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# On the growth rate of contractible closed geodesics on reducible manifolds

## 1. Introduction

Let $`M`$ be a closed manifold and $`g`$ a smooth Riemannian metric on $`M`$. Given $`t0`$, define $`N_g(t)`$ to be the number of geometrically distinct closed geodesics of $`g`$ with length $`t`$. Similarly, let $`N_g^0(t)`$ be the number of geometrically distinct contractible closed geodesics of $`g`$ with length $`t`$.

If $`g`$ is a bumpy metric, i.e., all the closed geodesics of $`g`$ are non-degenerate, then $`N_g(t)`$ is finite for each $`t`$ and we can ask the following basic question: what is the behaviour of $`N_g(t)`$ as $`t`$ tends to infinity? Similarly if $`g`$ is a 0-bumpy metric, i.e., all the contractible closed geodesics of $`g`$ are non-degenerate, then $`N_g^0(t)`$ is finite for each $`t`$ and we can also wonder about its growth.

Let $`\mathrm{\Lambda }(M)`$ be the space of piecewise differentiable closed curves $`c:/M`$, endowed with the compact-open topology.

Proposition A. Let $`M`$ be a closed manifold and let $`XM`$ be a simply connected submanifold, possibly with boundary. Consider the inclusion map $`\iota :XM`$ and let $`R_i`$ be the rank of the map induced in the loop space homology for some field of coefficients $`k_p`$, $`p`$ prime or zero. Then, for any 0-bumpy metric $`g`$ on $`M`$ there exist constants $`\alpha =\alpha (g)>0`$ and $`\beta =\beta (g)>0`$ such that

$$N_g^0(t)\alpha \underset{i\beta t}{\mathrm{max}}R_i$$

for all $`t`$ sufficiently large.

This proposition is a generalization of a theorem of M. Gromov , later improved by W. Ballmann and W. Ziller , who proved the proposition when $`M`$ is simply connected and $`X=M`$ (we remark that in Gromov’s theorem it is essential to assume that $`M`$ is simply connected). In fact, the methods in  show that the proposition is still true if we replace $`X`$ by an arbitrary finite simply connected CW-complex $`K`$ and $`\iota `$ by any continuous map $`f:KM`$.

The result has the following interesting consequence:

Theorem B. Let $`M`$ be a closed manifold of dimension $`n3`$. Suppose that $`M`$ can be decomposed as $`X_1\mathrm{\#}X_2`$, where $`\pi _1(X_1)`$ has a subgroup of finite index $`3`$ and $`X_2`$ is simply connected. Then, for any 0-bumpy metric $`g`$ on $`M`$, $`N_g^0(t)`$ grows exponentially with $`t`$ unless $`X_2`$ is a homotopy sphere.

The novelty in Theorem B lies in the fact that $`M`$ is allowed to have any fundamental group as long as it has subgroups of finite index $`3`$. Results of this kind, when $`M`$ is simply connected were obtained by P. Lambrechts in  and in fact, we will rely quite heavily on his Hochschild homology computations.

We note that there are finitely presented infinite groups without proper subgroups of finite index. An example is given by the Higman 4-group, see . We do not know if Theorem B is still true for such groups.

A celebrated theorem of D. Gromoll and W. Meyer  asserts that any Riemannian metric on a closed simply connected manifold $`M`$ has infinitely many geometrically distinct closed geodesics if the Betti numbers of $`\mathrm{\Lambda }(M)`$ are unbounded for some field of coefficients. Their methods combined with our proof of Theorem B yield the existence of infinitely many geometrically distinct contractible closed geodesics for any metric on a manifold as in Theorem B. We do not know if the theorem is still true if we drop the bumpy condition and we just assume $`N_g^0(t)`$ finite for all $`t`$.

There are several papers establishing lower bounds for the growth of $`N_g(t)`$ in the presence of fundamental group . These bounds are not exponential (e.g. $`t/\mathrm{log}t`$) and do not give information about contractible closed geodesics, but they do hold for any Riemannian metric.

The present note is a spin-off of our investigations on the topological entropy $`\mathrm{h}_{\mathrm{top}}(g)`$ of the geodesic flow . Except in the case of surfaces, there is basically no relationship between positivity of $`\mathrm{h}_{\mathrm{top}}(g)`$ and exponential growth for $`N_g(t)`$. M. Herman gave in  an example of a minimal real analytic diffeomorphism on a closed 4-manifold with positive topological entropy. However, if the geodesic flow of $`g`$ has a horseshoe, then the number of hyperbolic closed geodesics of $`g`$ grows exponentially. It has been conjectured that generically in the $`C^k`$ topology, $`2k\mathrm{}`$, the geodesic flow of $`g`$ has a horseshoe, but this has only been proved for surfaces .

Acknowledgements: We thank Wolfgang Ziller and Werner Ballmann for various comments on the first draft of the manuscript.

## 2. A brief review of Morse theory of the loop space

Let $`\mathrm{\Lambda }=\mathrm{\Lambda }(M)`$ be the space of piecewise differentiable closed curves $`c:S^1=/M`$, endowed with the compact-open topology, i.e. the topology induced by the metric $`\rho (c,c^{})=\mathrm{max}_{tS^1}d(c(t),c^{}(t))`$. The energy functional $`E:\mathrm{\Lambda }`$ is defined by $`E(c)=\frac{1}{2}_0^1\dot{c}(t),\dot{c}(t)𝑑t`$. The critical points of $`E`$ are the closed geodesics and the point curves. If $`\mathrm{}(c)`$ denotes the length of $`c`$, then the Cauchy-Schwarz inequality implies that $`\mathrm{}(c)^22E(c)`$ with equality if and only if $`c`$ is parametrized proportional to arc length.

There is a natural action of $`S^1`$ on $`\mathrm{\Lambda }`$. Given $`sS^1`$ and $`c\mathrm{\Lambda }`$, we can define $`sc`$ by $`sc(t):=c(t+s)`$. If $`c`$ does not reduce to a point, then the isotropy group of $`c`$ is a finite subgroup of $`S^1`$ isomorphic to $`_k`$ for some $`k1`$. In this case, $`k`$ is called the multiplicity of $`c`$ and we can write $`c=d^k`$, where $`d^k(t)=d(kt)`$. The curve $`c`$ is called the $`k`$-th iterate of $`d`$.

If $`c`$ is a closed geodesic, then the entire orbit of $`c`$ under the $`S^1`$-action is a set of critical points of $`E`$. A closed geodesic $`c`$ is said to be non-degenerate if the orbit of $`c`$ is a non-degenerate critical submanifold of $`\mathrm{\Lambda }`$. Equivalently, $`c`$ is non-degenerate if and only if there is no periodic Jacobi field along $`c`$ orthogonal to $`\dot{c}`$. In more dynamical terms, $`c`$ is non-degenerate if and only if the linearized Poincaré map of the orbit of the geodesic flow corresponding to $`c`$ does not have 1 as an eigenvalue.

A metric is said to be bumpy (resp. 0-bumpy) if all closed (resp. contractible) geodesics are non-degenerate. The bumpy metric theorem asserts that the set of $`C^r`$ bumpy metrics is a residual subset of the set of all $`C^r`$ metrics endowed with the $`C^r`$ topology for all $`2r\mathrm{}`$. The bumpy metric theorem is traditionally attributed to R. Abraham , but see also Anosov  and Klingenberg and Takens . Obviously bumpy implies 0-bumpy.

