjacent to $`c^kS_1`$, if the markers of $`S_1`$ and $`S_2`$ differ exactly at one point, where the marker of $`S_1`$ is positive and the marker of $`S_2`$ negative, the signs of $`S_1`$ and $`S_2`$ on the common circles of $`D_{S_1}`$ and $`D_{S_2}`$ are the same, $`|S_2|=|S_1|+1`$, the splitting circle of $`D_{S_1}`$ is negative, and the circles of $`D_{S_2}`$ obtained from it are positive, see Figure 4, where this situation is shown symbolically in the style of Figure 3.

Each group $`C^{i,j}`$ is finitely generated, but there are infinitely many non-trivial groups. Groups $`H^{i,j}`$ with fixed $`i`$ and sufficiently large $`j`$ are isomorphic to each other.

### 2.10. Speculations

How can one understand construction of Khovanov homology? By understanding I mean a formulation which would give, true or false, indication to possible generalizations. The general program of categorification pictured by Khovanov in  is an attractive approach to the problem of constructing combinatorial counterparts for Donaldson and Seiberg-Witten invariants, although it does not promise a fast and technically easy track.

In the construction above the specific of Kauffman bracket is used so much that it is difficult to imagine a geralization to other polynomial link invariants. A state sum over smoothings along Kauffman markers does not appear in formulas representing any other quantum invariant. Of course, there are many state sum formulas. One can try to decompose any of them to a sum of monomials and consider decompositions as chains. Attach to them appropriate dimensions and define differentials such that the homology groups would be invariant under Reidemeister moves. Success of the whole project depends on quality of several guesses. The most difficult of the guesses seems to be the choice of differentials. It may involve and rely on a delicate analysis of the effects of Reidemeister moves. However a wrong choice at the previous step can make any efforts at this last step unfruitful.

An additional hint comes from Khovanov’s mention of Lusztig’s canonical bases. Indeed, signs which are attached to circles in a smoothened link diagram can be replaced with orientations and an orientation was interpreted by Frenkel and Khovanov  as an element of Lusztig’s canonical basis. Smoothings at crossing points correspond then to monomials of the entries of the $`R`$-matrix. The decomposition of the entries of $`R`$-matrix to monomials not as clear as it seams: in the only known case considered above a zero entry of $`R`$-matrix is decomposed to two non-zero monomials canceling each other. However, the main guess is still to be done after the entries of the $`R`$-matrix in crystal bases are decomposed to monomials: one should find a differential that would give homology invariant under Reidemeister moves.

If the guesses made above about the rôles of crystal bases and monomials of $`R`$-matrices are correct, $`1+1`$-dimensional TQFTs would not appear in the future more involved categorifications. Instead of cobordisms of 1-manifolds, there appear probably cobordisms of 4-valent graphs with some additional structure.

How can one estimate chances for further categorification of quantum topology? Still, they do not seem to be clear, despite of high optimism of Khovanov.As for chain groups, the observations made above are encouraging. However, we are not even able to discuss the choice of differentials on a comparable level of generality.

It would be very interesting, especially for prospective 4-dimensional applications, to find a categorification of face state models.

## 3. Frame version

### 3.1. Kauffman bracket versus Jones polynomial

Involvement of an orientation of link in the definition of the Jones polynomial in Section 2.3 is easy to localize. It is limited to to the writhe number $`w(D)`$ of $`D`$. If we remove $`w(D)`$, we get the Kauffman bracket of diagram $`D`$. To eliminate fractional powers, we stay with Kauffman’s variable $`A`$. Thus Kauffman bracket of a link diagram $`D`$ is

$$D=\underset{\begin{array}{c}\text{ Kauffman }\\ \text{ states }s\text{ of }D\end{array}}{}A^{\sigma (s)}(A^2A^2)^{|s|}.$$

It is not invariant under first Reidemeister moves. Hence it is not an ambient isotopy invariant of link. However it is invariant with respect to second and third Reidemeister moves.

A link diagram defines the blackboard framing on the link. The isotopies which accompany second and third Reidemeister moves can be extended to the isotopy of the corresponding framings. Moreover, embedding of the diagrams to the 2-sphere makes this relation two-sided: link diagrams on $`S^2`$ can be converted to each other by a sequence of second and third Reidemeister moves iff the corresponding links with blackboard framings are isotopic in the class of framed links. Since the Kauffman bracket can be defined for a link diagram on 2-sphere, this makes the Kauffman bracket invariant for non-oriented framed links.

The Kauffman bracket is categorified below.

### 3.2. Framed Khovanov homology

For an enhanced Kauffman state of a link diagram $`D`$, put

$$J(S)=\sigma (s)+2\tau (S)\text{ and }I(S)=\sigma (s).$$

If this is an oriented link, and hence $`w(D)`$ is defined, then

$$J(S)=3w(D)2j(S)\text{ and }I(S)=w(D)2i(S).$$

In terms of $`J(S)`$ and $`I(S)`$, the Kauffman bracket is expressed as follows:

$$D=\underset{\begin{array}{c}\text{enhanced Kauffamn}\\ \text{states }S\text{ of }D\end{array}}{}(1)^{\frac{I(S)}{2}}A^{J(S)}.$$

Denote the free abelian group generated by enhanced Kauffman states $`S`$ of $`D`$ with $`I(S)=i`$ and $`J(S)=j`$ by $`𝒞_{𝒾,𝒿}(𝒟)`$. If one orients the link, the Khovanov chain groups $`𝒞^{𝒾,𝒿}(𝒟)`$ appear, and

$$𝒞_{𝒾,𝒿}(𝒟)=𝒞^{\frac{𝓌(𝒟)𝒾}{\mathcal{2}},\frac{\mathcal{3}𝓌(𝒟)𝒿}{\mathcal{2}}}(𝒟).$$

Under this identification, the differentials of the Khovanov complex turn into differentials

$$:𝒞_{𝒾,𝒿}(𝒟)𝒞_{𝒾\mathcal{2},𝒿}(𝒟)$$

(the construction of the differentials does not involve orientation of the link, hence it does not matter what orientation is used). Denote the homology group of the complex obtained by $`H_{i,j}(D)`$.

### 3.3. Skein homology sequence

Let $`D`$ be a link diagram, $`c`$ its crossing and $`D_+`$, $`D_{}`$ be link diagrams obtained from $`D`$ by smoothing at $`c`$ along positive and negative markers, respectively. As is well-known, the Kauffman brackets of $`D`$, $`D_+`$ and $`D_{}`$ are related as follows

$$D=AD_++A^1D_{}.$$

This equality is called the Kauffman skein relation. It allows one to define the Kauffman bracket up to a normalization (which can be done by fixing the Kauffman bracket of the unknot).

Let us categorify this skein relation. Consider map

$$\alpha :𝒞_{𝒾,𝒿}(𝒟_{})𝒞_{𝒾\mathcal{1},𝒿\mathcal{1}}(𝒟)$$

which sends an enhanced Kauffman state $`S`$ of $`D_{}`$ to the enhanced Kauffman state of $`D`$ smoothing along which coincides with the smoothing of $`D_{}`$ along $`S`$ and signs of the ovals are the same, too. The collection of these maps is a homomorphism of complex, that is they commute with $``$, provided $`c`$ is the last crossing of $`D`$ in the ordering of crossings which is used in the construction of $``$. Indeed, the incidence coefficients are the same for an enhanced Kauffman states of $`D_{}`$ and its images in $`D`$, and the latter cannot contain in the boundary a state with positive marker at $`c`$.

Now consider map

$$\beta :𝒞_{𝒾,𝒿}(𝒟)𝒞_{𝒾\mathcal{1},𝒿\mathcal{1}}(𝒟_+)$$

which sends each enhanced Kauffman state with negative marker at $`c`$ to 0 and each enhanced Kauffman state with positive marker at $`c`$ to the enhanced Kauffman state of $`D_+`$ with the same smoothing and signs of the ovals. This is again a complex homomorphism.

