text:
# A strengthening of the Nyman-Beurling criterion for the Riemann Hypothesis, 2

## 1. Introduction

We denote the fractional part of $`x`$ by $`\rho (x)=x[x]`$, and let $`\chi `$ stand for the characteristic function of the interval $`(0,1]`$. $`\mu `$ denotes the Möbius function. We shall be working in the Hilbert space

$$:=L_2(0,\mathrm{}),$$

where our main object of interest is the subspace of Beurling functions, defined as the linear hull of the family $`\{\rho _a|1a\}`$ with

$$\rho _a(x):=\rho \left(\frac{1}{ax}\right).$$

The much smaller subspace $`^{nat}`$ of natural Beurling functions is generated by $`\{\rho _a|a\}`$. The Nyman-Beurling criterion (, ) states, in a slightly modified form  (the original formulation is related to $`L_2(0,1)`$), that the Riemann hypothesis is equivalent to the statement that

$$\chi \overline{},$$

but it has recently been conjectured by several authors111see , , , , , , , , , , ,  that this condition could be substituted by $`\chi \overline{^{nat}}.`$ We state this as a theorem to be proved below.

###### Theorem 1.1.

The Riemann hypothesis is equivalent to the statement that

$$\chi \overline{^{nat}}.$$

To properly gauge the strength of this theorem note this: not only is $`^{nat}`$ a rather thin subspace of $``$ but, as is easily seen, it is also true that $`\overline{}`$ is much larger than $`\overline{^{nat}}`$.

By necessity all authors have been led in one way or another to the natural approximation

(1.1)
$$F_n:=\underset{a=1}{\overset{n}{}}\mu (a)\rho _a,$$

which tends to $`\chi `$ both a.e. and in $`L_1`$ norm when restricted to $`(0,1)`$ (see ), but which has been shown (, ) to diverge in $``$. In unpublished work one has tried to prove convergence under the Riemann hypothesis of subsequences of $`\{F_n\}`$ such as when $`n`$ is restricted to run along the solutions of $`_{a=1}^n\mu (a)=0`$. Another attempt by J. B. Conrey and G. Myerson  relates to a mollification of $`F_n`$, the Selberg approximation, defined in  by

$$S_n:=\underset{a=1}{\overset{n}{}}\mu (a)\left(1\frac{\mathrm{log}a}{\mathrm{log}n}\right)\rho _a.$$

A common problem to these sequences is that if they converge at all to $`\chi `$ in $``$ they must do so very slowly: it is known  that for any $`F=_{k=1}^nc_k\rho _{a_k}`$, $`a_k1`$, if $`N=\mathrm{max}a_k`$, then

(1.2)
$$F\chi _{}\frac{C}{\sqrt{\mathrm{log}N}},$$

for an absolute constant C that has recently been sharpened by J. F. Burnol . This, as well as considerations of  summability of series, led the author in  as well as here to try to employ symultaneously, as it were, the whole range of $`a[1,\mathrm{})`$. Thus we define for complex $`s`$ and $`x>0`$ the functions

(1.3)
$$f_s(x):=\underset{a=1}{\overset{\mathrm{}}{}}\frac{\mu (a)}{a^s}\rho _a(x).$$

For fixed $`x>0`$ this is a meromorphic function of $`s`$ in the complex plane since

$$f_s(x)=\frac{1}{x\zeta (s+1)}\underset{a1/x}{}\frac{\mu (a)}{a^s}\left[\frac{1}{ax}\right],$$

where the finite sum on the right is an entire function; thus $`f_s`$ is seen to be a sort of correction of $`1/\zeta (s)`$. Assuming the Riemann hypothesis we shall prove for small positive $`ϵ`$ that

$$f_ϵ\overline{^{nat}},$$

and then, unconditionally, that

$$f_ϵ\stackrel{}{}\chi ,(ϵ0),$$

so that $`\chi \overline{^{nat}}`$.

## 2. The Proof

### 2.1. Two technical lemmas

Here $`s=\sigma +i\tau `$ with $`\sigma `$ and $`\tau `$ real. The well-known theorem of Littlewood (see  Theorem 14.25 (A)) to the effect that under the Riemann hypothesis $`_{a1}\mu (a)a^s`$ converges to $`1/\zeta (s)`$ for $`\mathrm{}(s)>1/2`$ has been provided in the more general setting of $`\mathrm{}(s)>\alpha `$ with a precise error term by M. Balazard and E. Saias (, Lemme 2). We quote their lemma here for the sake of convenience.

###### Lemma 2.1 (Balazard-Saias).

Let $`1/2\alpha <1`$, $`\delta >0`$, and $`ϵ>0`$. If $`\zeta (s)`$ does not vanish in the half-plane $`\mathrm{}(s)>\alpha `$, then for $`n2`$ and $`\alpha +\delta \mathrm{}(s)1`$ we have

(2.1)
$$\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^s}=\frac{1}{\zeta (s)}+O_{\alpha ,\delta ,ϵ}\left(n^{\delta /3}(1+|\tau |)^ϵ\right)$$

It is important to note that the next lemma is independent of the Riemann or even the Lindelöf hypothesis.

###### Lemma 2.2.

For $`0ϵϵ_0<1/2`$ there is a positive constant $`C=C(ϵ_0)`$ such that for all $`\tau `$

(2.2)
$$\left|\frac{\zeta (\frac{1}{2}ϵ+i\tau )}{\zeta (\frac{1}{2}+ϵ+i\tau )}\right|C\left(1+|\tau |\right)^ϵ.$$

###### Proof.

We bring in the functional equation of $`\zeta (s)`$ to bear as follows

$`\left|{\displaystyle \frac{\zeta (\frac{1}{2}ϵ+i\tau )}{\zeta (\frac{1}{2}+ϵ+i\tau )}}\right|`$ $`=`$ $`\left|{\displaystyle \frac{\zeta (\frac{1}{2}ϵi\tau )}{\zeta (\frac{1}{2}+ϵ+i\tau )}}\right|`$
$`=`$ $`\pi ^ϵ\left|{\displaystyle \frac{\mathrm{\Gamma }(\frac{1}{4}+\frac{1}{2}ϵ+\frac{1}{2}i\tau )}{\mathrm{\Gamma }(\frac{1}{4}\frac{1}{2}ϵ+\frac{1}{2}i\tau )}}\right|,`$
then the conclusion follows easily from well-known asymptotic formulae for the gamma function in a vertical strip ( (21.51), (21.52)). ∎

### 2.2. The proof proper of Theorem 1.1

It is clear that we need not prove the if part of Theorem 1.1. So let us assume that the Riemann hypothesis is true. We define

$$f_{ϵ,n}:=\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^ϵ}\rho _a,(ϵ>0).$$

It is easy to see that

(2.3)
$$f_{ϵ,n}(x)=\frac{1}{x}\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^{1+ϵ}}\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^ϵ}\left[\frac{1}{ax}\right],$$

then, noting that the terms of the right-hand sum drop out when $`a>1/x`$, we obtain the pointwise limit

(2.4)
$$f_ϵ(x)=\underset{n\mathrm{}}{lim}f_{ϵ,n}(x)=\frac{1}{x\zeta (1+ϵ)}\underset{a1/x}{}\frac{\mu (a)}{a^ϵ}\left[\frac{1}{ax}\right].$$

Then again for fixed $`x>0`$ we have

(2.5)
$$\underset{ϵ0}{lim}f_ϵ(x)=\underset{a1/x}{}\mu (a)\left[\frac{1}{ax}\right]=\chi (x),$$

by the fundamental property on Möbius numbers. The task at hand now is to prove these pointwise limits are also valid in the $``$-norm. To this effect we introduce a new Hilbert space

$$𝒦:=L_2((\mathrm{},\mathrm{}),(2\pi )^{1/2}dt),$$

and note that by virtue of Plancherel’s theorem the Fourier-Mellin map M defined by

(2.6)
$$\text{M}(f)(\tau ):=_0^{\mathrm{}}x^{\frac{1}{2}+i\tau }f(x)𝑑x,$$

is an invertible isometry from $``$ to $`𝒦`$. A well-known identity, which is at the root of the Nyman-Beurling formulation, probably due to Titchmarsh (, (2.1.5)), namely

$$\frac{\zeta (s)}{s}=_0^{\mathrm{}}x^{s1}\rho _1(x)𝑑x,(0<\mathrm{}(s)<1),$$

immediately yields, denoting $`X_ϵ(x)=x^ϵ`$,

(2.7)
$$\text{M}(X_ϵf_{2ϵ,n})(\tau )=\frac{\zeta (\frac{1}{2}ϵ+i\tau )}{\frac{1}{2}ϵ+i\tau }\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^{\frac{1}{2}+ϵ+i\tau }},(0<ϵ<1/2).$$

By a theorem of Littlewood (, Theorem 14.25 (A)) if we let $`n\mathrm{}`$ in the right-hand side of (2.7) we get the pointwise limit

(2.8)
$$\frac{\zeta (\frac{1}{2}ϵ+i\tau )}{\frac{1}{2}ϵ+i\tau }\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^{\frac{1}{2}+ϵ+i\tau }}\frac{\zeta (\frac{1}{2}ϵ+i\tau )}{\zeta (\frac{1}{2}+ϵ+i\tau )}\frac{1}{\frac{1}{2}ϵ+i\tau }.$$

To see that this limit also takes place in $``$ we choose the parameters in Lemma 2.1 as $`\alpha =1/2`$, $`\delta =ϵ>0`$, $`ϵ1/2`$, and $`n2`$ to obtain

$$\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^{\frac{1}{2}+ϵ+i\tau }}=\frac{1}{\zeta (\frac{1}{2}+ϵ+i\tau )}+O_ϵ\left((1+|\tau |)^ϵ\right).$$

If we now use Lemma 2.2 and the Lindelöf hypothesis applied to the abscissa $`1/2ϵ`$, which follows from the Riemann hypothesis, we obtain a positive constant $`K_ϵ`$ such that for all real $`\tau `$

$$\left|\frac{\zeta (\frac{1}{2}ϵ+i\tau )}{\frac{1}{2}ϵ+i\tau }\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^{\frac{1}{2}+ϵ+i\tau }}\right|K_ϵ(1+|\tau |)^{1+2ϵ}.$$

It is then clear that for $`0<ϵϵ_0<1/2`$ the left-hand side of (2.8) is uniformly majorized by a function in $`𝒦`$. Thus the convergence does take place in $`𝒦`$ which implies that

$$X_ϵf_{2ϵ,n}\stackrel{}{}X_ϵf_{2ϵ}.$$

But $`x^ϵ>1`$ for $`0<x<1`$, and for $`x>1`$

(2.9)
$$f_{2ϵ,n}(x)=\frac{1}{x}\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^{1+ϵ}}\frac{1}{x},(x>1),$$

uniform in $`n`$, which easily implies that one also has $``$-convergence for $`f_{2ϵ,n}`$ as $`n\mathrm{}`$. The factor $`2`$ in the subindex is unessential, so that we now have for sufficiently small $`ϵ>0`$ that

$$f_{ϵ,n}\stackrel{}{}f_ϵ\overline{^{nat}},$$

as was announced above. Moreover, since we have identified the pointwise limit in (2.8) we now have

$$\text{M}(X_ϵf_{2ϵ})(t)=\frac{\zeta (\frac{1}{2}ϵ+i\tau )}{\zeta (\frac{1}{2}+ϵ+i\tau )}\frac{1}{\frac{1}{2}ϵ+i\tau }.$$

Now we apply Lemma 2.2 and obtain, at this juncture now without the assumption of the Riemann hypothesis, that $`\text{M}(X_ϵf_{2ϵ})`$ converges in $`𝒦`$, thus $`X_ϵf_{2ϵ}`$ converges in $``$, and this means that $`f_ϵ`$ also converges in $``$ as $`ϵ0`$ by an argument entirely similar to that used for $`f_{ϵ,n}`$. The identification of the pointwise limit in (2.5) finally gives

$$f_ϵ\stackrel{}{}\chi ,$$

which concludes the proof.

