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# A unifying model for chemical and colloidal gels

## Abstract

We investigate the slow dynamics in gelling systems by means of MonteCarlo simulations on the cubic lattice of a minimal statistical mechanics model. By opportunely varying some model parameter we are able to describe a crossover from the chemical gelation behaviour to dynamics more typical of colloidal systems. The results suggest a novel connection linking classical gelation, as originally described by Flory, to more recent results on colloidal systems. PACS: 05.20.-y, 82.70.Gg, 83.10.Nn

The chemical gelation transition, as it is typically observed in polymer systems, transforms a solution of polymeric molecules, the sol, from a viscous fluid to an elastic disordered solid, the gel. The viscosity coefficient grows with a power law behaviour, as function of the relative difference from the critical polymer concentration, characterized by a critical exponent $`k`$. The onset of the elastic response in the system, as function of the same control parameter, displays a power law increasing of the elastic modulus described by a critical exponent $`f`$ . This corresponds to the constitution inside the sol of a macroscopic polymeric structure , that characterizes the gel phase. As implicitly suggested in the work of Flory and Stockmayer , the percolation model is considered as the basic model for the chemical gelation transition and the macromolecular stress-bearing structure in these systems is a percolating network .
Moreover slow dynamics characterize the gelling solution: the relaxation functions in the experiments display a long time stretched exponential decay $`e^{(\frac{t}{\tau _0})^\beta }`$ as the gelation threshold is approached. The relaxation process becomes critically slow at the gel point, where the onset of a power law decay is typically observed .
Gelation phenomena are also observed in colloidal systems, that are suspensions of mesoscopic particles interacting via short range attraction: due to aggregation phenomena at low density (colloidal gelation) these systems display gel states with a power law behaviour of the viscosity coefficient and of the elastic modulus , as in chemical gelation. Yet the aggregation process gives rise to cluster-cluster aggregation producing a spanning cluster with a fractal dimensionality smaller than the random percolation case . On the other hand with a weaker attraction at higher density a gelation characterized by a glass-like kinetic arrest  may be observed. The relaxation patterns closely recall the ones observed in glassy systems and are well fitted by the mode-coupling theory  predictions for supercooled liquids approaching the glass transition . On the theoretical side the application of the mode-coupling theory to systems with short range attractive interaction  (attractive glasses) has been recently considered and the connection with the colloidal glass transition has been proposed.
The question, that we want to investigate in this paper, is whether and to what extent colloidal gelation, colloidal glass transition and chemical gelation are related and if a unifying description is possible.
Let us first consider the case of the chemical gelation. By means of MonteCarlo numerical simulations on the cubic lattice we study a solution of tetrafunctional monomers. Each monomer occupies a lattice elementary cell and, to take into account the excluded volume interaction, two occupied cells cannot have common sites. At $`t=0`$ we fix the fraction $`\varphi `$ of present monomers respect to the maximum number allowed on the lattice, and randomly quench bonds between them. This actually corresponds to the typical chemical gelation process that can be obtained by irradiating the monomeric solution. The four possible bonds per monomers, randomly selected, are formed with probability $`p_b`$ along lattice directions between monomers that are nearest neighbours and next nearest neighbours. Once formed, the bonds are permanent. The monomers diffuse on the lattice via random local movements and the bond length may vary but not be larger than $`l_0`$ according to bond-fluctuation dynamics . The value of $`l_0`$ is determined by the self-avoiding walk condition and on the cubic lattice is $`l_0=\sqrt{10}`$ in lattice spacing units. We let the monomers diffuse to reach the stationary state and then study the system for different values of the monomers concentration. We have considered $`p_b=1`$, for which the system presents a percolation transition at $`\varphi _c=0.718\pm 0.005`$. We have introduced this lattice model  to study the viscosity by means of the relaxation time, that diverges as function of $`\varphi `$ at the percolation threshold with a power law behaviour . The elastic response in the gel phase has been studied by means of the fluctuations in the free energy and grows with a power law behaviour as well as function of $`(\varphi \varphi _c)`$ . In this letter instead we present a completely new study of the dynamics in gelation phemomena.
To investigate the nature of the dynamic transition at the chemical gelation here we study the equilibrium density fluctuation autocorrelation functions $`f_\stackrel{}{q}(t)`$ given by

$$f_\stackrel{}{q}(t)=\frac{<\rho _\stackrel{}{q}(t+t^{})\rho _\stackrel{}{q}(t^{})>}{<|\rho _\stackrel{}{q}(t^{})|>^2}$$
(1)
where $`\rho _\stackrel{}{q}(t)=_{i=1}^Ne^{i\stackrel{}{q}\stackrel{}{r}_i(t)}`$, $`\stackrel{}{r}_i(t)`$ is the position of the $`ith`$ monomer at time $`t`$, $`N`$ is the number of monomers and the average $`\mathrm{}`$ is performed over the time $`t^{}`$. Due to the periodic boundary conditions the values of the wave vector $`\stackrel{}{q}`$ on the cubic lattice are $`\stackrel{}{q}=\frac{2\pi }{L}(n_x,n_y,n_z)`$ with $`n_x,n_y,n_z=1\mathrm{}L/2`$ integer values.
We also study the mean square displacement of the particles $`\stackrel{}{r}^2(t)=\frac{1}{N}_{i=1}^N(\stackrel{}{r}_i(t+t^{})\stackrel{}{r}_i(t^{}))^2`$.
In Fig.1 we present these time autocorrelation functions as function of the time calculated on a cubic lattice of size $`L=16`$. The data have been averaged over $`10`$ up to $`10^5`$ time intervals and over $`20`$ different initial configurations of the sample. As the monomer concentration $`\varphi `$ approaches the percolation threshold $`\varphi _c`$, $`f_\stackrel{}{q}(t)`$ displays a long time decay well fitted by a stretched exponential law $`e^{(t/\tau )^\beta }`$ with a $`\beta 0.30\pm 0.05`$. At the percolation threshold the onset of a power law decay is observed as it is shown by the double logarithmic plot of Fig.1 with an exponent $`c`$ . As the monomer concentration is increased above the percolation threshold in the gel phase, the long time power law decay of the relaxation functions can be fitted with a decreasing exponent $`c`$, varying from $`c1.`$ at $`\varphi _c`$ to $`c0.2`$ well above $`\varphi _c`$, where a nearly logarithmic decay appears. This behaviour well agrees with the one observed in gelling systems investigated in the experiments of refs.. It is interesting to notice that this kind of decay with a stretched exponential and a power law reminds the relaxation behaviour found in spin-glasses .
The mean square displacement of the particles $`\stackrel{}{r}^2(t)`$ presents a long-time diffusive behaviour and the diffusion coefficient decreases but remains finite also above $`\varphi _c`$. However the diffusion coefficient of clusters of size comparable with the connectedness length goes to zero at $`\varphi _c`$ with the same exponent as the relaxation time .
In colloids the aggregation is due to a short range attraction and in general the monomers are not permanently bonded. To take into account this feature we introduce a novel ingredient in the previous model by considering a finite bond lifetime $`\tau _b`$ and study the effect on the dynamics. It is worth noticing that the features of this model with finite $`\tau _b`$ can be realized in a microscopic model: a solution of monomers interacting via an attraction of strength $`E`$ and excluded volume repulsion. Due to monomers diffusion the aggregation process eventually takes place. The finite bond lifetime $`\tau _b`$ corresponds to an attractive interaction of strength $`E`$ that does not produce permanent bonding between monomers, and $`\tau _be^{E/KT}`$. A more detailed discussion will be available in a longer paper following up .
Due to the finite $`\tau _b`$, in the simulations during the monomer diffusion the bonds between monomers are broken with a frequency $`1/\tau _b`$. Between monomers separated by a distance less than $`l_0`$ a bond is formed with a frequency $`f_b`$. For each value of $`\tau _b`$ we fix $`f_b`$ so that the fraction of present bonds is always the same .
After the system has reached the equilibrium we have calculated $`f_\stackrel{}{q}(t)`$ as defined in eq.(1) and the relaxation time $`\tau `$ as $`f_\stackrel{}{q}(\tau )0.1`$.
Let us first analyze the behaviour of $`\tau `$, plotted in Fig.2 as function of the monomer concentration $`\varphi `$ for different $`\tau _b`$. For comparison we have also shown the behaviour of $`\tau `$ in the case of permanent bonds, which displays a power law divergence at the percolation threshold $`\varphi _c`$. We notice that for finite bond lifetime $`\tau _b`$ the relaxation time increases following the permanent bonds case (chemical gelation), up to some value $`\varphi ^{}`$ and then deviates from it. The longer the bond lifetime the higher $`\varphi ^{}`$ is. In the high monomer concentration region, well above the percolation threshold, the relaxation time in the finite bond lifetime case again displays a steep increase and a power law divergence at some higher value. This truncated critical behaviour followed by a glassy-like transition has been actually detected in some colloidal systems in the viscosity behaviour .
These results can be explained by considering that only clusters whose diffusion relaxation time is smaller than $`\tau _b`$ will behave as in the case of permanent bonds. Larger clusters will not persist and their full size will not be relevant in the dynamics: the finite bond lifetime induces an effective cluster size distribution with a cut-off, which keeps the macroscopic viscosity finite . As the concentration increases the final growth of the relaxation time is due to the crowding of the particles.
In Fig.3 $`f_\stackrel{}{q}(t)`$ is plotted as function of time for a fixed value of $`\tau _b`$ for increasing values of the monomer concentration ($`\varphi `$ varies from below to well above $`\varphi _c=0.718`$). For small concentrations the autocorrelation function $`f_\stackrel{}{q}(t)`$ is well fitted by a stretched exponential decay, while for high monomer concentrations it exhibits a two-step decay, that closely resembles the one observed in supercooled liquids. We fit these curves using the mode-coupling $`\beta `$-correlator , corresponding to a short time power law $`f+\left(\frac{t}{\tau _s}\right)^a`$ and a long time von Schweidler law $`f\left(\frac{t}{\tau _l}\right)^b`$, giving the exponents $`a0.33\pm 0.01`$ and $`b0.65\pm 0.01`$ (the full lines in Fig.3). At long times the different curves obtained for different $`\varphi `$ collapse into a unique master curve by opportunely rescaling the time via a factor $`\tau (\varphi )`$. The master curve is well fitted by a stretched exponential decay with $`\beta 0.50\pm 0.06`$. The characteristic time $`\tau (\varphi )`$ diverges at a value $`\varphi _g0.96\pm 0.05`$ with the exponent $`\gamma 2.3\pm 0.1`$. This value well agrees with the mode-coupling prediction $`\gamma =1/2a+1/2b`$ .
In the inset the data are compared with the case of permanent bonds for two different values of $`\varphi `$. We observe that for short time (of the order of $`\tau _b`$) the autocorrelation functions coincide with the permanent bond case.
A similar pattern, characterized by a plateau, is found in the mean square displacement $`\stackrel{}{r}^2(t)`$ (Fig.4),with the diffusion coefficient going to zero as $`\varphi `$ approaches $`\varphi _g`$ . The inset also indicates that for short time the mean square displacement coincides with that calculated for the permanent bond case.
These results show that when bonds are permanent (chemical gelation) the divergence of the relaxation time is due to the formation of a macroscopic critical cluster and the autocorrelation function exhibits a one step decay related to the relaxation of such cluster. In the case of finite $`\tau _b`$ there is an effective cluster size distribution, as discussed above, and the autocorrelation function exhibits a two step relaxation which is well fitted by the mode coupling theory. This can be explained if we consider the system made of effective clusters playing the role of single molecules in an ordinary supercooled liquid or in a colloidal hard sphere system. As the monomer concentration increases, the relaxation time will diverge due to the jamming of the effective clusters. The first decay is due to the rattling and relaxation of the ”effective” cluster in a cage made of surrounding clusters. The second relaxation is due, as usual, to the opening of the cage resulting in a structural relaxation. This picture supports the jamming of clusters that has been suggested on the basis of experimental observations on colloidal gelation in ref. . For high temperature $`\tau _b0`$,the clusters reduces to single monomers with a crossover to the usual phenomenology of the hard spheres glass transition.
When $`\tau _b`$ is large enough (strong attraction) the cluster effect will dominate and the slow dynamics will exhibit features more closely related to chemical gelation (Fig.1). The only difference is that in the limit $`\tau _b\mathrm{}`$ we expect that the spanning cluster will have the structure of the cluster-cluster irreversible aggregation model instead of random percolation.
In conclusion, these results suggest a unifying approach for chemical gelation, colloidal gelation and colloidal glass transition. In chemical gelation and colloidal gelation the cluster formation should produce the slow dynamics, that is expected to be of the same type of Fig. 1. In colloidal systems for weak attraction and high concentration the system crosses over from colloidal gelation to colloidal glass due to the jamming of effective clusters.
We would like to thank K. Dawson, G. Foffi, W. Kob, F. Mallamace, N. Sator, F. Sciortino, P. Tartaglia and E. Zaccarelli for many interesting discussions. This work has been partially supported by MIUR-FIRB-2002 and by the INFM Parallel Computing Initiative.


