text:
# 1 Introduction

## 1 Introduction

Surely one of the most miraculous aspects of Nature is its self-organizing ability of creating solid substances with corresponding well-defined macroscopic properties (namely material objects of the world around us) using vast numbers of sub-microscopic building blocks (namely atoms and molecules). Underlying this is the mystery of long-range order. Even putting aside the difficult kinematic questions about crystal growth, there remains a host of profound geometric problems: what do we mean by long-range order, how is it characterized, and how can we model it mathematically?

In crystals, like ice, sugar, and salt, many of the extraordinarily exact macroscopic features derive from a very simple geometric idea: the endless repetition of a (relatively) small pattern. A small arrangement of atoms forms a fundamental cell that constitutes a building block, copies of which are stacked together like bricks to fill out space by periodic repetition. Simple as this model is, it is still difficult to analyze in full mathematical detail: there are 230 possible symmetry classes (called space groups) theoretically available for such periodic cell arrangements, each of which is now also known to actually exist in Nature. However, it took almost 100 years from the theoretical classification of the 230 space groups to the experimental discovery of the last examples. Nonetheless, the underlying feature of all crystals, which appear ubiquitously in the natural world, is their pure periodic structure in three independent directions — their so-called lattice symmetry. The interesting thing is that there is striking long-range order in Nature that does not fit into this scheme, and one important example of this has only been discovered recently.

Early in the last century, the wonderful tool of $`X`$-ray diffraction was introduced, based on much older ideas of optical scattering (which is what we will use to explain its essence). Initially, diffraction pictures provided powerful evidence of the truth of the atomic theory of matter. Over the years, they have become a standard tool for analyzing crystals, and to detect long-rang order through the appearance of sharp reflection spots in the diffraction image. The basic idea can be visualized with an optical bench which is driven by a small laser as source for the coherent light (Box 1), see  for details on this, with many instructive examples.

Diffraction pictures of crystals display beautiful point-patterns that are symptomatic of the long-range repetitive lattice nature of the crystal. Sometimes these pictures seem so crystal-like themselves that, at first sight, they might lead one to think that they rather directly mark the atomic positions. In fact, however, they display the symmetry of another lattice that is dual (or reciprocal) to the one underlying the crystal structure. (See Boxes 8 and 12 for more on this).

For almost 80 years, the point-like feature of the diffraction image seemed to be the characterizing property of crystals; so much so that the three concepts of lattice symmetry, crystal structure, and pure point diffraction were considered as synonymous. Thus it was a minor crisis for the field of crystallography when in 1982 certain materials were found  with diffraction patterns that were as point-like as those of crystals, but showed other symmetries that are not commensurate with lattice symmetry! So, these new substances, which were definitely not crystals in the classical sense, were quickly dubbed quasi-crystals, and opened a new branch of crystallography. At the same time, they brought forth a surge of new mathematics with which to model the new geometry involved.

It is to this mathematical side that we turn in this article. For beyond the many physical questions raised by these new quasicrystals, there is a bundle of mathematical questions. What do we mean by ‘order’, in particular by ‘aperiodic order’, how do we detect or quantify it, what do we mean by repetition of patterns, what are the underlying symmetry concepts involved, how can one construct well-ordered aperiodic patterns? Beyond this, as one quickly realizes, is the general question of how the new class of quasicrystals and their geometric models are to be placed between the perfect world of ideal crystals and the random world of amorphous or stochastic disorder or, in other words, how can we characterize the level of ‘disorder’ that we may have reached?

###### Box 1

Experimental setup for optical diffraction
The laser beam is widened by an arrangement of lenses and orthogonally illuminates the object located at the green plane. The light that emanates from the object plane then interferes, and the diffraction pattern is given by the distribution of light that one would observe at an infinite distance from the object. By another lens, this pattern is mapped onto the pink plane. Whereas for a picture of the object, as for instance in a camera, light rays emanating from one point of the object ideally are focused again into a single point of the picture, the situation is different in diffraction — light emanating from different regions within the object make up a single point of the diffraction pattern, as schematically indicated by the red lines in the right part of the figure. Therefore the diffraction pattern carries information about the entire illuminated part of the object. It provides some kind of measure of the correlations, and thus an account of the degree of order, in the structure of the object.

## 2 Planar tilings

A very instructive and also very attractive way to get a feeling for the ideas involved is to look at two-dimensional tiling models. The two rhombi (the so-called proto-tiles) shown in Box 2 are clearly capable of periodic stacking and so of lattice symmetry, the symmetry lattice being generated by the two translational shifts shown. Another possibility is shown below, which gives a tiling that is periodic in one direction and arbitrary (in particular, possibly aperiodic) in the other. On the other hand, the rhombi can also be used to tile the plane in the form of the famous Penrose tiling, see Box 3.

###### Box 2

The undecorated Penrose tiles and some of their assemblies
The prototiles are two rhombi, a fat one with opening angle $`72^{}`$ and a skinny one with $`36^{}`$. They admit periodic arrangements like the one shown in the middle. The fundamental periods are indicated by arrows, and a fundamental domain in form of a hexagon is highlighted. It contains one fat and two skinny rhombi. Below, another arrangement is shown, which is periodic in the vertical direction, but admits an arbitrary ‘worm’ of rhombi in the horizontal direction.
###### Box 3

A central patch of Penrose’s aperiodic tiling
The two rhombi of Box 2 received a decoration of their edges by single and double arrows. If one now requires a perfect matching of all arrows on adjacent edges, the possible arrangements are highly restricted. In fact, the only permissible tilings of the entire plane are the so-called Penrose tilings. The different (global) possibilities cannot be distinguished by any local inspection. A fivefold symmetric patch of such a tiling is shown above.

Part of the intriguing nature of the Penrose tiling, of which just a circular fragment is shown in Box 3, is the obvious question of what exactly the rules might be for assembling these tiles. A properly constructed Penrose tiling has several marvellous properties of which the two most important at this point are:

* A complete Penrose tiling of the plane is strictly aperiodic (in the sense of being totally without translational symmetries). Our particular example shows striking five-fold symmetry.
* If we ignore the tiles and just look at their vertices instead (we might think of the resulting point set as a toy model of an atomic layer) then, remarkably, this set of points is itself pure point diffractive, i.e. in the optical bench of Box 1, it produces a diffraction image on the screen with sharp spots only.

In Box 4, we see another aperiodic tiling, this time made out of two very simple tile types, a square (which we actually dissect into two isosceles triangles) and a rhombus. Its set of vertex points shows the same type of diffraction image as the Penrose tiling, namely sharp spots only, this time with eightfold symmetry (Box 5). In Box 6, we see the beautiful idea that is the secret behind many of the most interesting tilings (including the Penrose tiles): the idea of inflating and subdividing. To apply the idea here, we directly work with triangle and rhombus.

###### Box 4

A central patch of the octagonal Ammann-Beenker tiling
The original prototiles are a square and a $`45^{}`$ rhombus, decorated with blue arrows on the edges. For later use, the square is cut into two congruent isosceles triangles, carrying a red arrow on their common base. The orientation of arrows within each triangle is circular. Unlike the situation in the Penrose tiling, even with these arrows periodic tilings are still possible, for instance by repeating the square periodically. The octagonal patch shown belongs to the eightfold symmetric relative of the Penrose tiling, which is non-periodic and usually called the octagonal or the Ammann-Beenker tiling.
###### Box 5

Diffraction pattern
Diffraction pattern of the octagonal Ammann-Beenker tiling. The diffraction spots are indicated by circles whose area is proportional to the intensity of the diffraction peak. Spots with an intensity of less than 0.05% of the intensity of the central spot have been discarded.
###### Box 6

Inflation rule for the octagonal Ammann-Beenker tiling
The inflation procedure consists of two steps, a rescaling by a factor of $`\alpha =1+\sqrt{2}`$, followed by a dissection into tiles of the original size. In comparison to Box 4, corner markings have been added which break the reflection symmetry of the rhombus. The patch shown in Box 4 can be obtained by applying this inflation rule (ignoring the corner markings) to an initial patch that coincides with the central octagon, filled by eight squares and sixteen rhombi. The corner markings are vital for obtaining matching rules. A sequence of inflation steps starting from a single square is shown in Box 7. Unlike the edge markings, and hence unlike the situation of the Penrose tiling, the corner markings cannot be reconstructed by local inspection of the undecorated tiling.

The inflation scheme in Box 6 shows us how to inflate each tile by a factor of $`\alpha =1+\sqrt{2}`$ and then how to decompose the resulting tile into triangles and rhombi of the original size. With this new device, we have a way of filling the whole plane with tiles. In comparison to Box 4, we added some markers in the corners of the tiles which will play some magic tricks for us later. Starting from a single tile, or from the combination of two triangles, and inflating repeatedly, we build up the sequence as shown in Box 7. Since there is no need to stop, we may go on and do this forever.

It is now easy to see that the resulting octagonal tiling has an amazing property: whatever finite pattern of tiles we see, that same pattern will be repeated infinitely often, in fact we can even specify the maximum distance we will have to search to find it again! A pattern with such a property is called repetitive. A perfect crystal is an example of a repetitive structure, of course, but the inflation procedure produces interesting new cases.

How does this happen? Imagine the partial tiling obtained after $`n`$ inflations of an original patch $`P`$ that consists of two triangles which build a square. It is composed of triangle pairs and rhombi. If we choose from it a patch $`P^{}`$ which is a copy of $`P`$, then $`n`$ steps after this patch was created, another patch $`P^{\prime \prime }`$ will show up which is a copy of $`P^{}`$. Furthermore, the position and orientation of $`P^{\prime \prime }`$ relative to $`P^{}`$ will be the same as that of $`P^{}`$ relative to the original $`P`$. Thus the pattern $`P`$, or a similar copy thereof, is bound to appear over and over again. In our example, $`P`$ is just made of two tiles, but this idea works for any patch $`P`$ that occurs somewhere in the inflation process, no matter how big it is.

The reason behind this is that the square, centred at the origin, is the seed of a fixed point under even numbers of inflation, as can be seen from the sequence in Box 7. The term ‘fixed point’ means that the sequence tends towards a global covering of the plane which is then left invariant (hence fixed) by further pairwise inflation steps, i.e., we have reached a stable pattern this way.

