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# Real clocks and the Zeno effect

## I Introduction

The problem of understanding time observables in quantum mechanics has a long and protracted history Muga et al. (2002). One of the key observations in the process of a better formulation of time quantities was carried out by Misra and Sudarshan Misra and Sudarshan (1977), investigating how the measurement of lifetimes could be affected by frequent probes into the evolution of the system under study. It should be pointed out that Misra and Sudarshan placed their work in the context of time observables, making explicit connections to the problem of time of arrival, as discussed by Allcock Allcock (1969a, b, c).

The result of Misra and Sudarshan that a continuously observed unstable particle would never decay was associated by them to the name of Zeno of Elea, and it is under this title that the effect or paradox is currently known. In fact, the effect had been pointed out before in different forms Khalfin (1968); Winter (1961), as was indicated by Chiu, Sudarshan, and Misra Chiu et al. (1977). At any rate, the number of papers referring to the Zeno effect or paradox increased substantially after 1977, and even more so after the crucial experiment of Itano et al. Itano et al. (1990) (for a review of research in the topic up to 1997, with the corresponding bibliography, see Ref. Home and Whitaker (1997); a more up-to-date review of bibliography can be found in Ref. Facchi and Pascazio (2002)).

Another intriguing aspect of time in quantum mechanics is related to decoherence and decoherence rates, both in a general sense, and more specifically as a source of decoherence. Milburn Milburn (1991) proposed a simple modification of quantum dynamics in which the system does not evolve continuously under unitary evolution: it undergoes a sequence of identical unitary transformations, which take place or not according to a Poisson distribution (i.e. the probability that there be $`n`$ such transformations in a time interval $`t`$ is given by a Poisson distribution). This proposal leads to decoherence, while at the same time it conserves energy (a feature lacking in previous models of intrinsic decoherence, such as the well known one of Ghirardi, Rimini and Weber Ghirardi et al. (1986)).

A different aspect of stochasticity in time was put forward in Ref. Egusquiza et al. (1999): the fact that our clocks are not perfect implies that incoherent superpositions of states at different instants of time are going to be necessary to account for the state observed at a given clock instant. The requirements for a clock to be considered good were examined and formalized, leading to a claim of uniqueness for the effective description of good clocks, in terms of a stationary, Gaussian, and Markovian stochastic process.

R. Bonifacio also proposed a generalization of Liouville’s equation just by requiring that time be an stochastic variable and demanding that the a different form of stationarity hold Bonifacio (1999) (see below, eq. (3) and the surrounding discussion, for the expression of this property). He further posed a claim of uniqueness for the probability distribution that encoded stochasticity in time, which he asserted was the $`\mathrm{\Gamma }`$ distribution.

All these three proposals shared the result that, under adequate approximations, the systems behaving according to them would actually follow an evolution equation for the density matrix of the form

$$\dot{\rho }(t)=i[H,\rho (t)]\frac{\kappa ^2}{\vartheta }[H,[H,\rho (t)]],$$
(1)
where we have set $`\mathrm{}`$ to 1, as we do in the following, $`H`$ is the Hamiltonian of the system under consideration, described with the density matrix $`\rho `$ at clock time $`t`$, and $`\kappa `$ and $`\vartheta `$ are constants with dimensions of time. In the formalism of Ref. Milburn (1991), the quotient $`\kappa ^2/\vartheta `$ is associated to the intrinsic time step of the unitary evolutions; in Ref. Egusquiza et al. (1999) $`\kappa `$ stands for the strength of the correlation function of relative errors (the rates of increase or decrease of the clock error at different clock times), whereas $`\vartheta `$ is the correlation time for those relative errors; to be complete we mention that the combination $`\kappa ^2/\vartheta `$ is equivalent to the “chronon” of Ref. Bonifacio (1999).

In fact, this kind of master equation was also known from the analysis of heat baths coupled to the system by a term of the form $`H\mathrm{\Gamma }`$, where $`H`$ is the system’s Hamiltonian, and $`\mathrm{\Gamma }`$ some bath operator (see for instance Carmichael (1993), section 2.3). The explicit connection between the proposal that quantum (and classical!) systems evolve according to non-ideal clocks, on the one hand, and the heat bath language, on the other, was shown in Ref. Egusquiza et al. (1999).

In a recent paper Adler (2003), Stephen Adler, using the language of Itô calculus, considered together both Zeno’s effect and eq. (1), with the result that the Zeno effect would be washed out by the new time scale $`\kappa ^2/\vartheta `$. Given the results of Facchi and Pascazio (and others) Facchi et al. (2001); Facchi and Pascazio (2002), it is rather surprising that the Zeno effect disappears no matter the value of the new time scale. Even more, if this equation is the result of a coupling between the system being considered and the heat bath, the total system (system plus bath) will of necessity present Zeno’s effect.

We should mention, for the sake of completeness, that the idea of errors in time measurements seems to be cropping up in several other contexts by various authors (for a couple of recent examples, see Królikowski (2002); Salgado and Sánchez-Gómez (2002)). The motivation behind most of those efforts seems to be either a desire to understand decoherence better, or the search for modifications of the ordinary quantum axioms regarding evolution. An example of this latter approach is to be found in the series of papers Gainutdinov (1999); Gainutdinov et al. (2002); notice that the specific form of non locality in time put forward in those papers leads to radical modification of the line shape, contrary to the results of Adler’s and our own for non locality due to randomness in the measurement of time.

The purpose of this paper is thus threefold: 1) to present a general formalism that accounts for various different proposals in a unified manner; 2) to examine whether Zeno’s effect is indeed generically washed away by the mere fact that time should be considered as stochastic, or whether the result of Adler’s does not indeed extend to more general situations; 3) to resolve the different claims of uniqueness which seem contradictory.

## II Unified formulation

A good starting point is given by the initial stages of Bonifacio’s formulation Bonifacio (1999), which we present here with a notation and interpretation closer to that of Ref. Egusquiza et al. (1999). Let $`\rho _S(s)`$ represent the density matrix of system $`S`$ at Schrödinger’s ideal time $`s`$; that is to say, $`\rho _S`$ evolves according to von Neumann’s equation

$$\frac{\mathrm{d}}{\mathrm{d}s}\rho _S(s)=i[H,\rho _S(s)]=i\rho _S(s),$$

where $``$ is the Liouvillean (super)operator.

This evolution equation is used to make predictions about the outcomes of experiments, that we can describe in the following manner: after a preparation stage, in which we make sure that we have set the system in a well defined initial state, we let the system evolve a time interval $`t`$ that we measure with our clock. At that instant we measure the value of some observable of the system. Our predictions, in general, will not concern the actual value measured in a single instance of the experiment; they will rather provide us with probability distributions, which will be checked by many repetitions of the experimental procedure.

However, any clock we might use will have intrinsic uncertainties, and the ideal time elapsed in each instance of the experiment will be different, even if we insist on always measuring the same time interval with our clock. We should then realize that the predictions we are required to provide must be predictions in clock time ($`t`$), not in ideal time ($`s`$), that is, we must have a way of computing probability distributions for all observables at time $`t`$. Through the standard arguments, this means that we can encode our predictions in a density matrix at clock time $`t`$, $`\rho (t)`$.

The actual observed/predicted density matrix at clock time $`t`$ will be given by a superposition of the density matrices at different ideal times, under the assumption that, for different realizations of our experiment, the same reading $`t`$ of our clock corresponds to different ideal time intervals, $`s`$, having elapsed since the preparation of the initial state. Let us describe this assumption by a probability density for those ideal times $`s`$ at a fixed $`t`$, $`P(t,s)`$: the actual density matrix, $`\rho (t)`$, will be computed as

$$\rho (t)=_0^{\mathrm{}}𝑑sP(t,s)\rho _S(s)=_0^{\mathrm{}}𝑑sP(t,s)e^{is}\rho _S(0).$$
(2)
Here one simple underlying assumption is that the preparation instant be labelled by $`s=0`$ and $`t=0`$. Another assumption is that we know for certain that, at the instant we let the system go, the state is indeed always the same. Note that a simple way of modifying this assumption would be to allow $`s`$ to be negative. When we introduce later $`\mathrm{\Pi }_\mathrm{G}(t,k)`$, in eq. (9) below, we shall actually relax this condition on $`s`$, as explained at that point.

By the manner in which we have justified the introduction of $`P(t,s)`$, we have already demanded that it be a probability distribution. However, an alternative way of arriving at the same concept would be to assume eq. (2) and that $`\rho (t)`$ indeed be a density matrix (as is to be expected from the general arguments of Gleason’s theorem — see the strengthened version provided by P. Busch Busch (1999)). It would follow that $`P(t,s)`$ would have to be positive, and normalized to 1 when integrated over $`s`$,

$$_0^{\mathrm{}}𝑑sP(t,s)=1.$$

There is yet another important property that this probability density should fulfill: the way in which errors could accumulate should be independent of the instant of time at which we have started the clock. At least it should be so for good clocks; the way new errors are produced should be independent of the error up to that instant. Note however that the error at one clock time $`t+dt`$ does depend on the error at time $`t`$. If this one is very big, it is very unlikely that at a later clock time the error could be zero. Therefore the stationarity requirement we are now discussing cannot be understood as stationarity for the errors in time measurement, but rather as stationarity in the buildup of errors.

In order to obtain a mathematical statement of this stationarity requirement, consider the following setup: a system is prepared in an initial state $`\rho _S(0)`$, and is then evolved a clock time interval $`t_1`$. The state at this clock time is now

$$\rho (t_1)=_0^{\mathrm{}}𝑑s_1P(t_1,s_1)e^{is_1}\rho _S(0).$$

By whichever means, the state is then frozen, and then we let it evolve a further time interval $`t_2`$. This is another way of saying that we repeat the evolution, but now for a different time interval, and with an initial state that is now $`\rho (t_1)`$. The end result would be the density matrix

$$\rho (t_1+t_2)=_0^{\mathrm{}}𝑑s_2P(t_2,s_2)e^{is_2}\rho (t_1)=_0^{\mathrm{}}𝑑s_2P(t_2,s_2)e^{is_2}_0^{\mathrm{}}𝑑s_1P(t_1,s_1)e^{is_1}\rho _S(0).$$

On the other hand, that freezing of the state need not be real, it is simply a tool of our imagination, and the density matrix at the end must be given by

$$\rho (t_1+t_2)=_0^{\mathrm{}}𝑑sP(t_1+t_2,s)e^{is}\rho _S(0).$$

This entails the following condition on the probability density $`P`$:

$$P(t_1+t_2,s)=_0^s𝑑s^{}P(t_2,ss^{})P(t_1,s^{}),$$
(3)
which is the mathematical expression of the stationarity requirement.

In order to solve this functional equation, it is useful to use Fourier transforms. Define

$$\mathrm{\Pi }(t,k)=_0^{\mathrm{}}𝑑sP(t,s)e^{iks}.$$

Note for further use the following set of facts: since $`P`$ is a probability distribution for the stochastic variable $`s`$, it follows that $`\mathrm{\Pi }(t,0)=1`$ (remember that $`s`$ is stochastic with respect to the clock time which we measure); since $`P`$ has support only on the positive half-line (as we are currently assuming) $`\mathrm{\Pi }(t,k)`$ will have singularities only on the lower half of the complex $`k`$ plane. If all moments in $`s`$ of the probability distribution $`P`$ existed, then $`\mathrm{\Pi }(t,k)`$ would be analytic at $`k=0`$.

