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# Possible realization of an ideal quantum computer in Josephson junction array

## I Introduction

Quantum computing Steane1998 ; Ekert1996  is in principle a very powerful technique for solving classic ’hard’ problems such as factorizing large numbers Shor1994  or sorting large lists Grover1996 . The remarkable discovery of quantum error correction algorithms Shor1995  shows there is no problem of principle involved in building a functioning quantum computer. However, implementation still seems dauntingly difficult: the essential ingredient of a quantum computer is a quantum system with $`2^K`$ (with $`K104106`$) quantum states which are degenerate (or nearly so) in the absence of external perturbations and are insensitive to the ’random’ fluctuations which exist in every real system, but which may be manipulated by controlled external fields with errors less $`10^410^6`$ (big system sizes, $`K`$, are needed to correct the errors, for smaller errors the size of the system, $`K`$, gets much smaller) Preskill1998 . Insensitivity to random fluctuations means that any coupling to the external environment neither induces transitions among these $`2^K`$ states nor changes the phase of one state with respect another. Mathematically, this means that one requires a system whose Hilbert space contains a $`2^K`$-dimensional subspace (called ’the protected subspace’Kitaev1997 ) within which any local operator $`\widehat{O}`$ has (to a high accuracy) only state-independent diagonal matrix elements: $`n|\widehat{O}|m=O_0\delta _{mn}+o(\mathrm{exp}(L))`$ where $`L`$ is a parameter such as the system size that can be made as large as desired. It has been very difficult to design a system which meets these criteria. Many physical systems (for example, spin glasses SG ) exhibit exponentially many essentially degenerate states, not connected to each other by local operators. However, the requirement that all diagonal matrix elements are equal (up to vanishingly small terms) is highly nontrivial and puts such systems in a completely new class. Parenthetically we note that such systems were discussed in philosophical terms by I. Kant (who termed them noumenons, in his thinking the noumenal world is impenetrable but contains comprehensible information) in Kant1781 .

One very attractive possibility, proposed in an important paper by Kitaev Kitaev1997  and developed further in Kitaev\_etal  involves a protected subspace Wen1990 ; Wen1991  created by a topological degeneracy of the ground state. Typically such degeneracy happens if the system has a conservation law such as the conservation of the parity of the number of ’particles’ along some long contour. Physically, it is clear that two states that differ only by the parity of some big number that can not be obtained from any local measurement are very similar to each other. The model proposed in Kitaev1997  has been shown to exhibit many properties of the ideal quantum computer; however before now no robust and practical implementation was known. In a recent paper we and others proposed a Josephson junction network which is an implementation of a similar model with protected degeneracy and which is possible (although difficult) to build in the laboratory Ioffe2002 .

In the present paper we develop ideas of Ioffe2002  proposing a new Josephson junction network that has a number of practical advantages. (i) This network operates in a phase regime (i.e. when Josephson energy is larger than the charging energy), which reduces undesired effects of parasitic stray charges. (ii) All Josephson junctions in this array are similar which should simplify the fabrication process. (iii) This system has $`2^K`$ degenerate ground states ’protected’ to even higher extent than in Ioffe2002 : matrix elements of local operators scale as $`\epsilon ^L`$, where $`\epsilon 0.1`$ is a measure of non-ideality of the system’s fabrication (e.g. the spread of critical currents of different Josephson junctions and geomertical areas of different elementary cells in the network) (iv) The new array does not require a fine tuning of its parameters into a narrow region. The relevant degrees of freedom of this new array are described by the model analogous to the one proposed in Kitaev1997 . Even when such system is small and contains only a few ’protected’ states its physical properties are remarkable: it is a superconductor with the elementary charge $`4e`$ and the decoherence time of the protected states can be made macroscopic allowing ’echo’ experiments.

Below we first describe the physical array, identify its relevant low energy degrees of freedom and the mathematical model which describes their dynamics. We then show how the protected states appear in this model, derive the parameters of the model and identify various corrections appearing in a real physical system and their effects. Finally, we discuss how one can manipulate these states in a putative quantum computer and the physical properties expected in a small arrays of this type.

## II Array

The basic building block of the lattice is a rhombus made of four Josephson junctions with each side of the rhombus containing one Josephson contact, these rhombi form a hexagonal lattice as shown in Fig. 1. We denote the centers of the hexagons by letters $`a,b\mathrm{}`$ and the individual rhombi by $`(ab),(cd)\mathrm{}`$, because each rhombus is one-to-one correspondence with the link $`(ab)`$ between the sites of the triangular lattice dual to the hexagonal lattice. The lattice is placed in a uniform magnetic field so that the flux through each rhombus is $`\mathrm{\Phi }_0/2`$. The geometry is chosen in such a way that the flux, $`\mathrm{\Phi }_s`$ through each David’s star is a half-integer multiple of $`\mathrm{\Phi }_0`$: $`\mathrm{\Phi }=(n_s+\frac{1}{2})\mathrm{\Phi }_0`$. 111 The flux $`\mathrm{\Phi }_s`$ can be also chosen so that it is an integer multiple of $`\mathrm{\Phi }_0`$: this would not change significantly the final results but would change intermediate arguments and make them longer, so for clarity we discuss in detail only the half-integer case here. Note, however, that the main quantitatve effect of this alternative choice of the flux is beneficial: it would push up the phase transition line separating the topological and superconducting phases shown in Fig. 3 for half integer case.  Finally, globally the lattice contains a number, $`K`$, of big openings (the size of the opening is much larger than the lattice constant, a lattice with $`K=1`$ is shown in Fig. 1a). The dimension of the protected space will be shown to be equal $`2^K`$. The system is characterized by the Josephson energy, $`E_J=\frac{\mathrm{}}{2e}I_c`$, of each contact and by the capacitance matrix of the islands (vertices of the lattice). We shall assume (as is usually the case) that the capacitance matrix is dominated by the capacitances of individual junctions, we write the charging energy as $`E_C=\frac{e2}{2C}`$. The ’phase regime’ of the network mentioned above implies that $`E_J>E_C`$. The whole system is described by the Lagrangian

$$=\underset{(ij)}{}\frac{1}{16E_C}(\dot{\varphi _i}\dot{\varphi _j})2+E_J\mathrm{cos}(\varphi _i\varphi _ja_{ij})$$
(1)
where $`\varphi _i`$ are the phases of individual islands and $`a_{ij}`$ are chosen to produce the correct magnetic fluxes. The Lagrangian (1) contains only gauge invariant phase differences, $`\varphi _{ij}=\varphi _i\varphi _ja_{ij}`$, so it will be convenient sometimes to treat them as independent variables satisfying the constraint $`_\mathrm{\Gamma }\varphi _{ij}=2\pi \mathrm{\Phi }_\mathrm{\Gamma }/\mathrm{\Phi }_0+2\pi n`$ where the sum is taken over closed loop $`\mathrm{\Gamma }`$ and $`n`$ is arbitrary integer.

As will become clear below, it is crucial that the degrees of freedom at the boundary have dynamics identical to those in the bulk. To ensure this one needs to add additional superconducting wires and Josephson junctions at the boundary. There are a few ways to do this, two examples are shown in Fig. 1a and Fig. 1b: type I boundary (entire length of boundaries in Fig. 1a, parts $`AB`$, $`CD`$) and type II boundary ($`BC`$, $`AD`$). For both types of boundaries one needs to include in each boundary loop the flux which is equal to $`Z_b\pi /2`$ where $`Z_b`$ is coordination number of the dual triangular lattice site. For instance, for the four coordinated boundary sites one needs to enclose the integer flux in these contours. In type I boundary the entire boundary corresponds to one degree of freedom (phase at some point) while type II boundary includes many rhombi so it contains many degrees of freedom.

Note that each (inner and outer) boundary shown in Fig. 1a contains one rhombus; we included it to allow flux to enter and exit through the boundary when it is energetically favorable.

## III Ground state, excitations and topological order

In order to identify the relevant degrees of freedom in this highly frustrated system we consider first an individual rhombus. As a function of the gauge invariant phase difference between the far ends of the rhombus the potential energy is

$$U(\varphi _{ij})=2E_J(|\mathrm{cos}(\varphi _{ij}/2)|+|\mathrm{sin}(\varphi _{ij}/2)|).$$
(2)
This energy has two equivalent minima, at $`\varphi _{ij}=\pm \pi /2`$ which can be used to construct elementary unprotected qubit, see Ioffe2001 . In each of these states the phase changes by $`\pm \pi /4`$ in each junction clockwise around the rhombus. We denote these states as $`|`$ and $`|`$ respectively. In the limit of large Josephson energy the space of low energy states of the full lattice is described by these binary degrees of freedom, the set of operators acting on these states is given by Pauli matrices $`\sigma _{ab}^{x,y,z}`$. We now combine these rhombi into hexagons forming the lattice shown in Fig. 1. This gives another condition: the sum of phase differences around the hexagon should equal to the flux, $`\mathrm{\Phi }_s`$ through each David’s star inscribed in this hexagon. The choice $`\varphi _{ij}=\pi /2`$ is consistent with flux $`\mathrm{\Phi }_s`$ that is equal to a half integer number of flux quanta. This state minimizes the potential energy (2) of the system. This is, however, not the only choice. Although flipping the phase of one dimer changes the phase flux around the star by $`\pi `$ and thus is prohibited, flipping two, four and six rhombi is allowed; generally the low energy configurations of $`U(\varphi )`$ satisfy the constraint

$$\widehat{P}_a=\underset{b}{}\sigma _{ab}^z=1$$
(3)
where the product runs over all neighbors, $`b`$, of site $`a`$. The number of (classical) states satisfying the constraint (3) is still huge: the corresponding configurational entropy is extensive (proportional to the number of sites). We now consider the charging energy of the contacts, which results in the quantum dynamics of the system. We show that it reduces this degeneracy to a much smaller number $`2^K`$. The dynamics of the individual rhombus is described by a simple Hamiltonian $`H=\stackrel{~}{t}\sigma _x`$ but the dynamics of a rhombus embedded in the array is different because individual flips are not compatible with the constraint (3). The simplest dynamics compatible with (3) contains flips of three rhombi belonging to the elementary triangle, $`(a,b,c)`$, $`\widehat{Q}_{(abc)}=\sigma _{ab}^x\sigma _{bc}^x\sigma _{ca}^x`$ and therefore the simplest quantum Hamiltonian operating on the subspace defined by (3) is

$$H=r\underset{(abc)}{}Q_{(abc)}$$
(4)
We discuss the derivation of the coefficient $`r`$ in this Hamiltonian and the correction terms and their effects below but first we solve the simplified model (3,4) and show that its ground state is “protected” in the sense described above and that excitations are separated by the gap. 222In a rotated basis $`\sigma ^x\sigma ^z`$, $`\sigma ^z\sigma ^x`$ this model is reduced to a special case of $`Z_2`$ lattice gauge theory Wegner1971 ; Balian1975  which contains only magnetic term in the Hamiltonian with the constraint (3) playing a role a gauge invariance condition.

Clearly, it is very important that the constraint is imposed on all sites, including boundaries. Evidently, some boundary hexagons are only partially complete but the constraint should be still imposed on the corresponding sites of the corresponding triangular lattice. This is ensured by additional superconducting wires that close the boundary hexagons in Fig. 1.

