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# Contact 3-manifolds with infinitely many Stein fillings

## 1. Introduction

A complex surface $`V`$ is Stein if it admits a proper holomorphic embedding $`f:V^n`$ for some $`n`$. For a generic point $`p^n`$ consider the map $`\phi :V`$ defined by $`\phi (z)=zp^2`$. For a regular value $`a`$ the level set $`M=\phi ^1(a)`$ is a smooth 3-manifold (oriented as $`\phi ^1([0,a])`$) with a distinguished 2-plane field $`\xi =TMiTMTV`$. It turns out that $`\xi `$ defines a contact structure  on $`M`$ (for more about contact structures see ) and $`S=\phi ^1([0,a])`$ is called a Stein filling of $`(M,\xi )`$. Topological properties of Stein fillings (and slightly more generally, of strong symplectic fillings) are in the focus of current research. Based on work of Eliashberg , McDuff  and Lisca  we know, for example, that for the lens space $`L(p,q)`$ equipped with a specific contact structure $`\xi _{(p,q)}`$ there is a finite list $`\{S_{p,q}(n)n=1,\mathrm{},n_{p,q}\}`$ of 4-manifolds such that any Stein filling of $`(L(p,q),\xi _{(p,q)})`$ is diffeomorphic to some $`S_{p,q}(n)`$. Similar finiteness results have been verified for simple and simple elliptic singularities , and for homeomorphism types of Stein fillings of the 3-torus $`T^3`$ . Based on these examples it was anticipated that a contact 3-manifold $`(M,\xi )`$ admits only finitely many non-diffeomorphic Stein fillings. Genus-3 fibrations found by I. Smith  indicated that such an expectation is too ambitious in general.

In the following we show the existence of an infinite family of contact 3-manifolds each admitting infinitely many non-diffeomorphic Stein fillings.

###### Theorem 1.1.

For all $`g2`$ there is a contact 3-manifold $`(M_g,\xi _g)`$ such that $`M_g`$ is diffeomorphic to $`M_g^{}`$ iff $`g=g^{}`$ and each $`(M_g,\xi _g)`$ admits infinitely many pairwise non-diffeomorphic Stein fillings.

In fact, $`M_g`$ can be given as the boundary of the plumbing of the disk bundle over a genus-$`g`$ surface with Euler number zero and the disk bundle over a sphere with Euler number $`2`$. In the proof of Theorem 1.1 we use Lefschetz fibrations to construct the Stein fillings and we compute their first homology groups to distinguish them. It would be most desirable to find infinitely many distinct fillings with trivial fundamental group; we hope to return to this point later. Regarding finiteness of Stein fillings, we conjecture the following:

###### Conjecture 1.2.

Let $`\chi (X)`$ denote the Euler characteristic of the compact manifold $`X`$. Then the set $`𝒞_{(M,\xi )}=\{\chi (S)S\text{ is a Stein filling of }(M,\xi )\}`$ is finite.

Acknowledgement: The authors would like to thank Selman Akbulut, Mustafa Korkmaz and John Etnyre for many helpful and inspiring discussions. The second author was partially supported by OTKA.

## 2. Fiber sums of Lefschetz fibrations

Let $`\mathrm{\Sigma }`$ be a compact, oriented and connected surface of genus $`g`$ with $`r`$ marked points and $`k`$ boundary components. The mapping class group $`\mathrm{\Gamma }_{g,r}^k`$ of $`\mathrm{\Sigma }`$ consists of the isotopy classes of orientation-preserving self-diffeomorphisms of $`\mathrm{\Sigma }`$, which are identity on each boundary component and preserve the set of marked points. (The groups $`\mathrm{\Gamma }_{g,r}^0`$, $`\mathrm{\Gamma }_{g,0}^k`$ and $`\mathrm{\Gamma }_{g,0}^0`$ will be abbreviated by $`\mathrm{\Gamma }_{g,r}`$, $`\mathrm{\Gamma }_g^k`$ and $`\mathrm{\Gamma }_g`$, respectively.) We say that a $`\mathrm{\Sigma }`$-bundle $`P`$ over $`S^1`$ has monodromy $`h\mathrm{\Gamma }_{g,r}^k`$ iff $`P`$ is diffeomorphic to $`(\mathrm{\Sigma }\times I)/(h(x),0)(x,1)`$.

###### Definition 2.1.

Let $`X`$ be a compact, connected, oriented, smooth four-manifold. A Lefschetz fibration on $`X`$ is a smooth map $`\pi :XB`$, where $`B`$ is a compact, connected, oriented surface, $`\pi ^1(B)=X`$, furthermore each critical point of $`\pi `$ lies in int$`X`$ and has an orientation-preserving local coordinate chart on which $`\pi (z_1,z_2)=z_1^2+z_2^2`$.

