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# Modeling Dynamics of Information Networks

## Abstract

We propose an information-based model for network dynamics in which imperfect information leads to networks where the different vertices have widely different number of edges to other vertices, and where the topology has hierarchical features. The possibility to observe scale free networks is linked to a minimally connected system where hubs remain dynamic.

Network evolution, scale free networks, correlation profile, hierarchy,agents.

Complex adaptive systems can often be visualized as networks in which each element is represented by a vertex (node), and its interactions by edges (links) to other vertices. Network studies have been inspired by the observation that working networks often have a broad distribution of edges and possibly even scale free as reported for the Internet albert ; Faloustos ; Broder2000 , and some molecular networks Jeong2000 . Further, real world networks often exhibit non random topological features. This may be modular kleinberg ; eckmann ; eriksen2 , hierarchical maslov\_sneppen\_prl , or other features satorras , that e.g. may help specificity in signaling maslov\_sneppen\_science .

Most networks are the result of a dynamical process. One hypothesis is preferential growth that predicts scale free networks barabasi\_scale\_free ; eriksen ; newman . The preferential growth is however questionable in many networks, whereas transmission of information plays a fundamental role in nearly all networks, including neural networks with synaptic rewiring cohen , molecular networks, and social networks wasserman , exemplified by the Internet Broder2000 ; Faloustos ; huberman ; goh . In fact, networks may be viewed as the natural embedding of a world with a limited information horizon. Thus, it is interesting to explore a network topology that is dynamically coupled to information transmission and formed in an ongoing competition for edges between a fixed number of vertices. We will suggest that a broad range of vertex degrees could be understood not as an extension of the narrow distributions of the Erdős-Rényi networks erdos\_renyi , but rather as the result of an intrinsic instability of a centralized system illustrated in Fig. 1.

We consider a dynamic network where each vertex attempts to optimize its position, given limited information. A natural quantity to optimize is the participation in the activities on the network. In economic terms this corresponds to optimization of trading activity donangelo , or to maximization of access to a variety of different products. One activity related measure would be the ”betweenness” discussed by girvan\_newman . Another measure is vertex–vertex distances, and accordingly any vertex would attempt to place itself close to all other vertices. The globally optimized network is then the hub like structure valverde , shown in left panel of Fig. 1. The distances between vertices are minimal and can only be minimized further by adding additional edges between vertices on the periphery of the central hub. The addition of such extra edges is not cost free, as any edge puts a cost to the system. We primarily consider a dynamics constrained by having the total number of edges (and vertices) conserved.

In practice each vertex may have only limited information about the location of other vertices. When changing their neighbors by moving edges from one vertex to another, they may make mistakes due to their limited local information. This will destabilize the optimal topology with a central hub and may lead to a distributed network as shown in right panel of Fig. 1.

To study the interplay between information exchange and dynamical rewiring of edges in a network, we introduce a simple agent based model where different agents have different and adjustable memories in a way reminiscent of the trading model in donangelo . Every agent, named by a number $`i=1,2,3\mathrm{}n`$, is a vertex in a connected network that consists of $`N`$ vertices and $`E`$ edges. Agent $`i`$ has a memory

$$M_i=\{\begin{array}{c}D_i(l)\\ P_i(l)\end{array},l=1,2,\mathrm{},i1,i+1,\mathrm{}N,$$

with $`N1`$ *distances* $`D`$ and *pointers* $`P`$ to the other agents in the network. The distance $`D_i(l)`$ is agent $`i`$’s estimated shortest path length to $`l`$. The pointer $`P_i(l)`$ is agent $`i`$’s nearest neighbor on the estimated shortest path to $`l`$. Thus $`M_i`$ may be seen as a simplified version of the gateway protocol used by the autonomous systems to direct transmission of E-mails across the hardwired Internet. Here, however, the memory will be used to rewire edges in the network.

Initially the network is a hub of the $`N1`$ agents connected to a center agent by $`N1`$ edges (as in Fig. 1, left) plus $`EN+1`$ randomly placed edges on the periphery of the hub. The basic move, illustrated in Fig. 2, consists of a rewiring attempt plus some information exchange in a local region of the network. In detail the move consists of three steps:

* (i) An agent $`i`$ and one of its neighbors $`j`$ is chosen randomly.
* (ii) An agent $`li,j`$ is chosen randomly and if $`D_i(l)>D_j(l)`$ then the edge between $`i`$ and $`j`$ is rewired to an edge between $`i`$ and $`k=P_j(l)`$. If $`l`$ did not satisfy the above criteria a new $`l`$ is randomly chosen. If no such $`l`$ exists the rewiring is aborted.
* (iii) The information $`i`$ has lost by disconnecting $`j`$ is replaced by information from $`k`$. Further, there is full exchange of information between $`i`$ and $`k`$: If agent $`k`$ lists a shorter path to some other agents, then $`i`$ adopts this path with a pointer to $`k`$. Similarly for $`k`$, if agent $`i`$ lists a shorter path then $`k`$ adopts this path through $`i`$. The information $`j`$ has lost by disconnecting $`i`$ is replaced by forcing agent $`j`$ to change all its previous pointers toward $`i`$ to pointers toward $`k`$ and add 1 to the corresponding distances.

Notice that above there is no information transfer between $`j`$ and $`k`$: $`j`$ does not read any of $`k`$’s information, $`j`$ is only using the information that the rewiring took place. The model defines an update of both the network (ii) and the information that agents in the network have about each other’s locations (iii). The step (ii) represents local optimization where agent $`i`$ rewires from $`j`$ to $`k`$ with a probability given by the fraction of the network which is estimated to be closer to the center. We stress that only a small part of the system is informed about a changed geometry and that decisions on moves may be based on outdated information. When repeated many times the model leads to a break down of the central hub into a steady state ensemble of networks with a broad distribution of vertex degrees.

Fig. 3b shows that the degree distribution for vertices in the network is broad, in fact close to the Zipf law $`1/C^2`$ reported for some real world networks Faloustos ; Jeong2000 , as well as for the size distributions of industrial companies zajdenweber . However, there is correction to scaling at intermediate and large vertex degrees. This limitation of the model can be removed by increasing the information between agents during the rewiring, for example by adding information exchange between agent $`j`$ and agent $`k`$ in Fig. 2:

* (iv) $`j`$ considers a fraction $`S`$ of the information it has stored with a pointer toward $`k`$. For this fraction it is checked whether $`k`$ lists a shorter path than $`j`$. For each path where this is the case, the memory of $`k`$ is used to update the memory of $`j`$.

Notice again that the update in (iv) takes place no matter which agent had the right data. When $`S=0`$ the result is as in the simple model (i-iii), whereas $`S=1`$ leads to a hub like structure illustrated with the isolated distribution of highly connected vertices in Fig. 3d. In between there is a critical value of $`S=S_{crit}0.1`$ (for $`C=3`$) where one obtains a scale free distribution of vertex degree (Fig. 3c). $`S_{crit}`$ depends on the overall edge density in the system, and increases as the average degree $`C`$ increases. Decreasing $`C`$ below $`2.9`$ even $`S=0`$ becomes super critical and the central hub of a big system ($`N>>100`$) will never break down. Oppositely, it is remarkable that an increase in $`C`$ for fixed $`S`$ makes it increasingly difficult to obtain vertices with very high $`C`$. In any case, at conditions when one hub dominates the topology, the hub becomes frozen and will never break down. Clearly, a scale free degree distribution requires an instability and the possibility for vertices to change status dynamically. On the other hand, when the instability becomes too large, no large hubs develop and the degree distribution becomes exponential.

For simplicity we in Fig. 4-5 consider the case of N=1000, E=1500, and thus $`C=2E/N=3`$ with $`S=S_{crit}=0.1`$. We stress that the reported results are similar for other values of $`C`$, provided that $`S`$ is not too far from $`S_{crit}(C)`$. E.g. $`S_{crit}(C=2.5)=0`$ and $`S_{crit}(C=5)=0.45`$. Also it is important to stress that the particular choice of rewiring attempt and information exchange in the above model is somewhat arbitrary. Therefore we have tested robustness of the obtained results against a number of variations, including selection of agent $`i`$ with weight proportional to its degree, aborting step (ii) after only one attempted $`l`$, and introducing information exchange between $`i`$ and $`j`$. In all cases we are able to reproduce the qualitative features of Fig. 3-5. In particular, a higher overall edge density always requires a higher information exchange to obtain similar large hubs, as illustrated in Fig. 3e. For any amount of information exchange a scale free network is obtained for the minimal $`C`$ where the hubs remain dynamic (Fig. 3f).

Figure 4 shows a) the average information content related to agents of vertex degree $`C`$ and b) the temporal development of one particular agent. In both panels, $`I_{of}(i)`$ is the fraction of the information $`i`$ has about distances and directions to all other agents that is correct. Information $`I_{about}(i)`$ is defined as the fraction of other agents that have correct information about their paths to $`i`$. The upper curve in Fig. 4a shows that the system systematically increases the $`I_{about}(i)`$ as the vertex degree of $`i`$ is increased. More surprisingly is the non monotonous behavior of $`I_{of}(i)`$: Agents with intermediate vertex degree $`C`$ know the least about the system. They are messed up by false information about directions, whereas the lowly connected agents are better informed through their typically higher connected neighbor.

Figure 4b follows a particular agent through a period of success, where it evolves to become one of the major hubs in the system. The figure shows both the degree of the agent, and the information related to it. Notice that an initially moderate increase in degree $`C`$ at time $`500`$ triggers an increase in $`I_{about}`$ and a sharp decrease in $`I_{of}`$. Subsequent increases in $`C`$ have little effect on the near perfect information that the system has about the agent, but a roughly proportional effect on the quality of the information $`I_{of}`$. Thus the trajectory of a particular agent again reflects the ease at which one may locate anybody in or above the ”middle class”, and the exclusiveness of having system-wide correct information.

To explore the connectivity pattern between low and high connected agents, we in Fig. 5 investigate the correlation profile of the evolved network maslov\_sneppen\_science . This quantifies the tendency of agents with different vertex degrees to connect to each other, by normalizing to a randomized network where degrees of all vertices are exactly maintained maslov\_sneppen\_prl . We see that all types of connections exist, but also that there is a tendency towards hierarchical organization: Agents with $`C1`$ often connect to agents with degree $`C5`$, that preferentially connect to agents with very high $`C`$. This hierarchical pattern is also seen at other values of $`C`$, with decreased amplitude as $`C`$ is increased. Going in the opposite direction, towards decreasing $`C`$, our standard model quickly becomes super critical even for $`S=0`$. This can be adjusted by decreasing the information transfer between $`i`$ and $`k`$ in step (iii) such that this transfer is less than complete.

It is interesting to explore the sociological implications of the proposed network dynamics, e.g. the response to increased information associated to a particular agent. If we start with an agent of degree $`C=1`$ and from this instant keep it perfectly informed about the position of all other agents, $`I_{of}(i)=1`$, the result is insignificant. Similarly, when an agent constantly broadcasts its correct position to all other agents, that is $`I_{about}(i)=1`$, the agent only performs slightly better than average. However, an agent that allows all its neighbors to update their information by using his information, very quickly becomes a central hub in the system. This happens in spite of the fact that his information may be as bad as that of anybody else. Communication, not correctness, is the key to success.

Finally we reiterate that the critical line in Fig. 3f corresponds to the minimal $`C`$ where the major hub remains dynamic. This suggests a principle in which the network could self organize to become scale free. This idea is investigated by allowing agents, at a low rate, to create and destroy edges with probabilities $`P_c`$ and $`1P_c`$, dependent on the dominance of the major hub. That is, we set $`P_c`$ to be an increasing function of the dominance of the largest hub, reflecting a situation where links are created in a persistently centralized system and removed in an unstructured system. For example $`P_c=1C_2/C_1`$, where $`C_1`$ and $`C_2`$ are the highest and next highest degree in the network, results in a system that self organizes around the critical line as shown in Fig. 3f.

The present work suggests a dynamical model where networks with both small and large hubs emerge from local optimization of activity through guesses based on imperfect information. The frame is formulated in an agent based model, which is comparable to a sociological setting. For static snapshots the model predicts a hierarchical organization of vertices with the highly connected vertices in the center. This is a plausible feature of business networks and a quantifiable characteristic of the hardwired Internet maslov\_sneppen\_prl .

###### Acknowledgements.

We warmly thank Petter Minnhagen and Ala Trusina for stimulating discussions.


