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# Numerical path integration with Coulomb potential

## 1 Introduction

The quantum Monte Carlo method is well established as an efficient calculational tool for many-body problems. See for example the review articles . It is well suited for bosonic systems without magnetic field, where the path integral has only positive contributions. But also femionic systems can be treated, in spite of the troublesome “sign problem”, just one application is the computation of the high temperature phase diagram of hydrogen . One limitation is that it is a statistical method, so that every factor of 10 in precision costs a factor of 100 in computing time. But it does not hit the “exponential wall”, because it only needs to represent particle positions, or particle paths, and so the number of parameters increases linearly with the number of particles.

By contrast, the number of particles that can be handled by methods based on computing realistic manybody wave functions is limited by the exponential increase in the number of parameters needed for describing such wave functions. The density functional method  is less severely limited, since it uses one particle wave functions, but on the other hand it has to rely on clever approximation techniques.

The purpose of the work presented here was to look for a simple and efficient way of handling the Coulomb potential in quantum Monte Carlo simulation. Formulae for the exact propagator of the two-particle Coulomb problem are known, and can even be derived by path integral methods , but it is not clear whether they are useful for the simulation of many-body systems. In ref.  fitted formulae for two-particle propagators were used. This may be a good enough method, but it may nevertheless be of interest to look for more direct approaches.

The Fourier representation of paths in path integrals was introduced by Feynman, together with the idea of approximately integrating over infinitely many Fourier components by averaging the potential . The method was further developed by Doll, Coalson, and Freeman  under the name of partial averaging. In their work and in subsequent work, see e.g. , the object focused upon has been the propagator, involving paths from one point to another, more than the partition function, involving closed paths.

The basic idea is to let the path integral include only paths represented by finite Fourier series with a fixed number of terms, and to think of each such path as representing all the infinite Fourier series to which it can be extended. The result is that, as long as correlations along the path are neglected, each point on one truncated path represents a Gaussian distribution of points, with a standard deviation decreasing from the middle of the path and vanishing at the end points. In the case of the Coulomb potential, the Gaussian averaging has the important effect of removing the singularity at zero distance. It is then a complication that the averaging varies along the path, disappearing towards the end points .

The modification proposed here is to average with a standard deviation which is constant along the path. This seems a natural approach when the partition function is computed directly, and not via the propagator. In more detail, the method proposed amounts to a discretization of the action integral, with an averaged potential, and the computation of the kinetic energy part of the action by means of a finite Fourier transform. As discussed below, within this method it is easy to add to any potential an auxiliary confining harmonic oscillator potential, which makes the partition function mathematically well defined.

A different topic which is not addressed here is the optimization of the Monte Carlo sampling procedure. See in this connection the comment in an appendix of ref. . A finite Fourier transform is a central part of the present method. In the method as formulated here it is assumed that the number of time steps is odd, hence the standard fast Fourier transform with $`2^n`$ points, $`n=1,2,\mathrm{}`$, can not be used. One solution is to use $`3^n`$ points and the fast Fourier transform to base three . However, it would also be straightforward to modify the method so as to use an even number of time steps.

## 2 The imaginary time path integral

Equilibrium properties of a physical system at a finite temperature $`𝒯`$ can be computed from the partition function

$`Z(\beta )=\text{Tr}\text{e}^{\beta H},`$ (1)
where $`H`$ is the Hamiltonian, and $`\beta =1/(k_B𝒯)`$. One may regard $`\beta \mathrm{}`$ formally as an imaginary time interval.

To be specific, we consider most of the time one particle of mass $`m`$ in three dimensions. The Hamiltonian is $`H=T+V`$, with $`T=𝒑^2/(2m)`$ the kinetic energy and $`V=V(𝒓)`$ the potential energy. The partition function has the following path integral representation,

$`Z=\stackrel{~}{C}_0^{\mathrm{\hspace{0.33em}3}}{\displaystyle \text{d}^3𝒂_0\underset{n=1}{\overset{\mathrm{}}{}}\left(\stackrel{~}{C}_n^{\mathrm{\hspace{0.33em}6}}\text{d}^6𝒂_n\right)\mathrm{exp}\left(\frac{S}{\mathrm{}}\right)}.`$ (2)
We define the constants

$`C_0={\displaystyle \frac{1}{\mathrm{}}}\sqrt{{\displaystyle \frac{m}{2\beta }}},C_n={\displaystyle \frac{2n\pi }{\mathrm{}}}\sqrt{{\displaystyle \frac{m}{\beta }}}\text{for}n=1,2,\mathrm{},`$ (3)
and $`\stackrel{~}{C}_n=C_n/\sqrt{\pi }`$ for $`n=0,1,2,\mathrm{}`$. $`S`$ is the imaginary time action,

$`{\displaystyle \frac{S}{\mathrm{}}}={\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\beta \mathrm{}}\text{d}\tau \left({\displaystyle \frac{1}{2}}m(\dot{𝒓}(\tau ))^2+V(𝒓(\tau ))\right)={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}C_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\beta \mathrm{}}\text{d}\tau V(𝒓(\tau )).`$ (4)
The path $`𝒓=𝒓(\tau )`$ is periodic in the imaginary time $`\tau `$, with period $`\beta \mathrm{}`$, and is given by the infinite Fourier series

$`𝒓(\tau )={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}𝒂_n\text{e}^{\text{i}\frac{2n\pi \tau }{\beta \mathrm{}}}.`$ (5)
The Fourier components $`𝒂_n`$ are complex and satisfy the relations $`𝒂_n=𝒂_n^{}`$, so that $`𝒓(\tau )`$ is real. In particular, $`𝒂_0`$ is real. The time derivative $`\dot{𝒓}`$ is with respect to the imaginary time $`\tau `$.

This Fourier expansion is the natural one in the computation of the partition function, which involves periodic paths. A slightly different expansion is needed in the computation of propagators, see e.g. .

It may be useful to sketch the derivation of this Fourier path integral. We start from the approximation

$`Z\text{Tr}{\displaystyle \underset{j=1}{\overset{J}{}}}\left(\text{e}^{\frac{\beta }{J}T}\text{e}^{\frac{\beta }{J}V}\right).`$ (6)
We insert $`J`$ times the identity operator $`I=\text{d}^3𝒓|𝒓𝒓|`$ where $`|𝒓`$ is the position eigenstate, and introduce the free particle propagator

$`𝒓^{}|\text{e}^{\beta T}|𝒓=\stackrel{~}{C}_0^{\mathrm{\hspace{0.33em}3}}\text{e}^{C_0^{\mathrm{\hspace{0.33em}2}}|𝒓𝒓^{}|^2},`$ (7)
to obtain the approximation

$`Z\left(\sqrt{J}\stackrel{~}{C}_0\right)^{3J}{\displaystyle \text{d}^3𝒓_1\text{d}^3𝒓_2\mathrm{}\text{d}^3𝒓_J\mathrm{exp}\left(\frac{S_P}{\mathrm{}}\right)}.`$ (8)
Here $`S_P`$ is the “primitive” discretized action defined by

$`{\displaystyle \frac{S_P}{\mathrm{}}}=JC_0^{\mathrm{\hspace{0.33em}2}}{\displaystyle \underset{j=1}{\overset{J}{}}}|𝒓_j𝒓_{j+1}|^2+{\displaystyle \frac{\beta }{J}}{\displaystyle \underset{j=1}{\overset{J}{}}}V(𝒓_j).`$ (9)
We define $`𝒓_{J+1}=𝒓_1`$. This approximate expression for $`Z`$ is exact when $`V=0`$, and gives then in particular for $`J=1`$ that

$`Z=\stackrel{~}{C}_0^{\mathrm{\hspace{0.33em}3}}{\displaystyle \text{d}^3𝒓_1}.`$ (10)
To make this integral finite we should regularize, e.g. by introducing periodic boundary conditions or an external harmonic oscillator potential. See Section 7 below.

We now take $`J`$ to be odd, $`J=2K+1`$, and make the finite Fourier transform

$`𝒓_j={\displaystyle \underset{n=K}{\overset{K}{}}}𝒂_n\text{e}^{\text{i}\frac{2nj\pi }{2K+1}}.`$ (11)
It gives that

$`{\displaystyle \frac{S_P}{\mathrm{}}}={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}C_{n,K}^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{\beta }{J}}{\displaystyle \underset{j=1}{\overset{J}{}}}V(𝒓_j),`$ (12)
with, for $`n=1,2,\mathrm{}`$,

$`C_{n,K}={\displaystyle \frac{2(2K+1)}{\mathrm{}}}\sqrt{{\displaystyle \frac{m}{\beta }}}\mathrm{sin}\left({\displaystyle \frac{n\pi }{2K+1}}\right),\stackrel{~}{C}_{n,K}={\displaystyle \frac{C_{n,K}}{\sqrt{\pi }}}.`$ (13)
In order to transform the integral over the positions $`𝒓_j`$ into an integral over the Fourier components $`𝒂_n`$, we note that

$`{\displaystyle \underset{j}{}}|\text{d}𝒓_j|^2=(2K+1)\left(|\text{d}𝒂_0|^2+2{\displaystyle \underset{n=1}{\overset{K}{}}}|\text{d}𝒂_n|^2\right),`$ (14)
and hence,

$`{\displaystyle \underset{j}{}}\text{d}^3𝒓_j=2^{3K}\left(\sqrt{2K+1}\right)^{3(2K+1)}\text{d}^3𝒂_0{\displaystyle \underset{n=1}{\overset{K}{}}}\text{d}^6𝒂_n.`$ (15)
Using the identity

$`\sqrt{2K+1}=2^K{\displaystyle \underset{n=1}{\overset{K}{}}}\mathrm{sin}\left({\displaystyle \frac{n\pi }{2K+1}}\right),`$ (16)
we rewrite Equation (8) as follows,

$`Z\stackrel{~}{C}_0^{\mathrm{\hspace{0.33em}3}}{\displaystyle \text{d}^3𝒂_0\left(\underset{n=1}{\overset{K}{}}\stackrel{~}{C}_{n,K}^{\mathrm{\hspace{0.33em}\hspace{0.33em}6}}\text{d}^6𝒂_n\right)\mathrm{exp}\left(\frac{S_P}{\mathrm{}}\right)}.`$ (17)
The limit $`K\mathrm{}`$ gives Equation (2). We regard $`𝒓_j`$ as a function of the variable $`\tau =j\beta \mathrm{}/(2K+1)`$, which becomes continuous in the limit.