It follows that $`\pi `$ has only finitely many critical points and removing the corresponding singular fibers turns a Lefschetz fibration into a fiber bundle with a connected base space. Consequently all but finitely many fibers of a Lefschetz fibration are smooth, compact and oriented surfaces, all of which having the same diffeomorphism type of a closed genus-$`g`$ surface for some $`g`$. We will assume that there is at most one critical point on each fiber. A Lefschetz fibration is called relatively minimal if no fiber contains an embedded 2-sphere of self-intersection number $`1`$. Each critical point of a Lefschetz fibration corresponds to an embedded circle in a nearby regular fiber called a vanishing cycle, and the singular fiber is obtained by collapsing the vanishing cycle to a point. The boundary of a regular neighborhood of a singular fiber is a surface bundle over the circle. In fact, a singular fiber can be described by the monodromy of this surface bundle which turns out to be a right-handed Dehn twist along the corresponding vanishing cycle. Once we fix an identification of $`\mathrm{\Sigma }`$ with the fiber over a base point of $`B`$, the topology of the Lefschetz fibration is determined by its monodromy representation $`\mathrm{\Psi }:\pi _1(B\{\text{critical values}\})\mathrm{\Gamma }_g.`$ In case $`B=D^2`$ the monodromy along $`D^2=S^1`$ is called the total monodromy of the fibration; according to the above said it is the product of right-handed Dehn twists corresponding to the singular fibers. A Lefschetz fibration over $`S^2`$ can be decomposed into two Lefschetz fibrations over $`D^2`$, one of which is trivial; consequently a Lefschetz fibration over $`S^2`$ is determined by a relator in the mapping class group. Conversely, given a product of right-handed Dehn twists in the mapping class group we can construct the corresponding Lefschetz fibration over $`D^2`$, and if the given product of right-handed Dehn twists is isotopic to identity (and $`g2`$) then the fibration extends uniquely over $`S^2`$. The monodromy representation also provides a handlebody decomposition of a Lefschetz fibration over $`D^2`$: we attach 2-handles to $`\mathrm{\Sigma }\times D^2`$ along the vanishing cycles with framing $`1`$ relative to the framing the circle inherits from the fiber. (For a more detailed introduction to the theory of Lefschetz fibration see .)

Let $`XS^2`$ be a Lefschetz fibration with generic fiber $`\mathrm{\Sigma }`$ and let $`\gamma _1,\gamma _2,\mathrm{},\gamma _s`$ denote the vanishing cycles of this fibration. Assume that $`XS^2`$ admits a section, i.e., there is $`\sigma :S^2X`$ with $`\pi \sigma =\text{id}_{S^2}`$. The following results are standard.

###### Lemma 2.2.

The first homology group $`H_1(X;)`$ is the quotient of $`H_1(\mathrm{\Sigma };)`$ by the subgroup generated by the homology classes of the vanishing cycles.

###### Lemma 2.3.

Let $`X\mathrm{}_fX`$ denote the fiber sum of X with itself by a self-diffeomorphism $`f`$ of the generic fiber $`\mathrm{\Sigma }`$. Then $`X\mathrm{}_fX`$ is a Lefschetz fibration with vanishing cycles $`\gamma _1,\gamma _2,\mathrm{},\gamma _s,f(\gamma _1),f(\gamma _2),\mathrm{},f(\gamma _s)`$.

###### Remark 2.4.

If $`\alpha `$ is a simple closed curve on $`\mathrm{\Sigma }`$, $`t_\alpha `$ is the corresponding Dehn twist and $`f`$ is an orientation-preserving self-diffeomorphism of $`\mathrm{\Sigma }`$, then $`ft_\alpha f^1=t_{f(\alpha )}`$ in $`\mathrm{\Gamma }_{g,r}^k`$.

After this short introduction we begin our construction with a description of a set of words in the mapping class groups which was discovered by Korkmaz . We focus on the odd genus case, for $`g`$ even see Remark 2.8. For $`g=2r+13`$ the following relation holds in $`\mathrm{\Gamma }_g`$:

$$W_g=(t_{B_0}t_{B_1}t_{B_2}\mathrm{}t_{B_g}t_a^2t_b^2)^2=1$$

where $`B_0,B_1,\mathrm{},B_g`$ are shown in Figure 1 and $`a`$ and $`b`$ in Figure 4. Let $`X_gS^2`$ denote the Lefschetz fibration corresponding to the relator $`W_g`$ in $`\mathrm{\Gamma }_g`$. Now consider the fiber sum of $`X_g`$ with itself using the diffeomorphism $`t_{a_1}^n`$ and denote the result by $`X_g(n)`$. (The simple closed curve $`a_1`$ is depicted in Figure 4.) Then by Lemma 2.3 the 4-manifold $`X_g(n)`$ comes with a Lefschetz fibration $`X_g(n)S^2`$ of global monodromy $`W_g(n)=W_gW_g^{t_{a_1}^n}=1.`$ (Here $`W_g^{t_{a_1}^n}`$ means the conjugate of $`W_g`$ by $`t_{a_1}^n`$.) Notice that by Remark 2.4 $`W_g^{t_{a_1}^n}`$ and hence $`W_g(n)`$ are products of right-handed Dehn twists.

