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# Superconductivity and Antiferromagnetism in Three-Dimensional Hubbard model

## I Introduction

Unconventional superconductivity in strongly correlated electron systems has been one of the central issues in the field of condensed matter physics. It is widely accepted that superconductivity takes place around the antiferromagnetic phase for many strongly correlated systems such as high temperature superconductors , $`\kappa `$-BEDT organic compounds , and some of the heavy fermion systems . Naively, superconductivity in these systems is induced by the antiferromagnetic spin fluctuation . In fact, the spin fluctuation theory successfully explains $`d_{x^2y^2}`$-wave superconductivity observed in various quasi two-dimensional systems . Recently, attractive experimental results were presented concerning the relation between antiferromagnetism and superconductivity.

For example, $`\mathrm{CeIn}_3`$ with a cubic crystal structure exhibits an antiferromagnetic transition with decreasing temperature and it undergoes a superconducting transition under sufficient pressure 25 kbar where the superconducting transition temperature is $`T_\mathrm{c}0.25`$ K . In relation to this system, a new heavy fermion compound $`\mathrm{CeRhIn}_5`$ has been discovered recently, in which alternating layers $`\mathrm{CeIn}_3`$ and $`\mathrm{RhIn}_2`$ are stacked along the $`c`$-axis and superconductivity is induced by application of hydrostatic pressure . It is worthwhile to note that superconducting transition temperature $`T_\mathrm{c}2.1`$ K of this compound is considerably higher than that of $`\mathrm{CeIn}_3`$ . Adding to this fact, $`\mathrm{CeIrIn}_5`$ and $`\mathrm{CeCoIn}_5`$ with the same crystal structure as $`\mathrm{CeRhIn}_5`$ exhibit superconductivity at ambient pressure , so that the crystal structure of $`\mathrm{CeRhIn}_5`$ is considered to be more favorable for superconductivity than the cubic one. These facts seem to indicate the importance of dimensionality for the occurence of the unconventional superconductivity.

In another recent experiment, NQR measurement under pressure on CeCu2Si2 indicated an antiferromagnetic instability in the superconducting phase  or possible coexistence between superconductivity and antiferromagnetism. It should also be mentioned that the observation of a neutron resonance peak such as those observed in high-$`T_\mathrm{c}`$ cuprates was reported for a heavy electron system UPd2Al3 . Thus it is worth while to study the interplay between antiferromagnetism and superconductivity with varying degree of crystal anisotropy or dimensionality using the spin fluctuation theory.

The effect of dimensionality on spin fluctuation-mediated superconductivity was studied previously both with the use of phenomenological models for spin fluctuations  and from fully microscopic calculations based on the Hubbard model . In these studies comparisons were made between two ideal cases with simple square and cubic lattices. In view of recent experiments it seems important to study the effect of crystal anisotropy interpolating between ideal 2D and 3D systems.

In this paper, we discuss the phase diagram of the three dimensional anisotropic Hubbard model using the fluctuation exchange (FLEX) approximation . The crystal anisotropy or dimensionality is controlled by a parameter $`r_z`$ which is the ratio of the out-of-plane hopping integral to the in-plane one. Notice that cases of $`r_z=0`$ and $`r_z=1`$ correspond to the square lattice and the cubic lattice, respectively. We restrict ourselves near the half-filled electron density and $`0<r_z<1`$. Our results are summarized in following four features. (1) With increasing $`r_\mathrm{z}`$ the area of the magnetic phase in the phase diagram tends to expand while that of the $`d_{x^2y^2}`$-wave superconducting phase shrinks. (2) For a moderate value of $`r_\mathrm{z}`$ the $`d_{x^2y^2}`$-wave superconducting phase undergoes a second order phase transition into a coexistent phase between $`d_{x^2y^2}`$-wave superconductivity and incommensurate spin density wave (ICSDW). (3) For the same value of $`r_\mathrm{z}`$ the spin fluctuation frequency spectra show a resonance peak or ridge around the antiferromagnetic wave vector, similarly to the one studied previously for 2-dimensional systems. The latter has been interpreted as the spin-excitonic collective mode and was assigned to the neutron resonance peaks observed in Y- and Bi-based high-$`T_\mathrm{c}`$ cuprates. (4) Low frequency components of the spin fluctuation spectrum corresponding to the ICSDW ordering vector grow significantly as the phase transition point is approached.

In what follows we discuss the model Hamiltonian and approximation procedure in Sec. II and the results of calculation in Sec. III. Sec. IV is devoted for general discussion and summary.

## II Model and FLEX approximation

### A Model Hamiltonian

The model Hamiltonian we use here is;

$$H=\underset{𝐤,\sigma }{}ϵ_𝐤a_{𝐤\sigma }^{}a_{𝐤\sigma }+U\underset{i}{}n_in_i,$$
(1)
where $`a_{𝐤\sigma }^{}`$ is the creation operator for a quasi-particle with momentum $`𝐤`$ and spin $`\sigma `$, $`U`$ is the on-site Coulomb energy, $`n_{i\sigma }`$ is the number operator for a quasi-particle with spin $`\sigma `$ at $`i`$-site. $`ϵ_𝐤`$ is the energy dispersion of the quasi-particle given by

$`ϵ_𝐤=`$ $`2t(\mathrm{cos}k_x+\mathrm{cos}k_y)+4t^{}\mathrm{cos}k_x\mathrm{cos}k_y`$ (3)
$`2tr_z\mathrm{cos}k_z+4t^{}r_z\mathrm{cos}k_z(\mathrm{cos}k_x+\mathrm{cos}k_y)`$
where $`t`$ and $`t^{}`$ are the nearest-neighbor and the next nearest-neighbor hopping integrals, respectively. Hereafter, $`t`$ is used as the unit of energy. Also, we introduce a parameter $`r_z`$ describing the anisotropy along $`z`$-axis where $`r_z=0`$ corresponds to the square lattice, and $`r_z=1`$ to the cubic lattice. Although the value of the anisotropy parameter for the next nearest-neighbor hopping should be generally different from that for the nearest-neighbor, we use the same value for them since no essential difference will appear by definite distinction between them. The variation of the phase diagram with this anisotropy is studied using the Green’s function method.

### B FLEX Approximation

When the interaction constant $`U`$ is equal to zero, the one-particle Green’s function of the quasi-particle at temperature $`T`$ is given by

$$G^{(0)}(𝐤,\mathrm{i}\omega _n)=\frac{1}{\mathrm{i}\omega _nϵ_𝐤+\mu }$$
(4)
where $`\omega _n=(2n+1)\pi T`$ is the Fermion Matsubara frequency and $`\mu `$ is the chemical potential.

For the three dimensional system with $`U0`$, various ordered states appear at respective transition temperature below which features of the system is described by corresponding order parameters, and anomalous Green’s functions. In order to study the interplay between magnetism and superconductivity, we wish to construct the phase diagram of this model calculating the magnetic and superconducting transition points. In the FLEX approximation the superconducting $`T_\mathrm{c}`$ is calculated within a mean field level while the magnetic susceptibility is renormalized self-consistently and thus there is no Neel temperature $`T_\mathrm{N}`$ for 2D-systems. Here the finite value of $`r_\mathrm{z}`$ or 3D-character makes it possible to find magnetic transition point $`T_\mathrm{N}`$ from the divergence of $`\chi _Q`$.

The Dyson-Gor’kov equations for the Green’s functions and the anomalous Green’s functions are given by

$`G(k)=G^{(0)}(k)+G^{(0)}(k)\mathrm{\Sigma }^{(1)}(k)G(k)`$ (5)
$`G^{(0)}(k)\mathrm{\Sigma }^{(2)}(k)F^{}(k)`$ (6)
$`F^{}(k)=G^{(0)}(k)\mathrm{\Sigma }^{(1)}(k)F^{}(k)`$ (7)
$`+G^{(0)}(k)\mathrm{\Sigma }^{(2)}(k)G(k)`$ (8)
where the abbreviation $`k(𝐤,\mathrm{i}\omega _n)`$ is used and $`G(k)`$ is Green’s function for $`U0`$. $`F^{}(k)`$ is anomalous Green’s function to describe the superconducting phase. The self-energies $`\mathrm{\Sigma }^{(1)}(k)`$ and $`\mathrm{\Sigma }^{(2)}(k)`$ are given within the FLEX approximation as follows :

$`\mathrm{\Sigma }^{(1)}(k)={\displaystyle \underset{q}{}}V_{\mathrm{eff}}(q)G(kq),`$ (9)
$`\mathrm{\Sigma }^{(2)}(k)={\displaystyle \underset{q}{}}V_{\mathrm{sing}}(q)F^{}(kq),`$ (10)
$`V_{\mathrm{eff}}(q)=U^2[{\displaystyle \frac{3}{2}}\chi ^\mathrm{s}(q)+{\displaystyle \frac{1}{2}}\chi ^\mathrm{c}(q){\displaystyle \frac{1}{2}}\{\overline{\chi }^\mathrm{s}(q)+\overline{\chi }^\mathrm{c}(q)\}]`$ (11)
$`V_{\mathrm{sing}}(q)=U^2[{\displaystyle \frac{3}{2}}\chi ^\mathrm{s}(q){\displaystyle \frac{1}{2}}\chi ^\mathrm{c}(q){\displaystyle \frac{1}{2}}\{\overline{\chi }^\mathrm{s}(q)\overline{\chi }^\mathrm{c}(q)\}]`$ (12)
with

$`\chi ^\mathrm{s}(q)={\displaystyle \frac{\overline{\chi }^\mathrm{s}(q)}{1U\overline{\chi }^\mathrm{s}(q)}},\chi ^\mathrm{c}(q)={\displaystyle \frac{\overline{\chi }^\mathrm{c}(q)}{1+U\overline{\chi }^\mathrm{c}(q)}},`$ (13)
$`\overline{\chi }^{\mathrm{s}(\mathrm{c})}(q)={\displaystyle \underset{k}{}}[G(k+q)G(k)\pm F^{}(k+q)F^{}(k)]`$ (14)
where $`q(𝐪,\mathrm{i}\mathrm{\Omega }_n)`$ and $`\mathrm{\Omega }_n=2n\pi T`$ is the Boson Matsubara frequency. Also, $`_k\frac{T}{N_0}_𝐤_n`$ and $`N_0`$ is the number of sites. $`\chi ^{\mathrm{s}(\mathrm{c})}(q)`$ and $`\overline{\chi }^{\mathrm{s}(\mathrm{c})}(q)`$ are spin (charge) susceptibility and its irreducible part, respectively. Due to the analytical continuation of $`\chi ^{\mathrm{s}(\mathrm{c})}(q)`$ from the imaginary axis to the real axis, spectrum of spin (charge) fluctuations is provided.

For the purpose of calculating $`T_\mathrm{c}`$ we linearize this Dyson-Gor’kov equations with respect to $`F^{}(k)`$ or $`\mathrm{\Sigma }^{(2)}(k)`$ as follows:

$`G(k)={\displaystyle \frac{1}{G^{(0)}(k)^1\mathrm{\Sigma }^{(1)}(k)}},`$ (15)
$`F^{}(k)=|G(k)|^2\mathrm{\Sigma }^{(2)}(k)`$ (16)
where the normal self-energy $`\mathrm{\Sigma }^{(1)}(k)`$ in eq. (12) corresponds to that of the normal state. The transition temperature for superconductivity is determined as the temperature below which the linearized equation for $`\mathrm{\Sigma }^{(2)}(k)`$ has a non-trivial solution. The linearized equation is given as

$$\mathrm{\Sigma }^{(2)}(k)=\underset{p}{}[V_{\mathrm{sing}}(kp)|G(p)|^2]_{\mathrm{\Sigma }^{(2)}0}\mathrm{\Sigma }^{(2)}(p)$$
(17)
where $`T_\mathrm{c}`$ is obtained by the temperature at which the maximum eigenvalue becomes unity. Note that the superconducting order parameter has the same symmetry as $`\mathrm{\Sigma }^{(2)}(k)`$.

