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# Application of the information entropy to nuclei.

## I INTRODUCTION

Information theoretical methods have in recent years played an important role in the study of quantum mechanical systems  in two cases: first in the clarification of fundamental concepts of quantum mechanics and second in the synthesis of probability densities in position and momentum space. An important step was the discovery of an entropic uncertainty relation  which for a three-dimensional system has the form

$$S=S_r+S_k3(1+\mathrm{ln}\pi )6.434(\mathrm{}=1),$$
(1)
where

$$S_r=\rho (𝐫)\mathrm{ln}\rho (𝐫)𝑑𝐫,$$
(2)
and

$$S_k=n(𝐤)\mathrm{ln}n(𝐤)𝑑𝐤$$
(3)
are the Shannon’s information entropies in position- and momentum-space and $`\rho (𝐫)`$, $`n(𝐤)`$ are the density distribution (DD) and momentum distribution (MD), respectively, normalized to unity.

Inequality (1) is an information-theoretical uncertainty relation stronger than Heisenberg’s  and does not depend on the unit of length in measuring $`\rho (𝐫)`$ and $`n(𝐤)`$, i.e. the sum $`S=S_r+S_k`$ is invariant to uniform scaling of coordinates, while the individual entropies $`S_r`$ and $`S_k`$ are not. The physical meaning of $`S`$ is that it is a measure of quantum-mechanical uncertainty and represents the information content of a probability distribution, in our case of the nuclear density and momentum distributions. Inequality (1) provides a lower bound for $`S`$ which is attained for Gaussian wave functions.

Information entropies were employed in the past to study quantum-mechanical systems . Recently  we studied the position- and momentum-space information entropies $`S_r`$ and $`S_k`$, respectively, for the densities of various systems: the nucleon DD of nuclei, the valence electron DD of atomic clusters and the DD of trapped Bose alkali atoms. We found that the same functional form $`S=a+b\mathrm{ln}N`$ for the entropy sum as function of the number of particles $`N`$ holds approximately for the above systems in agreement with Refs.  for atomic systems. In Ref.  we found a link of $`S`$ with the kinetic energy of the system $`T`$ and a relationship of Shannon’s information entropies in position-space with an experimental quantity i.e. the root mean square (RMS) radius of nuclei and atomic clusters. In Ref.  we used another definition of information entropy according to phase-space considerations  and we derived an information-theoretic criterion for the quality of a nuclear DD, i.e. the larger $`S`$ the better the quality of nuclear model. In Ref.  the DD, the MD and the Shannon’s information entropies have been calculated for nuclei using three different cluster expansions. The parameters of the various expressions have been determined by least-squares fit of the theoretical charge form factor to the experimental one. It was found that the larger the entropy sum the smaller the value of $`\chi ^2`$, indicating that the maximal $`S`$ is a criterion of the quality of a given nuclear model according to the maximum entropy principle. Only two exceptions to that rule were found out of many cases examined. Finally, in Ref.  we considered the single particle states of a nucleon in nuclei, a $`\mathrm{\Lambda }`$ in hypernuclei and a valence electron in atomic clusters. We proposed a connection of $`S`$ with the energy $`E`$ of the single particle states. Before proceeding, it is appropriate to mention that additional applications of entropy have attracted interest in recent years , but in a different spirit, in nuclear physics problems, such as in analysis of shell model eigenvectors. However, it is noted that in Ref.  the authors define a correlational entropy. This is a von Neumann entropy, which they apply in the framework of the nuclear shell model. In our case we use the definition of information entropy according to Shannon applied to the density distribution in coordinate, and in momentum space of a nuclear system.

In the present work we focus on the entropy sum $`S`$ of a nucleus using the analytical expressions of the DD and MD of Refs. . The expressions of those distributions have been found for $`s`$-$`p`$ and $`s`$-$`d`$ shell nuclei using the factor cluster expansion of Clark and co-workers  and Jastrow correlation function which introduces short range correlations (SRC). Those expressions depend on the harmonic oscillator (HO) parameter and the correlation parameter. We studied the dependence of $`S`$ on those parameters and we found how this quantity is connected with a fundamental quantity, the RMS radius of the nucleus. Finally, we propose a way to determine the correlation parameter of the model using the dependence of $`S`$ on that parameter as well as the linear dependence on the logarithm of the number of nucleons. The HO parameter is determined equating the theoretical charge RMS radius of the nucleus with the experimental one.

The paper is organized as follows. In Sec. II, the general definitions related to the correlated DD, MD as well as the dependence of the entropy sum on the correlation parameter are given. In Sec. III, we study the dependence of the RMS radius on the correlation parameter and we give an approximate expression connecting the information entropy sum with the RMS radius of the nucleus. In Sec. IV, we present a method for the determination of the correlation parameter from the information entropy sum. Finally, in Sec. V, the summary of the present work is given.

## II CORRELATED ONE-BODY DENSITY OF $`s`$-$`p`$ AND $`s`$-$`d`$ SHELL NUCLEI AND THEIR ENTROPY

A general expression for the one-body density matrix of $`N=Z`$, $`s`$-$`p`$ and $`s`$-$`d`$ shell nuclei was derived in Refs.  using the factor cluster expansion of Ristig, Ter Low and Clark . That expression depends on the HO parameter $`b_0`$ ($`b_0=(\mathrm{}/(m\omega ))^{1/2}`$), the occupation probabilities of the various states and the correlation parameter $`y`$ that comes from the Jastrow type correlation function

$$f(r)=1\mathrm{exp}[yr_b^2],r_b=r/b_0,$$
(4)
which introduces short range correlations. The correlation function $`f(r)`$ for large values of $`r`$ goes to 1 and goes to 0 for $`r0`$. It is obvious that the effect of correlations introduced by the function $`f(r)`$ becomes large when the correlation parameter $`y`$ becomes small and vice versa.

The diagonal part of the one-body density matrix is the DD $`\rho (𝐫)`$. The Fourier transform of the DD is the form factor

$$F(q)=\mathrm{exp}[i\mathrm{𝐪𝐫}]\rho (𝐫)𝑑𝐫,$$
(5)
while the MD $`n(𝐤)`$ is given by the particular Fourier transform of the one-body density matrix

$$n(𝐤)=\frac{1}{(2\pi )^3}\mathrm{exp}[i𝐤(𝐫𝐫^{})]\rho (𝐫,𝐫^{})𝑑𝐫𝑑𝐫^{}.$$
(6)
The expressions of $`\rho (𝐫)`$, $`n(𝐤)`$ and $`F(q)`$ (in the two body approximation for the cluster expansion) have the forms

$$\rho (r)=\frac{N_0}{\pi ^{3/2}b_0^3}\left[O_1(r_b)+O_2(r_b,y)\right],$$
(7)
$$n(k)=\frac{N_0b_0^3}{\pi ^{3/2}}\left[\stackrel{~}{O}_1(k_b)+\stackrel{~}{O}_2(k_b,y)\right],$$
(8)
and

$$F(q)=N_0\left[\stackrel{~}{\stackrel{~}{O}}_1(q_b)+\stackrel{~}{\stackrel{~}{O}}_2(q_b,y)\right],$$
(9)
where $`k_b=kb_0`$ and $`q_b=qb_0`$. The terms $`O_1`$, $`\stackrel{~}{O}_1`$ and $`\stackrel{~}{\stackrel{~}{O}}_1`$ come from the one-body term of the cluster expansion of the one-body density matrix and the terms $`O_2`$, $`\stackrel{~}{O}_2`$ and $`\stackrel{~}{\stackrel{~}{O}}_2`$ come from the two-body term. Their expressions as well as the expression of the normalization factor $`N_0`$ are given in Refs. .

From the expressions of $`\rho (r)`$ and $`n(k)`$ the Shannon’s information entropies in position and momentum space and their sum $`S=S_r+S_k`$ can be calculated through Eqs. (2) and (3) for $`\rho (r)`$ and $`n(k)`$ normalized to 1.

