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# 𝜆/8-period optical potentials

## Abstract

A Raman configuration of counterpropagating traveling wave fields, one of which is $`linlin`$ polarized and the other $`linlin`$ polarized, is shown to lead to optical potentials having $`\frac{\lambda }{8}`$ periodicity. Such optical potentials may be used to construct optical lattices having $`\frac{\lambda }{8}`$ periodicity. Using numerical diagonalization, we obtain the optical potentials for $`^{\text{85}}`$Rb atoms.

32.80.Pj, 32.80.Lg, 42.50.Vk

Recently, we proposed a new method for producing atom gratings having $`\lambda /4`$ periodicity, where $`\lambda `$ is the wavelength of the radiation field driving the optical transitions . The method is based on Raman transitions that are simultaneously driven by two pairs of counterpropagating waves. Usually, atom interactions with counterpropagating resonant fields leads to atom gratings having overall periodicity $`\lambda /2.`$ A number of techniques have been developed to reduce this periodicity, such as harmonic suppression , fractional Talbot effect , atom lens filtering  and large angle beam splitters , but the basic starting point is the $`\frac{\lambda }{2}`$ periodicity atom gratings. The scheme considered in  allows one to reduce this fundamental periodicity to $`\lambda /4;`$ the methods referred to above can then be used to reduced this periodicity even further. In this brief report, we show that the basic Raman geometry leads to optical potentials having $`\lambda /8`$ periodicity.

The atom-field geometry of the Raman scheme is depicted in Fig. 1. One needs two pairs of counterpropagating fields. Each pair of fields, labeled by the subscript $`j=1,2,`$ itself consists of a pair of counterpropagating fields labeled by the subscript $`\alpha =1`$ or $`2`$. The value $`\alpha =1`$ corresponds to a field that drives transitions $`|G,m_g|H,m_h`$ and the value $`\alpha =2`$ corresponds to a field that drives transitions $`|G^{},m_g^{}`$ $`|H,m_h`$, where $`H,m_h`$ are angular momenta and Zeeman quantum numbers of the excited state hyperfine manifold and $`G,m_g`$ and $`G^{},m_g^{}`$ are angular momenta and Zeeman quantum numbers of two ground state hyperfine manifolds, separated by frequency $`\omega _{G^{}G}`$. Field $`𝐄_{\alpha j}=𝐄_{11}`$ corresponds to a field in the first Raman pair that drives $`GH`$ transitions, field $`𝐄_{21}`$ corresponds to a field in the first Raman pair that drives $`G^{}H`$ transitions, field $`𝐄_{12}`$ corresponds to a field in the second Raman pair that drives $`GH`$ transitions, and field $`𝐄_{22}`$ corresponds to a field in the second Raman pair that drives $`G^{}H`$ transitions. Each pair of Raman fields produces two-quantum transition $`|G,m_g`$ $`|G^{},m_g^{}`$ and the Raman detuning $`\delta `$ is the same for each pair of fields. However, a critical assumption of the model is that the different pairs of Raman fields cannot interfere on single-photon transitions, e.g. the excited state population in the $`H`$ manifold has no interference term associated with fields $`𝐄_{11}`$ and $`𝐄_{12}`$ and no interference term associated with fields $`𝐄_{21}`$ and $`𝐄_{22}`$. This can be accomplished in a number of ways - fields $`𝐄_{11}`$ and $`𝐄_{12}`$ can have different frequencies, different polarizations or random frequency noise. Even though interference on single photon transitions is suppressed, the pairs of Raman fields can interfere and act as a standing-wave Raman field in driving transitions between states $`G`$ and $`G^{}`$. If the fields propagate along the $`z`$ axis and if second Raman pair counterpropagates relative to the first, one is led to a transition amplitude evolving as cos$`\left(2kz\right)`$and an atomic density having $`\lambda /4`$ periodicity.

Gratings involving Raman transition have been analyzed  for the case of standing waves acting on the each optical transition. Owing to the spatially modulated ac-Stark shifts of the atomic levels, one can achieve in this case only $`\frac{\lambda }{2}`$ overall periodicity. Our geometry is different. Since the fields do not interfere on single photon transitions, the $`\frac{\lambda }{2}`$ periodicty is suppressed.

In our previous article , we showed that the periodicity of the atom gratings could be reduced to $`\frac{\lambda }{8}`$ if one pair of Raman fields is $`linlin`$ polarized and the other is $`linlin`$ polarized, e.g.

$$𝐄_{11}𝐄_{12}𝐄_{22}𝐄_{21}.$$
(1)
This result is the Raman analogue of the conventional $`linlin`$ polarized field geometry for electronic transitions, which, in the far-detuned case, leads to the $`\frac{\lambda }{4}`$-period atom gratings  and optical lattices . The calculations of Ref.  were aimed mainly at situations involving atom scattering in the Raman-Nath approximation; however, it was pointed out in that article that the formalism could also be applied to cw optical fields.

To illustrate this possibility, we proceed to calculate the optical potentials for $`^{\text{85}}`$Rb when the field polarizations are given by Eq. (1). The resulting optical potentials have $`\frac{\lambda }{8}`$ periodicity and may enable one to construct optical lattices having this periodicity. By diagonalizing numerically the Hamiltonian derived in , we obtain the optical potentials associated with the $`G=2,3`$ ground state hyperfine manifolds of $`^{\text{85}}`$Rb. The results of the calculations are shown in Fig. 2 and Table I. The optical potentials have been displaced to fit on a single graph - mean values for each of the potentials are listed in the Table.

| $`G=3,m=2`$ | $`G=2,m=2`$ | $`G=3,m=0`$ | $`G=2,m=0`$ | $`G=3,m=2`$ | $`G=2,m=2`$ |
| --- | --- | --- | --- | --- | --- |
| -744 | -282 | -22 | 4360 | 4804 | 12781 |

| $`G=3,m=3`$ | $`G=3,m=1`$ | $`G=2,m=1`$ | $`G=3,m=1`$ | $`G=2,m=1`$ | $`G=3,m=3`$ |
| --- | --- | --- | --- | --- | --- |
| -721 | 344 | -4 | -3 | 8983 | 12077 |

If the quantization axis is chosen along the wave-vectors, the selection rule for two-quantum transitions is $`\mathrm{\Delta }m_g=0,`$ $`\pm 2,`$ implying that sub-systems having even and odd Zeeman quantum numbers are decoupled from one another, and can be diagonalized independently. We assume that all fields drive only $`D_2`$ transitions in $`^{\text{85}}`$Rb, such that the electronic angular momenta for ground and excited states are $`J_G=1/2`$ and $`J_H=3/2.`$ We choose field detunings $`\mathrm{\Delta }_{1j}`$ for $`|G=2`$ $`|H=1`$ transitions as $`\mathrm{\Delta }_{11}=2\pi \times 40`$ MHz and $`\mathrm{\Delta }_{12}=2\pi \times 61`$ MHz (both detunings between the $`H=2`$ and $`H=3`$ excited state hyperfine levels), Poynting vectors $`S_{\alpha j}=0.2`$W/cm$`^\text{2},`$ and a Raman detuning $`\delta =2\pi \times 1.0`$ MHz. The eigenstates for each potential is a $`z`$-dependent mixture of magnetic sublevels belonging to the different hyperfine manifolds. Each eigenstate maps into a single magnetic substate only when one turns off the fields. Even in this case identification of the potentials is a problem, since magnetic sublevels for different manifolds are degenerate. To overcome this problem we insert a small $`2\pi \times 10`$ KHz equidistant splitting of the sublevels. Following the smooth dependence of the potentials’ positions and amplitudes as the fields’ Poynting vector is reduced to $`S_{\alpha j}=20`$$`\mu `$W/cm$`^\text{2},`$ we can assign in Fig. 2 the asymptotic identification of each potential curve with a specific magnetic state sublevel.

It is not always possible to produce $`\frac{\lambda }{8}`$ period optical potentials using the field polarizations given in Eq. (1). In certain limiting cases, the potentials are flat for these polarizations. For example, if one detunes far from each hyperfine transition, fields $`𝐄_{11}`$ and $`𝐄_{21}`$ do not drive Raman transitions (see Eq. (11) of Ref.) and no interference between the different pairs of Raman fields is possible. Also for transitions such as $`G,G^{},H=1,2,1`$ or $`G,G^{},H=1,2,2`$ the fact that the transition matrix elements vanish between states having the same angular momentum and $`m=0`$ suppresses interference between the different pairs of Raman fields. This implies that the optical potentials for $`{}_{}{}^{87}Rb`$ are flat with the field polarizations given in Eq. (1).

The possibility to produce optical potentials having a depth of a 100 recoil energy shifts with available laser sources suggests that $`\frac{\lambda }{8}`$-period optical lattices could be constructed using the Raman technique. It remains to calculate diffusion losses and nonadiabatic coupling to determine the equilibrium spatial distribution of atoms in these potentials.

###### Acknowledgements.

We are pleased to acknowledge helpful discussions with G. Raithel at the University of Michigan. This work is supported by the U. S. Office of Army Research under Grant No. DAAD19-00-1-0412 and the National Science Foundation under Grant No. PHY-0098016 and the FOCUS Center Grant, and by the Office of the Vice President for Research and the College of Literature Science and the Arts of the University of Michigan.


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# International Conference on Theoretical Physics Paris, UNESCO, 22-27 July 2002 Incomplete information and correlated electrons

## I Introduction

As the study of complexity advanced, scientists have realized that chaotic and fractal behaviors were ubiquitous in nature and the simple phenomena described by deterministic or quasi-deterministic physical sciences considering only simple interactions or predictable linear behaviors were only a few special or accidental cases. It was also realized that patching up was fundamentally useless within the conventional physics theories that break down once applied to complex systems having long range interactions or showing nonlinear behavior related to chaotic or fractal phase space structure. Generalization of these theories would be necessary. Driven by the increasing knowledge about chaos and fractals, the attempt of generalization has been rapidly focused on the problems relative to information and statistics theory . The development of the nonextensive statistical mechanics (NSM), among others, is a good example of this tendency in physics.

Though considered by some to have a weak point due to the lack of clear physical significations of its generalization parameter $`q`$, the probability distributions of NSM has been proved to be surprisingly useful for describing complex systems having long term interactions or correlations for which Boltzmann-Gibbs statistics (BGS) is no more valid. NSM generalizes BGS with a distribution function called $`q`$-exponential given by $`exp_q(x)=[1+(1q)x]^{1/(1q)}`$. The latter is the inverse function of a generalized logarithm $`\mathrm{ln}_q(x)=\frac{x^{1q}1}{1q}`$ which can be used as a generalization of Hartley logarithmic information measure to obtain the $`q`$-entropy $`S_q=k\frac{1_ip_i^q}{1q}`$ $`(qR)`$ proposed by Tsallis. When $`q=1`$, These above two generalized functions become the usual ones and the $`q`$-entropy becomes Shannon one.***From now on, the parameter $`q`$ will be replaced by $`\omega `$ and Tsallis entropy by $`S_\omega =k\frac{_ip_i_ip_i^\omega }{1\omega }`$. The above generalized functions will be called $`\omega `$-exponential and $`\omega `$-logarithm. I make this replacement for the simple reason that, though it often gives similar forms of functions as $`q`$, $`\omega `$ defined in the framework of the theory I review here does not have the same physical content as the parameter $`q`$ in Tsallis version of NSM. So I prefer to use $`\omega `$ to avoid confusions. By definition, $`\omega `$ has clear physical meaning as the reader will find in this paper.

