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# Anisotropy of the upper critical field in superconductors with anisotropic gaps. Anisotropy parameters of MgB2

## Abstract

The upper critical field $`H_{c2}`$ is evaluated for weakly-coupled two-band anisotropic superconductors. By modeling the actual bands and the gap distribution of MgB2 by two Fermi surface spheroids with average parameters of the real material, we show that $`H_{c2,ab}/H_{c2,c}`$ increases with decreasing temperature in agreement with available data.

The anisotropic Ginzburg-Landau (GL) equations, derived for clean superconductors with arbitrary gap anisotropy by Gor’kov and Melik-Barkhudarov Gorkov , led to a common practice of characterizing materials by a single anisotropy parameter defined as $`\xi _a/\xi _c\lambda _c/\lambda _a`$ ($`\xi `$ is the coherence length, $`\lambda `$ is the penetration depth, and $`a,c`$ are principal directions of a uniaxial crystal of the interest here). Formally, this came out because in the GL domain, the same “mass tensor” determines the anisotropy of both $`\xi `$ (of the upper critical fields $`H_{c2}`$) and of $`\lambda `$.

At arbitrary temperatures, however, the ratios of $`H_{c2}`$’s and of $`\lambda `$’s are not necessarily the same. We demonstrate below that in materials with anisotropic Fermi surfaces and anisotropic gaps, not only $`H_{c2,a}/H_{c2,c}`$ may strongly depend on $`T`$, but this ratio might differ considerably from $`\lambda _c/\lambda _a`$ at low $`T`$’s. Our arguments are based on the weak-coupling model of superconductivity for simple Fermi surfaces and gap anisotropies; as such they are at best qualitative. Still, being applied to MgB2, they provide satisfactory description of existing data for the $`H_{c2}`$ anisotropy.

There are two different approaches in literature in describing macroscopics of the “two-gap” superconductivity of MgB2. One of these treats the anisotropy of interaction by introducing a coupling matrix $`\rho _{ij}`$ for intra- and interband pair transfer. Various relations between the matrix elements yield variety of macroscopic consequences. One of the realizations of the model considers two order parameters with two distinct phases which may lead to various static golubov ; Ask  and dynamic GV  effects. Certain relations between elements $`\rho _{ij}`$ provide the experimentally observed gaps and their ratio. The approach adopted in this paper considers the gap on two Fermi sheets just as a particular case of the gap anisotropy, the gap ratio being the experimental input parameter. Within this scheme, there is only one complex order parameter $`\mathrm{\Psi }`$, a single critical temperature $`T_c`$ is built in, and the number of input parameters needed for calculations is small. The resulting $`H_{c2}`$’s of these two approaches are similar MMKunpublished . Our choice is dictated by theoretical simplicity, rather than by experimental necessity.

Below, the general scheme of calculating $`H_{c2}(T)`$ based on the Eilenberger method E  is outlined for both the gap and the Fermi surface being anisotropic RS . Then, we estimate the $`H_{c2}`$ anisotropy of MgB2 by modeling the four-sheet Fermi surface as calculated in Refs. Bel, ; Mazin, ; Choi,  with the gap distribution having two sharp maxima, by two distinct Fermi sheets $`F_{1,2}`$ with gaps $`\mathrm{\Delta }_{1,2}`$, each being constant within its sheet. Since the actual band structure enters macroscopic superconducting parameters via Fermi-surface averages, we further model the sheets $`F_{1,2}`$ by two spheroids with average Fermi velocities close to the band-structure generated values. As a result we obtain qualitatively (and - given the spread of existing data - quantitatively) correct behaviors of $`H_{c2}(T)`$ for both principal directions.

A clean weakly coupled superconductor at $`H_{c2}(T)`$ is described within the quasiclassical Eilenberger scheme by the anomalous Green’s function $`f(\omega ,𝒗,𝒓)`$, which satisfies an equation:

$$(2\omega +𝒗𝚷)f=2\mathrm{\Delta }/\mathrm{}.$$
(1)
Here, $`𝒗`$ is Fermi velocity; $`\omega =\pi T(2n+1)/\mathrm{}`$ are the Matsubara frequencies; $`𝚷=\mathbf{}+(2\pi i/\varphi _0)𝑨`$ with the vector potential $`𝑨`$ and the flux quantum $`\varphi _0`$. The Eilenberger function $`g`$ describing normal excitations, is unity at $`H_{c2}(T)`$. Equation (1) holds for any Fermi surface and gap anisotropies.

The gap function $`\mathrm{\Delta }`$ satisfies the self-consistency equation:

$$\mathrm{\Delta }(𝐫,𝒗)=2\pi TN(0)\underset{\omega >0}{\overset{\omega _D}{}}V(𝒗,𝒗^{})f(\omega ,𝒗^{},𝐫)_𝒗^{}.$$
(2)
Here, $`\mathrm{}`$ denotes the average over the Fermi surface. The pair scattering potential $`V`$ is assumed factorizable, $`V(𝒗,𝒗^{})=V_0\mathrm{\Omega }(𝒗)\mathrm{\Omega }(𝒗^{})`$, with the function $`\mathrm{\Omega }(𝒗)`$ normalized so that

$$\mathrm{\Omega }^2=1.$$
(3)
Further, we look for $`\mathrm{\Delta }(𝐫,T;𝒗)=\mathrm{\Psi }(𝐫,T)\mathrm{\Omega }(𝒗)`$ Pokr , the form implying a one-component order parameter. Then, after excluding $`V_0`$ with the help of the BCS formula for $`T_c`$, one arrives to Eq. (2) of the form:

$$\frac{\mathrm{\Psi }}{2\pi T}\mathrm{ln}\frac{T_c}{T}=\underset{\omega >0}{\overset{\mathrm{}}{}}\left(\frac{\mathrm{\Psi }}{\mathrm{}\omega }\mathrm{\Omega }f\right)$$
(4)
(for more details and references see, e.g., Ref. RapCom, ).

The linear Eq. (1) is inverted:

$$f=\frac{2}{\mathrm{}}\left(2\omega +𝒗𝚷\right)^1\mathrm{\Delta }=\frac{2\mathrm{\Omega }}{\mathrm{}}\underset{0}{\overset{\mathrm{}}{}}𝑑\rho e^{\rho (2\omega +𝒗𝚷)}\mathrm{\Psi }.$$
(5)
In the GL domain, the gradients $`\mathrm{\Pi }\xi ^10`$, and one can keep in the expansion of $`\mathrm{exp}(\rho 𝒗𝚷)`$ only the terms up to the second order. Then, Eq. (4) yields:

$$\mathrm{\Psi }\delta t=\frac{7\zeta (3)\mathrm{}^2}{16\pi ^2T_c^2}\mathrm{\Omega }^2(𝒗𝚷)^2\mathrm{\Psi },$$
(6)
where $`\delta t=1T/T_c`$. This is the anisotropic linearized GL equation of Ref. Gorkov, :

$$\xi _{ik}^2\mathrm{\Pi }_i\mathrm{\Pi }_k\mathrm{\Psi }=\mathrm{\Psi },\xi _{ik}^2=\frac{7\zeta (3)\mathrm{}^2}{16\pi ^2T_c^2\delta t}\mathrm{\Omega }^2v_iv_k.$$
(7)
The anisotropy parameter in this domain follows:

$$\gamma _H^2(T_c)=\frac{H_{c2,a}^2}{H_{c2,c}^2}=\frac{\xi _{aa}^2}{\xi _{cc}^2}=\frac{\mathrm{\Omega }^2v_a^2}{\mathrm{\Omega }^2v_c^2}.$$
(8)
It should be stressed that at $`T_c`$, the anisotropy of the London penetration depth $`\gamma _\lambda (T_c)=\lambda _c/\lambda _a`$ is determined by the same tensor $`\mathrm{\Omega }^2v_iv_k`$, i.e., $`\gamma _\lambda (T_c)=\gamma _H(T_c)`$, see Refs. Gorkov,  or RapCom, .

The formal method. To treat arbitrary $`T`$’s, we follow Helfand-Werthamer’s routine HW  (for Eilenberger based procedure see, e.g., Refs. RS, ; K88, ): introduce $`v^\pm =v_x\pm iv_y`$ and $`\mathrm{\Pi }^\pm =\mathrm{\Pi }_x\pm i\mathrm{\Pi }_y`$ for the field along $`z`$, write $`𝒗𝚷=\left(v^+\mathrm{\Pi }^{}+v^{}\mathrm{\Pi }^+\right)/2`$, and use known properties of exponential operators to evaluate $`\mathrm{exp}(\rho 𝒗𝚷)`$. There are a few ways to proceed with actual calculation. E.g., by writing $`\omega ^1=2_0^{\mathrm{}}𝑑\rho e^{2\rho \omega }`$, one can sum up over $`\omega `$ in Eq. (4) and evaluate numerically the remaining integrals over $`\rho `$. We found it a faster procedure to follow Rieck and Scharnberg RS : first to express integrals over $`\rho `$ in terms of Repeated Integrals of the Error Function $`𝐢^n\mathrm{erfc}(x)`$ Abr , and then numerically evaluate convergent sums over $`\omega `$. We then obtain:

$`f={\displaystyle \frac{\mathrm{\Omega }}{\mathrm{}}}\sqrt{{\displaystyle \frac{2\varphi _0}{H}}}{\displaystyle \underset{n,m=0}{\overset{\mathrm{}}{}}}I_{nm}(\widehat{a}^+)^m(\widehat{a}^{})^n\mathrm{\Psi },`$ (9)
$`I_{nm}={\displaystyle \frac{(n+m)!}{n!m!}}\left(i\sqrt{2}\right)^{n+m}{\displaystyle \frac{(v^{})^{mn}}{v_{}^{mn+1}}}𝐢^{n+m}\mathrm{erfc}\left(x\right)e^{x^2},`$
where $`\widehat{a}^\pm =i\sqrt{\varphi _0/4\pi H}\mathrm{\Pi }^\pm `$, $`x=(\omega /v_{})\sqrt{2\varphi _0/\pi H}`$ and $`v_{}^2=v_x^2+v_y^2`$.

To satisfy the self-consistency equation we expand $`\mathrm{\Psi }`$ in a complete set of functions $`\mathrm{\Psi }_j`$ constructed by Eilenberger to represent various vortex lattice solutions:

$$\mathrm{\Psi }=\underset{j=0}{\overset{\mathrm{}}{}}C_j\mathrm{\Psi }_j.$$
(10)
In fact, we do not need the explicit form of $`\mathrm{\Psi }_j`$ (they can be found in Ref. Eil, ); suffices it to mention that $`\mathrm{\Psi }_0`$ has the known Abrikosov form, whereas the rest are found by applying $`\widehat{a}^+`$ to $`\mathrm{\Psi }_0`$: $`\widehat{a}^+\mathrm{\Psi }_n=\sqrt{n+1}\mathrm{\Psi }_{n+1}`$ and $`\widehat{a}^{}\mathrm{\Psi }_n=\sqrt{n}\mathrm{\Psi }_{n1}`$. After some algebra, we arrive at the following equation:

$`{\displaystyle \underset{\omega >0}{}}{\displaystyle \underset{j,m}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n=0}{\overset{j}{}}}\mathrm{\Omega }^2I_{nm}{\displaystyle \frac{\sqrt{j!(jn+m)!}}{(jn)!}}C_j\mathrm{\Psi }_{jn+m}=`$
$`{\displaystyle \frac{\mathrm{}\sqrt{H}}{2\pi T\sqrt{2\mathrm{\Phi }_0}}}\left(\mathrm{ln}{\displaystyle \frac{T}{T_c}}+2\pi T{\displaystyle \underset{\omega >0}{}}{\displaystyle \frac{1}{\mathrm{}\omega }}\right){\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}C_j\mathrm{\Psi }_j.`$ (11)
As argued in Ref. RS, , the integers $`j`$ and $`nm`$ should be taken even. When the coefficients in front of each $`\mathrm{\Psi }_k`$ are set zero, the homogeneous system of linear equations for $`C_k`$ is obtained. The determinant of this system has to be zero, which gives an equation for $`H`$; the highest root is the upper critical field.