## 3 Averaging the potential

The integrand of the path integral, Equation (2), is the negative exponential of $`S/\mathrm{}`$, Equation (4). One way to interpret this is that the kinetic part of $`S`$ defines independent Gaussian probability distributions for the Fourier coefficients $`𝒂_n`$, $`n>0`$, such that the real and imaginary parts of the $`x,y,z`$ components of $`𝒂_n`$ have mean values zero and standard deviations

$`\sigma _n={\displaystyle \frac{1}{\sqrt{2}C_n}}={\displaystyle \frac{\mathrm{}}{2n\pi }}\sqrt{{\displaystyle \frac{\beta }{2m}}}.`$ (18)
The path integral may be computed approximately by the partial averaging method . We integrate explicitly over the lowest Fourier components, and approximate the integral over the infinite number of remaining coefficients simply by averaging the potential. This means that we choose some finite $`K`$ and define

$`𝑹(\tau )={\displaystyle \underset{n=K}{\overset{K}{}}}𝒂_n\text{e}^{\text{i}\frac{2n\pi \tau }{\beta \mathrm{}}}.`$ (19)
The remainder term $`𝒔(\tau )=𝒓(\tau )𝑹(\tau )`$ will have a Gaussian distribution with zero mean and with variances

$`(s_x(\tau ))^2=(s_y(\tau ))^2=(s_z(\tau ))^2={\displaystyle \frac{(𝒔(\tau ))^2}{3}}=\sigma ^2.`$ (20)
To compute $`\sigma `$, we compute

$`{\displaystyle \frac{𝒔(\tau _1)𝒔(\tau _2)}{3}}={\displaystyle \frac{\beta \mathrm{}^2}{2\pi ^2m}}{\displaystyle \underset{n=K+1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n^2}}\mathrm{cos}\left({\displaystyle \frac{2n\pi (\tau _1\tau _2)}{\beta \mathrm{}}}\right)={\displaystyle \frac{\beta \mathrm{}^2}{2\pi ^2m}}f_K\left({\displaystyle \frac{\tau _1\tau _2}{\beta \mathrm{}}}\right),`$ (21)
where the function $`f_K=f_K(u)`$ has period 1 in its argument $`u`$,

$`f_K(u)={\displaystyle \underset{n=K+1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{cos}(2n\pi u)}{n^2}}=\pi ^2\left(u{\displaystyle \frac{1}{2}}\right)^2{\displaystyle \frac{\pi ^2}{12}}{\displaystyle \underset{n=1}{\overset{K}{}}}{\displaystyle \frac{\mathrm{cos}(2n\pi u)}{n^2}}.`$ (22)
The last formula is valid for $`0u1`$. Thus we have

$`\sigma ^2={\displaystyle \frac{\beta \mathrm{}^2}{2\pi ^2m}}f_K(0)={\displaystyle \frac{\beta \mathrm{}^2}{2\pi ^2m}}\left({\displaystyle \frac{\pi ^2}{6}}{\displaystyle \underset{n=1}{\overset{K}{}}}{\displaystyle \frac{1}{n^2}}\right){\displaystyle \frac{\beta \mathrm{}^2}{(2K+1)\pi ^2m}},`$ (23)
introducing the approximation

$`{\displaystyle \underset{n=K+1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n^2}}{\displaystyle _{K+\frac{1}{2}}^{\mathrm{}}}{\displaystyle \frac{\text{d}n}{n^2}}={\displaystyle \frac{2}{2K+1}},`$ (24)
which is about 20% larger than the exact result $`\pi ^2/6`$ in the worst case $`K=0`$.

The problem facing us is to compute the integral

$`I={\displaystyle \underset{n=K+1}{\overset{\mathrm{}}{}}}\left(\stackrel{~}{C}_n^{\mathrm{\hspace{0.33em}6}}{\displaystyle \text{d}^6𝒂_n\mathrm{exp}\left(C_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2\right)}\right)\mathrm{exp}\left({\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\beta \mathrm{}}\text{d}\tau V(𝒓(\tau ))\right).`$ (25)
Here $`𝒓(\tau )=𝑹(\tau )+𝒔(\tau )`$ is given by Equation (5), and $`𝑹(\tau )`$ by Equation (19). To simplify our notation, we write the integral as an average. Next, we assume that $`𝒔(\tau _1)`$ and $`𝒔(\tau _2)`$ are uncorrelated for $`\tau _1\tau _2`$, which is true to a certain approximation, as shown by Equation (21). In this approximation we may compute the integral by the following formal reasoning,

$`I`$ $`=`$ $`\mathrm{exp}\left({\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\beta \mathrm{}}\text{d}\tau V(𝒓(\tau ))\right)={\displaystyle \underset{\tau =0}{\overset{\beta \mathrm{}}{}}}\mathrm{exp}\left({\displaystyle \frac{\text{d}\tau }{\mathrm{}}}V(𝒓(\tau ))\right)`$ (26)
$``$ $`{\displaystyle \underset{\tau =0}{\overset{\beta \mathrm{}}{}}}1{\displaystyle \frac{\text{d}\tau }{\mathrm{}}}V(𝒓(\tau ))=\mathrm{exp}\left({\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\beta \mathrm{}}\text{d}\tau W(𝑹(\tau ))\right),`$
where $`W`$ is an averaged version of the potential $`V`$,

$`W(𝑹)=V(𝒓)=V(𝑹+𝒔)={\displaystyle \frac{1}{(\sqrt{2\pi }\sigma )^3}}{\displaystyle \text{d}^3𝒔\text{e}^{\frac{s^2}{2\sigma ^2}}V(𝑹+𝒔)}.`$ (27)
The standard deviation $`\sigma `$ is given by Equation (23). Note that the effective potential $`W`$ depends on $`K`$, since $`\sigma `$ depends on $`K`$.

To summarize, we propose the approximation

$`Z\stackrel{~}{C}_0^{\mathrm{\hspace{0.33em}3}}{\displaystyle \text{d}^3𝒂_0\left(\underset{n=1}{\overset{K}{}}\stackrel{~}{C}_n^{\mathrm{\hspace{0.33em}6}}\text{d}^6𝒂_n\right)\mathrm{exp}\left(\frac{S_A}{\mathrm{}}\right)},`$ (28)
where

$`{\displaystyle \frac{S_A}{\mathrm{}}}={\displaystyle \underset{n=1}{\overset{K}{}}}C_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\beta \mathrm{}}\text{d}\tau W(𝑹(\tau )).`$ (29)
The most drastic approximation is of course to take $`K=0`$, see . Then we get

$`\sigma =\sqrt{{\displaystyle \frac{\beta \mathrm{}^2}{12m}}},`$ (30)
and

$`Z\left({\displaystyle \frac{m}{2\pi \beta \mathrm{}^2}}\right)^{\frac{3}{2}}{\displaystyle \text{d}^3𝒂_0\mathrm{exp}\left(\beta W(𝒂_0)\right)}.`$ (31)
The present version of the partial averaging method is simpler than the original one , in that the standard deviation $`\sigma `$ is taken to be constant. The method has been used previously for computing the propagator, and not directly the partition function. Then $`\sigma `$ has to vary along the path, since it must vanish at the end points.

## 4 Example 1: The harmonic oscillator

If $`V`$ is a harmonic oscillator potential,

$`V(𝒓)={\displaystyle \frac{1}{2}}m\omega ^2𝒓^2,`$ (32)
then the averaged potential $`W`$ is just $`V`$ plus a constant,

$`W(𝒓)=V(𝒓)+{\displaystyle \frac{3}{2}}m\omega ^2\sigma ^2.`$ (33)
The addition to the potential contributes a multiplicative factor in the partition function, and the resulting approximation is

$`Z\mathrm{exp}\left({\displaystyle \frac{3(\beta \mathrm{}\omega )^2}{4\pi ^2}}\left({\displaystyle \frac{\pi ^2}{6}}{\displaystyle \underset{n=1}{\overset{K}{}}}{\displaystyle \frac{1}{n^2}}\right)\right){\displaystyle \frac{1}{(\beta \mathrm{}\omega )^3}}{\displaystyle \underset{n=1}{\overset{K}{}}}\left(1+\left({\displaystyle \frac{\beta \mathrm{}\omega }{2n\pi }}\right)^2\right)^3.`$ (34)
Another way to obtain the same approximation is to set

$`1+\left({\displaystyle \frac{\beta \mathrm{}\omega }{2n\pi }}\right)^2\mathrm{exp}\left(\left({\displaystyle \frac{\beta \mathrm{}\omega }{2n\pi }}\right)^2\right)`$ (35)
for $`n>K`$, in Equation (87) with $`B=0`$, this is valid when we choose $`K`$ large enough that

$`{\displaystyle \frac{\beta \mathrm{}\omega }{2K\pi }}<<1.`$ (36)
## 5 Example 2: The Coulomb potential

Consider now two particles of masses $`m_1,m_2`$ and charges $`q_1,q_2`$, interacting by the Coulomb potential

$`V=V(𝒓_1,𝒓_2)={\displaystyle \frac{q_1q_2}{4\pi ϵ_0|𝒓_1𝒓_2|}}.`$ (37)
We write Fourier expansions for the paths of both particles,

$`𝒓_1(\tau )={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}𝒂_{1n}\text{e}^{\text{i}\frac{2n\pi \tau }{\beta \mathrm{}}},𝒓_2(\tau )={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}𝒂_{2n}\text{e}^{\text{i}\frac{2n\pi \tau }{\beta \mathrm{}}}.`$ (38)
The partition function is

$`Z`$ $`=`$ $`\left({\displaystyle \frac{\sqrt{m_1m_2}}{2\pi \beta \mathrm{}^2}}\right)^3{\displaystyle \text{d}^3𝒂_{10}\text{d}^3𝒂_{20}\left(\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{4n^2\pi \sqrt{m_1m_2}}{\beta \mathrm{}^2}\right)^6\text{d}^6𝒂_{1n}\text{d}^6𝒂_{2n}\right)\mathrm{exp}\left(\frac{S}{\mathrm{}}\right)},`$ (39)
where

$`S`$ $`=`$ $`{\displaystyle _0^\beta \mathrm{}}\text{d}\tau \left({\displaystyle \frac{1}{2}}m_1(\dot{𝒓}_1(\tau ))^2+{\displaystyle \frac{1}{2}}m_2(\dot{𝒓}_2(\tau ))^2+V(𝒓_1(\tau ),𝒓_2(\tau ))\right)`$ (40)
$`=`$ $`{\displaystyle \frac{4\pi ^2}{\beta \mathrm{}}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}n^2(m_1|𝒂_{1n}|^2+m_2|𝒂_{2n}|^2)+{\displaystyle _0^\beta \mathrm{}}\text{d}\tau V(𝒓(\tau )).`$
The potential depends only on the relative position

$`𝒓(\tau )=𝒓_1(\tau )𝒓_2(\tau )={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}𝒂_n\text{e}^{\text{i}\frac{2n\pi \tau }{\beta \mathrm{}}},`$ (41)
where $`𝒂_n=𝒂_{1n}𝒂_{2n}`$. The real and imaginary parts of the $`x,y,z`$ components of the Fourier coefficients $`𝒂_n`$ have mean values zero and standard deviations

$`\sigma _n=\sqrt{{\displaystyle \frac{|𝒂_{1n}|^2+|𝒂_{2n}|^2}{6}}}={\displaystyle \frac{\mathrm{}}{2n\pi }}\sqrt{{\displaystyle \frac{\beta }{2m}}},`$ (42)
where $`m`$ is the reduced mass,