For various values of the parameters $`b_0`$ and $`y`$ and for the $`N=Z`$, $`s`$-$`p`$ and $`s`$-$`d`$ shell nuclei: 4He, 12C, 16O, 24Mg, 28Si, 32S, 36Ar and 40Ca we calculated $`S_r`$, $`S_k`$ and $`SS_A`$, treating 24Mg, 28Si, 32S, 36Ar as $`1d`$ shell nuclei.

It is found that, for the above nuclei, $`S_r`$ and $`S_k`$ depend on both parameters, $`b_0`$ and $`y`$, while their sum $`S_A`$ depends only on the correlation parameter $`y`$. The calculated values of $`S_A`$ for the above mentioned nuclei versus $`1/y`$ are displayed by points in Fig. 1.

It is seen that $`S_A`$ is an increasing function both of $`1/y`$ and of the number of nucleons $`A`$ of the nucleus, while $`S_A`$ depends almost linearly on $`1/y`$. For that reason we fitted the numerical values of $`S_A`$ with the form

$$SS_A(y)=s_{0A}+s_{1A}\left(\frac{1}{y}\right)^{\lambda _{sA}},$$
(10)
separately for each nucleus, that is the parameters $`s_{0A}`$, $`s_{1A}`$ and $`\lambda _{sA}`$ depend on the mass number $`A`$ of the nucleus. The parameter $`s_{0A}`$ is determined from the values of the information entropy sum in the HO case, i.e,

$`s_{0A}=S_A(\mathrm{}),`$

while the other two parameters are determined by least-squares fit of the values of $`S_A`$ calculated from Eq. (10) to the corresponding ones calculated from Eqs. (2) and (3). The values of the parameter $`s_{0A}`$ and the best fit values of the parameters $`s_{1A}`$ and $`\lambda _{sA}`$ are displayed in Table I, while the values of $`S=S_A(y)`$ found from Eq. (10) using the above values of the parameters are displayed by lines in Fig. 1.

It is seen that the simple form of $`S_A`$, given by Eq. (10), reproduces very well the numerical values of $`S_A`$ for all nuclei considered. Also, there is a systematic trend of the values of the parameters $`s_{0A}`$, $`s_{1A}`$ and $`\lambda _{sA}`$. The parameter $`s_{0A}`$ depends linearly on the logarithm of $`A`$. That is expected, as $`s_{0A}`$ is equal to the information entropy sum in the HO case which depends linearly on the logarithm of the number of the nucleons . The parameter $`\lambda _{sA}`$ has smaller values in the closed shell nuclei 4He, 16O and 40Ca than in the corresponding neighboring open shell ones. Finally, the parameter $`s_{1A}`$ is almost a monotonic increasing function of $`A`$ with an exception for the nucleus 40Ca.

## III THE DEPENDENCE OF THE INFORMATION ENTROPY ON THE RMS RADIUS

From the analytical expression of $`\rho (r)`$ given by Eq. (7) the analytical expression of the mean square radius of the nucleus can be found. It has, in units of the HO size parameter $`b_0`$, the form

$$r_b^2r^2/b_0^2=R_1+R_2(y).$$
(11)
The term $`R_1`$ comes from the one-body term of the one-body density matrix and for the $`N=Z`$, $`s`$-$`p`$ and $`s`$-$`d`$ shell nuclei has the form

$$R_1=\frac{1}{A}\left[6\eta _{1s}+14\eta _{2s}+30\eta _{1p}+70\eta _{1d}\right],$$
(12)
where $`\eta _{nl}`$ are the occupation probabilities of the various states. The expression of the two-body term $`R_2(y)`$ is given in Ref. . It depends on the parameter $`y`$ and the occupation probabilities of the various states.

The calculated values of the RMS radius $`r_b`$ in units of $`b_0`$ versus the parameter $`1/y`$ for the various $`s`$-$`p`$ and $`s`$-$`d`$ shell nuclei are displayed by points in Fig. 2. As in the case of the entropy sum $`S_A`$, $`r_b`$ is an increasing function of $`1/y`$ and of $`A`$. Although we know the analytical expression of $`r_b`$ we tried to find a simpler expression for it. We found that the simple approximate expression

$$r_b=r_b(y)=r_{0A}+r_{1A}\left(\frac{1}{y}\right)^{\lambda _{rA}},$$
(13)
reproduces well the values of $`r_b`$ calculated from Eq. (11). The parameter $`r_{0A}`$ is determined from the relation

$`r_{0A}=r_b(\mathrm{})=R_1^{1/2},`$

while the parameters $`r_{1A}`$ and $`\lambda _{rA}`$ are determined by least-squares fit of the values of $`r_b`$ calculated from Eq. (13) to the values of $`r_b`$ calculated from Eq. (11).

The values of the parameter $`r_{0A}`$ and the best fit values of the parameters $`r_{1A}`$ and $`\lambda _{rA}`$ for various nuclei are displayed in Table I, while the values of $`r_b`$ calculated from the fitting expression (13) using the above values of the parameters are shown by lines in Fig. 2. It is seen that the simple approximate expression (13) reproduces quite well the numerical values of $`r_b`$. As in the case of the parameters $`s_{0A}`$, $`s_{1A}`$ and $`\lambda _{sA}`$ there is a systematic trend in the values of the parameters $`r_{0A}`$, $`r_{1A}`$ and $`\lambda _{rA}`$. The parameters $`r_{0A}`$, $`r_{1A}`$ and $`\lambda _{rA}`$ are increasing functions of $`A`$ with exceptions in the nuclei 36Ar and 40Ca for the parameter $`\lambda _{rA}`$. Both of them are considered as $`1d`$ and $`2s`$ closed shell nuclei, respectively.

From the functional forms of $`S_A(y)`$ and of $`r_b(y)`$ given by Eqs. (10) and (13), respectively, the dependence of $`S_A`$ on the RMS radius of the nucleus can be found. That dependence has the form

$$S_A(r_b)=s_{0A}+s_{1A}\left(\frac{r_br_{0A}}{r_{1A}}\right)^{\lambda _{sA}/\lambda _{rA}}$$
(14)
Thus, the information entropy sum of a nucleus has been connected with a fundamental quantity, the RMS radius of the nucleus measured in units of the HO size $`b_0`$.

## IV DETERMINATION OF THE CORRELATION PARAMETER FROM THE INFORMATION ENTROPY

In recent works, it has been shown that the information entropy sum of a quantum system (electrons in atoms , nucleons in nuclei and valence electrons in atomic clusters  and correlated Bose atoms in a harmonic trap ) depends approximately linearly on the logarithm of the number of particles, given by the form

$$S=S(A)=a+b\mathrm{ln}A,$$
(15)
where $`a`$ and $`b`$ depend on the considered system.

The question that arises is how that property can be used in practice. A possible way is to determine $`S(A)`$ for two nuclei (such that 4He and 40Ca) for which there are enough experimental data and then to find $`a`$ and $`b`$ of Eq. (15) from the relations

$$a=\frac{S(4)\mathrm{ln}40S(40)\mathrm{ln}4}{\mathrm{ln}40\mathrm{ln}4},$$
(16)
$$b=\frac{S(40)S(4)}{\mathrm{ln}40\mathrm{ln}4}.$$
(17)
$`S(4)`$ and $`S(40)`$ can be found calculating first the charge form factors of 4He and 40Ca from the relation

$`F_{ch}(q)=F(q)f_{cm}(q)f_p(q)f_{DF}(q),`$

where $`F(q)`$ is the point form factor of the nucleus calculated from Eq. (5), $`f_{cm}(q)`$ is the Tassie-Barker  center-of-mass correction and $`f_p(q)`$ and $`f_{DF}(q)`$ are the correction for the finite proton size and the Darwin-Foldy relativistic correction, respectively .

The parameters $`b_0`$ and $`y`$ for 4He and 40Ca are determined by least-squares fit of the theoretical $`F_{ch}(q)`$ to the experimental, with the constraint that the experimental charge RMS radius is to be reproduced. The values of the parameters $`b_0`$ and $`y`$ as well as the values of $`\chi ^2`$ are displayed in Table II. In the same table the values of $`b_0`$ and $`\chi ^2`$ in the HO case ($`y=\mathrm{}`$) are also shown. In that case $`b_0`$ is determined from the above mentioned constraint. The experimental and the theoretical $`F_{ch}(q)`$, calculated with and without SRC, for the two nuclei are shown in Fig. 3.

