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# A simple background-independent hamiltonian quantum model

## 1 Introduction

Conventional mechanics describes evolution in “background time”: the independent time variable $`t`$ is assumed to represent a measurable but non-dynamical physical quantity. This is true in the classical as well as in the quantum theory, where evolution in background time is given by unitary transformations. With general relativity, however, we have learned that there is no non-dynamical measurable time in nature: there is no background spacetime, and no background time in particular. Therefore, at the fundamental level physics cannot describe evolution in time. It can only describe relations, or correlations, between measurable quantities. It is therefore necessary to extend the formalism of classical and quantum mechanics to such a background independent context.

A strategy in this direction has been explored in a number of recent works .111For alternative systematic attempts to formulate general covariant quantum theory, see . Here we study a simple system in order to illustrate and test ideas and techniques discussed in these works. We do not restate the general theory here, for which we refer the reader to the references above, but this paper is nevertheless self-contained. The system we consider has one degree of freedom. It has a well defined classical dynamics. It could describe a simple cosmological model – or a simple mechanical system studied without using an external clock. The system has two variables, which we call $`a`$ and $`b`$. Locally, we can view $`b`$ as the independent variable and $`a`$ as the dependent one. The model describes then the evolution $`a(b)`$ of $`a`$ as a function of $`b`$. In other words, locally we can view $`b`$ as the time and $`a`$ as the physical degree of freedom. But globally this picture breaks down: the dynamics predicts relations betweent the two variables $`a`$ and $`b`$ which are on an equal footing. The quantum evolution in $`b`$ fails to be unitary. This is the difficulty that generates the much debated “problem of time” in quantum general relativity .

The system we consider has been investigated in . The difficulty is not to define the quantum states of the theory – a rather easy task using standard hamiltonian methods. The difficulty is to define a consistent probabilistic interpretation of the formalism. Due to the lack of unitary time evolution, the conventional probabilistic interpretation of the wave function at fixed time does not apply. A good discussion of the difficulties of the “naive” interpretation of the wave function as a probability density, and of tentative strategies to solve the problem can be found in . In , one of us has studied the physical interpretation of this system using operators well defined on the physical Hilbert space. These describe “complete” observables, (or “perennials”) and include, in particular the “evolving constants of the motion” . This way of interpreting general relativistic quantum systems is correct in principle, but may be cumbersome in practice.

In , it was pointed out that the conventional notion of “observable” may not be the most suitable one in a background independent context. The weaker notion of “partial observable” may be more useful in such a context. A partial observable is any quantity that can be measured – even if it cannot be predicted by the theory. Using this notion, general relativistic systems admit a simple reading: they predict correlations between partial observables. This is the point of view developed in . In this philosophy the key object that yields the interpretation of the quantum formalism is the “propagator” $`K(a,b,a^{},b^{})`$. This is defined as the kernel of the projector from the kinematical Hilbert space $`𝒦`$ (the space representing all possible outcomes of measurements of partial observables) to the physical Hilbert space $``$ (the space representing the sole outcomes of measurements of partial observables that are allowed by dynamics). The propagator plays a role similar to the propagator of the Schrödinger equation in nonrelativistic quantum mechanics, which, as emphasized by Feynman, expresses the quantum dynamics. The propagator $`K(a,b,a^{},b^{})`$ can be given a direct physical interpretation . This point of view might prove useful for the interpretation of the formalisms of non perturbative quantum gravity – in particular in loop quantum gravity  and its sum over path version, the spinfoam formalism , which gives us the analog of $`K(a,b,a^{},b^{})`$ in quantum general relativity .

Here we study the propagator $`K(a,b,a^{},b^{})`$ of our simple model and we discuss physical interpretation and classical limit. We show that in a regime in which $`b`$ can be taken as an independent time parameter the probabilistic interpretation proposed in  reduces to the conventional interpretation of the modulus square of the wave function as a spacial probability density at fixed time. We illustrate the semiclassical limit and some semiclassical states. The propagator turns out to be real. It can be seen as propagating “forward” as well as “backward”, in a local parameter time, in spite of the fact that the difference between forward and backward propagation is not manifest in the classical theory. The quantum states, on the other hand, split among forward and backward propagating ones. This might be the same situation that we find in quantum general relativity.

In the section 2 we discuss the classical theory. We formulate the theory in a fully covariant language, that illustrate the structure of general-relativistic hamiltonian mechanics. We study the quantum theory in Section 3. In the appendices, we recover an approximate Schrödinger equation, we recall the probabilistic interpretation based on the flux of the conserved current, and we illustrate a derivation of the propagator using functional integral techniques. A complete formulation and a general discussion of the classical and quantum formalism that we utilize here can be found in chapters 3 and 5 of reference .

## 2 Classical theory

### 2.1 Definition of the model

A simple harmonic oscillator can be viewed as system with two partial observables, $`q`$ and $`t`$. A motion of the system defines a relation between $`q`$ and $`t`$. A given motion is characterized by the two constants $`A[0,\mathrm{}]`$ and $`\varphi [0,2\pi ]`$, and is given by the equation

$$f(q,t)=qA\mathrm{sin}(\omega t+\varphi )=0,$$
(1)
where $`\omega `$ is a constant characterizing the system. This motion is a sinusoid of amplitude $`A`$ and phase $`\varphi `$ in the $`(q,t)`$ plane, the extended configurations space $`𝒞`$. This dynamics is the classical limit of a quantum dynamics.

Here, we consider a system with two partial observables $`a`$ and $`b`$. A given motion of the system is characterized by two constants $`A[0,\sqrt{2M}]`$ and $`\varphi [0,2\pi ]`$, and is given by the equation

$$f(a,b)=\left(\frac{a}{A}\right)^2+\left(\frac{b}{B}\right)^22\mathrm{cos}\varphi \frac{a}{A}\frac{b}{B}=\mathrm{sin}^2\varphi ,$$
(2)
where $`M`$ is a constant characterizing the system and $`B^22MA^2`$. This motion is an ellipse of radii $`A`$ and $`B`$ and inclination $`\varphi `$ in the $`(a,b)`$ plane, the extended configuration space $`𝒞`$. We want to understand if this system can be seen as the classical limit of a quantum system, with a well defined probabilistic interpretation.

### 2.2 Classical dynamics

A relativistic hamiltonian formulation of the system above can be given on the extended configuration space $`𝒞=R^2`$ coordinatized by the partial observables $`(a,b)`$. The dynamics (2) is governed by the relativistic hamiltonian

$`H(a,b,p_a,p_b)={\displaystyle \frac{1}{2}}\left(a^2+b^2+p_a^2+p_b^2\right)M`$ (3)
defined on the cotangent space $`T^{}𝒞=R^4`$ coordinatized by $`(a,b,p_a,p_b)`$, where $`p_a`$ and $`p_b`$ are the momenta conjugate to $`a`$ and $`b`$. In general, in a general-relativistic hamiltonian system the dynamics is defined by the surface $`H(q^a,p_a)=0`$, in $`T^{}𝒞`$ (see chapter 3 of .) The hamiltonian (3) yields the Hamilton-Jacobi equation

$`\left({\displaystyle \frac{S(a,b)}{a}}\right)^2+\left({\displaystyle \frac{S(a,b)}{b}}\right)^2+a^2+b^22M=0.`$ (4)
Given a one parameter family $`S(a,b;A)`$ of solutions of this equation, the physical motions are determined –given two constants $`A`$ and $`p_A`$– by the equation

$`{\displaystyle \frac{S(a,b;A)}{A}}p_A=0.`$ (5)
A family of solutions of the Hamilton-Jacobi equation (4) is given by

$`S(a,b;A)={\displaystyle \frac{a}{2}}\sqrt{A^2a^2}+{\displaystyle \frac{A^2}{2}}\mathrm{arctan}\left({\displaystyle \frac{a}{\sqrt{A^2a^2}}}\right)+{\displaystyle \frac{b}{2}}\sqrt{B^2b^2}+{\displaystyle \frac{B^2}{2}}\mathrm{arctan}\left({\displaystyle \frac{b}{\sqrt{B^2b^2}}}\right).`$ (6)
inserting this in (5) gives (2), where $`p_A=A\varphi `$, with simple algebra.

### 2.3 Action

Consider a path $`\lambda :[0,1]T^{}𝒞`$ in the space of the coordinates $`a,b`$ and their momenta $`p_a,p_b`$, and let $`\stackrel{~}{\lambda }:[0,1]𝒞`$ be its projection on the extended configuration space $`𝒞`$ (just the coordinates $`a,b`$). The action $`S[\lambda ]`$ is defined by

$`S[\lambda ]={\displaystyle _\lambda }(p_ada+p_bdb).`$ (7)
The physical motions $`\stackrel{~}{\lambda }`$ are the ones such that $`\lambda `$ extremizes this action in the class of paths that satisfy

$`H(a,b,p_a,p_b)=0`$ (8)
and such that $`\stackrel{~}{\lambda }`$ has fixed extrema $`\stackrel{~}{\lambda }(0)=(a,b)`$ and $`\stackrel{~}{\lambda }(1)=(a^{},b^{})`$. These motions follow the ellipse (2). This is a very general structure, common to all non relativistic as well as general relativistic systems .

### 2.4 Geometry

Since the space $`T^{}𝒞`$ is a cotangent space, it is naturally equipped with the Poincaré one-form

$`\theta =p_ada+p_bdb`$ (9)
and the symplectic two-form $`\omega =d\theta `$. Notice that the action (7) is simply the line integral along the path of the Poincaré one-form

$`S[\lambda ]={\displaystyle _\lambda }\theta .`$ (10)
Equation (8) defines a surface $`\mathrm{\Sigma }`$ in the space $`T^{}𝒞`$. In the model we are considering this surface is a three-sphere of radius $`\sqrt{2M}`$. The restriction of $`\omega `$ to $`\mathrm{\Sigma }`$ is degenerate: it has a null direction $`X`$. That is, there is a vector field $`X`$ on $`\mathrm{\Sigma }`$ that satisfies $`\omega (X)=0`$. It can be easily verified that this is

$`X=p_a{\displaystyle \frac{}{a}}+p_b{\displaystyle \frac{}{b}}a{\displaystyle \frac{}{p_a}}b{\displaystyle \frac{}{p_b}}.`$ (11)
The integral lines of $`X`$ on $`\mathrm{\Sigma }`$ define the motions. It is easy to see that these integral lines are circles. In fact, they define a standard Hopf fibration of the three-sphere $`S_3S_2\times S_1`$. The motions are precisely the ones given by (2), and the corresponding momenta are

$`p_a`$ $`=`$ $`\sqrt{A^2a^2},`$
$`p_b`$ $`=`$ $`\sqrt{B^2b^2}.`$ (12)
The quotient of $`\mathrm{\Sigma }`$ by the motions $`S_2S_3/S_1`$ is the physical phase space of the system, coordinatized by the two constants $`A`$ and $`\varphi `$

$`2A^2`$ $`=`$ $`2M+p_a^2p_b^2+a^2b^2`$ (13)
$`\mathrm{tan}\varphi `$ $`=`$ $`{\displaystyle \frac{p_abp_ba}{p_ap_b+ab}},`$ (14)
which are constant along the motions.