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# Kantowski-Sachs universe cannot be closed

## Abstract

Abstract : In this paper, by analyzing the instability against spatially homogeneous and anisotropic perturbations of the Kantowski-Sachs-type during different cosmological epoch, we show that it is a theoretical consequence of the general relativity that the KS universe must be open or flat if it underwent the matter dominated and/or radiation dominated era in its past evolution, which theoretically confirms the flatness of our observable universe.

The observations on the cosmic microwave background(CMB) anisotropy and on the spatial distribution of galaxies on large scale are believed to have a cosmological origin and it would be very difficult to explain their existence and their isotropy if the hypothesis of the spatial homogeneity and isotropy of the universe were not valid to a very good approximation on large scale. There is a connection between isotropy and spatial homogeneity: unless a fundamental observer occupies a special position in the universe, the isotropy implies spatial homogeneity. The assumption of spatial homogeneity and isotropy of space determines the metric completely except the sign of the curvature. Considerably more freedom is left if one assumes only spatial homogeneity of spaceone ; two . All homogeneous cosmologies fall into two classes: the Bianchi models, for which the isometry group admits a 3-dimensional simply transitive subgroup and the Kantowski-Sachs models, for which the isometry subgroup is neither simply transitive nor admits a simply transitive subgroupthree . There exist nine Bianchi types and, correspondingly, nine Bianchi cosmologies and each class has subclasses with extra symmetries. The Bianchi types are in general anisotropic so that they do not have all spatial directions at a point being equivalent. Many authors have addressed the evolution of spatially homogeneous cosmological modelsfour . Spatially homogeneous cosmological models with a positive cosmological constant are investigatedfive . Exact string cosmological solutions have been found for the Kantowski-Sachs model by Barrow and Dabrowskisix . Reulaseven  showed that all small enough non-linear perturbations decay exponentially during expanding phases of flat homogeneous cosmologies. Recently, Barrow et al.eight  showed that the Einstein static model is unstable to spatially inhomogeneous gravitational wave perturbations within the Bianchi type IX class of spatially homogeneous universes.

Recently, the Wilkinson Microwave Anisotropy Probe(WMAP) has provided high resolution CMB datanine ; ten ; eleven  for cosmology. Among the interesting conclusions that have been reached from this data are constraints on present value $`\mathrm{\Omega }_0`$ of the total density parameter of the universe. The new results indicate that while the universe is close to being flat $`\mathrm{\Omega }_01`$, a closed universe is marginally preferred: $`\mathrm{\Omega }_0>1`$nine . Especially, with a prior on the Hubble constant, one gets that $`\mathrm{\Omega }_0=1.03\pm 0.05`$ at 95 percent confidence level, while combining WMAP data with SNeIa leads to $`\mathrm{\Omega }_0=1.02\pm 0.04`$ or to $`\mathrm{\Omega }_0=1.02\pm 0.02`$ respectively without and with a prior on the Hubble parameter. The latter may be regarded as the present best estimate of this parameter. In this paper, we study the instability against spatially homogeneous and anisotropic perturbations, which can be used as probe of curvature of space. We show that the anisotropy will not increase when the expansion rate is greater than certain values while it will increase when the expansion rate is less than that value or the universe is contracting. We find that the radiation dominated and matter dominated era, which correspond to the scale factor $`a(t)t^{1/2}`$ and $`a(t)t^{2/3}`$, will not produce significant anisotropy when and only when the universe is spatially flat or open. In other words, we find a connection between isotropy and non-closeness: *the closed universe is unstable against spatially homogeneous and anisotropic perturbations of the Kantowski-Sachs-type during the radiation dominated and matter dominated era*.

In this paper, the cosmological anisotropy is the whole anisotropy of the scale factor and is different from CMB anisotropy. Why the cosmological anisotropy is still very tiny today begs for explanation. Therefore, it is very interesting whether degree of cosmological anisotropy will increase during the evolution of universe. We begin with the line element of anisotropic spacetime

$$ds^2=dt^2+a(t)^2[(1+\delta )^2d\chi ^2+d\theta ^2+S^2(\theta )d\varphi ^2]$$
(1)
where

$$S(\theta )=\{\begin{array}{cc}\mathrm{sin}\theta \hfill & fork=1,\hfill \\ \theta \hfill & fork=0,\hfill \\ \mathrm{sinh}\theta \hfill & fork=1\hfill \end{array}$$
(2)
and $`k=0`$ and -1 are just axisymmetric Bianchi type I and III universe while $`k=1`$ model, or the closed anisotropic universe model, is referred to as the Kantowski-Sachs universe. Although only the closed models fall outside of the Bianchi classification, one can generally refer to them all as Kantowski-Sachs-like models for conveniencesix . In this paper, we analyze instability against spatially homogeneous and anisotropic perturbations within the Kantowski-Sachs-like models. The Einstein equations correspond to the above setup are:

$$3H^2+\frac{2H\dot{\delta }}{1+\delta }+\frac{k}{a^2}=\kappa \rho $$
(3)
$$2\frac{\ddot{a}}{a}+H^2+\frac{k}{a^2}=\kappa p$$
(4)
$$2\frac{\ddot{a}}{a}+H^2+\frac{3H\dot{\delta }}{1+\delta }+\frac{\ddot{\delta }}{1+\delta }=\kappa p$$
(5)
where $`\kappa =8\pi G`$, $`p`$ and $`\rho `$ are the pressure and energy density of the perfect fluid respectively. The energy conservation of the perfect fluid is expressed as

$$\frac{d\rho }{dt}=(3H+\frac{\dot{\delta }}{1+\delta })(\rho +p)$$
(6)
Substitute Eq.(5) into Eq.(4), we have

$$\ddot{\delta }+3\frac{\dot{a}}{a}\dot{\delta }\frac{k}{a^2}(1+\delta )=0$$
(7)
It does not lose generality that we assume $`\delta (t_0)0`$ for definiteness. In the following, we investigate the generic evolution of the anisotropy in the power law expansion and exponential expansion. Fortunately, Eq.(7) can be solved exactly in above cases. For the power law expansion $`a(t)=a(\frac{t}{t_0})^q`$, the solution for Eq.(7) are

Case(i): $`q=0`$

$$\delta (t)=\{\begin{array}{cc}\frac{1+\delta _0+a_0\dot{\delta _0}}{2}\mathrm{exp}(\frac{tt_0}{a_0})+\frac{1+\delta _0a_0\dot{\delta _0}}{2}\mathrm{exp}(\frac{t_0t}{a_0})1\hfill & fork=+1,\hfill \\ \dot{\delta _0}t+\delta _0t_0\dot{\delta _0}\hfill & fork=0,\hfill \\ [(1+\delta _0)\mathrm{cos}(\frac{t_0}{a_0})a_0\dot{\delta _0}\mathrm{sin}(\frac{t_0}{a_0})]\mathrm{cos}(\frac{t}{a_0})+[(1+\delta _0)\mathrm{sin}(\frac{t_0}{a_0})+a_0\dot{\delta _0}\mathrm{cos}(\frac{t_0}{a_0})]\mathrm{sin}(\frac{t}{a_0})1\hfill & fork=1\hfill \end{array}$$
(8)
where $`\delta _0\delta (t_0)`$ and $`\dot{\delta _0}\dot{\delta }(t_0)`$.

Case(ii): $`k=0`$ and $`q0`$

$$\delta (t)=\{\begin{array}{cc}\frac{t_0^{3q}\dot{\delta _0}}{t^{3q1}}+\delta _0\frac{\dot{\delta _0}t_0}{13q}\hfill & forq1/3,\hfill \\ t_0\dot{\delta _0}\mathrm{ln}(\frac{t}{t_0})+\delta _0\hfill & forq=1/3\hfill \end{array}$$
(9)
Case(iii): $`k0`$ and $`q=1`$

$$\delta (t)=C_1t^{1+\sqrt{1+\frac{kt_0^2}{a_0^2}}}+C_2t^{1\sqrt{1+\frac{kt_0^2}{a_0^2}}}1$$
(10)
where integral constant $`C_1`$ and $`C_2`$ can be fixed by initial values $`\delta _0`$ and $`\dot{\delta _0}`$.

Case(iv): $`k0`$ and $`q0,1`$

$$\delta (t)=(\frac{t}{t_0})^{\frac{13q}{2}}\left[C_1Z_\nu ^{(1)}\left(\frac{\sqrt{k}t_0}{a_0(1q)}(\frac{t}{t_0})^{1q}\right)+C_2Z_\nu ^{(2)}\left(\frac{\sqrt{k}t_0}{a_0(1q)}(\frac{t}{t_0})^{1q}\right)\right]1$$
(11)
where $`\nu =\frac{13q}{2(1q)}`$, $`C_1`$ and $`C_2`$ are integral constants, $`Z_\nu ^{(1)}`$ and $`Z_\nu ^{(2)}`$ are Bessel functions for $`k=1`$ and the modified Bessel functions for $`k=+1`$ respectively, which can be fixed by the initial values. For example, if $`k=1`$ and $`\nu integer`$, we have

$$C_1=\frac{t_0^{\frac{3\nu }{32\nu }}\left[(32\nu )^2(1+\delta _0)Z_{1\nu }(x_0)+4a_0\dot{\delta _0}Z_\nu (x_0)\right]}{(32\nu )^2[Z_{\nu 1}(x_0)Z_\nu (x_0)+Z_{1\nu }(x_0)Z_\nu (x_0)]}$$
(12)
$$C_2=\frac{t_0^{\frac{3\nu }{32\nu }}\left[(32\nu )^2(1+\delta _0)Z_{\nu 1}(x_0)+4a_0\dot{\delta _0}Z_\nu (x_0)\right]}{(32\nu )^2[Z_{\nu 1}(x_0)Z_\nu (x_0)+Z_{1\nu }(x_0)Z_\nu (x_0)]}$$
(13)
where $`x_0=\frac{\sqrt{k}t_0}{(1q)a_0}`$

For the exponentially expansion $`a(t)=a_0\mathrm{exp}[H(tt_0)]`$, the solutions of Eq.(7) are as follows

$$\delta (t)=C_1\mathrm{exp}[\frac{3}{2}H(tt_0)]Z_{3/2}\left(\frac{\sqrt{k}}{Ha_0}\mathrm{exp}[H(tt_0)]\right)+C_2\mathrm{exp}[\frac{3}{2}H(tt_0)]Z_{3/2}\left(\frac{\sqrt{k}}{Ha_0}\mathrm{exp}[H(tt_0)]\right)1$$
(14)
where integral constant $`C_1`$ and $`C_2`$ can also be fixed by initial values $`\delta _0`$ and $`\dot{\delta _0}`$. Using the asymptotic expressions of Bessel functions and modified Bessel functions at $`x1`$, we find that the anisotropy will increase rapidly if the expansion rate $`a(t)`$ is slower than $`a(t)t^{1/3}`$ for $`k=1,0`$, or $`a(t)t`$ for $`k=+1`$. Therefore, during the matter dominated era and radiation dominated era, the open and flat universe are stable against the spatially homogeneous anisotropic perturbation during the matter and radiation dominated era, while the closed universe is not and the anisotropy increase exponentially.

The recent data from WMAP indicate that the universe is almost flatten ; stein . In the following, we will rigorously prove the conclusion in the flat universe case. The Eq.(7) can be rewritten as

$$\frac{\dot{\delta }(t)}{\dot{\delta _0}}=\left[\frac{a_0}{a(t)}\right]^3$$
(15)
The scale factor $`a(t)`$ is determined by the pressure and energy density of the perfect fluid in the Einstein equations (3)-(5). For example, we can apply these equations specifically to the initial stage of cosmological evolution which is assumed to be governed by the ordinary scalar field. In this paper, these equations are applicable to matter with energy momentum tensor of arbitrary form so that we should discuss the varied form of $`a(t)`$. From Eq.(15), we have

$$\delta _0+|\dot{\delta _0}||_{t_0}^t\left[\frac{a_0}{a(t)}\right]^3𝑑t|\delta (t)\delta _0+|\dot{\delta _0}||_{t_0}^t\left[\frac{a_0}{a(t)}\right]^3𝑑t|$$
(16)
Next, we discuss the convergence of definite integral in Eq.(16). At $`tt_0`$, we rewrite $`a(t)`$ as $`\frac{f(t)}{t^q}`$, if $`q>\frac{1}{3}`$ and $`f(t)constant+\mathrm{}`$, then the integral is convergent; If $`q\frac{1}{3}`$ and $`f(t)>constant0`$, then the integral is divergent. This argument can be extended to the following form by using the consensus Cauchy criterion: if $`\left[\frac{a(t_0)}{a(t)}\right]^3=f(t)g(t)`$ for $`tt_0`$, $`_{t_0}^{\mathrm{}}g(t)𝑑t`$ is a convergent integral and $`f(t)`$ is a monotonic and boundary function, then $`I\left[\frac{a(t_0)}{a(t)}\right]^3𝑑t`$ is a convergent integral. Therefore, we have rigorously proved that flat universe is stable against spatially homogeneous and anisotropic perturbation of Kantowski-Sachs-type during the radiation and matter dominated era.