MgB2. The band structure calculations show that the Fermi surface of this material consists of sheets coming from two $`\pi `$-bands and two quasi-two-dimensional $`\sigma `$-bands Bel ; Mazin ; Choi . It has been shown by solving the Eliashberg equations Choi ; Mazin  that the gap on the four Fermi surface sheets has two sharp maxima: $`\mathrm{\Delta }_11.7`$meV at the two $`\pi `$-bands and $`\mathrm{\Delta }_27`$meV at the two $`\sigma `$-bands. Within each of these groups, the spread of the gap values is small, and the gaps can be considered as constants, the ratio of which is nearly $`T`$ independent. Experimental estimates of the mean-free path $`\mathrm{}`$ show that in most of available samples $`\mathrm{}\xi (0)`$, i.e., the material can be considered as a clean superconductor.

The macroscopic anisotropies such as those of $`H_{c2}`$, of the penetration depth $`\lambda `$, of the magnetization, etc., are determined within a weak-coupling theory by the Fermi surface averages \[see, e.g., Eqs. (7) and (8)\]. Therefore, for qualitative study of these anisotropies, fine details of the Fermi surfaces are unlikely to be relevant. We then model the Fermi surface of this material as two separate sheets $`F_1`$ and $`F_2`$ with average characteristics taken from actual band structure results. Thus, we consider a model material with the gap anisotropy given by

$$\mathrm{\Omega }(𝒗)=\mathrm{\Omega }_{1,2},𝒗F_{1,2}.$$
(12)
Denoting the densities of states on the two parts as $`N_{1,2}`$, we obtain for the general averaging:

$$X=\frac{N_1X_1+N_2X_2}{N(0)}=\nu _1X_1+\nu _2X_2,$$
(13)
where $`N(0)`$ is the total density of states and we introduced normalized densities of state $`\nu _{1,2}`$ for brevity. We have then instead of Eq. (3):

$$\mathrm{\Omega }_1^2\nu _1+\mathrm{\Omega }_2^2\nu _2=1,\nu _1+\nu _2=1.$$
(14)
We also assume that the two parts of the Fermi surface have the symmetries of the total, e.g., $`𝒗_1=0`$ where the average is performed only over the first Fermi sheet.

According to Refs. Bel, ; Choi, , the relative densities of states $`\nu _1`$ and $`\nu _2`$ of our model are $``$0.56 and 0.44. The ratio $`\mathrm{\Delta }_2/\mathrm{\Delta }_1=\mathrm{\Omega }_2/\mathrm{\Omega }_14`$, if one takes the averages of $`6.8`$ and $`1.7`$meV for the two groups of distributed gaps as calculated in Ref. Choi, . Then, the normalization (14) yields $`\mathrm{\Omega }_1=0.36`$ and $`\mathrm{\Omega }_2=1.45`$. One should have in mind that the data on the gaps ratio vary from less than 3 (see, e.g., Bouquet  and references therein) to more then 4 Badr .

In the following we use averages over separate Fermi sheets calculated in Ref. Bel, : $`v_a^2_1=33.2`$, $`v_c^2_1=42.2`$, $`v_a^2_2=23`$, and $`v_c^2_2=0.5\times 10^{14}`$cm2/s2. It is worth noting that the ratio $`v_a^2/v_c^2`$ is 0.79 for $`F_1`$, and 46 for $`F_2`$, whereas for the whole Fermi surface it is 1.2 .

We further model the pieces $`F_{1,2}`$ by spheroids, in other words, we consider quadratic energy spectra $`E_\mu (𝒌)=(k_x^2+k_y^2)/(2m_{a,\mu })+k_z^2/(2m_{c,\mu })`$, $`\mu =1,2`$. Within this simple model, evaluation of averages is tedious yet straightforward; to get the averages given above we need $`m_{a,1}/m_{c,1}=1.3`$ and $`m_{a,2}/m_{c,2}=0.029`$.

The expansion (10) converges fast at high $`T`$’s, but we need terms up to $`\mathrm{\Psi }_{20}`$ to stabilize the low temperature values of $`H_{c2,a}`$. The temperature dependence of $`H_{c2}`$ for two principal directions so calculated is shown in Fig. 1. The curve $`H_{c2,c}(T)`$ is similar to that of Helfand-Werthamer HW , the result confirmed by the data of Ref. sologubenko, . On the other hand, $`H_{c2,a}`$ has a slight positive curvature at high temperatures. As a result, the ratio $`H_{c2,a}/H_{c2,c}`$ is temperature dependent, as shown by the upper curve of Fig. 2.

It is of interest to note that within a few %, solutions $`\mathrm{\Psi }`$ of the self-consistency Eq. (11) can be approximated by solutions of $`\xi _{ik}^2\mathrm{\Pi }_i\mathrm{\Pi }_k\mathrm{\Psi }=\mathrm{\Psi }`$, with properly chosen parameter $`\gamma _H(T)=\xi _a/\xi _c`$. The reasons for this will be discussed elsewhere MMKunpublished . Physically, this means that the angular dependence of $`H_{c2}`$ at any $`T`$ should be close to:

$$H_{c2}(\theta ,T)=\frac{H_{c2,ab}}{\sqrt{\gamma _H^2(T)\mathrm{cos}^2\theta +\mathrm{sin}^2\theta }},$$
(15)
where $`\theta `$ is the angle between the applied field and the $`c`$ axis. This angular dependence has, in fact, been recently reported Gren .

The drop of the $`H_{c2}`$ anisotropy with increasing $`T`$ has been recorded by Angst et al. in measurements on single crystals of MgB2 Angst . Bud’ko and Canfield used a robust method of extracting the anisotropy of $`H_{c2}`$ BKC  in the whole temperature range using the $`T`$ dependence of the magnetization of random powders BC . Recent specific heat measurements of Lyard et al. Gren  and magnetization data of Welp et al. Welp  on single crystals produced similar results. All these data show qualitatively similar behavior to that of the upper curve of Fig. 2.

Physically, the large anisotropy of $`H_{c2}`$ at low temperatures ($`6`$ in our calculation) is related to the large gap value at the Fermi sheet which is nearly two-dimensional. With increasing $`T`$, the thermal mixing with the small-gap states on the three-dimensional Fermi sheet suppresses the anisotropy down to 2.6 at $`T_c`$.

It is worth to compare here the $`H_{c2}`$ anisotropy with the anisotropy of the penetration depth $`\gamma _\lambda (T)=\lambda _c/\lambda _a`$ calculated within the same model of MgB2 RapCom . The result is shown by the dashed line in Fig. 2. At $`T_c`$, the $`H_{c2}`$ anisotropy $`\gamma _H`$ coincides with $`\gamma _\lambda `$, as they should because the GL theory contains only one “mass tensor” which determines anisotropies of both $`\xi ^2`$ and $`\lambda ^2`$. The expression (8) for the anisotropy ratio clearly amplifies the contribution of Fermi surface parts with the large gap. However, in a clean material at $`T=0`$, the superfluid of Cooper pairs is Galilean invariant; this implies that all charged particles participate in the superflow, their energy spectrum notwithstanding. This is reflected in the result for the $`\lambda `$-anisotropy at $`T=0`$,

$$\gamma _\lambda ^2(0)=\frac{v_a^2}{v_c^2},$$
(16)
neither the gap nor its anisotropy enter this expression. As mentioned, for MgB2, the ratio (16) is 1.2, i.e., $`\gamma _\lambda (0)=1.1`$ in a striking difference with the large zero-$`T`$ anisotropy of $`H_{c2}`$.

Thus, the question “what is the anisotropy parameter of MgB2?” does not have a unique answer. To pose the question properly one should specify the quantity of interest. If this is $`H_{c2}`$, the answer is given by the upper curve of Fig. 2 for a clean material; if this is $`\lambda `$, see the dashed line. If this is the magnetization in intermediate fields, $`M(\varphi _0/\lambda ^2)\mathrm{ln}(H_{c2}/H)`$, the main contribution to anisotropy comes from $`\lambda `$, however, the $`H_{c2}`$ anisotropy contributes as well (being smoothed by the logarithm). The last situation should be taken into account while extracting anisotropy from the torque data in tilted fields torque1 ; torque2 , the point stressed by Angst private .

Given the simplifying assumptions about the Fermi surfaces we have made and our results for the $`H_{c2}`$ anisotropy which reproduce qualitatively well the measured anisotropy, we believe that the anisotropic properties of $`H_{c2}`$ and $`\lambda `$ we have described, are generic for materials with anisotropic gaps and Fermi surfaces.


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# Four-wave mixing in coupled semiconductor quantum dots

thanks: Permanent address: Department of Physics, University of Jyvāskylā, 40014 Jyvāskylā, Finland (June 7, 2002)

## Abstract

We present a theoretical analysis of four-wave mixing in coupled quantum dots subject to inhomogeneous broadening. For the biexciton transitions a clear signature of interdot-coupling appears in the spectra. The possibility of experimental observation is discussed.

Few-particle states in optically excited semiconductor quantum dots Woggon (1997); Jacak et al. (1998); Bimberg et al. (1998) have recently attracted enormous interest: on the one hand, they exhibit a number of atomic-like properties attributed to their zero-dimensional nature, such as ultranarrow emission peaks Zrenner et al. (1994); Grundmann et al. (1995) or ultralong dephasing times; Borri et al. (2001) on the other hand, the semiconductor compound gives rise to a number of novel features which lack atomic counterparts, among which multi-excitons Brunner et al. (1994); Landin et al. (1998); Dekel et al. (1998); Bayer et al. (2000) and flexible interdot coupling Schedelbeck et al. (1997); Bayer et al. (2001) are the most prominent ones. Optical excitations in semiconductors quantum dots are composed of electron-hole pairs (excitons), which become profoundly renormalized because of the resulting mutual Coulomb interactions; indeed, such Coulomb-renormalization effects have been studied exhaustively in single-dot spectroscopy Zrenner (2000) and are at the heart of the celebrated quantum-dot-based single-photon sources. Gerard and Gayral (1999); Michler et al. (2000) In addition, advanced growth procedures now allow to vertically couple dots in a well-controlled manner, and to tune the coupling strength within a wide parameter range.

This flexibility renders quantum dots as ideal candidates for novel (quantum) device applications. Proposals range from cellular automata Snider et al. (1999) over storage devices Lundstrom et al. (1999); Pazy et al. (2001) to possible registers for quantum computers. Biolatti et al. (2000) Yet, such challenging future technology requires a detailed understanding of interdot couplings and of the resulting few-particle states—issues which have only recently become subject of careful investigations. One of the crucial difficulties in these studies is the unavoidable inhomogeneous line broadening because of dot size fluctuations, inherent to any self-assembly growth procedure, which hinders the direct observation of interdot-coupling induced level splittings. Although the investigation of single quantum-dot molecules has been demonstrated and has given clear evidence of interdot coupling, Schedelbeck et al. (1997); Bayer et al. (2001) the underlying analysis faces severe problems when the change of interdot coupling is accompanied by possible variations of the lateral confinement—a delicate problem in particular for the technologically highly relevant self-assembled dots.

In this paper we present a theoretical analysis of four-wave mixing (FWM) Shah (1996) in an ensemble of inhomogeneously broadened coupled quantum dots, and we show that FWM spectra provide a sensitive measure of such pertinent interdot couplings. This finding rests on a number of non-trivial observations. Firstly, FWM is a technique particularly suited for the measurement of transport parameters independent of inhomogeneous broadening, e.g., exciton dephasing or biexciton binding. Borri et al. (2001); Gindele et al. (1999); Albrecht et al. (1996) Secondly, in the strong confinement regime the electron-hole tunneling only weakly depends on the lateral confinement, Bayer et al. (2000); Troiani et al. (2002) and thus becomes independent of inhomogeneous broadening. Thirdly, as recently demonstrated Troiani et al. (2002) biexciton transitions in coupled quantum dots are sensitive to interdot couplings and can be directly monitored in the optical spectra—a highly favorable finding to be contrasted with the more cumbersome situation for single-exciton transitions, where, because of symmetry, only one of the tunnel-coupled low-energy states couples to the light. Bayer et al. (2000) Taking together all these observations, we will predict a clear-cut signature of interdot-coupling in the FWM spectra.