In the present paper, I will review our recent efforts to find consistent foundation for NSM distribution functions and to give satisfactory answers to some fundamental questions. These efforts are based on a notion which is both new and old : incomplete information. New because scientists always claimed, in constructing physics theories, that their theories contain all necessary information for specifying the systems under consideration. This is the case of all the conventional physical theories : from Newtonian to quantum physics, in passing by Einstein, Boltzmann and Shannon (certainly, a theory containing only partial information about the system of interest is a little bit discouraging). Old because since the discovery of, e.g., irrational numbers, mathematicians know that, within arithmetical system, they loss some information about the world and that one could not know everything with infinite precision. In 1931, Gödel shown that mathematics system (or any axiomatic system) is incomplete in the sense that within any such axiomatic system there is never sufficient information to prove all possible statements of the theory. If a non negligible amount of information is not accessible to us, BGS theory has to be modified. Incomplete information theory is a kind of modification (generalization) of BGS suggested by this consideration as well as by some difficulties encountered within NSM in the last decade.

## II Complete information assumption

In this section, I will briefly review the well known information theory founded by Shannon et al. It should be remember that information about a real system is not our knowledge about it. It is our ignorance. The ignorance of something to which we may have access. A mail address, as a state of physical system, may be an information if we do not know it. More we know about a system, less there is information in its description. So in a deterministic theory (e.g., classical mechanics), information is null. In statistical theory, there is information because we ignore something so that we are not sure of the exact state at any given moment of the system under consideration. So information can be related to the uncertainty due to the ignorance or to the probability of finding the system at different states. It should be noted that, as mentioned above, up to now, we always suppose that the information we address in any statistical theory is complete or completely accessible. That is if we obtain it, we can answer all questions which can be asked about the system. This certainty is reflected by the following postulate :

$$\underset{i=1}{\overset{v}{}}p_i=1,$$
(1)
where $`v`$ must be the number of all the possible states of the system under consideration. As a result, the arithmetic average of $`\xi `$ is given by $`\overline{x}=_{i=1}^vp_ix_i`$,

By some analysis of the information properties, it is supposed that the information is given by the well know Hartley formula $`\mathrm{ln}(N)`$ needed to specify $`N`$ elements, or by $`\mathrm{ln}(1/p_i)`$, the information needed to specify that an element will be found at the state $`i`$. If we perfectly know all the $`v`$ possible states, then the complete information measure $`I`$ is given by averaging all $`\mathrm{ln}(1/p_i)`$ :

$$I=\underset{i=1}{\overset{v}{}}p_i\mathrm{ln}(1/p_i).$$
(2)
It should be emphasize that the above definition of information or entropy needs the harsh condition that the interactions in the system of interest are of short range or limited between the walls of the containers of subsystems which are consequently independent of each other. To see this, it suffices to consider the assumption of information additivity, i.e., for a system $`C`$ containing two subsystems $`A`$ and $`B`$, it is supposed $`I(C)=I(A)+I(B)`$. This additivity is valid if and only if the information $`I(C)`$ needed in order to specify simultaneously $`A`$ and $`B`$ is given by $`\mathrm{ln}[N(A)N(B)]`$ where $`N(A)`$ and $`N(B)`$ are respectively the number of elements in $`A`$ and $`B`$. This is as if we had a system $`C`$ containing $`N(A)N(B)`$ elements. This result needs that the states of the elements of $`A`$ do not depend on the states of $`B`$. In other words, these is no interactions between the elements of $`A`$ and those of $`B`$. There may be interactions between the elements on the walls of the containers of $`A`$ and $`B`$, but most of the elements inside $`A`$ and $`B`$ must be independent. This is a case of short range interaction where we have not only additive information or entropy, but also additive energy and other extensive thermodynamic variables.

I would like to recall in passing here that the total information $`\mathrm{ln}[N(A)N(B)]`$ implies

$$p_{ij}(C)=p_i(A)p_j(B)$$
(3)
where $`p_{ij}(C)`$ is the probability that the composite system $`C`$ is at the product state $`ij`$ when $`A`$ is at the state $`i`$ with probability $`p_i(A)`$ and $`B`$ at $`j`$ with $`p_j(B)`$. Eq.(3) symbolizes the independence of the noninteracting subsystems having additive physical quantities. But for interacting subsystems, it symbolizes totally different physical reality. This product law has been widely employed and discussed in the last decade in connection with equilibrium and many body problems and caused much confusion within NSM because it paradoxically independence of subsystems and additive energy for nonextensive interacting systems. Very recently, we shown that Eq.(3) was nothing but the consequence of the existence of thermodynamic equilibrium in interacting systems described by $`\omega `$-entropy and did not need independence of the subsystems. This conclusion allows to exactly define equilibrium parameters such as temperature, pressure and chemical potential for nonextensive systems and to obtain the exact one body quantum distributions.

According to above discussions, we can say that, if there are long range interactions between $`A`$ and $`B`$, the information about $`C`$ will be different from $`\mathrm{ln}[N(A)N(B)]`$ because the elements are correlated and can no more occupy their states independently. According to the nature of the correlation, there may be more or less information than in the noninteracting case. In general, we should write $`I(C)=I(A)+I(B)+f[I(A),I(B)]`$, a case treated by NSM. Now Eq.(3) becomes questionable, yet it is a crucial relationship for any statistical mechanics, for it’s applications to many-body systems and it’s thermodynamics connection. The reader will find detailed discussions on this issue below.

## III Complexity and mathematics

Certainly, complete information is possible whenever all possible states are well known so that we can count them to carry out the calculation of probability and information. In physics, this requires that we can find the exact hamiltonian and also the exact solutions of the equation of motion to know all the possible states and to obtain the exact values of physical quantities dependent on the hamiltonian. The reader will see that these two “exact” conditions of complete information are almost impossible to satisfy.

Let us begin by asking some questions about the mathematical basis of physical theory.

What is the A basic field of mathematics is the classical arithmetic. From the epistemological point of view, arithmetic is a theory based on a model of world resulted from the direct intuition of human beings. This is a simple model for fragmented world containing only isolated, distinct and independent parts. So you have $`1=1`$, $`1+1=2`$ and a series of rules, theorems and generalizations. No matter how complicated are the immense mathematical constructions developed from arithmetic, their validity is always limited by these initial conditions imposed by the crude data of our senses and direct intuition. Indeed, our senses, luckily, have the capability of filtering the complex world into separated and discernible parts. If not, scientific knowledge would be impossible. But these harsh constraints imposed by this filtration, as claimed by Poincaré, should not be forgotten. We have to ask the following question : how far he can go with the concepts formed through the filtration in the real messy world or complex systems including interacting, entangled and overlapped parts, especially when the interactions can no more be neglected.

So in some sense, it can be said that mathematics is an approximate theory containing finite amount of information about the world which is surely incomplete because some information is lost by our senses through the formation of the axioms. Any formation of axiomatic systems is necessarily made through a kind of filtration of the world. The results of the filtration are not wrong, but they are only partially true. Something about the connection of different parts of the world is rejected by the filtration. In my opinion, this is $`why`$ axiomatic systems, as stated by the incompleteness theorem of Gödel, inevitably fail to prove some statements, especially those about their axioms. There is no enough information for that. The missing information is just what rejected by the formation of axioms.

A mathematician is rather interested by the coherence of his logical systems based on axioms. He may put aside the missing information and work within the logical systems without being connected to physical reality. But for a physicist, the connection of his theory to the outside world is the most important thing he mind. He possibly ask : My physical theory is in fact an application of a incomplete mathematical theory. If the information I am handling is not complete, how can I apply it to the world whose description probably needs more information?

In what follows, we will try to answer this question in recognizing that the incompleteness of all axiomatic systems discovered by Gödel has put an end to the ambition of establishing physical theories containing or capable of treating complete information about any system in the world. In this sense, any physics theory is incomplete by definition. This is the very reason for the introduction of “incomplete information” into statistical physics. This introduction needs in addition other considerations I am presenting below.

## IV Complexity and incomplete information

Now let us look at the information problem from the physical viewpoint. I will try to show that, due to the omnipresent $`complexity`$ in the world, we cannot have access to all the necessary information for complete description of a system. Here “complexity” means that the systems show nonlinear behaviors which are extremely sensible to initial conditions and unpredictable. This is the famous $`chaos`$ observed almost everywhere in the world.

A complex system is not necessarily a complicated system with a large number of freedoms. A one dimensional oscillator with well known nonlinear interaction (with potential $`x^4`$, for example) or a three body system with gravitation ($`1/r`$) can behave chaotically. These two cases are just very good examples of the impossibility of the two “exact” conditions of complete information mentioned above. In the case of the three body problem, we know (at least we believe that we know) the exact interaction of the system (Newtonian gravitation). But Poincaré showed that the exact and predictable solution of the equation of motion was not possible. There are in fact infinite number of periodic and aperiodic solutions. The movement is chaotic and unpredictable and the attractors of the chaotic structures formed by the trajectories in phase space are fractal. This means that we never know all possible states of the system and that complete information treatment becomes impossible. We even have to redefine probability distribution in order to calculate it in chaotic or fractal phase space.

Above conclusion is for hamiltonian systems whose interactions is à priori well known. When the hamiltonian cannot be exactly written, the situation is more complicated. Even the exact and predictable solutions of equation of motion are not complete due to the incomplete hamiltonian. This may happen if, for a isolated closed system, the interactions are too complex to be written, or, for a system with simple interactions, the effects of the external perturbations are not negligible. Sometimes negligible perturbations may have drastic consequences if the system is sensitive to initial conditions. In this sense, the omission of small interactions may make enormous information unaccessible to the theory. This incompleteness due to neglected interactions simply adds to the incompleteness mentioned previously.

In any case, complete information description of complex systems is only a science fiction. Although we cannot say that all these systems have chaotic or fractal nature, a common feature of them is that a part of their phase space is unknown so that complete and exhaustive exploit of the phase space is impossible. The calculable information is inevitably limited by this incompleteness of knowledge. That is evident. The treatments of these systems based on the assumption of complete information and probability distribution are not well founded. They are legitimate only when unaccessible part of the information is negligible with respect to the accessible information and to the desired precision of observation or theoretical description.

In what follows, we will try to introduce the notion of incompleteness of information into physics through statistical method. It was with this method that man began to overcome the obstacle of his limited knowledge in supposing, on the basis of Newtonian or quantum mechanics, that the missing knowledge (information) is mathematically accessible or, equivalently, that the calculated probability must sum to one. Now if we say that we cannot have access to every information we need or to every point of the phase space, a serious impact on the normalization of probability, the very first stone in the construction of statistics, will be inevitable.

