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# The Jordan normal form of higher order Osserman algebraic curvature tensors

## §1 Introduction

A $`4`$ tensor $`R`$ is said to be an algebraic curvature tensor if it satisfies the well known symmetries of the Riemannian curvature tensor, i.e.

$$\begin{array}{cc}& R(x,y,z,w)=R(y,x,z,w)=R(z,w,x,y),\text{ and}\hfill \\ & R(x,y,z,w)+R(y,z,x,w)+R(z,x,y,w)=0.\hfill \end{array}$$

It is clear that the Riemann curvature tensor defines an algebraic curvature tensor at each point of the manifold. Conversely, every algebraic curvature tensor is geometrically realizable . We remark that it is often convenient to study certain geometric problems in a purely algebraic setting.

Let $`R`$ be an algebraic curvature tensor on a vector space $`V`$ of signature $`(p,q)`$. The Jacobi operator $`𝒥_R`$ is the self-adjoint linear map defined by:

$$𝒥_R(v)y:=R(y,v)v.$$

Here the natural domains of definition are the pseudo-spheres of unit timelike ($``$) and spacelike $`(+)`$ vectors in $`V`$:

$$S^\pm (v):=\{vV:(v,v)=\pm 1\}.$$

Let $`(M,g)`$ be a pseudo-Riemannian manifold of signature $`(p,q)`$ and let $`{}_{}{}^{g}R`$ be the curvature tensor of the Levi-Civita connection. If $`(M,g)`$ is Riemannian (i.e. $`p=0`$), and if it is flat or it is a local rank $`1`$ symmetric space, then the set of local isometries acts transitively on the unit sphere bundle $`S(M,g)`$. Consequently, the eigenvalues of $`𝒥_{{}_{}{}^{g}R}`$ are constant on $`S(M,g)`$. Osserman  wondered if the converse holds; later authors called this problem the Osserman conjecture. The conjecture has been established by Chi  for Riemannian manifolds of dimension $`m`$, where $`m=4`$, where $`m`$ is odd, or where $`m2`$ mod $`4`$. However, it is known  that there exist Riemannian Osserman algebraic curvature tensors which are not flat and which are not the curvature tensors of rank $`1`$ symmetric spaces. We also refer to  for related results.

In any signature, we say that an algebraic curvature tensor is Osserman if the eigenvalues of $`𝒥_R`$ are constant on $`S^\pm (V)`$. Similarly, we say that a pseudo-Riemannian manifold $`(M,g)`$ is Osserman if the eigenvalues of $`𝒥_{{}_{}{}^{g}R}`$ are constant on the pseudo-sphere bundles $`S^\pm (M,g)`$.

In the Lorentzian setting ($`p=1`$), it is known  that an Osserman algebraic curvature tensor has constant sectional curvature. Thus we may draw the geometric consequence that a Lorentzian Osserman manifold has constant sectional curvature; the geometry of such manifolds is very special.

In higher signatures, although there are some partial results known, the classification is far from complete. In particular, it is known that there exist pseudo-Riemannian Osserman manifolds which are neither flat nor local rank $`1`$ symmetric spaces .

In the Riemannian setting, any self-adjoint linear map is diagonalizable; thus the eigenvalues determine the Jordan normal form (i.e. the conjugacy class). However, this is not true in higher signature so we have to differentiate between the eigenvalue structure and the Jordan normal form. We say that an algebraic curvature tensor is Jordan Osserman if the Jordan normal form of $`𝒥_R`$ is constant on $`S^\pm (V)`$. There exist algebraic curvature tensors which are Osserman but which are not Jordan Osserman. Furthermore, there exist Jordan Osserman algebraic curvature tensors whose Jordan normal form is arbitrarily complicated .

The Jacobi operator was originally defined on $`S^\pm (V)`$. However, since we have $`𝒥_R(tv)=t^2𝒥_R(v)`$, we can also regard $`𝒥_R`$ as being defined on the projective spaces of non-degenerate lines in $`V`$ by setting

$$𝒥_R(\text{span}\{v\}):=(v,v)^1𝒥_R(v)\text{ if }(v,v)0.$$
$`1.1.a`$
Stanilov has extended $`𝒥_R`$ to non-degenerate subspaces of arbitrary dimension. Let $`\sigma `$ be a non-degenerate subspace of $`V`$. If $`\{v_i\}`$ is a basis for $`\sigma `$, then let $`h_{ij}:=(v_i,v_j)`$ describe the restriction of the metric on $`V`$ to the subspace $`\sigma `$. Since $`\sigma `$ is non-degenerate, the matrix $`(h_{ij})`$ is invertible and we let $`(h^{ij})`$ be the inverse. The higher order Jacobi operator is defined  by generalizing equation (1.1.a):

$$𝒥_R(\sigma )y:=_{ij}h^{ij}R(y,v_i)v_j;$$

it is independent of the basis chosen. This extends the natural domains of $`𝒥_R`$ to the Grassmannians $`\text{Gr}_{r,s}(V)`$ of subspaces of $`V`$ which have signature $`(r,s)`$. Let $`\{e_1,\mathrm{},e_{r+s}\}`$ be an orthonormal basis for $`\sigma \text{Gr}_{r,s}(V)`$. Let $`\epsilon _i:=(v_i,v_i)`$. Then we can express $`𝒥_R`$ more simply as:

$$𝒥_R(\sigma )=\epsilon _1𝒥_R(e_1)+\mathrm{}+\epsilon _k𝒥_R(e_k).$$
$`1.1.b`$
Now we extend the notions ‘Osserman’ and ‘Jordan Osserman’ to the higher order context. We say that $`R`$ is Osserman of type $`(r,s)`$ if the eigenvalues of $`𝒥_R()`$ are constant on $`\text{Gr}_{r,s}(V)`$. Furthermore, $`R`$ is said to be Jordan Osserman of type $`(r,s)`$ if the Jordan normal form of $`𝒥_R()`$ is constant on $`\text{Gr}_{r,s}(V)`$. Since the Jordan normal form determines the eigenvalues, it is immediate that if $`R`$ is Jordan Osserman of type $`(r,s)`$, then $`R`$ is Osserman of type $`(r,s)`$; the reverse implication can fail - see Remark 2.7.

We say that a pair $`(r,s)`$ is admissible if $`\text{Gr}_{r,s}(V)`$ is non-empty and does not consist of a single point. Equivalently, this means that:

$$0rp,0sq,\text{ and }1r+sdimV1.$$

In Section 2, we state the main Theorems of this paper concerning the higher order Jacobi operator, Osserman algebraic curvature tensors, and Jordan Osserman algebraic curvature tensors. In Theorem 2.1, we summarize previously known results for Osserman algebraic curvature tensors. Theorem 2.2 deals with Jordan Osserman duality. In Theorem 2.3, we present examples due to  and note that previously known results for these examples can be extended from the Osserman to the Jordan Osserman setting. In Theorem 2.4, we construct new examples of algebraic curvature tensors which are Jordan Osserman for certain but not all values of $`(r,s)`$. We use these examples to draw certain conclusions about the relationship between the various concepts which we have introduced. In Section 3, we prove Theorem 2.1. In Section 4, we prove Theorem 2.4.

## §2 Statement of results

In the following theorem, we summarize previously known facts concerning Osserman algebraic curvature tensors (see  for details). Assertion (2) is a duality result. Moreover, assertion (3) shows that when we consider the eigenvalue structure, only the value of $`r+s`$ is relevant. Consequently, we shall say that $`R`$ is $`k`$-Osserman if $`R`$ is Osserman of type $`(r,s)`$ for any, and hence for all, admissible pairs $`(r,s)`$ for which $`k=r+s`$. In particular, if $`p>0`$ and if $`q>0`$, then the eigenvalues of $`𝒥_R`$ are constant on $`S^+(V)`$ if and only if they are constant on $`S^{}(V)`$.

###### \brefa\ Theorem

Let $`R`$ be an algebraic curvature tensor on a vector space $`V`$ of signature $`(p,q)`$. Let $`R`$ be Osserman of type $`(r,s)`$, where $`(r,s)`$ is an admissible pair. Then we have:

Instead of the eigenvalue structure, we can consider the Jordan normal form and establish a similar duality result.

###### \brefb\ Theorem

Let $`R`$ be an algebraic curvature tensor on a vector space $`V`$ of signature $`(p,q)`$. Let $`(r,s)`$ be an admissible pair. If $`R`$ is Jordan Osserman of type $`(r,s)`$, then $`R`$ is Jordan Osserman of type $`(pr,qs)`$.

The only examples given in the literature  may be described as follows. Let

$$R_{\mathrm{Id}}(x,y)z:=(y,z)x(x,z)y$$

denote the algebraic curvature tensor of constant sectional curvature. If $`\varphi `$ is a skew-adjoint map of $`V`$, then we may define:

$$R_\varphi (x,y)z:=(\varphi y,z)\varphi x(\varphi x,z)\varphi y2(\varphi x,y)\varphi z.$$

We showed  that $`R_\varphi `$ is an algebraic curvature tensor. We then have

$$\begin{array}{cc}& 𝒥_{R_{\mathrm{Id}}}(x)y=(x,x)y(x,y)x\text{and}\hfill \\ & 𝒥_{R_\varphi }(x)y=3(\varphi x,y)\varphi x.\hfill \end{array}$$
$`2.2.a`$
Let $`\varphi `$ be a skew-adjoint map with $`\varphi ^2=\pm \mathrm{Id}`$. Let $`c_0`$ and $`c_1`$ be real constants. We set $`R:=c_0R_{\mathrm{Id}}+c_1R_\varphi `$. If $`\sigma `$ is a non-degenerate subspace, then $`𝒥_R(\sigma )`$ is diagonalizable; thus the eigenvalue structure determines the Jordan normal form. The following result in the Jordan Osserman context then follows from the corresponding result in the Osserman context .

###### \brefbc\ Theorem

Let $`V`$ be a vector space of signature $`(p,q)`$. Let $`\varphi `$ be a skew-adjoint map of $`V`$ with $`\varphi ^2=\pm \mathrm{Id}`$.

As noted above, the operators $`𝒥_R(\sigma )`$ associated to the algebraic curvature tensors discussed in Theorem 2.3 are all diagonalizable. We now construct algebraic curvature tensors so $`𝒥_R(\sigma )`$ has non-trivial Jordan normal form. Let $`p2`$ and let $`q2`$. Let $`\{e_1^{},\mathrm{},e_p^{},e_1^+,\mathrm{},e_q^+\}`$ be an orthonormal basis for $`V`$, where the vectors $`\{e_1^{},\mathrm{},e_p^{}\}`$ are timelike and the vectors $`\{e_1^+,\mathrm{},e_q^+\}`$ are spacelike. Let $`a`$ be a positive integer with $`2a\mathrm{min}(p,q)`$. We define a skew-adjoint linear map $`\mathrm{\Phi }_a`$ of $`V`$ by setting:

$$\varphi _ae_k^\pm =\{\begin{array}{cc}\pm (e_{2i}^{}+e_{2i}^+)\hfill & \text{if }k=2i12a\text{,}\hfill \\ (e_{2i1}^{}+e_{2i1}^+)\hfill & \text{if }k=2i2a\text{,}\hfill \\ 0\hfill & \text{if }k>2a\text{.}\hfill \end{array}$$
$`2.3.a`$
The map $`\mathrm{\Phi }_a`$ is the direct sum of $`a`$ different $`4\times 4`$ ‘blocks’; the subspaces spanned by $`\{e_{2i1}^{},e_{2i}^{},e_{2i1}^+,e_{2i}^+\}`$ are invariant under the action of $`\mathrm{\Phi }_a`$ for $`1ia`$.

We can interchange the roles of spacelike and timelike vectors by changing the sign of the inner product. Thus we may always assume that $`pq`$. The following result giving new families of examples is in many ways the main result of this paper.

###### \brefd\ Theorem

Let $`\mathrm{\Phi }_a`$ be the skew-adjoint linear map on the vector space $`V`$ of signature $`(p,q)`$ which is defined in equation (2.3.a). Let $`R_a`$ be the associated curvature tensor. Assume $`pq`$. We have:

###### Definition 2.5 Remark

We may use assertion (1) of Theorem 2.4 to see that assertion (2) of Theorem 2.1 does not generalize to the Jordan Osserman context; there exist algebraic curvature tensors which are $`k`$ Osserman for all $`k`$, which are Jordan Osserman of type $`(p,0)`$ and $`(0,q)`$, and which are not Jordan Osserman of type $`(r,s)`$ for other values of $`(r,s)`$. Thus we can not determine whether or not $`R`$ is Jordan Osserman of type $`(r,s)`$ only from $`k=r+s`$.

