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# GRB 011121: A Massive Star Progenitor

## 1 Introduction

On 2001 November 21 at 18:47:21 UT, GRB 011121 was detected and localized by the Italian-Dutch satellite BeppoSAX (Piro, 2001). The localization was further improved by the InterPlanetary Network (Hurley et al., 2001) and an optical transient was identified by the OGLE group (Wyrzykowski, Stanek & Garnavich, 2001). Spectroscopy of the transient revealed emission lines interpreted as arising from the host galaxy at a redshift of $`z=0.36`$ (Infante et al., 2001).

Low redshift GRBs are particularly valuable in uncovering the origin of GRBs. If GRBs result from the death of massive stars then it is reasonable to expect an underlying supernova (SN). Bloom et al. (1999) attributed a late-time red excess seen in the afterglow emission of GRB 980326 to an underlying SN. This result triggered searches for similar excesses with no clear success save GRB 970228 (Reichart, 1999; Galama et al., 2000). The low redshift is critical to such searches since the SN contribution is expected to exhibit strong absorption below 4000 Å (see Bloom et al. 1999).

Given this motivation, we triggered a sequence of multi-color and multi-epoch Wide Field and Planetary Camera 2 (WFPC-2) observations with the Hubble Space Telescope (HST). Garnavich et al. (2002) noted that the $`R`$-band flux of the first epoch of the HST observations was significantly in excess of the extrapolation of the power law decay of the early ground-based optical afterglow and attributed this to an underlying SN component. In Paper I (Bloom et al. 2002) we presented four-epoch multi-color HST light curves and show the data are explained by an underlying SN similar to SN 1998bw (Galama et al., 1998) except fainter by about 2/3 magnitude. At this point, there appears to be compelling evidence for GRB 011121 to be associated with a SN which exploded at about the same time as the gamma-ray event (Bloom et al., 2002).

This GRB-SN link is an essential expectation in the collapsar model (Woosley, 1993) in which GRBs result from the death of certain massive stars. Another essential consequence of any massive star origin for GRBs, as noted by Chevalier & Li (1999), is a circumburst medium fed by the inevitable and copious mass loss suffered by massive stars throughout their lives. Afterglow observations are excellently suited to determining not only the geometry of the explosion but also the distribution of circumburst matter. Unfortunately, until now there has been no clear evidence for a wind-fed circumburst medium (density, $`\rho r^s`$ with $`s2`$; here $`r`$ is the distance from the explosion site) in the afterglow of any cosmologically located GRB.

Here we report near-infrared (NIR) and radio observations of the afterglow of GRB 011121. We undertake afterglow modeling of this important event and to our delight have found a good case for a wind-fed circumburst medium. Thus, the totality of the data — the HST optical lightcurves and multi-wavelength (radio, NIR, and optical) data — now support a massive star origin for this GRB.

## 2 Observations

Gamma-Rays: GRB 011121 was observed by numerous spacecraft in the InterPlanetary Network: Ulysses, BeppoSAX (GRBM), HETE-2 (FREGATE), Mars Odyssey (HEND) and Konus-Wind. The $`T_{90}`$ duration, as determined from the Ulysses data, was 28 s, placing this event in the class of ”long bursts” (Figure 1). The peak flux in the 25–100 keV range, over 0.25 s, was $`2.4\times 10^6`$ erg cm-2 s-1, and the fluence was $`2.4\times 10^5`$ erg cm2.

Near-Infrared: We observed the afterglow in the near-infrared with the newly-commissioned IRIS2 on the Anglo-Australian Telescope (AAT), WFIRC on the du Pont 2.5-m telescope and the IRCam on the Walter Baade 6.5-m telescope in $`J`$ and $`K_s`$ filters. The images were dark-subtracted, flat-fielded, sky-subtracted and combined using DIMSUM (Eisenhardt et al., 1999) in IRAF. PSF-fitting photometry of the afterglow using DAOPHOT (Stetson, 1987) was performed relative to point sources in the field. Our multiple calibrations are consistent with each other and we estimate the systematic error to be less than 0.05 mag (see Table. 1).

Radio: We initiated observations of GRB 011121 with the Australia Telescope Compact Array (ATCA) starting on 2001 November 22.58 UT (see Table 2). The data were reduced and imaged using the Multichannel Image Reconstruction, Image Analysis and Display (MIRIAD) software package.

## 3 Modeling the Afterglow

### 3.1 Dust Extinction

In Figure 2 we display the optical/NIR spectrum of GRB 011121. The apparent curvature in the spectrum indicates a large magnitude of dust extinction. In view of this, estimating the dust extinction accurately is critical not only for the afterglow modeling but also as an important input parameter for the supernova modeling of the HST lightcurves (Bloom et al., 2002).

From the IR dust maps (Schlegel, Finkbeiner & Davis, 1998) we estimate $`A_V1.6`$ mag. However, the IR maps have low angular resolution. Indeed, it appears that the line-of-sight to the afterglow passes through the edge of a dust cloud $`45`$ arcmin in extent. Fortunately, the availability of both the optical and NIR afterglow data allow us to directly estimate the extinction along this line of sight directly.

We make the reasonable assumption that the optical/NIR afterglow follows the standard power-law model, $`F_\nu t^\alpha \nu ^\beta `$, and we apply the parametric extinction curves of Cardelli, Clayton & Mathis (1989) and Fitzpatrick & Massa (1988) along with the interpolation suggested by Reichart (2001). Thanks to the abundance of our NIR data, which suffers little extinction, we can break the degeneracy between $`\beta `$ and the magnitude of the extinction, $`A_\mathrm{V}`$.

In addition to our own measurements we have included those reported in the literature (and noted in Figure 2). Since late-time measurements are increasingly dominated by an uncertain mix of the afterglow, the host galaxy and the nearby star B (Bloom et al., 2002) we restrict the analysis to data obtained over the first two days.

Our best fit has an unacceptable $`\chi ^2`$ = 66 for 48 degrees of freedom, but this is mainly dominated by outliers, particularly in the data from the AAT where the seeing blended star B with the afterglow in some observations. Inserting an additional 3% error decreases the $`\chi ^2`$ to match the number of degrees of freedom. The additional error term, while ad hoc, is reasonable given the variety of telescopes and reduction techniques in our data set.

Our measured extinction is $`A_V=1.16\pm 0.25`$ mag, distinctly lower than that deduced from the dust maps. The type of extinction curve (e.g., Milky Way, LMC, SMC etc.) is unconstrained by these observations. We have not solved for extinction within the host galaxy, but the off-center location of the GRB (Bloom et al., 2002) makes it likely that the contribution from extinction within the host galaxy is small. Finally, we measure $`\alpha =1.66\pm 0.06`$ and $`\beta =0.76\pm 0.15`$, without assuming any specific afterglow model.

### 3.2 Afterlow Models

Armed with $`\alpha `$ and $`\beta `$ we now consider three afterglow models: (i) isotropic expansion into a homogeneous medium (Sari, Piran & Narayan, 1998), (ii) isotropic expansion into a wind-stratified medium (Chevalier & Li, 1999), and (iii) collimated expansion into a homogeneous or wind-stratified medium (Sari, Piran & Halpern, 1999). The models can be distinguished by a closure relation, $`\alpha +b\beta +c=0`$. These closure relations are due to the dependence of both $`\alpha `$ and $`\beta `$ on the electron energy distribution index, $`p`$, and the values of $`b`$ and $`c`$ depend on the location of the cooling frequency, $`\nu _c`$, relative to the optical/NIR frequency, $`\nu _O`$, at the epoch of the observations.

As can be seen from Table 3, models with isotropic expansion into an homogeneous medium (or, equivalently, a jet which becomes apparent on a timescale longer than the epochs of the optical/NIR data used here, $`t_j>2`$ d) are ruled out by the closure relations at more than $`2\sigma `$ significance. Two models produce closure consistent with zero: (A) A wind model with $`\nu _c>\nu _O`$ (effective epoch day 1), and $`p=2.55\pm 0.08`$; and (B) A fully developed jet at the time of the first optical observation, $`t_j<0.5`$ d, with $`\nu _c<\nu _O`$ and $`p=1.66\pm 0.06`$.

The radio measurements, however, do not show any sign of a decay until at least $`7`$ days after the burst (Figure 3). The rising centimeter-band flux prior to this time indicates that the jet break is not at early times, and hence model B, the jet model, is ruled out. This then leaves us with model A, the wind model.

### 3.3 A Wind Model

The multi-wavelength data, radio through optical, can only be analyzed by considering the evolution of the broad-band synchrotron spectrum. In addition to $`\nu _c`$, $`p`$ and $`A_V`$ we need to consider the self-absorption frequency, $`\nu _a`$, and the peak frequency, $`\nu _m`$, as well as the peak flux, $`F_{\nu ,m}`$. These parameters are estimated from the data and can be inverted to yield physical quantities, i.e. the energy of the fireball, the density of the ambient medium, and the fractions of energy in the electrons, $`ϵ_e`$, and magnetic field, $`ϵ_B`$. An example of this approach can be found in Berger et al. (2001). The density in the wind model is parameterized by $`A_{}`$, which is defined through $`A=\dot{M}/4\pi v_w=5\times 10^{11}A_{}`$ g/cm (see Chevalier & Li 1999) where $`v_w`$ is the wind speed and $`\dot{M}`$ is the mass loss rate. The normalization of $`A_{}=1`$ applies for a typical Wolf-Rayet wind speed of $`10^3`$ km/sec and $`\dot{M}=10^5`$ M/yr.

Given the sparse data we prefer to undertake the model fitting in an evolutionary approach rather than performing a blind $`\chi ^2`$ minimization search. For example, we fix the value of $`p`$ and $`A_V`$ to that determined earlier since the radio data has little bearing on these parameters. Next, we know that $`\nu _c>\nu _O`$, but there are no data in the X-ray band to actually constrain the value of $`\nu _c`$. We therefore use $`\nu _c10^{15}`$ Hz since this is effectively the lowest value the cooling frequency can have in this model. We will, at a later point, revisit this issue and examine the consequences of increasing $`\nu _c`$.

The remaining free parameters111Unless otherwise stated, all time-dependent parameters are evaluated at epoch 1 day e.g. $`\nu _m\nu _m(t=1\mathrm{d})`$., $`\nu _a`$, $`\nu _m`$, and $`F_{\nu ,m}`$ are relatively easy to constrain for the following reasons. The value of $`F_{\nu ,m}`$ determines the overall scaling in both the optical/NIR and radio bands, and is therefore constrained by two sets of data. The value of $`\nu _m`$ is constrained by the turnover in the radio lightcurves (at $`t7`$ days; see Figure 3), as well as the flux density of the optical/NIR lightcurves, since for a given value of $`F_{\nu ,m}`$, the flux density in the optical/NIR band is determined by $`\nu _m`$.

Finally, $`\nu _a`$ is constrained by the spectral slope between the two centimeter bands. The comparable flux between 4.8 and 8.7 GHz suggests that $`\nu _a<4.8GHz`$. An independent constraint on $`\nu _a`$ is also provided by the equation due to Sari & Esin (2001):

$$C=0.06(1+z)^4t_{\mathrm{day}}^4d_{\mathrm{L},28}^2\eta \left(\frac{\nu _a}{\mathrm{GHz}}\right)^{10/3}\left(\frac{\nu _m}{10^{13}\mathrm{Hz}}\right)^{13/6}\left(\frac{\nu _c}{10^{14}\mathrm{Hz}}\right)^{3/2}\left(\frac{F_{\nu ,m}}{\mathrm{mJy}}\right)^10.25.$$
(1)
where $`\eta =\mathrm{min}[(\nu _c/\nu _m)^{(p2)/2},1]`$ is the fraction of the electron energy radiated away.

We find $`F_{\nu ,m}3`$ mJy, $`\nu _c10^{15}`$ Hz, $`\nu _m2\times 10^{12}`$ Hz, $`\nu _a1.4`$ GHz and $`\eta =0.2`$ provide an adequate description of the afterglow data. From these parameters we obtain $`A_{}0.01`$ and that inverse Compton cooling is marginally important. Higher values of $`A_{}`$ are possible in the inverse Compton-dominated regime and if $`C<<1`$, implying that $`\nu _a`$ is well below the centimeter bands. With these observations, we are unable to constrain such a model.

## 4 Discussion & Conclusions

GRB 011121, a relatively nearby burst ($`z=0.36`$), has shot to fame given what appears to be firm identification of an underlying supernova component (Bloom et al., 2002). Here we presented early time NIR and comprehensive dual-frequency cm-wave observations of the afterglow. Thanks to the NIR data, we have been able to accurately measure the considerable Galactic extinction towards the burst, $`A_V=1.16\pm 0.25`$ mag, significantly smaller than that derived from extrapolations of the IR maps (Schlegel, Finkbeiner & Davis, 1998). Our value of $`A_V`$ is an important physical parameter in the modeling of the underlying SN component (Bloom et al., 2002).

If indeed long duration gamma-ray events such as GRB 011121 are linked to SNe then the progenitors of GRBs are massive stars. Such stars possess strong winds and one expects to see a signature of the wind-fed circumburst medium (Chevalier & Li, 1999). The optical/NIR data alone rule out an isotropic explosion in a constant circumburst medium model. The radio data firmly rule out a model in which a jet is fully-developed at $`t<0.5`$ d, but allow for a wind-fed circumburst medium. We estimate the mass loss rate, $`\dot{M}<10^7v_{w3}^1M_{}\mathrm{yr}^1`$ where $`v_{w3}`$ is the wind speed in units of $`10^3`$km s-1. In the collapsar model (MacFadyen, Woosley & Heger, 2001), one expects the progenitors of GRBs to be massive stars which have lost their hydrogen envelopes, i.e. Wolf-Rayet stars. For such stars, $`v_w10^3`$km s-1.