In our theoretical approach we start from a proto-typical level scheme for a single quantum dot consisting of: hoh ; Panzarini et al. (2002) the groundstate $`|0`$ with no electron-hole pairs present; the spin-degenerate exciton states $`b_\sigma ^{}|0`$ of lowest energy $`ϵ`$, with $`b_\sigma ^{}`$ the exciton creation operator and $`\sigma `$ labeling spin; the biexciton groundstate of lowest energy hoh  $`b_{}^{}b_{}^{}|0`$, whose energy $`2ϵ\mathrm{\Delta }`$ is reduced because of Coulomb correlation effects. dot  In Ref. Troiani et al., 2002 we made the important observation that in case of weak interdot couplings exciton tunneling dominates over separate electron and hole tunneling. Hence, using the above level scheme and assuming small interdot coupling throughout, we describe the double-dot system by the Hubbard-type Hamiltonian:

$$𝒉_o(ϵ)ϵ\underset{\sigma }{}\left(\widehat{n}_{L\sigma }+\widehat{n}_{R\sigma }\right)t\underset{\sigma }{}\left(b_{L\sigma }^{}b_{R\sigma }^{}+b_{R\sigma }^{}b_{L\sigma }^{}\right)\mathrm{\Delta }\underset{\mathrm{}=L,R}{}\widehat{n}_{\mathrm{}}\widehat{n}_{\mathrm{}},$$
(1)
where $`L`$ and $`R`$ denote the left and right dot, respectively, $`n_\mathrm{}\sigma =b_\mathrm{}\sigma ^{}b_\mathrm{}\sigma ^{}`$, and $`t`$ is the effective exciton-tunneling matrix element. We feel that for the purpose of our present investigation (influence of interdot coupling on FWM spectra) the use of the generic model (1) has the advantage over the first-principles-type solution of Refs. Troiani et al., 2002; Rontani et al., 2001 of providing deeper insight into the qualitative trends, without introducing significant differences or shortcomings. The states resulting from the solution of Eq. (1) are depicted in Fig. 1 as a function of the exciton interdot-coupling $`t`$: for linear polarization only one of the four exciton ($`X`$) and two of the eight biexciton states ($`B_{1,2}`$), respectively, couple to the light. To the lowest order of approximation, these states are associated to a symmetric superposition of excitons ($`X`$) and biexcitons ($`B_1`$) in the left and right dot, respectively, and of two excitons localized in the two spatially separated dots ($`B_2`$).

In our simulations of the FWM spectra we assume a setup of two laser pulses with time delay $`\tau `$ (inset of Fig. 2), Shah (1996) which propagate along directions $`𝒌_1`$ and $`𝒌_2`$. The latter pulse is diffracted by the reminiscent polarization grating produced by the first pulse, and gives rise to the FWM signal along direction $`2𝒌_2𝒌_1`$. The description of the coherent (optical excitation) and incoherent (dephasing) time dynamics requires the framework of density matrices. Scully and Zubairy (1997); Haug and Koch (1993) Here, the central object is the density matrix $`𝝆`$, whose time evolution is governed by the Liouville von-Neumann equation accounting for: hoh ; Panzarini et al. (2002) the Coulomb-renormalized few-particle states; the light-coupling described within the rotating-wave and dipole approximations; Scully and Zubairy (1997) and dephasing and relaxation due to environment interactions. In this paper we shall consider low temperatures throughout, and thus take spontaneous photon emissions as the only source of dephasing and relaxation. Borri et al. (2001) From the knowledge of $`𝝆(t)`$ we can compute the interband polarization $`𝓟(t)`$, which, in turn, allows the calculation of the FWM spectra. Following Ref. Bányai et al., 1995 we avoid to consider the FWM space dependency by introducing a phase shift $`\varphi `$ between the two exciting laser pulses viz. $`𝓔_o(t)\mathrm{exp}i(\omega _ot\varphi )`$, with $`𝓔_o`$ the pulse envelope and $`\omega _o`$ the central pulse frequency, and compute the FWM signal according to: Bányai et al. (1995)

$$S(t)=_0^{2\pi }𝑑\varphi 𝓟_\varphi (t)e^{i2\varphi },$$
(2)
where the subscript $`\varphi `$ on $`𝓟`$ is a remainder of the phase. Quite generally, in case of inhomogeneous broadening the interband polarization $`𝓟`$ has to be computed for an ensemble of quantum dots with different transition energies $`ϵ`$. Assuming that this broadening is much larger than the spectral width of the laser pulse, which certainly holds for typical quantum dot samples with inhomogeneous line broadenings of the order of several tens of meV, the FWM signal is given by a delta-like photon echo at time $`\tau `$ after the second pulse with strength $`I(\tau )=𝑑tS(t)`$. However, it turns out that in case of dominant inhomogeneous broadening $`I(\tau )`$ is completely characterized by $`S(\tau )`$ for a single quantum-dot molecule; Shah (1996); Albrecht et al. (1996); Koch et al. (1993) since computationally it is much easier to calculate the latter quantity, in the following we shall make use of this approximate description (we checked, however, its validity for a variety of time delays $`\tau `$).

Figure 2 shows a typical result of $`S(t)`$ as obtained from our simulations. We observe that $`S(t)`$ starts immediately after the second pulse (centered at time $`t=0`$), and displays a pronounced polarization beating. To gain insight into the contributing states, in Fig. 3 we plot the modulus of the Fourier transform of $`S(t)`$ for different values of the interdot coupling strength $`t`$; besides the strong signal at $`\omega =0`$, we observe the appearance of three peaks $`\alpha `$, $`\beta `$, and $`\gamma `$, which exhibit intriguing shifts with increasing $`t`$. Indeed, a closer analysis reveals that the peak positions can be unambiguously attributed to the $`X`$$`B_1`$ ($`\alpha `$), $`X`$$`B_2`$ ($`\beta `$), and $`B_1`$$`B_2`$ ($`\gamma `$) transitions. It is interesting to note that while the oscillator strength of peak $`\alpha `$ increases with increasing $`t`$ because of the “bonding” nature of the $`X`$ and $`B_1`$ states, Troiani et al. (2002) the oscillator strengths of the remaining transitions show a reversed trend because of their “anti-binding” nature.

To appreciate the merit of Fig. 3, we recall that our results correspond to inhomogeneous broadening of quantum-dot states (several tens of meV) much larger than the relevant energy scale for interdot coupling ($`1`$ meV). Such coupling could not be extracted from other types of optical ensemble measurements, e.g., absorption or luminescence. Thus, FWM appears to be the ideal tool to measure coupling constants of coupled quantum-dot molecules—with the line shift of Fig. 3 providing a clearcut signature of the formation of quantum-dot molecules. We envision an experimental setup similar to Ref. Borri et al., 2001 and the use of coupled-quantum-dot samples. In addition, such measurement would offer the challenging prospect of studying decoherence of entangled states in coupled dots. Bayer et al. (2000); Chen et al. (2000)

In conclusion, we have presented a theoretical study of four-wave mixing in an ensemble of inhomogeneously broadened quantum-dot molecules. We have found that the Fourier transformed spectra provide a clear signature of interdot coupling, thus rendering this technique as an ideal tool for the extraction of this pertinent parameter.

P.K. is grateful to the Väisälä Foundation for financial support.


text:
# 1 Introduction

## 1 Introduction

Recently the interest in placing limits to spacetime torsion has led several authors  to investigate the energy spectra of several metrics in Einstein-Cartan gravity. A commom feature among these authors was to make use of Klein-Gordon scalar particles or Dirac spinning particles . Figueiredo et al  have used cosmological metrics and found continuous and discrete spectra for the test particles in these spacetimes. On the other hand Lammerzahl  has used the Hughes-Drever experiment to place upper limits on Cartan torsion with hydrogen-like atoms with terretrial laboratory experiments. In this paper we decide to addopt a simpler approach to obtain the spectra of the spinning particles moving around spinning strings and use classical spinning particles instead of quantum particles like electrons and neutrinos. The advantage of using spinning classical particles instead of quantum particles is that we may extend the approach here to the investigation of chaos of spinning particles around cosmic spinning strings in the same way Susuki and Maeda  have done previously in the context of spinning particles around black holes. The paper is organized as follows. In the section 2 we review the mathematical framework of the motion of spinning particles in spacetime backgrounds due to torsion as proposed by Hojman  and apply his Killing currents and conserved quantities associated with a spinning particle moving on a spacetime background endowed with torsion to the spinning particle system around a cosmic string and obtain algebraic relations between the spin tensor components and the linear momenta of the spinning particles and the metric of spinning cosmic string in EC gravity as given previously by Soleng  and Letelier . In this section three we compute the energy spectrum of spinning particles for open planar orbits around the spinning strings and show that the spectrum obtained is a continuous spectrum. In this same section the analogous computation for a closed circular orbit is undertaken and the energy shift for the spectrum is computed from the higher and lower bound for the energy obtained. We also show that the spin of the particle and the spin polarization density of the particles inside the spinning string yield a spin-spin effect. As a particular case the enrgy shift for the spinless test particles are computed. Spin-orbit effects are also obtained. It is very important to realize that we have used Riemannian conserved currents instead of non-Riemannian Hojmann ones since in this case though the spin density of the spinning string has some effect on the exterior side of the spacetime defect through the matching conditions Cartan torsion vanishes off the string. Spinning cosmic strings and pseudoclassical particles with Klein-Gordon spectra have been also considered by Lorenci et al .

## 2 Killing symmetries in non-Riemannian spacetime

The use of Killing symmetries in General Relativity (GR) have been proved very useful in building the equations of motion of spinning particles in Riemannian spacetimes mainly by Papapetrou  and Dixon . More recently Hehl  and Hojman  to the case of non-Riemannian spacetime with Cartan geometrical torsion. They are given by the set of equations

$$\frac{dx^i}{d\tau }=v^i$$
(1)
where $`(i,j=0,1,2,3)`$ and

$$\frac{Dp^i}{D\tau }=R_{}^{i}{}_{jkl}{}^{}(\mathrm{\Gamma })v^jS^{kl}K_{}^{i}{}_{kl}{}^{}v^kp^l$$
(2)
$$\frac{DS^{kl}}{D\tau }=p^kv^lp^lv^k$$
(3)
Here $`\tau `$ is the proper time of the orbit , while $`S^{kl}`$ ,$`v^k`$ and $`p^k`$ are respectively the spin tensor, four-velocity and four-momentum of the spinning particle. The proper time is chosen in such a way that $`v^kv_k=1`$. As in GR chaos the multipoles higher than the monopole and spin dipole are ignored. This approximation is called pole-dipole. The absolute derivative $`\frac{D}{D\tau }`$ on the RHS of equations (2) and (3) is the Riemannian derivative with respect to the Christoffel connection. The connection $`\mathrm{\Gamma }`$ in the Riemann-Cartan connection. Since $`p^k`$ is no longer parallel to the velocity $`v^l`$ we need a supplementary condition called Dixon condition on the center of mass and given by

$$p_jS^{ij}=0$$
(4)
Here the mass of the spinning particle $`\mu `$ is given by

$$m^2=p_ip^i$$
(5)
As in GR chaos case the system considered here has several conserved quantities. In the non-Riemannian case , besides the magnitude of mass m and the spin S , which is given by

$$S^2:=\frac{1}{2}S_{ij}S^{ij}$$
(6)
which are constants of motion S. Hojman  has derived the non-Riemannian constant of motion in spacetimes with torsion which reads

$$C:=\xi ^jp_j\frac{1}{2}[\xi _{j,k}K_{ljk}\xi ^l]S^{jk}$$
(7)
where the coma denotes partial derivative. In the next section we shall consider the angular-momentum constants from the Killing constants C and the constraints equations. Here $`\xi ^i`$ is the Killing vector obeying the well-known Killing equation

$$\xi _{(j;k)}=0$$
(8)
and the Lie derivative of the contortion tensor

$$Ł_\xi K_{ijk}=0$$
(9)
where the semi-collon denotes the Riemannian covariant derivative. In our case we shall not be using the Lie derivative of contortion since the exterior metric of the spinning string as we shall see bellow iis on a spacetime which does not contain torsion off the spacetime defect. Let us consider the exterior metric to the spinning string in EC gravity given by Soleng

$$ds^2=dt^2+dr^2\frac{\sigma \mu }{\lambda \pi }dtd\varphi +[(1\frac{\mu }{2\pi })^2(r+r_0)^2\frac{\sigma ^2\mu ^2}{4\lambda ^2\pi ^2}]d\varphi ^2+dz^2$$
(10)
where $`\sigma `$ is the constant spin density of the spin polarized spinning string and $`\mu `$ is the mass density of the string while $`r_0`$ is the string radius. The only non-vanishing Cartan contortion components are given by expression

$$K_{tr\varphi }=\frac{1}{2}T_{tr\varphi }$$
(11)
$$K_{\varphi r\varphi }=T_{\varphi r\varphi }$$
(12)
where the only non-vanishing components along with the torsion components

$$T_{}^{t}{}_{r\varphi }{}^{}=\sigma $$
(13)
where we have computed the contortion components through the expression

$$K_{ijk}=\frac{1}{2}(T_{jik}+T_{kij}T_{kij})$$
(14)
Let us now consider the three Killing vectors

$$\xi ^i=(1,0,0,0)$$
(15)
$$\eta ^i=(0,0,1,0)$$
(16)
$$ϵ^i=(0,0,0,1)$$
(17)
which covariant components read

$$\xi _j=(1,0,\frac{j}{\pi },0)$$
(18)
$$\eta _j=(0,0,[1\frac{\mu }{2\pi }]^2(r+r_0)^2,0)$$
(19)
$$ϵ_j=(0,0,0,1)$$
(20)
Substitution of these Killing vectors into the Hojman conserved quantities, one obtains

$$E=p_t$$
(21)
which is the orbit energy which does not explicitly displays the spin-contortion interaction for the orbit which physically means that we are not in a spacetime with torsion off the string. If one writes the energy expression in terms of the contravariant components of the momenta one obtains

$$E=p^t+\frac{\sigma \mu }{2\pi \lambda }$$
(22)
which reveals the presence of the spin density of the spin polarized spinning string.