With the values of $`b_0`$ and $`y`$ determined in the above described way, for the two nuclei 4He and 40Ca, we calculated the point $`\rho (r)`$ and $`n(k)`$ from Eqs. (7) and (8) and the Shannon’s information entropies $`S_r`$ and $`S_k`$ from Eqs. (2) and (3) and their sum, $`S(4)`$ and $`S(40)`$. Substituting the values of $`S(4)`$ and $`S(40)`$ into Eqs. (16) and (17), the parameters $`a`$ and $`b`$ are determined. The calculated values

$`a=5.4029\text{and}b=0.9360,`$

are quite close to the values $`a=5.325`$ and $`b=0.858`$ which have been found in Ref.  with SkIII interaction.

Rearranging Eq. (10) and replacing $`S_A(y)`$ by $`S(A)`$ from Eq. (15), we may write

$$y=\left(\frac{s_{1A}}{S(A)s_{0A}}\right)^{1/\lambda _{sA}}.$$
(18)
Using the values of the parameters $`s_{0A}`$, $`s_{1A}`$ and $`\lambda _{sA}`$ given in Table I and the values of $`S(A)`$ calculated from Eq. (15), the correlation parameter $`y`$ is determined for the other nuclei without any fit to experimental data. The HO parameter $`b_0`$, can be determined now for each nucleus from the relation

$$r_{exp}^2=r^2\frac{b_0^2}{A}+r_p^2+\frac{\mathrm{}^2}{2m^2c^2}$$
(19)
where $`r_{exp}^2`$ is the experimental mean square charge radius of the nucleus and $`r^2`$ is the point mean square radius calculated from Eq. (11). The last three terms of Eq. (19) are the corrections due to the spurious center-of-mass motion, the finite proton size and the Darwin-Foldy relativistic correction, respectively.

The values of $`b_0`$ and $`y`$ for the various $`s`$-$`p`$ and $`s`$-$`d`$ shell nuclei determined in the way above described, as well as the values of the least-squares errors, in the comparison of the theoretical $`F_{ch}(q)`$ to the experimental and the entropy sum $`S`$ are displayed in Table II. In the same table the values of $`b_0`$, $`\chi ^2`$ and $`S`$ when SRC are not included (HO case) are also shown. From Table II we can see that there is a systematic behavior of the parameter $`y`$. The values of $`y`$ are always smaller (that is large correlations) in the closed shell nuclei, 4He, 16O, 36Ar and 40Ca, than in the neighboring open shell ones. It is mentioned that 36Ar is treated as 1d closed shell nucleus. The above behavior indicates that there should be a shell effect in the case of closed shell nuclei for the values of the correlation parameter $`y`$. Similar behavior was found in Ref.  where the determination of the parameters $`b_0`$ and $`y`$ were made by individual fit of the theoretical $`F_{ch}(q)`$ to the experimental one. From the same table we can see that $`y`$ is a monotonically increasing function of the number of nucleons of the closed shell nuclei.

The theoretical $`F_{ch}(q)`$ with and without SRC, as well as the experimental ones for various nuclei have been plotted versus the momentum transfer $`q`$ in Figs. 4 and 5. It is remarkable that without fit to the experimental charge form factors, the present method gives good form factors, reproducing the diffraction minima and maxima in the correct place. In nearly all cases, the $`\chi ^2`$ values found with SRC are better than the corresponding values in the HO case. However, the assessment of the quality of the calculated form factors should not be based solely on the values of the least-squares errors but also on the fulfillment of the requirement that all the diffraction minima are reproduced in the correct place. Thus, comparing the quality of the form factors calculated in the present method with the ones calculated with the harmonic oscillator model, we can say that the quality of the form factors are considerably better in the former case. All the diffraction minima (even the third one which seems to exist in the experimental data of 24Mg, 28Si and 32S) are reproduced in the present method while in the harmonic oscillator model they are not. We note also that, in the case of the nucleus 36Ar there are not experimental data for the form factor. The exception which appears in 16O, where the value of $`\chi ^2`$ with SRC is worse compared with the value of $`\chi ^2`$ without SRC, should not be taken as a drawback of the present method. The reason is that there exist many experimental points at low momentum transfer where the HO model gives good form factor, while there are a few experimental points at high momentum transfers where the present method reproduces these points very well, as well as all the diffraction minima and maxima. That can be seen in Fig. 4b. If the experimental points were distributed uniformly, then the values of $`\chi ^2`$ calculated within the present method would be smaller than the ones calculated within the HO model. Thus, we should conclude that even in 16O the theoretical $`F_{ch}(q)`$ calculated within the present method is better than that calculated within the HO model.

It should be noted that in the above analysis, the open shell nuclei, except 12C, have been treated as $`1d`$ shell nuclei. However, the same analysis could be made if they were considered as $`1d`$-$`2s`$ shell nuclei, provided that the corresponding occupation probabilities of the various states are known. That analysis was made, as an example, for 36Ar, assuming that the occupation probabilities of the various states are: $`\eta _{1s}=\eta _{1p}=\eta _{2s}=1`$ and $`\eta _{1d}=0.8`$. The values of the parameters $`b_0`$ and $`y`$ which were found are: $`b_0=1.7861`$fm and $`y=7.7658`$. Thus, the value of the parameter $`y`$ now becomes larger (less correlations) than that of the closed shell nucleus 40Ca and closer to the values of the open shell nuclei 24Mg and 28Si (see Table II).

Finally, comparing the values of the information entropy sum, which were calculated with and without SRC and are displayed in Table II, it is seen that the introduction of SRC increases the information entropy sum by $`3\%`$ to $`5\%`$ in agreement with the simple model of SRC used in Ref. .

## V SUMMARY

In the present work a systematic study of Shannon’s information entropy sum $`S`$ has been made for various $`N=Z`$, $`s`$-$`p`$ and $`s`$-$`d`$ shell nuclei using correlated one-body density matrix which depends on the HO size $`b_0`$ and the correlation parameter $`y`$.

It is found that, for all the nuclei we have examined, $`S`$ depends only on $`y`$ through a simple two-parameter relation. A similar approximate expression holds for the RMS radius of the nucleus $`r_b`$, measured in units of $`b_0`$. It is found also that a simple relation connects $`S`$ with $`r_b`$.

From the dependence of $`S`$ on $`y`$ and its linear dependence on the logarithm of the number of nucleons of the nucleus, the correlation parameter $`y`$ for a nucleus can be determined, provided that there are enough experimental data for two neighboring nuclei. It is mentioned that, usually, the two parameters of the correlated one-body density matrix are determined for each nucleus by least-squares fit of the theoretical $`F_{ch}(q)`$ to the experimental. Within the present method, those parameters are determined even in those cases where there are not any experimental data for the charge form factor as this has been made for the nucleus 36Ar. The only experimental data which are used are the experimental charge RMS radius of the nucleus, as well as the experimental charge form factors and RMS radii of only two nuclei, those of 4He and 40Ca. The procedure which is followed to determine the parameters of the model is the following: First we determine the parameters $`a`$ and $`b`$ of Eq. (15) from the experimental data of 4He and 40Ca. Thus, the values of $`S(A)`$ for each nucleus are known. From the value of $`S(A)`$ for a particular nucleus and from Eq. (10) we determine the correlation parameter $`y`$ corresponding to each nucleus. From that value of $`y`$ and from Eq. (11) the parameter $`b_0`$ is determined so that the theoretical RMS charge radius to be the experimental one. It is noted also that, using the sum of the information entropies $`S_r`$ and $`S_k`$, the short range correlation parameter has been determined indirectly, from the density distribution, as well as from the momentum distribution. This appears to be an interesting feature of the present method, since that parameter is usually determined only from the density distribution. We would like to mention that ”experimental data” for the momentum distribution are not directly measured but are obtained by means of y-scaling analysis  and are only known for 4He and 12C.

It would be interesting if the dependence of the information entropy sum on the various parameters could be examined with more sophisticated models, such as the density dependent interactions, and if the present method could be applied for the determination of a parameter of those models.