## 3. A corollary and a constructive approximating sequence

The proof of Theorem 1.1 provides in turn a new proof, albeit of a stronger theorem, of the Nyman-Beurling criterion which bypasses the deep and complicated Hardy space techniques. One should extend it to the $`L_p`$ case, that is, to the condition that $`\zeta (s)`$ does not vanish in a half-plane $`\mathrm{}(s)>1/p`$. It should be clear also that we have shown this special equivalence criterion to be true:

###### Corollary 3.1.

The Riemann hypothesis is equivalent to the $``$-convergence of $`f_{ϵ,n}`$ as $`n\mathrm{}`$ for all sufficiently small $`ϵ>0`$.

In essence what has been done is to apply a summability method to the old natural approximation. The convergence on special subsequences both of $`n`$ and of $`ϵ`$ is also necessary and sufficient, and it is proposed here to look further into this alongside with other summability methods for the natural approximation. Indeed, it is worth noticing that E. Bombieri222Personal communication 20 Feb. 2002. indicated to us some advantages of using a Cesàro smoothing of the $`f_{ϵ,n}`$, that is, to substitute instead the functions

(3.1)
$$\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^ϵ}\left(1\frac{a}{n}\right)\rho _a,$$

which clearly deserves closer study. Independently of each other M. Balazard and E. Bombieri mentioned to the author that a suitable choice of $`ϵ`$ would lead to a quantitative estimate of the error of approximation as some inverse power of $`\mathrm{log}\mathrm{log}n`$. Note that we did not employ the dependence on $`n`$ in the Balazard-Saias Lemma 2.1. This dependence is obviously connected to the slowness of approximation to $`\chi `$ indicated in (1.2). We owe special thanks to M. Balazard for the statement and proof of the following proposition:

###### Proposition 3.1 (M. Balazard).

If the Riemann hypothesis is true then there is a constant $`c>0`$ such that the distance in $``$ between $`\chi `$ and

(3.2)
$$\underset{a=1}{\overset{n}{}}\mu (a)e^{c\frac{\mathrm{log}a}{\mathrm{log}\mathrm{log}n}}\rho _a$$

is $`(\mathrm{log}\mathrm{log}n)^{1/3}`$.

###### Proof.

We shall only sketch the proof of this proposition. Applying the Fourier-Mellin map (2.6) to $`f_{ϵ,n}+\chi `$ we have from Plancherel’s theorem that

$`2\pi f_{ϵ,n}+\chi _{}^2`$ $`=`$ $`{\displaystyle _{\mathrm{}(z)=1/2}}\left|\zeta (z){\displaystyle \underset{a=1}{\overset{n}{}}}{\displaystyle \frac{\mu (a)}{a^{z+ϵ}}}1\right|^2{\displaystyle \frac{|dz|}{|z|^2}}`$
$``$ $`2{\displaystyle _{\mathrm{}(z)=1/2}}\left|\zeta (z)\left({\displaystyle \underset{a=1}{\overset{n}{}}}{\displaystyle \frac{\mu (a)}{a^{z+ϵ}}}{\displaystyle \frac{1}{\zeta (z+ϵ)}}\right)\right|^2{\displaystyle \frac{|dz|}{|z|^2}}`$
$`+2{\displaystyle _{\mathrm{}(z)=1/2}}\left|{\displaystyle \frac{\zeta (z)}{\zeta (z+ϵ)}}1\right|^2{\displaystyle \frac{|dz|}{|z|^2}}.`$
The second integral on the right-hand side above is estimated to be $`ϵ^{2/3}`$ as follows. If the distance between $`z=\frac{1}{2}+it`$ and the nearest zero of $`\zeta `$ is larger than $`\delta `$, say, the upper bound

$$\left|\frac{\zeta (z)}{\zeta (z+ϵ)}1\right|ϵ\delta ^1(|t|+1)^{1/4}$$

follows from the classical estimate

$$\frac{\zeta ^{}(s)}{\zeta (s)}=\underset{|\gamma \tau |1}{}\frac{1}{s\rho }+O\left(\mathrm{log}(2+|\tau |)\right),$$

where $`s=\sigma +i\tau `$, $`1/2\sigma 3/4`$, $`\tau `$ and $`\rho =\beta +i\gamma `$ denotes a generic zero of the $`\zeta `$ function, by integration and exponentiation, provided $`ϵ/\delta `$ is small enough. In the other case, one uses an estimate of Burnol  stating that under the Riemann hypothesis

(3.3)
$$\left|\frac{\zeta (z)}{\zeta (z+ϵ)}\right||z|^{ϵ/2},\mathrm{}(z)=1/2,0<ϵ1/2.$$

Integrating these two inequalities on the corresponding sets, one gets an upper bound $`ϵ^2/\delta ^2+\delta `$, and chooses $`\delta =ϵ^{2/3}`$. The first integral, on the other hand, succumbs to a special form of the Balazard-Saias Lemma 2.1, namely

$$\underset{a=1}{\overset{n}{}}\frac{\mu (a)}{a^{\frac{1}{2}+ϵ+it}}=\frac{1}{\zeta (\frac{1}{2}+ϵ+it)}+O(n^{ϵ/3}e^{b(t)}),c/\mathrm{log}\mathrm{log}nϵ1/2,$$

where $`(t):=\mathrm{log}(|t|+3)/\mathrm{log}\mathrm{log}(|t|+3)`$. We thus have

$`2\pi f_{ϵ,n}+\chi _{}^2`$ $``$ $`n^{2ϵ/3}{\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{O((t))}{\displaystyle \frac{dt}{\frac{1}{4}+t^2}}+ϵ^{2/3}`$
$``$ $`n^{2ϵ/3}+ϵ^{2/3},`$
provided that $`ϵc/\mathrm{log}\mathrm{log}n`$, whereupon one chooses $`ϵ=c/\mathrm{log}\mathrm{log}n`$ to reach the conclusion. ∎

Acknowledgements. We are happy to thank E. Bombieri for thorough comments and suggestions (in particular (3.1)), to M. Balazard and E. Saias for pointing out their lemma 2.1, to M. Balazard for Proposition 3.1 estimating the error term for the approximation (3.2), to J. F. Burnol , who, after the initial version of this paper, provided an interesting approach centered on the zeta estimate (3.3) which turned out also to be used in the Balazard Proposition 3.1.

Luis Báez-Duarte
Departamento de Matemáticas
Instituto Venezolano de Investigaciones Científicas
Apartado 21827, Caracas 1020-A
Venezuela


format: text

text:
# References

The Holography of Gravity encoded in a relation

between Entropy, Horizon area and Action for gravity

T. Padmanabhan

IUCAA, Post Bag 4, Ganeshkhind, Pune - 411 007

email: nabhan@iucaa.ernet.in

## Abstract

I provide a general proof of the conjecture that one can attribute an entropy to the area of any horizon. This is done by constructing a canonical ensemble of a subclass of spacetimes with a fixed value for the temperature $`T=\beta ^1`$ and evaluating the exact partition function $`Z(\beta )`$. For spherically symmetric spacetimes with a horizon at $`r=a`$, the partition function has the generic form $`Z\mathrm{exp}[S\beta E]`$, where $`S=(1/4)4\pi a^2`$ and $`|E|=(a/2)`$. Both $`S`$ and $`E`$ are determined entirely by the properties of the metric near the horizon. This analysis reproduces the conventional result for the black-hole spacetimes and provides a simple and consistent interpretation of entropy and energy for De Sitter spacetime. For the Rindler spacetime the entropy per unit transverse area turns out to be $`(1/4)`$ while the energy is zero. Further, I show that the relationship between entropy and area allows one to construct the action for the gravitational field on the bulk and thus the full theory. In this sense, gravity is intrinsically holographic.

Among the class of Lorentzian spacetime metrics which allow a positive definite continuation to the Euclidean time coordinate $`\tau =it`$, there exists a subclass of spacetime metrics which require $`\tau `$ to be treated as periodic with some period $`\beta `$. It is natural to interpret such a feature as describing a finite temperature field theory with temperature $`T=\beta ^1`$. (For a review, see e.g., .) In the case of black hole spacetimes, one can also associate an entropy with the horizon and construct a consistent parallel with thermodynamics. While there is some indication that we can associate an entropy with the area of any  horizon (Rindler, De Sitter ……), any such association will also require defining the energy for such a spacetime in order to provide consistent thermodynamic relationships. This, however, is not an easy task in general relativity and hence progress has been somewhat limited in this issue.

However, if the association of thermodynamical variables with horizons is of truly fundamental significance, then it is indeed necessary that our conclusions are applicable to any horizon and it must be possible to attribute an entropy to any horizon. In fact, if the entropy of spacetimes arise because some information is hidden by the horizon, then all horizons (even the observer dependent ones like Rindler or De Sitter horizons) must have an entropy. Further, one must be able to obtain such a result in an elegant manner, from standard statistical mechanical procedures. That is, results must “ fall out” of a proper argument allowing us to: (i) associate entropy with any horizon and (ii) identify the energy content of the spacetime. I will now show that this is indeed possible. What is more, one can use the relationship between the entropy and area of horizon as the starting point and reconstruct the full gravitational Lagrangian of the theory. This suggests a deep, holographic, relationship between the surface terms in general relativity and the theory on the bulk.

A wide class of such spacetimes with horizons, analysed in the literature, has the form

$$ds^2=f(r)dt^2f(r)^1dr^2dL_{}^2$$
(1)
where $`f(r)`$ vanishes at some surface $`r=a`$, say, with $`f^{}(a)B`$ remaining finite. When $`dL_{}^2`$ is taken as the metric on 2-sphere and $`r`$ is interpreted as the radial coordinate $`[0r\mathrm{}]`$, equation (1) covers a variety of spherically symmetric spacetimes (including Schwarzschild, Reissner-Nordstrom, De Sitter etc.) with a compact horizon at $`r=a`$. If $`r`$ is interpreted as one of the Cartesian coordinates $`x`$ with $`(\mathrm{}x\mathrm{})`$ and $`dL_{}^2=dy^2+dz^2,f(x)=1+2gx,`$ equation (1) can describe the Rindler frame in flat spacetime. We shall first concentrate on compact horizons with $`r`$ interpreted as radial coordinate, and comment on the Rindler frame at the end.