By means of this definition, equation (3) is transformed into the algebraic equation

$$\mathrm{\Pi }(t_1+t_2,k)=\mathrm{\Pi }(t_1,k)\mathrm{\Pi }(t_2,k),$$

with solution

$$\mathrm{\Pi }(t,k)=\left[g(k)\right]^{t/\lambda },$$
(4)
where the dimensionful parameter $`\lambda `$ has been introduced to adimensionalize the exponent, and $`g(k)`$ is an arbitrary function. Thus, $`\lambda `$ and $`g(k)`$ fully determine the characteristic function $`\mathrm{\Pi }(t,k)`$, and consequently, the probability densities $`P(t,s)`$. The physical significance of $`\lambda `$ and $`g(k)`$ will become clear soon. For the time being, it is worth noticing that $`g(k)`$ is the characteristic function of the probability density $`P(t,s)`$ at time $`t=\lambda `$, and that changes in the parameter $`\lambda `$ can be compensated by a change in the function $`g(k)`$ as follows. Let $`g_\lambda (k)`$ be an arbitrary function that determines $`\mathrm{\Pi }(t,k)`$ together with the parameter $`\lambda `$, that is to say, under the condition $`\mathrm{\Pi }(\lambda ,k)=g_\lambda (k)`$. It is then straightforward to see that the same distribution $`\mathrm{\Pi }(t,k)`$ can be described in terms of a new function $`g_\mu (k)`$ and parameter $`\mu `$, such that $`g_\lambda (k)=\left[g_\mu (k)\right]^{\lambda /\mu }`$.

The requirement that $`\mathrm{\Pi }(t,k)`$ be the Fourier transform of a probability density, with the definition above, implies that $`g(0)=1`$. Similarly, the condition on the location of the singularities also applies to $`g(k)`$. Additionally, if we make the further hypothesis that all ($`s`$) moments of the density $`P(t,s)`$ exist, this would entail that $`g(k)`$ would have to be analytic at $`k=0`$. It is also clear that $`g(k)0`$ on the real line as $`|k|\mathrm{}`$, if $`P(t,s)`$ is a continuous density.

Assuming the existence of the first two moments (in $`s`$) of the distribution $`P(t,s)`$, we can make the following interesting statements derived from the form of $`\mathrm{\Pi }(t,k)`$ expressed in eq. (4). The expectation value of $`s`$ is given by

$$s=_0^{\mathrm{}}𝑑sP(t,s)s=i_k\mathrm{\Pi }(t,k)|_{k=0}=\frac{ig^{}(0)}{\lambda }t,$$

where we have taken into account that $`g(0)=1`$. Observe that the expectation value is proportional to $`t`$, and that it is indeed exactly $`t`$ if $`\lambda =ig^{}(0)`$. It is immediate to appreciate that the ratio $`ig^{}(0)/\lambda `$ measures the systematic drift of the expected values of time. The systematic drift can be eliminated by recalibration of the clock, identified by its characteristic function, and, indeed, the ratio $`ig^{}(0)/\lambda `$ is invariant under the transformations $`\lambda \mu `$ above, and pertains exclusively to the function $`\mathrm{\Pi }(t,k)`$: if it is the case that $`\lambda =ig_\lambda ^{}(0)`$, it is then true that $`\mu =ig_\mu ^{}(0)`$. As to the variance, one can easily compute

$$\mathrm{\Delta }s^2=_0^{\mathrm{}}𝑑sP(t,s)(ss)^2=\frac{1}{\lambda }\left(g^{\prime \prime }(0)+g^{}(0)^2\right)t,$$

whence we see that $`\mathrm{\Delta }s\sqrt{t}`$ (with an adequate dimensionful proportionality constant).

The simplest function that fits those criteria (to recap: $`g(0)=1`$, analyticity at $`k=0`$, all singularities in the lower half plane, and $`g(k)0`$ as $`|k|\mathrm{}`$ on the real line), and presents a singular point, is

$$g_\mathrm{B}(k)=\frac{1}{1ik\tau },$$

where $`\tau `$ is a real number with dimensions of time. Notice that we are actually choosing a family of probability densities parametrized by $`\lambda `$, i.e. by the instant of time at which the characteristic function $`\mathrm{\Pi }(t,k)`$ equals $`g_\mathrm{B}(k)`$. For each member of the family, as we shall see below, the meaning of the characteristic time $`\tau `$ will be slightly different. The subscript $`B`$ stands for Bonifacio: the probability density derived from this choice is

$$P_\mathrm{B}(t,s)=\frac{1}{\tau }\frac{e^{s/\tau }}{\mathrm{\Gamma }(t/\lambda )}\left(\frac{s}{\tau }\right)^{t/\lambda 1},$$

which is exactly the one put forward in Ref. Bonifacio (1999). The expectation value is $`s=\tau t/\lambda `$, and the dispersion $`\mathrm{\Delta }s=\tau \sqrt{t/\lambda }`$. This means that among all the different members of this family of distributions, the one labelled by $`\lambda =\tau `$ is the only one for which there is no systematic drift in the expectation value of time; in which case $`\tau `$ gives the rate of growth of the dispersion of the successive probability densities $`P(t,s)`$.

Another simple alternative, with a very different analytic structure associated to periodicity, is given by

$$g_\mathrm{M}(k)=\mathrm{exp}\left(e^{ik\tau }1\right),$$

where, again, $`\tau `$ is a real number with dimensions of time, and the subscript $`M`$ now stands for Milburn. This function $`g_\mathrm{M}(k)`$ is an entire periodic function, bounded on the real line (but of course not everywhere, in keeping with Liouville’s theorem). On performing the inverse Fourier transform, one is led to the discrete probability density

$$P_\mathrm{M}(t,s)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}\left(\frac{t}{\lambda }\right)^ne^{t/\lambda }\delta (sn\tau ),$$

which is precisely that proposed in Ref. Milburn (1991) (eq. (2.7); in order to make the identification between this formulation and the original one it is convenient to use the construction of the next section). This discrete probability density has the interpretation provided in that paper: the probability that there be $`n`$ identical unitary transformations of the density matrix, $`\mathrm{exp}(i\tau )\rho (0)`$ in a time interval $`t`$ is given by the Poisson distribution. The expectation value $`s`$ and the dispersion are given by the same expressions as those for $`g_\mathrm{B}(k)`$.

The two $`g`$ functions presented above do not of course exhaust all possible alternatives. Just as an example, consider

$$g_\mathrm{a}(k)=\frac{1}{(1ik\tau )(1ik\sigma )},$$

where both $`\tau `$ and $`\sigma `$ are positive time quantities (the subindex a stands for “alternative”). Note that if $`\tau `$ and $`\sigma `$ are equal the resulting probability would be $`P_\mathrm{B}(2t,s)`$, which could also be phrased as $`P_\mathrm{B}(t,s)`$ by halving the value of $`\lambda `$. Without loss of generality, let $`\tau >\sigma `$. The resulting probability density is

$$P_\mathrm{a}(t,s)=\theta (s)\frac{\sqrt{\pi }}{\mathrm{\Gamma }(t/\lambda )}\frac{1}{\sqrt{\sigma \tau }}\left(\frac{s}{\tau \sigma }\right)^{1/2+t/\lambda }e^{(\tau +\sigma )s/2\sigma \tau }I_{t/\lambda 1/2}\left(\frac{(\tau \sigma )s}{2\sigma \tau }\right),$$

with $`I_\nu (z)`$ the modified Bessel function. This probability density serves as a counterexample to the uniqueness claim presented in Ref. Bonifacio (1999). It should be pointed out that we make no claim whatsoever to the greater physical significance of this distribution, as compared to $`P_\mathrm{B}`$, and they are to be evaluated according to their fitting whatever phenomena we would like to describe. The expectation value computes to be $`s=(\sigma +\tau )t/\lambda `$, while the dispersion reads $`\mathrm{\Delta }s=\sqrt{(\tau ^2+\sigma ^2)t/\lambda }`$.

## III The master equation

Direct comparison of the second integral in equation (2) with the definition of $`\mathrm{\Pi }(t,k)`$ tells us that we can write the averaging process leading to the observed density matrix at clock time $`t`$ in the form

$$\rho (t)=\mathrm{\Pi }(t,)\rho _S(0)=e^{(t/\lambda )\mathrm{ln}\left[g()\right]}\rho _S(0).$$
(5)
By using the eigenoperators of the Liouvillean, that is to say, operators of the form $`|nm|`$, where $`|n`$ and $`|m`$ are eigenstates of the Hamiltonian, we can write the exact evolution of the components of the density matrix in that basis: let $`\rho (t)`$ be given by $`_{m,n}\rho _{nm}|nm|`$. The components of the observed density matrix at clock time $`t`$ are related to those at time $`0`$ by

$$\rho _{nm}(t)=\mathrm{\Pi }(t,E_mE_n)\rho _{nm}(0).$$
(6)
This formal exact solution is very useful when analyzing simple systems; however, it might be cumbersome in more involved situations, and some other simplifications and limits might come in handy. For this reason, let us rewrite eq. (5) as a differential equation,

$$\dot{\rho }(t)=\frac{1}{\lambda }\mathrm{ln}\left[g()\right]\rho (t).$$
(7)
Since $`g(0)=1`$ and $`g(k)`$ must be analytic at $`k=0`$, eq. (7) admits an expansion whose first terms will be

$$\dot{\rho }(t)=\frac{1}{\lambda }\left(g^{}(0)\frac{1}{2}(g^{\prime \prime }(0)+g^{}(0)^2)^2+\mathrm{}\right)\rho (t),$$

or, taking into account that this expansion is actually the expansion of the generating function of the cumulants,

$$\dot{\rho }(t)=\left(i\frac{s}{t}\frac{1}{2}\frac{\mathrm{\Delta }s^2}{t}^2+\mathrm{}\right)\rho (t).$$
(8)
In order for this expansion to be physically relevant it is clear that there must be either a renormalization of the energy, or else the first coefficient of the Taylor expansion of $`g(k)`$ around $`k=0`$ must be given by $`g^{}(0)=i\lambda `$. In other words, the clock must be such that it adequately tracks ideal time, with no rescaling being necessary. Hence forward we shall assume that the statement $`g^{}(0)=i\lambda `$ does indeed hold (which entails a relation among the parameter $`\lambda `$ and the characteristic times appearing in $`g(k)`$). It would be also pertinent to have some explanation for the validity of the expansion, which both for $`g_\mathrm{B}(k)`$ and $`g_\mathrm{M}(k)`$ reads, to second order in $`k`$, and making use of $`\lambda =\tau `$ (which is the specific form of the condition $`g^{}(0)=i\lambda `$),

$$g_{\mathrm{B},\mathrm{M}}(k)=1+i\tau k\tau ^2k^2+O\left(\tau ^3k^3\right)\dot{\rho }(t)=\left(i\frac{\tau }{2}^2+\mathrm{}\right)\rho (t).$$

These examples lead us to understand the expansion (8) as valid if the characteristic time of evolution (whose inverse gives us the characteristic expansion scale of $``$) is much larger than the time constants that appear in the definition of the $`g`$ functions. In fact, those time constants, such as $`\tau `$ \[or $`\sigma `$ and $`\tau `$ for $`g_\mathrm{a}(k)`$\], characterize either the period (in cases such as $`g_\mathrm{M}(k)`$) or the closest singularities to the point $`k=0`$, so it is sensible to expect that this expansion will only be valid for characteristic evolution times larger than them, under the further demand that there is no resonant effect.