### C Details of Numerical Calculation

The FLEX calculation is numerically carried out for each value of $`r_z`$ at fixed parameter values of $`t^{}=0.2`$ and $`U=6`$. All summations involved in the above self-consistent equations are calculated using FFT algorism for the $`𝐤`$-space with $`16\times 16\times 16`$ meshes in the first Brillouin zone and Matsubara frequency sums with sufficiently large cutoff-frequency $`\omega _\mathrm{c}=36`$. Although the lattice size seems to be relatively small, it is considered that the obtained results are quantitatively modified but does not qualitatively change with magnification of the system size. When relative error of the self-energy for all $`𝐤`$ and $`\omega _n`$ becomes smaller than $`10^6`$, it is assumed that the solution is obtained for the self-consistent equations mentioned above. The second-order magnetic phase transition is given by

$$U\overline{\chi }^\mathrm{s}(𝐪,\mathrm{i}\mathrm{\Omega }_n=0)=1$$
(18)
where a spin susceptibility $`\chi ^\mathrm{s}(𝐪,\mathrm{i}\mathrm{\Omega }_n=0)`$ diverges. Since numerical calculation can not treat any divergences, we always adopt following condition as the condition for the magnetic transition

$$U\overline{\chi }^\mathrm{s}(𝐪,\mathrm{i}\mathrm{\Omega }_n=0)=1ϵ$$
(19)
where $`ϵ=0.002`$ is used throughout these calculations; $`U\overline{\chi }^\mathrm{s}(𝐪,0)1`$. It should be noted that slight modification for the value of $`ϵ>0`$ does not bring about qualitative changes for our results. The superconducting transition tempertures are determined by solving the gap equation (14) obtained within FLEX approximation. The analytical continuations of $`\chi ^{\mathrm{s}(\mathrm{c})}(q)`$ to the real axis are carried out by using Pad$`\stackrel{´}{\mathrm{e}}`$ approximants.

## III Calculated Results

### A Phase Diagrams

In this section, the results of FLEX calculation for the model mentioned above are shown. We begin by examining variation with the anisotropy parameter $`r_z`$ of the phase diagram in temperature $`T`$ vs hole-doping concentration $`(1n)`$ space, where $`n`$ is the electron density per site. The calculated phase diagrams are shown in the Fig. 1; 1(a), 1(b), 1(c), 1(d), and 1(e) are the results for $`r_z=0.1`$, 0.2, 0.4, 0.6, and 0.8, respectively. Each symbol used in these figures has the following meaning; closed circles show the transition to the superconducting phase with $`B_{1\mathrm{g}}`$-symmetry and open circles, open squares, open diamonds, and open triangles correspond to the magnetic transition with the SDW wave vector of $`𝐐=(\pi ,\pi ,\pi )`$, $`𝐐_1=(0.88\pi ,\pi ,\pi )`$, $`𝐐_2=(0.75\pi ,\pi ,\pi )`$, and $`𝐐_3=(0.88\pi ,0.88\pi ,\pi )`$, respectively. Also, closed squares in Fig. 1(b) and closed diamonds in Fig. 1(c) show the second-order magnetic transition between the $`d_{x^2y^2}`$-wave superconducting phase and the coexistent phase with the SDW wave vector of $`𝐐_1`$ and $`𝐐_2`$, respectively. It should be noted that all of these phase transitions are of the second-order. Adding to these phase transition points, symbols of plus, times, sharp, and asterisk in Fig. 1 correspond to the crossover temperatures at which the peak position of $`\chi ^\mathrm{s}(𝐪,0)`$ changes from $`𝐐`$ to $`𝐐_1`$, $`𝐐_1`$ to $`𝐐_2`$, $`𝐐_1`$ to $`𝐐_3`$, and $`𝐐_3`$ to $`𝐐_2`$, respectively. For example, in the case of $`n=0.85`$ in Fig. 1(b), the peak position of $`\chi ^\mathrm{s}(𝐪,0)`$ changes from $`𝐐`$ to $`𝐐_1`$ with the decrease of temperature, and then $`d_{x^2y^2}`$-wave superconductivity appears. For more detailed change in the peak position we need more detailed calculation using smaller mesh in the $`𝐪`$-space. In the systems with nearly half-filled density, the peak of $`\chi ^\mathrm{s}(𝐪,0)`$ always appear at the commensurate position $`𝐪=𝐐`$ for moderately high temperature region as shown in Fig. 1. This fact is consistent with the results of previous calculations for 2D systems .

One of the important results we find from Fig. 1 is the gradual suppression of the $`d_{x^2y^2}`$-wave superconducting phase with increasing $`r_\mathrm{z}`$ or increasing three dimensionality in contrast to the gradual expansion of the antiferromagnetic phase. For $`r_\mathrm{z}=0.8`$ the $`d_{x^2y^2}`$-wave superconducting phase is very much suppressed in accord with the previous calculation for the simple cubic lattice . An interesting result here is that with increasing $`r_\mathrm{z}`$ from zero or 2D limit $`T_\mathrm{c}`$ first decreases but slowly. Even for $`r_\mathrm{z}=0.4`$, with substantial 3D character, $`T_\mathrm{c}`$ is not much reduced from the 2D value. Explicit plots are found in the inset of Fig. 2. For still increasing value of $`r_\mathrm{z}`$, $`T_\mathrm{c}`$ decreases rapidly. These results indicate that materials with layered structure such as cuprates and Ce-115 heavy fermion compounds are quite favorable for the appearance of $`d_{x^2y^2}`$-wave superconductivity.

Another important result is the possible coexistent phase between $`d_{x^2y^2}`$-wave superconductivity and ICSDW as seen in Fig. 1(b) and 1(c). It should be noted that the SDW ordering vectors $`𝐐_1`$ and $`𝐐_2`$ in 1(b) and 1(c) are the same as the ones corresponding to the peak positions of $`\chi ^\mathrm{s}(𝐪,0)`$ just above the superconducting transition temperature. Considering this new feature of the phase diagram it seems worth while to look at the dynamical susceptibility around the coexistent phase. It is also interesting to see if the spin-excitonic collective modes as were found in 2D systems persist for 3D systems and give simultaneous explanations for the resonance peaks observed in high-$`T_\mathrm{c}`$ cuprates and in certain heavy electron superconductor. These problems will be discussed in the following subsection.

### B Spectra of Spin Fluctuations

In order to get some idea about the possible reason for the reduction of $`T_\mathrm{c}`$ with increasing $`r_\mathrm{z}`$ we have calculated the $`𝐪`$-integrated imaginary part of the dynamical susceptibility

$$\mathrm{Im}\chi ^\mathrm{s}(\omega )=\frac{1}{N_0}\underset{𝐪}{}\mathrm{Im}\chi ^\mathrm{s}(𝐪,\omega +\mathrm{i}\delta )$$
(20)
for varying values of $`r_\mathrm{z}`$ at a fixed electron density 0.77 and just above $`T_\mathrm{c}`$. The results are shown in Fig. 2. The $`r_\mathrm{z}`$-dependence of $`T_\mathrm{c}`$ is also shown in the inset for $`n=0.77`$ and $`n=0.81`$.

We see from this figure that with increasing $`r_\mathrm{z}`$ the relatively low frequency components (but much higher than the order of $`T_\mathrm{c}`$) decreases while the higher frequency side of the spectrum is fixed. This decrease of the intensity of spin fluctuation is particularly significant for $`r_\mathrm{z}>0.4`$ and is considered to be responsible for the reduction of $`T_\mathrm{c}`$.

We next discuss the behaviors of the predominant components of the dynamical susceptibility in the situations where the phase transition between the $`d_{x^2y^2}`$-wave superconducting and the coexistent phases takes place as seen in Fig. 1(b) and 1(c). As a representative example we choose the parameter set $`(r_\mathrm{z},n)=(0.4,0.83)`$ in Fig. 1(c). We show in Fig. 3 the spin fluctuation spectra below $`T_\mathrm{c}`$ for the antiferromagnetic component with the wave vector $`𝐐`$ and for the SDW components with the incommensurate wave vector $`𝐐_2`$. The upper and lower pannels show the calculated results of the $`\omega `$-dependences of the irreducible spin susceptibilities and the imaginary part of the spin susceptibilities, respectively, where these quantities have following relation according to equation (10)

$`\mathrm{Im}\chi ^\mathrm{s}(𝐪,\omega +\mathrm{i}\delta )`$ (21)
$`={\displaystyle \frac{\mathrm{Im}\overline{\chi }^\mathrm{s}(𝐪,\omega +\mathrm{i}\delta )}{[1U\mathrm{Re}\overline{\chi }^\mathrm{s}(𝐪,\omega +\mathrm{i}\delta )]^2+[U\mathrm{Im}\overline{\chi }^\mathrm{s}(𝐪,\omega +\mathrm{i}\delta )]^2}}.`$ (22)
We first note that the intensity of Im$`\chi ^\mathrm{s}(𝐐,\omega +\mathrm{i}\delta )`$ around $`\omega =0.08`$ develops strongly with decreasing temperature. As proposed in previous papers , it is considered that this peak corresponds to the spin-excitonic collective mode within the $`d_{x^2y^2}`$-wave superconducting phase taking into account that the excitation energy for this mode is less than the superconducting gap $`2\mathrm{\Delta }0.17`$ estimated from the peak-position of Im$`\overline{\chi }^\mathrm{s}(𝐐,\omega +\mathrm{i}\delta )`$. Noting that relatively large value of $`r_z`$ is used in Fig. 3, it is considered that such a collective mode is not specific to 2D systems but appears more generally in 3D systems with the $`d_{x^2y^2}`$-wave superconducting phase induced by the antiferromagnetic spin fluctuation. Thus, although this feature is discussed in relation with the 41meV resonance peak observed in Y- and Bi-based cuprates , it is expected that such a collective mode within the $`d_{x^2y^2}`$-wave superconducting state should be seen in another unconventional superconductors such as UPd2Al3 . As is seen in Fig. 3, the spectrum of the spin fluctuation with the wave vector $`𝐐_2`$ also exhibits such a collective mode around $`\omega =0.02`$. In addition to this, a new excitation appears with decreasing temperature as a shoulder of $`\mathrm{Im}\chi ^\mathrm{s}(𝐐_2,\omega +\mathrm{i}\delta )`$ near $`\omega =0`$ . This behavior is considered to be associated with the instability of the ICSDW mode $`𝐐_2`$ at the second order transition point to the coexistent phase. Recent higher-resolution inelastic neutron scattering experiment shows that the shoulder on low excitation energy is observed at the incommensurate position below $`T_\mathrm{c}`$ in the under-doped high-$`T_\mathrm{c}`$ cuprates. Such an experimental data may be related with the behavior shown in Fig. 3.

These low energy excitations are considered to affect various physical quantities, especially, the nuclear spin-lattice relaxation rate $`1/T_1`$ which is expressed as

$$\frac{1}{T_1T}\underset{𝐪}{}\frac{\mathrm{Im}\chi ^\mathrm{s}(𝐪,\omega +\mathrm{i}\delta )}{\omega }|_{\omega 0}$$
(23)
where the hyperfine coupling constant is assumed to be unity. It is well known that $`1/T_1T`$ exhibits the $`T^2`$-law for the $`d_{x^2y^2}`$-wave superconductor due to the existence of line nodes as in the high-$`T_\mathrm{c}`$ cuprates. But, it is expected that if this type of excitations exist as seen for $`\mathrm{Im}\chi ^\mathrm{s}(𝐐_2,\omega +\mathrm{i}\delta )`$ in Fig. 3, $`1/T_1T`$ should show an upturn below $`T_\mathrm{c}`$ as shown in Fig. 4. In fact, such a behavior is recently reported for $`\mathrm{CeCu}_2\mathrm{Si}_2`$  where it is known that the unconventional superconductiviting transition takes place at low temperature and the magnetic phase, so-called $`A`$-phase, exists under the magnetic field.