It is routine to check that the curves $`c_1,b_1,c_2,b_2,\mathrm{},c_g,b_g`$ and $`a_2`$ (depicted in Figure 4) are fixed by the product $`(t_{B_0}t_{B_1}t_{B_2}\mathrm{}t_{B_g}t_a^2t_b^2)^2`$ on the surface with one puncture. This shows that $`(t_{B_0}t_{B_1}t_{B_2}\mathrm{}t_{B_g}t_a^2t_b^2)^2=1`$ holds in $`\mathrm{\Gamma }_{g,1}`$. Next we determine the element $`W_g`$ considered in $`\mathrm{\Gamma }_g^1`$. It is known that $`\mathrm{ker}\phi =\{\mathrm{\Delta }_g^n\}`$ for the natural homomorphism $`\phi :\mathrm{\Gamma }_g^1\mathrm{\Gamma }_{g,1}`$ collapsing a boundary circle to a marked point. (Here $`\mathrm{\Delta }_g`$ denotes the Dehn twist along a curve parallel to the boundary circle.) Hence $`W_g=\mathrm{\Delta }_g^n`$ for some $`n`$ follows from the above discussion.

###### Lemma 2.5.

$`(t_{B_0}t_{B_1}t_{B_2}\mathrm{}t_{B_g}t_a^2t_b^2)^2=\mathrm{\Delta }_g`$ holds in $`\mathrm{\Gamma }_g^1`$.

###### Proof.

We depicted $`t_b^2t_{B_0}t_{B_1}t_{B_2}\mathrm{}t_{B_g}t_a^2t_b^2(\tau )`$ and $`t_{B_{g1}}^1t_{B_{g2}}^1\mathrm{}t_{B_0}^1\mathrm{\Delta }_g(\tau )`$ in Figures 2 and 3, respectively, where $`\tau `$ is shown in Figure 4. One can use induction to obtain these figures. For example, the $`W`$-shaped part in the middle of Figure 3 is obtained by moving the legs of $`W`$ from outside to the inside of the holes when we apply $`t_{B_i}^1t_{B_{i1}}^1`$. Now it is easy to see that

$$t_a^2t_b^2t_{B_0}t_{B_1}t_{B_2}\mathrm{}t_{B_g}t_a^2t_b^2(\tau )=t_{B_g}^1t_{B_{g1}}^1\mathrm{}t_{B_0}^1\mathrm{\Delta }_g(\tau )$$

which proves the lemma.

###### Corollary 2.6.

The Lefschetz fibration $`X_g(n)S^2`$ admits a section $`\sigma _g(n)`$ with self-intersection number $`2`$.

###### Proof.

We saw that the relator $`W_g`$ admits a lift under the obvious map $`\mathrm{\Gamma }_{g,1}\mathrm{\Gamma }_g`$ defined by forgetting the marked point. Once such a lift is fixed, it gives a section $`\sigma _g`$ of the Lefschetz fibration $`X_gS^2`$. Similarly we get a section $`\sigma _g(n)`$ of $`X_g(n)S^2`$. Lemma 2.5 proved that $`\mathrm{\Delta }_g=W_g`$ and thus $`\mathrm{\Delta }_g^2=W_g(n)`$ in $`\mathrm{\Gamma }_g^1`$ since $`t_{a_1}^n\mathrm{\Delta }_gt_{a_1}^n=\mathrm{\Delta }_g`$. It is known (see ) that if for the relator $`w`$ we have $`w=\mathrm{\Delta }_g^k`$ in $`\mathrm{\Gamma }_g^1`$ then the Lefschetz fibration $`XS^2`$ given by $`w`$ admits a section of square $`k`$. This observation concludes the proof.

Since our Lefschetz fibrations admit sections, Lemmma 2.2 can be applied to compute their first homology groups:

###### Lemma 2.7.

The first homology group $`H_1(X_g(n);)`$ of $`X_g(n)`$ is isomorphic to $`^{g2}_n`$.

###### Proof.

In the following we will denote the homology classes of curves by the same letters as we denote the curves. Let $`a_1,b_1,a_2,b_2,\mathrm{},a_g,b_g`$ denote the standard generators of the first homology group of the fiber, as depicted in Figure 4. It is easy to see that $`B_i^{t_{a_1}^n}=B_i`$ for $`i2`$, and for an appropriate choice of orientation on $`B_i`$, in homology we have

$$B_g=a+b_{r+1}+b,\text{ }B_0=b_1+b_2+\mathrm{}+b_g,$$

$$B_i^{t_{a_1}^n}=B_i+na_1\text{ for }i=0,1,$$

$$B_{2i1}=b_i+B_{2i}+b_{g(i1)}\text{ and}$$

$$B_{2i}=a_ia_{i+1}+B_{2i+1}+a_{g(i1)}a_{gi}$$

for $`i=1,\mathrm{},r`$, where $`g=2r+1`$. Thus by Lemmas 2.2 and 2.3 the homology $`H_1(X_g(n);)`$ is an (abelian) group generated by $`a_1,b_1,a_2,b_2,\mathrm{},a_g,b_g`$ with relations

$$a_{r+1}=b_{r+1}=0,a_i+a_{g(i1)}=0,b_i+b_{g(i1)}=0\text{ and }na_1=0.$$

Now Lemma 2.2 implies the result.