Interestingly enough, this mass loss rate is similar to that inferred for the progenitor of the Type Ic SN 1998bw, $`2.5\times 10^7`$M yr-1 (Li & Chevalier, 1999), based on the analysis of the radio light curves (Kulkarni et al., 1998). This unusual SN is thought to be associated with GRB 980425 based on spatial and temporal coincidence (Galama et al., 1998), as well as its relativistic outflows (Kulkarni et al., 1998). However, this GRB, if associated with SN 1998bw (as we believe), releases at least three orders of magnitude less energy in gamma-rays compared to cosmological bursts (Galama et al., 1998) such as GRB 011121. So the relation of GRB 980425 to cosmologically located GRBs is unclear. Nonetheless, we make the following curious observation: the $`\gamma `$-ray profile (Figure 1) is of similar duration and smoothness (with a few spikes superposed) as that of GRB 980425.

The current data clearly rule out a jet break on the timescale of the optical data, $`t_j>2`$ d, and the radio data require $`t_j>7`$ d. In the formulation of Frail et al. (2001) the opening angle of the jet must be wider than $`\theta _j>10`$ degrees and hence the true energy release is larger than $`5\times 10^{50}`$ erg. This lower limit is consistent with the the clustering of energies around $`5\times 10^{50}`$ erg found by Frail et al. (2001).

Further improvements to the modeling is possible by including the BeppoSAX measurement of the X-ray afterglow (Piro et al., 2001); the X-ray flux will pin down $`\nu _c`$ quite well. We also note that the radio fluxes given in Table 2 suffer from strong variability (due to interstellar scintillation). Here we have used the mean fluxes, and in a later paper we intend to report detailed analysis of the scintillation and include the variability as a part of our afterglow modeling, in particular as a way to constrain the size of the afterglow region (c.f. Frail et al. 1997).

Thus, at least for one long duration burst the SN-GRB connection and a massive progenitor origin appears to to have been established. However, the true story may be more complex. The absence of SN components in other GRBs can be explained by appealing to the well known wide diversity in luminosity of Type Ib/c SNe. However, some of the intensively observed afterglows are best modeled by expansion into a homogeneous medium. There could well be two different classes of progenitors within the class of long-duration GRBs (Chevalier & Li, 2000).

PAP gratefully acknowledges an Alex Rodgers Travelling Scholarship. GRB research at Caltech (SRK, SGD, FAH, RS) is supported by grants from NSF and NASA. JSB is a Fannie and Hertz Foundation Fellow. RS holds a holds a Senior Fairchild Fellowship. KH is grateful for Ulysses support under JPL Contract 958056, and for IPN support under NASA Grants FDNAG 5-11451 and NAG 5-10710. We thank R. Chevalier for useful discussion. Finally, we thank the staff of Las Campanas Observatory and the ATNF for their assistance, and applaud the heroic efforts of the staff of the AAT in obtaining these observations during the commissioning of IRIS2.


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# Classical Drop Phase Diagram and Cluster Distributions

## I Introduction

The multifragmentation phenomenon that takes place in nuclei with excitation energies above 2 MeV/nucleon has been one of the central issues of the nuclear community during the past two decades. Many experimental and theoretical efforts have been concentrated towards the understanding of the mechanisms involved in that process. In particular, one feature that triggered the interest on the field was the important detected production of intermediate mass fragments (IMF’s). Highly excited nuclei break up in many IMF’s in Fermi energy range reactions. This feature, along with the fact that early calculations of caloric curves showed an approximately constant behavior, was interpreted by many groups as a signature of a phase transition taking place in finite nuclear systems . In recent contributions the behavior of the microcanonical heat capacity was used to experimentally characterize the transition as a first order one . Within this picture, the latent heat can be associated with the transformation between a Fermi liquid and a gas phase, composed by light particles and free nucleons.

Despite that the familiar liquid-gas transition framework seems to be appropriate to deal with the nuclear case, there are some peculiarities that are worth to be considered. One key point usually disregarded is that, by its own nature, multifragmentation in nuclear reactions should be a priori analyzed as a nonequilibrium process (see ). Even if an equilibrium scenario is adopted, a major point is that we are dealing with a phase transition occurring in a finite system. Therefore, several thermodynamical features, e. g. the entropy extensivity, cannot be taken for granted and the agreement between different statistical ensembles predictions cannot be invoked anymore . A working hypothesis, usually made by statistical models in order to apply a tractable global equilibrium picture, is that a freeze-out volume can be defined inside of which the existence of an equilibrated ensemble of clusters can be assumed. In these models, the behavior of thermodynamics quantities is closely related to the way the system is partitionated into clusters giving rise to internal surfaces (isolated drops).

The aim of the present paper is to analyze the relationship between cluster distributions inside a fixed volume and the respective thermodynamic description. In order to do that a confined system that interacts via a two-body Lennard-Jones potential is studied. A molecular dynamics, MD, approach is used. The analogy between the nuclear force and the van der Waals interaction supports the use of this simplified classical model to obtain qualitatively meaningful results.

Given the MD microcanonical description, a connection with thermodynamical quantities can be established via well known principles from mechanics. For instance, the pressure and temperature can be estimated from the generalized equipartition theorem , whereas the specific heat can be related to kinetic energy fluctuations . On the other hand, a complementary analysis of the microscopic correlations at a “nucleon” level of description can also be considered. To that end, different fragment-recognition algorithms can be used in order to unveil different particle correlation properties.

Previous studies  have already dealt with this ’cluster structure-thermodynamic description’ mapping. They made used of a cluster definition à la Coniglio-Klein, and were mainly focused on the system behavior in the supercritical phase ($`\rho >\rho _c,T>T_c`$).

In this contribution we consider two alternative fragment definitions that, differently from Coniglio-Klein clusters (that in the present paper will be called MSTE clusters, as will be explained in Sec. III), are built in well defined and physically meaningful spaces. The first one, associated with the so called minimum spanning tree fragment recognition method, is based on configurational information (MST clusters). The second one uses complete phase space information in order to define a fragment set according to the most bound density fluctuation in phase space  (ECRA clusters). Using this fragment characterization as a fundamental piece of information, consistent phase diagrams are built from scratch for the analyzed finite systems. In addition, the relationship between critical signatures in the fragment distributions and the corresponding system localization in the phase diagram is established.

This paper is organized as follows. In Section II we will describe the model used in our simulations. Section III is devoted to a characterization of the used cluster definitions. A description of expected signals associated with phase transitions in finite systems is given in Section IV. In Section V the study of phase diagram is presented. Finally, in Section VI, conclusions are drawn.

## II The model

The system under study is composed by excited drops made up of particles interacting via a 6-12 Lennard Jones potential, which reads:

$$V(r)=\{\begin{array}{cc}4ϵ\left[\left(\frac{\sigma }{r}\right)^{12}\left(\frac{\sigma }{r}\right)^6\left(\frac{\sigma }{r_c}\right)^{12}+\left(\frac{\sigma }{r_c}\right)^6\right]rr_c\hfill & \\ 0r\text{¿}r_c\hfill & \end{array}$$
(1)
We took the cut-off radius as $`r_c=3\sigma `$. Energies and distances are measured in units of the potential well ($`ϵ`$) and the distance at which the potential changes sign ($`\sigma `$), respectively while the unit of time used is: $`t_0=\sqrt{\sigma ^2m/48ϵ}`$.

In order to constrain the dynamics we used a spherical confining ‘wall’. The considered external potential behaves like $`V_{wall}(rr_{wall})^{12}`$ with a cut off distance $`r_{cut}=1\sigma `$ , where it smoothly became zero along with its first derivative. The set of classical equations of motion were integrated using the well known velocity Verlet algorithm , taking $`t_{int}=0.002t_0`$ as the integration time step. Once the transient behavior was over a microcanonical sampling of particle configurations every $`5t_0`$ up to a final time of $`140000t_0`$ was performed.

## III Fragment Definitions

The simplest and more intuitive cluster definition is based on correlations in configuration space: a particle $`i`$ belongs to a cluster $`C`$ if there is another particle $`j`$ that belongs to $`C`$ and $`|𝐫_𝐢𝐫_𝐣|r_{cl}`$, where $`r_{cl}`$ is a parameter called the clusterization radius.

We set $`r_{cl}=r_c=3\sigma `$. The algorithm that recognizes these clusters is known as “Minimum Spanning Tree” (MST). In this method only correlations in q-space are used, neglecting completely the effect of momentum. As was shown in Ref. , MST clusters give incorrect information about the meaningful fragment structure of the system for dense configurations. However, an interesting point to be notice is that it can still provide useful information about the limit imposed by the constraining finite volume to the formation of well defined fragments in configurational space. As $`r_{cl}=r_{cut}`$, no inter-cluster interaction exists, so cluster surfaces can be univocally defined.

An extension of the MST is the “Minimum Spanning Tree in Energy” space (MSTE) algorithm. In this case, a given set of particles $`i,j,\mathrm{},k`$, belongs to the same cluster $`C_i`$ if:

$$iϵC_i,jϵC_i/e_{ij}0$$
(2)
where $`e_{ij}=V(r_{ij})+(𝐩_i𝐩_j)^2/4\mu `$, and $`\mu `$ is the reduced mass of the pair $`\{i,j\}`$. This cluster definition resembles the clusterization prescription adopted by Coniglio and Klein  and was the one used by Campi et al. in Ref.. The MSTE algorithm searches for configurational correlations between particles considering the relative momenta of particle pairs, and typically recognizes fragments earlier than MST in highly excited unconstrained systems.

Finally, a more robust cluster definition is based on the system “most bound density fluctuation”(MBDF) in phase space . The MBDF is composed by the set of clusters $`\{C_i\}`$ for which the sum, $`E_{\{C_i\}}`$, of the fragment internal energies attains its minimum value:

$`E_{\{C_i\}}`$ $`=`$ $`{\displaystyle \underset{i}{}}E_{int}^{C_i}`$ (3)
$`\text{with }E_{int}^{C_i}`$ $`=`$ $`{\displaystyle \underset{jC_i}{}}K_j^{cm}+{\displaystyle \underset{\genfrac{}{}{0pt}{}{j,kC_i}{jk}}{}}V_{j,k}`$ (4)
$`K_j^{cm}`$ is the kinetic energy of particle $`j`$ measured in the center of mass frame of the cluster which contains particle $`j`$, and $`V_{ij}`$ stands for the inter-particle potential.

The algorithm that finds the MBDF is known as the “Early Cluster Recognition Algorithm” (ECRA). It searches for simultaneously well correlated structures in both, q, and p space, via the minimization of the potential and the kinetic terms respectively.

The ECRA algorithm has been used extensively in many studies of free expanding fragmenting systems  and has helped to discover that excited drops break very early in the evolution. In addition, in a recent contribution  it was shown that ECRA clusters are also suitable to describe the fragmentation transition that takes place in volume constrained systems.

## IV Characterizing the transition

As mentioned in the introduction, several observables can be studied in order to analyze phase transitions phenomena occurring in finite systems. They usually involve the behavior of caloric curves , specific heats , kinetic energy fluctuations , fragment mass distributions , and critical exponents .

### A Thermodynamical Description

One of the most relevant quantities in the study of fragmenting systems, either constrained or free to expand is the caloric curve (CC). The CC is defined as the functional relationship between the system energy and its temperature, given by:

$$T(E)=\frac{2}{3(N1)}<K>_E$$
(5)
being N the number of particles, and $`<K>_E`$ the mean kinetic energy averaged over a fixed total energy MD simulation .

In Figure 1(a) the CC’s are shown for the following densities: $`\rho ^h=0.55\sigma ^3,\rho ^c=0.35\sigma ^3,\rho ^m=0.07\sigma ^3,`$ and $`\rho ^l=0.01\sigma ^3`$.

Different behaviors can be recognized. For the more diluted case, $`\rho ^l`$ (full triangles), the corresponding CC displays a loop which ends in a linearly increasing temperature line, which we refer as vapor branch. Taking into account that, within the microcanonical ensemble, the specific heat is defined as:

$$\frac{1}{C}=\frac{T}{E}=T^2\frac{^2S}{E^2}$$
(6)
it is clear that for this case negative values of $`C`$ will be found in the range $`0.1ϵ_0<E<0.6ϵ_0`$. A negative value of the derivative of the temperature as a function of the energy reflects an ’anomalous’ behavior of the system entropy for the respective energy range. A convex intruder in $`S(E)`$, prohibited in the thermodynamical limit, arises as a consequence of the finiteness of the system and the corresponding lack of extensivity of thermodynamical quantities like $`S`$. This signal is expected in first order phase transitions, and is associated to a negative branch of the heat capacity between two poles . Taking into account the relationship between kinetic energy fluctuations and the system specific heat :

$$\frac{1}{N}<(\delta K)^2>_E=\frac{3}{2\beta ^2}(1\frac{3}{2C})$$
(7)
it can be seen that negative values of the specific heat appear whenever $`(\delta K)^2`$ get larger than the canonical expectation: $`\frac{3N}{2\beta ^2}`$. This behavior has already been verified in Ref..

As the density is increased the loop is washed away and it is replaced by an inflection point ($`\rho ^m`$, full diamonds in Fig.1(a)). This corresponds to the merging of the specific heat negative poles into a single local maximum. Finally, for higher densities, $`\rho ^c`$ and $`\rho ^h`$ (filled diamonds, and circles), no major changes in the CC’s second derivative is observed.

In Fig. 1(b) the mean potential energy per particle, $`V`$, as a function of the total system energy is displayed. For the lowest densities two different regimes can be recognized. First, a steep increasing behavior for energies $`E<0.5ϵ_0`$, that can be related to an increase of the mean interparticle distance and the appearance of internal surfaces, as the number of atractive bonds decreases. Second, a saturating behavior for larger energy values, $`E>0.5ϵ_0`$. For more dense systems, no such feature can be observed. A smooth behavior is displayed by $`V`$.

Another interesting feature can be noticed looking at the root mean square deviation of partial energies (kinetic or potential), $`\sigma _{V,K}`$, shown in Fig. 1(c). For the lowest densities (filled triangles and diamonds) an abrupt decrease is observed at $`E0.5ϵ_0`$, whereas for the highest considered density, $`\rho ^h=0.8\sigma ^3`$(filled circles), no trace of such behavior can be reported. For future reference, it is worth noting that the transition in the monotonic character of the curve takes place at a density value $`\rho \rho ^c=0.35ϵ_0`$(filled squares).