## IV Discussion and Summary

Since the second-order phase transition accompanies some symmetry-breaking, it is instrucitve to discuss phase transitions considering the symmetry for the respective phase in those phase diagrams. As wellknown, the Hubbard model shown in eq. (1) has $`D_{4h}\times SU(2)\times \mathrm{\Theta }\times U(1)`$-symmetry where $`D_{4h}`$ is tetragonal point group of the system, $`SU(2)`$ rotational invariance in the spin-space, $`\mathrm{\Theta }`$ time-reversal symmetry, and $`U(1)`$ gauge symmetry. When the antiferromagnetic or SDW transition takes place with the magnetic moment along $`z`$-axis, the $`SU(2)`$ rotational invariance is broken and $`D_{4h}\times \mathrm{\Theta }`$ reduces to its subgroup $`\overline{D}_{4h}`$, so that the symmetry of the system lowers to $`\overline{D}_{4h}\times U(1)`$ where $`\overline{G}`$ is a magnetic point group which includes some group elements for $`G`$’s typical element $`R`$ to couple with the time-reversal operator $`\theta `$. Also, the $`d_{x^2y^2}`$-wave superconducting transition (belonging to $`B_{1\mathrm{g}}`$ irreducible representation) breaks $`U(1)`$ gauge symmetry and $`\pi /2`$-rotational invariance, so that the symmetry of this phase becomes $`D_{2h}\times SU(2)\times \mathrm{\Theta }`$.

Of course, the first-order phase transition between SDW and $`d_{x^2y^2}`$-wave superconducting phases is possible where a group of one phase is not a subgroup of the other. Noting that no magnetic transition takes place in the $`d_{x^2y^2}`$-wave superconducting phase in Fig. 1(a), it seems that such first-order phase transitions take place between SDW and $`d_{x^2y^2}`$-wave superconducting phases as schematically shown in Fig. 5(a). On the other hand, the second-order phase transitions are expected between the coexistent phase and the ICSDW and $`d_{x^2y^2}`$-wave superconducting phases because the group $`\overline{D}_{2h}`$ of the coexistent phase is a subgroup of both of the other two phases as seen in Fig. 5(b). It seems that Fig. 1(b) corresponds to such a case. In Fig. 1(c), it seems that the transition between the $`d_{x^2y^2}`$-wave superconducting phase and the coexistent phase is of the second-order while the first-order phase transition is expected between the $`d_{x^2y^2}`$-wave superconducting and the ICSDW phases, as shown in Fig. 5(c).

Finally, it may be worth while to make a comment on the spin excitations in the coexistent phase. In view of the symmetry of the coexistent phase we may naturally expect to have a Goldstone or zero frequecncy spin wave mode which recovers the broken $`SU(2)`$-symmetry. We have seen in Fig. 3 that the soft component as a shoulder of the spin excitonic collective mode at the ICSDW wave vector $`𝐐_2`$ grows while the main peak position is kept finite as the coexistent phase is approached. The softening component may be regarded as a precursor to the appearance of the Goldstone mode. Thus in the coexistent phase we may generally expect to have two types of spin excitation modes, the spin excitonic collective mode associated with the superconducting gap and the spin wave mode associated with antiferromagnetism (including SDW). When $`T_\mathrm{N}`$ is substantially higher than $`T_\mathrm{c}`$, however, the appearance of the former mode itself seems to be dubious from consideration of the possible gap structure. It should be an interesting future subject to study the dispersions and the ranges of appearance of these modes.

In summary, the phase diagram of the three-dimensional anisotropic Hubbard model with varying ratio $`r_\mathrm{z}`$ of the transfer matrices along z-axis and in xy-plane is calculated by using the spin fluctuation theory within the FLEX approximation. The results are summarized as follows: (1) For small $`r_\mathrm{z}`$ or nearly 2-dimensional case we have an antiferromagnetic phase around the half-filled electron density and a $`d_{x^2y^2}`$-wave superconducting phase neighboring to it. With increasing $`r_\mathrm{z}`$ the antiferromagnetic phase tends to expand while the $`d_{x^2y^2}`$-wave superconducting phase shrinks. For relatively small values of $`r_\mathrm{z}`$, however, this trend is weak and the superconducting transition temperature $`T_\mathrm{c}`$ decreases slowly with increasing $`r_\mathrm{z}`$. As $`r_\mathrm{z}`$ approaches 1, $`T_\mathrm{c}`$ decreases rapidly. This behavior of $`T_\mathrm{c}`$ seems to be related with the reduction in the $`𝐪`$-integrated intensity of the spin fluctuation spectrum mainly in relatively low frequency (but much higher than the order of $`T_\mathrm{c}`$) side. (2) For a moderate value of $`r_\mathrm{z}`$ the $`d_{x^2y^2}`$-wave superconducting phase undergoes a second-order transition, with decreasing temperature, into a phase where incommensurate spin density wave (ICSDW) coexists with $`d_{x^2y^2}`$-wave superconductivity. (3) For the same value of $`r_\mathrm{z}`$ the spin fluctuation frequency spectra show a resonance peak or ridge around the antiferromagnetic wave vector, similarly to the one studied previously for two-dimensional systems. These spin-excitonic collective modes are considered to explain the neutron resonance peaks observed in Y- and Bi-based high-$`T_\mathrm{c}`$ cuprates and in a heavy Fermion system UPd2Al3. (4) The low frequency components of the ICSDW mode of spin fluctuations grow significantly as the transition point between the $`d_{x^2y^2}`$-wave superconducting and coexistent phases is approached.

Recently, in order to discuss the effect of orbital degeneracy to superconductivity, the weak coupling theory is developed where the orbital fluctuation plays an important role as well as spin fluctuation . Since any fluctuations should be treated dynamically, it is desireble to construct the strong coupling theory including the orbital degree of freedom.

## Acknowledgements

The authors are indebted T. Hotta, H. Kondo, S. Nakamura, K. Ueda, K. Yamaji and T. Yanagisawa for useful discussions. One of the authors (T. T.) would like to thank support from Japan Science and Technology Corporation, Domestic Research Fellow.


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# Nonlinear charging, and transport times in doped nanotubes junctions

## Abstract

The nonlinear capacitance in doped nanotube junctions is calculated self consistently. A negative differential capacitance is observed when the applied bias becomes larger than the pseudogap of the metallic armchair nanotube. For this device, one can deduce a relaxation time of about 0.1 femtosecond. Because of its negative differential resistance (NDR), a switching time of less than a fs, i.e. at least 3 orders smaller than present day switching times, can also be estimated. This effect is important in designing ultra fast nano-electronic components.

Proposals for the calculation of the quantum capacitance of a mesoscopic system were put forth by Büttikerbuttiker  and coworkers and later its full quantum version was derived by Zhao et al. zhaoguo  where the correction terms to the geometrical capacitance, unlike the result derived previously by Büttiker, could become negative due to effects such as quantum tunneling (a “leaky” capacitor). The work, mainly by Büttiker and coworkersbuttiker , on mesoscopic systems has studied the RC relaxation time in the presence of an applied AC field. They had already noted that the true capacitance in a mesoscopic sample has contributions from two hypothetical capacitances put in series: the first being the geometric one caused by the Coulomb interaction which also persists in macroscopic samples. The second is a material-dependent effect caused by the filling of the (quantized) states of the system; it exists even for non interacting electrons, and becomes negligible for large metallic systems where the density of states (DOS) at the Fermi level becomes large.

Experiments observing a negative value for the capacitance of a metal-carbon nanotube junction in the AC regime have been performed by Zhao et al. zhao2 . A non classical capacitance was also measured by Hou et al. hou  in single electron spectroscopy of a double barrier tunnel junction. In their setup, for a small tip-cluster separation, the non classical behavior (reduction) of the capacitance and the resistance was interpreted in terms of quantum tunneling of electrons. Theoretical works on the ac-response of one-dimensional systems have also been done. These modelssassetti  use the Luttinger liquid theory, which is the effective low-energy theory of one-dimensional systems, to describe screening and ac response in homogeneous 1D quantum wires. It is not clear, however, whether at high biases such theories remain valid since the linear dispersion at the two ends of the junction is not the same anymore, and furthermore, in this paper, we are considering junctions of doped nanotubes.

In this work, we have a fully quantum mechanical theory explaining the decrease in C which is closely related to the electronic band structure of the tube. Also, from our calculations, the relaxation time of the nanotube junction is found to be extremely fast, of the order of a fraction of a femtosecond. Additionally, the switching time of this device is estimated to be of the same order as well. These features are central for the design of nanoscale devices, as the switching time issue is of paramount importance in making fast chips.

In the presence of a time-dependent applied bias, the quantum capacitance and transport times in doped junctions made of carbon nanotubes have been calculated in a self-consistent manner. In our model, this junction can be made by a nanotube deposited on or embedded in two different materials. Depending on the material, this can induce transfer of electrons to or from the tube. We had previously studied the I-V characteristics of a nanotube junction in the DC caseapl ; prl  and found that the current is a non-linear function of the applied voltage. For semiconducting tubes, a rectifying behavior was observed, whereas metallic tubes displayed a negative differential resistance (NDR) specially for narrow tubes where the quantization of the transverse levels (pseudogap) is more significant. For an applied AC voltage, in addition to its resistance, the tube will also manifest its capacitive properties. Indeed there is a region of charge accumulation at the junction where, due to the difference in the chemical potentials on opposite sides of the junction, there will be diffusion of electrons from the donor into the acceptor region, and diffusion of holes into the donor region. It was previously shownscreening  that the depletion-layer length of such a junction is of the order of a few carbon-ring separations. The doped nanotube junction can thus be viewed as a capacitor with a capacitance C in parallel with a resistance R if one assumes that the potential drop occurs in the junction region. The response time of this junction is usually controlled by the time $`\tau _{\mathrm{relax}}=RC`$ where R is the resistance of the junction. Hidden beneath the apparent simplicity of this expression is the quantum electron transport time across the junction. Our exact quantum calculation of Rprl  has incorporated this effect. In this work, we focus on the calculation of C and show that it is a nonlinear function of the voltage whose differential value can become negative. Furthermore, from the I-V and the Q-V characteristics, a switching time is defined and estimated for this junction. In what follows, the model and the calculation method will be described.

We consider an infinite ideal (defectless) nanotube doped with two different dopants on its left and right. The doping can be realized by either inserting dopant atoms inside the tube, by depositing the tube on a substrate, or by embedding it in a host material. In both cases, there will be a charge transfer to or from the tube which will now acquire different electronic properties due to the addition of charge and the eventual shift in its Fermi level. It is assumed that there are no charged impurities present in the proximity of the junction, and therefore the effect of disorder is neglected in this study.

The junction problem is solved in the real space within a one $`\pi `$ orbital tight binding (TB) formalism. First the two isolated half tubes are treated, i.e. their surface Green’s function ($`G_{00}`$) in the tight-binding basis is calculated by using the renormalization methodlopez-sancho , assuming the effective onsite energies and chemical potentials knownexplain . Then the junction problem is solved by using the Green’s Function (GF) matching methodgarcia . This is done self-consistently in the junction region, by adding to the Hamiltonian, a Coulomb interaction term (Hartree potential) due to both onsite and other sites extra charges. The onsite (Hubbard) term $`U11`$eVscf  is about 4 times the hopping integral $`t`$. We must emphasize that the calculation of the transmission coefficient from which the two-terminal resistance of the junction is derived is an exact calculation within the self-consistent TB model.

A (3,3) and a (5,5) armchair nanotubeiijima  were considered in this calculation as the nonlinear effects are more pronounced in small radius tubes. The junction region includes 8 unit cells and is of length $`19.4\AA `$. The onsite energies on the left and right tubes are respectively $`U_L`$ and $`U_R`$. The unit for energy or voltage is the hopping matrix element $`t=2.7eV`$.

From the GF, one can compute the conductance, and the charge distribution in the junction region as a function of the applied bias. Thus both relations $`Q(V)`$ and $`I(V)=\dot{Q}(V)`$ can be obtained from this calculation. Fig. 1 shows the depletion charge profile of a (5,5) tube in the junction region which contains 8 layers (16 carbon rings). It was checked that increasing the number of layers did not change the amount of charge transfer on these layersscreening . The depleted charge is calculated for two different dopings of $`|U_L|=|U_R|=0.1t`$ and $`0.5t`$.

For large voltages, the charge-bias relation becomes nonlinear. The bandwidth of the local density of states (LDOS) in the junction region is larger than that of the bulk tube by the amount of the bias voltage. As a result, after the bias becomes greater than the pseudogap of the tube, the accumulated charge is reduced.