###### Box 7

Repeated inflation steps of the octagonal tiling
The sequence shows a square as an initial patch and three successive applications of the inflation rule of Box 6. (For the sake of presentability, we ignored the proper relative scale.) The inflation rule ensures that the corner markings always assemble a complete ‘house’. Alternatively, assembling patches tile by tile, all complete tilings of the plane with this property and matching arrows on all edges are locally indistinguishable from the fixed point tiling created by inflation. Thus, arrows and houses together establish perfect matching rules.

So our pattern is repetitive, but in fact it has no periodic component at all! This is not self-evident yet, but it will become more so later. The main point right now is that the tiling has the strange and seemingly paradoxical property of having repetitivity on all scales, no matter how large, but with no periodic repetition. All patches repeat, but not periodically!

The Penrose tilings can also be built through substitution and likewise are repetitive without periodic repetition, see . Thus they too have the striking property that you cannot really know where you are in the tiling by looking at any finite region around you. It follows that it is not possible to build such a tiling by any finite set of rules which tell you what to do next by looking at some finite neighbourhood of your position! To see why, imagine that this were possible. Then every time the same pattern appeared, the rules for continuing from it would be the same as those used for building at its previous occurrence. The result is that the pattern would globally repeat.

Having said this, the next reaction is going to be that our next assertion says the opposite. In fact there are assignments of marks — so-called matching rules — to the edges of the Penrose rhombi (Box 3), or to the edges and corners of the Ammann-Beenker tiles (Boxes 6 and 7), such that, if they are match everywhere in the tiling, the result is a perfect Penrose or a perfect Ammann-Beenker tiling, respectively. What is the catch?

The problem is that these matching rules guarantee that what you are getting is a Penrose tiling as long as you never get stuck. The trouble is that to not get stuck requires knowledge of the entire tiling to that point — it is not derivable from local information only!

## 3 Cut and project sets

In view of these difficulties, one might ask what other possibilities exist to systematically create arbitrarily large faultless patches of these tilings. The idea of what is going on is more easily understood by first considering an even simpler object, namely a one-dimensional inflation tiling. This time we begin with two tiles

which we call B (for blue) and R (for red), respectively. We give the short tile B the length $`1`$ and the long tile R the length $`\alpha =1+\sqrt{2}`$ (the same number also appears in the octagonal tiling). Inflation is stretching by a factor of $`\alpha `$, followed by a subdivision which is consistent with $`\alpha 1=\alpha `$ and $`\alpha \alpha =2\alpha +1`$. The final result is

Starting from a pair of R-tiles, centred at the origin, we have successively

Using coordinates to label the left end point of each tile we have

The corresponding points form an infinite set $`A=\{\mathrm{}\alpha 1,\alpha ,0,\alpha ,\alpha +1,2\alpha +1,\mathrm{}\}`$.

What is striking about the points of $`A`$ is that they are all of the form $`u+v\sqrt{2}`$. How can we see which points $`u+v\sqrt{2}`$ are present and which not? Everyone knows that it is a good idea in dealing with square roots to see what happens if you change the sign of the square root. (Think of the high school exercises in rationalizing expressions of the form $`\frac{1}{1+\sqrt{2}}`$.)

Let us use this trick of replacing each appearance of $`\sqrt{2}`$ by its conjugate, $`\sqrt{2}`$. This conjugation is called the star map, the image of a point $`x=u+v\sqrt{2}`$ is $`x^{}=uv\sqrt{2}`$. Box 8 shows a plot of our points. We make a new picture in which each point $`x`$ is “lifted” to the point $`(x,x^{})`$ in the plane. Our points of interest are shown against a backdrop consisting of all possible points $`(u+v\sqrt{2},uv\sqrt{2})`$ where $`u,v`$ are integers.

###### Box 8

An alternative way to construct the point set $`A`$
The green points form the lattice $`\{(u+v\sqrt{2},uv\sqrt{2})u,v\text{ integer}\}`$ which is spanned by the basis vectors $`a`$ and $`b`$. The orientation of the strip is irrational with respect to the lattice, i.e., the black line at its centre hits the origin, but no further lattice point. The green points within the strip are orthogonally projected onto the horizontal black line and are coloured according to their vertical position in the strip. The resulting set of red and blue points coincides with the point set constructed above by inflation.
The effect is striking. The entire set of points, including the backdrop, produces a lattice (a mathematical crystal). The B and R points now appear in a band that runs from height $`\frac{1}{\sqrt{2}}`$ to $`\frac{1}{\sqrt{2}}`$. Furthermore, the B points come from the bottom portion of the band, from $`\frac{1}{\sqrt{2}}`$ to $`\frac{1}{\sqrt{2}}1`$, and the R points from the remaining top portion of the band. The actual points labelling our tiling, i.e. the set $`A`$, can be obtained just by dropping the second coordinate of each lattice point that lies in the band — in other words by projecting it onto the horizontal axis.

Now one sees that it is incredibly easy to compute the left hand end points of our $`1`$D tiling, and hence to get hold of the tiling itself. On a computer, generate, in some ordered way, points of the type $`u+v\sqrt{2}`$. For each one look at its conjugate $`uv\sqrt{2}`$. Test whether this number lies in either of the intervals corresponding to B and R points (e.g., $`\frac{1}{\sqrt{2}}<uv\sqrt{2}<\frac{1}{\sqrt{2}}`$ for B points) and choose the point and its colour accordingly. What we have accomplished here, apart from the visual clarity, is a remarkable way of connecting the geometry of our tiling with an algebraic method of calculating it.

A point set that can be described in this way (by cutting through a lattice and projecting the selected points) is called, not surprisingly, a cut and project set. In this case the object that is used to cut (or to sweep out) the correct band is the vertical line segment indicated in black in Box 8. It is called the window of the projection method.

Another benefit of the cut and project view is that it shows immediately why the resulting point sets are aperiodic. For example, a period of our set of red and blue points is a shift $`t`$ (to the left or right) that moves the set on top of itself. Necessarily it would be of the form $`r+s\sqrt{2}`$ since all our points have this form. However, after our lift into $`2`$-space, we would then find that shifting by $`(r+s\sqrt{2},rs\sqrt{2})`$ takes the strip onto itself! This is impossible unless $`rs\sqrt{2}=0`$, i.e., $`r=s\sqrt{2}`$. However, $`\sqrt{2}`$ is irrational, while $`s,r`$ are integers, so the only solution is $`r=s=0`$, and the only period is $`0`$.

## 4 The projection approach to planar tilings

The octagonal tiling, or more precisely the positions of its vertices, can also be described as a cut and project set. This goes via the projection of the points of a certain lattice in four dimensions, swept out by an octagon. We explain this in more detail.

The initial pool of points from which we select is given by the set $`M`$ of all integer linear combinations $`\{u_1a_1+u_2a_2+u_3a_3+u_4a_4u_1,u_2,u_3,u_4\text{ integer}\}`$ of the four unit vectors shown in left diagram of Box 9. This is a dense point set in the plane, and it is the two-dimensional analogue of the set $`\{u+v\sqrt{2}u,v\text{ integer}\}`$ used above. Since the octagonal tiling consists of squares and rhombi (with unit edge length, say), the distance between any two vertex points is of this form, i.e. an element of $`M`$. Also the star map has an analogue, and it comes about simply by replacing the four vectors of the left diagram by those of the right diagram of Box 9; that is, $`x=u_1a_1+u_2a_2+u_3a_3+u_4a_4`$ is mapped to $`x^{}=u_1a_1^{}+u_2a_2^{}+u_3a_3^{}+u_4a_4^{}`$. As before, the set of pairs $`(x,x^{})`$ forms a lattice, this time in four dimensions.

###### Box 9

The two ways to count to four (and hence to eight)
The two sets of vectors used to construct the octagonal tiling, $`a_i`$ (left, for tiling space) and $`a_i^{}`$ (right, for internal space), $`i=1,2,3,4`$. The change from $`a_i`$ to $`a_i^{}`$ demonstrates the action of the $``$-map in this case.
The vertex set of the Ammann-Beenker tiling can now be given as the set of points $`x`$ whose image $`x^{}`$ under the star map lies inside a regular octagon of unit edge length. We can now link this back to our previous approach via inflation. If we start from a unit square and keep on inflating, as shown in Box 7, the images of the vertex points under the star map will densely populate this octagon in a uniform way, see Box 10.

Needless to say, the additional visual clarity obtained from a $`4`$D description is debatable! Still, the conceptual idea is very powerful, providing the essential link between geometry, algebra, and analysis that is at the heart of much of our understanding of aperiodic order.

Likewise the points of the Penrose tiling can be given a cut and project interpretation, as do many other similar pointsets. In both cases, the aperiodicity can be shown in the same way as for our one-dimensional example.

Another tiling of physical interest is built from a square and an equilateral triangle. The example shown in Box 11 can be created by a slightly more complicated inflation rule, or alternatively once again by the cut and project method. In this case, however, the corresponding window shows a new feature: it is a compact set with fractal boundary. An approximation is also shown in Box 11.

###### Box 10

Filling the octagon in internal space
The image points $`x^{}`$ under the star map of the vertex points are shown for larger and larger patches of the octagonal tiling, obtained by inflation of a square as shown in Box 7. Eventually, the points populate the regular octagon with uniform density. Here, the first picture of the sequence corresponds to the largest patch of Box 7.
###### Box 11

Quasiperiodic square triangle tiling
This example of a square-triangle tiling can either be obtained by an inflation rule or by projection from a lattice in four dimensions. The points selected for projection lie in a generalized ‘strip’ whose cross section is a twelvefold symmetric object with fractal boundary.

## 5 The origin of diffraction

The picture that we see in Box 8 offers us considerable insight into the diffractive nature of sets that can be described as cut and project sets. The background is a lattice (crystal) and this, from the classical theory of crystals, is supposed to have perfect diffraction, i.e., the entire diffraction image is composed of sharp peaks only. The trick is how to restrict this down to the points in the band and ultimately to our line of points. Box 12 shows a picture of what happens. The bottom figure, which looks like an irregular comb, shows the diffraction of the points $`A`$ of our $`1`$D tiling. The diffraction intensity is shown here not by the size of the dots, but rather by the length of the teeth of the comb.