In fact, Milburn Milburn (1991) provided an explicit example of the breaking down of the expansion due to a resonant effect, by examining the average value of an oscillator and noticing that some frequencies would lead to the freezing of the evolution of the oscillator, namely the harmonics of the evolution frequency $`2\pi /\tau `$. Indeed, one should use in eq. (6)

$$\mathrm{\Pi }_\mathrm{M}(t,E_mE_n)=\mathrm{exp}\left[\frac{t}{\tau }\left(e^{i\tau (E_mE_n)}1\right)\right],$$

leading to freezing of the element $`\rho _{nm}(t)`$ of the density matrix if $`E_mE_n=2\pi l/\tau `$, with $`l`$ an entire number, i.e. in the presence of a resonance among the characteristic times of system and real clock.

## IV Alternative stochastic realizations

A completely different notation for the very same conceptual setup presented in section II is that of path integrals. This will allow a more compact writing of some expressions, and will be of use in establishing a different set of approximations and connections with other models. The basic assumption is the following: a given clock time $`t`$ can correspond to different ideal times $`s`$. These, therefore, give rise to a stochastic function of $`t`$, $`s(t)`$, which we will find convenient to write as $`s(t)=t+\mathrm{\Delta }(t)`$; that is to say, $`\mathrm{\Delta }(t)`$ is the (stochastic) error associated with clock time $`t`$. The different probability densities $`P(t,s)`$ lead to corresponding probability densities for the error variable. The stationarity requirement of eq. (3) requires slightly more delicate handling. Let us go back to the use we have made of the probabilities $`P(t,s)`$. We have set an initial time $`t_0`$, that we have so far denoted by $`0`$, at which instant we are agreed that the elapsed ideal and clock time interval are both zero, and the density matrix is some initial $`\rho (t_0)`$ (which is for present purposes an unevolved matrix, and therefore there is no real distinction nor need to indicate the subscript $`S`$). Then some interval $`t`$ has elapsed according to our clock, which reads the instant $`t_0+t`$; in ideal time an interval $`s`$ has elapsed, associated to an instant in ideal time $`t_0+s`$. The stationarity condition means that we should not care whether $`t_0`$ is 5 or 55, in order to determine the probability that an interval $`s`$ in ideal time has elapsed when the clock interval is $`t`$. This condition can thus be translated into the following one on the error stochastic variable: that the relative error be a stationary stochastic process. In other words, that $`\mathrm{\Delta }(t)`$ be written as $`_0^t𝑑\xi \alpha (\xi )`$, and that this $`\alpha (t)`$ be stationary. Furthermore, since no negative time interval can ever elapse, we need to have $`\alpha (t)1`$ always (this was also explained in Egusquiza et al. (1999) as due to “good” causality: if it were possible to have relative errors smaller than $`1`$, we would see the clock going backwards) . We see that very often it is more convenient to deal with the relative error process, and we shall write our path integrals in terms of this stochastic function, with weight $`𝒫[\alpha ]`$. In this manner, we recover the probability density $`P(t,s)`$ as a sum over all possible sequences of relative errors (this is what $`𝒟\alpha `$ will stand for), weighted with probability functional $`𝒫[\alpha ]`$, restricted to those sequences for which it happens that $`t+\mathrm{\Delta }(t)`$ equals $`s`$:

$$P(t,s)=𝒟\alpha 𝒫[\alpha ]\delta (t+\mathrm{\Delta }(t)s),\mathrm{\Delta }(t)=_0^t𝑑\xi \alpha (\xi ).$$

Since $`\alpha (t)1`$, the simplest possible choice for the functional weight $`𝒫[\alpha ]`$, namely a Gaussian weight, is not feasible. Another way to see that this is indeed the case is to compute the Fourier transform of the probability density

$$\mathrm{\Pi }(t,k)=𝒟\alpha 𝒫[\alpha ]e^{ikt}e^{ik\mathrm{\Delta }(t)}$$

for a Gaussian weight, $`𝒫_\mathrm{G}[\alpha ]=\mathrm{exp}\left[\frac{1}{2}𝑑\xi 𝑑\xi ^{}\alpha (\xi )c^1(\xi \xi ^{})\alpha (\xi ^{})\right]`$ (for simplicity we have taken $`\alpha (t)=0`$; this actually implies that the average value of $`s`$ is $`t`$, thus choosing the correct scaling):

$$\mathrm{\Pi }_\mathrm{G}(t,k)=𝒟\alpha e^{\frac{1}{2}{\scriptscriptstyle 𝑑\xi 𝑑\xi ^{}\alpha (\xi )c^1(\xi \xi ^{})\alpha (\xi ^{})}}e^{ikt}e^{ik\mathrm{\Delta }(t)}=e^{ikt}e^{\frac{k^2}{2}_0^t𝑑\xi _0^t𝑑\xi ^{}c(\xi \xi ^{})}=e^{ikt}e^{k^2f(t)},$$
(9)
where $`c(\xi )`$ is the correlation function of relative errors,

$$\alpha (t)\alpha (t^{})=𝒟\alpha 𝒫_\mathrm{G}[\alpha ]\alpha (t)\alpha (t^{})=c(tt^{}),$$

$`c^1(\xi )`$ its functional inverse, and $`f(t)`$ is explicitly defined in the last equality of eq. (9).

Condition (4) can only hold for a Gaussian functional weight, as can be seen from comparison with eq. (9), if $`g(k)=\mathrm{exp}(ik\lambda )`$, which means that the clock is perfect and always gives perfect ideal time, i.e. $`P(t,s)=\delta (ts)`$.

On the other hand, a real clock could perfectly well go back in time, in which case the restriction above would no longer hold. The stationarity requirement (3), would need not hold either, since the imaginary process by which we arrived at it could now entail retrodictions. The generic form of the Fourier transform of the probability density for a Gaussian functional weight centered at $`\alpha (t)=0`$ (as we must demand to avoid systematic slipping of the clock) is of the form

$$\mathrm{\Pi }_\mathrm{G}(t,k)=e^{ikt}e^{k^2f(t)},$$

as computed above, and the corresponding probability density

$$P_\mathrm{G}(t,s)=\frac{1}{2\sqrt{\pi f(t)}}e^{(ts)^2/4f(t)},$$

where $`s`$ is no longer restricted to being positive. The Gaussian process leads to an effective evolution equation

$$\dot{\rho }_\mathrm{G}(t)=\left(i\dot{f}(t)^2\right)\rho _\mathrm{G}(t),$$

which is precisely of the form of the master equation (1), with a time dependent coefficient. The reason for the coefficient of the linear term in $``$ to be $`i`$ is that the average value $`\alpha (t)`$ is zero. If it were not zero, then this coefficient would acquire a factor $`1+\alpha (t)`$. Concentrating now on the quadratic term in $``$, let us point out that the case of a constant coefficient corresponds to the Wiener process for the absolute errors. Notice that all the higher order cumulants vanish and the master equation is exactly given by the first two terms.

This signals that whenever we can simulate the evolution of the quantum system by the master equation (1), we can perform multi-time (and single time) computations using a Gaussian Markovian stationary functional weight $`𝒫[\alpha ]`$: the Ornstein-Uhlenbeck process, in fact, in the stationary regime. Let us be more specific about this issue. If we indeed were to use the Ornstein-Uhlenbeck process for the relative errors, with correlation function $`\alpha (t)\alpha (t^{})=(\kappa /\vartheta )^2\mathrm{exp}(|tt^{}|/\vartheta )`$, the function $`f(t)`$ would be

$$f_{\mathrm{OU}}(t)=\kappa ^2\left(\frac{t}{\vartheta }1+e^{t/\vartheta }\right),$$

and the effective evolution equation would read

$$\dot{\rho }_{\mathrm{OU}}(t)=\left(i\frac{\kappa ^2}{\vartheta }\left(1e^{t/\vartheta }\right)^2\right)\rho _{\mathrm{OU}}(t),$$

which indicates that there is a transient effect up to times of the order of the correlation time for the process, $`\vartheta `$. Notice that at $`t=0`$ there are no non-Liouvillean terms, due to the specific character of the transient of the correlation function. As we shall see, this will be particularly relevant in Zeno’s effect. After times of order $`\vartheta `$, the evolution is dictated by the master equation (1). For the sake of later convenience, observe that the characteristic function of the master equation, under the identification $`\tau =2\kappa ^2/\vartheta `$, is given by

$$\mathrm{\Pi }_{\mathrm{m}.\mathrm{e}.}(t,k)=e^{iktk^2\tau t/2}.$$

Quite obviously, the subscript m.e. stands for “master equation.”

## V The Zeno effect

The generality of Zeno’s effect has been shown in very many forms. An early clear description of the general character of the effect was provided by Chiu, Sudarshan, and Misra Chiu et al. (1977): if the Hamiltonian is bounded from below, and the initial state is such that the expectation value of the Hamiltonian is finite, then the derivative of the survival probability with respect to time at the initial instant is zero, which entails that the decay of the survival probability is slower than any exponential. The survival probability at ideal time $`s`$ is given by $`\mathrm{Tr}\left\{\rho (0)\left[\mathrm{exp}(is)\rho (0)\right]\right\}`$. As, under these conditions, this survival probability has no linear term, close to $`s=0`$, on performing sufficiently frequent measurements we find that the survival probability at any later time is equal to 1: the system is confined to its initial state. On the other hand, if the survival probability did indeed have a linear term in $`s`$, then the evolution under frequent measurements would be an exponential decay, with the decay constant given by the coefficient of the linear term.

We shall now investigate whether the uncertainties in time do eliminate Zeno’s effect from taking place. The quantity we want to investigate is the survival probability, that is, given an initial state $`\rho (0)`$, we should compute

$$p(t)=\mathrm{Tr}\left[\rho (0)\rho (t)\right],$$

where we measure the time elapsed with a real clock, and, therefore \[see eq. (5)\]

$$p(t)=\mathrm{Tr}\left\{\rho (0)\left[\mathrm{\Pi }(t,)\rho (0)\right]\right\}.$$

Note that the objects which include the Liouvillean are super-operators, not operators. This entails a slight complication of notation, which we will fix by requiring that super-operators act on everything on their right.