This nonlinear relation is displayed in Fig. 2 where t he average charge is the sum of the charges on all rings on one side of the junction. For large biases, the charge on each side of the junction is not strictly zero but oscillates along the tube axis so that its average value becomes nearly zero. This oscillation plays an important role in determining the characteristics of the device since it causes the charge on one side of the capacitor to become small and yield a small switching time. The nonlinear $`I(V)`$ curve is also displayed in this figure.

We calculate the linear capacitance as the ratio of the charge induced on the two sides of the junction, divided by the applied voltage: $`C=Q/V`$. For small bias voltages, the charge-bias relation is linear, and, assuming a hopping of 2.7 eV and the slope to be 0.55 electron/hopping, we obtain a capacitance of $`\mathrm{2.8\hspace{0.17em}10}^{20}F`$. This is comparable but smaller than the “geometrical” capacitancecomment  $`C_g=ϵA/d3.6\times 10^{20}F`$, where $`A`$ is the area of the nanotube (ring of circumference 21 Å and thickness 3.3Å), $`d`$ is the distance between the dipole layers (about 5Å) and $`ϵ=3`$ is the in-plane dielectric constant of graphitedresselhaus .

Taking the resistance $`R`$ to be $`6.5k\mathrm{\Omega }`$comment2 , we find a very fast relaxation time of $`\tau 0.2`$ femto second. The resistance of a nanowire is always of the order of $`h/2e^2=13k\mathrm{\Omega }`$, and the capacitance is about $`9\times 10^{12}A/d10^{11}10^9=10^{20}F`$, resulting always in a relaxation time of the order of $`10^{16}s`$, or, including the dielectric constant, a fraction of a femto second. A smaller separation and sources of disorder may increase this value by an order of magnitude.

The fast relaxation time in junctions of nanowires comes about not only because the capacitance is very low but also because the resistivity is so small. Carbon nanotubes have a very small resistivity $`\rho `$, and furthermore, their resistance does not increase with length. We emphasize the resistivity of the junction is related but not the same as that of the carbon nanotube. It comes from a detailed sophisticated quantum transport calculation. That the magnitude is so small has not been perhaps emphasized enough previously. In general the resistance is inversely proportional to the area, $`R\rho /A`$, whereas the capacitance is proportional to $`A`$. The time constant $`RC`$ is thus generally independent of $`A`$ no matter how small the device is! However, in the case of nanotubes only, the conductance of the tube is of the order of $`2\times 2e^2/h`$ and thus independent of its cross sectional area.

From the knowledge of the relationship between the charge $`Q(V)`$ and the current $`\dot{Q}(V)`$ as a function of the bias, one can obtain the dynamics of this device. The slope at zero (small bias) is the relaxation time $`\tau =RC`$ already discussed. The other characteristic time which can be observed at biases where the NDR effect is seen is called the switching time. It is the time necessary for switching from ”zero” current (in the I-V valley) to its maximum value.

The switching time can be observed as the other characteristic time scale in the plot of charge versus current after the current has reached its maximum value. In Fig. 3, it can be identified as the large, almost vertical slope seen on the right side of the s-shaped curve. According to our calculations, it is less than an order larger than the relaxation time ($`\tau _{\mathrm{switching}}4.5\tau _{relaxation}`$ for the (3,3) tube). It is therefore still of the order of a femtosecond.

In general, the switching speed is enhanced if the peak to valley ratio of the NDR characteristic is large. Indeed this would stretch the curve in the $`\dot{Q}`$ direction, and therefore increase the denominator $`\mathrm{\Delta }\dot{Q}`$, thereby reducing the switching time. As the device becomes comparable in size to the mean free path or larger, the resistance starts increasing with length, and both the relaxation time and the switching time increase. So for nanoscale systems where there is quantum coherence, one expects to obtain very fast devices capable of handling high switching speeds.

Inductive effects in this device have been neglected. The inductance $`L`$ for a device of size $`l`$ is of the order of $`\mu _0l`$ and thus the impedance is about $`L\omega \mu _0l\omega 10\mathrm{\Omega }`$ for a nanometer-length device at frequencies of 1016 Hz. This number is still a thousandth of the resistance of the junction, and therefore can be justifiably neglected.

There are three effects that can affect the relaxation: Impurity scattering, electron-phonon scattering and radiation. Carbon nanotubes have no impurities in their structure unless made on purpose. The electron mean free path being of the order of 1000 nm or more in nanotube ropes, it is very unlikely to find impurities within or near the junction which is of a much smaller size. Their potential is therefore very smooth and will not affect the properties of the electrons in the junction region.

Electron-phonon interactions will increase the resistance, but this increase is by a factor of the order of unity (see ref. e-phonon  for example). The other effect which becomes important at such high frequencies is radiation. The radiated power is proportional to the second power of the acceleration of electrons which is itself quadratic in frequency. At high frequencies, one thus expects some power loss by radiation. The radiated power by a dipole is approximately $`P=v^2\omega ^2\beta `$ with $`\beta \sqrt{\mu _o/ϵ_o}e^2/c^2`$. We assume that the shape or geometry of our device affects this coefficient by a factor of the order of one. The radiated power being quadratic in the velocity, one can associate a damping force to it: $`F_{\mathrm{damping}}=P_{\mathrm{rad}}/v=mv/\tau ^{}`$ with a relaxation time $`\tau ^{}=m/\beta \omega ^2=\sqrt{ϵ_o/\mu _o}mc^2/e^2\omega ^2`$. This time should be compared to the relaxation time at frequencies of the order of 1016 Hz. A numerical substitution shows that $`1/\tau ^{}10^9\mathrm{Hz}1/\tau 10^{16}`$ Hz. Thus, the relaxation time due to radiation does not depend much on the characteristics of the system except for the $`\omega ^2`$ dependence, and radiation does not affect the relaxation time either.

In summary, we find that one can define two different time scales for such a junction displaying NDR and nonlinear charging properties: 1) the relaxation time (RC) which is just the time necessary for the initially charged junction to discharge provided that the bias is small enough so that the device characteristics are linear; 2) the switching time which is the time needed for the voltage to transit from the NDR valley to the linear region. For the doped nanotube junction considered here, both times are very short because the resistivity of carbon nanotube is very low. This makes it attractive for possible practical applications.

###### Acknowledgements.

We wish to acknowledge the supercomputer center of IMR for their continuous support of the HITAC supercomputing system.


text:
# Electron properties of Carbon nanotubes in the field effect regime

## Abstract

Electron properties of Carbon nanotubes can change qualitatively in a transverse electric field. In metallic tubes the sign of Fermi velocity can be reversed in a sufficiently strong field, while in semiconducting tubes the effective mass can change sign. These changes in the spectrum manifest themselves in a breakup of the Fermi surface and in the energy gap suppression, respectively. The effect is controlled by the field inside the tube which is screened due to the polarization induced on the tube. The theory of screening links it with the chiral anomaly for $`1D`$ fermions and obtains a universal screening function determined solely by the Carbon $`\pi `$ electron band.

The possibility to change electron spectrum of Carbon nanotubes by external field is of interest for basic research as well as for nanoscale device engineering. Carbon nanotube (NT) is a $`1D`$ metal or semiconductor depending on the chiral angle. Metallic behavior can be suppressed by parallel magnetic field that induces a minigap at the band crossing. Similar minigaps appear in nominally metallic chiral NTs due to the intrinsic curvature. Novel properties are predicted for the BN tubes having no inversion symmetry.

Here we examine the changes induced in the NT electron spectrum by transverse electric field $``$ strong enough to mix different NT subbands:

$$eR\mathrm{\Delta }_0\mathrm{}v/R,[\mathrm{MV}/\mathrm{cm}]5.26/R^2[\mathrm{nm}^2],$$
(1)
where $`R`$ is the tube radius and $`v`$ is electron velocity. In such a field the effect on electron spectrum is dramatic: in metallic tubes the electron velocity $`v=dϵ/dp`$ can be reduced and even reverse the sign, causing Fermi surface breakup, while in semiconducting tubes the effective mass sign can change, which is accompanied by strong suppression of the excitation gap (Fig.1).

The NT electron system in this regime can be a host of intriguing many-body phenomena. The reduction of electron velocity in metallic tubes leads to an increase of the dimensionless interaction $`e^2/\mathrm{}v`$ that controls the Luttinger liquid properties. One expects this to enhance the intrinsic, interaction-induced energy gap predicted to be small in pristine NTs.

Even more peculiar is the negative $`v`$ state with intertwining electron and hole Fermi surfaces (Fig.1 top). This system provides a realization of a metallic state unstable with respect to electron-hole pairing into excitons. Such an instability, long-envisioned  by Mott, Keldysh and Kopaev, and others, is especially interesting for the mirror symmetric electron and hole bands, described by an analog of the BCS theory. The chiral gauge symmetry (5) of the NT electron Hamiltonian discussed below eliminates the interband matrix elements of particle density. This makes the phase of the excitonic order parameter a gapless Goldstone field, similar to the BCS order parameter. Despite its simplicity, no system with such properties has been unambiguously identified so far, and it is thus possible that nanotubes in a transverse field present a unique opportunity to study this phenomenon.

The field (1) required to create this state is to be achieved within the tube where the external field is partially screened. However, because of the discrete bands with relatively large interband separation $`\mathrm{\Delta }_0[\mathrm{eV}]\mathrm{}v/R=0.53/R[\mathrm{nm}]`$, the transverse field penetrates in the NT fairly well. We find the screening factor to be $`R`$-independent and close to $`5`$ (in accord with ), for both metallic and semiconducting tubes. With the screening taken into account the numbers for the required field remain feasible. (Fields up to $`50\mathrm{MV}/\mathrm{cm}`$ have been demonstrated recently in $`2D`$ gated structures.)

Unexpectedly, the problem of transverse field screening has a relation with the chiral anomaly. A significant part of electron energy in an external field, in the massless Dirac model (standard for NT), arises from the effects at the Fermi sea bottom, where a regularization of this model is required. However, the anomaly links the regularized energy with the properties near the Fermi level (the number of fermion species and their velocity), and thereby generates a universal screening function determined only by the Carbon $`\pi `$ electron band.

We consider the NT at half-filling ignoring charge accumulation due to gating. Gating in itself will not modify the transverse field within the tube, since a uniformly charged cylinder is equipotential. Charging may affect the inner NT field indirectly via changing screening, but this effect should not be significant at moderate gating.

The $`\pi `$ electron Carbon band is described by a nearest-neighbor tight-binding problem $`ϵ\psi _r=t_r^{}\psi _r^{}`$ with the hopping amplitude $`t3\mathrm{eV}`$. The states with small $`|ϵ|t`$ are described, separately at each of the $`K`$ and $`K^{}`$ points, by a massless Dirac Hamiltonian

$$_0=i\mathrm{}v(\sigma _y_x\sigma _x_y),v=3ta_{\mathrm{c}\mathrm{c}}/2\mathrm{}$$
(2)
For a NT in the presence of a transverse electric field $``$,

$$_0=\mathrm{}v\left(i\sigma _x_y+\sigma _yk\right)eR\mathrm{cos}(y/R)$$
(3)
with $`k`$ the longitudinal momentum and $`R`$ the NT radius. The boundary conditions are quasiperiodic:

$$\psi (y+2\pi R)=e^{2\pi i\delta }\psi (y),\delta =\{\begin{array}{cc}0,\hfill & \text{metallic}\hfill \\ \pm \frac{1}{3},\hfill & \text{semic.}\hfill \end{array}$$
(4)
The effects of NT curvature as well as of a parallel magnetic field can in be included by slightly shifting $`\delta `$ away from the ideal values (4).

We employ a chiral gauge transformation

$$\psi (y)=e^{i\sigma _x\varphi (y)}\stackrel{~}{\psi }(y),\varphi (y)=\frac{eR^2}{\mathrm{}v}\mathrm{sin}(y/R)$$
(5)
which preserves the condition (4) and turns Eq.(3) into

$$\stackrel{~}{}_0=\mathrm{}v\left(i\sigma _x_y+ke^{2i\sigma _x\varphi (y)}\sigma _y\right)$$
(6)
The transformed Hamiltonian reveals that, in particular, the spectrum at $`k=0`$ is totally independent of the transverse field (Fig.1).