$$J_z=p_z$$
(23)
$$J_r=p_r$$
(24)
$$J_\varphi =C_2=p_\varphi [(1\frac{\mu }{2\pi })]^2S^{\varphi r}$$
(25)
where to perform this computation use has been made of the following nonvanishing components of the spin tensor $`S^{ij}`$ as

$$s=(S^{tr},S^{t\theta },S^{t\varphi },S^{\theta \varphi },S^{\varphi r},S^{r\theta })$$
(26)
Let us now choose the direction of the $`3`$-vector of angular momentum $`(J_r,J_\varphi ,J_z)`$ as

$$(p_r,J,0)$$
(27)
with this choice the previous relation of the angular momentum component $`J_\varphi `$ reads

$$S^{\varphi r}=\frac{[p_\varphi J]}{2r_0(1\frac{\mu }{2\pi })^2}$$
(28)
To try to determine the remaining components of the spin tensor of the spinning test particle we have to make use of our choice of $`p_z=0`$, which means that we only deal with planar motion of spinning particles in this paper, and the center of mass relation reduce to the following algebraic relations

$$ES^{zt}+S^{z\varphi }p_\varphi +S^{zr}p_r=0$$
(29)
$$S^{tr}p_r+S^{t\varphi }p_\varphi =0$$
(30)
$$S^{\varphi r}p_rES^{\varphi t}=0$$
(31)
Note that from these expressions one is able to obtain an expression for the total energy E in terms of the linear momenta and the spin tensor

$$E=\frac{1}{S^{zt}}[p_\varphi S^{z\varphi }+S^{zr}p_r]$$
(32)
unfortunatly only the algebraic constraints on the spin tensor are not sufficient to determine the energy since in this expression only $`p_\varphi `$ is determined. In the next section I shall compute the energy expressions for the open and closed planar orbits which will yield continuos and discrete spectra respectively.

## 3 Continuos Spectra and Energy Shift for Planar Orbits

In this section we shall make use of last expression of the previous section to compute the energy spectra of an open planar orbit which is a continuos spectra. This can be done by substitution expression (28) into (32) which yields

$$E=\alpha p_r+\beta [(1\frac{\mu }{2\pi })^2(r+r_0)S^{\varphi r}J]$$
(33)
where $`\alpha =\frac{S^{zr}}{S^{zt}}`$ and $`\beta =\frac{S^{z\varphi }}{S^{zt}}`$. The ratio $`\frac{\alpha }{\beta }`$ gives us the relative spin direction and maybe useful in investigated the chaotic behaviour of the spinning particles around the cosmic spinning string. Note that even when the angular momentum J vanishes or the spin vanishes the spectrum is still continuos or there is no splitting on the energy spectrum by the spin of the particles around the open orbit. This was expected since the particle is not strongly bound to the system and can scape away from the spinning string. To obtain the discrete spectrum we now make use of the relation (5) which can explicitly written as

$$m^2=p_ip^i=(p_tp^t+p_rp^r+p_\varphi p^\varphi )$$
(34)
Since the orbit is planar $`p_z=p^z=0`$ and circular $`p^r=0`$ and $`r=r_0`$ expression (34 simplifies to

$$m^2=p_ip^i=(p_tp^t+p_\varphi p^\varphi )=[(p^t)^22g_{t\varphi }p^\varphi p^tg_{\varphi \varphi }(p^\varphi )^2]$$
(35)
The chice $`r=r_0`$ of tangential circular motion is not of course necessary but we shall use it for simplification purposes. This expression allows us to a second order algebraic equation for the total energy E. To this aim we shall make use of the contravariant components of the metric as

$$g^{tt}=\frac{\pi ^2b^2\frac{1}{4}j^2}{\frac{3}{4}j^2b^2}$$
(36)
$$g^{t\varphi }=\frac{\frac{j}{\pi }}{\frac{3}{4}j^2+b^2\pi ^2}$$
(37)
$$g^{rr}=g^{zz}=1$$
(38)
$$g^{\varphi \varphi }=\frac{\pi ^2}{\frac{3}{4}j^2b^2\pi ^2}$$
(39)
where $`b^2=2(1\frac{\mu }{2\pi })^2r_0`$. With these expression for the contravariant components of the metric in hand one may transform the energy second-order algebraic equation

$$(12g^{t\varphi }g^{t\varphi })E^2+3g_{t\varphi }g^{\varphi \varphi }p_\varphi E(m^2+g_{\varphi \varphi }p_\varphi g^{\varphi \varphi })=0$$
(40)
This equation contains two distinct solutions which are responsible for the upper $`(E_+)`$ and lower bound $`(E_{})`$ for the energy splitting of the energy spectrum, therefore the energy shift can now be computed from the formula

$$\mathrm{\Delta }E=E_+E_{}$$
(41)
which from (40) and expressions (37),(39) after some algebra yields

$$\mathrm{\Delta }E=\frac{\sqrt{\frac{9j^2}{[\frac{3}{4}j^2b^2\pi ^2]^2}(J+b^2S^{\varphi r})4(12\frac{j^2\pi ^2}{[\frac{3}{4}j^2+b^2\pi ^2]})[m^2+(J+S^{\varphi r}b^2)]\frac{b^2\pi ^2j^2}{\frac{3}{4}j^2b^2\pi ^2}}}{[12g^{t\varphi }]}$$
(42)
One may note that the $`S^{r\varphi }j^2`$ term represents the spin-spin effect contribution to the energy shift between the spin of the particle and the spin of the string, while the term $`Jj^2`$ represents the spin-angular momentum relation between the angular momentum of the string and the total angular momentum J . This term can be considered as a spin-orbit term. Note besides that if the spin tensor component $`S^{\varphi r}>0`$ the spin-spin effect contributes negatively to the energy shift while a positive spin tensor component contributes so as to increase the energy shift.This would correspond to the repulsive or attractive nature of the spin-spin interaction. Note that for spinless particles $`(S^{r\varphi }=0)`$ and angular momentum $`J=0`$ different from zero the energy shift of spectrum

$$\mathrm{\Delta }E=\frac{\sqrt{\frac{9j^2}{[\frac{3}{4}j^2b^2\pi ^2]^2}4(12\frac{j^2\pi ^2}{[\frac{3}{4}j^2+b^2\pi ^2]})[m^2]}}{[12g^{t\varphi }]}$$
(43)
Similar results for the nonclassical Dirac particles including the geodesic classical limit also discussed here for spinning strings were obtained by Figueiredo et al  in the case of Gödel metrics.

## 4 Discussions

There are several interesting prospects for the future in the research we reported here. The first step would be to generalise the problem discussed here to include gravitational waves in the background of the spinning string spacetime and try to solve the equations of motion for the spinning particle. Another intersting project would be to extend the work discussed here for another types of torsion defects such as planar walls and Superconducting cosmic strings . The spin-spin interaction investigated is also similar to the more recently interaction found by Bonnor  between two spinning strings.

## Acknowledgement

I am deeply grateful to Professors I.D.Soares and P. S. Letelier for helpful discussions on the subject of this paper. Thanks are also due to Professor W. Bonnor and Dr. C. N. Ferreira for her interest in this project. Financial support from CNPq. and UERJ is gratefully ackowledged.


text:
# Nonnormality and the localized control of extended systems

## Abstract

The idea of controlling the dynamics of spatially extended systems using a small number of localized perturbations is very appealing - such a setup is easy to implement in practice. However, when the distance between controllers generating the perturbations becomes large, control fails due to increasing sensitivity of the system to noise and nonlinearities. We show that this failure is due to the fact that the evolution operator for the controlled system becomes increasingly nonnormal as the distance between controllers grows. This nonnormality is the result of control and can arise even for systems whose evolution operator is normal in the absence of control.

Control of spatially extended systems has recently emerged as a problem of fundamental interest as well as significant technological importance. Numerous investigations have shown the possibility of controlling a system by applying feedback at every point in space. However, the practical implementation of such control algorithms is often prohibitively expensive and sometimes impossible. As a result, increasing attention is being devoted to localized control, where feedback is applied only at a few spatial locations. Previous studies have shown that the minimal number of such control locations depends both on the symmetry of the system  and the strength of noise .

The failure of localized control for large separation between controllers was attributed to the phenomenon of nonnormality in the evolution operator . For nonnormal systems, stability becomes a poor predictor of short term dynamics . Strong nonnormality, which makes the system extremely sensitive to noise, was previously identified as the mechanism that provokes the transition to turbulence in uncontrolled systems, such as pipe or channel flows . The latter systems are nonnormal due to a large mean flow, whereas generic extended systems have no mean flow and are normal for typical boundary conditions. In these normal systems, nonnormality arises as a result of control. Studies of nonnormality caused by localized control  have so far been limited to the interplay between nonlinearity and the noise amplification due to nonnormality, rather than the emergence of nonnormality itself. Our goals here are to investigate how nonnormality arises in an originally normal system and study how nonnormality leads to noise amplification, which determines the limits of localized control.

Let us consider the Ginzburg-Landau equation (GLE)

$$\dot{\varphi }(x,t)=\varphi (x,t)+\varphi ^{\prime \prime }(x,t)\varphi ^3(x,t)$$
(1)
as a prototypical system. Although simple enough to allow analytical treatment, the GLE describes a very generic reaction-diffusion system. We therefore expect the main results of the following analysis to apply to most extended dynamical systems of this type.

The unbounded system (1) possesses an unstable uniform steady state, $`\varphi =0`$. Our control objective is to make this state stable. The symmetry of an unbounded system requires at least two independent controllers in order to control a uniform target state , so we will break the symmetry by imposing certain boundary conditions. Specifically, we will require that $`\varphi `$ vanishes on one of the boundaries, e.g., $`\varphi (0,t)=0`$, reducing the minimal number of controllers to one. The only controller will be placed at the opposite boundary, $`x=l`$. With this arrangement the length $`l`$ of the system plays the role of the distance between multiple controllers in a system of larger size. We choose the feedback law to be of the form

$$\varphi ^{}(l,t)=_0^lK(y)\varphi (y,t)𝑑y,$$
(2)
such that the control signal depends on the state $`\varphi `$ of the system on the whole domain (this condition can be easily relaxed). The feedback gain $`K(y)`$ describes how each point inside the domain contributes to the feedback.

The spectrum of the unperturbed linearized system is discrete with eigenvalues and eigenfunctions given by

$$\lambda _n=1q_n^2,f_n(x)=\mathrm{sin}(q_nx),$$
(3)
where $`q_n=(n1/2)\pi /l`$ and $`n=1,2,\mathrm{}`$. These eigenfunctions are normal, as expected, and form a convenient basis for the stability analysis of the perturbed system. Dropping the cubic term in (1) and projecting the remainder onto the basis $`\{f_n\}`$ we obtain

$$\dot{\mathrm{\Phi }}_n=\lambda _n\mathrm{\Phi }_n(1)^n\underset{m=1}{\overset{\mathrm{}}{}}K_m\mathrm{\Phi }_m(M\mathrm{\Phi })_n,$$
(4)
where $`\mathrm{\Phi }_n`$ and $`K_n`$ are the Fourier coefficients of $`\varphi `$ and $`K`$

$`\mathrm{\Phi }_n`$ $`=`$ $`{\displaystyle \frac{2}{l}}{\displaystyle _0^l}\varphi (x)\mathrm{sin}(q_nx)𝑑x,`$ (5)
$`K_n`$ $`=`$ $`{\displaystyle \frac{2}{l}}{\displaystyle _0^l}K(x)\mathrm{sin}(q_nx)𝑑x,`$ (6)
and

$$M=\left(\begin{array}{cccc}\lambda _1+K_1& K_2& K_3& \mathrm{}\\ K_1& \lambda _2K_2& K_3& \mathrm{}\\ K_1& K_2& \lambda _3+K_3& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right).$$
(7)
The control problem for the PDE (1) is thus reduced to finding an infinite set of coefficients $`K_m`$, which will make the matrix $`M`$ stable.