## 3. Proof of Proposition A

We will need the following version of a result due to M. Gromov  for manifolds with non-empty boundary, see also \[12, p. 102\], . In all these references the manifold is assumed to have empty boundary. In the case of the pointed loop space $`\mathrm{\Omega }(X)`$ we have written down a proof of the theorem for compact manifolds with non-empty boundary in . For completeness we will show in the appendix that the details work as well for the free loop space $`\mathrm{\Lambda }(X)`$.

###### Theorem 3.1.

Given a metric $`g`$ on a simply connected compact manifold $`X`$ (possibly with boundary), there exists a constant $`C=C(g)>0`$ such that any element in $`H_i(\mathrm{\Lambda }(X),k_p)`$ can be represented by a cycle whose image lies in $`\mathrm{\Lambda }^{Ci}(X)`$.

Let us prove now Proposition A. Let $`\mathrm{\Lambda }_0\mathrm{\Lambda }`$ denote the subspace of contractible closed loops. If all the contractible closed geodesics are non-degenerate, then given $`a>0`$, there exist only finitely many such closed geodesics $`c_1,\mathrm{},c_r`$ with energy precisely $`a`$. There also exists an $`\epsilon >0`$ such that there is no contractible closed geodesic $`c`$ with $`E(c)a`$ but $`a\epsilon E(c)a+\epsilon `$. It follows from Morse theory that $`\mathrm{\Lambda }_0^{a+\epsilon }`$ is homotopy equivalent to $`\mathrm{\Lambda }_0^{a\epsilon }`$ with cells $`e_i`$, $`\overline{e}_i`$ attached, where $`\text{dim}e_i=\text{dim}\overline{e}_i1=`$ index of $`c_i`$. It follows from this that $`(\mathrm{\Lambda }_0^a,M)`$ is homotopy equivalent to a relative CW-complex, where the number of $`k`$-cells attached to $`M`$ is equal to the number of critical circles $`S^1c`$ of $`E`$ with index of $`c`$ equal to $`k`$ or $`k1`$ and $`0<E(c)a`$. Observe that the iterates of a closed geodesic may give rise to different critical circles of $`E`$ of index $`k`$ or $`k1`$.

Let $`b_i(t):=\text{dim}H_i(\mathrm{\Lambda }_0^t,M)`$. It follows from the above that the number of prime and iterate contractible closed geodesics of index $`i`$ or $`i1`$ and length $`t`$ is $`b_i(t)`$.

We will need the following lemma proved in  that gives control of the contribution of a closed geodesic $`c`$ and its iterates to $`b_i(t)`$. The lemma is not properly stated as such in , but the statement can be found at the end of the proof of their main theorem.

###### Lemma 3.2.

There exists a constant $`n_0=n_0(g)`$ such that at most $`n_0`$ iterates of a contractible closed geodesic of length $`t`$ can have index $`i`$ or $`i1`$ if $`t/2<it`$.

From the lemma it follows that $`N_g^0(t)\mathrm{max}_{t/2<it}b_i(t)/n_0`$. Since $`N_g^0(t)N_g^0(t/2)`$ we obtain $`N_g^0(t)\mathrm{max}_{1<it}b_i(t)/n_0`$.

Proposition A is now a consequence of the following lemma:

###### Lemma 3.3.

There exists a constant $`C=C(g)>0`$ such that $`b_i(t)R_i`$ for $`n+1<iCt.`$

###### Proof.

First note that $`H_i(\mathrm{\Lambda }_0^t)H_i(\mathrm{\Lambda }_0^t,M)`$ for $`i>n+1`$, so we only need to prove that $`b_i(\mathrm{\Lambda }_0^t)R_i`$ for $`iCt`$.

Now take an element $`eH_i(\mathrm{\Lambda }(X))`$. By Theorem 3.1 (we consider $`XM`$ with the induced metric) there exists $`C>0`$ (depending on $`g`$) such that whenever $`Cti`$, there exists a cycle $`\eta \mathrm{\Lambda }^t(X)`$ such that $`\eta `$ represents $`e`$. Since $`\iota `$ preserves energy, $`\iota \eta `$ is a cycle in $`\mathrm{\Lambda }_0^t`$ and the lemma follows.

## 4. Proof of Theorem B

###### Proof.

Let $`\stackrel{~}{X_1}`$ be a finite covering of $`X_1`$ of degree $`k3`$. Consider the covering $`N`$ of $`M=X_1\mathrm{\#}X_2`$ given by the connected sum of $`\stackrel{~}{X_1}`$ with $`k`$ copies of $`X_2`$. Since the exponential growth rate of closed geodesics is invariant under finite coverings, we only need to work with $`N`$. We now want to find a submanifold of $`N`$ to play the role of $`X`$ in Proposition A. If $`D`$ is an $`n`$-dimensional disc then $`X:=D\mathrm{\#}3X_2`$ appears as a submanifold of $`N`$.

###### Lemma 4.1.

The inclusion map $`\iota :XN`$ induces a map

$$\iota _{}:H_{}(\mathrm{\Lambda }(X),k_p)H_{}(\mathrm{\Lambda }(N),k_p)$$

whose rank grows exponentially for some $`p`$.

###### Proof.

There is a map $`p:M\mathrm{\#}3X_23X_2`$ obtained by collapsing the exterior and the boundary of a disc $`DM`$ (which contains the 3 points where the connected sums are taken) to a point. If $`j=p\iota `$ it is enough to prove that the rank of the map induced by $`j`$ in the free loop space homology grows exponentially.

Clearly, $`j`$ is just the inclusion of $`D\mathrm{\#}3X_2`$ in $`3X_2=S^n\mathrm{\#}3X_2`$. In particular, the computations done in  apply to this problem. If $`X_2`$ is not a homotopy sphere, there is a minimal degree in which its homology is non-trivial for some coefficient field $`k_p`$. In $`3X_2`$ we have then three cohomology classes in this minimal degree which are independent and whose cup product vanish. These cohomology classes imply the existence of elements in the corresponding DGA’s which satisfy the hypothesis of \[18, Proposition 9\]. Of course, $`j`$ sends these cohomology classes to corresponding ones in $`3X_2D`$. Then one looks at the map induced in Hochschild homology and the exponential growth of the rank follows.

Theorem B follows directly from the previous lemma and Proposition A.

## 5. Appendix: Proof of Theorem 3.1 when $`X`$ is non-empty

###### Proof.

: We will only modify the proof in  to show that it works in the case of the free loop space. Assume that the boundary of $`X`$ is non-empty. We have a collar of the boundary diffeomorphic to $`X\times [0,2)`$. Let $`Y`$ be the manifold obtained by deleting $`X\times [0,1)`$ from $`X`$. Of course, $`Y`$ is diffeomorphic to $`X`$. Now find a finite number of convex subsets of $`X`$ which cover $`Y`$. Call them $`V_\alpha `$, $`1\alpha k_0`$. Let $`𝐓`$ be a triangulation of $`Y`$. For a point $`pY`$, let $`F(p)`$ be the closed cell of lowest dimension containing $`p`$ and let $`O(p)`$ be the union of all closed cells intersecting $`F(p)`$. Note that $`O(p)`$ is a compact subset of $`Y`$. Similarly, for any subset $`KY`$ one can define $`F(K)`$ as the union of $`F(p)`$ for $`pK`$ and $`O(K)`$ as the union of $`O(p)`$ for $`pK`$. There is a positive number $`\delta `$ (depending on the covering $`\{V_\alpha \}`$ and $`g`$) such that, after taking some barycentric subdivisions, we can take $`𝐓`$ so that for every subset $`K`$ of diameter bounded by $`\delta `$, $`O(K)`$ is contained in one of the $`V_\alpha `$’s.