### 2.5 Parametrization and the associate nonrelativistic system

The dynamics of the system becomes easier to deal with if we introduce a non-physical parameter $`\tau `$ along the physical motions (2). We can parametrize the ellipse (2) as follows

$`a(\tau )`$ $`=`$ $`A\mathrm{sin}(\tau +\varphi ),`$
$`b(\tau )`$ $`=`$ $`B\mathrm{sin}(\tau ).`$ (15)
The momenta are then given by

$`p_a(\tau )`$ $`=`$ $`\sqrt{A^2a^2}=A\mathrm{cos}(\tau +\varphi )={\displaystyle \frac{da(\tau )}{d\tau }},`$
$`p_b(\tau )`$ $`=`$ $`\sqrt{B^2b^2}=B\mathrm{cos}(\tau )={\displaystyle \frac{db(\tau )}{d\tau }}.`$ (16)
The parameter $`\tau `$ is not connected with observability; it is only introduced for convenience. In particular the physical predictions of our system regard the relation between $`a`$ and $`b`$, not the dependence of $`a`$ and $`b`$ on $`\tau `$. The parameter $`\tau `$ corresponds to the time coordinate of general relativity: physically meaningful quantities are independent from the time coordinate.

It is useful to consider also a *distinct* dynamical system with *two* degrees of freedom $`a(\tau )`$ and $`b(\tau )`$ evolving according to equations (2.5) in a time parameter $`\tau `$. We call this system the *associate* nonrelativistic system. It is important not to confuse the two systems. The associate system has two degrees of freedom, while our original general-relativistic system has one degree of freedom. The associate system is governed by the function $`H`$ given in (3), seen now as a conventional non-general-relativistic hamiltonian. Indeed, it is immediate to see that equations (2.5-2.5) are the solutions of the Hamilton equations of $`H`$. This is the hamiltonian of two harmonic oscillators with unit mass and unit angular frequency, minus a constant energy $`M`$.222In turn, the associate system can be cast in covariant form as well. Its extended phase space has coordinates $`(a,b,\tau )`$ and its relativistic hamiltonian is $`H_{associate}=p_\tau +H`$.

The original system can be derived from the associate nonrelativistic systems in two steps. First, by restricting the motions to the ones with total energy equal to zero (namely the ones in which the energy $`E=E_a+E_b`$ of the two oscillators is $`E=M`$). Second, by gauging away the time evolution in $`\tau `$: that is, by restricting the physical observables to the $`\tau `$ independent ones, namely to the sole relations between $`a`$ and $`b`$. This reduces by one the number of degrees freedom. Intuitively, we “throw away the clock that measures $`\tau `$”.

### 2.6 The Hamilton function

As beautifully emphasized by Hamilton , the solution of any dynamical system is entirely coded in its Hamilton function. This is true for background independent systems as well. Furthermore, the Hamilton function plays a key role in relating the classical system to the quantum system, and we shall use it extensively. It is essentially the classical limit of the quantum propagator.

The Hamilton function $`S(a,b,a^{},b^{})`$ is a function on $`𝒞\times 𝒞`$ that satisfies the Hamilton-Jacobi equation in both sets of variables. It is defined as the value of the action of the physical motion that goes from $`(a^{},b^{})`$ to $`(a,b)`$. If $`S(a,b,a^{},b^{})`$ is known, all physical motions can be obtained just taking derivatives, as follows. Defining

$`p_a^{}(a,b,a^{},b^{})={\displaystyle \frac{S(a,b,a^{},b^{})}{a^{}}},p_b^{}(a,b,a^{},b^{})={\displaystyle \frac{S(a,b,a^{},b^{})}{b^{}}},`$ (17)
the algebraic equations

$`p_a^{}(a,b,a^{},b^{})=p_a^{},p_b^{}(a,b,a^{},b^{})=p_b^{}`$ (18)
are equivalent to (2) and give the physical motions. Here a motion is characterized by the “initial data” $`(a^{},b^{},p_a^{},p_b^{})`$ instead than by $`A`$ and $`\varphi `$.

Let us study the Hamilton functions of our system. Given two points $`(a^{},b^{})`$ and $`(a,b)`$ in $`𝒞`$, we first need to find the physical motion that goes from one to the other. That is, we need to find the value of the two constants $`A`$ and $`\varphi `$ of this motion. To this aim, it is convenient to parametrize the motion as in (2.5) and search the value of the three constants $`A`$, $`\varphi `$ and $`\tau `$ such that

$`\{\begin{array}{ccccc}a^{}\hfill & =& a(\tau ^{})\hfill & =& A\mathrm{sin}(\tau ^{}+\varphi ),\hfill \\ b^{}\hfill & =& b(\tau ^{})\hfill & =& B\mathrm{sin}(\tau ^{});\hfill \end{array}\{\begin{array}{ccccc}a\hfill & =& a(\tau ^{}+\tau )\hfill & =& A\mathrm{sin}(\tau ^{}+\tau +\varphi ),\hfill \\ b\hfill & =& b(\tau ^{}+\tau )\hfill & =& B\mathrm{sin}(\tau ^{}+\tau ).\hfill \end{array}`$ (23)
With some algebra we find

$`A^2={\displaystyle \frac{a^2+a^22aa^{}\mathrm{cos}\tau }{\mathrm{sin}^2\tau }}`$ (24)
and

$`M={\displaystyle \frac{(a^2+b^2+a^2+b^2)2(aa^{}+bb^{})\mathrm{cos}\tau }{\mathrm{sin}^2\tau }}`$ (25)
The last equation can solved for $`\tau `$, giving

$`\tau (a,b,a^{},b^{})=\mathrm{arccos}{\displaystyle \frac{aa^{}+bb^{}\pm \sqrt{(aa^{}+bb^{})^2+M(Ma^2b^2a^2b^2)}}{M}}`$ (26)
Inserting this value in (24) gives $`A=A(a,b,a^{},b^{})`$.

The value of the Hamilton function is obtained by performing the integration that defines the action (7) of the motion that goes from $`(a^{},b^{})`$ to $`(a,b)`$. The result is

$`S(a,b,a^{},b^{})=S(a,b,a^{},b^{};A(a,b,a^{},b^{}))`$ (27)
where

$`S(a,b,a^{},b^{};A)=S(a,b,A)S(a^{},b^{},A).`$ (28)
Here $`S(a,b,A)`$ is given in (6) and $`A(a,b,a^{},b^{})`$ is the value of $`A`$ of the ellipse (2) that crosses $`(a,b)`$ and $`(a^{},b^{})`$, determined by the equations (24) and (26).

It easy to show that

$`{\displaystyle \frac{S(a,b,a^{},b^{};A)}{A}}|_{A=A(a,b,a^{},b^{})}=0`$ (29)
We can also write the hamilton function in another form, that turns out to be useful in the following. Using (2.5) and (25) we can write

$`S(a,b,a^{},b^{})=S(a,b,a^{},b^{};\tau (a,b,a^{},b^{}))`$ (30)
where

$`S(a,b,a^{},b^{};\tau )={\displaystyle \frac{1}{2}}{\displaystyle \frac{(a^2+b^2+a^2+b^2)\mathrm{cos}\tau 2(aa^{}+bb^{})}{\mathrm{sin}\tau }}+M\tau .`$ (31)
This result is not surprising. The Hamilton function of a single harmonic oscillator is

$`S(a,a^{};\tau )={\displaystyle \frac{1}{2}}{\displaystyle \frac{(a^2+a^2)\mathrm{cos}\tau 2aa^{}}{\mathrm{sin}\tau }};`$ (32)
equation (31) shows that the action of the relativistic system is equal to the action of the associate system of two harmonic oscillators $`a(\tau )`$ and $`b(\tau )`$ plus the constant $`M`$ term, calculated for the time $`\tau `$ determined by the requirement that the motion reproduces the constrained one of the covariant system. That is

$`S(a,b,a^{},b^{})=S(a,a^{};\tau (a,b,a^{},b^{}))+S(b,b^{};\tau (a,b,a^{},b^{}))+M\tau (a,b,a^{},b^{}).`$ (33)
Finally, it is easy to check that

$`{\displaystyle \frac{S(a,b,a^{},b^{};\tau )}{\tau }}|_{\tau =\tau (a,b,a^{},b^{})}=0`$ (34)
An equation that plays an important role below.

## 3 Quantum theory

The classical system described above can be viewed as the classical limit of a quantum system. The quantum system is defined on the kinematical Hilbert space $`𝒦=L_2[R^2,dadb]`$ formed by the wave functions $`\psi (a,b)`$. The partial observables $`a`$ and $`b`$ act as (self-adjoint) multiplicative operators. The dynamics is defined by the Wheeler-deWitt equation

$`\left(\mathrm{}^2{\displaystyle \frac{^2}{a^2}}\mathrm{}^2{\displaystyle \frac{^2}{b^2}}+a^2+b^22M\right)\psi (a,b)=0.`$ (35)
The operator in parenthesis is the Wheeler-deWitt operator $`H`$. The space of the solutions of this equation form the Hilbert space $``$ of the theory. It is easy to find the general solution of this equation. The equation can be rewritten as

$`H(a,b,p_a,p_b)\psi (a,b)=(H_a+H_bM)\psi (a,b)=0.`$ (36)
where $`H_a`$ (and $`H_b`$) is the Shrödinger Hamiltonian operator (with unit mass and unit frequency) in the $`a`$ (resp $`b`$) variable of a single harmonic oscillator. Since the eigenvalues of this operator are $`E_a=\mathrm{}(n_a+1/2)`$ (and $`E_b=\mathrm{}(n_b+1/2)`$) with non negative integer $`n_a`$ (and $`n_b`$), in the basis of the energy eigenstates, $`|n_a,n_b`$, equation (35) takes the form

$`H(a,b,p_a,p_b)|n_a,n_b=(\mathrm{}(n_a+n_b+1)M)|n_a,n_b=0.`$ (37)
This equation has solution only if

$`M=\mathrm{}(n_a+n_b+1)`$ (38)
namely if $`N=M/\mathrm{}1`$ is a nonnegative integer. We shall assume so from now on. The general non-normalized solution of (35) is then easily

$`\psi (a,b)={\displaystyle \underset{n_a+n_b+1=N}{}}c_{n_a,n_b}\psi _{n_a}(a)\psi _{n_b}(b)`$ (39)
where $`\psi _n`$ is the normalized $`n`$-th eigenfunction of the Harmonic oscillator, and the coefficients $`c_{n_a,n_b}`$ satisfy $`_{n_a+n_b+1=N}|c_{n_a,n_b}|^2=1`$. The state space $`𝒦`$ is the Hilbert space of the associate nonrelativistic system. A basis in $`𝒦`$ is formed by the states $`|n_a,n_b`$ with $`n_a`$ $`a`$-quanta and $`n_b`$ $`b`$-quanta:

$`a,b|n_a,n_b=\psi _{n_a}(a)\psi _{n_b}(b)`$ (40)
The physical Hilbert space $``$ is the one spanned by the states with $`N`$ quanta. It is convenient to write $`j=N/2`$ and to introduce the quantum number $`m=\frac{1}{2}(n_an_b)`$ that runs from $`m=j`$ to $`m=j`$. So that $``$ is spanned by the $`(2j+1)`$ states

$`|m|jm,j+m.`$ (41)
That is

$`a,b|m=\psi _{jm}(a)\psi _{j+m}(b)\psi _m(a,b).`$ (42)
Explicitly,

$`\psi _m(a,b)={\displaystyle \frac{1}{\sqrt{2^{2j}\mathrm{}\pi \left(j+m\right)!\left(jm\right)!}}}H_{j+m}(a/\sqrt{\mathrm{}})H_{jm}(b/\sqrt{\mathrm{}})e^{\frac{a^2+b^2}{2\mathrm{}}}`$ (43)
where $`H_n(q)`$ is the $`n`$-th Hermite polynomial. (As pointed out by Schwinger we can define angular momentum operators on the Hilbert space of two oscillators; the total Hamiltonian is proportional to the total angular momentum. $``$ is then the Hilbert space of the irreducible spin-$`j`$ component of $`𝒦`$. $`m`$ is the quantum number associated to one of the components of the angular momentum:

$`L_z`$ $`=`$ $`{\displaystyle \frac{1}{4}}(p_a^2p_b^2+a^2b^2)`$ (44)
see .) Alternatively, we can diagonalize the angular momentum

$`L`$ $`=`$ $`{\displaystyle \frac{1}{2}}(bp_aap_b).`$ (45)
Its eigenstates are easily written in polar coordinates $`a=r\mathrm{sin}\phi `$, $`b=r\mathrm{cos}\phi `$ as

$`\psi _m^{}(r,\phi )=e^{\frac{i}{\mathrm{}}m^{}\phi }\psi _m^{}(r),`$ (46)
where $`m^{}`$ is the eigenvalue of $`L`$ and $`\psi _m^{}(r)`$ is the (unique) solution of the radial equations with the correct energy

$`\psi _m^{}(r)=e^{r^2/2}r_1^{|m^{}|}F_1(n,|m^{}|+1,r^2)`$ (47)
where $`{}_{1}{}^{}F_{1}^{}(n,|m^{}|+1,r^2)`$ is the confluent hypergeometric function and $`n=0,1,\mathrm{},j`$, $`|m^{}|=0,1,\mathrm{},2j`$, with the condition

$`2j=2n+|m^{}|.`$ (48)
$``$ is a proper subspace of $`𝒦`$, therefore the scalar product of $`𝒦`$ is well defined in $``$. As well known, in several general relativistic systems the space of solutions of the Wheeler-deWitt equation is a space of generalized states, namely a subspace of a suitable completion of $`𝒦`$. This is sometimes described as serious conceptual difficulty, but it is not: there are many equivalent techniques for deriving a scalar product of $``$ from the scalar product of $`𝒦`$. Here we are not concerned with this technicality.