## V Chaos and incomplete probability distributions

### A Incomplete normalization

What can we do for probability and information calculation if we do not know how many states the system of interest has? When we deal with a chaotic system having fractal attractor in phase space, it is as if we toss a coin which often comes down, neither tails nor heads, but standing on the side without, in addition, being observed. All calculations based on Eq.(1) with $`v=2`$ would lead to aberrant results because we have now $`_{i=1}^vp_i=Q1`$. In this case, $`p_i`$ is referred to as incomplete distribution and $`Q`$ is a constant depending on and characterizing the incompleteness of the system and provides a possible key to introduce incompleteness of information into physics theory. It should be supposed $`Q=1`$ if information is complete.

The philosophy of incomplete information theory we developed is to keep the methods of classical complete probability theory for incomplete information or probability distribution by introducing empirical parameters in order to characterize the incompleteness. This is just the same methodology as in the theory of chaos or fractals introducing fractal dimension to characterize the structures of space time. In this sense, we can refer to the parameter $`\omega `$ introduced below as incompleteness parameter.

First of all, we need a “normalization” for incomplete distribution $`p_i`$ in order to take advantage of the conventional probability theory. This is an occasion to introduce a parametrization function $`F_\omega `$ and to write

$$\underset{i}{}F_\omega (p_i)=1$$
(4)
which can be called generalized or incomplete normalization. $`F_\omega `$ should depend on the nature of the system and become identity function whenever information is supposed complete ($`Q=1`$). The arithmetic average should now be given by $`\overline{x}=_iF_\omega (p_i)x_i`$. $`F_\omega `$ can be determined if the information measure and the distribution law are given. For example, with Hartley information measure and exponential distribution, $`F_\omega `$ can be showed to be identity function. In general, by entropy maximization through the functional

$$\delta [\underset{i}{}F_\omega (p_i)I(p_i)+\beta \underset{i}{}F_\omega (p_i)x_i]=0$$
(5)
we get :

$$\frac{\mathrm{ln}F_\omega (p_i)}{p_i}=\frac{I/p_i}{I+\beta f_\omega ^1(p_i)}$$
(6)
or $`F_\omega (p_i)=C\mathrm{exp}[\frac{I/p_i}{I+\beta f_\omega ^1(p_i)}𝑑p_i]`$ where $`\beta `$ is the multiplier of Lagrange connected to expectation, $`I(p_i)`$ is the information measure, $`p_i=f_\omega (x_i)`$ the distribution function depending on the parameter $`\omega `$, $`C`$ the normalization constant of $`F_\omega `$.

### B Incomplete normalization of NSM

In my previous papers, in order to find coherent foundation for $`\omega `$-exponential distribution on the basis of $`\omega `$-logarithm information measure, $`F_\omega (p_i)=p_i^\omega `$ was postulated. So that

$$\underset{i}{}p_i^\omega =1.$$
(7)
In what follows, I will try to show that the conjecture of power law incomplete normalization in the previous section is inevitable in a chaotic or fractal space time.

For the sake of simplicity, let us consider a phase space in which the trajectory of a chaotic system forms a simple self-similar fractal structure, say, Sierpinski carpet (Figure 1). This means that the state point of the system can be found only on the black rectangular segments whose number is $`W_k=8^k`$ at $`k^{th}`$ iteration. Hence the total surface at this stage is given by $`S_k=W_ks_k`$ where $`s_k=l_0/3^k`$ is the surface of the segments at $`k^{th}`$ iteration and $`l_0`$ the length of side of the square space at $`0^{th}`$ iteration. If the segments do not have same surface, we should write $`S_k=_{i=1}^{W_k}s_k(i)`$. We suppose that the density of state is identical everywhere on the segments and that the distribution is microcanonical, so that the probability for the system to be in the $`i^{th}`$ segment may be defined as usual by $`p_i=s_k(i)/S_k`$. This probability is obviously normalized. The problem is that, as discussed in , $`S_k`$ is an indefinite quantity as $`k\mathrm{}`$ and, strictly speaking, can not be used to define exact probability definition. In addition, $`S_k`$ is not differentiable and contains inaccessible points. Thus the probability defined above makes no sense.

Alternatively, the probability may be reasonably defined on a integrable and differentiable support, say, the Euclidean space containing the fractal structure. To see how to do this, we write $`S_k=l_0^2(\frac{1}{3^k})^{dd_f}`$ for identical segments or, for segments of variable size,

$$\underset{i=1}{\overset{W_k}{}}[\frac{s_k(i)}{S_0}]^{d_f/d}=1$$
(8)
where $`S_0=l_0^d`$ (here $`d=2`$ for Sierpinski carpet) a characteristic volume of the fractal structure embedded in a $`d`$-dimension Euclidean space, $`d_f=\frac{\mathrm{ln}n}{\mathrm{ln}m}`$ is the fractal dimension, $`n=8`$ the number of segments replacing a segment of the precedent iteration and $`m=3`$ the scale factor of the iterations. The microcanonical probability distribution at the $`k^{th}`$ iteration can be defined as $`p_i=\frac{s_k(i)}{S_0}`$ so that $`_{i=1}^{W_k}p_i^{d_f/d}=1`$ which is just Eq.(7) with $`\omega =d_f/d`$. The conventional normalization $`_{i=1}^{W_k}p_i=1`$ can be recovered when $`d_f=d`$.

It should be noticed that, in Eq.(8), the sum over all the $`W_k`$ segments at the $`k^{th}`$ iteration does not mean the sum over all possible states of the system under consideration. This is because that the segment surface $`s_k(i)`$ does not represent the real number of state points on the segment which, as expected for any self-similar structure, evolves with $`k`$ just as $`S_k`$. So at any given order $`k`$, the complete summation over all possible segments is not a complete summation over all possible states. But in any case, whatever is $`k`$, Eq.(8) and $`_{i=1}^{W_k}p_i^\omega =1`$ always holds for $`\omega =d_f/d`$.

In this simple case with self-similar fractal structure, the incompleteness of the normalization Eq.(7) is measured by the parameter $`\omega =d_f/d`$. If $`d_f>d`$, there are more state points than $`W_k`$, the number of accessible states at given $`k`$. If $`d_f<d`$, the number of accessible states is less than $`W_k`$. When $`d_f=d`$, the summation is complete at any order $`k`$, corresponding to complete information calculation.

## VI Incompleteness parameter $`\omega `$

Here I will discuss in a detailed way the incompleteness parameter $`\omega `$ and its physical meanings. Incomplete statistics gives to the empirical parameter $`\omega `$ a clear physical signification : measure of the incompleteness of information or of chaos. Let us illustrate this by the simple case of self-similar fractal phase space with segments of equal size.

### A $`\omega `$ and phase space expansion

As discussed in the case of chaotic phase space, $`\omega =\mathrm{ln}n/d\mathrm{ln}m`$ gives a measure of the incompleteness of the state counting in the $`d`$-dimension phase space. $`\omega =1`$ means $`d_f=d`$ or $`n=m^d`$. In other word, at the $`k^{th}`$ iteration, a segment of volume $`s_k`$ is completely covered (replaced) by $`n`$ segments of volume $`s_{k+1}=s_k/m^d`$. So the summation over all segments is equivalent to the sum over all possible states, making it possible to calculate complete information.

When $`\omega >1`$ (or $`\omega <1`$), $`n>m^d`$ (or $`n<m^d`$) and $`s_k`$ is replaced by $`n`$ segments whose total volume is more (or less) than $`s_k`$. So there is expansion (or negative expansion) of state volume when we refine the phase space scale. An estimation of this expansion at each scale refinement can be given by the ratio $`r=\frac{ns_{k+1}s_k}{s_k}=\frac{n}{m^d}1=(\frac{1}{m^d})^{1\omega }1=(\omega 1)\frac{(m^d)^{\omega 1}1}{\omega 1}`$. $`r`$ describes how much unaccessible states increase at each step of the iteration or of the refinement of phase space. The physical content of $`\omega `$ is clear if we note that $`\omega >1`$ and $`\omega <1`$ correspond to an expansion ($`r>0`$) and a negative expansion ($`r<0`$), respectively, of the the state volume at each step of the iteration. When $`\omega =0`$, we have $`d_f=0`$ and $`n=1`$, leading to $`r=\frac{1}{m^d}1`$. The iterate condition $`n1`$ means $`\omega 0`$, as proposed in references . $`\omega <0`$ is impossible since it means $`d_f<0`$ or $`n<1`$ which obviously makes no sense. We can also write : $`\omega 1=\mathrm{ln}(r+1)/\mathrm{ln}(m^d)=\mathrm{ln}(ns_{k+1}/s_k)/\mathrm{ln}(m^d)`$, which implies that it is the difference $`\omega 1`$ which is a direct measure of the state space expansion through the scale refinement.

### B $`\omega `$ and information growth

The expansion of the state volume of a system in its phase space during the scale refinement should be interpreted as follows : the extra state points $`\mathrm{\Delta }=ns_{k+1}s_k`$ acquired at $`(k+1)^{th}`$ order iterate with respect to $`k^{th}`$ order are just the number of unaccessible states at $`k^{th}`$ order. $`\mathrm{\Delta }>0`$ (or $`\mathrm{\Delta }<0`$) means that we have counted less (or more) states at $`k^{th}`$ order than we should have done. $`\mathrm{\Delta }`$ contains the accessible information gain (AIG) through the $`(k+1)^{th}`$ iterate.

To illustrate the relation between this “hidden information” and the parameter $`\omega `$, let us first consider the Hartley logarithm information in the simple case where the distribution is microcanonical and scale-invariant. At the iterate of order $`k`$, the average information contained on $`s_k`$ is given by $`I_k=_{s_k}p^\omega \mathrm{ln}(1/p)𝑑s`$. At $`k+1`$ order, $`I_{k+1}=_{ns_{k+1}}p^\omega \mathrm{ln}(1/p)𝑑s`$. Hence AIG is just $`\mathrm{\Delta }I=I_{k+1}I_k=_{(ns_{k+1}s_k)}p^\omega \mathrm{ln}(1/p)𝑑s=\sigma _I\mathrm{\Delta }`$, where $`\sigma _I=p^\omega \mathrm{ln}(1/p)`$ is the information density or the average information carried by each state. The relative AIG is given by $`\mathrm{\Delta }I/I_k=r=(1\omega )\frac{(1/m^d)^{1\omega }1}{1\omega }`$ which is independent of scale but dependent on scale changes. For given scaling factor $`m`$, the magnitude of $`\mathrm{\Delta }I`$ or $`r`$ increases with increasing difference $`|1\omega |`$. The sign of $`r`$ (or AIG) was discussed earlier. For given $`\omega `$, $`|\mathrm{\Delta }I|`$ increases with decreasing scaling. For $`\omega =1`$ or $`m=1`$, there is no information gain, corresponding to the case of complete information.

According to the relationship $`\omega =d_f/d`$ and the above discussions, it can be concluded that the incompleteness parameter $`\omega `$ may be considered as a measure of chaos. Certainly this is a conclusion on the basis of simple models and the relation between $`\omega `$ and the degree of chaos or fractal may be more complicated with more complex chaos and fractals, but it is consequent to say that more a system is chaotic, more its information is incomplete and more $`\omega `$ is different from unity.