Homomorphisms $`\alpha `$ and $`\beta `$ form a short exact sequence of complexes:

$$\begin{array}{ccccccccc}0& & 𝒞_,(𝒟_{})& \stackrel{\alpha }{}& 𝒞_{\mathcal{1},\mathcal{1}}(𝒟)& \stackrel{\beta }{}& 𝒞_{\mathcal{2},\mathcal{2}}(𝒟_+)& & 0\end{array}$$

It induces collection of long homology sequences:

$$\begin{array}{ccccccc}& \stackrel{}{}& H_{i,j}(D_{})& \stackrel{\alpha _{}}{}& H_{i1,j1}(D)& \stackrel{\beta _{}}{}& H_{i2,j2}(D_+)\\ & \stackrel{}{}& H_{i2,j}(D_{})& \stackrel{\alpha _{}}{}& H_{i3,j1}(D)& \stackrel{\beta _{}}{}& H_{i4,j2}(D_+)& \stackrel{}{}& \end{array}$$

A special case of this sequence, which relates the groups of connected sum and disjoint sum of knots, can be found in Section 7.4 of Khovanov’s paper . This special case is the only one which can be formulated for the original version of homology depending on orientations of links.

I was not able to categorify the other skein relation, the one which involves the Jones polynomial of oriented links. It follows from a couple of skein relations of the type considered above.


text:
# Two-Dimensional Heisenberg Model with Nonlinear Interactions

(February 26, 2002)

## Abstract

We investigate a two-dimensional classical $`N`$-vector model with a nonlinear interaction $`(1+𝝈_i𝝈_j)^p`$ in the large-$`N`$ limit. As observed for $`N=3`$ by Blöte et al. \[Phys. Rev. Lett. 88, 047203 (2002)\], we find a first-order transition for $`p>p_c`$ and no finite-temperature phase transitions for $`p<p_c`$. For $`p>p_c`$, both phases have short-range order, the correlation length showing a finite discontinuity at the transition. For $`p=p_c`$, there is a peculiar transition, where the spin-spin correlation length is finite while the energy-energy correlation length diverges.

PACS: 75.10.Hk, 05.50.+q, 64.60.Cn, 64.60.Fr

The two-dimensional Heisenberg model has been the object of extensive studies which mainly focused on the $`O(N)`$-symmetric Hamiltonian

$$H=N\beta \underset{ij}{}𝝈_i𝝈_j,$$
(1)
where $`𝝈_i`$ is an $`N`$-dimensional unit spin and the sum is extended over all lattice nearest neighbors. The behavior of this system in two dimensions is well understood. It is disordered for all finite $`\beta `$  and it is described for $`\beta \mathrm{}`$ by the perturbative renormalization group . The square-lattice model has been extensively studied numerically , checking the perturbative predictions  and the nonperturbative constants .

In this paper we study a more general Hamiltonian on the square lattice; more precisely, we consider

$$H=N\beta \underset{x\mu }{}W(1+𝝈_x𝝈_{x+\mu }),$$
(2)
where $`W(x)`$ is a generic function such that $`W(2)>W(x)`$ for all $`0x<2`$, in order to guarantee that the system orders ferromagnetically for $`\beta \mathrm{}`$. A particular case of the Hamiltonian (2) has been extensively studied in the years, the case in which $`W(x)`$ is a second-order polynomial. Such a choice of $`W(x)`$ gives rise to the so-called mixed $`O(N)`$-$`P^{N1}`$ model , which is relevant for liquid crystals  and for some orientational transitions .

In a recent Letter , the authors analyzed a model with $`W(x)=ax^p+b`$ and found an additional first-order transition for $`p`$ large enough. Here, we will study the same model, finding an analogous result: for $`p>p_c4.537857`$ a first-order transition appears, the correlation length—and in general, all thermodynamic quantities—showing a finite discontinuity. Note that the appearance of a first-order transition in nonlinear models is not a new phenomenon. Indeed, for $`N=\mathrm{}`$ it was already shown in Ref.  that a first-order transition appears in mixed $`O(N)`$-$`P^{N1}`$ models for some values of the couplings. It is of interest to understand the behavior for $`p=p_c`$. For such value of $`p`$, Ref.  found a peculiar phase transition: while the spin-spin correlation length remains finite, the energy-energy correlation length diverges. Here, we will show that the same phenomenon occurs for $`N=\mathrm{}`$. However, at variance with what observed in Ref. , the critical theory shows mean-field—not Ising—behavior.

Let us consider the Hamiltonian (2) on a hypercubic $`d`$-dimensional lattice. We normalize $`W(x)`$ by requiring $`W^{}(2)=1`$ so that in the spin-wave limit

$$H=\frac{N\beta }{2}𝑑x_\mu 𝝈_\mu 𝝈.$$
(3)
We also fix $`W(1)=0`$ so that $`H=0`$ for a random configuration. Then, we introduce two new fields $`\lambda _{x\mu }`$ and $`\rho _{x\mu }`$ in order to linearize the dependence of the Hamiltonian on the spin coupling. We write

$$\mathrm{exp}\left[N\beta W(1+𝝈_x𝝈_{x+\mu })\right]𝑑\rho _{x\mu }𝑑\lambda _{x\mu }\mathrm{exp}\left[\frac{N\beta }{2}\lambda _{x\mu }\left(1+𝝈_x𝝈_{x+\mu }\rho _{x\mu }\right)+N\beta W(\rho _{x\mu })\right].$$
(4)
As usual in the large-$`N`$ expansion, we also introduce a field $`\mu _x`$ in order to eliminate the constraint $`𝝈_x^2=1`$. Thus, we write

$$\delta \left(𝝈_x^21\right)𝑑\mu _x\mathrm{exp}\left[\frac{N\beta }{2}\mu _x\left(𝝈_x^21\right)\right].$$
(5)
With these transformations we can rewrite the partition function as

$$Z=\underset{x\mu }{}[d\rho _{x\mu }d\lambda _{x\mu }]\underset{x}{}[d\mu _xd𝝈_x]e^{NA}$$
(6)
where

$$A=\frac{\beta }{2}\underset{x\mu }{}\left[\lambda _{x\mu }+\lambda _{x\mu }𝝈_x𝝈_{x+\mu }\lambda _{x\mu }\rho _{x\mu }+2W(\rho _{x\mu })\right]\frac{\beta }{2}\underset{x}{}\left(\mu _x𝝈_x^2\mu _x\right).$$
(7)
We perform a saddle-point integration by writing

$`\lambda _{x\mu }`$ $`=`$ $`\alpha +\widehat{\lambda }_{x\mu },`$
$`\rho _{x\mu }`$ $`=`$ $`\tau +\widehat{\rho }_{x\mu },`$
$`\mu _x`$ $`=`$ $`\gamma +\widehat{\mu }_x.`$ (8)
A standard calculation gives the following saddle-point equations :

$`d\beta (1\tau )+{\displaystyle \frac{1}{\alpha }}\left[(2d+m_0^2)I(m_0^2)1\right]=0,`$
$`\alpha 2W^{}(\tau )=0,`$
$`{\displaystyle \frac{\beta }{2}}{\displaystyle \frac{1}{\alpha }}I(m_0^2)=0,`$ (9)
where we set $`\gamma =\alpha (2d+m_0^2)/2`$,

$$I(m_0^2)=\frac{d^dp}{(2\pi )^d}\frac{1}{\widehat{p}^2+m_0^2},$$
(10)
and $`\widehat{p}^2=4_\mu \mathrm{sin}^2p_\mu /2`$. The variable $`m_0`$ has a simple interpretation: it is related to the spin-spin correlation length by $`\xi _\sigma =1/m_0`$. From Eq. (9) we obtain finally

$$\beta =\frac{I(m_0^2)}{W^{}(\tau )},$$
(11)
where

$$\tau =\tau (m_0)2+\frac{m_0^2}{2d}\frac{1}{2dI(m_0^2)}.$$
(12)
The corresponding free energy can be written as

$$F=\beta dW(\tau )+\frac{1}{2}\mathrm{log}I(m_0^2)+\frac{1}{2}L(m_0^2),$$
(13)
where

$$L(m_0^2)=\frac{d^dp}{(2\pi )^d}\mathrm{log}(\widehat{p}^2+m_0^2).$$
(14)
Focusing now on the two-dimensional case, let us show that, for any $`W(x)`$, the spin-spin correlation length is always finite, i.e. $`\xi _\sigma =\mathrm{}`$, i.e. $`m_0=0`$, only for $`\beta =\mathrm{}`$. Note first that $`\tau =2`$ (resp. $`\tau =1`$) for $`m_0=0`$ (resp. $`m_0=\mathrm{}`$) and that $`\tau (m_0)`$ is a strictly decreasing function of $`m_0`$. Thus, $`W^{}(\tau )`$ is finite for all $`m_0`$. Then, since $`I(0)=+\mathrm{}`$, we find that $`\xi _\sigma =\mathrm{}`$ only if $`\beta =\mathrm{}`$, i.e. $`\xi _\sigma `$ is finite for all finite $`\beta `$.