It turns out that the structure of $`M`$ simplifies the problem remarkably. Suppose we take an $`n\times n`$ truncation of $`M`$ by discarding all rows and columns except the first $`n`$. Setting the eigenvalues of the truncated matrix, $`M_n`$, to a sequence $`\lambda _1^{},\lambda _2^{},\mathrm{},\lambda _n^{}`$ is then equivalent to solving a system of $`n`$ equations linear in $`K_m`$’s. In particular, one can change the first $`m=1,\mathrm{},s`$ eigenvalues from $`\lambda _m`$ to $`\lambda _m^{}`$ and leave the rest unchanged by setting

$$K_m^{(n)}=\frac{_{p=1}^s(\lambda _m\lambda _p^{})}{_{p=1}^{m1}(\lambda _p\lambda _m)_{p=m+1}^s(\lambda _m\lambda _p)},$$
(8)
for $`ms`$ and zero otherwise. Since the right-hand-side does not depend on the size of the truncated matrix $`M_n`$, the result also holds for the full matrix $`M`$, so we can drop the index $`n`$. This is a very important result, because it allows us to calculate Fourier coefficients of any stabilizing feedback gain. It also allows us to determine how these coefficients scale with the size of the system $`l`$. Substituting (3) into (8) and after some algebra we obtain

$$K_m=\left(\frac{l}{\pi }\right)^{2(s1)}\frac{(2m1)_{p=1}^s(\lambda _m\lambda _p^{})}{(s+m1)!(sm)!}.$$
(9)
To make the matrix $`M`$ stable we only need to change the first $`s`$ positive eigenvalues, where $`s`$ is equal to the integer part of $`l/\pi +1/2`$. In particular, in the limit $`\lambda _1^{}=\lambda _2^{}=\mathrm{}=\lambda _s^{}=\mathrm{\Lambda }`$, where $`\mathrm{\Lambda }`$ is some negative number, the product in the numerator of (9) reduces to $`(\lambda _m\mathrm{\Lambda })^s`$. Expressing $`s`$ through $`l`$ we see that the coefficients $`K_m`$ grow exponentially fast with $`l`$. The leading order behavior for large $`l`$ is given by

$$K_m\mathrm{exp}\left[\frac{l}{\pi }\left\{2+\mathrm{log}(\lambda _m\mathrm{\Lambda })+O\left(\frac{m^2}{l^2}\right)\right\}\right].$$
(10)
This exponential growth is clearly seen in Fig. 1. Both here and throughout the paper we use and compare two different control methods. In linear-quadratic (LQR) control  the system (4) is truncated to 64 Fourier modes and a set of $`K_m`$ that minimizes a quadratic form in $`\mathrm{\Phi }`$ is sought numerically. In pole placement (PP) the feedback gain is calculated directly from (9), where we change all unstable eigenvalues to $`\mathrm{\Lambda }=0.5`$ and leave the stable ones unchanged. (The choice of $`\mathrm{\Lambda }`$ is somewhat arbitrary and is chosen to roughly correspond to the average of the first $`s`$ eigenvalues produced by LQR). Both control laws show the same scaling of $`K`$ with $`l`$.

The exponential growth of the control signal suggests transient behavior, a sign of nonnormality. Indeed, a small initial disturbance inside the domain will create a large control perturbation at the right boundary, $`x=l`$. If the feedback is designed properly, this perturbation will eventually (after propagating through the system) cancel the initial disturbance, thereby making the system asymptotically stable. However, asymptotic decay will be preceded by a transient whose magnitude grows with the feedback gain $`K`$. Numerical simulation of the linearized GLE does indeed show a large transient (see Fig. 2).

The scaling of both the transient amplification and the control signal can also be understood qualitatively. Since the propagation of perturbations is diffusive, it will take a time $`\tau `$ roughly proportional to the size of the system, $`l`$, for the control signal to travel from the right boundary to the left one, suppressing the disturbances inside the domain. Since the system is locally unstable, a disturbance near the left boundary will grow uncontrolled during this time interval. The exponential growth of the disturbance will result in its amplification by a factor $`\mathrm{exp}(\lambda _1\tau )\mathrm{exp}(\beta l)`$. To suppress the amplified disturbance, we need to apply a control perturbation at least as large as the disturbance itself, which requires exponential (with $`l`$) growth in the feedback gain.

Next, let us consider how nonnormality arises in our system. The evolution matrix for the controlled dynamics can be written in the form $`M=A+BK^{}`$, where $`A`$ is the diagonal (and hence normal) matrix that describes the dynamics of the unperturbed system, $`A_{mm}=\lambda _m`$, and $`B`$ and $`K`$ are vectors with elements $`(1)^{m+1}`$ and $`K_m`$, respectively. Clearly $`BK^{}`$ is not a normal matrix, so the sum $`A+BK^{}`$ is not normal either. In fact, when all unstable eigenvalues are chosen equal, the matrix $`M`$ is not even diagonalizable. In that case, one can convert $`M`$ into the Jordan normal form

$$J(M)=S^1MS=\left(\begin{array}{cc}J_1& 0\\ 0& J_2\end{array}\right)$$
(11)
with $`J_1`$ being an $`s\times s`$ Jordan block with eigenvalue $`\mathrm{\Lambda }`$, $`J_2`$ a diagonal matrix with $`\lambda _{s+1},\lambda _{s+2},\mathrm{}`$ on the diagonal, and $`S`$ the respective coordinate transformation. This means that the eigenvectors of $`M`$ corresponding to the Jordan block $`J_1`$ coincide, $`e_1=e_2=\mathrm{}=e_s`$. The solution of the linear system (4) in this case is constructed using the generalized eigenvectors $`e_p^{}`$, such that $`Me_p^{}=\mathrm{\Lambda }e_p^{}+e_{p1}^{}`$ for $`p=2,\mathrm{},s`$ and $`e_1^{}=e_1`$. Specifically,

$`\mathrm{\Phi }(t)`$ $`=`$ $`{\displaystyle \underset{p=1}{\overset{s}{}}}\left[{\displaystyle \underset{m=0}{\overset{sp}{}}}c_{p+m}{\displaystyle \frac{t^m}{m!}}\right]\mathrm{exp}(\mathrm{\Lambda }t)e_p^{}`$ (12)
$`+`$ $`{\displaystyle \underset{p=s+1}{\overset{\mathrm{}}{}}}c_p\mathrm{exp}(\lambda _pt)e_p,`$ (13)
where $`c_1,c_2,\mathrm{}`$ are integration constants which have to be chosen to satisfy the initial condition. The result for the individual Fourier coefficients can be written more conveniently using the elements of the transformation matrix $`S`$:

$`\mathrm{\Phi }_n(t)`$ $`=`$ $`{\displaystyle \underset{p=1}{\overset{s}{}}}S_{n,p}\left[{\displaystyle \underset{m=0}{\overset{sp}{}}}c_{p+m}{\displaystyle \frac{t^m}{m!}}\right]\mathrm{exp}(\mathrm{\Lambda }t)`$ (14)
$`+`$ $`{\displaystyle \underset{p=s+1}{\overset{\mathrm{}}{}}}S_{n,p}c_p\mathrm{exp}(\lambda _pt).`$ (15)
By looking at (12) or (14) one can clearly see that the solution $`\varphi (x,t)`$ grows as a polynomial of order $`s1`$ before exponential decay at a rate $`\mathrm{\Lambda }`$ finally takes over.

In the above analysis we required the first $`s`$ eigenvalues to be equal. What happens in the typical case when these eigenvalues are close, but not equal? First of all, as (9) shows, the coefficients $`K_m`$ of the feedback gain will still grow exponentially with the size of the system. The matrix $`M`$ will remain strongly nonnormal, but will become diagonalizable. Therefore, all eigenvectors of $`M`$ will be distinct, but the first $`s`$ will be closely aligned. This can be argued in the following way. Since $`K_m`$ quickly grows with increasing $`|\lambda _m^{}|`$, while the size of the largest possible perturbation is usually severely restricted by practical limitations as well as nonlinearities, the new eigenvalues have to be chosen in a small strip of negative values, say $`(ϵ,0)`$. Therefore, the increase in the system size will force progressively more eigenvalues to lie in this strip, making the difference between successive eigenvalues shrink at least as fast as $`ϵ/l`$. As we have seen previously, setting $`s`$ eigenvalues equal produces an $`s\times s`$ Jordan block, which causes $`s`$ eigenvectors to merge. Since $`s`$ is arbitrary, such merging will occur for any number of eigenvectors corresponding to identical eigenvalues. As a result, pairs of successive eigenvalues will continuously approach each other, aligning the respective eigenvectors. (The continuity can be checked by a straightforward application of perturbation theory.) Fig. 3 shows that already for $`l=25`$ the first five eigenfunctions are very closely aligned: all have a nearly sinusoidal shape with either 8 or 9 nodes, i.e., almost coincide with the first stable (unperturbed) eigenfunction $`f_9(x)=\mathrm{sin}(8.5\pi x/l)`$ which has 8 nodes.

Finally, it is useful to derive the quantitative result for transient amplification,

$$\gamma \underset{t,\mathrm{\Phi }(0)}{\mathrm{max}}\frac{\mathrm{\Phi }(t)_2}{\mathrm{\Phi }(0)_2}=\underset{t}{\mathrm{max}}\mathrm{exp}(Mt)_2,$$
(16)
because this is the ultimate measure that determines when modal analysis and linear control break down. Let us again assume that all unstable eigenvalues are made equal and analyze the structure of the solution (14) more carefully. The transient occurs because each of the terms $`(t^m/m!)\mathrm{exp}(\mathrm{\Lambda }t)`$ first grows as $`t^m`$ and then decays as $`\mathrm{exp}(\mathrm{\Lambda }t)`$, reaching the maximal value at $`t_m=m/\mathrm{\Lambda }`$. This maximal value is given by

$$\frac{(t_m)^m}{m!}\mathrm{exp}(\mathrm{\Lambda }t_m)\frac{1}{\sqrt{2\pi m}|\mathrm{\Lambda }|^m},$$
(17)
so for small $`|\mathrm{\Lambda }|`$ the term with $`m=s1`$ dominates (14). A good approximation for the transient amplification $`\gamma `$ can, therefore, be obtained by picking the initial state $`\mathrm{\Phi }(0)`$ that corresponds to setting $`c_m=\delta _{m,s}`$ and calculating the maximum of the ratio $`\mathrm{\Phi }(t)_2/\mathrm{\Phi }(0)_2`$:

$$\gamma \sqrt{\frac{_{n=1}^sS_{n,1}^2}{_{n=1}^sS_{n,s}^2}}\underset{t}{\mathrm{max}}\frac{t^{s1}e^{\mathrm{\Lambda }t}}{(s1)!},$$
(18)
where we only keep terms with $`p=1`$. It should be noted that the chosen initial state corresponds to a “near optimal” disturbance, rather than the “optimal” disturbance producing the largest transient amplification .

If the matrix S is normalized such that $`S_{1,s}=1`$, it can be shown that, for arbitrary $`n`$, $`S_{n,s}=\delta _{n,1}`$ and

$$S_{n,1}=(1)^{s+n}\frac{(\lambda _1\mathrm{\Lambda })^s}{\lambda _n\mathrm{\Lambda }}\frac{_{k=2}^s(\lambda _k\mathrm{\Lambda })}{_{k=2}^s(\lambda _1\lambda _k)}.$$
(19)
Since all $`S_{n,1}`$ scale in the same way, (18) gives

$$\gamma \frac{|S_{1,1}|}{|\mathrm{\Lambda }|^{s1}}.$$
(20)
In order to perform the calculation of the leading order behavior of $`S_{1,1}`$ we assume that $`\mathrm{\Lambda }=1[(p1/2)\pi /l]^2`$, where $`p`$ is some integer, in which case (19) gives

$$|S_{1,1}|=\frac{(\lambda _1\mathrm{\Lambda })^{s1}(p+s1)!}{(ps1)!p(p1)s!(s1)!}.$$
(21)
We can now re-express $`p`$ in terms of $`\mathrm{\Lambda }`$ thus extrapolating between the known expressions for $`\mathrm{\Lambda }`$’s corresponding to integer $`p`$’s. At the leading order we again obtain exponential growth with the system size:

$$\gamma \mathrm{exp}\left[\frac{l}{\pi }\left\{\mathrm{log}\frac{\mathrm{\Lambda }1}{\mathrm{\Lambda }}+\mathrm{log}\frac{(\alpha +1)^{\alpha +1}}{(\alpha 1)^{\alpha 1}}\right\}\right],$$
(22)
where $`\alpha \sqrt{1\mathrm{\Lambda }}`$.