The spectrum of a metallic NT near the band crossing at $`kR1`$ can be found by employing the degenerate perturbation theory. We project the Hamiltonian (6) on the two states $`|`$, $`|`$ degenerate at $`k=0`$, and obtain

$$ϵ(k)=\pm \left[\mathrm{}vJ_0(2u)\right]k,ueR/\mathrm{\Delta }_0=eR^2/\mathrm{}v$$
(7)
Electron velocity changes sign at the roots of the Bessel function $`J_0`$, first at $`2u=\mu _12.405`$ (Fig.1). At $`u`$ above critical the Fermi surface fractures: an additional small pocket appears for each spectral branch.

The level shifts in semiconducting NT at small $`k`$ are given by the second order perturbation theory in the $`k`$-term of the transformed Hamiltonian (6):

$`ϵ_n^\pm (k)=\pm \mathrm{\Delta }_0\left((n+\delta )+A_n(kR)^2\right)`$ (8)
$`A_n={\displaystyle \underset{m=\mathrm{}}{\overset{\mathrm{}}{}}}J_m^2(2u){\displaystyle \frac{2(n+\delta )}{4(n+\delta )^2m^2}}`$ (9)
For $`\delta =1/3`$ the curvature of the lowest band $`A_0`$ changes sign at $`u_c0.6215`$ (Fig.1). This leads to a singular behavior of the excitation gap which is constant at $`u<u_c`$ and sharply decreases at $`u>u_c`$ (Fig.1 inset). This occurs because of the lowest excitation energy shifting from $`k=0`$ at $`u<u_c`$ to $`k0`$ at $`u>u_c`$. The threshold-like suppression of the gap can be detected by a transport measurement in a thermally activated regime.

The chiral gauge symmetry (5) that protects the spectrum at $`k=0`$ is a distinct feature of the Dirac model (2), (3). The $`\pi `$ electron tight-binding problem, in the next-lowest gradient order, generates a correction to the Hamiltonian (2) violating the symmetry (5):

$$=_0+\lambda e^{\frac{3i}{2}\theta \sigma _z}\left[\sigma _x\left(_x^2_y^2\right)2\sigma _y_x_y\right]e^{\frac{3i}{2}\theta \sigma _z}$$
(10)
with $`\lambda =\frac{1}{4}a_{\mathrm{c}\mathrm{c}}\mathrm{}v`$ and $`\theta `$ the NT chiral angle. The transformation (5) applied to (10) gives a minigap

$$\mathrm{\Delta }_{}=|\mathrm{sin}3\theta |(a_{\mathrm{c}\mathrm{c}}/8\mathrm{}v)(eR)^2$$
(11)
Since $`8Ra_{\mathrm{c}\mathrm{c}}`$, the minigap (11) is too small to alter the behavior at the energies of interest, $`ϵ\mathrm{\Delta }_0`$.

The main effect of electron interaction is screening of the inner field that couples to the electron motion. Here we derive the relation between the inner and outer fields. We first show how the screening problem is reduced to the calculation of the NT electron energy in the presence of an external field. Hereafter we measure all energies in the units of $`\mathrm{\Delta }_0=\mathrm{}v/R`$ and use dimensionless field $`u=eR/\mathrm{\Delta }_0`$. From Gauss’ law, the fields inside and outside the tube are related with the induced surface charge density per one fermion species (spin and valley) by

$$_{\mathrm{ext}}=+\frac{1}{2}4\pi 4\sigma $$
(12)
where the factor $`1/2`$ accounts for depolarization in the cylindrical geometry. In Eq.(12) we projected the actual charge density on the $`\mathrm{cos}\phi `$ harmonic as $`\sigma (\phi )4\sigma \mathrm{cos}\phi `$, ignoring the higher order harmonics. (Here $`\phi y/R`$.)

To obtain the $`\mathrm{cos}\phi `$ harmonic of the induced charge, we evaluate the dipole moment per unit length as $`P=dW()/d`$, where $`W()`$ is the energy of one fermion species as a function of the inner field. Combining this with the relation $`\sigma =P/(\pi R^2)`$ and with the Gauss’ law (12), and passing to dimensionless $`u_{\mathrm{ext}}`$, $`u`$, we obtain

$$u_{\mathrm{ext}}=u+8\frac{e^2}{\mathrm{}v}P(u)$$
(13)
After the dipole moment $`P(u)`$ is known Eq.(13) can be solved for the inner field $`u`$ in terms of the outer field $`u_{\mathrm{ext}}`$.

We consider the general problem of electron energy in a transverse field in a free particle model. The electron levels $`ϵ_{n,k}`$ perturbed by the field can be easily found numerically at each value of the longitudinal momentum $`k`$ by using a transfer matrix for Eq.(6). The level shifts $`\delta ϵ_{n,k}=ϵ_{n,k}(u)ϵ_{n,k}^{(0)}`$ decrease at large $`|n|`$, and the series the total change of the occupied states energy

$$E_0(k)=\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}\delta ϵ_{n,k}(\mathrm{such}\mathrm{that}ϵ_{n,k}(u)<0)$$
(14)
rapidly converge at $`n\pm \mathrm{}`$.

There are two basic problems with Eq.(14): 1) Due to an upward shift of the filled levels (Fig.1), $`E_0`$ is positive and also has positive derivative $`dE_0/du`$. Hence Eq.(14) leads to the dipole moment $`P_0=dE_0/du`$ opposite to the field, i.e. to an unphysical “diamagnetic” polarization sign instead of the expected “paramagnetic” effect. 2) The dependence of the energy $`E_0`$ on the longitudinal wavevector $`k`$ leads to an ultraviolet divergence in the integral $`P=P(k)𝑑k`$, because $`E_0(k)`$ increases with $`|k|`$, saturating at $`|k|R1`$ at an asymptotic value $`\frac{1}{2}u^2`$.

Both difficulties are resolved by taking into account a fundamentally important contribution to the energy that arises due to the effects at the Fermi sea bottom. Physically, the finite electron band width invalidates the massless Dirac approximation at large negative energies. This contribution, however, depends solely on the number of Dirac fermion species and their velocity $`v`$, and is totally insensitive to any other details including the longitudinal momentum $`k`$ value. We find that

$$E_{\mathrm{anom}}=\frac{1}{2}u^2$$
(15)
for each fermion species. Remarkably, Eq.(15) can be obtained without detailed discussion of the behavior at the interatomic length scales — the universality of Eq.(15) is rooted in the physics of the chiral anomaly in the $`1+1`$ fermion problem. The resulting total energy integral

$$W=_{\mathrm{}}^{\mathrm{}}\left(E_0(k)+E_{\mathrm{anom}}\right)\frac{dk}{2\pi }$$
(16)
converges after $`E_0(k)`$ is offset by $`E_{\mathrm{anom}}`$ (Fig.2).

We evaluate the energy (14) and derive the anomaly (15) for a weak field $`u1`$. The NT bands at $`u=0`$ are

$$ϵ_n^\pm (k)=\pm \sqrt{(n+\delta )^2+k^2},\mathrm{}<n<+\mathrm{}$$
(17)
In a half-filled system with just the $`ϵ_n^{}(k)<0`$ bands filled, the external field $`u`$ changes the Fermi sea energy by

$$W=\underset{n}{}^{}\delta ϵ_n^{}(k)\frac{dk}{2\pi }$$
(18)
Here the superscript in $`^{}`$ indicates regularization by truncating the interaction with the external field at a certain large negative energy. We check that this contribution to the energy is independent of the details of truncation and obtain the anomaly (15) by choosing a convenient truncation scheme.

The level shifts $`\delta ϵ_n^{}(k)`$, in the second order of the perturbation theory in the external field $`\widehat{V}=eR\mathrm{cos}\phi `$, are

$$\delta ϵ_n^{}=\underset{m}{}\frac{|m^+|\widehat{V}|n^{}|^2}{ϵ_n^{}ϵ_m^+}+\underset{m}{}\frac{|m^{}|\widehat{V}|n^{}|^2}{ϵ_n^{}ϵ_m^{}}$$
(19)
where the superscript $`\pm `$ indicates the electron and hole branches and the $`k`$ dependence is suppressed. Due to the integration over $`\phi `$ with $`\widehat{V}\mathrm{cos}\phi `$ in the matrix elements the only nonzero terms in (19) are those with $`m=n\pm 1`$.

We now show that the sums over $`ϵ_m^+`$ and $`ϵ_m^{}`$ in (19), respectively, give the regular and the anomalous contributions to the total energy $`W=_n^{}\delta ϵ_n^{}`$. Different behavior of the two sums under regularization stems from their different convergence type. Individual terms in the sum over $`ϵ_m^+`$ decrease rapidly at large $`m`$, so that the series for $`W`$ is absolutely convergent. On the other hand, in the sum over $`ϵ_m^{}`$ the terms do not change at large $`m`$ and thus the corresponding contribution to $`W`$ is given by poorly convergent and regularization-sensitive series.

Taking from (19) just the terms with $`ϵ_m^+`$, evaluating the matrix elements $`m^+|\widehat{V}|n^{}`$ and summing over $`n`$ yields

$$E_0(k)=\frac{u^2}{4}\underset{n}{}\frac{ϵ_n^+(k)ϵ_n^{}^+(k)(n+\delta )(n^{}+\delta )k^2}{ϵ_n^+(k)ϵ_n^{}^+(k)(ϵ_n^{}(k)ϵ_n^{}^+(k))}$$
(20)
with $`n^{}=n+1`$. The sum (20) rapidly converges at large $`n\pm \mathrm{}`$ and can be easily evaluated numerically.

Now we consider the sum of the level shifts $`W=_n^{}\delta ϵ_n^{}`$ taking into account only the second term in (19). At the first sight this sum is identically zero. Indeed, due to the symmetry $`m^{}|\widehat{V}|n^{}=n^{}|\widehat{V}|m^{}`$, in the sum over $`n`$ with $`m=n\pm 1`$ all the terms cancel in pairs. However, truncation of the interaction at a large negative energy compromises the cancellation and yields a finite result. If one sets $`m^{}|\widehat{V}|n^{}=0`$ for all $`|m|`$ or $`|n|`$ exceeding a large number $`N`$, there will be just two terms in the sum over $`n`$ that do not cancel:

$$E_{\mathrm{anom}}=\frac{|N^{}|\widehat{V}|N^{}|^2}{ϵ_N^{}ϵ_N^{}^{}}+\frac{|N^{}|\widehat{V}|N^{}|^2}{ϵ_N^{}ϵ_N^{}^{}}$$
(21)
with $`N^{}=N1`$. Evaluating the matrix elements and energy levels is straightforward because at large $`N|k|`$ one can set $`k=0`$. The result, coinciding with (15), is robust under a change of the regularization.

The expression (15) for the energy anomaly, derived above for the weak field, is in fact more general. To illustrate this we consider a special case of zero longitudinal momentum $`k=0`$ and derive (15) from bosonization, without using perturbation theory in $`u1`$. After the problem (3) is bosonized in the standard way, using $`\psi _{L,R}e^{i\varphi _L},e^{i\varphi _R}`$, we obtain a quadratic Hamiltonian

$$=_0^{2\pi R}\underset{j=L,R}{}\left[\frac{\mathrm{}v}{4\pi }(_x\varphi _j)^2+\frac{e}{2\pi }_x\varphi _jU(y)\right]dy$$
(22)
The second term in (22) representing interaction with the external field $`U(y)`$ can be decoupled by a shift $`\varphi _j\varphi _j^{}\frac{1}{\mathrm{}v_F}_0^yU(y^{})𝑑y^{}`$. The Hamiltonian for $`\varphi _j^{}`$ takes the form (22) with $`U=0`$, while the ground state energy

$$\delta E=\frac{e^2}{2\pi \mathrm{}v_F}_0^{2\pi R}U^2(y)𝑑y$$
(23)
is nothing but the anomaly (15) scaled by $`\mathrm{\Delta }_0=\mathrm{}v/R`$.