Now, let summarize the key points of the above discussions. In this paper, we focus on the Kantowski-Sach-like model of cosmology and discuss the evolution of the cosmological anisotropy. We showed that for the open and flat universe, the expansion rate of the scale factor must be greater than $`a(t)t^{1/3}`$ so that the cosmological anisotropy does not increase while this constraint becomes $`a(t)t`$ for the closed universe. The implication of these constraints are that: (i)Isotropic universe must also be open or flat if it underwent the radiation and matter dominated era in its past evolution. (ii)The oscillation universe and static universe, corresponding to $`q=0`$, are generally unstable against the spatially homogeneous anisotropic perturbation unless the unnatural fine tuning is introduced. For example, fine tuning $`1+\delta _0+a_0\dot{\delta _0}=0`$ is needed for the static universe model. (iii) Together with the recent observation, which favors closed and flat universe, it will be better to say that the universe is flat.

As is known to all that when constructing spatially homogeneous cosmological models, we simply choose a three-dimensional Lie group G, choose a basis of left invariant dual vector fields on G and choose a time-dependent left invariant metric $`h_{ab}(t)`$ on G. Then we can express the spacetime metric $`g_{\mu \nu }`$ in term of $`h_{ab}`$wald . The Kantowski-Sachs-like model considered here can be treated by a similar techniqueryan . Although there are many other spatially homogeneous cosmological models that do not isotropize and its cosmological anisotropy evolution may also be interesting to study, they are beyond the scope of this paper.

ACKNOWLEDGMENTS

The authors thank P. Steinhardt and J. Barrow for helpful comments. This work was partially supported by National Nature Science Foundation of China under Grant No. 19875016 and Foundation of Shanghai Development for Science and Technology under Grant No. JC 14035.


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# Lateral electron localization by the induced surface charge

## Abstract

We investigate the problem of the electron interacting with the charge induced on the metal or dielectric surface. We show that the interaction between the electron and the induced surface charge leads to the lateral confinement of the electron. As a result the electron propagates parallel to the surface not as a plane wave but as a wave packet of a Gaussian shape. The electron moving together with the induced charge can be treated as a new quasi-particle, which we call inducton. We discuss a possible experimental evidence for inductons in semiconductor nanostructures, metal-vacuum, and dielectric-vacuum interfaces.

The electron interacting with the charge induced on the metal (dielectric) surface was a subject of many experimental Wein ; Gies ; Pad ; Ge ; Miller ; Dutt  and theoretical Cole ; Echen ; Faust ; Jorg ; Gou ; Fuhr  papers. In semiconductor nanostructures, the induced potential leads to a screening of the electron-electron interaction and a modification of the potential confining the charge carriers in the quantum wells, wires, and dots Hawr ; Hall ; Rudin ; Bruce ; BSA01 . In papers Cole ; Echen  the classical image-charge potential was applied to study the electron localization in the direction normal to the metal surface. The lateral localization of the electron, i.e., parallel to the metal surface, has been observed by the time-resolved two-photon photoemission Pad ; Miller .

In the present Letter we study the electron moving near the surface of the metal or dielectric. We show that the interaction with the induced charge leads to the lateral confinement potential acting on the electron. In the existing literature, e.g., Cole ; Echen ; Faust ; Jorg ; Gou ; Fuhr , this potential has been overlooked due to the neglect of the dependence of the induced charge distribution on the electron wave function.

We first formulate a two-dimensional (2D) model for a typical metal-semiconductor planar structure. Next, we extend the model to the three-dimensional (3D) system and compare the results of calculations with the available experimental data. We show that the observed Pad ; Miller  lateral electron localization can be explained by the effect of the induced surface charge without a necessity of taking into account neither the surface corrugation nor the electron-dipol coupling.

We consider a planar structure, in which an electron is confined in the quasi-2D quantum well separated from the metal by a blocking barrier of thickness $`d`$. We assume that the quantum well and the barrier are characterized by the same dielectric constant $`\epsilon `$. We focus on the properties that are essentially independent of the specific atomic and crystal structure of the materials. Therefore, we assume the idealized model of the metal, which consists of a positive background charge and an arbitrary number of nearly free electrons, and its surface is the infinite plane. The single electron generates the Coulomb field, which induces the positive charge on the metal surface, which in turn acts on the electron changing its quantum state. For our model structure the interaction of the electron with the induced charge can be calculated by the image charge method. We assume that the electron is strongly confined within the quantum well in the normal-to-plane (vertical) direction $`z`$ and the image charge distribution is a mirror reflection of the electron charge distribution with respect to the metal surface plane ($`z=0`$).

The potential energy of the interaction of the electron with the charge induced on the metal surface can be expressed as

$$W=\frac{\kappa }{2}d^3rd^3r^{}\frac{\varrho _{}(𝐫)\varrho _+(𝐫^{})}{|𝐫𝐫^{}|},$$
(1)
where prefactor 1/2 accounts for the self-interaction character of the electron-image charge interaction and $`\kappa =1/4\pi \epsilon _0\epsilon `$. In Eq. (1), there appear the two spatially separated charge densities: the electron charge density $`\varrho _{}(𝐫)=e|\psi (x,y)|^2\delta (zd)`$ and the image charge density $`\varrho _+(𝐫)=q|\psi (x,y)|^2\delta (z+d)`$, where $`e>0`$ is the elementary charge, $`\psi (x,y)`$ is the wave function of the electron, and $`q=e`$ q .

First, in the framework of the simple 2D model, we perform the variational calculation with the trial wave function chosen in the form

$$\psi (x,y)=(1/\pi ^{1/2}l)\mathrm{exp}[(x^2+y^2)/2l^2],$$
(2)
where variational parameter $`l`$ determines the radius of electron localization. For the Gaussian charge densities we can apply the effective interaction potential eff  when calculating the potential energy \[Eq. (1)\]. Expression (1) takes on the form (cf. Eq. (19) in Ref. eff )

$$W(l)=(1/2)(\kappa eq/l)(\pi /2)^{1/2}\mathrm{erfcx}(2^{1/2}d/l).$$
(3)
Using wave function (2) we calculate the expectation value of the total energy $`E(l)=\mathrm{}^2/(2m_el^2)+W(l)`$, where $`m_e`$ is the effective electron mass. Function $`E(l)`$, displayed in Fig. 1 for $`d=a_D`$, possesses the pronounced minimum for finite radius of electron localization $`l=3.61a_D`$ with $`E_{min}=0.158R_D`$, where $`R_D=m_e\kappa ^2e^4/(2\mathrm{}^2)`$ is the effective donor rydberg and $`a_D=\mathrm{}^2/(m_e\kappa e^2)`$ is the effective Bohr radius. The results of Fig. 1 show the existence of the bound state with the lateral electron localization. The electron moves parallel to the interface not as a plane wave but as a wave packet of finite spatial extension in lateral directions. In order to conveniently picture this motion, we find it useful to introduce a new quasi-particle, which we call *inducton*, since the confinement potential, which forms this wave packet, is generated by the induced charge.

For the stationary states the Hamiltonian of the inducton can be derived from the condition $`\delta (\psi |T|\psi +W)/\delta \psi ^{}=0`$, where $`T`$ is the kinetic energy operator and $`W=W[\psi ^{},\psi ]`$ is given by (1). We obtain the Hamiltonian of the form $`H=\mathrm{}^2^2/(2m_e)+U(𝐫_{},d)`$, where

$$U(𝐫_{},d)=\kappa eqd^2r_{}^{}\frac{|\psi (𝐫_{}^{})|^2}{[(𝐫_{}𝐫_{}^{})^2+4d^2]^{1/2}}$$
(4)
and $`𝐫_{}=(x,y)`$. Let us discuss the physical content of Hamiltonian $`H`$. Quantity $`U`$ \[Eq. (4)\] is the Hartree potential energy due to the charge induced on the metal (dielectric) surface, but is not the potential energy of the electron, which absolute value is two times smaller \[cf. Eq. (1)\]. As a result, eigenfunctions $`\psi _n`$ of Hamiltonian $`H`$ can be identified with the electron wave functions in the inducton states, but the eigenvalues of $`H`$, $`E_n`$, do not determine the total energy of the system. Instead $`E_n`$ possess the same interpretation as the one-electron energies in the self-consistent method, e.g., Hartree-Fock method. We note that one can obtain the same Hartree potential (4) using the quantum linear response theory.

Due to the interaction with the induced charge the electron is not an isolated particle. During the transition between quantum states the induced charge can either transfer its energy to the electron (the transition with full relaxation) or release it partly or fully into the metal (the transitions with partial relaxation or without relaxation). In the first case, we can observe the total energy of the inducton, while in the last case, we can measure the one-particle energy, similarly as in the many-electron system described by the Hartree-Fock method under condition that the Koopmans theorem is satisfied. Figure 2 displays the one-electron lowest energy level, total energy, and radius $`l`$ of the inducton. We note that the inducton radius is comparable with $`d`$.

The results depicted in Figs. 1 and 2 have been obtained with Gaussian trial wave function (2). In order to check the validity of our choice of wave function (2), we have solved the eigenequation of $`H`$ by the numerical self-consistent method itime  on the one-dimensional radial mesh. In the present paper, we limit our attention to the $`s`$-like solutions with the rotational symmetry. The numerical procedure yields the results, which can be treated as ”exact”. We have found (cf. inset of Fig. 1) that the ground-state wave function obtained by the self-consistent procedure is almost the same as the optimum trial wave function \[Eq. (2)\], which means that the exact ground-state wave function can be very well approximated by the Gaussian of form (2). This proves the consistency of our simple model based on Eq. (2).

The electron motion parallel to the interface can be described by a plane wave, but then the induced charge density is zero, total energy $`E0`$, and the inducton states are not formed. In the inducton states with $`E<0`$, in which the electron wave function is localized, potential $`U`$ \[Eq. (4)\] does not vanish and is attractive. In these states, the momentum of the electron is not defined. The inducton can move in the lateral direction with the non-zero momentum but the electron wave function in the inducton state is a wave packet.

The inductons considered so far were formed in the quantum well; so, they were described as the 2D systems. Let us generalize our approach to the 3D systems. For this purpose we abandon the assumption of the quantum-well confinement and consider the electron moving in the half-space outside the blocking barrier. The electron induces the charge on the metal surface and due to the interaction with the induced charge the 3D wave packet is formed. The system is described by the corresponding 3D Hamiltonian, which has the form of its 2D counterpart with potential energy $`U(𝐫)=U(𝐫_{},z)`$ resulting from the charge induced on the metal surface and potential of the blocking barrier, i.e., $`U(𝐫)=\mathrm{}`$ for $`0<zd`$, and $`U(𝐫)`$ is given by the 3D version of formula (4) for $`z>d`$. The image charge density is the mirror reflection of the electron charge density in the $`z=0`$ plane, i.e., $`\varrho _{+,n}(𝐫)=q|\psi _n(x,y,z)|^2`$.

Assuming the cylindrical symmetry, we solve the corresponding 3D eigenproblem on the 2D mesh $`(r_{},z)`$ by the self-consistent procedure. Figure 3 depicts the $`s`$-like wave functions, which correspond to the lowest-energy levels. The ground-state wave function ($`n=1`$), as a function of $`r_{}`$, has the Gaussian shape. The excited-state wave functions ($`n=2,3`$) clearly exhibit the non-separability of variables $`r_{}`$ and $`z`$.

Figure 4 shows that with the increasing blocking barrier thickness the energy levels shift upwards and the interlevel separations decrease. This feature is in a qualitative agreement with the experimental data Pad . We note that the energy levels do not form the hydrogenlike Rydberg series.

We expect that the quasi-2D inductons can occur in planar semiconductor nanostructures, which contain the quantum-well layer and are covered by the metal layer. The largest binding energy of the inducton should be observed in semiconductors with small dielectric constant and large electron band mass. Due to the larger valence band mass, the hole inducton should be more stable than the electron inducton.