###### Definition 2.6 Remark

We suppose $`2kdimV2`$ to ensure that we are truely in the higher order setting. The $`k`$ Osserman algebraic curvature tensors have been classified in the Riemannian and in the Lorentzian settings ; all these curvature tensors have constant sectional curvature and hence are $`1`$ Osserman. Again, we may use assertion (1) of Theorem 2.4 to see that a similar assertion fails for a Jordan Osserman algebraic curvature tensor in the higher signature setting.

###### Definition 2.7 Remark

The algebraic curvature tensors described in Theorem 2.4 show that Osserman of type $`(r,s)`$ does not imply Jordan Osserman of type $`(r,s)`$.

It is useful to give a graphical representation of Theorem 2.4. We may think of the values of $`(r,s)`$ as the points with integer coordinates in the rectangle

$$\text{R}:=\{(r,s):0rp,0sq\}.$$

The two corners $`(0,0)`$ and $`(p,q)`$ of R are excluded as inadmissible; $`R_a`$ is always Jordan Osserman at the other two corners $`(p,0)`$ and $`(0,q)`$. These two corner points are the only values for which $`R_a`$ is Jordan Osserman if $`2a<pq`$. If $`2a=p<q`$, then $`R_a`$ is Jordan Osserman on the two edges of R parallel to the $`r`$ axis. If $`2a=p=q`$, then $`R_a`$ is Jordan Osserman on the boundary of R. The values for which $`R_a`$ is Jordan Osserman are graphically represented by the three different pictures given below. Entries with ‘$``$’ are points where $`R`$ is Jordan Osserman, entries with ‘$``$’ are points where $`R`$ is not Jordan Osserman, and entries with ‘$``$’ are inadmissible points. The $`r`$-axis is horizontal and the $`s`$-axis is vertical.

$`2a<pq`$ $`2a=p<q`$ $`2a=p=q`$

$``$ $``$ $`\mathrm{}`$ $``$ $``$  $``$ $``$ $`\mathrm{}`$ $``$ $``$  $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$  $``$ $``$ $`\mathrm{}`$ $``$ $``$  $``$ $``$ $`\mathrm{}`$ $``$ $``$            $``$ $``$ $`\mathrm{}`$ $``$ $``$  $``$ $``$ $`\mathrm{}`$ $``$ $``$  $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$  $``$ $``$ $`\mathrm{}`$ $``$ $``$  $``$ $``$ $`\mathrm{}`$ $``$ $``$                  $``$ $``$ $`\mathrm{}`$ $``$ $``$  $``$ $``$ $`\mathrm{}`$ $``$ $``$  $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$  $``$ $``$ $`\mathrm{}`$ $``$ $``$  $``$ $``$ $`\mathrm{}`$ $``$ $``$

## §3 Jordan Osserman duality

Theorem 2.1 (2) is a duality result for Osserman algebraic curvature tensors which was proved in . We generalize that proof to establish the corresponding duality result for Jordan Osserman algebraic curvature tensors given in Theorem 2.2.

Let $`R`$ be Jordan Osserman of type $`(r,s)`$ on a vector space $`V`$ of signature $`(p,q)`$. We must show that $`R`$ is Jordan Osserman of type $`(pr,qs)`$, i.e. that the Jordan normal form of $`𝒥_R()`$ is constant on $`\text{Gr}_{pr,qs}(V)`$.

By Theorem 2.1 (1), $`R`$ is Einstein. Let $`\{e_1,\mathrm{},e_{p+q}\}`$ be any orthonormal basis for $`V`$. If $`\epsilon _i:=(e_i,e_i)`$, then $`_i\epsilon _iR(y,e_i,e_i,x)=c(y,x)`$, where $`c`$ is the Einstein constant. This implies that:

$$_i\epsilon _i𝒥_R(e_i)=c\mathrm{Id}.$$
$`3.1.a`$
Let $`\tau \text{Gr}_{pr,ps}(V)`$. Let $`\sigma :=\tau ^{}\text{Gr}_{r,s}(V)`$ be the orthogonal complement of $`\tau `$. We construct an adapted orthonormal basis for $`V`$ as follows. Let $`\{e_1,\mathrm{},e_{r+s}\}`$ be an orthonormal basis for $`\sigma `$ and let $`\{e_{r+s+1},\mathrm{},e_{p+q}\}`$ be an orthonormal basis for $`\tau `$. We use equations (1.1.b) and (3.1.a) to see that

$$𝒥_R(\sigma )+𝒥_R(\tau )=_{1ir+s}\epsilon _i𝒥_R(e_i)+_{r+s+1ip+q}\epsilon _i𝒥_R(e_i)=c\mathrm{Id}.$$

Thus the Jordan normal form of $`𝒥_R(\tau )`$ is determined by the Jordan normal form of $`𝒥_R(\sigma )`$. By hypothesis the Jordan normal form of $`𝒥_R(\sigma )`$ is constant on $`\text{Gr}_{r,s}(V)`$. Thus we may conclude that the Jordan normal form of $`𝒥_R(\tau )`$ is also constant on $`\text{Gr}_{pr,ps}(V)`$. ∎

## §4 Examples of Jordan Osserman algebraic curvature tensors

Throughout this section, we shall let $`V`$ be a vector space of signature $`(p,q)`$, we shall let $`\mathrm{\Phi }_a`$ be the skew-adjoint linear map on $`V`$ which is defined in equation (2.3.a), we shall let $`R_a`$ be the associated curvature tensor, and we shall let $`𝒥_a`$ be the associated Jacobi operator. We begin the proof of Theorem 2.4 with the following observation:

###### \drefa\ Lemma

We have:

###### Demonstration Proof

It is immediate from the definition that $`\mathrm{\Phi }_a^2=0`$. Thus $`\mathrm{range}\mathrm{\Phi }_a`$ is totally isotropic. We use equation (2.2.a) to see that $`𝒥_a(x)y=3(\mathrm{\Phi }_ax,y)\mathrm{\Phi }_ax`$. Consequently

$$𝒥_a(v_1)𝒥_a(v_2)y=9(\mathrm{\Phi }_av_1,y)(\mathrm{\Phi }_av_1,\mathrm{\Phi }_av_2)\mathrm{\Phi }_av_2=0$$

for any vectors $`v_1`$ and $`v_2`$ in $`V`$. Thus $`𝒥_a(\sigma )^2=0`$ for any non-degenerate subspace $`\sigma `$. This implies that $`0`$ is the only eigenvalue of $`𝒥_a(\sigma )`$ and hence $`R_a`$ is $`k`$ Osserman for any $`k`$; this proves assertion (1).

Since $`𝒥_a(\sigma )^2=0`$, the Jordan normal form of $`𝒥_a(\sigma )`$ is determined by the rank of $`𝒥_a(\sigma )`$; assertion (2) now follows directly. ∎

We will use the following Lemma to study the rank of $`𝒥_a(\sigma )`$.

###### \drefb\ Lemma

Let $`v_1`$,….,$`v_k`$ be linearly independent vectors in $`V`$. Then:

###### Demonstration Proof

Let $`V^{}`$ be the associated dual vector space of linear maps from $`V`$ to $``$. We define a linear map $`\psi :VV^{}`$ by setting $`\psi (w)v=(v,w)`$. Since the inner product on $`V`$ is non-degenerate, $`\psi `$ is injective. Since $`dimV=dimV^{}`$, $`\psi `$ is bijective. We can extend the collection $`\{v_1,\mathrm{},v_k\}`$ to a basis for $`V`$; thus without loss of generality, we may assume $`k=dimV`$. Let $`\{v^1,\mathrm{},v^k\}`$ be the corresponding dual basis for $`V^{}`$. Set $`w_i:=\psi ^1v_i`$. Assertion (1) follows as

$$(v_i,w_j)=\psi (w_j)v_i=v^jv_i=\delta _{ij}.$$

Let $`T`$ be the transformation of assertion (2). It is clear from the definition that $`\mathrm{range}T\text{span}\{v_1,\mathrm{},v_k\}`$. Since $`(v_i,w_j)=\delta _{ij}`$, we have $`Tw_j=c_jv_j`$. Since $`c_j0`$, $`v_j\mathrm{range}T`$. It now follows that $`\text{span}\{v_1,\mathrm{},v_k\}=\mathrm{range}T`$. Thus the rank of $`T`$ is $`k`$. ∎

We conclude our preparation for the proof of Theorem 2.4 with the following Lemma.

###### \drefc\ Lemma

We have:

###### Demonstration Proof

Let $`\{e_1^{},\mathrm{},e_p^{},e_1^+,\mathrm{},e_q^+\}`$ be the orthonormal basis for $`V`$ used in equation (2.3.a) to define $`\mathrm{\Phi }_a`$. We have $`𝒥_a(e_i^+)=𝒥_a(e_i^{})`$; this vanishes if $`i>2a`$. Let

$$\tau :=\{\begin{array}{cc}\mathrm{span}\{e_2^{},\mathrm{},e_r^{},e_2^+,\mathrm{},e_s^+\}\hfill & \text{if }r2,s2,\hfill \\ \mathrm{span}\{e_2^{},\mathrm{},e_r^{}\}\hfill & \text{if }r2,s1,\hfill \\ \mathrm{span}\{e_2^+,\mathrm{},e_s^+\}\hfill & \text{if }r1,s2,\hfill \\ \{0\}\hfill & \text{if }r1,s1.\hfill \end{array}$$

To prove assertion (1), we will exhibit two subspaces $`\sigma _1`$ and $`\sigma _2`$ of type $`(r,s)`$ so that $`\mathrm{rank}\{𝒥_a(\sigma _1)\}\mathrm{rank}\{𝒥_a(\sigma _2)\}`$. Let

$$\begin{array}{cc}& \sigma _1:=\{\begin{array}{cc}\tau \mathrm{span}\{e_1^{},e_1^+\}\text{ }\text{..}\hfill & \text{if }s1,\hfill \\ \tau \mathrm{span}\{e_1^{}\}\hfill & \text{if }s=0\text{,}\hfill \end{array}\hfill \\ & \sigma _2:=\{\begin{array}{cc}\tau \mathrm{span}\{e_p^{},e_1^+\}\text{ }\text{..}\hfill & \text{if }s1,\hfill \\ \tau \mathrm{span}\{e_p^{}\}\hfill & \text{if }s=0.\hfill \end{array}\hfill \end{array}$$

The index ‘$`1`$’ does not appear among the indices comprising the basis for $`\tau `$ so there is no ‘interaction’. Furthermore, since $`2a<p`$, $`𝒥_a(e_p^{})=0`$. We have the cancellation $`(e_1^{},e_1^{})𝒥_a(e_1^{})+(e_1^+,e_1^+)𝒥_a(e_1^+)=0`$. We may now use Lemma 4.2 to compute:

$$\begin{array}{cc}& \mathrm{rank}\{𝒥_a(\sigma _1)\}=\{\begin{array}{cc}\mathrm{rank}\{𝒥_a(\tau )\}\hfill & \text{if }s1,\hfill \\ \mathrm{rank}\{𝒥_a(\tau )\}+1\hfill & \text{if }s=0,\hfill \end{array}\hfill \\ & \mathrm{rank}\{𝒥_a(\sigma _2)\}=\{\begin{array}{cc}\mathrm{rank}\{𝒥_a(\tau )\}+1\hfill & \text{if }s1,\hfill \\ \mathrm{rank}\{𝒥_a(\tau )\}\hfill & \text{if }s=0.\hfill \end{array}\hfill \end{array}$$

This shows that $`𝒥_a(\sigma _1)`$ and $`𝒥_a(\sigma _2)`$ have different ranks and thereby completes the proof of assertion (1).

Let $`2a=p`$, let $`1rp1`$, and let $`1sq1`$. As in the proof of assertion (1), we will construct two subspaces $`\sigma _1`$ and $`\sigma _2`$ of type $`(r,s)`$ so that $`𝒥_a(\sigma _1)`$ and $`𝒥_a(\sigma _2)`$ have different ranks. We define

$$\begin{array}{cc}& \sigma _1:=\tau \mathrm{span}\{e_1^{},e_1^+\},\text{ and}\hfill \\ & \sigma _2:=\{\begin{array}{cc}\tau \mathrm{span}\{e_{r+1}^{},e_1^+\}\hfill & \text{if }rs,\hfill \\ \tau \mathrm{span}\{e_1^{},e_{s+1}^+\}\hfill & \text{if }r<s.\hfill \end{array}\hfill \end{array}$$

Again, note that the index ‘1’ does not appear among the indices comprising the basis for $`\tau `$. If $`rs`$ (resp. $`r<s`$), then the index $`r+1`$ (resp. $`s+1`$) does not appear among these indices either. If $`s+1p`$, then $`𝒥_a(e_{s+1}^+)0`$; if $`s+1>p`$, then $`𝒥_a(e_{s+1}^{})=0`$. Since $`r+1p=2a`$, $`𝒥_a(e_{r+1}^{})0`$. Thus:

$$\begin{array}{cc}& \mathrm{rank}\{𝒥_a(\sigma _1)\}=\mathrm{rank}\{𝒥_a(\tau )\}\hfill \\ & \mathrm{rank}\{𝒥_a(\sigma _2)\}=\{\begin{array}{cc}\mathrm{rank}\{𝒥_a(\tau )\}+2\hfill & \text{if }rs\hfill \\ \mathrm{rank}\{𝒥_a(\tau )\}+2\hfill & \text{if }r<s<p,\hfill \\ \mathrm{rank}\{𝒥_a(\tau )\}+1\hfill & \text{if }r<ps.\hfill \end{array}\hfill \end{array}$$

Since $`𝒥_a(\sigma _1)`$ and $`𝒥_a(\sigma _2)`$ have different ranks, $`R_a`$ is not Jordan Osserman of type $`(r,s)`$. This establishes assertion (2).