## ACKNOWLEDGMENTS

The author would like to thank Professor M.E. Grypeos and Dr. C.P. Panos for useful comments on the manuscript.


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# Optical Lattice in a High Finesse Ring Resonator

## Abstract

An optical lattice with rubidium atoms ($`{}_{}{}^{85}Rb`$) is formed inside a ring resonator with a finesse of $`1.8\times 10^5`$ and a large mode volume of 1.3 $`mm^3`$. We typically trap several times $`10^6`$ atoms at densities up to $`10^{12}cm^3`$ and temperatures between 25 and 125 $`\mu K`$. Despite of the narrow bandwidth (17.3 kHz) of the cavity, heating due to intra–cavity intensity fluctuations is kept at a low level, such that the time evolution of the temperature is determined by evaporative cooling.

preprint: preprint

Arrays of cold atoms confined in the regularly spaced microscopic potentials of optical standing waves have become a model system of modern atomic physics. Such optical lattices have been extensively studied in the dissipative regime close to an atomic resonance greenberg  and in the far off-resonant case, loaded either with a magneto-optic trap grimm1 , or more recently, with Bose-condensed atomic samples kasevich , haensch . Possible applications range from atom lithography bell  to quantum information processing with neutral atoms brennen , hemmerich .

Intriguing novel aspects arise if the lattice is prepared inside an optical resonator with a finesse exceeding $`10^5`$ doherty , horak , hechenblaikner . Such resonators provide a significant enhancement of the back–action of the atoms on the optical standing wave. Without resonator feedback, this back–action is tiny and can only be observed when the light is tuned close to an atomic resonance. In this case, the modification of the light field is well described by attributing a refractive index to the regularly spaced atoms weidem ller , raithel . In presence of a resonator, however, multiple scattering has to be accounted for, yielding a strong coupling of the motion of atoms at distant lattice sites. While part of this coupling is conservative and may be employed in schemes for quantum gate operations, the finite lifetime of the photons in the resonator can lead to dissipation even in absence of spontaneous emission. As discussed in refs. hechenblaikner , gangl  and vuletic , this dissipation can be exploited for novel laser cooling schemes which apply to arbitrary polarizable particles, e.g. molecules.

The motion of atoms inside high finesse resonators has been previously explored in the strong coupling regime in experiments aiming at large electric field strengths per photon obtained only for very small mode volumes below $`10^4`$ $`mm^3`$ rempe , kimble . In this regime a few photons interact with a few atoms. In fact, the trapping of single atoms by single photons could be observed. In order to work with much larger sample sizes, the mode volume needs to be largely increased, yielding the complication of a correspondingly low resonator bandwidth. Previous experimental work on resonator based light traps with large mode volumes has explored a regime characterized by a finesse around a few hundred grimm2 .

In this article we report on the experimental realization of an optical lattice with $`{}_{}{}^{85}Rb`$ atoms inside a ring resonator with a finesse of $`1.8\times 10^5`$ and a large mode volume of 1.3 $`mm^3`$. For example, with 350 $`\mu K`$ deep potential wells we trap $`4\times 10^6`$ atoms in this lattice at a peak density of $`9\times 10^{11}cm^3`$ and a temperature of 123 $`\mu K`$, which corresponds to a phase space density of $`4.5\times 10^6`$. For 100 $`\mu K`$ wells, $`1.5\times 10^6`$ atoms are trapped at a peak density of $`6.8\times 10^{11}cm^3`$ and a temperature of 38 $`\mu K`$, i.e., the phase space density increases to $`2\times 10^5`$. A decrease of temperature with time accompanied by a decrease of the particle number is observed which can be well explained by a model based on evaporative cooling. Observations made, when ramping down the potential wells at different scanning speeds, support this interpretation. Heating due to intensity fluctuations is well controlled despite of the narrow bandwidth (17.3 kHz FWHM) of the cavity. From the spectral power density of the light transmitted through the cavity we calculate a time constant of 24 s for a temperature increase by a factor $`e`$. Temperature measurements indicate even larger $`e`$-folding times above 100 s. Our intra–cavity optical lattice operates in the regime of strong collective interactions. This regime is characterized by $`rNF1`$, where $`r`$ is the field reflectivity per atom (related to the atomic polarizability by $`\alpha =\epsilon _0r\lambda w_{0}^{}{}_{}{}^{2}`$, with $`w_0`$ = beam waist, $`\lambda `$ = wavelength, and $`\epsilon _0`$ = dielectric constant), $`N`$ is the number of atoms in the cavity, and $`F`$ is the Finesse. In our present experiment cavity mediated cooling is not expected because the frequency of the incoupled light is kept exactly in resonance with the cavity.

The experimental setup is sketched in Fig.1. We have chosen a ring geometry in view of future plans to explore the collective vibrational dynamics described in refs. hemmerich  and gangl , which provides long decoherence times for vibrational modes with vanishing center of mass component. The triangular resonator is comprised of two curved high reflectors (0.8 ppm transmission, 3 ppm scattering loss, curvature radius = 200 mm) and a plane incoupling mirror (23 ppm transmission, 3 ppm scattering loss). It is placed such that the optical lattice is oriented vertically. The output beam of a grating stabilized laser diode, detuned to the red side of the rubidium D2 transition by 7.4 nm, is split by a polarizing beam splitter and coupled into both counterpropagating traveling wave modes. A cavity resonance linewidth of 17.3 kHz is measured by observing the exponential decay of the intra-cavity intensity ($`\tau `$ = 9.2 $`\mu s`$) after an abrupt termination of the incoupled light beam. From the 3.1 GHz free spectral range corresponding to the 97 mm round trip path length, a finesse of $`1.8\times 10^5`$ is obtained. The sagittal and transversal $`1/e^2`$ mode diameters are 268 $`\mu m`$ and 258 $`\mu m`$ respectively. In order to stabilize the diode laser emission to the cavity resonance, we use a Pound-Drever–Hall technique with a servo bandwith of 3 MHz in the proportional feedback applied to the injection current schoof . Both traveling modes have the same linear polarization perpendicular to the cavity plane and form an intensity grating. The triangular and thus perfectly planar geometry insures that no polarization rotation occurs during a round trip, which otherwise could degrade the finesse. The entire cavity setup, including the beam splitting unit, is placed inside the vacuum, in order to keep the optical path lengths between the polarizer cube and the incoupling mirror as short (and thus passively stable) as possible. With 60 $`\mu W`$ coupled into each traveling mode, we obtain a trap depth of 350 $`\mu K`$ at a spontaneous scattering rate of 40 $`s^1`$. The corresponding axial and radial secular frequencies in the harmonic regime are 340 kHz and 460 Hz respectively. We can produce much deeper trap potentials. For example, 25 mW input power yields the Lamb-Dicke regime (vibrational frequency ¿ recoil frequency) for the transverse and the strong confinement regime (vibrational frequency ¿ natural linewidth) for the axial degree of freedom.

Loading of the lattice is accomplished with a magneto-optic trap (MOT) superimposed on the optical lattice which uses the $`F=3F=4`$ cycling transition. The background pressure is in the low $`10^{10}`$ mbar regime, however at present our MOT lifetime is limited to 1.7 s by local contaminations emerging from the hot MOT coils placed at a few cm distance from the cold atoms inside the vacuum. After collecting $`6\times 10^8`$ atoms the repumping beam (resonant with $`F=2F=3`$) is shut off shortly before the MOT beams. This insures that initially all atoms captured by the optical lattice are pumped into the lower F=2 hyperfine level. We apply a ballistic expansion method in order to measure temperatures in the lattice. The lattice is suddenly turned off and, after a variable time, the sample is illuminated by a short (1 ms) light pulse slightly red detuned with respect to the resonance, and the fluorescence is recorded with a charge coupled device camera. From series of such expansion images at different expansion times we can derive the spatial extension, the particle number, and the temperature of the initial sample. This methods works well for trapping times above 50 ms, for which MOT atoms, not captured by the lattice, have vanished and thus do not form an undesired background.