We note that constraint operators commute not only with the full Hamiltonian but also with individual $`\widehat{Q}_{(abc)}`$: $`[\widehat{P}_a,\widehat{Q}_{(abc)}]=0`$. The Hamiltonian (4) without constraint has an obvious ground state, $`|0`$, in which $`\sigma _{ab}^x=1`$ for all rhombi. This ground state, however, violates the constraint. This can be fixed noting that since operators $`\widehat{P}_a`$ commute with the Hamiltonian, any state obtained from $`|0`$ by acting on it by $`\widehat{P}_a`$ is also a ground state. We can now construct a true ground state satisfying the constraint by

$$|G=\underset{a}{}\frac{1+\widehat{P}_a}{\sqrt{2}}|0$$
(5)
Here $`\frac{1+\widehat{P}_a}{\sqrt{2}}`$ is a projector onto the subspace satisfying the constraint at site $`a`$ and preserving the normalization.

Obviously, the Hamiltonian (4) commutes with any product of $`\widehat{P}_a`$ which is equal to to the product of $`\sigma _{ab}^z`$ operators around a set of closed loops. These integrals of motion are fixed by the constraint. However, for a topologically non-trivial system there appear a number of other integrals of motion. For a system with $`K`$ openings a product of $`\sigma _{ab}^z`$ operators along contour, $`\gamma `$ that begins at one opening and ends at another (or at the outer boundary, see Fig. 2)

$$\widehat{T_q}=\underset{(\gamma _q)}{}\sigma _{ab}^z$$
(6)
commutes with Hamiltonian and is not fixed by the constraint. Physically these operators count the parity of ’up’ rhombi along such contour. The presence of these operators results in the degeneracy of the ground state. Note that multiplying such operator by an appropriate $`\widehat{P}_a`$ gives similar operator defined on the shifted contour so all topologically equivalent contours give one new integral of motion. Further, multiplying two operators defined along the contours beginning at the same (e.g. outer) boundary and ending in different openings, $`A`$, $`B`$ is equivalent to the operator defined on the contour leading from $`A`$ to $`B`$, so the independent operators can be defined (e.g.) by the set of contours that begin at one opening and ends at the outer boundary. The state $`|G`$ constructed above is not an eigenstate of these operators but this can be fixed defining

$$|G_f=\underset{q}{}\frac{1+c_q\widehat{T_q}}{\sqrt{2}}|G$$
(7)
where $`c_q=\pm 1`$ is the eigenvalue of $`\widehat{T_q}`$ operator defined on contour $`\gamma _q`$. Equation (7) is the final expression for the ground state eigenfunctions.

Construction of the excitations is similar to the construction of the ground state. First, one notices that since all operators $`\widehat{Q}_{abc}`$ commute with each other and with the constraints, any state of the system can be characterized by the eigenvalues ($`Q_{abc}=\pm 1`$) of $`\widehat{Q}_{abc}`$. The lowest excited state correspond to only one $`Q_{abc}`$ being $`1`$. Notice that a simple flip of one rhombus (by operator $`\sigma _{(ab)}^z`$ somewhere in the system changes the sign of two $`Q_{abc}`$ eigenvalues corresponding to two triangles to which it belongs. To change only one $`Q_{abc}`$ one needs to consider a continuous string of these flip operators starting from the boundary: $`|(abc)=v_{(abc)}|0`$ with $`v_{(abc)}=_\gamma ^{}\sigma _{(cd)}^z`$ where the product is over all rhombi $`(cd)`$ that belong to the path, $`\gamma ^{}`$, that begins at the boundary and ends at $`(abc)`$ (see Fig. 2 which shows one such path). This operator changes the sign of only one $`Q_{abc}`$, the one that corresponds to the ’last’ triangle. This construction does not satisfy the constraint, so we have to apply the same ’fix’ as for the ground state construction above

$$|v_{(abc)}=\underset{q}{}\frac{1+c_q\widehat{T_q}}{\sqrt{2}}\underset{a}{}\frac{1+\widehat{P}_a}{\sqrt{2}}v_{(abc)}|0$$
(8)
to get the final expression for the lowest energy excitations. The energy of each excitation is $`2r`$. Note that a single flip excitation at a rhombus $`(ab)`$ can be viewed as a combination of two elementary excitations located at the centers of the triangles to which rhombus $`(ab)`$ belongs and has twice their energy. Generally, all excited states of the model (4) can be characterized as a number of elementary excitations (8), so they give exact quasiparticle basis. Note that creation of a quasiparticle at one boundary and moving it to another is equivalent to the $`\widehat{T}_q`$ operator, so this process acts as $`\tau _q^z`$ in the space of the $`2^K`$ degenerate ground states. As will be shown below, in the physical system of Josephson junctions these excitations carry charge $`2e`$ so that $`\tau _q^z`$ process is equivalent to the charge $`2e`$ transfer from one boundary to another.

Consider now the matrix elements, $`O_{\alpha \beta }=G_\alpha |\widehat{O}|G_\beta `$ of a local operator, $`\widehat{O}`$, between two ground states, e.g. of an operator that is composed of a small number of $`\sigma _{ab}`$. To evaluate this matrix element we first project a general operator onto the space that satisfies the constraint: $`\widehat{O}𝒫\widehat{O}𝒫`$ where $`𝒫=_a\frac{1+\widehat{P}_a}{2}`$. The new (projected) operator is also local, it has the same matrix elements between ground states but it commutes with all $`\widehat{P}_a`$. Since it is local it can be represented as a product of $`\sigma _z`$ and $`\widehat{Q}`$ operators which implies that it also commutes with all $`\widehat{T_q}`$. Thus, its matrix elements between different states are exactly zero. Further, using the fact that it commutes with $`\widehat{P}_a`$ and $`\widehat{T_q}`$ we write the difference between its diagonal elements evaluated between the states that differ by a parity over contour $`q`$ as

$$O_+O_{}=0|\underset{i}{}\frac{1+\widehat{P}_i}{\sqrt{2}}\widehat{T_q}\widehat{O}|0$$
(9)
This equation can be viewed as a sum of products of $`\sigma _z`$ operators. Clearly to get a non-zero contribution each $`\sigma ^z`$ should enter even number of times. Each $`\widehat{P}`$ contains a closed loop of six $`\sigma ^z`$ operators, so any product of these terms is also a collection of a closed loops of $`\sigma ^z`$. In contrast to it, operator $`\widehat{T}_q`$ contains a product of $`\sigma ^z`$ operators along the loop $`\gamma `$, so the product of them contains a string of $`\sigma _z`$ operators along the contour that is topologically equivalent to $`\gamma `$. Thus, one gets a non-zero $`O_+O_{}`$ only for the operators $`\widehat{O}`$ which contain a string of $`\sigma ^z`$ operators along the loop that is topologically equivalent to $`\gamma `$ which is impossible for a local operator. Thus, we conclude that for this model all non-diagonal matrix elements of a local operator are exactly zero while all diagonal are exactly equal.

## IV Effect of physical perturbations

We now come back to the original physical system described by the Lagrangian (1) and derive the parameters of the model (4) and discuss the most important corrections to it and their effect. We begin with the derivation. In the limit of small charging energy the flip of three rhombi occurs by a virtual process in which the phase, $`\varphi _i`$ at one (6-coordinated) island, $`i`$, changes by $`\pi `$. In the quasiclassical limit the phase differences on the individual junctions are $`\varphi _{ind}=\pm \pi /4`$; the leading quantum process changes the phase on one junction by $`3\pi /2`$ and on others by $`\pi /2`$ changing the phase across the rhombus $`\varphi \varphi +\pi `$. The phase differences, $`\varphi `$, satisfy the constraint that the sum of them over the closed loops remain $`2\pi (n+\mathrm{\Phi }_s/\mathrm{\Phi }_0)`$. The simplest such process preserves the symmetry of the lattice, and changes simultaneously the phase differences on the three rhombi containing island $`i`$ keeping all other phases constant. The action for such process is three times the action of elementary transitions of individual rhombi, $`S_0`$:

$$rE_J^{3/4}E_C^{1/4}\mathrm{exp}(3S_0),S_0=1.61\sqrt{E_J/E_C}$$
(10)
In the alternative process the phase differences between $`i`$ and other islands change in turn, via high energy intermediate state in which one phase difference has changed while others remained close to their original values. The estimate for this action shows that it is larger than $`3S_0`$, so (10) gives the dominating contribution. There are in fact many processes that contribute to this transition: the phase of island $`i`$ can change by $`\pm \pi `$ and in addition in each rombus one can choose arbitrary the junction in which the phase changes by $`\pm 3\pi /2`$; the amplitude of all these processes should be added. This does not change the result qualitatively unless these amplitudes exactly cancel each other, which happens only if the charge of the island is exactly half-integer (because phase and charge are conjugate the amplitude difference of the processes that are different by $`2\pi `$ is $`\mathrm{exp}(2\pi iq)`$ ). We assume that in a generic case this cancellation does not occur. External electrical fields (created by e.g. stray charges) might induce non-integer charges on each island which would lead to a randomness in the phase and amplitude of $`r`$. The phase of $`r`$ can be eliminated by a proper gauge transformation $`|_{ab}e^{i\alpha _{ab}}|_{ab}`$ and has no effect at all. The amplitude variations result in a position dependent quasiparticle energy.

We now consider the corrections to the model (4). One important source of corrections is the difference of the actual magnetic flux through each rhombus from the ideal value $`\mathrm{\Phi }_0/2`$. If this difference is small it leads to the bias of ’up’ versus ’down’ states, their energy difference becomes $`2ϵ=2\pi \sqrt{2}\frac{\delta \mathrm{\Phi }_d}{\mathrm{\Phi }_0}E_J`$. Similarly, the difference of the actual flux through David’s star and the difference in the Josephson energies of individual contacts leads to the interaction between ’up’ states:

$$\delta H_1=\underset{(ab)}{}V_{ab}\sigma _{ab}^z+\underset{(ab),(cd)}{}V_{(ab),(cd)}\sigma _{ab}^z\sigma _{cd}^z$$
(11)
where $`V_{ab}=ϵ`$ for uniform field deviating slightly from the ideal value and $`V_{(ab),(cd)}0`$ for rhombi belonging to the same hexagon. Consider now the effect of perturbations described by $`\delta H_1`$, Eq. (11). These terms commute with the constraint but do not commute with the main term, $`H`$, so the ground state is no longer $`|G_\pm `$. In other words, these terms create excitations (8) and give them kinetic energy. In the leading order of the perturbation theory the ground state becomes $`|G_\pm +\frac{ϵ}{4r}_{(ab)}\sigma _{(ab)}^z|G_{i\pm }`$ Qualitatively, it corresponds to the appearance of virtual pairs of quasiparticles in the ground state. The density of these quasiparticles is $`\frac{ϵ}{r}`$. As long as these quasiparticles do not form a topologically non-trivial string all previous conclusions remain valid. However, there is a non-zero amplitude to form such string - it is now exponential in the system size. With exponential accuracy this amplitude is $`(\frac{ϵ}{2r})^L`$ which leads to an energy splitting of the two ground state levels and the matrix elements of typical local operators of the same order $`E_+E_{}O_+O_{}(\frac{ϵ}{2r})^L`$.