If we can show that $`\mathrm{rank}\{𝒥_a(\sigma )\}=2a`$ for every maximal timelike subspace $`\sigma `$ of $`V`$, we may then use Lemma 4.1 to show that $`R_a`$ is Jordan Osserman of type $`(p,0)`$ which will prove assertion (3). Since

$$\mathrm{range}\{𝒥_a(\sigma )\}\{\mathrm{\Phi }_ae_1^{},\mathrm{},\mathrm{\Phi }_ae_{2a}^{}\},\mathrm{rank}\{𝒥_a(\sigma )\}2a.$$

We suppose that $`\mathrm{rank}\{𝒥_a(\sigma )\}<2a`$ and argue for a contradiction. Let

$$W:=\text{span}\{e_1^{},\mathrm{},e_{2a}^{}\}.$$

As $`dimW=2a`$ and as $`\mathrm{rank}\{𝒥_a(\sigma )\}<2a`$, we have $`\mathrm{ker}\{𝒥_a(\sigma )\}W\{0\}`$. Thus we may choose $`0wW`$ with $`𝒥_a(\sigma )w=0`$. Let $`\{v_1,\mathrm{},v_p\}`$ be an orthonormal basis for $`\sigma `$. We use equations (1.1.b) and (2.2.a) to compute:

$$0=(𝒥_a(\sigma )w,w)=3(\mathrm{\Phi }_av_1,w)(\mathrm{\Phi }_av_1,w)\mathrm{}3(\mathrm{\Phi }_av_p,w)(\mathrm{\Phi }_av_p,w).$$

This implies that

$$0=(\mathrm{\Phi }_av_i,w)=(v_i,\mathrm{\Phi }_aw)\text{ for }1ip.$$

Consequently, $`\mathrm{\Phi }_aw\sigma `$. Since $`\sigma `$ is a maximal timelike subspace, $`\mathrm{\Phi }_aw`$ either vanishes or is spacelike. Since $`\mathrm{range}\mathrm{\Phi }_a`$ is totally isotropic, $`\mathrm{\Phi }_aw`$ is a null vector, not a spacelike vector. Thus we must have that $`\mathrm{\Phi }_aw=0`$. This is false as $`\mathrm{\Phi }_a`$ is injective on $`W`$. This contradiction shows that $`\mathrm{rank}\{𝒥_a(\sigma )\}=2a`$ and hence $`R_a`$ is Jordan Osserman of type $`(p,0)`$; assertion (3) is established.

Finally, suppose that $`2a=p`$. Let $`\sigma \text{Gr}_{r,0}(V)`$. If we can show that the rank of $`𝒥_a(\sigma )`$ is $`r`$, then it would follow by Lemma 4.1 that $`R_a`$ is Jordan Osserman of type $`(r,0)`$. Let $`\{v_1,\mathrm{},v_r\}`$ be an orthonormal basis for $`\sigma `$. We use equations (1.1.b) and (2.2.a) to see that

$$𝒥_a(\sigma )y=3\{(y,\mathrm{\Phi }_a(v_1))\mathrm{\Phi }_a(v_1)+\mathrm{}+(y,\mathrm{\Phi }_a(v_r))\mathrm{\Phi }_a(v_r)\}.$$

Thus by Lemma 4.2, if $`\{\mathrm{\Phi }_a(v_1),\mathrm{},\mathrm{\Phi }_a(v_r)\}`$ is a linearly independent set, then $`\mathrm{rank}𝒥_a(\sigma )=r`$. We suppose the contrary, i.e. that the set $`\{\mathrm{\Phi }_a(v_1),\mathrm{},\mathrm{\Phi }_a(v_r)\}`$ is linearly dependent, and argue for a contradiction. Choose $`0v\sigma `$ so that $`\mathrm{\Phi }_a(v)=0`$. We expand:

$$\begin{array}{cc}\hfill v& =c_1^{}e_1^{}+\mathrm{}+c_p^{}e_1^{}+c_1^+e_1^++\mathrm{}+c_q^+e_q^+\hfill \\ \hfill \mathrm{\Phi }_av& =(c_1^+c_1^{})\mathrm{\Phi }_a(e_1^+)+\mathrm{}+(c_p^+c_p^{})\mathrm{\Phi }_a(e_p^+).\hfill \end{array}$$

Since $`\mathrm{\Phi }_av=0`$, we have $`c_i^+=c_i^{}`$ for $`1ip`$. Thus

$$\begin{array}{cc}\hfill (v,v)& =(c_1^+)^2(c_1^{})^2+\mathrm{}+(c_p^+)^2(c_p^{})^2+(c_{p+1}^+)^2+\mathrm{}+(c_q^+)^2\hfill \\ & =(c_{p+1}^+)^2+\mathrm{}+(c_q^+)^20.\hfill \end{array}$$

Since $`v0`$ and since $`\sigma `$ is timelike, $`(v,v)<0`$. This contradiction shows that $`\{\mathrm{\Phi }_av_1,\mathrm{},\mathrm{\Phi }_av_r\}`$ is a linearly independent set. Thus $`\mathrm{rank}\{𝒥_a(\sigma )\}=r`$ and hence $`R_a`$ is Jordan Osserman of type $`(r,0)`$. This completes the proof of the last assertion of the Lemma. ∎

###### Definition 4.4 Remark

We note that we can interchange the roles of spacelike and timelike vectors in Lemma 4.3 by changing the sign of the inner product.

###### Demonstration Proof of Theorem 2.4

Suppose that $`2a<pq`$. We use Lemma 4.3 (3) to see that $`R_a`$ is Jordan Osserman of type $`(p,0)`$. Then dually by Theorem 2.2, we have that $`R_a`$ is Jordan Osserman of type $`(0,q)`$. By Lemma 4.3 (1), since $`2a<p`$, $`R_a`$ is not Jordan Osserman of type $`(r,s)`$ for $`1rp1`$. Similarly, by Lemma 4.3 (1) and Remark 4.4, since $`2a<q`$, $`R_a`$ is not Jordan Osserman of type $`(r,s)`$ for $`1sq1`$. Assertion (1) now follows.

Suppose that $`2a=p<q`$. We use Lemma 4.3 (4) to see that $`R_a`$ is Jordan Osserman of type $`(r,0)`$ if $`1rp1`$. Dually, by Theorem 2.2, $`R_a`$ is also Jordan Osserman of type $`(pr,q)`$. By Lemma 4.3 (1) and Remark 4.4, since $`2a<q`$, $`R_a`$ is not Jordan Osserman of type $`(r,s)`$ if $`1sq1`$. This establishes assertion (2).

Suppose finally that $`2a=p=q`$. Since $`2a=p`$, we use Lemma 4.3 (4) to see that $`R_a`$ is Jordan Osserman of type $`(r,0)`$ if $`1rp1`$. Since $`2a=q`$, similarly we have, by Remark 4.4, that $`R_a`$ is Jordan Osserman of type $`(0,s)`$ if $`1sq1`$. The remaining values $`(pr,q)`$ and $`(p,qs)`$ then follow dually by Theorem 2.2. If $`1rp1`$ and $`1sq1`$, then $`R_a`$ is not Jordan Osserman by Lemma 4.3 (2). All the assertions of Theorem 2.4 are now proved. ∎


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# Scaling of voids and fractality in the galaxy distribution

## 1 Introduction

The morphological properties of the distribution of galaxies are commonly analyzed by means of the correlation functions of this distribution, chiefly, the two-point correlation function (Peebles, 1980). This correlation function is well fitted by a power law up to some scale (Peebles, 1980). Within this range, the coarse-grained galaxy density exhibits large fluctuations associated to various structures, namely, galaxy clusters and superclusters of diverse forms, and voids. Most studies of galaxy structure have focused on clusters and superclusters, but the presence of large voids was noted long ago and the size of the largest voids detected has steadily grown (Einasto, Jõeveer & Saar, 1980). The analysis of voids is a subject of current interest in cosmology (Einasto, Einasto & Gramann, 1989; Vogeley, Geller & Huchra, 1991; El-Ad, Piran & da Costa, 1997, Müller et al., 2000; Hoyle & Vogeley, 2002).

On the one hand, the analysis of correlation functions and the hierarchical structure of clusters and superclusters provides evidence for a self-similar fractal structure (Coleman & Pietronero, 1992; Sylos Labini, Montuori & Pietronero, 1998), although the scale of transition to a homogeneous universe is still matter of debate (Guzzo, 1997; Wu, Lahav & Rees, 1999; Chown, 1999; Martínez, 1999). On the other hand, the scaling properties of voids are much less studied, but scaling of certain quantities has been put forward as an indication of self-similarity (Einasto et al., 1989).

Here, we begin by studying the void properties of fractal distributions in general. Self-similarity is the most obvious property and is related to the fractal dimension but there are other properties worth considering, such as lacunarity (Mandelbrot, 1977), which we define in Section 2. We show in examples how to perform a void analysis to obtain the fractal dimension and other morphological properties. Then we proceed to compare with current void analyses of galaxy catalogues, pointing out their relation with our method and, according to this method, the conclusions that can be extracted from these catalogues.

Typically, voids are extracted from galaxy catalogues by using some void detection algorithm. These algorithms provide us with a list of voids, ranked by decreasing size. Therefore, these lists are suitable for rank-ordering techniques common in statistics (Zipf, 1949; Sornette, 2000). In particular, the Zipf law, that is, a rank-ordering power law, is often indicative of fractal behaviour. In our case, a power law cumulative distribution of voids is expected for a geometric fractal (Mandelbrot, 1977). This cumulative distribution corresponds to a rank-ordering Zipf law (with different exponent).

We shall begin studying the rank-ordering of voids in simple geometric fractals, namely, Cantor sets, where the Zipf law can be easily proved. Furthermore, we will consider some suitable two-dimensional fractals, where the problem of definition of voids arises. We will extrapolate the results to three-dimensional fractals. In all cases, we will refer to pure fractals, which can be characterized by a single exponent, that is, their fractal dimension. We will not discuss the more complex case of multifractal sets, where a whole spectrum of singularity exponents is required to accurately describe their geometrical properties (Falconer, 1990). Finally, we apply the previous results to current galaxy void catalogues.

## 2 Zipf’s law and fractality in Cantor sets

Consider a set of quantities $`\{\mathrm{\Lambda }_k\}`$ corresponding to $`k=1,2,\mathrm{}`$ measures of a phenomenon. It is common-use to measure the probability distribution $`p(\mathrm{\Lambda })`$, that is the probability to find an event of size $`\mathrm{\Lambda }`$, in order to quantify the statistical properties of the system. An alternative way to carry out a similar quantification is provided by the rank-ordering technique, introduced by Zipf in the fifties (Zipf, 1949). This procedure highlights the properties of the large values of $`\mathrm{\Lambda }`$: the largest value is assigned rank $`R=1`$, the second largest has $`R=2`$, and so on. The function $`\mathrm{\Lambda }(R)`$ conveys an information equivalent to $`p(\mathrm{\Lambda })`$. In particular, if $`\mathrm{\Lambda }(R)R^z`$, then $`p(\mathrm{\Lambda })\mathrm{\Lambda }^\alpha `$, with $`\alpha =1+1/z`$. This relation can be explained as follows. Note that $`p(\mathrm{\Lambda })`$ is the fraction of voids with size $`\mathrm{\Lambda }`$. Hence, the total number of voids with size larger than or equal to $`\mathrm{\Lambda }`$ \[which corresponds to the function $`R(\mathrm{\Lambda })`$\] is proportional to the accumulated distribution $`p(\mathrm{\Lambda })`$, that is,

$$R(\mathrm{\Lambda })_\mathrm{\Lambda }^{\mathrm{}}p(\mathrm{\Lambda })d\mathrm{\Lambda }.$$
(1)
If $`p(\mathrm{\Lambda })\mathrm{\Lambda }^\alpha `$, direct integration returns $`R(\mathrm{\Lambda })\mathrm{\Lambda }^{1\alpha }`$. Inverting it, we obtain the reported relation between $`z`$ and $`\alpha `$.

In order to illustrate the relation between Zipf’s law for void sizes and the geometrical properties of a matter distribution, we begin with Cantor-like sets defined in the unit interval. If we restrict to deterministic fractals, a number of relevant quantities can be exactly calculated and clearly put in correspondence with each other.