As Fig. 4 shows, the numerically calculated transient amplification factor does indeed grow exponentially fast and is rather insensitive to the way the feedback gain is calculated. The slope is seen to be slightly different from the one predicted by (22). This is to be expected. First, we only consider the terms in (14) for which $`m=sp`$. While that gives a correct leading order result for small $`|\mathrm{\Lambda }|`$, for $`\mathrm{\Lambda }=0.5`$ the contribution from $`m=sp1`$ is about half that from $`m=sp`$ and more terms might need to be considered. Second, (22) is the asymptotic result for (18) and is valid only in the limit of large $`l`$ (here for $`l20`$). On the other hand, the numerical accuracy in calculating the matrix norm decreases rapidly with $`l`$. This is in fact a numerical fingerprint of nonnormality. The results found using standard numerical routines are getting rather inaccurate for strongly nonnormal matrices, e.g., for large $`l`$ (in our case also for $`l20`$).

The large transient amplification makes the system extremely susceptible to noise, as noise is amplified by feedback before being suppressed. In order for linear control to work, the magnitude of the nonlinear terms has to be smaller than the magnitude of the linear terms. Comparison of their relative magnitude can be used to estimate when noise will start to interfere with control. For instance, for cubic nonlinearity in the GLE, using the argument of Egolf and Socolar  we obtain that the largest magnitude of noise, $`\sigma `$, tolerated by linear control should scale like $`\gamma ^{3/2}`$. However, our numerical calculations produce different scaling. This disagreement is currently under investigation.

To conclude, we have shown that the application of spatially localized control to spatially extended systems renders the system nonnormal. The degree of nonnormality quickly increases with the size of the system due to the close alignment of a progressively larger number of originally unstable eigenfunctions. Increasing nonnormality leads to transient amplification which quickly grows with the size of the system, thus imposing strict limitations on the density of controllers required to control a system of a given size in the presence of noise or truncation errors.


text:
# Public-key cryptography and invariant theory

## 1 Introduction

In public-key cryptography the problem is to produce a cryptosystem which contains the following ingredients: a public key $`k_e`$, a secret key $`k_d`$, a public encrypting function $`f_e`$ and a secret decrypting function $`f_d`$. If somebody (usually named Bob) wants to send a message $`m`$ to another person (usually named Alice) via a public channel then he transmits an encryption $`u=f_e(m,k_e)`$. To decrypt a message Alice calculates $`m=f_d(u,k_d)`$. It is supposed that $`k_d,f_d`$ are known only to Alice, while $`k_e,f_e`$ are known publically. Another important property of a cryptosystem is that an unauthorized person (named Charlie) would be unable to learn $`m`$ from $`u`$ (without knowing $`k_d,f_d`$).

A lot of efforts were undertaken to design cryptosystems (some literature one can find in ). Still for no cryptosystem its security is proved and the issue of security remains a challenging problem. All the existing results on security concern impossibility of breaking a cryptosystem by certain fixed means, say, in frames of a particular proof system. But what appeared to be interesting in the course of developpment of cryptography is that many connections with other areas of mathematics were discovered. In fact, public-key cryptography in many aspects plays a role of a bridge between mathematics and computer science. The most recognized cryptosystems are based on number-theoretical ideas like RSA, Diffie-Hellman or the elliptic curves cryptosystems (see e.g., , in this book one can find also some cryptosystems invoking combinatorial-algebraic NP-hard problems).

In these notes we study cryptosystems which involve ideas from the theory of group invariants. Several known cryptosystems rely on groups (below we give a short overview of them), but surprisingly the concept of a group representation invariant was never exploited, although it fits quite well the aims of cryptography. Still, applying invariants into cryptography encounters the similar difficulties as other known approaches, however, the purpose of these notes is to introduce invariants into cryptography, design a possible cryptosystem and to discuss arising problems on its security.

Thus, the general idea behind using groups (and their invariants) is as follows. Let $`E`$ denote the set of encrypted messages and a group $`G`$ act $`G:EE`$. Some examples of $`E`$ are the set of words in a certain alphabet or a vector space. In addition, a subset $`ME`$ of plaintext messages is distinguished being transversal to the orbits of $`G`$, i.e. no two distinct messages $`m_1,m_2M`$ belong to the same orbit of $`G`$.

Then $`G`$ is used for a probabilistic encryption  being more efficient in “hiding information” than a deterministic one. Thus, for encrypting a message $`mM`$ Bob picks randomly an element $`g`$ from the group $`G`$ and transmits $`gmE`$ via the public channel. Alice has to decrypt $`gm`$ to learn $`m`$ applying her secret key. And Charlie has to be unable to learn $`m`$ from $`gm`$.

Usually, the latter two properties of the cryptosystem are achieved by a special choice of $`G`$. In the widely used quadratic residue cryptosystem  one takes an integer $`n=pq`$ for large primes $`p,q`$ (being a secret key of Alice). As the group $`G`$ one takes $`(_n^{})^2`$ and $`E=\{g_n^{}:J_n(g)=1\}`$ where $`J_n`$ denotes the Jacobi symbol. Take also an element $`aEG`$ (being a non-square), put $`M=\{1,a\}`$. A public key consists of $`n`$ and $`a`$. Thus, to encrypt 1 Bob picks first a random $`g_n^{}`$, then its square $`g^2G`$, and to encrypt $`a`$ Bob picks $`g^2a`$ being a random non-square in $`E`$, clearly $`E=GGa`$.

The task of Alice is to verify whether an element $`bE`$ (being a transmitted encrypted message) is a square. This Alice can easily do using $`p,q`$ and Legendre-Jacobi symbols $`J_p,J_q`$. On the other hand, it is a common belief that Charlie is unable to verify whether $`b`$ is a square without knowing $`p,q`$.

The described quadratic residue cryptosystem was generalized to a class of cryptosystems called homomorphic. Namely, let $`f:EH`$ be a group epimorphism which is a secret key of Alice. There is an exact sequence of group homomorphisms

$$B\stackrel{s}{}E\stackrel{f}{}H\mathrm{\hspace{0.17em}0}$$

and a public key is $`B,s,E,H`$ and a subset $`ME`$ transversal to $`G=ker(f)`$, hence $`f`$ provides a bijection between $`M`$ and $`H`$. This is consistent with the above notations: $`G`$ acts (by the multiplication from the left) on $`E`$ and the set of plaintext messages $`M`$ being transversal to this action, but here $`G`$ is given implicitly as an image $`s(B)`$. To encrypt a message $`mM`$ Bob picks randomly $`bB`$ and transmits $`s(b)m`$. Alice decrypts $`s(b)m`$ applying $`f`$, taking into account that $`f(s(b)m)=f(m)`$. For Charlie it is difficult to decrypt without knowing $`f`$. In the described above quadratic residue cryptosystem we have $`H=_2,B=E,s(b)=b^2`$ and $`f`$ being the epimorphism of the quadratic residue.

In  a question was posed for which groups $`H`$ homomorphic systems can be constructed (more generally, one could consider rings rather than groups homomorphisms)? For some abelian groups $`H`$ cryptosystems were designed in . For certain diedral groups $`H`$ cryptosystems are designed in . In  a homomorphic system was designed for any solvable group $`H`$. For cryptosystems over elliptic curves see .

What is common in all the mentioned constructions is that decrypting relies on the knowledge of secret primes $`p,q`$. In these notes we suggest another way of decrypting (and encrypting) based on an invariant $`w:EF`$, i.e. $`w`$ being constant on the orbits of $`G`$. Then Alice is able to decrypt an encrypted message $`gm`$ by means of calculating $`w(gm)=w(m)`$, provided that $`w`$ takes distinct values on the elements (plaintext messages) from $`M`$.

The theory of invariants, see e.g. , is developped mostly in the situation when $`G:EE`$ is a linear representation, so $`E`$ is a vector space and $`GGL(E)`$ over a field $`F`$ and $`w`$ being a polynomial. But perhaps, it would be also worthwhile to look at other group actions and their invariants.

Since for not too many infinite series of linear representations $`GGL(E)`$ their invariants $`w`$ are known explicitly and can be calculated fast (), we suggest to hide $`G`$ considering its conjugation $`a^1GaGL(E)`$ for a secret matrix $`aGL(E)`$. Then an invariant $`ew(ae)`$ of the conjugation $`a^1Ga`$ enables Alice to decrypt a message $`a^1gam`$ where $`a^1ga`$ is a random element from $`a^1Ga`$ chosen by Bob for encrypting a message $`m`$. Usually, the group $`a^1Ga`$ (being a public key together with $`E`$ and $`ME`$) is given by a set of matrices in $`GL(E)`$ being its generators. It is a quite succinct way of representing a group by a set of its generators, in particular, known finite simple groups are representable just by two generators, and any finite group $`G`$ is representable by $`\mathrm{log}_2|G|`$ generators. In calculations with $`G`$ represented by a set of generators it is not necessary to assume that $`G`$ is finite (which is the case in particular, when the field $`F`$ is finite) because for encrypting Bob has just to pick randomly a certain product of generators of $`a^1Ga`$.

In the next sections we describe cryptosystems based on group invariants and discuss the issues of their security, but first we complete an overview by two families of cryptographic tools which involve groups.

Another particular problem of cryptography, apart from designing cryptosystems and closely connected with it, is the key agreement protocol, see e.g. . Now Alice and Bob want to agree about a common key communicating via a public channel. The usual approach is to choose by each of them secretly commutating operators $`f_A`$ (by Alice) and $`f_B`$ (by Bob) in the same set $`E`$ and in addition a certain (public) $`eE`$. Then Alice communicates $`f_A(e)`$, Bob communicates $`f_B(e)`$ and they agree on a common key $`f_A(f_B(e))=f_B(f_A(e))`$. In the first key agreement protocol due to Diffie-Hellman (see e.g. ) it was used $`f_A(e)=e^a,f_B(e)=e^b(modp)`$ for integers $`a,b`$. Thus, decrypting (by Charlie) of Diffie-Hellman protocol relates to computing the discrete logarithm which is believed to be difficult, its complexity was studied in .

This general approach was considered in the following setting (see . Let $`E`$ be a group with two subgroups $`E_A,E_BE`$ which commute with each other. Then as $`f_A`$ Alice chooses a conjugation $`ea^1ea`$ for a randomly picked $`aE_A`$, respectively, $`f_B(e)=b^1eb`$ for $`bE_B`$. In  the braid group is used as $`E`$ and the difficulty of breaking this key agreement protocol relates to the difficulty of the conjugacy problem in the braid group.

Few cryptosystems based on the difficulty of the word problem in appropriate groups were proposed in .

The last family of cryptosystems we mention rely on lattices (being discrete abelian subgroups of $`^n`$), the first such a construction is due to . Let $`L^n`$ be an $`n`$-dimensional lattice with a property that it contains a (hidden) $`(n1)`$-dimensional sublattice $`L^{}`$ whose linear span being a hyperplane $`H`$, satisfying the following property. The coset hyperplanes $`H_i`$ parallel to $`H`$ such that $`_iH_iL`$ are well separated: the distance between any adjacent pair $`H_i,H_{i+1}`$ of them is greater than a suitable large $`d`$. In other terms, there is a basis of $`L`$ which consists of $`n1`$ rather “short” vectors which form a set $`C`$ from $`L^{}`$ and a single “long” vector $`c`$ having a “big” coordinate orthogonal to $`H`$.

Then a cryptosystem from  considers a random basis $`C_1`$ of $`L`$ as a public key and a basis $`C\{c\}`$ as a secret key. The plaintext 0 is encrypted by Bob by a random vector from $`L`$, and the plaintext 1 is encrypted by a random vector from $`^n`$.