The physical meaning of the $`v_{(abc)}`$ excitations become more clear if one consider the effect of the addition of one $`\sigma ^z`$ operator to the end of the string defining the quasiparticle: it results in the charge transfer of $`2e`$ across this last rhombus. To prove this, note that the wave function of a superconductor corresponding to the state which is symmetric combination of $`|`$ and $`|`$ is periodic with period $`\pi `$ and thus corresponds to charge which is multiple of $`4e`$ while the antisymmetric corresponds to charge $`(2n+1)2e`$. The action of one $`\sigma _z`$ induces the transition between these states and thus transfers the charge $`2e`$. Thus, these excitations carry charge $`2e`$. Note that continuous degrees of freedom are characterized by the long range order in $`\mathrm{cos}(2\varphi )`$ and thus correspond to the condensation of pairs of Cooper pairs. In other words, this system superconducts with elementary charge $`4e`$ and has a gap, $`2r`$, to the excitations carrying charge $`2e`$. Similar pairing of Cooper pairs was shown to occur in a chain of rhombi in a recent paper Doucot2002 ; formation of a classical superconductive state with effective charge $`6e`$ in frustrated Kagome wire network was predicted in Huse2001 .

The model (4) completely ignores the processes that violate the constraint at each hexagon. Such processes might violate the conservation of the topological invariants $`\widehat{T}_q`$ and thus are important for a long time dynamics of the ground state manifold. In order to consider these processes we need to go back to the full description involving the continuous superconducting phases $`\varphi _i`$. Since potential energy (2) is periodic in $`\pi `$ it is convenient to separate the degrees of freedom into continuous part (defined modulus $`\pi `$) and discrete parts. Continuous parts have a long range order: $`<\mathrm{cos}(2\varphi _02\varphi _r)>1`$. The elementary excitations of the continuous degrees of freedom are harmonic oscillations and vortices. The harmonic oscillations interact with discrete degrees of freedom only through the local currents that they generate, further the potential (2) is very close to the quadratic, so we conclude that they are practically decoupled from the rest of the system. In contrast to this vortices have an important effect. By construction, the elementary vortex carries flux $`\pi `$ in this problem. Consider the structure of these vortices in a greater detail. The superconducting phase should change by $`0`$ or $`2\pi `$ when one moves around a closed loop. In a half vortex this is achieved if the gradual change by $`\pi `$ is compensated (or augmented) by a discrete change by $`\pi `$ on a string of rhombi which costs no energy. Thus, from the viewpoint of discrete degrees of freedom the position of the vortex is the hexagon where constraint (3) is violated. The energy of the vortex is found from the usual arguments

$$E_v(R)=\frac{\pi E_J}{4\sqrt{6}}\left(\mathrm{ln}\left(R\right)+c\right),c1.2;$$
(12)
it is logarithmic in the vortex size, $`R`$. The process that changes the topological invariant, $`\widehat{T}_q`$ is the one in which one half vortex completes a circle around an opening. The amplitude of such process is exponentially small: $`(\stackrel{~}{t}/E_v(D))^\mathrm{\Lambda }`$ where $`\stackrel{~}{t}`$ is the amplitude to flip one rhombus and $`\mathrm{\Lambda }`$ is the length of the shortest path around the opening. In the quasiclassical limit the amplitude $`\stackrel{~}{t}`$ can be estimated analogously to (10): $`\stackrel{~}{t}\sqrt{E_JE_Q}\mathrm{exp}(S_0)`$. The half vortices would appear in a realistic system if the flux through each hexagon is systematically different from the ideal half integer value. The presence of free vortices destroys topological invariants, so a realistic system should either be not too large ( so that deviations of the total flux do not induce free vortices) or these vortices should be localized in prepared traps (e.g. David’s stars with fluxes slightly larger or smaller than $`\mathrm{\Phi }_s`$). If the absence of half vortices the model is equivalent to the Kitaev model Kitaev1997  placed on triangular lattice in the limit of the infinite energy of the excitation violating the constraints.

Quantitatively, the expression for the parameters of the model (4) become exact only if $`E_JE_C`$. One expects, however, that the qualitative conclusions remain the same and the formulas derived above provide good estimates of the scales even for $`E_JE_C`$, provided that charging energy is not so large as to result in a phase transition to a different phase. One expects this transition to occur at $`E_c^{}=\eta E_J`$ with $`\eta 1`$ which exact value can be reliably determined only from numerical simulations. Practically, since the perturbations induced by flux deviations from $`\mathrm{\Phi }_0`$ are proportional to $`\frac{\delta \mathrm{\Phi }}{\mathrm{\Phi }_0}\frac{E_J}{r}`$ and $`r`$ becomes exponentially small at small $`E_C`$, the optimal choice of the parameters for the physical system is $`E_CE_C^{}`$. We show the schematics of the phase diagram in Fig. 3. 333 We assume that transition to insulating phase is direct, another alternative is the intermediate phase in which the energy of the vortex becomes finite instead of being logarithmic. If this phase indeed exists it is likely to have properties more similar to the one discussed in Kitaev1997 .  The ’topological’ phase is stable in a significant part of the phase diagram, further since the vortex excitations have logarithmic energy, we expect that this phase survives at finite temperatures as well. In the thermodynamic limit, at $`T0`$ one gets a finite density of $`2e`$ carrying excitations ($`n_v\mathrm{exp}(2r/T)`$) but the vortices remain absent as long as temperature is below BKT-like depairing transition for half-vortices.

## V Quantum manipulations

We now discuss the manipulation of the protected states formed in this system. First, we note that the topological invariant $`\widehat{T_q}`$ has a simple physical meaning - it is the total phase difference (modulus $`2\pi `$) between the inner and outer boundaries. This means that measuring this phase difference measures the state of the qubit. Also, introducing a weak coupling between these boundaries by a very weak Josephson circuit (characterized by a small energy $`ϵ_J`$) would change the phase of these states in a controllable manner, e.g. in a unitary transformation $`U^z=\mathrm{exp}(iϵ_Jt\tau _q^z)`$. The transformation coupling two qubits can be obtained if one introduces a weak Josephson circuit that connects two different inner boundaries (corresponding to different qubits). Analogously, the virtual process involving half vortex motion around the opening gives the tunneling amplitude, $`ϵ_t`$ between topological sectors, e.g. unitary transformation $`U^x=\mathrm{exp}(itϵ_t\tau _q^x)`$. This tunneling can be controlled by magnetic field if the system is prepared with some number of vortices that are pinned in the idle state in a special plaquette where the flux is integer. The slow (adiabatic) change of this flux to towards a normal (half-integer) value would release the vortex and result in the transitions between topological sectors with $`ϵ_t\stackrel{~}{t}/D2`$

These operations are analogous to usual operations on a qubit and are prone to usual source of errors. This system, however, allows another type of operation that are naturally discrete. As we show above the transmission of the elementary quasiparticle across the system changes its state by $`\tau _q^z`$. This implies that a discrete process of one pair transfer across the system is equivalent to the $`\tau _q^z`$ transformation. Similarly, a controlled process in which a vortex is moved around a hole results in a discrete $`\tau _q^x`$ transformation. Moreover, this system allow one to make discrete transformations such as $`\sqrt{\tau ^{x,z}}`$. Consider, for instance, a process in which by changing the total magnetic flux through the system one half vortex is placed in a center of the system shown in Fig. 1b and then released. It can escape through the left or through the right boundary, in one case the state does not change, in another it changes by $`\tau _x`$. The amplitudes add resulting in the operation $`\frac{1+i\tau ^x}{\sqrt{2}}`$. Analogously, using the electrostatic gate(s) to pump one charge $`2e`$ from one boundary to the island in the center of the system and then releasing it results in a $`\frac{1+i\tau ^z}{\sqrt{2}}`$ transformation. This type of processes allow a straightforward generalization for the array with many holes: there extra half vortex or charge should be placed at equal distances from the inner and outer boundaries.

## VI Physical properties of small arrays

Even without these applications for quantum computation the physical properties of this array are remarkable: it exhibits a long range order in the square of the usual superconducting order parameter: $`\mathrm{cos}(2(\varphi _0\varphi _r))1`$ without the usual order: $`\mathrm{cos}(\varphi _0\varphi _r)=0`$; the charge transferred through the system is quantized in the units of $`4e`$. This can be tested in a interference experiment sketched in Fig. 1b, as a function of external flux, $`\mathrm{\Phi }_m`$ the supercurrent through the loop should be periodic with half the usual period. This simpler array can be also used for a kind of ’spin-echo’ experiment: applying two consecutive operations $`\frac{1+i\tau _x}{\sqrt{2}}`$ described above should give again a unique classical state while applying only one of them should result in a quantum superposition of two states with equal weight.

The echo experiment can be used to measure the decoherence time in this system. Generally one distinguishes processes that flip the classical states and the ones that change their relative phases. In NMR literature the former are referred to as transverse relaxation and the latter as longitudinal one. The transverse relaxation occurs when a vortex is created and then moved around the opening by an external noise. Assuming a thermal noise, we estimate the rate of this process $`\tau _{}^1\stackrel{~}{t}\mathrm{exp}(E_V(L)/T)`$. Similarly, the transfer of a quasiparticle from the outer to the inner boundary changes the relative phase of the two states, leading to a longitudinal relaxation. This rate is proportinal to the density of quasiparticles, $`\tau _{}^1=\mathrm{exp}(2r/T)`$. The coefficient $``$ depends on the details of the physical system. In an ideal system with some nonzero uniform value of $`ϵ`$ (defined above (11)) quasiparticles are delocalized and $`ϵ/L2`$. Random deviations of fluxes $`\mathrm{\Phi }_r`$ from half-integer value produce randomness in $`ϵ`$, in which case one expects Anderson localization of quasiparticles due to off-diagonal disorder, with localization length of the order of lattice spacing, thus $`\overline{ϵ}\mathrm{exp}(cL)`$ with $`c1`$, and $`\overline{ϵ}`$ is the typical value of $`ϵ`$. Stray charges induce randomness in the values of $`r`$, i.e. add some diagonal disorder. When the random part of $`r`$, $`\delta r`$ becomes larger than $`\overline{ϵ}`$ the localization becomes stronger: $`\overline{ϵ}(\overline{ϵ}/\overline{\delta r})^L`$ where $`\overline{\delta r}`$ is the typical value of $`\delta r`$. Upon a further increase of stray charge field there appear rare sites where $`r_i`$ is much smaller than an average value. Such site acts as an additional openings in the system. If the density of these sites is significant, the effective length that controls the decoherence becomes the distance between these sites. For typical $`E_V(L)E_J2K`$ the transverse relaxation time reaches seconds for $`T0.1K`$ while realistic $`ϵ/r0.1`$ imply that due to a quasiparticle localization in a random case the longitudinal relaxation reaches the same scale for systems of size $`L10`$; note that temperature $`T`$ has to be only somewhat lower than the excitation gap, $`2r`$, in order to make the longitudinal rate low.

Most properties of the array are only weakly sensitive to the effect of stray charges: as discussed above, they result in a position dependent quasiparticle potential energy which has very little effect because these quasiparticles had no kinetic energy and were localized anyway. A direct effect of stray charges on the topologically protected subspace can be also physically described as a effect of the electrostatic potential on the states with even and odd charges at the inner boundary; since the absolute value of the charge fluctuates strongly this effect is exponentially weak.