To attain a better understanding of the behavior of the magnitudes displayed in Figs. 1(b), and (c), we have followed two strategies: i) to study particle-particle correlations, ii) to analyze fragment mass distributions according to the already presented fragment definitions. In what follows we present results obtained within the first approach, and postpone to the next subsection the analysis of fragment properties.

In Fig.2 the distribution of interparticle distances, $`r_{ij}`$, is shown. Two density values already considered in Fig1, namely $`\rho ^h`$ and $`\rho ^l`$, are shown in panels (a) and (b) respectively.

For each density, three total energy values, lower than(solid line), equal to (dotted line), and larger than (dashed line) $`E=0.5ϵ_0`$, were considered (see caption). In both panels, a vertical line was included indicating the interaction cut-off radius.

In panel (a) (very diluted case) a well defined structure of interacting particle pairs can be seen at low energies (continuous line). The displayed peaks signal the presence of a rather large self-sustained drop, with a first, second and even third nearest neighbors structure. As energy increases, this structure fades away, and an important reduction of the number of interacting particles can be noticed. This occurs as a consequence of the spacious volume available , that is big enough to accommodate small non-overlapping particle aggregates. In this transition, well defined q-space clusters appear, surfaces are produced and $`V`$ tends towards a residual value (see bellow).

A completely different behavior is observed for the denser instance, $`\rho ^h`$, shown in Fig. 2(b). In this case, no changes in the statistical distribution of $`r_{ij}`$ is observed as the energy is increased. (Note that the bell shaped distribution associated with the ‘trivial’ noninteracting pair counting is superimposed over the peak structure. However, the presence of a first, second, and even a third nearest neighbors can still be traced). The container imposes a severe volume restriction on the system, and even for high total energy values, each particle is confined in the attractive concavity of partners potential, between the repulsive core of nearest neighbors.

This last observation can complete a general picture, within which the behavior of the mean potential energy, $`V`$, for the high density cases can be easily understood. As more energy is added to the system no structural transition is allowed by the constraining volume. Particles can not escape from neighbors most attractive potential range and a smooth increased in $`V`$, related to the average time spent in the most negative potential areas, can be seen (Fig 1(b)).

The decreasing of $`\sigma _V`$, observed for low densities (filled triangles, and diamonds in Fig. 1(c)), can be associated to the loss of ‘attractive bonds’ between particle pairs that takes place when a non interacting light cluster regime dominates. As an increasing number of particles stop interacting with one another, the system dynamics gets ’less chaotic’ (see  for a dynamical characterization of this system), and a decrease of $`\sigma _V`$ is induced.

On the other hand, for high densities, the region with the strongest non-lineal nature becomes the most relevant part of the interaction potential. As a consequence of that, an increase of the fluctuations in potential energy between successive configurations as total energy is added can be expected (see the behavior displayed by $`\sigma _V`$ in Fig 1(c)).

It is worth noting that the presented picture can also be used to interpret recent results regarding the behavior of the maximum Lyapunov exponent, MLE, in constrained systems (see ). Moreover, a striking similitude between the behavior of $`\sigma _V(E,\rho )`$ and $`MLE(E,\rho )`$ can be noticed, comparing Fig.1(c), and Fig.5 of Ref. .

### B Fragments Inside the Volume

In section III, three fragment recognition algorithms were described. Each one of them make use of different correlation information in order to link particles into clusters, and then give different physical information about the system under study.

In Fig. 3 the results of the MST algorithm analysis are shown. MST spectra were calculated for different energies ($`E=0.0,0.5`$, and $`1.0ϵ_0`$, displayed as full, dotted and dashed lines respectively) for three system densities: $`\rho =0.01,0.03`$, and $`0.10\sigma ^3`$. They are shown in panels (a), (b), and (c), of Fig.3 respectively.

At low densities, panel 3(a), the system evolves from a heavy cluster dominated behavior at low energies, towards a light cluster dominated behavior, at high energies. This reflects the fact that the constraining volume is large enough to allow the system to fragment in well defined drops as energy is increased. It is interesting to notice that results displayed in Fig. 3(a) correspond to full triangle symbols in Fig.1(a), i.e. the one for which the CC displays a loop. It was argued that big fluctuations in kinetic energy should be expected. This is indeed the case and it is related to the fact that well defined surfaces appear in the system (see ).

On the other hand, as density increases, the mass distributions converge to a u-shaped one. Almost no spatially well separated structures (i.e. MST clusters) can be identified, aside from the trivial huge cluster that comprises almost all the system particles.

In Fig. 4, the effect of taking into account momentum correlation in the definition of clusters is displayed. There, a cluster analysis for a system of $`N=147`$ particles with $`\rho =0.2\sigma ^3`$ using ECRA, MSTE, and MST prescriptions is presented. The mass distribution function, and the fragment internal energy as a function of the cluster mass, $`E_{int}(s)`$, are shown in the first and second columns, respectively. Three total energy values were considered: $`E_{tot}=0.6`$ (panels (a)-(b)), $`0.0`$ (panels(c)-(d)), and $`0.5ϵ_0`$ (panels (e)-(f)). Empty triangles, solid squares, and empty circles correspond to MST, MSTE, and ECRA results respectively.

It can be seen that, for this density, the MST prescription finds just a big drop. On the other hand, both, the MSTE and ECRA algorithms, find non-trivial cluster distributions that show the expected transition from a u-shaped, towards and exponential behavior, as the system energy is increased. As a general rule, ECRA algorithm produces more bound clusters than the MSTE one. This is consistent with the claim that the MBDF are found by the ECRA algorithm. Due to this feature, from now on, just the properties of the system according to its ECRA cluster structure will be considered.

### C Transition Signals

As seen in Fig.4, in which a system at a $`\rho =0.2\sigma ^3`$ density was considered, the ECRA cluster distributions undergo a transition from a U-shaped spectrum towards an exponentially decaying one. Moreover, the one corresponding to the intermediate energy value 4(b), displays a power law like behavior. In fact, for any other density studied, the same behavior can be reported, and a total energy value can be determined, for which a power-law like mass distribution can be found.

This result is interesting, because it implies that some kind of transition between two regimes, one with, and other without large ECRA drops, i.e. with or without the presence of liquid-like structures, is taking place in high density systems. Moreover, this transition can not be detected simply using spatial correlations information. In this way, considering the appropriate cluster prescription, power-law mass distributions can be used to trace the transition line in a $`(T,\rho )`$ diagram.

Within the Fisher Droplet Model , when dealing with infinite systems, one expects to find such a scale-free distribution at a critical point, where a continuous transition takes place, and scaling hypothesis can be applied. However, it has been reported  that several critical signatures also appear when first order phase transition are analyzed in small systems. In particular, as stated in Ref , in small systems the largest cluster gets a size comparable to the vapor fraction before dissapearing when the system crosses the coexistence line. Therefore there is an energy for which a pseudo-invariance of scale and a resemblance with critical behavior can be expected for small systems undergoing phase transitions that, in the thermodynamical limit, would be univocally classified as first order ones.

In order to search for a power-law behavior in fragment distributions the following single parameter function was employed to fit fragment mass spectra. The contribution of the largest fragment was disregarded :

$$n(A)=q_0A^\tau \text{ ,with }q_0(\tau )=\frac{1}{_AA^{1\tau }}$$
(8)
$`n(A)`$ is the number of fragments with mass number $`A`$, and $`q_0`$ is a normalization constant.

The quality of the fitting procedure was quantified using the standard $`\chi ^2`$ coefficient (see  for details), and an energy value, $`E_{}`$, was associated to the best fitted spectra. In Fig.5(a) a typical $`\chi ^2`$ calculation is shown for ECRA clusters in a $`\rho =0.10\sigma ^3`$ system. From the figure, a value of $`E_{}=0.10\pm 0.05ϵ_0`$, can be reported.

Another useful observable to search for scale-free distribution functions is the second moment of the cluster distribution $`M_2=_A^{}A^2n(A)`$. As in the determination of $`\tau `$, the largest cluster is excluded from the primed sum. $`M_2`$ is proportional to the compressibility $`\kappa _T`$, that, in the thermodynamical limit, presents a power-law singularity at a second order transition. For finite system the divergence is replaced by a maximum. In panel 5(b) it is shown the estimation of $`M_2(E)`$, for a $`\rho =0.10\sigma ^3`$ system. It can be noticed that the maximum is located at the energy value for which the spectra is best fitted by a power-law like dependence.

This kind of agreement is also achieved when the normalized mean variance, NVM, of the largest fragment mass, $`A_{max}`$, is analyzed. NVM is defined as:

$$\text{N}VM=\frac{<A_{max}^2><A_{max}>^2}{<A_{max}>}$$
(9)
and it proved to be a robust tool for the characterization of transition phenomena in which an enhancement of fluctuations occurs. As can be seen from panel 5(c), this signal, although slightly shifted within the working resolution, also peaks in the same region of the previous ones.

The signal agreement reported for the $`\rho =0.10\sigma ^3`$ case in Fig.5, is also achieved for every density analyzed in this paper. This means that, in the whole density range, power-law mass distributions for phase space defined ECRA clusters are found whenever large fluctuations take place in the system.

In order to properly characterize the state of the system which displays power-law mass distributions, the values attained by the $`\tau `$ exponents must be analyzed, as a function of the density. This dependence is shown in Fig.6(a). For a true critical phenomenon, taking place in three dimensional systems, $`2\tau 3`$ is expected . This condition is not satisfied for systems with $`\rho <0.05\sigma ^3`$. For this highly diluted systems, the observed free-scale distribution is not expected to survive the thermodynamic limit. It is not related to any continuous transition, but arises as a finite-size effect. It is worth noting that $`\rho 0.05\sigma ^3`$ is the maximum density for which the respective caloric curve displays a loop, and then, negative $`c_v`$ (see Fig.1).

On the other hand, for $`\rho >0.05`$, the calculated $`\tau `$ exponents show a rather good agreement with the $`\tau =2.21`$ value (dashed line), expected for liquid-gas transitions.

In a second order phase transition, the behavior of $`M_2`$ near a critical point can be described in terms of the critical exponent $`\gamma `$ :

$$M_2(ϵ)|ϵ|^\gamma .$$
(10)
where, $`ϵ=(EcE)/E_c`$, measures the distance to the critical point. This relation is valid for an infinite system in the limit $`ϵ0`$. As already mentioned, in a finite system $`M_2`$ displays a maximum instead of the divergence predicted in equation (10). Having this in mind, a calculation procedure introduced in Ref. ($`\gamma `$-matching), that takes care of finite size effects, was used to calculate the $`\gamma `$ exponent value for our system (see also Ref. for details).

The results of the $`\gamma `$ exponent estimation is shown in Fig.6(b). The obtained values tends toward $`\gamma _{liqgas}=1.23`$ (dashed line) value, that is expected for a liquid-gas transition. It is worth noting that this convergence is achieved for densities $`\rho 0.35ϵ_0`$ (this value equals $`\rho ^c`$ in Fig.1). For this density, a change in the behavior of the potential energy fluctuations as a function of the total energy was reported in Fig.1(c). This can be associated (see Sec.IV A) to the onset of the invariance of the statistical interparticle distance distribution (Fig.2), that takes place as a consequence of the imposed volume restriction, and precludes the occurrence of a continuous transition.

## V Phase Diagram

In the previous section several signatures of a change in the properties of ECRA fragment mass distributions were analyzed. At any given density, a system energy, $`E_{}(\rho )`$, can be determined for which large fluctuations appear in the system, and a scale-free like mass distribution can be found.

In Fig.7, the dependence of $`E_{}`$ with the system density can be seen. It can be noticed that for $`\rho 0.35\sigma ^3`$, a rather constant value is attained for the transition energy. A similar result was reported in Ref., using the already presented MSTE cluster definition.

Some insight about the properties of the system along the line depicted in Fig.7, can be gained from the analysis of the interplay between the mean internal potential energy per particle stored in ECRA clusters, $`V_{int}`$, and the mean inter-cluster interaction energy, $`V_{ic}`$.

$`V_{int}`$ $`=`$ $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{i<j}{i,jC_k}}{}}V_{i,j}`$ (11)
$`V_{ic}`$ $`=`$ $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{iC_k}{jC_l}}{kl}}{}}V_{i,j}`$ (12)
$`V_{int}`$ stands for the mean potential felt by a particle in a cluster due to its interaction with the other members of the same cluster. On the other hand, $`V_{ic}`$ represents the mean interaction potential felt by a particle due to its interactions with particles belonging to the other clusters. This magnitudes are displayed in Fig.8 for densities $`\rho =0.01,0.20,0.50`$, and $`0.80\sigma ^3`$ in panels (a) to (d) respectively.

The general trend displayed by $`V_{int}`$ and $`V_{ic}`$ is easy to understand. At any given density, for low energies, a big ECRA cluster can be found having a large binding energy. In addition, as no many other clusters beside the biggest one exist, $`V_{ic}0`$. At high energies, the ECRA partitions turn out to present a rather high multiplicity of light clusters. Consequently $`V_{int}0`$ in this limit and $`V_{ic}`$ absolute value increases.

After a close inspection of Fig.8, one can realize that, for any given density, the energy at which $`V_{int}=V_{ic}`$, happens to be $`E_{}(\rho )`$, i.e. the energy at which power-law like mass distributions appear. This means that scale-free ECRA mass distributions have the following property: a balance is established between the mean potential energy a particle, that belongs to a given cluster, feels due to its interaction with other members of the same cluster and the one associated with its interaction with the rest of the particles in the system. This potential energy balance, that does not allow to distinguish contributions from inside or outside of a cluster, is reminiscent of the vanishment of the chemical potential and surface tension terms that takes place at the critical point within the Fisher droplet model framework .

Gathering all the information obtained so far, the phase diagram for our 147-particle Lennard-Jones drop can be built. In Fig.9 the resulting phase diagram is presented. The empty circles are $`(T_{},\rho )`$ points obtained from the aforementioned cluster analysis. The full line is an estimation of the coexistence line, as obtained from the analysis of the system specific heat, $`c_v`$ (see Eq.7). In this case, for densities for which the respective CC displays a loop, $`T(E_{})`$ has been taken as the average temperature between the two values corresponding to the location of the $`c_v`$ singularities. For denser cases, the location of the maximum of the $`c_v`$ has been taken. No reliable estimation of the energy that maximizes $`c_v`$ could be achieved for $`\rho >0.35\sigma ^3`$.