In Fig.2 we present measurements of the trap population versus time N(t) for two different trap depths 350 $`\mu K`$ (a) and 100 $`\mu K`$ (b) respectively. The solid lines results from a model that accounts for density independent losses with a rate $`\gamma `$ and a density dependent loss term described by a parameter $`\beta `$ according to

$$\text{}=\gamma \text{N}\beta \rho ^2(r)d^3r,$$
(1)
where $`\rho (r)`$ is the density distribution of the atoms in the potential wells. The density independent loss rate $`\gamma `$ is comparable to that found in MOT decay experiments and should result from collisions with residual background gas. We attribute the difference in $`\gamma `$ in (a) and (b) to a slow gradual increase of the background pressure, when the apparatus is operated. Assuming a Gaussian distribution for the particle numbers across the potential wells and a thermal density distribution in the harmonic approximation inside each well, we find $`\gamma =0.6s^1`$ and $`\beta =7.5\times 10^{12}s^1cm^3`$ for 350 $`\mu K`$ wells, and $`\gamma =0.76s^1`$ and $`\beta =1.7\times 10^{11}s^1cm^3`$ for 100 $`\mu K`$ wells. In Fig.3 we show the corresponding time evolution of the temperature. In both traces (a) and (b), instead of a temperature increase due to exponential heating by well depth fluctuations, a temperature decrease is observed which is faster during the first few hundred ms and subsequently continues at a lower rate. The solid lines result from a theoretical model based on evaporative cooling, which is discussed below.

We can exclude hyperfine structure changing collisions (HSC) or photo associative collisions (PAC) as potential density dependent loss mechanisms by means of the following arguments. We expect that HSC loss only occurs for F=3 atoms. Although we initially prepare the atoms in the F=2 state, spontaneous scattering at a rate of 40 $`s^1`$ populates the F=3 level within several ten ms. However, by illuminating the atoms with a weak depumping beam resonant with the $`F=3F=3`$ transition, the time spent in the F=3 level can be kept well below the collision time, and thus no loss should occur. Experimentally, we do not observe a modification of the decay curves in Fig.2 in presence of the depumping beam. At several nm detuning PAC losses usually exhibit a sharp resonance behavior which facilitates a discrimination of such losses from other mechanisms. However, in view of the large intra–cavity power which could yield significant power broadening (see e.g. the spectra in ref. heinzen ) a brief consideration of such losses appears useful. The PAC loss rate $`\mathrm{\Gamma }_{PAC}`$ is proportional to $`\sigma _{PAC}\overline{\rho }v_{rms}`$, where $`\sigma _{PAC}`$ is the PAC cross section, $`\overline{\rho }`$ is the mean particle density, and $`v_{rms}`$ is the root mean square velocity. The PAC cross section scales with the light intensity and thus the well depth $`U_0`$, the interaction time which is proportional to $`v_{rms}^1`$, and the collision cross section $`\sigma _{cc}`$, i.e. $`\mathrm{\Gamma }_{PAC}U_0\sigma _{cc}\overline{\rho }`$. Because in our experiment $`U_0=\eta k_BT`$ with $`\eta 3`$ independent of $`U_0`$ or $`T`$, and in the harmonic approximation $`\overline{\rho }N\eta ^{\frac{3}{2}}`$, we obtain $`\mathrm{\Gamma }_{PAC}\eta ^{\frac{5}{2}}NT\sigma _{cc}`$. The expression $`T\sigma _{cc}`$ is an increasing (near $`T=0`$) or constant (near the unitarity limit) function of T and thus also of $`U_0`$. Since the particle number N decreases with decreasing $`U_0`$ in our experiment, we expect a decrease of PAC losses for a decrease of the well depth in contrast to our observations in Fig.2.

The observed temperature decrease and particle loss is consistent with an explanation based on evaporative cooling. We adopt a simple model for evaporation based on the principle of detailed balance ketterle  which predicts a particle loss rate $`\mathrm{\Gamma }_{ev}=\overline{\rho }\sigma _{esc}v_{rms}\eta e^\eta `$, where $`\sigma _{esc}`$ denotes the elastic scattering cross section, and $`\overline{\rho }`$ is the mean particle density in the lattice. This model assumes that after initial preparation at temperature T inside a harmonic potential, all atoms with an energy larger than $`U_0`$ are allowed to escape. If the temperature decrease with time is neglected (i.e. $`v_{rms}\eta e^\eta `$ is constant in time), in analogy to eq.1, we obtain a corresponding value $`\beta _{esc}`$ = $`\sigma _{esc}v_{rms}\eta e^\eta `$. In our experiment we need to consider collisions between atoms populating all Zeeman components of both hyperfine ground states with most of the possible collision processes involving singlet and triplet contributions. The large scattering length values found for $`{}_{}{}^{85}Rb,5S_{1/2},F=3`$ roberts  lead us to employ an effective scattering cross section $`\sigma _{esc}`$ approximated by the unitarity limit $`4\pi \mathrm{}^2/\mu ^2\delta v_{rms}^2`$, where $`\mu `$ = m/2 is the reduced mass and $`\delta v_{rms}`$ is the root mean square relative velocity. This yields

$$\beta _{esc}=\frac{8\pi \mathrm{}^2\eta ^{\frac{3}{2}}e^\eta }{\sqrt{3U_0m^3}}.$$
(2)
Since in our experiment the value of $`\eta `$ does not depend on the well depth $`U_0`$, the above expression predicts an increase of $`\beta _{esc}`$, if the well depth is decreased, in accordance with the observations in Fig.2. Inserting the initial temperatures 123 $`\mu K`$ and 38.5 $`\mu K`$ and the corresponding well depths 350 $`\mu K`$ and 100 $`\mu K`$, we can evaluate $`\beta _{esc}`$ to be $`1.2\times 10^{11}s^1cm^3`$ and $`2.3\times 10^{11}s^1cm^3`$ respectively. These values are in reasonable agreement with those obtained above from the observations in Fig.2. The corresponding scattering cross sections agree within 10 % with those calculated for $`5S_{1/2},F=3`$ in ref. burke .

We may use the decay curves in order to model the temporal evolution of the temperatures observed in Fig.3. The total kinetic energy at time t is given by $`N(t)W(t)=N(0)W(0)N_1(t)W(0)N_2(t)\overline{W}`$, where $`N(t)=N(0)exp(\gamma t)/(1+\xi [1exp(\gamma t)])`$ is the atom number at time $`t`$ (obtained by solving eq.1), $`N_1(t)=N(0)(1exp(\gamma t))`$ is the number of atoms lost due to collisions with hot background gas particles, $`N_2(t)=N(0)N_1(t)N(t)`$ is the number of particles lost due to elastic two-body collisions, $`W(t)`$ is the mean kinetic energy per particle, and $`\overline{W}`$ is the mean kinetic energy per particle removed by evaporation. The two-body loss parameter $`\xi `$, related to the value of $`\beta `$ in eq.1 and the peak density $`\rho _{peak}`$ by $`\xi `$=$`\beta \rho _{peak}/4\gamma `$, is taken from the theoretical fits to the data of Fig.2. Since $`\eta `$ is sufficiently larger than one, we neglect the kinetic energy of particles after evaporation and assume, that the total energy loss per evaporated particle is $`U_0`$. Thus, the mean kinetic energy per particle removed by evaporation is roughly approximated by $`\overline{W}=U_0\overline{U}_\eta `$ where $`\overline{U}_\eta `$ is the mean potential energy at the initial temperature T(0) within the trapping volume given by $`U(x,y,z)<U_0`$. Using $`W=\frac{3}{2}k_BT`$, we obtain

$`T(t)=T(0)\left(1ϵ\xi \left(1e^{\gamma t}\right)\right),`$
$`ϵ={\displaystyle \frac{2}{3}}\eta 1{\displaystyle \frac{8}{3\sqrt{\pi }}}{\displaystyle _0^\sqrt{\eta }}r^4e^{r^2}𝑑r.`$ (3)
For trace (a) of Fig.3 we have $`\xi =2.80`$ and $`\eta =2.85`$ and thus $`ϵ=0.23`$. Similarly, for trace (b), $`\xi =3.72`$, $`\eta =2.63`$, and $`ϵ=0.14`$. The solid lines in Fig.3 are obtained by using $`ϵ`$ as a fit parameter yielding $`ϵ=0.057`$ for (a) and $`ϵ=0.12`$ for (b). Note that the fitted values of $`ϵ`$ deviate from the calculated ones only by a factor 4 for trace (a) and a factor 1.2 for trace (b) despite of the simplicity of our model.