Now we define the open subset $`\mathrm{\Lambda }_k`$ of $`\mathrm{\Lambda }(V_\alpha )`$ as the set of all paths $`\omega `$ in $`V_\alpha `$ with $`\omega (0)=\omega (1)`$ so that for all $`j`$ between 1 and $`2^k`$,

$$O(\{\omega (j1/2^k),\omega (j/2^k)\})\omega [j1/2^k,j/2^k]$$

is contained in one of the $`V_\alpha `$’s. It is easy to see that $`\mathrm{\Lambda }(Y)`$ is contained in the union of the $`\mathrm{\Lambda }_k`$’s.

Let $`B_k`$ be the set of sequences $`p_0,\mathrm{},p_{2^k}`$ of points in $`Y`$ such that $`p_0=p_{2^k}`$ and for each $`j`$ between 1 and $`2^k`$ $`O(\{p_{j1},p_j\})`$ is contained in one of the $`V_\alpha `$’s. Let $`\mathrm{\Lambda }_k^Y\mathrm{\Lambda }_k`$ be the set of paths in $`\mathrm{\Lambda }_k`$ for which all $`2^k`$ points $`\omega (j/2^k)`$ are in $`Y`$. Then $`B_k`$ is naturally identified with a subset of $`\mathrm{\Lambda }_k^Y`$ (an element of $`B_k`$ uniquely determines a broken geodesic which sends $`j/2^k`$ to $`p_j`$) and it is actually a deformation retract of $`\mathrm{\Lambda }_k^Y`$.

Given a cycle representing a homology class in $`\mathrm{\Lambda }(X)`$ it can be represented by a cycle in $`\mathrm{\Lambda }(Y)`$ which is therefore contained in $`\mathrm{\Lambda }_k^Y`$ for some $`k`$. Therefore we can retract it to $`B_k`$. But $`B_k`$ is easily identified with a subset of $`Y^{2^k}`$. Moreover, under this identification if a point $`(p_1,\mathrm{},p_{2^k})B_k`$, then the whole $`F(p_1)\times \mathrm{}\times F(p_{2^k})`$ is contained in $`B_k`$. This implies that $`𝐓`$ induces a cell decomposition in $`B_k`$. Hence the $`i`$-homology class can be represented by a combination of cells of dimension $`i`$. A cell in $`B_k`$ is a product of cells in each coordinate. The dimension of such a cell is the sum of the dimensions of the corresponding cells, of course. If the total dimension is $`i`$ then there can be at most $`i`$ cells of positive dimension. Since $`X`$ is simply connected there exists a smooth map $`f:XX`$ which is smoothly homotopic to the identity and which sends the union of the images of all the geodesic segments joining vertices in the triangulation to a point. The norm of the differential of $`f`$ is bounded since $`X`$ is compact and $`f`$ induces a map $`\widehat{f}:\mathrm{\Lambda }(X)\mathrm{\Lambda }(X)`$ which is homotopic to the identity. Now paths belonging to an $`i`$-cell of $`B_k`$ are formed by pieces joining vertices of the triangulation and at most $`2i`$ pieces in which one of the points is not a vertex. Under the map $`\widehat{f}`$ the former are sent to a point and the latter to a path of length bounded in terms of the norm of the differential of $`f`$ and the diameter of the $`V_\alpha `$’s. Therefore, there exists a constant $`C(g)`$ such that the image of the $`i`$-skeleton of $`B_k`$ is sent by $`\widehat{f}`$ to the subset of paths with energy bounded by $`C(g)i`$. The theorem follows.


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Aug. 21, 2003.

To: JIIP editor, Professor M.M.Lavrentiev, Applicable Analysis editor, Professor R. P. Gilbert

A brief information to the reader: I have received from the editor of the Journal of Inverse and Ill-Posed Problems (JIIP), Prof. M.M.Lavrentiev. in March, 2003, a letter of P.Sabatier to the editor of JIIP. In this letter Sabatier wrote that my statement ”The Newton-Sabatier (NS) method for inverting the fixed-energy phase shifts for a potential is fundamentally wrong” is erroneous. This statement appeared in . I have proposed to the editor of JIIP to publish Sabatier’s letter and my reply. This reply the reader can find below. The editor of JIIP informed me that Sabatier’s letter and my reply will not be published in JIIP.

However, I have found out on Aug.17, 2003, that Sabatier’s letter was published in Applicable Analysis, 82, N3, (2003), 399-400. The editor of Applicable Analysis, Prof. R. P. Gilbert, did not send me Sabatier’s letter and I was not given a chance to reply to this letter. Below the reader can find my comments on the published letter of P.Sabatier.

Comments on the letter of P.Sabatier, An erroneous statement, Applicable Analysis, 82, N3, (2003), 399-400.

The published letter of Professor Sabatier is an edited version of his letter, sent to me in March, 2003, by the JIIP editor, and my reply is appended below.

The editor of Applicable Analysis did not send me Sabatier’s letter, so I was not able to reply to this letter right away.

In his letter Sabatier writes that my statement ”The Newton-Sabatier (NS) method for inverting the fixed-energy phase shifts for a potential is fundamentally wrong” is erroneous.

In  my statement is proved. It is explained in  that the foundations of the NS method are wrong, and, in particular, that the basic integral equation of this method, in general is not uniquely solvable for some $`r>0`$, contrary to the implicit assumption of the NS method. If this equation is not uniquely solvable for some $`r>0`$, then the NS method breaks down: it produces a potential which is not locally integrable.

Thus, my conclusion was: the NS theory as an inverse scattering theory is fundamentally wrong in the sense that its foundations are wrong. This conclusion is fully justified in .

Sabatier does not discuss this main issue. In fact he does not discuss any of my concrete statements, given in .

In  I have discussed the following questions:

a) Is the NS theory a valid inverse scattering theory?

and

b) Are the foundations of the NS theory correct?

I gave the answer NO to both questions, and justified my answers.

Sabatier does not argue with my justification of these answers. The validity of the NS theory as an inverse scattering theory is not even mentioned in his letter.

Instead, he tries to create an impression that the NS method can serve, under some conditions, as a parameter-fitting method, which produces some potential, given the set of ”non-exceptional” phase shifts. The question of whether this potential generates the original phase shifts is not dicussed in Sabatier’s letter. In \[1, p.205\], there is a discussion of this basic question, but the proof of the ”consistency” of the NS method is not correct.