From the figure, it can be seen that the symmetry between low and high densities, characteristic for the infinite size limit, is lost in the finite size system. An almost linear raising branch, for $`\rho >\rho ^c`$, can be seen instead. For every density value, below the depicted coexistence line, a liquid-like ECRA structure can be identified, whereas a vapor behavior can be observed above it.

It is interesting to notice that three density regions can be identified. The region labelled $`A`$ ($`\rho 0.05\sigma ^3`$) presents the signals expected for a first order phase transition occurring in a finite system: the corresponding caloric curve shows a loop that can be associated to a negative specific heat, and a structural transition can be recognized (Fig.2(a)). These region is the only one in which the available volume is large enough for the system to fragment into a set of non-overlapping drops.

On the other hand, in region $`C`$ ($`\rho >0.35\sigma ^3`$), where the system is rather compressed, and MST algorithm recognizes just one big fragment, a second order transition seems to occur in phase space, whenever the transition line is crossed. No anomaly in the respective caloric curve is observed, no qualitative changes in the configuration statistical properties is reported (Fig.2(b)), and the calculated critical exponents, $`\tau `$, and $`\gamma `$, are in good agreement with 3D-Ising (liquid-gas) universality class.

In between those two regions, region $`B`$ ($`0.05\sigma ^3<\rho <0.35\sigma ^3`$) can be identified. The finite size of the system plays a major role in this density range. Even a sensible $`\tau `$ value suggests that physically meaningfull scaling properties are present in the system, the corresponding $`\gamma `$ exponent values are too low to classify the transition as a continuous one.

## VI Conclusions

In this paper we have undertaken the analysis of thermodynamical properties of a finite classical system confined in a volume. Apart from the basic interest on such a problem, it might be relevant on the frame of the description of fragmenting system according to statistical models.

We have been able to find, that from a coordinate space stand point the equation of state of such a system is quite simple. There is a maximum value of the density ($`\rho 0.05\sigma ^3`$) up to which the system can undergo a first order phase transition. In this region, the associated CC displays a loop and the thermal response function attains negative values. This feature allowed us to define a transition curve. For higher densities, there is simply no room enough to allow the system to develop well defined internal surfaces, i.e. only one big drop can be detected.

When one turns into a description of fragments in which correlations in p-space are taken into account, a much reacher structure appears. Now, even for densities bigger than $`\rho 0.05\sigma ^3`$ transitions from u-shaped mass spectra to exponentially decaying ones are signaled by the appearance of scale-free mass distribution of ECRA clusters. However, from the analysis of critical exponents, $`\tau `$ and $`\gamma `$, related to the displayed power-law distribution, a further classification in density ranges can be obtained.

In the abovedefined region $`A`$, the obtained $`\tau `$ values are too big to be related to a true critical behavior. For densities $`0.05\sigma ^3<\rho <0.35\sigma ^3`$, eventhough the values of $`\tau `$ exponents are in good agreement with the corresponding 3D-Ising universality class, the value attained by $`\gamma `$ critical exponents came out to be too low. Finally, for densities above $`\rho 0.35\sigma ^3`$, both, $`\tau `$ and $`\gamma `$, are quite close to the accepted values for the 3D-Ising universality class.

This is of particular interest for the statistical model approach because by definition, at freeze out, an ensemble of well defined fragments is to be constructed. Such assumption implicitly locates the system under study in region $`A`$, where first order phase transition is to be expected. It is then clear that in the frame of such approaches regions $`B`$ and $`C`$ are excluded from the analysis.

A natural continuation of this work is to analyze the relation between fragmentation inside the container volume and the corresponding asymptotic mass spectra when walls are removed. This work is currently under progress.

Finally, we would like to mention that the behavior of the equation of state for small systems has been undertaken in Ref. . The results obtained in that work differs from ours (critical exponents) but they were based on properties of MSTE fragments, which we have disregarded favoring the ECRA approach because of the reasons stated right after Fig.4.


text:
# Identification of dynamical Lie algebras for finite-level quantum control systems

## 1 Introduction

In  we studied the problem of complete controllability of finite-level quantum systems with nearest-neighbour interactions. We showed that many quantum systems of physical interest are indeed completely controllable but that there are nevertheless systems with certain symmetries that are not completely controllable. This paper is devoted to identifying the dynamical Lie algebras for the latter systems.

As in the previous paper, we consider the case of a driven quantum system, for which the interaction with the control field is linear, i.e., we assume that the total Hamiltonian of the system is

$$H=H_0+f(t)H_1,$$
(1)
where $`H_0`$ is the internal system Hamiltonian and $`H_1`$ represents the interaction of the system with the real control field $`f`$. We assume that $`H_0`$ and $`H_1`$ are Hermitian. For a finite-level quantum system there always exists a complete orthonormal set of energy eigenstates $`|n`$ such that $`H_0|n=E_n|n`$ and thus the internal Hamiltonian can be expanded in terms of the energy eigenfunctions $`|n`$,

$$H_0=\underset{n=1}{\overset{N}{}}E_n|nn|=\underset{n=1}{\overset{N}{}}E_ne_{nn},$$
(2)
where $`e_{mn}|mn|`$ is an $`N\times N`$ matrix with elements $`(e_{mn})_{kl}=\delta _{mk}\delta _{nl}`$ and $`E_n`$ are the energy levels of the system. The $`E_n`$ are real since $`H_0`$ is Hermitian. We shall assume that the energy levels are ordered in a non-decreasing sequence, i.e., $`E_1E_2\mathrm{}E_N`$. Hence, the frequencies for transitions $`|n|n+1`$ are non-negative

$$\mu _nE_{n+1}E_n0,1nN1.$$
(3)
In the following it will be convenient to deal with trace-zero operators. Thus, if $`H_0`$ has non-zero trace then we define the trace-zero operator

$$H_0^{}=H_0\left[N^1\text{Tr}(H_0)\right]I_N,$$
(4)
which is equivalent to $`H_0`$ up to addition of a constant multiple of the identity matrix $`I_N`$. Expanding the interaction Hamiltonian $`H_1`$ with respect to the complete set of orthonormal energy eigenstates $`|n`$ leads to

$$H_1=\underset{m,n=1}{\overset{N}{}}d_{m,n}|mn|,$$

where the transition dipole moments $`d_{m,n}`$, which we assume real, satisfy $`d_{m,n}=d_{n,m}`$. In this paper we shall only be concerned with quantum systems for which the interaction with the control field is determined by transitions between adjacent energy levels, as is typical in the dipole approximation. It will also be assumed that there are no ‘self-interactions’, i.e., that the diagonal elements $`d_{n,n}`$ are zero for all $`n`$. Thus, letting $`d_n=d_{n,n+1}`$ for $`1nN1`$ we have

$$H_1=\underset{n=1}{\overset{N1}{}}d_n(|nn+1|+|n+1n|)=\underset{n=1}{\overset{N1}{}}d_n(e_{n,n+1}+e_{n+1,n}).$$
(5)
## 2 Dynamical Lie algebras

The operators $`\mathrm{}H_0`$ and $`\mathrm{}H_1`$ generate a Lie algebra $``$ called the dynamical Lie algebra of the control system. This Lie algebra is important since it determines the Lie group $`S`$ on which the control system evolves . Precisely speaking, the trajectories of the system subject to any control field are confined to the exponential image of the Lie algebra $``$. Knowledge of the dynamical Lie algebra thus enables us to determine the degree of controllability of a quantum system , to identify reachable or non-reachable target states , and to determine whether a kinematical bound for an observable is dynamically accessible .

The dynamical Lie algebra $``$ generated by the operators $`\mathrm{}H_0`$ and $`\mathrm{}H_1`$ defined in (2) and (5) is a real Lie algebra of $`N\times N`$ skew-Hermitian matrices, and the related Lie algebra $`^{}`$ generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ is a real Lie algebra of traceless, skew-Hermitian matrices. Thus, $`^{}`$ is always a subalgebra of $`su(N)`$. Since $``$ is isomorphic to $`^{}u(1)`$ if $`\mathrm{Tr}(H_0)0`$ and $`=^{}`$ if $`\mathrm{Tr}(H_0)=0`$, it suffices to determine $`^{}`$. It follows from classical results that a pair of skew-Hermitian matrices in $`su(N)`$ almost always generates the full Lie algebra $`su(N)`$ (see Lemma 4 in , for example). For the type of quantum systems considered in this paper, explicit criteria ensuring $`^{}=su(N)`$ have been established :

###### Theorem 1

Let $`d_0=d_N=0`$ and $`v_m=2d_m^2d_{m+1}^2d_{m1}^2`$ for $`1mN1`$. The dynamical Lie algebra $`^{}`$ generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ defined in (4) and (5) is $`su(N)`$ if $`d_m0`$, $`E_m0`$ for $`1mN1`$, and one of the following criteria applies:

1. there exists $`\mu _p0`$ such that $`\mu _m\mu _p`$ for $`mp`$, or
2. $`\mu _m=\mu `$ for $`1mN1`$ but there exists $`v_p0`$ such that $`v_mv_p`$ for $`mp`$.

If $`p=\frac{1}{2}N`$ then $`d_{pk}\pm d_{p+k}`$ for some $`k>0`$ is required as well.

As has been shown in , many quantum systems of physical interest indeed satisfy these criteria. However, there are systems of physical interest that do not meet these criteria. For instance, if any of the dipole moments $`d_n`$ vanish then the system decomposes into independent subsystems and its dynamical Lie algebra $`^{}`$ is a sum of subalgebras of $`su(N)`$ . But even if all the $`d_n`$ are non-zero, the dynamical Lie algebra of the system may be a proper subalgebra of $`su(N)`$, for example, if the transition frequencies $`\mu _n`$ and the transition dipole moments $`d_n`$ satisfy

$$\mu _n=\mu _{Nn},d_n=d_{Nn},1nN1,$$
(6)
as is the case for a system with $`N`$ equally spaced energy levels and uniform dipole moments. In the following we show that the dynamical Lie algebra $`^{}`$ of such a system is a subalgebra of $`so(2\mathrm{}+1)`$ if $`N=2\mathrm{}+1`$, and a subalgebra of $`sp(\mathrm{})`$ if $`N=2\mathrm{}`$, and give criteria ensuring $`^{}=so(2\mathrm{}+1)`$ or $`^{}=sp(\mathrm{})`$, respectively. In D, we also briefly discuss why the Lie algebra $`so(2\mathrm{})`$ does not arise for the systems considered in this paper.

## 3 The case $`N=2\mathrm{}+1`$: dynamical Lie algebra $`so(2\mathrm{}+1)`$

Consider a system with Hamiltonian $`H=H_0+f(t)H_1`$, where

$$\mathrm{}H_0=\underset{n=1}{\overset{2\mathrm{}+1}{}}E_n\mathrm{}e_{n,n},\mathrm{}H_1=\underset{n=1}{\overset{2\mathrm{}}{}}d_n\mathrm{}(e_{n,n+1}+e_{n+1,n}),$$
(7)
$`E_1E_2\mathrm{}E_N`$, $`E_1E_N`$, $`d_n0`$ for all $`n`$, and the transition frequencies $`\mu _n=E_{n+1}E_n`$ and transition dipole moments $`d_n`$ satisfy the symmetry relation (6). We shall prove that the Lie algebra $`^{}`$ is a subalgebra of $`so(2\mathrm{}+1)`$, which is in general isomorphic to $`so(2\mathrm{}+1)`$.

### 3.1 $`^{}so(2\mathrm{}+1)`$

We show first that $`^{}so(2\mathrm{}+1)`$. Let $`y_{n,m}=\mathrm{}(e_{n,m}+e_{m,n})`$. Using $`d_n=d_{2\mathrm{}+1n}`$ and $`y_{m,n}=y_{n,m}`$ we can simplify $`\mathrm{}H_1`$,

$$\mathrm{}H_1=\underset{n=1}{\overset{\mathrm{}}{}}d_{\mathrm{}+1n}(y_{\mathrm{}+2n,\mathrm{}+1n}+y_{\mathrm{}+n,\mathrm{}+n+1}).$$

To compute $`H_0^{}`$, we note that $`E_n=E_1+_{s=1}^{n1}\mu _s`$. Thus, using $`\mu _n=\mu _{2\mathrm{}+1n}`$ leads to

$$\mathrm{Tr}(H_0)=(2\mathrm{}+1)E_1+(2\mathrm{}+1)\underset{s=1}{\overset{\mathrm{}}{}}\mu _s.$$

Hence, the energy levels $`E_n^{}`$ of $`H_0^{}`$ are $`E_{\mathrm{}+1}^{}=0`$ and

$$E_{\mathrm{}+1n}^{}=\underset{s=\mathrm{}+1n}{\overset{\mathrm{}}{}}\mu _s,E_{\mathrm{}+1+n}^{}=\underset{s=\mathrm{}+1}{\overset{\mathrm{}+n}{}}\mu _s=\underset{s=\mathrm{}+1n}{\overset{\mathrm{}}{}}\mu _s$$

for $`1n\mathrm{}`$. Consequently, we have

$$\mathrm{}H_0^{}=\underset{n=1}{\overset{\mathrm{}}{}}\left(\underset{s=\mathrm{}+1n}{\overset{\mathrm{}}{}}\mu _s\right)\mathrm{}(e_{\mathrm{}+1n,\mathrm{}+1n}e_{\mathrm{}+1+n,\mathrm{}+1+n}).$$

Let $`\sigma `$ be an isomorphism of the Hilbert space of pure states defined by

$$\sigma (|n)=\{\begin{array}{cc}|\mathrm{}+2n,\hfill & 1n\mathrm{}+1\hfill \\ (1)^{n\mathrm{}1}|n,\hfill & \mathrm{}+2n2\mathrm{}+1\hfill \end{array}$$
(8)
and set $`|m=\sigma (|n)`$ as well as $`\stackrel{~}{E}_m=_{s=\mathrm{}+1m}^{\mathrm{}}\mu _s`$ and $`\stackrel{~}{d}_m=d_{\mathrm{}+1m}`$. Then the representations of $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ with respect to the new basis $`|m`$ are

$$\begin{array}{ccc}\hfill \mathrm{}H_0^{}& =\underset{m=1}{\overset{\mathrm{}}{}}\left(\underset{s=\mathrm{}+1m}{\overset{\mathrm{}}{}}\mu _s\right)\mathrm{}(e_{m+1,m+1}e_{\mathrm{}+1+m,\mathrm{}+1+m})\hfill & =\underset{m=1}{\overset{\mathrm{}}{}}\stackrel{~}{E}_mh_m\hfill \\ \hfill \mathrm{}H_1& =d_{\mathrm{}}(y_{1,2}+y_{1,\mathrm{}+2})+\underset{m=2}{\overset{\mathrm{}}{}}d_{\mathrm{}+1m}(y_{m,m+1}y_{m+\mathrm{},m+\mathrm{}+1})\hfill & =\underset{m=1}{\overset{\mathrm{}}{}}\stackrel{~}{d}_my_m,\hfill \end{array}$$
(9)
with $`h_m`$ and $`y_m`$ as defined in (17) and (19), respectively. Hence, $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ are both in $`so(2\mathrm{}+1)`$ and thus the Lie algebra $`^{}`$ they generate must be contained in $`so(2\mathrm{}+1)`$.