In fact, for any given integer $`0kg2`$ and $`n1`$, we can construct a Lefschetz fibration over $`S^2`$ with first homology group isomorphic to $`^k_n`$, by taking twisted fiber sums of more copies of $`X_g`$. We could use any of these fibrations in the rest of the paper as well.

###### Remark 2.8.

If $`g=2r2`$ is even, similar results can be obtained for fibrations defined by the relator $`W_g=(t_{B_0}t_{B_1}t_{B_2}\mathrm{}t_{B_g}t_c)^2`$ (see Figure 5). In the exact same manner we can construct $`X_g`$ and the twisted fiber sums $`X_g(n)S^2`$ with sections of square $`2`$. The homology computation applies without essential change and provides $`H_1(X_g(n);)=^{g2}_n`$. (The observation preceding this remark also has its natural extension to the even $`g`$ case.) The only notable difference is that for $`g`$ even the relator $`W_g`$ contains homologically trivial vanishing cycles as well — cf. the curve denoted by $`c`$ on Figure 5.

## 3. Stein structures on Lefschetz fibrations with boundary

###### Definition 3.1.

Let $`X`$ be a compact 4-manifold with boundary. The map $`\pi :XB`$ is a Lefschetz fibration if $`\pi `$ satisfies the requirements of Definition 2.1 with the possible exemption of allowing $`\pi ^1(B)X`$, and assuming that $`\pi `$ is a fiber bundle map away from the singular fibers. (Notice that this definition allows the fiber $`\pi ^1(t)`$ to have boundary.) In the following, LFB (Lefschetz fibration with bounded fibers) will denote a relatively minimal Lefschetz fibration over $`D^2`$ whose generic fiber is a surface with nonempty boundary.

###### Theorem 3.2 ().

Let $`f:XS^2`$ be a Lefschetz fibration with a section $`\sigma `$ and let $`\mathrm{\Sigma }`$ denote a regular fiber of this fibration. Then $`S=X\text{int }\nu (\mathrm{\Sigma }\sigma )`$ is a Stein filling of its boundary equipped with the induced (tight) contact structure, where $`\nu (\mathrm{\Sigma }\sigma )`$ denotes a regular neighborhood of $`\mathrm{\Sigma }\sigma `$ in $`X`$.

We only sketch the proof of the above theorem, since it was already proved in  (with the extra assumption of having only homologically essential vanishing cycles in the fibration), and also appeared in .

Proof of Theorem 3.2 (sketch). When we remove $`\text{int }\nu (\mathrm{\Sigma }\sigma )`$ from $`X`$, it is clear that we get a LFB. Thus $`S=X\text{int }\nu (\mathrm{\Sigma }\sigma )`$ admits a standard handlebody decomposition: It is obtained by a sequence of steps of attaching 2-handles $`S_0=D^2\times FS_1S_2\mathrm{}S_n=S`$, where each $`S_{i1}`$ is a LFB and $`S_i`$ is obtained from $`S_{i1}`$ by attaching a 2-handle along a simple closed curve $`\gamma `$ lying on a fiber $`\mathrm{\Sigma }^{}S_{i1}`$. Furthermore this handle is attached to $`\gamma `$ with the framing $`k1`$, where $`k`$ is the framing induced from the surface $`\mathrm{\Sigma }^{}`$ (see text after Definition 2.1). Inductively we assume that $`S_{i1}`$ has a Stein structure, with a convex fiber $`\mathrm{\Sigma }^{}S_{i1}`$. By the “Legendrian realization principle” of  (pp 323-325) applied to the homologically essential vanishing cycle $`\gamma `$, after an isotopy of $`(\mathrm{\Sigma }^{},\gamma )`$, $`\gamma `$ becomes a Legendrian curve and $`k`$ can be taken to be its Thurston-Bennequin framing. If $`\gamma `$ is homologically inessential, the above principle does not apply verbatim. In this case choose a homologically essential simple closed curve in the component of the complement of $`\gamma `$ which is disjoint from $`\mathrm{\Sigma }^{}`$. Isotope it to Legendrian position (by the above argument) and using the local model of the contact structure along this Legendrian knot $`\delta `$ isotope $`\mathrm{\Sigma }^{}`$ to introduce new dividing curves parallel to $`\delta `$. Now the Legendrian realization principle applies to $`\gamma `$ since after this modification (called a fold) each component of its complement intersects the set of dividing curves nontrivially. (For the relevant definitions see .) Now a celebrated result of Eliashberg  provides an extension of the Stein structure of $`S_{i1}`$ to $`S_i`$.

###### Remark 3.3.

Notice that if $`g`$ is odd then all vanishing cycles are homologically essential, hence in this case no fold is necessary. In the even $`g`$ case our examples contain homologically inessential vanishing cycles ($`c`$ on Figure 5), hence application of folds is necessary.

###### Definition 3.4.

Let $`M`$ be a closed $`3`$-manifold. An open book decomposition of $`M`$ is a pair $`(K,\pi )`$ consisting of a (fibered) link $`K`$, called the binding, and a fibration $`\pi :MKS^1`$ such that each fiber is a Seifert surface for $`K`$. (The fibers are also called the pages of the open book.) Let $`\mathrm{\Sigma }^{}`$ denote a surface with boundary. The closed 3-manifold

$$M=((\mathrm{\Sigma }^{}\times I)/(h(x),0)(x,1))_{}(\mathrm{\Sigma }^{}\times D^2)$$

is canonically decomposed as an open book with binding $`\mathrm{\Sigma }^{}`$, page $`\mathrm{\Sigma }^{}`$ and monodromy $`h`$.