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# Quantum Antiferromagnetism in Quasicrystals

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## Abstract

The antiferromagnetic Heisenberg model is studied on a two-dimensional bipartite quasiperiodic lattice. The distribution of local staggered magnetic moments is determined on finite square approximants with up to 1393 sites, using the Stochastic Series Expansion Quantum Monte Carlo method. A non-trivial inhomogeneous ground state is found. For a given local coordination number, the values of the magnetic moments are spread out, reflecting the fact that no two sites in a quasicrystal are identical. A hierarchical structure in the values of the moments is observed which arises from the self-similarity of the quasiperiodic lattice. Furthermore, the computed spin structure factor shows antiferromagnetic modulations that can be measured in neutron scattering and nuclear magnetic resonance experiments. This generic model is a first step towards understanding magnetic quasicrystals such as the recently discovered Zn-Mg-Ho icosahedral structure.

\]

Quantum magnetic phases of low-dimensional antiferromagnetic (AF) Heisenberg systems are known to show various degrees of disorder caused by zero-point fluctuations. For example, isolated spin-1/2 chains have quasi-long-ranged antiferromagnetic order, whereas two-leg ladders are short-range-ordered, and true long-range order is found in the two-dimensional square lattice. While these states are homogeneous due to the translational invariance of the underlying lattice, it is interesting to explore how non-periodic environments, such as provided in quasicrystal structures, affect the magnetic properties of quantum magnets. Naturally, it can be expected that instead of a uniform order parameter, such as the staggered magnetization in a Heisenberg antiferromagnet, there will be instead a distribution of local order parameters. The magnitude of each local moment may, for example, strongly depend on its environment. In a local viewpoint, the magnetic moments on sites with a greater number of neighbors are expected to be suppressed due to increased local spin fluctuations.  This picture will be modified by the quasicrystalline equivalent of non-local spin-wave excitations, leading to a non-trivial distribution of the order parameters. Recent inelastic neutron scattering experiments on the Zn-Mg-Ho isocahedral quasicrystal  have revealed an antiferromagnetic superstructure, which fits very well with the antiferromagnetic Heisenberg model. As opposed to magnetic quasicrystals with itinerant charge carriers, the electrons appear well localized in this material, and display an antiferromagnetic modulation with a large wave vector at temperatures below 6 K, similar to the pattern of the generic quasicrystal structure reported here.

In this work we use the recently developed Stochastic Series Expansion Quantum Monte Carlo (SSE-QMC) algorithm to analyze the magnetic ground state properties of the nearest-neighbor AF spin-1/2 Heisenberg model,

$`H=J{\displaystyle \underset{i,j}{}}𝐒_i𝐒_j,`$ (1)
on a two-dimensional quasiperiodic tiling. This bipartite structure, shown in Fig. 1, is called “octagonal tiling” due to its overall 8-fold symmetry. Sites in this tiling have coordination numbers $`z`$ ranging from 3 to 8. This generic lattice structure was chosen to ensure that the magnetic ground state is unfrustrated due to the bipartite property, i.e. nearest-neighbor sites belong to two distinct subtilings. In the numerical study, approximants with $`N=41,239`$, and $`1393`$ sites  are considered, and toroidal boundary conditions are applied. The temperature is chosen low enough to obtain the ground state properties of these finite systems.

An important property of quasicrystals, in the absence of invariance under translations, is their self-similarity under inflation transformations. These are site decimation operations that increase the length scale but globally preserve the quasiperiodic structure. An example of inflation is shown in Fig. 1(a) where original tiles and inflated tiles are superimposed. Since periodic approximants are finite pieces of the octagonal tiling, they are not invariant under such a transformation, but instead transform into smaller approximants. In this process, the sites which remain after an inflation operation can change their connectivity. A site of coordination number z will be transformed into a site of new coordination number $`z^{}`$ after inflation, with $`z^{}z`$. We are interested in how this self-similarity is reflected in the inhomogeneous magnetic ground state of the Heisenberg Hamiltonian.

In the SSE-QMC simulations the local value of the staggered magnetic moment is determined at each lattice site $`i`$. It is defined by

$`m(i)=\sqrt{{\displaystyle \frac{3}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}(1)^{i+j}S_i^zS_j^z},`$ (2)
where the sum extends over all lattice sites j of the approximant. The inset of Fig. 2 shows a finite-size extrapolation of the spatially averaged staggered magnetic moment, $`\overline{m}=\sqrt{(3/N^2)(1)^{i+j}S_i^zS_j^z}`$, where the sum extends over all pairs of sites $`i`$ and $`j`$. In the thermodynamic limit, this observable approaches $`\overline{m}=0.337\pm 0.002`$, indicating that the system has AF long-range order. Note that the average moment is larger than that of the square lattice, $`\overline{m}>m_s=0.3071\pm 0.0003`$ , even though the average connectivity for the octagonal tiling is exactly $`\overline{z}=4`$, same as for the square lattice. This suggests that quantum fluctuations reducing the order parameter are suppressed due to the inhomogeneous connectivity in the octagonal tiling.

The measured dependence of $`m(i)`$ on the local coordination number $`z`$ is plotted in the main part of Fig. 2 for the N=1393 approximant. A wide spread of these moments is observed, particularly for small values of $`z`$. There is a tendency for sites with more neighbors to have smaller staggered moments because their spin is suppressed by forming a larger number of local bonds. However, there are exceptions to this rule, indicating the presence of longer-range correlations. A further striking feature observed in Fig. 2 are splittings in the distribution function for the staggered moments. This is most evident at $`z=5`$, but it also occurs on smaller scales at other coordination numbers, e.g. at $`z=8`$.

Local environments clearly play an important part. To sort out the roles of the local versus the long-range correlations, we next focus on the local approximation to the estimator for the staggered moment,

$`m_{loc}(i)=\sqrt{{\displaystyle \frac{3}{z+1}}\left({\displaystyle \frac{1}{4}}{\displaystyle \underset{j=1}{\overset{z}{}}}S_i^zS_j^z\right)},`$ (3)
where the sum is truncated to the sites in the immediate vicinity of $`i`$. This quantity is a local approximation of $`m(i)`$ defined in Eq. (2). It reflects the average bond strength $`(1/z)_{j=1}^z𝐒_i𝐒_j`$ of site $`i`$ with its $`z`$ neighbors.

Fig. 3 shows a clear monotonic decay in $`m_{loc}(i)`$ with increasing number of neighbors $`z`$. This effect can be understood by considering the local constituents of the cluster, shown in Fig. 1(b), which we call Heisenberg stars (HS). These are described by the nearest-neighbor Hamiltonian $`H^{HS}(z)=J_{j=1}^z𝐒_0𝐒_j`$, where the index $`0`$ denotes the central spin of the cluster and the AF exchange integral is set to $`J=1`$. The ground state energy of these stars can be calculated exactly, and is given by $`E_0^{HS}(z)=(2+z)/4`$. The estimator for the local magnetization can be obtained directly from Eq. (3),

$`m_{loc}^{HS}(z)=\sqrt{{\displaystyle \frac{1}{z+1}}\left({\displaystyle \frac{3}{4}}E_0\right)}=\sqrt{{\displaystyle \frac{5+z}{4(z+1)}}},`$ (4)
implying a $`z^{1/2}`$-like decay, consistent with the trend of the QMC data observed in Fig. 3. The ground state energy as well as the magnetic moment of the isolated Heisenberg clusters are naturally larger than the equivalent quantities in the quasicrystal where the presence of additional bonds lowers the energy per site and further screens the local magnetization.

For all coordination numbers, there is some degree of spread in the distribution of $`m_{loc}(z)`$. This phenomenon can be understood by considering non-local corrections to the magnetic moments of the isolated Heisenberg stars. Next-nearest-neighbor corrections to the local moments for the six types of sites ($`z=3,\mathrm{},8`$) can be obtained in a self-consistent manner by re-diagonalizing the Heisenberg stars, using local spin operators that are renormalized according to their specific environments, i.e. by replacing $`S_i^z`$ by $`m_{loc}^{HS}(z)`$ with the appropriate coordination number to determine the renormalized matrix elements. This procedure naturally leads to larger spreads for sites with small $`z`$, since in the octagonal tiling they have a wider variety of local environments than the sites with large $`z`$, which is observed in Fig. 3.

Furthermore, one notices a prominent bimodal splitting effect at sites with $`z=5`$. In the octagonal tiling, these sites occur in pairs and have two distinct local environments. The first type of z = 5 clusters has two z = 4 neighbors, two z = 3 neighbors, and one z = 5 neighbor. The other type has four z = 4 neighbors and one z = 5 neighbor. Analogous to the discussion in the above paragraph, the next-nearest-neighbor correction to the staggered magnetic moment for the two types can be determined by diagonalization of the corresponding $`6\times 6`$ matrices in the $`S_{tot}^z=(N2)/2`$ subspace of these two N=6-site Heisenberg stars, using the magnetization values $`m_{loc}^{HS}(z)`$ of the Heisenberg stars in Eq. 4. Following this procedure, one finds two renormalized staggered moments with a splitting $`\mathrm{\Delta }m_{loc}(5)=0.007`$, which is in very good agreement with the numerically observed splitting for the $`z=5`$ sites in Fig. 3.

Let us now turn to the hierarchical structure of the magnetic ground state that can be observed in the splittings of the staggered moments of the $`z=8`$ sites. These sites have eight-fold symmetry out to their third neighbor shell. Since their local environments are identical up to a larger distance compared to other sites, the spread in values of $`m_{loc}(i)`$ is relatively small (Fig. 3). One can however divide these sites into four groups according to their transformation under inflation, i.e. their new local coordination numbers $`z^{}`$. The $`m(i)`$ values consequently fall into four discrete groups ($`z^{}=5,6,7,`$ and 8), as shown in Fig. 4. This hierarchical fine structure is analogous to the discussion of the $`z=5`$ sites, but occurs on a smaller scale. Interestingly, the most symmetric group with $`z^{}=8`$ experiences an additional hyperfine splitting due to a four-fold subgrouping with $`z^{\prime \prime }=5,6,7,`$ and 8 under further inflation. In the limit of infinite size, this leads to a multifractal distribution of $`m(i)`$ for this class of sites.