Above it is the diffraction picture of the background lattice, another lattice, that, as we mentioned before, is called the dual lattice. The points that carry the teeth of the comb (i.e. the spots of the diffraction) are nothing other than the projections of the points of the dual lattice — and this time all of them. The lengths of the teeth are provided by the profile on the right hand side. Where that profile comes from is a longer story. (Engineers may recognize its similarity to the Fourier transform of a single square pulse. It is, in fact, the square of the Fourier transform of the characteristic function of the interval defining the band.)

The teeth of the comb lie actually dense on the line. However, due to the damping nature of the profile, most of them are so small that, no matter what finite resolution we may use, we can see only a small fraction of them, and hence only an effectively discrete set of teeth, or spots, as in Box 5.

###### Box 12

Explanation of the diffraction pattern
The pink points indicate the lattice dual to the lattice of Box 8. It is explicitly given by $`\{(\frac{m}{2}+\frac{n\sqrt{2}}{4},\frac{m}{2}\frac{n\sqrt{2}}{4})m,n\text{ integer}\}`$. The lattice is spanned by the vectors $`a^\mathrm{d}`$ and $`b^\mathrm{d}`$ which satisfy the scalar product relations $`a^\mathrm{d}a=b^\mathrm{d}b=1`$ and $`a^\mathrm{d}b=b^\mathrm{d}a=0`$. In this case, all points of the lattice are projected, resulting in a dense set of positions on the horizontal line at the bottom. At each such position, a diffraction peak is located. Its height, i.e., the intensity seen in an experiment, is determined by the vertical coordinate $`k_{\mathrm{int}}`$ of the unique corresponding point of the dual lattice. The explicit value is given by the function $`I(k_{\mathrm{int}})\left(\frac{\mathrm{sin}(\sqrt{2}\pi k_{\mathrm{int}})}{\sqrt{2}\pi k_{\mathrm{int}}}\right)^2`$ which is displayed on the right hand side.

## 6 What are cut and project sets?

The realization of our point sets as lingering images of lattices in higher dimensional spaces is both visually appealing and sheds light on diffraction. However, the use of conjugation as we used it appears as a miracle and one is left wondering why it worked and when we might expect it to work again. In fact, the answer to this is not really known. We do not know when a given aperiodic point set, even if it is pure point diffractive, may be realized in the cut and project formalism. We do know that they are not restricted to sets involving irrationalities like $`\sqrt{2}`$. One of the most interesting and earliest examples of this is the one based on the Robinson square tiles.

These tiles arose out of another one of the streams whose confluence produced the subject of aperiodic order, namely the decision problem for tilings. Given a finite number of tile types, is there an algorithm for determining whether or not the plane can be tiled (covered without gaps and overlaps) by translated copies of these tiles? This problem had been raised and later brought to a negative conclusion by logicians. Tiles that only can tile aperiodically lie at the heart of this undecidability, and the hunt was on for the smallest collections of such tiles.

Raphael Robinson made a very interesting contribution to this by first linking the problem of tiling a plane with marked square tiles to Turing machines and the famous Halting Problem, and also coming up with a simple set of $`6`$ square tiles with markings (shown in Box 13 — actually 28 tiles since all rotated and reflected images are also to be included) that only tile aperiodically. A rather dramatic proof of this can be glimpsed from the subsequent pictures where it is seen that legal arrangements of the tiles lead to a family of interlocking squares of increasing (by factors of $`2`$) sizes. The aperiodicity is obvious: no finite translation could take the squares of all sizes into themselves.

If we mark the centre of each tile by a coloured point (to indicate its type) then we get $`6`$ (or $`28`$) families of points which are subsets of a square lattice. These point sets are in fact cut and project sets, but now the ‘higher dimensional’ space is far more exotic: it is the product of a Euclidean plane and an arithmetical-topological space that is based on the so-called $`2`$-adic numbers. In spite of being very different from a Euclidean space, the diffraction results are provable much as before. Each of these point sets is pure point diffractive!

There remains though, the difficult problem of characterizing cut and project sets.

###### Box 13

Robinson tiling
The six Robinson tiles (upper left) given as squares of two different colours that are labeled by two types of oriented lines. Together with their images under rotation and reflection they make up an aperiodic set of tiles, if one requires that the oriented lines match at the edges, and that exactly three yellow squares meet at each corner (upper right). Disregarding the green lines, the red lines make up a pattern of interlocking larger and larger squares, indicated by different colours in the lower picture. The region tiled by coloured squares corresponds to the patch shown above.

## 7 Probabilistic ideas

As was briefly mentioned in the beginning, quasicrystals can also be seen as a stepping stone for bridging the gap between perfect crystals on the one extreme and amorphous solids on the other. It can clearly only be a first step, as we have seen how close they are to crystals in so many properties.

Indeed, as all constructions above have shown, quasicrystals are completely deterministic, and what is still missing here is a source for some kind of randomness, or stochastic disorder. This would be an entire story in itself, but we can at least indicate one way to use crystallographic and quasicrystallographic tilings to make some steps into this new direction. The new facet here is that the underlying mechanism is statistical in origin, both for the reason of existence and for the appearance of symmetries, which are also statistical now.

Inspecting Box 4 again, we now remove all markings, and also the long edges of the triangles. We obtain a square-rhombus tiling, with many “simpletons”. By these we mean little (irregular) hexagons built from one square and two rhombi, as shown in Box 14. They can now be flipped as indicated, without affecting any face-to-face condition. If we randomly pick such simpletons and flip them, and continue doing so for a while (in fact, for eternity), we arrive at what is called the square-rhombus random tiling ensemble. A snapshot is shown in Box 15.

In this way, we have introduced an element of randomness into our tiling, but without destroying the basic building blocks (the square and the rhombus) and their face-to-face arrangements. Also, this does not change the ratio of squares to rhombi. Nevertheless, there are many such tilings now, in fact even exponentially many, i.e. the number of different patches of a given size grows exponentially with the size! This means that the ensemble even has positive entropy density, which opens the door for a completely different explanation of why we see them in nature: they are, given the building blocks (e.g. in the form of rather stable atomic clusters that can agglomerate), “very likely”. Recent evidence seems to point into this direction, and a more detailed investigation of these random tilings is desirable.

In fact, one could even start from just a pool of tiles of both types and admit all assemblies that cover the plane without gaps or overlaps, and without violating the face-to-face condition of the tiles. This way, one gets an even larger class of tilings, called the unrestricted square-rhombus random tiling ensemble, where arbitrary ratios of squares to rhombi are realizable. Among them, we also find the ones constructed by randomization of perfect tilings as explained above, and one can show that the tilings of maximal entropy (which basically means the most likely ones of this enlarged ensemble) have the square-rhombi ratio of the perfect Ammann-Beenker pattern and show eightfold, hence maximal, symmetry! The latter has to be interpreted in the statistical sense, meaning that each patch one can find occurs in all 8 orientations with the same frequency. This brings about a totally different symmetry concept which is statistical rather than deterministic in origin, a somewhat puzzling thought perhaps. Nevertheless, this is sufficient to make the corresponding diffraction image exactly eightfold symmetric!

###### Box 14

Simpleton flips
Four examples of simpleton flips in a patch of the perfect Ammann-Beenker tiling. The hexagons and their original dissection into a square and two rhombi are marked by the blue lines, whereas the red lines indicate the flipped arrangement. Note that only the three internal lines in the hexagon are affected by the flip, the outer shape stays the same. One can view the patch, and all variants obtained by such elementary simpleton flips, also as the projection of a (fairly rugged) roof in 3-space — the two versions of the simpleton fillings then correspond to the projection of two different half surfaces of a cube.
###### Box 15

Square-rhombus random tiling
A patch of a square-rhombus random tiling obtained by randomly rearranging a large approximating patch of the perfect Ammann-Beenker tiling. In fact, we started from a square-shaped patch as those shown in Box 7, whose translated copies, when glued together along its boundaries, generate a periodic pattern that violates the perfect matching rules only in the corners where the pieces are glued together. The same procedure could be applied to the disordered patch shown here, resulting in a periodic pattern which simply has an enormously large building block, namely the one shown above!
###### Box 16

A colour-symmetric Penrose tiling
The picture shows a colouring of the Penrose tiling with five different colours. The colours are chosen such that they permute in a definite way under rotation of the tiling. Figure courtesy of Max Scheffer (Chemnitz).

## 8 Summing up

One fascinating thing about the type of order exemplified in this discussion is how very close it comes to being periodic without admitting any actual periods.

So, let us ask again: ‘what is aperiodic order?’. At present, we have a reasonable qualitative and a partial quantitative understanding, some aspects of which we have tried to explain above. However, we still don’t have a complete answer, and such an answer might lie well into the future.

But what we do know is that there is a universe of beautiful questions out there, with unexpected results to be found, and with many cross-connections between seemingly disjoint disciplines. On top of that, it is definitely a lot of fun, for example, when producing new variants of Penrose tilings with colour symmetries, such as the example shown in Box 16 below! For a recent bibliographical review of the literature, we refer the reader to .


format: text

text:
# Ergodic Properties of Local Spectral Density for a Conservative System of Coupled Quantum States

## I Introduction

The statistical properties of quantum system attract considerable attention in the broad field of modern physics ranging from nuclear, atomic and molecular physics to condensed matter and quantum computing. Of a special interest is the properties specifying the quantum chaos border for a system of many-body quantum states. Extensive investigations of many-body interacting systems such as nuclei, many-electron atoms, quantum dots, quantum spin glasses and quantum computer models  have shown that the border is associated with a crossover of level spacing statistics from the Poisson distribution to Wigner-Dyson one and with a transition to ergodic distribution for the eigenstate wavefunction over the large number of basis levels as in Random Matrix Theory (RMT) . In a sense the interaction leads to dynamic thermalization without coupling to an external thermal bath. According to  this crossover takes place when the coupling matrix elements of the Hamiltonian become comparable to the energy spacing between directly coupled states.