We can enhance evaporative cooling by slowly ramping down the potential well depth. For example, when we lower the potential from 350 $`\mu K`$ to 147 $`\mu K`$ in 70 ms, the temperature decreases to 64 $`\mu K`$. A 10 ms ramp, which is too fast for rethermalization, merely yields 81 $`\mu K`$ as expected from adiabatic cooling. Recall, that for an adiabatic change of the well depth from an initial value $`U_i`$ to a final value $`U_f`$ in the harmonic approximation $`T_f=T_I\sqrt{U_f/U_i}`$, which yields 79.7 $`\mu K`$, if specified for the situation considered here.

The observations of Fig.3 in connection with eq.3 let us determine an upper bound for the heating due to intensity fluctuations inside the resonator. This heating can be described by a simple mechanical model based on parametric excitation savard  which predicts a temporal increase of the mean kinetic energy according to $`\dot{W}`$ = $`\gamma _aW_a+\gamma _rW_r`$, where $`\gamma _a`$ and $`\gamma _b`$ are the axial and radial heating rates, and $`W_a`$ and $`W_r`$ are the axial and radial mean kinetic energies. Assuming thermal equilibrium, i.e. $`W_r/2`$ = $`W_a`$ = $`W/3`$, yields $`\dot{W}`$ = $`\gamma _{tot}W`$ with the total heating rate $`\gamma _{tot}=\frac{1}{3}(\gamma _a+2\gamma _r)`$. We may incorporate this heating mechanism in eq.3, writing $`\dot{T}(t)=ϵ\xi \gamma exp(\gamma t)T(0)+\gamma _{tot}T(t)`$. Since we observe a negative slope for T(t) on the entire time axis in trace (a) of Fig.3, we may conclude $`0>ϵ\xi \gamma exp(\gamma t)T(0)+\gamma _{tot}T(t)`$ for $`0t4s`$. Evaluating this relation for t = 4 s by means of Fig.3, we obtain $`\gamma _{tot}<0.01s^1`$. Alternatively, $`\gamma _a`$ and $`\gamma _r`$ can be calculated from the spectral power density of the light transmitted through the cavity at twice the axial and radial harmonic frequencies. Assuming thermal equilibrium yields $`\gamma _{tot}=0.041s^1`$, which is a factor 4 above the upper limit discussed above. This discrepancy, however, is not surprising, because in Fig.3 radial temperatures are shown, while the heating mainly acts on the axial degree of freedom ($`\gamma _a\gamma _r`$). As time evolves in Fig.3 the thermalization time increases and the axial and radial temperatures begin to deviate.

In summary, we have discussed the experimental realization of an optical lattice with rubidium atoms inside a ring-cavity with a finesse of 1.8 $`\times 10^5`$ and we have characterized the relevant trapping parameters. We have shown that well depth fluctuations can be kept at a low level such that the time evolution of the temperature is determined by evaporative cooling. Our cavity operates under conditions, where collective vibrations involving distant atoms should become visible, thus opening up a new exciting regime of atom–cavity dynamics.

.

###### Acknowledgements.

This work has been supported in part by the Deutsche Forschungsgemeinschaft under contract number He2334/2-3. We are grateful for discussions with Helmut Ritsch.


text:
# Anomalous Diffusion on Random Graphs

## Abstract

We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree distribution. Using this to calculate the mean square displacement, we show that in sharp contrast to continua, random walks on random graphs can exhibit anomalous behavior and yet have well-defined and predictable properties.

It is well known that a random walk on a continuous medium leads to a mean square displacement $`x^2`$ that is linear in time as long as there are no infinitely large steps and all steps are statistically independent. L$`\stackrel{´}{e}`$vy showed that anomalous diffusion results when the former assumption is violated. In this paper we show that anomalous diffusion results when the latter assumption is violated but the former remains, by considering random walks on random graphs.

Random graphs have been very successfully used to describe many diverse systems. For example, the spreading of diseases through a population has been modelled where people are the vertices and contact between them the edges Moore and Newman (2000); Liljeros et al. (1998). The internet can be thought of as a graph with web sites as vertices and links as edges, leading to estimates of the number of clicks to surf between any two random sites and other quantities of interest Lawrence and Giles (1998); Albert et al. (2000). In general, any system with interacting parts, which encompasses a vast array of diverse systems, can be mapped onto a graph Albert and Barab$`\stackrel{´}{a}`$si (2002).

Along with to statics, dynamic properties of random graphs are of interest for many cases like protein folding Sokolov et al. (1997) and glassy relaxation Bray and Rodgers (1988). In this paper we consider particles diffusing along the edges of a random graph and develop a method for calculating diffusion on a random graph using an algorithm that counts all the paths.

The following is a brief introduction to graph theory. For a more comprehensive overview see, for example, Godsil and Royle Godsil and Royle (2001). Graphs consist of two sets: vertices, which are points, and edges, which join two vertices. In more mathematical terms, define for some index set $`𝕀`$, the vertex set

$$V=\{v_ii𝕀\}.$$
(1)
Then, define the edge set as a subset of the pairs of all vertices

$$E=\{(v_j,v_k)v_j,v_kV\}V\times V.$$
(2)
These two sets can be thought of as points and lines in a plane as in Figure 1. The pairs of vertices defining an edge are called endpoints of the edge. There are no real restrictions on the sets of vertices and edges, making graphs very general constructions.

Like any field, graph theory has its own lingo so here are some definitions. The degree of a vertex is the number of edges with at least one endpoint at the vertex. The degree distribution $`p(k)`$ is the probability that a randomly selected vertex will have degree $`k`$. Two vertices are adjacent if there is an edge joining them, i.e., in Figure 1, vertices $`1`$ and $`4`$ are adjacent but $`1`$ and $`2`$ are not. A path or walk on a graph is a set of edges connecting two vertices. For example, in Figure 1 paths from $`1`$ to $`2`$ would be the the set of edges $`\{(1,4),(4,2)\}`$ or $`\{(1,4),(4,3),(3,4),(4,2)\}`$.

Now, we have enough definitions to consider why it is possible for a random graph to violate the assumption that all steps of a walk are independent. Consider the graph in Figure 1. There are three vertices with one edge and one vertex with three edges. Thus, the degree distribution is

$$p(k)=\{\begin{array}{cc}\frac{3}{4}\hfill & k=1\hfill \\ \frac{1}{4}\hfill & k=3\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
(3)
Next, put a walker on that graph that can move from vertex to vertex along the available edges. For a walker’s first step there is a probability $`p(k)`$ that it will have $`k`$ choices. However, for the second step this is not necessarily the case. Still looking at the graph in Figure 1, a walker starting at vertex $`1`$, $`2`$, or $`3`$ will end up at vertex $`4`$ after one step where it will have three choices of edges on which to leave. A walker starting at vertex $`4`$ can go to $`1`$, $`2`$, or $`3`$ where it will have one choice of edges on which to leave. Thus, there are a total of six nearest neighbors, one each from vertices $`1`$, $`2`$, and $`3`$ and three from vertex $`4`$, and the degree distribution for them, $`q(k)`$, is

$$q(k)=\{\begin{array}{cc}\frac{3}{6}=\frac{1}{2}\hfill & k=1\hfill \\ \frac{3}{6}=\frac{1}{2}\hfill & k=3\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
(4)
Thus, since $`p(k)q(k)`$ the degree distribution is a function of the number of steps taken. This means that the number of choices available to a walker on a graph will depend on how far it has gone. Therefore, the assumption that all steps are uncorrelated is violated in this graph, and it can be violated generally in graphs. Note that it is not necessarily violated; for example, in a graph where all vertices have the same degree, called a regular graph, $`p(k)`$ and $`q(k)`$ are the same.