I have demonstrated in  that the NS method cannot serve as a parameter-fitting method, because, in general, the basic integral equation is not uniquely solvable for some $`r>0`$, and in this case the NS method breaks down. I do not want to go into further discussion of the errors in the presentation of the NS method in . However, one wrong statement, which is given as a conclusion of the ”proof of the consistency” of the NS method in \[1, p.205\], may be of interest to the reader, and its discussion is short. Sabatier claims in \[1, p.205\], that the NS method gives ”one (only one) potential which decreases faster than $`r^{\frac{3}{2}}`$.” This statement is incorrect: take any compactly supported, integrable, real-valued potential $`q`$, construct its phase shifts at a fixed positive energy, and apply the NS method for the reconstruction If the NS method produces a potential $`q_{NS}`$, decaying faster than $`r^{\frac{3}{2}}`$, and if this potential generates the original phase shifts, then one has two potentials, $`q`$ and $`q_{NS}`$, which both decay faster than $`r^{\frac{3}{2}}`$, and which are different, because the NS method cannot produce a compactly supported potential (). Thus, Sabatier’s statement in \[1, p.205\] is incorrect. Since Sabatier claims in his letter that the NS method should work for ”almost all” phase shifts (the meaning of ”almost all” is not specified), one may hope that the phase shifts, generated by some compactly supported potential, are not ”exceptional”, because the set of compactly supported integrable potentials is dense in many sets of integrable potentials.

The other statements in Sabatier’s letter are discussed in detail in the appended reply to his original letter of March, 2003.

To summarize: my statement that ”the NS inversion theory is fundamentally wrong, in the sense that its foundations are wrong” is correct.

Alexander Ramm

==================== March 14, 2003.

To: JIIP editor, Professor M.M.Lavrent’ev, Applicable Analysis editor, Professor R. P. Gilbert

Some of the conclusions proved in  are:

1. In the NS theory R.Newton and P.Sabatier assume without proof that equation (12.1.2) in , with $`f`$ defined in (12.2.1) in , is uniquely solvable for all $`r>0`$. This assumption is fundamentally wrong. In general, this equation is not uniquely solvable for some $`r>0`$ and, in this case, the NS method breaks down: it produces a potential which is not locally integrable.

2. In the NS theory R.Newton and P.Sabatier assume without proof that the transformation kernel can be represented by formula (12.2.3) from . This assumption is fundamentally wrong, because, in general, the transformation kernel does not have the form (12.2.3) from . In , the existence and uniqueness of the transformation kernel, used there, is not proved, and its properties are not studied. A proof of the existence and uniqueness of it is given in , where the properties of the transformation kernel, used in , are studied.

The above assumptions form the basis of the NS inversion theory. Therefore the NS theory is fundamentally wrong; that is, its basic assumptions are wrong.

This theory is not an inversion method for solving the inverse scattering problem. An inversion method is a method that allows one to recover a potential $`q`$, given the scattering data (fixed-energy phase shifts in our case) generated by this $`q`$. For the NS procedure, (even if it can be carried through), it is not proved that the potential it produces generates the original scattering data (the proof given in , p.205, is not convincing ).

The above argument does not depend on the class of potentials in which the solution to the inverse scattering problem is sought. Therefore, Professor Sabatier’s remark about ”favorite classes of potentials” is irrelevant and shows that he has missed the main point.

Professor Sabatier writes that the inverse scattering problem is to find $`c_{\mathrm{}},`$ given the phase shifts $`\delta _{\mathrm{}}`$. This is incorrect: the problem is to find a potential $`q`$ from the corresponding phase shifts. In  the questions related to finding $`c_{\mathrm{}}`$ from $`\delta _{\mathrm{}}`$ are not discussed.

Professor Sabatier writes that he ”does not object against Ramm republishing 40 years old results”. Apparently Professor Sabatier has missed the basic point: I have proved that the 40 year-old NS theory is fundamentally wrong, and presented a detailed justification of this conclusion.

Professor Sabatier mentions that the uniqueness theorem for the inverse scattering problem in the class of compactly supported potentials belongs to Loeffel, and, he continues: ” Ramm claims that he proved the theorem (1987)”. This statement of Professor Sabatier is erroneous: whereas Loeffel dealt with 1D case, namely, with the spherically-symmetric potentials, my result, mentioned in , is the uniqueness theorem for the 3D inverse scattering problem with fixed-energy data. My uniqueness theorem implies the uniqueness theorem for the case of the spherically-symmetric compactly supported potentials.

Professor Sabatier writes ”there are many potentials fitting the same set of phase shifts”. It is not clear what he means: if ”fitting” means that two compactly supported potentials, $`q_1`$ and $`q_2`$, produce identical fixed-energy phase shifts for all $`\mathrm{}`$, then Professor Sabatier’s statement is incorrect, and $`q_1=q_2`$. If ”fitting” means approximately equal (in some sense) then Professor Sabatier’s statement is true if it is taken out of the context; however, in the context it shows that he does not understand the difference between the notion of inverse scattering theory and the notion of ill-posedness of the inverse scattering problem with fixed-energy data. An inverse scattering theory is the theory that reconstructs a potential $`q,`$ which belongs to some class of potentials, from the scattering data, generated by this potential. This problem may be ill-posed in the sense that $`q`$ does not depend continuously on the data. A problem may have a unique solution and be ill-posed. The inverse scattering theory may give results of the following nature: given the scattering data, generated by a potential $`q`$ from some class, one can uniquely reconstruct this $`q`$. Also, it may give an algorithm for finding $`q`$ from the scattering data. However, there can be many different potentials (even in the same class, but, also in other classes as well), which produce the scattering data close in some sense to the original data. If $`q`$ does not depend continuously (in some sense) on the data, then the inverse scattering problem is ill-posed. Theoretical investigation of the uniqueness of the solution to the inverse scattering problem and finding a reconstruction formula or algorithm for finding $`q`$ from the exact data are questions that are separate from the numerical reconstruction given noisy data and from the related notion of ill-posedness. All this is well known; I am stating this, because Professor Sabatier confuses the issues in his letter.

Professor Sabatier writes that the NS inversion procedure works in ”most cases”. Exactly the opposite is true: the NS procedure does not work in most cases, because in most cases equation (12.1.2) in  does not have a unique solution for some $`r>0`$. This was explained in . In  there was an attempt to prove that a modified version of equation (12.1.2) in  has a unique solution for all $`r>0`$, but the claim in  is erroneous: a counterexample to this claim is constructed in .

Professor Sabatier writes that Fredholm’s integral equation with spectral parameter is ”not generically solvable in this sense”. This is incorrect: such an equation has a discrete set of eigenvalues and therefore, by the Fredholm alternative, it is uniquely solvable ”generically”- that is, for all values of the spectral parameter, except for a countable set (of Lebesgue’s measure zero).

Professor Sabatier writes that a student can work out ”one or two parameters examples…”. This is true: these examples of solving linear Fredholm integral equations with degenerate kernels are trivial. However, these examples have nothing to do with the inverse scattering problem. They are not examples of finding a potential from the given phase shifts.

It follows from the above, that the claim in  stating that the NS inversion theory is fundamentally wrong, is correct and justified completely and in detail in .

I do not find the last paragraph of Professor Sabatier’s letter worthy of discussion.

One may argue that the NS theory, being fundamentally wrong as an inverse scattering theory, can be used as a parameter-fitting procedure. However, it is proved in  that the set of potentials, which can possibly be obtained by the NS procedure, is not dense in the standard class $`L_{1,1}`$ of potentials $`q`$ in the norm $`q:=_0^{\mathrm{}}x|q(x)|𝑑x`$, for example. Therefore, if one wishes to solve the inverse scattering problem with the given fixed-energy phase shifts, corresponding to a potential in $`L_{1,1}`$, one cannot do this using the NS procedure as a parameter-fitting procedure, in general.