For decrypting a vector $`u`$ Alice computes a magnitude $`l=(u,cP_H(c))/cP_H(c)^2`$ where $`P_H`$ denotes the orthogonal projector onto the hyperplane $`H`$. If $`l`$ is an integer (this means that $`u`$ lies on a certain coset hyperplane $`H_i`$) then Alice can declare that the plaintext message of Bob is 0 (otherwise, 1). Actually, in this manner Alice recognizes elements from $`_iH_i`$ rather than from $`L`$, so an error happens when $`u_iH_iL`$. To correct this Bob slightly perturbs $`u`$, so each point from $`L`$ is surrounded by a ball of a suitable radius $`r`$ in order to cover $`_iH_i`$, but on the other hand, not to cover the whole space $`^n`$. Moreover, the perturbations of adjacent hyperplanes $`H_i`$ and $`H_{i+1}`$ should be well separated, just for this reason the condition on a “long” vector $`c`$ was imposed. Finally, Alice decrypts the points at the distance at most $`r`$ from the union $`_iH_i`$ as 0, otherwise as 1. Still, an error could happen when $`u`$ lies at the distance at most $`r`$ from the union $`_iH_i`$, but now it is more probable that Bob encrypted 0 in this case (rather than 1).

Thus, the presumed difficulty of breaking (by Charlie) this cryptosystem relies on finding a long vector in a lattice given by its basis $`C_1`$ (or equivalently, a short one in the dual lattice), provided that a long vector is unique in an appropriate strong sense.

Another cryptosystem based on perturbations of a lattice was designed in . Here a plaintext message is a point of a lattice $`L^n`$ and its encryption is its small perturbation in $`^n`$. Then the problem of breaking the cryptosystem leads to finding for a given real point the closest to it vector in the lattice $`L`$. This problem is known to be NP-hard, as well as its approximating up to a constant factor. To make the decrypting possible Alice first chooses (randomly) a basis $`c_1,\mathrm{},c_n`$ of $`L`$ of a special form (namely, such that the magnitude $`_ic_i/|det(c_i)|`$ is not too large, a basis with this property is called “almost rectangular”) which serves as a secret key. After that the basis $`c_1,\mathrm{},c_n`$ is (randomly) spoiled and the resulting new basis of $`L`$ serves as a public key. The point is that an almost rectangular basis allows Alice to find the closest vector in $`L`$, provided that a perturbation was small enough.

Thus, in both mentioned lattice-based methods  a plaintext message is hidden by a small perturbation, this differs from our suggestion to hide by means of shifting by an element from a certain group.

## 2 Construction of cryptosystems based on group invariants

Let $`GGL_n(F)`$ be a representation of a group $`G`$ where one can deem w.l.o.g. a field $`F`$ to be algebraically closed, however in computations the entries of the matrices from $`G`$ could belong to a certain subfield of $`F`$, it is reasonable, for example, the entries to belong to a finite subfield.

Assume that we know a (non-constant) invariant $`w`$ () of the representation of $`G`$, i.e. a polynomial $`wF[X_1,\mathrm{},X_n]`$ such that for any element $`gG`$ and any vector $`vF^n`$ we have $`w(gv)=w(v)`$. Besides, we fix a pair of nonzero distinct vectors $`v_0,v_1F^n`$.

Usually (and we suppose this) one is able to generate elements from $`G`$. To design a (probabilistic) public-key cryptosystem Alice chooses randomly a matrix $`aGL_n(F)`$ with the property that $`w(av_0)w(av_1)`$ (clearly, almost any matrix $`a`$ satisfies this property).

Public key: $`v_0,v_1`$ and a set of elements of the form $`h_i=a^1g_iaGL_n(F)`$ where $`g_i`$ being randomly generated elements of $`G`$.

Secret key: $`a`$

Encryption: a letter 0 or respectively, 1 of a plaintext message is transmitted as a vector $`u=h_{i_1}\mathrm{}h_{i_l}v_0`$ (or respectively, $`u=h_{i_1}\mathrm{}h_{i_l}v_1`$) for randomly chosen $`i_1,\mathrm{},i_l`$.

Decryption: given a vector $`uF^n`$ Alice computes $`w(au)`$ and verifies whether it equals to $`w(av_0)`$ (in this case the plaintext message was $`v_0`$ since $`w(av_0)=w(ah_{i_1}\mathrm{}h_{i_l}v_0)=w(au)`$) or to $`w(av_1)`$ (in this case the plaintext message was $`v_1`$).

## 3 Discussion on the security

To break the designed cryptosystem Charlie can try to find a certain invariant $`w^{}`$ of a (sub)group $`H`$ of a conjugation $`a^1Ga`$ (where $`H`$ is given by a set of generators $`h_i`$). One can think of the group $`GGL_n(F)`$ (of exponential in $`n`$ size or even infinite) to be known as well as an invariant $`w`$. Charlie could try to look for an invariant $`w^{}`$ in the form $`w^{}(v)=w(bv)`$ for an unknown matrix $`bGL_n(F)`$. Let $`d`$ denote the degree of $`w`$ (as usually, in the invariant theory one might reduce consideration to a homogeneous $`w`$). Substituting $`w^{}`$ into the known generators of the form $`a^1g_ia`$ of $`H`$, so $`w(bv)=w(b(a^1g_ia)v)`$ for each $`i`$ (clearly, any such matrix $`b`$ would fit), and equating the coefficients at all the monomials in $`n`$ coordinates of a vector $`v`$, Charlie obtains a system of polynomial equations in the entries of a matrix $`b`$ of degrees $`d`$. Hence this polynomial system contains $`\left(\genfrac{}{}{0pt}{}{n+d1}{d}\right)`$ equations (for each $`i`$) of degrees $`d`$ in $`n^2`$ variables being the entries of $`b`$.

Alternatively, Charlie could search for an invariant $`w^{}`$ treating it as a polynomial of degree $`d`$ with indeterminate $`\left(\genfrac{}{}{0pt}{}{n+d1}{d}\right)`$ coefficients satisfying equations $`w^{}(h_iv)=w^{}(v)`$ for each $`i`$ for any vector $`vF^n`$. This provides a linear system in the indeterminate coefficients.

Anyway, the complexity of both procedures depends on $`\left(\genfrac{}{}{0pt}{}{n+d1}{d}\right)`$, therefore, for the security reasons one should take a group $`G`$ without invariants of degrees $`d`$ less than $`\text{const}n`$. On the other hand, the invariant $`w`$ should be computable within polynomial in $`n`$ complexity (below we give few such examples).

The problem of finding an invariant seems to be difficult and in general not much is known beyond obvious applying the Reynolds averaging operator $`|G|^1_{gG}g`$ (provided that $`G`$ is finite), cf. .

Let us consider two other approaches towards breaking the described cryptosystem.

In the first approach Charlie tries to find a matrix $`a`$ (or any other $`bGL_n(F)`$ such that $`bHb^1G`$). Clearly, one can assume w.l.o.g. that $`H`$ is conjugate to $`G`$ itself (rather than to a certain its subgroup) taking as $`g_i`$ a set of generators of $`G`$ (randomly chosen large enough set of $`g_i`$ generates $`G`$ with a high probability). Then testing an existence of $`b`$ (and finding if it does exist) such that $`bHb^1=G`$ is called the conjugacy problem for matrix groups. One can reduce to the latter problem the conjugacy problem for permutation groups as it was communicated to the author by Eugene Luks . In its turn, the difficulty of the conjugacy problem for permutation groups was conjectured in  where its complexity was posed as an open question. Furthermore, the graph isomorphism problem is reducible to the conjugacy problem for permutation groups . Thus, the first approach by Charlie leads in particular, to the graph isomorphism problem.

In the second approach Charlie tries to find a matrix $`h`$ from $`H`$ such that $`hu=v_0`$ (or respectively, $`hu=v_1`$). This problem (in a particular case when $`H`$ is a permutation group) is called the vector transporter problem  where its difficulty was conjectured. Again the graph isomorphism problem is reducible to the vector transporter problem .

We observe that a particular case of the vector transporter problem when (the set of encrypted messages) $`F^4`$ is the space of $`2\times 2`$ matrices and a group $`H=SL_2()\times SL_2()`$ acts on $`F^4`$ by $`vh_1vh_2`$, where $`(h_1,h_2)H`$, was proved to be NP-hard for the average complexity . In this connection we mention that a hardness of breaking a cryptosystem for the average complexity would be more desirable than a hardness for the worst-case complexity (cf. ).

Thus, both approaches towards breaking the described above cryptosystem relate to the graph isomorphism problem. But of course, the difficulty of proving a reduction of the graph isomorphism to breaking the cryptosystem lies particularly, in finding an appropriate invariant $`w`$ for a group $`G`$ such that the graph isomorphism problem can be reduced to the conjugacy and to the vector transporter problems for $`G`$. It would be interesting to understand whether the graph isomorphism problem indeed, is reducible to breaking the described above cryptosystem.

We mention also that a similarly looking problem of equivalence of representations of the group algebras $`F[G],F[H]`$ (rather than the groups), in other words finding a matrix $`aGL_n(F)`$ such that $`a^1F[H]a=F[G]`$, can be solved over an algebraically closed field $`F`$  taking into account the structural theorems of Schur and Wedderburn.

An evident remark is that to provide more security of the cryptosystem it would be reasonable to change secret and public keys $`a`$ and $`a^1g_ia`$ quite often.

Let us give few simple examples of cryptosystems based on invariants of classical groups .

Example 1 (). As a group $`G`$ we take a subgroup of $`GL_n`$ generated by the symmetric group $`S_n`$ permuting the standard basis $`e_i,1in`$ and all the matrices $`t`$ such that $`te_i=c_ie_i`$ where $`c_i^m=1,1in,(c_1\mathrm{}c_n)^l=1`$ for some $`l|m`$. Then as $`w`$ one can take the power sum $`x_1^m+\mathrm{}+x_n^m`$. We deliberately consider an extension of the symmetric group to avoid invariants of small degrees (see the beginning of this section).

Example 2. Consider the representation of the group $`G=SL_n(F)`$ on the symmetric product $`S^2F^n`$, in other words, on symmetric matrices (or quadratic forms) by $`vmvm^T`$ where $`mG`$ and $`T`$ denotes the transposing. Then as $`w`$ one takes $`det(v)`$.

Example 3. Now $`G=GL_n(F)`$ which acts on the direct sum $`F^{2n^2}=F^n\mathrm{}F^n`$ of $`2n`$ copies of $`F^n`$ by $`m(p_1,\mathrm{},p_{2n})=(mp_1,\mathrm{},mp_{2n})`$. Consider two (disjoint) partitions $`I_1J_1=I_2J_2=\{1,\mathrm{},2n\}`$ into $`n`$-element subsets $`|I_1|=|J_1|=|I_2|=|J_2|=n`$. As $`det_{I_1}`$ we denote the determinant of $`n`$ vectors $`p_i`$ for $`iI_1`$. Then as $`w`$ we take the rational invariant

$$\frac{det_{I_1}det_{J_1}}{det_{I_2}det_{J_2}}.$$

In the described above cryptosystem we considered polynomial invariants $`w`$, but nothing changes when we deal with rational invariants $`wF(X_1,\mathrm{},X_n)`$, except that, of course, in the cryptosystem Alice should pick vectors $`v_0,v_1F^{2n^2}`$ and a matrix $`aGL_{2n^2}(F)`$ in such a way that $`w(av_0),w(av_1)`$ be defined.

One could produce more similar examples invoking direct, tensor, symmetric, exterior products of group representations.

The present state of art of cryptography does not allow to prove security of cryptosystems, the latter is usually a question of belief in a difficulty of a relevant problem and a matter of experience (that is why it is not quite unusual to have a paper on cryptography without theorems, including this one). Just the opposite, one could expect a “disappointing” breaking of a particular cryptosystem. This is not excluded for any of the aforementioned examples (and avoiding solving the graph isomorphism problem, see the discussion above). On the other hand, such breaking would lead perhaps, to interesting algorithms in group representations. Thus, one can treat the examples (and the general construction in all) just as a suggestion to play with cryptosystems based on the invariant theory.

Acknowledgements. The author would like to thank the Institut des Hautes Etudes Scientifiques during the stay in which this paper was conceived and also Lenya Levin and Gene Luks for interesting discussions.


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# Comparison of the Black Hole and Fermion Ball Scenarios of the Galactic Center

## 1 Introduction

Self-gravitating degenerate neutrino matter has been suggested as a model for quasars, with neutrino masses in the 0.2 keV $`\text{ }<\text{ }m\text{ }<\text{ }`$ 0.5 MeV range  even before the black hole hypothesis of the quasars was conceived . More recently, supermassive compact dark objects consisting of weakly interacting degenerate fermionic matter, with fermion masses in the 10 $`\text{ }<\text{ }m`$/keV $``$ $`<`$  20 range, have been proposed  as an alternative to the supermassive black holes that are believed to reside at the centers of many galaxies.