We address this problem to a generic system of coupled quantum states, the Hamiltonian matrix $`𝐇`$ of that includes the leading diagonal with disordered random values and the random off-diagonal elements inside the band of size $`b`$. This band random matrix with the disordered diagonal (BRMDD) is a reasonable model describing the systems with strong imperfection in the basis state energies. Models based on BRMDD were applied to study the electron transport problem  and the problem of interacting particles in a random potential . The results obtained for these models are of an obvious interest also in analyzing such few-freedoms physical objects as the vibrational quasicontinuum of polyatomic molecule  and a quantum computer .

The statistical properties of BRMDD-based systems were studied in some details . The shape, the localization length and the inverse participation ratio (IPR) for eigenfunction have been investigated with the help of numerical simulations  and the supersymmetry approach . These investigations have exhibited the Lorentzian shape for local spectral density (LSD) in circumstances when a non-perturbative localization regime is realized. The state-state interaction strength, at which the eigenstates are extended over the whole matrix size $`N`$ and the eigenenergy level spacing statistics has the Wigner-Dyson form, have been revealed for BRMDD with sufficiently large band (when $`2b+1\sqrt{N}`$) . Unfortunately the ergodic properties of LSD have not been investigated in details. An open question is also the quantum chaos border for BRMDD with arbitrary small band.

In the paper we study localization and ergodicity properties of LSD to be obtained from BRMDD with arbitrary small band. The LSD was introduced in 1955 by Wigner  and successfully employed in RMT to describe statistically the localization effects for complex quantum systems  (including the systems, represented by band random matrices with the reordered leading diagonal ). This quantity is the Fourier transform for the correlation function $`C(t)=0\left|\mathrm{exp}(i𝐇t/\mathrm{})\right|0`$ and specifies spreading of the energy, initially concentrated in a specific unperturbed basis state $`|0`$, between the eigenstates due to state-state interaction. Generally the LSD may be characterized by the width $`\mathrm{\Gamma }`$ measuring the energy scale, in that the individual state $`|0`$ is localized. The number of eigenstates populating this scale is given in terms of the product

$$\xi _e=\rho _E\mathrm{\Gamma }$$
(1)
designated here as an ergodic localization length of LSD ($`\rho _E`$ is the eigenstate density). Hence the quantity $`\xi _e`$ specifies the greatest possible number of eigenstates, where the basis state $`|0`$ can be effectively admixed. The ergodic properties for the system can be identified with the structure of LSD. The non-ergodic LSD is a strongly fluctuating spiked function and the IPR $`\xi _{IPR}`$, which gives the actual number of eigenstates involving the state $`|0`$, is low in comparison with $`\xi _e`$. In the ergodicity case the LSD is monotonic and the number $`\xi _{IPR}`$ approaches the value of $`\xi _e`$.

The main attention of our study is paid to the perturbative and localized regimes for LSD. Therefore we restrict the study to a moderate strength of state-state interaction. This restriction implies that the width $`\mathrm{\Gamma }`$ is essentially small as compared to the energy scale bounding the location of the eigenstate levels ($`\xi _{IPR},\xi _e<<N`$). The finite-size effects are ignored. Hence the quantities $`\xi _e`$ and $`\xi _{IPR}`$ can be considered as functions of the interaction strength and the relative width of band.

We investigate the LSD shape and determine the ergodic localization length. Then we analyze the behavior of IPR for ergodic and non-ergodic LSD. From this analysis we obtain criterions specifying the transition to localized and ergodic regimes for LSD.

## II Model description

We consider a BRMDD, that represents the Hamiltonian matrix $`𝐇`$ in the basis of unperturbed states $`|k`$ ($`k=K,\mathrm{},K`$) for isolated system of $`N=2K+1`$ quantum states.The BRMDD is a real symmetric matrix with statistically independent random elements

$$H_{mk}=E_k^{(0)}\delta _{mk}+V_{mk}$$
(2)
where off-diagonal elements $`V_{mk}=V_{km}`$ specify the state-state interaction. The values of $`V_{mk}`$ are distributed uniformly in the interval $`[V,V]`$ with $`V_{mk}=0`$ and $`v^2=V_{mk}^2=V^2/3`$ if $`\left|mk\right|b`$ or are zero otherwise. The diagonal elements $`E_k^{(0)}`$ corresponding to energy levels for the states $`|k`$ are uniformly distributed according to the Poisson statistics with the mean spacing $`\mathrm{\Delta }`$ between adjacent energy levels: $`K\mathrm{\Delta }E_k^{(0)}K\mathrm{\Delta }`$. The energy level $`E_0^{(0)}`$ for a probing state $`|0`$ is located in the midpoint of interval $`[K\mathrm{\Delta },K\mathrm{\Delta }]`$: $`E_k^{(0)}E_0^{(0)}=0`$.

The perturbation of an individual basis state depends on the relative level position for unperturbed states, those are coupled directly with the state by interaction. Therefore the strength of state-state interaction for BRMDD can be specified in terms of the ratio $`v/\mathrm{\Delta }_c`$, where

$$\mathrm{\Delta }_c=\frac{\mathrm{\Delta }}{\beta }$$
(3)
is the energy spacing between directly coupled unperturbed states. Here the relative band width

$$\beta =\frac{b}{K}$$
(4)
gives the relative number of states coupled directly with the individual state.

Depending on the relation between $`v/\mathrm{\Delta }_c`$ and $`b`$, three important regimes can be distinguished . When the coupling matrix elements are weak and $`v/\mathrm{\Delta }_c1`$ the perturbative regime is realized. At the regime the Hamiltonian (2) can be treated within the framework of perturbation theory. The condition $`1v/\mathrm{\Delta }_c\sqrt{b}`$ features the regime, at that the eigenstates are localized. The strong interaction at $`v/\mathrm{\Delta }_c\sqrt{b}`$ is responsible for the delocalized regime for eigenfunction. In the regime the eigenstates are extended over the whole matrix size $`N`$.

The eigenfunctions $`|\alpha _n`$ and the eigenenergies $`E_n`$ are obtained from diagonalization of (2). The quantity $`W_{n0}=\left|\alpha _n|0\right|^2`$ gives a probability to find the probing state $`|0`$ in the eigenstate $`|\alpha _n`$. The numerical simulation is performed for the wide range of matrix parameters: $`2<N<3200`$, $`1<b<1600`$ and $`10^3<v/\mathrm{\Delta }<10^2`$. The number of disorder realizations lies in the range from 100 to 1000.

## III Shape of LSD

The shape of LSD is studied for the eigenenergy scale, which is no larger than $`5\mathrm{\Gamma }`$. For this scale the interaction-induced variations in level density are negligible and the eigenenergies are homogeneously distributed with the density $`\rho _E1/\mathrm{\Delta }`$. Then the LSD can be defined as

$$\rho _W\left(E\right)=\rho _E\frac{_nW_{n0}\delta (EE_n)}{_n\delta (EE_n)},$$
(5)
where $`\mathrm{}`$ means the averaging over disorder (that is, over many random matrices). The numerical investigation confirms that the LSD is described by the well-known Breit-Wigner distribution of the Lorentzian shape

$$\rho _{BW}(E)=\frac{\mathrm{\Gamma }}{2\pi }\frac{1}{E^2+\mathrm{\Gamma }^2/4}$$
(6)
(see the inset in Fig.1) with the width $`\mathrm{\Gamma }`$. This shape is observed for any $`v`$, $`\mathrm{\Delta }_c`$, $`b`$ and $`N`$ satisfying $`\xi _eN`$ (including the parameter region where $`\mathrm{\Gamma }\mathrm{\Delta }`$). We find the ergodic localization length $`\xi _e`$ from (1) where the width $`\mathrm{\Gamma }`$ is estimated by fitting of the Lorentzian (6) to an averaged LSD. Our analysis of numerical data obtained for different values of $`v`$, $`\mathrm{\Delta }_c`$ and $`\beta `$ shows that the quantity $`\xi _e`$ can be considered as a function of the single parameter

$$q=\frac{v}{\mathrm{\Delta }_c\sqrt{\beta }},$$
(7)
which defines essentially the localization of LSD in the eigenenergy scale. When the coupling of the basis states by perturbation is sufficiently strong and $`q>>1`$ the quantity $`\xi _e`$ satisfies the Fermi golden rule: $`\xi _e\mathrm{\Delta }=\mathrm{\Gamma }2\pi q^2\mathrm{\Delta }=2\pi v^2/\mathrm{\Delta }_c\mathrm{\Delta }`$. At low values of $`q`$ ($`q<<1`$) the length $`\xi _e`$ can be described by a linear function of $`q`$: $`\xi _e2q`$. The width $`\mathrm{\Gamma }`$ is then much smaller as compared to the spacing $`\mathrm{\Delta }`$. Fig.1 demonstrates the behavior of $`\xi _e`$ in the wide range of $`q`$ at three fixed magnitudes of $`\beta `$.

The linear dependence of $`\xi _e`$ and $`\mathrm{\Gamma }`$ on the strength of state-state coupling for small $`q`$ can be explained in terms of a simple perturbation approach to the eigenenergy levels $`E_n`$ located in the vicinity of $`E_0^{(0)}`$: $`\left|E_nE_0^{(0)}\right|v\mathrm{\Delta }`$. In the approach the eigenstate $`|\alpha _n`$ is considered as a superposition of the nearest basis states $`|0`$ and $`|n`$. The probability $`W_{n0}`$ to find the basis state $`|0`$ in the eigenstate $`|\alpha _n`$ can be then estimated from a two-state (the states $`|0`$ and $`|n`$) approximation. According to this approximation the dependence of $`W_{n0}`$ on $`E_n`$ for an individual disorder realization is Lorentzian-like

$$W_{n0}\frac{V_{n0}^2}{V_{n0}^2+\left(E_nE_0^{(0)}\right)^2}$$
(8)
with the width of $`2\left|V_{n0}\right|`$. If the states $`|0`$ and $`|n`$ are not coupled by interaction the dependence (8) is considered as a function, the width of that is negligible in comparison to $`v`$. The probability that the states $`|0`$ and $`|n`$ are coupled by interaction is equal to $`\beta `$. As a result the shape of disorder-averaged LSD is described by the Lorentzian-like contour with the width $`\mathrm{\Gamma }2\beta v`$. It seems that this perturbation approach can be applied also for the eigenstates with $`\left|E_nE_0^{(0)}\right|\mathrm{\Delta }`$, when the probability $`W_{n0}`$ is essentially small as compared to the contributions of others basis states. In this limit Eq. (8) gives $`W_{n0}V_{n0}^2/(E_n^{(0)}E_0^{(0)})^2`$, as predicted in the framework of a standard perturbation approach for non-degenerate states (see, for instance, in ).