## VII Nonadditive incomplete distributions

To get the nonextensive distribution in $`\omega `$-exponential as mentioned above, we can maximize the entropy $`S_\omega =k\frac{_ip_i_ip_i^\omega }{1\omega }`$  according to the Jaynes principle with the constraints $`U=_ip_i^\omega E_i`$ and $`N=_ip_i^\omega N_i`$ for grand-canonical ensemble, where $`U`$ is the internal energy, $`N`$ the average particle number, $`E_i`$ the energy and $`N_i`$ the particle number at the state $`i`$ of the system. We obtain :

$$p_i=\frac{[1(1\omega )\beta (E_i\mu N_i)]_{}^{\frac{1}{1\omega }}}{Z}.$$
(9)
where $`Z^\omega =_i^v[1(1\omega )\beta (e_i\mu N_i)]_{}^{\frac{\omega }{1\omega }}`$. $`[x]_{}=x`$ if $`x>0`$ and $`[x]_{}=0`$ otherwise. $`\beta `$ is the inverse temperature and $`\mu `$ the chemical potential. This distribution function has been proved particularly useful for systems showing non gaussian distribution functions (for detailed information, see  and references there-in). Considering Eq.(3), the product probability law at thermodynamic equilibrium, the one-particle distribution from Eq.(9) can be rewritten as $`p_k=\frac{[1(1\omega )\beta (e_k\mu )]_{}^{\frac{1}{1\omega }}}{z}`$ where $`e_k`$ is the energy of one particle at the state $`k`$ and $`z_n^\omega =_k[1(1\omega )\beta (e_k\mu )]_{}^{\frac{\omega }{1\omega }}`$ is the one-particle partition function.

As shown in , the above one-particle distribution can be recast into exponential form as follows

$$p_k=\frac{1}{z}[1(1\omega )\beta ^{}e_k]^{\frac{1}{1\omega }}[1+(1\omega )\beta ^{}\mu ^{}]^{\frac{1}{1\omega }}=\frac{1}{Z}e^{\beta ^{}(ϵ_k\nu )}$$
(10)
where $`\beta ^{}=\frac{\beta }{1(q1)\beta \mu }`$, $`\mu ^{}=\mu [1(q1)\beta \mu ]`$ which imply $`\beta ^{}\mu ^{}=\beta \mu `$, $`\nu =\frac{\mathrm{ln}[1+(1q)\beta ^{}\mu ^{}]}{(1q)\beta ^{}}`$ and $`ϵ_k=\frac{\mathrm{ln}[1+(q1)\beta ^{}e_k]}{(q1)\beta ^{}}`$. The exponential distribution Eq.(10) makes it possible to straightforwardly obtain the exact quantum distribution (EQD) given by

$`\overline{n}_k={\displaystyle \frac{1}{e^{\omega \beta ^{}(ϵ_k\nu )}\pm 1}}={\displaystyle \frac{1}{[1+(\omega 1)\beta (e_k\mu )]^{\frac{\omega }{\omega 1}}\pm 1}},`$ (11)
where $`\overline{n}_k`$ is the occupation number of the one-particle state $`k`$. ”+” is for fermions and ”-” for bosons. These distribution can be compared to the approximate quantum distributions (AQD) of NSM $`\overline{n}_k=\frac{1}{e^{\beta ^{}(ϵ_k\nu )}\pm 1}=\frac{1}{[1+(q1)\beta (e_k\mu )]^{\frac{1}{q1}}\pm 1}`$ given within a factorization approximation using additive energy. At first glance, EQD and AQD are not very different from each other if we put $`\omega =q`$. But Figure 2 shows that they are two very different distributions. AQD remains approximately the same as the conventional Fermi-Dirac distribution for whatever $`q`$ value. So its Fermi energy $`e_f`$ is almost constant with changing $`q`$. On the contrary, EQD changes drastically with $`\omega `$. The Fermi energy $`e_f`$ shows a strong increase with decreasing $`\omega `$ up to two times $`e_{f_0}`$ of the conventional Fermi-Dirac distribution when $`\omega 0`$. This $`e_f`$ increase has been indeed noticed through numerical calculations for strongly correlated heavy electrons on the basis of tight-binding Kondo lattice model as shown in Figure 3. Increasing correlation corresponds to decreasing $`\omega `$ from unity (zero correlation). This implies that EQD based on incomplete information has its merit in the description of heavy electron systems. Further investigation is needed to know the connection between the correlation and the nonextensive parameter $`1\omega `$.

## VIII Additive incomplete distributions

Although the nonextensive EQD accounts for an important aspect of correlated electrons, i.e., the correlation induced Fermi energy increase, another important aspect of the weak correlation is missing in the description of nonextensive EQD. This is the flattening of $`n`$ drop at $`e_f`$. That is the correlation, even at low temperature, drives electrons above $`e_f`$ so that the $`n`$ discontinuity becomes less and less sharp as the correlation increases. Curiously, this flattening of $`n`$ discontinuity at $`e_f`$ is completely absent in EQD of NSM. From Figure 2, we see that the sharp $`n`$ drop at $`e_f`$ is independent of $`\omega `$ or correlations.

In what follows, I will present an additive incomplete statistical mechanics. It is assumed that the additive Hartley information measure still holds. So with respect to the conventional Shannon information theory and BGS, only the normalization is changed according to Eq.(7). The additive incomplete entropy is given by $`S=k_{i=1}^wp_i^\omega \mathrm{ln}(1/p_i)`$. When $`\omega 1`$, $`S`$ is Shannon entropy, which identifies $`k`$ to Boltzmann constant.

For grand canonical ensemble, the usual entropy maximization procedure leads to $`p_i=e^{\omega \beta (E_i\mu N_i)}/Z`$ where partition function is given by $`Z=\{_{i=1}^we^{\omega \beta (E_i\mu N_i)}\}^{1/\omega }`$. For quantum particle systems, we have

$$\overline{n}_k=\frac{1}{e^{\omega \beta (e_k\mu )}\pm 1}.$$
(12)
The fermion distribution given by Eq.(12) is plotted in Figure 3 for different $`\omega `$ values in comparison with some numerical simulation results. We note that IFD reproduces well the numerical results for about $`J<1`$. When coupling is stronger, a long tail in the KLM distributions begins to develop at high energy. At the same time, a new Fermi surface at $`k=k_{f_0}+\pi /2=0.75\pi `$ starts to appear and a sharp $`n`$ drop takes place at the new Fermi momentum. At $`J=4`$, KLM distribution (x-marks) is very different from IFD (e.g. $`\omega =0.0011`$). The solid line fitting better the $`J=4`$ KLM distribution is given by the incomplete statistics version of fractional exclusion distribution $`(1/n\alpha )^\alpha (1/n\alpha +1)^{1\alpha }=e^{\omega \beta (ee_f)}`$ with $`1/\alpha =0.85`$ due to the KLM occupation number smaller than 0.5 at low momentum $`k`$.

## IX Conclusion

Summing up, I have discussed the philosophical basis of incomplete information from both the viewpoints of mathematical and physics. The information we deal with in scientific theories can not be complete in the sense that a part of the information necessary for complete description of the system under consideration is not accessible to our theory or knowledge. This part of information is rejected from scientific knowledge by the formation of concepts, axioms and models. The amount of rejected information is particularly important for complex systems having chaotic behaviors and fractal phase space. A parameterized normalization $`_ip_i^\omega =1`$ is proposed for this kind of systems, where $`\omega `$ is the incompleteness parameter characterizing the inaccessibility of phase space points or of the information of the system. It also offers a measure of the degree of chaos.

The wide drop in the fermion occupation number and the sharp cutoff of occupation number at $`e_f`$ showing strong increase with increasing interaction can be interpreted by the nonextensive incomplete fermion distribution with decreasing $`\omega `$ value. On the other hand, it fails to describe weak correlation effect on electrons which is well accounted for by additive incomplete fermion distribution. But the additive distribution does not show the sharp cutoff at $`e_f`$ when correlation is strong. This result suggests to combine these two partially valid models to describe correlated electrons in a global way. Further results of this current work will be presented in other papers of ours.

## ACKNOWLEDGMENTS

: I acknowledge with great pleasure the useful discussions with J.P. Badiali, A. Le Méhauté, L. Nivanen, G. Kaniadakis and P. Quarati.

Figure caption :


text:
# Possible Phases of the Two-Dimensional 𝑡-𝑡' Hubbard Model

## I Introduction

In recent years the two-dimensional (2D) Hubbard model has been used iz ; sc  as the simplest model which maps the electron correlations in the copper-oxide planes of high-temperature superconductors since experimental data suggest that superconductivity in cuprates basically originates from the CuO2 layers tk . Although in the high-temperature cuprate superconductors electron-electron interactions are strong some important features of these systems (in particular, antiferromagnetic and $`d`$-wave superconducting instabilities) are captured already by the 2D Hubbard model at weak to moderate Coulomb coupling.

Apart from the antiferromagnetism and $`d_{x^2y^2}`$-wave superconductivity above mentioned (for review see sc ; ha  and references therein), a few other instabilities related to symmetry-broken states ko ; am ; hm ; foh ; hsg ; ikk ; hs ; hsr ; gkw ; hgw , and truncation of the Fermi surface hsfr  in the 2D $`tt^{}`$ Hubbard model with next-nearest-neighbor hopping $`t^{}`$ have been reported. One of these phases is the staggered flux phase of singlet type with $`d`$-wave character which occurs in the particle-hole channel and breaks translational and time-reversal symmetries. The singlet flux phase has been discovered in the mean-field treatments of the 2D Hubbard model by Kotliar ko , and independently by Affleck and Marston am . It has been discussed by Nayak na  and Chakravarty et al. clmn  as a $`d`$-density wave state which may coexist with $`d`$-wave superconductivity. Recently, a triplet analog of the staggered flux phase has been observed hgw  also in the 2D $`tt^{}`$ Hubbard model in certain regions of the parameters.

Another instability in the 2D $`tt^{}`$ Hubbard model is a $`d`$-wave Pomeranchuk instability breaking the tetragonal symmetry of the Fermi surface, i.e. a spontaneous deformation of the Fermi surface reducing its symmetry to orthorhombic. It has been recently observed for small values of $`t^{}`$ from renormalization group calculations by Halboth and Metzner hm . They argued that the Pomeranchuk instability occurs more easily if the Fermi surface is close to the saddle points of the single particle dispersion (Van Hove filling) with a sizable $`t^{}`$ (reducing nesting which leads to antiferromagnetism). However, within their technique it is difficult to compare the strength of the Fermi surface deformation with other instabilities and to conclude which one dominates. The authors of Ref. hsr  have investigated the interplay of $`d`$-density wave and Fermi surface deformation tendencies with those towards $`d`$-wave pairing and antiferromagnetism by means of a similar temperature-flow renormalization group approach. They have found that the $`d`$-wave Pomeranchuk instability is never dominant in the 2D $`tt^{}`$ Hubbard model (even under the conditions mentioned above). At the same time, the $`d_{x^2y^2}`$-wave Pomeranchuk instability has been observed gkw  to be one of the strongest instability in the 2D Hubbard model by means of the flow equations method, but these calculations have some limitations at low temperatures (see Section II).