It is easy to see that the boundary of a LFB has a canonical open book decomposition induced from the fibration. The pages are the fibers in the boundary of the LFB, while the monodromy of the open book is just the total monodromy of the LFB along $`S^1=D^2`$. The binding is simply the boundary of the central fiber $`\pi ^1(0)`$.

We now turn our attention to contact structures on $`3`$-manifolds. In , Thurston and Winkelnkemper constructed a contact structure associated to a given open book decomposition of a closed, orientable $`3`$-manifold. Recently Giroux  refined this construction by showing that an open book $`(K,\pi )`$ supports a unique (up to isotopy) compatible contact structure $`\xi `$, where a contact structure $`\xi `$ is called compatible with an open book $`(K,\pi )`$ if there is a contact 1-form $`\alpha `$ for $`\xi `$ such that $`d\alpha `$ is a volume form on each fiber of $`\pi `$ and the binding $`K`$ is a transverse link in $`(M,\xi )`$ (oriented as the boundary of a page). In fact, Giroux established a bijection between the set of isotopy classes of contact structures on a closed 3-manifold $`M`$ and open books supported by $`M`$; here two open books are considered to be equivalent if they can be joined by a sequence of positive stabilization/destabilization. In addition, Giroux proved that $`\xi `$ is Stein fillable if the monodromy of the compatible open book decomposition can be expressed as a product of right-handed Dehn twists. Notice that the boundary of a LFB admits two contact structures — one induced by the Stein structure of the LFB and the other given by the open book through the total monodromy of the Lefschetz fibration. The above result of Giroux  essentially states that these two structures are isotopic. (A slightly different proof of the same statement — resting on results of Torisu  — has been given by Gay .)

###### Proposition 3.5 ().

The contact structure on the boundary of a LFB (induced from the Stein structure) is isotopic to the contact structure associated to the boundary of this LFB considered as an open book. In particular, any two LFB’s bounding the same positive open book decomposition are Stein fillings of the same contact structure.

###### Remark 3.6.

In proving this proposition one first checks it for the trivial LFB with no critical points (hence with total monodromy equal to id). In this case the Lefschetz fibration is built using 1-handles only. Then an induction on the number of 2-handles together with the observation that the handle attachment (which is surgery on the 3-manifold level) yields an open book compatible with the new contact structure proves the result. (This last observation only involves a local check along a page of the open book.)

In the following we apply the above discussion to the Lefschetz fibrations $`X_g(n)S^2`$ we constructed in Section 2. Let $`\mathrm{\Sigma }_g(n)`$ denote a regular fiber of the Lefschetz fibration $`X_g(n)S^2`$ with section $`\sigma _g(n)`$. Let $`S_g(n)`$ denote $`X_g(n)\text{int }\nu (\mathrm{\Sigma }_g(n)\sigma _g(n))`$.

###### Lemma 3.7.

The first homology group $`H_1(S_g(n);)`$ of $`S_g(n)`$ is isomorphic to $`H_1(X_g(n);)=^{g2}_n`$.

###### Proof.

$`H_1(X_g(n);)H_1(S_g(n);)`$ follows from the observation that the normal circle to the fiber is homologous to a multiple of the normal circle to the section (shown by a push-off of the section), which bounds a punctured fiber, hence is zero in $`H_1(S_g(n);)`$.

Proof of Theorem 1.1. Let $`M_g(n)`$ denote the boundary of $`S_g(n)`$ with the contact structure $`\xi _g(n)`$ induced by the open book provided by $`S_g(n)`$ as a LFB. Notice that $`M_g(n)=\nu (\mathrm{\Sigma }\sigma )`$, hence its diffeomorphism type does not depend on $`n`$. Moreover, the total monodromy of $`S_g(n)`$ is equal to $`\mathrm{\Delta }_g^2\mathrm{\Gamma }_g^1`$, hence the open book, and therefore the contact structure $`\xi _g(n)`$ is independent of $`n`$. Let $`(M_g,\xi _g)`$ denote $`(M_g(n),\xi _g(n))`$. According to Proposition 3.5 the Stein structures on $`S_g(n)`$ ($`n=1,2,\mathrm{}`$) all provide Stein fillings of $`(M_g,\xi _g)`$, and using Lemma 3.7 we conclude that these are pairwise non-diffeomorphic fillings.

Since $`H_1(M_g;)=^{2g}`$, we also see that $`M_g`$ is diffeomorphic to $`M_g^{}`$ if and only if $`g=g^{}`$, therefore the proof of Theorem 1.1 is complete. Since $`\nu (\mathrm{\Sigma }\sigma )`$ is just the plumbing of the disk bundle over a genus-$`g`$ surface with Euler number 0 and the disk bundle over a sphere with Euler number $`2`$, we get that $`M_g`$ (which is $`\nu (\mathrm{\Sigma }\sigma )`$ with the opposite orientation) is the boundary of a similar plumbing (now with Euler number $`2`$), as stated in Section 1.