In order to estimate the localization properties of LSD at intermediate values of $`q`$ we approximate the behavior of ergodic length for the wide range of $`q`$ ($`10^3<q<15`$). The analysis of numerical data shows that the length $`\xi _e`$ can be well approximated by

$$\xi _eL_1q\sqrt{1+(L_2q)^2}$$
(9)
with the fitted coefficients $`L_1=2.012`$ and $`L_2=3.16\pi `$. According to (9) an accurate boundary between the linear and quadratic dependencies of $`\xi _e`$ on $`q`$ is obtained at $`q1/L_2`$ where $`\xi _e0.9`$. Notice that this boundary separates the ranges where the value of $`\xi _e`$ is low or high as compared to $`1`$.

## IV Participation ratio for LSD

The IPR $`\xi _{IPR}=(_nW_{n0}^{(s)}^2_s)^1`$ is associated with the parameters $`q`$ and $`\beta `$, which specify correspondingly the ergodic localization length $`\xi _e`$ for LSD and the band width for BRMDD. This association depends on whether or not the LSD is ergodic. In the ergodic case the probing state is monotonically spread over eigenstates in the energy scale $`\mathrm{\Gamma }`$. Then the IPR is a function of the only parameter $`q`$ and approaches the ergodic length $`\xi _e`$. The ergodic LSD can be realized from BRMDD with large band. Our analysis of calculated data for the matrices with $`\beta 1`$ shows that the best approximation for ergodic IPR is

$$\xi _{IPR}1+D_1q\sqrt{1+(D_2q)^2}1+\xi _e.$$
(10)
The fitted coefficients $`D_1=3.16`$ and $`D_2=1.94`$ are obtained for full Hamiltonian matrices (2) with $`\beta =1`$ where all $`2K`$ basis states are directly linked with the state $`|0`$. Notice that the approximation (10) gives the maximum allowable magnitude of IPR for BRMDD at fixed $`q`$.

An essentially non-ergodic LSD can be obtained from BRMDD with $`\beta 1`$. Then the IPR is significantly low in comparison to $`\xi _e`$ and should be considered as a function depending both on the parameter $`q`$ and on $`\beta `$. The analysis of numerical data for matrices with low magnitudes of $`q`$ and $`\beta `$ shows that the lack of ergodicity for LSD can be clearly identified with an exponential increase in IPR with the quantity $`q\sqrt{\beta }=v/\mathrm{\Delta }_c`$

$$\xi _{IPR}\mathrm{exp}\left(Cq\sqrt{\beta }\right).$$
(11)
At fixed $`\beta `$ the IPR is shown in Fig.2 to increase exponentially with the rate $`C\sqrt{\beta }`$ ($`C3.0÷3.2`$) as the parameter $`q`$ rises if $`\xi _{IPR}\xi _e`$. The increase is observed up to the point where $`\xi _{IPR}\xi _e`$. Then the IPR approaches asymptotically the length $`\xi _e`$ from below with increasing $`q`$. At high magnitudes of $`q`$ and $`\beta `$, when the exponential (11) gives higher values of $`\xi _{IPR}`$ in comparison to $`\xi _e`$, the LSD is ergodic and the IPR can be determined from (10).

For the broad range of $`q`$ and $`\beta `$ satisfying to $`\xi _{IPR}<\xi _e/2.7`$ the mean square fitting gives the coefficient $`C=3.15\pm .01`$. Fig.3 demonstrates a good accordance between the calculated and fitted values of IPR for non-ergodic LSD. Unfortunately we can give no heuristic explanation of the exponential rise in IPR with $`q\sqrt{\beta }`$. Notice only that this rise is observed under conditions when the eigenstates are essentially localized and $`l_{sb}/Nq^2\beta ^21`$ ($`l_{sb}`$ is the localization length for eigenstate).

## V Criterions of localization and ergodicity of LSD

We associate the localized regime for LSD with a high magnitude of IPR. For BRMDD with arbitrary small band the requirement $`\xi _{IPR}1`$ is seen from (10) and (11) to result in

$$v/\mathrm{\Delta }_c=q\sqrt{\beta }>q_d\sqrt{\beta _d}=1/C_01/\pi ,$$
(12)
no matter what the ergodic properties of LSD and the magnitude of $`\beta `$. The parameters $`q_d`$ and $`\beta _d`$ defines then a localization border on the plane ($`q,\beta `$), that is a boundary between regions where the perturbative ($`\xi _{IPR}1`$) or localized ($`\xi _{IPR}1`$) regimes are realized. Notice that as for LSD, the criterion (12) specifies a transition to the localized regime for eigenstate .

The attainment of ergodic LSD for BRMDD is defined by the relative width of band. For the matrices with $`\beta 1`$ the localized LSD is nearly ergodic and the ergodicity criterion can be represented by the condition (12). This condition is in good agreement with a quantum chaos border for many-body systems and gives the crossover of level spacing statistics from Poisson to Wigner-Dyson distribution for a nucleus model ($`C_0=3.0`$ ) and for a generic model of quantum computer ($`C_0=2.5`$ ). In (12) the factor $`C_0`$ is assumed to be equal to $`CD_1\pi `$.

For BRMDD with $`\beta 1`$ we should take into account the exponential growth (11) of IPR with $`v/\mathrm{\Delta }_c`$. The criterion of LSD ergodicity can be determined then from the requirement $`\mathrm{exp}(Cq\sqrt{\beta })>\xi _e`$, that results in:

$$v/\mathrm{\Delta }_c=q\sqrt{\beta }>q_e\sqrt{\beta _e}=\frac{\mathrm{ln}\left(2\pi q_e^2\right)}{C}\frac{\mathrm{ln}\left(2\pi q_e^2\right)}{\pi },$$
(13)
where the values of $`q_e`$ and $`\beta _e`$ specify an ergodicity border on the plane ($`q,\beta `$). Notice that the condition (13) is a more severe restriction imposed on the parameters $`q`$ and $`\beta `$ than the criterion (12).

Our study reveals some distinctive features in behavior of LSD for BRMDD with arbitrary small band. These features are outlined on the plane ($`q,\beta `$) in Fig.4 to depend on the relation between $`v/\mathrm{\Delta }_c`$ and $`\beta `$. As for eigenstate, the perturbative regime for LSD can be associated with the requirement $`v/\mathrm{\Delta }_c1/3`$. In contrast to eigenstate, the localization properties of LSD is essentially defined by the magnitude of $`q`$. In the limit $`q1/3`$ (that is, $`v/\mathrm{\Delta }_c\sqrt{\beta }/3`$) the ergodic localization length is a linear function of $`q`$ and $`\xi _e2v/\mathrm{\Delta }_c\sqrt{\beta }`$. Due to weak state-state interaction the LSD is a delta-like function confined in an eigenstate: $`\xi _e\xi _{IPR}1`$. At higher values of $`q`$ ($`13q1/\sqrt{\beta }`$ or $`\sqrt{\beta }3v/\mathrm{\Delta }_c1`$) the quantity $`\xi _e`$ satisfies the Fermi golden rule: $`\xi _e2\pi v^2/\mathrm{\Delta }_c^2\beta `$. Despite the wide spreading of basis states over the eigenenergy scale, the actual number of eigenstates associated with an individual basis state for this parameter region remains small: $`\xi _e\xi _{IPR}1`$.

The criterion (12) specifies a transition from the perturbative to localized regime both for eigenstate and for LSD. Depending on the ergodicity properties of localized LSD, one can distinguish two important parameter ranges. An area, located between the borders (12) and (13) on the plane ($`q,\beta `$), corresponds to the parameter region $`13v/\mathrm{\Delta }_c\mathrm{ln}(\xi _e)`$ where $`\xi _e2\pi v^2/\mathrm{\Delta }_c^2\beta >>\xi _{IPR}\mathrm{exp}(Cv/\mathrm{\Delta }_c)>>1`$. For this region the neighboring eigenstates are weakly coupled by interaction since the density $`\xi _{IPR}/\mathrm{\Gamma }`$ of eigenstates, those involve the probing state, is negligible in comparison to the total state density $`\rho _E=\xi _e/\mathrm{\Gamma }`$. It means that the level spacing statistics $`P(S)`$ should exhibit the Poisson-like distribution as it shown in Fig.5. We identify this region with a non-ergodic localized regime for LSD. The regime of ergodic localization for LSD at $`v/\mathrm{\Delta }_c\mathrm{ln}(\xi _e)/3`$ is represented by a domain above the ergodicity border (13) where $`\xi _e2\pi v^2/\mathrm{\Delta }_c^2\beta \xi _{IPR}>>1`$. For this domain the level spacing statistics is close to the Wigner-Dyson distribution (see Fig.5) to be associated usually with quantum chaos. In a sense the condition (13) can be considered as a quantum chaos criterion.

## VI Conclusion

We have analyzed the properties of LSD for a generic conservative system of coupled states, the Hamiltonian of which is represented in terms of a BRMDD. As for eigenstate, the transition from the perturbative to localized regime for LSD can be associated with the same requirement to be imposed on the strength of state-state interaction. Nevertheless, our study has revealed some distinctive features in the properties of LSD. We have determined localization and ergodicity borders for LSD obtained from BRMDD with arbitrary small band. For the matrices with large band ($`\beta 1`$) the borders coincide with each other and are in good agreement with the quantum chaos border for some generic many-body systems. For the matrices with small band ($`\beta 1`$) the criterion of LSD ergodicity is a more severe requirement imposed on the band size and the interaction strength than the localization criterion. In the parameter range between the borders the IPR is found to increase exponentially with the ratio $`v/\mathrm{\Delta }_c`$, which specifies the strength of state-state interaction. We suppose that such an effect can be observed for any isolated system of coupled states with strong imperfection in non-perturbed energies.