We want now to discuss the behavior for $`\beta \mathrm{}`$. From Eq. (11), we see that $`\beta \mathrm{}`$ for $`m_00`$ and possibly for $`m_0\overline{m}_i`$, where $`W^{}(\tau (\overline{m}_i))=0`$. If there is more than one solution, the relevant one corresponds to the lowest free energy. Now, for $`\beta \mathrm{}`$, we can simply write  $`F2\beta W(\tau )`$. Since $`\tau (0)=2`$ and $`W(2)>W(\tau )`$ for all $`0\tau <2`$ because of the ferromagnetic condition, the relevant solution is the one with $`m_00`$. Then, using

$$I(m_0)=\frac{1}{2\pi }\mathrm{log}\frac{m_0^2}{32}+O(m_0^2\mathrm{log}m_0^2)$$
(15)
for $`m_00`$, we obtain

$$m_0^2=32e^{2\pi \beta +\pi W^{\prime \prime }(2)/2}[1+O(\beta ^1)],$$
(16)
in agreement with the standard perturbative renormalization-group predictions .

Let us now discuss the possibility of first-order phase transitions, which may arise from the presence of multiple solutions to Eq. (11). As in Ref. , we consider

$$W(x)=\frac{2}{p}\left(\frac{x}{2}\right)^p\frac{2^{1p}}{p}.$$
(17)
In Fig. 1 we report the function $`\beta (m_0)I(m_0^2)/W^{}(\tau )`$, for $`p=4,4.5,5,5.5`$. For $`p=4,4.5`$, for each $`\beta `$ there is a unique solution $`m_0`$ and thus there are no phase transitions. On the other hand, for $`p=5,5.5`$ there is the possibility of multiple solutions, in which case the most relevant is the one that gives the lowest free energy. For $`p=5`$, we report the free energy in Fig. 2. We observe a first-order transition for $`\beta 1.543`$ with a finite discontinuity of the correlation length, $`\mathrm{\Delta }\xi _\sigma 16.2`$, and of all thermodynamic quantities. A numerical analysis of the gap equation (11) shows that a first-order transition exists for all $`p>p_c4.537857`$. For $`p=p_c`$, the thermodynamic functions are nonanalytic for $`\beta =\beta _c1.33472`$. In this case,

$$\beta \beta _c0.035726(m_0m_{0c})^3+O[(m_0m_{0c})^4],$$
(18)
where $`m_{0c}0.387537`$. Consequently, repeating the discussion of Ref. ,

$`\xi _\sigma (\beta )`$ $``$ $`2.5804+7.8682(\beta \beta _c)^{1/3}+\mathrm{},`$ (19)
$`E(\beta )`$ $``$ $`0.162274+0.314385(\beta \beta _c)^{1/3}+\mathrm{},`$ (20)
$`C(\beta )`$ $``$ $`0.104795(\beta \beta _c)^{2/3}+\mathrm{},`$ (21)
where $`E`$ and $`C`$ are respectively the energy and the specific heat per site. Note that $`C(\beta )`$ diverges at the critical point, indicating that, although spin-spin correlations are not critical, criticality is observed for energy-energy correlations. Indeed, consider

$$D_Q(k)=\underset{x\mu \nu }{}e^{ik(xy)}Q(1+𝝈_x𝝈_{x+\mu });Q(1+𝝈_y𝝈_{y+\nu }),$$
(22)
where $`Q(x)`$ is an arbitrary regular function. For $`N\mathrm{}`$,

$$D_Q(k)=[Q^{}(\tau )]^2\underset{\mu \nu }{}\widehat{\rho }_\mu (k);\widehat{\rho }_\nu (k),$$
(23)
so that

$$ND_Q(0)=\left(\frac{Q^{}(\tau )}{W^{}(\tau )}\right)^2C(\beta ).$$
(24)
It follows $`D_Q(0)(\beta \beta _c)^{2/3}`$ for any function $`Q(x)`$. Thus, all correlation functions of the energy show a critical behavior. In order to compute the associated correlation length, we determine $`D_Q(k)`$ for arbitrary $`k`$. We obtain

$$ND_Q(k)=\frac{2[Q^{}(\tau )]^2[A_2(k)A_0(k)A_1(k)^2]}{\beta ^2[W^{}(\tau )]^2A_0(k)\beta W^{\prime \prime }(\tau )[A_2(k)A_0(k)A_1(k)^2]},$$
(25)
where

$$A_n(k)=\frac{d^2q}{(2\pi )^2}\frac{\left(\underset{\mu }{}\mathrm{cos}q_\mu \right)^n}{\left(\widehat{(q+k/2)}^2+m_0^2\right)\left(\widehat{(qk/2)}^2+m_0^2\right)}.$$
(26)
For $`\beta \beta _c`$ and $`k0`$, we have

$$D_Q(k)^1=a(\beta \beta _c)^{2/3}+bk^2+O(k^4),$$
(27)
with $`a,b0`$. Thus, the energy-energy correlation length $`\xi _E(\beta )`$ behaves as

$$\xi _E(\beta )(\beta \beta _c)^{1/3},$$
(28)
i.e. $`\nu _E=1/3`$. We thus confirm the results of Ref.  on the existence of the critical theory for $`p=p_c`$, although we disagree on the nature of the critical behavior. Indeed, Ref.  suggested $`\alpha =11/\delta `$, with $`\delta `$ assuming the Ising value $`\delta =15`$. Instead, we find the mean-field value $`\delta =3`$. It is unclear how our large-$`N`$ result is compatible with what observed for $`N=3`$. Indeed, the universality argument of Ref.  would predict Ising behavior for any value of $`N`$. This issue deserves further investigations.

We thank Henk Blöte and Henk Hilhorst for many useful comments.


text:
# Photon-axion oscillations and Type Ia supernovae

## I Abstract

We compute the probability of photon-axion oscillations in the presence of both intergalactic magnetic fields and an electron plasma and investigate the effect on Type Ia supernovae observations. The conversion probability is calculated using a density matrix formalism by following light-paths through simulated universes in a Monte-Carlo fashion. We find, that even though the effect is highly frequency dependent, one needs to analyze relatively narrow spectral features of high redshift objects in order to discern between the dimming effect from oscillations and a cosmological constant, in contrast to earlier claims that broad-band photometry is sufficient.

PACS numbers: 13.40.Hq, 98.80.Es, 97.60.Bw

## II Introduction

Recently, Csáki, Kaloper and Terning  (CKT) proposed that the observed faintness of high redshift supernovae (SNe) could be attributed to the mixing of photons with a light axion in an intergalactic magnetic field. The nature of the oscillations is governed by the strength of the coupling which in turn depends on the axion coupling constant mass scale, the photon energy and the strength of the magnetic field. Assuming magnetic domains with uncorrelated field direction of size $``$ Mpc, CKT found that for optical photons the oscillation is maximal and independent of energy, i.e., in the limit of infinite travel distance one approaches an equilibrium between the two photon polarization states and the axion. For optical photons, the probability to detect a photon as a function of the traveled distance, $`l`$, was approximated as

$$P_\gamma \frac{2}{3}+\frac{1}{3}\mathrm{exp}(l/l_0),$$
(1)
where $`l_0`$ is the exponential decay-length. It was claimed that since this effect will cause additional dimming of high redshift SNe, constraints on the equation of state parameter of the dark energy component could be significantly relaxed. (The presence of a non-clustering component of “dark energy” has recently been independently inferred from a combination of measurements of the cosmic microwave background and the distribution of galaxies on large scales. The proposed photon-axion mixing does not remove the need for such a component, but its equation of state need not be as close to that for a cosmological constant as is the case without such a mixing.) For low photon energies, the oscillation was found to be energy dependent and the mixing very small. Therefore it should not severely affect the cosmic microwave background radiation which is redshifted to low energies at low $`z`$ where the magnetic fields appear. For a magnetic field strength of $`|\stackrel{}{B}|10^9`$ G, CKT found that the current data can be accommodated by $`\mathrm{\Omega }_\mathrm{M}=0.3,\mathrm{\Omega }_\mathrm{X}=0.7,\omega _\mathrm{X}=1/3`$ if the axion mass is $`m10^{16}`$ eV and the coupling scale is $`M410^{11}`$ GeV.