On the other hand, Vollhardt et al. vbh  showed that $`t^{}`$-hopping destroys antiferromagnetic nesting instability at weak interactions in two and three dimensions, and supports the stabilization of metallic ferromagnetism in infinite dimensions away from half-filling. Therefore, one may expect also the stabilization of ferromagnetism by a sizable $`t^{}`$ in two dimensions. Indeed, in the $`tt^{}`$ Hubbard model on a 2D square lattice at week to moderate Coulomb coupling, a projection quantum Monte Carlo calculation with $`20\times 20`$ sites and the $`T`$-matrix technique hsg , a generalized random phase approximation including particle-particle scattering foh  point towards a ferromagnetic ground state for large negative values of $`t^{}`$ in a density range around the Van Hove filling. Similar tendencies have been found by the authors of Ref. ikk  within the renormalization group and parquet approaches. Honerkamp and Salmhofer recently studied hs  the stability of this ferromagnetic region at finite temperatures by means of the temperature-flow renormalization group technique. They have found that ferromagnetic instability is the leading one at $`t^{}<0.33t`$ and the Van Hove filling with critical temperatures depending on the value of $`t^{}`$. When the electron concentration is increased slightly above the Van Hove filling, the ferromagnetic tendencies get cut off at low temperatures and a triplet $`p`$-wave superconducting phase dominates. However, they did not consider the Pomeranchuk instability and other ones apart from antiferromagnetism, $`d`$\- and $`p`$-wave superconductivity and ferromagnetism.

Other instabilities recently found in the 2D Hubbard model are an “insulating spin liquid state” hsfr  and “band splitting” phase gkw . Insulating spin liquid phase is the state with truncated Fermi surface and unbroken translational symmetry. It is insulating due to the vanishing local charge compressibility, and a spin liquid because of the spin gap arising from the pairing correlations. Band splitting phase is a particle-hole instability of singlet type with $`p`$-type symmetry which has been found gkw  close to half-filling. It leads to a splitting into two bands, and may lead to an energy gap in the charge excitations spectrum.

In the present paper, which is the continuation and extended version of our previous work hgw , we investigate the possible phases of the 2D $`tt^{}`$ Hubbard model on a square lattice with the help of the free energy expressions derived in Ref. gkw  by means of the flow equations method. In addition to the short paper hgw  we present a summary of the formalism, and give some details of numerical calculations as well as consider the case of arbitrary electron concentrations. The phases found by us are discussed in more details. We find all commonly discussed states as well as a few new possible phases. We determine in which regions various symmetry broken phases are more favorable than the symmetric (i.e. normal) state. This is done for various types of symmetry breaking independently, that is if no other symmetry breaking would be present. One phase may suppress another phase. To which extend two order parameters can coexist with each other is a question, which has to be investigated in the future. The paper has the following structure. In Section II we summarize the formalism, and represent the details of numerical calculations. In Section III the numerical results of our stability analysis are given, and the possible phases of the model are discussed. Section IV is devoted to the conclusions.

## II  Formalism and numerics

We consider the $`tt^{}`$ Hubbard model

$`H={\displaystyle \underset{𝐤\sigma }{}}\epsilon _𝐤c_{𝐤\sigma }^{}c_{𝐤\sigma }+{\displaystyle \frac{1}{N}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{𝐤_1𝐤_1^{}}{𝐤_2𝐤_2^{}}}{}}V(𝐤_1,𝐤_2,𝐤_1^{},𝐤_2^{})c_{𝐤_1}^{}c_{𝐤_1^{}}c_{𝐤_2}^{}c_{𝐤_2^{}},`$ (1)
where $`\epsilon _𝐤`$ is the Bloch electron energy with the momentum $`𝐤`$, $`c_{𝐤\sigma }^{}(c_{𝐤\sigma })`$ is the creation (annihilation) operator for the electrons with spin projection $`\sigma \{,\}`$, and initially $`V(𝐤_1,𝐤_2,𝐤_1^{},𝐤_2^{})=U\delta _{𝐤_1+𝐤_2,𝐤_1^{}+𝐤_2^{}}`$ is the local Coulomb repulsion of two electrons of opposite spins, $`N`$ is the number of lattice points, lattice spacing equals unity.

For a square lattice the single particle dispersion has the form

$`\epsilon _𝐤=2t(\mathrm{cos}k_x+\mathrm{cos}k_y)4t^{}\mathrm{cos}k_x\mathrm{cos}k_y,`$ (2)
where $`t`$ is the hopping integral of electrons between nearest neighbors of the lattice, and $`t^{}`$ is the next-nearest-neighbor hopping integral. The spectrum (2) contains Van Hove singularities in the density of states at the energy $`\epsilon _{VH}=4t^{}`$ related to the saddle points of the Fermi surface at $`𝐤=(0,\pm \pi )`$ and $`(\pm \pi ,0)`$. For $`t^{}=0`$ and half-filling the Fermi surface is nested $`\epsilon _{𝐤+𝐐}=\epsilon _𝐤`$ with $`𝐐=(\pi ,\pi )`$, which leads to an antiferromagnetic instability for $`U>0`$. The nesting is removed for $`t^{}/t0`$.

We are mainly interested in the following channels

$`V_B(𝐤,𝐪)=V(𝐤,𝐤,𝐪,𝐪),`$ (3)
$`V_H(𝐤,𝐪)=V(𝐤,𝐪,𝐤,𝐪),`$ (4)
$`V_F(𝐤,𝐪)=V(𝐤,𝐪,𝐪,𝐤),`$ (5)
$`V_A(𝐤,𝐪)=V(𝐤,𝐪+𝐐,𝐪,𝐤+𝐐),`$ (6)
$`V_C(𝐤,𝐪)=V(𝐤,𝐪+𝐐,𝐤+𝐐,𝐪),`$ (7)
$`V_Y(𝐤,𝐪)=V(𝐤,𝐐𝐤,𝐪,𝐐𝐪).`$ (8)
$`V_B`$ describes the coupling of electron-pairs, $`V_H`$ and $`V_F`$ are interactions showing up in Fermi-liquid theory and describe (homogeneous) magnetism and Pomeranchuk-instabilities, channels $`V_A`$ and $`V_C`$ describe antiferromagnetism and charge density waves with wave-vector $`𝐐`$ as well as some other types of ordering. $`V_Y`$ describes electron pairs with wave-vector $`𝐐`$. These channels are kept within our approach, but finally the effective interaction $`V_Y`$ is rather weak. We apply the flow equation method weg ; we  to this Hamiltonian, that is we perform a continuous unitary transformation as a function of a flow parameter $`l`$ which brings the Hamiltonian into a mean-field form,

$$\frac{\mathrm{d}H(l)}{\mathrm{d}l}=[\eta (l),H(l)],\eta (l)=[H(l),H^\mathrm{r}(l)].$$
(9)
$`\eta (l)`$ is the generator of the unitary transformation. $`H^\mathrm{r}(l)`$ is obtained from the interaction part of the transformed Hamiltonian $`H(l)`$ by $`V^\mathrm{r}(𝐤_1,𝐤_2,𝐤_1^{},𝐤_2^{},l)=r_{\mathrm{eli}}(𝐤_1,𝐤_2,𝐤_1^{},𝐤_2^{})V(𝐤_1,𝐤_2,𝐤_1^{},𝐤_2^{},l)`$, where $`r_{\mathrm{eli}}`$ is the elimination factor which indicates how urgently $`V(𝐤_1,𝐤_2,𝐤_1^{},𝐤_2^{},l)`$ should be eliminated. We choose $`r_{\mathrm{eli}}(𝐤_1,𝐤_2,𝐤_1^{},𝐤_2^{})=_\alpha (v_{𝐤_1}^\alpha +v_{𝐤_2}^\alpha v_{𝐤_1^{}}^\alpha v_{𝐤_2^{}}^\alpha )^2`$ with $`v_𝐤^\alpha =v_𝐤^\alpha =v_{𝐤+𝐐}^\alpha `$. This condition guarantees, that those interactions we wish to keep have $`r_{\mathrm{eli}}=0`$ and are kept, but the other ones have $`r_{\mathrm{eli}}>0`$ and thus will be eliminated. In this way we eliminate the fluctuations around the molecular-field type behavior and keep finally an interaction for which the molecular-field treatment is exact.

Keeping these interactions in second order in the Hubbard coupling $`U`$ by means of the flow equation method we  the Hamiltonian is transformed into an effective one of molecular-field type which contains products of the biquadratic terms $`c^{}c,c^{}c^{}`$, and $`cc`$ with total momenta $`0`$ and $`𝐐`$, and depends only on two independent momenta. The second order effective interactions are $`V_B^{(2)}=W_B,V_F^{(2)}=W_F,V_H^{(2)}=V_F^{(2)}+W_H,V_A^{(2)}=W_A,V_C^{(2)}=V_A^{(2)}+W_C,V_Y^{(2)}=W_Y`$, with

$`W_i={\displaystyle \frac{U^2}{N}}{\displaystyle \underset{𝐩_\mathrm{𝟏}𝐩_\mathrm{𝟐}}{}}{\displaystyle \frac{(\widehat{n}_{𝐩_\mathrm{𝟐}}n_{𝐩_\mathrm{𝟏}})(\epsilon _{𝐩_\mathrm{𝟐}}+\widehat{\epsilon }_{𝐩_\mathrm{𝟏}}[\epsilon _𝐚+\epsilon _𝐛]/2)}{(\epsilon _{𝐩_\mathrm{𝟐}}+\widehat{\epsilon }_{𝐩_\mathrm{𝟏}}[\epsilon _𝐚+\epsilon _𝐛]/2)^2+1/4(\epsilon _𝐚+\epsilon _𝐛)^2}}\delta _{𝐩_\mathrm{𝟏}+𝐩_\mathrm{𝟐},𝐫},`$ (10)
where $`i=B,F,H,A,C,Y`$, $`n_𝐤`$ is the Fermi distribution function, $`\widehat{n}_{𝐩_\mathrm{𝟐}}=1n_{𝐩_\mathrm{𝟐}},\widehat{\epsilon }_{𝐩_\mathrm{𝟏}}=\epsilon _{𝐩_\mathrm{𝟏}}`$ for $`i=F,A`$, and $`\widehat{n}_{𝐩_\mathrm{𝟐}}=n_{𝐩_\mathrm{𝟐}},\widehat{\epsilon }_{𝐩_\mathrm{𝟏}}=\epsilon _{𝐩_\mathrm{𝟏}}`$ for $`i=B,H,C,Y`$ respectively gkw . The factors $`\epsilon _𝐚,\epsilon _𝐛`$, and $`𝐫`$ are listed in table 1.