To summarize this discussion, the different local environments in the quasiperiodic structures thus lead, firstly, to a systematic decrease of $`m_{loc}(i)`$ with increasing $`z`$. The differences in next-nearest neighbor shells for a given $`z`$ gives rise to a spread of $`m_{loc}(i)`$ and to discrete distributions which are self-similar on smaller and smaller scales, as seen in the 8-fold site example. These generic features should be observable by high-precision nuclear magnetic resonance measurements. Comparing the data in Figs. 2 and 3 one further observes that long-range correlations tend to suppress the differences in $`m_{loc}(i)`$ between the sites, leading to a non-monotonous dependence of $`m(i)`$ on $`z`$. The spread in values of $`m(i)`$ is overall smaller than for $`m_{loc}(i)`$. However, the splittings at $`z=5`$ and $`z=8`$ persist in $`m(i)`$, and should thus be experimentally observable.

We conclude the discussion of the magnetic ground state on the octagonal tiling by presenting the magnetic structure factor, which is of relevance to inelastic neutron scattering experiments. It is obtained by a Fourier transformation of the real space correlation function of the largest available approximant,

$`S^{zz}(𝐤)={\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐫,𝐫^{}}{}}e^{i𝐤(𝐫𝐫^{})}S_𝐫^zS_𝐫^{}^z,`$ (5)
using the QMC data for the octagonal tiling. In Fig. 5 the diffraction pattern of this quasicrystal lattice is compared with the antiferromagnetically induced superstructure. The eight-fold pattern in Fig. 5(a) reflects the eight-fold symmetry of the quasicrystal. The introduction of AF correlations leads to a splitting of Bragg peaks into the largest available wave vectors at the Brillouin zone boundary and their symmetry points, as it is seen in Fig. 5(b). For example, the central Bragg peak splits into $`𝐐(\pm \pi ,\pm \pi /2)`$ and $`(\pm \pi /2,\pm \pi )`$, consistent with the modulation expected for the octagonal tiling. This AF superstructure is an extension to the two-dimensional case of the AF 1D structure discussed in .

In conclusion, we have examined the AF spin-1/2 Heisenberg model on the bipartite octagonal tiling, using the Stochastic Series Expansion Quantum Monte Carlo method. The main effects we observe are (i) an inhomogeneous distribution of staggered moments, (ii) a reduction of the local order parameter with increasing number of neighbors, (iii) strong long-range effects, (iv) evidence for hierarchical nature of the magnetic ground state, and (v) a magnetic superstructure in the spin structure factor. These predictions should be tested by high-resolution NMR and neutron scattering measurements.

We thank A. Läuchli, O. Nohadani, B. Normand, R. Roscilde, and M. Sigrist for useful discussions, and acknowledge financial support by the Swiss National Fund, the Petroleum Research Fund, Grant No. ACS-PRF 35972-G6, and the Department of Energy, Grant No. DE-FG03-01ER45908. AJ acknowledges the computational facilities provided by IDRIS (Orsay). The numerical simulations were performed on the Asgard Beowulf cluster at the ETH Zürich and the hpc cluster at USC.


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# Entanglement gauge and the non-Abelian geometric phase with two photonic qubits

## I Introduction

At the heart of quantum information theory is the phenomenon of entanglement between spatially separated systems. Nonlocal correlations due to entanglement allow powerful information processes that cannot be performed classically: entanglement is central to tests of local realism Bel64  and is a fundamental resource of quantum teleportation Ben93 , quantum cryptography Eke91 ; Cir97 ; Fuc97 , and possibly quantum computing Bra99 ; Eke98 . Moreover, nonlocal entanglement-generating transformations of multi-partite states can allow for communication Ben92 ; Eis00  and distributed quantum computing Eis00 ; Cir99 . The possibilities of manipulating nonlocal properties using only local operations (e.g., entanglement distillation Ben96 ) are therefore an important resource issue for quantum information.

Here we show that nonlocal properties of quantum states are simplified and isolated through the use of gauge theoretical concepts Egu80 . A powerful tool of modern mathematical physics, gauge theory is used to describe the geometric structure of systems possessing symmetry under specific (gauge) transformations. In quantum mechanics, it is known that local transformations on components of a multi-partite system do not change the entanglement. We show that local operations can be expressed as a form of gauge transformation, which we define as the *entanglement gauge*. Nonlocal properties such as entanglement, then, are naturally expressed as entanglement gauge invariant quantities. With this entanglement gauge formalism, general transformations on a bi-partite system can be decomposed into nonlocal and local (gauge) transformations. Nonlocal properties can be defined on a generally curved space that is given by an equivalence class of states under local operations.

One manifestation of employing entanglement gauge theory is that, for a given nonlocal transformation on this generally curved space, effects due to geometric phases Ber84 ; Sim83  can arise in non-trivial ways. These phases can arise in many different physical situations Fue02  and may even be utilized as a resource for quantum information processes; of particular interest, it has recently been proposed Jon00  that geometric phases in two-qubit systems can allow for a fault-tolerant conditional phase shift gate in quantum computation. For general systems with more than two qubits, holonomic quantum computation has also been investigated Zan99 .

Current experiments are now at the point where controlled local and nonlocal transformations in a wide variety of physical systems are accessible, and one can observe the manifestations of these geometric phases. Optical realizations offer the advantage of negligible decoherence as well as the advanced ability to implement unitary operations using linear optics. These realizations also provide a natural source of entanglement in parametric down-conversion (PDC), with which photon pairs can be created in a polarization-entangled state Kwi95 . Recent experiments Whi02  have produced a wide selection of two-photon states, with varying degrees of entanglement and disorder (entropy), and have characterized the resulting state using quantum tomography.

Many optical experiments can be described as first producing the photon pairs via PDC (with controllable degrees of entanglement and entropy), and then directing the photons through passive linear optical elements (beam splitters, phase shifters, polarization rotators). Using a setup of this form, Kwiat and Chiao Kwi91  have demonstrated an Abelian geometric phase shift in an (unentangled) two-photon system. The Abelian geometric phase for an entangled or partially-entangled system has been investigated theoretically Sjo00a , and an Abelian geometric phase for mixed states in interferometry has been proposed Sjo00b .

We show in this paper that optical states of a bi-partite system are naturally described in an entanglement gauge formalism. Also, by manipulating such states with linear optical elements, they can acquire a non-Abelian geometric phase (NAGP) Wil84 ; Ana88 . An NAGP arises if instead of a single state vector, which spans a one-dimensional subspace of Hilbert space, the cyclic evolution of a $`n`$-dimensional subspace is studied. In this case, the usual U(1) geometric phase factor is generalized to geometric U($`n`$) unitary transformations. The notion of a non-Abelian “phase” is justified because all eigenvalues of unitary operators are phase factors, despite the fact that the resulting transformation on a general state is not simply an additional phase in the traditional sense. We illustrate the concept of a NAGP using quantum interferometry to evolve bi-partite states about a closed loop; the NAGP acquired can be measured using quantum tomography, a technique that can completely characterize our proposed bi-partite states Whi02 . We discuss its relevance in the context of entanglement and quantum information theory.

The paper is structured as follows. In Sec. II, we describe the relevant Hilbert spaces and transformations in quantum interferometry, along with a description of the entanglement gauge structure. We define the NAGP for cyclic evolution in Sec. III, and give a parametrization and explicit expression for the NAGP for the relevant coset space. In Sec. IV, we calculate the NAGP acquired in a quantum interferometry setup for various types of cyclic evolution, giving specific examples. We conclude with Sec. V.

## II Photon interferometry

In this section, we review the mathematical structure of two-photon quantum interferometry. This structure allows us to construct the geometrical space describing the entanglement gauge for bi-partite optical states of two photons. (We note that the general formalism developed here can be applied to other physical systems, e.g., trapped ions Cir95  with two phonons. However, working explicitly with an optical realization gives a valuable physical context.)

Consider a two-channel (four-port) optical interferometer with polarization-dependent elements. There are four boson field modes to consider, each with a corresponding annihilation operator: $`a_H`$ corresponding to the horizontal polarization for the $`a`$ spatial mode, $`a_V`$ corresponding to the vertical polarization for the $`a`$ spatial mode, and annihilation operators $`b_H,b_V`$ for the horizontal and vertical polarizations for the $`b`$ spatial modes. A passive linear optical experiment can employ polarization rotation, beam splitters, phase shifters and mirrors as stages of the processing of the quantum state Bar01 . Each of these stages can be represented mathematically as a unitary transformation provided that losses are neglected. Together, these transformations close to the group $`U(4)`$; thus, we say that a passive polarization-dependent two channel interferometer invokes a transformation $`gU(4)`$.

For a quantum interferometer, transformations on quantum optical states are given by a representation of $`U(4)`$. Because passive optical transformations are photon-number-preserving, each irreducible representation (irrep) is labelled by $`N`$, the total number of photons. That is, the Hilbert space $`_N`$ for each irrep $`N`$ contains the $`U(4)`$ highest weight state $`|\varphi _N=\frac{1}{\sqrt{n!}}(a_H^{})^N|0`$, where $`|0`$ is the Fock state vacuum. This highest weight state is constructed such that all the photons are in channel $`a`$ with horizontal polarization.

In the following, we define local operations to be those operations that act on the spatial modes $`a`$ (or $`b`$) alone, whereas nonlocal operations mix the spatial modes $`a`$ and $`b`$ together. Of course, nonlocal operations in $`U(4)`$ are performed using only spatially local interactions by bringing modes $`a`$ and $`b`$ together, such as at a beamsplitter. For our development, however, we define these transformations to be nonlocal. (One can consider the $`U(4)`$ interferometer to be a “black box”; the internal workings may bring together the spatially-distinct modes $`a`$ and $`b`$, but we consider only the resultant effect on the joint state of these modes.) Polarization rotations and polarization-dependent phase shifts in channels $`a`$ and $`b`$ describe local operations on mode $`a`$ and $`b`$ and form the subgroups $`U(2)^a`$ and $`U(2)^b`$, respectively. We define $`LO=U(2)^a\times U(2)^bU(4)`$ as the subgroup of local operations. In contrast to these local operations, the group $`U(4)`$ also contains transformations such as those describing a beamsplitter, which interact the two spatial modes $`a`$ and $`b`$ and are nonlocal by our definition.

Define $`_2`$ to be the Hilbert space of all two-channel polarization-dependent states with exactly two photons. This Hilbert space is 10 dimensional, and is the carrier space for the two-photon ($`N=2`$) irrep of $`U(4)`$. The space $`_2`$ is relevant to quantum optics and quantum information because it includes the space of possible output states from PDC and in particular the maximally-entangled Bell states. It should be noted that the action of $`U(4)`$ is *not* transitive on the Hilbert space $`_2`$: it is not possible to perform arbitrary unitary transformations on two photons using only linear optics Lut99 .