$`{\displaystyle \frac{1}{m}}={\displaystyle \frac{1}{m_1}}+{\displaystyle \frac{1}{m_2}}.`$ (43)
Like in the one particle case, we define $`𝑹(\tau )`$ by an equation of the same form as Equation (19). We integrate explicitly over the Fourier coefficients $`𝒂_{1n}`$ and $`𝒂_{2n}`$ up to $`n=K`$, and we do the remaining integrations approximately by averaging the potential as in Equation (27). The averaged Coulomb potential is

$`W(r)={\displaystyle \frac{q_1q_2}{4\pi ϵ_0r}}\text{erf}\left({\displaystyle \frac{r}{\sqrt{2}\sigma }}\right).`$ (44)
It equals the Coulomb potential in the limit $`r\mathrm{}`$, but is nonsingular at the origin. The standard deviation $`\sigma `$ is defined as in Equation (23), now with $`m`$ as the reduced mass. The effect of the averaging is a multiplication by the error function, defined as

$`\text{erf}(x)={\displaystyle \frac{2}{\sqrt{\pi }}}{\displaystyle _0^x}\text{d}u\text{e}^{u^2}.`$ (45)
## 6 Numerical computation

A numerical estimate of the action $`S_A`$ with the averaged potential $`W`$ is the completely discretized action $`S_D`$ defined by

$`{\displaystyle \frac{S_D}{\mathrm{}}}={\displaystyle \underset{n=1}{\overset{K}{}}}C_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{\beta }{2K+1}}{\displaystyle \underset{j=0}{\overset{2K}{}}}W(𝒓_j),`$ (46)
where the positions $`𝒓_j`$ are given by the Fourier coefficients according to Equation (11).

There are at least three arguments in favour of choosing exactly $`2K+1`$ evaluation points for the action integral of the potential. One is that this replacement of the integral by a sum is exact for a constant, linear or quadratic potential. Another argument is that the real Fourier coefficient $`𝒂_0`$ and the $`K`$ complex Fourier coefficients $`𝒂_1,\mathrm{},𝒂_K`$ are just what is needed to fix the $`2K+1`$ positions $`𝒓_j`$.

The third argument is less obvious. In fact, our justification of the averaging procedure defining $`W`$ suggests that the evaluation points $`\tau _j`$ should be chosen in such a way that the covariances $`𝒔(\tau _j)𝒔(\tau _k)`$, given by Equation (21), are small. These covariances are proportional to the function $`f_K(u)`$ given in Equation (22), which is symmetric about $`u=1/2`$, and has $`K+1`$ zeros between 0 and $`1/2`$. Of these zeros, $`K`$ are close to the values $`u_j=j/(2K+1)`$, for $`j=1,2,\mathrm{},K`$, as Table 1 shows. Thus, with $`2K+1`$ equally spaced points $`\tau _j`$ we have that $`𝒔(\tau _j)𝒔(\tau _k)0`$ for $`jk`$.

This does not necessarily forbid us to use for example twice as many evaluation points. We may define $`\mathrm{\Delta }\tau =\beta \mathrm{}/(2K+1)`$ and

$`S_a`$ $`=`$ $`\mathrm{\Delta }\tau {\displaystyle \underset{j=0}{\overset{2K}{}}}W(𝑹(j\mathrm{\Delta }\tau )),S_b=\mathrm{\Delta }\tau {\displaystyle \underset{j=0}{\overset{2K}{}}}W(𝑹((j+\frac{1}{2})\mathrm{\Delta }\tau )).`$ (47)
But if we do so, we should perhaps compute $`(\text{e}^{\frac{S_a}{\mathrm{}}}+\text{e}^{\frac{S_b}{\mathrm{}}})/2`$ rather than $`\text{e}^{\frac{S_a+S_b}{2\mathrm{}}}`$.

To summarize again, the numerical approximation proposed here is based on evaluation of the following integral, where $`S_D`$ is the discrete action defined in Equation (46),

$`Z\stackrel{~}{C}_0^{\mathrm{\hspace{0.33em}3}}{\displaystyle \text{d}^3𝒂_0\left(\underset{n=1}{\overset{K}{}}\stackrel{~}{C}_n^{\mathrm{\hspace{0.33em}6}}\text{d}^6𝒂_n\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)}.`$ (48)
From the partition function we compute the expectation value of the energy as

$`E=H={\displaystyle \frac{}{\beta }}\mathrm{ln}Z(\beta ).`$ (49)
In the above approximate partition function there is $`\beta `$ dependence in the coefficients $`C_n`$ and $`\stackrel{~}{C}_n`$, and also in the averaged potential $`W`$. We get that

$`E{\displaystyle \frac{3(2K+1)}{2\beta }}+{\displaystyle \frac{\text{d}^3𝒂_0\left(\underset{n=1}{\overset{K}{}}\text{d}^6𝒂_n\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)\frac{1}{\mathrm{}}\frac{S_D}{\beta }}{\text{d}^3𝒂_0\left(_{n=1}^K\text{d}^6𝒂_n\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)}},`$ (50)
and

$`{\displaystyle \frac{1}{\mathrm{}}}{\displaystyle \frac{S_D}{\beta }}={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{n=1}{\overset{K}{}}}C_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{1}{2K+1}}{\displaystyle \underset{j=0}{\overset{2K}{}}}\left(W(𝒓_j)+\beta {\displaystyle \frac{}{\beta }}W(𝒓_j)\right).`$ (51)
Note that Equation (50) may be rewritten as

$`E{\displaystyle \frac{3(2K+1)}{2\beta }}+{\displaystyle \frac{\left(\underset{j=0}{\overset{2K}{}}\text{d}^3𝒓_j\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)\frac{1}{\mathrm{}}\frac{S_D}{\beta }}{\left(_{j=0}^{2K}\text{d}^3𝒓_j\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)}}.`$ (52)
Here the Fourier coefficients are present only in the kinetic part of the discrete action $`S_D`$.

In general we have that

$`\beta {\displaystyle \frac{}{\beta }}W(𝒓)=\beta {\displaystyle \frac{\sigma }{\beta }}{\displaystyle \frac{}{\sigma }}W(𝒓)={\displaystyle \frac{\sigma }{2}}{\displaystyle \frac{}{\sigma }}W(𝒓).`$ (53)
Hence we get, in the example of the harmonic oscillator potential, Equation (33),

$`\beta {\displaystyle \frac{}{\beta }}W(𝒓)={\displaystyle \frac{3}{2}}m\omega ^2\sigma ^2.`$ (54)
And in the example of the Coulomb potential, Equation (44),

$`\beta {\displaystyle \frac{}{\beta }}W(𝒓)={\displaystyle \frac{q_1q_2}{4\pi ϵ_0(\sqrt{2\pi }\sigma )}}\mathrm{exp}\left({\displaystyle \frac{r^2}{2\sigma ^2}}\right).`$ (55)
In the approximate expression for $`H=T+V`$ it is not immediately obvious which contributions represent kinetic and potential energy, respectively. In order to identify the different terms, we should define

$`Z(\beta _1,\beta _2)=\text{Tr}\text{e}^{\beta _1T\beta _2V},`$ (56)
and use that, e.g.,

$`V={\displaystyle \frac{}{\beta _2}}\mathrm{ln}Z(\beta _1,\beta _2)|_{\beta _1=\beta _2=\beta }.`$ (57)
This formula holds because

$`{\displaystyle \frac{}{\beta _2}}\text{e}^{\beta _1T\beta _2V}={\displaystyle _0^1}\text{d}\lambda \text{e}^{\lambda (\beta _1T+\beta _2V)}V\text{e}^{(1\lambda )(\beta _1T+\beta _2V)},`$ (58)
and hence

$`{\displaystyle \frac{}{\beta _2}}Z(\beta _1,\beta _2)=\text{Tr}(V\text{e}^{\beta _1T\beta _2V}).`$ (59)
The somewhat surprising conclusion is that

$`V{\displaystyle \frac{\left(\underset{j=0}{\overset{2K}{}}\text{d}^3𝒓_j\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)\frac{1}{2K+1}\underset{j=0}{\overset{2K}{}}W(𝒓_j)}{\left(_{j=0}^{2K}\text{d}^3𝒓_j\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)}},`$ (60)
whereas $`T`$ is all the rest of the right hand side of Equation (50) or Equation (52).

For bound states of any number of particles, with the Coulomb interaction, the virial theorem states that $`2T+V=0`$. It gives a good check on numerical results for bound states, if one computes both $`T`$ and $`V`$. It may also be used to (potentially) improve the precision of computed energies, since it implies for example that

$`E=T+V=T={\displaystyle \frac{V}{2}}.`$ (61)
The statistical error with which the two expectation values $`T`$ and $`V`$ are computed in a Monte Carlo simulation will in general not be the same, hence one may use whichever value has the smallest error.

## 7 Regularization

For simplicity, we have so far neglected the fact that the partition function is not mathematically well defined for a system in an infinite volume when, for example, the potential goes to zero at infinity, like the Coulomb potential. In our present context, the problem is that the integral over $`𝒂_0`$ diverges. In practice, when the integral is computed by some Monte Carlo method using a random walk algorithm of the Metropolis type, the divergence means that there is a finite probability of walking away to infinity, where the potential vanishes. This may be no problem in practice, because the divergence may be so improbable that it will never happen in the Monte Carlo simulation. Nevertheless, one may like to introduce some kind of regularization which makes the partition function well defined.