In the literature there are papers with examples showing that although the original NS procedure does not work numerically, its modification, proposed by Professor Scheid and his colleagues, can be used as a parameter-fitting procedure in some cases. This, however, is the point which was not discussed in , where I have analyzed the foundations of the NS theory.

References:  Chadan K., Sabatier P., Inverse Problems in Quantum Scattering Theory, Springer, New York, 1989.

 Ramm, A.G.,Analysis of the Newton-Sabatier scheme for inverting fixed-energy phase shifts, Applic. Analysis, 81, N4, (2002), 965-975.

 Gutman, S., Ramm A.G., Scheid W., Inverse scattering by the stability index method, Jour. of Inverse and Ill-Posed Probl., 10, N5, (2002), 487-502.

 J.Cox and K.Thompson, Note on the uniqueness of the solution of an equation of interest in inverse scattering problem, J. Math.Phys., 11, N3, (1970), 815-817.

 Ramm A.G., A counterexample to a uniqueness result, Applic. Analysis, 81, N4, (2002), 833-836.

 Ramm A.G., Inverse scattering problem with part of the fixed-energy phase shifts, Comm. Math. Phys. 207, N1, (1999), 231-247.

Alexander Ramm
ramm@math.ksu.edu


text:
# Kink-induced transport and segregation in oscillated granular layers

## Abstract

We use experiments and molecular dynamics simulations of vertically oscillated granular layers to study horizontal particle segregation induced by a kink (a boundary between domains oscillating out of phase). Counter-rotating convection rolls carry the larger particles in a bidisperse layer along the granular surface to a kink, where they become trapped. The convection originates from avalanches that occur inside the layer, along the interface between solidified and fluidized grains. The position of a kink can be controlled by modulation of the container frequency, making possible systematic harvesting of the larger particles.

In 1831 Faraday observed convective motion of grains in heaps in vertically oscillated granular layers faraday . Later there were many studies of convection in oscillated granular materials kroll ; ratkai ; savage ; laroche ; pak ; clement ; gallas ; taguchi ; lee ; chicago ; wildman . These convection phenomena are driven by interstitial air laroche ; pak  and shear due to sidewalls clement ; lee ; chicago . One consequence of the sidewall-driven convection is vertical segregation of grains of different sizes, which is an example of the Brazil-nut effect brown39 ; williams76 ; moebius01 .

We consider here a different kind of convection, one that is driven not by interstitial air or sidewalls but rather arises from the intrinsic dynamics of the oscillated granular layers. This convection is associated with kinks, which are boundaries separating oscillating domains of opposite phase; when the layer on one side of a kink is moving up, the layer on the other side of the kink is moving down. Kinks can form in oscillating layers when the maximum container acceleration $`a_{max}`$ is large enough ($`a_{max}4.5g`$, where $`g`$ is the gravitational acceleration) so that the granular layer hits the container bottom only every other cycle melo95 ; umbanhowar98 . Kinks spontaneously form in a layer for $`a_{max}>7g`$ moon02a .

During each oscillation cycle, the granular material on one side of a kink strikes the container bottom and solidifies, while the fluidized grains on the other side avalanche down along the front of the solidified grains. We examine this avalanche process, which will be shown to be responsible for convection associated with kinks. In a bidisperse layer, such convective motion conveys larger grains toward the kink. We will show that controlled motion of a kink leads to horizontal size segregation, in contrast to the vertical size segregation in the Brazil-nut effect. We will first describe the laboratory observations, and then show how the particle transport, trapping, and horizontal segregation can be understood using molecular dynamics simulations.

Experimental observations: Trapping, transport, and segregation — We find that larger grains in the vicinity of a kink in an oscillating bidisperse layer move toward the kink and remain there, while the larger grains far from a kink move only diffusively, as the solid white lines in Fig. 1 (a) illustrate. Further, if the location of a kink is controlled by modulating the container oscillation frequency aranson99 , the large grains follow the motion of the kink (Fig. 1 (b)); this leads to a horizontal size segregation. We consider a 10-particle deep layer of 165 $`\mu `$m bronze spheres (mass density $`8.3\text{g}/\text{cm}^3`$) together with a few hundred of 650 $`\mu `$m glass spheres ($`2.5\text{g}/\text{cm}^3`$), in an evacuated square container of horizontal area $`8.9\times 8.9\text{cm}^2`$ (the pressure is 5 Pa). The layer is subject to a vertical sinusoidal oscillation with an amplitude $`A`$ and a frequency $`f`$; the oscillation is characterized by two of the following three parameters: the maximum acceleration $`a_{max}=A(2\pi f)^2`$, the maximum velocity $`V_{max}=2\pi Af`$, and the frequency $`f`$. In some experiments we add a perturbative subharmonic forcing to control the position of a kink, where the plate position $`z`$ is given by $`z(t)=A\mathrm{sin}(2\pi ft)+0.01A\mathrm{sin}(\pi ft+\mathrm{\Delta }\varphi (t))`$. This secondary forcing breaks the symmetry of the momentum transfer across the kink, which makes the kink move moon02a . The relative phase between the main oscillation and the subharmonic perturbation controls the position of the kink within the container (see Fig. 1).

We consider the range $`4.5g<a_{max}<5.5g`$, where the layer remains flat except for the kinks; similar transport and segregation occur for larger $`a_{max}`$ where wave patterns form, but it is simpler to quantify the transport and segregation processes for a non-patterned flat layer.

Microscopic dynamics; kink-associated convection — The experimental observations reveal that a mean flow toward a kink exists in the vicinity of the kink. We use a previously validated three-dimensional (3-d) molecular dynamics simulation bizon98 ; moon02a , to understand the trapping and transport produced by the microscopic dynamics. The coefficient of restitution $`e`$ and the coefficient of friction $`\mu `$ were set to 0.7 and 0.5 respectively, as in Ref. bizon98 . We simulate 8-particle deep monodisperse layers of spherical grains of diameter 165 $`\mu `$m in a rectangular box of horizontal area $`160\sigma \times 10\sigma `$, where $`\sigma `$ is the particle diameter. Periodic boundary conditions are used in the shorter horizontal direction ($`y`$-axis), and vertical rigid sidewalls are imposed in the longer horizontal direction ($`x`$-axis). The rigid sidewalls and the bottom plate are assumed to be made of the same material as grains.

We distinguish two types of velocities, the instantaneous grain velocity $`𝐯(𝐫(t),t)=lim_{\mathrm{\Delta }t0^+}(𝐫(t+\mathrm{\Delta }t)𝐫(t))/\mathrm{\Delta }t`$ and the discrete grain velocity $`𝐮(𝐫(t),t)=(𝐫(t+2T)𝐫(t))/(2T)`$, where $`𝐫(t)`$ is the position vector of a grain at a given time $`t`$, and $`2T=2/f`$ is the oscillation period of the macroscopic state. The discrete velocity corresponds to the grain velocity in the $`f/2`$-strobed frame. Following the trajectories of individual grains, we observe that grains do not come back to the same positions after $`2T`$, even though the layer returns to the same macroscopic state. Instead, in the discrete velocity field, grains form a pair of counter-rotating convection rolls that flow downward at the kink (Fig. 2). The shape of the rolls changes during a cycle, as does the shape of the layer, but the sense of circulation remains the same. For the parameters of Fig. 2, it takes about 100$`T`$ for grains in the outer-most part of the rolls to complete a full circuit.