Then, the free energy has the form

$`\beta F={\displaystyle \frac{1}{N}}{\displaystyle \underset{\mathrm{𝐤𝐪}}{}}\beta U\left(v_1+{\displaystyle \frac{U}{t}}V_{𝐤,𝐪}\right)\mathrm{\Delta }_𝐤^{}\mathrm{\Delta }_𝐪+{\displaystyle \underset{𝐤}{}}f_𝐤\mathrm{\Delta }_𝐤^{}\mathrm{\Delta }_𝐤={\displaystyle \underset{\mathrm{𝐤𝐪}}{}}\left({\displaystyle \frac{U}{t}}A_{𝐤,𝐪}+{\displaystyle \frac{U^2}{t^2}}B_{𝐤,𝐪}+\delta _{𝐤,𝐪}\right)\sqrt{f_𝐤}\mathrm{\Delta }_𝐤^{}\sqrt{f_𝐪}\mathrm{\Delta }_𝐪,`$ (11)
where the first term of the middle part of Eq. (11) is the energy contribution and the second term is the entropy contribution, and

$`A_{𝐤,𝐪}={\displaystyle \frac{v_1\beta t}{N\sqrt{f_𝐤f_𝐪}}},B_{𝐤,𝐪}={\displaystyle \frac{\beta tV_{𝐤,𝐪}}{N\sqrt{f_𝐤f_𝐪}}},`$ (12)
with $`\beta =1/(k_BT)`$, $`T`$ is the temperature, $`V_{𝐤,𝐪}`$ is effective second-order interaction (the factor $`U^2/t`$ has been extracted from it), $`v_1=\pm 1`$ is the sign with which the first order contribution enters into the effective interaction, $`f_𝐤`$ is an entropy coefficient, and $`\mathrm{\Delta }_𝐤`$ are the order parameters. For example, $`c_{𝐤\sigma }c_{𝐤\sigma ^{}}=(\sigma _y)_{\sigma \sigma ^{}}\mathrm{\Delta }_𝐤^s+_\alpha (\sigma _y\sigma _\alpha )_{\sigma \sigma ^{}}\mathrm{\Delta }_𝐤^{t\alpha }`$, where $`\sigma _\alpha `$ is a Pauli spin matrix ($`\alpha =x,y,z`$), and $`\mathrm{\Delta }_𝐤^s(\mathrm{\Delta }_𝐤^{t\alpha })`$ is the singlet (triplet) amplitude. An expression similar to Eq. (11) is obtained for particle-hole channels with the order parameters $`\nu `$ instead of $`\mathrm{\Delta }`$. In this case, for example, we have $`c_{𝐤\sigma }^{}c_{𝐤+𝐐\sigma ^{}}=\nu _𝐤^s\delta _{\sigma ,\sigma ^{}}+_\alpha \nu _𝐤^{t\alpha }(\sigma _\alpha )_{\sigma \sigma ^{}}`$.

In total we consider four channels, two particle-hole and two particle-particle ones, since the total momentum can be 0 and $`𝐐`$. In all cases we distinguish between singlet and triplet excitations, and in the channels corresponding to the total momentum $`𝐐`$ we distinguish also between $`\mathrm{\Delta }_{𝐤+𝐐}=\pm \mathrm{\Delta }_𝐤`$ and $`\nu _{𝐤+𝐐}=\pm \nu _𝐤`$ respectively. Therefore, we introduce the following notations: $`ph`$ denotes particle-hole channel, $`si(tr)`$ denotes singlet (triplet), $`q_\pm `$ corresponds to $`\mathrm{\Delta }_{𝐤+𝐐}=\pm \mathrm{\Delta }_𝐤`$ and $`\nu _{𝐤+𝐐}=\pm \nu _𝐤`$ respectively, otherwise $`0`$.

In Eq. (11) and the analogous expressions for particle-hole channels one has

$$\begin{array}{cccc}\mathrm{channel}& v_1& V_{𝐤,𝐪}& f_𝐤\\ & & & \\ ppsi/tr0& +1& V_B^{(2)}(𝐤,𝐪)& f(\beta (\epsilon _𝐤\mu ),\beta (\mu \epsilon _𝐤))\\ phsi0& +1& 2V_H^{(2)}(𝐤,𝐪)V_F^{(2)}(𝐤,𝐪)& f(\beta (\epsilon _𝐤\mu ),\beta (\epsilon _𝐤\mu ))\\ phtr0& 1& V_F^{(2)}(𝐤,𝐪)& f(\beta (\epsilon _𝐤\mu ),\beta (\epsilon _𝐤\mu ))\\ ppsi/trq_\pm & +1& V_Y^{(2)}(𝐤,𝐪)& f(\beta (\epsilon _𝐤\mu ),\beta (\mu \epsilon _{𝐤+𝐐}))\\ phsiq_\pm & +1& 2V_C^{(2)}(𝐤,𝐪)V_A^{(2)}(𝐤,𝐪)& f(\beta (\epsilon _𝐤\mu ),\beta (\epsilon _{𝐤+𝐐}\mu ))\\ phtrq_\pm & 1& V_A^{(2)}(𝐤,𝐪)& f(\beta (\epsilon _𝐤\mu ),\beta (\epsilon _{𝐤+𝐐}\mu )).\end{array}$$
(13)
The entropy coefficient function is

$`f(x,y)={\displaystyle \frac{xy}{e^xe^y}}(e^x+1)(e^y+1).`$ (14)
We start from the symmetric state and investigate whether this state is stable against fluctuations of the order parameters $`\mathrm{\Delta }`$ and $`\nu `$. As soon as a non-zero $`\mathrm{\Delta }`$ or $`\nu `$ yields a lower free energy in comparison with the symmetric state with all vanishing $`\mathrm{\Delta }`$ and $`\nu `$, then the symmetric state is unstable and the system will approach a symmetry broken state. This indicates a phase transition. Of course, one phase may suppress another phase. To which extend two order parameters can coexist with each other is a question, which has to be investigated. But this problem lies outside the scope of the present paper.

We performed numerical calculation on a square lattice with $`24\times 24`$ points in the Brillouin zone for the various representations under the point group $`C_{4\nu }=4mm`$. This group consists of the following symmetry elements: mirror reflections with respect to the $`x`$\- and $`y`$-axes and the lines $`y=\pm x`$, a fourfold rotation about the axis which is perpendicular to $`x`$-$`y`$-plane. The representations of the even-parity states are one-dimensional. We denote them by $`s_+=s_1,s_{}=g=s_{xy(x^2y^2)},d_+=d_{x^2y^2},d_{}=d_{xy}`$. The odd-parity representation is two-dimensional, here simply denoted by $`p`$.

Initially, such numerical calculations have been performed in Refs. gkw ; gr , but they were sensitive to the lattice size at low temperatures, specially for the particle-hole channels. The main problem is that the wave-vector space contributing essentially to the order parameter is very small at low temperatures as a result of exponential divergence of the entropy coefficients $`f_𝐤`$. As we consider the stability of the symmetric state with respect to a symmetry broken phase (thus we are interested in small fluctuations of free energy (11) around zero) and the energy contribution to Eq. (11) changes slowly, the entropy contribution has to change slowly also. Rewriting Eq. (11) in terms of new renormalized order parameter $`\stackrel{~}{\mathrm{\Delta }}_𝐤=\sqrt{f_𝐤}\mathrm{\Delta }_𝐤`$, we conclude that the averaging $`\frac{1}{f_𝐤}`$ has to be performed in $`𝐤`$-space when we are calculating entropy coefficients. For the value of the inverse entropy coefficient $`1/f_{𝐤_\mathrm{𝟎}}`$ we take the average value of the coefficients over $`N_a\times N_a`$ lattice points of a grid with center at the $`𝐤_\mathrm{𝟎}`$-point and the spacing $`2\pi /(N_a\sqrt{N})`$. The number $`N_a`$ of points in momentum space is inversely proportional to temperature and $`\sqrt{N}`$, all together these points cover the Brillouin zone. A similar procedure is applied to the chemical potential calculation. One should also perform the averaging in determination of effective interactions, but it would take much more time. We have checked the size effects in the framework of such an improved scheme, performing some calculations also for $`16\times 16`$ and $`32\times 32`$ lattices, and found that the differences are very small and unessential. Although size effects increase at low temperatures in the low density region, they do not touch and change the leading instabilities essentially.

For each channel the eigenvalues of the matrix $`\frac{U}{t}A+\frac{U^2}{t^2}B`$ have to be determined. Whenever the lowest eigenvalue $`\lambda `$ (i.e. the most negative) equals -1, then a critical $`T_c/t`$ or $`(U/t)_c`$ is reached. For the $`s_+`$ representation (in case of the effective interactions $`V_A,V_C,V_Y`$ only for $`\nu _{𝐤+𝐐}=+\nu _𝐤,\mathrm{\Delta }_{𝐤+𝐐}=+\mathrm{\Delta }_𝐤`$) one has to find the solution by iterating the eigenvalue equation as a function of $`U/t`$. In the case of all other representations the $`A`$-term does not contribute. Therefore then we determine the lowest eigenvalue $`\lambda `$ of the matrix $`B`$, and obtain $`(U/t)_c=1/\sqrt{\lambda }`$.

## III  Possible phases of the model

We start from $`t^{}=0`$ and half-filling $`n=1`$ (see Fig. 1). As expected in this case the leading instability is the antiferromagnetic one, it appears in the $`phtr`$ channel with $`q_+`$ symmetry and $`s_+`$ wave character. As we leave half-filling the antiferromagnetism becomes weaker (Fig. 2) and disappears at hole doping $`\delta 1n0.08`$. As soon as the system is doped the nesting is reduced, since there are no longer points on the Fermi surface connected by the wave-vector $`𝐐`$ and we observe a reentrant behavior. The second order contribution to the antiferromagnetic channel suppresses antiferromagnetism (at least in the $`s`$-channel). Therefore antiferromagnetism disappears at larger values of $`U/t`$. Strong coupling calculations yield a $`tJ`$-model in which the exchange coupling decreases like $`J=4t^2/U`$ for large $`U`$. Thus, our observation is remarkable, since we work with a weak-coupling calculation, we obtain at intermediate couplings the same tendency as it is expected at strong interactions although we do not reproduce the Neél temperature behavior $`T_ct^2/U`$. We take the decrease of the Neél temperature as an indication that the calculation in second order in $`U`$ yields reasonable results even for intermediate values $`U4t`$. For stronger couplings higher order contributions will become important. However, it is of interest to see which instabilities emerge within our approximation for larger values of $`U/t`$, since this gives a hint which types of ordering should be investigated for stronger couplings. Therefore, we discuss the phase diagram obtained from the second order calculation also for larger values $`U/t`$. It might be also that higher order contributions neglected by us enhance the tendency towards antiferromagnetism, and then it will decay not so rapidly. Nevertheless, we emphasize that already second order calculations give the qualitative description of antiferromagnetism at intermediate couplings. In the latter context, we make a comparison of our results with experimental data on some high-temperature cuprate superconductors and transition metal compounds. As one can see from Fig. 1 antiferromagnetism disappears at the temperature $`T0.1t`$. Taking the estimation for the hopping integral $`t0.1÷0.3`$ eV, which is the realistic values for transition metal and their compounds he ; fr , we obtain the Néel temperatures $`T_c=T_N110÷350`$ K. These values agree with experimental data on half-filled antiferromagnetic materials mot . Let us consider also the parent compound La2CuO4 of high-$`T_c`$ cuprate systems La$`{}_{2x}{}^{}M_{x}^{}`$CuO4 ($`M=`$ Sr, Ba, Ca). It is an antiferromagnetic insulator with the Néel temperature $`T_N300`$ K and half-filled $`d`$-band ift . The electronic structure of these systems is considered to be described by the three-band Hubbard model (or $`dp`$ model) pf ; ift . Some of the model parameters deduced from photoemission and LDA calculations are $`U_{dd}6÷10`$ eV, and $`t_{pd}1÷1.5`$ eV ift . The main features of the three-band Hubbard model can be mapped onto the single-band Hubbard model, and therefore one may describe sc  these compounds by the Hubbard model (1). The values of the parameters $`U`$ and $`t`$ of such a single-band Hubbard model are smaller in comparison with the corresponding parameters $`U_{dd}`$ and $`t_{pd}`$ of the three-band extended Hubbard model, the Coulomb repulsion $`U`$ is specially reduced we1 . Then, taking the values $`t1`$ eV and $`U/t4.7÷4.8`$ (it corresponds to $`T_c/t0.03÷0.02`$) we obtain the theoretical estimation of the Néel temperature for La2CuO4 around $`T_N290`$ K, that is very close to the experimental value.