Nondegenerate PDC produces two distinguishable photons, one in each spatial channel. The output states of PDC lie in the subspace of $`_2`$ spanned by the four states

$`|HH`$ $`=a_H^{}b_H^{}|0,`$ $`|HV`$ $`=a_H^{}b_V^{}|0,`$
$`|VH`$ $`=a_V^{}b_H^{}|0,`$ $`|VV`$ $`=a_V^{}b_V^{}|0.`$ (1)
This subspace, denoted $`_{(1,1)}`$, is the carrier space for $`(1,0)\times (1,0)`$ irrep of the group of local transformation $`LO=U(2)^a\times U(2)^b`$; thus, local transformations leave this subspace invariant. An alternative basis is given by the Bell states

$`|\mathrm{\Psi }^\pm `$ $`=\frac{1}{\sqrt{2}}\left(|HV\pm |VH\right),`$
$`|\mathrm{\Phi }^\pm `$ $`=\frac{1}{\sqrt{2}}\left(|HH\pm |VV\right).`$ (2)
The subspace $`_{(1,1)}`$ consists of “qubit states”; each mode can be considered as a two-level system described by the polarization state of the photon. This method for representing qubits in the polarization state of a photon is known as the dual rail representation Chu95 . The larger Hilbert space $`_2`$ contains other states (not in $`_{(1,1)}`$) such as the two photon state $`\frac{1}{\sqrt{2}}(a_H^{})^2|0`$, which do not describe “valid” qubit states in the dual rail representation.

We now consider transforming a pure state $`\rho `$ with support in $`_{(1,1)}`$ using a linear interferometer; i.e., a $`U(4)`$ transformation. Rather than considering the (complex) evolution as the optical state traverses in time through the elements of the interferometer, we instead consider transformations in the space of output states given by adjusting the parameters of the interferometer. The space of output states of the interferometer, then, is a $`U(4)`$ orbit of the state $`\rho `$, given by all the different output states related to $`\rho `$ by adjusting the interferometer parameters; see Fig. 1.

As discussed in the introduction, we can view local transformations as gauge transformations that do not alter the entanglement or other nonlocal properties. With local transformations described in terms of this entanglement gauge, we consider two states as equivalent, $`\rho ^{}\rho `$, if $`\rho ^{}`$ can be obtained from $`\rho `$ by local operations only. With this equivalence, the output of the interferometer can be identified with the coset space $`U(4)/LO`$ describing inequivalent states obtained from $`\rho `$ by nonlocal operations; we refer to $`U(4)/LO`$ as the *geometric space*. A general parametrized nonlocal $`U(4)`$ transformation, then, describes a path $`𝒞`$ in this space $`U(4)/LO`$. If this path is closed, the state will return to the same point $`\rho ^{}\rho `$ in $`U(4)/LO`$, equivalent to the initial state to within a local operation. Note that, with this viewpoint, parametrized $`U(4)`$ transformations in the output space can be implemented without using time $`t`$ but instead a *pseudotime* parameter $`s`$: this parameter, which is a function of the adjustable parameters of the interferometer, can be used for *controlled* evolution about various paths in the output space San01 ; deG01 .

## III Entanglement gauge structure and the non-Abelian geometric phase

In this section, we show how the gauge structure of this space can lead to a non-Abelian geometric phase (NAGP) Wil84 ; Ana88  upon cyclic evolution about a closed path $`𝒞`$ in the geometric space $`U(4)/LO`$. A nonlocal transformation is implemented by adjusting the parameters of the interferometer and is described by the parametrized transformation $`G(s)U(4)`$, $`0ss_0`$. Let the $`U(4)`$ interferometer initially be set to induce the identity transformation on the input state, so that $`G(0)`$ is the identity in $`U(4)`$. The endpoint is chosen such that $`G(s_0)`$ closes the path in the geometric space, i.e., $`G(s_0)LO`$ and thus for any initial state $`\rho `$ with support in $`_{(1,1)}`$ the final state is

$`\rho ^{}`$ $`=G(s_0)\rho G(s_0)^{}`$
$`\rho .`$ (3)
That is, after cyclic evolution, the transformed state $`\rho ^{}`$ again has support in $`_{(1,1)}`$, and is related to the initial state $`\rho `$ by a local transformation. The output state of the interferometer will follow a closed path $`𝒞`$ in the coset space $`U(4)/LO`$ parametrized by $`s`$. Equivalently, we can think of the parametrized $`U(4)`$ transformation $`G(s)`$ propagating the subspace $`_{(1,1)}`$ about a closed loop in the Hilbert space $`_2`$.

Let $`|\psi _a(0),a=1,\mathrm{},4`$ be a basis for $`_{(1,1)}`$ (e.g., the basis of Eq. (II)). We can define a transformed set at each point $`s`$ along the path as

$$|\psi _a(s)=G(s)|\psi _a(0).$$
(4)
For a closed path $`𝒞`$ in the geometric space $`U(4)/LO`$, the NAGP is given Wil84 ; Ana88  by the Wilson loop

$$K_{\mathrm{NAGP}}=\mathrm{P}\mathrm{exp}\{\mathrm{i}_𝒞𝒜\},$$
(5)
where the gauge potential $`𝒜`$ is given in this basis as a function of the parameter $`s`$ by

$`𝒜_{ab}(s)`$ $`=\mathrm{i}\psi _a(s)|{\displaystyle \frac{\mathrm{d}}{\mathrm{d}s}}|\psi _b(s)\mathrm{d}s`$
$`=\mathrm{i}\psi _a(0)|G^{}(s){\displaystyle \frac{\mathrm{d}G}{\mathrm{d}s}}|\psi _b(0)\mathrm{d}s.`$ (6)
This gauge potential can be expressed in a parameter-independent way as

$$𝒜_{ab}=\psi _a(0)|\mathrm{\Theta }_G|\psi _b(0),$$
(7)
where the Lie algebra-valued 1-form $`\mathrm{\Theta }_G=\mathrm{i}G^{}\mathrm{d}G`$ is known as the *Maurer-Cartan form*. In the following, we will use this Maurer-Cartan form, along with a suitable parametrization of $`G`$, to derive an explicit expression for the gauge potential $`𝒜`$.

### III.1 Entanglement gauge transformations

In this formulation, a local unitary transformation $`K(s)LO`$ corresponds to a gauge transformation. Restricted to $`_{(1,1)}`$, it can be viewed as a basis transformation $`|\psi _a^{}(s)=K(s)|\psi _a(s)`$ with $`|\psi _a^{}(s)_{(1,1)}`$. One example of a gauge transformation is a polarization rotation (about any angle) in one spatial mode. Under a gauge transformation, the gauge potential transforms as

$$𝒜^{}=K^{}𝒜K+\mathrm{i}K^{}\mathrm{d}K,$$
(8)
and the Wilson loop (5) transforms covariantly Wil84 .

For the special case when $`G(s)=K(s)LO`$, the gauge potential corresponds to a pure gauge. In this situation, $`K`$ restricted to $`_{(1,1)}`$ satisfies

$`\mathrm{d}(K^{}\mathrm{d}K)`$ $`=\mathrm{d}K^{}\mathrm{d}K`$
$`=\mathrm{d}K^{}KK^{}\mathrm{d}K`$
$`=\mathrm{d}K^{}KK^{}\mathrm{d}K`$
$`=(K^{}\mathrm{d}K)K^{}\mathrm{d}K`$
$`=0,`$ (9)
where the penultimate line follows from $`\mathrm{d}(KK^{})=0`$ and the last line is a consequence of the antisymmetry of the wedge product. Hence, $`K^{}\mathrm{d}K`$ is a closed 1-form and therefore on a topologically contractible path is exact. A pure gauge thus does not contribute to the NAGP. As explained in Wil84 , for a general $`U(4)`$ transformation $`G(s)`$, it is precisely the (nontrivial) projection of $`G^{}\mathrm{d}G`$ in Eq. (7) onto the subspace $`_{(1,1)}`$ that can induce a nontrivial gauge field $`𝒜_{ab}`$. This situation occurs only if nonlocal operations are used.

### III.2 Decomposition of group elements

In order to calculate the NAGP acquired by a state $`\rho `$ undergoing cyclic evolution in $`U(4)/LO`$, we first construct a decomposition of $`U(4)`$ into gauge transformations and complementary nonlocal transformations on the coset space $`U(4)/LO`$. Then, with a suitable parametrization, we derive an expression for the gauge potential $`𝒜`$. We begin by decomposing the group $`U(4)`$ in such a way as to define a simple parametrization for the coset space $`U(4)/LO`$.

Let $`𝔨=u(2)^a\times u(2)^b`$ be the set of operators (Hamiltonians) that generate local operations, i.e., the Lie algebra of $`LO`$. A basis for $`𝔨`$ is given by

$`J_{ax}`$ $`={\displaystyle \frac{1}{2}}(a_H^{}a_V+a_V^{}a_H),`$ $`J_{bx}`$ $`={\displaystyle \frac{1}{2}}(b_H^{}b_V+b_V^{}b_H),`$
$`J_{ay}`$ $`={\displaystyle \frac{1}{2\mathrm{i}}}(a_H^{}a_Va_V^{}a_H),`$ $`J_{by}`$ $`={\displaystyle \frac{1}{2\mathrm{i}}}(b_H^{}b_Vb_V^{}b_H),`$
$`J_{az}`$ $`={\displaystyle \frac{1}{2}}(a_H^{}a_Ha_V^{}a_V),`$ $`J_{bz}`$ $`={\displaystyle \frac{1}{2}}(b_H^{}b_Hb_V^{}b_V),`$
$`J_{a0}`$ $`={\displaystyle \frac{1}{2}}(a_H^{}a_H+a_V^{}a_V),`$ $`J_{b0}`$ $`={\displaystyle \frac{1}{2}}(b_H^{}b_H+b_V^{}b_V).`$ (10)
A complementary set $`𝔭`$ for the Lie algebra $`u(4)`$ of $`U(4)`$ is spanned by the eight elements

$`J_{HHx}`$ $`={\displaystyle \frac{1}{2}}(a_H^{}b_H+b_H^{}a_H),`$ $`J_{HHy}`$ $`={\displaystyle \frac{1}{2\mathrm{i}}}(a_H^{}b_Hb_H^{}a_H),`$
$`J_{HVx}`$ $`={\displaystyle \frac{1}{2}}(a_H^{}b_V+b_V^{}a_H),`$ $`J_{HVy}`$ $`={\displaystyle \frac{1}{2\mathrm{i}}}(a_H^{}b_Vb_V^{}a_H),`$
$`J_{VHx}`$ $`={\displaystyle \frac{1}{2}}(a_V^{}b_H+b_H^{}a_V),`$ $`J_{VHy}`$ $`={\displaystyle \frac{1}{2\mathrm{i}}}(a_V^{}b_Hb_H^{}a_V),`$
$`J_{VVx}`$ $`={\displaystyle \frac{1}{2}}(a_V^{}b_V+b_V^{}a_V),`$ $`J_{VVy}`$ $`={\displaystyle \frac{1}{2\mathrm{i}}}(a_V^{}b_Vb_V^{}a_V).`$ (11)
Together, $`𝔨𝔭`$ form a basis for the Lie algebra of $`U(4)`$; thus any group element of $`U(4)`$ can be expressed as $`G=\mathrm{exp}(\mathrm{i}_ix_iJ_i)`$ where $`x_i`$ are real parameters and the sum is running over all 16 generators $`J_i`$ of $`𝔨𝔭`$.