A deterministic Cantor set is generated by an iterative procedure. Its generator is characterized by three independent quantities. First, $`r<1`$ is the scaling factor. Usually, the unit interval is divided into $`1/r`$ pieces of equal length. Of these, $`N`$ intervals remain for the process to be repeated and ($`1/rN`$) are eliminated. These two quantities completely define the fractal dimension of the asymptotic set, namely $`D=\mathrm{log}N/\mathrm{log}r`$ (Mandelbrot, 1977). Nonetheless, there are different ways in which the $`N`$ intervals can be chosen (in particular, some of them could be adjacent). Therefore, there is still a degree of freedom which translates into a variable number $`m<N`$ of voids (or gaps) in the generator. The more adjacent intervals, the fewer gaps and smaller $`m`$.

The effect of the parameter $`m`$ in the morphology of the fractal set is quantified through an appropriate measure of lacunarity, that is, the quality of having large voids (for a given sample size). Figure 1 shows three examples of generators and the first iteration for sets with $`N=5`$, $`r=1/9`$ (hence with the same fractal dimension) and different $`m`$. The classic triadic Cantor set has $`N=2`$, $`r=1/3`$, and $`m=1`$. Finally, note that the average length $`c(r,N,m)1`$ (in units of $`r`$) of the $`m`$ initial voids can be obtained from the relation

$$cm+N=\frac{1}{r},$$
(2)
where the function $`c(r,N,m)`$ gives an estimation of the degree of “adjacency” of voids of size $`r`$. In the following, we write only $`c`$ for simplicity.

After the independent quantities $`N,r,`$ and $`m`$ have been introduced, we can turn to the explicit calculation of Zipf’s law and related quantities. In the first iteration of the deterministic process, we have $`m`$ voids with ranks from $`R_1=1`$ to $`m`$ and length $`\mathrm{\Lambda }_1=cr`$. In the second iteration, there will be $`mN`$ voids occupying ranks from $`R_2=1+m`$ to $`m+mN`$, and their typical length is $`\mathrm{\Lambda }_2=cr^2`$. In general, in the $`i`$th iteration there are $`mN^{i1}`$ voids of average size

$$\mathrm{\Lambda }_i=cr^i$$
(3)
and ranking from

$$R_i=1+m\frac{N^{i1}1}{N1}$$
(4)
to $`R_i+mN^{i1}1R_{i+1}1`$. One can verify that the rank of the first and the last void in each size class scales in the same way with the parameters of the system (the function $`\mathrm{\Lambda }(R)`$ is step-shaped with steps of equal length in logarithmic scale—see the appendix). For the sake of clarity, we will use only the value $`R_i`$ to calculate the explicit form of Zipf’s law, defined in parametric form by Eqs. (3) and (4). Eliminating the parameter $`i`$ and arranging terms we get (for large $`R`$),

$$\mathrm{\Lambda }(R)f(r,N,m)R^{1/D},$$
(5)
as shown in the appendix, where $`D`$ is the fractal dimension of the set and

$$f(r,N,m)=\frac{1rN}{m}\left(\frac{N1}{m}\right)^{1/D}.$$
(6)
Mandelbrot (1997) introduced the gaps’ length distribution $`N_r`$, defined as the cumulative number of gaps with length larger than a certain given scale $`\mathrm{\Lambda }`$ and proposed that it is a power law with exponent $`D`$ ($`N_r\mathrm{\Lambda }^D`$). Now notice that the rank $`R_i`$ is defined by adding the total number of gaps larger or equal than the $`i`$-th gap. Hence, the gaps’ length distribution corresponds to $`R(\mathrm{\Lambda })`$, which we can get through inversion of (5):

$$R(\mathrm{\Lambda })=F(r,N,m)\mathrm{\Lambda }^D,$$
(7)
and where the prefactor

$$F(r,N,m)=f(r,N,m)^D=\frac{m}{N1}\left(\frac{1rN}{m}\right)^D$$
(8)
is (a measure of) the lacunarity of the fractal set. Indeed, $`Fm^{1D}`$ grows with $`m`$, so a fractal is the more “lacunar” the smaller is $`F`$. $`F`$ ranges from $`(1rN)^D/(N1)<1`$ for $`m=1`$ to one for $`m=N1`$. We conclude that $`F^1`$ is a measure of lacunarity, in accord with Mandelbrot (1997).

However, there are other measures of lacunarity and, actually, Mandelbrot concluded that it might be best to consider the fluctuations of the mass function $`()`$ (Mandelbrot, 1977) (defined as the mean mass inside a ball of radius $``$ centered on a point, $`()^D`$). This measure of lacunarity is related to the three-point correlation function and has been the one most employed (see Blumenfeld & Ball (1993) and references therein).

A particular case of the relations above is provided by fractals with maximal $`m=N1`$ (implying $`2N1=1/r`$), that is, with gaps of minimal length. For those fractals, relations (5) and (6) hold exactly for all $`R`$ and the lacunarity $`F^1=1`$ (minimal). The triadic Cantor set and the fractal of Fig. 1(a) are examples of this particular type. However, the triadic Cantor set is somewhat special: since $`N=2`$, the only possible value of $`m`$ is one and $`F^1=1`$ is its largest possible value. This explains why the gap is relatively large, despite the lacunarity being minimal. Nevertheless, we can construct fractals with its same dimension and larger lacunarity, for example, by taking $`r=1/9`$ and $`N=4`$; namely, the cases $`m=1,2`$. The case $`m=3`$ gives rise to fractals with $`F^1=1`$, one of which actually is the triadic Cantor set.

## 3 Scaling of voids in dimensions 2 and 3

The definition of void is simple and clear-cut in dimension $`d=1`$, because a point divides a segment into two disconnected parts. When dealing with point-sets in higher dimensions, voids are usually ill defined, since empty areas or volumes are (usually) connected. Indeed, the factor $`c(r,N,m)`$ in (3) was taking care of the connection between adjacent voids, and for $`d>1`$ more than one definition is possible. A possible generalization of the definition in the previous section for $`d>1`$ would be that only voids of equivalent size (that is to say, in a given iteration) are allowed to coalesce into a larger void. In this case, our results can be straightforwardly generalized and Eq. (5) reads

$$\mathrm{\Lambda }(R)\frac{1r^dN}{m}\left(\frac{N1}{m}\right)^{d/D}R^{d/D},$$
(9)
where now $`\mathrm{\Lambda }`$ stands for the area or the volume (in units of $`1/r^d`$) in dimension $`d=2,\mathrm{\hspace{0.17em}3}`$, respectively. A particular generator is the one that starts with a square and removes a number of the $`1/r^2`$ square parts in a manner symmetrical with respect to a diagonal. The result is just a cartesian product of one-dimensional Cantor sets. The simplest example is obtained by taking $`r=1/3`$ and removing five patches forming a cross out of the nine initial ones. The fractal so generated is the cartesian product of triadic Cantor sets. Clearly, the complementary set of these fractals is connected, but one can assume that the voids produced at every iteration are independent; then, one gets Eq. (9).

Other definitions of what constitutes a void are also possible. If we change our definition, the prefactor of $`\mathrm{\Lambda }(R)`$ will change its precise form, and the estimated lacunarity of the fractal will also change accordingly. Nonetheless, the scaling form of the Zipf law for void sizes remains unchanged, since it is independent of $`m`$ and $`c`$. In the following, we show through numerical examples that any reasonable definition of void which is coherently applied at all scales returns the correct scaling for the Zipf law, and thus allows one to obtain quantitative information on the geometry of the distribution of points in the fractal set.

### 3.1 Voids in random fractals

In order to move towards the description of fractals arising in natural processes, we should first relax the deterministic character of their construction. Consider now a two-dimensional set for which $`r=1/3`$ and $`N=4`$, but where the five areas to be removed at each step in the construction are chosen at random. However, to mimic the observed morphology of the galaxy distribution, we must impose some constraints: the galaxy distribution has been characterized as a sponge-like network, with filaments and walls where galaxies accumulate (Gott, Melott & Dickinson, 1986). In two dimensions, we should generate a fractal with some trace of filamentary structure. A rough way to achieve this is by constraining the five patches removed at every step to form a particular “convex-like” shape, namely, a four-piece square with an extra piece adjacent to one side.

Randomization worsens the scaling range, so one should iterate the random generator many more times than the deterministic one to keep the scaling range similar. Alternatively, we will choose to average over independent realizations of the fractal constructed with the same number of iterations to improve the measures.

Since the problem to define voids in two-dimensional sets is similar to the one arising in three dimensions, we will work with $`d=2`$ and extrapolate our results to higher dimensionality. Fig. 2 represents a fractal constructed by removing five randomly chosen (connected) patches of area $`r^{2i}`$ at iteration $`i`$. Now, the possibility arises that voids produced in subsequent iterations are adjacent to previously existing ones and result in a more or less apparent increase in the size of a large void. As we pointed out, we wish to design an algorithm to find the voids in our set and apply it at all scales. Our working hypothesis is that the precise shape of the void is not relevant to recover the scaling behaviour of Zipf’s law, as long as it is kept constant through iterations, and thus it is not relevant either to recover the fractal dimension of the associated distribution of matter.

Simple recursion relations of the previous type (Section 2) cannot be inferred when studying fractal sets arising from physical processes. Instead, one faces a set of points irregularly distributed in space and has to resort to other methods to estimate the distribution of voids. One of the simplest ways of defining an area devoid of points in the structure is the following:

1. Coarse-grain your system by defining elementary cells such that there is at the most one point per cell (and defining so a lower cutoff to scaling, see section 4).
2. Decide for regular elements to cover empty areas (say a square or a circle in $`d=2`$).
3. Locate the largest square/circle centered at each empty cell (its boundary is limited by filled cells or sample boundaries).
4. Select the largest one, which is by definition a void of size $`\mathrm{\Lambda }_1`$, and assign it rank $`R=1`$.
5. Fill the cells in the selected void (equivalent to those in the fractal set).
6. Repeat the procedure with the remaining empty cells until all of them are covered (this is somehow reminiscent of the box-counting method to estimate the fractal dimension (Falconer, 1990)).

When the algorithm finishes, an ordered list of voids of decreasing size is produced. In Fig. 2a we represent an example of the first stages of the void-finding algorithm applied to a random fractal generated with the “filamentary” generator, while Fig. 2b represents the obtained function $`\mathrm{\Lambda }(R)`$ for square voids. As can be seen, the voids measured with the previous algorithm follow indeed the scaling expected according to the analytic prediction for deterministic fractals. We have applied our method to fractals constructed with several different generators in $`d=2`$ and, in all cases, have obtained a good quantitative agreement between the predicted slope $`d/D`$ and the numerically obtained one.

Another regular shape for voids that we have investigated is the circular one. Although largest voids clearly become even larger when a circular coverage is used, boundaries among voids define smaller voids which, however, are not limited by points in the fractal set (see Fig. 3). A first attemp to correct for these boundary effects would be to reject, in the final count, the voids that do not touch at least one point of the fractal set (that is, that only touch the external boundaries and/or other voids). This modification of our previously defined algorithm returns a better scaling for average sizes in the case of circular voids (both far from the boundary and from the elementary cell, see Fig. 3). These size classes were overloaded with “artificial” voids placed among previously defined voids and/or external boundaries.

## 4 Mean size of voids in a fractal

As shown before, the distribution of voids in a fractal is a power law and, therefore, the mean size of voids is not a characteristic value, being dependent on the upper and lower cutoffs to the fractal scaling. Actually, the mean size of voids has been employed as a test for fractality, under the assumption that in a fractal the mean size of voids is proportional to the size of the sample, that is, the upper cutoff (Einasto et al., 1989). We shall show that this is not always the case: in fact, the mean size of voids is usually dependent on both cutoffs.

To calculate the mean size of voids we must use the probability distribution of sizes $`p(\mathrm{\Lambda })\mathrm{\Lambda }^\alpha `$, with $`\alpha =1+D/d`$. Then,

$$\overline{\mathrm{\Lambda }}=\frac{_{\mathrm{\Lambda }_l}^{\mathrm{\Lambda }_u}\mathrm{\Lambda }p(\mathrm{\Lambda })𝑑\mathrm{\Lambda }}{_{\mathrm{\Lambda }_l}^{\mathrm{\Lambda }_u}p(\mathrm{\Lambda })𝑑\mathrm{\Lambda }},$$
(10)
where $`\mathrm{\Lambda }_l`$ and $`\mathrm{\Lambda }_u`$ are the lower and upper cutoffs, respectively. The computation of the integrals is straightforward and

$$\overline{\mathrm{\Lambda }}=\frac{\alpha +1}{\alpha +2}\frac{\mathrm{\Lambda }_u^{\alpha +2}\mathrm{\Lambda }_l^{\alpha +2}}{\mathrm{\Lambda }_u^{\alpha +1}\mathrm{\Lambda }_l^{\alpha +1}}.$$
(11)
For large ratio $`\mathrm{\Lambda }_u/\mathrm{\Lambda }_l`$ (as required to have a reasonable scaling range) and taking into account that $`1<\alpha <2`$,

$$\overline{\mathrm{\Lambda }}\frac{\alpha 1}{2\alpha }\mathrm{\Lambda }_u^{2\alpha }\mathrm{\Lambda }_l^{\alpha 1}.$$
(12)
This expression cannot be reduced anymore and depends on both cutoffs. Note that if $`D=d/2`$ then $`\alpha 1=2\alpha =1/2`$ so that the mean size is just the geometric mean of both cutoffs (so to speak, both contribute equally); if $`D>d/2`$ then $`\alpha 1>2\alpha `$ and the lower cutoff contributes more to $`\overline{\mathrm{\Lambda }}`$, and viceversa if $`D<d/2`$.