Since $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ in (9) contain a complete set of generators $`h_m`$ and $`y_m`$ for $`so(2\mathrm{}+1)`$ (see B), it is natural to expect that they generate the full Lie algebra $`so(2\mathrm{}+1)`$. We shall prove that this is usually, but not inevitably, true.

###### Example 1

Consider a system of type (7) for $`\mathrm{}=3`$. If $`E_m=m`$, $`1m7`$ and $`d_1=d_6=\sqrt{3}`$, $`d_2=d_5=\sqrt{5}`$ and $`d_3=d_4=\sqrt{6}`$ then the basis change (8) leads to

$`\mathrm{}H_0^{}`$ $`=`$ $`h_12h_23h_3`$
$`\mathrm{}H_1`$ $`=`$ $`\sqrt{6}y_1+\sqrt{5}y_2+\sqrt{3}y_3`$
with $`h_m`$ and $`y_m`$ as defined in (17) and (19), respectively. Therefore, the Lie algebra $`^{}`$ generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ is a subalgebra of $`so(7)`$. However, it is easy to verify that $`^{}\simeq ̸so(7)`$. Indeed, in this particular case $`^{}`$ is a three-dimensional subalgebra of $`so(7)`$ spanned by $`\mathrm{}H_0`$, $`\mathrm{}H_1`$ and $`[\mathrm{}H_0,\mathrm{}H_1]=\sqrt{6}x_1+\sqrt{5}x_2+\sqrt{3}x_3`$.

Thus, for certain choices of the parameters $`E_m`$ and $`d_m`$, the Lie algebra $`^{}`$ is a *proper* subalgebra of $`so(2\mathrm{}+1)`$.

### 3.2 Criteria for $`^{}=so(2\mathrm{}+1)`$

To find criteria that ensure $`^{}=so(2\mathrm{}+1)`$, consider the generic system

$$\mathrm{}H_0^{}=\underset{m=1}{\overset{\mathrm{}}{}}ϵ_mh_m,\mathrm{}H_1=\underset{m=1}{\overset{\mathrm{}}{}}\delta _my_m,ϵ_m0,\delta _m0m$$
(10)
with $`h_m`$ and $`y_m`$ as defined in (17) and (19), respectively. As before, $`\mathrm{}H_0`$ and $`\mathrm{}H_1`$ are in $`so(2\mathrm{}+1)`$ and hence the Lie algebra $`^{}`$ they generate must be contained in $`so(2\mathrm{}+1)`$.

###### Theorem 2

Let $`\omega _m=ϵ_{m+1}ϵ_m`$ for $`1m<\mathrm{}`$ and $`\omega _0=ϵ_1`$. The dynamical Lie algebra $`^{}`$ generated by the system $`H=H_0^{}+f(t)H_1`$ with $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ as in (10) is $`so(2\mathrm{}+1)`$ if $`\omega _m^2\omega _0^2`$ for $`1m\mathrm{}`$.

Proof: Using the properties of the generators $`h_m`$ and $`y_m`$ leads to:

$`V^{(0)}`$ $`[[\mathrm{}H_0^{},\mathrm{}H_1],\mathrm{}H_0^{}]`$
$`={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\delta _m\omega _{m1}^2y_m`$
$`V^{(1)}`$ $`[[\mathrm{}H_0^{},V^{(0)}],\mathrm{}H_0^{}]\omega _\mathrm{}1^2V^{(0)}`$
$`={\displaystyle \underset{m=1}{\overset{\mathrm{}1}{}}}\delta _m\omega _{m1}^2(\omega _{m1}^2\omega _\mathrm{}1^2)y_m`$
$`V^{(2)}`$ $`[[\mathrm{}H_0^{},V^{(1)}],\mathrm{}H_0^{}]\omega _\mathrm{}2^2V^{(1)}`$
$`={\displaystyle \underset{m=1}{\overset{\mathrm{}2}{}}}\delta _m\omega _{m1}^2(\omega _{m1}^2\omega _\mathrm{}1^2)(\omega _{m1}^2\omega _\mathrm{}2^2)y_m`$
$`\mathrm{}`$
$`V^{(\mathrm{}1)}`$ $`[[\mathrm{}H_0^{},V^{(\mathrm{}2)}],\mathrm{}H_0^{}]\omega _1^2V^{(\mathrm{}2)}`$
$`=\delta _1\omega _0^2{\displaystyle \underset{m=1}{\overset{\mathrm{}1}{}}}(\omega _0^2\omega _m^2)y_1.`$
By hypothesis $`\omega _m^2\omega _0^2`$ for $`m>0`$ and $`\delta _10`$, $`\omega _0=ϵ_10`$. Hence, all the factors in the last expression above are non-zero, i.e., we have $`y_1^{}`$ and thus $`^{}=so(2\mathrm{}+1)`$ by lemma 1 of B. $`\mathrm{}`$

If $`\omega _m^2=\omega _0^2`$ for some $`m>0`$ then a slight modification of the proof above leads to a residual term

$$Y^{(0)}\underset{m}{}\delta _my_m=\underset{m=1}{\overset{\mathrm{}}{}}\stackrel{~}{\delta }_my_m$$
(11)
where $`=\{m:1m\mathrm{},\omega _{m1}^2=\omega _0^2\}`$ with $`\stackrel{~}{\delta }_m=\delta _m`$ for $`m`$ and $`\stackrel{~}{\delta }_m=0`$ otherwise. If the energy levels are either positive and ordered in a non-decreasing sequence, i.e., $`0ϵ_mϵ_{m+1}`$, or negative and ordered in a non-increasing sequence, i.e., $`0ϵ_mϵ_{m+1}`$, then $`\omega _{m1}^2=\omega _0^2`$ implies $`\omega _{m1}=\omega _0`$ for all $`m`$. We shall only consider this case in the following.

###### Theorem 3

Let $`v_m2\stackrel{~}{\delta }_m^2\stackrel{~}{\delta }_{m+1}^2\stackrel{~}{\delta }_{m1}^2`$ for $`1m\mathrm{}`$, where $`\stackrel{~}{\delta }_0=\stackrel{~}{\delta }_1`$, $`\stackrel{~}{\delta }_{\mathrm{}+1}=0`$. The dynamical Lie algebra $`^{}`$ generated by the system $`H=H_0^{}+f(t)H_1`$ with $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ as in (10) is $`so(2\mathrm{}+1)`$ if $`\omega _{m1}=\omega _0`$ but $`v_mv_1`$ for all $`m\{1\}`$.

Proof: Since $`\omega _{m1}=\omega _0`$ for all $`m`$, we have

$`X^{(0)}`$ $`\omega _0^1[\mathrm{}H_0^{},Y^{(0)}]`$
$`Z`$ $`2^1[X^{(0)},Y^{(0)}]={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}(\stackrel{~}{\delta }_{m+1}^2\stackrel{~}{\delta }_m^2)h_m.`$
Suppose $`\{1\}`$ has $`\mathrm{}^{}`$ elements labeled $`m_1`$, $`m_2`$ up to $`m_{\mathrm{}^{}}`$. If $`v_mv_1`$ for all $`m\{1\}`$ then

$`Y^{(1)}`$ $`[Z,X^{(0)}]v_m_{\mathrm{}^{}}Y^{(0)}`$
$`=\stackrel{~}{\delta }_1(v_1v_m_{\mathrm{}^{}})y_1{\displaystyle \underset{k=1}{\overset{\mathrm{}^{}1}{}}}\stackrel{~}{\delta }_{m_k}(v_{m_k}v_m_{\mathrm{}^{}})y_{m_k}`$
$`X^{(1)}`$ $`[Y^{(0)},Z]v_m_{\mathrm{}^{}}X^{(0)}`$
$`=\stackrel{~}{\delta }_1(v_1v_m_{\mathrm{}^{}})x_1{\displaystyle \underset{k=1}{\overset{\mathrm{}^{}1}{}}}\stackrel{~}{\delta }_{m_k}(v_{m_k}v_m_{\mathrm{}^{}})x_{m_k}`$
$`Y^{(2)}`$ $`[Z,X^{(1)}]v_{m_\mathrm{}^{}1}Y^{(1)}`$
$`=\stackrel{~}{\delta }_1(v_1v_m_{\mathrm{}^{}})(v_1v_{m_\mathrm{}^{}1})y_1{\displaystyle \underset{k=1}{\overset{\mathrm{}^{}2}{}}}\stackrel{~}{\delta }_{m_k}(v_{m_k}v_m_{\mathrm{}^{}})(v_{m_k}v_{m_\mathrm{}^{}1})y_{m_k}`$
$`X^{(2)}`$ $`[Y^{(1)},Z]v_{m_\mathrm{}^{}1}X^{(1)}`$
$`=\stackrel{~}{\delta }_1(v_1v_m_{\mathrm{}^{}})(v_1v_{m_\mathrm{}^{}1})x_1{\displaystyle \underset{k=1}{\overset{\mathrm{}^{}2}{}}}\stackrel{~}{\delta }_{m_k}(v_{m_k}v_m_{\mathrm{}^{}})(v_{m_k}v_{m_\mathrm{}^{}1})x_{m_k}`$
$`\mathrm{}`$
$`Y^{(\mathrm{}^{})}`$ $`\stackrel{~}{\delta }_1{\displaystyle \underset{k=1}{\overset{\mathrm{}^{}}{}}}(v_1v_{m_k})y_1`$
shows that $`y_1^{}`$ and hence $`^{}=so(2\mathrm{}+1)`$ by lemma 1 of B. $`\mathrm{}`$

A similar argument shows that if there exists $`kM`$ such that $`v_mv_k`$ for $`m\{1\}`$ but $`mk`$, then $`y_k^{}`$. Using the fact that the generators $`y_m`$ of $`so(2\mathrm{}+1)`$ are not diagonal with respect to the Cartan elements (see B), it generally follows that $`^{}`$ contains all the generators $`x_m`$ and $`y_m`$ and thus $`^{}=so(2\mathrm{}+1)`$ as well. An important special case of this type is a system with $`N=2\mathrm{}+1`$ equally spaced energy levels and uniform transition dipole moments:

###### Theorem 4

The dynamical Lie algebra $`^{}`$ generated by the system $`H=H_0^{}+f(t)H_1`$ with $`N=2\mathrm{}+1`$ equally spaced energy levels $`\omega _m=ϵ_1`$ and uniform dipole moments $`\delta _m=\delta `$ is $`so(2\mathrm{}+1)`$.

Proof: Let $`Y^{(1)}=\delta ^1\mathrm{}H_1`$ and $`X^{(1)}=ϵ_1^1[\mathrm{}H_0^{},Y^{(1)}]`$. Then $`h_{\mathrm{}}=2^1[X^{(1)},Y^{(1)}]`$, $`y_{\mathrm{}}=[h_{\mathrm{}},X^{(1)}]`$ and $`x_{\mathrm{}}=[y_{\mathrm{}},h_{\mathrm{}}]`$. Thus, $`x_{\mathrm{}}`$, $`y_{\mathrm{}}^{}`$. Next, set $`Y^{(k+1)}=Y^{(k)}y_{\mathrm{}+1k}`$ and $`X^{(k+1)}=X^{(k)}x_{\mathrm{}+1k}`$ for $`1k<\mathrm{}`$, and note that $`h_\mathrm{}k=2^1[Y^{(k+1)},X^{(k+1)}]`$, $`y_\mathrm{}k=[h_\mathrm{}k,X^{(k+1)}]`$ and $`x_\mathrm{}k=[y_\mathrm{}k,h_\mathrm{}k]`$. This shows that $`^{}`$ contains all the generators $`x_m`$ and $`y_m`$ of $`so(2\mathrm{}+1)`$. Hence, $`^{}=so(2\mathrm{}+1)`$. $`\mathrm{}`$

### 3.3 Application of the criteria

We shall now return to the original system (7). Since we have assumed that the energy levels are ordered in a non-decreasing sequence, we have $`\mu _m0`$ for all $`m`$ and hence

$$\stackrel{~}{E}_m=\underset{s=\mathrm{}+1m}{\overset{\mathrm{}}{}}\mu _s0,\stackrel{~}{E}_m\stackrel{~}{E}_{m+1}1m\mathrm{}$$

i.e., the energy levels $`\stackrel{~}{E}_m`$ are negative and form a decreasing (non-increasing) sequence. Noting that $`ϵ_m=\stackrel{~}{E}_m`$, we thus have $`\omega _0=ϵ_1=\stackrel{~}{E}_1=\mu _{\mathrm{}+1}0`$ and

$$\omega _m=ϵ_{m+1}ϵ_m=\stackrel{~}{E}_{m+1}\stackrel{~}{E}_m=\underset{s=\mathrm{}m+1}{\overset{\mathrm{}}{}}\mu _s\underset{\mathrm{}m}{\overset{\mathrm{}}{}}\mu _s=\mu _{\mathrm{}m+1}0.$$

If $`\mu _{\mathrm{}}0`$ and $`\mu _m\mu _{\mathrm{}}`$ for $`m<\mathrm{}`$ then $`^{}=so(2\mathrm{}+1)`$ according to theorem 2, independent of the choice of the dipole moments, provided that they are non-zero.