A convenient regularization method in our case is to add to the Hamiltonian an extra harmonic oscillator potential

$`V_0(𝒓)={\displaystyle \frac{1}{2}}m\omega _0^{\mathrm{\hspace{0.33em}2}}𝒓^2,`$ (62)
with a suitably chosen angular frequency $`\omega _0`$. The Fourier expansion of Equation (5) implies that

$`{\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\beta \mathrm{}}\text{d}\tau V_0(𝒓(\tau ))={\displaystyle \frac{\beta m\omega _0^{\mathrm{\hspace{0.33em}2}}}{2}}\left(|𝒂_0|^2+2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|𝒂_n|^2\right).`$ (63)
Hence, Equation (4) is modified to read

$`{\displaystyle \frac{S}{\mathrm{}}}={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}D_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^\beta \mathrm{}}\text{d}\tau V(𝒓(\tau )),`$ (64)
where

$`D_0^{\mathrm{\hspace{0.33em}2}}={\displaystyle \frac{\beta m\omega _0^{\mathrm{\hspace{0.33em}2}}}{2}},D_n^{\mathrm{\hspace{0.33em}2}}=C_n^{\mathrm{\hspace{0.33em}2}}+\beta m\omega _0^{\mathrm{\hspace{0.33em}2}}={\displaystyle \frac{4(n^2+\nu ^2)\pi ^2m}{\beta \mathrm{}^2}},`$ (65)
for $`n=1,2,\mathrm{}`$, and

$`\nu ={\displaystyle \frac{\beta \mathrm{}\omega _0}{2\pi }}.`$ (66)
We define also $`\stackrel{~}{D}_n=D_n/\sqrt{\pi }`$ for $`n=0,1,2,\mathrm{}`$. Since

$`{\displaystyle \frac{\stackrel{~}{C}_0}{\stackrel{~}{D}_0}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\stackrel{~}{C}_n^{\mathrm{\hspace{0.33em}2}}}{\stackrel{~}{D}_n^{\mathrm{\hspace{0.33em}2}}}}={\displaystyle \frac{1}{\beta \mathrm{}\omega _0}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{n^2}{n^2+\nu ^2}}={\displaystyle \frac{1}{2\mathrm{sinh}(\nu \pi )}},`$ (67)
we may rewrite Equation (2) as

$`Z=Z_0\stackrel{~}{D}_0^{\mathrm{\hspace{0.33em}3}}{\displaystyle \text{d}^3𝒂_0\underset{n=1}{\overset{\mathrm{}}{}}\left(\stackrel{~}{D}_n^{\mathrm{\hspace{0.33em}6}}\text{d}^6𝒂_n\right)\mathrm{exp}\left(\frac{S}{\mathrm{}}\right)},`$ (68)
where $`Z_0`$ is the partition function of the three dimensional harmonic oscillator with angular frequency $`\omega _0`$,

$`Z_0=Z_0(\beta )={\displaystyle \frac{1}{8\mathrm{sinh}^3(\nu \pi )}}.`$ (69)
This expression for the partition function $`Z=Z(\beta )`$ is mathematically well defined, when the harmonic oscillator potential $`V_0`$ is included in addition to the potential $`V`$, so that Equation (64) holds.

A natural way to interpret Equation (68) is that the Fourier coefficients $`𝒂_n`$ are Gaussian random variables with mean zero and standard deviations $`\sigma _n=1/(\sqrt{2}D_n)`$. Our derivation of how to replace the potential $`V`$ by an averaged potential $`W`$, goes through with little change. The most important change is that the denominator $`n^2`$ in Equation (21) has to be replaced by $`n^2+\nu ^2`$, and hence the correlation function $`f_K`$ is replaced by a function $`f_{K,\nu }`$ which is still periodic with period 1,

$`f_{K,\nu }(u)={\displaystyle \underset{n=K+1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{cos}(2n\pi u)}{n^2+\nu ^2}}={\displaystyle \frac{\pi \mathrm{cosh}(\nu \pi (2u1))}{2\nu \mathrm{sinh}(\nu \pi )}}{\displaystyle \frac{1}{2\nu ^2}}{\displaystyle \underset{n=1}{\overset{K}{}}}{\displaystyle \frac{\mathrm{cos}(2n\pi u)}{n^2+\nu ^2}},`$ (70)
the last formula being valid for $`0u1`$. The zeros of $`f_{K,\nu }`$ between 0 and $`1/2`$ are even closer to the values $`u_k=k/(2K+1)`$, for $`k=1,2,\mathrm{},K`$, than those of $`f_K`$, as Table 2 shows, for the arbitrarily chosen value $`\nu =10`$.

The numerical computation now involves the following modified version of Equation (48),

$`ZZ_0\stackrel{~}{D}_0^{\mathrm{\hspace{0.33em}3}}{\displaystyle \text{d}^3𝒂_0\left(\underset{n=1}{\overset{K}{}}\stackrel{~}{D}_n^{\mathrm{\hspace{0.33em}6}}\text{d}^6𝒂_n\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)},`$ (71)
where we use also a modified definition of the discrete action $`S_D`$,

$`{\displaystyle \frac{S_D}{\mathrm{}}}`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{K}{}}}D_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{\beta }{2K+1}}{\displaystyle \underset{j=0}{\overset{2K}{}}}W(𝒓_j)`$ (72)
$`=`$ $`{\displaystyle \underset{n=1}{\overset{K}{}}}C_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{\beta }{2K+1}}{\displaystyle \underset{j=0}{\overset{2K}{}}}\left(V_0(𝒓_j)+W(𝒓_j)\right).`$
The standard deviation $`\sigma `$ to be used in the definition of the averaged potential $`W`$, will now be given by the formula

$`\sigma ^2={\displaystyle \frac{\beta \mathrm{}^2}{2\pi ^2m}}f_{K,\nu }(0)={\displaystyle \frac{\beta \mathrm{}^2}{2\pi ^2m}}\left({\displaystyle \frac{\pi \mathrm{coth}(\nu \pi )}{2\nu }}{\displaystyle \frac{1}{2\nu ^2}}{\displaystyle \underset{n=1}{\overset{K}{}}}{\displaystyle \frac{1}{n^2+\nu ^2}}\right).`$ (73)
Using Equation (71), we compute the total energy $`E=T+V+V_0`$ as

$`E`$ $`=`$ $`{\displaystyle \frac{}{\beta }}\mathrm{ln}Z{\displaystyle \frac{3(2K+1)}{2\beta }}+{\displaystyle \frac{6\nu ^2}{\beta }}f_{K,\nu }(0)+{\displaystyle \frac{\left(\underset{j=0}{\overset{2K}{}}\text{d}^3𝒓_j\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)\frac{1}{\mathrm{}}\frac{S_D}{\beta }}{\left(_{j=0}^{2K}\text{d}^3𝒓_j\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)}}.`$ (74)
Compare this to Equation (52). The modified version of Equation (51) is the following,

$`{\displaystyle \frac{1}{\mathrm{}}}{\displaystyle \frac{S_D}{\beta }}={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{n=1}{\overset{K}{}}}C_n^{\mathrm{\hspace{0.33em}2}}|𝒂_n|^2+{\displaystyle \frac{1}{2K+1}}{\displaystyle \underset{j=0}{\overset{2K}{}}}\left(V_0(𝒓_j)+W(𝒓_j)+\beta {\displaystyle \frac{}{\beta }}W(𝒓_j)\right).`$ (75)
Equation (53) gets modified as follows,

$`\beta {\displaystyle \frac{}{\beta }}W(𝒓)=\left(1+\nu {\displaystyle \frac{}{\nu }}\mathrm{ln}f_{K,\nu }(0)\right){\displaystyle \frac{\sigma }{2}}{\displaystyle \frac{}{\sigma }}W(𝒓).`$ (76)
In order to calculate separately the expectation values $`T`$, $`V`$, and $`V_0`$, we should define

$`Z=Z(\beta _0,\beta _1,\beta _2)=\text{Tr}\text{e}^{\beta _1T\beta _2V\beta _0V_0},`$ (77)
and keep track of the three parameters $`\beta _0,\beta _1,\beta _2`$ before setting them all equal to $`\beta `$. This gives for $`V`$ a formula exactly like Equation (60). An easier way to compute $`V_0`$ is to note that

$`V_0={\displaystyle \frac{\omega _0}{2\beta }}{\displaystyle \frac{}{\omega _0}}\mathrm{ln}Z{\displaystyle \frac{3\nu ^2}{\beta }}f_{K,\nu }(0)+{\displaystyle \frac{\left(\underset{j=0}{\overset{2K}{}}\text{d}^3𝒓_j\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)\frac{\omega _0}{2\beta \mathrm{}}\frac{S_D}{\omega _0}}{\left(_{j=0}^{2K}\text{d}^3𝒓_j\right)\mathrm{exp}\left(\frac{S_D}{\mathrm{}}\right)}}.`$ (78)
Here we have that

$`{\displaystyle \frac{\omega _0}{2\beta \mathrm{}}}{\displaystyle \frac{S_D}{\omega _0}}={\displaystyle \frac{1}{(2K+1)}}{\displaystyle \underset{j=0}{\overset{2K}{}}}\left(V_0(𝒓_j)+{\displaystyle \frac{\omega _0}{2}}{\displaystyle \frac{}{\omega _0}}W(𝒓_j)\right),`$ (79)
with

$`{\displaystyle \frac{\omega _0}{2}}{\displaystyle \frac{}{\omega _0}}W(𝒓)={\displaystyle \frac{\omega _0}{2}}{\displaystyle \frac{\sigma }{\omega _0}}{\displaystyle \frac{}{\sigma }}W(𝒓)=\left({\displaystyle \frac{\nu }{2}}{\displaystyle \frac{}{\nu }}\mathrm{ln}f_{K,\nu }(0)\right)\left({\displaystyle \frac{\sigma }{2}}{\displaystyle \frac{}{\sigma }}W(𝒓)\right).`$ (80)
Once we know $`E`$, $`V`$ and $`V_0`$, we know also $`T=EVV_0`$. The identification of the various contributions to the total energy $`E`$ is seen to be not entirely trivial.

If $`V`$ is taken to be the Coulomb potential, the virial theorem gives now that

$`2T+V2V_0=0.`$ (81)
This holds for any number of particles. It provides a check on numerical results, and it may be used to compute the total energy, including the regulator potential, as

$`E=T+V+V_0={\displaystyle \frac{V}{2}}+2V_0.`$ (82)
The energy including the Coulomb potential but excluding the regulator potential, is

$`E_C=T+V={\displaystyle \frac{V}{2}}+V_0.`$ (83)
## 8 Numerical test results

Table 3 presents numerical results for the ground state energy of the hydrogen atom, for comparison with the exact value of $`13.598`$eV. All results are for a temperature of $`\mathrm{15\hspace{0.17em}000}`$K.

The Monte Carlo method was used with a standard Metropolis algorithm. In each Monte Carlo step, one point to be updated is chosen randomly among the $`2K+1`$ points on the discrete path, then a random step is generated and either accepted or rejected depending on the change in the discrete action, $`\mathrm{\Delta }S_D`$. If $`\mathrm{\Delta }S_D0`$, the step is accepted. If $`\mathrm{\Delta }S_D>\mathrm{}\mathrm{ln}u`$, with $`u`$ a uniform random variable between 0 and 1, the step is rejected. The optimization of the Monte Carlo strategy was not considered, but is of course an important problem. In fact, the naive approach of updating one point at a time has a disastrously slow convergence when more than about one hundred time steps are used.

The main computational cost of updating one point is computing the change in the Fourier components, this takes approximately $`2K+1`$ floating point operations. If more than one point is updated in each step, one may choose e.g. $`2K+1=3^n`$ for some power $`n`$, and then use the fast Fourier transform with base 3.

By far the highest statistics, $`10^{10}`$ MC steps, was run for the entry with 201 time steps. In this case, statistical uncertainties are given in the table, and the values found for the ground state energy are consistent with the exact value, within the uncertainties of less than one per cent. A number of time steps of the order of 50 may give sufficient accuracy for many purposes.

It is noteworthy that the statistical error in the direct estimate of the energy, $`T+V`$, is half the separate errors in $`T`$ and $`V`$. In fact, $`T+V`$ is seen to be systematically closer to the exact energy than the estimate $`V_0+V/2`$ obtained from the virial theorem by elimination of the kinetic energy.