The set $`𝔨`$ is a subalgebra, satisfying $`[𝔨,𝔨]𝔨`$, and the set $`𝔭`$ satisfies $`[𝔨,𝔭]𝔭`$ and $`[𝔭,𝔭]𝔨`$. These properties enable a Cartan decomposition Kna96  of the group $`U(4)`$, i.e., any element $`GU(4)`$ can be written in the form $`G=PK`$ with $`KLO`$ and $`P`$ of the form $`\mathrm{exp}(\mathrm{i}_\mu x_\mu J_\mu )`$ where the sum now runs over the set $`𝔭`$ only.

The group element $`P`$ can be further simplified via the decomposition

$$P=\overline{K}P_0\overline{K}^{},$$
(12)
where $`\overline{K}LO`$ and

$$P_0=\mathrm{exp}(\mathrm{i}x_HJ_{HHx})\mathrm{exp}(\mathrm{i}x_VJ_{VVx}).$$
(13)
A general proof of this decomposition is given in Appendix A.

Any $`\overline{K}`$ can be written by using eight real parameters and $`P_0`$ contains two parameters. Thus, because $`𝔭`$ is only eight-dimensional, we can further reduce Eq. (12). Using the Euler parametrization of $`SU(2)`$, we express $`\overline{K}`$ as

$$\begin{array}{c}\overline{K}=e^{\mathrm{i}\alpha _aJ_{az}}e^{\mathrm{i}\beta _aJ_{ay}}e^{\mathrm{i}\gamma _aJ_{az}}e^{\mathrm{i}\delta _aJ_{a0}}\hfill \\ \hfill \times e^{\mathrm{i}\alpha _bJ_{bz}}e^{\mathrm{i}\beta _bJ_{by}}e^{\mathrm{i}\gamma _bJ_{bz}}e^{\mathrm{i}\delta _bJ_{b0}}.\end{array}$$
(14)
The isotropy group of $`x_VJ_{HHx}+x_HJ_{VVx}`$ is parametrized by $`\alpha _a\alpha _b`$ and $`\delta _a+\delta _b`$. Thus, we can define $`\alpha _b=\delta _b=0`$ in Eq. (12).

Thus, we can now express any $`GU(4)`$ in the form

$$G=\overline{K}P_0K^{}$$
(15)
with $`P_0`$ a two-parameter transformation of the form (13), $`\overline{K}`$ a six-parameter transformation of the form (14) with $`\alpha _b=\delta _b=0`$, and $`K^{}=\overline{K}^{}KLO`$. Thus, $`K`$ is an eight-parameter subgroup describing the local (gauge) transformations, and $`\overline{K}P_0\overline{K}^1`$ is a complementary eight-parameter set that generates nonlocal transformations. This decomposition of group elements is a generalization of a method applied by Byrd Byr98  on $`SU(3)`$.

### III.3 Gauge potential and Maurer-Cartan form

Using Eq. (6) we are now able to express the gauge potential in terms of the Maurer-Cartan forms of the group elements $`\overline{K},P_0,K^{}`$. With the decomposition $`G=\overline{K}P_0K^{}`$ of Eq. (15), we find

$`𝒜_{ab}`$ $`=\mathrm{i}\psi _a(0)|G^{}\mathrm{d}G|\psi _b(0)`$
$`=\mathrm{i}\psi _a(0)|K^{}P_0^{}\overline{K}^{}\mathrm{d}(\overline{K}P_0K^{})|\psi _b(0)`$
$`=\mathrm{i}\psi _a(0)|(K^{}P_0^{})(\overline{K}^{}\mathrm{d}\overline{K})(P_0K^{})`$
$`+K^{}(P_0^{}\mathrm{d}P_0)K^{}+K^{}\mathrm{d}K^{}|\psi _b(0)`$ (16)
$`=\psi _a(0)|K^{}P_0^{}\mathrm{\Theta }_{\overline{K}}P_0K^{}`$
$`+K^{}\mathrm{\Theta }_{P_0}K^{}+\mathrm{\Theta }_K^{}|\psi _b(0).`$
This expression can be greatly simplified as follows. The term containing $`\mathrm{\Theta }_K^{}`$ describes a pure gauge; it therefore does not contribute to the NAGP as shown by Eq. (9). The Maurer-Cartan form of $`P_0`$ can easily be calculated from Eq. (13) and is given by

$$\mathrm{\Theta }_{P_0}=(\mathrm{d}x_H)J_{HHx}(\mathrm{d}x_V)J_{VVx}.$$
(17)
This operator, which mixes the components of the two spatial modes $`a`$ and $`b`$, maps the subspace $`_{(1,1)}`$ into its complement. Therefore, because $`K^{}|\psi _b(0)`$ is an element of $`_{(1,1)}`$, we find that

$$\psi _a(0)|K^{}\mathrm{\Theta }_{P_0}K^{}|\psi _b(0)=0,K^{}LO,$$
(18)
and thus the contribution of $`\mathrm{\Theta }_{P_0}`$ to the gauge potential is zero. As a result, the angles $`x_H`$ and $`x_V`$ characterizing the nonlocal operation $`P_0`$ only enter the gauge potential as parameters, and there is no need to integrate over them ($`𝒜`$ does not contain $`\mathrm{d}x_H`$ or $`\mathrm{d}x_V`$).

The only nontrivial contribution to $`𝒜`$ is given by the term containing $`\mathrm{\Theta }_{\overline{K}}`$. In this expression, $`K^{}`$ only enters as a gauge transformation, and we can fix the gauge by setting $`K^{}`$ equal to the identity. We call this choice of gauge the *entanglement gauge*. Thus, $`G=\overline{K}P_0`$ and the final form of the gauge potential is

$$𝒜_{ab}=\psi _a(0)|P_0^{}\mathrm{\Theta }_{\overline{K}}P_0|\psi _b(0).$$
(19)
Using the Euler decomposition (14) and with $`\alpha _b=\delta _b=0`$, we explicitly find

$$\begin{array}{c}\mathrm{\Theta }_{\overline{K}}=(\mathrm{cos}(\beta _a)\mathrm{d}\alpha _a+\mathrm{d}\gamma _a)J_{az}(\mathrm{d}\gamma _b)J_{bz}\hfill \\ \hfill (\mathrm{cos}(\gamma _a)\mathrm{sin}(\beta _a)\mathrm{d}\alpha _a\mathrm{sin}(\gamma _a)\mathrm{d}\beta _a)J_{ax}\\ \hfill (\mathrm{cos}(\gamma _b)\mathrm{sin}(\beta _b)\mathrm{d}\alpha _b\mathrm{sin}(\gamma _b)\mathrm{d}\beta _b)J_{bx}\\ \hfill (\mathrm{sin}(\gamma _a)\mathrm{sin}(\beta _a)\mathrm{d}\alpha _a+\mathrm{cos}(\gamma _a)\mathrm{d}\beta _a)J_{ay}\\ \hfill (\mathrm{sin}(\gamma _b)\mathrm{sin}(\beta _b)\mathrm{d}\alpha _b+\mathrm{cos}(\gamma _b)\mathrm{d}\beta _b)J_{by}\\ \hfill (\mathrm{d}\delta _a)J_{a0}.\end{array}$$
(20)
This explicit expression allows us to calculate the gauge potential $`𝒜_{ab}`$ for any path in $`U(4)/LO`$.

## IV Realizing a non-Abelian geometric phase in quantum interferometry

With a parametrization of the coset space $`U(4)/LO`$ and an explicit expression for the gauge potential in terms of this parametrization, we can now calculate the NAGP acquired by evolution of a state $`\rho `$ with support in $`_{(1,1)}`$ about a closed path $`𝒞`$ in the geometric space $`U(4)/LO`$ by a parametrized transformation $`G(s)U(4)`$.

### IV.1 Parametrized transformations

In order to realize the evolution of a state $`\rho `$ along a path in $`U(4)/LO`$, we must construct an interferometer that evolves $`\rho `$ as $`G(s)\rho G(s)^{}`$ for some $`G(s)U(4)`$. Here, $`s`$ is a *pseudotime* describing the evolution, and is an adjustable parameter of the interferometer.

We will realize a closed path $`𝒞`$ in the geometric space as a sequence of transformations in one-parameter subgroups of $`U(4)`$. We show in Appendix B that any one-parameter subgroup $`U(s)`$ of $`U(4)`$ can be realized in an optical interferometer using variable phase shifts and other fixed linear optical elements. We give examples below where the number of optical elements is kept very small.

Let $`\{G_k(s_k);k=1,2,3\}`$ be three one-parameter $`U(4)`$ transformations that perform evolution about a closed path $`𝒞`$, with $`s_k`$ the parameter for each path. The interferometer is constructed to perform the parametrized operation

$$G(s_1,s_2,s_3)=G_3(s_3)G_2(s_2)G_1(s_1),$$
(21)
which can be used to implement cyclic evolution as follows. Initially, all parameters are set equal to zero, and the output state is the initial state $`\rho ^{(1)}`$ in $`U(4)/LO`$. Parameter $`s_1`$ is made to increase from $`0`$ to some fixed value $`s_1^0`$, resulting in the output state $`\rho ^{(2)}=G_1(s_1^0)\rho ^{(1)}G_1(s_1^0)^1`$. Following this first step, $`s_2`$ is increased from $`0`$ to $`s_2^0`$ yielding the state $`\rho ^{(3)}`$; following that, $`s_3`$ is increased from $`0`$ to $`s_3^0`$ yielding $`\rho ^{(4)}`$. The condition for closure is satisfied if the transformations and parameters are chosen such that

$$G_3(s_3^0)G_2(s_2^0)G_1(s_1^0)LO,$$
(22)
and thus $`\rho ^{(4)}\rho ^{(1)}`$. The cyclic evolution transports the state about the path $`\rho ^{(1)}\rho ^{(2)}\rho ^{(3)}\rho ^{(4)}`$, where $`\rho ^{(4)}\rho ^{(1)}`$ are both states with support in $`_{(1,1)}`$.

Using our parametrization of elements in $`U(4)`$ as given in Sec. III.2, we explicitly calculate the NAGP acquired via evolution about such a path. To identify closed paths, we note that $`P_0(x_H,x_V)`$ of Eq. (13) only maps $`_{(1,1)}`$ onto itself if $`x_H=m\pi `$ and $`x_V=n\pi `$, for $`m,n`$ integers that are either both even or both odd. These two conditions identify endpoints for a closed path on $`U(4)/LO`$.