We now discuss what values we should take for $`\mathrm{\Lambda }_u`$ and $`\mathrm{\Lambda }_l`$ in point distributions: whereas $`\mathrm{\Lambda }_u`$ is the well determined size of the sample, the lower cutoff is trickier. Since a random fractal has a random component superposed on the deterministic algorithm that generates it, on the lowest scales the random component dominates and the distribution is approximately of Poisson type but with a very low mean number of points in the associated volume (shot noise). The crossover scale from the Poisson to a correlated (fractal) regime such that the number function<sup>1</sup><sup>1</sup>1The number function is the mean number of particles inside a ball of radius $``$ centered on a particle and equals the mass function $`()`$ divided by the mass of a particle. $`𝒩()=B^D`$ is $`B^{1/D}`$ (this scale has been defined by Balian & Schaeffer (1989) in a more general context). It is not totally clear what value is adequate for $`\mathrm{\Lambda }_l`$ in a galaxy catalogue. It must be larger than (0.1 Mpc)<sup>3</sup> but it can be considerably larger, according to the way the catalogue has been compiled and the algorithm selected to find voids. At any rate, keeping $`\mathrm{\Lambda }_l`$ fixed one obtains that $`\overline{\mathrm{\Lambda }}`$ is not proportional to $`\mathrm{\Lambda }_u`$ but rather to a power of it with exponent $`2\alpha =1D/d`$ such that $`0<1D/d<1`$ ($`d=3`$). A value of this exponent close to 1 (as reported by Einasto et al. (1989), see also Section 5)) would imply a fractal dimension $`D1`$. A set with $`D=0`$ is not really a fractal, but a collection of isolated points.

We have carried out numerical measurements on 2-dimensional fractals of known dimension $`D`$ to test the accuracy to which a real fractal sample follows the scaling (12). Figure 4 depicts some of our results. There, we have generated a fractal with $`N=3`$ and similarity ratio $`r=1/2`$, hence $`D=1.58`$. The single patch to be removed at each iteration was chosen at random (see insert in Fig. 4). In order to see how $`\overline{\mathrm{\Lambda }}`$ depends on $`\mathrm{\Lambda }_u`$ we have kept the lower cut-off fixed and equal to the size of the individual cell, $`\mathrm{\Lambda }_l=1`$ and varied $`\mathrm{\Lambda }_u`$. As long as $`\mathrm{\Lambda }_l\mathrm{\Lambda }_u`$ we observe a neat scaling with the predicted exponent $`2\alpha `$. Next, the upper cut-off was kept fixed to its maximum value for this fractal set, $`\mathrm{\Lambda }_u=2^{14}`$. The variation of $`\mathrm{\Lambda }_l`$ was carried out in practice by averaging only over voids of area equal to or larger than $`\mathrm{\Lambda }_l`$. In this second case, the asymptotic scaling exponent is $`\alpha 1`$. Numerical results are compared with the two curves obtained from Eq. (11) with $`\mathrm{\Lambda }_l=1`$ and $`\mathrm{\Lambda }_u=2^{14}`$, respectively. Only when both cut-offs become of comparable order are deviations from scaling observed.

## 5 Galactic voids

Galactic voids are vast regions of space apparently devoid of luminous matter (galaxies). Several authors have developed algorithms in order to detect the extent and frequency of such regions in current galaxy catalogues (Einasto et al., 1989; Kauffmann & Fairall, 1991; Hoyle & Vogeley, 2002). The aim of these studies is to gain a better understanding of the morphology of the distribution of galaxies, in order to, eventually, correlate it with the physical mechanisms responsible for the observed structure. A first step in this direction has been the comparison of measures of voids made on the current galaxy catalogues with measures on $`N`$-body simulations of cold dark matter (Müller et al., 2000; Arbabi-Bigdoli & Müller, 2002). The problem of defining what constitutes a void in $`d=3`$ has been ubiquitous, and all these studies have solved this indeterminacy in different ways. Interestingly, all of them have looked for maximal volumes of approximately convex shape (but differently shaped depending on the area studied) inscribed among matter points, while none has considered regular volumes. Our main point here is that, when trying to recover quantitative information, shape matters, implying that voids have to maintain their shape at all scales. On the one hand, we have shown that this criterium permits us to obtain information on a fractal distribution of matter. On the other hand, our definition eliminates certain arbitrariness in void finding algorithms, for instance the amount of overlap between voids to be merged into a single larger void.

With these caveats in mind, we have examined two studies reporting large voids and examined the function $`\mathrm{\Lambda }(R)`$ that they produce. Recently, Hoyle & Vogeley (2002) have examined the Point Source Catalogue Survey (PSCz) and the Updated Zwicky Catalog (UZC) for the presence of voids. The volume of the 35 and 19 largest voids (respectively) is plotted in Fig. 5 attending to their rank. Although, in these cases, $`\mathrm{\Lambda }(R)`$ is relatively well fitted by a straight line for the largest voids, the slope is too low to represent the complementary set (that is, the set of voids) of a fractal distribution of matter. There is a physical restriction to the exponent of the scaling law, since the dimension of the fractal cannot be larger than that of the embedding space, that is to say, $`d>D`$. This implies that the exponent $`d/D`$ has to be larger than unity in absolute value. We represent in Fig. 5 this restriction and observe that the putative slopes are much lower than this value. The classical value of the fractal dimension, deduced from the two-point correlation function $`\xi (r)r^\gamma `$, is $`D=3\gamma 31.8=1.2`$. However, recent reanalyses of the galaxy catalogues (Sylos Labini et al., 1998) yield a larger value, namely, $`D31.1=1.9`$. In this case, the expected exponent for $`\mathrm{\Lambda }(R)`$ vs $`R`$ would be about $`1.5`$, which we represent as a dotted line in Fig. 5.

Ten years ago, Kauffmann & Fairall (1991) developed an algorithm to search for voids. They reported a list of 129 ’significant’ voids obtained from the merged Southern Redshifts Catalogue and the Catalogue of Radial Velocities of Galaxies. Their list is represented in Fig. 5 together with the previous data. Apart from an initial almost flat stage, we have found that this function is reasonably well fitted by an exponential law (not shown in the figure). This does not correspond to a fractal geometry and would rather correspond to a Poisson distribution of points, where voids much larger than the volume per point should be exponentially suppressed. However, they define a significant void as one that “…occurs in the random catalogue simulations with probability less than 1 per cent” (see Kauffmann & Fairall (1991) for more details). Moreover, they take as the reference Poisson distribution for a given catalogue the one with the same number of points but randomly distributed. While one certainly cannot consider voids as significant below the scale of the lower cutoff $`\mathrm{\Lambda }_l`$, where the distribution can be effectively considered Poissonian (as remarked in section 4), their procedure produces a Poissonian distribution with a much larger mean interparticle distance. Hence, even though very large voids are almost always significant in their sense, this is not the case for average- and small-size voids, which occur frequently in a random catalogue with the same number of points. Those voids are not included in the list they provide, and hence the distribution is strongly depleted in the mean and small-void domains.

Einasto and co-workers (1989) have shown that mean void diameters increase with the sample size in a power-law manner. They have identified this fact as indicative of self-similarity in the matter distribution. Their qualitative results agree with the calculations here reported (section 4). However, the quantitative result does not agree with our prediction. In the work by Einasto et al. (1989), we understand that measurements were carried out in such a way that the lower cut-off was kept fixed, while the upper cut-off varied. One expects then a scaling of the form $`\overline{\mathrm{\Lambda }}\mathrm{\Lambda }_u^{\beta _u}`$, with $`\beta _u=1D/d`$. Since $`0Dd`$, the exponent is bounded, $`0\beta _u1`$, with $`\beta _u=0`$ corresponding to a homogeneous distribution of points and $`\beta _u=1`$ to an (almost) empty set of points. This second value is the one reported by Einasto et al. (1989).

All our considerations apply to galaxies as particles with no features, in other words, ignoring type and luminosity. It has been argued that voids could be populated by faint galaxies, called field galaxies to distinguish them from “normal” cluster galaxies (El-Ad et al., 1997; Hoyle & Vogeley, 2002). Luminosity can be taken into account by generalizing the concept of a fractal distribution to a multifractal distribution (Sylos Labini et al., 1998) which we do not consider here. If the neglected field galaxies have a distribution with geometrical properties different from the more luminous ones, the multifractal model would not apply. However, the standard biased galaxy formation picture attributes similar scaling properties to the distributions at various biasings (Gabrielli, Sylos Labini & Durrer, 2000), in accord with a multifractal distribution. A sort of biasing could be mimicked for a pure fractal by randomly removing a fraction of points, which would not alter its scaling properties. At any rate, a thorough analysis of this question falls beyond the scope of this work.

### 5.1 Sources of deviation from scaling

Apart from our previous discussion on the way in which voids are defined and counted, there are a number of mechanisms which, in our understanding, could produce a significant deviation from the scaling regime. We list them and briefly discuss their effects. Sometimes the source of deviations can be identified and even eliminated. But often, even in what sense they would affect Zipf’s plot is unclear. The following list might not be exhaustive, but some or even all of the listed problems can affect the observations to date. However, note that scaling corresponding to $`D>d`$ should not occur, since it is physically forbidden.

* Finite size effects – Usually, it is unavoidable to use a “boundary” to limit the fractal set that we are measuring. We have already seen that, in particular for certain shapes of voids, systematic deviations from scaling can be obtained.
* Scale-dependent dimension of galaxy distribution – It has been recently reported (Bak & Chen, 2001) that the dimension of the galaxy distribution varies with the observation scale. It grows smoothly from zero when approaching the size of single galaxies to three at the scale where the transition to homogeneity<sup>2</sup><sup>2</sup>2The concept of homogeneity involves some subtleties (Gaite, Domínguez & Pérez-Mercader, 1999). Here and henceforth, we mean by homogeneity that the relative density fluctuations are small. takes place. Since voids involved in Zipf’s plot would cover the whole range of sizes, there might be some systematic deviations in case the fractal dimension is scale dependent: $`D`$ decreases with decreasing scale, hence the exponent of the rank-ordering plot increases in absolute value, and the function becomes concave from below.
* Transition to homogeneity – There cannot be voids larger than the characteristic length at which the universe becomes homogeneous; but the characteristic size of the largest voids is an independent scale (Balian & Schaeffer, 1989) that could be significantly smaller than the homogeneity scale. Furthermore, the breakdown of scaling in the void distribution at the characteristic size of the largest voids might suggest that the recent observations reported by Hoyle & Vogeley (2002) and returning a flat $`\mathrm{\Lambda }(R)`$ are related to it.

## 6 Conclusions

There is a quantitative and well-defined relationship between the dimension $`D`$ of a fractal set and the exponent of Zipf’s plot $`\mathrm{\Lambda }(R)`$ for the corresponding void sizes $`\mathrm{\Lambda }`$. We have illustrated this dependency with regular fractals in $`d=1`$, for which exact relations have been derived. Next, the introduction of a simple algorithm to identify voids in any dimension has allowed us to show that the relation $`\mathrm{\Lambda }(R)R^{d/D}`$ also holds in stochastic fractals defined in dimension $`d=2`$. We have shown that the mean size of voids in a sample defined between a lower and a higher cut-off scales with these quantities, $`\overline{\mathrm{\Lambda }}\mathrm{\Lambda }_u^{\beta _u}\mathrm{\Lambda }_l^{\beta _l}`$. The exponents $`\beta _u`$ and $`\beta _l`$ depend on the fractal dimension $`D`$; hence, the relation between $`\overline{\mathrm{\Lambda }}`$ and the two cut-offs depends on the fractal. Our results can be straightforwardly extrapolated to $`d=3`$.