For measurements of time intervals that satisfy the stationarity constraint (3), the linear term in clock time of the survival probability is given by

$$\frac{1}{\lambda }\mathrm{Tr}\left\{\rho (0)\mathrm{ln}\left[g()\right]\rho (0)\right\},$$

which, in terms of the energy basis, can be written as

$$\frac{2}{\lambda }\underset{n>m}{}\left|\rho _{nm}(0)\right|^2\mathrm{ln}\left|g(E_nE_m)\right|.$$

Unless this quantity is zero, the quantum Zeno effect will not take place (notice by the way in the previous computation that, by construction, $`g(k)^{}=g(k)`$ for real $`k`$.).

Let us assume the validity of the expansion in eq. (8), with $`s=t`$, and further that the initial state is a pure state, $`\rho (0)=|aa|`$. In such a situation, the linear term will have a leading term of the form

$$\frac{\mathrm{\Delta }s^2}{2t}\mathrm{Tr}\left[\rho (0)^2\rho (0)\right]=\frac{\mathrm{\Delta }s^2}{t}\left(\mathrm{\Delta }H\right)^2,$$

where $`\left(\mathrm{\Delta }H\right)^2=a|H^2|aa|H|a^2`$. That is to say, the small time survival probability will be

$$p(t)=1\frac{\mathrm{\Delta }s^2}{\tau _Z^2}+\mathrm{},$$

with $`\tau _Z=1/\mathrm{\Delta }H`$. No Zeno effect survives: frequent measurements of a system will not maintain it in the initial state, since $`\mathrm{\Delta }s^2t`$. There will be an exponential decay no matter how fast the measurements are! Admittedly with a very small decay constant, but exponential nonetheless. We can reobtain this result in a slightly different fashion, by noting that all terms of the Taylor expansion of the (ideal) survival probability in ideal time $`s`$ contribute to a linear term in $`t`$ when we perform the averaging with $`P(t,s)`$: all cumulants are proportional to $`t`$, as we have seen, and this is itself a consequence of the stationarity property.

For general clocks, that do not necessarily fulfill stationarity condition (3), the term linear in time will be of the form $`\mathrm{Tr}\left[\rho (0)_t\mathrm{\Pi }(0,)\rho (0)\right]`$, generically non vanishing. In the Gaussian case, which is not stationary in the sense of eq. (3), with initial pure state, leads to

$$p_\mathrm{G}(t)=1\frac{2\dot{f}(0)}{\tau _Z^2}t+O(t^2).$$

Thus a very special situation is associated with the Ornstein-Uhlenbeck clock, for which $`\dot{f}(0)=0`$, and Zeno’s effect survives. Note however the exceptional character of this case, due to the specific form of the transient.

We have thus shown that clock errors generically wash out any possible Zeno effect. This being the case, how can we explain the experimental results of Itano et al. Itano et al. (1990)? Forgoing an analysis in terms of the full three-level system coupled to the electromagnetic field Braunstein and Milburn (1995); Ballentine (1991); Block and Berman (1991); Frerichs and Schenzle (1991); Beige and Hegerfeldt (1996), and neglecting optical pumping due to the measuring laser, we can concentrate on the following conceptual setup: consider a two level system undergoing a $`\pi `$-pulse Rabi oscillation. At regular intervals the system is queried as to the state it is in, whether the first or the second level. Formally, at regular intervals the coherences of the density matrix, $`\rho _{12}`$ and $`\rho _{21}`$ are set to zero. In the standard analysis, the evolution between measurements is ordinary unitary Schrödinger evolution with the Hamiltonian $`H=\frac{\mathrm{\Omega }}{2}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$. Given an initial density matrix $`\rho (0)=\left(\begin{array}{cc}b& 0\\ 0& 1b\end{array}\right)`$, and measurements at intervals $`\pi /(n\mathrm{\Omega })`$, the probability of finding the system in the second level $`\left(\begin{array}{c}0\\ 1\end{array}\right)`$ after time $`\pi /\mathrm{\Omega }`$ is

$$p_2\left(\frac{\pi }{\mathrm{\Omega }}\right)=\frac{1}{2}+\left(\frac{1}{2}b\right)\mathrm{cos}^n\left(\frac{\pi }{n}\right).$$

If the evolution and measurement process were to take place according to a clock with characteristic function $`\mathrm{\Pi }(t,k)`$, the population of the second level would read

$$p_2\left(\frac{\pi }{\mathrm{\Omega }}\right)=\frac{1}{2}+\left(\frac{1}{2}b\right)𝒞^n\left(\frac{\pi }{n}\right),$$

where

$$𝒞(t)=\frac{1}{2}\left[\mathrm{\Pi }(t,\mathrm{\Omega })+\mathrm{\Pi }(t,\mathrm{\Omega })\right].$$

It is worth mentioning that in the case of a perfect clock, for which $`\mathrm{\Pi }_{\mathrm{perfect}}(t,k)=\mathrm{exp}(ikt)`$ both expressions coincide, as they should.

In order to illustrate this result numerically, let us consider the characteristic function of the master equation, which leads to

$$p_2\left(\frac{\pi }{\mathrm{\Omega }}\right)=\frac{1}{2}+\left(\frac{1}{2}b\right)e^{\mathrm{\Omega }\tau \pi /2}\mathrm{cos}^n\left(\frac{\pi }{n}\right).$$

For the system examined by Itano et al., $`\mathrm{\Omega }=\pi /256\mathrm{ms}^1`$, and $`\tau `$ should be larger than $`10^5`$ s for it to have any noticeable effect. As a matter of fact, $`\tau `$ should be larger than $`10^4`$ s for the effect to compete with optical pumping due to the measuring laser. On the other hand, the coherence times mentioned in Itano et al. (1990) (550 s) lead to $`\tau 10^4`$ s; additionally, the precisions mentioned for time quantities in their experiment are of the order $`10^5`$ s or better. It follows that the inhibition of transitions from level 1 to level 2 due to frequent measurement is still in place, even though no “perfect” Zeno effect could take place if the clocks themselves are not perfect.

## VI Examples: oscillating and decaying systems

Consider an oscillating system in initial state $`|a`$ evolving under the Hamiltonian $`H`$,

$$H=\left(\begin{array}{ccc}0& \mathrm{\Omega }& 0\\ \mathrm{\Omega }& 0& K\\ 0& K& 0\end{array}\right),|a=\left(\begin{array}{c}1\\ 0\\ 0\end{array}\right).$$

It is easy to compute the exact survival probability under unitary evolution with the preceding Hamiltonian, and then perform the averaging over clock errors, leading to

$$p(t)=\frac{1}{\mathrm{\Omega }^4}\left\{K^4+\frac{\mathrm{\Omega }^4}{2}+2K^2\mathrm{\Omega }^2\mathrm{Re}\left[\mathrm{\Pi }(t,\mathrm{\Omega }^{})\right]+\frac{\mathrm{\Omega }^4}{2}\mathrm{Re}\left[\mathrm{\Pi }(t,2\mathrm{\Omega }^{})\right]\right\},$$

where $`\mathrm{\Omega }^{}=\sqrt{\mathrm{\Omega }^2+K^2}`$.

The small time expansion of this exact evolution in the case of the decohering master equation (1), with $`\tau =2\kappa ^2/\vartheta `$, is quite simply

$$p_{\mathrm{m}.\mathrm{e}.}(t)1\mathrm{\Omega }^2\tau t+O(t^2).$$

It is immediate to see that there will be no full Zeno effect, since there is a linear term in the expansion.

If we were to use $`g_\mathrm{M}(k)`$, the full result would be

$$p_\mathrm{M}(t)=\frac{1}{\mathrm{\Omega }^4}\left[K^4+\frac{\mathrm{\Omega }^4}{2}+2K^2\mathrm{\Omega }^2e^{(1\mathrm{cos}\mathrm{\Omega }^{}\tau )t/\tau }\mathrm{cos}\left(\frac{t}{\tau }\mathrm{sin}\mathrm{\Omega }^{}\tau \right)+\frac{\mathrm{\Omega }^4}{2}e^{(1\mathrm{cos}2\mathrm{\Omega }^{}\tau )t/\tau }\mathrm{cos}\left(\frac{t}{\tau }\mathrm{sin}2\mathrm{\Omega }^{}\tau \right)\right].$$

A particularly interesting aspect of this expression is that whenever $`\mathrm{\Omega }^{}=2n\pi /\tau `$ the Zeno effect reappears: the motion of the system is indeed frozen, as Milburn pointed out for different reasons.

Finally, for good Ornstein-Uhlenbeck clocks we find

$$p_{\mathrm{OU}}(t)=\frac{1}{\mathrm{\Omega }^4}\left(K^4+\frac{1}{2}\mathrm{\Omega }^4+2K^2\mathrm{\Omega }^2e^{\kappa ^2\mathrm{\Omega }^2\left(t/\vartheta 1+e^{t/\vartheta }\right)}\mathrm{cos}(\mathrm{\Omega }^{}t)+\frac{1}{2}\mathrm{\Omega }^4e^{4\kappa ^2\mathrm{\Omega }^2\left(t/\vartheta 1+e^{t/\vartheta }\right)}\mathrm{cos}(2\mathrm{\Omega }^{}t)\right).$$
(10)
As soon as $`t`$ is substantially bigger than the correlation time of the OU clock the two survival probabilities computed with the master equation and with the OU probability weight coincide. However, for small times their behaviour is radically different: there is no linear term in $`t`$ in the expansion of $`p_{\mathrm{OU}}(t)`$, in keeping with the general formal result presented above.

Let us now perform an analogous computation for a model of a decaying system, in such a way that we can extrapolate without difficulty to more general decaying processes. On the by-side we will obtain an expression for the line shape, confirming generically the result of Adler’s that it is not modified by phase decoherence Adler (2003).

Consider thus a system with a discrete orthogonal basis $`\{|a\}\{|\omega \}_\omega `$, where $`\omega `$ takes values in some discrete set of frequencies, and such that the Hamiltonian can be written as $`H=H_0+V`$, with

$$H_0=\omega _a|aa|+\underset{\omega }{}\omega |\omega \omega |,$$
(11)
and the only nonzero elements of $`V`$ being $`a|V|\omega `$ and their complex conjugates. The initial state will be the pure state $`|a`$. This system is a simplified model of decay from this pure state to the rest of Hilbert space.

By using the resolvent, $`G(z)=(zH)^1`$, the exact Dyson-Schwinger’s equation

$$G(z)=G_0(z)+G_0(z)VG(z)$$

for this system can be solved to

$`G_a(E)`$ $`=`$ $`{\displaystyle \frac{1}{E\omega _a\mathrm{\Sigma }_a(E)}},`$ (12)
$`G_\omega (E)`$ $`=`$ $`{\displaystyle \frac{\omega |V|a}{(E\omega )(E\omega _a\mathrm{\Sigma }_a(E))}},`$ (13)
where

$$G_a(z)=a|G(z)|a,G_\omega (z)=\omega |G(z)|a,$$

and

$$\mathrm{\Sigma }_a(E)=\underset{\omega }{}\frac{|a|V|\omega |^2}{E\omega }$$
(14)
is the exact self-energy for this model. In more general models, it is still the case that we can write the expectation value of the resolvent in state $`|a`$ in terms of the self-energy $`\mathrm{\Sigma }_a(E)`$, as expressed in eq. (12). The change will come about because of the modifications of the self-energy, which will no longer be determined by eq. (14). The transition quantity $`G_\omega (E)`$ will also have a different expression.