Author thanks D. Shepelyansky and V. Churakov for useful discussions and remarks.


text:
# Nonlinearity effects in the kicked oscillator

## Abstract

The quantum kicked oscillator is known to display a remarkable richness of dynamical behaviour, from ballistic spreading to dynamical localization. Here we investigate the effects of a Gross Pitaevskii nonlinearity on quantum motion, and provide evidence that the qualitative features depend strongly on the parameters of the system.

PACS numbers:05.45.-a

The dynamical behavior of quantized area-preserving maps has proved to be one the most relevant field in the discipline of quantum chaos (see ): in particular the discovery of quantum dynamical localization, namely the quantal suppression of classical deterministic diffusion, has provoked a vast amount of theoretical and experimental work. The paradigmatic example in this field is the quantum kicked rotator (see ), obtained upon quantization of the classical standard map. From a classical point of view the system is of KAM nature: for small values of the stochasticity parameter global transport is inhibited by invariant curves: once the last invariant torus is destroyed, transport properties abruptly change, and, in typical situations of strong chaos, there is a diffusive spreading in momentum, which characterizes also the quantum motion for times shorter than the break-time $`t_b`$, where quantum localization regime sets in and the momentum spreading is suppressed. We remark that this picture is valid for generic values of the effective Planck’s constant: quantum resonant motion, characterized by ballistic spreading, appears when $`\mathrm{}`$ assumes rational values.

Another example of a quantum system originating from a two dimensional area preserving map is the kicked harmonic oscillator (see  and references therein): the classical hamiltonian is

$$(p,x,t)=\frac{1}{2m_0}p^2+\frac{m_0}{2}\omega _0^2x^2+\epsilon \mathrm{cos}(k_0x)\delta _{T_0}(t)$$
(1)
where the time dependence is through the periodic delta function

$`\delta _{T_0}(t)={\displaystyle \underset{m=\mathrm{}}{\overset{\mathrm{}}{}}}\delta (tT_0m)`$

By rescaling variables $`\stackrel{~}{x}=k_0x`$ and $`\stackrel{~}{t}=\omega _0t`$ we realize that dynamics is only dependent on the parameters

$$𝒦=\frac{\epsilon k_0^2}{m_0\omega _0}T=T_0\omega _0$$
(2)
In particular the resonant case ($`T=2\pi p/q`$) is characterized by the presence of a stochastic web (for arbitrarily small values of $`𝒦`$) supporting unbounded transport, while in the non-resonant case a threshold $`𝒦(E_0)`$ exists below which unbounded transport is not sustained.

The kicked harmonic oscillator has been proposed as a model of different physical phenomena: from electronic transport in semiconductor superlattices, to ion traps. In the latter case the harmonic potential is representative of the ion trap, while the kicking term arises from a time periodic standing wave laser field. Obviously such examples require a proper quantum mechanical treatment of the Hamiltonian (1), the corresponding Schroedinger equation being (once expressed in dimensionless variables $`\stackrel{~}{t}=\omega _0t`$ and $`\stackrel{~}{x}=\sqrt{m_0\omega _0/\mathrm{}}x`$)

$$i\frac{}{\stackrel{~}{t}}\psi =\left(\frac{1}{2}\frac{^2}{\stackrel{~}{x}^2}+\frac{1}{2}\stackrel{~}{x}^2+\sigma \mathrm{cos}(\xi \stackrel{~}{x})\delta _T(\stackrel{~}{t})\right)\psi $$
(3)
so that quantum dynamics depends upon three parameters

$$\sigma =\frac{\epsilon }{\mathrm{}}\xi =k_0\sqrt{\frac{\mathrm{}}{m_0\omega _0}}T=T_0\omega _0$$
(4)
Once again the behavior is quite sensitive to number theoretic properties of $`T`$: in particular the crystal cases $`T=2\pi /q`$ with $`q\{1,2,3,4,6\}`$ admit a one-parameter group of commuting generalized translations commuting with the hamiltonian (exceptional parameter values may also lead to two-parameter groups): the corresponding dynamical behavior is diffusive (or ballistic in the exceptional cases). We remark that the $`q=4`$ case corresponds to the (symmetric) kicked Harper model. Outside resonant parameter values there are indication of a localization-delocalization transition for resonant-non crystal cases, while the simulations reported in  for non-resonant cases suggest dynamical localization (however we observed a delocalization transition in the irrational case too).

Recently it has been suggested how the widespread interest and experimental activity in Bose-Einstein condensation makes it natural to study the effect on Gross-Pitaevskii nonlinearities on the kicked oscillator (thus turning it into a model of a trapped condensate under a laser field in the spirit of ). The Gross-Pitaevskii nonlinear correction to the Schroedinger equation is of the form $`u|\psi |^2\psi `$, where the coefficient $`u`$ is of the same sign of the scattering length (we will mainly deal with a positive $`u`$ in what follows): using the same rescaling in dimensionless variables mentioned in the quantum case the equation reads

$$i\frac{}{\stackrel{~}{t}}\psi =\left(\frac{1}{2}\frac{}{\stackrel{~}{x}^2}+\frac{1}{2}\stackrel{~}{x}^2+\sigma \mathrm{cos}(\xi \stackrel{~}{x})\delta _T(\stackrel{~}{t})+v|\psi |^2\right)\psi $$
(5)
where now

$$v=\frac{u}{\mathrm{}}\sqrt{\frac{m_0}{\mathrm{}\omega _0}}$$
(6)
Even if the cubic nonlinearity acts like an effective repulsive potential, the main observation in , as regards the dynamical effect of the Gross-Pitaevskii nonlinearity in a crystal $`q=6`$ case, has been its tendency to oppose quantum spreading: it was suggested that this is due to a breakup of quantum symmetries for nonzero nonlinearity. Before presenting the results of our simulations we have to mention that nonlinearity effects have also been considered a few years ago for the kicked rotator (for a cubic nonlinearity of opposite sign). Here the scenario is quite different: when the nonlinearity is absent the system exhibits quantum dynamical localization: a sufficiently strong nonlinearity may then induce chaotic transitions between localized modes, leading to (subdiffusive) delocalization.

To investigate the effect of the nonlinearity, we studied the equation (5) in two different regimes: a crystal ($`q=4`$) case, and an irrational case ($`T=\pi /(\sqrt{5}+1)`$). The evolution of the the kicked oscillator is conveniently studied by using a discretized propagator:

$$\psi (x^{},t^{})=𝑑x𝒢(x^{},x;t)\psi (x,0)$$
(7)
where

$$𝒢(x^{},x;t)=C\mathrm{exp}\left\{\frac{im_0\omega _0}{2\mathrm{}\mathrm{sin}(\omega _0t)}\left((x^2+x^2)\mathrm{cos}(\omega _0t)2xx^{}\right)\right\}$$
(8)
and once the discretized positions $`x_i=(iN/2)\mathrm{\Delta }_x`$ are introduced we have that the propagator $`𝒢`$ is unitary if we put

$$\mathrm{\Delta }_x=\left(\frac{2\pi \mathrm{}\mathrm{sin}(\omega _0t)}{m_0\omega _0N}\right)^{1/2}$$
(9)
In the coordinate representation the action of kicks is multiplicative on the wave function.

Simulation of quantum evolution is considerably more complicated once we introduce a nonzero nonlinearity: to propagate the wave function between kicks we separate the time independent part of the hamiltonian into the oscillator and the nonlinear part, and use the lowest order split method (this typically requires using ten time steps between consecutive kicks in order to get stable results). As initial state we consider the ground state of the GP equation (without kicks) shifted in in the chaotic region nearest to the origin. The ground states for different values of the nonlinearity parameter are obtained by evolving an eigenstate of the quantum harmonic oscillator under the imaginary time Gross-Pitaevskii equation.

The first case we take into account is a crystal $`q=4`$ example. In fig. ($`1`$) we show the classical phase picture, exhibiting unbounded transport along the stochastic web. We put $`T=\pi /2`$ (and $`\omega _0`$ fixed in such a way that generalized translations form a one parameter group of symmetries), $`ϵ=0.7`$ (all others linear quantum parameters are fixed by taking $`\mathrm{}=1`$ and $`\xi =\sqrt{2}`$: we will adopt this choice for other examples too).

This case is characterized by a one-parameter group of simmetries (generalized phase space translations) and thus the quantum case is expected to exhibit a diffusive momentum spreading (the evolution corresponds of the upper line in fig. ($`2`$)): the effect of nonlinearity is considering by taking $`u=0.5,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}2.5}`$ and $`5`$: the corresponding curves are shown in fig. ($`2`$). Such simulations are performed by using a $`N=2^{14}`$ discretization of the position variable (which has been checked to provide a reliable choice up to the considered evolution time, by comparing the results with a simulation with twice the number of points). To smooth out oscillations in the evolving patterns we plot the integrated second moment

$$P^2(t)=\frac{1}{t}\underset{k=0}{\overset{t1}{}}(p_kp_0)^2$$
(10)
The qualitative features confirm the observation in , namely that the most striking effect of the nonlinearity is to oppose quantum delocalization. This has been claimed to be due to symmetry breaking effects of the nonlinearity, inhibiting transport along delocalized Floquet states. We remark that also at a classical level related features have been observed: if noise is added to the kicked Harper map, transport along the stochastic web is slowed down.

In principle a positive nonlinearity acts like a repulsive potential, but here the symmetry breaking effect is not related to the sign of the effective potential, as we see from fig.($`3`$), where it is shown how the sign of the nonlinearity has a tiny effect on momentum spreading.

If such a view is correct, the effect must equally appear in the resonant crystal case, where a group of two-parameter symmetries leads to ballistic transport: such an effect is indeed evident even for short times, see fig. ($`4`$): after a characteristic time scale, which shrinks as nonlinearity increases, the deviation from the kicked oscillator case is more and more marked as $`u`$ increases.