### 3.1 The propagator

Since $``$ is a proper subspace of $`𝒦`$, there is an orthogonal projection operator

$`P:𝒦.`$ (49)
The relativistic propagator $`K(a,b,a^{},b^{})`$ is defined as the integral kernel of $`P`$. Easily, this projector is given by

$`P={\displaystyle \underset{n_a+n_b+1=N}{}}|n_a,n_bn_a,n_b|`$ (50)
Therefore

$`K(a,b,a^{},b^{})={\displaystyle \underset{n_a+n_b+1=N}{}}a,b|n_a,n_bn_a,n_b|a^{},b^{}.`$ (51)
Explicitly, we can write this as

$`K(a,b,a^{},b^{})`$ $`=`$ $`{\displaystyle \underset{m=j}{\overset{j}{}}}\mathrm{\Psi }_m^{}(a^{},b^{})\mathrm{\Psi }_m(a,b)`$ (52)
$`=`$ $`{\displaystyle \underset{m=j}{\overset{j}{}}}e^{\frac{1}{2\mathrm{}}(a^2+b^2+a_{}^{}{}_{}{}^{2}+b_{}^{}{}_{}{}^{2})}{\displaystyle \frac{H_{j+m}(a/\sqrt{\mathrm{}})H_{jm}(b/\sqrt{\mathrm{}})H_{j+m}(a^{}/\sqrt{\mathrm{}})H_{jm}(b^{}/\sqrt{\mathrm{}})}{2^{2j}(j+m)!(jm)!\mathrm{}\pi }}`$ (53)
using the properties of the Hermite polynomials, this can be written for integer $`j`$ also as

$`K(a,b,a^{},b^{})`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}e^{\frac{a^2+b^2+a_{}^{}{}_{}{}^{2}+b_{}^{}{}_{}{}^{2}}{2\mathrm{}}}{\displaystyle \underset{i=0}{\overset{j}{}}}{\displaystyle \frac{(2(aa^{}+bb^{})/\mathrm{})^{2j2i}}{(2j2i)!}}L_i^{2j2i}\left({\displaystyle \frac{a^2+b^2+a_{}^{}{}_{}{}^{2}+b_{}^{}{}_{}{}^{2}}{\mathrm{}}}\right)`$ (54)
where $`L_n^m`$ is the $`n`$-th generalized Laguerre polynomial with parameter $`m`$.

### 3.2 Alternative expressions for the propagator

The expression (50) of the propagator can be rewritten as follows

$`P`$ $`=`$ $`{\displaystyle \underset{n_a+n_b+1=N}{}}|n_a,n_bn_a,n_b|={\displaystyle \underset{n_a,n_b}{}}|n_a,n_bn_a,n_b|\delta _{n_a+n_a+1N}`$ (55)
$`=`$ $`{\displaystyle \underset{n_a,n_b}{}}|n_a,n_bn_a,n_b|{\displaystyle _0^{2\pi }}𝑑\tau e^{i(n_a+n_b+1N)\tau }={\displaystyle \underset{n_a,n_b}{}}|n_a,n_bn_a,n_b|{\displaystyle _0^{2\pi }}𝑑\tau e^{\frac{i}{\mathrm{}}H\tau }`$
$`=`$ $`{\displaystyle _0^{2\pi }}𝑑\tau e^{\frac{i}{\mathrm{}}H\tau }.`$
That is

$$P\psi (a,b)=_0^{2\pi }𝑑\tau \psi (a,b,\tau ),$$
(56)
where $`\psi (a,b,\tau )`$ is the wave function of the associate system that evolves in a time $`\tau `$ from the initial state $`\psi (a,b,0)=\psi (a,b)`$. The evolution of the associate system is easy to determine. We have

$$\psi (a,b,\tau )=e^{\frac{i}{\mathrm{}}H\tau }\psi (a,b,0)=𝑑a^{}𝑑b^{}K(a,a^{},\tau )K(b,b^{}\tau )e^{\frac{i}{\mathrm{}}M\tau }\psi (a,b,0)$$
(57)
where $`K(a,a^{}\tau )`$ is the well known propagator of a single Harmonic oscillator

$$K(a,a^{},\tau )=a|e^{\frac{i}{\mathrm{}}H_a\tau }|a^{}=\frac{1}{\sqrt{2\pi i\mathrm{}\mathrm{sin}}\tau }\mathrm{exp}\left(\frac{i}{2\mathrm{sin}\tau }\left(\left[(a^2+a^2)\mathrm{cos}\tau 2aa^{}\right]\right)\right),$$
(58)
and the term $`e^{\frac{i}{\mathrm{}}M\tau }`$ is present because of the constant term in the hamiltonian. Inserting (58) in (57) we find a simple integral expression for the propagator

$`K(a,b,a^{},b^{})={\displaystyle _0^{2\pi }}𝑑\tau {\displaystyle \frac{1}{2\pi i\mathrm{}\mathrm{sin}\tau }}\mathrm{exp}\left({\displaystyle \frac{i}{2\mathrm{}\mathrm{sin}\tau }}\left[(a^2+b^2+a^2+b^2)\mathrm{cos}\tau 2(a^{}a+b^{}b)\right]+{\displaystyle \frac{i}{\mathrm{}}}M\tau \right)`$ (59)
that is

$`K(a,b,a^{},b^{})={\displaystyle _0^{2\pi }}𝑑\tau {\displaystyle \frac{1}{2\pi i\mathrm{}\mathrm{sin}\tau }}\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}}}S(a,b,a^{},b^{};\tau )\right)`$ (60)
where $`S(a,b,a^{},b^{};\tau )`$ is the hamilton function given by (31).

### 3.3 Properties of the propagator

Let us summarize some of the properties of the propagator. The propagator

* satisfies the Wheeler-deWitt equation (35) in both sets of variables.

$`\left(\mathrm{}{\displaystyle \frac{^2}{a^2}}\mathrm{}{\displaystyle \frac{^2}{b^2}}+a^2+b^2(2j+1)\mathrm{}\right)K(a,b,a^{},b^{})=0;`$ (61)
* satisfies the composition law

$`{\displaystyle 𝑑a^{}𝑑b^{}K(a,b,a^{},b^{})K(a^{},b^{},a^{\prime \prime },b^{\prime \prime })}=K(a,b,a^{\prime \prime },b^{\prime \prime }),`$ (62)
this follows immediately from the fact that $`P`$ is a projector;
* propagates a physical state from $`(a^{},b^{})`$ to $`(a,b)`$ in the sense

$`{\displaystyle 𝑑a^{}𝑑b^{}K(a,b,a^{},b^{})\psi (a^{},b^{})}=\psi (a,b);`$ (63)
* projects an arbitrary function $`\psi (a,b)`$ (not a solution of (35)) to a solution of (35);
* is gauge invariant, in the sense that it is independent from the parameter $`\tau `$;
* is real;
* is symmetric in the exchange $`(a,b)(a^{},b^{})`$.

## 4 Formal relations between quantum and classical theory

From now we assume that $`M\mathrm{}`$ and we study the relation between the classical and the quantum theory.

### 4.1 The semiclassical limit of the propagator

We begin by relating the propagator $`K(a,b,a^{},b^{})`$ and the Hamilton function $`S(a,b,a^{},b^{})`$. A semiclassical approximation of the propagator can be derived from the expression (59). In the limit of small $`\mathrm{}`$ we can evaluate the integral using a saddle point approximation. The result is

$`K(a,b,a^{},b^{})={\displaystyle \underset{i}{}}{\displaystyle \frac{1}{2\pi i\mathrm{}\mathrm{sin}\tau _i}}\mathrm{exp}\left({\displaystyle \frac{i}{2\mathrm{}\mathrm{sin}\tau _i}}\left[(a^2+b^2+a^2+b^2)\mathrm{cos}\tau _i2(a^{}a+b^{}b)\right]+{\displaystyle \frac{i}{\mathrm{}}}M\tau _i\right)`$ (64)
where $`\tau _i=\tau _i(a,b,a^{},b^{})`$ are the values of $`\tau `$ for which the exponential has an extremum. That is, they are determined by

$`{\displaystyle \frac{d}{d\tau }}\left({\displaystyle \frac{i}{2\mathrm{}\mathrm{sin}\tau }}\left[(a^2+b^2+a^2+b^2)\mathrm{cos}\tau 2(a^{}a+b^{}b)\right]+{\displaystyle \frac{i}{\mathrm{}}}M\tau \right)|_{\tau =\tau _i}=0`$ (65)
But notice that the exponent is precisely $`S(a,b,a^{},b^{},\tau )`$, and equation (65) is precisely equation (34) that determines the classical time $`\tau `$ along the classical trajectory from $`(a^{},b^{})`$ to $`(a^{},b^{})`$. Therefore the exponent in (64) is *precisely* ($`\frac{i}{\mathrm{}}`$) the Hamilton function !