###### Remark 3.8.

The above construction just gave different factorizations of the mapping class $`\mathrm{\Delta }_g^2\mathrm{\Gamma }_g^1`$ into products of right-handed Dehn twists. In fact, any such factorization of an element $`h\mathrm{\Gamma }_g^r`$ ($`r>0`$) provides a Stein filling of the contact structure induced by $`h`$, and the topological argument (computing the first homology) helped us to distinguish the various factorizations of $`\mathrm{\Delta }_g^2`$. In the light of this observation we can weaken Conjecture 1.2 to

###### Conjecture 3.9.

For $`h\mathrm{\Gamma }_g^r`$ $`(r>0)`$ there exists a constant $`C_h`$ such that if $`h=t_1\mathrm{}t_n`$ with $`t_i`$ right-handed Dehn twists then $`nC_h`$.

The following observation can serve as an evidence for Conjecture 3.9.

###### Lemma 3.10.

For $`g`$ odd the Euler characteristic $`\chi (S_g(n))`$ and the signature $`\sigma (S_g(n))`$ of $`S_g(n)`$ are given by $`11`$ and $`16`$, respectively.

###### Proof.

For $`g`$ odd the Stein filling $`S_g(n)`$ admits a LFB with $`2g+10`$ singular fibers. Thus

$$\chi (S_g(n))=\chi (D^2)\chi (\text{fiber})+2g+10=22g1+2g+10=11.$$

The signature $`\sigma (X_g(n))=16`$ since $`\sigma (X_g)=8`$  and the signature is additive under fiber sum. It implies that $`\sigma (S_g(n))=16`$ since we remove a piece with zero signature to get $`S_g(n)`$ from $`X_g(n)`$.

(For $`g`$ even a similar computation gives $`\chi (S_g(n))=5`$ and $`\sigma (S_g(n))=8`$.) Notice that the length of the factorization $`h=t_1\mathrm{}t_n`$ into right-handed Dehn twists is intimately related to the Euler characteristic of the Stein filling induced by $`t_1\mathrm{}t_n`$.


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# Observation of the Mott Transition in VO2 Based Transistors

\[

## Abstract

An abrupt Mott metal-insulator transition (MIT) rather than the continuous Hubbard MIT near a critical on-site Coulomb energy $`U/U_c`$=1 is observed for the first time in VO2, a strongly correlated material, by inducing holes of about 0.018$`\%`$ into the conduction band. As a result, a discontinuous jump of the density of states on the Fermi surface is observed and inhomogeneity inevitably occurs. The gate effect in fabricated transistors is clear evidence that the abrupt MIT is induced by the excitation of holes.
PACS numbers: 71.27. +a, 71.30.+h

\]

In a strongly correlated system, a metal-insulator transition (MIT) near a critical on-site Coulomb energy, $`U/U_c`$=1, has long been controversial in terms of whether the transition is abrupt or continuous in experiments \[1-4\], although a first-order MIT with temperature was observed by Morin . An abrupt MIT indicates the Mott transition (first order) and a continuous MIT is the Hubbard transition (second order). The MIT breaks down an energy gap, formed by the strongly correlated Coulomb energy, between sub-bands in a main band. Mott first predicted that the abrupt MIT occurs when a lattice constant is larger than a critical value . Brinkman and Rice theoretically demonstrated an abrupt MIT near $`U/U_c`$=1 for a strongly correlated metal with an electronic structure of one electron per atom . Hubbard first derived that, when sub-bands overlap just below $`U_c`$, there is a finite minimum density of states (DOS) at the Fermi level, the DOS increases with decreasing $`U`$, and the system is metallic ; this is Hubbard’s continuous MIT. Later, the continuous MIT was confirmed in the infinite-dimensional Hubbard model .

Applying an electric field to a two-terminal structure, Kumai $`etal.[8]`$ measured Ohmic behavior in an organic Mott insulator in a regime, where conduction from nonconduction (insulating behavior) occurs. Through a theoretical consideration based on the Hubbard model, Oka $`etal.[9]`$ described the Ohmic behavior in terms of a universal Landau-Zener quantum tunneling. Boriskov $`etal.[10]`$ also observed a similar metallic behavior for VO2 to that measured by Kumai $`etal.[8]`$. Thus, on the basis of the metallic behaviors and Oka’s analysis, the MIT just below $`U_c`$ seems to follow Hubbard’s continuous model. However, considering the abrupt MIT observed in resistance measurement (Fig. 1), an abrupt MIT in the electric field should also be found.

In this letter, we observe an abrupt jump of current (or DOS) at an electric field in a two-terminal structure and measure the gate effect of the jump in a three-terminal device (switching transistor). The abrupt jump is analyzed in terms of an abrupt MIT (Mott transition). Inducing internal hole charges of about 0.018$`\%`$ in hole levels into the conduction band with a source-drain field or a gate field of a fabricated transistor  is an effective method of revealing the MIT mechanism. Note that Mott criterion, $`n_c3\times 10^{18}cm^3`$, is obtained from $`n_c^{1/3}a_H`$0.25, where $`a_H`$ is the Bohr radius for VO2 . $`n_c`$ corresponds to about 0.018$`\%`$ of the number of carriers in the half-filled band, when one electron in the cell volume, 59.22$`\times `$10-24 cm3, of VO2 is assumed; the number of electrons is about 1.7$`\times `$1022 cm-2.