After adding the energies (20) and (15), and integrating in (16) over $`k`$ numerically, one obtains

$$W=\frac{\alpha }{2}u^2,\alpha =\{\begin{array}{cc}0.196\mathrm{}\hfill & \text{ for }\delta =1/3\hfill \\ 0.179\mathrm{}\hfill & \text{ for }\delta =0\hfill \end{array}$$
(24)
Eq.(12) with the dipole moment $`P=dW/d`$ and the charge density $`\sigma =P/\pi R^2`$ yield the screening function

$$_{\mathrm{ext}}=\left(1+8\alpha \frac{e^2}{\mathrm{}v}\right)$$
(25)
With $`e^2/\mathrm{}v=2.7`$ this gives $`_{\mathrm{ext}}/=5.24`$ for $`\delta =1/3`$, and $`_{\mathrm{ext}}/=4.87`$ for $`\delta =0`$. The outer-to-inner field ratio $`5`$ (see  for another derivation) renders the required fields (1) feasible. Interestingly, the screening (25) is independent of the tube radius $`R`$ and is almost the same in the metallic and semiconducting NTs. The latter is not surprising, since the screening is absent in a single 1D mode approximation: the polarizability is related with dipolar transitions between different subbands.

The radius-independence of (25) resembles an effect of a dielectric constant. We note, however, that the change of the inner field due to individual Carbon atoms polarizability is small in $`a_{\mathrm{c}\mathrm{c}}/2\pi R1`$. The result (25) reflects the semimetallic character of the $`\pi `$ electron band with the density of states vanishing at the band center.

In summary, nanotube electron states undergo interesting transformations in the field effect regime, leading to novel phenomena in both the single particle and many-body properties. The analysis of screening, performed using a relation with the theory of chiral anomaly, indicates that the fields required for the observation of the proposed effects are in the experimentally feasible range.

This work was supported by the MRSEC Program of the National Science Foundation under Grant No. DMR 98-08941.


text:
# Mass transfer from the donor of GRS 1915+105

## 1 Introduction

Greiner et al. (2001a) identified the mass-donating secondary star of GRS 1915+105 to be a K-M III giant, indicating that this prototype microquasar is a low-mass X-ray binary (LMXB). Further, using the Very Large Telescope (VLT) and the band-heads of 12CO and 13CO , Greiner et al. (2001b) managed to obtain the radial velocity curve of the secondary. The orbital period of 33.5 days, the large mass function f(M) = 9.5 $`\pm 3.0`$ M and known jet-inclination (70°) permitted to constrain the primary black hole mass between MBH = (10 – 18) M, assuming the donor mass to lie between Md = (1.0 – 1.4) M. The large BH mass points to rapid rotation since the smallest inner disc radii modelled (see e.g. Belloni et al. 1997; Vilhu et al. 2001) are as small as 20 km, close to the last marginally stable orbit (0.5 Rg) of an extreme prograde Kerr-hole of 14 M.

In the present paper we estimate the mass transfer rate from the evolving donor but allowing a broader range (0.6 – 2.4) M for its mass to include e.g. a possible stripped giant. Further, we estimate the viscosity time scale at the circularization radius and the amount of mass accumulated there. Using the mean observed accretion rate over the past 6 years (via luminosity conversion) we arrive at an estimate for the timescale of the possible duty cycle, relevant also when discussing a link to ultraluminous sources (ULX) in other galaxies (King et al. 2001).

## 2  Mass transfer rate from the evolving donor

We assume that the donor fills its Roche lobe and that the mass loss is determined by evolutionary expansion along the giant branch, conserving the orbital angular momentum. The properties along the giant branch (luminosity and radius) depend mainly on the He-core mass and less on the envelope mass. In this case an analytical simplification is possible (Webbink, Rappaport and Savonije, 1983) and the procedure is also presented by Verbunt and van den Heuvel (1995). In particular, the radius and luminosity can be fitted with 3rd order polynomials on the core mass.

The growth of the core mass, resulting in an increase of the radius, is determined by the luminosity due to hydrogen shell burning which, in turn, depends completely on the core mass. In the conservative case, fixing the binary parameters and forcing the secondary to fill its Roche lobe, it is rather simple to compute the core mass and consequently the mass loss from the donor (we use Pop. I abundances Z = 0.02; for details see Webbink et al. (1983) and Verbunt and van den Heuvel (1995), p. 482).

The first line in Table 1 gives the results for the best-fit masses given by Greiner et al. (2001b) (14 M \+ 1.2 M, P=33.5 d). The second line gives the parameter ranges if the donor mass Md is varied between (0.6 – 2.4) M and satisfying the mass function constraint f(M)=9.5$`\pm 3.0`$ M. The BH mass varies within these domains between 9–19M. The mass transfer rate depends mainly on the donor mass as shown explicitly in Fig. 1. It follows closely the analytic expression given by King et al. (2001; their eq. 12, the dashed line in Fig. 1). In particular, the uncertainties in the mass function have minor effects on this relation.

## 3  Duty-cycle time scales

In the conservative case, the mass leaving the donor via the L1-point settles down into a Keplerian orbit around the primary BH, the radius of which is called the ’circularization radius’. This radius is given in Table 1 as computed from the analytic approximation to numerical data (Frank, King and Raine, 1992 (FKR), p. 56, eq. 4.18):

$$R_{circ}=4(1+q)^{4/3}(0.5000.227LOG(q))^4P_{day}^{2/3},$$
$`(1)`$
where q is the mass ratio Md/MBH.

Due to the viscosity, the torus at Rcirc will be stretched and flattened into a disc on a viscous time scale (by angular momentum transfer). The size of the viscosity is highly uncertain but in the $`\alpha `$-prescription of classical disc theory it is parameterized and the viscous time scale at Rcirc has a scaling law (see FKR p. 99, eq. 5.63):

$$t_{visc}=370\left(\alpha /0.001\right)^{4/5}\left(M_{BH}/14\right)^{1/4}\left(\dot{M}_d/1.5E8\right)^{3/10}$$

$$\times \left(R_{circ}/14\right)^{5/4}years$$
$`\left(2\right)`$
where the parameters are scaled to those used in Table 1 for the best-fit binary parameters and $`\alpha `$ = 0.001. We may call this the recurrence time during which a new disc is formed if the old one has been rapidly swallowed into the BH. The mass accumulated in the torus around Rcirc during this time equals to Maccum = tvisc $`\times `$ $`\dot{M}_d`$.

Surprisingly, Maccum is roughly equal to the mass of a classical viscous disc (using $`\alpha `$-prescription, gas pressure and Kramer’s opacity) if the outer radius is set equal to Rcirc and 2$`\times `$10-7 M/year is used for the disc accretion. This accretion rate can be derived from the RXTE observations over the past six years. The ASM light curve gives a time-averaged mean value of 58 counts/s (0.77 in the Crab-units) between 2 – 13 keV which corresponds to a total intrinsic luminosity L = 1.2 $`\times `$ 1039 (d/12.5 kpc)2 erg/s using PCA+HEXTE fits by Vilhu et al. (2001). The distance d is scaled to the mean value 12.5 kpc given by Chaty et al. (1996) with $`\pm 1.5`$ kpc uncertainty. This luminosity is slightly below the Eddington luminosity of a 14 M star and corresponds to a mass accretion rate

$$\dot{M}_{obs}=2.0\times 10^7(\eta /0.1)^1(d/12.5kpc)^2M_{\mathrm{}}/year,$$
$`(3)`$
if $`\eta `$ is the efficiency of converting accretion to radiation (L = $`\eta `$$`\dot{M}_{obs}`$c2). For a non-rotating black hole the maximum available gravitational potential energy (per rest mass energy) at the innermost stable orbit is 0.06 – 0.1, while for an extreme Kerr-hole the efficiency may be as high as 0.4 (see FKR, p. 191).

The observed high accretion rate eats the mass from the torus on a timescale tactive = Maccum/$`\dot{M}_{obs}`$. We call this the ’activity time’ and it is one order of magnitude shorter than the recurrence time = tvisc:

tactive/trecurrence = (0.05–0.1)($`\eta `$/0.1).

Together these two timescales form a duty-cycle and their estimates are presented in Table 2.

## 4 Discussion and Conclusions

We have estimated the He-core mass (around 0.28 M) of the donor of GRS 1915+105 for the binary parameters given by Greiner et al. (2001b). The evolutionary expansion of the donor leads to a conservative mass transfer rate $`\dot{M}_d`$ = (1.5 $`\pm 0.5`$) $`\times `$ 10-8 M/y which is ten times smaller than the accretion rate derived from the mean ASM light curve over the past 6 years, and using an efficiency of 0.1 to convert the mass infall into radiation: $`\dot{M}_{obs}`$ = 2.0$`\times `$($`\eta `$/0.1)-1 10-7 M/y, for a distance of 12.5 kpc. We propose that these two numbers determine the duty cycle where the active phase (as observed at present) is ten times shorter than the quiescent one.

We identify the duration of the quiescent phase (recurrence time) as the viscous timescale at the circularization radius and estimate its value to be 370$`\times `$($`\alpha `$/0.001)-4/5 years ($`\alpha `$ = the viscosity parameter in the $`\alpha `$-prescription). The corresponding active phase lasts 28$`\times `$($`\eta `$/0.1)($`\alpha `$/0.001)-4/5 years and is comparable to the present activity phase which has already lasted for ten years, if the small $`\alpha `$ = 0.001 used can be justified at the outer edge of the disc.

The $`\alpha `$-parameter is highly uncertain and consequently so are the timescales derived. However, a comparison can be made with the recurrent X-ray Nova and Soft X-ray Transient A0620-003, using its parameters during quiescence: MBH = 10 M, Md = 0.7 M and P = 7.75 hours (Tanaka and Lewin, 1995). The accretion rate at the outer disc during quiescence, as derived from optical observations (McClintock et al. 1995), equals $`\dot{M}`$d = 10-10 M/y which we identify as the mass transfer rate from the donor. We note that the observed X-ray luminosity during quiescence implies much smaller accretion in the inner regions of the disc (Narayan et al. 1996). During the maximum outburst the accretion onto the primary black hole probably approached the Eddington rate $`\dot{M}`$obs= 10-7 M/y for $`\eta `$ = 0.1, with an e-folding time of one month (Tanaka and Lewin, 1995). The circularization radius is 0.60 R leading to tvisc = 30 years (using $`\alpha `$ = 0.001 in eq. 2) which is briefly consistent with the two observed outbursts (1917 and 1975) supporting the idea that the disc filling time is equal to the viscosity timescale at Rcirc with small $`\alpha `$. The mass accumulated is small (3 $`\times `$ 10-9 M) and consequently the predicted active phase of A0620-003 is short (10 days) but of the same order of magnitude than the observed e-folding time.

At present there are more sophisticated disc-models available than the simple $`\alpha `$-prescription used. These include e.g. irradiated disc-models (see King, 2000, and references therein). Their usage would affect the viscosity timescale for a fixed $`\alpha `$ but probably less than the uncertainty in $`\alpha `$ itself.

If the mass of the donor of GRS 1915+105 is higher (2.4 M, instead of 1.2 M as used in the above estimate), the mass transfer from the donor will be increased to 5$`\times `$10-8 M/y. Further, if at the same time we increase the efficiency of the BH conversion to radiation to 0.4 (instead of 0.1), like in the case of an extreme prograde Kerr-hole, then $`\dot{M}_d`$ and $`\dot{M}_{obs}`$ become equal. In this most extreme case the reasons behind the quiescent/active states must be searched elsewhere, e.g. in strong advection (ADAF) during the quiescence. We also checked that the hydrogen ionization zone (at around R) is always inside the circularization radius and may thus be the trigger for the limit-cycle instability lasting for the whole activity phase.

The models in Table 1 (including uncertainties in the donor mass) predict bolometric luminosities L = (50 – 100)L, surface effective temperatures Teff = 3800 – 4000 K and gravities log(g) = 1.7 – 1.9. These correspond to absolute K-magnitudes between $``$2.7 – $``$2.2 which are inside the limits ($``$2 – $``$3) given by Greiner et al. (2001a), but a more accurate value could properly fix the donor mass, and consequently its mass transfer rate.