The small time behaviour of the survival amplitude in ideal time $`s`$ is determined by the large energy behaviour of $`G_a(E)`$, and, consequently, of the large energy behaviour of the self-energy. In our specific example it is very easy to see that, for energies large in comparison to all $`\omega `$ values,

$$\mathrm{\Sigma }_a(E)\frac{1}{E}\underset{\omega }{}|a|V|\omega |^2=\frac{1}{E}\left(a|H^2|aa|H|a^2\right)=\frac{1}{\tau _Z^2E}.$$

Under general assumptions, and for large energies, the self-energy function has exactly the same structure $`\mathrm{\Sigma }_a(E)1/\tau _Z^2E`$ for generic models. Then, since the survival probability amplitude $`𝒜(s)`$ is determined by the resolvent and hence by the self-energy through

$$𝒜(s)=\frac{i}{2\pi }_B𝑑Ee^{iEs}G_a(E),$$

where by $`B`$ here we denote the adequate integration path, the survival probability at small ideal time $`s`$ is Facchi and Pascazio (2002)

$$p_{\mathrm{ideal}}(s)=\left|𝒜(s)\right|^21+\frac{2}{4+\omega _a^2\tau _Z^2}\left[\mathrm{cos}\left(\sqrt{4+\omega _a^2\tau _Z^2}\frac{s}{\tau _Z}\right)1\right].$$
(15)
On performing the averages for Eq. (15), we obtain

$$p(t)1+\frac{2}{4+\omega _a^2\tau _Z^2}\left[\mathrm{Re}\mathrm{\Pi }(t,\sqrt{\omega _a^2+4/\tau _Z^2})1\right].$$

The objection might be posed that small $`t`$ does not imply that $`s`$ is small (the comparison term in order to state the smallness or otherwise of these dimensionful quantities is always taken to be the characteristic evolution time of the system). However, we have seen above that clocks that satisfy the stationarity requirement of eq. (3) display an average value of $`s`$ that tracks $`t`$, and that the dispersion is given as $`\mathrm{\Delta }s^2t`$. It then follows that indeed we can approximate small $`t`$ behaviour by extracting the small $`s`$ behaviour and then averaging.

We see again that through this method we recover again that there is a linear term, and that the disappearance of Zeno’s effect is completely generic. An exception can be found in the OU clock case, for which

$$p_{\mathrm{OU}}(t)1\frac{t^2}{\tau _Z^2},$$

as we already know.

We shall now study the large time behaviour of the system. Assume now that the states orthogonal to the initial one, $`|a`$, form a continuum, in the manner postulated by Weisskopf and Wigner Weisskopf and Wigner (1930), so that an imaginary part can arise for the poles of $`G_a(E)`$. Then, for large times, the dominant behaviour, both for the survival amplitude and for the probability amplitude to find the system in a state different from the initial one, will be determined by the pole of $`G_a(E)`$ closest to the real axis. Assume there is only one such relevant pole, of the form $`\omega _pi\gamma /2`$. The contribution of this simple pole to the survival amplitude is

$$𝒜_\mathrm{p}(s)=\sqrt{𝒵_\mathrm{p}}e^{i\omega _ps\gamma s/2},$$

where $`𝒵_\mathrm{p}`$ is the relevant residue. Hence the contribution of the simple pole to the survival probability at ideal time $`s`$ becomes

$$p_{\mathrm{p},\mathrm{ideal}}(s)=𝒵_\mathrm{p}e^{\gamma s}.$$

If this were the only contribution to the survival probability, it would be immediate to conclude that at clock time $`t`$ the survival probability would read

$$p_\mathrm{p}(t)=𝒵_\mathrm{p}\mathrm{\Pi }(t,i\gamma ).$$

For large times it is to be expected that the main contribution of real clocks will be given by the master equation approximation. It results that

$$p_\mathrm{p}(t)𝒵_\mathrm{p}e^{\gamma (1\gamma \tau /2)t},$$

which means that the long times delay is slowed down as an effect of clock errors, the new decay constant being given by $`\gamma (1\gamma \tau /2)`$. As the half-life and the error dispersion parameter approach, the long time decay will become slower!

Under the same approximation (single simple pole or Weisskopf–Wigner’s approximation), we have for the probability amplitude of states orthogonal to the initial one, at very late times, and for the specific Hamiltonian (11),

$$_\omega (s)=\omega e^{isH}|a\frac{\omega |V|a\left(e^{i\omega _ps}e^{\gamma s/2}e^{i\omega s}\right)}{\omega _p\omega i\gamma /2},$$

whence it follows that the probability of finding state $`|\omega `$ at (sufficiently large) clock time $`t`$ is

$`p_\omega (t)`$ $`=`$ $`\left|_\omega (s)\right|^2`$
$`=`$ $`\theta (s){\displaystyle \frac{\left|\omega |V|a\right|^2}{\left(\omega _p\omega \right)^2+\gamma ^2/4}}\left(1+\mathrm{\Pi }(t,i\gamma )\mathrm{\Pi }(t,\omega \omega _p+i\gamma /2)\mathrm{\Pi }(t,\omega _p\omega +i\gamma /2)\right)`$
$``$ $`{\displaystyle \frac{\left|\omega |V|a\right|^2}{\left(\omega _p\omega \right)^2+\gamma ^2/4}},`$
which means that the line shape, within the approximation carried out (Weisskopf-Winger approximation, see ref. Weisskopf and Wigner (1930)) does not change at all because of the errors in the clocks. We have not actually fully proved this statement: we have not justified that the use of the long-time approximation in ideal time is enough before taking the average. However, for probability densities that lead to condition (3), the average value of $`s`$ is proportional to $`t`$, and its quadratic dispersion goes instead with $`\sqrt{t}`$. It follows that one can carry over the approximation of large ideal times to large Schrödinger time.

## VII Conclusions

We have shown using a general description of errors in clocks, 1) that decoherence, although a slow process if the clocks are good, starts taking place immediately for generic models of clocks; 2) that, as a consequence, Zeno’s effect would never fully freeze the system in its initial state, for generic clocks. 3) We have found two kinds of exception to this result: whenever the decoherence itself freezes the state, as happens for some frequencies in the case put forward by Milburn, and in the Ornstein-Uhlenbeck clock. 4) That, under the assumptions of real clocks put forward in Egusquiza et al. (1999) and in this paper, there is no change in the line shape due to non locality in time.

###### Acknowledgements.

This work has been supported by Ministerio de Ciencia y Tecnología (AEN99-0135, BFM2000-0816-C03-03, BFM2001-0213, BFM2002-04031-C02-02, FPA2002-02037), UPV-EHU (00039.310-13507/2001), and the Basque Government (PI-1999-28). I.L.E. is grateful to M.A. Valle, J.L. Mañes and J.G. Muga for useful comments.


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# Transition to turbulence in particulate pipe flow

## Abstract

We investigate experimentally the influence of suspended particles on the transition to turbulence. The particles are monodisperse and neutrally-buoyant with the liquid. The role of the particles on the transition depends both upon the pipe to particle diameter ratios and the concentration. For large pipe-to-particle diameter ratios the transition is delayed while it is lowered for small ratios. A scaling is proposed to collapse the departure from the critical Reynolds number for pure fluid as a function of concentration into a single master curve.

More than a century after Reynolds’ work Reynolds , understanding how turbulent regions grow in a pipe and bring the laminar Poiseuille flow to fully developed turbulence is still not completely achieved. Above a critical Reynolds number, the laminar flow is observed to be unstable, turbulent regions grow and are convected in the pipe. This flow regime is called intermittent. When the flow rate is further increased, the flow becomes fully turbulent Tritton . In fact, the transition happens to be subcritical and the flow is linearly stable for all flow rates Drazin . A finite amplitude perturbation is needed to trigger the transition and the critical Reynolds depends upon its amplitude. For small perturbations, laminar motion is observed as far as $`Re10^5`$ but the transition in pure fluid can be reached for $`Re2100`$ provided that the perturbation is strong enough to allow the growth of turbulent “puffs” Tritton . Recent studies have investigated with different kinds of perturbations the nature of the unstable modes, either in the inlet region or in the fully developed flow Eliahou ; Darbyshire .

The objective of the present work is to examine how transition to turbulence is affected by the presence of suspended particles in the simplest case of neutral buoyancy. More specifically, we focus upon determining the transition threshold between the laminar and the intermittent regime as a function of the particle volume fraction $`\varphi `$ of the suspension. Because the particles are neutrally buoyant and largely drag-free, the present study is related to recent work which has examined global subcritical stability behavior of plane Couette flow forced by the presence of a single spherical bead or a spanwise wire Bottin ; Bottin2 . This work also has a practical aspect as it is related to pipeline flow of slurries.

Experiments are performed with four sets of spherical polystyrene particles having density $`\rho =1.0510\pm 0.001`$ g.cm<sup>-3</sup> and diameters $`d`$ presented in table 1. To obtain neutral buoyancy, the densities of the fluid and of the particles are matched. We choose as a fluid a mixture of $`22\%`$ glycerol and $`78\%`$ water by mass. The temperature of the mixture is maintained at $`25\pm 1^{}\mathrm{C}`$ by using a thermostated bath as a fluid reservoir in the fluid circulating loop. At this temperature, the viscosity of the mixture is $`\mu =1.64\pm 0.03`$ cP.

The experimental set-up consists of a straight and horizontal cylindrical glass tube of $`2.6`$ m length mounted on a rigid support structure. Two different tubes having different inner diameters $`D_1=8`$ mm and $`D_2=14`$ mm are used in the experiments. These tubes are longer than the entry lengths necessary for the laminar flow to fully develop at $`Re2000`$, $`L_e(D_1)0.6`$ m and $`L_e(D_2)1`$ m. The pipe to particle diameter ratios, $`D/d`$, used in the experiments by combining the different particles and tubes are indicated in table 1. In order to ensure that the flow in the pipe is undisturbed by perturbations from a pump, the flow is driven by gravity. The suspension is delivered to the tube by overflow from a tank positioned at a fixed height to an outlet of variable height, passing through the glass tube. A Moineau progressing cavity pump (PCM model MR2.6H24) carries the suspension back to the overflowing tank, but is isolated from the flow through the glass tube.

With these flow conditions, the transition for pure fluid was found to take place at $`Re2300`$, but the flow was very sensitive to any kind of perturbation applied to the pipe. In order to control the transition with a known perturbation, a ring (solid annulus) fitting tightly into the tube and of thickness $`1.5`$ mm was inserted in the pipe at its entrance. The perturbation produced by the ring then controlled the transition and lowered it down to $`Re2100`$, which is the lowest value that could be reached with this kind of perturbation. The influence of the particles on the transition has been studied with this ring.

The different flow regimes, i.e. laminar, intermittent or turbulent, are identified by visualization as well as by measuring the pressure drop between the entrance and the exit of the glass tube.