Thin films of a Mott insulator, VO2, with a sub-energy gap of about 1 $`eV`$ in the $`d`$ band , have been deposited on Al2O3 and Si substrates by laser ablation. The thickness of the VO2 films is about 900$`\AA `$. The resistance of the film decreases with increasing temperature and shows an abrupt MIT at a transition temperature, $`T_{tr}`$=340 K (68C) (Fig. 1a). This corresponds with that measured by De Natale $`etal.`$  and Borek $`etal.`$ . It was proposed that the abrupt MIT is the structural phase transition from monoclinic below $`T_{tr}`$ to tetragonal above $`T_{tr}`$ . The decrease of the resistance up to 340 K indicates an increase of hole carriers, and two kinds of electron and hole carriers coexist near $`T_{tr}`$=340 K (Fig. 1b). From 332 to 340 K, the number of carriers is not discernable because of mixing of electrons and holes. We speculate that the number of hole carriers may be the Mott criterion, $`n_c3\times 10^{18}cm^3`$, at $`T_{tr}`$=340 K on the general basis that an exponential decrease of the resistance with temperature in semiconductor physics indicates an exponential increase of carriers. Generally, in oxide materials, there are holes of about 5.5$`\times `$10$`{}_{}{}^{18}cm^3`$ which corresponds to 0.034$`\%`$ to $`d`$-band charges $`[1719]`$. The holes are coupled to optical phonons . In the metal regime above 340 K, the carriers are electrons (Fig. 1).

We fabricated transistors to observe the Mott transition. A schematic diagram of the transistors is shown in Fig. 2. Transistor 1 of a channel length, $`L_{ch}`$= 3$`\mu m`$, and a gate width, $`L_w=50\mu m`$, was fabricated on Al2O3 substrates by lithography processes (Fig. 2a). A gate insulator of transistor 1 was an amorphous Ba0.5Sr0.5TiO3 (BSTO) which was deposited on the VO2 films. The interface between the VO2 film and the amorphous gate insulator was sharp. A gate-source current, $`I_{GS}`$, between the gate and the source for transistor 1 is an order of 10$`{}_{}{}^{13}A`$, which indicates that there is sufficient insulation between the gate and the source. Transistors 2 and 3 of a gate length, $`L_{ch}=5\mu m`$, and a gate width, $`L_w=25\mu m`$, were manufactured on Si substrates. Their structure is shown in Fig. 2b. SiO2 as the gate insulator was thermally treated. It is revealed that an interface between the polycrystal VO2 film and the amorphous SiO2 film is not sharp and complicated, and that the VO2 films are inhomogeneous . However, the SiO2 insulator is strong with respect to a high field and is superior to the BSTO insulator for electronic application. Au/Cr electrodes were prepared for Ohmic contact. WSi is used as gate electrode. Characteristics of the transistors were measured by a precision semiconductor parameter analyzer (HP4156B). To protect transistors from excess current, the maximum current was limited to 20mA.

Figure 3 shows the drain-source current density, $`J_{DS}`$, vs. the drain-source electric field, $`E_{DS}`$, for transistor 1, measured at $`V_{gate}`$=0 V (two-terminal structure). $`J_{DS}`$ and $`E_{DS}`$ are obtained from the drain-source current and the drain-source voltage, respectively; $`I_{DS}`$=$`J_{DS}S_{DS}`$($`S_{DS}`$: cross section) and $`V_{DS}=E_{DS}L_{ch}`$. $`J_{DS}`$ behavior below point A (Inset of Fig. 3), as observed by Boriskov $`etal.[10]`$ and Kumai $`etal.[8]`$ who used an organic Mott-insulator, is linear from $`E_{DS}`$0.8 to 4MV/m, but is nonlinear in the total regime. It was suggested that the linear Ohmic behavior occurs due to an applied field $`[10]`$ and an induced current , not an increase of sample temperature due to leakage current. The Ohmic behavior was well described through a theoretical consideration in terms of a universal Landau-Zener quantum tunneling based on the Hubbard model . However, since holes were observed below 334 K (Fig. 1b), it is asserted that the carriers for the Ohmic behavior are holes and the number of holes is very small. Thus, the Ohmic behavior is not an intrinsic property of metal and may be due to scattering of only a few carriers existing at room temperature by a weak electric field because the density of states (DOS) does not depend on the electric field (line 1 in Fig. 3). Moreover, the nonlinear behavior is semiconduction due to the increase of hole carriers by Zener’s impact ionization and is a doping process wherein $`n_c`$ of holes are induced by the electric field. This is supported by the fact that the DOS increases exponentially with an increasing electric field (line 2 of Fig. 3). Thus, the VO2 film below point A is regarded as a semiconductor.