The 3D inductons can appear in semiconductor structures of the type of the field effect transistor with the isolated gate. Due to the increase of the binding energy with the decreasing blocking barrier thickness, the inductons formed in the structures containing the thin blocking barrier will be the most strongly bound. A possible experimental evidence of such inducton states is within the reach of modern experimental setups.

However, the so-called image-potential electron states Jorg  were observed Pad ; Gies ; Miller  near the metal-vacuum interface. The theoretical interpretation of these states is based upon the notion of Rydberg states Cole ; Echen . In this interpretation Cole ; Echen , the potential energy of the interaction of the electron with its image charge is assumed in the form $`U_{image}(z)=\kappa eq/(4z)`$, which is valid for the classical point charge. In quantum mechanics, the charge density of the electron is determined by a wave function. The image of the spread-out charge is also spread out. The potential energy of the electron should be calculated according to Eq. (1) and the induced potential should depend on lateral position $`r_{}`$ \[cf. Eq. (4)\]. Potential $`U_{image}`$, used in Refs. Cole ; Echen , corresponds to either the classical particle or the quantum particle with the lateral wave function given by a Dirac delta function. In spite of this the authors Cole ; Echen  use the plane wave for the lateral motion of the electron, which is a serious inconsistency. If the electron travels in the $`xy`$ plane as the plane wave (cf. Fig. 1 for $`l\mathrm{}`$), its image charge is completely delocalized and the induced potential is zero resp . This inconsistency is repeated in all the other papers on this subject, e.g., Jorg ; Faust ; Fuhr .

Based on the results of the present paper, we propose an alternative interpretation of the states observed in Refs. Pad ; Miller . According to our proposition these findings Pad ; Miller  can be treated as the experimental evidence for the formation of the inducton. To support this interpretation we have calculated the Fourier transform of the ground-state wave function of the inducton. The results (inset of Fig. 4) very well agree with the experimental data Miller . Using the results of Fig. 4 for $`d=0`$, we have calculated the energy differences $`\mathrm{\Delta }_{mn}=E_mE_n`$ between the one-particle energy levels and compared them with the experimental data Pad . The calculated (measured Pad ) energy differences are $`\mathrm{\Delta }_{21}`$ = 0.41 (0.43) eV, $`\mathrm{\Delta }_{31}`$ = 0.49 (0.50) eV, and $`\mathrm{\Delta }_{41}`$ = 0.54 (0.56) eV (energy separation $`\mathrm{\Delta }_{21}`$ estimated from Ref. Miller  is 0.45 eV). We see that the agreement with experiment is very good. The fact that the one-particle energy levels are observed in experiments Pad ; Miller  can result from the slow relaxation of the induced charge during the photoemission. We note that the present model is valid if the electron does not penetrate the metal Roul , i.e., if the metal surface is covered by a thin dielectric layer. This condition is satisfied in the experiments Pad ; Miller .

In summary, we have shown that the charge induced on the metal (dielectric) surface by the nearby electron creates the lateral confinement potential, which in turn leads to the lateral localization of the electron. The collective electron-induced-charge motion can be conveniently described with the help of the new quasi-particle, the inducton. According to the reinterpretation we have proposed the localized states observed near the metal surface are the inducton states. The electron described by the plane wave does not generate any induced charge potential. The plane-wave states can only be created if the excitation energy is larger than the continuum-energy threshold. The electron localization in the vertical direction is only possible if the lateral electron localization occurs. Electrons states which are not laterally localized cannot be bound to the metal surface.

We expect the inducton states to be universal for the charge carriers moving near the metal or dielectric surfaces and should observed at the metal-vacuum and dielectric-vacuum interfaces as well as in semiconductor nanostructures.

###### Acknowledgements.

This work has been supported in part by the Polish Government Scientific Research Committee (KBN).


text:
# Dephasing of solid-state qubits at optimal points

## Abstract

Motivated by recent experiments with Josephson-junction circuits, we analyze the influence of various noise sources on the dynamics of two-level systems at optimal operation points where the linear coupling to low-frequency fluctuations is suppressed. We study the decoherence due to nonlinear (quadratic) coupling, focusing on the experimentally relevant $`1/f`$ and Ohmic noise power spectra. For $`1/f`$ noise strong higher-order effects influence the evolution.

For quantum-information processing it is crucial to preserve phase coherence. Recent experiments Nakamura et al. (1999); Vion et al. (2002); Yu et al. (2002); Martinis et al. (2002); Chiorescu et al. (2003) with Josephson-junction circuits demonstrated long-lived coherent oscillations. They showed resolution, sufficient for detailed studies of the dephasing times and decay laws, stressing the need for the theory analysis of the dissipative dynamics of qubits subject to relevant noise sources.

In solid-state systems decoherence is potentially strong due the host of microscopic modes. In Josephson qubits the noise is dominated by material-dependent sources, such as background-charge fluctuations or variations of critical currents and magnetic fields, with power spectrum peaked at low frequencies, often $`1/f`$. A further relevant contribution is the electromagnetic noise of the control circuit, typically Ohmic at low frequencies. The $`1/f`$ noise appears difficult to suppress and, since the dephasing is dominated by low-frequency noise, it is particularly destructive. On the other hand, Vion et al. (2002) showed that the effect of this noise can be substantially reduced by tuning the linear longitudinal qubit-noise coupling to zero. The same strategy, suppressing the linear qubit-detector coupling, was used to minimize the effect of the quantum detector in the off-state. The achieved coherence time was 2–3 orders of magnitude longer than in earlier experiments.

The $`1/f`$ noise (more generally, strong low-frequency noise) plays a major role in many solid-state systems. The long-range correlations in time make the analysis of its effect difficult. In this letter we analyze the dynamics of a qubit subject to singular noise, with a focus on nonlinear coupling and higher-order effects. We also apply the developed formalism to an environment with regular (e.g., Ohmic thermal) noise.

The dynamics of a dissipative two-level system (spin 1/2, qubit) can be described by the Hamiltonian:

$$=\frac{1}{2}\left(\epsilon \sigma _z+V\sigma _z+U\sigma _x\right)+H_{\mathrm{bath}}.$$
(1)
The longitudinal ($`V`$) and transverse ($`U`$) fluctuations may result from various microscopic noise sources, described by $`H_{\mathrm{bath}}`$. In this letter we analyze the dephasing in the situation of quadratic longitudinal coupling,

$$V=\lambda X^2,U=0,$$
(2)
to a source of Gaussian noise $`X(t)`$, with noise power $`S_X(\omega )`$. Here $`X(t)`$ is a basic physical quantity (e.g., voltage or magnetic field), which controls the qubit’s Hamiltonian 111The analysis is easily generalized to several noise sources coupled to arbitrary spin components.. This model is relevant to a Josephson qubit at an optimal point, investigated in recent experiments Vion et al. (2002). To emphasize specific features of this model, we first recall the description of the dissipative qubit dynamics when the noise is either short-correlated or Gaussian longitudinal. Then we motivate model (2) and show that it can describe the effect of both longitudinal and transverse low-frequency noise. We discuss the statistics of $`X`$ and $`V`$, and then analyze dephasing in model (2).

For weak short-correlated noise the dynamics is described by the Bloch equations, regardless of the noise statistics. The weak dissipative effects from many uncorrelated time intervals $`\tau _\mathrm{c}`$ (the correlation time) accumulate and the effect of both longitudinal and transverse noise can be described by the markovian Bloch equations. The dissipative rates are given by the golden rule: the $`\sigma _z`$-relaxation rate $`1/T_1=S_U(\omega =\epsilon )/2`$ and the rate of dephasing (decay of $`\sigma _{x,y}`$) $`1/T_2=1/(2T_1)+1/T_2^{}`$, the ‘pure’ dephasing rate $`1/T_2^{}=S_V(\omega =0)/2`$ being dominated by low $`\omega `$. This approach applies for weak noise with a short correlation time $`\tau _\mathrm{c}T_1,T_2`$.

One can still rely on the lowest order of the cumulant expansion (but beyond the golden rule) for Gaussian longitudinal noise $`V`$ ($`U=0`$), even for long correlations. The coherence $`\sigma _{}(t)`$ (here $`\sigma _{}=(\sigma _xi\sigma _y)/2`$) decays then as

$$|\sigma _{}(t)|=\mathrm{exp}\left(\frac{1}{2}\frac{d\omega }{2\pi }S_V(\omega )\frac{\mathrm{sin}^2(\omega t/2)}{(\omega /2)^2}\right),$$
(3)
where $`S_V=\frac{1}{2}[V(t),V(0)]_+_\omega `$ is the noise power. For instance, for a linear coupling, $`V(X)=aX`$, to a Gaussian-distributed $`1/f`$ (flicker) noise $`X`$, when $`T_2^{}`$ defined above vanishes, one finds the dephasing law $`\mathrm{exp}(a^2X_\mathrm{f}^2t^2|\mathrm{ln}(\omega _{\mathrm{ir}}t)|/2\pi )`$ (cf. Refs. Cottet et al., 2001; Nakamura et al., 2002). Here $`X_\mathrm{f}^2`$ sets the magnitude of the noise,

$$S_X(\omega )=X_\mathrm{f}^2/|\omega |,$$
(4)
and may depend on the external conditions, such as temperature. The infra-red cutoff $`\omega _{\mathrm{ir}}`$ may be set, and controlled, by the details of an experiment. For instance, when a measurement of dephasing, performed over a short time $`t`$, is averaged over many runs, the fluctuations with frequencies down to the inverse of the total signal acquisition time contribute to the phase randomization Cottet et al. (2001) (this averaging improves the accuracy and is needed to monitor the oscillations of expectation values Nakamura et al. (1999); Vion et al. (2002); Yu et al. (2002); Martinis et al. (2002); Chiorescu et al. (2003)). In an echo-type experiment the contribution of slow fluctuations can be suppressed Nakamura et al. (2002). The controlled frequency of the compensating echo pulses sets $`\omega _{\mathrm{ir}}`$ (in Ref. Nakamura et al., 2002 $`\omega _{\mathrm{ir}}1/t`$ but it can be varied). Here we focus on the case $`\omega _{\mathrm{ir}}t1`$.

Typically, in the mentioned regime of linear coupling to $`1/f`$ noise dephasing is strong. To increase the coherence time one tunes the system to a point where the linear term vanishes, $`a=0`$ Vion et al. (2002). The effect of the remaining quadratic coupling is described by the model (2). Moreover, this model can also account for low-frequency transverse fluctuations $`U_{\mathrm{lf}}`$. Indeed, in the adiabatic approximation we diagonalize (1) to $`\frac{1}{2}\sqrt{(\epsilon +V)^2+U_{\mathrm{lf}}^2}\sigma _z\frac{1}{2}(\epsilon +V_{\mathrm{eff}})\sigma _z`$, where $`V_{\mathrm{eff}}=V+U_{\mathrm{lf}}^2/(2\epsilon )`$. Hence as long as the relaxation due to the resonant ($`\omega \epsilon `$) part of $`U`$ is negligible, it is sufficient to analyze the model (2).

This analysis requires an account of higher orders, and thus the knowledge not only of $`S_V(\omega )`$ but of the full statistics of $`V`$. The latter depends on the statistics of the basic quantity $`X`$ as well as on the qubit-noise coupling. In this letter we consider a Gaussian-distributed $`X`$ (see below), but due to the nonlinear coupling in Eq. (2) the qubit is subject to non-Gaussian fluctuations $`V=\lambda X^2`$. In combination with long correlations of $`1/f`$ noise, this shows that further analysis is needed.

The statistics of the low-frequency fluctuations of the basic quantity $`X`$ deserves further discussion. The assumed Gaussian statistics is generic for noise produced by many microscopic modes, due to the central limit theorem and regardless of the noise mechanism. As for the flicker (‘$`1/f`$’) noise in mesoscopic circuits, it may be dominated by only a few modes (bistable fluctuators) or contain comparable contributions of many of those, depending on the sample, and one may expect non-Gaussian resp. Gaussian noise. This was demonstrated in experiments at kHz- and lower frequencies see e.g. A.B. Zorin et al. (1996). While the noise at higher frequencies MHz–GHz, relevant for the dephasing of qubits, is less explored, recent data suggest that it may have the same nature Nakamura et al. (2002); Vion et al. (2003); Chiorescu et al. (2003). Here we focus on the analysis of the influence of Gaussian noise $`X`$; the effect of a few bistable systems was discussed recently in Ref. Paladino et al., 2002. Our analysis on one hand, indicates interesting features of decoherence for quadratic coupling; on the other hand, one can consider the qubit as a probe of the noise, thus our findings may help in identifying the noise mechanism.