Since the metric is static, Euclidean continuation is trivially effected by $`t\tau =it`$ and an examination of the conical singularity near $`r=a`$ \[where $`f(r)B(ra)`$\] shows that $`\tau `$ should be interpreted as periodic with period $`\beta =4\pi /|B|`$ corresponding to the temperature $`T=|B|/4\pi `$. One can prove quite rigorously  that the spacetime described by (1) is endowed with this temperature which — in turn — depends only on the behaviour of the metric near the horizon. The form of $`f(r)`$ is arbitrary except for the constraint that $`f(r)B(ra)`$ near $`r=a`$.

The next logical question will be whether one can associate other thermodynamic quantities, especially the entropy, with such spacetimes.3 Given that the temperature can be introduced very naturally, just using the behaviour of metric near the horizon, one would look for a similarly elegant and natural derivation of the entropy. To achieve this, I begin by noting that the class of metrics in (1) with the behaviour $`[f(a)=0,f^{}(a)=B]`$ constitute a canonical ensemble at constant temperature since they all have the same temperature $`T=|B|/4\pi `$ . The partition function for this ensemble is given by the path integral sum

$`Z(\beta )`$ $`=`$ $`{\displaystyle \underset{gϵ𝒮}{}}\mathrm{exp}(A_E(g))`$
$`=`$ $`{\displaystyle \underset{gϵ𝒮}{}}\mathrm{exp}\left({\displaystyle \frac{1}{16\pi }}{\displaystyle _0^\beta }𝑑\tau {\displaystyle d^3x\sqrt{g_E}R_E[f(r)]}\right)`$
where I have made the Euclidean continuation of the Einstein action and imposed the periodicity in $`\tau `$ with period $`\beta =4\pi /|B|`$. The sum is restricted to the set $`𝒮`$ of all metrics of the form in (1) with the behaviour $`[f(a)=0,f^{}(a)=B]`$ and the Euclidean Lagrangian is a functional of $`f(r)`$. No source term or cosmological constant (which cannot be distinguished from certain form of source) is included since the idea is to obtain a result which depends purely on the geometry. The spatial integration will be restricted to a region bounded by the 2-spheres $`r=a`$ and $`r=b`$, where the choice of $`b`$ is arbitrary except for the requirement that within the region of integration the Lorentzian metric must have the proper signature with $`t`$ being a time coordinate. The remarkable feature is the form of the Euclidean action for this class of spacetimes. Using the result

$$R=_r^2f\frac{2}{r^2}\frac{d}{dr}\left[r(1f)\right]$$
(3)
valid for metrics of the form in (1), a straight forward calculation shows that

$`A_E`$ $`=`$ $`{\displaystyle \frac{\beta }{4}}{\displaystyle _a^b}𝑑r\left[[r^2f^{}]^{}+2[r(1f)]^{}\right]`$ (4)
$`=`$ $`{\displaystyle \frac{\beta }{4}}[a^2B2a]+Q[f(b),f^{}(b)]`$
where $`Q`$ depends on the behaviour of the metric near $`r=b`$ and we have used the conditions $`[f(a)=0,f^{}(a)=B]`$. The sum in (S0.Ex1) now reduces to summing over the values of $`[f(b),f^{}(b)]`$ with a suitable (but unknown) measure. This sum, however, will only lead to a factor which we can ignore in deciding about the dependence of $`Z(\beta )`$ on the form of the metric near $`r=a`$. Using $`\beta =4\pi /B`$ (and taking $`B>0`$, for the moment) the final result can be written in a very suggestive form:

$$Z(\beta )=Z_0\mathrm{exp}\left[\frac{1}{4}(4\pi a^2)\beta (\frac{a}{2})\right]\mathrm{exp}\left[S(a)\beta E(a)\right]$$
(5)
with the identifications for the entropy and energy being given by:

$$S=\frac{1}{4}(4\pi a^2)=\frac{1}{4}A_{\mathrm{horizon}};E=\frac{1}{2}a=\left(\frac{A_{\mathrm{horizon}}}{16\pi }\right)^{1/2}$$
(6)
In addition to the simplicity, the following features are noteworthy regarding this result:

(i) The result is local in the sense that it depends only on the form of the metric near the horizon. In particular, the definition of energy does not depend on the asymptotic flatness of the metric.

(ii) The partition function was evaluated with two very natural conditions: $`f(a)=0`$ making the surface $`r=a`$ a compact horizon and $`f^{}(a)=`$ constant which is the proper characterization of the canonical ensemble of spacetime metrics. Since temperature is well defined for the class of metrics which I have considered, this canonical ensemble is defined without any ambiguity. This allows me to sum over a class of spherically symmetric spacetimes at one go rather than deal with, say, black-hole spacetimes and De Sitter spacetime separately. Unlike many of the previous approaches, I do not evaluate the path integral in the WKB limit, confining to metrics which are solutions of Einstein’s equations. (When the path integral sum is evaluated using WKB ansatz for vacuum spacetimes like Schwarzschild black-hole — as, e.g., in the works by Gibbons and Hawking4 — the scalar curvature $`R`$ vanishes and a surface contribution arises from the trace of the second fundamental form on the boundary. The surface contribution which arises in (4) is different.) Conceptually, a canonical ensemble for a minisuperspace of metrics of the form in (1) should be constructed by keeping the temperature constant without assuming the metrics to be the solutions of Einstein’s equation; this is what I do and exploit the form of $`R`$ given by (3). Since this action involves second derivatives, it is not only allowed but even required to fix both $`f`$ and $`f^{}`$ at the boundaries.

(iii) In the case of the Schwarzschild black-hole with $`a=2M`$, the energy turns out to be $`E=(a/2)=M`$ which is as expected. (More generally, $`E=(A_{\mathrm{horizon}}/16\pi )^{1/2}`$ corresponds to the so called ‘irreducible mass’ in BH spacetimes5). Of course, the identifications $`S=(4\pi M^2)`$, $`E=M`$, $`T=(1/8\pi M)`$ are consistent with the result $`dE=TdS`$ in this particular case.

Most importantly, our analysis provides an interpretation of entropy and energy in the case of De Sitter universe which is gaining in popularity. In this case, $`f(r)=(1H^2r^2)`$, $`a=H^1,B=2H`$. Since the region where $`t`$ is time-like is “inside” the horizon, the integral for $`A_E`$ in (4) should be taken from some arbitrary value $`r=b`$ to $`r=a`$ with $`a>b`$. So the horizon contributes in the upper limit of the integral introducing a change of sign in (4). Further, since $`B<0`$, there is another negative sign in the area term from $`\beta BB/|B|`$. Taking all these into account we get, in this case,

$$Z(\beta )=Z_0\mathrm{exp}\left[\frac{1}{4}(4\pi a^2)+\beta (\frac{a}{2})\right]\mathrm{exp}\left[S(a)\beta E(a)\right]$$
(7)
giving $`S=(1/4)(4\pi a^2)=(1/4)A_{\mathrm{horizon}}`$ and $`E=(1/2)H^1`$. These definitions do satisfy the relation $`TdSPdV=dE`$ when it is noted that the De Sitter universe has a non zero pressure $`P=\rho _\mathrm{\Lambda }=E/V`$ associated with the cosmological constant. In fact, if we use the “reasonable” assumptions $`S=(1/4)(4\pi H^2),VH^3`$ and $`E=PV`$ in the equation $`TdSPdV=dE`$ and treat $`E`$ as an unknown function of $`H`$, we get the equation $`H^2(dE/dH)=(3EH+1)`$ which integrates to give precisely $`E=(1/2)H^1.`$

Let us now consider the spacetimes with planar symmetry for which (1) is still applicable with $`r=x`$ being a Cartesian coordinate and $`dL_{}^2=dy^2+dz^2`$. In this case $`R=f^{\prime \prime }(x)`$ and the action becomes

$`A_E`$ $`=`$ $`{\displaystyle \frac{1}{16\pi }}{\displaystyle _0^\beta }𝑑\tau {\displaystyle 𝑑y𝑑z_a^b𝑑xf^{\prime \prime }(x)}`$ (8)
$`=`$ $`{\displaystyle \frac{\beta }{16\pi }}A_{}f^{}(a)+Q[f^{}(b)]`$
where we have confined the transverse integrations to a surface of area $`A_{}`$. If we now sum over all the metrics with $`f(a)=0,f^{}(a)=B`$ and $`f^{}(b)`$ arbitrary, the partition function will become

$$Z(\beta )=Z_0\mathrm{exp}(\frac{1}{4}A_{})$$
(9)
which suggests that planar horizons have an entropy of (1/4) per unit transverse area but zero energy. This includes Rindler frame as a special case. Note that if we freeze $`f`$ to its Rindler form $`f=1+2gx`$, (by demanding the validity of Einstein’s equations in the WKB approach, say) then $`R=f^{\prime \prime }=0`$ as it should. In the action in (8), $`f^{}(a)f^{}(b)`$ will give zero. It is only because I am not doing a WKB analysis — but varying $`f^{}(b)`$ with fixed $`f^{}(a)`$ — that I obtain an entropy for these spacetimes.

It is straight forward to use this approach in $`D`$ dimensions with the hope that insights gained in $`D4`$ may be of some help. In $`D=(1+2)`$, for example, metrics of the type in (1) with $`dL_{}^2=r^2d\theta ^2`$ will give $`S=(1/4)(2\pi a)=(1/4)A_{\mathrm{horizon}}`$ with $`E=0`$. The vanishing of energy signifies the fact that at the level of the metric, Einstein’s equations are vacuous in (1+2) and we have not incorporated any topological effects \[like deficit angles corresponding to point masses in (1+2) dimensions\] in our approach.