It was then pointed out by Deffayet, Harari, Uzan and Zaldarriaga  that one has to take the effect of the intergalactic plasma into account, i.e., the free electrons, in which the photons are propagating. For a mean electron density of $`n_\mathrm{e}10^7\mathrm{cm}^3`$, they found that this will alter (lower) the oscillation probability and may also cause the oscillations for optical photons to be frequency dependent to a degree where the effect can be ruled out by observational constraints, namely by studying the color excess between the $`B`$ and $`V`$ wavelength bands. Only for very definitive properties of the intergalactic magnetic field could one get a large enough mixing angle and weak enough frequency dependence, namely with $`|\stackrel{}{B}|10^8`$ G over domains of size $`10`$ kpc and weaker magnetic field strength over larger domains. (The strength and spatial properties of intergalactic magnetic are not well constrained by present measurements, for a recent review see .)

In a reply, Csáki et al.  pointed out that the mean electron density in most of space realistically is lower than the estimate used by Deffayet et al. by a factor of at least 15. Since the energy dependence of the oscillations is very sensitive to this value, they find that this factor is enough to bring the energy dependence within current experimental bounds.

In this note, we perform a full density matrix calculation of the photon-axion oscillations and find the conversion probability to be highly frequency dependent and also not necessarily monotonically increasing with increasing redshift. We also calculate the color excess between different wavelength bands for Type Ia SNe by integrating over spectrum templates modified by performing the density matrix calculation over the appropriate frequency range (taking the redshifting of the spectra into account).

## III Density matrix formalism

We compute the mixing probability using the formalism of density matrices (see, e.g., ). Following the notation of , we define the mixing matrix as

$$M=\left(\begin{array}{ccc}\mathrm{\Delta }_{}& 0& \mathrm{\Delta }_\mathrm{M}\mathrm{cos}\alpha \\ 0& \mathrm{\Delta }_{}& \mathrm{\Delta }_\mathrm{M}\mathrm{sin}\alpha \\ \mathrm{\Delta }_\mathrm{M}\mathrm{cos}\alpha & \mathrm{\Delta }_\mathrm{M}\mathrm{sin}\alpha & \mathrm{\Delta }_\mathrm{m}\end{array}\right).$$
(2)
The different quantities appearing in this matrix are given by

$`\mathrm{\Delta }_{}`$ $`=`$ $`3.6\times 10^{25}\left({\displaystyle \frac{\omega }{1\mathrm{eV}}}\right)^1\left({\displaystyle \frac{n_\mathrm{e}}{10^8\mathrm{cm}^3}}\right)\mathrm{cm}^1,`$ (3)
$`\mathrm{\Delta }_{}`$ $`=`$ $`\mathrm{\Delta }_{},`$ (4)
$`\mathrm{\Delta }_\mathrm{M}`$ $`=`$ $`2\times 10^{26}\left({\displaystyle \frac{B_{0,}}{10^9\mathrm{G}}}\right)\left({\displaystyle \frac{M_\mathrm{a}}{10^{11}\mathrm{GeV}}}\right)^1\mathrm{cm}^1,`$ (5)
$`\mathrm{\Delta }_\mathrm{m}`$ $`=`$ $`2.5\times 10^{28}\left({\displaystyle \frac{m_\mathrm{a}}{10^{16}\mathrm{eV}}}\right)^2\left({\displaystyle \frac{\omega }{1\mathrm{eV}}}\right)^1\mathrm{cm}^1,`$ (6)
where $`B_{0,}`$ is the strength of the magnetic field perpendicular to the direction of the photon, $`M_\mathrm{a}`$ is the inverse coupling between the photon and the axion, $`n_\mathrm{e}`$ is the electron density, $`m_\mathrm{a}`$ is the axion mass and $`\omega `$ is the energy of the photon. The angle $`\alpha `$ is the angle between the (projected) magnetic field and the (arbitrary, but fixed) perpendicular polarization vector. Our standard set of parameter-values is given by

$`B_0`$ $`=`$ $`10^9(1+z)^2\mathrm{G},`$ (7)
$`M_\mathrm{a}`$ $`=`$ $`10^{11}\mathrm{GeV},`$ (8)
$`m_\mathrm{a}`$ $`=`$ $`10^{16}\mathrm{eV},`$ (9)
$`n_\mathrm{e}(z)`$ $`=`$ $`10^8(1+z)^3\mathrm{cm}^3,`$ (10)
with a 20 % dispersion in $`B_0`$ and $`n_\mathrm{e}`$ and the redshift dependence of the magnetic field strength and the electron density comes from flux conservation and cosmological expansion, respectively. The equation to solve for the evolution of the density matrix $`\rho `$ is given by

$$\mathrm{i}\delta _\mathrm{t}\rho =\frac{1}{2\omega }[M,\rho ],$$
(11)
with initial conditions

$$\rho _0=\left(\begin{array}{ccc}\frac{1}{2}& 0& 0\\ 0& \frac{1}{2}& 0\\ 0& 0& 0\end{array}\right).$$
(12)
Here the three diagonal elements refer to two different polarization intensities and the axion intensity, respectively. We solve the system of 9 coupled (complex) differential equations numerically , by following individual light paths through a large number of cells where the strength of the magnetic field and the electron density is determined from predefined distributions and the direction of the magnetic field is random. Through each cell the background cosmology and the wavelength of the photon are updated, as well as the matrices $`\rho `$ and $`M`$.

In order to study the qualitative behavior of the solutions, we rewrite $`M`$ as a $`2\times 2`$ matrix,

$$M^{2\mathrm{D}}=\left(\begin{array}{ccc}\mathrm{\Delta }& \mathrm{\Delta }_\mathrm{M}& \\ \mathrm{\Delta }_\mathrm{M}& \mathrm{\Delta }_\mathrm{m}& \end{array}\right),$$
(13)
where $`\mathrm{\Delta }=\mathrm{\Delta }_{}=\mathrm{\Delta }_{}`$ and $`\mathrm{\Delta }_\mathrm{M}`$ is the component of the magnetic field parallel to the some average polarization vector of the photon beam. We solve Eq. 11 for the density matrix $`\rho ^{2\mathrm{D}}`$ with initial conditions

$$\rho _0=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right),$$
(14)
where the diagonal elements refer to the photon and the axion intensity respectively. Assuming a homogeneous magnetic field and electron density, we can solve the two-dimensional system analytically. For the $`\rho _{11}^{2\mathrm{D}}`$ component, referring to the photon intensity, we get

$`\rho _{11}^{2\mathrm{D}}`$ $`=`$ $`1\left({\displaystyle \frac{\mathrm{\Delta }_\mathrm{M}}{2\omega \mathrm{\Omega }}}\right)^2(1\mathrm{cos}\mathrm{\Omega }t),`$ (15)
$`\mathrm{\Omega }`$ $`=`$ $`{\displaystyle \frac{\sqrt{(\mathrm{\Delta }\mathrm{\Delta }_\mathrm{m})^2+2\mathrm{\Delta }_\mathrm{M}^2}}{2\omega }}.`$ (16)
We see that we get maximal mixing if $`\mathrm{\Delta }=\mathrm{\Delta }_\mathrm{m}`$, i.e., if $`m_\mathrm{a}=m_{\mathrm{max}}38\sqrt{n_\mathrm{e}/(10^8\mathrm{cm}^3)}\mathrm{\hspace{0.17em}10}^{16}\mathrm{eV}`$. For $`m_\mathrm{a}m_{\mathrm{max}}`$, the oscillations are suppressed as $`m_\mathrm{a}^4`$. For $`m_\mathrm{a}m_{\mathrm{max}}`$, the effect is insensitive to the values of the axion mass. Our numerical simulations show that even for $`m_\mathrm{a}m_{\mathrm{max}}`$, results are insensitive to the exact value of the axion mass. For values close to the typical set of parameter-values, we can set

$$\mathrm{\Omega }\frac{\mathrm{\Delta }}{2\omega },$$
(17)
to get

$$\rho _{11}^{2\mathrm{D}}1\left(\frac{\mathrm{\Delta }_\mathrm{M}}{\mathrm{\Delta }}\right)^2(1\mathrm{cos}\frac{\mathrm{\Delta }t}{2\omega }).$$
(18)
For small mixing angles, the effect should be roughly proportional to $`B_0^2`$ and $`M_\mathrm{a}^2`$, whereas the effect should be rather insensitive to the exact values of the input parameters in cases of close to maximal mixing. We also expect the effect to be stronger for low values of the electron density approaching maximal mixing for $`n_\mathrm{e}=0`$. These predictions are confirmed by numerical simulations. The oscillation length is of the order $``$ Mpc.