If $`\mu _m=\mu _{\mathrm{}}`$ for some $`m<\mathrm{}`$ then theorem 3 applies and the dipole moments determine whether we have $`^{}=so(2\mathrm{}+1)`$ or a proper subalgebra. In particular, the Lie algebra is $`so(2\mathrm{}+1)`$ if the energy levels are equally spaced, $`\mu _m=\mu _{\mathrm{}}`$ for all $`m`$, and the dipole moments $`d_m`$ are such that $`v_mv_1`$ for all $`m>1`$, where

$$v_m=2\stackrel{~}{d}_m^2\stackrel{~}{d}_{m1}^2\stackrel{~}{d}_{m+1}^2=2d_{\mathrm{}+1m}^2d_{\mathrm{}+2m}^2d_\mathrm{}m^2$$

for $`1<m\mathrm{}`$ and $`v_1=\stackrel{~}{d}_1^2\stackrel{~}{d}_2^2=d_{\mathrm{}}^2d_\mathrm{}1^2`$ (with $`d_0=0`$). For instance, setting $`d_m=\sqrt{m}`$ for $`1m\mathrm{}`$ works since it gives $`v_1=\mathrm{}(\mathrm{}1)=1`$ but $`v_m=2(\mathrm{}+1m)(\mathrm{}+2m)(\mathrm{}m)=0`$ for $`m>1`$. Setting $`d_m=1`$ also gives $`^{}=so(2\mathrm{}+1)`$ due to theorem 4.

However, recall that there are systems of type (7) whose Lie algebra $`^{}`$ is a proper subalgebra of $`so(2\mathrm{}+1)`$, as example 1 above clearly shows. Note that in this example, the energy levels are equally spaced and the dipole moments $`d_m`$ are such that $`v_1=2d_3^2d_2^2=65=1`$, $`v_2=2d_2^2d_1^2d_3^2=2\times 563=1`$ and $`v_3=2d_1^2d_2^2=2\times 35=1`$, i.e., all the $`v_m`$ are equal and none of the theorems above are applicable.

## 4 The case $`N=2\mathrm{}`$: dynamical Lie algebra $`sp(\mathrm{})`$

Let $`N=2\mathrm{}`$ and consider the system $`H=H_0+f(t)H_1`$ with

$$\mathrm{}H_0=\underset{n=1}{\overset{2\mathrm{}}{}}E_n\mathrm{}e_{n,n},\mathrm{}H_1=\underset{n=1}{\overset{2\mathrm{}1}{}}d_ny_{n,n+1},$$
(12)
where $`\mu _n=\mu _{2\mathrm{}n}`$ and $`d_n=d_{2\mathrm{}n}`$ for $`1n\mathrm{}1`$. Note the symmetry of the system. Every transition frequency except $`\mu _{\mathrm{}}`$ occurs in pairs, and although $`\mu _{\mathrm{}}`$ may be different from all the other $`\mu _n`$, theorem 1 does not apply since $`N=2\mathrm{}`$ and there is no $`k`$ such that $`d_\mathrm{}k\pm d_{\mathrm{}+k}`$. In fact, we shall prove that the Lie algebra generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ is a subalgebra of $`sp(\mathrm{})`$, which is in general isomorphic to $`sp(\mathrm{})`$.

### 4.1 $`^{}sp(\mathrm{})`$

To show that $`^{}sp(\mathrm{})`$, we note that $`d_{2\mathrm{}n}=d_n`$ implies

$$\mathrm{}H_1=d_{\mathrm{}}y_{\mathrm{},\mathrm{}+1}+\underset{n=1}{\overset{\mathrm{}1}{}}d_n(y_{n,n+1}+y_{2\mathrm{}n,2\mathrm{}+1n}).$$

Furthermore, $`E_n=E_1+_{s=1}^{n1}\mu _s`$ and $`\mu _{2\mathrm{}n}=\mu _n`$ for $`1n\mathrm{}1`$ leads to

$$\mathrm{Tr}(H_0)=(2\mathrm{})E_1+(2\mathrm{})\underset{s=1}{\overset{\mathrm{}1}{}}\mu _s+\mathrm{}\mu _{\mathrm{}}$$

Hence, $`\mathrm{Tr}(H_0)/(2\mathrm{})=E_1+_{s=1}^\mathrm{}1\mu _s+\frac{1}{2}\mu _{\mathrm{}}`$ and the energy levels $`E_n^{}`$ of $`H_0^{}`$ are $`E_{\mathrm{}}^{}=\frac{1}{2}\mu _{\mathrm{}}`$, $`E_{\mathrm{}+1}^{}=\frac{1}{2}\mu _{\mathrm{}}`$ and

$$E_\mathrm{}n^{}=\underset{s=\mathrm{}n}{\overset{\mathrm{}1}{}}\mu _s\frac{\mu _{\mathrm{}}}{2},E_{\mathrm{}+1+n}^{}=\underset{s=\mathrm{}+1}{\overset{\mathrm{}+n}{}}\mu _s+\frac{\mu _{\mathrm{}}}{2}=\underset{s=\mathrm{}n}{\overset{\mathrm{}1}{}}\mu _s+\frac{\mu _{\mathrm{}}}{2}.$$

for $`1n\mathrm{}1`$. Thus, we have

$$\mathrm{}H_0^{}=\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{\mu _{\mathrm{}}}{2}+\underset{s=n}{\overset{\mathrm{}1}{}}\mu _s\right)\mathrm{}(e_{n,n}e_{2\mathrm{}+1n,2\mathrm{}+1n})$$

Let $`\sigma `$ be an isomorphism of the Hilbert space of pure states defined by

$$\sigma (|n)=\{\begin{array}{cc}|n\hfill & 1n\mathrm{}\hfill \\ (1)^{n\mathrm{}1}|3\mathrm{}+1n\hfill & \mathrm{}+1n2\mathrm{}\hfill \end{array}$$
(13)
and set $`|m=\sigma (|n)`$ as well as $`\stackrel{~}{E}_m=\frac{1}{2}\mu _{\mathrm{}}_{s=m}^\mathrm{}1\mu _s`$ for $`1m\mathrm{}1`$, $`\stackrel{~}{E}_{\mathrm{}}=\frac{1}{2}\mu _{\mathrm{}}`$, $`\stackrel{~}{d}_{\mathrm{}}=d_{\mathrm{}}`$. Then $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ have the following representations with respect to the new basis $`|m`$

$$\begin{array}{ccc}\hfill \mathrm{}H_0^{}& =\underset{m=1}{\overset{\mathrm{}}{}}\left(\frac{\mu _{\mathrm{}}}{2}+\underset{s=m}{\overset{\mathrm{}1}{}}\mu _s\right)\mathrm{}(e_{m,m}e_{m+\mathrm{},m+\mathrm{}})\hfill & =\underset{m=1}{\overset{\mathrm{}}{}}\stackrel{~}{E}_mh_m\hfill \\ \hfill \mathrm{}H_1& =d_{\mathrm{}}y_{\mathrm{},2\mathrm{}}+\underset{m=1}{\overset{\mathrm{}1}{}}d_m(y_{m+1,m}y_{m+\mathrm{},m+\mathrm{}+1})\hfill & =\underset{m=1}{\overset{\mathrm{}}{}}d_my_m\hfill \end{array}$$
(14)
where $`h_m`$ and $`y_m`$ are as defined in (20) and (22), respectively, and we note that $`y_{m,m+1}=y_{m+1,m}`$, $`y_{m+\mathrm{},m+\mathrm{}+1}=y_{m+\mathrm{}+1,m+\mathrm{}}`$. Hence, the dynamical Lie algebra generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ must be a subalgebra of $`sp(\mathrm{})`$.

Since $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ in (14) contain a complete set of generators $`h_m`$ and $`y_m`$ for $`sp(\mathrm{})`$, it is natural to expect that they generate the full Lie algebra $`sp(\mathrm{})`$. We shall prove that this is true in most cases. However, as in case of $`so(2\mathrm{}+1)`$, a proper subalgebra may also be generated.

###### Example 2

Consider a system of type (12) for $`\mathrm{}=3`$. If $`E_m=m`$, $`1m6`$ and $`d_1=d_5=\sqrt{5}`$, $`d_2=d_4=2\sqrt{2}`$ and $`d_3=3`$ then the basis change (13) leads to

$`\mathrm{}H_0^{}`$ $`=`$ $`2.5h_11.5h_20.5h_3`$
$`\mathrm{}H_1`$ $`=`$ $`\sqrt{5}y_1+2\sqrt{2}y_2+3y_3`$
with $`h_m`$ and $`y_m`$ as defined in (20) and (22), respectively. Therefore, the Lie algebra $`^{}`$ generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ is a subalgebra of $`sp(3)`$. However, it is easy to verify that $`^{}\simeq ̸sp(3)`$. Indeed, $`^{}`$ is a three-dimensional subalgebra of $`sp(3)`$ spanned by $`\mathrm{}H_0`$, $`\mathrm{}H_1`$ and $`[\mathrm{}H_0,\mathrm{}H_1]=(\sqrt{5}x_1+2\sqrt{2}x_2+3x_3)`$.

Thus, for certain choices of the parameters $`E_m`$ and $`d_m`$, the Lie algebra $`^{}`$ is a *proper* subalgebra of $`sp(\mathrm{})`$.

### 4.2 Criteria for $`^{}=sp(\mathrm{})`$

To find conditions that ensure $`^{}=sp(\mathrm{})`$, we consider the generic system

$$\mathrm{}H_0^{}=\underset{m=1}{\overset{\mathrm{}}{}}ϵ_mh_m,\mathrm{}H_1=\underset{m=1}{\overset{\mathrm{}}{}}\delta _my_m,ϵ_m0,\delta _m0m$$
(15)
with $`h_m`$ and $`y_m`$ as in (20) and (22). Clearly, $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ are in $`sp(\mathrm{})`$. Hence the Lie algebra $`^{}`$ they generate must be contained in $`sp(\mathrm{})`$.

###### Theorem 5

Let $`\omega _m=ϵ_{m+1}ϵ_m`$ for $`1m<\mathrm{}`$ and $`\omega _{\mathrm{}}=2ϵ_{\mathrm{}}`$. The dynamical Lie algebra $`^{}`$ generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ as in (15) is $`sp(\mathrm{})`$ if $`\omega _m^2\omega _{\mathrm{}}^2`$ for $`m<\mathrm{}`$.

Proof: Using the properties of the generators $`h_m`$ and $`y_m`$ leads to:

$`V^{(1)}`$ $`[[\mathrm{}H_0^{},\mathrm{}H_1],\mathrm{}H_0^{}]\omega _1^2(\mathrm{}H_1)`$
$`={\displaystyle \underset{m=2}{\overset{\mathrm{}}{}}}\delta _m(\omega _m^2\omega _1^2)y_m`$
$`V^{(2)}`$ $`[[\mathrm{}H_0^{},V^{(1)}],\mathrm{}H_0^{}]\omega _2^2V^{(1)}`$
$`={\displaystyle \underset{m=3}{\overset{\mathrm{}}{}}}\delta _m(\omega _m^2\omega _1^2)(\omega _m^2\omega _2^2)y_m`$
$`\mathrm{}`$
$`V^{(\mathrm{}1)}`$ $`[[\mathrm{}H_0^{},V^{(\mathrm{}2)}],\mathrm{}H_0^{}]\omega _\mathrm{}1^2V^{(\mathrm{}2)}`$
$`=\delta _{\mathrm{}}{\displaystyle \underset{m=1}{\overset{\mathrm{}1}{}}}(\omega _{\mathrm{}}^2\omega _m^2)y_{\mathrm{}}.`$
By hypothesis $`\omega _m^2\omega _{\mathrm{}}^2`$ for $`m<\mathrm{}`$ and $`\delta _{\mathrm{}}0`$. Hence, all the factors in the last expression above are non-zero, i.e., we have $`y_{\mathrm{}}^{}`$ and thus $`^{}=sp(\mathrm{})`$ by lemma 2 of C. $`\mathrm{}`$

If $`\omega _m^2=\omega _{\mathrm{}}^2`$ for some $`m<\mathrm{}`$ then a modification of the proof above leads to a residual term

$$Y^{(0)}\underset{m}{}\delta _my_m=\underset{m=1}{\overset{\mathrm{}}{}}\stackrel{~}{\delta }_my_m$$

where $`=\{m:1m\mathrm{},\omega _m^2=\omega _{\mathrm{}}^2\}`$ and $`\stackrel{~}{\delta }_m=\delta _m`$ for $`m`$ and $`\stackrel{~}{\delta }_m=0`$ otherwise.

If the energy levels $`ϵ`$ are negative and ordered in an increasing (non-decreasing) sequence then $`\omega _m^2=\omega _{\mathrm{}}^2`$ implies $`\omega _m=\omega _{\mathrm{}}=2ϵ_{\mathrm{}}0`$ for all $`m`$. We shall only consider this case in the following.

###### Theorem 6

Let $`v_m=2\stackrel{~}{\delta }_m^2\stackrel{~}{\delta }_{m+1}^2\stackrel{~}{\delta }_{m1}^2`$ for $`1m\mathrm{}`$ and $`\stackrel{~}{\delta }_{\mathrm{}+1}=\stackrel{~}{\delta }_\mathrm{}1`$, $`\stackrel{~}{\delta }_0=0`$. The dynamical Lie algebra $`^{}`$ generated by the system $`H=H_0^{}+f(t)H_1`$ with $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ as in (15) is $`sp(\mathrm{})`$ if $`\mu _m=\mu _{\mathrm{}}=2ϵ_{\mathrm{}}`$ but $`v_mv_{\mathrm{}}`$ for all $`m\{\mathrm{}\}`$.