Finally, we remark that the properties of the excitations and topological order parameter exhibited by this system are in many respects similar to the properties of the ring exchange and frustrated magnets models discussed recently in Wen1990 ; Wen1991 ; Read1989 ; Read1991 ; Kivelson1989 ; Senthil2001a ; Senthil2001b ; Balents2001 ; Fisher2002 ; Misguich2002 ; Motrunich2002 ; Fendley2002 ; Ioselevich2002 .

## VII Conclusion

We have shown a Josephson junction array of a special type (shown in Fig. 1) has a degenerate ground state described by a topological order parameter. The manifold of these states is protected in the sense that local perturbations have exponentially weak effect on their relative phases and transition amplitudes. The main building block of the array is the rhombus which has two (almost) degenerate states, in the array discussed here these rhombi are assembled into hexagons but we expect that lattices in which these rhombi form other structures would have similar properties. However, the dynamics of these arrays is described by quartic (or higher) order spin exchange terms which have larger barrier in a quasiclassical regime implying that their parameter $`r`$ is much smaller than in for the array considered here. This makes them more difficult to built in the interesting regime.

We are grateful to G. Blatter, D. Ivanov, S. Korshunov, A. Larkin, A. Millis, B. Pannetier and E. Serret for the discussions and useful comments and to LPTMS, Orsay and to LSI, Ecole Polytechnique for their hospitality which allowed this work to be completed. LI is thankful to K. Le Hur for inspiring discussions. MF was supported by SCOPES program of Switzerland, Dutch Organization for Fundamental research (NWO), RFBR grant 01-02-17759, the program “Quantum Macrophysics” of RAS and Russian Ministry of Science.


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# Adiabatic invariance with first integrals of motion

Present address:\] Box 1843, Brown University, Providence, RI 02912, USA.

## Abstract

The construction of a microthermodynamic formalism for isolated systems based on the concept of adiabatic invariance is an old but seldom appreciated effort in the literature, dating back at least to P. Hertz \[Ann. Phys. (Leipzig) 33, 225 (1910)\]. An apparently independent extension of such formalism for systems bearing additional first integrals of motion was recently proposed by Hans H. Rugh \[Phys. Rev. E 64, 055101 (2001)\], establishing the concept of adiabatic invariance even in such singular cases. After some remarks in connection with the formalism pioneered by Hertz, it will be suggested that such an extension can incidentally explain the success of a dynamical method for computing the entropy of classical interacting fluids, at least in some potential applications where the presence of additional first integrals cannot be ignored.

Ergodic adiabatic invariance; Adiabatic switching method; Molecular dynamics ensemble

Consider an isolated collection of particles with $`f`$ degrees of freedom evolving in time according to the usual laws of classical particle mechanics (e.g., a gas of $`N=f/3`$ particles inside a closed cylinder). The dynamics of this system can be uniquely described by a trajectory in the $`2f`$-dimensional phase space of the canonically conjugate variables $`𝐪=(q_1,\mathrm{},q_f)`$ and $`𝐩=(p_1,\mathrm{},p_f)`$. Let $`H(𝐪,𝐩;\lambda )`$ be the Hamiltonian of the system depending (for simplicity) on a single external parameter $`\lambda `$ (e.g., the volume set by the position of the piston in the cylinder). Assume further that no other first integrals exist (see below, however). Then, for constant $`\lambda `$, the trajectory of the system will be confined to and will (almost) fill out the whole surface of constant energy $`H(𝐪,𝐩;\lambda )=E_\lambda `$, provided ergodicity is assumed. Consider now a process in which $`\lambda =\lambda (t)`$ varies very slowly in comparison to a typically small “observation time” $`\tau `$, which in turn is a sufficiently large quantity with regard to microscopic processes such that time averages of phase space functions taken over it approximate the corresponding microcanonical averages at constant $`\lambda `$ (this is an idealized instance of an otherwise precisely observed process, e.g. a reversible compression/expansion of the gas in the cylinder above). Such processes are usually referred to as adiabatic (though an additional quasistatic qualifier would be certainly very welcome), and it was shown by P. Hertz in his papers titled “On the Mechanical Foundations of Thermodynamics” Hertz (1910a, b) that the ($`\tau `$-averaged) phase space space volume $`\mathrm{\Omega }(E,\lambda )`$ enclosed by the surfaces of constant energy $`H(𝐪,𝐩;\lambda )=E_\lambda `$ is a conserved quantity during processes of this kind (justifying then the label adiabatic invariant), much like the macroscopic entropy of Clausius under the same conditions. Thermodynamics could thus be constructed from mechanical arguments, leading directly to a microscopic form of entropy, $`S_\mathrm{\Omega }=\mathrm{ln}\mathrm{\Omega }`$, which should be contrasted to the usual form inspired by Boltzmann’s ideas involving the phase space area $`\omega =\mathrm{\Omega }/E`$, $`S_\omega =\mathrm{ln}\omega `$, the difference between these two being particularly relevant for finite systems Berdichevsky (1988); Umirzakov (1999); Adib (2002). These results of Hertz were greatly appreciated by Einstein (see Einstein (1911) in particular) and are often taken as the starting point of statistical mechanics in the German literature Münster (1969); Becker (1967). However, these simple and elegant observations seem to have escaped the attention of modern Huang (1987); Pathria (1996); Reichl (1998) and even classic Landau and Lifshitz (1980) treatments (some rare exceptions are Refs. Kubo (1965); Berdichevsky (1997)). The underlying derivation is simple and accessible and thus will not be reproduced here (this so-called ergodic adiabatic invariance problem, however, is far from being exhausted by Hertz’s original papers, being constantly addressed at different levels in the literature, see e.g. Kasuga (1961); Ott (1979); Lochak and Meunier (1988); Jarzynski (1993)). It suffices to mention here that, in connecting Rugh’s derivation with Hertz’s results, an infinitesimal change of the parameter $`\lambda `$ under the presence of parameter-independent first integrals $`F_i(𝐪,𝐩)=I_i`$ maintains straightforwardly the adiabatic conservation of the phase space volume $`\mathrm{\Omega }(E,I,\lambda )`$, with $`I\{I_i\}`$, and thence of the entropy $`S_\mathrm{\Omega }`$, this observation following immediately from the fact that $`(\mathrm{\Omega }/I_i)dI_i=0`$ under a change $`d\lambda `$ (compare, for example, Eq. (I 236) of Ref. Münster (1969) or Eq. (34.4) in Ref. Becker (1967)). Another important result presented in Ref. Rugh (2001) was the possibility of computing the “bulk” temperature by means of a microcanonical (and therefore temporal) average at constant $`E,I`$ and $`\lambda `$, namely $`T_\mathrm{\Omega }=𝐘H(𝐘)|E,I,\lambda `$, with $`𝐘`$ parallel to the surfaces $`F_i(𝐪,𝐩)=I_i`$ and satisfying $`𝐘=1`$. I note in passing that a similar form of this generalized equipartition theorem was obtained by Münster Münster (1969) for the case of arbitrary cyclic coordinates present in the Hamiltonian (which when cast in terms of appropriate variables, e.g. center-of-mass for the conservation of linear and angular momentum or action-angle for more general integrals, translates essentially into the above requirement of parallelism).

Finally, I would like to bring attention to the fact that the extension provided by Rugh of Hertz’s original ideas can incidentally explain the success of the so-called “adiabatic switching method” Watanabe and Reinhardt (1990) for computing entropies of classical interacting fluids (which is one of the very few works to make explicit use of Hertz’s results), at least for the applications discussed below. This method takes full advantage of the adiabatic invariance of $`S_\mathrm{\Omega }`$ by initially considering a “reference” system with Hamiltonian $`H_0`$ whose entropy is known explicitly (e.g., an ideal gas) and slowly turning on the interactions such that the final Hamiltonian equals the desired one, $`H_1`$. If this process is sufficiently slow, it can be considered as adiabatic (in the sense defined above), the phase space volume $`\mathrm{\Omega }(E,\lambda )`$ (and thus the entropy $`S_\mathrm{\Omega }`$) being a conserved quantity throughout the whole switching process 111Although the use of an ideal system is incompatible with ergodicity and thus, in principle, should prevent the method from working, surprisingly neither ergodic time-scales nor ergodicity itself seems to be essential, suggesting that the latter is not a necessary but rather a sufficient condition for its success Watanabe and Reinhardt (1990).. Therefore, a thermodynamic quantity which is not a phase space function and hence not immediately obtained by means of the usual microcanonical/temporal average Haile (1992) can be in principle easily computed. However, this method is usually applied in the “molecular-dynamics ensemble” in which the total linear momentum $`𝐏`$ is exactly conserved due to the use of periodic boundary conditions (see, e.g., (Haile, 1992, sec. 2.10) and references therein). Such additional first integrals of motion should be carefully considered when using the Hertz invariant, since the manifold accessible to the system clearly does not coincide with the whole constant-energy surface. This fact seems to have passed unnoticed by the authors of Ref. Watanabe and Reinhardt (1990), although the above observations by Rugh really give a strong theoretical support to their method. Indeed, it is easy to see that all three components of $`𝐏`$ are parameter-independent in this case: the switching on of the internal interactions (which depend on the relative position of the particles only) clearly does not break the translational invariance of the Lagrangian. This same idea can be equally well applied to a more correct formulation of this ensemble that only recently was realized Ray and Zhang (1999); Wood et al. (2000), in which three additional first integrals (the components of the center of mass $`𝐑`$) are considered. It is worth emphasizing that this simple result was only possible because of the parameter-independence of the integrals of motion. The opposite and more general case, however, is still an open issue, as pointed out by Rugh.

It is my pleasure to thank V. L. Berdichevsky, C. Jarzynski and W. P. Reinhardt for the extremely fruitful correspondences. Financial support and computational resources were provided by Dartmouth College and its Field Theory/Cosmology group, respectively.


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# Family of additive entropy functions out of thermodynamic limit

## I Introduction

Past several years have witnessed a burst of interest in nonextensive statistical mechanics, the topic which finds increasingly more applications particularly due to the concept of Tsallis entropy Tsallis (1988), Tpa . In this approach, one postulates the following one-parametric family of concave functions,

$$S_q=\frac{1_ip_i^q}{1q},$$
(1)
where $`q>0`$. The family of Tsallis entropies (1) replaces the traditional Boltzmann-Gibbs-Shannon entropy, $`S_1`$,

$$S_1=\underset{q1}{lim}S_q=\underset{i}{}p_i\mathrm{ln}p_i.$$
(2)
One of the important achievements associated with Tsallis entropy (1) is the fact that it provides an easy access - through the method of entropy maximization - to a rich set of distribution functions, different from the traditional Gaussian distribution function, thereby giving a handy description of long (non-exponential) tails of probability distributions. For each value of the parameter $`q`$, Tsallis entropy is a concave function of the probability. The characteristic feature of Tsallis entropy is that it is nonextensive for $`q1`$, that is, if the system is composed of two statistically independent subsystems, Tsallis entropy of this system is not the sum of Tsallis entropies of the subsystems. Since Tsallis entropy is postulated rather than derived, this point remains somewhat open to discussions Vives and Planes (2002); Karlin et al. (2002).

The goal of this paper is to present an argument on how long tails can be described in a usual, extensive (more precisely, almost extensive) statistical mechanics, and to give a theoretical derivation of a different, and in a certain sense unique, one-parametric family of entropy functions which can model effects of finiteness.