## IV Results

In Fig. 1, we show the attenuation due to photon-axion oscillations as a function of wavelength for one specific line-of-sight for our standard set of input parameter-values (see Eq. 7) at $`z=0.1`$ (upper panel), $`z=0.2`$ (middle panel) and $`z=0.5`$ (lower panel) in a $`\mathrm{\Omega }_\mathrm{M}=0.28,\mathrm{\Omega }_\mathrm{\Lambda }=0.72`$ universe, which is what we will use subsequently. We have performed a number of simulations using a wide range of cosmological parameter-values and found the oscillation effect to depend only weakly on cosmology. The most dramatic effect is the strong variation of attenuation with photon energy.

Since the attenuation varies very rapidly with photon energy in a similar manner over a broad energy range, we expect the frequency dependence to wash out to large extent when doing broad-band photometry.

In Fig. 2, we show the rest-frame $`B`$-band magnitude attenuation for Type Ia SNe due to photon-axion oscillations for three different values of the electron density, in the redshift interval $`0<z<2`$, using values for the other input parameters from Eq. 7. Each point represents the average value and the error bars the dispersion for ten different lines-of-sight. In the upper panel, we have used $`n_\mathrm{e}=10^7\mathrm{cm}^3(1+z)^3`$, in the middle panel $`n_\mathrm{e}=5\times 10^8\mathrm{cm}^3(1+z)^3`$ and in the lower panel $`n_\mathrm{e}=10^8\mathrm{cm}^3(1+z)^3`$. Note that the effect is not necessarily increasing with increasing redshift. This is due to the fact that we are studying the rest-frame $`B`$-band magnitude. Since the amplitude of the oscillations scales roughly as $`(\omega /n_\mathrm{e})^2`$ (see Eq. 18), we need this combination to be large at some point in order to get close to maximal mixing. If the plasma density is high, the photon energy will be redshifted to too low energies before the plasma density is diluted due to the expansion.

In Fig. 3, the rest-frame $`B`$-band magnitude attenuation for Type Ia SNe for three different values of the intergalactic field strength is shown. Again, each point represents the average value and the error bars the dispersion for ten different lines-of-sight. In the upper panel, $`B_0=10^{10}(1+z)^2\mathrm{G}`$, in the middle panel $`B_0=5\times 10^{10}(1+z)^2\mathrm{G}`$ and in the lower panel $`B_0=10^9(1+z)^2\mathrm{G}`$. All other parameter-values are given by Eq. 7.

Our results indicate that we need low electron densities in order to get an attenuation that increases with redshift. One should keep in mind that the overall normalization can be set by varying the strength of the magnetic fields and/or the photon-axion coupling strength.

Based on a sample of 36 $`z0.5`$ SNe Perlmutter et al.  measured the the average rest-frame $`BV`$ color excess to be $`0.035\pm 0.022`$ mag. We find the expected color excess with our standard set of parameters to be, $`E(BV)=0.006`$, with a scatter around this value of 0.004 mag, as shown in Fig. 4 where we have simulated 200 Type Ia SNe at z=0.5.

We can investigate the frequency dependence when doing broad-band photometry by studying the extinction (at maximum intensity) in $`VJ`$, $`RJ`$ and $`IJ`$ for Type Ia SNe as a function of redshift, as we show in Fig. 5. All the broad-band filters and spectroscopy wavelength scales are in the observer’s frame. We can see that in all three cases, the color excess is very small and thus difficult to measure.

In general, the nature of the frequency dependence will depend on the exact values of the input parameters with the possibility of generating both reddening and blueing, where in some cases the nature of the effect will depend on redshift (see, e.g., lower panel of Fig. 5). We thus conclude that it will be very difficult to use the color excess between different broad-bands to put severe limits on the photon-axion mixing parameters.

## V Discussion

Our numerical simulations indicate that in order to get a dimming effect from photon-axion oscillations similar to the one from a cosmological constant (increasing at lower redshifts, saturating at higher), one would need to have an average intergalactic electron density of $`n_\mathrm{e}10^8\mathrm{cm}^3(1+z)^3`$. Assuming this, it should be possible to vary the average magnetic field strength or the photon-axion coupling strength in order to fit the current broad-band photometry data. Note that in the case of close to maximal mixing, results are generally not very sensitive to the exact values of the input parameters, yielding results similar to the upper panel in Fig. 2.

Depending on the choice of mixing parameters the color excess terms of sources at cosmological distances could be either positive or negative, the latter case being particularly interesting as it could not be confused with regular extinction by dust. Since photon-axion oscillations can cause either reddening or blueing (or no color excess at all) for close to maximal mixing and the integrated broad-band magnitudes wash out the dispersion in attenuation, we expect spectroscopic studies of high-z objects to be a more powerful discriminator between different oscillation models and the case of a cosmological constant or any other dark energy component (for which we suppose the dimming to be entirely frequency independent). Systematic analysis of quasar, gamma-ray burst and galaxy spectra as a function of redshift by, e.g., the Sloan Digital Sky Survey and 2dF groups are probably the best probes for the photon-axion mixing parameter space. Note that the source size sets a lower limit to the size of the fluctuations that can be probed since the fluctuations will average out if photons from different parts of the source will travel through different magnetic field strengths and electron densities.

SN spectra, available with good signal-to-noise ratios up to at least $`z0.5`$, are useful probes for the large mixing parameters that would yield a sufficient dimming of Type Ia SNe as to explain the Hubble diagrams in  without invoking dark energy.

## Acknowledgements

We are grateful to S. Hansen for bringing the CKT paper to our attention, and to G. Raffelt for insightful comments improving the quality of the manuscript. We also wish to thank J. Edsjö, H. Rubinstein, C. Fransson and J. Silk for helpful discussions. The research of L.B. is sponsored by the Swedish Research Council (VR). A.G. is a Royal Swedish Academy Research Fellow supported by a grant from the Knut and Alice Wallenberg Foundation.


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# Spin–Down Power in Astrophysics*footnote **footnote *This essay received an “honorable mention” in the 2001 Essay Competition of the Gravity Research Foundation.

## Abstract

While the accretion power in astrophysics has been studied in many astronomical environments, the “spin–down power” is often neglected. In this essay I demonstrate that the spin–down power alone may drive a rotating system from sub-critical condition to critical condition with a small but finite probability. In the case of an isolated spinning-down neutron star, the star may undergo a quark–hadron phase transition in its center and become observable as a soft gamma repeater or a cosmological gamma–ray burst. For a spinning–down white dwarf, its Chandrasekhar mass limit will decrease and may reach the stellar mass, then the star explodes to a type Ia supernova. Gravitational wave detectors may be able to test these models.

Accretion power plays a fundamental role in astrophysics , and is believed to be the energy source for active galactic nuclei, Galactic X-ray sources, novae and supernovae. What about spin–down power? Most stars are spinning down while losing angular momentum. The decrease in centrifugal force leads to an increase in the stellar central density $`\rho _c`$. $`\mathrm{\Delta }\rho _c`$ is generally small unless a star spins down from an initial frequency close to its Keplerian frequency $`\mathrm{\Omega }_K`$ (the frequency at which the star begins to shed matter near its equator). The spin–down power is often neglected for two reasons. First, most stars spin much slower than their $`\mathrm{\Omega }_K`$. However, as I shall show in this essay, if a star has a critical central density or a critical mass, the spin–down power alone can drive the star to have a catastrophic transition from sub-critical condition to critical condition, and cause a release of large amount of energy in observable forms. Second, the conventional way of treating rotating stars misses the evolution of an individual star. Stars of one type are often treated as a set, and relations such as $`M_{}\rho _c`$ are usually solved in the literature. Rotation leads to a “mass increase” in the $`M_{}\rho _c`$ plot, which is actually the mass difference between two stars with the same $`\rho _c`$ at different angular velocities. These theoretical results are difficult to test observationally. The evolution of an individual rotating star, in terms of tracing $`\rho _c`$ and overall structural changes over time, has rarely been studied. That is likely why we are missing some interesting explanations of many astrophysical phenomena.