## Acknowledgments

I want to thank the Laboratoire de Physique Théorique et Modèles Statistiques at Orsay for their invitation and kind hospitality. I thank Jean Desbois, Alain Comtet and especially Stéphane Ouvry for many discussions and useful comments.

## Appendix A Example: Quadratic Lagrangian

In the case of a particle of electric charge $`q`$ moving in an electromagnetic vector potential $`𝑨(𝒓)`$, the imaginary time action has also an imaginary part,

$`S={\displaystyle _0^\beta \mathrm{}}\text{d}\tau \left({\displaystyle \frac{1}{2}}m(\dot{𝒓}(\tau ))^2+V(𝒓(\tau ))+\text{i}q\dot{𝒓}(\tau )𝑨(𝒓(\tau ))\right).`$ (84)
Note that the contribution from the vector potential is gauge invariant, because we integrate over a closed path. The partition function can be computed exactly by the path integral for example when we have an isotropic harmonic oscillator external potential of angular frequency $`\omega `$, and a magnetic field of constant flux density $`𝑩`$, so that

$`V(𝒓)={\displaystyle \frac{1}{2}}m\omega ^{\mathrm{\hspace{0.33em}2}}𝒓^2,𝑨(𝒓)={\displaystyle \frac{𝑩\times 𝒓}{2}}.`$ (85)
Then

$`{\displaystyle \frac{S}{\mathrm{}}}=\beta m\omega ^2|𝒂_0|^2+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left(\left(C_n^{\mathrm{\hspace{0.33em}2}}+\beta m\omega ^2\right)|𝒂_n|^2+{\displaystyle \frac{2n\pi q}{\mathrm{}}}𝑩(𝒂_n\times 𝒂_n^{})\right),`$ (86)
and the partition function is, with $`B=|𝑩|`$,

$`Z={\displaystyle \frac{1}{(\beta \mathrm{}\omega )^3}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left[\left(1+\left({\displaystyle \frac{\beta \mathrm{}\omega }{2n\pi }}\right)^2\right)\left(\left(1+\left({\displaystyle \frac{\beta \mathrm{}\omega }{2n\pi }}\right)^2\right)^2+\left({\displaystyle \frac{\beta \mathrm{}\left|qB\right|}{2n\pi m}}\right)^2\right)\right]^1.`$ (87)
The energy spectrum is of course well known. An energy eigenvalue is given by quantum numbers $`j,k,\mathrm{}=0,1,2,\mathrm{}`$ as

$`E_{j,k,\mathrm{}}=\left(j+{\displaystyle \frac{1}{2}}\right)\mathrm{}\omega _++\left(k+{\displaystyle \frac{1}{2}}\right)\mathrm{}\omega _{}+\left(\mathrm{}+{\displaystyle \frac{1}{2}}\right)\mathrm{}\omega ,`$ (88)
where

$`\omega _\pm =\sqrt{\omega ^2+\left({\displaystyle \frac{|qB|}{2m}}\right)^2}\pm {\displaystyle \frac{|qB|}{2m}}.`$ (89)
Hence,

$`Z={\displaystyle \underset{j,k,\mathrm{}}{}}\text{e}^{\beta E_{j,j,\mathrm{}}}={\displaystyle \frac{1}{8\mathrm{sinh}\left(\frac{\beta \mathrm{}\omega _+}{2}\right)\mathrm{sinh}\left(\frac{\beta \mathrm{}\omega _{}}{2}\right)\mathrm{sinh}\left(\frac{\beta \mathrm{}\omega }{2}\right)}}.`$ (90)
Equation (87) gives a product representation of this function.


text:
# Dissolving four-manifolds and positive scalar curvature

## 1. Introduction

It is a classical result of Wall  that any two simply connected four-manifolds with isomorphic intersection forms become diffeomorphic after taking the connected sum with sufficiently many copies of $`S^2\times S^2`$. It follows that any simply connected four-manifold is stably diffeomorphic to a connected sum of complex projective planes (with both orientations allowed) or to a connected sum of copies of $`S^2\times S^2`$ and of the $`K3`$ surface. In general, it is a very hard problem to determine the minimal number of copies of $`S^2\times S^2`$ required. Gauge theory shows that this number is usually positive, but, in spite of various attempts, it has not led to any further lower bounds, compare . This can be taken as evidence for the conjecture that one copy of $`S^2\times S^2`$ always suffices, which is only known in very few cases, for example for elliptic complex surfaces, see .

One purpose of this paper is to prove that many simply connected symplectic four-manifolds constructed from algebraic surfaces by symplectic sums along submanifolds  become diffeomorphic to standard manifolds after taking the connected sum with only one copy of $`S^2\times S^2`$. We focus on the spin manifolds of nonnegative signature constructed by J. Park , but our argument applies to many other cases. There are several reasons for looking at these particular manifolds. Firstly, in the spin case there are gauge theoretic invariants  which could, in theory, obstruct the kind of result we seek. Secondly, simply connected algebraic surfaces or symplectic manifolds with nonnegative signature are quite difficult to construct, and are considered to be more exotic than the ones of negative signature. Finally, we are interested in spin manifolds of zero signature because of an application to questions about the existence of positive scalar curvature metrics.

In Section 3 we give examples of both spin and non-spin four-manifolds with finite fundamental groups which do not admit metrics of positive scalar curvature, although their universal covers do admit such metrics. The possible fundamental groups are all finite groups which act freely on $`S^3`$, including all the finite cyclic groups. Previously, such an example with fundamental group of order two was given by LeBrun , whose result is analogous to one obtained by Bérard Bergery  in high dimensions. The case of odd order fundamental groups is more interesting, because it disproves the following:

###### Conjecture 1 (Rosenberg , 1.2).

Assume that $`M^n`$ is a connected closed manifold and $`\pi _1(M)`$ is finite of odd order. Then $`M`$ admits a metric of positive scalar curvature, if and only if its universal cover does.

In fact, in dimensions $`5`$, Rosenberg  proved this conjecture for cyclic groups, and thus our examples with finite cyclic fundamental groups of odd orders do not have higher-dimensional analogs. Kwasik–Schultz  have confirmed Rosenberg’s conjecture for some classes of non-cyclic groups in dimensions $`5`$.

Since the beginning of Seiberg–Witten theory , it has been known that there are many simply connected four-manifolds which do not admit metrics of positive scalar curvature, although the Gromov–Lawson conjecture , which is true in dimensions $`5`$, predicts that they should have such metrics. Our results in Section 3 show that the situation is similar for Conjecture 1.

## 2. Dissolving spin four-manifolds

In this section we prove that there are many spin symplectic four-manifolds which upon taking the connected sum with just one copy of $`S^2\times S^2`$ dissolve into connected sums of copies of $`S^2\times S^2`$ (in the zero signature case), or of copies of $`S^2\times S^2`$ and of the $`K3`$ surface (in the case of non-zero signature). In fact, it will turn out that the requirement to dissolve after a single stabilization does not substantially influence the geography of Chern numbers. See Remark 8 for the non-spin case.

Our proof is based on the following result of Gompf  (Lemma 4 and Corollary 5) elaborating on earlier work of Mandelbaum . We only state the special case that we need.

###### Proposition 2 (Gompf ).

Let $`M`$ and $`N`$ be simply connected oriented $`4`$-manifolds containing the same embedded surface $`F`$ of genus $`g1`$ with zero selfintersection. Assume that $`F`$ has simply connected complement in $`M`$, and that $`M`$ is spin. Denote by $`P`$ the sum of $`M`$ and $`N`$ along $`F`$. Then $`P\mathrm{\#}(S^2\times S^2)`$ is diffeomorphic to $`M\mathrm{\#}N\mathrm{\#}2g(S^2\times S^2)`$.

This implies in particular that the connected sum of any simply connected spin elliptic surface with $`S^2\times S^2`$ is diffeomorphic to a connected sum of copies of the $`K3`$ surface and of $`S^2\times S^2`$, see , or  Corollary 8.

Here is our main result about spin manifolds of zero signature, which we will use for our application to questions about positive scalar curvature.

###### Theorem 3.

There are infinitely many integers $`l`$ for which the following statements hold:

1. There are infinitely many symplectic manifolds $`X_i`$ homeomorphic to the connected sum of $`l`$ copies of $`S^2\times S^2`$, which are pairwise non-diffeomorphic.
2. The connected sum of each $`X_i`$ with $`S^2\times S^2`$ is diffeomorphic to the connected sum of $`l+1`$ copies of $`S^2\times S^2`$.

###### Proof.

If one does not insist on the second property, the required examples have been constructed by J. Park . For certain $`l`$, Park first constructs a symplectic manifold $`X`$ homeomorphic to the connected sum of $`l`$ copies of $`S^2\times S^2`$. Then he shows using the knot surgery of Fintushel and Stern that one can change the smooth structure of $`X`$ to infinitely many different ones, all of which support symplectic structures.

We will show that for infinitely many values of $`l`$ the first part of Park’s construction yields a manifold $`X`$ which dissolves after connected sum with just one copy of $`S^2\times S^2`$. Then we construct infinitely many homeomorphic non-diffeomorphic examples $`X_i`$ from $`X`$ by varying one of the building blocks. Our construction allows us to check that all the $`X_i`$ do indeed dissolve upon connected sum with only one copy of $`S^2\times S^2`$.

We now recall the construction of Park . One begins with a simply connected spin algebraic surface $`Y`$ of positive signature containing a smooth holomorphic curve $`F`$ of genus $`g`$ of zero selfintersection, together with an embedded $`2`$-sphere $`S`$ intersecting $`F`$ transversely in one point. Such examples are provided by Persson–Peters–Xiao . The existence of $`S`$ ensures that the complement of $`F`$ in $`Y`$ is simply connected.

The second building block is a simply connected spin symplectic manifold $`Z`$ containing a symplectically embedded copy of $`F`$ also with zero selfintersection, and a symplectically embedded torus $`T`$ of zero selfintersection which is disjoint from $`F`$. Park exhibits concrete examples for each $`g`$.

Let $`X(k,n)`$ be the manifold obtained by symplectically summing $`k`$ copies of $`Y`$ and one copy of $`Z`$ along $`F`$ and then symplectically summing the result with the simply connected spin elliptic surface $`E(2n)`$ without multiple fibers along $`T`$ and a fiber in $`E(2n)`$. The manifold $`X(k,n)`$ is spin and symplectic by construction. It is also simply connected because $`F`$ has simply connected complement in $`Y`$, as does the fiber in $`E(2n)`$. We shall think of $`Z`$ as the central component, with $`k`$ copies of $`Y`$ and one copy of $`E(2n)`$ attached to $`Z`$, rather than being attached to each other.

By Novikov additivity the signature of $`X(k,n)`$ is the sum of the signatures of all the building blocks. Thus, if we choose

(1)
$$n=\frac{1}{16}(k\sigma (Y)+\sigma (Z)),$$

which is positive for large enough $`k`$ because $`\sigma (Y)`$ is positive, then $`X(k,n)`$ has zero signature. (Note that by Rochlin’s theorem $`\sigma (Y)`$ and $`\sigma (Z)`$ are divisible by $`16`$.) By Freedman’s classification , $`X(k,n)`$ is then homeomorphic to a connected sum of $`l`$ copies of $`S^2\times S^2`$, where $`l=\frac{1}{2}b_2(X(k,n))`$.