Another complication which should be studied is the possible effect of X-ray heating of the donor. Hard photons above 10 keV can penetrate through its photosphere into the convective zone affecting its structure (Podsiadlowski, 1991;Vilhu, Ergma and Fedorova, 1994). The mean luminosity of GRS 1915+105 above 10 keV is roughly 2$`\times `$ 1038 erg/s (Vilhu et al. 2001) of which 0.5 – 1 per cent is captured by the donor, assuming no screening of the disc. If the activity phase lasts 1/10 of the whole cycle then (10–30)L can be deposited in deep layers of the donor, averaged over the longer thermal timescale of the donor envelope, leading probably to an overestimate of the He-core mass and mass transfer rate.

###### Acknowledgements.

I thank Diana Hannikainen and Ene Ergma for discussions and valuable comments and the anonymous referee for helping to make the paper clearer and to remove misprints.


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# Reverse reconciliation protocols for quantum cryptography with continuous variables

## I Introduction

### A Coherent QKD protocols

In the presently very active field of continuous variable quantum information processing, a stimulating question is whether quantum continuous variables (QCV) may provide a valid alternative to the usual “single photon” quantum key distribution (QKD) schemes. Many recent proposals to use QCV for QKD (for a short review see ) are based upon the use of “non-classical” light beams, such as squeezed light, or entangled pairs of light beams. We have shown recently  that there is actually no need for squeezed light : an equivalent level of security may be obtained by simply generating and transmitting random distributions of coherent states. More precisely, we have shown in  that a whole family of secure protocols can be obtained by using either coherent states, squeezed states, or entangled EPR beams, provided that the transmission of the line is larger than $`50\%`$ (i.e. the losses are less than 3 dB). The security of these protocols is related to the no-cloning theorem , and non-classical features like squeezing or EPR correlations have no influence on the achievable secret key rate. The 3dB loss limit of these cryptography protocols makes their security demonstration quite intuitive, but there exist in principle multiples ways for Alice and Bob to go beyond this limit, using e.g. entanglement purification .

In this paper we present new protocols that are secure for any value of the line transmission. The basic idea is to use reverse reconciliation protocols, that is, Alice will try to guess what was received by Bob, rather than Bob trying to guess what was sent by Alice. In that case, Alice can always guess better than the eavesdropper Eve: this is the basic reason for the security of these new protocols.

### B Direct and reverse reconciliation protocols

In the first step of a generic QKD protocol, Alice prepares a quantum state and sends it to Bob, who makes a measurement on this state. Alternatively, Alice and Bob may share two EPR-correlated systems, and they both make measurement on their parts. In order to warrant security, Alice and Bob must randomly choose to use different measurement basis, and the transmitted data will be significant only when their basis are compatible. After the quantum exchange, they have thus to agree on a common measurement basis, and discard the wrong measurements. At the end of this step, Alice and Bob (and the potential eavesdropper Eve) know a set of correlated measurements, that we will call the “key elements”.

As a second step, Alice reveals some randomly chosen samples of the data that she sent, and Bob reveals his corresponding measurements. These samples allow them to measure some relevant parameters of the quantum channel, e.g. the error rate and the transmission, that is called “channel gain” for QCV protocols. Knowing the correlations between their key elements, Alice and Bob can evaluate the amount of information they share ($`I_{AB}`$), and the information the eavesdropper Eve can have about their values ($`I_{AE}`$ and $`I_{BE}`$). Therefore they can evaluate the size of the secret key they will generate at the end of the protocol. If Eve knows too much, the size of this secret key will be 0, and Alice and Bob will abort the protocol at this step.

Now comes the crucial step of reconciliation, where Alice and Bob will use classical communications to extract a common key from their correlated key elements, revealing as little information as possible to a third party ignoring these key elements. This step usually uses parity-based algorithms like Cascade. There are actually two main options for doing the reconciliation :

Direct Reconciliation (DR). Alice sends correction information and Bob corrects his key elements to have the same values as Alice. Alice knows from the previous step the minimum amount of information she’s got to reveal at this step. If the reconciliation protocol is perfect, it keeps $`I_{AB}I_{AE}`$ constant. At the end of this step, Alice and Bob know a common bit string of length $`I_{AB}`$, and Eve knows $`I_{AE}`$ bits of this string (slightly more if the reconciliation protocol is not perfect). It will provide a useable secret key if $`I_{AB}I_{AE}>0`$ at the beginning. We call this “direct reconciliation” (DR) because Bob is reconstructing what was sent by Alice, and the classical information flow at this step has the same direction as the initial quantum information flow.

Direct reconciliation is quite intuitive, and it was used in the coherent state QCV protocol that we proposed recently. However, it is not secure as soon as the quantum channel efficiency falls below $`50\%`$. Intuitively, Eve could simulate the losses by a beam splitter and look one output port of this beamsplitter. It seems obvious that, if she keeps the biggest part of the beam sent by Alice (i.e. if she simulate losses higher than 50%), she can extract more information from this beam than Bob ($`I_{AE}>I_{AB}`$), thus forbidding any secret key generation. This limitation is actually not specific to QCV : a “direct” version of BB84 would be a protocol where Bob would try to fill the “empty slots” where he did not get any photon. It’s straightforward to show that this protocol only works when the losses are smaller than 3 dB.

Reverse Reconciliation (RR). We will thus consider “reverse” reconciliation (RR) protocols, where Bob sends correction information and Alice corrects her key elements to have the same values as Bob. Since Bob gives the correction information (also to Eve), this type of reconciliation keeps $`I_{AB}I_{BE}`$ constant, and will provide a useable key if $`I_{AB}I_{BE}>0`$. We call it “reverse reconciliation” (RR) because Alice adapts herself to what was received by Bob.

In a noiseless BB84 with finite line transmission, this step corresponds to Bob giving to Alice his “empty slots” where he did not get any photon, and Alice removing the bits she sent at these slots to have the same key. Obviously it is also possible to make a reconciliation protocol using two way communications, but it can be shown  that reverse reconciliation is optimum for a coherent state protocol when there is no excess noise in the transmission line (see below). Therefore two-ways protocols will not be considered further in the present paper.

Finally, the last step of a practical QKD protocol is that Alice and Bob perform privacy amplification to filter out Eve’s information. Since this step is based on an evaluation of the amount of information collected by Eve on the reconciled key, a crucial requirement is to get a bound on $`I_{AE}`$ for DR, and on $`I_{BE}`$ for RR. For a coherent state protocol, the DR bound was given in ref. , and leads to a security limit for a $`50\%`$ line transmission as said above. We will now establish the RR bound, and we will show that it is not associated with a minimum value of the line transmission.

## II Entangling cloner

### A Definition

To eavesdrop a reverse reconciliation scheme, as described above, Eve needs to guess the results of Bob’s measurement. We will call entangling cloner a system allowing her to do so, because this kind of system can be described a cloner creating two quantum-correlated output: Eve keeps one of them and sends the other to Bob. Let $`(x_{\text{in}},p_{in})`$ be the input quadratures of the entangling cloner and $`(x_B,p_B)`$, $`(x_E,p_E)`$ the quadratures of its two outputs. A good entangling cloner should minimize the conditionnal variances  $`V_{x_B|x_E}`$ and $`V_{p_B|p_E}`$.

Alice and Bob should assume Eve uses the best possible entangling cloner, knowing the Alice-Bob channel quality. This channel can be described by

$`x_B`$ $`=`$ $`g_x(x_{\text{in}}+B_x)`$ (1)
$`p_B`$ $`=`$ $`g_p(p_{\text{in}}+B_p),`$ (2)
with ($`N_0`$ is the shot noise variance)

$`x_{\text{in}}^2=p_{\text{in}}^2`$ $``$ $`VN_0N_0`$ (3)
$`B_{x,p}^2`$ $``$ $`\chi _{x,p}N_0`$ (4)
$`x_{\text{in}}B_x=p_{\text{in}}B_p`$ $`=`$ $`0`$ (5)
### B Heisenberg inequalities on Alice and Eve’s conditional variances

For reverse reconciliation protocols, Alice needs to evaluate $`x_B`$. Her estimator can be noted $`\alpha x_A`$, with $`\alpha 𝐑`$ . Eve’s estimator for $`p_B`$ will be $`\epsilon p_E`$. Their error will be

$`x_{B|A,\alpha }`$ $``$ $`x_B\alpha x_A`$ (6)
$`p_{B|E,\epsilon }`$ $``$ $`p_B\epsilon p_E.`$ (7)
The commutator $`[x_{B|A,\alpha },p_{B|E,\epsilon }]`$ of these two quantities is then equal to

$$[x_B,p_B]\alpha \underset{0}{\underset{}{[x_A,p_B]}}\epsilon \underset{0}{\underset{}{[x_B,p_E]}}+\alpha \epsilon \underset{0}{\underset{}{[x_A,p_E]}}.$$
(8)
We have therefore

$`[x_{B|A,\alpha },p_{B|E,\epsilon }]`$ $`=`$ $`[x_B,p_B]`$ (9)
$`x_{B|A,\alpha }^2p_{B|E,\epsilon }^2`$ $``$ $`N_0^2`$ (10)
The conditional variances obey by definition the following relations :

$`V_{x_B|x_A}`$ $`=`$ $`\underset{\alpha }{\mathrm{min}}\left\{x_{B|A,\alpha }^2\right\}`$ (11)
$`V_{p_B|p_E}`$ $`=`$ $`\underset{\epsilon }{\mathrm{min}}\left\{p_{B|E,\epsilon }^2\right\}`$ (12)
and equation (10) leads to

$$V_{x_B|x_A}V_{p_B|p_E}N_0^2\text{, i.e. }V_{p_B|p_E}\frac{N_0^2}{V_{x_B|x_A}}.$$
(13)
By exchanging the roles of $`x`$ and $`p`$ one obtains similarly

$$V_{p_B|p_A}V_{x_B|x_E}N_0^2\text{, i.e. }V_{x_B|x_E}\frac{N_0^2}{V_{p_B|p_A}}.$$
(14)
These inequalities mean that Alice and Eve cannot jointly know more about Bob’s field than allowed by the Heisenberg principle.

### C Alice’s conditional variance

If Alice creates the field $`(x_{\text{in}},p_{in})`$, we can write

$`x_{\text{in}}`$ $`=`$ $`x_A+A_x`$ (15)
$`p_{in}`$ $`=`$ $`p_A+A_p`$ (16)
where $`x_A`$ ($`p_A`$)is Alice’s best estimation of $`x_{\text{in}}`$ ($`p_{in}`$) and

$$A_x^2=A_p^2sN_0$$
(17)
where $`s`$ is the amount of squeezing used by Alice to generate this field. We have then

$$s\frac{1}{V}.$$
(18)
The correlation coefficients are equal to

$`p_A^2`$ $`=`$ $`(Vs)N_0`$ (19)
$`p_B^2`$ $`=`$ $`G_p(V+\chi _p)N_0`$ (20)
$`p_Ap_B`$ $`=`$ $`g_pp_A^2,`$ (21)
and allow us to calculate Alice’s conditional variance on Bob’s measurement :

$`V_{p_B|p_A}`$ $`=`$ $`p_B^2{\displaystyle \frac{p_Ap_B^2}{p_A^2}}`$ (22)
$`=`$ $`G_pVN_0+G_p\chi _pN_0`$ (24)
$`G_pVN_0+G_psN_0`$
$`=`$ $`G_p(\chi _p+s)N_0`$ (25)
A similar calculation leads to the symmetric relation

$$V_{x_B|x_A}=G_x(\chi _x+s)N_0$$
(26)
These equations and the constraint (18) on the squeezing give finally

$`V_{p_B|p_A}`$ $``$ $`V_{p_B|p_A,\text{min}}=G_p(\chi _p+{\displaystyle \frac{1}{V}})N_0`$ (27)
$`V_{x_B|x_A}`$ $``$ $`V_{x_B|x_A,\text{min}}=G_x(\chi _x+{\displaystyle \frac{1}{V}})N_0`$ (28)
### D Eve’s conditional variance

The output-output correlations of an entangling cloner, described e.g. by $`V_{p_B|p_E}`$, should only depend on the density matrix of the field $`(x_{\text{in}},p_{\text{in}})`$ at its input, and not on the way this field was built. The inequality (13) has thus to be fulfilled for every physically allowed value of $`V_{x_B|x_A}`$, given the density matrix of the field $`(x_{\text{in}},p_{\text{in}})`$. If we look for a boundary to Eve’s knowledge by using eq.(13), we we have thus to use the tightest limit on $`V_{x_B|x_A}`$, that is given by $`V_{x_B|x_A,\text{min}}`$ according to (28). Obviously the same reasoning holds for $`V_{p_B|p_A}`$, with the corresponding tightest limit $`V_{p_B|p_A,\text{min}}`$.