To solve the structure of a rotating relativistic star, Hartle developed  a perturbation solution based on the Schwarzschild metric of a static, spherically symmetric object. Rotation distorts the star away from spherical symmetry. By treating $`\rho _c`$ as an input parameter and $`\mathrm{\Delta }M_{}`$ as a perturbation, $`M_{}\rho _c`$ relations and the “mass increase” due to rotation can be solved for different rotational frequencies $`\mathrm{\Omega }`$ (as seen by a distant observer) . We have noted that, instead of deriving $`M_{}\rho _c`$ relations for a family of neutron stars, tracing the evolution of an individual star gives better insight . Along with an increase in $`\rho _c`$, the overall structure, chemical composition and spin–down behavior of a star are modified. In principle, we can derive a set of equations parallel to those of Hartle, with $`M_{}`$ as an input parameter and $`\mathrm{\Delta }\rho _c`$ as the perturbation, and solve $`\rho _c`$ and stellar structures at different $`\mathrm{\Omega }`$. In practice, it is more convenient to exploit Hartle’s method to solve $`\mathrm{\Delta }\rho _c`$ for an individual star, using the approximation that a star has a constant gravitational mass. A clever way to do this is to first plot $`M_{}\rho _c`$ relations at different $`\mathrm{\Omega }`$ using Hartle’s method , then cross these curves with a line of constant mass. The projected $`\rho _c`$’s are those of an individual star at different $`\mathrm{\Omega }`$s. The structural change of a spinning–down star can thus be solved self-consistently when the Equations of State (EOS) of the star are known.

The EOS of quark matter is much softer than that of neutron matter because of the QCD asymptotic freedom. A neutron star containing a quark core is thus more compact and has a larger $`\mathrm{\Omega }_K`$ than a normal neutron star. If the initial spin period of a neutron star is $`P_i20`$ ms, e.g. that of the Crab pulsar, it will have a central density increase $`\mathrm{\Delta }\rho _c/\rho _c`$0.1% in its life time. Assuming a critical density $`\rho _{\mathrm{cr}}`$ for a phase transition, only those neutron stars born with $`\rho _{\mathrm{cr}}(1\mathrm{\Delta }\rho _c/\rho _c)<\rho _c<\rho _{\mathrm{cr}}`$ would have the chance to evolve from sub-$`\rho _{\mathrm{cr}}`$ to $`\rho _{\mathrm{cr}}`$. If $`\rho _{\mathrm{cr}}`$ lies between the lower and upper limits for the central density, i.e. $`\rho _\mathrm{l}<\rho _{\mathrm{cr}}<\rho _\mathrm{u}`$, a small but finite fraction of neutron stars will undergo the transition at a rate

$$R=\frac{\rho _{\mathrm{cr}}(\mathrm{\Delta }\rho _c/\rho _c)}{\rho _\mathrm{u}\rho _\mathrm{l}}R_{\mathrm{NS}}10^5\left(\frac{P_i}{20\mathrm{ms}}\right)^2\left(\frac{R_{\mathrm{NS}}}{10^2}\right)\mathrm{yr}^1\mathrm{galaxy}^1,$$
(1)
where $`R_{\mathrm{NS}}`$ is the neutron star birth rate. Clearly these events can be observed on a regular basis with millions of galaxies in our view.

A catastrophic phase transition inside a spinning–down neutron star can happen on a time scale of seconds. In such a short time, the star collapses from a radius of $`r`$15 km to $`r`$10 km, associated with a sudden spin–up. The gravitational energy released $`E10^{53}\mathrm{\Delta }r/r`$ ergs is large enough to power a cosmological gamma-ray burst (GRB) . Observed GRBs have total energy of $`10^{51}10^{54}`$ ergs (assuming the energy is emitted isotropically), which were explained with colliding neutron stars . The event rate is estimated to be $`10^5`$ yr-1 galaxy-1 if the emission is isotropic, and can be much higher if the emission is highly beamed. Equation (1) can still account for the GRBs even if they are beamed, as long as faster initial spins are sought. The faster initial spin of a neutron star naturally offers a large angular momentum, that helps beam the electromagnetic radiations.

Quark–hadron phase transition is different from water–vapor phase transition even though it is likely to be first order. It has an additional freedom of whether a proton deconfines to $`uud`$ quarks or a neutron becomes $`udd`$ quarks. Hence, electric charges are not conserved in each of the two phases, although overall charge neutrality is achieved through leptons. Consequently, the two phases are not necessarily separated by gravity . If this were the case, the phase transition will happen slowly on a time scale of $`10^5`$ years, and we should be able to observe $``$1 event in our Galaxy at any moment. Gravitational energy is released at an average rate of $`10^{40}`$ ergs s-1 during this slow phase transition. Most of this energy is released via neutrino emission, and only a tiny fraction is used to heat the star up to a surface temperature of $`3\times 10^6`$ K, yielding a soft X-ray luminosity of $`10^{35}`$ ergs s-1. This is still 25 times more luminous than the sun ! Unlike many Galactic X-ray sources powered by accretion in binary systems, these types of X-ray sources can be isolated objects.

While the fluid core of the star is contracting, stress builds up in the solid crust. The cracking of the crust releases bursts of energy that can be observed as Soft Gamma Repeaters (SGRs) . SGRs are X-ray transient sources associated with young ($`10^4`$ yr) supernova remnants (SNRs). They are also usually quiescent X-ray emitters (with $`kT`$ 1 keV, $`L_\mathrm{X}10^{35}`$ ergs s-1). So far four SGRs have been discovered in the Galaxy, and one in the Large Magellanic Cloud. Two of these SGRs have characteristic ages $`\tau _c=\mathrm{\Omega }/2|\dot{\mathrm{\Omega }}|`$ ($`10^3`$ yrs) $`<`$ SNR age ($`10^4`$ yrs) . We already know that $`\tau _c`$ should be an upper limit for a pulsar’s age. How does it reconcile with the age of an SNR, which is responsible for the birth of the pulsar in the first place? This can be explained easily with the picture of phase transition. The phase transition tends to spin–up a neutron star while making it more compact and easier to brake, and hence $`\tau _c`$ may underestimate the true age while it is an upper limit for normal neutron stars.

Now let us take a look at the role of spin–down power in the progenitors of type Ia supernovae (SNe Ia). SNe Ia are believed to be explosions of Chandrasekhar mass carbon–oxygen White Dwarfs (WDs) in binary systems . However, detailed observations have ruled out almost any accretion rate in binary evolutions , leading SN Ia theory to a paradox . Instead of accretion, the spin–down power can drive the central density of a WD to the critical density for carbon ignition and trigger an explosion. The key point is that a rotating WD has a larger Chandrasekhar mass limit $`M_{\mathrm{Ch}}M_{\mathrm{Ch},0}(1+3T/|W|)`$ , where $`M_{\mathrm{Ch},0}`$ is for non-rotating WDs; $`T`$ and $`W`$ are rotational and gravitational energy, respectively.

Observed rotation of WDs (most of which have masses $`0.6M_{}`$) is generally small with $`T/|W|10^5`$ . Although there are not enough data to give a mass–rotation relation for WDs, it is likely that more massive WDs have higher $`T/|W|`$ ratios for two reasons. First, they have smaller radii; second, they have suffered less mass loss and thus less angular momentum loss. We will assume that the progenitor of a WD loses its outer layers and leaves behind a rotating core (a pre-WD), which has a uniform density before collapsing into a WD. A $`1.4M_{}`$ pre-WD has a radius 1.326 times that of a $`0.6M_{}`$ pre-WD, and its moment of inertia $`I0.4Mr^2`$ is 3 times larger. After the WDs are formed, more massive ones have smaller radii $`r_{1.4M_{}}0.3r_{0.6M_{}}`$ . It is easy to see that for the collapsed WDs $`T_{1.4M_{}}80T_{0.6M_{}}`$ and $`W_{1.4M_{}}=0.25W_{0.6M_{}}`$. Hence, $`3T/|W|10^2`$ for a $`1.4M_{}`$ WD. As a result, $`M_{\mathrm{Ch}}=1.01M_{\mathrm{Ch},0}`$ and is about $`1.414M_{}`$ if $`M_{\mathrm{Ch},0}=1.400M_{}`$.