Our first remark is that real-world systems, to which statistical mechanics is applied, are finite, and, although they do consist of a large number of subsystems, the natural logarithm of this number (and since we address questions related to entropies, one should observe the magnitude of the logarithm, in the first place) is not that big after all, it is not larger than $`100`$ and is often less than $`20`$. Extensivity, in a true sense of this notion, theorems of equivalence of the microcanonical and the canonical ensembles Ruelle (1969), and like, is valid only in the thermodynamic limit where the system can be partitioned into an arbitrary large number of noninteracting and statistically independent subsystems. Namely, it is the number of such independent subsystems $`\nu `$ which do not interact, and which are similar in all their observable properties to the larger system, that plays the role of the parameter the values of which tells how close is the system to the thermodynamic limit.

One is up to invoking that $`\nu `$ is finite (and by doing so, one restores to an argument about an incomplete extensivity) when one needs to cut off the tails of distribution functions with divergent averages. This fact is well known, for example, in the case of the classical Boltzmann equation: The maximum entropy solution for the Boltzmann entropy does not exist (is not normalizable) if the observables are the density, the average momentum, the stress tensor and the heat flux Koga (1954), Kogan (1965), Lewis (1967), Gorban and Karlin (1994), Levermore (1996). A regularization by the argument that the magnitude of the microscopic velocity is restricted to the value dictated by finiteness of the total energy Kogan (1965) is an example of the incomplete extensivity argument.

Thus, when the system is not strictly in the thermodynamic limit, details of the interaction should gradually become more and more important, and prospects of a universal description using a maximization of an interaction-independent entropy functional become less evident. Nevertheless, the very possibility of a sufficiently reliable universal description in the sense just mentioned cannot be ruled out a priori. For that reason, a search for non-classical entropies for a possible description of nonextensive systems seems motivated.

The structure of this paper is as follows: In the next section II, we shall review, for the sake of completeness, the theory of Lyapunov functions of master equation. In section III we derive the family of the (almost) additive entropies from the condition of additivity of the entropy function for statistically independent systems. In section IV we demonstrate with a simple example how long tails are related to the effects of finiteness in the present approach.

Sections III and IV are the central point of our presentation. In section V we discuss a different scenario how the apparent statistical dependence can occur when description of the system is incomplete, and present a natural generalization of master equation for those cases in section VI. Finally, results are briefly discussed in section VII.

## II Lyapunov functions of master equation

We shall start our discussion with a brief summary of the theory of Markov chains. Our presentation essentially follows Ref. Gorban (1984). Let us consider a finite set of states $`E_1,\mathrm{},E_N`$, and let us assume that the system can be found only in those states. The probability of finding the system at time $`t0`$ is given by the $`N`$-component vector $`𝒑`$ of probabilities $`p_i(t)`$, such that $`p_i0`$, and $`_{i=1}^Np_i=1`$. Dynamic equation for $`𝒑`$ of the form,

$$\dot{p}_i=\underset{k=1}{\overset{N}{}}q_{ik}p_k,$$
(3)
describes the time evolution of a Markov chain if and only if the matrix elements $`q_{ik}`$ satisfy $`q_{ik}0`$ for $`ik`$, and for every $`k`$,

$$\underset{i=1}{\overset{N}{}}q_{ik}=0.$$
(4)
For each Markov chain, a graph of transition is put into correspondence by drawing an oriented link from the vertex $`E_i`$ to the vertex $`E_k`$ if $`q_{ki}>0`$. Important class of Markov chains is characterized by directional connectivity. The graph of transitions is called directionally connected if there is a path from each vertex to any other vertex made up of the oriented links. Then the following ergodic theorem is valid: Let transition graph of the Markov chain be directionally connected. Then there exists a positive stationary state $`𝒑^{\mathrm{eq}}`$, $`p_i^{\mathrm{eq}}>0`$, and for any initial condition $`𝒑(0)`$, solution $`𝒑(t)`$ to equation (3) tends to $`𝒑^{}`$ at $`t\mathrm{}`$.

Let the Markov chain satisfy to the ergodic theorem, and let the stationary state $`𝒑^{}`$ is known. Let $`h(x)`$ be a convex and twice differentiable function of one variable $`x[0,\mathrm{}]`$. Any function $`h`$ defines a convex Lyapunov function $`H_h`$ of the Markov chain (3),

$$H_h(𝒑)=\underset{i=1}{\overset{N}{}}p_i^{\mathrm{eq}}h(p_i/p_i^{\mathrm{eq}}).$$
(5)
Time derivative of the function $`H_h`$ (5) due to dynamics (3) is nonpositive:

$$\dot{H}_h=\underset{i,j,ij}{}q_{ij}p_j^{\mathrm{eq}}[h(p_i/p_i^{\mathrm{eq}})h(p_j/p_j^{\mathrm{eq}})+h^{}(p_i/p_i^{\mathrm{eq}})((p_j/p_j^{\mathrm{eq}})(p_i/p_i^{\mathrm{eq}}))]0,$$
(6)
where prime denotes derivative with respect to argument. Equality sign is achieved only in the stationary state.

The stationary state $`𝒑^{\mathrm{eq}}`$ is called the state of detail balance, if it satisfies

$$q_{ik}p_k^{\mathrm{eq}}=q_{ki}p_i^{\mathrm{eq}}.$$
(7)
Markov chain with detail balance is colloquially termed master equation. In this case, the time derivative of the Lyapunov function becomes especially simple,

$$\dot{H}_h=\frac{1}{2}\underset{i,j,ij}{}q_{ij}p_j^{\mathrm{eq}}[h^{}(p_i/p_i^{\mathrm{eq}})h^{}(p_j/p_j^{\mathrm{eq}})][(p_i/p_i^{\mathrm{eq}})(p_j/p_j^{\mathrm{eq}})]0.$$
(8)
Discussion of the physical significance of the detail balance for the Markov chain (master equation) is a well known textbook material.

Since a convex linear combination of convex function is also a convex function, the obvious construction which enables one to create new Lyapunov functions from given representatives of the family (5) is this: Let $`h_1,\mathrm{},h_k`$ be convex functions, and $`\alpha _1,\mathrm{},\alpha _k`$ be nonnegative numbers, $`\alpha _i0`$, satisfying $`_{m=1}^k\alpha _m=1`$. Then,

$$H_{\alpha _1h_1\mathrm{}\alpha _kh_k}=\underset{m=1}{\overset{k}{}}\underset{i=1}{\overset{N}{}}p_i^{\mathrm{eq}}\alpha _mh_m(p_i/p_i^{\mathrm{eq}}),$$
(9)
is also the Lyapunov function of Markov chain. It should be stressed that the set (9) does not extends the family (5) already specified.

Concluding this summary, we stress that, under physically significant restrictions on the existence of the stationary state, any Markov chain has a large class of Lyapunov functions of the form (5), each constructed from a convex function $`h`$ of one variable. The additivity requirement makes it possible to drastically restrict the class of physically relevant Lyapunov functions of Markov chains, which we do in the next section.

## III Family of additive Lyapunov functions

In order to derive the family of additive Lyapunov functions, let us consider two statistically independent systems described by probability vectors $`𝒑`$ and $`𝒒`$, $`p_i0`$, $`q_j0`$, $`_ip_i=1`$, $`_jp_j=1`$. respectively. We shall consider first the case of the equipartition at the equilibrium, in order to simplify notation. Thus, we assume that equilibrium states of both the systems are equipartitions with probability vectors $`𝒑^{\mathrm{eq}}`$ and $`𝒒^{\mathrm{eq}}`$, where $`p_i^{\mathrm{eq}}=1/P`$, $`q_i^{\mathrm{eq}}=1/Q`$, and where $`P`$ and $`Q`$ are the numbers of states in the systems.

Since the systems are independent, the joint system is characterized by the joint probability vector $`𝒑`$$`𝒒`$. The equilibrium of the joint system is again the equipartition, $`(𝒑𝒒)^{\mathrm{eq}}=𝒑^{\mathrm{eq}}𝒒^{\mathrm{eq}}`$, that is the equilibrium is multiplicative with respect to joining the systems if the latter are statistically independent. The condition of additivity for the Lyapunov function (5) of the joint system reads:

$$H_h(𝒑𝒒)=H_h(𝒑)+H_h(𝒒).$$
(10)
This functional equation has two special solutions, corresponding to the convex functions, $`h_1(x)=x\mathrm{ln}x`$, and $`h_2(x)=\mathrm{ln}x`$. We denote $`H_1=H_{x\mathrm{ln}x}`$ and $`H_2=H_{\mathrm{ln}x}`$, respectively. Whereas the function $`H_1`$ corresponds to the classical (additive) Boltzmann-Gibbs-Shannon entropy, we shall demonstrate here the additivity of $`H_2`$. Indeed,

$`H_2(𝒑𝒒)`$ $`=`$ $`{\displaystyle \underset{\{ij\}=1}{\overset{PQ}{}}}P^1Q^1\mathrm{ln}(PQp_iq_j)`$
$`=`$ $`\mathrm{ln}(PQ){\displaystyle \underset{i=1}{\overset{P}{}}}\mathrm{ln}p_i{\displaystyle \underset{j=1}{\overset{Q}{}}}\mathrm{ln}q_j`$
$`=`$ $`{\displaystyle \underset{i=1}{\overset{P}{}}}P^1\mathrm{ln}(Pp_i){\displaystyle \underset{j=1}{\overset{Q}{}}}Q^1\mathrm{ln}(Qq_j)`$
$`=`$ $`H_2(𝒑)+H_2(𝒒).`$
Neglecting the irrelevant constant and constant factors, and using Eq. (9), we finally arrive at the one-parametric family of additive convex Lyapunov functions (5) for master equation with $`N`$ states:

$$H_\alpha =(1\alpha )\underset{i=1}{\overset{N}{}}p_i\mathrm{ln}p_i\alpha \frac{1}{N}\underset{i=1}{\overset{N}{}}\mathrm{ln}p_i,0\alpha 1$$
(11)
The one-parametric family of additive Lyapunov functions is the central point of our further discussion. Several remarks are in order:

Remark 1 In the thermodynamic limit, which in the case considered here corresponds formally to $`N\mathrm{}`$, for any $`\alpha `$, we have $`H_\alpha (1\alpha )H_1`$. That is, the non-classical contribution due to $`H_2`$ becomes significant only if the system is not too close to the thermodynamic limit. In the thermodynamic limit survives only the classical Boltzmann-Gibbs-Shannon contribution.

Remark 2 It is not difficult to prove that the family (11) exhausts all the possible additive Lyapunov functions of the form (5) (up to adding a constant, and a multiplication with a constant factor): Indeed, the classical treatment of the additivity condition requires averaging the vector function $`\mathrm{ln}𝒑`$ which can be done either using $`𝒑`$ or $`𝒑^{\mathrm{eq}}`$. The latter is the distinguished probability distribution which is, same as $`𝒑`$, multiplicative with respect to joining the statistically independent subsystems. Relevance of master equation, and hence of kinetic rather than of static picture, to our derivation of the one-parametric family (11) is apparent: This enables to consider two sets of probabilities, the “current” $`𝒑`$, and the “final” $`𝒑^{\mathrm{eq}}`$ (the equipartition here).