Moving on, some more tools for dealing with graphs will be introduced. First, define $`d(\mu ,\nu )`$ to be the distance between two vertices $`\mu `$ and $`\nu `$ which is the size of the smallest set of edges making a path starting at $`\mu `$ and ending at $`\nu `$. For example in Figure 1, $`d(1,2)=2`$ and $`d(1,4)=1`$. Unless otherwise noted, all distances mentioned henceforth refer to this graph distance.

Next, define the adjacency matrix $`𝔸`$ of the graph $`G=(V,E)`$ to be a square $`|V|\times |V|`$ matrix with $`𝔸_{\mu \nu }`$ equal to the number of edges joining the vertices $`\mu `$ and $`\nu `$. Note that so long as there are no edges that connect a vertex to itself, i.e. loops, the diagonal elements of $`𝔸`$ must be zero, and an edge connecting vertex $`\mu `$ to $`\nu `$ also connects $`\nu `$ to $`\mu `$ so $`𝔸`$ is symmetric.

As an example, consider the graph in Figure 1 which has adjacency matrix

$$𝔸=\left(\begin{array}{cccc}0& 0& 0& 1\\ 0& 0& 0& 1\\ 0& 0& 0& 1\\ 1& 1& 1& 0\end{array}\right).$$
(5)
The adjacency matrix of a graph can be used to count all paths on the graph of a given length. By definition the element $`𝔸_{\mu \nu }`$ gives the number of paths of length one from vertex $`\mu `$ to $`\nu `$. It can be shown by induction that $`\left(𝔸^n\right)_{\mu \nu }`$ gives the exact number of paths of length n from $`\mu `$ to $`\nu `$ Godsil and Royle (2001). For example, looking at the graph in Figure 1, the number of paths of length exactly two between any two vertices are given by the elements of

$$𝔸^2=\left(\begin{array}{cccc}1& 1& 1& 0\\ 1& 1& 1& 0\\ 1& 1& 1& 0\\ 0& 0& 0& 3\end{array}\right).$$
(6)
The reader is encouraged to verify this by inspection. Note that edges can be traversed more than once and are multidirectional.

Consider the regular graph in Figure 2. A random walk on this graph is just the well-known drunkard’s walk with periodic boundary conditions which is not anomalous. Let $`x^2(n)`$ denote the average distance squared as a function of $`n`$, where $`n`$ is the number of steps taken and $`x`$ is the distance measured from some starting vertex on the graph. One way to calculate $`x^2(n)`$ is to choose some starting vertex and count the fraction of paths of length $`n`$ that are only a distance $`m<n`$ away from the start, and then average over all possible starting vertices. Call this quantity $`p_m^n`$. Looking at the drunkard’s walk graph, Figure 2, choose any vertex as the start since they are all equivalent. Then, there are two paths of length $`1`$, one step clockwise and one step counterclockwise, both of which are distance $`1`$ away from the start, so $`p_m^1=\delta _{m1}`$. There are four paths of length $`2`$ of which two are one step out and one step back, giving a distance of $`0`$, and two are two steps out clockwise or counterclockwise, giving distance $`2`$. So $`p_m^2`$ is given by

$$p_m^2=\{\begin{array}{cc}\frac{1}{2}\hfill & m=0\hfill \\ \frac{1}{2}\hfill & m=2\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
(7)
In general, as the number of steps increases $`p_m^n`$ will converge to a binomial distribution leading to the standard result

$$\begin{array}{cc}\hfill x^2(n)& =\underset{m}{}m^2p_m^n\hfill \\ & =Dn,\hfill \end{array}$$
(8)
where $`D`$ is the diffusion coefficient Reif (1965).

The central limit theorem says that changing the step size of the above walk only changes the diffusion coefficient, not the linear dependence on $`n`$. Thus, if the dependence on $`n`$ is the only quantity of interest, graphs can be used to calculate it even though they ignore all spatial distances and only concentrate on the number of choices available at each step.

Using an approach similar to the above example, the adjacency matrix can be used to calculate $`p_m^n`$, and hence the dependence of $`x^2`$ on $`n`$ for any general graph. Since the adjacency matrix $`𝔸`$ can be used to calculate the exact number of paths of a given length between any two vertices, we can enumerate all paths on the graph and find $`p_m^n`$ using the following algorithm:

1. Let $`n`$ be the current path length, starting with $`1`$.
2. Raise $`𝔸`$ to the $`n^{th}`$ power.
3. Find the number of paths between any two vertices by looking at the elements of $`𝔸^n`$.
4. Keep track of the minimum distance between any two vertices by noting if this is the smallest $`n`$ such that a path exists.
5. For every $`mn`$ find $`p_m^n`$.
6. Increment $`n`$ and repeat.

Once we have the distribution $`p_m^n`$, all the random walk properties can be calculated. In particular, equation 8 allows the calculation of $`x^2(n)`$.

The method presented here for enumerating paths to calculate random walk properties reduces to just a problem of matrix multiplication. Thus, it lends itself very well to calculation by computer where efficient and easy to use matrix multiplication algorithms are readily available.

As a first test of this method, diffusion on a ring should be equivalent to the drunkard’s walk for large enough rings. The same should be true for any graph representing a regular lattice. Figure 3 shows a calculation of $`x^2(n)`$ using adjacency matrices as described above for a ring graph with $`1000`$ vertices and a periodic two dimensional square lattice of size 40 by 40. From the plot it is apparent that this adjacency matrix algorithm gives the correct exponent of $`1`$, i.e. $`x^2(n)n`$. The slope of the lines are the diffusion coefficients which do depend on the particular system.

Now, consider some graphs which are not regular and, hence, can produce anomalous diffusion. One way to generate such graphs is to begin with a set of vertices. Next, go through all the vertices once and add edges where one endpoint of the edge is on the current vertex and the other goes to a random vertex. This guarantees that no vertices are isolated. Then, randomly connect pairs of vertices until the desired number of edges are laid down. The probability that a random vertex has $`k`$ edges is given by

$$p(k1)=\left(\genfrac{}{}{0pt}{}{E}{k}\right)\left(\frac{\mu }{V1}\right)^k\left(1\frac{\mu }{V1}\right)^{Ek},$$
(9)
where $`E`$ is the number of edges, and $`V`$ is the number of vertices and $`\mu =2E/V`$ is the average number of edge endpoints per vertex. As the number of edges increases, $`p(k)`$ in equation 9 approaches a Poisson distribution with mean $`\mu `$, i.e. $`p(k)\left(\mu ^k/k!\right)e^\mu `$. See Figure 4.

Once the random graph is constructed, apply the path counting algorithm and calculate $`x^2(n)`$. As an example, the result of this calculation for a graph with average degree $`4`$ is shown in Figure 5. For comparison the values of $`x^2(n)`$ are included for a ballistic walk, $`x^2(n)n^2`$, and a Brownian walk $`x^2(n)n`$. As can be seen in Figure 5, the value of $`x^2(n)`$ is somewhere between a Brownian walk and a ballistic walk so it is anomalous as expected.

For a large enough number of steps, $`x^2(n)`$ of a random graph saturates because of a finite size effect. For finite random graphs such as these, there exists a finite average distance $`\overline{D}_{max}`$ between any two vertices which scales like the $`\mathrm{log}`$ of the number of vertices Newman et al. (2001). This means that once the walker has moved a distance equal to $`\overline{D}_{max}`$, every new vertex to which the walker moves is still only on average a distance $`\overline{D}_{max}`$ away from the starting vertex. So $`x^2(n)`$ approaches a constant as the number of steps approaches $`\overline{D}_{max}`$. Below this plateau $`x^2(n)`$ follows a power law $`<x^2>n^\alpha `$. Figure 6 shows a plot of the exponent $`\alpha `$ from a power law fit for graphs with various average degrees. As can be seen from the plot, the anomalous diffusion exponent is controlled by the average degree. Also, as the average degree increases, the degree distribution approaches a Poisson distribution. At the same time, the power law for $`x^2(n)`$ approaches $`1.6`$. Thus, the exponent for a highly connected random graph with a Poisson degree distribution is $`1.6`$.