We now give an explicit construction for evolution about a closed path. Define $`G_1(s_1)`$ to be

$`G_1(s_1)`$ $`=\mathrm{exp}\left(\mathrm{i}s_1(\mathrm{cos}^2\theta J_{HHx}+\mathrm{sin}^2\theta J_{VVx})\right)`$
$`=P_0(s_1\mathrm{cos}^2\theta ,s_1\mathrm{sin}^2\theta ),`$ (23)
where $`\theta [0,\pi /2]`$. This transformation, realized using two parametrized polarizing beamsplitters, is inherently nonlocal and evolves any state with support in $`_{(1,1)}`$ to a state with support not entirely within this subspace. The second transformation $`G_2(s_2)`$ is defined to be

$$G_2(s_2)=\overline{K}(s_2),$$
(24)
where $`\overline{K}(s_2)`$ is an arbitrary one-parameter subgroup of $`LO`$ such that $`\overline{K}(0)`$ is the identity. This transformation is implemented using polarization rotators and phase shifters in each mode. Finally, the transformation $`G_3(s_3)`$ is defined to be

$$G_3(s_3)=\overline{K}P_0(s_3\mathrm{cos}^2\varphi ,s_3\mathrm{sin}^2\varphi )\overline{K}^{},$$
(25)
with $`\overline{K}=\overline{K}(s_2^0)`$, $`\varphi [0,\pi /2]`$ and $`s_3^0`$ is chosen such that

$$s_1^0\mathrm{cos}^2\theta +s_3^0\mathrm{cos}^2\varphi =m\pi ,$$
(26)
$$s_1^0\mathrm{sin}^2\theta +s_3^0\mathrm{sin}^2\varphi =n\pi ,$$
(27)
for some integers $`m,n`$ (either both even or both odd). This final transformation is implemented using a combination of polarization rotators and phase shifters (to realize $`\overline{K}`$ and $`\overline{K}^1`$) along with two parametrized polarizing beamsplitters (to realize $`P_0`$). With these conditions, the $`G_k(s_k)`$ satisfy

$$G_3(s_3^0)G_2(s_2^0)G_1(s_1^0)=\overline{K}P_0(m\pi ,n\pi )LO.$$
(28)
The gauge potential is zero on paths 1 and 3 because $`𝒜`$ does not contain $`\mathrm{d}x_H`$ or $`\mathrm{d}x_V`$ and all other differentials are zero. The only contribution to the NAGP therefore comes from path 2 on which we find

$$𝒜_{ab}=\psi _a(0)|P^{}\mathrm{\Theta }_KP|\psi _b(0),$$
(29)
where $`P=P_0(s_1^0\mathrm{cos}^2\theta ,s_1^0\mathrm{sin}^2\theta )`$. Thus, for our calculations, we only require $`P_0`$ and can otherwise ignore the evolution on paths 1 and 3.

Thus, one can use a $`U(4)`$ interferometer to evolve a state $`\rho `$ about a closed path in $`U(4)/LO`$, and calculate the acquired NAGP by Eqs. (5) and (29). The net transformation on the state $`\rho `$ upon cyclic evolution will consist of a NAGP due to the geometry of the geometric space and a local gauge transformation; thus, it is not possible to measure the NAGP directly. The effects of this geometric phase can be seen, however, by varying the cyclic paths used. In the following we give a specific example of this procedure.

### IV.2 An Example

As an explicit example, we choose $`G_1(s_1)`$ according to Eq. (IV.1) by setting $`\theta =\pi /4`$ and $`s_1^0=\pi `$. Thus,

$$G_1(s_1)=\mathrm{exp}(\mathrm{i}s_1(J_{HHx}+J_{VVx})/2),$$
(30)
which corresponds to a (polarisation-independent) beamsplitter with reflectivity $`r=\mathrm{sin}^2s_1`$. As discussed above, this parametrized transformation can be constructed using a variable phaseshifter (parametrized by $`s`$) and fixed linear optics, in this case, in the form of a Mach-Zehnder interferometer.

For the second portion of the transformation, we choose $`G_2(s_2)=\overline{K}(s_2)`$ according to the parametrization of Eq. (14) with $`s_2=2\beta _a=2\beta _b`$ and all other parameters set to zero. Thus,

$$G_2(s_2)=\mathrm{exp}(\mathrm{i}s_2(J_{ay}+J_{by})/2),$$
(31)
with some arbitrary endpoint $`s_2^0>0`$. This transformation can be implemented using polarization rotation and phase shifts in each arm (local operations). Finally, to complete the cyclic evolution, we choose $`G_3`$ according to Eq. (25) with $`\varphi =\pi /4`$ and $`s_3^0=\pi `$ in order to satisfy the closure condition (26); again, this transformation can be performed using a combination of local operations and a polarization-independent beamsplitter. The interferometer that would realize this cyclic evolution is depicted in Fig. 2.

Again, we note that only the second path contributes to the NAGP, which we now calculate explicitly. The Maurer-Cartan form for the transformation $`\overline{K}(s_2)`$ is

$$\mathrm{\Theta }_{\overline{K}}=\frac{\mathrm{d}s_2}{2}(J_{ay}+J_{by}).$$
(32)
Using Eq. (29) and the basis states for $`_{(1,1)}`$,

$`|\psi _1(0)`$ $`=|HH,`$ $`|\psi _2(0)`$ $`=|HV,`$
$`|\psi _3(0)`$ $`=|VH,`$ $`|\psi _4(0)`$ $`=|VV,`$ (33)
we calculate the gauge potential to be

$$𝒜_{ab}=\frac{\mathrm{d}s_2}{4i}\left(\begin{array}{cccc}0& 1& 1& 0\\ 1& 0& 0& 1\\ 1& 0& 0& 1\\ 0& 1& 1& 0\end{array}\right).$$
(34)
Integrating along the path gives

$$K_{\mathrm{NAGP}}=\mathrm{exp}(\mathrm{i}_0^{s_2^0}𝒜)=\left(\begin{array}{cccc}C_+& S& S& C_{}\\ S& C_+& C_{}& S\\ S& C_{}& C_+& S\\ C_{}& S& S& C_+\end{array}\right)$$
(35)
with $`S=\frac{1}{2}\mathrm{sin}(s_2^0/2)`$ and $`C_\pm =\frac{1}{2}(1\pm \mathrm{cos}(s_2^0/2))`$.

With such a setup, it is possible to transform states in $`_{(1,1)}`$ about closed paths, and observe the effects of the geometric phase. The total transformation on the state will be $`\overline{K}(s_2^0)P_0(\pi ,\pi )`$, which consists of a combination of a NAGP given by Eq. (35) and a local gauge transformation. The effect of the NAGP can be isolated and observed by varying $`s_2^0`$ and evolving a given state about many different paths. In this way, the NAGP can be shown to depend on the geometry of the system, i.e., on the choice of closed path $`𝒞`$.

We note that the quantum tomographic techniques of White *et al* Whi02  have demonstrated that a two-photon state can be completely characterized (with sufficiently many copies of the state or iterations of the experiment). These techniques can be employed in the proposed setup described above to measure the NAGP. Note again that the non-Abelian “phase” described here is a U(4) transformation on a bi-partite density matrix, and thus its effect can readily be observed on an appropriate set of initial states.

It is also possible to realize other cyclic evolutions by choosing different interferometric setups. Another example would be to choose $`\theta =0`$ and $`s_1^0=\pi `$ together with $`\varphi =0`$ and $`s_3^0=\pi `$; this choice corresponds to exploying variable beamsplitters which mix only the horizontal (vertical) components for transformations $`G_1`$ ($`G_3`$), respectively. In general, the resulting NAGPs acquired by cyclic evolutions about these different paths will not commute; this non-commutative property is what distinguishes the NAGP from its Abelian counterparts.

## V Discussion

Gauge symmetry has proven to be immensely important in theoretical physics, and we have established both a language and a method for applying gauge theory to quantum information theory. The entanglement gauge introduced here establishes an equivalence between actions that differ only by local operations. Nonlocal properties, such as the crucial resource of entanglement, are then regarded as quantities that are invariant under entanglement gauge transformations. Although our focus has been on developing an entanglement gauge for actions on qubits and on pairs of qubits, this analysis could be extended to coupled qudit-qudit systems Bar02 , but of course the group $`U(4)`$ would need to be replaced by the appropriate larger group.

Gauge theory enables the dynamics to be interpreted geometrically. One way to access information about the geometry by experimental means is via measurements of the geometric phase, and we apply entanglement gauge theory to photonic qubits in interferometry as an experimental means for manifesting and measuring a non-Abelian geometric phase. Although geometric phase experiments for systems with non-Abelian dynamics have been proposed San01 , we have proposed here the first controlled experiment for realizing a *non-Abelian geometric phase* as opposed to an Abelian geometric phase for a system with non-Abelian dynamics.

It is particularly interesting that this non-Abelian geometric phase is manifested in interferometry, which involves manipulations of the electromagnetic field as the electromagnetic field exhibits a $`U(1)`$ gauge symmetry. The essential point here in realizing a non-Abelian geometric phase is that the gauge symmetry arises through the equivalence under local operations. We consider sources of entangled qubits, and transform the state to one that is equivalent under local operations with an accumulated non-Abelian geometric phase.

The transformation of the state via linear optics and including an accumulation of a non-Abelian geometric phase requires the state, during its evolution, to leave the space consisting of a single photon in each of the two channels of the interferometer. In leaving this space the evolution includes support from having two photons in one channel, increasing the dimension of the Hilbert space from four to the full ten dimensions of the two-photon irrep of $`U(4)`$. This evolution out of the four-dimensional Hilbert space is not problematic with respect to the entanglement gauge and the resultant geometry, though, because the interferometer functions as a ‘black box’, as we have carefully described. The key concept here is that the output state is controlled by parameters of the interferometer (which we think of as being controlled by knobs), and the output state evolves along a path in the geometric space as a function of the pseudotime determined by the settings of these knobs. The output state can then be evolved (with evolution parametrized by pseudotime) up to a state equivalent to the initial state up to local operations, with an acquired non-Abelian geometric phase.

We also note that it is possible to map a large class of pseudotime evolutions to a corresponding propagation in real time. This map can be achieved by considering the optical elements (e.g., a phase shifter) as implementing continuous unitary transformations as the photon wavepackets are propagating through the elements. In this sense an optical element that induces a change in pseudotime from $`s_0`$ to $`s_1`$ would correspond to a continuous real-time evolution from $`t(s_0)`$ to $`t(s_1)`$. By treating each optical element in this way, one arrives at a real- instead of a pseudotime evolution.

For propagation in real time, it is necessary to consider the *dynamical* evolution of the subspace $`_{(1,1)}`$ introduced in Sec. II. Because the dynamical evolution operator $`U_D:=\mathrm{exp}(iHt/\mathrm{})`$ associated with a Hamiltonian $`H`$ may not commute with the NAGP of Eq. (5), the NAGP becomes difficult to isolate Ana88 . One of the advantages of using optical devices is that this problem can be circumvented; the two photons possess the same energy and the Hamiltonian on the Hilbert space $`_2`$ is proportional to the identity operator. Thus, the dynamical evolution $`U_D`$ always commutes with the NAGP and is not relevant.

We have presented the mathematical tools for designing photonic qubit experiments and for determining the resultant non-Abelian geometric phase from a closed-path evolution. A specific example has also been provided in Sec. IV to provide a clear illustration about how such an experiment would be conducted. We observe that three components in the ‘black box’ interferometer are controlled by the pseudotime parameter $`s`$, and the output state can then be measured by tomographic means: recent tomographic experiments Whi02  have in fact demonstrated the feasibility of such measurements. Generating pure states of entangled photonic qubits, transforming such states via interferometry and measuring the output states via tomography are thus all feasible technologies. Thus, the experimental manifestations of the entanglement gauge are within the reach of current technology.

In summary we have introduced the entanglement gauge and developed the non-Abelian geometric phase as an experimentally realizable manifestation of the entanglement gauge. With the rapid growth in quantum information theory, the entanglement gauge provides a new approach to tackling issues such as analyzing equivalence under local operations, realizing geometric phases in quantum information experiments and connecting operations used in quantum information to principles of differential geometry. Recent proposed applications of geometric phases to fault-tolerant quantum computation Jon00 ; Zan99  suggests that such phases may be useful for quantum information processing. We trust that our entanglement gauge formalism presented here will also prove to be a useful tool for investigations into applications of entanglement, such as entanglement distillation Ben96 , distributed quantum computation Eis00 ; Cir99 , and the ability to perform nonlocal operations using entanglement, local operations and classical communication Eis00 ; Col01 ; Dur01 .