There is however an essential subtlety, that we have disregarded during the classical discussion. In general, equation (65) does not has one, but rather two solutions (a smooth periodic function cannot have a single extremum). Why two? Because in general there are two paths that connect two points $`(a^{},b^{})`$ and $`(a,b)`$: a shorter one and a longer one obtained subtracting the shorter one from the entire ellipses. Indeed, it is clear that if $`\tau `$ is a solution, so is $`2\pi \tau `$. Therefore the sum over $`\tau _i`$ contains two terms: $`\tau _1=\tau (a,b,a^{},b^{})`$ where $`\tau (a,b,a^{},b^{})`$ is given by (26) and $`\tau _2=2\pi \tau (a,b,a^{},b^{})`$. Inserting this in (66) we conclude that, to the first relevant order in $`\mathrm{}`$,

$`K(a,b,a^{},b^{})={\displaystyle \frac{1}{2\pi i\mathrm{}\mathrm{sin}\tau (a,b,a^{},b^{})}}\left(e^{\frac{i}{\mathrm{}}S(a,b,a^{},b^{})}e^{+\frac{i}{\mathrm{}}S(a,b,a^{},b^{})}\right),`$ (66)
or

$`K(a,b,a^{},b^{})={\displaystyle \frac{1}{\pi \mathrm{}\mathrm{sin}\tau (a,b,a^{},b^{})}}\mathrm{sin}\left({\displaystyle \frac{1}{\mathrm{}}}S(a,b,a^{},b^{})\right).`$ (67)
### 4.2 Quasi classical states

Consider a coherent state of the associate nonrelativistic system. Using standard coherent state technology, the state determined by the classical position $`(a,b)`$ and the classical momenta $`(p_a,p_b)`$ can be written as

$`|a,b,p_a,p_b={\displaystyle \underset{n_a=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n_b=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\alpha _a^{n_a}\alpha _b^{n_b}}{\sqrt{n_a!n_b!}}}\mathrm{exp}\left({\displaystyle \frac{|\alpha _a|^2+|\alpha _b|^2}{2}}\right)|n_a,n_b`$ (68)
where $`\alpha _a=a+ip_a`$ and $`\alpha _b=b+ip_b`$. This is a minimum spread wave packet centered in the position $`(a,b)`$ and with minimum spread momentum $`(p_a,p_b)`$. Recall that the coherent states of the harmonic oscillator have the property

$`|a,b,p_a,p_b,\tau e^{\frac{i}{\mathrm{}}H\tau }|a,b,p_a,p_b=|a(\tau ),b(\tau ),p_a(\tau ),p_b(\tau )`$ (69)
where $`(a(\tau ),b(\tau ),p_a(\tau ),p_b(\tau ))`$ is the classical motion determined by the initial conditions $`a,b,p_a,p_b`$. That is, they follow classical trajectories exactly.

Let us now project this state on $``$. We obtain

$`P|a,b,p_a,p_b={\displaystyle \underset{n_a+n_b+1=N}{}}{\displaystyle \frac{\alpha _a^{n_a}\alpha _b^{n_b}}{\sqrt{n_a!n_b!}}}\mathrm{exp}\left({\displaystyle \frac{|\alpha _a|^2+|\alpha _b|^2}{2}}\right)|n_a,n_b`$ (70)
On the other hand, we have also

$`\psi _{a,b,p_a,p_b}(a^{},b^{})={\displaystyle _0^{2\pi }}𝑑\tau \psi _{a,b,p_a,p_b}(a^{},b^{},\tau )`$ (71)
where $`\psi _{a,b,p_a,p_b}(a,b,\tau )`$ is the time evolution of the coherent state of the associate system. In the small $`\mathrm{}`$ limit the state $`\psi (a,b,\tau )`$ has essentially support only along a narrow strip around the classical motion determined by the initial conditions $`(a,b,p_a,p_b)`$. Therefore the physical state $`\psi _{a,b,p_a,p_b}(a^{},b^{})`$ will have support on this same region, namely on one of the ellipses (2). The figure shows the square of the amplitude of a coherent state $`\psi (a,b)`$ computed numerically: it is picked around the classical solution.

### 4.3 Forward and backward propagation

In the classical theory, an ellipse defines a classical motion. We can assume that the versus of the ellipse, clockwise or anticlockwise, has no physical significance. In fact the equation (2) that fixes the motion does not contain any reference to the versus of the ellipse. However, in the quantum theory there are distinct “clockwise and anticlockwise propagating” states. To see this, consider, instead of the coherent state defined in the previous section, the one defined by the classical initial values $`(a,b,p_a,p_b)`$. In the associate system, the same ellipses is followed in the opposite direction. After integrating in $`d\tau `$, the resulting physical coherent state $`\psi _{a,b,p_a,p_b}`$ has the same support as $`\psi _{a,b,p_a,p_b}`$, but it is not the same state ! A moment of reflection shows that it is its complex conjugate

$`\psi _{a,b,p_a,p_b}(a^{},b^{})=\psi _{a,b,p_a,p_b}^{}(a^{},b^{}).`$ (72)
In fact, the physical Hilbert space can be split into the forward and backward propagating subspaces according to the sign of the eigenvalues of the operator $`L`$.

A particularly simple semiclassical state, which illustrates well some general features of these states, can be obtained as follows. Consider the classical motion formed by a circle, namely the case $`A=B=\sqrt{M}`$. The two corresponding semiclassical states are easily obtained. They are the states (46) with $`m^{}=\pm 2j`$, that maximize and minimize the angular momentum $`L`$. In the large $`M/\mathrm{}`$ limit, the radial function become a narrow gaussian around the classical radius $`\sqrt{M}`$, as can be seen from (47). Indeed, when $`m^{}=\pm 2j`$, $`n=0`$, and since

$`{}_{1}{}^{}F_{1}^{}(n,|m^{}|+1,r^2)=1`$ (73)
we have

$`\psi _{\pm 2j}(r,\phi )=e^{r^2/2+2j\mathrm{ln}r}e^{\pm \frac{i}{\mathrm{}}2j\phi }.`$ (74)
The maximum is in $`r=\sqrt{2j}\sqrt{M}`$.

This observation sheds light on the fact that the propagator is real and contains the two terms in the right hand side of (66). The propagator propagates both sectors of the Hilbert space – the one propagating clockwise, $`\psi _{2j}(r,\phi )`$, and the one propagating anticlockwise, $`\psi _{+2j}(r,\phi )`$. Each of the two terms of (66) propagates one of these sectors. Since the two are simply the complex conjugate of each other, the propagator is real.

On the other hand, there are quantum states that are in only one of the two sectors. They are “clockwise propagating” states. Restricted to those states, the propagator can be written as a single exponential of the Hamilton function.

Notice that the two terms of (66) can be interpreted in two equivalent manners. Either as related to the two branches of the ellipses that connect $`(a,b)`$ and $`(a^{},b^{})`$. Or as one term evolving from $`(a,b)`$ to $`(a^{},b^{})`$ and other from $`(a^{},b^{})`$ to $`(a,b)`$. The math of section 4.1 can be interpreted either way. Thus, the second term of the propagator can be seen as the backward propagating term. We suspect that this term is therefore going to be present irrespectively of whether the classical orbits are closed.

Recall that in quantum general relativity the three-geometry to three-geometry transition amplitude has a surprising tendency of turning out to be real. For instance, the Ponzano-Regge transition amplitudes are real. Similarly, spin foam model tend to give real transition amplitudes. We suspect that the propagator of a covariant theory is naturally defined as a real propagation –as in the example studied here– where there is no a priori distinction between forward and backward propagation. On the other hand, a quantum state may contain one component only, and therefore be able to “select” the appropriate part of the propagator. Form this point of view, the attempt by Oriti and Livine to separate the two directions of propagation in the spinfoam sums  can be seen as attempts to separate locally the general relativistic analog of the two terms of (66).

## 5 Probabilistic interpretation

The idea developed in  is that the variables of the extended configuration space $`𝒞`$ can be interpreted as partial observables, namely quantities that can be measured. A point in $`𝒞`$, called an “event”, represents a simultaneous measurement of partial observables ($`(a,b)`$ in our case). The classical theory predicts which events can be measured: a classical state determines a relation between partial observables and therefore a subset of events. The quantum theory assigns a probability amplitude for the measurement of each event. According to the general prescription given in , the probability of observing an event in a small region $``$ of $`𝒞`$ if an event has been observed in a small region $`^{}`$ is

$$P_{^{}}=\frac{|K_{^{}}|^2}{K_{}K_{^{}^{}}}$$
(75)
where

$$K_{^{}}=_{}𝑑a𝑑b_{^{}}𝑑a^{}𝑑b^{}K(a,b,a^{},b^{}).$$
(76)
The propagator $`K`$ contains then the full physically relevant information about the quantum theory. Alternatively, given a physical state $`\psi `$, the probability for detecting an event around a point $`(a,b)`$ in a small region $``$ of volume $`V`$, where $`\psi (a,b)`$ can be taken to constant, is

$$P_{}=\frac{\left|_R\psi (a,b)𝑑a𝑑b\right|^2}{K_{}}=\frac{V^2}{K_{}}|\psi (a,b)|^2.$$
(77)
To test the viability of this interpretation in the context of our system, we must relate it to the standard interpretation of quantum mechanics. According to the standard interpretation of the wave function $`\psi (x,t)`$, the modulus square of the wave function *at fixed time* is to be interpreted as the probability density *in space* for the position of the particle. A probability is therefore given by

$$dP=|\psi (x,t)|^2dx.$$
(78)
Can we recover this expression from (77) in a limit in which our system behaves as a nonrelativistic system where, say, $`b`$ is taken as the independent variable (as $`t`$) and $`a`$ as a dynamical variable (as $`x`$) varying in time?

For this, we must look for a regime where the fact that the evolution “comes back” in the time $`b`$ is negligible. Consider a region $``$ such that $`a^2,b^2M`$. As in , imagine we have a detector active for very short “time” $`b`$. That is, consider a small detection region $`\mathrm{\Delta }b(\mathrm{\Delta }a)^21`$. Let us then calculate the detection probability using (77). In the region, $`\tau (a,b,a^{},b^{})1`$. Assume also that $`M\mathrm{}`$ and we can use the saddle point approximation. The propagator takes the form

$`K(a,b,a^{},b^{})={\displaystyle \frac{1}{\pi \mathrm{}\tau }}\mathrm{sin}\left({\displaystyle \frac{(aa^{})^2+(bb^{})^2}{2\mathrm{}\tau }}+{\displaystyle \frac{M}{\mathrm{}}}\tau \right)`$ (79)
Using the expression of the parameter $`\tau `$ from (25)

$`K(a,b,a^{},b^{})={\displaystyle \frac{\sqrt{M}}{\pi \mathrm{}}}{\displaystyle \frac{\mathrm{sin}\left(\frac{3}{2\mathrm{}}\sqrt{M}\sqrt{(aa^{})^2+(bb^{})^2}\right)}{\sqrt{(aa^{})^2+(bb^{})^2}}}`$ (80)
Since $`M\mathrm{}`$, this gives

$`K(a,b,a^{},b^{})`$ $``$ $`{\displaystyle \frac{3\sqrt{M}}{2\pi \sqrt{\mathrm{}}}}\delta \left(\sqrt{(aa^{})^2+(bb^{})^2}/\mathrm{}\right)`$ (81)
Performing the integration in the region $``$, and using our conditions on the shape of $``$ (which are not symmetric in $`a`$ and $`b`$) we obtain

$$K_{}=_{}𝑑a𝑑b_{}𝑑a^{}𝑑b^{}K(a,b,a^{},b^{})\frac{3\sqrt{M}}{2\pi \mathrm{}^2}\mathrm{\Delta }a(\mathrm{\Delta }b)^2$$
(82)
so

$`P_{}={\displaystyle \frac{\left|_R\psi 𝑑a𝑑b\right|^2}{K_{}}}{\displaystyle \frac{|\psi (a,b)|^2(\mathrm{\Delta }a)^2(\mathrm{\Delta }b)^2}{\mathrm{\Delta }a(\mathrm{\Delta }b)^2}}=|\psi (a,b)|^2\mathrm{\Delta }a`$ (83)
where we have absorbed a proportionality constant in the normalization of the wave function. The key result is that the probability is independent from $`\mathrm{\Delta }b`$ and proportional to $`\mathrm{\Delta }a`$. The first fact allows us to use the notion of measurement *istantaneous* in $`b`$, because the “time” $`b`$ needed by the apparatus to perform the measurmenet has no effect on the result. The second implies that $`|\psi (a,b)|^2`$ can be interpreted as a probability density in $`a`$ at fixed $`b`$. Therefore we have recovered the standard probabilistic interpretation of the wave function in quantum mechanics: $`|\psi |^2`$ is the probability density in space, at fixed time.

## 6 Conclusion

We have studied a simple dynamical system that reproduces some key aspects of the background independence of general relativity. We have used this system to illustrate some general features of the structure of general covariant dynamical systems.