Trapping and transport — The presence of the convection rolls explains the motion of large grains toward a kink: Large grains far from the kink rise to the surface as a consequence of the Brazil-nut effect and those that enter the convecting region will move toward the kink due to the surface flow of the convective motion (Fig. 3). When the large grain reaches the down-flow channel region between the convection rolls, it will not flow down because it is too large, and it becomes trapped there, as illustrated in Fig. 1. We have observed trapping for a wide range of impurity particle diameters and densities relative to those of the oscillated bronze spheres. We introduced hundreds of the same type of impurity particles, including lead, stainless steel, glass, and polystyrene spheres of diameter ratios 1.12 to 11.8, density ratios 0.14 to 1.4, and mass ratios 0.4 to 2500. Trapping occurred in all cases studied except for the diameter ratio below 1.12, where the motion of the impurity grains was visually indistinguishable from the motion of the bronze spheres.

We refer to a region in which large grains move toward a kink and become trapped as the “trapping zone”. The width of the trapping zone, defined in Fig. 4, is found to be linearly proportional to $`V_{max}`$ for the range of oscillation parameters in our study (Fig. 4). There is a limit to the number of large grains that can be trapped; for the range of $`V_{max}`$ studied in this paper, the maximum number of trapped particles corresponds to the number of large grains forming a monolayer above the trapping zone. In the case of Fig. 1 (a), $`V_{max}`$ of the primary oscillation is 0.087 m/s, and the trapping zone width from the last frame ($`t=566T`$) is seen to be about 5 glass particle diameters or 20 bronze particle diameters, which is comparable to the simulation result in Fig. 4.

As $`V_{max}`$ increases, qualitative changes occur in the motion of large grains: The down-flow channel region dilates more (i.e., the granular volume fraction decreases) so that there is enough room for large grains to circulate with the convecting smaller grains throughout the volume of the trapping region, disappearing in the kink and popping up from the upward flow region of the convection rolls. The maximum number of trapped particles in this regime is not determined by the area of the trapping zone; we have not investigated this regime.

We observe in the experiment that when a kink moves too rapidly, large grains leak out of the kink; there is a maximum speed of a kink for which it can convey large grains. The mechanism in Fig. 3 suggests that if a kink moves more than the trapping zone width during a cycle, the large grains would not follow the motion; the experimental observations are consistent in that when the speed of a kink exceeds approximately twice the layer depth (comparable to the zone width in Fig. 1) per time $`2T`$, large grains are left behind the kink.

Internal avalanches and convection — An examination of the instantaneous velocity field $`𝐯(𝐫(t),t)`$ reveals that the convection is driven by avalanches oscillating perpendicular to the kink. When the left side of a kink is pushed up, the right side cascades down onto the left side of the kink (Fig. 5 (a)). These avalanches inside the layer are visualized better when the velocity field is viewed in the container frame (Fig. 5 (b)): When the left side is pushed up, it solidifies and moves with the same velocity as the container until it takes off from the container. Meanwhile, the right side is still falling and is fluidized. This leads to a density gradient between the solidified and the fluidized regions. Grains flow along the surface of the solidified region, toward the right side. We refer to this motion inside the layer as an internal avalanche, to contrast with the usual avalanche, which occurs on a surface rajchenbach02 . (Such an internal avalanche was suggested by Laroche et al. laroche  as a mechanism for convection in heaping.) In the following cycle, another internal avalanche occurs in the opposite direction, pushing grains back to the left side and to lower heights. The oscillatory internal avalanches result in the downward flow at the kink. At impact with the container, grains at the bottom of the layer move away from the kink in a horizontal direction and later rise, forming the upward flow at the outer side of the rolls. The trapping zone width (or convection roll size) is determined by the horizontal displacements of such grains.

The convective motion that has been observed previously in subharmonic standing wave patterns in oscillated layers bizondiffusion  can be explained by the same mechanism: when a patterned layer collides with the container, large density gradients form along the pattern inside the layer. Internal avalanches perpendicular to these gradients lead to convection rolls.

Conclusions — We have described a form of convection in granular media that is driven not by interaction of the grains with air or the container sidewalls but by the intrinsic dynamics of the layer when a kink is present. The kink and internal avalanches that drive this convective motion are unique to oscillating granular media because the solidification and fluidization during each cycle that occur in the granular layer do not occur in an oscillated liquid layer.

The kinks that lead to the avalanche motion and convection are ubiquitous in oscillated granular layers at high enough container accelerations ($`a_{max}>7g`$); hence kink-associated convection and trapping of large particles are generic features of bidisperse oscillated granular layers in that regime. Since the location of a kink can be controlled by modulation of the container oscillation frequency, it is possible to harvest the segregated larger particles in a controlled way by sweeping a kink to the edge of a container.

This work was supported by the Engineering Research Program of the Office of Basic Energy Sciences of the U. S. Department of Energy (Grant No. DE-FG03-93ER14312) and The Texas Advanced Research Program (Grant No. ARP-055-2001).


text:
# Crossover of superconducting properties and kinetic-energy gain in two-dimensional Hubbard model

## Abstract

Superconductivity in the Hubbard model on a square lattice near half filling is studied using an optimization (or correlated) variational Monte Carlo method. Second-order processes of the strong-coupling expansion are considered in the wave functions beyond the Gutzwiller factor. Superconductivity of d$`_{x^2y^2}`$-wave is widely stable, and exhibits a crossover around $`U=U_{\mathrm{co}}12t`$ from a BCS type to a new type. For $`U>U_{\mathrm{co}}`$ ($`U<U_{\mathrm{co}}`$), the energy gain in the superconducting state is derived from the kinetic (potential) energy. Condensation energy is large and $`\mathrm{exp}(t/J)`$ \[tiny\] on the strong \[weak\] coupling side of $`U_{\mathrm{co}}`$. Cuprates belong to the strong-coupling regime.

preprint: Hubbard kinetic

In a superconducting (SC) transition, conventional BCS superconductors follow a low-frequency sum rule of optical conductivity $`\sigma _1(\omega )`$ Tinkham . However, recent experiments have shown that cuprate superconductors violate this sum rule Basov . This violation implies a gain in kinetic energy ($`K`$) in the transition, because the sum of $`\sigma _1(\omega )`$ is proportional to $`K`$ Maldague . Such kinetic-energy-driven superconductivity Hirsch  sharply contrasts with that of the conventional BCS superconductors, where the transition is induced by the lowering of potential energy Chester .

The Hubbard model on a square lattice, $`=_t+_U=t_{i,j\sigma }\left(c_{i\sigma }^{}c_{j,\sigma }+c_{j\sigma }^{}c_{i,\sigma }\right)+U_jn_jn_j,`$ is often used as a simple model which probably seizes the essence of cuprates Anderson . In spite of its importance, reliable knowledge is limited particularly in the intermediate and strong coupling regimes. It is still controversial whether superconductivity is realized in this model. In the strong coupling region, the Hubbard model is mapped to $`t`$-$`J`$-type models, where the d$`_{x^2y^2}`$-wave superconductivity is concluded by exact diagonalization Dagotto  and variation methods VMCtJ ; YO . On the other hand, in the weak-coupling region, many quantum Monte Carlo (QMC) studies QMC  came to negative conclusions for $`U/t=2`$-$`4`$. Unfortunately, QMC is ineffective in larger-$`U`$ regimes due to the negative sign problem. In contrast, RPA calculations RPA , fluctuation exchange approximations FLEX , renormalization-group RG1 ; RG2  and perturbative Hlubina ; Kondo  studies concluded d$`_{x^2y^2}`$-wave superconductivity. Besides, variational Monte Carlo (VMC) studies using the Gutzwiller projection argued that an antiferromagnetic (AF) order prevails widely near half filling, and narrows the SC region Yamaji ; full .