This study has been performed with the aim of applying it to current measures of the distribution of galaxies. On the one hand, current measures of the two-point correlation function seem to be consistent with a fractal distribution, with a yet uncertain dimension $`1<D<2`$, and in a still controversial range from $`1`$ to, perhaps, $`100`$ h<sup>-1</sup> Mpc (or even more) (Guzzo, 1997; Sylos Labini et al., 1998; Martínez, 1999). On the other hand, current void catalogues (Kauffmann & Fairall, 1991; Hoyle & Vogeley, 2002) do not seem to support this result. Nonetheless, attending the discussion which conforms the body of our work, they are insufficient to discard the hypothesis of a fractal distribution of galaxies. To assess the capability of void finding algorithms to detect fractal structure and then the fractal dimension $`D`$, we would suggest that they be tested with simple examples, for which exact results can be easily obtained, as we have done here.

It would be interesting to extend the measures of void sizes to scales smaller than the ones usually probed in a systematic way and, specifically, compare them with a scaling distribution. The careful construction of the Zipf plot of void sizes and the analysis of its scaling (or not), as well as the scaling of the average size of voids with the sample size are complementary measures to $`n`$point correlation functions and additional support for the fractality of the distribution of galaxies. In any case, it is clear that the two methods must provide equivalent information, meaning that the study of the convergence of both approaches could help distinguish different sources of deviation from scaling and moreover better characterize the morphology of the galaxy distribution.

## Acknowledgments

We thank Ugo Bastolla, Alvaro Domínguez, Antonino Giaquinta and Juan Pérez-Mercader for interesting discussions and support. The work of both authors is currently supported by respective Ramón y Cajal contracts of the Ministerio de Ciencia y Tecnología.

## Appendix A Zipf’s law for a deterministic fractal

We show here that the function $`\mathrm{\Lambda }(R)`$ has (approximately) equal steps in logarithmic scale and how to eliminate the discrete variable $`i`$ from equations (3) and (4).

We can asymptotically approximate Eq. (4) by

$$R_i=1\frac{m}{N1}+m\frac{N^{i1}}{N1}m\frac{N^{i1}}{N1}$$
(13)
for large $`R_i`$ (which implies that $`i`$ is large, assuming that $`N`$ and $`m`$ are not). The step length in logarithmic scale is

$$\mathrm{ln}(R_i+mN^{i1})\mathrm{ln}R_i=\mathrm{ln}\left(1+\frac{mN^{i1}}{R_i}\right)\mathrm{ln}N.$$
(14)
On the other hand, within the same approximation, after taking logarithms of equations (3) and (4),

$`\mathrm{ln}\mathrm{\Lambda }_i=\mathrm{ln}c+i\mathrm{ln}r,`$ (15)
$`\mathrm{ln}R_i=\mathrm{ln}{\displaystyle \frac{m}{N1}}+(i1)\mathrm{ln}N.`$ (16)
Now, it is easy to solve for $`i`$ in the second equation and substitute it in the first one, obtaining

$`\mathrm{ln}\mathrm{\Lambda }_i`$ $`=`$ $`\mathrm{ln}r\left({\displaystyle \frac{\mathrm{ln}R_i\mathrm{ln}[m/(N1)]}{\mathrm{ln}N}}+1\right)+\mathrm{ln}c`$ (17)
$`=`$ $`{\displaystyle \frac{1}{D}}\left(\mathrm{ln}R_i+\mathrm{ln}{\displaystyle \frac{N1}{m}}\right)+\mathrm{ln}r+\mathrm{ln}c.`$
From $`cm+N=1/r`$, $`rc=(1rN)/m`$. Then, after removing the logarithms,

$$\mathrm{\Lambda }_i=\left(\frac{N1}{m}\right)^{1/D}\frac{1rN}{m}R_i^{1/D}.$$
(18)
Let us briefly analyze the accuracy of the approximation (13). For the example in Fig. 1, with $`N=5`$ and $`m=1,2,4`$, $`R_3=7,13,25`$, whereas the approximation yields 6.25, 12.5, 25. Of course, the accuracy is higher for $`i>3`$. In general, the relative error is $`O(N^i)`$.


text:
# Quantum sensitive dependence

## 1 Introduction

Bounded classical systems that are chaotic, display exponential growth of initial perturbations and other interesting long-time asymptotics, like exponential decay of correlations. In contrast, quantum Hamiltonians of bounded systems with time-independent potentials, having discrete spectrum, their wave functions are almost periodic functions. For this reason the work on “quantum chaos” has shifted from consideration of long-time properties to the statistics of energy levels of quantum systems with a chaotic classical counterpart (for a review of recent work see  and references therein).

However, quantum systems with bounded configuration space but time-dependent interactions (for example particles in an accelerator subjected to electromagnetic kicks or the systems used in quantum control) may have continuous spectrum. Therefore the estimation and control of the rate of growth, of the perturbed matrix elements of observables, becomes an issue of both theoretical and practical concern.

In classical mechanics the most important asymptotic indicator of chaotic behavior is the Lyapunov exponent (an ergodic invariant). Therefore a natural first step to discuss rates of growth in quantum mechanics seems to be the construction of a quantum Lyapunov exponent. After a few heuristic attempts by several authors (see references in ) a satisfactory construction has been achieved , in the sense that the phase-space observables that are used are exactly the same in classical and quantum mechanics. It uses the tomographic formulation which describes conventional quantum mechanics by a set of marginal probability densities . Then, the only difference between the classical and the quantum exponent lies in the time evolution dynamical equation. In Section 2 we recall this result. Translating it from tomographic densities to traces of operators, it turns out that the quantum Lyapunov exponent measures the rate of growth of the trace of position and momentum observables starting from a singular initial density matrix.

A positive Lyapunov exponent corresponds to exponential growth of these traces. However, the same quantities may serve to characterize other types of growth, leading to a generalized notion of quantum sensitive dependence.

There are examples where exponential rates of growth (as in classical chaos) are also found in quantum systems (Sect. 3). However, in many other cases, quantum mechanics seems to have a definite taming effect on classical chaos. Therefore, a generalized notion of quantum sensitive dependence, corresponding to rates of growth milder than exponential, might be of interest to classify different types of quantum complexity or to characterize the degree of accuracy achievable in quantum control.

Quantum sensitive dependence is discussed in Sect. 4, as well as the mathematical structure of the operator matrix elements, in the spectral representation of the trace, that corresponds to each type of growth. A convenient unified framework to discuss these matters is the space of ultradistributions of compact support and their Fourier images  .

## 2 The quantum Lyapunov exponent

As a first step we will rewrite the results of Ref. using operator traces. In Ref. the quantum Lyapunov exponent along the phase-space vector $`v=\left(v_1v_2\right)`$ is shown to be

$$\lambda _v=\underset{t\mathrm{}}{lim}\frac{1}{t}\mathrm{log}d^nXd^n\mu d^n\nu e^{iX\mathrm{𝟏}}\left(\left(\begin{array}{c}_\mu \hfill \\ _\nu \hfill \end{array}\right)\delta ^n(\mu )\delta ^n\left(\nu \right)\right)M_t(X,\mu ,\nu )$$
(1)
where $`M_t(X,\mu ,\nu )`$

$$M_t(X,\mu ,\nu )=\mathrm{\Pi }(X,\mu ,\nu ,X^{},\mu ^{},\nu ^{},t,\mathrm{\hspace{0.17em}0})M_0(X,\mu ,\nu )𝑑X^n𝑑\mu ^n𝑑\nu ^n$$
(2)
is the time evolved tomographic density , starting from the initial condition

$$M_0(X^{^{}},\mu ^{^{}},\nu ^{^{}})=\left(\left(v_1\mu ^{}+v_2\nu ^{}\right)_X^{}\right)\delta ^n\left(X^{}\mu ^{}q_0\nu ^{}p_0\right)$$
(3)
$`ab`$ being defined as

$$\left(ab\right)_i=a_ib_i$$

When $`\mathrm{\Pi }`$ is the classical propagator, $`\lambda _v`$, as defined in eq.(1), coincides with the usual classical Lyapunov exponent constructed from the tangent map. The only difference between classical and quantum Lyapunov exponents lies in the dynamical law of the propagator, thus insuring that we are dealing with quantities with the same physical meaning.

For a system with Hamiltonian

$$H=\frac{p^2}{2}+V(q),$$
(4)
the evolution equation for the quantum propagator of the tomographic densities is

$$\begin{array}{c}\frac{\mathrm{\Pi }}{t}\mu _\nu \mathrm{\Pi }_xV\left(\stackrel{~}{q}\right)\left(\nu _X\mathrm{\Pi }\right)\hfill \\ +\frac{2}{\mathrm{}}_{n=1}^{\mathrm{}}(1)^{n+1}\left(\frac{\mathrm{}}{2}\right)^{2n+1}\frac{_{i_1\mathrm{}i_{2n+1}}V\left(\stackrel{~}{q}\right)}{(2n+1)!}\left(\nu _X\right)_{i_1}\mathrm{}\left(\nu _X\right)_{i_{2n+1}}\mathrm{\Pi }\hfill \\ =0\hfill \end{array}$$
(5)
with initial condition

$$\underset{tt_0}{lim}\mathrm{\Pi }(X,\mu ,\nu ,X^{},\mu ^{},\nu ^{},t,t_0)=\delta ^n\left(XX^{}\right)\delta ^n\left(\mu \mu ^{}\right)\delta ^n\left(\nu \nu ^{}\right)$$
(6)
reducing for $`\mathrm{}=0`$ to the classical evolution equation.

In the tomographic formulation, classical and quantum mechanics are both described by a set of positive probability distributions $`M_t(X,\mu ,\nu )`$, the $`\mathrm{}`$deformation appearing only in the time-evolution. It is this fact that allows the notion of Lyapunov exponent to be carried over without ambiguity from classical to quantum mechanics. However, to relate the Lyapunov exponent to the behavior of operator matrix elements and the spectral properties of the Hamiltonian, it is more convenient to rewrite it as a functional of the density matrix $`\rho (x,x^{^{}})`$. The first step is to consider the Fourier transform $`G_t(\mu ,\mu )`$ of the tomographic density $`M_t(X,\mu ,\nu )`$

$$G_t(\mu ,\nu )G_t(1,\mu ,\nu )=d^nXe^{iX\mathrm{𝟏}}M_t(X,\mu ,\nu )$$
(7)
and perform the integrals in (1) to obtain

$$\lambda _{\left(\begin{array}{c}v_1\hfill \\ v_2\hfill \end{array}\right)}=\underset{t\mathrm{}}{lim}\frac{1}{t}\mathrm{log}\begin{array}{c}_\mu G_t(\mu ,\nu )_{\mu =\nu =0}\hfill \\ _\nu G_t(\mu ,\nu )_{\mu =\nu =0}\hfill \end{array}$$
(8)
Now, using the relation between the tomographic densities and the density matrix , namely

$`G_t(\mu ,\nu )`$ $`=`$ $`\left({\displaystyle \frac{1}{2\pi }}\right)^n{\displaystyle d^nXd^npd^nxd^nx^{^{}}e^{i\left(X\mathrm{𝟏}p\left(xx^{^{}}\right)\right)}\rho _t(x,x^{^{}})}`$
$`\delta ^n\left(X\mu \left({\displaystyle \frac{x+x^{^{}}}{2}}\right)+vp\right)`$
one easily obtains

$$\lambda _{\left(\begin{array}{c}v_1\hfill \\ v_2\hfill \end{array}\right)}=\underset{t\mathrm{}}{lim}\frac{1}{t}\mathrm{log}\begin{array}{c}\text{Tr}\left\{\rho _tx\right\}\hfill \\ \text{Tr}\left\{\rho _tp\right\}\hfill \end{array}$$
(10)
the density matrix at time zero (corresponding to $`M_0(X^{^{}},\mu ^{^{}},\nu ^{^{}})`$ in eq.(3)) being

$$\rho _0(x,x^{^{}})=e^{ip_0\left(xx^{^{}}\right)}\left\{\left(v_1\right)\delta ^^n\left(q_0\frac{x+x^{^{}}}{2}\right)+iv_2\left(xx^{^{}}\right)\delta ^n\left(q_0\frac{x+x^{^{}}}{2}\right)\right\}$$
(11)
Eq.(10) means that the quantum Lyapunov exponent measures the exponential rate of growth of the expectation values of position and momentum, starting from the initial singular perturbation $`\rho _0`$. This is a rather appealing and intuitive form for the Lyapunov exponent. That the quantum Lyapunov exponent should have a form of this type had already been proposed in Ref., based on qualitative physical considerations. What is not obvious, though, without the tomographic formulation, is that this is the form that corresponds exactly to the same physical quantity as the classical Lyapunov exponent. Also non-obvious is the specific form that the initial singular perturbation $`\rho _0`$ should take.