A classical way to detect the pipe-flow transition for pure fluid is to inject dye and to observe the wavering of the streak as it passes down the pipe Reynolds ; Tritton . In the present experiment with particles, direct visualization of the particle motion in the suspension is a very straightforward way of observing the birth and convection of “turbulent puffs” in the flow. Whereas motion in the laminar regime is characterized by parallel particle trajectories, motion in a turbulent puff presents a strong mixing in the radial direction. When the flow rate is increased, we observe more and more turbulent puffs in the flow, and finally these merge once the turbulent regime is established.

To provide a more quantitative indicator of transition, we also measured the pressure drop between the entrance and the exit of the glass tube with electronic manometers (Newport Omega PX 154). Pressure fluctuations due to the larger pressure drop caused by the turbulent puffs could then be clearly identified with a signal analyzer (Hewlett Packard 3562A). Figure 1 shows pressure drop spectra in the low-frequency range for the laminar flow and at the onset of intermittency, both for a particle volume fraction $`\varphi =0.1`$. The spectrum in the intermittent regime displays strong fluctuations for frequencies under $`0.1`$ Hz. Using the spectral signature, the onset of intermittency can thus be clearly identified even for large volume fractions where the visualization is not possible. The spectrum of pressure fluctuations in the flow driven by the pump was observed to consist of “continuous noise” of the type shown by figure 1, plus a strong peak at the frequency of the pump rotation with its associated harmonics. By contrast, the fluctuations when the flow is driven by gravity are observed to have only the “continuous noise”. Furthermore, this noise was determined to be unchanged when the pump was off and the overflow tank was filled manually. Consequently, the spectrum observed in the gravity-driven flow is considered to be independent of the pump.

When the threshold of intermittency was reached, we measured the critical flow rate $`Q_c`$ and deduced the critical Reynolds number $`Re_c=4Q_c\rho /\pi \mu D`$ with the pipe diameter $`D`$ as the length scale. To measure $`Q`$, we collected a given volume of the suspension without altering the flow, by capturing fluid at the outlet to the thermostatically controlled reservoir. The time needed to obtain this volume yielded $`Q_c`$. The particles collected in this volume were then sieved, rinsed, dried, and weighed to provide the mean particle volume fraction $`\varphi `$ in the suspension flow. Measurements of the critical Reynolds number associated with the start of intermittency have been carried out for different combinations of particles and tubes presented in table 1 and for different concentrations $`\varphi `$ ranging from $`0`$ to $`0.3`$.

Figure 2 displays the critical Reynolds number $`Re_c`$ as a function of the particle volume fraction $`\varphi `$ for the different combinations of particles and tubes. The results indicate two different situations:

* For particles with $`D/d65`$ ($`\times `$ and $``$), the transition is shifted to larger Reynolds numbers. The critical Reynolds number $`Re_c`$ is a monotonically increasing function of $`\varphi `$. Furthermore, the data for the two sizes collapse onto a single curve, so that at a given $`\varphi `$ in that range of $`D/d`$, the transition threshold does not depend on the diameters of the particles and of the tube.
* For particles with $`D/d65`$, the behavior depends on $`\varphi `$. For small $`\varphi `$, the transition is moved to lower Reynolds number and $`Re_c`$ decreases with increasing $`\varphi `$. The magnitude of the decrease and in particular the minimum $`Re_c`$ reached as $`\varphi `$ is increased depends on the diameters of the particles and the tube. In particular, for the 780 $`\mu `$m particles in pipe $`D_1`$ for which $`D/d10`$ ($`\mathrm{}`$), intermittency is observed at $`Re_c1000`$ for $`\varphi 0.07`$. This is the smallest $`Re_c`$ found in this work. For larger $`\varphi `$, $`Re_c`$ increases with increasing $`\varphi `$ and the transition is eventually delayed. It is worth noticing that the data for combinations of particles and tube having roughly the same $`D/d`$ collapse onto the same curve ($``$ and $`\mathrm{}`$ for $`D/d2737`$ and $`\mathrm{}`$ and $`\mathrm{}`$ for $`D/d1618`$).

The behavior for $`D/d65`$ seems simpler since it is independent of the diameters of the particles and of the tube. The observed delay to the transition is expected to be due to an enhancement of the viscosity caused by the suspended particles. Common models for the *effective* viscosity $`\mu _e`$ of a suspension do not depend on the size of the particles and give an increase of the viscosity with increasing average concentration $`\varphi `$. A well-known example is Krieger’s viscosity Krieger ; Phillips , which expresses the effective viscosity $`\mu _e`$ as a function of $`\varphi `$ according to the law:

$$\frac{\mu _e}{\mu }=\left(1\varphi /\varphi _m\right)^{1.82}$$
(1)
where $`\mu `$ is the viscosity of the pure fluid and $`\varphi _m=0.68`$ the random close packing (i.e. maximum) concentration for spherical particles. This empirical formula initially determined at low Reynolds number is commonly used at finite Reynolds.

The critical Reynolds number of the suspension using equation (1), $`Re_{cs}=Re_c\mu /\mu _e`$, is plotted as a function of $`\varphi `$ in figure 3. We observe that for $`D/d65`$ ($`\times `$ and $``$) $`Re_{cs}`$ is approximately independent of $`\varphi `$ and remains close to the value for the pure fluid, $`Re_{cs}2100`$. For $`\varphi 0.25`$, we observe a steep increase in this threshold ($``$ and also $`\mathrm{}`$), suggesting the presence of an additional mechanism for dissipation beyond the viscosity enhancement observed in Stokes flow suspensions. However, we have only a limited range of concentration data, because the large flow rates required to achieve transition at the elevated effective viscosity result in a large pressure drop. The large pressure exceeds the range of the pressure gauges and also necessitates the direct use of the pump instead of gravity-driven flow that we have chosen to consider only in this study.

This simple scaling with Krieger’s viscosity is not sufficient to obtain a collapse of the curves for $`D/d65`$ (see figure 3 for $``$, $`\mathrm{}`$, $`\mathrm{}`$, $`\mathrm{}`$, $`\mathrm{}`$). However, we can notice a similarity between these curves. At low $`\varphi `$, there is a first regime where $`Re_{cs}`$ decreases steeply with increasing $`\varphi `$ and the different curves appear to collapse. It should be mentioned that a very small decrease is also observed for the 215 $`\mu `$m particles in pipe $`D_2`$ ($``$) but it can be considered to be within error bars. Above a critical volume fraction $`\varphi _c`$ which depends on the pipe to particle diameter ratio $`D/d`$, there is a second regime where the curves eventually reach minimum values of $`Re_{cs}`$ and remain approximately independent of $`\varphi `$ for larger volume fractions. These minimum values of $`Re_{cs}`$ decrease with increasing $`D/d`$. Moreover, the data for combinations of particles and tube having similar values of $`D/d`$ seem to collapse onto the same curve. These last observations lead us to scale the difference between the critical Reynolds number of the suspension $`Re_{cs}`$ and that of the pure fluid $`Re_{c0}=2100`$ as well as $`\varphi `$ with $`D/d`$ as displayed in figure 4. This new scaling provides a collapse of the different curves for all $`D/d`$. The scaled difference $`(Re_{cs}Re_{c0})D/d`$ initially decreases rapidly and approximately linearly with $`\varphi D/d`$, then saturates and eventually increases slightly at larger $`\varphi D/d`$. The results on figure 4 suggest $`\varphi _cd/D`$.

These data were obtained with the ring at the entrance of the pipe but similar results were also observed without it. This suggests that the subcritical transition is triggered by the particles. A particle introduces fluctuational velocities whose form and coupling to the mean flow vary with the particle Reynolds number $`Re_p=Red^2/D^2`$. Unlike the case of uniform flow, the influence of $`Re_p`$ on the structure of the dual wakes caused by shear flow around suspended bodies is, while under study Zettner ; Bottin , not well understood. It is plausible that the influence of particle size in reducing $`Re_{cs}`$ at a fixed $`\varphi `$ results from the increase in the particle scale Reynolds number with $`d/D`$. With increasing $`Re_p`$, the disturbance flow caused by the particle is presumably less efficiently dissipated by viscous action, thus allowing for stronger coupling to the bulk flow.

A more refined analysis should take into account the influence of particles on the velocity and concentration profile in the pipe flow. In conditions of very low Reynolds number and high concentration, particles migrate towards the center of the pipe and blunt the velocity profile, see for instance Hampton . This effect which would tend to reduce the effective viscosity in the pipe is suspected to be present for the 780 $`\mu `$m particles in pipe $`D_1`$ for $`\varphi 0.25`$ (see $`\mathrm{}`$ in figure 3). There exists a second type of migration, the so-called “tubular pinch effect”, which is inertial and causes a single particle to move to a position at a distance of $`0.3D`$ from the axis Segre ; Han . This effect is observed with the larger particles in both pipes. The present study seems to suggest that the particles alter the threshold of the subcritical transition through coupling of the base flow to velocity fluctuations rather than the base flow itself through their migration but this requires confirmation.

This work leads to definite conclusions regarding the influence of suspended neutrally-buoyant solids upon the transition away from laminar flow. The influence depends both upon the pipe to particle diameter ratios and concentration. For $`D/d65`$, neutrally-buoyant particles cause a delay in transition to larger $`Re_c`$. This effect can be explained by the enhancement of the effective viscosity of the suspension. However, for $`\varphi >0.25`$, the delay in transition is found to be substantially larger than can be explained by a simple renormalization by effective viscosities. For $`D/d65`$, the behavior is quite different and neutrally-buoyant particles alter the transition to turbulence in pipe flow to smaller $`Re_c`$. Scaling the departure from the critical Reynolds number for pure fluid as well as the concentration with $`D/d`$ gives a master curve for the transition for all $`D/d`$. The most plausible explanation for the reduction of the critical Reynolds number, though one still in need of confirmation, is that the fluctuations induced by the particles trigger the subcritical transition.

###### Acknowledgements.

We wish to thank P. Manneville for discussions and F. Ratouchniak for technical assistance. The donation of the 40$`\mu `$m particles secured by Derin Adebekun of Kodak is greatly appreciated. We would like also to acknowledge support for this work from the Institut Français du Pétrole. This study was also undertaken under the auspices of a CNRS-NSF collaborative research “Flow, resuspension, and sedimentation of a suspension in a tube”. Fellowship from the French Ministère de la Recherche is gratefully acknowledged by J.-P. Matas.


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# A model of population dynamics - further investigations

## 1 Introduction

Variability observed in biological populations allows the populations to evolve in different habitats that may in some cases lead to speciation. Natural populations that have low variability are not resistant to changes of their enviromnent and can easily extinct. Preservation of variability is then crucial for biological evolution. Because of this, it has been investigated intensively by biologists (e.g.), and, in recent years, by physicists (e.g.). Variability is considered at different levels: phenotypic (the most general), genetic or environmental. Population dynamics is often analysed.

In biological considerations it is usually assumed that at the phenotypic level the distribution of intensity of phenotypic features is normal . In 1996 Doebeli avoided this assumption and presented an interesting model of population dynamics . Some of his intriguing conclusions (described below) were tested in 1998 by Pȩkalski , who used a simplified version of the model presented in . In this paper we discuss and develop some of Pȩkalski’s results.