Finally, let me indicate a deeper connection between this result and the holographic nature of gravity. To do this I raise the status of the above results to that of a postulate: The dynamics of the gravity must be described by an action such that, in static spacetimes with horizons which leads to periodicity in imaginary time, the action has a surface contribution which is one quarter of the area of the horizon. This requires the surface contribution of the action on a horizon $``$ to be of the form

$$A=_{}\frac{d^4x}{16\pi }L_{grav}\frac{\beta }{16\pi }_{}d^3x[_aP^a+\mathrm{}]=\frac{\beta }{16\pi }_{}d^3x[_a(\sqrt{g}_bg^{ab})+\mathrm{}]$$
(10)
where $`\beta `$ is the period in the imaginary time arising due to the existence of the horizon and the dots represent the terms which vanish on the horizon. These extra terms can, however, be determined uniquely from the requirement of general covariance on the surface; we get

$$P^a=\sqrt{g}_bg^{ab}+2g^{ab}_b\sqrt{g}$$
(11)
It is easy to verify that for the spacetimes of the form in (1), the first term in (11) for $`P^r`$ will correctly reproduce the entropy as a quarter of the horizon area while the second term vanishes on the horizon. The structure of $`P^a`$ immediately suggests that $`L_{grav}`$ will contain second derivatives of the metric. Given any Lagrangian $`L(q,q)`$ involving only up to the first derivatives of the dynamical variables, it is always possible to construct another Lagrangian $`L^{}(^2q,q,q)`$, involving second derivatives such that it describes the same dynamics. The prescription is:

$$L^{}=L\frac{d}{dt}\left(q\frac{L}{\dot{q}}\right)$$
(12)
While varying the $`L^{}`$, one keeps the momenta $`(L/\dot{q})`$ fixed at the endpoints rather than $`q^{}`$s. \[This result has a simple interpretation in terms of the path integral prescription in quantum theory, in which the extra term arises while Fourier transforming from $`q`$ to $`p`$; see ref.6, page 171.\]. What is more, by equating the surface terms to $`(L/\dot{q})q`$ one can obtain $`L`$. In the case of gravity, if the (unknown) first order Lagrangian is $`L_1(g,g)`$ then the field momenta are $`\pi ^{abc}=\left(_1/g_{ab,c}\right)`$ where $`g_{ab,c}=g_{ab}/x^c`$. Since the term which is fixed at the surface is given by $`(g_{ab}_1/g_{ab,c})`$ we can integrate the equation

$$\left(\frac{_1}{g_{ab,c}}g_{ab}\right)=P^c=\sqrt{g}_bg^{cb}+2g^{cb}_b\sqrt{g}$$
(13)
to obtain the first order Lagrangian density (see ref. 6: page 326):

$$_1\sqrt{g}𝒢=\sqrt{g}g^{ik}\left(\mathrm{\Gamma }_i\mathrm{}^m\mathrm{\Gamma }_{km}^{\mathrm{}}\mathrm{\Gamma }_{ik}^{\mathrm{}}\mathrm{\Gamma }_\mathrm{}m^m\right).$$
(14)
Following the prescription of (12) we now subtract $`(g_{ab}\pi ^{abc})/x^c`$ from $`_1`$ to get the equivalent Lagrangian $`L_{grav}`$ with second derivatives, which turns out to be the standard Einstein-Hilbert lagrangian:

$$L_{grav}=_1\frac{}{x^c}\left(g_{ab}\pi ^{abc}\right)=R\sqrt{g}.$$
(15)
Thus the surface terms dictate the form of the Einstein Lagrangian in the bulk.

The above analysis shows that the postulate of gravitational action being equal to one quarter of the area of the horizon, added to the requirement of general covariance, uniquely determines the gravitational action principle. In other words, the idea that surface areas of horizons encode one quarter bit of information per Planck area allows one to determine the nature of gravitational interaction on the bulk, which is an interesting realization of the holographic principle.


text:
# Optimal Entanglement Generation from Quantum Operations

## I Introduction

The fundamental resource used in many quantum information protocols, such as cryptography and teleportation, is the entanglement in a quantum state. A major theme of investigation in quantum information theory is the analysis and characterisation of entanglement properties of quantum states under local operations and classical communication (LOCC). One issue is how to extract the entanglement in a quantum state. The simplest protocols involve taking a single copy of the quantum state and using LOCC to extract the entanglement Nielsen (1999). An important realisation is that, in general, collective processing (i.e. processing more than one copy of the state at a time) is more efficient than individual copy processing. Indeed, for mixed states Linden et al. (1998), there are examples where no entanglement can be extracted at all if one only has one copy, but collective processing does allow extraction of entanglement. The fact that *asymptotic* collective processing (i.e. processing of infinitely many copies) is necessary for the *reversible* extraction of entanglement is a key building block in the general theory of entanglement Bennett et al. (1996); Linden et al. (1999).

The fundamental resource used in quantum control theory and quantum computing is a non-local quantum operation, such as an interaction Hamiltonian or a unitary gate. These can be used, along with local actions, to perform the steps of quantum algorithms and generate entangled states. Conversely, an entangled state and LOCC can be used to apply a non-local operation to an arbitrary state, enabling distributed quantum processing.

Just as for quantum states, it is important to find ways of classifying and quantifying the non-local properties of operations. There is a multitude of inter-related problems here. Indeed, there seems to be an even richer structure in the case of quantum operations than there is for states. For example, one can consider how much entanglement an operation can generate, how much classical communication the operation can perform, or the power of the operation to simulate other operations. As with states, we may restrict ourselves to a single application of an operation or we may process multiple copies collectively.

This area has attracted much interest recently and results have been obtained on Hamiltonian simulation Bennett et al. (2001); Khaneja et al. (2001); Dodd et al. (2001); Nielsen et al. (2001); Wocjan et al. (2001a); Janzing et al. (2001); Wocjan et al. (2001b, c); Leung (2001); Chen (2001); Vidal and Cirac (2001a, b); Vidal et al. (2001), interconversion of unitary operations Dür et al. (2001a); Dür and Cirac (2001), entanglement generation Dür et al. (2001b); Kraus and Cirac (2001); Zanardi et al. (2000); Zanardi (2001) and generating operations from entangled states Cirac et al. (2001); Collins et al. (2001); Eisert et al. (2000). Most of these results have focussed on protocols involving a single application of the operation and little is known about the multi-copy and asymptotic cases.

In this paper, we focus on the problem of entanglement generation for two-qubit unitary operations acting on pure states. Suppose that Alice and Bob share a state $`|\psi `$ in their combined Hilbert space $`_A_B`$ and that they are able to implement an operation $`U_{AB}U(4)`$ on any non-local two-qubit subspace. They would like to maximise the amount of entanglement that they generate per application of $`U_{AB}`$. We call this maximum the entangling capacity, $`𝒞_E`$, of $`U_{AB}`$. For single applications of $`U_{AB}`$, the entangling capacity is given by

$$𝒞_E\left(U_{AB}\right)=\text{max}_{|\psi _A_B}\left[E\left(U_{AB}|\psi \right)E\left(|\psi \right)\right]$$
(1)
where $`E`$ is an entanglement measure and $`U_{AB}`$ acts on one qubit in $`_A`$ and one in $`_B`$.

In §II, we review the useful decomposition of two-qubit unitaries that was introduced in Kraus and Cirac (2001); Khaneja et al. (2001). §III of the paper concerns the single-copy entangling capacity. In §III.1, we review an argument due to Leung and Bennett (2002); Bennett et al. (2002) that shows that the single-copy entangling capacity can be achieved when $`U_{AB}`$ is only allowed to act on pure states. We then extend this argument to show that pure states can still be used if the entangling capacity is to be achieved using the minimal amount of initial entanglement. In §III.2 and §III.3, we show how much entanglement can be created by a single use of a quantum operation when we allow Alice and Bob to share initial entanglement; this work extends Kraus and Cirac (2001) where the authors considered entangling capacities of unitaries but did not allow initial entanglement; it also extends Dür et al. (2001b), which allowed initial entanglement but only unitary transformations infinitesimally close to the identity (i.e. Hamiltonians). In the case where ancillas are not allowed (§III.2), we are able to derive analytic results about the entangling capacities of unitaries. We find that it generally helps to start with an entangled state, although this is dependent on the entanglement measure. §III.3 concerns the case where we allow ancillas; we mostly describe numerical results here, however these numerical results allow us to conclude, quite generally, that allowing initial entanglement can increase the entangling capacity even when ancillas are available.

The final part of this paper (§IV) concerns collective processing of quantum operations. As described above, collective processing is a key idea in understanding entanglement properties of quantum states. Our main result, essentially that collective processing of quantum operations does not help in generating quantum entanglement, is in stark contrast to the situation for processing of quantum states. We conclude with a discussion of the implications of these results for the interconvertibility of quantum operations and the classification of their entanglement properties.

## II Decomposition of two-qubit unitary operators

The entanglement properties of a unitary operation are invariant under local unitary operations applied before or after the operation. This gives a notion of local equivalence of operations

$$U_{AB}U_{AB}^{}\text{iff}U_{AB}^{}=V_AV_BU_{AB}W_AW_B$$
(2)
where $`V_A,V_B,W_A,W_B`$ are local unitaries acting on the systems indicated. In order to simplify our calculations, we make use of the following decomposition of two-qubit unitary operators. Any two-qubit unitary, $`U_{AB}U_d`$, where

$$U_d=e^{i_{j=1}^3\alpha _j\sigma _j^A\sigma _j^B}$$
(3)
$`\frac{\pi }{4}\alpha _1\alpha _2|\alpha _3|0`$ and $`\sigma _{1,2,3}`$ are the Pauli matrices. Since, $`U_d`$ has the same entangling capacity as $`U`$, we always work with this form 111In fact, when considering the entangling capacity, we can always take $`\alpha _30`$. This is because $`e^{i_{j=1}^2\alpha _j\sigma _j^A\sigma _j^B\alpha _3\sigma _3^A\sigma _3^B}\left(e^{i_{j=1}^3\alpha _j\sigma _j^A\sigma _j^B}\right)^{}`$ and $`𝒞_E`$ is invariant under conjugation. Note that the eigenvalues of $`U_d`$ are given by $`e^{i\lambda _j}`$ where

$$\begin{array}{cccccccc}\lambda _1\hfill & =\hfill & \hfill & \alpha _1\hfill & +\hfill & \alpha _2\hfill & +\hfill & \alpha _3\hfill \\ \lambda _2\hfill & =\hfill & +\hfill & \alpha _1\hfill & \hfill & \alpha _2\hfill & +\hfill & \alpha _3\hfill \\ \lambda _3\hfill & =\hfill & +\hfill & \alpha _1\hfill & +\hfill & \alpha _2\hfill & \hfill & \alpha _3\hfill \\ \lambda _4\hfill & =\hfill & \hfill & \alpha _1\hfill & \hfill & \alpha _2\hfill & \hfill & \alpha _3\hfill \end{array}$$
(4)
The corresponding eigen-basis is given by $`U_d|\mathrm{\Phi }_j=e^{i\lambda _j}|\mathrm{\Phi }_j`$ and is the Bell basis. For later convenience, we choose the following phase convention:

$$\begin{array}{ccc}|\mathrm{\Phi }_1\hfill & =\hfill & \frac{i}{\sqrt{2}}\left(|00|11\right)\hfill \\ |\mathrm{\Phi }_2\hfill & =\hfill & \frac{1}{\sqrt{2}}\left(|00+|11\right)\hfill \\ |\mathrm{\Phi }_3\hfill & =\hfill & \frac{i}{\sqrt{2}}\left(|01+|10\right)\hfill \\ |\mathrm{\Phi }_4\hfill & =\hfill & \frac{1}{\sqrt{2}}\left(|01|10\right)\hfill \end{array}$$
(5)
In Kraus and Cirac (2001), an explicit method is given for calculating $`\alpha _j,V_A,V_B,W_A`$ and $`W_B`$ for any unitary. However, since we are only be interested in the values $`\alpha _j`$, the following method can be used.

Firstly, define

$$\stackrel{~}{U}=\sigma _2\sigma _2U^T\sigma _2\sigma _2$$
(6)
where T indicates the transpose in the computational basis. The eigenvalues of $`\stackrel{~}{U}U`$ are local invariants of $`U`$, equivalent to those found in Makhlin (2000). From, eq.(3) one can see that these invariants are in fact squares of the eigenvalues of $`U_d`$. Thus, solving eq.(4) gives the unique decomposition.