Proof: Let $`X^{(0)}\mu _{\mathrm{}}^1[\mathrm{}H_0,Y^{(0)}]`$ and

$$Z2^1[X^{(0)},Y^{(0)}]=\underset{m=1}{\overset{\mathrm{}}{}}(\stackrel{~}{\delta }_{m1}^2\stackrel{~}{\delta }_m^2)h_m.$$

Suppose $`\{\mathrm{}\}`$ has $`\mathrm{}^{}`$ elements labeled $`m_1`$, $`m_2`$ up to $`m_{\mathrm{}^{}}`$ and let $`m_{\mathrm{}^{}+1}=\mathrm{}`$. Then

$`Y^{(1)}`$ $`[Z,X^{(0)}]v_{m_1}Y^{(0)}`$ $`={\displaystyle \underset{k=2}{\overset{\mathrm{}^{}+1}{}}}\stackrel{~}{\delta }_{m_k}(v_{m_k}v_{m_1})y_{m_k}`$
$`X^{(1)}`$ $`[Y^{(0)},Z]v_{m_1}X^{(0)}`$ $`={\displaystyle \underset{k=2}{\overset{\mathrm{}^{}+1}{}}}\stackrel{~}{\delta }_{m_k}(v_{m_k}v_{m_1})x_{m_k}`$
$`Y^{(2)}`$ $`[Z,X^{(1)}]v_{m_2}Y^{(1)}`$ $`={\displaystyle \underset{k=3}{\overset{\mathrm{}^{}+1}{}}}\stackrel{~}{\delta }_{m_k}(v_{m_k}v_{m_1})(v_{m_k}v_{m_2})y_{m_k}`$
$`X^{(2)}`$ $`[Y^{(1)},Z]v_{m_2}X^{(1)}`$ $`={\displaystyle \underset{k=3}{\overset{\mathrm{}^{}+1}{}}}\stackrel{~}{\delta }_{m_k}(v_{m_k}v_{m_1})(v_{m_k}v_{m_2})x_{m_k}`$
$`\mathrm{}`$
$`Y^{(\mathrm{}^{})}`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}^{}}{}}}\stackrel{~}{\delta }_{\mathrm{}}(v_{\mathrm{}}v_{m_k})y_{\mathrm{}}`$
shows that $`y_{\mathrm{}}^{}`$ and hence $`^{}=sp(\mathrm{})`$ by lemma 2 of C. $`\mathrm{}`$

A similar argument shows that if there exists $`kM`$ such that $`v_mv_k`$ for $`m,k`$ but $`mk`$, then $`y_k^{}`$. Using the fact that the generators $`y_m`$ of $`sp(\mathrm{})`$ are not diagonal with respect to the Cartan elements (see C), it generally follows that $`^{}`$ contains all the generators $`x_m`$ and $`y_m`$ and thus $`^{}=sp(\mathrm{})`$ as well. An important special case of this type is a system with $`N=2\mathrm{}`$ equally spaced energy levels and uniform transition dipole moments:

###### Theorem 7

The dynamical Lie algebra $`^{}`$ generated by a system $`H=H_0^{}+f(t)H_1`$ with $`N=2\mathrm{}`$ equally spaced energy levels and uniform dipole moments is $`sp(\mathrm{})`$.

Proof: We have $`x_{\mathrm{}}=\omega ^1[\mathrm{}H_0^{},\mathrm{}H_1]`$, $`y_{\mathrm{}}=2^1[\mathrm{}H_0^{},x_{\mathrm{}}]`$ and $`h_{\mathrm{}}=2^1[x_{\mathrm{}},y_{\mathrm{}}]`$. Next, set $`Y^{(k)}=Y^{(k1)}y_{\mathrm{}+1k}`$ and $`Z^{(k)}=Z^{(k1)}h_{\mathrm{}+1k}`$ for $`1k<\mathrm{}`$, with $`Y^{(0)}=\delta ^1\mathrm{}H_1`$ and $`Z^{(0)}=\mathrm{}H_0^{}`$, and note that $`x_\mathrm{}k=[Z^{(k)},Y^{(k)}]`$, $`y_\mathrm{}k=2^1[Z^{(k)},x_\mathrm{}k]`$ and $`h_\mathrm{}k=2^1[x_\mathrm{}k,y_\mathrm{}k]`$. This shows that $`^{}`$ contains all the generators $`x_m`$, $`y_m`$ of $`sp(\mathrm{})`$. Hence, $`^{}=sp(\mathrm{})`$. $`\mathrm{}`$

### 4.3 Application of the criteria

Let us now return to the original system (12). Since we have assumed that the energy levels $`E_m`$ of the system are ordered in a non-decreasing sequence, i.e., $`E_mE_{m+1}`$ for all $`m`$, we have $`\mu _m0`$, and hence

$$\stackrel{~}{E}_m=\left(\frac{\mu _{\mathrm{}}}{2}+\underset{s=m}{\overset{\mathrm{}1}{}}\mu _s\right)0,\stackrel{~}{E}_m\stackrel{~}{E}_{m+1},1m\mathrm{}$$

i.e., the energy levels $`\stackrel{~}{E}_m`$ are negative and form an increasing sequence. Noting that $`\stackrel{~}{E}_m=ϵ_m`$ we thus have $`\omega _m=ϵ_{m+1}ϵ_m=\mu _m0`$ for $`1m\mathrm{}1`$ and $`\omega _{\mathrm{}}=2ϵ_{\mathrm{}}=\mu _{\mathrm{}}`$.

Thus, if $`\mu _{\mathrm{}}0`$ and $`\mu _m\mu _{\mathrm{}}`$ for $`m<\mathrm{}`$ then $`^{}=sp(\mathrm{})`$ according to theorem 5, independent of the choice of the dipole moments, provided that they are non-zero. If $`\mu _m=\mu _{\mathrm{}}`$ for some $`m<\mathrm{}`$ then theorem 6 applies and the dipole moments determine whether we have $`^{}=sp(\mathrm{})`$ or a proper subalgebra.

In particular, the Lie algebra is $`sp(\mathrm{})`$ if the energy levels are equally spaced, $`\mu _m=\mu _{\mathrm{}}`$ for all $`m`$, and the dipole moments $`d_m0`$, $`1m\mathrm{}`$, are such that there exists $`k`$, $`1k\mathrm{}`$, so that $`v_mv_k`$ for all $`mk`$, where

$$v_m=2\stackrel{~}{d}_m^2\stackrel{~}{d}_{m1}^2\stackrel{~}{d}_{m+1}^2=2d_m^2d_{m1}^2d_{m+1}^2,1m<\mathrm{},$$

(with $`d_0=0`$) and $`v_{\mathrm{}}=2\stackrel{~}{d}_{\mathrm{}}^22\stackrel{~}{d}_\mathrm{}1^2`$.

For instance, setting $`d_m=\sqrt{m}`$ for $`1m\mathrm{}`$ works since it gives $`v_m=2m(m1)(m+1)=0`$ for $`1m<\mathrm{}`$ but $`v_{\mathrm{}}=2`$. Similarly, setting $`d_m=1`$ for $`1m\mathrm{}`$ also gives $`^{}=sp(\mathrm{})`$ due to theorem 7.

However, recall that there are systems of type (12) whose Lie algebra $`^{}`$ is a proper subalgebra of $`sp(\mathrm{})`$, as example 2 above clearly shows. Note that in this example, the energy levels are equally spaced and the dipole moments $`d_m`$ are such that $`v_1=2d_1^2d_2^2=2\times 58=2`$, $`v_2=2d_2^2d_1^2d_3^2=2\times 859=2`$ and $`v_3=2d_3^22d_2^2=2(98)=2`$, i.e., all the $`v_m`$ are equal and none of the theorems above are applicable.

## 5 Conclusion

Our analysis of finite-dimensional, non-decomposable driven quantum systems with nearest neighbour interactions and non-zero dipole moments shows that the dynamical Lie algebra $`^{}`$ generated by the trace-zero part of the internal Hamiltonian and the interaction Hamiltonian of the system is either $`su(N)`$, $`so(N)`$, $`sp(\frac{1}{2}N)`$, or a simple subalgebra of these. Although by far the most common case is $`su(N)`$, which corresponds to density matrix / observable controllability and usually complete controllability , certain symmetries of the controlled transitions can destroy or reduce the controllability of the system.

Precisely, we showed that the dynamical Lie algebra $`^{}`$ of a system with symmetrically coupled transitions is a subalgebra of $`so(2\mathrm{}+1)`$ if the system has an odd number of energy levels (where degenerate levels are to be counted according to multiplicity) and a subalgebra of $`sp(\mathrm{})`$ if the system has an even number of energy levels. Moreover, we established criteria which guarantee in most cases that the dynamical Lie algebra is actually isomorphic to either $`so(2\mathrm{}+1)`$ or $`sp(\mathrm{})`$. In particular, the dynamical Lie algebra of a system with equally spaced energy levels and uniform transition dipole moments is $`so(N)`$ if $`N=2\mathrm{}+1`$, and $`sp(\frac{1}{2}N)`$ if $`N=2\mathrm{}`$.

Despite the rather technical nature of the results presented in this paper, we would like to emphasize that the identification of the dynamical Lie algebra is a crucial first step towards identification of reachable and non-reachable target states for systems that are not essentially controllable. Furthermore, knowledge about the structure of the dynamical Lie algebra can be used to develop efficient control schemes for these systems.

## Appendix A The Lie algebra $`su(N)`$

A standard basis representation for the Lie algebra $`su(N)`$ in terms of trace-zero, skew-Hermitian $`N\times N`$ matrices is (see, for example )

$$\begin{array}{ccc}\hfill x_{m,n}& & e_{m,n}e_{n,m},\hfill \\ \hfill y_{m,n}& & \mathrm{}(e_{m,n}+e_{n,m}),\hfill \\ \hfill h_m& & \mathrm{}(e_{m,m}e_{m+1,m+1}),\hfill \end{array}$$
(16)
where $`1mN1`$, $`m<nN`$ and $`\mathrm{}=\sqrt{1}`$. There are $`\mathrm{}=N1`$ generators $`h_m`$ and $`\frac{1}{2}\mathrm{}(\mathrm{}+1)`$ generators of type $`x_{m,n}`$ and $`y_{m,n}`$ each. Hence, the total number of generators is $`N^21`$ and thus the dimension of the Lie algebra $`su(N)`$ is $`N^21`$. A nice discussion of controllability of $`N`$-level quantum systems in terms of root space decompositions of $`su(N)`$ can be found in .

## Appendix B The Lie algebra $`so(2\mathrm{}+1)`$

$`so(N)`$ usually refers to the real Lie algebra of trace-zero, anti-symmetric matrices . However, since we are dealing with subalgebras of $`su(N)`$ generated by $`N\times N`$ skew-Hermitian matrices, we require a representation of $`so(N)`$ in terms of trace-zero, skew-Hermitian matrices. For $`N=2\mathrm{}+1`$, the standard representation of the complex Lie algebra $`B_{\mathrm{}}`$  leads to the following skew-Hermitian basis for the real Lie algebra $`so(2\mathrm{}+1)`$:

$$\begin{array}{ccc}\hfill h_m& =& \mathrm{}(e_{m+1,m+1}e_{m+\mathrm{}+1,m+\mathrm{}+1})\hfill \\ \hfill x_{ϵ_m}& =& x_{1,m+1}x_{m+\mathrm{}+1,1}\hfill \\ \hfill y_{ϵ_m}& =& y_{1,m+1}y_{m+\mathrm{}+1,1}\hfill \\ \hfill x_{ϵ_m+ϵ_n}& =& x_{m+\mathrm{}+1,n+1}x_{n+\mathrm{}+1,m+1}\hfill \\ \hfill y_{ϵ_m+ϵ_n}& =& y_{m+\mathrm{}+1,n+1}y_{n+\mathrm{}+1,m+1}\hfill \\ \hfill x_{ϵ_mϵ_n}& =& x_{n+1,m+1}x_{m+\mathrm{}+1,n+\mathrm{}+1}\hfill \\ \hfill y_{ϵ_mϵ_n}& =& y_{n+1,m+1}y_{m+\mathrm{}+1,n+\mathrm{}+1}\hfill \end{array}$$
(17)
where $`1m\mathrm{}`$ and $`m<n\mathrm{}`$. Since there are $`\mathrm{}`$ elements $`h_m`$, $`x_{ϵ_m}`$ and $`y_{ϵ_m}`$ each, as well as $`\frac{1}{2}\mathrm{}(\mathrm{}1)`$ elements $`x_{ϵ_m+ϵ_n}`$, $`y_{ϵ_m+ϵ_n}`$, $`x_{ϵ_mϵ_n}`$ and $`y_{ϵ_mϵ_n}`$ each, the total number of basis elements is $`\mathrm{}(2\mathrm{}+1)`$. Thus, the dimension of $`so(2\mathrm{}+1)`$ is $`\mathrm{}(2\mathrm{}+1)`$. Using the general commutation relations

$$\begin{array}{cc}[x_{ϵ_m},x_{ϵ_mϵ_n}]=x_{ϵ_n},\hfill & [x_{ϵ_m},y_{ϵ_mϵ_n}]=y_{ϵ_n},\hfill \\ [x_{ϵ_m},x_{ϵ_n}]=x_{ϵ_mϵ_n}x_{ϵ_m+ϵ_n},\hfill & [x_{ϵ_m},y_{ϵ_n}]=y_{ϵ_mϵ_n}+y_{ϵ_m+ϵ_n},\hfill \\ [x_{ϵ_m},y_{ϵ_m}]=2h_m,\hfill & [x_{ϵ_m\pm ϵ_n},y_{ϵ_m\pm ϵ_n}]=2(h_m\pm h_n),\hfill \\ [h_m,x_{ϵ_m\pm ϵ_n}]=y_{ϵ_m\pm ϵ_n},\hfill & [h_m,y_{ϵ_m\pm ϵ_n}]=x_{ϵ_m\pm ϵ_n}\hfill \end{array}$$
(18)
for $`mn`$, shows that the elements $`x_m`$ and $`y_m`$ with

$$\begin{array}{ccc}x_1=x_{ϵ_1},\hfill & x_{m+1}=x_{ϵ_mϵ_{m+1}},\hfill & 1m\mathrm{}1,\hfill \\ y_1=y_{ϵ_1},\hfill & y_{m+1}=y_{ϵ_mϵ_{m+1}},\hfill & 1m\mathrm{}1,\hfill \end{array}$$
(19)
are not diagonal with respect to the Cartan elements $`h_m`$ of the Lie algebra and generate the full Lie algebra $`so(2\mathrm{}+1)`$. Furthermore, it generally suffices to prove that the Lie algebra $`^{}`$ generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ as in (10) contains one of these elements to conclude that $`^{}=so(2\mathrm{}+1)`$. We shall demonstrate this explicitly for the case $`y_1L^{}`$.