## Appendix A Proof of decomposition

The proof of Eq. (13) can be given in a more general form which also applies to a large degree to $`U(n)`$ in general. To do so we start with a general matrix $`M`$ of dimension $`p\times q`$ and consider the exponentation of the $`(p+q)\times (p+q)`$ matrix,

$$\mathrm{exp}\left[i\left(\begin{array}{cc}0& M\\ M^{}& 0\end{array}\right)\right]$$
(36)
One can prove by induction that

$$\left(\begin{array}{cc}0& M\\ M^{}& 0\end{array}\right)^{2n}=\left(\begin{array}{cc}(MM^{})^n& 0\\ 0& (M^{}M)^n\end{array}\right)$$
(37)
which can be used to give a convenient series expansion of the exponential. One now can exploit the singular value decomposition $`M=UDU^{}`$, where $`U`$ and $`U^{}`$ are unitary matrices of dimension $`p\times r`$ and $`q\times r`$, and $`r`$ the minimum of $`p`$ and $`q`$. The matrix $`D`$ is a real diagonal matrix of dimension $`r\times r`$. It is then easy to show that $`(MM^{})^n=UD^{2n}U^{}`$ as well as $`(M^{}M)^n=U^{}D^{2n}U^{}`$. Consequently, the exponential can be written as

$$\begin{array}{c}\mathrm{exp}\left[i\left(\begin{array}{cc}0& M\\ M^{}& 0\end{array}\right)\right]\hfill \\ \hfill =\left(\begin{array}{cc}U& 0\\ 0& U^{}\end{array}\right)\left(\begin{array}{cc}\mathrm{cos}D& i\mathrm{sin}D\\ i\mathrm{sin}D& \mathrm{cos}D\end{array}\right)\left(\begin{array}{cc}U^{}& 0\\ 0& U^{}\end{array}\right)\end{array}$$
(38)
Restricting to the case $`p=q=2`$ the exponential corresponds to a general element $`P`$ in the adjoint representation. In our notation this representation corresponds to the four-dimensional one-photon representation of the generators. The matrices $`U`$ and $`U^{}`$ are then general $`U(2)`$ transformations and just describe the local operations of the subgroup $`𝒦`$. Since $`D`$ then just contains two independent parameters we find that any nonlocal operation $`P`$ can be composed of a local operation and a certain nonlocal operation that depends on two parameters only. This result is not in conflict with that of Refs. Cir91 ; mm90  in which three independent parameters are found since in these papers the local operations are restricted to $`SU(2)SU(2)`$ transformations only. In our approach we also consider the relative phase shift generated by $`J_{a0}J_{b0}`$, which is not an element of $`SU(2)SU(2)`$ but of $`U(2)U(2)`$, as a local operation.

The explicit form of the middle matrix of the r.h.s. of Eq. (38) just corresponds to the form of $`P_0`$ with $`\gamma _i`$ equal to the diagonal entries of $`D`$. As this result holds in the adjoint representation and (38) is representation-independent, we infer that the result holds for any representation. This concludes the proof. We remark that this result has a straightforward extension to an $`n+n`$ decomposition of $`U(2n)`$.

## Appendix B Constructing parametrized $`U(4)`$ operations

In order to realize a NAGP, it is necessary to perform parametrized $`U(4)`$ transformations using an optical interferometer. In this appendix, we prove that any one-parameter subgroup $`G(s)`$ in $`U(4)`$ can be constructed out of variable phase shifts in each mode and fixed optical elements (such as beamsplitters). This result is a generalization of the Mach-Zehnder inferferometer, where any $`SU(2)`$ transformation can be implemented using fixed-reflectivity beamsplitters and a variable phase shift in one arm.

A phase shift of one mode (with annihilation operator $`c`$) is described as a $`U(1)`$ transformation, generated by an operator of the form $`c^{}c`$. Thus, for a $`U(4)`$ interferometer with four modes, phase shifts in each mode form a subgroup $`U(1)\times U(1)\times U(1)\times U(1)U(4)`$. Consider a one-parameter (variable) phase shift for the four modes of the $`U(4)`$ interferometer, generated by an operator of the form

$$D=c_1a_H^{}a_H+c_2a_V^{}a_V+c_3b_H^{}b_H+c_4b_V^{}b_V,$$
(39)
for some real coefficients $`c_i`$. The parametrized transformation

$$S(s)=\mathrm{exp}(\mathrm{i}sD),$$
(40)
thus describes a one-parameter variable phase shift in the four modes, where the relative phase shifts between each of the modes are determined by the coefficients $`c_i`$.

For an arbitrary one-parameter subgroup $`G(s)`$ of $`U(4)`$, there exists a fixed matrix $`V`$ that diagonalizes $`G(s)`$ for all $`s`$; i.e.,

$$VG(s)V^1=S(s),$$
(41)
for some $`S(s)`$ of the form (40). Thus, with the ability to implement the variable phase shift transformation $`S(s)`$ and the fixed transformation $`V`$ (and thus also $`V^1`$), the one-parameter subgroup $`G(s)`$ can be implemented as $`G(s)=V^1S(s)V`$.

In addition, it has been shown in deG01  than any (fixed) element in $`SU(n)`$ can be factorized into a product of $`SU(2)`$ transformations. With this result, it is possible to construct the required fixed transformations $`V`$ and $`V^1`$ out of beamsplitters, phase shifters, and polarization rotations.

###### Acknowledgements.

We acknowledge helpful discussions with H. de Guise, D. J. Rowe and A. G. White. This project has been supported by Macquarie University, the Australian Research Council, the Optikzentrum Konstanz and the Forschergruppe Quantengase.


text:
# Short- and Long-Term Statistical Properties of Heartbeat Time-Series in Healthy and Pathological Subjects

## 1 Introduction

In the last few years, time series analysis techniques have been applied to heartbeat sequences to detect long-range memory . With these methods one can in principle distinguish between different statistical properties that may correspond to different pathophysiological condition. Another important goal of this analysis is to unravel the hidden control mechanisms responsible for the heartbeat dynamics. Indeed heart rate variability is influenced by the “competition” between sympathetic and parasympathetic nervous system activity as well as by non-autonomic factors. Consequently, an analysis regarding different time scales can in principle disentangle the different contributions to the heart rate variability. In this work we use a recently developed technique for measuring long-range correlations called Diffusion Entropy (DE) . We also focus on short-range time behavior and, using a coarse-graining procedure, we identify an objective resolution time for the measure of the interbeat distance. We use this results to compute the relative importance of the short-time dynamics with respect to the long-term one.

## 2 Materials and methods

### 2.1 The diffusion entropy technique

In order to process the data, the first step consists of a coarse-graining procedure on the RR time series. This strategy, shared also by other groups (see, for instance, Ref. ) makes a statistical treatment of the data possible.

We define a coarse-graining parameter $`s`$ and we obtain a new series, namely

$$T_i(s)[T_i/s],$$
(1)
where $`T_i`$ is the time distance between the $`i^{th}`$ and the $`i1^{th}`$ beat, $`T_i(s)`$ is the coarse-grained time series and $`[]`$ denotes the integer part. Equation (1) means that we preliminary divide the interbeat distance scale in several “boxes” of size $`s`$ and we assign to all the interbeat distances lying in the same “box” the same value in the sequence $`T_i(s)`$. Next, we convert this series into a dichotomous sequence, setting $`\xi _i=1`$ when $`T_i(s)T_{i1}(s)`$, and $`\xi _i=0`$ if $`T_i(s)=T_{i1}(s)`$. Finally, we generate several trajectories (labelled with the index $`l`$) for the variable $`x_l`$ at “time” $`t`$, namely,

$$x_l(t)=\underset{i=l}{\overset{l+t}{}}\xi _i.$$
(2)
Note that, for simplicity, we have omitted indicating the dependence on $`s`$. As shown in Ref. , if the sequence $`\xi _i`$ is ergodic, then the probability distribution of the variable $`x`$ as a function of $`t`$ is expected to fit the scaling property

$$p(x,t)=\frac{1}{t^\delta }F\left(\frac{x}{t^\delta }\right),$$
(3)
with the “degree of anomaly” being measured by the distance of the scaling parameter $`\delta `$ from the standard value $`0.5`$ corresponding to Brownian motion.

It is straightforward to prove that the Shannon entropy

$$S(t)=_{\mathrm{}}^{\mathrm{}}p(x,t)\mathrm{ln}(p(x,t))dx$$
(4)
of a process fitting the scaling condition of Eq. (3) yields

$$S(t)=A+\delta \mathrm{ln}(t),$$
(5)
where $`A`$ is a constant, whose explicit form is not relevant for the ensuing discussion. This result is immediately obtained by plugging Eq. (3) into Eq. (4). The above method of evaluating the scaling parameter $`\delta `$ is called Diffusion Entropy (DE), and, as it will become clear later, this technique is more efficient than the calculation of the second moment of the probability distribution. Note that when the distribution density under study departs from the ordinary Gaussian case and the function $`F(y)`$ has slow tails with an inverse power law nature  the second moment is a divergent quantity. This diverging quantity is made finite by the unavoidable statistical limitation. In this case, the second moment analysis would be determined by the statistical inaccuracy, thereby leading to misleading conclusions, while the method based on Eq. (5) yields correct results .

### 2.2 Short-time analysis

Let us define the sequence $`\{\tau _j\}`$ as the distance between $`1`$’s in the series $`\{\xi _i\}`$. The authors of Ref.  studied the case where the probability distribution for $`\tau `$ decays as an inverse-power law with exponent $`\mu >2`$. If $`\tau _j`$ were uncorrelated, then a simple expression would exists, linking $`\mu `$ and $`\delta `$, namely

$$\delta =\frac{1}{\mu 1}\text{ }(\delta =0.5\text{ if }\mu >3).$$
(6)
In our analysis we observe a strong discrepancy between the values of $`\delta 0.8`$ and of $`\mu 5`$, thus suggesting that the sequence of $`\tau _j`$ has a long time memory . This is why we perform the normalized auto-correlation function of the sequence $`\tau _j`$ defined as

$$\mathrm{\Phi }_\tau (j)=\frac{(\tau _k\tau )(\tau _{k+j}\tau )}{\tau _k^2\tau ^2}$$
(7)
where $``$ is the arithmetic average, e.g.

$$\tau \frac{1}{N}\underset{k=0}{\overset{N}{}}\tau _k,$$
(8)
and $`N`$ is the number of terms in the sum.

At this point we realize that for most data the correlation function $`\mathrm{\Phi }_\tau (j)`$ actually decays as an inverse power law after an abrupt fall occurring at the transition from $`j=0`$ to $`j=1`$. The value at $`j=1`$, defined as $`ϵ^2`$, exhibits a peculiar behavior as a function of the coarse-graining parameter $`s`$. We will show that this behavior is typical of all the groups, with the exception of transplanted patients and some CHF individuals.

### 2.3 RR time series

The RR series analyzed are taken from the NOnLinear TIme Series AnaLysIS (NOLTISALIS) archive. This data set is the result of the collaboration of several interdisciplinary Italian research centers. The data correspond to 50 patients classified in 5 groups of 10 subjects each: normal, hypertensive, post-MI, with congestive heart failure, and heart transplanted.

For each subject there are 24-hour Holter recordings, whose sample frequencies range from 128 to 1024 Hz, according to the type of pathology.

## 3 Results

### 3.1 Long-term analysis

The analysis performed with the Diffusion Entropy technique yields very accurate fits as shown in Figs. 1 and 2. The average results for each group of patients is shown in table 1.