Analysis of dephasing in model (2). To be definite, we assume that $`\lambda >0`$; the sign change has no effect on the dephasing laws, but reverses the phase accumulated due to the nonzero average of $`V`$. We follow the evolution of the off-diagonal entry of the qubit’s density matrix $`\sigma _{}(t)=S^{}\sigma _{}S`$, with the evolution operator $`S=T\mathrm{exp}(\frac{i}{2}_0^tV\sigma _z𝑑t^{})`$, which yields $`\sigma _{}(t)=P(t)e^{i\epsilon t/\mathrm{}}\sigma _{}(0)`$, where

$$P(t)=\stackrel{~}{T}\mathrm{exp}\left(\frac{i}{2}_0^tV𝑑t^{}\right)T\mathrm{exp}\left(\frac{i}{2}_0^tV𝑑t^{}\right),$$
(5)
with averaging over noise realizations. $`T`$ and $`\stackrel{~}{T}`$ denote time resp. reverse-time ordering; their combination in Eq. (5) corresponds to the Keldysh-time ordering. Note the same signs in $`\stackrel{~}{T}\mathrm{exp}`$ and $`T\mathrm{exp}`$, selected by the operator $`\sigma _{}`$.

Gaussian approximation. In the lowest-order perturbative analysis one can use Eq. (3Shnirman et al. (2002). For Ohmic fluctuations of $`X`$, with noise power $`S_X(\omega )=r\omega \mathrm{coth}(\omega /2T)`$, one finds $`S_{X^2}(\omega )=(r^2/3\pi )\omega (\omega ^2+4\pi ^2T^2)\mathrm{coth}(\omega /2T)`$ and Eq. (3) yields for weak noise $`\lambda rT1`$ the exponential decay with rate

$$\frac{1}{T_2^{}}=\frac{\lambda ^2}{2}S_{X^2}(\omega =0)=\frac{4\pi }{3}(\lambda r)^2T^3.$$
(6)
This dephasing is stronger suppressed by cooling compared to the case of linear coupling, when $`1/T_2^{}T`$.

For $`1/f`$ noise one finds $`S_{X^2}=(4/\pi )X_\mathrm{f}^4\mathrm{ln}|\omega /\omega _{\mathrm{ir}}|/|\omega |`$ and $`P(t)=\mathrm{exp}([\mathrm{\Gamma }_\mathrm{f}t\mathrm{ln}(\omega _{\mathrm{ir}}t)/\pi ]^2)`$, where

$$\mathrm{\Gamma }_\mathrm{f}=\lambda X_\mathrm{f}^2.$$
(7)
Higher orders: results and discussion. Below we analyze effects beyond this Gaussian approximation. For the Ohmic noise we confirm that Eq. (3) holds at all relevant times, yielding the decay rate (6). In contrast, for the $`1/f`$ noise corrections are strong:

$`|P(t)|=`$ $`\left[1+\left({\displaystyle \frac{2}{\pi }}\mathrm{\Gamma }_\mathrm{f}t\mathrm{ln}{\displaystyle \frac{1}{\omega _{\mathrm{ir}}t}}\right)^2\right]^{1/4},`$ $`\mathrm{\Gamma }_\mathrm{f}t1,`$ (8)
$`=`$ $`e^{\mathrm{\Gamma }_\mathrm{f}t/2},`$ $`\mathrm{\Gamma }_\mathrm{f}t1.`$ (9)
At short times we find a very slow decay with time scale $`(\mathrm{\Gamma }_\mathrm{f}L_\mathrm{\Gamma })^1`$, where $`L_\mathrm{\Gamma }\mathrm{ln}(\mathrm{\Gamma }_\mathrm{f}/\omega _{\mathrm{ir}})`$ and we assume $`L_\mathrm{\Gamma }1`$ (our qualitative results persist down to $`L_\mathrm{\Gamma }1`$): At very short times it reduces to $`1[\mathrm{\Gamma }_\mathrm{f}t\mathrm{ln}(\omega _{\mathrm{ir}}t)/\pi ]^2`$ and coincides with the result of the Gaussian approximation. This slow initial decay may be advantageous for application of quantum error correction. At longer times $`t(\mathrm{\Gamma }_\mathrm{f}L_\mathrm{\Gamma })^1`$ the decay crosses over to a power law $`1/\sqrt{t}`$. Finally, at the (parametrically longer) time $`t\mathrm{\Gamma }_\mathrm{f}^1`$ the decay becomes exponential (9), due to the high-frequency contribution. For large $`L_\mathrm{\Gamma }1`$ a substantial decay occurs already in the range of Eq. (8).

This unusual decay law translates into a peculiar line shape of the transverse spin susceptibility $`\chi _{\sigma _x}^{\prime \prime }(\omega )=P(\omega \epsilon )/2`$ (at $`T\epsilon `$), shown in Fig. 1: Eq. (8) gives a singular peak $`(\omega \epsilon )^{1/2}`$, and the term (9) washes it out on the scale $`\mathrm{\Gamma }_\mathrm{f}`$, setting the peak height $`1/\sqrt{\mathrm{\Gamma }_\mathrm{f}}`$. Apart from the dephasing, we find a phase contribution which shifts the peak by $`\mathrm{\Gamma }_\mathrm{f}\mathrm{ln}(\omega _c/\mathrm{\Gamma }_\mathrm{f})/\pi `$ (if this logarithm exceeds $`\mathrm{ln}L_\mathrm{\Gamma }`$; $`\omega _c`$ is the unltraviolet cutoff).

Derivation. The Keldysh-time-ordered exponent (5) may be expanded into the linked-cluster series:

$$P(t)=\mathrm{exp}\left(\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n}F_n\right),$$
(10)
$`F_n`$ representing the contribution of all connected diagrams of order $`n`$ in the perturbation $`V`$ (the Gaussian approximation (3) neglects $`F_{n>2}`$). For the model (2) they are visualized in Fig. 2a, with a single cluster in each order. Here the solid lines represent the bare $`2\times 2`$ Keldysh Green functions of the bath $`\widehat{D}=iT_\mathrm{K}X(t)X(0)`$, whose Keldysh and retarded components J. Rammer, H. Smith (1986); Kamenev (2002) are related to the noise power and the response function of the bath, respectively: $`D^\mathrm{K}=2iS_X`$, $`D^\mathrm{R}=\chi __X`$. Each vertex contributes a factor $`\lambda `$ and integration over the time interval $`(0;t)`$. Thus we find in the $`n`$-th order:

$`F_n(t)=`$ $`{\displaystyle \frac{(\lambda )^n}{2}}\mathrm{tr}{\displaystyle _0^t}𝑑t_1{\displaystyle _0^t}𝑑t_2\mathrm{}`$
$`\widehat{D}(t_1t_2)\widehat{1}\widehat{D}(t_2t_3)\widehat{1}\mathrm{}`$
$`=`$ $`{\displaystyle \frac{(\lambda )^n}{2}}\mathrm{tr}{\displaystyle 𝑑\omega _1𝑑\omega _2\mathrm{}}`$ (11)
$`\widehat{D}(\omega _1)\delta _t(\omega _1\omega _2)\widehat{D}(\omega _2)\delta _t(\omega _2\omega _3)\mathrm{},`$
where $`\delta _t(\omega )\mathrm{sin}(\omega t/2)/(\pi \omega )`$. The vertices contribute the identity matrices $`\widehat{1}`$ in the Keldysh space, rather than the familiar $`\widehat{\tau }_z`$, as a result of the sign structure in Eq. (5); such a perturbation is called ‘quantum’ Kamenev (2002). For the coupling (2) the averaging in (5) reduces to a Gaussian integral and thus to a determinant of an integral operator. From this standpoint our calculation may be viewed as determinant regularization.

Tractable regimes. The series (10), (Dephasing of solid-state qubits at optimal points) should be evaluated for each particular time $`t`$. In general, it is difficult due to its complex structure: the propagators $`\widehat{D}`$ are diagonal in frequency and the vertices are diagonal in time. However, one can evaluate the dephasing in certain limits: (a) at long times (the exact condition to be specified) $`\delta _t\delta `$, and frequency is conserved at the vertices; (b) at short times the lines become time-indepednent, $`\widehat{D}(t_it_{i+1})\widehat{D}(\mathrm{\Delta }t=0)`$. These ideas are used below for the case of $`1/f`$ noise, when $`\widehat{D}(\mathrm{\Delta }t=0)`$ diverges, to find the short- and long-time behavior of $`P(t)`$.

$`1/f`$ noise: (a) higher frequencies. For the $`1/f`$ noise it is technically more convenient to discuss the contributions of two frequency ranges at given $`t`$ (see Fig. 2b), rather than the short- and long-time limits.

We begin with higher frequencies: In the integral (Dephasing of solid-state qubits at optimal points) the adjacent frequencies may differ by $`1/t`$ due to the vertex factors $`\delta _t`$. In the ($`t`$-dependent) range $`|\omega |1/t`$ such a shift does not change much the propagators (noise power), and $`\delta _t(\mathrm{\Delta }\omega )\delta (\mathrm{\Delta }\omega )`$ at each vertex. Thus we find the contribution of high frequencies:

$$\mathrm{ln}P^{\mathrm{hf}}(t)=t_{1/t}^{\mathrm{}}\frac{d\omega }{2\pi }\mathrm{ln}\left(12i\lambda S_X(\omega )\right).$$
(12)
The contribution of frequencies of order $`1/t`$ is only estimated by this expression. However, at long times $`\mathrm{\Gamma }_\mathrm{f}t1`$, when Eq. (12) dominates $`P(t)`$ (as we find below), this contribution is negligible, and we obtain Eq. (9): $`\mathrm{ln}|P^{\mathrm{hf}}(t)|=\mathrm{\Gamma }_{\mathrm{}}t`$, where

$$\mathrm{\Gamma }_{\mathrm{}}=\mathrm{\Gamma }_\mathrm{f}_0^{\mathrm{}}\frac{dx}{2\pi }\mathrm{ln}\left(1+\frac{1}{x^2}\right)=\frac{1}{2}\mathrm{\Gamma }_\mathrm{f}.$$
(13)
As for the phase shift, to the logarithmic accuracy in the limit $`\mathrm{ln}(\mathrm{\Gamma }_\mathrm{f}t)1`$ we find $`\mathrm{Im}\mathrm{ln}P^{\mathrm{hf}}(t)=\mathrm{\Gamma }_\mathrm{f}t\mathrm{ln}(\mathrm{\Gamma }_\mathrm{f}t)/\pi `$.

$`1/f`$ noise: (b) lower frequencies. For the analysis of the contribution of low frequencies $`|\omega |1/t`$ one may replace the vertex factor $`\delta _t(\mathrm{\Delta }\omega )`$ by its value, $`t/2\pi `$, at $`\mathrm{\Delta }\omega =0`$, and the correlations between frequencies of adjacent lines are irrelevant. Thus the series (10) gives 222The derivation of Eqs. (12), (15) may involve summation of divergent series. Other methods, e.g., based on functional integration, may be used to justify these results.:

$`F_n^{\mathrm{lf}}={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{2it}{\pi }}{\displaystyle _{\omega _{\mathrm{ir}}}^{1/t}}{\displaystyle \frac{\mathrm{\Gamma }_\mathrm{f}d\omega }{|\omega |}}\right)^n={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{2}{\pi }}it\mathrm{\Gamma }_\mathrm{f}\mathrm{ln}{\displaystyle \frac{1}{\omega _{\mathrm{ir}}t}}\right)^n,`$ (14)
$`\mathrm{ln}P^{\mathrm{lf}}(t)={\displaystyle \frac{1}{2}}\mathrm{ln}\left(1{\displaystyle \frac{2}{\pi }}it\mathrm{\Gamma }_\mathrm{f}\mathrm{ln}{\displaystyle \frac{1}{\omega _{\mathrm{ir}}t}}\right).`$ (15)
Again, the contribution of frequencies close to the upper limit, $`\omega 1/t`$, is not given reliably by Eq. (15), but it is negligible to the logarithmic accuracy at $`\mathrm{ln}(1/\omega _{\mathrm{ir}}t)1`$.

The low and high (and intermediate) frequencies contribute at all times, but at short times $`\mathrm{ln}|P(t)|`$ is dominated by low frequencies and at long times by high frequencies. These leading terms yield Eqs. (8), (9). (The susceptibility $`\chi _X(\omega )`$ enters the analysis, but in the final results we assumed a regular and hence negligible $`\chi `$.)