###### Lemma 1

Let $`^{}`$ be the Lie algebra generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ as defined in (10). If $`y_1^{}`$ then $`x_m,y_m^{}`$ for $`1m\mathrm{}`$ and hence $`^{}=so(2\mathrm{}+1)`$.

Proof: Using (18) shows that $`y_1^{}`$ implies $`[\mathrm{}H_0,y_1]=ϵ_1x_1`$ and $`[x_1,y_1]=2h_1`$; thus $`x_1,h_1^{}`$. Furthermore, we have

$$\begin{array}{ccc}\hfill Z^{(1)}=& \mathrm{}H_0ϵ_1h_1\hfill & =\underset{m=2}{\overset{\mathrm{}}{}}ϵ_mh_m\hfill \\ \hfill Y^{(1)}=& \mathrm{}H_1\delta _1y_1\hfill & =\underset{m=2}{\overset{\mathrm{}}{}}\delta _my_m\hfill \\ \hfill X^{(1)}=& [\mathrm{}H_0,\mathrm{}H_1]+ϵ_1\delta _1x_1\hfill & =\underset{m=2}{\overset{\mathrm{}}{}}(ϵ_mϵ_{m1})\delta _mx_m\hfill \\ & [Z^{(1)},Y^{(1)}]\hfill & =ϵ_2\delta _2x_2\underset{m=3}{\overset{\mathrm{}}{}}(ϵ_mϵ_{m1})\delta _mx_m\hfill \end{array}$$

which shows that $`X^{(1)}+[Z^{(1)},Y^{(1)}]=ϵ_1\delta _2x_2`$, i.e., $`x_2^{}`$, and $`[Z^{(1)},x_2]=ϵ_2y_2`$, $`[x_2,y_2]=2(h_2h_1)`$ implies $`y_2,h_2^{}`$. In general, defining recursively

$$Z^{(k)}=Z^{(k1)}ϵ_kh_k,Y^{(k)}=Y^{(k1)}\delta _ky_k,X^{(k)}=X^{(k1)}(ϵ_kϵ_{k1})\delta _kx_k$$

shows that $`X^{(k)}+[Z^{(k)},Y^{(k)}]=ϵ_k\delta _{k+1}x_{k+1}`$, $`[Z^{(k)},x_{k+1}]=ϵ_{k+1}y_{k+1}`$ and $`[x_{k+1},y_{k+1}]=2(h_{k+1}h_k)`$. Thus, $`x_{k+1}`$, $`y_{k+1}`$ and $`h_{k+1}`$ are in $`^{}`$ for $`k=2,3,\mathrm{},\mathrm{}1`$. $`\mathrm{}`$

## Appendix C The Lie algebra $`sp(\mathrm{})`$

A basis representation for the Lie algebra $`sp(\mathrm{})`$ for $`N=2\mathrm{}`$ in terms of trace-zero, skew-Hermitian $`N\times N`$ matrices can be derived from the standard basis for $`C_{\mathrm{}}`$ :

$$\begin{array}{ccc}\hfill h_m& =& \mathrm{}(e_{m,m}e_{m+\mathrm{},m+\mathrm{}})\hfill \\ \hfill x_{2ϵ_m}& =& x_{m+\mathrm{},m}\hfill \\ \hfill y_{2ϵ_m}& =& y_{m+\mathrm{},m}\hfill \\ \hfill x_{ϵ_m+ϵ_n}& =& x_{m+\mathrm{},n}+x_{n+\mathrm{},m}\hfill \\ \hfill y_{ϵ_m+ϵ_n}& =& y_{m+\mathrm{},n}+y_{n+\mathrm{},m}\hfill \\ \hfill x_{ϵ_mϵ_n}& =& x_{n,m}x_{m+\mathrm{},n+\mathrm{}}\hfill \\ \hfill y_{ϵ_mϵ_n}& =& y_{n,m}y_{m+\mathrm{},n+\mathrm{}},\hfill \end{array}$$
(20)
where $`1m\mathrm{}`$ and $`m<n\mathrm{}`$. Since there are $`\mathrm{}`$ elements $`h_m`$, $`x_{2ϵ_m}`$ and $`y_{2ϵ_m}`$ each, as well as $`\frac{1}{2}\mathrm{}(\mathrm{}1)`$ elements $`x_{ϵ_m+ϵ_n}`$, $`y_{ϵ_m+ϵ_n}`$, $`x_{ϵ_mϵ_n}`$ and $`y_{ϵ_mϵ_n}`$ each, the total number of basis elements is $`\mathrm{}(2\mathrm{}+1)`$ and the dimension of $`sp(\mathrm{})`$ is thus $`\mathrm{}(2\mathrm{}+1)`$. Using the general commutation relations

$$\begin{array}{cc}[x_{2ϵ_n},x_{ϵ_mϵ_n}]=x_{ϵ_m+ϵ_n},\hfill & [x_{2ϵ_n},y_{ϵ_mϵ_n}]=y_{ϵ_m+ϵ_n},\hfill \\ [x_{ϵ_m+ϵ_n},x_{ϵ_mϵ_n}]=2(x_{2ϵ_m}x_{2ϵ_n}),\hfill & [x_{ϵ_m+ϵ_n},y_{ϵ_mϵ_n}]=2(y_{2ϵ_m}+y_{2ϵ_n}),\hfill \\ [x_{2ϵ_m},y_{2ϵ_m}]=2h_m,\hfill & [x_{ϵ_m\pm ϵ_n},y_{ϵ_m\pm ϵ_n}]=2(h_m\pm h_n),\hfill \\ [h_m,x_{ϵ_m\pm ϵ_n}]=y_{ϵ_m\pm ϵ_n},\hfill & [h_m,y_{ϵ_m\pm ϵ_n}]=x_{ϵ_m\pm ϵ_n}\hfill \end{array}$$
(21)
for $`mn`$, shows that the elements $`x_m`$ and $`y_m`$ with

$$\begin{array}{ccc}x_m=x_{ϵ_mϵ_{m+1}},1m\mathrm{}1,\hfill & x_{\mathrm{}}=x_{2ϵ_{\mathrm{}}},\hfill & \\ y_m=y_{ϵ_mϵ_{m+1}},1m\mathrm{}1,\hfill & y_{\mathrm{}}=y_{2ϵ_{\mathrm{}}}.\hfill & \end{array}$$
(22)
are not diagonal with respect to the Cartan elements $`h_m`$ of the Lie algebra and generate the full Lie algebra $`sp(\mathrm{})`$. Again, it therefore generally suffices to prove that the Lie algebra $`^{}`$ generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ as in (15) contains one of these elements to conclude that $`^{}=sp(\mathrm{})`$. We demonstrate this explicitly for the case $`y_{\mathrm{}}L^{}`$.

###### Lemma 2

Let $`^{}`$ be the Lie algebra generated by $`\mathrm{}H_0^{}`$ and $`\mathrm{}H_1`$ defined in (15). If $`y_{\mathrm{}}^{}`$ then $`x_m,y_m^{}`$ for $`1m\mathrm{}`$, hence $`^{}=sp(\mathrm{})`$.

Proof: Using (21) shows that $`y_{\mathrm{}}^{}`$ implies $`[\mathrm{}H_0^{},y_{\mathrm{}}]=2ϵ_{\mathrm{}}x_{\mathrm{}}`$ and $`[x_{\mathrm{}},y_{\mathrm{}}]=2h_{\mathrm{}}`$; thus $`x_{\mathrm{}},h_{\mathrm{}}^{}`$. Furthermore, we have

$$\begin{array}{ccc}\hfill Z^{(1)}=& \mathrm{}H_0^{}ϵ_{\mathrm{}}h_{\mathrm{}}\hfill & =\underset{m=1}{\overset{\mathrm{}1}{}}ϵ_mh_m\hfill \\ \hfill Y^{(1)}=& \mathrm{}H_1\delta _{\mathrm{}}y_{\mathrm{}}\hfill & =\underset{m=1}{\overset{\mathrm{}1}{}}\delta _my_m\hfill \\ \hfill X^{(1)}=& [\mathrm{}H_0^{},\mathrm{}H_1]+2ϵ_{\mathrm{}}\delta _{\mathrm{}}x_{\mathrm{}}\hfill & =\underset{m=1}{\overset{\mathrm{}1}{}}(ϵ_{m+1}ϵ_m)\delta _mx_m\hfill \\ & [Z^{(1)},Y^{(1)}]\hfill & =ϵ_\mathrm{}1\delta _\mathrm{}1x_\mathrm{}1\underset{m=1}{\overset{\mathrm{}2}{}}(ϵ_{m+1}ϵ_m)\delta _mx_m\hfill \end{array}$$

which shows that $`X^{(1)}+[Z^{(1)},Y^{(1)}]=ϵ_{\mathrm{}}\delta _\mathrm{}1x_\mathrm{}1`$, $`[Z^{(1)},x_\mathrm{}1]=ϵ_\mathrm{}1y_\mathrm{}1`$, and $`[x_\mathrm{}1,y_\mathrm{}1]=2(h_{\mathrm{}}h_\mathrm{}1)`$; thus $`x_\mathrm{}1,y_\mathrm{}1,h_\mathrm{}1^{}`$. In general, defining recursively

$$\begin{array}{c}Z^{(k+1)}=Z^{(k)}ϵ_\mathrm{}kh_\mathrm{}k,Y^{(k+1)}=Y^{(k)}\delta _\mathrm{}ky_\mathrm{}k,\hfill \\ X^{(k+1)}=X^{(k)}(ϵ_{\mathrm{}k+1}ϵ_\mathrm{}k)\delta _\mathrm{}kx_\mathrm{}k\hfill \end{array}$$

shows that $`X^{(k+1)}+[Z^{(k+1)},Y^{(k+1)}]=ϵ_\mathrm{}k\delta _{\mathrm{}k1}x_{\mathrm{}k1}`$, $`[Z^{(k+1)},x_{\mathrm{}k1}]=ϵ_{\mathrm{}k1}y_{\mathrm{}k1}`$ and $`[x_{\mathrm{}k1},y_{\mathrm{}k1}]=2(h_\mathrm{}kh_{\mathrm{}k1})`$. Thus, we have indeed $`x_{\mathrm{}k1}`$, $`y_{\mathrm{}k1}`$ and $`h_{\mathrm{}k1}`$ in $`^{}`$ for $`k=1,2,\mathrm{},\mathrm{}2`$. $`\mathrm{}`$

## Appendix D The Lie algebra $`so(2\mathrm{})`$

Using the standard representation for the complex Lie algebra $`D_{\mathrm{}}`$ , we can derive the following skew-Hermitian basis for $`so(2\mathrm{})`$:

$$\begin{array}{ccc}\hfill h_m& =& \mathrm{}(e_{m,m}e_{m+\mathrm{},m+\mathrm{}})\hfill \\ \hfill x_{ϵ_m+ϵ_n}& =& x_{m+\mathrm{},n}x_{n+\mathrm{},m}\hfill \\ \hfill y_{ϵ_m+ϵ_n}& =& y_{m+\mathrm{},n}y_{n+\mathrm{},m}\hfill \\ \hfill x_{ϵ_mϵ_n}& =& x_{n,m}x_{m+\mathrm{},n+\mathrm{}}\hfill \\ \hfill y_{ϵ_mϵ_n}& =& y_{n,m}y_{m+\mathrm{},n+\mathrm{}}\hfill \end{array}$$
(23)
where $`1m\mathrm{}`$ and $`m<n\mathrm{}`$. There are $`\mathrm{}`$ elements $`h_m`$, as well as $`\frac{1}{2}\mathrm{}(\mathrm{}1)`$ elements $`x_{ϵ_m+ϵ_n}`$, $`y_{ϵ_m+ϵ_n}`$, $`x_{ϵ_mϵ_n}`$ and $`y_{ϵ_mϵ_n}`$ each, i.e., the total number of basis elements is $`\mathrm{}(2\mathrm{}1)`$. Thus, the dimension of $`so(2\mathrm{})`$ is $`\mathrm{}(2\mathrm{}1)`$.

To see why there is no $`(2\mathrm{})`$-level system with $`H=H_0+f(t)H_1`$, where $`\mathrm{}\widehat{H}_0`$ and $`\mathrm{}\widehat{H}_1`$ are as defined in (2) and (5), respectively, such that $`^{}=so(2\mathrm{})`$, note that

$$\begin{array}{ccc}x_m=x_{ϵ_mϵ_{m+1}},1m\mathrm{}1,\hfill & x_{\mathrm{}}=x_{ϵ_\mathrm{}1+ϵ_{\mathrm{}}},\hfill & \\ y_m=y_{ϵ_mϵ_{m+1}},1m\mathrm{}1,\hfill & y_{\mathrm{}}=y_{ϵ_\mathrm{}1+ϵ_{\mathrm{}}}.\hfill & \end{array}$$
(24)
forms a minimal, complete set of generators for $`so(2\mathrm{})`$ if $`\mathrm{}2`$. Each of the $`\mathrm{}`$ generators $`y_m`$ has four distinct, non-zero entries, which corresponds to a total of $`4\mathrm{}`$ non-zero entries. However, $`\mathrm{}H_1`$ for a $`(2\mathrm{})`$-level system with only nearest neighbour interactions can have at most $`2(2\mathrm{}1)=4\mathrm{}2`$ non-zero entries on the first super- and sub-diagonal. Hence, a $`(2\mathrm{})`$-level system with dynamical Lie algebra $`so(2\mathrm{})`$ must have interactions between non-adjacent energy levels.

## References