The next instability is a Pomeranchuk instability with $`d_{x^2y^2}`$-wave symmetry in the singlet channel (namely $`phsi0`$). The corresponding eigenvector signals a deformation of the Fermi surface which breaks the point group symmetry of the square lattice. At high temperatures the system has a tetragonal structure and an orthorhombic one at low temperatures. The $`d_{x^2y^2}`$ wave Pomeranchuk instability dominates in the region of temperature $`T>0.05t`$ at small hole doping ($`\delta <0.2`$), and for negative $`t^{}t/3`$ the Pomeranchuk instability dominates in all temperature region at the electron concentrations around the Van Hove filling (see Figs. 34). It competes with other instabilities at $`t^{}<t/3`$ and the electron concentrations around the Van Hove filling, and it is not the leading one here (Fig. 5). But the $`d`$-wave Pomeranchuk instability appears again to dominate at large negative $`t^{}<t/3`$ in the region of electron density above the Van Hove filling and below some doping (for example, see Fig. 6); for the value $`t^{}=5t/12`$ this value of doping equals $`\delta 0.2`$. In agreement with the ideas of Ref. hm  the instability is mainly driven by a strong attractive interaction between particles on opposite corners of the Fermi surface near the saddle points and a repulsive interaction between particles on neighboring corners. To favor such a behavior we need a sizable $`t^{}`$ reducing antiferromagnetic correlations. The critical temperature of the $`d`$-wave Pomeranchuk instability occurrence decreases with increasing hole doping, and at sufficiently large values of doping and away from Van Hove filling this phase requires strong couplings. Thus the hole doping suppresses the tendency towards an orthorhombic distortion of the Fermi surface (or lattice). The tendency towards a spontaneous deformation of Fermi surface with $`d`$-wave character has been observed by A. P. Kampf and A. A. Katanin kk  to be one of the leading instabilities in the 2D extended $`U`$-$`V`$-$`J`$ Hubbard model in the parameter range which is relevant for underdoped cuprate systems. A similar Pomeranchuk instability has been found by the authors of Ref. okf  to be a characteristic of a nematic Fermi fluid kfe  in two dimensions.

Another possible phase is a particle-hole instability of singlet type with staggered $`p`$-wave symmetry ($`phsiq_{}p`$). The corresponding quasiparticle energy spectrum is

$`E_𝐤=\pm \sqrt{\epsilon _𝐤^2+\stackrel{~}{\epsilon }_𝐤^2}`$ (15)
where

$`\stackrel{~}{\epsilon }_𝐤={\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐪}{}}[2V_C(𝐤,𝐪)V_A(𝐤,𝐪)2V_C(𝐤,𝐪+𝐐)+V_A(𝐤,𝐪+𝐐)]\nu _𝐪^s`$ (16)
varies like $`\stackrel{~}{\epsilon }_x\mathrm{sin}k_x+\stackrel{~}{\epsilon }_y\mathrm{sin}k_y`$ with roughly constant $`\stackrel{~}{\epsilon }_x`$ and $`\stackrel{~}{\epsilon }_y`$. It yields a splitting into two bands and may lead to an energy gap in the charge excitations spectrum. Another mechanism for a charge gap formation has been proposed mj ; klpt  recently in the 2D Hubbard model with $`t^{}=0`$ at weak coupling. The band splitting phase is developed in the region of electron concentration around half-filling, and is one of the strongest in that region. This instability dominates when the electron concentration $`n>1.10`$ and $`t^{}0`$ (Fig. 7). The negative next-nearest-neighbors hopping favors this phase to be dominant instability at electron doping, but the value of coupling strength $`U/t`$ required for the occurrence of this instability increases with increasing $`|t^{}|`$. The critical temperature of the transition to the band splitting phase decreases with increasing electron doping, thus the electron doping suppresses the tendency towards this phase.

The singlet superconducting $`d_{x^2y^2}`$ instability ($`ppsi0d_+`$) coincides with the $`d_{x^2y^2}`$-wave staggered flux phase at half-filling and $`t^{}=0`$ (the discussion on flux phases appears in the next paragraph). Away from half-filling the degeneration disappears, and $`d`$-wave superconductivity dominates at low temperatures in certain regions of electron concentration around half-filling which depend on the value of $`t^{}0`$. Even large values of $`|t^{}|`$ do not destroy the dominant low-temperature behavior of $`d_{x^2y^2}`$-wave superconductivity at hole doping (Fig. 4). It is not destroyed also at sufficiently large hole doping: for small $`t^{}t/6`$ even at the values of hole doping $`\delta 0.3`$, and for $`t^{}t/3`$ at $`\delta 0.15`$ the $`d`$-wave superconductivity dominates at low temperatures. However, this dominant behavior is destroyed around the Van Hove filling where other phases appear to dominate. At small electron doping $`d`$-wave superconductivity dominates at low temperatures also, but it is not the leading instability at $`n10.1`$ and $`t^{}0`$ (see Fig. 7). In contrast to the pure 2D Hubbard model with $`t^{}=0`$, an electron-hole asymmetry of the $`d`$-wave superconducting phase is manifested in the $`tt^{}`$ Hubbard model. In this model with negative $`t^{}`$ the $`d`$-wave superconductivity appears to dominate within wider region of hole doping in comparison with the electron doping in agreement with the one-loop renormalization group analysis ho . In this connection it should be mentioned that the most examples of discovered high-temperature superconducting materials are hole-doped systems, and only a few examples are electron-doped ones.

We observe also particle-hole instabilities with staggered symmetry of $`d_+`$ wave character in singlet and triplet channels ($`phsi/trq_{}d_+`$). These states are singlet and triplet flux phases which are approximately described by the operators structures

$`i{\displaystyle \underset{𝐤\sigma }{}}(\mathrm{cos}k_x\mathrm{cos}k_y)c_{𝐤+𝐐\sigma }^{}c_{𝐤\sigma },`$ (17)
$`i{\displaystyle \underset{𝐤\sigma \sigma ^{}}{}}(\mathrm{cos}k_x\mathrm{cos}k_y)\stackrel{}{\sigma }_{\sigma \sigma ^{}}c_{𝐤+𝐐\sigma }^{}c_{𝐤\sigma ^{}},`$ (18)
respectively, where the components of $`\stackrel{}{\sigma }`$ are $`2\times 2`$ spin Pauli matrices. For $`t^{}=0`$ critical temperatures of the transition to the singlet and triplet flux phases are degenerate, in this case these phases vanish at hole doping $`\delta 0.12`$ in agreement with a mean-field solution of the $`tJ`$ model presented in Ref. hma . For $`t^{}0`$ they occur more easily at the electron concentrations which are slightly above the Van Hove filling, but the singlet flux phase disappears for $`t^{}t/3`$. For non-zero values of the next-nearest-neighbors hopping the critical transition temperatures of these phases are different, and the triplet one is higher. Moreover, the triplet analog of flux phase dominates at low temperatures and $`t^{}=5t/12`$ when the electron concentration is slightly above the Van Hove filling (see Fig. 8) in contrast to the results of Ref. hs  which point out the occurrence of triplet superconductivity with $`p`$-wave symmetry in this region. The triplet flux phase is also one of the leading instabilities for various values of next-nearest-neighbors hopping $`t^{}`$ and certain region of electron concentrations (for example, see Fig. 356).

The singlet flux state, described by Eq. (17), breaks time-reversal, translational, and rotational symmetries. This state is a phase of circular charge currents flowing around the plaquettes of a square lattice with alternating directions. The authors of Ref. hma  found that these currents generate a small magnetic field, also forming a staggered pattern, and they estimated the field strength just above the plaquette center to be around 10 G. They pointed out that muon-spin-rotation experiments may be able to detect this magnetic field. Recently, the idea of circulating orbital currents (also called an orbital antiferromagnetism) has been discussed as promising candidates for a description of the pseudogap phase of high-$`T_c`$ cuprates clmn ; ckn ; le . There is also a proposal va  of a circulating current phase, which does not break translational symmetry. The possible existence of orbital charge currents has most recently received experimental support. Angle-resolved photoemission with circularly polarized light identified intensity differences for left- and right-circularly polarized photons in the psedogap phase of Bi2Sr2CaCu2O8+δ krf . Also small $`c`$-axis oriented ordered magnetic moments, and an evidence for static alternating magnetic fields below the psedogap temperature in the underdoped YBa2Cu3O6+x systems were observed by neutron scattering mo  and muon-spin-rotation mil  measurements respectively. These data can find a natural interpretation in terms of planar circulating current phases tde .

The triplet flux phase, described by Eq. (18), breaks translational, rotational and spin-rotational symmetries, and does not break time-reversal invariance. This phase is a state in which spin-up and spin-down electron currents circulate around the plaquettes in opposite directions to produce non-zero spin currents. It corresponds to an alternating pattern of spin currents. Similar triplet flux phase (so called spin flux phase or spin nematic state) has been discussed by Narsesyan and co-workers njk  by means of a mean-field theory, and more recently in Refs. bbd ; kk  by means of renormalization group approaches in the framework of the 2D extended $`U`$-$`V`$-$`J`$ Hubbard model. Another triplet flux phase, which breaks time-reversal invariance, has been considered by Nayak na  as a triplet analog of the density wave order parameter potentially relevant to the cuprates. To our knowledge a triplet version of the flux phase has not yet been observed in numerical solutions of the 2D $`tt^{}`$ Hubbard model. In the case of polarized particle-hole pairs (it means that we take $`\sigma _z`$ instead of $`\stackrel{}{\sigma }`$ in Eq. (18)) the alternating pattern of spin currents will generate electric field, which could be, in principle, measurable in experiments. As triplet flux phase (18) does not have anomalous expectation values for the spin density but, rather, for spin currents, these excitations do not contribute to the spin-spin correlation function, therefore spin currents do not couple to photons, neutrons or nuclear spins na . However, they could be detected with nuclear quadrupole resonance or two-magnon Raman scattering experiments na .