A priori the situation is different when we consider the oscillator outside the crystal regime: to this end we analyzed the case in which $`ϵ=1.4`$ and $`T=\pi /(\sqrt{5}+1)`$. In this case the kicked oscillator displays dynamical localization: the striking observation is that here the nonlinearity acts in an opposite way, enhancing the quantum delocalization, see fig. ($`5`$). So, when symmetries are not present in the quantum case, nonlinearity seems to play a completely different role. This is at least in qualitative agreement to what happens to the kicked rotator evolving under a nonlinear Schroedinger equation, or even when noise is superimposed to the quantum evolution. We have checked that the same happens even for higher values of $`ϵ`$, when the oscillator undergoes a delocalization transition.

In conclusion, we have analyzed how nonlinearity influences a complex, and physically relevant quantum system, the kicked harmonic oscillator. We provide evidences that, at least at moderate times, it opposes quantum diffusion when transport is linked to symmetry properties of the linear hamiltonian, while it may lead to diffusion enhancement when no symmetry breaking occurs.

This work was partially supported by the PRIN-2000 project Chaos and Localization in classical and quantum systems, and the EU contract QTRANS network (Quantum Transport on an Atomic Scale). We thank E. Arimondo and J.H. Müller for pointing ref.  to our attention.


text:
# New distant companions to known nearby stars: I. GJ 4047B, GJ 718B, GJ 747.2C, GJ 4100B, and GJ 4153B.Based on data mining of the Digitized Sky Survey, developed and operated by the Catalogs and Surveys Branch of the Space Telescope Science Institute, Baltimore, USA.

## 1 Introduction

The current census of stars in the solar neighborhood is believed to be significantly incomplete, even within only 10pc of the sun (Henry et al. 1997, Delfosse et al. 2000). The ongoing search for nearby stars is a challenge because the vast majority of stellar objects in the Galaxy consist of intrinsically faint M dwarf stars, whose absolute visual magnitudes are in the $`10<M_V<20`$ range. Not only are there several stellar systems waiting to be discovered, but it is very likely that a significant number of known nearby systems are yet to be recognized as multiple stars. A census of the stars in the immediate vicinity ($`d<5`$pc) of the sun reveals that more than half of the stellar bodies are members of double and triple stellar systems (van de Kamp 1971). On the other hand, the Third Catalog of Nearby Stars by Gliese & Jahreiss 1991 (hereafter GJ), lists only 1031 bodies in multiple systems out of a total of 3803 stars.

Multiplicity among nearby M dwarf stars has been discussed and estimated by Fischer & Marcy (1992). Methods for the identification of companions depend on the separation (semi-major axis $`a`$) between the components. For stars in the solar neighborhood, very close companions $`a<1`$ AU can generally be identified as spectroscopic binaries. Systems with intermediate separations (1 AU$`<a<`$25 AU) are best found with high-resolution imaging techniques. Nearby wide binaries, on the other hand, are well resolved on the sky, even on old photographic plates, and the challenge is to distinguish them from background stars. The main method to identify the components of nearby wide binaries is through their common proper motion.

While close and intermediate separation binaries require intensive observational efforts, wide binaries can be identified using available all-sky surveys, provided they are sensitive enough to detect the companion as a high proper motion object. A list of wide binaries has been compiled by Poveda et al. 1994 (hereafter PHACL). Expanding on the GJ catalog, they searched for unaccounted common proper motion companions to GJ stars within 22.5pc of the sun by correlating the GJ stars with entries in the catalog of Double Stars with Common Proper Motion (LDS catalog, Luyten 1987) and in the New Luyten Catalogue of stars with proper motions larger than two tenths of an arcsecond (NLTT catalog, Luyten 1980). They found 18 more systems overlooked by GJ. The compilation given in PHACL includes 305 wide binaries, 26 triples, and 3 quadruples, all systems with a semi-major axis $`a>25`$AU, i.e. with an angular separation exceeding 1$`\mathrm{}`$. The fact that PHACL reports 18 companions not listed in GJ strongly suggest that there are many more companions to be found, because both the NLTT and LDS catalogs are themselves significantly incomplete.

Two recent studies have provided a striking demonstration of the effect of incompleteness of high proper motion star catalogs on the current census of wide binary systems. McCarthy, Zuckerman, & Becklin (2001) have discovered one previously unrecognized, faint common proper motion companion to the star G144-016 (GJ 4153). They serendipitously found the faint common proper motion companion (located 1$`\mathrm{}`$ from G144-016) by comparing their finding charts drawn from first and second epoch Digitized Sky Survey (DSS) images. In another survey for substellar companions to nearby stars, Kirkpatrick et al. (2001) report the discovery of three faint companions to known nearby stars based on their IR colors as obtained from the 2MASS survey. One of the secondaries (G216-7 B) was also identified as a previously unrecognized faint proper motion companion, visible on the first and second epoch DSS images. These two studies suggest that a systematic search for proper motion companions on Palomar sky survey plates should reveal several more distant companions to known nearby stars.

We have initiated a systematic, automated search for high proper motion stars using the DSS (Lépine et al. 2002, in preparation). We are particularly interested in the fields at low galactic latitudes, where the NLTT catalog is clearly deficient ($`1`$ star per square degree at $`10^{}<b<+10^{}`$, compared with $`3`$ stars per square degree at $`b>+80^{}`$). We are using the SUPERBLINK software, developed by SL, which works as an automated blink comparator. We have so far discovered several thousand stars that are well within the limits of the NLTT catalog ($`\mu >0.18\mathrm{}`$ yr-1, $`R<19`$) but have been missed by Luyten for a variety of reasons. We suspect that most of the stars have been missed because of the obvious difficulties involved when visually searching for moving objects in very crowded fields with the blink comparator. A computer-based search proves to be much more powerful and efficient.

By comparing the list of new high proper motion stars found by our software with objects listed in the GJ catalog, we have discovered 5 common proper motion companions to GJ objects previously listed as single stars. In this paper, we present spectroscopic observations of those newly identified wide multiples. One of the companions, GJ 4153B, has already been discovered serendipitously by McCarthy, Zuckermann, & Becklin (2001). The other four common proper motion companions are being cited here for the first time. This paper presents spectroscopic follow-up of the five common proper motion pairs, which confirms that they are physically related, low-mass, M dwarf companions to the known GJ stars. We discuss the potential for new discoveries in the conclusion.

## 2 Identification Method

We are conducting a systematic, automated survey for high proper motion stars at low galactic latitudes using the SUPERBLINK software. Using a differential technique, SUPERBLINK automatically searches for and identifies variable and moving objects on sub-images of the first and second Palomar Sky survey retrieved from the DSS. The code identifies stars with proper motions $`\mu 100`$ mas yr-1 and measures their proper motions with an accuracy of $`5`$ mas yr-1. Each candidate high proper motion star is verified visually by blinking $`2\mathrm{}\times 2\mathrm{}`$ sub-images centered on the candidate; bogus detections from e.g. plate artifacts, dust specks, scanning errors, are thus eliminated. As a preliminary study, we have investigated an area of the sky delimited by $`DEC>2.5^{}`$, $`16h<RA<22h`$, and covering the low galactic latitudes region ($`25^{}<b<+25^{}`$). Within these limits, our SUPERBLINK software has identified 18,953 stars with $`\mu >0.10\mathrm{}`$ yr-1, all of which have been confirmed by visually blinking the candidates’ images. We have found a total of 4,287 stars with $`\mu >0.18\mathrm{}`$ yr-1, of which 2,107 are “new” stars not listed in the NLTT catalog but within its limits.

The area under study covers an area $`4500`$ square degrees, and contains a total of 346 stars listed in the GJ catalog. We used the VizieR web interface at the Centre de Données Astronomiques de Strasbourg to correlate all of our stars with $`\mu >0.10\mathrm{}`$ yr-1 with the GJ catalog of nearby stars. We looked for any object in our catalog located within $`1.5\mathrm{}`$ of a known nearby star, and verified whether the object had a proper motion similar in magnitude and orientation as the proper motion of the GJ star. We identified 5 stars meeting this criterion which were not already listed in the GJ catalog. Finder charts for the five pairs are shown in Figures 1-5. In each case we show the POSS-I image to the left (epoch$``$1950) and the POSS-II image to the right (epoch$``$1990).

One of the companions we found is GJ 4153B, first identified by McCarthy, Zuckermann, & Becklin (2001). We verified with the SIMBAD Astronomical Database and confirmed that the other 4 companions had never been cited in the literature before. All 5 stars were selected for follow-up spectroscopic observations, since McCarthy, Zuckermann, & Becklin (2001) did not publish a spectrum for GJ 4153B.

## 3 Spectroscopic Observations

Spectra of the five systems were obtained at the Lick Observatory with the KAST spectrograph mounted on the 3.0-m Shane Telescope, under photometric conditions on the night of July 23-24, 2001 (heliocentric Julian date 2,452,114). Longslit spectra were obtained with the stars centered on a 2.5$`\mathrm{}`$ wide slit. The instrument rotator was used, and set for each object such that the slit was oriented at the parallactic angle in order to avoid slit losses due to atmospheric differential refraction (Filippenko 1982). Four spectroscopic standards were observed during the run (Feige 110, PG 1545+035, PG1708+602, and Wolf 1346, see Massey & Gronwall 1990), and were used for calibration and as templates for the removal of telluric lines. In order to correct for the fringing on the CCD, which is significant on the red channel of the KAST spectrograph redward of 7500 Å, we obtained separate dome flats for each target at the same telescope orientations (azimuth-altitude) as the observations.

Reduction was carried out with IRAF, using the standard procedure for the reduction of longslit spectra (DOSLIT), including calibration and removal of the telluric lines. The resulting spectra are presented for each system in Figures 1-5, with both the primary and the secondary plotted on the same graph on a logarithmic scale to emphasize the difference in the monochromatic fluxes.

Our spectral classification is based on the strength of the TiO5, CaH2, and CaH3 spectral indices as defined and calibrated in Reid et al. (1995) and Gizis (1997). We have also used the CaH1/TiO5, CaH2/TiO5, and CaH3/TiO5 ratios (see Gizis 1997) to determine whether the stars are dwarfs or subdwarfs; the M stars are all clearly dwarfs under this system. The values of the TiO5, CaH1, CaH2, CaH3 indices are listed in Table 2 along with the estimated spectral types. The estimated spectral types are the average spectral types obtained from the Reid et al. (1995) TiO5 index calibration and the Gizis (1997) TiO5, CaH2, and CaH3 indices calibrations; the accuracy is half a spectral type.