Ohmic noise. Let us apply the developed approach to equilibrium thermal noise with quadratic longitudinal coupling, considering the example of an Ohmic bath. Its low-frequency spectral density $`\chi __X^{\prime \prime }(\omega )=i(D^\mathrm{R}D^\mathrm{A})/2=r\omega `$ is related by the fluctuation-dissipation theorem to the noise power: $`D^\mathrm{K}=(D^\mathrm{R}D^\mathrm{A})\mathrm{coth}(\omega /2T)`$. The variation scale of the latter is set by temperature, $`1/\tau _\mathrm{c}T`$. Hence at times $`t1/T`$ changing the frequency by $`1/t`$ has little effect on $`D^\mathrm{K}`$, and one may use the long-time approach, with frequency conservation in the diagrams (analysis of $`D^{\mathrm{R}/\mathrm{A}}`$ does not change this conclusion).

We consider the case of weak-coupling and begin with the lowest order $`F_2`$. Evaluation of this Gaussian cluster involves $`tr\widehat{D}^2=(D^\mathrm{R})^2+(D^\mathrm{A})^2+(D^\mathrm{R}D^\mathrm{A})^2[\mathrm{coth}^2(\omega /2T)1]`$. The frequency integral of the first two terms (analytic in the upper/lower half-plane) vanishes, and we find exponential decay with rate (6) at $`t1/T`$ (incl. $`tT_2^{}`$).

As expected for weak noise, the higher orders provide only a small correction to Eq. (6), of order $`(\lambda r\omega _\mathrm{c})^2`$. Indeed, only the even orders contribute to dephasing, for which $`tr\widehat{D}^{2k}=(D^\mathrm{R})^{2k}+(D^\mathrm{A})^{2k}+`$ terms localized at $`\omega T`$. One finds that it is sufficient to evaluate the second-order contribution provided $`\lambda \widehat{D}(\omega =0)1`$. In the Ohmic case this weak-coupling condition reads $`\lambda rT,\lambda r\omega _\mathrm{c}1`$.

Higher (non-Gaussian) orders as screening. The exponential decay law (9) appears surprising for $`1/f`$ noise, with long-time correlations. In fact, it develops due to the screening of the long-time (low-$`\omega `$) fluctuations, interacting via the term (2), similar to the screening of interaction in the Coulomb gas. Moreover, the calculation of $`P(t)`$ parallels that of the correlation energy of the Coulomb gas Gell-Mann and Brueckner (1957). The result can be found from the lowest-order cluster $`F_2`$ with the solid lines replaced by the properly renormalized (screened) Keldysh propagators $`𝒟`$. Diagrammatically this appears natural: the diagrams $`F_{n>2}`$ in Fig. 2a may be viewed as $`F_2`$ with additional vertices on the lines.

As a result of the screening, qualitatively, the $`1/f`$ divergence is cut off at $`\omega \mathrm{\Gamma }_\mathrm{f}`$, and the white low-$`\omega `$ noise produces the exponential decay. We omit the detailed discussion but mention a specific property of the screened $`𝒟`$: unlike the bare $`D`$ it is $`t`$-dependent (due to the $`t`$-dependent vertices). In other words, the screening sets in gradually, with the mentioned saturation at $`t\mathrm{\Gamma }_\mathrm{f}^1`$.

Preparation effects. So far we worked under the assumption that at $`t=0`$ the bath and spin were disentangled and the bath was prepared in the thermal state of $`H_{\mathrm{bath}}`$. To see, if it can change our conclusions, we considered a typical experiment, in which one monitors the decay of a superposition of the spin states in the presence of permanent spin-bath coupling. We found that for $`1/f`$ noise with a non-singular low-frequency susceptibility $`\chi (\omega )`$ our conculsions about the dephasing persist.

In conclusion, we have analyzed the decay laws of coherence of a qubit coupled quadratically to the environment. We have shown that higher-order effects become important for certain noise spectra (notably, for $`1/f`$), and found the dephasing times (6)–(9) in various regimes. We are grateful to G. Schön for valuable contributions to this work. We also thank A. Mirlin, K. Gawȩdzki, D. Esteve, D. Vion, C. Urbina, L. Levitov, P. Degiovanni, Y. Nakamura for fruitful discussions. The work is part of the EU IST Project SQUBIT, the CFN of the DFG, and a research network of the Landesstiftung BW. Y.M. was supported by the Humboldt foundation, the BMBF, and the ZIP programme of the German government.


text:
# Phase diagram and symmetry breaking of SU(4) spin-orbital chain in a generalized external field

## I Introduction

There have been much interest in the study of spin models with orbital degeneracy YQLi98 ; YQLi99 ; AJoshi99 ; YTokura00 ; AMOles00 ; CItoi00 ; YLLee00 ; YYamashita00 ; SJGu02  due to experimental progress related to many transition-metal and rare-earth compounds such as LaMnO3 , CeB6, and perovskite lattice, as in KCuF3AMOles00 ; YTokura00 . Those systems involve orbital degree of freedom in addition to spin ones. Almost three decades ago, Kugel and KhomskiiKIKugel73  had pointed out the possibility of orbital excitations in these systems. As a model system, it exhibits some fascinating physical features which is lack without orbital degree of freedom. The isotropic case of spin system with orbital degeneracy was shown to have an enlarged SU(4) symmetry YQLi98 , and one dimensional model is known to exactly solvable YQLi99 ; BSutherland . Materials related to spin-orbital systems in one dimension include quasi-one-dimensional tetrahis-dimethylamino-ethylene (TDAE)-C60DPArovas95 , artificial quantum dot arraysAOnufriev99 , and degenerate chains in Na2Ti2Sb2O and Na2V2O5 compounds EAxtell97 ; SKPati98 . It is therefore worthwhile to systematically study the features of one dimensional model. Theoretical studiesYQLi99  has found the strong interplay of orbital and spin degrees of freedom in the excitations spectra. It has been noticed that the presence of orbital may results in various interesting magnetic properties. Applying a conventional magnetic field, the spin orbital chain with SU(4) symmetry is shown to reduce to a model with orbital SU(2) symmetryYYamashita00  in the ground state. Recently, we showed that the magnetization process becomes more complicated if taking account of the contribution from orbital sector SJGu02 . We have explained that the competition between spin and orbital degree of freedom leads to an orbital anti-polarization phase. However, the external field we introduced in refSJGu02  is not the most general one for SU(4) systems.

In this paper, we study a SU(4) spin-orbital chain in the presence of a generalized external field on the basis of its Bethe ansatz solution. Our paper is organized as follows. In Sec. II, we introduce the Bethe-ansatz solution and the Zeeman like term which is going to be added to the original SU(4) Hamiltonian. In Sec. III, we give some useful remarks on the quantum number configurations for the ground state in the presence of external field that is characterized by three parameters. We also simply demonstrate the thermodynamic limit of the Bethe-ansatz equation and briefly present the dress energy description of ground state in the presence of external field. In Sec. IV, we study the magnetization properties of a Hamiltonian in the regime with one-parameter symmetry breaking. In Sec. V, we study both magnetization and the phase diagram in the regimes with two-parameter symmetry breaking. Various phases and the quantum phase transitions are obtained by both numerical calculation and analytical formulation. Concerning to various phases we present detailed explanation in terms of group theory. Sec. VI gives a brief summery.

## II The model and its solution

We start from the following Hamiltonian

$$=\underset{j=1}{\overset{N}{}}\left[\left(2T_jT_{j+1}+\frac{1}{2}\right)\left(2S_jS_{j+1}+\frac{1}{2}\right)1\right].$$
(1)
where $`S_j`$ and $`T_j`$ denote respectively spin and orbital operators at site $`j`$, both are generators of SU(2) group characterizing the spin and orbital degree of freedom of outer shell electrons in some transitional metal oxides at the insulating regime. The coupling constant is set to unit for simplicity. It has been pointed that the above Hamiltonian possesses an enlarged SU(4) symmetryYQLi98  rather than SU(2)$`\times `$SU(2) symmetry.

The four states that carry out the fundamental representation of SU(4) group is denoted by

$`|\underset{¯}{}`$ $`=`$ $`|1/2,1/2,|\overline{}=|1/2,1/2,`$
$`|\underset{¯}{}`$ $`=`$ $`|1/2,1/2,|\overline{}=|1/2,1/2`$ (2)
These bases are labelled by the eigenvalues of $`S^z`$ and $`T^z`$, i.e., $`|S^z,T^z`$. As the $`su`$(4) Lie algebra is of rank 3, there exists third generator $`2S^zT^z`$ which possesses simultaneous eigenvalue together with $`S^z`$ and $`T^z`$. For convenience, we denote this new generator by $`U^z`$ hereafter. In the terminology of group theory, however, the quadruplet can also be labelled by the weight vectors which is defined by eigenvalues of $`O_1^z,O_2^z,O_3^z`$ that constitute the Cartan subalgebra of $`su(4)`$ Lie algebra, Here we adopt the Chevalley basis because the physical quantities can be conveniently expressed in this basis.

The eigenvalues of $`S^z,T^z,U^z`$ as well as that of $`O_1^z,O_2^z,O_3^z`$ are given in Table I, the relation between these two basis readsYQLi99 ,

$`S^z`$ $`=`$ $`O_1^z+2O_2^z+O_3^z,`$
$`T^z`$ $`=`$ $`O_1^z+O_3^z,`$
$`U^z`$ $`=`$ $`O_1^zO_3^z.`$ (3)
The present model (1) has been solved by Bethe-ansatz methodBSutherland ; YQLi99 , its energy spectrum is given by

$$E_0(M,M^{},M^{\prime \prime })=\underset{a=1}{\overset{M}{}}\frac{1}{1/4+\lambda _a^2}.$$
(4)
where the $`\lambda `$’s are solutions of the following coupled transcendental equations

$`2\pi I_a`$ $`=`$ $`N\theta _{1/2}(\lambda _a)+{\displaystyle \underset{a^{}=1}{\overset{M}{}}}\theta _1(\lambda _a\lambda _a^{})`$
$`+{\displaystyle \underset{b=1}{\overset{M^{}}{}}}\theta _{1/2}(\lambda _a\mu _b),`$
$`2\pi J_b`$ $`=`$ $`{\displaystyle \underset{a=1}{\overset{M}{}}}\theta _{1/2}(\mu _b\lambda _a)+{\displaystyle \underset{b^{}=1}{\overset{M^{}}{}}}\theta _1(\mu _b\mu _b^{})`$
$`+{\displaystyle \underset{c=1}{\overset{M^{\prime \prime }}{}}}\theta _{1/2}(\mu _b\nu _c),`$
$`2\pi K_c`$ $`=`$ $`{\displaystyle \underset{b=1}{\overset{M^{}}{}}}\theta _{1/2}(\nu _c\mu _b)+{\displaystyle \underset{c^{}=1}{\overset{M^{\prime \prime }}{}}}\theta _1(\nu _c\nu _c^{}),`$ (5)
where $`\theta _\alpha (x)=2\mathrm{tan}^1(x/\alpha )`$. The $`\lambda ,\mu `$ and $`\nu `$ are rapidities related to the three generators of the Cartan subalgebra of the $`su`$(4) Lie algebra. The quantum numbers $`\{I_a,J_b,K_c\}`$ specify a state in which there are $`NM`$ number of sites in the state $`|\underset{¯}{}`$, $`MM^{}`$ in $`|\overline{}`$, $`M^{}M^{\prime \prime }`$ in $`|\underset{¯}{}`$, and $`M^{\prime \prime }`$ in $`|\overline{}`$. Hence the $`z`$-component of total spin, orbital and $`U^z`$ are obtained as $`S_{tot}^z=N/2M^{}`$, $`T_{tot}^z=N/2M+M^{}M^{\prime \prime }`$, and $`U_{tot}^z=N/2M+M^{\prime \prime }`$.

In present SU(4) model, a three-parameter external field $`(h_1,h_2,h_3)`$ can be introduced to write out a most general Zeeman-like energy.

$`_{zee}={\displaystyle \underset{m}{\overset{3}{}}}h_mO_m^z.`$ (6)
For more clear physics implication, we re-choose the parameters to write the effective magnetization $`_z`$,

$`^z=g_sS_{tot}^z+g_tT_{tot}^z+g_uU_{tot}^z.`$ (7)
where $`g_s`$, $`g_t`$, $`g_u`$ are generalized Landé $`g`$ factors for $`S^z`$, $`T^z`$ and $`U^z`$ respectively. Eq. (7) can be expressed in terms of the number of rapidities,

$`^z`$ $`=`$ $`{\displaystyle \frac{N}{2}}(g_s+g_t+g_u)M(g_t+g_u)`$ (8)
$`M^{}(g_sg_t)M^{\prime \prime }(g_tg_u),`$
Because the Zeeman-like term commutes with the SU(4) Hamiltonian (1), the energy spectrum in the presence of external field are simply related to the energy spectrum in the absence of external field,

$$E(h,M,M^{},M^{\prime \prime })=E_0(M,M^{},M^{\prime \prime })h^z,$$
(9)
where $`E_0(M,M^{},M^{\prime \prime })`$ is determined by eqs. (5). Obviously, the application of the external field with different magnitude just brings about various level crossings.