Other convex functions which are additive under joining statistically independent systems do exist, for example, the Rényi entropy function Rényi (1970) but they are not of the form (5) (that is not of the so-called “trace form”, cf. Ref. Wehrl (1978)). For this reason, such functions fall out of our discussion since the proofs of the inequalities (6) and (8) are not valid for them.

Remark 3 Function $`H_2`$ is not defined (and, consequently, any of the function $`H_\alpha `$, $`\alpha 0`$ is not defined) if one of the probabilities $`p_i`$ equals to zero. The classical Boltzmann-Gibbs-Shannon solution to the additivity equation is distinguished by the property of continuity at $`p_i=0`$. This is a blueprint of the long-tail features (see next section). Work with the family of entropies (11) assumes preserving additivity on the expense of abandoning the continuity of the entropy functions on closed intervals $`0p_i1`$, and its replacement by continuity on semi-open intervals, $`0<p_i1`$.

Remark 4 To the best of our knowledge, the entropy function

$$S_2=H_2=\underset{i=1}{\overset{N}{}}\mathrm{ln}p_i$$
(12)
has been first considered by Burg in the context of applications of information theory to geophysical problems Burg , Burg (1972). Recently, the Burg entropy (12) has been used to construct illustrations of the entropic lattice Boltzmann method Karlin et al. (1999) in Ref. Boghosian et al. (2001). However, we failed to find a reference to the one-parametric family (11) prior to Ref. Gorban (1984). Whereas in Ref. Gorban (1984) the one-parametric family (11) has been mentioned as just the solution to the additivity condition, its relevance to describing effects of finiteness in statistical systems has not been duly discussed.

Remark 5 If the equilibrium $`𝒑^{\mathrm{eq}}`$ of the Markov chain differs from the equipartition but is multiplicative under joining statistically independent subsystems, the one-parametric family (11) generalizes to the following:

$$H_\alpha =(1\alpha )\underset{i=1}{\overset{N}{}}p_i\mathrm{ln}\left(\frac{p_i}{p_i^{\mathrm{eq}}}\right)\alpha \underset{i=1}{\overset{N}{}}p_i^{\mathrm{eq}}\mathrm{ln}\left(\frac{p_i}{p_i^{\mathrm{eq}}}\right).$$
(13)
## IV Longer tails: An example

In this section we want to explicitly work out an example in order to demonstrate that the entropies of the family (11) indeed describes the long tails for $`\alpha 1`$. When the discrete system of states is addressed, as it is done here, the meaning of the long tail has to be understood as broadening of the distribution functions.

Without loss of generality, we shall work in this section with the one-parametric set,

$$H_\alpha =(1\alpha )\underset{i=1}{\overset{N}{}}p_i\mathrm{ln}p_i\alpha \underset{i=1}{\overset{N}{}}\mathrm{ln}p_i,0\alpha 1.$$
(14)
We shall consider first the microcanonic ensemble, that is, the minimizer of $`H_\alpha `$ under the constraint of fixed normalization, $`_{i=1}^Np_i=1`$. It is straightforward to see that, for any admissible value of the parameter $`\alpha `$, the microcanonic state is the equipartition, as expected.

In order to address the canonic ensemble, we introduce energies of the states $`E_i0`$, and find the minimum of $`H_\alpha `$ (14) under the constraints,

$`{\displaystyle \underset{i=1}{\overset{N}{}}}p_i`$ $`=`$ $`1,`$ (15)
$`{\displaystyle \underset{i=1}{\overset{N}{}}}E_ip_i`$ $`=`$ $`U.`$ (16)
Denoting the solution $`𝒑^{(\alpha )}`$, we find, for $`\alpha 1`$,

$$p_i^{(\alpha )}\mathrm{exp}\left\{\frac{\alpha }{(1\alpha )p_i^{}}\right\}=\mathrm{exp}\{\lambda \beta E_i\},$$
(17)
where $`\lambda `$ and $`\beta `$ are Lagrange multipliers, corresponding to the constraints (15). In order to address the effect of $`\alpha 0`$, we shall restore to a perturbation theory around the Boltzmann-Gibbs-Shannon point $`p_i^{(0)}`$. After a few algebra, we get for $`\alpha 1`$, $`\alpha >0`$:

$$p_i^{(\alpha )}=p_i^{(0)}+\alpha \left(1Np_i^{(0)}+(UE_i)\frac{VNU}{CU^2}p_i^{(0)}\right),$$
(18)
where

$$p_i^{(0)}=\frac{1}{Z^{(0)}}e^{\beta ^{(0)}E_i},Z^{(0)}=\underset{j=1}{\overset{N}{}}e^{\beta ^{(0)}E_j},$$
(19)
is the canonical distribution function for the Boltzmann-Gibbs-Shannon entropy (Lagrange multiplier $`\beta ^{(0)}`$ is expressed in terms of the average energy $`U`$ by the constraint (16); we do not need here the explicit expression $`\beta ^{(0)}(U)`$), and

$`V`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}E_i,`$ (20)
$`C`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}E_i^2p_i^{(0)},`$ (21)
that is,$`V`$ is the total energy of the states, and the denominator appearing in Eq. (18), $`CU^2`$, is the correlation of the energy levels $`E_i`$ in the canonical state (19). We further denote,

$$B=\frac{VNU}{CU^2}.$$
(22)
It can be argued that $`B>0`$: The total energy of the states, $`V`$, is not less (and in most of the relevant cases, much larger) than the average energy $`U`$ times the number of states, whereas the correlator $`CU^2`$ is always positive.

Function (18) is the first-order perturbation result, and it is not a positive definite quantity. Yet, it is sufficient to our purpose here, since the question we want to address is as follows: What is the sign of the derivatives, $`dp_i^{(\alpha )}/d\alpha |_{\alpha =0}`$? Probabilities of the canonical distribution (19) decay when $`E_i`$ exceed the average energy $`U`$, so, by switching on the Burg component, do we see the “raising” of the populations of this “high-energy tail”? In order to see this, we obtain in Eq. (17),

$$\frac{dp_i^{(\alpha )}}{d\alpha }|_{\alpha =0}=A_ip_i^{(0)},$$
(23)
where the factor $`A_i`$ is,

$$A_i=Z^{(0)}e^{\beta ^{(0)}E_i}NB(E_iU).$$
(24)
Factor $`A_i`$ amplifies populations of the states which are less populated in the standard canonical ensemble (19) if $`E_i`$ satisfies the inequality, $`E_i>ϵ`$, where $`ϵ`$ is the solution to the equation:

$$(1/Z^{(0)})e^{\beta ^{(0)}ϵ}(N+B(ϵU))=1.$$
(25)
In order to make the situation even more transparent, we shall assume that the energies $`E_i`$ are in a narrow band around the value $`E>0`$, that is $`E_i=E+\delta _i`$, $`_{i=1}^N\delta _i=0`$, and $`\delta _iE`$. All the quantities contributing to the expression (18) can be then evaluated in terms of expansion in $`\delta _i`$ (notice that the second-order perturbation in $`\delta _i`$ must be used in order to compute the correlation $`CU^2`$). We obtain, $`B=\beta _E^{(0)}+o(\delta _i^2)`$, and, up to second order, eq. (25) reads

$$\beta (N/21)\delta ^2+\beta (1N)\delta +\beta ^2(N^11/2)\underset{i=1}{\overset{N}{}}\delta _i^2=0.$$
(26)
For large $`N`$, this gives that factor (24) is larger than zero, and hence amplifies the populations of the energy levels $`E+\delta _i`$, if

$$\delta _i2/\beta _E^{(0)}.$$
(27)
That is, raising of the populations of higher energy levels is explicitly demonstrated in this example. We do not discuss corrections for finite $`N`$ to the estimate (27) which are easily obtained from Eq. (26).

Thus, we have demonstrated with explicit example that taking into account the Burg component in the one-parametric family (11) indeed is able to describe broadening of the canonical distribution function. Appearance of the energy levels correlation in the above formula (18) remarkably resembles recent results of application of Tsallis entropy to fitting experimental data in turbulence (see Ref. Beck (2002) and references cited therein).

Generalizations to quasi-equilibrium situation with more constraints is straightforward. Also, if generalizations to a continuous case of states are addressed, the long tail feature of the corresponding distribution functions becomes even more apparent. For example, the counterpart of the Gaussian distribution function $`P(x)`$ (maximizer of the Boltzmann-Gibbs-Shannon entropy under the constraint fixing the normalization and the variance) has the form, $`P(x)(\lambda +\beta x^2)^1`$. For it, algebraic decay at infinity precludes existence of the normalization, and a cutoff is required.

To this end, we have argued that for systems out of the strict thermodynamic limit, there exists a universal (that is, not explicitly dependent on details of interactions) one-parametric family of additive entropy functions, which are able to describe, at least in principle, the same long-tail effects as the Tsallis entropy. In the remainder of this paper we shall discuss a different issue of how additivity of the entropy can apparently be violated if the description of the system is incomplete.

## V Non-additivity and incomplete description

Discussions aimed at justifying a non-additive dependence S($`𝒑`$) are sometimes conducted in a rather obscure way: One argues that the entropy is non-additive under joining the statistically independent subsystems because, in reality, these subsystems are not independent. Possible physical agents which could lead to such a situation are occasionally mentioned, like long-range forces, for example, which seemingly justify statements like “the concept of independent subsystems does not make any sense, since all subsystems are interacting” Beck (2002). However, to the best of our knowledge, a direct demonstration has never been done for any realistic system. Moreover, one should be more cautious in rejecting the “concept of independent subsystems”, especially when discrete systems as above are addressed, since this may lead to a confrontation with the traditional axiomatic (Kolmogorov’s) probability theory which it is strongly based on this concept Kac (1957) (in the worst case, one should abandon the concept of independent trials which is at the very hart of the definition of probabilities).

This all leads to a question: If the probability distribution over pairs of states $`p_{ij}`$ factors into products of distributions, $`p_{ij}=q_ir_j`$, but subsystems are dependent, then where this dependence is hidden? What is this “new” notion of independence which does not coincide with the classical, $`\mathrm{Prob}(A|B)=\mathrm{Prob}(A)`$ means $`A`$ is independent of $`B`$? In order to answer this question, one should realize that such a situation of a “hidden” dependence, in fact, has been long known in physics. This is the Pauli exclusion principle. The corresponding Fermi-Dirac entropy has the well known form:

$$S(𝒑)=\underset{i}{}[p_i\mathrm{ln}p_i+(1p_i)\mathrm{ln}(1p_i)].$$
(28)
This expression can be interpreted in the following way: With the electron gas, there is associated a gas of “places” (holes). The state of the ensemble of this gas of holes is uniquely determined by the ensemble of the electrons, $`p_{i,\mathrm{hole}}=1p_i`$. If, for two subsystems of the electrons, $`p_{ij}=q_ir_j`$, then, for the corresponding ensembles of holes, we have $`p_{ij,\mathrm{hole}}=1q_ir_j`$, and the corresponding product for the subsystems reads,

$$(1q_i)(1r_i)=1q_ir_j+q_ir_jp_{ij,\mathrm{hole}}.$$

Therefore, subsystems of the electrons are dependent even for the multiplicative $`p_{ij}=q_ir_j`$.