## 4 Discussion

### 4.1 GJ 4047AB

GJ 4047 is the bright high proper motion star known as Ross 706. It is the HIPPARCOS star HIPP-89656, a $`V=9.710`$ mag star with a proper motion $`\mu =345.8`$ mas yr-1 and parallax $`px=31.65\pm 1.47`$mas, which places it at a distance d$`32`$pc. The star was classified as K4 by G. P. Kuiper (published posthumously by Bidelman 1985), and listed as K3 in the catalog of Nearby Stars, Preliminary 3rd Version (Gliese & Jahreiss 1991). In 1991, the most accurate parallax measurements placed the star just within the 25pc limit of the Gliese & Jahreiss catalog, although the star is now believed to be outside the $`25`$pc range.

We have found an $`r=16.0`$ star $`40.8\mathrm{}`$ to the southwest of GJ 4047 which has a proper motion extremely similar to GJ 4047 (Figure 1). On the POSS-I plate, the object is blended with a background star. Our Lick spectrum shows the star to be an M5 V dwarf, which is largely consistent with the star being at 32pc. We conclude that the star is a distant companion on a long period orbit, with a current projected separation r$``$1260 AU. We hereby adopt the name GJ 4047A for the primary, and GJ 4047B for the low-mass secondary.

We do measure a small relative proper motion of $`15`$mas yr-1 between the two stars. The mean error on our proper motion measurements is $`5`$ mas yr-1. The measured relative proper motion is thus significant at the $`3\sigma `$ level. Assuming a total system mass $`0.8M_{\mathrm{}}`$, the orbital period will be $`5\times 10^4`$ yr, which translates into a possible relative proper motion $`5`$ mas yr-1 at 32pc for this system. Orbital motion is thus a reasonable explanation for the observed relative proper motion.

### 4.2 GJ 718AB

GJ 718 is the bright variable star V774 Her, a known nearby flare star. It is the HIPPARCOS star HIPP-90959, a V=8.90 star with proper motion $`\mu =505.2`$ mas yr-1, and parallax $`\pi =42.67\pm 1.26`$ mas which places it at a distance d$``$23pc. The star was classified K4 V by Cowley, Hiltner & Witt (1967), and K5 V by Stephenson (1986).

We have found an $`r=14.9`$ star $`51.6\mathrm{}`$ to the northwest which shares the same proper motion as GJ 718 (Figure 2). The star is blended with a background source in the POSS-I image. Our Lick spectrum reveals a spectral type M4.5 V, consistent with the star being a nearby low-mass dwarf. The star must be a companion on a long period orbit, with a current projected separation $``$1190AU. We hereby adopt the name GJ 718A for the primary, and GJ 718B for the low-mass secondary. We do not find any significant relative proper motion between the two stars.

### 4.3 GJ 747.2(AB)C

The star GJ 747.2 is the double star COU 1462, resolved into two components of equal magnitude by Couteau (1977). Speckle interferometry measurements carried out in 1994 show two stars with a separation $`\rho =0.142\mathrm{}`$ (Hartkopf et al. 2000). GJ 747.2 was observed as a single star by HIPPARCOS, and is now listed as a V=9.42 star with parallax $`\pi =34.37\pm 1.30`$ mas (catalog number HIP 94056), which places it at a distance of $`29`$ parsecs. At this distance, the projected separation between the close components is only $`4`$ AU, and the orbital motion should be observed on timescales of years to decades. Observations carried out since the 1960s indeed show significant variations in both separation and position angle (Couteau 1995), which can be attributed to the orbital motion, although the orbit has not been modeled yet. We will refer to the two components as GJ 747.2A and GJ 747.2B, though we refrain from specifically assigning those names to one star or the other at this point. This is meant only to identify the third member of the system as GJ 747.2C.

The star we now name GJ 747.2C is an $`r=13.6`$ star lying $`44.5\mathrm{}`$ to the northeast of GJ 747.2AB, and having virtually the same proper motion as the close pair (Figure 3). Our Lick spectra show the star to be of spectral type M4 Ve, with the Hα line clearly in emission. Assuming a distance of 29pc, the tertiary has a projected separation of r$``$1290 AU. We measure a relative proper motion between AB and C of $`10`$ mas yr-1, which is only significant at the $`2\sigma `$ level but could be related to the orbital motion of the tertiary. This system is listed as two point sources in the 2MASS Point Source Catalogue, 2MASS 2000 Second Incremental Release. Components A and B have a combined infrared magnitude $`K_s`$=6.32, while component C has $`K_s`$=9.59.

### 4.4 GJ 4100AB

This low galactic latitude (b=-3.57) star was found in the Lowell proper motion survey (Giclas, Slaughter & Burnahm 1959). While it has no measured trigonometric parallax, its color and spectral type makes it a good candidate solar neighborhood star; it was included in the Preliminary Version of the third catalogue of nearby stars (Gliese & Jahreiss 1991). Its estimated distance is 15pc$`d`$45pc. This V$``$12th magnitude star was not in the HIPPARCOS input catalog.

In the very crowded field around GJ 4100, we have found an $`r=16.6`$th magnitude star $`13.4\mathrm{}`$ to the northwest of GJ 4100 (Figure 4). The star is moving in the same direction and at the same proper motion rate as GJ 4100. Our Lick spectrum shows the star to be a low-mass M dwarf of spectral type M4.5 V. We conclude that the star is a companion to GJ 4100; we therefore rename GJ 4100 as GJ 4100A, and adopt the name GJ 4100B to the low-mass companion.

We find a relative proper motion between GJ4100A and GJ4100B of $`11`$ mas yr-1, significant only at the $`2\sigma `$ level. At $`45`$pc, the outer limit of the Gliese & Jahreiss (1991) estimated distance range, the projected separation between the components would be r$`600`$AU, giving an orbital period $`1.5\times 10^4`$ years. At 45pc, the expected orbital motion would be on the order of 5 mas yr-1, which would be consistent with the marginal relative proper motion we measure.

The spectrum of GJ4100 B, when compared to the other M4.5 V star GJ718B (see figure 1), shows what appears to be a weak excess emission at the wavelength of the Hα line. A division between the two spectra does indeed show an excess in Hα at $`5\sigma `$ of the instrumental noise. Hence, GJ4100B is apparently an emission line star, although the Hα emission is very weak and would certainly have been missed on a noisier spectrum. We assign this star a spectral type M4.5 Ve.

### 4.5 GJ 4153AB

This is the high proper motion star Wolf 1351, a known flare star. No trigonometric parallax measurement exists for this star, but Gliese & Jahreiss (1991) give an estimated parallax px=43.0$`\pm `$7.0 mas, based on the color and spectral type. The star is thus estimated to be in the distance range 20pc$`d28`$pc.

The $`r=14.7`$ proper motion companion $`50.5\mathrm{}`$ to the southeast (Figure 5) was serendipitously discovered by McCarthy, Zuckermann, & Becklin (2001), in a search for close companions to nearby stars. Based on optical and infrared colors, they suggested a spectral type M2.5 V. Our Lick spectrum shows the star to be M3.5 V. We assign the name GJ 4153A to the primary, and GJ 4153B to its distant companion. Both stars have counterparts in the 2MASS Point Source Catalogue, 2MASS 2000 Second Incremental Release, with infra-red magnitudes $`K_s`$=7.36 and 10.60, respectively; McCarthy, Zuckerman, & Becklin (2001) have measured similar values of $`K`$=7.39 and 10.60.

## 5 Conclusions

We have confirmed the suspicion of McCarthy, Zuckerman, & Becklin (2001) that a significant number of known nearby stars have unrecognized distant companions that are recorded in the Digitized Sky Survey. We believe that this is largely due to the incompleteness of published proper motion surveys, which is especially bad in the crowded fields of the Milky Way. Our automated search for high proper motion stars at low galactic latitudes ($`25^{}<b<+25^{}`$) in the region $`16h<`$RA$`<22h`$ DEC$`>2.5^{}`$, has turned up over 2000 new high proper motion stars, of which 4 were found to be unrecognized common proper motion companions of known nearby stars (we also recovered the companion found by McCarthy, Zuckerman, & Becklin 2001).

Our survey area contained only 346 of the stars listed in the Preliminary Version of the Third Catalogue of Nearby Stars (Gliese & Jahreiss 1991), which lists a total of 3803 stars. A simple extrapolation suggests that there exist $``$50 more unrecognized common proper motion companions to GJ stars. However, our survey covers mainly crowded, low galactic latitude fields where we do expect to find a larger number of unidentified (especially faint) proper motion companions. It is likely that fewer common proper motion companions to GJ star remain to be found at higher galactic latitudes. Nevertheless, our survey has so far covered only 25% of the low galactic latitude fields; it is thus reasonable to expect that at least $`15`$ more unrecognized proper motion companions will be found.

On the other hand, there are known wide binaries with angular separations larger than the 1.5$`\mathrm{}`$ limit used in the present study. Out of the 224 multiple systems with separation $`\rho >10\mathrm{}`$ listed in Poveda et al. (1994), 52 have a separation $`\rho >1.5\mathrm{}`$. Given that common proper motion doubles are easier to identify when they are relatively close to each other, we strongly suspect that there are still more unidentified wide binaries with $`\rho >1.5\mathrm{}`$. We therefore plan to extend our search for wide binaries to potential proper motion doubles with larger angular separations.

This research program is supported by NSF grant AST-0087313 at the American Museum of Natural History. This research has made use of the SIMBAD astronomical database and VizieR catalogue access tool, operated by the Centre de Données Astronomiques de Strasbourg (http://cdsweb.u-strasbg.fr/), and of the NStars database, operated by the Nearby Stars Database Project at NASA-Ames research center (http://nstars.arc.nasa.gov/). We are extremely grateful to Brian McLean, director of the Catalogs and Surveys Branch at the Space Telescope Science Institute, and his team, for their support in gaining access to the Digitized Sky Survey database.