In terms of $`O_1,O_2,O_3`$, the magnetization (7) becomes

$`^z=(g_s+g_t+g_u)O_1^z+2g_sO_2^z+(g_s+g_tg_u)O_3^z.`$
(10)
which breaks SU(4) symmetry down to various lower symmetries depending on the distinct regions in the parameter space.

## III  The Ground state configuration

Based on the Bethe ansatz solution of the model, we first give the quantum number description of the ground state, which is useful for numerical method. We also give the dress energy description for the ground state and propose the conditions to determine quantum phase transitions, which is useful for analytic study.

It has been known YQLi98 ; YQLi99  that the ground state of the Hamiltonian (1) is a SU(4) singlet for the case of $`N=4n`$. The configuration of the quantum number for ground state $`\{I_a,J_b,K_c\}`$ ($`a=1,2,\mathrm{},3n`$; $`b=1,2,\mathrm{},2n`$; $`c=1,2,\mathrm{},n`$) are consecutive integers (or half integers) arranging symmetrically around the zero. In the presence of magnetic field, however, the Zeeman term brings about level crossings and the state with $`M=3n,M^{}=2n,M^{\prime \prime }=n`$ is no longer the ground state. Therefore the numbers $`M,M^{},M^{\prime \prime }`$ for the lowest energy state are related to the magnitude of the applied external field.

In order to solve the Bethe ansatz equation numerically, we need to determine the possible configuration of quantum numbers for give values $`M`$, $`M^{}`$ and $`M^{\prime \prime }`$. The property of Young tableau requires that Max$`(M)=3N/4`$, Max$`(M^{})=N/2`$, Max$`(M^{\prime \prime })=N/4`$, and $`NMMM^{}M^{}M^{\prime \prime }M^{\prime \prime }`$ for a given $`N`$. Then one is able to analyze the change of energy level for each state, which determines the true ground state for a given external field. One can also calculates the magnetization by Eq. (8).

In the thermodynamic limit, the energy (9) is expressed in terms of densities of the rapidities,

$`E/N`$ $`={\displaystyle \frac{h}{2}}(g_s+g_t+g_u)`$ (11)
$`+{\displaystyle _{\lambda _0}^{\lambda _0}}\sigma (\lambda )[2\pi K_{1/2}(\lambda )+(g_t+g_u)h]𝑑\lambda `$
$`+(g_sg_t)h{\displaystyle _{\mu _0}^{\mu _0}}\omega (\mu )𝑑\mu `$
$`+(g_tg_u)h{\displaystyle _{\nu _0}^{\nu _0}}\tau (\nu )𝑑\nu `$
These densities satisfy the following coupled integral equations

$`\sigma (\lambda )`$ $`=`$ $`K_{1/2}(\lambda ){\displaystyle _{\lambda _0}^{\lambda _0}}K_1(\lambda \lambda ^{})\sigma (\lambda ^{})𝑑\lambda ^{}`$
$`+{\displaystyle _{\mu _0}^{\mu _0}}K_{1/2}(\lambda \mu )\omega (\mu )𝑑\mu ,`$
$`\omega (\mu )`$ $`=`$ $`{\displaystyle _{\lambda _0}^{\lambda _0}}K_{1/2}(\mu \lambda )\sigma (\lambda )𝑑\lambda `$
$`{\displaystyle _{\mu _0}^{\mu _0}}K_1(\mu \mu ^{})\omega (\mu ^{})𝑑\mu ^{}`$
$`+{\displaystyle _{\nu _0}^{\nu _0}}K_{1/2}(\mu \nu )\tau (\nu )𝑑\nu ,`$
$`\tau (\nu )`$ $`=`$ $`{\displaystyle _{\mu _0}^{\mu _0}}K_{1/2}(\nu \mu )\omega (\mu )𝑑\mu `$ (12)
$`{\displaystyle _{\nu _0}^{\nu _0}}K_1(\nu \nu ^{})\tau (\nu ^{})𝑑\nu ^{}.`$
where $`K_n(x)=\pi ^1n/(n^2+x^2)`$ and $`\lambda _0,\mu _0`$ and $`\nu _0`$ are determined by

$`{\displaystyle _{\lambda _0}^{\lambda _0}}\sigma (\lambda )`$ $`=`$ $`{\displaystyle \frac{M}{N}},`$
$`{\displaystyle _{\mu _0}^{\mu _0}}\omega (\mu )`$ $`=`$ $`{\displaystyle \frac{M^{}}{N}},`$
$`{\displaystyle _{\nu _0}^{\nu _0}}\tau (\nu )`$ $`=`$ $`{\displaystyle \frac{M^{\prime \prime }}{N}}.`$ (13)
It is more convenient to introduce dress energyHFrahm90 . The iteration of eq.(12) gives rise to

$`\epsilon (\lambda )`$ $`=`$ $`2\pi K_{1/2}(\lambda )+(g_t+g_u)h`$
$`{\displaystyle _{\lambda _0}^{\lambda _0}}K_1(\lambda \lambda ^{})\epsilon (\lambda ^{})𝑑\lambda ^{}`$
$`+{\displaystyle _{\mu _0}^{\mu _0}}K_{1/2}(\lambda \mu )\zeta (\mu )𝑑\mu .`$
$`\zeta (\mu )`$ $`=`$ $`(g_sg_t)h+{\displaystyle _{\lambda _0}^{\lambda _0}}K_{1/2}(\mu \lambda )\epsilon (\lambda )𝑑\lambda `$
$`{\displaystyle _{\mu _0}^{\mu _0}}K_1(\mu \mu ^{})\zeta (\mu ^{})𝑑\mu ^{}`$
$`+{\displaystyle _{\nu _0}^{\nu _0}}K_{1/2}(\mu \nu )\xi (\nu )𝑑\nu `$
$`\xi (\nu )`$ $`=`$ $`(g_tg_u)h+{\displaystyle _{\mu _0}^{\mu _0}}K_{1/2}(\nu \mu )\zeta (\mu )𝑑\mu `$ (14)
$`{\displaystyle _{\nu _0}^{\nu _0}}K_1(\nu \nu ^{})\xi (\nu ^{})𝑑\nu ^{}.`$
where $`\epsilon ,\zeta `$, and $`\xi `$ are the dress energies in $`\lambda `$, $`\mu `$ and $`\nu `$ sectors respectively. It is worthwhile to point out that the dress energy is also the thermal potentials at zero temperature, i.e., $`\mathrm{exp}(\epsilon /T)=\rho ^h/\rho `$, $`\mathrm{exp}(\zeta /T)=\sigma ^h/\sigma `$, and $`\mathrm{exp}(\xi /T)=\omega ^h/\omega `$. The thermal Bethe-ansatz equation in the zero-temperature limit turns to eq.(14). In terms of dress energy, the energy (11) is simplified to

$`E/N={\displaystyle \frac{h}{2}}(g_s+g_t+g_u)+{\displaystyle _{\lambda _0}^{\lambda _0}}K_{1/2}(\lambda )\epsilon (\lambda )𝑑\lambda .`$ (15)
Apparently, the ground state is a quasi-Dirac sea where the states of negative dress energy, $`\epsilon (\lambda )<0`$, $`\zeta (\mu )<0`$, $`\xi (\nu )=0`$, are fully occupied. The Fermi points of the three rapidities are determined by

$`\epsilon (\lambda _0)=0,\zeta (\mu _0)=0,\xi (\nu _0)=0.`$ (16)
The system will be magnetized if the applied field enhance the dress energy, because it makes the corresponding Fermi points decline. The quantum phase transition occurs when any of the Fermi points shrinks to zero. As a result, the critical values of the external field are solved by

$`\epsilon (0)|_{h=h_c}=0,\zeta (0)|_{h=h_c^{}}=0,\xi (0)|_{h=h_c^{\prime \prime }}=0`$ (17)
These conditions together with eq.(14) enable one to calculate those critical values.

## IV Regimes with one-parameter symmetry breaking

The application of external field makes the SU(4) symmetry break down to various regimes with different residual symmetry. In this section, we shall discuss the simplest cases of single parameter hierarchy. There are three special directions in the weight space of SU(4). If the external field is supplied along those directions, i.e., either $`h_1`$, $`h_2`$ and $`h_3`$ in eq. (6) is not vanished, a partial breaking of a SU(2) to U(1) will take place. Let us consider them respectively.

### IV.1 Residual SU(3)$`\times `$U(1) symmetry

If $`g_s=0,g_t=g_u>0`$, the Zeeman interaction (10) becomes

$`^z`$ $`=`$ $`2g_tO_3^z`$
$`=`$ $`g_tM^{}2g_tM^{\prime \prime }.`$ (18)
The occurrence of operator $`O_3^z`$ makes the Hamiltonian noncommutable with $`O_3^\pm `$. Thus a SU(2) subgroup generated by $`O_3^z`$, $`O_3^+`$ $`O_3^{}`$ is broken down to U(1). Analyzing the level crossing from Eq. (9), we shown the magnetization curve in Fig. 1.

Because the terms $`g_t+g_u`$ and $`g_sg_t`$ in the first two equations of eqs. (14) are non-positive, the external field can not enhance the two dress energies $`\epsilon (\lambda )`$ and $`\zeta (\mu )`$, the Fermi points in both $`\lambda `$ and $`\mu `$ sectors are fixed. On the contrary, the Zeeman term has a positive contribution to $`\xi (\nu )`$, and its two Fermi points will decline when the external field increases. Although it is a SU(4) singlet labelled by Young tableau $`[n^4]`$ in the absence of external field, the ground state possess a residual SU(3)$`\times `$U(1) symmetry in the presence of the aforementioned one parameter external field at small magnitude, which corresponds to phase IV labelled by four-row Young tableau. In this regime are there still three type of rapidities that solve the Bethe-ansatz equation. The U(1) is generated by $`O_3^z`$, while the SU(3) is generated by the following eight operators

$`O_1^z={\displaystyle \frac{1}{2}}(T^z+U^z),`$ $`O_2^z={\displaystyle \frac{1}{2}}(S^zT^z),`$
$`O_1^+=({\displaystyle \frac{1}{2}}+S^z)T^+,`$ $`O_2^+=S^+T^{},`$
$`O_1^{}=({\displaystyle \frac{1}{2}}+S^z)T^{},`$ $`O_2^{}=S^{}T^+,`$
$`O_{1+2}^+=S^+({\displaystyle \frac{1}{2}}+T^z),`$ $`O_{1+2}^{}=S^{}({\displaystyle \frac{1}{2}}+T^z).`$
There exists a critical field when those two Fermi points shrink to zero, the rapidity $`\nu `$ disappears in the Bethe-ansatz equation. Thus a quantum phase transition occurs at the critical field which separate two phases, we call phase IV and phase III.

The magnetization process can be clearly illustrated by the evolution of Young tableau,

which shows the evolution of Young tableau in magnetization process, i.e., from SU(4) singlet to SU(3)$`\times `$U(1) states and then to a SU(3) singlet. Physically, we have $`^z/N=0`$ at zero external field due to there are a quart of the total sites being respectively in the states $`|\underset{¯}{}`$, $`|\overline{}`$, $`|\underset{¯}{}`$ and $`|\overline{}`$. Turning on the external field leads to the spin-orbital flipping, $`|\overline{}|\underset{¯}{}`$, $`|\overline{}|\overline{}`$ and $`|\overline{}|\underset{¯}{}`$, which result in non-vanishing magnetization. The SU(3)$`\times `$U(1) symmetry makes the above three flipping processes favor to occur simultaneously. When the external field succeeds a critical value, it goes into phase III where all the states $`|\overline{}`$ have been flipped over. In this phase the $`z`$-component of total spin and total orbital keep positive constant $`S^z/N=T^z/N=1/6`$ while that of $`U^z`$ keeps a negative constant $`U^z/N=1/6`$. Consequently, the magnetization reaches a saturate value $`^z/N=2/3`$ and the ground state becomes the SU(3) singlet regardless of the magnitude of the external field in phase III.