## III Single Copy Entangling Capacity

### III.1 Purity of States in the Optimal Protocol

In this section we determine whether optimal protocols can be found for generating entanglement using one application of $`U_{AB}`$ that only involve pure states at every stage. We use an argument of Leung and Bennett (2002); Bennett et al. (2002) to establish that this is the case. Further, we extend this argument to show that optimal pure state protocols can be found that start with the minimum possible amount of initial entanglement. Thus, all the important details of the single-copy entangling capacity of $`U_{AB}`$ can be established by considering pure states only.

Making a suitable definition of the entangling capacity over mixed states is not quite as straightforward as the pure state case. In particular, the choice of entanglement measure for the initial and final states may be different. For the initial state, it seems natural to use a measure of the minimum average amount of entanglement required to generate it (i.e. the entanglement of formation). However, for the final state it makes more sense to measure the maximum amount of entanglement that can be extracted from it (i.e. the distillable entanglement).

To make this more specific, consider an initial mixed state $`\rho _0`$. Let $`\rho _0=_jp_j|\psi _j\psi _j|`$ be the decomposition of $`\rho _0`$ with minimal ensemble average entanglement. To generate an ensemble of $`n`$ states described by $`\rho _0`$, we may prepare $`|\psi _j`$ with probability $`p_j`$ and then discard the information about which state was prepared. As $`n\mathrm{}`$ , the amount of entanglement per state used in this procedure will be $`E_f(\rho _0)`$, where $`E_f`$ is the entanglement of formation. The operation $`U_{AB}`$ can then be applied to each state individually yielding $`n`$ copies of the state $`\rho _1=U_{AB}\rho _0U_{AB}^{}`$. These states can then be distilled to singlets by LOCC and as $`n\mathrm{}`$ the yield of singlets per copy of $`\rho _1`$ will be $`D(\rho _1)`$, where $`D`$ is the distillable entanglement. Note that, although this protocol involves collective processing of the states, the fact that $`U_{AB}`$ is applied to each copy of $`\rho _0`$ individually means that it can still be regarded as a single-copy protocol with respect to the non-local operation.

With this in mind, we define the mixed state single-copy entangling capacity, $`C_E^{mixed}`$ as

$$C_E^{mixed}=\text{max}_{\rho _0}(D(\rho _1)E_f(\rho _0))$$
(7)
Then

$`D(\rho _1)E_f(\rho _0)`$ $``$ $`E_f(\rho _1)E_f(\rho _0)`$ (8)
$``$ $`{\displaystyle \underset{j}{}}p_j\left(E_f(U_{AB}|\psi _j\psi _j|U_{AB}^{})E_f(|\psi _j\psi _j|)\right)`$
$``$ $`\text{max}_{\psi _j}\left(E_f(U_{AB}|\psi _j)E_f(|\psi _j)\right)`$ (9)
This demonstrates that for every mixed state, there is a pure state for which the action of $`U_{AB}`$ generates at least as much entanglement.

Next we show that any mixed state that achieves the entangling capacity cannot be formed using less entanglement than there is in a pure state that achieves the entangling capacity with minimal initial entanglement. Let $`|\psi `$ be a pure state that achieves the entangling capacity with the minimal possible initial entanglement. Let $`\rho `$ be a mixed state that also achieves the entangling capacity. From eqs.(8) and (9) it is clear that the optimal decomposition of $`\rho `$ must be a mixture of pure states that achieve the entangling capacity. Since this is the optimal decomposition of $`\rho `$, $`E_f(\rho )`$ is just the weighted average of the entanglements of these pure states. Thus, $`E_f(\rho )E_f(|\psi )`$ because $`|\psi `$ has the minimal entanglement of any possible state in this ensemble.

### III.2 Single Application with no ancillas

We now determine the entangling capacity of two-qubit unitaries of the form of eq.(3) when no ancillas are allowed. This depends on the entanglement measure we choose to optimise over. In §III.2.1 we optimise over the square of concurrence and then in §III.2.2 we show how our results can be extended to other measures of entanglement.

#### III.2.1 Square of concurrence

One entanglement measure that is particularly convenient to optimise is the square of the concurrence Wootters (1998), $`C`$, defined by

$$C(|\psi )=\left|\psi \left|\sigma _2\sigma _2\right|\psi ^{}\right|$$
(10)
where $`|\psi ^{}`$ is the state vector obtained by taking the complex conjugates of the components of $`|\psi `$ in the computational basis. We can adapt an argument in Kraus and Cirac (2001) to perform the optimisation here.

Writing $`|\psi =_jb_j|\mathrm{\Phi }_j`$ gives

$$\mathrm{\Delta }C^2=C_f^2C_0^2=\left|\underset{j}{}e^{2i\lambda _j}b_j^2\right|^2\left|\underset{j}{}b_j^2\right|^2=\underset{j,k}{}\left(e^{2i(\lambda _j\lambda _k)}1\right)b_j^2b_k^2$$
(11)
where $`C_0`$ is the initial concurrence and $`C_f`$ is the final concurrence after applying $`U_{AB}`$.

This can be optimised by imposing the normalisation condition $`_j\left|b_j\right|^2=1`$ with a Lagrange multiplier, $`2\mu `$, i.e. we maximise

$$L=\underset{j,k}{}\left(e^{2i(\lambda _j\lambda _k)}1\right)b_j^2b_k^22\mu \left(\underset{j}{}b_jb_j^{}1\right)$$
(12)
Differentiating gives

$$\frac{L}{b_j}=2b_je^{2i\lambda _j}\underset{k}{}e^{2i\lambda _k}b_k^22b_j\underset{k}{}b_k^22\mu b_j^{}=0$$
(13)
multiplying by $`b_j`$ and summing over $`j`$ gives

$$\underset{j,k}{}\left(e^{2i(\lambda _j\lambda _k)}1\right)b_j^2b_k^2\mu \underset{j}{}\left|b_j\right|^2=0$$
(14)
which yields

$$\mu =C_f^2C_0^2$$
(15)
Substituting eqs.(15) and (11) into eq.(13) gives

$$b_je^{2i\lambda _j}e^{2i\eta }C_fb_je^{2iϵ}C_0C_f^2b_j^{}+C_0^2b_j^{}=0$$
(16)
where $`ϵ,\eta `$ are phases depending on all of the $`b_j`$’s. One possible solution is $`b_j=0`$. To find the other solutions we write $`b_j=\beta _je^{i\gamma _j}`$ where $`\beta _j,\gamma _j`$. These solutions must have $`\beta _j0`$ and so eq.(16) reduces to

$$C_f^2e^{2i(\lambda _j+\gamma _j+\eta )}C_fC_0^2+e^{2i(\gamma _j+ϵ)}C_0=0$$
(17)
There are as many equations (17) as there are non-zero $`b_j`$’s. For generic $`\lambda _j`$’s, we will show that at most two of these equations can be satisfied simultaneously.

First, consider the case when the optimal starting state has $`C_0=0`$. Then we have

$$C_f\left(C_fe^{2i(\lambda _j+\gamma _j+\eta )}\right)=0$$
(18)
Since $`C_f`$ is real and we are looking for the maximum, we must have $`C_f=1`$. This shows that it is only best to start in a product state if $`U_{AB}`$ can generate one e-bit of entanglement when no ancillas are present. The conditions for this were found in Kraus and Cirac (2001) to be

$$\alpha _1+\alpha _2\frac{\pi }{4}\text{and}\alpha _2+\alpha _3\frac{\pi }{4}$$
(19)
so here we will focus on the cases where (19) is violated and the optimal starting state must have non-zero $`C_0`$.

Subtracting any two of eqs.(17) gives

$$\mathrm{sin}\left(\lambda _j\lambda _k+\gamma _j\gamma _k\right)C_f=e^{i(2ϵ2\eta \lambda _j\lambda _k)}\mathrm{sin}\left(\gamma _j\gamma _k\right)C_0$$
(20)
This gives consistency conditions for the simultaneous solution of any pair of eqs.(17). In particular, since $`C_f`$ and $`C_0`$ are both real, we have that

$$2\left(ϵ\eta \right)\lambda _j\lambda _k=n\pi ,n$$
(21)
For generic $`\lambda _j`$’s this condition cannot be satisfied for more than one pair of equations in (17). Thus, at most two $`b_j`$’s can be non-zero 222This result can be extended to all possible $`\lambda _j`$’s by noting that eq.(20) can only be satisfied for more than one pair if some of the eigenvalues are degenerate. Further, it can be shown that one can choose only one of the corresponding $`b_j`$’s to be non-zero.. This means that the optimal starting state will always be in a subspace spanned by two of the eigenvectors of $`U_{AB}`$. We will choose the two eigenvectors and the coefficients $`b_j`$ that maximise $`\mathrm{\Delta }C^2`$. Re-expressing eq.(11) in terms of $`\beta _j,\gamma _j`$ gives

$$\mathrm{\Delta }C^2=4\underset{j<k}{}\beta _j^2\beta _k^2\left[\mathrm{sin}\left(2\left(\gamma _j\gamma _k\right)+\lambda _j\lambda _k\right)\mathrm{sin}\left(\lambda _k\lambda _j\right)\right]$$
(22)
Only one term in this sum can be non-zero and for this term we may choose $`\gamma _j,\gamma _k`$ so that $`\mathrm{\Delta }C^2=4\beta _j^2\beta _k^2\left|\mathrm{sin}(\lambda _k\lambda _j)\right|`$. This is maximised by $`\beta _j=\beta _k=\frac{1}{\sqrt{2}}`$. Thus the entangling capacity is given by

$$𝒞_{C^2}=\text{max}_{j<k}\left|\mathrm{sin}(\lambda _k\lambda _j)\right|$$
(23)
Note that this is greater than the corresponding result of $`\text{max}_{j<k}\left|\mathrm{sin}(\lambda _k\lambda _j)\right|^2`$ found in Kraus and Cirac (2001) when the starting state is restricted to be a product. This shows that when (19) is violated, initial entanglement is always required to achieve the optimal capacity when no ancillas are allowed. There are two parameter regions where (19) does not hold.

1. $`\alpha _1+\alpha _2<\frac{\pi }{4},\alpha _2+\alpha _3<\frac{\pi }{4}`$. In this region, the maximum is given by making the $`j=3,k=4`$ term nonzero. We find that $`𝒞_{C^2}=\mathrm{sin}(2(\alpha _1+\alpha _2))`$ and the optimal starting state is $`|\psi =\left(\mathrm{sin}(\frac{\alpha _1+\alpha _2}{2}\frac{\pi }{8})|01i\mathrm{cos}(\frac{\alpha _1+\alpha _2}{2}\frac{\pi }{8})|10\right)`$. This gives an optimal initial entanglement of $`C_0^2=\frac{1}{2}\left(1\mathrm{sin}2(\alpha _1+\alpha _2)\right)`$
2. $`\alpha _1+\alpha _2>\frac{\pi }{4},\alpha _2+\alpha _3>\frac{\pi }{4}`$. In this region, the maximum is given by making the $`j=1,k=4`$ term nonzero. We find that $`𝒞_{C^2}=\mathrm{sin}(2(\alpha _2+\alpha _3))`$ and the optimal starting state is $`|\psi =\frac{1}{\sqrt{2}}\left(|\mathrm{\Phi }_1+e^{i(\frac{\pi }{4}+\alpha _2+\alpha _3)}|\mathrm{\Phi }_4\right)`$.