The observed mass distribution of about 200 WDs  can be roughly fit with a power law mass function $`N(M)M^3`$ with $`M`$ between $`0.6M_{}`$ and $`1.3M_{}`$. Although no WDs more massive than $`1.3M_{}`$ are observed in these samples, it is likely that the high mass tail of the distribution from $`1.400M_{}`$ to $`1.414M_{}`$, extrapolated from the observed mass function, constitutes $``$0.1% of the total WD population. The spin-down time scale of these WDs is $`10^9`$ yr , during which $`M_{\mathrm{Ch}}`$ evolves from $`1.414M_{}`$ to $`1.400M_{}`$. As a result, about 0.1% of all WDs will have the chance to evolve from sub-Chandrasekhar mass to their mass limit and undergo catastrophic events solely due to spin–down. The number of WDs in a galaxy is $`10^{10}`$, among which $`10^7`$ will be in the high mass tail with $`M_{}>M_{\mathrm{Ch},0}`$ and will undergo catastrophic events due to spin–down within $`10^9`$ yr. Hence, the event rate is $`10^2`$ yr-1 galaxy-1. The fate of these WDs is bifurcated. If their central densities reach the critical density for carbon ignition, they will become SNe Ia. If not, they will tend to collapse into black holes or neutron stars. The latter may be the origin of isolated millisecond pulsars.

In binary evolution, in addition to the mass accretion, a WD can be spun–up. A WD can grow significantly more massive than $`M_{\mathrm{Ch},0}`$ without exploding, if the transfer of angular momentum is efficient. It is possible that a WD explodes long after the accretion ceases. It is intuitive to define an “effective accretion rate” $`\dot{M}_{\mathrm{eff}}=3TM_{\mathrm{Ch},0}/(\tau |W|)`$, where $`\tau `$ is the time scale. In the case of accretion and spin–up, $`\dot{M}_{\mathrm{eff}}`$ is negative and is associated with a positive real accretion rate. In the case of spin–down without accretion, $`\dot{M}_{\mathrm{eff}}`$ is positive and it describes how fast $`M_{\mathrm{Ch}}`$ approaches the gravitational mass of the WD. If a WD is spun–up to a high rotation with $`T/|W|0.1`$, then the gravitational radiation rather than the viscosity dominates the dissipation process, and $`\tau 10^310^7`$ yr rather than $`10^9`$ yr . Correspondingly, $`\dot{M}_{\mathrm{eff}}10^410^8M_{}`$ yr-1, which is comparable to real mass accretion rate.

Analysis of the non-spherical shapes of nova remnants suggest that WDs can have such fast rotations . Hence, the transport of angular momentum during the accretion process can be very efficient, which can be easily understood by realizing that part of the huge amount of orbital angular momentum of the binary system is converted to spin angular momentum of the WD during accretion.

Traditional mass accretion models for SNe Ia predict generally weak gravitational waves (GWs), because the exploding WD is slowly rotating and the explosion is nearly spherical. For the model described in this paper, it is possible that the progenitors of some SNe Ia are rapidly rotating WDs, which undergo asymmetric explosions and produce strong GWs. The collapsing or exploding rapidly rotating compact stars can produce GWs as strong as those from stellar mergers, but the wave forms are very different . Hence, it is possible to test different models for GRBs and SNe Ia in future GW observations such as the LIGO experiment. However, it should be noted that GWs are emitted more or less isotropically in a GRB, while the electromagnetic radiation is likely to be highly beamed (with a beaming factor 100–1000) in the angular momentum direction. LIGO may need to accumulate 100–1000 events before seeing a gravitational wave signal at the same time as a GRB.

Acknowledgments:  I thank J. Craig Wheeler for advice, and Gauri Karve and Ariane Beck for help with the manuscript.


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# Strong enhancement of the valley splitting in a 2D electron system in silicon

## Abstract

Using magnetocapacitance data, we directly determine the chemical potential jump in a strongly correlated 2D electron system in silicon when the filling factor traverses the valley gap at $`\nu =1`$ and $`\nu =3`$. The data yield a valley gap that is strongly enhanced compared to the single-particle value and increases linearly with magnetic field. This result has not been explained by existing theories.

A two-dimensional (2D) electron gas in (100)-silicon metal-oxide-semiconductor field-effect transistors (MOSFETs) is a unique double-layer electron system with strong interlayer interactions. Indeed, the valley index is identical with the isospin quantum number, and one can therefore try to apply to this system a good deal of recent theoretical work on double-layer electron systems. In a double-layer system with small layer separation compared to the interelectron distance in either layer, strong interlayer correlations are predicted to give rise to the appearance of both novel ground states and novel excitations sondhi ; yang . In quantizing magnetic fields strong enough to fully polarize real electron spins, two cases as determined by the isospin system symmetry are discussed: (i) at finite layer separation the symmetry is U(1) corresponding to an “easy-plane” anisotropy and (ii) at vanishing layer separation the symmetry transforms to SU(2) and the anisotropy disappears. In the first (second) case the lowest energy charge-carrying excitations are merons (skyrmions) that are isospin textures with the charge $`e/2`$ ($`e`$), where $`e`$ is the electron charge sondhi ; yang . There is little doubt that the valley splitting in the 2D electron system in silicon MOSFETs should be of many-body origin at least for lowest odd filling factors because the electron-electron interactions (and correlations) in this system are strong; particularly, in accessible magnetic fields, the Coulomb energy exceeds significantly the cyclotron energy. However, this is the strongly interacting limit in which existing theories are not valid and, therefore, they cannot be directly applied to silicon MOSFETs. The origin of the excitations for the valley splitting is unknown so far.

Experimental investigations of the valley splitting were performed largely qq  at high filling factor $`\nu 9`$ based on analysis of the beating pattern of Shubnikov-de Haas oscillations in tilted magnetic fields koehler ; nicholas ; wakabayashi ; pud . The gap value, its linear dependence on substrate bias nicholas , and its insensitivity to parallel magnetic field nicholas1  are consistent with single-particle theoretical considerations for an asymmetric potential well that contains a 2D electron gas afs ; rem .

In this paper, we perform, for the first time, low-temperature measurements of the chemical potential jump across the valley gap at the lowest filling factors $`\nu =1`$ and $`\nu =3`$ in a 2D electron system in silicon using a magnetocapacitance technique. The valley splitting is found to exceed strongly the single-particle value, decaying with filling factor. Unexpectedly, the data are best described by a linear increase of the valley gap with magnetic field, which is similar to the proportional magnetic field dependence of the enhanced spin gap for the 2D electrons in AlGaAs/GaAs heterostructures usher ; aristov .

Measurements were made in an Oxford dilution refrigerator with a base temperature of $`30`$ mK on high-mobility (100)-silicon MOSFETs (with a peak mobility close to 2 m2/Vs at 4.2 K) having the Corbino geometry with diameters 250 and 660 $`\mu `$m. The gate voltage was modulated with a small ac voltage 15 mV at frequencies in the range 2.5 – 25 Hz and the imaginary current component was measured with high precision using a current-voltage converter and a lock-in amplifier. Care was taken to reach the low frequency limit where the magnetocapacitance is not distorted by lateral transport effects. A dip in the magnetocapacitance at integer filling factor is directly related to a jump of the chemical potential across a corresponding gap in the spectrum of the 2D electron system smith ; pud86 .

Typical traces of the magnetocapacitance, $`C(B)`$, at different electron densities, $`n_s`$, are displayed in Fig. 1. It oscillates as a function of filling factor, $`\nu =hcn_s/eB`$, reflecting the modulation of the thermodynamic density of states (DOS) in quantizing magnetic fields. Narrow dips in the magnetocapacitance at integer $`\nu `$ are separated by broad maxima where the value $`C`$ approaches in the high field limit the geometric capacitance, $`C_0`$, between the gate and the 2D electrons, in agreement with previous studies smith :

$$\frac{1}{C}=\frac{1}{C_0}+\frac{1}{Ae^2D},$$
(1)
where $`A`$ is the sample area, $`D=dn_s/d\mu `$ is the thermodynamic DOS, and $`\mu `$ is the chemical potential. We have checked that in the range of electron densities used, the value $`D(B=0)`$, which is calculated from the magnetocapacitance in the high field limit ($`C_0`$) and that in $`B=0`$, corresponds to $`2m/\pi \mathrm{}^2`$, where $`m=0.19m_e`$ and $`m_e`$ is the free electron mass. Note that at the high field edge of the dip in $`C(B)`$, the capacitance $`C`$ can overshoot $`C_0`$ forming a local maximum (so-called negative compressibility effect pud89 ), the effect being not so pronounced at $`\nu =3`$ as at $`\nu =1`$, see Fig. 1.