Now consider the connected sum $`X(k,n)\mathrm{\#}(S^2\times S^2)`$. By using Gompf’s result, Proposition 2 above, repeatedly we see that

$$X(k,n)\mathrm{\#}(S^2\times S^2)kY\mathrm{\#}Z\mathrm{\#}E(2n)\mathrm{\#}(2gkk+2)(S^2\times S^2).$$

As $`E(2n)`$ dissolves upon connected sum with $`S^2\times S^2`$, we obtain

$$X(k,n)\mathrm{\#}(S^2\times S^2)kY\mathrm{\#}Z\mathrm{\#}nK3\mathrm{\#}(2gkk+1+n)(S^2\times S^2).$$

Recall that $`n`$ grows linearly with $`k`$ according to (1).

Wall  proved that any two simply connected $`4`$-manifolds with isomorphic intersection forms become diffeomorphic after some number of stabilizations with $`S^2\times S^2`$. Thus, if $`k`$ is large enough, the connected sum of $`Y`$ and $`(2gkk+1+n)(S^2\times S^2)`$ will be diffeomorphic to a connected sum of copies of $`S^2\times S^2`$ and of copies of the $`K3`$ surface with the non-complex orientation. We can then break up all the $`k`$ copies of $`Y`$ inductively. Moreover, pairing the resulting copies of the $`K3`$ surface with the non-complex orientation with copies of $`K3`$ with the complex orientation, we obtain further copies of $`S^2\times S^2`$. The number of copies of $`S^2\times S^2`$ that we split off grows with $`k`$, so by Wall’s result we may assume that there are enough of them to break up $`Z`$ as well. As $`X(k,n)`$ is spin of zero signature, we finally see that for all large enough $`k`$ and $`n`$ given by (1), the manifold $`X(k,n)\mathrm{\#}(S^2\times S^2)`$ is diffeomorphic to a connected sum of copies of $`S^2\times S^2`$.

It remains to show that there are infinitely many symplectic manifolds homeomorphic but non-diffeomorphic to $`X(n,k)`$, all of which dissolve upon connected sum with $`S^2\times S^2`$. For this we would like to replace the elliptic surface $`E(2n)`$ without multiple fibers by one with multiple fibers obtained by logarithmic transformation. However, in this case the general fiber becomes divisible in homology, in particular its complement is no longer simply connected. This could introduce fundamental group in our $`4`$-manifold, and could obstruct the application of Proposition 2.

To circumvent this problem we argue as follows. Think of the elliptic surface $`E(2n)`$ as the fiber sum of $`E(2n2)`$ with $`E(2)=K3`$. Instead of attaching $`E(2n)`$ to $`Z`$ in the above construction, we attach $`K3`$ to $`Z`$ and then attach $`E(2n2)`$ to the $`K3`$ surface. However, these attachments are not performed along parallel two-tori in $`K3`$. We exploit the existence of two disjoint Gompf nuclei in $`K3`$, each of which contains a torus of selfintersection zero and a transverse $`2`$-sphere intersecting the torus once. Gompf proved in , Section 3, that the $`K3`$ surface has a symplectic structure which makes the tori in two disjoint nuclei into symplectic submanifolds. Therefore, the above construction, using summation along tori in different nuclei, can be performed symplectically. Now, the boundary circle of a normal disk in a tubular neighbourhood of such a torus is null-homotopic along the transverse $`2`$-sphere inside the nucleus, so that summing $`K3`$ to $`Z`$ (with copies of $`Y`$ attached) does not introduce any fundamental group. Then, attaching the elliptic surfaces with multiple fibers obtained by logarithmic transformations on $`E(2n2)`$ along a torus in a different nucleus of the $`K3`$ surface, this torus will again have simply connected complement in its own nucleus, making it irrelevant that the fiber of the elliptic surface does not have simply connected complement. Thus Proposition 2 is applicable to all these summations.

The logarithmic transformations on $`E(2n2)`$ produce infinitely many distinct smooth structures on the topological manifold underlying $`E(2n2)`$, which are detected by Seiberg–Witten invariants, cf. . This difference in the Seiberg–Witten invariants survives the symplectic sum operation along a fiber, because of the gluing formulas due to Morgan–Mrówka–Szabó  and Morgan–Szabó–Taubes . Thus, we can produce infinitely many symplectic spin manifolds homeomorphic but non-diffeomorphic to $`X(k,n)`$. All these dissolve upon taking the connected sum with only one copy of $`S^2\times S^2`$ by the same argument as for $`X(k,n)`$. ∎

We can easily adapt the above argument to spin manifolds of nonzero signature. Starting from the examples constructed in the proof of Theorem 3, we can symplectically sum in extra copies of $`Y`$ along $`F`$ to make the signature positive, or we can use larger elliptic surfaces, with $`n`$ larger than the value given by (1), to make the signature negative. This will give manifolds which still dissolve after only one stabilization.

To cover a large area of the geography more systematically, we proceed as follows. We use the coordinates $`c_1^2=2e+3\sigma `$ and $`\chi =\frac{1}{4}(e+\sigma )`$. The spin condition implies, via Rochlin’s theorem, that

(2)
$$c_1^28\chi (mod16).$$

As spin symplectic manifolds are automatically minimal, they satisfy $`c_1^20`$ by the work of Taubes . It is clear that in the simply connected case one must have $`\chi >0`$. Thus, we try to cover lattice points in the first quadrant of the $`(\chi ,c_1^2)`$–plane subject to the congruence (2) with spin symplectic manifolds which dissolve after only one stabilization.

For a constant $`c`$ let $`R_c`$ denote the set of lattice points $`(x,y)`$ in the plane satisfying $`y8x(mod16)`$, $`x>0`$, $`y0`$, and

(3) $`y`$ $`2x16,`$
(4) $`y`$ $`8xc.`$
###### Proposition 4.

There exists a constant $`c`$ such that all lattice points in $`R_c`$ are realized as the Chern invariants $`(\chi ,c_1^2)`$ of infinitely many pairwise nondiffeomorphic simply connected symplectic spin manifolds, all of which dissolve upon taking the connected sum with $`S^2\times S^2`$.

###### Proof.

The argument is modelled on the above proof of Theorem 3 and the proof of Proposition 1 in .

Let $`H`$ be a spin Horikawa surface with $`c_1^2(H)=8`$ and $`\chi (H)=7`$. This is a symplectic genus two fibration over the two-sphere; we fix a fiber $`F`$ of this fibration. The complement of $`F`$ in $`H`$ contains the Milnor fiber of the $`(2,3,7)`$-singularity, and one can find a torus $`T`$ of zero selfintersection with a transverse $`2`$-sphere inside the Milnor fiber. We can deform the symplectic structure of $`H`$ so that $`T`$ is a symplectic submanifold. Let $`H(k,n)`$ be the manifold obtained by taking the fiber sum of $`k`$ copies of $`H`$ along $`F`$ and then summing the resulting manifold with the elliptic surface $`E(2n)`$ along $`T`$. This is a symplectic spin manifold, which is simply connected because of the existence of the transverse $`2`$-spheres for $`F`$ and $`T`$. We have $`c_1^2(H(k,n))=16k8`$ and $`\chi (H(k,n))=8k+2n1`$. By varying $`k1`$ and $`n1`$, we can cover all the lattice points in $`R_c`$ with odd $`x`$ using these manifolds.

Now consider the connected sum $`H(k,n)\mathrm{\#}(S^2\times S^2)`$. By using Gompf’s result, Proposition 2, repeatedly we see that

$$H(k,n)\mathrm{\#}(S^2\times S^2)kH\mathrm{\#}E(2n)\mathrm{\#}(3k1)(S^2\times S^2).$$

As $`E(2n)`$ dissolves upon connected sum with $`S^2\times S^2`$, we obtain

$$H(k,n)\mathrm{\#}(S^2\times S^2)kH\mathrm{\#}nK3\mathrm{\#}(3k+n2)(S^2\times S^2).$$

By the result of Wall  there is a $`k_0`$ such that $`H\mathrm{\#}k_0(S^2\times S^2)`$ dissolves. Therefore, $`H(k,n)\mathrm{\#}(S^2\times S^2)`$ dissolves as soon as $`3k+n2k_0`$, which is equivalent to (4) with $`c=16k_0+32`$.

Finally, as $`n1`$, we can perform logarithmic transformations on the elliptic building blocks to achieve infinitely many distinct smooth structures on the topological manifold underlying $`H(k,n)`$. All these smooth structures admit symplectic structures and still dissolve after only one stabilization. This completes the proof for odd values of $`x`$.

To cover the lattice points with even $`x`$ in $`R_c`$, we use $`H^{}(k,n)`$, obtained from the above $`H(k,n)`$ by summing in an additional copy of $`H`$, summed along $`T`$, not along $`F`$. The resulting manifolds are again simply connected because $`H`$ contains a transverse $`2`$-sphere for $`T`$ in the complement of $`F`$. This construction covers all lattice points with $`y>0`$. For $`y=0`$ we can just use the spin elliptic surfaces $`E(2n)`$ themselves. The rest of the argument is as for the case of odd $`x`$. ∎

This leads to the following geography result:

###### Theorem 5.

There is a line of slope $`>8`$ in the $`(x,y)`$-plane such that every lattice point in the first quadrant which is below this line and satisfies $`y8x(mod16)`$ is realized by the Chern invariants $`(\chi ,c_1^2)`$ of infinitely many pairwise nondiffeomorphic simply connected symplectic spin manifolds, all of which dissolve upon taking the connected sum with $`S^2\times S^2`$.

###### Proof.

Let $`Y`$ and $`Z`$ be the building blocks from the proof of Theorem 3. We sum $`k`$ copies of $`Y`$ to $`Z`$ along the surface $`F`$ of genus $`g`$. Then we sum the $`H(l,n)`$ and $`H^{}(l,n)`$ from the region $`R_c`$ in Proposition 4 to the resulting manifolds by summation along the torus $`T`$ in $`Z`$ and in the elliptic piece of $`H(l,n)`$ or $`H^{}(l,n)`$. In all these summations the complement of the surface along which the summation is performed is simply connected in at least one of the summands, so that the resulting manifolds are simply connected.