Note that the entangling capacity is always found to be a function of $`\alpha _1+\alpha _2`$ or $`\alpha _2+\alpha _3`$, i.e. a sum of two of only two of the parameters of the unitary. The value of the third parameter does not affect the entangling capacity at all when no ancillas are allowed.

#### III.2.2 Other entanglement measures

All bipartite entanglement measures, $`E`$, are monotonic functions of one another and in particular of the concurrence squared (i.e. $`E=E(C^2)`$). Generalising the strategy of eqs. (11-20) to an arbitrary entanglement measure, $`E`$, by making use of $`\frac{E}{b_j}=\frac{E}{(C^2)}\frac{(C^2)}{b_j}`$ gives

$$\mathrm{sin}\left(\lambda _j\lambda _k+\gamma _j\gamma _k\right)C_f\frac{dE_f}{d(C_f^2)}=e^{i(2ϵ2\eta \lambda _j\lambda _k)}\mathrm{sin}\left(\gamma _j\gamma _k\right)C_0\frac{dE}{d(C_0^2)}$$
(24)
This gives the same consistency conditions as eq.(21) so we still have that at most two $`b_j`$’s can be non-zero. The only exception is when $`\frac{dE}{d(C^2)}\frac{1}{C}`$, which occurs when our entanglement measure is the concurrence itself. In this case similar methods show that the only consistent solutions are $`C_0=0`$ and $`C_0=1`$ meaning that the optimal starting state must always be a product.

For all other entanglement measures we focus on the case where $`\alpha _1+\alpha _2<\frac{\pi }{4},\alpha _2+\alpha _3<\frac{\pi }{4}`$. If we choose only $`b_j`$ and $`b_k`$ to be non-zero for some choice of $`jk=1,2,3,4`$ then the resulting optimal $`\mathrm{\Delta }E`$ is always a function of the corresponding $`\lambda _j`$ and $`\lambda _k`$ only. In fact, it must be the same function of $`\lambda _j`$ and $`\lambda _k`$ for all choices of $`j`$ and $`k`$. For all the measures considered below we found that the optimal $`\mathrm{\Delta }E`$ is always a monotonically increasing function of $`|\lambda _j\lambda _k|`$ 333Similarly when $`\alpha _1+\alpha _2>\frac{\pi }{4},\alpha _2+\alpha _3>\frac{\pi }{4}`$ we found that, for any choice of $`j`$ and $`k`$, the optimal $`\mathrm{\Delta }E`$ is always a monotonically decreasing function of $`|\lambda _j\lambda _k|`$.. As with the square of concurrence, we choose the $`j`$ and $`k`$ that give the largest value of $`|\lambda _j\lambda _k|`$, namely $`j=3,k=4`$. Thus, we can write the optimal starting state in its Schmidt decomposition as

$$|\psi =\mathrm{cos}(\theta )|01+e^{i\varphi }\mathrm{sin}(\theta )|10$$
(25)
and we simply have to optimise $`\mathrm{\Delta }E`$ over the Schmidt parameter $`\theta `$ and relative phase $`\varphi `$. We found the following results.

1. Concurrence: $`C=|\psi \left|\sigma _2\sigma _2\right|\psi ^{}|`$. As discussed above, this measure is unusual in that we must always start from a product state. Thus, $`𝒞_C=\mathrm{sin}(2(\alpha _1+\alpha _2))`$, which coincides with the result of Kraus and Cirac (2001).
2. Entropy of entanglement: $`E=\text{Tr}(\rho ^A\mathrm{log}_2\rho ^A)`$, where $`\rho ^A`$ is Alice’s reduced density matrix. We end up with a transcendental equation in $`\theta `$, which can be optimised numerically for each $`\alpha _1+\alpha _2`$. For results see Fig. 1.
3. Linearised entropy: $`R=1\text{Tr}\left(\left(\rho ^A\right)^2\right)`$. We find that $`𝒞_R=\mathrm{sin}(2(\alpha _1+\alpha _2))`$.

### III.3 Ancillas

Next we consider whether adding ancillas can increase the entangling capacity. We have not yet solved this problem analytically, but we present some numerical optimisations, using entropy of entanglement as the measure. We chose three different families of operations:

* The CNOT family $`e^{i\alpha \sigma _1^A\sigma _1^B}`$.
* The double CNOT (DCNOT) family $`e^{i\alpha \left(\sigma _1^A\sigma _1^B+\sigma _2^A\sigma _2^B\right)}`$.
* The SWAP family $`e^{i\alpha \left(\sigma _1^A\sigma _1^B+\sigma _2^A\sigma _2^B+\sigma _3^A\sigma _3^B\right)}`$.

The families are so named because setting $`\alpha =\frac{\pi }{4}`$ gives operations that are locally equivalent to the CNOT, DCNOT and SWAP operations.

The simulations were run with both one and two ancillary qubits on each side. Adding 1 ancillary qubit on each side increased the entangling capacity for the DCNOT and SWAP families (see Figs. 3 and 4), but there was no further increase on adding more ancillary qubits. We conjecture that one ancillary qubit on each side is the most general system required to optimise single-copy entangling capacity. Note that, for every $`\alpha `$, the SWAP family has a higher entangling capacity than the DCNOT family. This shows that the entangling capacity is generally a function of all three parameters ($`\alpha _1,\alpha _2,\alpha _3`$) of the unitary, in contrast to the case considered above where no ancillas are allowed.

For the CNOT family, adding ancillas had no effect at all (see FIG. 2). In Kraus and Cirac (2001), the entangling capacity for the CNOT family starting from a product state with ancillas was found to be $`H(\mathrm{cos}^2\alpha )=\mathrm{cos}^2(\alpha )\mathrm{log}_2[\mathrm{cos}^2(\alpha )]\mathrm{sin}^2(\alpha )\mathrm{log}_2[\mathrm{sin}^2(\alpha )]`$. No ancillas were required to achieve this capacity. Our results exceed this capacity, which demonstrates that allowing initial entanglement can still increase the entangling capacity even if ancillas are present.

## IV Collective Processing

We now turn to the question of whether the entangling capacity is increased by applying $`n`$ copies of a unitary operation to pairs of qubits in the most general initial state which may be entangled and may contain ancillas. The $`n`$-copy entangling capacity is then defined to be the optimal increase in entanglement over Alice and Bob’s entire Hilbert space per application of the unitary. We restrict our attention to the case where we have a pure state at every stage of the protocol, but note that the results also hold for the case where mixed states are allowed Leung and Bennett (2002); Bennett et al. (2002). In this setting, The unitaries may be applied simultaneously or one after another. Collective LOCC may be performed on all the qubits between applications and each unitary may be applied to an arbitrarily chosen pairs of qubits. However, all protocols of this form can be reduced to simpler protocols, which yield the same amount of entanglement.

First, observe that applying unitaries simultaneously is less general than applying them one after the other. Second, because local unitary operations (e.g. local SWAP operations) can be applied as part of the LOCC, all the unitaries can be applied to the same pair of qubits. Thus the problem reduces to a sequence of single-copy problems and we can do no better at each step than if we have the optimal single-copy entangled state available.

If initial entanglement is not available then collective processing can do better per use of the unitary, since we can make use of the first few copies of the unitary to generate entanglement, which can then be used to make a state with optimal initial entanglement. This can then be used as the starting state for the subsequent copies.

Protocols that start with initial entanglement can outperform protocols that start with product states for all finite $`n`$. However, the asymptotic case, where $`n\mathrm{}`$, is more subtle because the operations of entanglement distillation and dilution are available for the states. In the case where we start with product states, we can use up some of the first few operations to generate the entanglement required for the optimal initial state. Then we can keep diluting the entanglement of the states at each stage so that we always act on the best initial state. The number of operations required for the first stage of this protocol is fixed and finite, so as $`n\mathrm{}`$ we will achieve the same entangling capacity as if we has started with initial entanglement. This means that asymptotic entangling capacity of a unitary starting with a product state is the same as the capacity that would be obtained starting with initial entanglement.

## V Conclusions

We have shown that for all finite numbers of copies of $`U_{AB}`$, initial entanglement is required to achieve the optimal entangling capacity. If this initial entanglement and ancillas are available, then collective processing does not help to achieve this maximum.

Our results have implications for the asymptotic interconvertibility of bipartite unitary operations. For example, it is known that one can reversibly convert between a CNOT and a singlet state via LOCC. Thus, one can asymptotically simulate the action of $`n𝒞_E(U_{AB})`$ CNOTs using $`n`$ copies of $`U_{AB}`$ and LOCC by generating entanglement and then distilling or diluting it to singlets. Further, it is impossible to generate more CNOTs than this, since otherwise one could generate more than $`𝒞_E(U_{AB})`$ e-bits per application of $`U_{AB}`$ by first converting to CNOTs and then using them to generate singlet states. More generally, it is not known whether converting between any unitary operation and entanglement via LOCC is reversible (i.e. whether one can asymptotically generate $`n`$ copies of $`U_{AB}`$ acting on an arbitrary input state given $`n𝒞_E(U_{AB})`$ e-bits). However, $`n𝒞_E(U_{AB})`$ is a lower bound on how much entanglement is needed to generate $`n`$ copies of $`U_{AB}`$. Also, $`\frac{𝒞_E(U_1)}{𝒞_E(U_2)}`$ is an upper bound on how many copies of a bipartite unitary $`U_2`$ can be generated asymptotically per application of another bipartite unitary $`U_1`$. Whether these bounds can be achieved remains an open question.

###### Acknowledgements.

We are very grateful to C. H. Bennett, D. Leung and S. Popescu for many stimulating discussions about non-local properties of unitaries and to C. H. Bennett, A. Harrow, D. Leung and J. Smolin for describing their recent results to us prior to their publication. We gratefully acknowledge funding from the European Union under the project EQUIP (contract IST-1999-11063).


text:
# Intermittent permeation of cylindrical nanopores by water

## Abstract

Molecular Dynamics simulations of water molecules in nanometre sized cylindrical channels connecting two reservoirs show that the permeation of water is very sensitive to the channel radius and to electric polarization of the embedding material. At threshold, the permeation is *intermittent* on a nanosecond timescale, and strongly enhanced by the presence of an ion inside the channel, providing a possible mechanism for gating. Confined water remains surprisingly fluid and bulk-like. Its behaviour differs strikingly from that of a reference Lennard-Jones fluid, which tends to contract into a highly layered structure inside the channel.