Integrating Eq. (1) over a dip at integer $`\nu =\nu _0`$ yields a jump, $`\mathrm{\Delta }`$, of the chemical potential between two neighboring quantum levels pud86

$$\mathrm{\Delta }=\frac{Ae^3\nu _0}{hcC_0}_{\text{dip}}\frac{C_0C}{C}𝑑B,$$
(2)
where the integration over $`B`$ is equivalent to the one over $`n_s`$ as long as the dip is narrow. We note that, experimentally, it is easier to analyze $`C(B)`$ traces: while being independent of magnetic field, the geometric capacitance $`C_0`$ increases slightly with $`n_s`$ as the 2D electrons are forced closer to the interface.

Apparently, if the capacitance $`C`$ does not reach $`C_0`$ (i.e., the maximum thermodynamic DOS is insufficiently large), the jump $`\mathrm{\Delta }`$ will be smaller than the level splitting by the level width. While the jump $`\mathrm{\Delta }`$ is still determined by the area of the dip in $`C(B)`$ (see the inset of Fig. 2(a)), we estimate the level splitting including the level width contribution with the help of a similar integration of Eq. (1) between the magnetic fields $`B_1=hcn_s/e(\nu _0+1/2)`$ and $`B_2=hcn_s/e(\nu _01/2)`$.

In Fig. 2(a), we show the $`\nu =3`$ minimum in the $`C(B)`$ curve for $`n_s=3.85\times 10^{11}`$ cm-2 at different temperatures. As the temperature, $`T`$, is lowered, the minimum deepens appreciably and becomes narrower until it saturates in the low $`T`$ limit, which is consistent with temperature smearing of the thermodynamic DOS. In a similar way, the maximum capacitance decreases with temperature departing from the geometric capacitance $`C_0`$. In insufficiently high magnetic fields, the (positive) difference between $`C_0`$ and $`C`$ at the low field edge of the dip is larger compared to that at the high field edge. Therefore, we determine the jump $`\mathrm{\Delta }`$ by replacing the reference level $`C_0`$ in Eq. (2) by the capacitance value at the low field edge of the dip as depicted in the inset to Fig. 2(a). This gives a little underestimated values of $`\mathrm{\Delta }`$ for such minima whose weakly asymmetric shape persists more or less, irrespective of magnetic field.

The chemical potential jump $`\mathrm{\Delta }(T)`$ across the $`\nu =3`$ valley gap for the data of Fig. 2(a) with and without allowing for the temperature-dependent level width is displayed in Fig. 2(b). The value $`\mathrm{\Delta }`$ increases with decreasing $`T`$ and saturates in the low temperature limit, this temperature dependence being weaker compared to that of the minimum magnetocapacitance (and the minimum $`D`$). The estimated valley splitting including the level width contribution is practically independent of temperature, as expected. It is clear that the experimental uncertainty of determination of the valley splitting is the smallest in the low temperature limit where the modulation of the thermodynamic DOS is maximal.

In Fig. 3, we show the $`\nu =1`$ and $`\nu =3`$ valley splitting measured in the low temperature limit as a function of both magnetic field and electron density. For both filling factors, the value of valley gap turns out to be strongly enhanced compared to the single-particle value afs  (solid line in Fig. 3(b)). The valley gap enhancement decays rapidly with $`\nu `$ so that almost no enhancement is observed for $`\nu =5`$. To our surprise, the data are best described by a linear increase of the valley gap with $`B`$ (or $`n_s`$). This fact is reliably established for $`\nu =3`$ where the geometric capacitance $`C_0`$ is attained in the entire range of magnetic fields used except for the lowest $`B`$, which is indicated by systematic error bars in Fig. 3 that correspond to the level width contribution. Extrapolation to $`B=0`$ of the linear magnetic field dependence of the $`\nu =3`$ gap yields a value which is consistent with the single-particle splitting. For filling factor $`\nu =1`$, the dependence of $`\mathrm{\Delta }`$ on $`B`$ (or $`n_s`$) can also be described by a linear function, although the experimental uncertainty (estimated from data dispersion) of the data for $`\nu =1`$ is markedly larger than that for $`\nu =3`$.

The linear magnetic field dependence of the enhanced valley gap observed in silicon MOSFETs is similar to the puzzling proportional $`B`$ dependence of the enhanced spin gap in the 2D electron system in AlGaAs/GaAs heterostructures usher ; aristov . Before making comparison with existing theories, we would like to emphasize that they are expected to hold in the limit of weak electron-electron interactions, i.e., the Coulomb energy, $`E_c=e^2/\epsilon l`$ (where $`l=(\mathrm{}c/eB)^{1/2}`$ is the magnetic length), in a 2D electron system should be small compared to the cyclotron energy, $`\mathrm{}\omega _c`$. For real 2D electron systems, one determines that in a magnetic field of 10 T, the Coulomb and the cyclotron energies are approximately equal to each other for the 2D electrons in GaAs, whereas in Si MOSFETs the energy $`E_c`$ exceeds $`\mathrm{}\omega _c`$ by a factor of 4. Therefore, even for the case of GaAs, the validity of the Landau-level-based considerations sondhi ; yang ; ando ; macdonald  is questionable. Formally, these cannot be applied to the case of Si MOSFETs. Bearing this in mind, we will make qualitative comparison of our results with the aforementioned theories below.

Theoretically, the basic idea is that the gap enhancement is expected to be controlled by electron-electron interactions whose strength is characterized by the Coulomb energy $`E_c`$ sondhi ; yang ; ando ; macdonald . Hence, as long as the enhancement dominates the single-particle gap value, $`\mathrm{\Delta }_0`$, the many-body enhanced gap should essentially be proportional to $`B^{1/2}`$. This law is in contradiction to the experiment. Not to mention that the predicted values of the many-body gap are an order of magnitude larger than the experimental ones.

Two approaches to introduce corrections to the $`B^{1/2}`$ law have been formulated. Based on the traditional theory of exchange-enhanced gaps ando , the authors of Ref. macdonald  took account of the corrections to the exchange energy due to level overlap and finite 2D layer thickness as well as the correlation energy contribution. Knowing that in our case the level overlap is small aristov , we have verified that the approach macdonald  is unable to noticeably increase the power of the theoretical $`B^{1/2}`$ dependence of the gap.

In accordance with the other approach, in the limit $`E_c\mathrm{\Delta }_0`$, a possible formation of the isospin textures — skyrmions sondhi  or merons yang  — is expected to lead to a reduction of the exchange-enhanced gap which is related to single isospin-flip excitations. We have verified that in the range of magnetic fields (or electron densities) used, the predicted crossover between the two regimes as governed by the ratio $`\mathrm{\Delta }_0/E_c`$ sondhi  has a weak effect on the theoretical square-root dependence $`\mathrm{\Delta }(B)`$. Although the actual symmetry of the isospin system in Si MOSFETs is unknown, it is unlikely that the outcomes for the two textures sondhi ; yang  would be very different, because the layer separation is small.

Thus, for our case both approaches fail to modify appreciably the $`B^{1/2}`$ law and, therefore, they are not even able to give a qualitative account of our experimental data.

In summary, we have performed low-temperature measurements of the chemical potential jump across the valley gap at the lowest $`\nu =1`$ and $`\nu =3`$ in a 2D electron system in silicon. The valley splitting is found to be strongly enhanced compared to the single-particle value, decaying with filling factor. The data are best described by a linear increase of the valley gap with magnetic field. This result is similar to the proportional $`B`$ dependence of the enhanced spin gap for the 2D electrons in GaAs usher ; aristov .

Recently, in the limit $`E_c\mathrm{}\omega _c`$, a remarkably different behavior of the many-body gap to create a charge-carrying spin texture excitation at integer $`\nu `$ has been predicted iordan : $`\mathrm{\Delta }_{\text{st}}=\nu |Q|\mathrm{}\omega _c`$, where $`Q`$ is the integer topological charge. If the exchange effects play a similar role for the valley splitting afs , the predicted linear $`B`$ dependence of the gap is consistent with our findings. Still, both the gap value and its dependence on filling factor are not explained by the theory iordan .

We gratefully acknowledge discussions with S. V. Iordanskii, A. Kashuba, and S. V. Kravchenko. This work was supported by RFBR grants 00-02-17294, 01-02-16424, and 01-02-26666, the Programmes “Nanostructures” under grant 97-1024 and “Statistical Physics” from the Russian Ministry of Sciences, and the Deutsche Forschungsgemeinschaft under SFB grant 348.