The purpose of this letter is to resolve the above discrepancy, and to explore the possibility of the kinetic-energy-driven superconductivity in the two-dimensional Hubbard model. By carefully studying the wave functions with vital improvement on the Gutzwiller projection, it is found that the d-wave SC state is stabilized even in the weak coupling region, but its energy gain is too small to be observed in QMC. Furthermore, we find a crossover at $`U_{\mathrm{co}}12t`$, over which the SC transition is induced by the lowering of kinetic energy. This indicates that the high-$`T_\mathrm{c}`$ superconductivity should be understood in the context of strong correlation.

A VMC method YS1  is useful to our purpose for its applicability to any $`U/t`$. Generally, a Jastrow-type function, $`\mathrm{\Psi }=𝒫\mathrm{\Phi }`$, is used as a trial state, where $`\mathrm{\Phi }`$ signifies a one-body (Hartree-Fock) state, and $`𝒫`$ a correlation factor. For $`𝒫`$, the Gutzwiller (onsite) factor GW , $`𝒫_\mathrm{G}=_j[1(1g)n_jn_j]`$, has been often chosen for its simplicity. Although $`𝒫_\mathrm{G}`$ is successful in $`t`$-$`J`$-type models GJR ; YO , it brings about unfavorable results for the Hubbard model YS1 , which were expected to be remedied by improving $`𝒫_\mathrm{G}`$ improve ; YS3 . Since the relationship between the Hubbard and $`t`$-$`J`$-type models is, $`_{tJ}e^{iS}_{\mathrm{Hub}}e^{iS}`$ Harris , which yields

$$\frac{\mathrm{\Psi }_\mathrm{G}|_{tJ}|\mathrm{\Psi }_\mathrm{G}}{\mathrm{\Psi }_\mathrm{G}|\mathrm{\Psi }_\mathrm{G}}\frac{\mathrm{\Psi }_\mathrm{G}e^{iS}|_{\mathrm{Hub}}|e^{iS}\mathrm{\Psi }_\mathrm{G}}{\mathrm{\Psi }_\mathrm{G}e^{iS}|e^{iS}\mathrm{\Psi }_\mathrm{G}},$$

one can make improvements by applying the strong coupling expansion, $`e^{iS}`$, to $`\mathrm{\Psi }_\mathrm{G}`$ ($`=𝒫_\mathrm{G}\mathrm{\Phi }`$).

Along this line, we employ $`\mathrm{\Psi }_Q=_j\left[1\mu Q_j\right]\mathrm{\Psi }_\mathrm{G}=𝒫_Q\mathrm{\Phi }`$ with $`0\mu 1`$ in this work notewf . Here, $`Q_j`$ is an asymmetric projection $`Q_j^\mathrm{a}=d_j_\tau (1e_{j+\tau })`$ for less-than-half filling ($`n<1`$, $`n`$: electron density), where $`d_j=n_jn_j`$, $`e_j=(1n_j)(1n_j)`$, and $`\tau `$ runs over all the nearest-neighbor sites. This factor takes account of virtual states in the second order of the strong-coupling expansion, as explained in Fig. 1. As a one-body function $`\mathrm{\Phi }`$, we use the following: Fermi sea $`\mathrm{\Phi }_\mathrm{F}`$ for a normal state, a mean-field solution $`\mathrm{\Phi }_{\mathrm{AF}}(\mathrm{\Delta })`$ YS2  for an AF state, and a fixed-$`n`$ BCS state with d$`_{x^2y^2}`$-wave symmetry $`\mathrm{\Phi }_{\mathrm{SC}}(\mathrm{\Delta },\zeta )`$ for a SC state notesymm . Here, $`\mathrm{\Delta }`$ and $`\zeta `$ are variational parameters, although they denote gaps and chemical potential, respectively, in the mean-field approximations.

Since our trial functions have up to four parameters to be optimized, the use of optimization VMC procedure OVMC  is practically indispensable. Special treatment for the present calculations is that after the convergence of optimization, we continue iteration for a while, and average the data obtained during this excess process. Thereby, the accuracy in energy is markedly increased, sometimes to the order of $`10^5t`$. We used lattices of $`L\times L`$ sites ($`L=6`$-16) with closed shells and periodic-antiperiodic boundary conditions, and collected typically $`2\times 10^5`$-$`10^6`$ samples, keeping the acceptance ratio 0.5.

First, we compare the total energy $`E/t`$ between $`\mathrm{\Psi }_Q`$ and $`\mathrm{\Psi }_\mathrm{G}`$ \[Fig.2(a) for $`n=0.88`$\]. In each state, $`E/t`$ is noticeably improved by the correlation factor $`𝒫_Q`$, particularly in large-$`U`$ regimes. In Fig.2(b), the magnitude of the improvement is depicted for some values of $`n`$. The SC and normal states have large values which increase as $`n`$ approaches 1, whereas the value of the AF state is small and decreases as $`n1`$. The improvements in the former states are caused by the lowering of kinetic energy $`E_t=_t`$ (not shown), because $`𝒫_Q`$ promotes the hopping between neighboring sites by making the configurations like Fig.1(b) advantageous. In contrast, in the AF state, the binding effect between a d-site and an empty (e-) site is already included in $`\mathrm{\Phi }_{\mathrm{AF}}`$; the number of broken antiparallel-spin bonds increases in a Néel background when an e-site goes away from its partner d-site. Thus, the effect of $`𝒫_Q`$ on $`\mathrm{\Phi }_{\mathrm{AF}}`$ is small and reduced as $`n1`$. This result shows that the correlation factor $`𝒫_Q`$ is essential for the normal and SC states. Henceforth, we focus on $`\mathrm{\Psi }_Q`$.

Next, we consider the energy difference between the normal and the ordered states (condensation energy), $`\mathrm{\Delta }E=E^{\mathrm{norm}}E^{\mathrm{order}}`$, which is plotted in Fig.3. At half filling, the AF state is dominant for any value of $`U`$ as anticipated, and has a peak at $`U=U_{\mathrm{co}}^{\mathrm{AF}}8t`$, which originates in a metal-insulator (Mott) transition of the normal state Yatt . Phase-transition behavior was found in $`\mathrm{\Psi }_Q^{\mathrm{SC}}`$, although $`\mathrm{\Psi }_Q^{\mathrm{SC}}`$ does not give the lowest variational energy for $`n=1`$. As shown in Fig.3, $`\mathrm{\Delta }E`$ for the SC state abruptly increases at $`U=U_{\mathrm{SI}}6.5t`$, and the increase there becomes sharper as $`L`$ increases (not shown). Note that this behavior is inherent in the SC state, and $`E^{\mathrm{norm}}`$ is smooth near $`U_{\mathrm{SI}}`$. Around $`U_{\mathrm{SI}}`$, the quasiparticle renormalization factor $`Z`$ for $`\mathrm{\Psi }_Q^{\mathrm{SC}}`$ vanishes (Fig.6), and the small-$`q`$ behavior of the charge structure factor $`N(q)`$ changes from linear to $`q^2`$-like (not shown). Therefore, we consider that a superconductor-insulator transition takes place, and $`\mathrm{\Psi }_Q^{\mathrm{SC}}`$ becomes insulating for $`U>U_{\mathrm{SI}}`$. Actually, the parameter $`g`$ exhibits a cusp, and $`\mathrm{\Delta }`$ and $`\mu `$ drastically change at $`U=U_{\mathrm{SI}}`$. The insulating behavior with $`\mathrm{\Delta }Et^2/U`$ is consistent with the aspect of $`t`$-$`J`$-type models VMCtJ ; YO ; Randeria .