Highly confined molecular or ionic fluids, including fluid films compressed by surface force machines REF1 , or trapped in nanoporous materials like zeolites REF2  or carbon nanotubes REF3 ; REF4 , exhibit distinctive structural, dynamical and phase behaviour which may differ widely from their corresponding bulk properties. Recent experiments klein  and simulations REF4  demonstrate the interesting behaviour of water under conditions of extreme confinement, which is related to the disruption of the hydrogen-bond network between H2O molecules, depending on the hydrophobic or hydrophilic nature of the confining surface. A good understanding of the molecular organization of confined water is essential to the study of the selectivity and permeation mechanisms of ion channels through membranes REF6 .

While much of the published simulation work is on realistic or semi-realistic models of specific ion channels REF7 , the present letter examines the generic behaviour of water permeation in a highly simplified model of a channel, as a function of a small number of physical parameters characterizing the channel. The proper inclusion of end effects and Coulombic interactions increases the relevance of the present results for real ion channels, compared to earlier studies of infinite channels REF8 ; REF9 ; allen .

The model considered in the present work is that of a cylindrical channel of radius $`R`$ and length $`L`$ through a slab of dielectric material, of relative permittivity $`ϵ`$ (representing the membrane), which separates two reservoirs containing water molecules and eventually ions (representing the intra and extra-cellular compartments), symmetrically placed on both sides of the slab(see Fig. 1). In our Molecular Dynamics (MD) simulationsdlprotein , the two reservoirs, which are connected through a common x-y plane under periodic boundary conditions, contain typically $`N=500`$ water molecules each. The number of water molecules in the reservoirs fluctuates somewhat when the cylindrical channel fills or empties; in order to maintain a constant density of $`0.996`$ gr cm-3, the reservoir length parallel to the axis of the channel (taken to be $`z`$) and the z-components of the molecular position vectors are scaled regularly using a version of the Berendsen barostat berendsen .

The water molecules interact via the standard SPC/E pair potential REF10  which involves a Lennard-Jones (LJ) potential between the O-atoms ($`\sigma =0.3169`$ nm, $`ϵ=0.6502`$ kJ mol-1 i.e $`ϵ/k_B=78.2`$ K ), and Coulombic interactions between the sites associated with the O atoms ($`q=0.8476`$) and the two H atoms ($`q=+0.4238`$). The simulations reported in this letter contain no ions or just one K+Cl- pair, which interact with the water molecules as in ref. REF8 . The radial interaction between the channel surface and the water molecules is taken to be the LJ potential between a CH3 group and an O atom REF11 , integrated over the surface of an infinitely long cylinder REF12 . The same potential, now as a function of the distance from the planar wall, is used for the membrane-water interaction, with an appropriate rounding and shifting procedure to avoid any discontinuities. A similar procedure is used for ion-surface interactions.

Since water molecules and ions carry charged sites, they polarize the membrane modelled here by the dielectric slab. The interface between slab, channel or reservoir is treated as infinitely sharp (dielectric discontinuity), so that the polarization charge is entirely localized on the surface of the slab and can be calculated by the variational procedure described in ref. REF13 ; the numerical implementation requires the use of a grid spanning the cylindrical surface and the planar interface between the slab and the reservoirs. Most of the results presented in this letter neglect membrane polarization, i.e. $`ϵ=1`$ is assumed; the importance of polarization on the behaviour of confined water is assessed later in the letter, by comparing data obtained for $`ϵ=1`$ and $`ϵ=4`$.

The present work is restricted to equilibrium fluctuations. Starting from initial water configurations with an empty channel, the number of molecules within the channel is monitored as a function of time, for total times up to $`6.5`$ ns. Simulations were carried out for a rather short channel of length $`L=0.8`$ nm. The channel radius $`R`$ was varied between $`0.4`$ and $`0.7`$ nm, but in view of the soft nature of the surface-water interaction, the corresponding effective radii of the cylinders accessible to the centres of the O atoms (i.e. such that the wall-O repulsive potential is less than $`k_BT`$) are $`R_{eff}=0.170.47`$ nm. Similarly the effective length of the channel is $`L_{eff}=1.26`$ nm, which is roughly the length of the selectivity filter in the KcsA channel, the structure of which has recently been resolved by X-ray diffraction doyle ; REF14 .

When the channels are filled, the radial density profiles of O and H atoms can be calculated by averaging over all water configurations generated in the MD runs. In order to gain a better understanding of the importance of the hydrogen-bond network within the channel, simulations were also carried out for a reference system of non-associative molecules obtained by removing the H atoms, i.e. an imaginary system of “OW” atoms interacting solely through the Lennard-Jones part of the SPC/E potential. While the H2O simulations were run at room temperature, the reference runs for the OW atoms were carried out at $`T=120`$ K and a reduced density $`\rho ^{}=n\sigma ^3/V=0.85`$, conditions under which the bulk LJ system is expected to be liquid. Under these conditions we also find liquid-like diffusion in the pore, whereas at the lower temperatures $`T=56.2`$ K (i.e. $`T^{}=k_BT/ϵ=0.72`$, close to the LJ triple pointREF15 ) and $`T=85`$ K the OW atoms form a disordered solid in the pore. The number $`n(t)`$ of OW atoms within channels of two different radii are shown in Fig. 2 as a function of time. As expected, there are large fluctuations in $`n(t)`$, but the key observation is that the LJ particles fill the channel for all radii considered. The mean density of particles inside the channel, $`n(t)/(\pi R_{eff}^2L)`$ is about 1.7 times larger than the bulk density in the reservoirs, but the confined atoms remain in a fluid state, as characterized by a diffusion constant along the cylinder axis ($`2\times 10^5`$ cm2 s-1) comparable to the bulk diffusion constant ($`6\times 10^5`$ cm2 s-1). The radial density profile $`\rho (r)`$ is highly structured, as shown in Fig. 4d, indicative of layering.

The behaviour changes dramatically when the OW atoms are replaced by H2O molecules. The numbers of molecules inside the channel are shown as a function of time in Fig. 3 for four different cylinder radii. When $`R=0.55`$ nm, the channel shows no sign of filling and the small fluctuations in $`n(t)`$ away from zero reflect attempts by small numbers of molecules to penetrate the channel at either end. At the slightly larger channel radius $`R=0.6`$ nm, a strikingly intermittent behaviour is apparent, reminiscent of recent observations in simulations of water in carbon nanotubes REF4  and of water in atomistically rough models of ion channels REF6 . States where the channel is filled alternate stochastically with empty channel states, on a time scale of typically 1ns. When the radius is further increased to $`R=0.65`$ nm, the channel appears to remain filled after an initial intermittency, although it cannot be ruled out that short periods in the empty state could be observed in much longer runs. Finally at $`R=0.7`$ nm, the channel appears to remain filled throughout, with a mean density of $`0.034`$ Å-3 comparable to the bulk density in the reservoirs, $`0.033`$ Å-3. Diffusion of the confined molecules along the $`z`$axis occurs on a timescale comparable to bulk diffusion (the reservoir diffusion constant and the channel $`z`$axis diffusion constant both being $`3\times 10^5`$ cm2 s-1).

Radial density profiles of the O and H atoms, averaged over occupied states of the channel, are shown in Fig.4 a-c for three values of the radius $`R`$. They are surprisingly flat, and contrast sharply with the density profile of the Lennard-Jones particles plotted in Fig. 4d. The absence of a clear-cut layering of the H2O molecules, as well as the substantial fluidity of the confined water, characterized by the bulk-like diffusion, agree qualitatively with recent surface force apparatus measurements of highly confined water filmsklein .

The results in Fig. 3 show that the filling (or wetting) of a cylindrical channel is very sensitive to its radius, with a threshold radius below which water does not penetrate on this timescale. So far the polarization of the confining protein and membrane has been neglected, by setting $`ϵ=1`$. One intuitively expects that such polarization by the charge distribution on the water molecules will lower the electrostatic energy, and hence favour the wetting of narrow channels. This is confirmed by the time trace of $`n(t)`$ shown in the inset to Fig. 3a from MD simulations with $`ϵ=4`$: water molecules are seen to fill the $`R=0.55`$ nm channel intermittently, while the same channel remains empty in the absence of membrane polarization. The latter effect is thus found to lower the threshold radius above which water molecules can penetrate inside the channel. The effect is expected to be significantly enhanced for larger values of $`ϵ`$, which may be more appropriate for the channel protein and membrane.

Returning to the non-polarizable case $`ϵ=1`$, water can be made to fill a narrow channel by placing an ion inside. In an MD simulation a $`K^+`$ ion was held fixed on the axis in the middle of a channel of radius $`R=0.5nm`$; the channel was then found to be rapidly filled by H2O molecules with an average occupation number $`n6.5`$. Water molecules were found to penetrate channels even with $`R`$ as small as $`0.3`$ nm under these circumstances.

A close examination of molecular configurations, radial number density profiles and mean occupation numbers leads to the conclusion that water fills ion channels beyond a critical, $`ϵ`$-dependent radius in a surprisingly uniform manner which is intermittent near the threshold. As soon as water wets the channel, the water molecules appear to fill the available volume , with a mean density comparable to the bulk density of liquid water. In this series of simulations, no long-lived single-file chains of water molecules were observed. Using an energetic criterionjorgensen  the mean number of hydrogen bonds was found to be $`2.5`$ in a channel of $`R=0.7`$ nm, compared to $`3.5`$ in the reservoir.

In summary we have investigated a highly simplified, generic model for the selectivity filter of ion channels, which is entirely characterized by three physical parameters $`R`$, $`L`$ and $`ϵ`$, once one has fixed the interaction parameters of the wall. The present investigation was limited to $`L=0.8`$ nm. At the threshold radius, water fills the channel intermittently, and the fraction of time over which the channel is in the occupied state depends sensitively on $`R`$ and $`ϵ`$. The timescale for the intermittency is expected to increase with channel length $`L`$, because larger fluctuations at the channel ends will be required for channel filling. Finite, physiologically relevant concentrations of salt will be included in future work. In view of the preliminary results with one ion fixed within the channel, it is expected that permeation of narrow channels by water molecules and ions is a very cooperative effect, where the polarization of the channel surface will play a crucial role, which may provide a simple scenario for ion channel gating.

###### Acknowledgements.

The authors acknowledge constructive discussions with Ruth Lynden-Bell and Bob Eisenberg. RA is grateful to the EPSRC and to Unilever for a post-graduate CASE award and SM is grateful to the Leverhulme Trust for post-doctoral support during the early stages of this project.


text:
# Scale-free Networks on Lattices

## Abstract

We suggest a method for embedding scale-free networks, with degree distribution $`P(k)k^\lambda `$, in regular Euclidean lattices. The embedding is driven by a natural constraint of minimization of the total length of the links in the system. We find that all networks with $`\lambda >2`$ can be successfully embedded up to an (Euclidean) distance $`\xi `$ which can be made as large as desired upon the changing of an external parameter. Clusters of successive chemical shells are found to be compact (the fractal dimension is $`d_f=d`$), while the dimension of the shortest path between any two sites is smaller than one: $`d_{min}=\frac{\lambda 2}{\lambda 11/d}`$, contrary to all other known examples of fractals and disordered lattices.