At $`t^{}=5t/12`$ a few other new instabilities appear to compete at the Van Hove filling and low temperatures (Fig. 5) in disagreement with the conclusions of Ref. hs  on the occurrence of ferromagnetism. The leading one is another Pomeranchuk instability in the $`s_+`$ channel with $`g_+=g_{x^4+y^46x^2y^2}`$ wave character ($`phsi0s_+`$, 4 node lines in $`𝐤`$-space). This phase occurs more easily when the electron concentration is close to the Van Hove filling, and it is a leading instability at the Van Hove filling and the values of electron concentration which are slightly smaller than the Van Hove filling (Figs. 59). The $`g_+`$ Pomeranchuk instability appears at sizable values of next-nearest-neighbors hopping $`t^{}t/3`$ (Fig. 3), but it requests sufficiently large absolute values of $`t^{}`$ ($`t^{}<t/3`$) to be one of the dominant instabilities. In the $`d_{}`$ channel an $`i`$-wave (6 node lines in $`𝐤`$-space) Pomeranchuk instability ($`phsi0d_{}`$) appears when electron concentration $`n`$ is smaller than the Van Hove filling at $`t^{}=5t/12`$ (Fig. 9). It is a leading one at small values of the electron concentration (Fig. 10), and dominates in the temperature region $`T>0.15t`$ at $`t=t^{}/3`$ when the electron concentration is sufficiently below the Van Hove filling. The increase of electron concentration reduces essentially this phase.

When the electron concentration is decreased below the Van Hove density at $`t^{}=5t/12`$, a particle-hole instability of $`p`$-wave symmetry in triplet channel ($`phtr0p`$) dominates (see Fig. 10). The electron operators structure which describes this magnetic phase is roughly

$`i{\displaystyle \underset{𝐤\sigma \sigma ^{}}{}}(t_x^M\mathrm{sin}k_x+t_y^M\mathrm{sin}k_y)\stackrel{}{\sigma }_{\sigma \sigma ^{}}c_{𝐤\sigma }^{}c_{𝐤\sigma ^{}}={\displaystyle \frac{i}{2}}{\displaystyle \underset{𝐑\sigma \sigma ^{}}{}}\left(t_x^M[c_{𝐑+𝐞_x,\sigma }^{}c_{𝐑𝐞_x,\sigma }^{}]+t_y^M[c_{𝐑+𝐞_y,\sigma }^{}c_{𝐑𝐞_y,\sigma }^{}]\right)\stackrel{}{\sigma }_{\sigma \sigma ^{}}c_{𝐑,\sigma ^{}}`$ (19)
with $`𝐞_x`$ ($`𝐞_y`$) being the unit vector along the $`x`$\- ($`y`$-) axis, $`𝐑`$ denotes lattice site. The quantity $`t^M`$ is given by $`t_x^M\mathrm{sin}k_x+t_y^M\mathrm{sin}k_y1/N_𝐪V_F(𝐤,𝐪)\nu _𝐪^t`$. One can see from Eq. (19) that this instability gives rise to a phase of magnetic currents, the magnetization equals zero as a result of $`p`$-wave character of the instability. The magnetic currents phase dominates also at very low temperatures and electron concentrations which are slightly smaller the Van Hove filling for $`t^{}=5t/12`$ (Fig. 9), and in the temperature region $`T<0.15t`$ below the Van Hove density for $`t^{}=t/3`$.

In the temperature region $`T>0.15t`$ a particle-hole instability with $`s^{}`$-wave character ($`phtr0s_+`$, its order parameter changes sign close to the Fermi-edge) in the triplet $`s_+`$ channel dominates at $`t^{}5t/12`$ and the density range around the Van Hove filling (see Figs. 589). It is likely that the order parameter contributions do not compensate exactly, so that a weak ferromagnetism appears. When the electron concentration is increased above the Van Hove filling this instability does not become weaker, but the $`d_{x^2y^2}`$ wave Pomeranchuk and the triplet flux phase instabilities are stronger and dominate at low temperatures. Then, this $`s^{}`$-magnetic phase disappears at sufficiently large values of electron concentration in comparison with the Van Hove filling, or smaller $`|t^{}|`$. With the decrease of electron concentration from the Van Hove filling this instability becomes weaker and disappears to be a leading one at small electron density (Fig. 10). From Figs. 589 one can see a reentrant behavior of the $`s^{}`$-magnetic phase in some region of the values $`U/t`$: approaching $`T_c`$ we get $`T_c^l`$ from low temperatures and $`T_c^u`$ from high temperatures at the same value of coupling $`U/t`$ ($`T_c^lT_c^u`$). This is a result of different behavior of $`T_c(U/t)`$ in two regimes. First regime occurs in the region where the $`s^{}`$-magnetic instability dominates and the transition from a paramagnetic state to the $`s^{}`$-magnetic phase occurs directly without any intermediate phase, it corresponds to the temperatures $`T>0.15t`$ in Figs. 59. In this case the critical temperature increases with the increase of correlation strength $`U/t`$. Therefore electron correlations enhance the tendency towards the $`s^{}`$-magnetic instability. Another regime occurs at the temperatures $`T<0.15t`$, where the $`s^{}`$-magnetic phase is not a leading instability and other instabilities dominate. In this situation the critical temperature exhibits an anomalous behavior, it decreases with increasing the coupling $`U/t`$. The $`s^{}`$-magnetic phase is reduced. Since at lower temperatures only a smaller region in $`𝐤`$-space around the Fermi-edge contributes, the sign-change of the order parameter reduces the effective interaction. As the transition to this phase requires some finite value of the effective interaction at low temperatures, the correlation strength has to increase rapidly.

We observe also a few other weaker instabilities. Apart from $`d_{x^2y^2}`$ wave superconductivity mentioned above other two superconducting instabilities appear. At $`t^{}t/3`$ a $`d_{xy}`$ wave superconducting phase occurs in the singlet channel sufficiently below the Van Hove filling (see, for example, Fig. 10), and for larger absolute values $`t^{}5t/12`$ we observe a $`g_+`$ wave superconductivity in the $`s_+`$ singlet channel below the Van Hove filling (Fig. 9). All these phases require strong couplings.

The peculiar feature of the superconducting phase in comparison with the other phases observed by us should be noted. Away from the Van Hove filling when temperature approaches zero the curves corresponding to superconducting phase are flat, whereas the curves corresponding to all other phases observed become steep. Therefore, at very low temperatures the transition from a paramagnetic phase to the superconducting one can occur at very small values of the corresponding effective interaction in contrast with the transitions to other possible phases which require some finite values of the effective interactions. One can see also that the critical temperatures of all phases (excepting antiferromagnetism and $`s^{}`$-magnetic phase in certain regions) increase with the increase of correlation strength $`U/t`$. Thus, electron correlations enhance the tendency towards the transition to the phases observed by us.

## IV  Conclusions

We have presented a stability analysis of the 2D $`tt^{}`$ Hubbard model on a square lattice for various values of the next-nearest-neighbors hopping $`t^{}`$ and electron concentration. On the basis of the free energy expression, derived by means of the flow equations method, we have performed numerical calculation for the various representations under the point group $`C_{4\nu }`$ in order to determine the phase diagram. A surprising large number of phases has been observed. Some of them have an order parameter with many nodes in $`𝐤`$-space.

For small values of $`t^{}`$ and doping the leading instability is the antiferromagnetic one. At $`t^{}=0`$ antiferromagnetism disappears at hole doping $`\delta 0.08`$ and temperatures $`T0.1t`$. This result reproduces the Néel temperatures in some antiferromagnetic materials. The $`d_{x^2y^2}`$ wave Pomeranchuk instability dominates in the region of temperature $`T>0.05t`$ at small hole doping ($`\delta <0.2`$), and for negative $`t^{}t/3`$ the Pomeranchuk instability dominates in all temperature region at the electron concentrations around the Van Hove filling. It is the leading instability at large negative $`t^{}<t/3`$ in the region of electron density above the Van Hove filling and below some doping; for the value $`t^{}=5t/12`$ this value of doping equals $`\delta 0.2`$. The band splitting phase with staggered $`p`$-wave symmetry is developed in the region of electron concentration around half-filling, and is one of the strongest in that region. This instability dominates when the electron concentration $`n>1.10`$ and $`t^{}0`$. The negative next-nearest-neighbors hopping favors this phase to be dominant instability at electron doping. The $`d_{x^2y^2}`$-wave superconductivity dominates at low temperatures in certain regions of electron concentration around half-filling which depend on the value of $`t^{}0`$. Even large values of $`|t^{}|`$ do not destroy the dominant low-temperature behavior of $`d_{x^2y^2}`$-wave superconductivity at hole doping. It is not destroyed also at sufficiently large hole doping. However, this dominant behavior is destroyed around the Van Hove filling where other phases appear to dominate. At small electron doping $`d`$-wave superconductivity dominates at low temperatures also, but as a result of electron-hole asymmetry of the 2D $`tt^{}`$ Hubbard model the $`d`$-wave superconductivity appears to dominate within wider region of hole doping in comparison with the electron doping for negative values of $`t^{}`$. Triplet and singlet flux phases, which have degenerate critical temperatures at $`t^{}=0`$, occur more easily at the electron concentrations which are slightly above the Van Hove filling for $`t^{}0`$. For non-zero values of the next-nearest-neighbors hopping the critical transition temperatures of these phases are different, and the triplet one is higher. The triplet analog of flux phase dominates at low temperatures and $`t^{}=5t/12`$ when the electron concentration is slightly above the Van Hove filling. The triplet flux phase is also one of the leading instabilities for various values of next-nearest-neighbors hopping $`t^{}`$ and certain region of electron concentrations. At $`t^{}<t/3`$ and the Van Hove filling the leading instabilities are a $`g_+`$ wave Pomeranchuk instability and $`p`$-wave particle-hole instability in triplet channel (phase of magnetic currents) at temperatures $`T<0.15t`$, and $`s^{}`$-magnetic phase for $`T>0.15t`$. The magnetic currents phase dominates also at very low temperatures and electron concentrations which are slightly smaller the Van Hove filling for $`t^{}=5t/12`$, and in the temperature region $`T<0.15t`$ below the Van Hove density for $`t^{}=t/3`$. The $`s^{}`$-magnetic phase is reduced strongly at low temperatures and shows a reentrant behavior in certain region of $`U/t`$. We have found other weaker instabilities also. Most instabilities develop at $`U>4t`$, which are not small values. Therefore, flow equation calculations beyond second order would be desirable. Nevertheless, as we have found most commonly discussed types of order, and since some effects obtained in the intermediate to strong couplings are reproduced reasonably well by means of the flow equations, we suggest that our calculations give an estimate of the most important instabilities.

###### Acknowledgements.

We thank E. Fradkin for his comments and pointing out a Pomeranchuk instability in nematic Fermi fluid. One of the authors (V.H.) is indebted to the Institut für Theoretische Physik for the hospitality and nice atmosphere during his stay.