According to the point of view we have taken here, the dynamics of a system with $`n`$ degrees of freedom does not describe the evolution in time of $`n`$ observables. Rather, it describes the correlations between $`n+1`$ partial observables. The space of the partial observables is the extended configuration space $`𝒞`$, and the dynamics is governed by a (vanishing) relativistic hamiltonian $`H`$ on $`T^{}𝒞`$. In the quantum theory, the kinematical Hilbert space $`𝒦`$ expresses all potential outcomes of measuments of partial observables. Dynamics is a restriction on these states and expresses the existence of correlations among measurements of partial observables. Such restriction of the states in $`𝒦`$ is given by the Wheeler-deWitt equation $`H\psi =0`$. Given a physical state, the probability that the system is detected in a small region of $`𝒞`$ is governed by (77). (A discussion of the precise meaning of probability in this context is in .) Here we have shown that in our simple system this probability prescription reduces to the conventional one in the appropriate regime.

This definition of probability yields positive probabilities, unlikely the definition of probability as a flux of a current (see Appendix B), often used in quantum cosmology . It is reasonable to expect the two definitions to agree for states that propagate in only one direction. We also expect it to agree with the probabaility computed with histories techniques studied in  and we think that the precise relation between these two points of view deserves to be studied.

The kernel of the projector from the kinematical to the physical state space is the propagator, which codes the dynamical content of the theory and can be taken as the basis of the probabilistic interpretation. We have studied the propagator of our model in detail. We have shown that in the semiclassical limit it has a simple relation with the Hamilton function of the classical theory, but this relation is not a simple exponential, as one might have expexted. Instead, the propagator is real. It is the sum of two exponential terms complex conjugate to each other, that propagate backward and forward, respectively, along the motions. Accordingly, the physical Hilbert space splits between forward and backward propagating states. We expect this structure to be the same in quantum general relativity.

## Appendix A Appendix: Approximate Schrödinger picture

If we want to describe just the local evolution, we can cast the problem in a Schrödinger form by choosing an “internal time” variable as a function on the phase-space, before quantizing. The starting point for this is to find a function $`T(a,b,p_a,p_b)`$ that satisfies

$$\{T,H\}=1,$$
(84)
We have then $`dT/d\tau =1`$, here $`\tau `$ is the evolution parameter. We chose

$$T(b,p_b)=\mathrm{arctan}\left(\frac{b}{p_b}\right),$$
(85)
that satisfies (84). Next, we search for a canonnical transformation from the canonical pair $`b,p_b`$ to a canonical pair $`T,P_T`$. This is given by

$`b`$ $`=`$ $`\pm \sqrt{2P_T}\mathrm{sin}T,`$ (86)
$`p_b`$ $`=`$ $`\pm \sqrt{2P_T}\mathrm{cos}T.`$ (87)
A generating function for this canonical transformation is

$$S(b,T)=\frac{b^2}{2\mathrm{tan}T}.$$
(88)
Indeed, we have

$$P=\frac{S}{Q}$$
(89)
and

$$p_b=\frac{S}{b}.$$
(90)
The Hamiltonian in the canonical variables $`(a,T,p_a,P_T)`$ is then

$$H=P_T+H_{eff}$$
(91)
where

$$H_{eff}=\frac{1}{2}(p_a^2+a^2)M$$
(92)
from which we obtain the Schrödinger equation

$$i\mathrm{}\frac{\psi }{T}=H_{eff}\psi $$
(93)
It is important to notice that the range of $`T`$ is contained in the interval $`[\frac{\pi }{2},\frac{\pi }{2}]`$, therefore this change of variables cannto be used around the points $`b=\pm \frac{\pi }{2}`$, where the “time” $`b`$ “comes back”. The propagator is, up to a phase, the one of the standard harmonic oscillator.

$$K(a,T,a^{},0)=\frac{1}{\sqrt{2\pi i\mathrm{}\mathrm{sin}T}}\mathrm{exp}\left(\frac{i}{2\mathrm{}\mathrm{sin}T}\left[(a^2+a^2)\mathrm{cos}T2a^{}a\right]+\frac{i}{\mathrm{}}MT\right).$$
(94)
## Appendix B WKB

We recall here the interpretation of the semiclassical approximation of a quantum cosmological model in terms of the conserved current of the WKB approximation.

Let us search approximate solutions of the Wheeler-deWitt equation (35) in the form

$`\psi (a,b)=A(a,b)e^{\frac{i}{\mathrm{}}S(a,b)},`$ (95)
where $`A(a,b)`$ is a function that varies slowly, in a sense that we specify in a moment. Inserting this function in (35) we obtain for the real part

$`{\displaystyle \frac{^2A}{^2a}}+{\displaystyle \frac{^2A}{^2b}}{\displaystyle \frac{A}{\mathrm{}^2}}\left(\left({\displaystyle \frac{S}{a}}\right)^2+\left({\displaystyle \frac{S}{b}}\right)^2\right)={\displaystyle \frac{2(2j+1)+a^2+b^2}{\mathrm{}^2}}A.`$ (96)
If $`A(a,b)`$ varies slowly in the sense

$`{\displaystyle \frac{\frac{^2A}{^2a}+\frac{^2A}{^2b}}{A}}{\displaystyle \frac{2(2j+1)+a^2+b^2}{\mathrm{}^2}},`$ (97)
then $`S(a,b)`$ must satisfy the Hamilton-Jacobi equation

$`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{S}{a}}\right)^2+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{S}{b}}\right)^2+{\displaystyle \frac{a^2}{2}}+{\displaystyle \frac{b^2}{2}}(2j+1)=0`$ (98)
For the imaginary part we have

$`2{\displaystyle \frac{A}{a}}{\displaystyle \frac{S}{a}}+2{\displaystyle \frac{A}{b}}{\displaystyle \frac{S}{b}}+A\left({\displaystyle \frac{^2S}{^2a}}+{\displaystyle \frac{^2S}{^2b}}\right)=0`$ (99)
which can be written as

$`{\displaystyle \frac{}{a}}\left(A^2{\displaystyle \frac{S}{a}}\right)+{\displaystyle \frac{}{b}}\left(A^2{\displaystyle \frac{S}{b}}\right)=0`$ (100)
and interpreted as a continuity equation $`_aj^a+_bj^b=0`$ for the current $`\stackrel{}{j}=(j^a,j^b)`$

$`\stackrel{}{j}`$ $`=`$ $`A^2\stackrel{}{}S.`$ (101)
where

$`\stackrel{}{}S=({\displaystyle \frac{S}{a}},{\displaystyle \frac{S}{b}})`$ (102)
The WKB approximation is a widely used technique in quantum cosmological models. The central question is how to extract physical predictions from a WKB solution. The Wheeler-DeWitt equation is typically a second-order equation like the Klein-Gordon equation, and the associated current

$`\stackrel{}{J}=i(\psi \stackrel{}{}\psi ^{}\psi ^{}\stackrel{}{}\psi )`$ (103)
is conserved: $`div\stackrel{}{J}=0`$. This current $`J`$ is intended to provide the interpretation of the WKB solution: the flux of $`\stackrel{}{J}`$ across a surface $`\mathrm{\Sigma }`$ defines the probability that the set of classical trajectories with momentum $`\stackrel{}{p}=\stackrel{}{}S`$ corresponding to the wave function intersect the surface $`\mathrm{\Sigma }`$. In general, this current produces negative probabilities. In particular, we have a full basis of real solutions where $`\stackrel{}{J}=0`$.

## Appendix C Path integral representation of the propagator

Finally, we illustrate a path integral derivation of the propagator. The action of the relativistic system can be formulated on an extended configuration space of the coordinates $`a,b`$ and a lagrangian multiplier $`N`$ that implements the constraint (8)

$`S[a,b,N]={\displaystyle _0^1}𝑑\tau \left(p_a\dot{a}+p_b\dot{b}N{\displaystyle \frac{1}{2}}(p_a^2+p_b^2+a^2+b^22M)\right)`$ (104)
where a dot denotes the derivative with respect to $`\tau `$. The variation of the action with respect to the variables $`a(\tau ),p_a(\tau ),b(\tau ),p_b(\tau )`$ and $`N(\tau )`$ gives the canonical equations of motion and the constraint equation. The action is invariant under reparametrization of the parameter $`\tau `$ labeling the motion. This invariance implies a relation between the velocities and the momenta, obtained varying the action with respect to $`p_a`$ and $`p_b`$:$`\dot{a}=Np_a`$ and $`\dot{b}=Np_b`$. The action can be put in the form

$`S[a,b,N]={\displaystyle \frac{1}{2}}{\displaystyle _0^1}𝑑\tau \left({\displaystyle \frac{\dot{a}^2+\dot{b}^2}{N}}N(a^2+b^22M)\right)`$ (105)
which has the same structure as the ADM action of general relativity. The path integral representation of the propagator of the quantized theory has the form

$`K(a^{},b^{},a,b)={\displaystyle 𝑑N_a^a^{}𝒟a_b^b^{}𝒟be^{iS[a,b,N]}}`$ (106)
In order to sum over only inequivalent trajectories we fix the gauge in the action choosing $`N(\tau )=constant`$. After gauge-fixing and after rescaling the parameter $`\tau `$ as $`\stackrel{~}{\tau }=\tau N`$, the propagator can be written

$`K(a^{},b^{},a,b)={\displaystyle 𝑑N_a^a^{}𝒟a_b^b^{}𝒟b\mathrm{exp}\left[i_0^N𝑑\stackrel{~}{\tau }\frac{1}{2}\left(\dot{a}^2+\dot{b}^2a^2b^2+2M\right)\right]}`$
The range of integration of the lagrangian multiplier will be fixed by the symmetry property of the integrand. the explicit expression of the propagator results to be

$`K(a^{},b^{},a,b)`$ $`=`$ $`{\displaystyle 𝑑N𝒟a𝒟b\mathrm{exp}\left[i_0^N𝑑\stackrel{~}{\tau }\frac{1}{2}\left(\dot{a}^2+\dot{b}^2a^2b^2\right)+iMN\right]}`$
$`=`$ $`{\displaystyle 𝑑N\left(𝒟a\mathrm{exp}\left[i_0^N𝑑\stackrel{~}{\tau }\frac{1}{2}\left(\dot{a}^2a^2\right)\right]\right)\left(𝒟b\mathrm{exp}\left[i_0^N𝑑\stackrel{~}{\tau }\frac{1}{2}\left(\dot{b}^2b^2\right)\right]\right)e^{iMN}}`$
The expressions in parenthesis have the form of the path integral for the propagator of a free one-dimensional harmonic oscillator over the time $`N`$ in the coordinates $`a`$ and $`b`$ respectively:

$`K(a^{},b^{},a,b)={\displaystyle 𝑑NK(a^{},a,N)K(b^{},b,N)e^{iMN}}`$ (107)
The propagator of a free harmonic oscillator is a periodic function of the time:

$`K(a^{},a,N+2\pi )=K(a^{},a,N)`$ (108)
Consequently we are free to choose the interval $`[0,2\pi ]`$ as the range of integration for $`N`$

$`K={\displaystyle _0^{2\pi }}𝑑NK(a^{},a,N)K(b^{},b,N)e^{iMN}.`$ (109)
This representation of the propagator is exactly the expression (59).


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# Entropic competition between knots and slip-links

## I Introduction and Summary

A long flexible polymer chain can assume an enormous number of configurations; thus, the conformations of polymers are best described statistically. Despite the microscopic distinctions which exist among different polymers, at large length scales many generic properties are independent of the details of specific polymer structure and thus are “universal.”degennes  The understanding and characterization of this universal behavior has led to great advances in the statistical treatment of polymers. Polymers in good solvents have been modeled by self-avoiding walks (SAWs), which are in turn mapped to a magnetic system at its critical point degennes . Renormalization group techniques then allow a variety of polymer properties to be calculated analyticallydegennes ; freed . On the experimental front, advances in manipulation and imaging of single molecules have provided new impetus for studies of polymers smith . With these micromanipulation techniques, it is now possible to explore a wide variety of physical properties of polymers, and thus to test models and theoretical predictions at the level of a single chain.