Many social, biological, and communication systems can be properly described by complex networks whose nodes represent individuals or organizations and links mimic the interactions among them. An important class of complex networks are the *scale-free* networks, which exhibit a power-law connectivity distribution. Examples of scale-free networks include the Internet, WWW, metabolic and cellular networks. Most of the work done on scale free networks concerns off-lattice systems (graphs) where the Euclidean distance between nodes is irrelevant. However, real-life networks are often embedded in Euclidean space (e.g., the Internet is embedded in the two-dimensional network of routers, neuronal networks are embedded in a three-dimensional brain, etc.). Indeed, in the case of the Internet, indications for the relevance of embedding space is given in

In this Letter we develop a method for generating scale-free networks on Euclidean lattices and study some of its properties. As a guiding principle we impose the natural restriction that the total length of links in the system be minimal.

Our model is defined as follows. To each site of a $`d`$-dimensional lattice, of size $`R`$, and with periodic boundary conditions, we assign a random connectivity $`k`$ taken from the scale-free distribution

$$P(k)=Ck^\lambda ,m<k<K,$$
(1)
where the normalization constant $`C(\lambda 1)m^{\lambda 1}`$ (for $`K`$ large). We then select a site at random and connect it to its closest neighbors until its (previously assigned) connectivity $`k`$ is realized, or until all sites up to a distance

$$r(k)=Ak^{1/d}$$
(2)
have been explored. (Links to some of the neighboring sites might prove impossible, in case that the connectivity quota of the target site is already filled.) This process is repeated for all sites of the lattice. We show that following this method networks with $`\lambda >2`$ can be successfully embedded up to an (Euclidean) distance $`\xi `$ which can be made as large as desired upon the changing of the external parameter $`A`$.

Suppose that one attempts to embed a scale-free network, by the above recipe, in an infinite lattice, $`R\mathrm{}`$. Sites with a connectivity larger than a certain cutoff $`k_c(A)`$ cannot be realized, because of saturation of the surrounding sites. Consider the number of links $`n(r)`$ entering a generic site from a surrounding neighborhood of radius $`r`$. Sites at distance $`r^{}`$ are linked to the origin with probability $`P(k^{}>(r^{}/A)^d)`$:

$`P\left(k^{}>\left({\displaystyle \frac{r^{}}{A}}\right)^d\right)=C{\displaystyle \underset{(\frac{r^{}}{A})^d}{}}k^\lambda 𝑑k`$ (3)
$`\{\begin{array}{cc}1\hfill & r^{}<A.\\ (\frac{r^{}}{A})^{d(1\lambda )}\hfill & r^{}>A.\end{array}`$ (6)
Hence

$`n(r){\displaystyle \underset{0}{\overset{r}{}}}𝑑r^{}r^{d1}P\left(k^{}>\left({\displaystyle \frac{r^{}}{A}}\right)^d\right)`$ (7)
$`{\displaystyle \frac{\lambda 1}{d(\lambda 2)}}A^d{\displaystyle \frac{A^{d(\lambda 1)}}{d(\lambda 2)}}r^{d(2\lambda )}.`$ (8)
The cutoff connectivity is then

$$k_c=\underset{r\mathrm{}}{lim}n(r)\frac{1}{\lambda 2}A^d.$$
(10)
The cutoff connectivity implies a cutoff length

$$\xi =r(k_c)(\lambda 2)^{1/d}A^2.$$
(11)
The embedded network is scale-free up to distances $`r<\xi `$, and repeats itself (statistically) for $`r>\xi `$, similar to the infinite percolation cluster above criticality: The infinit cluster in percolation is fractal up to the coherence length $`\xi `$ and repeats thereafter .

When the lattice is finite, $`R<\mathrm{}`$, the number of sites is finite, $`NR^d`$, which imposes a maximum connectivity

$$KmN^{1/(\lambda 1)}R^{d/(\lambda 1)}.$$
(13)
This implies a finite-size cutoff length

$$r_{max}=r(K)AR^{1/(\lambda 1)}.$$
(14)
The interplay between the three length scales, $`R`$, $`\xi `$, $`r_{max}`$, determines the nature of the network. If the lattice is finite, then the maximal connectivity is $`k_{max}=K`$ only if $`r_{max}<\xi `$. Otherwise ($`r_{max}>\xi `$) the lattice repeats itself at length scales larger than $`\xi `$. As long as $`\mathrm{min}(r_{max},\xi )R`$, the finite size of the lattice imposes no serious restrictions. Otherwise ( $`\mathrm{min}(r_{max},\xi )R`$) finite-size effects become important. We emphasize that in all cases the degree distribution (up to the cutoff) is scale-free.

In Fig. 1(a) we show typical networks that result from our embedding method, for $`\lambda =2.5`$ and $`5`$ in two-dimensional lattices (in this Letter, we limit our numerical results to $`d=2`$). The larger $`\lambda `$ is the more closely the network resembles the embedding lattice, because longer links are rare . In Fig. 1(b) we show the same networks as in part (a) where successive chemical shells are depicted in different shades. Chemical shell $`l`$ consists of all sites at minimal distance (minimal number of connecting links) $`l`$ from a given site. For our choice of parameters, $`\lambda =5`$ happens to fall in the region of $`\xi >r_{max}`$, while for $`\lambda =2.5`$, $`\xi <r_{max}`$. In the latter case we clearly see (Fig.1(b), $`\lambda =2.5`$) the (statistical) repetition of the network beyond the length scale $`\xi `$.

The degree distribution resulting from our embedding method is illustrated in Fig. 2. In Fig. 2(a), $`\xi <r_{max}`$ and the distribution terminates at the cutoff $`k_c`$. The scale-free distribution is altered slightly, for $`k<k_c`$, due to saturation effects, but the overall trend is highly consistent with the original power-law. The scaling in the inset confirms that $`k_cA^d`$. In Fig. 2(b), $`\xi >r_{max}`$ and the cutoff $`K`$ in the distribution results from the finite number of sites in the system. The scaling in the inset in Fig. 2(b) confirms the known relation $`KmR^{d/(\lambda 1)}`$ .

The different regimes are summarized in Fig. 3.

We now address the geometrical properties of the networks, arising from their embedding in Euclidean space. To this aim, it is useful to consider the spatial arrangement of the networks as measured both in an Euclidean metric and in chemical space. The chemical distance $`l`$ between any two sites is the length of the minimal path between them (minimal number of links). Thus if the distance between the two sites is $`r`$, then $`lr^{d_{min}}`$ defines the minimal length exponent $`d_{min}`$. We will see that $`d_{min}<1`$ (for $`d>1`$), contrary to all naturally occurring fractals and disordered media. Sites at chemical distance $`l`$ from a given site constitute its $`l`$-th chemical shell. The number of (connected) sites within radius $`r`$ scales as $`m(r)r^{d_f}`$, defining the fractal dimension $`d_f`$. Likewise, the number of (connected) sites within chemical radius $`l`$ scales as $`m(l)l^{d_l}`$, which defines the fractal dimension $`d_l`$ in chemical space. The two fractal dimension are related: $`d_{min}=d_l/d_f`$.

To study $`d_f`$, we compute the perimeter $`S(r)`$, the number of sites that connect the interior cluster of a region of radius $`r`$ to sites outside. The fractal dimension then follows from the scaling relation $`S(r)r^{d_f1}`$. We focus on the regime $`\xi >r_{max}`$. Consider a shell $`dr^{}`$, of radius $`r^{}`$. A site of connectivity $`k^{}`$ within the shell is connected to the outside (to a distance larger than $`rr^{}`$) with probability $`P(k^{}>(\frac{rr^{}}{A})^d)`$, eq. (3). Thus,

$`S(r)={\displaystyle _0^r}𝑑r^{}r^{d1}P(k^{}>({\displaystyle \frac{rr^{}}{A}})^d)`$ (15)
$`\{\begin{array}{cc}r^d\hfill & r<A,\\ c(\lambda )Ar^{d1}\hfill & r>A,\end{array}`$ (18)
where $`c(\lambda )1+1/[d(\lambda 1)+1]`$. In other words, the network is compact, $`d_f=d`$ at large distances $`r>A`$, and super-compact, $`d_f=d+1`$, at $`r<A`$. Results for $`d_f`$ are presented in Fig. 4 and are in good agreement with Eq. (15). The slight slope observed for $`r>A`$ is due to analytical corrections, of order $`r^1`$, to the scaling $`S(r)r^{d1}`$, and can be obtained from a more careful analysis of Eq. (15).

In order to compute $`d_{min}`$ (or $`d_l`$), we regard the chemical shells as being roughly smooth, at least in the regime $`\xi >r_{max}`$, as suggested by Fig. 1b ($`\lambda =5`$). Let the width of shell $`l`$ be $`\mathrm{\Delta }r(l)`$, then

$$l=𝑑l=\frac{dr}{\mathrm{\Delta }r(l)}r^{d_{min}},$$
(19)
since $`\mathrm{\Delta }l=1`$. The number of sites in shell $`l`$, $`N(l)`$, is, on the one hand, $`N(l)r(l)^{d1}\mathrm{\Delta }r(l)`$. On the other hand, since the maximal connectivity in shell $`l`$ is $`K(l)N(l)^{1/(\lambda 1)}`$, the thickness of shell ($`l+1`$) is $`\mathrm{\Delta }r(l+1)`$ which is determined by the length of the largest link to the next shell i.e., $`r[K(l)]`$, and thus, $`\mathrm{\Delta }r(l+1)r[K(l)]AK(l)^{1/d}`$. Assuming (for large $`l`$) that $`\mathrm{\Delta }r(l+1)\mathrm{\Delta }r(l)`$, we obtain

$$\mathrm{\Delta }r(l)r^{\frac{d1}{d(\lambda 1)1}}.$$
(20)
Using this expression in (19), yields

$$d_{min}=\frac{\lambda 2}{\lambda 11/d}.$$
(21)
Thus, above $`d=1`$, the dimensions $`d_{min}`$ and $`d_l=d_{min}d_f`$ are anomalous for all values of $`\lambda `$.

In Fig. 5a we plot $`d_l`$ as measured from simulations, and compared with the analytical result Eq. (21). The scaling suggested in Fig. 5b, $`N(l)l^{d_l1}\mathrm{\Phi }(l^{d_l}/R^d)`$, is valid only for $`\xi >r_{max}`$. For $`R\mathrm{}`$, we expect that the network is scale-free up to length scale $`\xi `$ and the analogous scaling will be $`N(l)l^{d_l1}\mathrm{\Psi }(l^{d_l}/\xi ^d)`$, where $`\mathrm{\Psi }(x1)x^{(dd_l)/d_l}`$.

In summary, we propose a method for embedding scale-free networks in Euclidean lattices. The method is based on a natural principle of minimizing the total length of links in the system. This principle enables us to embed the scale-free in Euclidean space without additional external exponents such as assumed by Manna and Sen and Xulvi-Brunet and Sokolov. We have shown that while the fractal dimension $`d_f`$ of the network is the same as the Euclidean dimension, the chemical dimension $`d_l>d_f`$ for all values of $`\lambda `$, yielding $`d_{min}<1`$ for all $`\lambda `$ and $`d>1`$.