By the proofs of Theorem 3 and of Proposition 4, these manifolds have all the desired properties as soon as $`3l+n`$ is large enough. It is easy to see that varying $`k`$ and letting $`(l,n)`$ range over the parameters of the $`H(l,n)`$ or $`H^{}(l,n)`$ in $`R_c`$, the Chern invariants cover all the lattice points in the claimed area, because $`Y`$ has positive signature. (We may have to increase the constant $`c`$ from Proposition 4 in order to ensure that $`3l+n`$ is always large enough.) ∎

###### Remark 6.

Theorem 5 should be compared to the main theorem of Park , who proved a version of it without the requirement that the manifolds in question dissolve after only one stabilization. Park argues that by using many copies of $`Y`$, one can push the slope up to approximately the slope $`\frac{c_1^2(Y)}{\chi (Y)}`$ of $`Y`$, and  provides a construction for $`Y`$ with slope $`>8.76`$. However, the summation of $`Y`$ to itself, or to $`Z`$, is performed along a surface of (unknown) genus $`g>1`$, so that the Chern numbers are not additive. Instead, asymptotically for large $`k`$, the best slope one can obtain is approximately

$$\frac{c_1^2(Y)+8(g1)}{\chi (Y)+g1}>8,$$

both in Park’s result and in ours. This is smaller than $`\frac{c_1^2(Y)}{\chi (Y)}`$.

Thus, considering only manifolds which dissolve after a single stabilization does not alter the geography in any essential way.

###### Remark 7.

For the spin manifolds in Theorems 3 and 5, the $`2`$-torsion instanton invariants of  are defined, but vanish because the manifolds dissolve after only one stabilization. Therefore , their Donaldson polynomials are all even. Under certain technical hypotheses, Fintushel–Stern  proved the evenness of Donaldson polynomials for manifolds which do not necessarily dissolve after the first stabilization.

###### Remark 8.

Most of our examples also have the property that they dissolve upon connected sum with a single copy of $`P^2`$. This means that they are almost completely decomposable in the sense of Mandelbaum . These are the first examples of irreducible four-manifolds of non-negative signature which are almost completely decomposable.

One can use the arguments in the proofs of Theorems 3 and 5 to exhibit non-spin almost completely decomposable minimal symplectic manifolds of positive and of zero signature by using non-spin elliptic surfaces instead of spin ones, or by constructing similar irreducible manifolds starting from non-spin building blocks, rather than the spin ones of Persson-Peters-Xiao . The geography statements one obtains for irreducible almost completely decomposable four-manifolds in the non-spin case are rather stronger than Theorem 5.

## 3. Positive scalar curvature and finite coverings

Let $`M`$ be a smooth Riemannian manifold of positive scalar curvature. Clearly, if $`\overline{M}M`$ is an unramified covering of $`M`$, then the pulled back metric on $`\overline{M}`$ also has positive scalar curvature. On the other hand, if $`M`$ is a smooth manifold and a finite cover $`\overline{M}`$ of $`M`$ admits a Riemannian metric of positive scalar curvature, then it is not usually true that $`M`$ also admits such a metric. One might try to average the metric on $`\overline{M}`$ and consider the induced metric on $`M`$, but this approach has turned out to be too naive. Using an index-theoretic obstruction with values in the $`K`$-theory of a certain $`C^{}`$-algebra associated to the fundamental group of the manifold under consideration, Rosenberg  exhibited a triple cover $`\overline{M}M`$ of a closed five-dimensional manifold for which $`\overline{M}`$ admits a metric of positive scalar curvature, but $`M`$ does not. In this example $`M`$ has infinite fundamental group. Rosenberg pointed out in the same paper that the situation is very different for manifolds with finite fundamental groups. Examples constructed by Bérard Bergery  show that there are high-dimensional closed smooth manifolds with fundamental group $`/2`$ which do not admit metrics of positive scalar curvature, although their universal covers do. This led Rosenberg  to formulate Conjecture 1 for odd order finite fundamental groups.

We now disprove this conjecture in dimension $`4`$. More generally, we show the following:

###### Theorem 9.

For any nontrivial finite group $`G`$ which acts freely on $`S^3`$, there are closed smooth four-manifolds $`M`$ with fundamental group $`G`$ which do not admit metrics of positive scalar curvature, but whose universal covers do admit such metrics. The manifolds $`M`$ can be taken to be either spin or non-spin.

Every cyclic group acts freely on $`S^3`$ and among odd order groups there are no others by Hopf’s theorem . Thus, Theorem 9 disproves Rosenberg’s conjecture exactly for all finite cyclic groups of odd order. Moreover, there are both spin and non-spin counterexamples. The non-spin case of Theorem 9 with $`G=/2`$, which is not relevant to Rosenberg’s conjecture, was proved by LeBrun . His argument works only for non-spin manifolds, whereas the one of Bérard Bergery  in high dimensions works only for spin manifolds.

###### Proof of Theorem 9.

Let $`G`$ be a finite group of order $`d>1`$ acting freely on $`S^3`$, and let $`L`$ be the quotient $`S^3/G`$. On the product $`L\times S^1`$ one can perform surgery to kill the fundamental group of the second factor in such a way that the resulting $`4`$-manifold $`N`$ is spin. It is obviously a rational homology sphere.

The following is well-known, compare Proposition 1-3 of , or .

###### Lemma 10.

The universal cover $`\stackrel{~}{N}`$ of $`N`$ is diffeomorphic to the connected sum of $`d1`$ copies of $`S^2\times S^2`$.

We first exhibit the claimed non-spin examples. Let $`X=E(2n+1)`$ be a non-spin simply connected elliptic surface without multiple fibers, for some $`n1`$. Then the positive part of its second Betti number $`b_2^+(X)>1`$. Therefore , the Seiberg–Witten invariant of $`X`$ is well-defined and non-zero for the $`\mathrm{Spin}^\mathrm{c}`$-structure induced by the Kähler structure of $`X`$. We set $`M=N\mathrm{\#}X`$. This is a smooth closed $`4`$-manifold with fundamental group $`G`$ which is not spin. The following is an immediate consequence of the gluing result of .

###### Proposition 11 (Kotschick-Morgan-Taubes ).

For every $`\mathrm{Spin}^\mathrm{c}`$-structure on $`X`$ there is one on $`M`$ with the same Seiberg–Witten invariant. In particular, $`M`$ does not admit a metric of positive scalar curvature.

By Lemma 10 above, the universal covering of $`M`$ is diffeomorphic to $`(d1)(S^2\times S^2)\mathrm{\#}dX`$. Now, the connected sum of any simply connected elliptic surface with $`S^2\times S^2`$ dissolves by an application of Proposition 2, see . As $`X`$ is not spin, we see that the universal cover of $`M`$ is diffeomorphic to a connected sum of copies of $`P^2`$ and of $`\overline{P^2}`$.

By  the class of manifolds of dimension at least three admitting metrics of positive scalar curvature is closed under forming connected sums. Thus connected sums of copies of $`P^2`$ and of $`\overline{P^2}`$ admit such metrics.

In order to obtain spin examples for $`M`$, we need to replace $`X`$ in the above construction with a spin manifold with non-trivial Seiberg–Witten invariants. Then the connected sum $`M=N\mathrm{\#}X`$ and its universal covering will also be spin. The signature of $`\stackrel{~}{M}`$ will be $`d`$ times the signature of $`M`$, which is the same as the signature of $`X`$. Therefore, the Lichnerowicz vanishing theorem forces us to choose $`X`$ so that it has zero signature. We take for $`X`$ one of the symplectic spin manifolds with zero signature constructed in the proof of Theorem 3. Because this becomes diffeomorphic to a connected sum of copies of $`S^2\times S^2`$ after only one stabilization, the universal covering of $`M`$ is also a connected sum of copies of $`S^2\times S^2`$, and thus admits metrics of positive scalar curvature.

This completes the proof of Theorem 9. ∎

All our counterexamples, $`M`$, to Rosenberg’s conjecture have the additional property that they are homeomorphic to manifolds $`M^{}`$ which do satisfy the conjecture, in that both $`M^{}`$ itself and its universal covering $`\stackrel{~}{M^{}}`$ admit a metric of positive scalar curvature. In fact, the universal covers $`\stackrel{~}{M}`$ and $`\stackrel{~}{M^{}}`$ are diffeomorphic, and have standard differentiable structures (connected sums of $`P^2`$ and $`\overline{P^2}`$, or of copies of $`S^2\times S^2`$). The group $`G`$ acts freely on these standard manifolds in two essentially different ways: there is the standard action by isometries of a positive scalar curvature metric, with quotient $`M^{}`$, and there are exotic actions, which do not fix any positive scalar curvature metric, with exotic quotients $`M`$. That gauge theory detects exotic group actions, though not the application to positive scalar curvature metrics, was observed before, for example by Ue .

We can use these group actions to say something about the space of metrics of positive scalar curvature on certain manifolds.

###### Theorem 12.

Let $`G`$ be any nontrivial finite group which acts freely on $`S^3`$. Then $`G`$ acts freely by diffeomorphisms in infinitely many ways on infinitely many spin and infinitely many non-spin four-manifolds $`M`$ of positive scalar curvature, such that in each case all the actions are conjugate by homeomorphisms but are not conjugate by diffeomorphisms of $`M`$. These actions give rise to infinitely many actions of $`G`$ without fixed points on the space of positive scalar curvature metrics on $`M`$, which are not conjugate in $`\mathrm{Diff}(M)`$.

In each case there is also one action which has a fixed point in the space of metrics of positive scalar curvature, giving rise to a standard quotient. The exotic actions have quotients without positive scalar curvature, and so have no fixed points on the space of metrics of positive scalar curvature. Note that if $`G`$ is of prime order, the exotic actions on the space of positive scalar curvature metrics are free.

###### Proof.

In the spin case, the infinitely many examples are connected sums of different numbers of copies of $`S^2\times S^2`$. The group $`G`$ has infinitely many non-conjugate actions on a fixed such manifold giving rise to quotients of the form $`X_i\mathrm{\#}N`$, with $`X_i`$ as in Theorem 3.

For the non-spin case the $`G`$-actions are on connected sums of copies of $`P^2`$ and of $`\overline{P^2}`$, with quotients of the form $`X_j\mathrm{\#}N`$, with $`X_j`$ infinitely many homeomorphic but pairwise non-diffeomorphic elliptic surfaces (obtained from each other by logarithmic transformation).

Proposition 11 shows that the distinct differentiable structures on $`X_i`$ or $`X_j`$, which are detected by Seiberg–Witten invariants, remain distinct after connected sum with $`N`$. ∎

###### Remark 13.

Beyond the non-spin case with $`G`$ of order two of the above Theorem 9, LeBrun’s paper  contains a result (Theorem 2) on manifolds with infinite fundamental groups, where he considers finite coverings of high degree. The claimed coverings do not exist, as they would violate the multiplicativity of the Euler characteristic in finite coverings. However, the argument can be salvaged by considering a correctly chosen sequence of coverings of arbitrarily large degree. These coverings will always have even degrees.


text:
# Introduction to the CoNLL-2003 Shared Task: Language-Independent Named Entity Recognition

## 1 Introduction

Named entities are phrases that contain the names of persons, organizations and locations. Example:

> \[ORG U.N. \] official \[PER Ekeus \] heads for \[LOC Baghdad \] .