In many circumstances, the number of configurations of a polymer grows with its length $`\mathrm{}`$, as

$$w(\mathrm{})A\mu ^{\mathrm{}}\mathrm{}^c\left[1+B\mathrm{}^\mathrm{\Delta }+\mathrm{}\right].$$
(1)
In the above equation, the connectivity constant $`\mu `$, is a non-universal quantity which depends on the microscopic features of the chain, but (like a free energy density) remains the same for different boundary and topological constraintsdegennes . By contrast, $`c`$ is a universal exponent, which is independent of the microscopic characteristics of the polymer, but which does depend on the dimensionality, and on global boundary and topological constraints. For example, in the case of a closed loop, $`c=d\nu `$, where $`d`$ is the dimensionality of space, and $`\nu `$ is the exponent relating the typical spatial extent of a polymer to its length by $`R\mathrm{}^\nu `$. (In $`d=3`$, for polymers with self-avoiding interactions $`\nu 0.588`$degennes ; khokhlov .) In Eq. (1), we have anticipated subleading corrections to the leading asymptotic behavior at large $`\mathrm{}`$, indicated by so-called corrections to scaling in the square brackets. Renormalization group calculations suggest that the exponent $`\mathrm{\Delta }`$ is universal, while the amplitude $`B`$ is case-specificfreed .

Numerical determination of a power-law correction to the leading exponential behavior is rather cumbersome. It is usually accomplished by examining a generating function $`f(z)=_{\mathrm{}}\mathrm{}^gw(\mathrm{})z^{\mathrm{}}`$, with a conveniently chosen value of the free parameter $`g`$. The function $`f(z)`$ is usually singular at $`z=1/\mu `$ madras , and the details of this singularity determine the exponent $`c`$ appearing in Eq. 1. This can be done either by examining a finite amount of terms in series expansions, using $`w(\mathrm{})`$ extracted from exact enumeration studies, or by performing grand-canonical Monte Carlo(MC) studies of the polymer with weight determined by $`\mathrm{}^gz^{\mathrm{}}`$ for several values of $`z`$, as was done in Refs. orlandini ; guitter .

Here, we propose a method for calculating the universal exponent $`c`$ in the number of configurations, without the need to account for the leading non-universal exponential growth $`\mu ^{\mathrm{}}`$. Our procedure is best suited for the evaluation of the exponent $`c`$ when the polymer is constrained in various manners, a situation that occurs physically when a polymer can move from one regime to another. Using canonical Monte Carlo simulations, we directly compare the relative number of configurations by setting up an ensemble in which two segments of a polymer can exchange monomers. A pair of monomers belonging to two different segments does not interact, while the monomers in the same segment repel each other. Each segment is subject to its own set of global constraints. The total number of monomers is fixed to $`L`$, while in any given configuration the two segments have $`\mathrm{}`$ and $`L\mathrm{}`$ monomers, respectively. According to Eq. (1), in the asymptotic limit, the number of configurations of such a system is

$$w(\mathrm{},L)=A\mathrm{}^{c_1}(L\mathrm{})^{c_2},$$
(2)
where $`c_1`$ and $`c_2`$ are the exponents characterizing each segment; the prefactor $`A`$ is independent of $`\mathrm{}`$. Assuming that the asymptotic limit has been reached, fitting the histogram of $`\mathrm{}`$ should provide the exponents $`c_1`$ and $`c_2`$.

This method, which we call “entropic competition,” can in principle be applied to several physical circumstances, some of which are depicted in Fig. 1. For example, one can extract the entropic exponents of linear chains by threading them through a hole, and making the first and last monomers of the chain bigger than the size of the hole such that the chain can diffuse back and forth without wandering away (Fig. 1a). A key point in this set-up is that the two parts of the chain are not allowed to interact with each other. By examining the probability of having a segment of size $`\mathrm{}`$, which is proportional to $`\mathrm{}^{\gamma 1}(L\mathrm{})^{\gamma 1}`$, one can extract the entropic exponent of linear chains, known as $`\gamma `$ gamma . If, instead of threading a chain through a hole, we divide the chain into two parts by a rigid wall and let the two parts of the chain exchange monomers at the wall (a process called translocation), we can extract the entropic exponent which is called $`\gamma _1`$ gamma  (Fig. 1b). Other potential applications are to the calculation of entropic exponents of linear polymers in the presence of a wedge, or inside a spherical shell (Figs. 1(c, e)). The latter case is particularly relevant to the translocation of DNA through spherical capsids and has been the subject of intense researchpark . “Entropic competition” is especially appropriate for calculation of the entropic exponent $`\gamma _{11}`$, related to the polymers with two ends anchored to a surface gamma . In this case, by fixing one monomer of a ring on a wall and letting the two segments of the ring on the two sides of the wall exchange monomers with each other at any point on the wall, we can extract the entropic exponents of chains with two ends restricted to move on a surface (Fig. 1e). The latter is of renewed interest due to potential relevance to a new class of physical gels obtained from triblock copolymers anchored to fluid membranes at each end safinya .

The calculation of entropic exponents using “entropic competition” is not solely restricted to open polymers. One can divide a ring into two loops with the use of a ‘hole’ connecting two separate spaces, and a monomer which is fixed in position, as illustrated in Fig. 2. In Sec. II we employ this system to calculate the probability distribution of two non-interacting self-avoiding (SA) loops of lengths $`\mathrm{}`$ and $`L\mathrm{}`$, which can freely exchange monomers. If the two polymer segments have the same topology and boundary conditions, as in the aforementioned case, then the exponents $`c_1`$ and $`c_2`$ of Eq. (2) are equal and one can directly find the entropic exponents by fitting the probability distributions resulting from simulations to Eq. (2).

The entropic exponent can in fact be modified in a systematic manner by decorating polymer loops with sliding rings. We investigate the effect of sliding rings on the number of configurations of closed chains in Sec. III. We assume that the size of a ring is the same as that of one monomer. In this situation, the presence of a ring increases the number of configurations of the loop by a factor of $`\mathrm{}`$ (the number of monomers on the loop where the ring can slide). Once again we examine the accuracy of “entropic competition” by comparing the results of the simulations with analytical expectations, and find an excellent agreement between them.

Introduction of the “entropic competition” method was motivated by its potential application to knots. The influence of a knot on the entropy of polymers has been the subject of interest for some time orlandini ; guitter ; janse ; ralf . In Sec. IV we study knotted polymers. We overview the current hypothesis regarding the number of configurations of a knotted polymer. We numerically study several related models and observe that the presence of knots changes the number of configurations. Furthermore, we numerically calculate the probability distribution of two loops with one trefoil knot on each side and find that it is completely different from that of two loops with one ring on each side. This may well be an indication of the importance of finite-size effects in knots, as the two cases are conjectured to be similar in the limit of very long chains.

Finally, in Sec. V, we observe the “competition” between a knot and rings by placing a knot on one loop and rings on the other loop. In our simulations, the knot pulls the chain much harder than a single ring, possibly due to finite-size effects. For polymers in the range of a few hundred monomers, roughly six rings are needed to “compete” with a simple trefoil knot. We attempt to quantify this finite knot-size effect.

In the absence of an exact statistical treatment of knotted polymers, several researchers have employed ‘slip-links’ for gaining analytical insights on topological constraintsralf ; ball . Slip-links can be envisioned as belt-buckles which force two points of the chain to be close to each other. Para-knots are collections of such slip-links, and have been proposed as means of designing entropy-driven functional molecules which are linked to each other mechanically rather than chemicallymetz . In Sec. V, we also employ a para-knot model to explore the effects of a sub-leading scale on entropic competition.

## II Method

We start by calculating the entropic exponents of a closed loop. Our model polymer consists of $`L`$ hard spheres of diameter $`D`$ connected into a chain by tethers which have no additional energy cost kantor , but restrict the distance between connected spheres to be smaller than $`1.2D`$; this prevents the chain from crossing itself. Figure 2 provides a schematic depiction of the simulation: Solid circles represent monomers of the chain; the position of one monomer (labeled with an X) is fixed in space, and the chain is forced to pass through a hole which is depicted by an oval ring in Fig. 2. The effect of the hole combined with the fixed monomer is to create two loops of lengths $`\mathrm{}`$ and $`L\mathrm{}`$. The two loops do not interact with each other: as soon as a monomer passes through the hole, it ceases to interact with the monomers of its previous side and starts to interact with the ones in the new side. In order to preserve the topology of each loop, we allow the monomers immediately adjacent to the hole on either side to interact with each other, and also allow the fixed monomer to interact with all the other monomers. It is also necessary to keep the hole narrow enough not to let knots pass through it (for later applications). The hole creates a barrier which slows down the process of transferring the chain from one side to the other one. In fact, this entropic barrier is the major obstacle to the computation of the probability distribution of long chains ($`L>300`$) within a reasonable amount of CPU time. Obviously, this barrier depends on the entropic exponents, and is less significant for a hole on a rigid wall. In calculating the exponent $`\gamma _{11}`$ gamma , we remove the entropic barrier (hole) completely; the two segments on the two sides of the wall can exchange monomers at any point on the wall (Fig. 1e). In this case, we let the monomers pass through the wall only based on their order along the chain, *i.e.*, monomer $`n`$ can pass through the wall, only if monomer $`n1`$ has already moved to the other side of the wall.

The number of configurations of the system depicted in Fig. 2 is the product of number of configurations of each loop, and thus scales as

$$w_{00}(\mathrm{},L\mathrm{})=A\mu ^L\mathrm{}^{\nu d}\times (L\mathrm{})^{\nu d},$$
(3)
where $`\mathrm{}`$ is the number of monomers in one of the loops. (The absence of a knot or ring on each loop is denoted by the index pair $`00`$.) Note that the $`\mu `$ does not affect the $`\mathrm{}`$-dependence, and shall in fact be ignored henceforth. Although the passage through a worm-hole may appear unphysical in this context, our simulations produce the correct results for the two non-interacting self-avoiding loops which exchange monomers. Figure 3 shows the probability distribution for the segment length $`\mathrm{}`$. The dots are the result of the simulation for $`10^9`$ MC steps mcstep . The solid line corresponds to the Eq. (3) with $`\nu =0.588`$ at $`d=3`$. The graphs in this figure and all the other figures are normalized such that the integrated weight is equal to one. The good match of simulation with Eq. (3) confirms that our method for computing the probability distribution is accurate. Similar curves were produced through simulations for chains with different sizes $`L=50`$, $`L=150`$, and $`L=200`$; all follow Eq. (3).

## III Sliding Rings

To further examine the validity of our method, in this section we present results of simulations including sliding rings. For each configuration of a loop of length $`\mathrm{}`$, a sliding ring can occupy $`\mathrm{}`$ different positions, and thus the probability distribution of such a loop scales as, $`w_1\mathrm{}w_0\mu ^{\mathrm{}}\mathrm{}^{\nu d+1}`$. In simulations, the passage of a chain through the hole is stopped if a ring is placed exactly on the monomer entering the pore. Instead of simulating a “real” sliding ring, we calculate the probability that a ring might be sitting adjacent to the hole and then prevent the chain from passing through the hole with this probability. If we have one ring, the probability of the ring to be exactly on the monomer entering the hole is $`1/\mathrm{}`$. In case of many rings, this probability goes up.