We have then

$$V_{x_B|x_E}V_{x_B|x_E,\text{min}}=\frac{N_0}{G_p(\chi _p+1/V)}$$
(29)
and, similarly

$$V_{p_B|p_E}V_{p_B|p_E,\text{min}}=\frac{N_0}{G_x(\chi _x+1/V)}$$
(30)
### E Implementation

In a practical QKD scheme Alice and Bob will give the same roles to $`x`$ and $`p`$. Assuming therefore that $`G_x=G_p=G`$ and $`\chi _x=\chi _p=\chi `$, the two bounds (29, 30) reduce to a single one, and it is possible to explicitly describe an entangling cloner achieving this limit. We will consider here only the case where $`G<1`$, but the limit is tight for any $`G`$. The entangling cloner can then be sketched as follows : Eve uses a beamsplitter with a transmission $`G`$ to split up part of the Alice-Bob transmitted signal, and she injects into the other input port a field $`E1`$, with the right variance to induce a noise of variance $`G\chi N_0`$ at Bob’s end. One has therefore:

$`x_{E1}^2={\displaystyle \frac{G\chi N_0}{1G}}p_{E1}^2={\displaystyle \frac{G\chi N_0}{1G}}`$ (31)
Eve should know the maximum about this injected field $`E1`$, and will therefore use an half-pair of EPR-correlated beams, so that she does perform an “entangling” attack. We can then write

$$x_{E1}=x_{\text{known}}+x_{\text{unknown}}$$
(32)
where $`x_{\text{known}}`$ stand for Eve’s best estimation of $`x_{E1}`$, given by the measure of its brother-beam, and $`x_{\text{unknown}}`$ stand for the noise she cannot know. We have

$`x_{\text{unknown}}^2`$ $`=`$ $`{\displaystyle \frac{N_0^2}{x_{E1}^2}}={\displaystyle \frac{(1G)N_0}{G\chi }}`$ (33)
$`x_{\text{known}}^2`$ $`=`$ $`x_{E1}^2x_{\text{unknown}}^2`$ (34)
Eve also use an output port of the beamsplitter to measure the field $`E2`$, which gives her information about the input field :

$$x_{E2}=gx_{E1}\sqrt{1G}x_{\text{in}}.$$
(35)
She can cancel a part of the noise induced by $`E1`$ by substracting the part proportional to $`x_{\text{known}}`$. Thus she knows

$$x_{E2}^{}=gx_{\text{unknown}}\sqrt{1G}x_{\text{in}}.$$
(36)
We also have

$$x_B=gx_{\text{in}}+\sqrt{1G}x_{E1}.$$
(37)
where Eve already knows the part proportional to $`x_{\text{known}}`$, injected with $`x_{E1}`$ and she only needs to guess

$$x_B^{}=gx_{\text{in}}+\sqrt{1G}x_{\text{unknown}}$$
(38)
from $`x_{E2}^{}`$. We have therefore

$$V_{x_B|x_{E1},x_{E2}}=V_{x_B^{}|x_{E2}^{}}.$$
(39)
The calculation of the quantities $`x_B^2`$, $`x_{E2}^2`$, $`x_{E2}^{}x_B^{}`$ lead straightforwardly to the conditional variance :

$$V_{x_B^{}|x_{E2}^{}}=\frac{N_0}{G\chi +G/V}=V_{x_B|x_E,\text{min}}$$
(40)
showing that the entangling cloner does reach the lower limit of (29, 30).

## III Reverse cryptography

### A Tolerable noise

In a reverse quantum cryptography protocol, Eve’s power is limited by the values of $`V_{x_B|x_E,\text{min}}`$ and $`V_{p_B|p_E,\text{min}}`$ given by (29, 30). In the following, we will assume that a “perfect” Eve is able to reach that limit:

$`V_{x_B|x_E}`$ $`=`$ $`V_{x_B|x_E,\text{min}}={\displaystyle \frac{N_0}{G_p(\chi _p+1/V)}}`$ (41)
$`V_{p_B|p_E}`$ $`=`$ $`V_{p_B|p_E,\text{min}}={\displaystyle \frac{N_0}{G_x(\chi _x+1/V)}}`$ (42)
Reverse cryptography is possible when

$`V_{x_B|x_E}`$ $`>`$ $`V_{x_B|x_A}`$ (43)
$`\text{or }V_{p_B|p_E}`$ $`>`$ $`V_{p_B|p_A}`$ (44)
Combining equations (25, 26) and (42), the above conditions become

$`(G_x\chi _x+G_xs)(G_p\chi _p+{\displaystyle \frac{G_p}{V}})`$ $`<`$ $`1`$ (45)
$`(G_p\chi _p+G_ps)(G_x\chi _x+{\displaystyle \frac{G_x}{V}})`$ $`<`$ $`1.`$ (46)
These inequalities give the general conditions for the security of a reverse reconciliation protocol. For simplicity reasons, we will assume in the following everything is symmetric in $`(x,p)`$, i.e. $`G_x=G_p=G`$ and $`\chi _x=\chi _p=\chi `$, so that these conditions simplify into:

$$(G\chi +Gs)(G\chi +G/V)<1.$$
(47)
Any experimental implementation of this protocol should however estimate these parameters from statistical tests, which are likely not to be exactly symmetric.

### B Secret information rates

The conditions (47) can directly be translated into an information rate by using Shannon’s formula:

$`I_{BA}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{log}_2{\displaystyle \frac{x_B^2}{V_{B|A}}}`$ (48)
$`I_{BE}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{log}_2{\displaystyle \frac{x_B^2}{V_{B|E}}}`$ (49)
The secret information rate, for a reverse reconciliation protocol is therefore

$`\mathrm{\Delta }I`$ $`=`$ $`I_{BA}I_{BE}={\displaystyle \frac{1}{2}}\mathrm{log}_2{\displaystyle \frac{V_{B|E}}{V_{B|A}}}`$ (50)
$`\mathrm{\Delta }I`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{log}_2{\displaystyle \frac{1}{\left(G\chi +\frac{G}{V}\right)(G\chi +Gs)}}`$ (51)
### C High-modulation limit

At the high modulation limit, $`V\mathrm{}`$, and for any squeezing $`s`$ the condition (47) becomes

$`G\chi (G\chi +Gs)`$ $`<`$ $`1`$ (52)
$`(G\chi )^2+Gs(G\chi )1`$ $`<`$ $`0`$ (53)
$`\mathrm{\Delta }=G^2s^2+4`$ (54)
We have therefore

$$G\chi <\frac{1}{2}\left(\sqrt{G^2s^2+4}Gs\right)$$
(55)
The inequality (55) gives the maximum tolerable added noise for a reverse protocol to be secure. The corresponding limit is less stringent for low $`s`$ values, i.e. for strong squeezing. The more squeezing Alice uses, the more noise reverse cryptography can tolerate.

Let us consider the case of a lossy transmission line with $`G1`$. The added noise is always bigger than a minimal value, $`G\chi (1G)`$, this inequality being saturated if there is no excess noise (in that case the only added noise is vacuum noise). In that case where the noise is only due to losses, (55) becomes

$`1G`$ $`<`$ $`{\displaystyle \frac{1}{2}}\left(\sqrt{G^2s^2+4}Gs\right)`$ (56)
It is straightforward to check that this inequality holds for arbitrary high losses ($`G0`$), even for coherent states ($`s=1`$). Therefore reverse reconciliation provides a simple way to extend the coherent state protocols of ref.  into the high-loss regime.

## IV Implementations

In this section we consider protocols with the same quantum communication part as in ref. , but we assume that reverse reconciliation is used. The main advantage is that the 3dB loss limit for security goes away as explained above. Here we give more quantitative estimates of the security thresholds.

### A EPR vs coherent beams

If Alice uses EPR beams (or modulates a maximally squeezed beam), $`s=1/V`$, but Alice and Bob have information only every second transmission, since they don’t always choose the same measurement basis.

$`\mathrm{\Delta }I_{\text{EPR}}={\displaystyle \frac{1}{4}}\mathrm{log}_2{\displaystyle \frac{1}{\left(G\chi +\frac{G}{V}\right)^2}}={\displaystyle \frac{1}{2}}\mathrm{log}_2{\displaystyle \frac{1}{G\chi +\frac{G}{V}}}`$ (57)
If the added noise only comes from losses, $`G1`$ and $`G\chi =1G`$. In that case equation (57) becomes

$$\mathrm{\Delta }I_{\text{EPR,losses}}=\frac{1}{2}\mathrm{log}_2\frac{1}{1G(1\frac{1}{V})}0$$
(58)
For coherent beams, no squeezing is used, therefore $`s=1`$ and the mutual informations are not dependent of the basis choice. We have thus

$`\mathrm{\Delta }I_{\text{coh}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{log}_2{\displaystyle \frac{1}{\left(G\chi +G\frac{1}{V}\right)(G\chi +G)}}`$ (59)
$`\mathrm{\Delta }I_{\text{coh}}`$ $`=`$ $`\mathrm{\Delta }I_{\text{EPR}}{\displaystyle \frac{1}{2}}\mathrm{log}_2G(1+\chi )`$ (60)
Since $`G\chi (1G)`$, with the equality iff the noise is minimal and $`G1`$, we obtain

$$\mathrm{\Delta }I_{coh}\mathrm{\Delta }I_{EPR},$$
(61)
both secret rates being equal if and only if the noise comes only from losses. As in , squeezing does not improve the secret rate for losses only, but this is no more true in presence of excess noise.

### B Strong losses

Assuming strong losses, $`G1`$, no excess noise, and a large initial modulation, eqs. 58 and 60 become

$$\mathrm{\Delta }I_{\text{EPR,losses}}=\mathrm{\Delta }I_{\text{coh,losses}}\frac{G}{2\mathrm{ln}2}.$$
(62)
This secret rate can be compared with BB84’s rate, which is $`\frac{1}{2}G\overline{n}`$, with $`\overline{n}=1`$ for single photons and $`\overline{n}1`$ for weak coherent pulses. Even if BB84 uses two modes of the electromagnetic field, it is slightly less efficient than our reversed continuous variable protocols, but the order of magnitude is the same (for strong losses).

Taking for instance a 100 km line with 20 dB loss ($`G=0.01`$) and a reasonable modulation ($`V10`$), the secret key rate is $`6.510^3`$ bit/symbol. For the same parameters, the secret key rate for QDV QKD with an ideal single photon source would be at best $`510^3`$ bit/time slot, and would be one order of magnitude smaller using attenuated light pulses with $`\overline{n}=0.1`$, even with perfect detectors. Actually it is zero with state-of-the-art QDV systems at 1550 nm. It is also noticeable that with a “symbol rate” of a few MHz that should be easy to achieve, the QCV secret key rate after 100 km is more than 10 kbits/sec, while it is simply zero for QDV.

More realistically, one should take into account possible excess noise in the line. Defining the excess noise as $`ϵ=\chi (1G)/G`$, it is simple to show that the reverse protocols are secure as long as as $`ϵ<(V1)/(2V)1/2`$ for coherent states, and $`ϵ<(V1)/V1`$ for EPR beams. This shows again that it is possible to use coherent states, though EPR beams are more robust indeed.

## V Conclusion

In this paper we have shown that reverse reconciliation protocols can be used to extract a secret key from the exchange of coherent, squeezed or EPR beams between Alice and Bob. The key is secure against individual attacks for any transmission of the optical line between Alice and Bob, provided that the excess noise (noise beyond the loss-induced vacuum noise) is not too large.

Squeezing makes these protocols more robust against the excess noise, but it is not absolutely required. It can be shown  that reverse reconciliation is optimum for a coherent states protocol with no excess noise in the transmission line, but this is not always the case : for instance, direct reconciliation may be better for high line transmission and large excess noise. It may therefore be possible to optimize further the secret bit rate by using two-ways reconciliation protocols.