### IV.2  Residual SU(2)$`\times `$SU(2) symmetry

Applying the external field along the direction of the second simple root of $`su(4)`$ Lie algebra, we will have a symmetry breaking from SU(4) to SU(2)$`\times `$U(1)$`\times `$SU(2) for ground state. This is realized by the choice of Landé g factors $`g_u=0,g_s=g_t`$, which makes the magnetization to be

$`^z`$ $`=`$ $`2g_sO_2^z`$
$`=`$ $`g_sM2g_sM^{}+g_sM^{\prime \prime }.`$ (20)
Those two SU(2) are generated respectively by

$`\{{\displaystyle \frac{1}{2}}(T^z+U^z),({\displaystyle \frac{1}{2}}+S^z)T^\pm \},`$
$`\{{\displaystyle \frac{1}{2}}(T^zU^z),({\displaystyle \frac{1}{2}}S^z)T^\pm \}.`$ (21)
As $`g_sg_t`$ in the second equation of (14) is positive but both $`g_t+g_u`$ and $`g_tg_u`$ in the first and third equation are negative, the external field makes the Fermi points in $`\mu `$ sector to shrink. The critical value of the external field when quantum phase transition occurs is determined by $`\zeta (0)|_{h_c}=0`$. This critical point separates two different phases, we call phase IV and phase II.

The magnetization curve is shown in Fig. 1. It can also be illustrated by the evolution of the Young tableau,

The spin-orbital flipping process caused by the applied external field has several characteristics. During the flipping process, $`|\underset{¯}{}`$ and $`|\overline{}`$ flips simultaneously into $`|\overline{}`$ and $`|\underset{¯}{}`$ pairs, which makes four-row Young tableau reduce to the two-row Young tableau when across the critical field. Apparently, the eigenvalues of both $`T^z`$ and $`U^z`$ do not change during the magnetization process. Only $`S^z`$ contributes to the magnetization $`^z`$. The total spin is completely polarized (i.e., $`^z`$ is saturated) once the phase IV transits to phase II. The phase that Yamashita et al YYamashita00  discussed agrees with this special case.

### IV.3 Residual U(1)$`\times `$SU(3) symmetry

If $`g_s=0`$ and $`g_t=g_u`$, the magnetization becomes

$`^z`$ $`=`$ $`2g_tO_1^z`$ (22)
$`=`$ $`g_t(N2M+M^{}).`$
which implies that the external field was applied along the first simple root of $`su(4)`$ Lie algebra. This gives rise to a symmetry breaking down to U(1)$`\times `$SU(3) for ground state. For the sake of saving space, we omitted the operators that generate those symmetry. Because this parameter choice implies that $`g_t+g_u`$ in $`\lambda `$ sector positive but the $`g`$ factor terms in both $`\mu `$ and $`\nu `$ sectors are non-positive, the quantum phase transition is only related to $`\lambda `$ sector. The critical value is determined by $`\epsilon (0)|_{h_c}=0`$. This critical point separates the system into two phases, phase IV and phase I. The magnetization process is shown in Fig.1.

It is helpful to illustrated this process by the evolution of Young tableau,

From Fig.1, we see that the spin, orbital as well as $`U^z`$ are polarized simultaneously versus external field. The above Young tableau indicates that the states $`|\overline{},|\underset{¯}{},|\overline{}`$ change to the state $`|\underset{¯}{}`$ simultaneously because they carries out a SU(3) representation and the system possess SU(3) symmetry. After the system is fully polarized, the magnetization reach the maximum value $`^z/N=1/2`$. Then the residual symmetry of the ground state is only of U(1).

## V Regimes with two-parameter symmetry breaking

In the previous section, we discussed the simplest case where merely one SU(2) subgroup symmetry is broken. In the following, we will consider the regimes with two-parameter symmetry breaking, which involves more SU(2) subgroup.

### V.1 Residual U(1)$`\times `$ U(1) $`\times `$ SU(2) symmetry

Under the restriction $`g_u=g_s+g_t`$, the magnetization (8) becomes,

$`^z=2(g_s+g_t)O_1^z+2g_sO_2^z`$ (23)
which indicates that the residual symmetry of ground state is U(1)$`\times `$ U(1) $`\times `$ SU(2), in which the SU(2) is generated by $`O_3^z=(T^zU^z)/2`$ and $`O_3^\pm =T^\pm (1/2S^z)`$.

The magnetization curves for different $`g_t`$ is plotted in Fig. 2, and the phase diagram in terms of $`g_t/g_s`$ versus $`h`$ is given in Fig. 3. On the one hand, because the eigenvalue of $`T^z`$ equals that of $`U^z`$ for both states $`|\underset{¯}{}`$ and $`|\overline{}`$, the flipping process occurred in phase II contributes to both magnetization of $`T^z`$ and $`U^z`$ equivalently. On the other hand, the flipping from $`|\underset{¯}{}`$ and $`|\overline{}`$ occurs simultaneously in the phase IV due to the SU(2) symmetry. As a results, the magnetization of $`T^z`$ and $`U^z`$ are expected to be the same in the whole process, which can be seen from our numerical calculation in Fig. 2.

For $`g_t/g_s<0.5`$, there exists three distinct phases, denoted by IV, II and I respectively according to the number of the rows of Young tableau. The SU(2) symmetry makes the states $`|\underset{¯}{}`$ and $`|\overline{}`$ flip simultaneously when the external field increases. This makes the four-row Young tableau turn to two-row Young tableau directly, hence the phase III labelled by three-row Young tableau will not take place. The boundary between phase IV and phase II is determined from $`\zeta (0)=0`$ and $`\xi (0)=0`$ together,

$`g_t/g_s={\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2h}}K_{1/2}(0)\epsilon (0),`$ (24)
where $`\epsilon `$ can be computed from eqs. (14) numerically. For sufficient large external field, all $`S`$, $`T`$ and $`U`$ are frozen to the $`z`$-direction, which brings about the occurrence of phase I. The boundary between phase I and phase II is determined by $`\epsilon (0)=0`$, i.e.,

$`g_t/g_s={\displaystyle \frac{1}{h}}{\displaystyle \frac{1}{2}}.`$ (25)
This can also be derived from the competition between the states related to the Young tableau $`[N1,1]`$ and \[$`N`$\].

The asymptotic behavior at large $`h`$ is $`g_t/g_s=1/2`$, which implies that the phase I will never occur as long as $`g_t/g_s<1/2`$. The magnetization process in the region $`1/2<g_t/g_s<1/2`$ can be illustrated by the following evolution of Young tableau,

The boundary between phase IV and phase I is determined by $`\epsilon (0)=0`$, $`\zeta (0)=0`$ and $`\xi (0)`$ together,

$`g_t/g_s={\displaystyle \frac{3}{2h}}1.`$ (26)
The common solution of Eqs. (24-26) gives $`h=1`$ and $`g_t/g_s=1/2`$, which is a three-phase-coexist point.

### V.2 Residual U(1)$`\times `$ SU(2) $`\times `$ U(1) symmetry

If the external field along the direction of the second simple root is quenched but those along the other directions are kept, we will have symmetry breaking down to U(1)$`\times `$ SU(2) $`\times `$ U(1). Such kind of symmetry breaking is caused by Zeeman term of the following magnetization

$`^z=(g_t+g_u)O_1+(g_tg_u)O_3.`$ (27)
The magnetization curves with different $`g_u`$ is plotted in Fig. 4, and the phase diagram in terms of $`g_u/g_t`$ versus $`h`$ is given in Fig. 5. For $`g_u/g_t<1/2`$, there exists three phases denoted by IV, III and I respectively.

The boundary between phases IV and III is determined from $`\xi =0`$, which can be solved numerically. For sufficient large external field, the magnetization is saturated reaching phase I. This phase transition occurs at

$$g_u/g_t=\frac{2}{h}\frac{1}{2}$$
(28)
Thus if $`g_u/g_t<1/2`$, the phase I will never occur regardless of the magnitude of external field. So in the region $`1/2<g_u/g_t<1/2`$, the magnetization process can be illustrated by Young tableau

In phase III, the length of the second row and that of the third row in their corresponding Young tableau is always equal due to the SU(2) symmetry. Thus the probability of pure spin-flipping $`|\overline{}|\overline{}`$ and pure orbital-flipping $`|\overline{}|\underset{¯}{}`$ is the same. Additionally, the process $`|\overline{}|\underset{¯}{}`$ contributes the same for the magnetization of $`S^z`$ and $`T^z`$. These properties result in the same magnetization curves of $`S^z`$ and $`T^z`$ shown in Fig. 4. Flipping over the state $`|\overline{}`$ which has positive eigenvalue of $`U^z`$ brings about a negative magnetization of $`U^z`$ in phase IV.

The phase I will never occur for $`g_u/g_t<1/2`$, as is similar to the case of SU(3)$`\times `$U(1). Actually, it recovers the case of residual SU(3)$`\times `$U(1) symmetry at $`g_u/g_t=1`$,

If $`g_u/g_t>1/2`$, we can see from Fig. 5 that the phase IV transits into phase I directly along with the increase of external field. The boundary which separates these two phase is determined by

$`g_u/g_t={\displaystyle \frac{3}{h}}1.`$ (29)
Obviously, the point at $`g_u/g_t=0.5`$ and $`h=2`$ is a three-phase-coexist point. The magnetization properties in the region of $`g_u/g_t>1/2`$ is similar to the case of U(1)$`\times `$SU(3), particulary, a larger U(1)$`\times `$SU(3) symmetry remains for $`g_u/g_t=1`$.

### V.3 Residual SU(2)$`\times `$ U(1) $`\times `$ U(1) symmetry

The third case of two-parameter symmetry breaking is produced by the Zeeman term with the restriction to the the Landé g factor $`g_u=g_sg_t`$. The magnetization now reads

$`^z=2g_sO_2^z+2(g_s+g_t)O_3^z.`$ (30)
which breaks the SU(4) symmetry down to SU(2)$`\times `$ U(1) $`\times `$ U(1).

The magnetization curves for different $`g_t/g_s`$ is plotted in Fig. 6, and phase diagram in terms of $`g_t/g_s`$ versus $`h`$ is given in Fig. 7. In the region of $`g_t/g_s>1/2`$, there exist three phases denoted by IV, III, and II respectively. The final state is characterized by two rows Young tableau at sufficient large external field due to the SU(2) symmetry. The boundary separates phase III and II is determined by $`\zeta (0)=0`$, which reads

$`g_t/g_s={\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{ln}2}{h}}.`$ (31)
Obviously if $`g_t/g_s>1/2`$, the phase II will never occur regardless the magnitude of external field, and the magnetization process is similar to the case of SU(3)$`\times `$U(1).

In the region $`1/2<g_t/g_s<1/2`$, the magnetization process can be illustrated by the following Young tableau,

Fig. 6 shows that that the magnetization process of $`S^z`$, $`T^z`$ and $`U^z`$ are quite different. In phase IV, the flippings from $`|\overline{}`$ to other three states possess positive contribution to $`S^z`$ and $`T^z`$, but negative contribution to $`U^z`$. In phase III, $`S^z`$ undergoes polarization continually, while $`U^z`$ undergoes polarization but $`T^z`$ undergoes anti-polarization. Since in the final phase, both eigenvalues are zero and the spin magnetization are saturated, this phase will not change for any further increase of the external field.

The point of $`g_t/g_s=0.5`$, $`h=\mathrm{ln}2`$ is a three phase coexistence point. It can be seen that there exist two phases merely for $`g_u/g_t<1/2`$, and phase IV transits into phase II directly . Actually, the residual symmetry of SU(2)$`\times `$U(1)$`\times `$SU(2) is restored when $`g_t/g_s=1`$.

## VI Brief summary

In above, we studied the magnetization properties of a SU(4) spin-orbital chain in the presence of a generalized external field that has three parameters due to the Cartan subalgebra of $`su(4)`$ Lie algebra has three generators. Those three parameters are re-chosen so that to relate them with the spin $`S`$, orbital $`T`$ and their product $`U`$. We called them three Landé g factors. Then all possible symmetry breaking and the corresponding magnetization process induced by that external field are studied respectively. The ground state phase diagram caused by the competition of quantum fluctuation and Zeeman-like effect are studied by solving the Bethe-ansatz equations numerically. The phase transition boundaries derived by studying the dress energy equations analytically. The features of various phases and transitions between them are explained in detailed in terms of group theory analysis.

This work is supported by trans-century projects, Cheung Kong projects of China Education Ministry, and NSFC No. 10225419, No. 90103022.