As shown in table 1, the values of $`\delta `$ indicate very strong correlations for all the different groups. The CHF individuals, however, as previously shown in Ref. , are characterized by a somewhat smaller value. One of the main results of this paper is that, remarkably, the results from table 1 are independent of the coarse-graining parameter $`s`$. As we shall show later, this property can be accounted for by a simple intermittent model.

On the other hand, the coarse-graining parameter $`s`$ becomes very important in evaluating the correlation function $`\mathrm{\Phi }_\tau (j)`$. In fact, different values of $`s`$ yield different series for $`\tau `$, while a large/small coarse graining leads to higher/lower value for $`\tau `$. We investigate the different correlation functions stemming from different coarse-graining values $`s`$. As earlier stated, in most cases the correlation function presents an abrupt drop going from $`j=0`$ to $`j=1`$. After this fast drop, it decays to zero very slowly, like an inverse-power law. In fact, the data are not clean enough to establish the inverse power law index with a good accuracy. This means that the DE is a much more efficient method to detect memory and much less ambiguous than the correlation function, and we can actually describe the meaning of $`\delta `$ making use of a general class of dynamical models. The correlation function $`\mathrm{\Phi }_\tau (j)`$, on the other hand, depends on the details of the model and does not afford an easy way to derive it.

The numerical form of the correlation function $`\mathrm{\Phi }_\tau (j)`$ is

$$\mathrm{\Phi }_\tau (j)=(1ϵ^2)\delta _{j,0}+ϵ^2C(j).$$
(9)
Here $`\delta _{j,0}`$ denotes the Kronecker $`\delta `$ step, while the function $`C(j)`$ is a smooth function with the property $`C(0)=1`$. We account for the long-term properties, namely second term in the r. h. s of (9), as follows. We hypothesize that the heartbeat rate, on a rather long time scale, undergoes trends of acceleration and deceleration of slopes $`\alpha `$, whose duration length $`\tau `$ are asymptotically distributed with an inverse power law, with index $`\mu ^{}`$. We suppose that the consecutive trends are not correlated and consequenlty the scaling parameter $`\delta `$ is connected to $`\mu ^{}`$ via

$$\delta =\frac{1}{\mu ^{}1}.$$
(10)
Here we sketch a proof of Eq. (10). First of all we define the distribution probability for the slope $`\alpha `$, $`f(\alpha )`$. We make the simplifying and plausible hypothesis that this distribution has no infinite moments. This restriction does not apply to the $`\tau `$-distribution, which has, on the contrary slow tails and diverging moments. Without loss of generality we assume the following form

$$\psi (\tau )=\frac{A^{\mu ^{}1}}{\left(A+\tau \right)^\mu ^{}},$$
(11)
where $`A=\tau /(\mu ^{}2)`$. During one single trend of acceleration or deceleration the position of the walker $`x_l(t)`$ is displaced by a quantity

$$z=\frac{|\alpha |}{s}\tau ,$$
(12)
which is the number of times the walker crosses the “box boundaries” defined by the coarse-graining procedure on $`T_i`$. Consequently, we can write the probability of a displacement $`z`$ that reads

$$p(z)=\underset{0}{\overset{\mathrm{}}{}}d\tau \underset{\mathrm{}}{\overset{\mathrm{}}{}}d\alpha \delta \left(z\frac{\alpha \tau }{s}\right)\psi (\tau )f(\alpha ).$$
(13)
After many trends it is straightforward to see, e. g. along the lines of Ref. , that the movement of our walker is essentially equivalent to a process where a walker, at regular time distances of duration $`\tau `$, walks by a quantity $`\mathrm{\Delta }xz`$, distributed as

$$\mathrm{\Pi }(\mathrm{\Delta }x)=\frac{s}{|\alpha |\tau }\psi \left(\frac{s\mathrm{\Delta }x}{|\alpha |}\right).$$
(14)
Since the function $`\psi `$ has a long tail, this latter process, according to the Generalized Central Limit Theorem , results in a Lévy Flight, which is a stable process with diverging central moments. The difficulty of dealing directly with the distribution (14) is due to the fact that $`\alpha `$ is itself a stochastic variable. However we can detect the asymptotic scaling property of the walker $`x_l(t)`$ by studying the first diverging moment of the distribution $`p(z)`$. To find this value we evaluate

$$z^\gamma =\underset{0}{\overset{\mathrm{}}{}}p(z)z^\gamma dz.$$
(15)
The smallest value of $`\gamma `$ for which this integral diverges, called $`\widehat{\gamma }`$, defines the scaling $`\delta `$ via $`\delta =1/\widehat{\gamma }`$ . Plugging Eq. (13) into (15), we obtain

$$z^\gamma =\underset{0}{\overset{\mathrm{}}{}}dz\underset{0}{\overset{\mathrm{}}{}}d\tau \underset{\mathrm{}}{\overset{\mathrm{}}{}}d\alpha \delta \left(z\frac{\alpha \tau }{s}\right)\psi (\tau )f(\alpha )z^\gamma .$$
(16)
Integrating over $`z`$, this result can be written as

$$z^\gamma =\left(\underset{0}{\overset{\mathrm{}}{}}\psi (\tau )\tau ^\gamma d\tau \right)F_s,$$
(17)
where

$$F_s=\underset{\mathrm{}}{\overset{\mathrm{}}{}}d\alpha \left(\frac{|\alpha |}{s}\right)^\gamma f(\alpha ).$$
(18)
This means that only the first factor might make $`\tau ^\gamma `$ divergent, thereby implying that $`\widehat{\gamma }=\mu ^{}1`$ and proving Eq. (10). This also proves that $`\delta `$ does not depend either on the coarse-graining parameter s or on the distribution of $`\alpha `$, which in fact contribute only to $`F_s`$.

We now establish an interesting connection with the two-walkers model of Ref.  as follows. We assume that the trajectory $`T_i`$ is a zig-zag path. Each straight line of this path is determined by the slope $`\alpha _j`$, which connects the persistency time $`\tau _j`$ to the coarse-grain parameter $`s`$, by

$$\alpha _j=\frac{s}{\tau _j}.$$
(19)
If the straight line portion of the zig-zag curve has length $`l_j`$, we have about $`l_j\alpha _j/s`$ identical values of $`\tau _j`$. These are the pseudoevents of the two-walkers model of Ref. .

### 3.2 Short-term analysis

Of course this crude model can only describe the long-time regulation of the heartbeat dynamics and has to be supplemented with middle- and short-time corrections so as to take into account the abrupt fall corresponding to the first term in the r.h.s. of Eq. (9). Indeed short-term control mechanisms are due to the activity of the autonomic nervous system which presents a very short time scale.

We use a short-time (local) perturbation model which does not destroy long-time properties, in a way that is similar to the point-like mutations affecting the long-range correlations in DNA sequences . The value of $`ϵ^2`$ does in fact depend on the value of $`s`$ and therefore we compute $`ϵ^2(s)`$ in order to investigate the properties of these control mechanisms. Surprisingly enough, the function $`ϵ^2(s)`$ show a quite universal feature for all healthy and hypertensive individuals: we observe a steep increase as $`s`$ goes from few msec up to $`s_{max}30`$ msec where we have a maximum. After that we have a slow decrease until $`200`$ msec. The most striking result is that, even if the maximum value is quite different among the various individuals, the values of $`s_{max}`$ seems to be universal, the variability among different patients being lower than $`5`$ msec. This result is shown in Fig.3. This feature is somewhat visible (always for $`s_{max}=30`$ msec) also in post-MI or hypertensive patients (see Fig. 4) and even in some CHF ones, while it is completely absent in some CHF patients and in all the heart transplanted. Results for these latter groups are shown in Fig. 5.

To the best of our knowledge, the interpretation of $`s_{max}`$ is not easily explained in physiological terms. With the due caution, we may intepret this scale as an intrinsic resolution for the assessment of the heartbeat rate from the control system. In other words there should be a natural coarse graining in the physiological determination of the interbeat time distance. The fact that this behavior is missing in the case of heart transplanted patients seems to imply the action of the autonomic system. Anyway, the measured timescales rule out the possibility that this maximum is due to the sampling rate of the measuring apparatus. We conclude that more work has to be done to explain this effect throughfully. Finally, from a methodological point of view we use this property to evaluate in an objective way a value for the parameter $`ϵ^2`$, which is a measure of the regularity of the interbeat time accelerations $`\alpha `$ during the trends of variation.

At this point, as done in Ref. , we can plot the value of $`\delta `$, independent of our coarse graining, as a function of our objectively defined value of $`ϵ^2`$. The result is shown in Fig. 6. We recall that both parameters reflect memory, the former being associated with long-range fractal properties, and the latter with short-time persistency in the heart acceleration patterns. This latter behavior is certainly connected with multifractal properties, as reported e.g. in Ref. . Arguably, the proposed treatment here proposed is more intuitive.

Fig. 6 shows the $`\{ϵ^2,\delta \}`$ scatter plot for all 50 subjects. Even though there is no satisfactory statistical discrimination among groups, maybe due to a variety of factors like the limited number of patients, differences in illness seriousness and differences in therapy, we observe that healthy individuals are concentrated in a small portion of the graph, in agreement with the results of Ref. . Hypertensive patients, too, have their peculiar region, characterized by an higher value of $`\delta `$. Other pathologies seem to occupy broader regions. A significant portion of pathological individuals occupy the “healthy zone”, and these may be associated to less serious conditions. Actually, preliminary results (unpublished) on an enlarged group of CHF patients seem to suggest a correlation between serious condition and the absence/distorsion of the $`ϵ^2(s)`$ peak at 30 msec. These patients are also characterized by a smaller value of $`ϵ^2(s)`$ and they are therefore mostly outside the “healthy” zone.

## 4 Conclusions

In conclusion, this study allows us to propose, on the basis of a simple statistical analysis, a series of conjectures to be accurately tested by further studies. The physiological long-range memory, probably due to a cascade of mechanisms at different timescales, can be characterized by two parameters, the scaling $`\delta `$ of the underlying infinite-memory process, and the weight $`ϵ^2`$, which gives information of the relative importance of this latter process versus short-time mechanisms. The presence of the 30 milliseconds peak of Fig. 3, which allows an objective definition of $`ϵ^2`$ seems to be physiological and corresponds to the presence of a fast control mechanism, which has to react in a time shorter than few heartbeats to properly explain the abrupt fall of the correlation functions. This control mechanism seems to act with a special time resolution: a “grid” of about 30 milliseconds. The absence, distorsion, or shift of this internal resolution may reflect a pathological condition and is often associated with a lower degree of long-time memory.

Finally, we stress that the coarse-graining procedure adopted herein yields results that are independent of the coarse-graining parameter, making this analysis robust. We believe that this analysis can be applied with success to a variety of time series with both long- and short-time structures, and even to nonstationary signals. Results stemming form our procedure may thereby provide additional information useful in many diagnostic and prognostic problems. In general, we envisage our procedure as an automatic classifier for those complex sequences that are not easily dealt with, using usual statistical learning methods. Applications may range from natural-language semantic classifiers based on discourse dynamics to predictors of catastrophic events .

Aknowledgements. We gratefully acknowledge financial support from the Army Research Office through Grant DAAD 19-02-0037. One of the authors (P. A.) acknowledges European Commission POESIA project (IAP2117/27572) for financial support. L. P. acknowledges ENEL Research Grant 3000021047 for support.