The masses of $``$ 20 supermassive compact dark objects at the centers of inactive galaxies  have been measured so far. The most massive compact dark object ever observed is located at the center of M87 in the Virgo cluster, and it has a mass of $``$ 3 $`\times `$ 10$`{}_{}{}^{9}M_{}^{}`$ . NGC 3115, NGC 4594 and NGC 4374 are galaxies harbouring compact dark objects with the next smaller mass of $``$ 10$`{}_{}{}^{9}M_{}^{}`$. If we identify the object of maximal mass with a degenerate fermion ball at the Oppenheimer-Volkoff (OV) limit , i.e. $`M_{\mathrm{OV}}`$ = 0.54$`M_{\mathrm{Pl}}^3m^2g^{1/2}`$ 3 $`\times `$ 10$`{}_{}{}^{9}M_{}^{}`$ , where $`M_{\mathrm{Pl}}=\sqrt{\mathrm{}c/G}`$, this allows us to fix the fermion mass to $``$ 15 keV for a spin and particle-antiparticle degeneracy factor of $`g`$ = 2. Such a relativistic object would have a radius of $`R_{\mathrm{OV}}`$ = 4.45 $`R_\mathrm{S}`$ 1.5 light days, where $`R_\mathrm{S}`$ is the Schwarzschild radius of the mass $`M_{\mathrm{OV}}`$. It would thus be virtually indistinguishable from a black hole of the same mass, as the closest stable orbit around a black hole has a radius of 3 $`R_\mathrm{S}`$ anyway.

At the lower end of the observed mass range are the compact dark objects located at the center of NGC 4945, M32 and our Galaxy  with masses of about 1,3 and 2.6 million solar masses, respectively. Interpreting the Galactic object as a degenerate fermion ball consisting of $`m`$ 15 keV and $`g`$ = 2 fermions, the radius is $`R_\mathrm{c}`$ 21 light-days $``$ 7 $`\times `$ 10$`{}_{}{}^{4}R_{\mathrm{S}}^{}`$ , $`R_\mathrm{S}`$ being the Schwarzschild radius of the mass $`M_\mathrm{c}`$ = 2.6 $`\times `$ 10$`{}_{}{}^{6}M_{}^{}`$. Such a nonrelativistic object is far from being a black hole.

The observed motion of stars within a projected distance of $``$ 5 to $``$ 50 light-days from Sgr A , the powerful and enigmatic radio source at the Galactic center, yields, apart from the mass, an upper limit for the radius of the fermion ball $`R_\mathrm{c}\text{ }<\text{ }`$ 22 light days. Matter orbiting in an optically thick and geometrically thin accretion disk in or around such a fermion ball will only emit radiation at distances larger than $``$ 10 mpc from the center, as both the density and the circular frequency become nearly constant near the center of the fermion ball . The spectrum emitted by the disk will thus have a cut-off at frequencies larger than $``$ 1013 Hz, as is actually observed. Of course, there will be a pile-up and instability of matter within $``$ 10 mpc, perhaps leading to the formation of stars, as the gravitational tidal forces on nascent stars is much smaller in the fermion ball than in the black hole scenario. These stars may be eventually ejected from the central star cluster by intruder stars in close binary encounters. The formation of such a fermion ball as well as its coexistence at finite temperature with a Galactic halo composed of the same fermions has been discussed by Lindebaum  and Bilić  respectively, at this conference.

The required weakly interacting fermion of $``$ 15 keV mass cannot be an active neutrino, as it would overclose the Universe by orders of magnitude . However, the $``$ 15 keV fermion could very well be a sterile neutrino, contributing $`\mathrm{\Omega }_\mathrm{d}`$ 0.3 to the dark matter fraction of the critical density today. Indeed, as has been shown for an initial lepton asymmetry of $``$ 10-3, a sterile neutrino of mass $``$ 10 keV may be resonantly produced in the early Universe with near closure density, i.e. $`\mathrm{\Omega }_\mathrm{d}`$ 1 . As an alternative possibility, the required $``$ 15 keV fermion could be the axino  or the gravitino  in soft supersymmetry breaking scenarios.

## 2 Dynamics of the Stars Near the Galactic Center

We now would like to compare the predictions of the black hole and fermion ball scenarios of the Galactic center, for the stars with the smallest projected distances to Sgr A, based on the measurements of their positions during the last six years . The projected orbits of three stars, S0-1 (S1), S0-2 (S2) and S0-4 (S8), show deviations from uniform motion on a straight line during the last six years, and they thus may contain nontrivial information about the potential. For our analysis we have selected the star, S0-1, because its projected distance from Sgr A in 1995.53, 4.4 mpc or 5.3 light-days, makes it most likely that it could be orbiting within a fermion ball of radius $``$ 18 mpc or $``$ 21 light-days. We thus may in principle distinguish between the black hole and fermion ball scenarios for this star.

The dynamics of the stars in the gravitational field of the supermassive compact dark object can be studied solving Newton’s equation of motion, taking into account the initial position and velocity vectors at, e.g., $`t_0`$ = 1995.4 yr, i.e., $`\stackrel{}{r}(t_0)(x,y,z)`$ and $`\dot{\stackrel{}{r}}(t_0)(v_x,v_y,v_z)`$. For the fermion ball the source of gravitational field is the mass $`(r)`$ enclosed within a radius $`r`$  while for the black hole it is $`M_\mathrm{c}=(R_\mathrm{c})`$ = 2.6 $`\times `$ 10$`{}_{}{}^{6}M_{}^{}`$. The $`x`$-axis is chosen in the direction opposite to the right ascension (RA), the $`y`$-axis in the direction of the declination, and the $`z`$-axis points towards the sun. The black hole and the center of the fermion ball are assumed to be at the position of Sgr A which is also the origin of the coordinate system at an assumed distance of 8 kpc from the sun.

In Figs. 1 and 2 the right ascension (RA) and declination of S0-1 are plotted as a function of time for various unobservable $`z`$’s and $`v_z`$ = 0 in 1995.4, in the black hole and fermion ball scenarios. The velocity components $`v_x`$ = 340 km s-1 and $`v_y`$ = - 1190 km s-1 in 1995.4 have been fixed from observations. In the case of a black hole, both RA and declination depend strongly on $`z`$ in 1995.4, while the $`z`$-dependence of these quantities in the fermion ball scenario is rather weak. We conclude that the RA and declination data of S0-1 are well fitted with $`|z|`$ 0.25” in the black hole scenario, and with $`|z|\text{ }<\text{ }`$ 0.1” in the fermion ball case (1” = 38.8 mpc = 46.2 light-days at 8 kpc). Of course, we can also try to fit the data varying both the unknown radial velocity $`v_z`$ and the unobservable radial distance $`z`$. The results are summarized in Fig. 3, where the $`zv_z`$ phase-space of 1995.4, that fits the data, is shown. The small range of acceptable $`|z|`$ and $`|v_z|`$ values in the black hole scenario (solid vertical line) reflects the fact that the orbit of S0-1 depend strongly on $`z`$. The weak sensitivity of the orbit on $`z`$ in the fermion ball case is the reason for the much larger $`zv_z`$ phase-space fitting the data of S0-1 , as shown by the dashed box. The dashed and solid curves describe the just bound orbits in the fermion ball and black hole scenarios, respectively. The star S0-1 is unlikely to be unbound, because in the absence of close encounters with stars of the central cluster, S0-1 would have to fall in with an initial velocity that is inconsistent with the velocity dispersion of the stars at infinity.

Fig. 4 shows some typical projected orbits of S0-1 in the black hole and fermion ball scenarios. The data of S0-1 may be fitted in both scenarios with appropriate choices of $`v_x,v_y,z`$ and $`v_z`$ in 1995.4. The inclination angles of the orbit’s plane, $`\theta `$ = arccos ($`L_z/|\stackrel{}{L}|`$), with $`\stackrel{}{L}=m\stackrel{}{r}\times \dot{\stackrel{}{r}}`$, are shown next to the orbits. The minimal inclination angle that describes the data in the black hole case is $`\theta `$ = 70o, while in the fermion ball scenario it is $`\theta `$ = 0o. In the black hole case, the minimal and maximal distances from Sgr A are $`r_{\mathrm{min}}`$ = 0.25” and $`r_{\mathrm{max}}`$ = 0.77”, respectively, for the orbit with $`z`$ = 0.25” and $`v_z`$ = 0 which has a period of $`T_0`$ 161 yr. The orbits with $`z`$ = 0.25” and $`v_z`$ = 400 km s-1 or $`z`$ = 0.25” and $`v_z`$ = 700 km s-1 have periods $`T_0`$ 268 yr or $`T_0`$ 3291 yr, respectively. In the fermion ball scenario, the open orbit with $`z`$ = 0.1” and $`v_z`$ = 0 has a “period” of $`T_0`$ 77 yr with $`r_{\mathrm{min}}`$ = 0.13” and $`r_{\mathrm{max}}`$ = 0.56”. The open orbits with $`z`$ = 0.1” and $`v_z`$ = 400 km s-1 or $`z`$ = 0.1” and $`v_z`$ = 900 km s-1 have “periods” of $`T_0`$ 100 yr or $`T_0`$ 1436 yr, respectively.

## 3 Implications and Speculations

A fermion ball at the Galactic center could be indirectly observed through the radiative decay of the fermion (assumed here to be a sterile neutrino) into a standard neutrino, i.e. $`f\nu \gamma `$. If the lifetime for the decay $`f\nu \gamma `$ is 2.6 $`\times `$ 1019 yr, the luminosity of a $`M_\mathrm{c}`$ = 2.6 $`\times `$ 10$`{}_{}{}^{6}M_{}^{}`$ fermion ball would be 2.8 $`\times `$ 1033 erg s-1. This is consistent with the upper limit of the X-ray luminosity for the quiescent-state $``$ 2.8 $`\times `$ 1033 erg s-1 of the source with radius 0.5” $``$ 23 light-days, whose center nearly coincides with Sgr A, as seen by the Chandra satellite in the 2 to 7 keV band . The lifetime is proportional to sin-2 $`\theta `$, $`\theta `$ being the unknown mixing angle of the sterile with active neutrinos. With a lifetime of 2.6 $`\times `$ 1019 yr we obtain an acceptable value for the mixing angle squared of $`\theta ^2`$ = 0.44 $`\times `$ 10-11. The X-rays originating from such a radiative decay would contribute at least two orders of magnitude less than the observed diffuse X-ray background luminosity at this wavelength if the sterile neutrino is the dark matter particle of the Universe. The signal observed at the Galactic center would be a sharp X-ray line at $``$ 7.5 keV for $`g`$ = 2 and $``$ 6.3 keV for $`g`$ = 4. This line could thus be misinterpreted as the Fe $`K_\alpha `$ line at 6.67 keV. The X-ray luminosity would be tracing the fermion matter distribution, and it could thus be an important test of the fermion ball scenario. Of course the angular resolution would need to be $``$ $`<`$  0.1” and the sensitivity would have to extend beyond 7 keV.

In the fermion ball scenario, the $``$ 10 ks X-ray burst observed on 26 October 2000 near Sgr A would have to be explained as a thermonuclear instability or runaway of material accreted or accreting on a neutron star near the center of the fermion ball. With a neutron star accretion rate of $``$ 10$`{}_{}{}^{9}M_{}^{}`$/yr, this could also account for the strong radio emission of Sgr A in terms of synchroton radiation due to $``$ 50 MeV electrons and positrons, produced in $`\pi \mu `$ decays, after inelastic $`N+NN+N+\pi `$ collisions of the infalling $``$ 200 MeV nucleons hitting the surface of the neutron star. As accreting matter can easily spin up or slow down the rotation of neutron stars, it is perhaps also able to keep the neutron star stationary at the center of the fermion ball for an extended period of time.

In summary, it is important to note that, based on the data of the star S0-1  alone, the fermion ball scenario cannot be ruled out. Similar results are obtained analyzing the S0-2 data . In fact, in view of the $`zv_z`$ phase-space, that is much larger in the fermion ball scenario than in the black hole case for both the S0-1 and S0-2 data, there is a reason to treat the fermion ball scenario of the supermassive compact dark object at the center of our Galaxy with the respect it deserves.