We start by placing a ring on one of the loops of Fig. 2 and then we measure the histogram of lengths. Figure 4 shows the probability distribution of the loop side with one sliding ring. The increased entropy of the segment on which the ring is sliding biases the amount of time monomers spend on that side. The solid line in Fig. 4 corresponds to $`w_{10}(\mathrm{},L)=A\mathrm{}/(\mathrm{}^{1.76}(L\mathrm{})^{1.76})`$. Note that this functional form is still singular at $`\mathrm{}0`$, although the singularity is weakened compared to the case without the sliding ring. This singularity is not visible in Fig. 2, presumably due to the short size of the simulated chains.

The entropic effects can be increased even further by placing more sliding rings on the loops of Fig. 2. The presence of $`n`$ sliding-rings on a loop enhances the number of configurations to

$`w_n{\displaystyle \frac{\mathrm{}!}{(\mathrm{}n)!n!}}w_0.`$ (4)
The side with the larger number of sliding rings is expected to dominate in a competition. Figure 5 shows the probability distribution when we have one ring on each side. The solid line in Fig. 5 corresponds to the formula,

$`w_{nn}(\mathrm{},L)=A{\displaystyle \frac{\mathrm{}!(L\mathrm{})!}{(\mathrm{}n)!(L\mathrm{}n)!\mathrm{}^{1.76}(L\mathrm{})^{1.76}}},`$ (5)
with $`n=1`$. The dots on the figures are the result of a simulation of $`10^9`$ MC steps. Similar results have been observed for chains with sizes $`L=50`$, $`150`$, and $`200`$. The corresponding results with two rings on each side are shown in Fig. 6; the solid line represents Eq. (5) with $`n=2`$. Note the dramatic difference between the shapes of these two figures: with one ring on each side the distribution is peaked (in fact singular) at the two extremes, while for $`n=2`$, the maximum has moved to the center. This trend becomes even more pronounced in Fig. 7 which illustrates the case with $`n=4`$. Clearly, increasing the number of rings results in a probability distribution which peaks more sharply in the middle. The solid line in Fig. 7 again represents Eq. (5) with $`n=4`$. The good matches between the probability distributions obtained in simulations, and Eq. (5) for different numbers of rings $`n`$ lend further credence to the validity of our method.

## IV  Knots

### IV.1 Background

We are now in position to apply the entropic competition method to the more complicated problem of knots. Knots frequently appear in closed polymers and play a major role in numerous biological systems. For example, during transcription of DNA, a variety of “de-knotting” enzymes, called topoisomerases, remove knots and entanglements to allow this process to go forwardalberts ; drew . Understanding of the action of these enzymes has been improved with the help of knot theory. Knotted configurations have also been observed in some proteins and interfere with their folding into the proper shapes and thus lead to diseases, such as Alzheimer’s and primary amyloidosisfink . While knotted configurations hamper the proper functioning of a number of biological and chemical systems, they have crucial and positive roles in many others. The tertiary structure of RNA is an example in which the topological entanglements may have positive influences. There has been extensive research on predicting and understanding the relation between structure and function in RNA bust . The folded structure of some types of RNA molecules (Ribozymes) determine their catalytic activities which are crucial to the functioning of the cellalberts . Pseudo-knots, which are formed by base pairing between a loop and some region outside the loop, have been found in various kinds of RNAs and are recognized as simple RNA folding motifsbatenburg . A more physical example is provided by permanent entanglements in rubber, which restrict the number of allowed configurations of each segment, and thus influence the elasticity of rubberrubber .

On the experimental front, artificial knots have been tied on both DNA and actin filaments arai , and the first Borromean DNA rings have also been assembledmao . Single molecule techniques have provided a powerful tool to examine a wide variety of physical properties of knotted polymers rybenkov . Despite all this progress, our knowledge about the typical conformations and physical properties of knotted polymers remains rudimentary. This is due to the difficulty of incorporating topological constraints in the analytical treatments of the statistics of polymers, as mathematical methods of knot detection are mainly of “algorithmic” nature.kauf . This complexity has encouraged the use of Monte Carlo simulations, such as the one reported here.

### IV.2 Competing knots

How does the altered topology of a closed curve with a knot modify the number of available configurations? To investigate this issue, Orlandini et al.orlandini  performed grand canonical Monte Carlo simulations of SA polygons with a fixed knot type $`𝒦`$. In these simulations the length of the chain is not fixed, but the set of allowed moves is such that the topology of the chain is preserved. Orlandini et al. conjectured that the number of configurations of knotted loops takes the same general form as Eq. (1), asymptotically behaving as

$$w_𝒦A_𝒦\mu _𝒦^{\mathrm{}}\mathrm{}^{\alpha (𝒦)3},$$
(6)
with parameters that may depend on the knot type $`𝒦`$. Assuming this form, one can find an expression for the mean length $`n(𝒦)`$, a quantity that can be measured in the grand canonical simulations. Fitting the simulation data for $`n(𝒦)^1`$, and extrapolating the results to the limit of infinite size, Orlandini et al. can estimate the parameters in Eq. (6). In particular they confirm that the effective growth constant $`\mu _𝒦`$ is independent of the knot type. Assuming that this is the case, they then conclude that the universal power-law exponents behave as $`\alpha (𝒦)=\alpha (\mathrm{})+N_f`$, where $`\mathrm{}`$ refers to a simple loop (unknot), while $`N_f`$ is the number of prime factors in the knot type $`𝒦`$. Such a conclusion has a simple and elegant interpretation: each prime factor of the knot becomes a tight element that incorporates an asymptotically small fraction of the monomers. The tight factors can occupy any position along the remaining large loop, each increasing the number of configurations by a factor of roughly the size of the loop, much like the sliding rings discussed in the previous section.

If a prime knot, such as a trefoil, increases the number of configurations of the closed polymer by the same factor as a sliding ring, the two should behave similarly in the arena of “entropic competition.” Indeed a knotted loop added to one side of Fig. 2 pulls the entire chain on its side as in Fig. 4. However, when we place one trefoil knot on each of the loops, the resulting segment distribution, as plotted in Fig. 8 is qualitatively different from the curve found when a sliding ring appears on each side (Fig. 5). The distribution for the competing knots is peaked at the center, much like cases with more than one sliding ring on each side. The solid line in Fig. 5 in fact represents Eq. (5) with $`n=4`$. We do not suggest that the trefoil is asymptotically similar to four rings, but that this is a good effective description of a trefoil knot with a few hundred monomers. To obtain more insight on finite-size effects, we compare the probability distributions of knotted loops with different sizes ranging from $`L=50`$ to $`L=200`$.

Figure 9 shows the logarithmic plot of rescaled probability densities for $`N=50`$, 100, 150, and 200, as a function of $`\mathrm{}/L`$. The $`y`$ coordinates are shifted so that the maxima of distributions for all sizes coincide. We note that the maximum becomes flatter upon increasing $`L`$. The lack of data collapse is a clear indication of finite-size effects. To check this, we performed similar simulations with four rings on each side with chains of lengths $`L=50`$ through $`L=200`$. In contrast to knots (Fig. 9), we observed that all rescaled curves collapsed in this case.

## V Knots versus Rings

In order to compare the relative “strengths” of knots and rings in increasing the number of configurations, we performed several simulations in which we pitted a trefoil knot against different numbers of rings, as depicted in Fig. 10. While the hypothesis of a tight knotorlandini ; kat ; ralf  suggests that the trefoil should be well matched to a single ring, in our simulations with chains of 100 monomers, we find that around 6 rings are necessary to prevent the chain from being pulled completely to the side with the trefoil. Part of this effect is no doubt due to the size of the knot: even in its most compact form the trefoil knot involves around 14 monomers, while the sliding ring is assumed to occupy only one. In actuality, even a ‘tight knot’ will most likely be considerably bigger than the minimal size, with typical sizes that grow with the length of the chainfarago . To test for these effects we performed some further studies as reported in this section.

To take account of the minimal size of the trefoil knot, we also added a similar constraint to the side with sliding rings. In these simulations the monomers were prevented to move from the ring side to the knot side with a probability of $`1/(\mathrm{}13)`$. This means that when $`\mathrm{}=14`$, the monomer is strictly forbidden to pass through the hole from the ring side to the knot side; thus, at least 14 monomers remain on each side throughout the simulation. Even in this case, we observe that the trefoil “wins” the competition against a single sliding ring. Once more, we found that at least four rings are need for the two sides of the chain to exert equal amount of force on each other. Thus the minimal size of the knot is not a crucial issue.

We certainly do not expect the trefoil to be maximally tight. The number of monomers participating in the knot region is itself a not-so-well-defined and fluctuating quantity. A better model than the sliding ring, which allows for this possibility, is the slip-linked para-knot depicted in Fig. 11. The thick oval ring in this figure represents the ‘worm-hole’ separating the two segments, while the dotted ovals are slip-links which keep two points on each loop close to each other (creating a figure-8 structure on each segment). The effect of each slip-link is similar to the hole in that they create two loops; however, there are self-avoiding interactions among all the monomers of a loop made into a figure-8 by the slip-link. The number of configurations of a figure-8 structure with self-avoiding constraints for $`1\mathrm{}L`$ scales as $`\mathrm{}^c(L\mathrm{})^c`$ with $`c=2.88`$ in $`d=2`$ and $`c=2.24`$ in $`d=3`$ duplantier . Although this formula is strictly valid only for large $`\mathrm{}`$ and $`L`$, a recent experiment on a figure-8 chain on a vibrating plate in 2-dimensions is in good agreement with this formulaben ; note1 .

Extending the asymptotic formula for the figure 8 to all separations, we can obtain an analytic form for the number of configurations of two figure 8’s in competition. Assuming a minimal size $`s_{min}`$ for each segment, the number of configurations is

$`w_{8,8}(\mathrm{},L){\displaystyle _{s_{min}}^{\mathrm{}}}𝑑s{\displaystyle \frac{(\mathrm{}s)}{s^c(\mathrm{}s)^c}}\times {\displaystyle _{s_{min}}^L\mathrm{}}𝑑s{\displaystyle \frac{(L\mathrm{}s)}{s^c(L\mathrm{}s)^c}}.`$ (7)
Each integrand represents the probability density of a loop with its associated para-knot. Since there exists self-avoiding interaction between each loop and its para-knot, we set $`c=2.88`$ and $`c=2.24`$ for two and three dimension respectively. Figure 12a is a graph of Eq. (7) with $`s_{min}=14`$ and $`c=2.24`$. The distribution shown in Fig. 12a is qualitatively similar to the one in Fig. 5, for two loops with one sliding-ring on each side, in that for both cases, the minimum of the distributions is in the middle and their maxima are on the sides. If we increase the minimal size from $`s_{min}=14`$ to $`s_{min}=30`$, the maximum moves to the middle as depicted in Fig. 12b.

## VI  Conclusions

An important quantity in polymer physics is the number of configurations that a chain of length $`\mathrm{}`$ can take. As noted in the introduction, this quantity has the asymptotic form of $`\mu ^{\mathrm{}}\mathrm{}^c`$ where $`\mu `$ depends on the microscopic features of a chain while the exponent $`c`$ is universal. In this paper we focus on obtaining the universal exponent, while bypassing the parameter $`\mu `$. To this end, we employ a hole (or buckle) to divide a polymer into two segments (see Figs. 12), and then allow the two parts to exchange monomers and to “entropically” compete. The resulting histograms allow us to calculate the entropic exponents with a variety of boundary conditions and/or topological constraints.