According to Doebeli’s model, a population consists of haploid individuals. Each individual is characterised by a genetic string that has $`c`$ genes situated at $`c`$ loci (a locus is the place at a chromosome where a gene is located). Each gene can be in two states: 1 and 0 corresponding to two alleles. Phenotypes of individuals are characterised by ’a character’ $`h`$ that corresponds to a number of 1’s in its genetic string. The population is infinite. It can be either sexual or asexual. Generations do not overlap.

In case of a sexual population two individuals can create offsprings. The character of an offspring is established by choosing, independently for each locus, an allele from the alleles of the parents with equal probability. The mean fitness of the population, defined as $`N(t+1)/N(t)`$ (where N(t) denotes the total density of the population at time $`t`$) and the distribution of the phenotypes existing in the population are controlled. As a result, it is shown that the mean fitness can oscillate and the type of the oscillations depends on the number of loci $`c`$ . For some parameters, when the total population density is constant, the phenotypes alternate between two distributions. Then, the phenotypic variability of the population is preserved and shows unexpected and very interesting behaviour.

Oscillations of the mean fitness of an evolving polulation and strange distribution of phenotypes inspired Pȩkalski, who tried to confirm Doebeli’s results. He used a lattice model based on the standard Monte Carlo simulations. According to the model, a population is located on a $`L\times L`$ square lattice. Each lattice site may be either empty or contain an individual. The total initial number of individuals is $`N(t=0)`$. An individual is characterised by: its location on the lattice $`j`$, its age $`w_j`$ and its genome. The individual’s age $`w_j`$ is less or equal to the maximum age $`M`$. $`M`$ defines the maximum number of Monte Carlo steps (MCS) during which an individual can be a member of the population. If the individual’s age exceedes $`M`$, the individual is removed from the lattice. The same $`M`$ is assumed for all individuals. As a parameter, $`M`$ can vary from 1 to the total duration (in MCS) of a performed simulation. The individual’s genome is assumed to be a string containing $`c`$ loci with $`c`$ genes that code $`c`$ phenotypic features. Genomes and phenotypes are constructed analogically to . During the simulation an individual is chosen randomly, its adaptation is calculated according to the formula:

$$a_j=\frac{1}{c}\underset{k=1}{\overset{c}{}}f_j^k$$
(1)
where $`f_j^k`$ denotes the fraction of 1’s in its genetic string. The individual survives if its adaptation is greater than a generated, random number $`r[0,1]`$ (its probability of survival is then strongly connected to the individual’s adaptation). Then the individual moves across the lattice and meets another individual. Movement across the lattice and meeting the neighbour is necessary for mating. Adaptation and probability of survival of the neighbour are calculated. If the neighbour survives, the individuals mate and create offsprings. The offsprings are located on empty sites inside a square $`L_G\times L_G`$ centered at the first parent location. The number of the offsprings depends on the number of empty sites of the square. Their maximum number is $`q`$. The offsprings’ phenotypes are established in the same way as described for Doebeli’s model. After each Monte Carlo step of the simulation the age of all individuals is increased by 1 and all individuals which age exceedes the maximum age $`M`$ are removed from the population. Since individuals of different age can mate, generations overlap.

In his paper Pȩkalski controlled the time dependence of the density of the population and its average age (relative to the maximum one). In particular he investigated the average adaptation of the population defined by:

$$a(t)=\frac{1}{N(t)}\underset{j=1}{\overset{N(t)}{}}a_j(t)$$
(2)
and the ratio of the numbers of individuals in two succeeding moments of time (Monte Carlo steps). He called this quantity the average fitness:

$$<f(t)>=\frac{N(t+1)}{N(t)}$$
(3)
As the main result Pȩkalski confirmed Doebeli’s conclusion that oscillatory character of the quantity $`N(t+1)/N(t)`$ depends on the number of loci of individuals’ genetic strings. The oscillations are damped, their amplitude depends on $`c`$ and $`M`$. The period of oscillations depends on $`M`$. However, in contrast to Doebeli’s results, periodic changes of the distribution of the phenotypes are not observed. It is always normal. Normal distribution of the phenotypes indicates that the population contains individuals better and less adapted. The population does not reach the maximum possible adaptation, but its phenotypic variability is preserved. The maximum possible adaptation would correspond to the situation when the adaptation of every individual equals 1. It is suggested that the population could achieve perfect adaptation, but, as it is shown in Fig.1 of  the adaptation of the population seems to stabilise at about 0.7. This conclusion is in contrast to the results described in  and  where initially random populations quickly reach the maximum possible adaptation $`a=1`$ (see e.g. , Fig.2., first region). This fact should be considered since, as it has been mentioned above, Pȩkalski’s model is a simplified version of the model presented in , which bases on the model presented in . The differences between the models are that in  a population evolves in two different, spatially separated habitats and individuals are diploids while in  a population evolves in one habitat and individuals are haploids. Then it will be interesting to indicate a reason of such big differences among the adaptations of the populations.

## 2 Simulations and Results

To investigate the conditions under which the adaptation of the population can reach the maximum value and other lower values we have performed computer simulations based on the model described in . We have used the same parameters as in : a $`100\times 100`$ square lattice, $`L_G=5`$, $`q=4`$ and $`x(0)=0.3`$. Averaging has been done over 25 independent runs. The simulations have been performed for the maximum ages $`M=5`$ and $`M=3`$ and for the numbers of loci $`c=10`$, $`c=20`$ and $`c=40`$.

We have tested populations in which:

1. Individuals are eliminated from the population only because of aging (when their age is greater than the assumed maximum age). In this case probability of survival is $`p=1.00`$.
2. Individuals are eliminated with some constant probability $`1p`$, where survival probability $`p`$=0.95; 0.90; 0.85; 0.80. Moreover they are eliminated because of their age.
3. Probability of survival depends on individuals’ adaptation, calculated according to the formula (1), as assumed in . They are also eliminated because of their age.

When the population evolves with the probability of survival $`p=1.00`$, large oscillations of $`N(t+1)/N(t)`$ are observed. The period of the oscillations depends on $`M`$ (Fig.1), but none of the features of the oscillations depends on $`c`$.

This can be explained as follows: before creating offsprings an individual has to move and meet a neighbour. When the population density is high, the individual can not move. Even if it manages to move and meets the neighbour, there is not enough space for many offsprings. Individuals have to be eliminated because of aging, then the population density becomes lower, some space required for mating occurs and new offsprings are created. At the beginning of the simulations phenotypes are randomly chosen so the average adaptation of the population is 0.5. Since there are not many factors that may influence the average adaptation (individuals are eliminated only because of their age), the population is never adapted well and its average adaptation is constant (equals 0.5).

When individuals are eliminated with some constant probability, independently on their adaptation, the average adaptation of the population is also low and constant (still equals 0.5). The oscillations of $`N(t+1)/N(t)`$ are however smaller (Fig.2). The additional mechanism of individuals’ elimitation causes that there is more free space on the lattice. This results in perturbations of big, age-dependent oscillations.

When probability of survival depends on the individual’s adaptation, the population achieves the maximum possible adaptation and, in contrast to the results presented in , it reaches the average adaptation equal 1 independently on the number of loci $`c`$ (Fig.3). Oscillations of $`N(t+1)/N(t)`$ are not observed here (Fig.4). When the average adaptation of the population equals 1 all individuals are identical - their genetic strings contain only 1’s. Then, a typical, normal distribution of phenotypes is not observed and the phenotypic variability of the population is lost.

The above described procedures lead to two types of populations: a badly adapted one and a perfectly adapted one. The average adaptation of 0.7 presented in  seems to be an intermediate case.

It is possible to obtain such an average adaptation if the probability of survival of an individual depends on its adaptation, but not so strongly as the probability calculated previously, according to the formula (1). For example, (1) can be transformed to

$$A_j=\frac{1}{B}\underset{k=1}{\overset{c}{}}f_j^k$$
(4)
where $`B`$ is a constant equal or smaller than $`c`$. $`A_j`$ may be considered as an individual’s adaptation, but it must be assumed that all values of $`A_j`$ equal or greater than 1 denote perfect adaptation. For example, let $`c=20`$ and $`B=10`$. The individuals that have ten or more 1’s in their phenotypes will surely survive ($`A_j=1`$ for ten 1’s and $`A_j`$ is greater than 1 for more than ten 1’s. The maximum possible $`A_j=2`$ characterises an individual with all 1’s in its phenotype). Therefore, only really badly adapted individuals can be eliminated. The effect becomes stronger for increasing $`c`$. At the same time, perfectly adapted individuals, eliminated only because of their age, may cause oscillations of $`N(t+1)/N(t)`$.

Now it is possible to receive oscillating $`N(t+1)/N(t)`$ and the average adaptation of a population that is between 0.5 and 1. The results for $`c=20`$ and $`B=10`$ are presented in Fig.5.

When $`B=10`$ and $`c=10`$ the formulas (1) and (4) are identical. Fig.6 presents the time dependence of $`N(t+1)/N(t)`$ for different $`c`$. Probability of survival is calculated using the formula (4). There is some similarity between the results presented in Fig.5 and Fig.6 and, respectively, Fig.1 and Fig.2 of .

## 3 Conclusions

To summarise, for the presented model the oscillatory character of $`N(t+1)/N(t)`$ and values of the average adaptation of the population depend on the way how individuals are eliminated from the population.

1. When the individuals are eliminated only because of exceeding the maximum possible age, big, damped oscillations of $`N(t+1)/N(t)`$ are observed while the average adaptation is low. In this case high phenotypic variability (and normal distribution of phenotypes) is preserved.
2. The oscillations can be reduced without affecting the phenotypic variability of the population if the individuals are eliminated with some constant probability.
3. If the individual’s survival probability depends on the individual’s adaptation and it is calculated according to the formula (1), the oscillations of $`N(t+1)/N(t)`$ do not occur and the population quickly reaches perfect adaptation. All individuals are identical and the population has no phenotypic variability.
4. When individuals characterised by the lowest adaptation are eliminated according to the formula (4) it is possible to observe many values of the average adaptation of the population and oscillations of $`N(t+1)/N(t)`$. In this case the population can be better adapted than when the indivduals are eliminated because of aging. Moreover, the phenotypic variability of the population is preserved. The average adaptation of the population depends on the number of individuals’ phenotypic features (the number of phenotypic features of an individual equals the number of loci $`c`$ in its genetic string). Then, populations composed of organisms that have different $`c`$ might evolve in a different way: for small $`c`$ the phenotypic variability would be lost while for bigger $`c`$ the phenotypic variability would be preserved. Therefore, for populations characterised by small $`c`$ other mechanisms, for example mutations, should be introduced to keep the variability. This case seems to be interesting also from biological point of view and we hope that we will investigate it in details.

Acknowledgements
This work was supported by The State Committee for Scientific Research (grant no. 2PO3B 149 18) and University of Wrocław (grant no. 2016/ W/ IFD/ 02).
I also thank Professor Andrzej Pȩkalski (Institute of Theoretical Physics, University of Wrocław) for discussion and Professor Marcel Ausloos (University of Liège) for his valuable comments.