This sentence contains three named entities: Ekeus is a person, U.N. is a organization and Baghdad is a location. Named entity recognition is an important task of information extraction systems. There has been a lot of work on named entity recognition, especially for English (see Borthwick  for an overview). The Message Understanding Conferences (MUC) have offered developers the opportunity to evaluate systems for English on the same data in a competition. They have also produced a scheme for entity annotation . More recently, there have been other system development competitions which dealt with different languages (IREX and CoNLL-2002).

The shared task of CoNLL-2003 concerns language-independent named entity recognition. We will concentrate on four types of named entities: persons, locations, organizations and names of miscellaneous entities that do not belong to the previous three groups. The shared task of CoNLL-2002 dealt with named entity recognition for Spanish and Dutch . The participants of the 2003 shared task have been offered training and test data for two other European languages: English and German. They have used the data for developing a named-entity recognition system that includes a machine learning component. The shared task organizers were especially interested in approaches that made use of resources other than the supplied training data, for example gazetteers and unannotated data.

## 2 Data and Evaluation

In this section we discuss the sources of the data that were used in this shared task, the preprocessing steps we have performed on the data, the format of the data and the method that was used for evaluating the participating systems.

### 2.1 Data

The CoNLL-2003 named entity data consists of eight files covering two languages: English and German111 Data files (except the words) can be found on http://lcg-www.uia.ac.be/conll2003/ner/. For each of the languages there is a training file, a development file, a test file and a large file with unannotated data. The learning methods were trained with the training data. The development data could be used for tuning the parameters of the learning methods. The challenge of this year’s shared task was to incorporate the unannotated data in the learning process in one way or another. When the best parameters were found, the method could be trained on the training data and tested on the test data. The results of the different learning methods on the test sets are compared in the evaluation of the shared task. The split between development data and test data was chosen to avoid systems being tuned to the test data.

The English data was taken from the Reuters Corpus222 http://www.reuters.com/researchandstandards/. This corpus consists of Reuters news stories between August 1996 and August 1997. For the training and development set, ten days’ worth of data were taken from the files representing the end of August 1996. For the test set, the texts were from December 1996. The preprocessed raw data covers the month of September 1996.

The text for the German data was taken from the ECI Multilingual Text Corpus333 http://www.ldc.upenn.edu/. This corpus consists of texts in many languages. The portion of data that was used for this task, was extracted from the German newspaper Frankfurter Rundshau. All three of the training, development and test sets were taken from articles written in one week at the end of August 1992. The raw data were taken from the months of September to December 1992.

Table 1 contains an overview of the sizes of the data files. The unannotated data contain 17 million tokens (English) and 14 million tokens (German).

### 2.2 Data preprocessing

The participants were given access to the corpus after some linguistic preprocessing had been done: for all data, a tokenizer, part-of-speech tagger, and a chunker were applied to the raw data. We created two basic language-specific tokenizers for this shared task. The English data was tagged and chunked by the memory-based MBT tagger . The German data was lemmatized, tagged and chunked by the decision tree tagger Treetagger .

Named entity tagging of English and German training, development, and test data, was done by hand at the University of Antwerp. Mostly, MUC conventions were followed . An extra named entity category called MISC was added to denote all names which are not already in the other categories. This includes adjectives, like Italian, and events, like 1000 Lakes Rally, making it a very diverse category.

### 2.3 Data format

All data files contain one word per line with empty lines representing sentence boundaries. At the end of each line there is a tag which states whether the current word is inside a named entity or not. The tag also encodes the type of named entity. Here is an example sentence:

> | U.N. | NNP | I-NP | I-ORG |
> | --- | --- | --- | --- |
> | official | NN | I-NP | O |
> | Ekeus | NNP | I-NP | I-PER |
> | heads | VBZ | I-VP | O |
> | for | IN | I-PP | O |
> | Baghdad | NNP | I-NP | I-LOC |
> | . | . | O | O |

Each line contains four fields: the word, its part-of-speech tag, its chunk tag and its named entity tag. Words tagged with O are outside of named entities and the I-XXX tag is used for words inside a named entity of type XXX. Whenever two entities of type XXX are immediately next to each other, the first word of the second entity will be tagged B-XXX in order to show that it starts another entity. The data contains entities of four types: persons (PER), organizations (ORG), locations (LOC) and miscellaneous names (MISC). This tagging scheme is the IOB scheme originally put forward by Ramshaw and Marcus . We assume that named entities are non-recursive and non-overlapping. When a named entity is embedded in another named entity, usually only the top level entity has been annotated.

Table 2 contains an overview of the number of named entities in each data file.

### 2.4 Evaluation

The performance in this task is measured with Fβ=1 rate:

$$F_\beta =\frac{(\beta ^2+1)precisionrecall}{(\beta ^2precision+recall)}$$
(1)
with $`\beta `$=1 . Precision is the percentage of named entities found by the learning system that are correct. Recall is the percentage of named entities present in the corpus that are found by the system. A named entity is correct only if it is an exact match of the corresponding entity in the data file.

## 3 Participating Systems

Sixteen systems have participated in the CoNLL-2003 shared task. They employed a wide variety of machine learning techniques as well as system combination. Most of the participants have attempted to use information other than the available training data. This information included gazetteers and unannotated data, and there was one participant who used the output of externally trained named entity recognition systems.

### 3.1 Learning techniques

The most frequently applied technique in the CoNLL-2003 shared task is the Maximum Entropy Model. Five systems used this statistical learning method. Three systems used Maximum Entropy Models in isolation . Two more systems used them in combination with other techniques . Maximum Entropy Models seem to be a good choice for this kind of task: the top three results for English and the top two results for German were obtained by participants who employed them in one way or another.

Hidden Markov Models were employed by four of the systems that took part in the shared task . However, they were always used in combination with other learning techniques. Klein et al.  also applied the related Conditional Markov Models for combining classifiers.

Learning methods that were based on connectionist approaches were applied by four systems. Zhang and Johnson  used robust risk minimization, which is a Winnow technique. Florian et al.  employed the same technique in a combination of learners. Voted perceptrons were applied to the shared task data by Carreras et al. \[2003a\] and Hammerton used a recurrent neural network (Long Short-Term Memory) for finding named entities.

Other learning approaches were employed less frequently. Two teams used AdaBoost.MH \[2003b, 2003\] and two other groups employed memory-based learning . Transformation-based learning , Support Vector Machines  and Conditional Random Fields  were applied by one system each.

Combination of different learning systems has proven to be a good method for obtaining excellent results. Five participating groups have applied system combination. Florian et al.  tested different methods for combining the results of four systems and found that robust risk minimization worked best. Klein et al.  employed a stacked learning system which contains Hidden Markov Models, Maximum Entropy Models and Conditional Markov Models. Mayfield et al.  stacked two learners and obtained better performance. Wu et al.  applied both stacking and voting to three learners. Munro et al.  employed both voting and bagging for combining classifiers.

### 3.2 Features

The choice of the learning approach is important for obtaining a good system for recognizing named entities. However, in the CoNLL-2002 shared task we found out that choice of features is at least as important. An overview of some of the types of features chosen by the shared task participants, can be found in Table 3.

All participants used lexical features (words) except for Whitelaw and Patrick  who implemented a character-based method. Most of the systems employed part-of-speech tags and two of them have recomputed the English tags with better taggers . Othographic information, affixes, gazetteers and chunk information were also incorporated in most systems although one group reports that the available chunking information did not help  Other features were used less frequently. Table 3 does not reveal a single feature that would be ideal for named entity recognition.

### 3.3 External resources

Eleven of the sixteen participating teams have attempted to use information other than the training data that was supplied for this shared task. All included gazetteers in their systems. Four groups examined the usability of unannotated data, either for extracting training instances  or obtaining extra named entities for gazetteers . A reasonable number of groups have also employed unannotated data for obtaining capitalization features for words. One participating team has used externally trained named entity recognition systems for English as a part in a combined system .

Table 4 shows the error reduction of the systems with extra information compared to while using only the available training data. The inclusion of extra named entity recognition systems seems to have worked well . Generally the systems that only used gazetteers seem to gain more than systems that have used unannotated data for other purposes than obtaining capitalization information. However, the gain differences between the two approaches are most obvious for English, for which better gazetteers are available. With the exception of the result of Zhang and Johnson , there is not much difference in the German results between the gains obtained by using gazetteers and those obtained by using unannotated data.

### 3.4 Performances

A baseline rate was computed for the English and the German test sets. It was produced by a system which only identified entities which had a unique class in the training data. If a phrase was part of more than one entity, the system would select the longest one. All systems that participated in the shared task have outperformed the baseline system.

For all the Fβ=1 rates we have estimated significance boundaries by using bootstrap resampling . From each output file of a system, 250 random samples of sentences have been chosen and the distribution of the Fβ=1 rates in these samples is assumed to be the distribution of the performance of the system. We assume that performance A is significantly different from performance B if A is not within the center 90% of the distribution of B.

The performances of the sixteen systems on the two test data sets can be found in Table 5. For English, the combined classifier of Florian et al.  achieved the highest overall Fβ=1 rate. However, the difference between their performance and that of the Maximum Entropy approach of Chieu and Ng  is not significant. An important feature of the best system that other participants did not use, was the inclusion of the output of two externally trained named entity recognizers in the combination process. Florian et al.  have also obtained the highest Fβ=1 rate for the German data. Here there is no significant difference between them and the systems of Klein et al.  and Zhang and Johnson .

We have combined the results of the sixteen system in order to see if there was room for improvement. We converted the output of the systems to the same IOB tagging representation and searched for the set of systems from which the best tags for the development data could be obtained with majority voting. The optimal set of systems was determined by performing a bidirectional hill-climbing search  with beam size 9, starting from zero features. A majority vote of five systems  performed best on the English development data. Another combination of five systems \[2003b, 2003, 2003, 2003, 2003\] obtained the best result for the German development data. We have performed a majority vote with these sets of systems on the related test sets and obtained Fβ=1 rates of 90.30 for English (14% error reduction compared with the best system) and 74.17 for German (6% error reduction).

## 4 Concluding Remarks

We have described the CoNLL-2003 shared task: language-independent named entity recognition. Sixteen systems have processed English and German named entity data. The best performance for both languages has been obtained by a combined learning system that used Maximum Entropy Models, transformation-based learning, Hidden Markov Models as well as robust risk minimization . Apart from the training data, this system also employed gazetteers and the output of two externally trained named entity recognizers. The performance of the system of Chieu et al.  was not significantly different from the best performance for English and the method of Klein et al.  and the approach of Zhang and Johnson  were not significantly worse than the best result for German.

Eleven teams have incorporated information other than the training data in their system. Four of them have obtained error reductions of 15% or more for English and one has managed this for German. The resources used by these systems, gazetteers and externally trained named entity systems, still require a lot of manual work. Systems that employed unannotated data, obtained performance gains around 5%. The search for an excellent method for taking advantage of the vast amount of available raw text, remains open.

## Acknowledgements

Tjong Kim Sang is financed by IWT STWW as a researcher in the ATraNoS project. De Meulder is supported by a BOF grant supplied by the University of Antwerp.