One can term this the effect of hidden components. It should be stressed that we speak, in fact, about an incomplete description (both the ensembles are uniquely related to each other), namely, that there are hidden components whose entropy has to be taken into account.

A different example, without any reference to quantum effects, is the entropy of monolayers on the surface of a solid (see, e. g. Yablonskii et al. (1991)). In the simplest case, the entropy density, up to constant factors and constants, has the form,

$$S=c_{AZ}\mathrm{ln}(c_{AZ}/c_{AZ}^{})c_Z\mathrm{ln}(c_Z/c_Z^{}),$$
(29)
where $`A`$ denotes molecules of the gas, $`Z`$ is the vacant position on the surface (adsorbing center), $`AZ`$ is the adsorbed molecule, $`c`$ denotes corresponding surface concentrations,  denotes equilibrium concentrations, and since $`c_Z+c_{AZ}=\mathrm{const}`$ (the number of places per unit area is conserved) Eq. (29) is again the Fermi-Dirac entropy, obtained without any relation to quantum effects.

Thus, to sum up, the simplest known version of violating the additivity implies existence of subsystems of “locations”, “holes”, “ghosts” and like. These subsystems occupy the same states as the “observed” system, with probabilities,

$`q_i`$ $`=`$ $`1ap_i,a[0,1],\mathrm{or}`$
$`q_i`$ $`=`$ $`(1a)+ap_i`$ (30)
(We have stressed two possible cases, with a positive and with a negative constraint.) There might be several such hidden subsystems, and thus

$$S=S(𝒑)+\underset{j}{}a_jS_j(𝒒^{(j)}),$$
(31)
where $`j`$ is the label of the hidden subsystem, and $`a_j>0`$. What the hidden subsystems could be? For example, they can describe various nonideal effects like excluded volume in various spaces (not obligatory in the physical $`R^3`$, as in the example of adsorbing centers). Other interpretations are probably possible. Here we do not consider any specific examples. Rather, we want to emphasize remarkable approximation possibilities provided by expression (31) when the entropies $`S_\alpha `$ are used. Indeed, already for just one hidden subsystem we have four fitting parameters (two coefficients in front of the Burg component for the system and for the ghost, one coefficient $`a`$ in the constraint (30), and $`1a`$ for the ghost). Because approximations to the experimental data obtained by the maximum entropy principle under certain constraints, whereas the choice of these coefficients is yet another optimization problem, it is not difficult, in principle, to organize a procedure of choosing the parameters (learning or fitting) in such a way as it is done in neural networks based on the error back propagation algorithm. Each time, an intriguing question will be arising, as to how many ghosts are needed for a description with a given accuracy, and what is the physical interpretation of those.

## VI Hidden subsystems changing kinetics

So far, all our considerations of the entropies, including either the Tsallis entropy, or the family $`S_\alpha `$, as well as of the entropy of the ghosts (31) have left a nice option that they allow to do nothing about the master equation. Namely, all these entropies can be used to describe all kinds of incompletely known or restricted equilibria, or for constructing (generalized) canonical ensembles of dynamically conserved or quasi-conserved quantities. If the probability evolves in time according to the master equation, all these entropy functions behave correctly, that is, they monotonically increase with the time. This fact is well known, and it was reviewed above in section II.

In other words, as long as the hidden subsystem is described by the same set of states, as the observed one, no restrictions on the Markov kinetic equation arise. However, if more freedom is allowed in the choice of the entropy, kinetics has to be modified. Indeed, for Markov chain satisfying the detail balance condition (7), the natural condition which defines the equilibrium of the transition $`p_ip_j`$ can be written,

$$\frac{S}{p_i}=\frac{S}{p_j}.$$
(32)
For the entropy function of the form $`S=H_h`$, where $`H_h`$ is given by equation (5), this writes,

$$h^{}(p_i/p_i^{\mathrm{eq}})=h^{}(p_j/p_j^{\mathrm{eq}}),$$
(33)
and, because of strict monotonicity, this results in the definition of the equilibrium, $`p_i/p_i^{\mathrm{eq}}=p_j/p_j^{\mathrm{eq}}`$. Master equation (3) with the detail balance condition can be rewritten in such a way as to make it apparently consistent with the latter result: We denote,

$$w_{ij}=q_{ij}p_j^{\mathrm{eq}},$$

then master equation (3) can be rewritten,

$$\dot{p}_i=\underset{j=1}{\overset{N}{}}w_{ij}[(p_j/p_j^{\mathrm{eq}})(p_i/p_i^{\mathrm{eq}})].$$
(34)
However, if the entropy of the hidden subsystem does not have the form $`S_h=H_h`$, with $`H_h`$ given by Eq. (5), for example, if it includes terms like,

$$(a_0+\underset{i=1}{\overset{N}{}}a_ip_i)\mathrm{ln}(a_0+\underset{i=1}{\overset{N}{}}a_ip_i),$$

then condition (32) results in a more complicated equation, which, unlike Eq. (33), brings in the dependence on all the components of the vector $`𝒑`$. In that case, a model kinetic equation, more general than the master equations can be addressed.

There exist a universal way of constructing kinetic equations in a way consistent with the given entropy. Let us introduce notation, $`\mu _i=S/p_i`$, and let $`\mathrm{\Psi }(x)`$ be a monotonically increasing function. Then we define the rate of transitions $`p_ip_j`$ as

$$w_{ij}(𝒑)\mathrm{\Psi }(\mu _i),$$
(35)
where $`w_{ij}=w_{ji}`$, $`w_{ij}0`$ is a symmetric matrix with nonnegative entries (which might also be functions of the probability distribution $`𝒑`$). Given the rates (35), kinetic equation takes the form:

$$\dot{p}_i=\underset{j}{}w_{ij}(𝒑)(\mathrm{\Psi }(\mu _j)\mathrm{\Psi }(\mu _i)).$$
(36)
Equation (36) is a generalization of the Marcelin – De Donder kinetic formalism (see, for instance, Gorban (1984), Yablonskii et al. (1991), Grmela (1981), Karlin et al. (2002)).

Equation (36) becomes especially natural to use if the entropy of the system has the form,

$$S=S_h+\stackrel{~}{S},$$
(37)
where the part $`S_h=H_h`$ has standard form (5) for some convex function $`h`$ while $`\stackrel{~}{S}`$ is the entropy of the (part of the) hidden subsystem which does not have such form. Then we put, $`\mathrm{\Psi }(x)=[h^{}]^1(x)`$, that is, $`\mathrm{\Psi }`$ is the inverse of the derivative $`h^{}`$. With this, Eq. (36) becomes:

$$\dot{p}_i=\underset{j=1}{\overset{N}{}}w_{ij}\left([h^{}]^1(h^{}(p_j/p_j^{\mathrm{eq}})\stackrel{~}{S}/p_j)[h^{}]^1(h^{}(p_i/p_i^{\mathrm{eq}})\stackrel{~}{S}/p_i)\right).$$
(38)
This is the minimal extension of the master equation: If the hidden system can be described with the same entropy ($`\stackrel{~}{S}=0`$), equation (38) reduces to master equation. However, in any case, extensions (36) and (38) are consistent with the entropy increase in the kinetic processes.

## VII Discussion

Once a classical statistical system is out of the thermodynamic limit, the exclusive character of the Boltzmann-Gibbs-Shannon entropy is lost, and classical ensembles are not equivalent anymore. Whereas using the microcanonical ensemble for any description of finite systems may be most appropriate, this route is very complicated from a computational standpoint. For that reason, seeking an entropic description of effects of finiteness seems a relevant option.

In this paper, we have demonstrated that that there exists a unique one-parametric family of entropy functions which are consistent with the additivity of the entropy under joining statistically independent subsystems. This family is essentially the convex combination of the Boltzmann-Gibbs-Shannon entropy and the Burg entropy. This family of entropy functions appears in a natural way as a distinguished (by the additivity requirement) subset of the family of Lyapunov functions of master equation. It has been demonstrated that the nontrivial contribution from the Burg component results in broadening of the high-energy tail of the canonical distribution function. The functional form of the deviation, and, in particular, the appearance of the energy correlations indicates that the maximum entropy approach successively used recently in the context of Tsallis entropy may lead to similar results when the present entropy functions are used. Detailed study of this option is left for the future work.

Finiteness of the classical statistical system is one option which calls for non-classical entropies. A different (independent) option is the incompleteness of the description. This has been demonstrated by analyzing the classical example of Fermi-Dirac type of entropy, and a generalization in the form of “standard entropy for a multi-component mixture plus linear constraints” has been suggested. Finally, we have suggested a minimal modification of master equation consistent with the given entropy.


text:
# 1 Introduction

## 1 Introduction

In a recent paper  we have argued that there should exist a formulation of quantum mechanics which does not require the concept of time. This has been suggested because, as is well-known, spacetime manifold and its pseudo-Riemannean geometry are classical concepts valid only when classical matter sources are present to produce them. In  we called such a timeless formulation Fundamental Quantum Mechanics, although a better name perhaps is Background Independent Quantum Mechanics (BIQM).

In order to construct a BIQM, the simplest case to consider is the free point particle of mass $`m`$. As discussed in , a background independent description of the quantum free particle must include also a description of the gravitational field of the particle. Such a description is hence naturally a quantum gravity theory for the free particle. In the limit that the particle’s mass $`m`$ is much larger than Planck mass $`m_p`$, the theory reduces to classical general relativity on a spacetime manifold, and the classical equation of motion for the particle. On the other hand, in the limit $`mm_p`$ the gravitational effects of the particle can be neglected and the theory reduces to the above-mentioned BIQM.

We have proposed in  that the appropriate language for describing the free particle in quantum gravity is noncommutative differential geometry. In the present paper we sketch the basic equations for the free particle, by introducing a set of structure functions for the noncommuting coordinates of the particle. It is also suggested that the BIQM, as well as the gravitational effects of the particle, are to be derived from these structure functions. We also propose that the symmetry of this theory is invariance under automorphisms which map one set of coordinates to another. In particular, BIQM can be transformed to standard quantum mechanics if there exists classical matter in the Universe which gives rise to a classical spacetime manifold.

Our construction is highly non-rigorous, in so far as a precise application of noncommutative geometry to the physical problem at hand is concerned. However, the physical picture presented here appears to be on the right track, and we hope to make the mathematical development more concrete in a forthcoming investigation.

The idea that there should exist a time-independent formulation of quantum mechanics is not new. Previous studies include the work of Hartle  on the sum-over-histories generalization of quantum mechanics, the work of Rovelli and collaborators on developing a quantum mechanics without time , , and the work of Kanatchikov . The discussion given in the present series of papers is probably the first attempt to use noncommutative geometry for constructing a spacetimeless quantum mechanics. A recent paper by Corichi et al.  is quite similar, in spirit, to the motivation and the approach of the present paper towards a quantum theory of gravity. In the context of string theory, a dynamical generation of spacetime in the weak coupling limit of a matrix model has been proposed in .