The scaling form in Eq. 2 is only valid asymptotically, and there are in general corrections to scaling which complicate the extraction of entropic exponents for short polymers. In the application of entropic competition to knots, we find that finite size effects are so pervasive that we cannot extract reliable universal information pertaining to knots for ($`L<300`$). (We find an effective exponent of around 4 for a trefoil knot over the simulated lengths.) Indeed, simulations performed by Farago et al.farago  indicate that while the ratio of the knot size $`N_𝒦`$ to the total length of the chain decreases, the effective knot size grows with the size of the polymer, suggesting that simulations on very large chains are needed to avoid the finite size effect. An important question which remains is at what size of a molecule the universal predictions of the asymptotic theories are expected to hold.

The primary goal of this paper is to present the method of “entropic competition” for calculation of entropic exponents of polymers with different boundary conditions and under different topological constraints. Our procedure for extracting exponents is in principle simple, yet capable of producing accurate results. An intriguing application of the method to topologically constrained chains, such as knotted polymers, is also attempted in this paper. This example also illustrates the limitations of the technique, in that we find that finite-size effects are quite important to our simulated knotted chains with $`L<300`$ monomers.

It’s noteworthy to mention that each simulation reported in this paper was obtained in a maximum of two week’s CPU time on a desk-top computer. One can apply “entropic competition” method to longer chains and calculate “entropic exponents” with higher accuracy on a large cluster of computers with longer amounts of CPU time.

## VII Acknowledgements

The authors would like to acknowledge helpful discussions with J. Rudnick, M. Deserno, and R. Metzler. This work was supported by NSF grant DMR-01-18213, and Israel Science Foundation Grant 38/02. RZ acknowledges support from the UC President’s Postdoctoral Fellowship program.


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# Negative heat capacity and non-extensive kinetic theory

## Abstract

The negative nature of the heat capacity $`C_V`$ of thermodynamically isolated self-gravitating systems is rediscussed in the framework of a non-extensive kinetic theory. It is found that the dependence of $`C_V`$ on the non-extensive parameter $`q`$ gives rise to a negative branch with the critical value corresponding to $`q=5/3`$ ($`C_V\mathrm{}`$).

Consider a simple analogy between ideal gas and self-gravitating system. The temperature of this system is defined by

$$\frac{1}{2}mv^2=\frac{3}{2}k_BT,$$
(1)
where $`m`$ is the mass of a particle (e.g., a star) and $`k_B`$ is the Boltzmann’s constant. If such a system is composed by $`N`$ particles, its total kinetic energy is $`K=\frac{3}{2}Nk_BT`$ which, according to the virial theorem, is equal to minus its total energy, i.e., $`E=K`$. Therefore, the heat capacity of the system is

$$C_V=\frac{dE}{dT}=\frac{3}{2}Nk_B,$$
(2)
which is clearly a negative quantity. In other words, this means that by losing energy the system automatically grows hotter, or still, that a self-gravitating system can never be in a true thermodynamical equilibrium state (see lind  and references therein). In actual fact, it is well known that when discussed in the context of the microcanonical ensemble a self-gravitanting system interacting via long range forces exhibits a negative heat capacity pad . The negativeness of the heat capacity has been largely studied in many astrophysical phenomena. For example, Lynden-Bell & Wood lind1  used such a concept to explain the gravothermal catastrophe for globular clusters while Beckenstein beck  and Hawking haw  used it in the context of black hole thermodynamics.

On the other hand, a considerable theoretical effort has been concentrated on the study of the statistical description of a large variety of physical systems, resulting in the extension of the Boltzmann-Gibbs’ statistical mechanics. Particular examples are systems endowed with long duration memory, anomalous diffusion, turbulence in pure-electron plasma, self-gravitating systems or, more generally, systems endowed with long range interactions. In order to deal with such problems, Tsallis T88  proposed the following generalization of the Boltzmann-Gibbs (BG) entropy formula

$$S_q=k_B\frac{1\underset{i}{}p_i^q}{(q1)},$$
(3)
where $`p_i`$ is the probability of the $`i^{th}`$ microstate and $`q`$ is a parameter quantifying the degree of non-extensivity. In the limit $`q1`$ the celebrated BG extensive formula, $`S_1=k_B_ip_i\mathrm{ln}p_i,`$ is readily recovered as a particular case.

In the astrophysical context, the first applications of this non-extensive $`q`$-statistics studied stellar polytropes plast  and the peculiar velocity function of galaxy clusters lav . The Jeans gravitational instability criterion for a colissionless system was also recently rediscussed in the context of this enlarged formalism lima . In this latter study, it was shown that such systems present instability even for wavelenghts of the disturbance smaller than the standard critical Jeans value. Recently, Taruya & Sakagami Ta1 ; Ta2  discussed a stability problem in the microcanonical ensemble by extending Padmanabhan’s pad  classical analysis of the Antonov instability to the case of polytropic distributions functions. More recently, Chavanis chav1 ; chav2 ; chav3  considered the Tsallis’ entropy as a particular $`H`$-function corresponding to isothermal stellar systems and stellar polytropes. In this approach, the maximization of the $`H`$-function at fixed mass and energy reveals naturally a thermodynamical analogy with the study of the dynamical stability in collionless stellar systems 111For a complete and updated list of references see http.tsallis.cat.cbpf.br/biblio.htm.

In this Letter, we discuss the negative nature of the specific capacity $`C_V`$ of self-gravitating systems in the framework of a kinetic theory resulting from this non-extensive formalism. To do so, we consider self-gravitating systems that can be treated as isolated systems in a first approximation, e.g., globular cluster LB  or elliptical galaxies HM . We derive a new analytical expression for this quantity which gives rise to an entire negative branch. We show that for this kind of system the value $`q=5/3`$ is an upper limit for the non-extensive parameter. In connection with stellar polytropes, the value of the non-extensive parameter $`q=5/3`$ corresponding to a polytropic index $`n=3`$ or $`n=1`$, depending on the expression between $`n`$ and $`q`$.

It has been shown that the kinetic foundations of the Tsallis’ themostatistic lead to a velocity distribution for free particles given by rai ; lima1

$$f_0(v)=B_q\left[1(1q)\frac{mv^2}{2k_BT}\right]^{1/1q}.$$
(4)
In this velocity $`q`$-distribution, the $`q`$-parameter quantifies the nonadditivity property of the associated gas entropy whose the main effect at the level of the distribuition is to replace the standard Gaussian form by a power law. Mathematically, this result follows directly from the well known identity $`\mathrm{lim}_{\mathrm{w}0}(1+\mathrm{wx})^{1/\mathrm{w}}=\mathrm{exp}(\mathrm{x})`$ Abram . The quantity $`B_q`$ is a $`q`$-dependent normalization constant whose expression for $`q1`$ and $`q1`$ are respectively given by

$`{\displaystyle \frac{B_{q1}}{B_{q1}}}`$ $`=`$ $`\{\begin{array}{cc}n(1q)^{1/2}(\frac{53q}{2})(\frac{3q}{2})\frac{\mathrm{\Gamma }(\frac{1}{2}+\frac{1}{1q})}{\mathrm{\Gamma }(\frac{1}{1q})}\left(\frac{m}{2\pi k_BT}\right)^{3/2}\hfill & \\ n(q1)^{3/2}\frac{\mathrm{\Gamma }(\frac{1}{q1})}{\mathrm{\Gamma }(\frac{1}{q1}\frac{3}{2})}\left(\frac{m}{2\pi k_BT}\right)^{3/2}\hfill & \end{array},`$ (7)
where $`T`$ is the temperature and $`n`$ is the particle number density. This non-extensive velocity distribution can be derived at least from two different methods: (i) through a simple non-extensive generalization of the Maxwell ansatz, $`f(v)f(v_x)f(v_y)f(v_z)`$, which follows from the introduction of statistical correlations between the components of the velocities rai  and (ii) by using a more rigorous treatment based on the non-extensive formulation of the Boltzmann $`H`$-theorem, which requires $`q>0`$ lima1 .

In order to investigate the $`q`$-dependence of the specific capacity, we first consider a cloud of ideal gas within the nonrelativistic gravitational context, which is analog to a self-gravitating collissionless gas. The kinetic energy of this system is simply given by $`K=\frac{1}{2}m<v^2>`$, with the statistical content included in the average square velocity of the particles $`<v^2>`$. In this way, the non-extensivity is introduced through a new derivation of expectation value tsallis1

$$<v^2>_q=\frac{_{v_m}^{v_m}f^qv^2d^3v}{_{v_m}^{v_m}f^qd^3v},$$
(8)
where $`v_m=\left(\frac{2k_BT}{m(1q)}\right)^{1/2}`$ is a thermal cutoff on the maximum value allowed for the velocity of the particles ($`q<1`$), whereas for the power law $`q`$-distribution without cutoff ($`q>1`$) $`v_m\mathrm{}`$. This $`q`$-expectation value can be easily evaluated for $`q1`$, and the result corresponds to a $`q`$-parameterized family of the square velocity of the particles $`<v^2>_q`$ given by

$$<v^2>_q=\frac{6}{53q}\frac{k_BT}{m},\text{for }q<5/3,$$
(9)
with $`<v^2>=\frac{3k_BT}{m}`$ being the classical value easily obtained in the limit $`q1`$ (It is worth mentioning that the virial theorem is not modified in this non-extensive formalism mart ).

Now, by substituting the non-extensive $`q`$-expectation value given by Eq. (9) into the heat capacity relation Eq. (2) one finds

$$C_V=\frac{3}{53q}Nk_B,$$
(10)
which clearly reduces to the Maxwellian limit $`C_V=\frac{3}{2}Nk_B`$ for $`q=1`$. To better understand the physical implications of the above expression, in Fig. 1 we plot the quantity $`C_V/Nk_B`$ as a function of the non-extensive parameter $`q`$. The graph clearly shows that the specific capacity is a negative quantity for the interval $`q<5/3`$. For $`q=5/3`$ (critical value) the specific capacity diverges ($`C_V\mathrm{}`$). From this analysis, it is possible to conclude that this particular $`q`$-dependence of $`C_V`$ leads to the classical gravothermal catastrophe ($`C_V<0`$) only for power laws with non-extensive parameter in the range $`0<q<5/3`$.

At this point we emphasize that the true nature of the non-extensive $`q`$-parameter appearing in the Tsallis’ statistical framework remains as a completely open question at present. In this way, it is important to show empirical manifestations of these non-extensive effects. In this *Letter* we have discussed a clear signature of non-extensive effects on some kind of self-gravitating systems. In particular, we have shown that the $`q`$-dependence of the specific capacity for these systems is physically consistent only for power-laws lying in the interval $`0<q<5/3`$. This particular range of values for the non-extensive parameter $`q`$ is less restrictive than that one obtained by Abe abe . We suspect that such a difference occurs because the Abe’s approach is addressed in the context of the canonical ensemble and, as has been shown elsewhere, in this ensemble self-gravitating systems do not present negative specific heat pad . We also note that, when identified with the polytropic index $`n=\frac{3}{2}+\frac{1}{q1}`$ plast , the critical value $`q=5/3`$ is identical to the one that gives rises to the gravitational stability/instability transition, i.e., $`n=3`$ chav1  (or $`n=1`$ if $`n=\frac{1}{2}+\frac{1}{1q}`$ Ta2 ). In a couple of papers by Taruya & Sakagami Ta2 ; Ta3  it was shown that a thermodynamic instability appears for values of $`n>5`$ in systems confined in adiabatic walls (microcanonical ensemble) and for values of $`n>3`$ in systems surrounded by a thermal bath. In fact, a more consistent study of the gravothermal catastrophe must consider a self-gravitating ideal gas contained in a spherical container. We shall return to this discussion in a more complete analysis involving general non-extensive kinetic theories which will appear in a forthcoming communication.

Acknowledgments: The authors are very grateful to J. A. S. Lima, P. H. Chavanis and A. Taruya for helpful discussions and a critical reading of the manuscript. This work is supported by the project CNPq (62.0053/01-1-PADCT III/Milenio). JSA is also supported by the Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq - Brasil).