When $`n`$ deviates from half filling, the behavior of $`\mathrm{\Delta }E`$ is no longer a transition, but becomes a crossover. The inset of Fig.3 shows a close-up of $`\mathrm{\Delta }E`$ of the small-$`U`$ region for $`n=0.88`$. It is found that $`\mathrm{\Delta }E`$ is very small for $`U<6.5t`$ ($`10^4t`$ at $`U=4t`$), and behaves mildly like a power-law function notesmallU . It is probable that due to this imperceptibly weak superconductivity, many QMC studies for $`U/t=2`$-4 QMC  overlooked signs of SC order. At $`U6.5t`$, an exponential-like rapid increase occurs which again originates in $`\mathrm{\Psi }_Q^{\mathrm{SC}}`$, and then $`\mathrm{\Delta }E`$ reaches a maximum at $`U=U_{\mathrm{co}}`$ as indicated by arrows in Fig.3 noteco . As we will explain shortly, the SC properties for $`U>U_{\mathrm{co}}`$ qualitatively differ from those for $`U<U_{\mathrm{co}}`$. For $`U>U_{\mathrm{co}}`$, $`\mathrm{\Delta }E`$ is nicely fitted by the form $`\mathrm{exp}(U/t)`$ \[or $`\mathrm{exp}(t/J)`$\], which means that the effective attractive interaction is $`J=4t^2/U`$; a viewpoint from $`t`$-$`J`$-type models is justified. In this region, the SC state is fairly stable to considerably large $`U/t`$. As $`n`$ decreases, the difference between the two regimes tends to be vague.

Before the SC properties, let us discuss the phase diagram. As shown in the inset of Fig.3, due to the sudden increase of $`\mathrm{\Delta }E^{\mathrm{AF}}`$ for $`n<1`$, the stable phase switches from SC to AF, but the SC phase is retrieved at a larger value of $`U`$ (Fig.3). The obtained phase diagram in the $`U/t`$-$`n`$ plane is shown in Fig.4(a). The AF state is stabilized near half filling where the nesting condition is satisfied, and occupies the maximum range of $`n`$ at $`U6t`$. If we use $`\mathrm{\Psi }_\mathrm{G}`$ instead of $`\mathrm{\Psi }_Q`$, the AF region becomes larger. This implies that the improvement by $`e^{iS}`$ is more effective on the SC state than on the AF state. We expect that the higher-order improvements enlarge the SC region.

We turn to the SC properties in $`\mathrm{\Psi }_Q^{\mathrm{SC}}`$. Figure 5 shows the difference of kinetic energy $`\mathrm{\Delta }E_t`$ ($`=E_t^{\mathrm{norm}}E_t^{\mathrm{SC}}`$) and potential energy $`\mathrm{\Delta }E_U`$. Apparently, the mechanism of energy gain changes at $`UU_{\mathrm{co}}`$. For $`U<U_{\mathrm{co}}`$, the energy gain is due to the lowering of $`E_U`$ ($`\mathrm{\Delta }E_U>0`$), as in the BCS superconductors. Inversely, for $`U>U_{\mathrm{co}}`$, kinetic-energy gain occurs ($`E_t`$ is lower in the SC state), agreeing with cuprates. This qualitative change is a crossover and not a phase transition. These aspects do not depend on $`n`$ qualitatively, although the magnitude of both $`\mathrm{\Delta }E_t`$ and $`\mathrm{\Delta }E_U`$ decreases, as $`n`$ decreases. The lowering of $`E_t`$ has been found also by a dynamical cluster approximation DCA .

The momentum distribution function $`n(k)`$ gives another evidence for the crossover. Since there are nodes in the d$`_{x^2y^2}`$-wave state, $`n(k)`$ has a discontinuity at $`k=k_\mathrm{F}`$ in the $`y=\pm x`$ ($`\mathrm{\Gamma }`$-M) direction \[Fig.4(b)\]. The magnitude of this jump represents the renormalization factor $`Z`$, which is related to the inverse of the electron effective mass. The estimated $`Z`$ for $`\mathrm{\Psi }^{\mathrm{norm}}`$ and $`\mathrm{\Psi }^{\mathrm{SC}}`$ are plotted in Fig.6. For $`U<U_{\mathrm{co}}`$, the normal state has a larger value than the SC state, whereas this relation is reversed for $`U>U_{\mathrm{co}}`$ (see also inset). For $`U>U_{\mathrm{co}}`$, electrons are hard to move (or heavy) in the normal state, hampered by the strong correlation. On the other hand, in the SC state, the coherence somewhat relieves the suppressed mobility, and thus the energy gain occurs in $`E_t`$.

This kind of crossover from weak- to strong-coupling regimes is not restricted to the present case. The attractive Hubbard model exhibits similar behavior in the s-wave SC transition for any electron density Yatt . Hence, the kinetic-energy-driven superconductivity arises, not because the model has repulsive interaction, but the interaction is strong enough. The VMC calculations for the $`t`$-$`J`$ model showed that the exchange (hopping) energy is lowered (raised) in the d$`_{x^2y^2}`$-wave SC state (See Table I in ref.YO , and also t-J ). Since the kinetic part of the Hubbard model induces the exchange term ($`J=4t^2/U`$), the results of $`t`$-$`J`$-type models are compatible with the present results in the Hubbard model for $`U>U_{\mathrm{co}}`$.

The magnitude of condensation energy in our calculation is larger than that obtained experimentally CE . We anticipate that further refinement on the wave functions, especially on $`\mathrm{\Psi }^{\mathrm{norm}}`$, leads to a better outcome.

In summary, we have studied the two-dimensional Hubbard model near half filling, based on evolved VMC calculations. It is shown that the d$`_{x^2y^2}`$-wave SC state is stabilized in the Hubbard model if the variational states are improved. Furthermore, we find a crossover at around $`U_{\mathrm{co}}/t=11`$-$`13`$. For $`U<U_{\mathrm{co}}`$, the SC state is similar to the conventional BCS state, but for $`U>U_{\mathrm{co}}`$, the SC transition is caused by lowering the kinetic energy. Recent experiments of $`\sigma _1(\omega )`$ for cuprates Basov  accord with the characteristics of this strong-coupling region. Extended description will be given elsewhere full .

The authors thank D.S. Hirashima for helpful comment. This work is partly supported by Grant-in-Aids from the Ministry of Education etc. of Japan, and by the Supercomputer Center, ISSP, University of Tokyo.