Using the time-dependent operators in the Heisenberg picture

$$\begin{array}{c}x_H\left(t\right)=U^{}xU\hfill \\ p_H\left(t\right)=U^{}pU\hfill \end{array}$$
(12)
one has an equivalent form for $`\lambda _\stackrel{}{v}`$

$$\lambda _{\left(\begin{array}{c}v_1\hfill \\ v_2\hfill \end{array}\right)}=\underset{t\mathrm{}}{lim}\frac{1}{t}\mathrm{log}\begin{array}{c}\text{Tr}^{^{}}\left\{\rho _0x_H\left(t\right)\right\}\hfill \\ \text{Tr}^{^{}}\left\{\rho _0p_H\left(t\right)\right\}\hfill \end{array}$$
(13)
where we have also defined

$$Tr^{^{}}\left\{\rho _0x_H\left(t\right)\right\}=Tr\left\{\rho _0x_H\left(t\right)\right\}/Tr\left\{\rho _0x_H\left(0\right)\right\}$$

Whenever $`\rho _0x_H\left(t\right)`$ is a trace class operator, the term corresponding to Tr$`\left\{\rho _0x_H\left(0\right)\right\}`$ has no contribution in the $`t\mathrm{}`$ limit. On the other hand, by taking the appropriate cut-off and a limiting procedure, the above expression may also make mathematical sense even in some non-trace class cases.

## 3 An example: Kicked motions in the torus

Let $`x_1,x_2[\pi ,\pi )`$ be coordinates in the 2-torus $`T^2`$ with conjugate momenta $`p_1,p_2`$ and the dynamics be defined by the Hamiltonian

$$H=H_0+\underset{n}{}V(x,p)\delta \left(tn\tau \right)$$
(14)
$`xT^2`$ , $`pR^2`$ and, in particular, $`H_0=\frac{p^2}{2}`$ . Let

$$=^2([\pi ,\pi ),d^2x)$$
(15)
Physical observables should be self-adjoint operators. Therefore the domain $`D\left(x_i\right)`$ of $`x_i`$ is

$$D\left(x_i\right)=\left\{f\right\}$$
(16)
and the domain of $`p_i`$

$$D\left(p_i\right)=\{ff\left(x_i=\pi \right)=f\left(x_i=\pi \right)\}$$
(17)
A convenient basis of vectors in $`D\left(p_i\right)`$ is

$$=\{x|q=\frac{1}{\sqrt{2\pi }}e^{iqx}kZ^2\}$$
(18)
The Floquet operator associated to the periodic Hamiltonian $`H`$ is

$$U_F=U_0U_K$$
(19)
with $`U_0=\mathrm{exp}\left(iH_0\tau \right)`$ and

$$U_K=\mathrm{exp}\left(iV(x,p)\right)$$
(20)
We will consider different types of kick potentials. Whenever $`V(x,p)`$ is a function of $`x`$ or $`p`$ alone,any differentiable function will generate an unitary operator $`U_K`$ operating in the basis (18). However for kicks of the electromagnetic type, $`V(x,p)=\frac{1}{2}\left(x_ip_i+p_ix_i\right)`$, because

$`D\left({\displaystyle \frac{1}{2}}\left(x_ip_i+p_ix_i\right)\right)`$ $`=`$ $`D\left(x_ip_i\right)D\left(p_ix_i\right)`$
$`=`$ $`\{ff\left(x_i=\pi \right)=f\left(x_i=\pi \right)\}`$
$`\frac{1}{2}\left(x_ip_i+p_ix_i\right)`$ does not generate a continuous unitary group in (18) and only a discrete set of kicks will be acceptable, namely

$$U_K=\mathrm{exp}\left(\frac{1}{2}\left(xAp+pAx\right)\right)$$
(22)
$`\mathrm{exp}\left(A\right)`$ being a 2x2 matrix with integers entries and determinant one, the last condition resulting from

$$e^{\frac{1}{2}\left(xAp+pAx\right)}=e^{xAp}e^{\frac{1}{2}\text{Tr}A}$$

Using the momentum basis (18) the initial density matrix $`\rho _0`$ of eq.(11) may be written

$$\rho _0=2\left(v_1\frac{}{q_0}+v_2\frac{}{p_0}\right)\underset{kZ^2}{}|p_0ke^{i2kq_0}p_0+k|$$
(23)
and in a position (generalized) eigenstate basis

$$\rho _0=4\pi \left(v_1\frac{}{q_0}+v_2\frac{}{p_0}\right)_{T^2}d^2x|q_0+xe^{i2xp_0}q_0x|$$
(24)
The corresponding traces, needed to compute the Lyapunov exponent, are

$$\text{Tr}\left\{\rho _0U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right\}=2\left(v_1\frac{}{q_0}+v_2\frac{}{p_0}\right)\underset{kZ^2}{}e^{i2kq_0}p_0+k\left|U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right|p_0k$$
(25)
and

$`\text{Tr}\left\{\rho _0U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right\}`$ $`=`$ $`4\pi \left(v_1{\displaystyle \frac{}{q_0}}+v_2{\displaystyle \frac{}{p_0}}\right)`$ (31)
$`{\displaystyle _{T^2}}d^2xe^{i2xp_0}q_0k\left|U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right|q_0+x`$
Another form, that will be used later on, is a spectral decomposition using the eigenmodes of the Floquet operator. For discrete spectrum

$$\text{Tr}\left\{\rho _0U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right\}=\underset{\mu ,\nu }{}E_\mu \left|\rho _0\right|E_\nu E_\nu \left|\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)\right|E_\mu e^{i\left(E_\mu E_\nu \right)t}$$
(32)
and in general

$$\text{Tr}\left\{\rho _0U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right\}=𝑑E_\mu 𝑑E_\nu \rho _0(\mu ,\nu )\left(\begin{array}{c}x(\nu ,\mu )\hfill \\ p(\nu ,\mu )\hfill \end{array}\right)e^{i\left(E_\mu E_\nu \right)t}$$
(33)
Three types of potentials will be considered:

(i) $`V(x,p)=0`$

This is just free motion on the torus with $`U_t=\mathrm{exp}\left(i\frac{p^2}{2}t\right)`$. Then

$$U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t=\left(\begin{array}{c}x+tp\\ p\end{array}\right)$$

and from (25) it follows that Tr$`\left\{\rho _0U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right\}`$ is a constant independent of time, implying $`\lambda _v=0`$. A similar conclusion would be obtained analyzing the spectral decomposition because the spectrum of the Floquet being discrete in this case the right-hand-side of Eq.(32) is an almost periodic function.

Free motion having an irrelevant effect on the computation of the Lyapunov exponent, we restrict ourselves, for simplicity, to the resonant case, $`\tau =4\pi m`$, $`mZ`$, in the next two examples.

(ii) $`V(x,p)=\alpha `$g$`\left(x\right)`$ and $`\tau =4\pi m`$, $`mZ`$

From

$$p_0+k\left|U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right|p_0k=p_0+k\left|\left(\begin{array}{c}x\hfill \\ p+\frac{t}{\tau }\alpha g\left(x\right)\hfill \end{array}\right)\right|p_0k$$

it follows that $`Tr\left\{\rho _0U_t^{}\left(\begin{array}{c}x\hfill \\ p\hfill \end{array}\right)U_t\right\}`$ grows at most linearly with $`t`$, implying also $`\lambda _v=0`$.

In this case the Floquet operator spectrum is continuous but the kernels $`x(\nu ,\mu )`$ and $`p(\nu ,\mu )`$ being

$`x(\nu ,\mu )`$ $``$ $`\delta \left(E_\nu E_\mu \right)`$
$`p(\nu ,\mu )`$ $``$ $`\delta ^{^{}}\left(E_\nu E_\mu \right)`$
we obtain the same conclusion from the spectral representation (33).

(iii) $`V(x,p)=\frac{1}{2}\left(xAp+pAx\right)`$, $`\tau =4\pi m`$, $`mZ`$ and $`M=\mathrm{exp}\left(A\right)=\left(\begin{array}{cc}1\hfill & 1\hfill \\ 1\hfill & 2\hfill \end{array}\right)`$

Let $`t=n\tau `$. From

$$p_0+k\left|U_t^{}xU_t\right|p_0k=\left(M^{1^T}\right)^np_0+k\left|x\right|p_0k$$

and

$$p_0+k\left|U_t^{}pU_t\right|p_0k=M^np_0+k\left|p\right|p_0k$$

with

$$M^n=\left(\begin{array}{cc}\omega ^{2n+1}+\omega ^{2n1}& \hfill \omega ^{2n}+\omega ^{2n}\\ \omega ^{2n}+\omega ^{2n}& \hfill \omega ^{2n1}+\omega ^{2n+1}\end{array}\right)$$

$$M^n=\left(\begin{array}{cc}\omega ^{2n+1}+\omega ^{2n1}& \hfill \omega ^{2n}+\omega ^{2n}\\ \omega ^{2n}+\omega ^{2n}& \hfill \omega ^{2n1}+\omega ^{2n+1}\end{array}\right)$$

and $`\omega =\frac{1}{2}\left(1+\sqrt{5}\right)`$, we conclude working out Eq.(25) that in this case there is a non-zero Lyapunov exponent $`\lambda _v=2\mathrm{log}\omega `$.

It is instructive to find out how the same result may be obtained from the spectral representation (33). In the resonant case ($`\tau =4\pi m`$) the eigenstates of the Floquet operator are

$$|E_\alpha =\frac{1}{\sqrt{2\pi }}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}e^{i\alpha n}|M^nP$$

with eigenvalue $`\mathrm{exp}\left(i\alpha \right)`$. From

$`E_\mu \left|U_t^{}pU_t\right|E_\alpha `$ $`=`$ $`M^nE_\mu \left|p\right|E_\alpha `$
$`=`$ $`e^{i\left(E_\alpha E_\mu \right)n\tau }E_\mu \left|p\right|E_\alpha `$
and the corresponding equation for $`x`$, it follows that the kernels $`x(\nu ,\mu )`$ and $`p(\nu ,\mu )`$ are linear combinations of

$$\delta \left(E_\alpha E_\mu \frac{i}{\tau }\mathrm{log}\lambda _k\right)$$

$`\lambda _k`$ , $`k=1,2`$ being the eigenvalues of the matrix $`M`$. It is the complex shift in the argument of the delta that converts the complex exponentials in the spectral decomposition (33) into an exponential growing quantity.

Both in case (ii) and (iii) the Floquet spectrum is absolutely continuous. Nevertheless the rate of growth of the traces is quite different. These examples suggest that the critical role is actually played by the analytic nature of the phase-space operator kernels $`x(\nu ,\mu )`$ and $`p(\nu ,\mu )`$. This will further clarified in Sect. 4.

## 4 Sensitive dependence in quantum mechanics

Let us denote the dynamical variable appearing in Eq.(13) as

$$\mathrm{\Delta }\left(t\right)=\begin{array}{c}\text{Tr}^{^{}}\left\{\rho _0x_H\left(t\right)\right\}\hfill \\ \text{Tr}^{^{}}\left\{\rho _0p_H\left(t\right)\right\}\hfill \end{array}$$
(34)
In the three examples studied in the preceding section this dynamical quantity shows no growth in the free motion case, polynomial growth for space-dependent kicks and exponential growth for the electromagnetic-like kicks. The second case, as well as the study of the standard map in Ref., clearly show the taming effect that quantum mechanics has on classical chaos. Nevertheless $`\mathrm{\Delta }\left(t\right)`$, as defined in Eq.(34), is the quantum observable that corresponds to the notion of separation of nearby trajectories in the classical case. Therefore, for example, a polynomial growth of this observable signals an higher degree of dynamical complexity that no growth at all. Therefore, in view of the widespread quantum suppression of exponential growth, it makes sense to characterize different degrees of quantum dynamical complexity by a more general notion of sensitive dependence. We define:

Definition Quantum dynamics is sensitive-dependent in the support of $`\rho _0`$ if for any $`T`$ and $`M>0`$, there is a $`t>T`$ such that $`\left(\mathrm{\Delta }\left(t\right)/\mathrm{\Delta }\left(0\right)\right)>M`$.

The above definition allows for rates of growth slower than exponential and even for oscillations of the ratio $`\mathrm{\Delta }\left(t\right)/\mathrm{\Delta }\left(0\right)`$. It only requires it to be unbounded.

In the examples of the preceding section, free motion is not sensitive-dependent, whereas the $`x`$dependent kicks in 3.(ii) are polynomial sensitive-dependent and the non-local (electromagnetic) kicks in 3.(iii) are exponential sensitive-dependent.

A precise mathematical characterization of when each type of sensitive-dependence is to be expected, is possible. This uses the well-known space of ultradistributions of compact support   and the corresponding Fourier image.

Let $`X_n=\{z:z,\left|z\right|>n\}`$ and $`_n`$ be the Banach space of complex functions analytic in $`X_n`$ and continuous in $`\overline{X_n}`$ with norm

$$\varphi _n=\underset{zX_n}{sup}\left|\varphi \left(z\right)\right|$$
(35)
The space of ultradistributions of compact support $`𝒰_c`$ is the inductive limit of the spaces $`_n`$. Its dual is the space of entire functions. An important subspace of $`𝒰_c`$ is the space of distributions of compact support $`𝒟_c`$, the correspondence being established by the injective (but not surjective) mapping (the Stieltjes transform)

$$Sf\left(z\right)=\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{f\left(\lambda \right)}{\lambda z}𝑑\lambda $$
(36)
Whenever $`f`$ is a distribution of compact support, the ultradistribution $`Sf𝒰_c`$ vanishes at infinity.