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# Probing two-subband systems in a quantizing magnetic field with non-equilibrium phonons

## References


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# Low Frequency Coherence Break in The Soft X-ray State of GRS 1915+105

## 1 Introduction

The X-ray source GRS 1915+105 was discovered by the GRANAT observatory in 1992 (Castro-Tirado et al.1992). It is one of the several galactic objects observed to produce superluminal jets (Mirabel et al.1994). As the first galactic superluminal jet source, the so-called “microquasar”, GRS 1915+105 is a unique and very important astrophysical laboratory for relativistic astrophysics (Mirabel et al.1998, 1999). Zhang et al.(1997) first suggested that the black hole in this system is highly spinning; subsequent studies on the high frequency QPO phenomena from this source tend to support the spinning black hole model for this source (see, e.g., Cui et al.1998, Remillard et al.2002), though the case is not settled yet.

The spectral type of the companion has been recently identified as a K–M III star (Greiner et al.2001), thus the source is classified as a low mass X-ray binary. The estimated mass of the black hole ($`14M_{}`$) in this system is significantly higher than the black hole masses in most of other stellar mass black hole systems (Greiner et al.2001). This system thus may have a unique evolutionary history and this also poses a major challenge to the theories of massive star evolution.

GRS 1915+105 displays rich QPO phenomena. The 328 Hz QPO (Remillard et al.2002), the highest QPO in this source, is believed to be associated with the innermost stable radius of accretion disk. A stable $``$ 67 Hz QPO (Morgan et al.1997) accompanied with a 40 Hz QPO (Strohmayer 2001) has also been observed. The 0.5-10 Hz QPOs, observed only during the hard state, are probably linked to the properties of the accretion disk, since their centroid frequency and fractional rms have been reported to correlate with the thermal flux (Markwardt et al.1999, Trudolyubov et al.1999, Reig et al.2000) and apparent temperature (Muno et al.1999). At much lower frequencies (0.001-0.1 Hz), the source occasionally shows high-amplitude QPOs or brightness “sputters” (Morgan et al.1997). These variations correspond probably to the disk instability.

The 67 Hz QPO shows a marked hard lag when the low frequency (well below 1 Hz) QPO shows a complex hard/soft lag structure ( Cui et al.1999). The 0.5-10 Hz QPO shows a complex lag behavior (Reig et al.2000). The lag between hard and soft photons decreases as the frequency of the QPO increases, changing the sign of the lag for $`\nu _{QPO}2`$ Hz. Negative lags occur when the power-law spectrum is soft and positive lags occurs when the spectrum is hard. The 0.5-10 Hz QPO disappears when the PCA intensity is high ($`2000`$ counts per second) (Reig et al.2000).

Based on the X-ray color-color diagram, Belloni et al.(2000) found that the complex X-ray variability of GRS 1915+105 can be reduced to transitions between three basic spectral states, which they called “A”, “B” and “C”. The spectrally soft states “A” and “B” correspond to an observable inner accretion disk with different temperatures: in state “B” the inner disk temperature is higher compared to state “A”. For the spectrally hard state “C”, the inner part of the accretion disk is either missing or just unobservable.

The coherence function between the light curves in two different energy bands measures how the photons in the two energy bands are related (Vaughan et al.1997). For black hole binaries, the coherence function often appears to be around unity over a wide frequency range (Vaughan et al.1997; Cui et al.1997; Nowak et al.1999a; Nowak et al.1999b), indicating that high energy photons are closely related to low energy photons, or the low energy photons are the seed photons of the high energy photons. Reduced coherence was observed from Cyg X-1 when the source was in the transition state (Cui et al.1997), indicating that the hard X-ray production region was not stable during the transition state. Therefore the coherence function provides a useful probe into the physical properties of the hard X-ray production region.

The source’s X-ray temporal properties change with the radio flux. In the steady hard state, as the radio emission becomes brighter and more optically thick, the rms of the 0.5-10 Hz QPO decreases, the Fourier phase lags in the frequency range of 0.01-10 Hz change sign, the coherence at low frequencies decreases, and the relative amount of low frequency power in hard photons compared to soft photons decreases (Muno et al.2001). Klein-Wolt et al.(2002) found a relation between the above mentioned state “C” and the radio flux. During state “C” a more or less continuous ejection of relativistic particles takes place. The length of the state “C” interval determines the strength of the radio emission. The separation between different episodes of state “C” determined the shape of the radio light curve.

In this paper, we make use of the RXTE observations of GRS 1915+105 in soft states to examine its timing properties further. We choose three data sets belonging to three different classes according to Belloni et al.(2000). In section 3, we first present the Power Density Spectra (PDS) and then we consider the coherence. Finally we summarize our results and discuss the implications of our results in two different models.

## 2 Data And Analysis

The data used in this work are retrieved from the public RXTE archive (see table 1). They belong to the soft states without prominent 0.5-10 Hz QPOs, belonging to the spectral classes $`\varphi `$, $`\mu `$, and $`\delta `$ respectively (Belloni et al.2000). Because within each classes the temporal properties of the source may vary at different times, we first examined the data for each individual observation. We found that the data for the first and third sets show consistent temporal properties within each set, and therefore in the following we combine the PDS and coherence of all observations within the first and third sets. For the second set, we found that although the general shape of the PDS for all observations is the same, the fine features vary between the three observations. We therefore present the results of each individual observation for the second set separately.

The Proportional Counter Array (PCA) data modes that we used are listed in Table 2. “Good Time Intervals” (GTIs) were defined when the elevation angle was above $`10^{}`$, the offset pointing less than $`0.02^{}`$, and the number of PCUs turning “on” equals to 5.

The techniques that we used to calculate the coherence for the GRS 1915+105 are discussed in Vaughan et al.(1997) and Nowak et al.(1999a). We applied eq.(8) of Vaughan et al.(1997) to our data. We use eq.(1) of Morgan et al.(1997) throughout this work to estimate the deadtime-corrected Poisson noise level; all averaged PDS we present have been subtracted by poisson noise level.

For the first and second data set, we performed FFT with two segment lengths, 1024 s and 256 s respectively. Segments with data gaps of any duration were ignored. In these results, the frequency range of 0.00097-0.01 Hz is computed from the 1024 s data segments, and the frequency range of 0.0039125-64 Hz is computed from the 256 s data segments. For the third data set, we only performed FFT with segments of 256 s because of the shorter exposure time. Throughout this work we have used a logarithmic frequency binning with a binning factor of 0.1.

We also divided our data into five energy bands. The ranges of these energy bands are listed in Table 3 .

## 3 Results

### 3.1 Power Density Spectra

In figure 1, we present the PDS of all three data sets in five energy bands. From the figure, we find:

1. The overall shape of the PDS for all three sets is power-law-like, superimposed with QPOs or broad features at different frequencies, characteristic of black hole binaries in the soft state.

2. For the first data set, there is a knee at about 2 Hz. There may be a broad feature at about 0.02 Hz.

3. For the second data set, the PDS for each observation shown separately. For the second set-1 and second set-3 , there are three QPOs at around 0.01 Hz, 0.03 Hz and 0.07 Hz. For the second set-2 , there are two QPOs at around 0.01 Hz and 0.05 Hz. In all these observations, there are two features at about 5 Hz and 10 Hz. The 5 Hz feature increases with energy but decreases remarkably in the highest energy band. However, the 10 Hz QPO is very weak in the low energy band but suddenly enhanced in the highest energy band.

4. For the third set, there is a QPO at about 0.03 Hz.

### 3.2 Coherence

In figure 2, we present the coherence for all energy bands for every data set. All comparisons shown are relative to the band “A”. From the figure, we find:

1. For the first and second set the coherence between 0.03 Hz and 10 Hz becomes weak for higher energies. For the third set, this trend is weaker.

2. For the first and second set, the coherence is remarkably close to unity below about 0.02 Hz for all energy bands; whereas for the third set, the break frequency is about 1 Hz.

3. For the second set-1 and second set-3 there is a remarkable dip at about 0.3 Hz in the coherence curve; the dip is deeper for higher energies.

4. For all data sets, the coherence deviates quickly from unity above about 10 Hz.

## 4 Discussion and conclusions

We have studies the temporal properties of the spectral classes $`\varphi `$, $`\mu `$ and $`\delta `$ in the soft states of the microquasar GRS 1915+105. We found in their PDS there are several low frequency QPOs or broad features between 0.01 to 10 Hz. For the observations we have analyzed, the temporal properties for classes $`\varphi `$ and $`\delta `$ do not show significant variations across different observations. For the class $`\mu `$, we found significant variations on its temporal properties in different observations.

The main results of this work are on the coherence function of different classes. For all three classes, the coherence function shows a significant drop above 10 Hz; an energy dependent coherence break between 0.01 to 1 Hz also exists. In particular for class $`\mu `$, there also exists a coherence dip at around 0.03 Hz, which corresponds to a dip between two broad peaks on its power-density spectrum.

The quick loss of coherence above about 10 Hz seen for GRS 1915+105 in the soft state is similar to that seen in Cyg X-1 and GX339-4 in the hard state; this may be due to some nonlinear processes at high frequencies (Nowak et al.1999a). However the coherence loss between 0.02 Hz and 10 Hz in GRS 1915+105 is different from that seen in Cyg X-1 and GX339-4. This difference may be caused by the different spectral states when the sources were observed.

In GX339-4 (Nowak et al.1999b), there is also a dip in the coherence function. They suggested that there are multiple broad-band processes occurring in the source that are individually coherent but they are incoherent relative to each other. These dip frequencies are approximately the frequencies at which the different components overlap. For the second set, we compare the coherence with the PDS: there are two features at frequencies below 1 Hz; between these components, there is a dip in coherence (See figure 3); this is consistent to the above suggestion.

Nowak et al.(1999a) proposed an accretion disk model for black hole binaries in which the corona is inside the inner radius of the accretion disk, and the soft photons from the accretion disk are up-scattered to hard photons in the corona. Therefore coherence loss will occur at time scales shorter than the dynamical time scale of the corona. The break frequency in the coherence may then be used to estimate the size of the corona, and thus the inner accretion disk radius. For GRS1915+105, the characteristic frequency of about 0.02 Hz implies that the corona’s size and the inner disk radius is in the order of 104 GM/c2 if the black hole is about 10$`M_{}`$. This is clearly unphysical.

As discussed in Poutanen et al.(1999), the X$`/\gamma `$-rays may be produced in compact magnetic flares at radii $``$ 100 GM/$`c^2`$ from the central black hole. They predicted that the coherence will deviate from unity above a characteristic frequency. This characteristic frequency is then associated with the longest time-scale of an individual flare $`\tau _{max}`$1/2$`\pi `$$`f_{br}`$. If we take $`f_{br}=0.02`$ Hz,then $`\tau `$max=8 s. In fact the shape of the coherence curve is also remarkably similar to the prediction of their model.

We owe tremendously to the anonymous referee, who’s deep insights, professionalism and invaluable suggestions have improved the work significantly. We thank interesting discussions with Prof. M. Wu and Dr. W. Yu. This study is supported in part by the Special Funds for Major State Basic Research Projects and by the National Natural Science Foundation of China. SNZ also acknowledges supports by NASA’s Marshall Space Flight Center and through NASA’s Long Term Space Astrophysics Program.