A problem with modelling random walks with graphs is that the graph distance does not necessarily correspond to any real spatial distance. For clarification, imagine an embedding of a graph into a flat surface, i.e. random dots connected with lines on a piece of paper. Then, one can calculate $`x^2(n)`$ directly by just following a large number of walkers and averaging their Euclidean distance on the surface measured from where they started as a function of time. Next, repeat this process for a new embedding of the same graph with different distances between the dots but the same connecting lines. It seems reasonable that this disorder averaging will lead to a well-defined value for the exponent. This can then be compared to the results from the adjacency matrix algorithm using the graph distance. The hope is that since both give well-defined power laws for the displacement squared, these two measurements will lead to the same power law, possibly with a different coefficient but with the same exponent. To justify this rigorously, one would have to show that the specific distribution of step sizes in the Euclidean embedding does not affect the diffusion exponent. In other words, graphs only keep track of the number of choices a walker has at each step, not the spatial distance it can go. So for the exponent calculated with the adjacency matrix algorithm to give the same results as a random walk in real space, the number of choices must be the only thing that matters.

One verification that the exponent is insensitive to the details of the spatial distances comes from our numerical calculation of the exponent for different realizations of random graphs with a given degree distribution. We find that the exponents obtained from these agree with each other within the error bars of the fit. On the other hand, the exponent changes when the degree distribution is changed. This means that it is the degree distribution, the distribution of the number of choices a walker has at each step, not the specific realization of the random graph which determines the exponent.

In conclusion, random walks on random graphs exhibit characteristics of anomalous diffusion which can be controlled by the degree distribution of the graph. Since this is drastically different from what one finds for a continuum, it seems that continua and random graphs are fundamentally different structures. Therefore, when restrictions are placed upon the ability of diffusing particles to sample their surroundings, anomalous behavior arises.


text:
# 1 Shown is comparison of the NNLO corrections and the HT contribution to 𝐹₂^𝑝 obtained in the NLO fit.

High twists and the NNLO QCD corrections in DIS

S. I. Alekhin

Institute for High Energy Physics, 142281 Protvino, Russia

## Abstract

We discuss interplay between the high-twist (HT) terms in the operator-product expansion and the next-to-next-to-leading-order (NNLO) QCD corrections to the deep-inelastic-scattering structure functions in analysis of the high-precision data for charged leptons. Under account of the NNLO corrections the observed HT terms change within their experimental errors only and do not vanish in the NNLO.

The high-twist (HT) contribution to the deep-inelastic-scattering (DIS) structure functions arising in the operator-product expansion (OPE) obey the power-like dependence on the momentum transferred $`Q`$. This $`Q`$-dependence of the HT terms differs from the logarithmic-like $`Q`$-dependence typical for the leading-twist (LT) terms. Nevertheless the problem of separation of the HT and LT terms is discussed for many years. This problem was recognized in Ref. and was confirmed with the observation that the HT terms decrease under account of the NLO QCD corrections to the leading-twist (LT) terms in the analysis of DIS data. Later the decrease of the HT terms under account of the NNLO corrections was observed in the analysis  of $`\nu N`$ DIS data . This interplay between the higher-order (HO) corrections and the HT terms is ascribed to both the HO corrections and the HT terms are largest at small $`Q`$ at that the $`Q`$-dependence of HO corrections is similar to the $`Q`$-dependence of HT terms ($`\alpha _s^n(Q)1/Q^m`$). Meanwhile interplay of the HO corrections and the HT terms is possible only if statistical accuracy of the analyzed data is insufficient to disentangle the log-type and power-like contributions to the structure functions (evidently this is the case for the data of Ref. ). In order to study this interplay more accurately and clarify the magnitude of HT terms we performed the analysis of data on DIS of charged leptons, which are by order of magnitude more precise than the neutrino data.

We use in the analysis 2274 data points on the cross sections of DIS scattering of the charged leptons off the proton and deuterium targets  with $`Q^2=2.5÷300`$GeV2 and $`x=410^5÷0.75`$ in order to suppress the theoretical uncertainties which rapidly rise at small $`Q`$ and large $`x`$. The data were described using OPE expansion of the structure functions $`F_{2,\mathrm{L}}`$

$$F_{2,\mathrm{L}}(x,Q)=F_{2,\mathrm{L}}^{\mathrm{LT},\mathrm{TMC}}(x,Q)+\frac{H_{2,\mathrm{L}}(x)}{Q^2}$$

with account of the twist-4 contributions, where the functions $`H(x)`$ are parameterized in the piece-linear form and $`F_{2,\mathrm{L}}^{\mathrm{LT},\mathrm{TMC}}`$ are the LT terms with account of the target-mass corrections. To provide self-consistency of the analysis the LT terms were calculated using the parton distributions fitted simultaneously with the HT terms and the value of strong coupling constant $`\alpha _\mathrm{s}`$. The QCD evolution of parton distributions was performed in the $`\overline{MS}`$ scheme with the fixed number of flavors equal to 3. The QCD evolution equations with the NNLO corrections taken into account using the parameterizations of Ref. were integrated numerically in the $`x`$-space. The code used for the integration was checked against Les Houches benchmark  and demonstrated precision much better than accuracy of the data used in analysis.

The HT contribution to the proton structure function $`F_2^p`$ obtained in the NLO approximation is compared to the NNLO correction to $`F_2^p`$ in Fig.1. The magnitude of $`H_2^{p,\mathrm{NLO}}`$ clearly deviates off 0 within the experimental uncertainties, which are combinations of the statistical, point-to point correlated systematical, and normalization errors in data accounted in the analysis using the covariance matrix approach. Value of the NNLO correction is comparable to $`H_2^{p,\mathrm{NLO}}`$, but its $`Q`$-dependence does not fit to the $`1/Q^2`$ behavior (see Fig.2) and transfer of the NNLO correction to the shift in the HT term is possible only with changing the quality of fit. Alternatively, if effect of the NNLO correction is entirely compensated by the shift in other fitted parameters (e.g. in value of $`\alpha _\mathrm{s}`$), quality of the fit would remain the same at that possible shift in the HT term is at the level of the fluctuations in data. The observed shift of $`H_2^p`$ from the NLO to the NNLO is of the scale of the experimental errors (see Fig.3), i.e. is not statistically significant, while the value of $`\chi ^2/NDP=1.11`$ both for the NLO and the NNLO. At the same time quality of the fit worsens from the NLO to the LO ($`\chi ^2/NDP=1.20`$ in the LO) and this is accompanied by the statistically significant shift of $`H_2^p`$. Summarizing these observations we conclude that poor description of the data in the LO does lead to generation of a fake contribution to HT terms, but this contribution essentially decreases in the NLO (and even more in the NNLO) getting smaller than fluctuations in the existing data. Remaining deviation of $`H_2^p`$ off zero can be considered as a genuine HT contribution to $`F_2^p`$. This contribution is maximal at $`x0.6`$. In this region of $`x`$ the HT term is larger than the experimental error in $`F_2^p`$ up to $`Q^220\mathrm{GeV}^2`$ (see Fig.4) rising for small hadronic invariant mass . This is in disagreement with the results of Ref., but the comparison with that analysis is difficult since it was based on the parameterization of HT terms within the infrared renormalon model.

The errors in HT contribution to the structure functions $`xF_3^{\nu N}`$ obtained in Ref. are much larger than the errors in $`H_2^p`$ obtained in our analysis (see Fig.5). Since the scales of HT terms would be similar in both cases, this means that the precision of existing neutrino data is quite insufficient for the quantitative estimation of the HT terms. In particular, to clarify the conclusion of Ref. about vanishing the HT terms in the NNLO the experiments with luminosity typical for the proposed neutrino factories are required .

In conclusion, we observe that in the analysis of $`lN`$ DIS data the higher-twist terms in structure functions do not vanish even with account of the NNLO QCD corrections. The HT contribution to structure function $`F_2`$ extracted from the comparison to data is maximal at $`x0.6`$. Its relative error is $`20\%`$ in this region that allows for conclusive comparison with different theoretical models. Account of the HT terms in the analysis of existing DIS data is very important because they give non-negligible effect up to $`Q^220\mathrm{GeV}^2`$.