On the other hand the Fourier transform establishes a correspondence between the space of ultradistributions of compact support and the space of functions of exponential growth.

An entire function $`\mathrm{\Psi }\left(z\right)`$ is said to be of exponential growth if and only if there are constants $`\alpha `$ and $`\beta `$ such that $`\left|\mathrm{\Psi }\left(z\right)\right|\alpha e^{\beta \left|z\right|}`$, $`z`$. The vector space of these functions will be denoted by $`_e`$. The Fourier transform

$$\left(\varphi \right)\left(x\right)=_\mathrm{\Gamma }e^{ix\lambda }\varphi \left(\lambda \right)𝑑\lambda $$
(37)
with $`\varphi 𝒰_c`$ is a bijective linear map of $`𝒰_c`$ over $`_e`$.

On the other hand the restriction of $``$ to the subspace $`𝒟_c`$ establishes an isomorphism between $`𝒟_c`$ and the subspace of $`_e`$ consisting of entire functions with polynomially bounded growth on horizontal strips around the real axis.

Now noticing that, in the energy differences $`\left(E_\mu E_\nu \right)`$ variable, the integral in Eq.(33) is the Fourier transform of the kernels

$$𝒦(\mu ,\nu )=\rho _0(\mu ,\nu )\left(\begin{array}{c}x(\nu ,\mu )\hfill \\ p(\nu ,\mu )\hfill \end{array}\right)$$
(38)
we conclude:

Proposition A necessary condition for exponential sensitive dependence in quantum dynamics is that the kernel $`𝒦(\mu ,\nu )`$ as a function of the energy differences $`E_\mu E_\nu `$ be a member of $`𝒰_c/𝒟_c`$. If the kernel belongs to $`𝒟_c`$ then there is, at most, polynomial growth.

Cases (ii) and (iii) in Section 3 are examples where the kernels belong in the first case to $`𝒟_c`$ and in the second to $`𝒰_c/𝒟_c`$ .


text:
# Itinerant Ferromagnetism and Quantum Criticality in Sc3In

## Abstract

The electronic structure and magnetic properties of hexagonal Sc3In are calculated within density functional theory. We find that the Fermi energy lies in a region of flat Sc $`d`$ derived bands leading to a peak in the density of states and Stoner ferromagnetism. The calculated local spin density and generalized gradient approximation spin magnetizations are both enhanced with respect to experiment, which is an indication of significant quantum critical fluctuations, neglected in these approximations. We find, as expected, that the ferromagnetism is initially enhanced under pressure, meaning that the critical point cannot be reached with modest pressure. However, we find that the density of states peak around the Fermi energy and the calculated density functional magnetic properties are sensitive to the $`c/a`$ ratio, so that the quantum critical point may be reached under uniaxial strain.

A number of recent discoveries has lead to resurgence of interest in the properties of clean metals near quantum critical points. These include the discovery of a metamagnetic quantum critical point in Sr3Ru2O7,  the appearance of superconductivity at the antiferromagnetic critical point in CePd2Si2,  presumably unconventional superconductivity on the ferromagnetic side of the critical point in UGe2,  the triplet superconductivity of Sr2RuO4,  (the origin of superconductivity is unknown in this material, but it has been argued that it is close to ferromagnetic and antiferromagnetic critical points ) and the recently discovered superconductivity in ZrZn2.  These discoveries suggest investigation of other clean metallic compounds with weak itinerant ferromagnetism that might be driven to the critical point, e.g. under moderate pressure. Common features of these metallic ferromagnets are: a low saturation moment at 0 K, low magnetic ordering temperature, high magnetic susceptibility at 0 K and negative magnetoresistance. The essential feature is that the physics are dominated down to quite low temperature (at the critical point down to 0 K) by quantum fluctuations associated with the critical point - these are manifest in the magnetic, transport and thermodynamic properties, e.g. as non-Fermi liquid scalings. Thus, in searching for such systems, we seek materials that are near the critical point with respect to some experimentally variable parameter (like pressure) and that are magnetically soft so that the critical region has a reasonable extent.

Early on, it was reported that Sc3In is such a weak itinerant ferromagnet that may be near such a critical point.  However, in Sc3In under pressure, the magnetic moment is enhanced, so that the critical point cannot be reached at least with modest compression.  Here we report density functional studies that support the view that Sc3In is indeed near a quantum critical point, and show that, while the ferromagnetism is enhanced under pressure, it is suppressed by uniaxial strain, suggesting non-hydrostatic pressure as a practical way to reach the quantum critical point.

The calculations were done using the general potential linearized augmented planewave (LAPW) method,  as implemented in the WIEN2k code. Relativistic effects were included at the scalar relativistic level. However, we verified that the magnetic moment at the experimental structure is not sensitive to the inclusion of spin-orbit. This is presumably because the band structure near the Fermi energy is dominated by Sc $`d`$ bands (see below). For the generalized gradient approximation (GGA) calculations, we used the exchange-correlation functional of Perdew, Burke and Ernzerhof.  We chose the muffin-tin spheres $`R_{MT}=2.6`$ a.u. and a basis set determined by a planewave cutoff of $`R_{MT}K_{max}=8.0`$, which gives good convergence. The Brillouin zone samplings were done using the special k points method with 528 points in the irreducible wedge of the hexagonal zone. Convergence was checked by varying the k point density in the zone averages. Convergence was further checked by repeating some calculations with a different LAPW code  using different sphere radii, local orbitals to relax linearization  and a higher planewave cutoff, $`R_{MT}K_{max}=9.0`$. This yielded essentially the same results.

Hexagonal Sc3In occurs in the Ni3Sn-type structure (spacegroup $`P6_3/mmc`$). The experimental lattice parameters are $`a=6.43`$ Å and $`c=5.17`$ Å.  In this structure, the space group symmetry allows a free coordinate $`x`$, which has not been fixed experimentally and which gives the in-plane position of the Sc. However, it is expected based on solid state chemical reasoning (particularly the Sc coordination) that Sc should sit on the ideal site, $`x`$=5/6. We performed local density approximation and GGA calculations of the energy as a function of $`x`$ to check this, and found that, to within the precision of our calculations, $`x`$ indeed takes the ideal value of 5/6 in Sc3In (the energy minimization yielded $`x`$=0.832); the calculated magnetic moment was found to be only weakly sensitive to changes in $`x`$ of this order).

We show the paramagnetic electronic band structure calculated at the experimental crystal structure with the ideal value of $`x`$ in Fig. 1, along with a blow-up of the region around $`E_F`$. The corresponding electronic density of states is given in Fig. 2. In the band structure, the Sc $`d`$ character is indicated by the relative size of the plotting symbols. The two lowest valence bands lying between approximately -7 eV and -5 eV with respect to the Fermi energy, $`E_F`$, are In $`s`$ derived, while the remaining valence bands beginning at -4 eV are formally described as Sc-In hybrids. However, from approximately -1 eV to several eV above $`E_F`$, these are heavily dominated by Sc $`d`$ states. The band structure near $`E_F`$ shows two very flat Sc $`d`$ derived bands as well as three more dispersive bands of mixed Sc $`d`$ \- In $`p`$ character that pass through them. The flat bands lead to a prominent peak in the density of states (DOS) around $`E_F`$. The GGA DOS at $`E_F`$ is $`N(E_F)=26.5`$ eV-1 per unit cell (two formula units).

This peak underlies the itinerant ferromagnetism of Sc3In, which occurs via the itinerant Stoner mechanism. We indeed find a ferromagnetic ground state in self-consistent calculations. The calculated GGA spin moment with the experimental structure is 3.0 $`\mu _B`$ per unit cell (i.e. 0.50 $`\mu _B`$/Sc). Again with the experimental crystal structure, local spin density approximation (LSDA) calculations give a smaller moment of 2.1 $`\mu _B`$ also on a per unit cell basis (0.35 $`\mu _B`$/Sc). The magnetic energies, defined as the energy difference between constrained non-spin-polarized and ferromagnetic states, are very small – 1.3 mRy/Sc in the GGA and only 0.2 mRy/Sc in the LSDA. It is not unusual for GGA calculations to yield a somewhat greater tendency towards magnetism than the LSDA,  but the magnitude of the difference here is large suggesting longitudinal magnetic softness. We note that both the LSDA and GGA spin magnetizations are considerably larger than experiment. Mattthias et al. reported a magnetic moment of 0.051 $`\mu _B`$/Sc, which is close to the value of 0.066 $`\mu _B`$/Sc found by Gardner et al. (Ref. ). This level of disagreement may be taken as indicating the importance of quantum critical fluctuations in Sc3In.

Density functional theory is in principle an exact ground state theory. It should, therefore, correctly describe the spin density of magnetic systems. However, common approximations to the exact density functional theory, such as the local spin density approximation (LSDA) and generalized gradient approximations (GGA), neglect Hubbard correlations beyond the mean field level, with the well known result that the magnetic tendency of strongly Hubbard correlated systems is often underestimated. Another type of correlations that are missed in these approximations are quantum spin fluctuations. This is because the LSDA and GGA are parameterized based on electron gasses with densities typical for atoms and solids. However, the uniform electron gas is very far from magnetism in this density range. The result for non-collinear magnetism in molecules is well known - a so called “spin-contamination” in which the LSDA predicts classical magnetism, with e.g. non-quantized magnetic moments and singlets described with non-zero, static, but canceling, spin densities on various sites. In solids near quantum critical points, the result is an overestimate of the magnetic moments and tendency towards magnetism (i.e. misplacement of the position of the critical point) due to neglect of the quantum critical fluctuations. Since it is very uncommon for the LSDA to significantly overestimate the tendency towards magnetism away from such critical points, we take the overestimate found here as evidence for the importance of quantum critical fluctuations in Sc3In. A similar overestimate was reported recently for ZrZn2,  which shows a critical point under pressure and coexistence of ferromagnetism and superconductivity.  Similarly, in Sr3Ru2O7, LSDA calculations predict a weakly ferromagnetic ground state,  while experimentally the material is a paramagnet very close to ferromagnetism.  Unfortunately, in Sc3In, the ordinary method of reaching the critical point by applying hydrostatic pressure does not work, since, as mentioned, it is known that the magnetism of this compound becomes more robust under modest pressures.

In order to investigate this further and to see if there is another way of reaching the critical point, we performed GGA calculations of the total energy, magnetic moment and electronic structure as a function of the structural parameters $`c`$ and $`a`$. These calculations were performed on a search grid with volume changes from -15% to +3% and $`c/a`$ ratios from -40% to +40%, both with respect to the experimental structure. The internal parameter $`x`$ was kept fixed at its ideal value during these calculations. A contour representation of the energy surface is given in Fig. 3. The calculated GGA structural parameters are in very close agreement with experiment. These were obtained by fitting the total energy surface $`E(c/a,V)`$ to a polynomial. The resulting equilibrium volume is $`V=187`$ Å3 per unit cell with the calculated $`c/a=0.809`$. The experimental values are $`V=185`$ Å3 and $`c/a=0.804`$. The calculated GGA constrained bulk modulus is 64 GPa (this is not strictly the same as the experimental bulk modulus as it is from a fit with a fixed $`c/a`$ ratio, while experimentally $`c/a`$ changes under hydrostatic pressure).

The variation of the calculated GGA spin moment as a function of $`V`$ and $`c/a`$ is shown in Fig. 4. The magnetic moment increases weakly under modest compression in agreement with the experimental trend,  and then decreases, but only weakly, at high compressions. Volume compressions above 16% are needed before the GGA spin magnetization falls below its zero pressure value. The variation with $`c/a`$ is stronger and more interesting. In particular, we find that the GGA magnetization has a maximum very close to the experimental $`c/a`$, which is also the $`c/a`$ ratio for which $`E_F`$ is in the center of the two heavy bands giving rise to the DOS peak that underlies magnetism. As $`c/a`$ is changed these bands shift with respect to $`E_F`$ and so as expected from extended Stoner theory the spin moment and magnetic energy is reduced.

Considering the importance of quantum critical fluctuations, which strongly reduce the GGA magnetization, we cannot predict the position of the critical point. However, it is clear that Sc3In is close to the critical point and that the magnetism can be suppressed with variations in the $`c/a`$ ratio. Accordingly, we expect that the critical point can be reached under modest uniaxial strain. Experimental investigation of the low temperature magnetic, thermodynamic and transport properties of high quality single crystals of Sc3In under uniaxial strain should be quite interesting.

We are grateful for helpful conversations with A.J. Millis, D. Mandrus I.I. Mazin and B.C. Sales. Work at the Naval Research Laboratory is supported by the Office of the Naval Research.