## 2 The case of the free point particle

Consider the case that there is only one particle in the Universe, and that its mass is so small compared to Planck mass that it is not possible to talk of a background spacetime manifold. In order to describe the quantum mechanics and gravity of this point particle, we introduce a set of noncommuting coordinates $`x^i`$ satisfying the commutation relations

$$[x^i,x^j]=iA_k^{ij}x^k$$
(1)
where the $`A_k^{ij}`$ are constant structure functions. From these relations one deduces a noncommutative differential calculus

$$[x^i,dx^j]=iB_k^{ij}dx^k$$
(2)
where

$$A_k^{ij}=B_k^{ij}B_k^{ji}.$$
(3)
Next, we introduce a connection and a corresponding covariant derivative $`^i`$ satisfying the relation

$$[^i,^j]V^k=C_l^{ijk}V^l.$$
(4)
Equations (1-4), along with an equation of ‘motion’ (to be discussed in the next Section) describe the Background Independent Quantum Gravity for the free particle. The unknown functions $`A_k^{ij}`$ and $`C_l^{ijk}`$ are to be determined by the mass of the particle, in the spirit of general relativity. In the limit $`mm_p`$ these equations should reduce to classical general relativity on the spacetime manifold with coordinates $`x^i`$, where the noncommutativity of the coordinates becomes negligible. In the limit $`mm_p`$ they reduce to the Background Independent Quantum Mechanics (BIQM), where the gravitational field of the particle can be ignored. It then has to be shown that BIQM is equivalent to standard quantum mechanics whenever a background spacetime is available.

We propose to determine the connection by suggesting a physical relation between the functions $`C_l^{ijk}`$ and the structure functions $`A_k^{ij}`$ in Eqn.(1), as follows. In the limit that the mass of the particle is much larger than Planck mass, $`C_l^{ijk}`$ should become the Riemann curvature tensor, $`R_l^{ijk}`$, which according to Einstein equations has a typical component

$$R_l^{ijk}\frac{Gm}{R^3c^2}\frac{R_S}{R^3}\frac{L_p}{R^3}\left(\frac{m}{m_p}\right).$$
(5)
The structure functions $`A_k^{ij}`$ have the dimension of length and we propose that in this large mass limit a typical component $`A`$ of $`A_k^{ij}`$ is related to a typical component $`C`$ of $`C_l^{ijk}`$ as

$$A\frac{L_p^2}{R^3}\frac{1}{C}L_p\left(\frac{m_p}{m}\right)\frac{\mathrm{}}{mc}.$$
(6)
Our proposal to relate the $`A`$’s to the $`C`$’s is at this stage ad hoc but it is interesting nonetheless that a typical component for $`A`$ can be made to come out as the Compton wavelength of the particle. Such a relation between the $`A`$’s and the $`C`$’s could also be expected on the basis of the striking duality in the definitions of the Schwarzschild radius $`R_S`$ and the Compton wavelength $`\lambda _c`$ of the particle: $`R_SL_p(m/m_p)`$ and $`\lambda _cL_p(m_p/m)`$.

If we take (3) to mean that a typical component $`B`$ of $`B_k^{ij}`$ is also of the order $`\mathrm{}/mc`$ then (2) may be written as

$$[x^i,mdx^j]i\frac{\mathrm{}}{c}I_k^{ij}dx^k$$
(7)
where the $`I_k^{ij}`$ are dimensionless quantities of order unity. This equation should be regarded as the spacetimeless equivalent of the standard commutation relation $`[q,p]=i\mathrm{}`$. As a naive example, a ‘division’ by $`dx^0/c=dt`$ might allow the left hand side to be thought of as a generalisation of $`[q,p]`$ in the noncommutative context, and the right hand side as a correction to $`i\mathrm{}`$. In particular, it is possible that for $`i=j`$ we get exactly

$$[x,p]=i\mathrm{}$$
(8)
in the spacetimeless picture provided by the noncommuting coordinates $`x^i`$.

Since this choice for the $`A`$’s gives the expected structure for the free particle’s quantum mechanics, we assume that such a choice holds also in the small mass limit $`mm_p`$. The chosen $`A`$’s then determine the connection and the functions $`C_l^{ijk}`$ via a relation similar to Eqn. (6). Of course, it is not meaningful in the small mass case to talk of a physical distance $`R`$; instead it may be reasonable that $`R`$ gets replaced by $`L_p`$ in this limit.

A more systematic way of determining the $`A`$’s would be to write the r.h.s. of (1) as

$$\theta ^{\mu \nu }=A_\eta ^{\mu \nu }x^\eta .$$
(9)
$`\theta ^{\mu \nu }`$ should then be determined by $`m`$, via a new field equation, such that in the large mass limit $`mm_p`$, a typical component $`\theta `$ grows linearly with distance as $`R`$. This could then imply the constancy of $`A`$. In terms of $`\theta `$, Eqn.(6) can be written more suggestively, as

$$\frac{R}{L_p}\theta \left(\frac{R}{L_p}C\right)^1.$$
(10)
## 3 Relation with standard quantum mechanics

We next address the important question of relating this ‘Background Independent Quantum Mechanics’ to the standard quantum mechanics. As noted above, standard quantum mechanics should emerge when classical matter is also present to endow the Universe with a classical spacetime manifold structure. Consider, for the sake of simplifying the discussion, that there is only one other particle, having a mass $`m_2m_p`$. The basic coordinates $`x_2^i`$ associated with this particle are very nearly commuting, and they provide the classical spacetime manifold with respect to which the standard quantum mechanics of our basic particle $`m`$ is written.

The transformation from the noncommuting coordinates of $`m`$ to the commuting coordinates of $`m_2`$ is via an automorphism, which is a natural generalization of diffeomorphisms when one makes a transition to noncommutative differential geometry. We propose that the basic equations (1-4) introduced above are invariant under automorphisms - they retain their form even when we use the spacetime coordinates of $`m_2`$ to describe the motion of particle $`m`$. It is in this sense that the BIQM is related to standard quantum mechanics. We can describe quantum mechanics of $`m`$ either by using the noncommuting coordinates of $`m`$, or the very nearly commuting coordinates of $`m_2`$. The former approach gives BIQM, and the latter gives the more familiar description on a spacetime background. Of course BIQM is more fundamental, not having to depend on an external classical system. Furthermore, the description in terms of noncommuting coordinates also incorporates the quantized gravitational field of $`m`$.

One could give another reason for introducing invariance under automorphisms. If one considers enlarging the symmetry group of general relativity (i.e. general coordinate transformations or diffeomorphisms), the next step could be to demand that these coordinates themselves be quantum-mechanical and noncommuting. The invariance under diffeomorphisms is then replaced by invariance under automorphisms. However, the rule of noncommutation for the coordinates cannot be borrowed from or determined by standard quantum mechanics, as the latter already assumes a classical spacetime background. Instead, the noncommutation rule for coordinates has to be written ab initio, as for instance proposed above in Eqn. (1), and standard quantum mechanics is to be derived as a consequence. The requirement that the theory be invariant under automorphisms also appears to open up a powerful avenue for unification of gravity with other interactions, as discussed by Connes (see next Section).

An important difference between our proposal and earlier studies of noncommutative spacetimes is that previous studies suggest that spacetime becomes noncommutative at a sufficiently small length like Planck scale. What we are proposing, motivated by our search for a spacetimeless description of quantum mechanics, is that there is a set of noncommuting coordinates associated with every quantum mechanical particle, and this is a priori independent of Planck length scale physics.

## 4 Discussion

In standard quantum mechanics, the physical state of the system can be thought of as the noncommutative analog of a derivation (vector field) in phase space. Taking this as a clue we suggest that in the BIQM proposed in this paper, the state of the free particle is a derivation in the space of the noncommuting coordinates. In the large mass commutative limit, this state becomes a classical spacetime trajectory (since one of the coordinates becomes time).

Next, one has to address the question of the equation of ‘motion’ satisfied by the physical state. One could not really call it an equation of motion, since there is no evolution in the usual sense. Rather, it is more like a field equation satisfied by the physical state, which becomes equivalent to the standard quantum mechanical equation of motion when one transforms, via an automorphism, to the spacetime coordinates made available by classical matter.

Our proposal for such a field equation is strongly motivated by the definition of distance given by Connes  for a noncommutative geometry. According to Connes, the infinitesimal distance $`ds`$ between two neighbouring states is the inverse of the Dirac operator $`D`$ (i.e. it is the fermion propagator $`D^1`$):

$$ds=D^1$$
(11)
This suggests that the equation of ‘motion’ for the free particle in BIQM should be the Dirac equation in the noncommuting coordinates given by (1). This is also suggested by the requirement of invariance under automorphisms: if on a standard spacetime background the equation of motion is the Dirac equation, then the equation of motion in the noncommutative case should be obtained by replacing the commuting coordinates by noncommuting ones. The spirit here is similar to the situation when one goes to a curved space equation from a flat space equation: replace ordinary derivatives by covariant derivatives.

The equation of motion in noncommuting coordinates may have new features not observed in the commuting case, including perhaps mass quantization. We hope to investigate these issues in the near future. In view of Connes’ definition of distance it could also be conjectured that quantum mechanical evolution, as given say by the usual path integral propagator, represents ‘geodesic’ motion in the underlying noncommutative geometry given by Eqn. (1).

We close with three general remarks. Firstly, in previously considered applications of noncommutative differential geometry to gravitational physics, one assumes that classical spacetime becomes noncommuting at the Planck scale. This leaves open the (yet unresolved) issue of quantizing this noncommutative spacetime. The picture we have presented here is very different - for us, the noncommutative spacetime is intrinsically quantum mechanical. This helps develop a purely geometric description of quantum mechanics; we do not quantize a classical system, but the system given by Eqns. (1-4) is quantum mechanical to begin with. This echoes a view that emerges from M-theory - the known dualities between classical string theories and quantum ones suggest that our quantum theories should be quantum to start with. Also, the ‘UV-IR’ connection between Eqn. (1) and Eqn. (4) might be of some use in understanding the holographic principle.

Secondly, the work of Connes and collaborators provides a very suggestive path to unification. As discussed by Connes , the symmetry group of the Einstein lagrangian plus the standard model Lagrangian is the semi-direct product of the diffeomorphism group and the group of gauge transformations. This symmetry group cannot be the diffeomorphism group of some new space. However, if one allows the space to be noncommutative, there is a noncommutative algebra whose group of internal automorphisms corresponds to gauge transformations, and the quotient of automorphisms with respect to the internal automorphisms corresponds to diffeomorphisms. An open issue has been that of quantization. If, though, one were to invoke the ‘intrinsically quantum mechanical’ algebra of coordinates as for instance given by Eqn. (1), there appears to be a possibility of developing a quantized unification along the lines proposed by Connes and collaborators.

Lastly, we quote an observation of Connes :

“Noncommutative measure spaces evolve with time. In other words there is a ‘god-given’ one parameter group of automorphisms of the algebra $`M`$ of measurable coordinates. It is given by the group homomorphism

$$\delta :\mathrm{}\mathrm{Out}(\mathrm{M})=\mathrm{Aut}(\mathrm{M})/\mathrm{Int}(\mathrm{M})$$
(12)
from the additive group $`\mathrm{}`$ to the group of automorphism classes of $`M`$ modulo inner automorphisms.”

In the context of the algebra of coordinates proposed in the present paper, we could ask if the above observation of Connes suggests the existence of a ‘time’ in quantum gravity, from which the usual notion of time emerges in the classical limit.

ACKNOWLEDGEMENTS: It is a pleasure to thank K. P. Yogendran for useful discussions. I acknowledge the partial support of FCT, Portugal under contract number SAPIENS/32694/99.