Abrupt jumps of $`J_{DS}`$ at point A and the DOS at point $`dA`$ are shown in Fig. 3. The measured maximum-current density at point B is $`J_{measured}`$ 2$`\times `$105 A/cm2, which is an order of the current density observable in a dirty metal. Note that the true maximum current density is much higher than $`J_{measured}`$, because the measurement was limited to 20mA. The jump of $`J_{DS}`$ between point A and point B corresponds to a jump of conductivity, $`\sigma `$, because $`J_{DS}`$ is $`\sigma E=n_{free}ev`$ and $`E`$ is constant between points A and B; $`\sigma n_{free}`$, where $`n_{free}`$ is the number of electron carriers (above point A) on the Fermi surface, and $`v`$ is the carrier velocity on the Fermi surface and is constant between points A and B due to constant $`E`$. This indicates that the number of carriers discontinuously increases, and that the DOS on the Fermi surface jumps from points dA to dB (Fig. 3). The jump of the DOS is a typical behavior of a first-order MIT which was first theoretically derived by Brinkman and Rice . Note that carriers for current measured in semiconductors and metals are on the Fermi surface. Derivatives, $`dI/dV`$, at respective fields correspond to the DOSs on the Fermi surface (Fig. 3). The DOS in Fig. 3 can be expressed in terms of the Fermi level (Fig. 4a). Moreover, hysteresis loops of 5 times for transistor 2 were continuously measured (Fig. 4b), which may be due to the Joule heating and is also evidence of a first-order MIT. The abrupt jump was also measured more than 1,500 times without breakdown in a transistor. Fig. 4d shows Ohmic behavior after jump, which indicates that this phase is metal. Thus, we suggest that the jump at point A is the abrupt MIT (or Mott transition). If Hubbard’s continuous MIT exists, the jump should be not observed and the non-linear behavior with an increasing field in the inset of Fig. 3 should be continuously exhibited from point A to point B in the electron system. However, continuous behavior is not found.

Figure 4c shows the off-current density, $`J_{offcurrent}`$, vs. the MIT drain-source electric field, MIT-$`E_{DS}`$, at $`V_{gate}`$=0 $`V`$ (two-terminal structure). Although $`V_{gate}`$=0 $`V`$, the gate-source currents were very small to be ignored. The off-current is defined as $`I_{DS}`$ near $`V_{DS}`$=0V and $`V_g`$=0V (or gate open); other researchers refer to off-current as leakage-current. Data were selected from 5 transistors. MIT-$`E_{DS}`$ increases with decreasing $`J_{offcurrent}`$, which also provides information for revealing the mechanism of the abrupt jump. The off-current is caused by the excitation of holes in impurity levels such as oxygen deficiency. When the number of total holes in the hole levels is given by $`n_{tot}=n_b+n_{free}`$, where $`n_b`$ is the number of bound holes in the levels and $`n_{free}`$ is the number of holes freed from the levels. $`n_b`$ decreases with increasing $`n_{free}`$, because $`n_{tot}`$ is constant. The larger off-current is attributed to the increase of $`n_{free}`$. For the abrupt jump, $`\mathrm{}nn_cn_{free}`$=0 should be satisfied, where $`n_c3\times 10^{18}cm^3`$, as predicted by Mott. Hence, the decrease of $`\mathrm{}n`$ (increase of $`n_{free}`$) contributes to the reduction of the MIT-$`E_{DS}`$.

Figure 4d shows $`J_{DS}`$ vs. $`E_{DS}`$ near the abrupt jump of transistor 3. Its characteristics are as follows. First, the gate effect at $`E_{DS}`$=2.8MV/m and $`V_{gate}`$=-10V is due to induced holes and occurs suddenly; this indicates attainment of $`n_c`$. Second, the MIT-$`E_{DS}`$ increases with increasing negative gate voltage (or field), which is due to a decrease of the conductivity; $`J_{DS}`$s at MIT points can be nearly regarded as constant and $`\sigma _{DS}=J_{DS}/E_{DS}`$. This is due to an increase of hole carriers generated by the negative gate fields and indicates an increase of inhomogeneity (injection of holes to electron system). It was also observed that the MIT-$`E_{DS}`$ decreases with increasing positive gate voltage when the off-current is large. Third, in the metal (electron system) regime over $`J_{DS}`$=0.9$`\times `$104 mA/cm2, Ohmic behavior differs from the Ohmic behavior in the hole system in Fig. 3 and arises from a dirty interface between the polycrystal VO2 film and the amorphous SiO2. The dirty interface causes resistance  and is a channel where current flows (Fig. 2b). We suggest that the Ohmic behavior in Fig. 4d is a true metallic characteristic. Finally, the gate induced abrupt MIT reveals that the MIT depends upon the hole carriers in the semiconductor regime, and that inhomogeneity also inevitably arises from hole doping .

In conclusion, in the Mott insulator of VO2, MIT near $`U/U_c`$=1 abruptly occurs in company with inhomogeneity through semiconduction as a doping process of internal holes of $`n_c0.018\%`$. This will be observed in all Mott insulators.

We thank Dr. Soo-Hyeon Park at KBSI for Hall-effect measurement, Dr. Gyungock Kim for valuable discussions on the Zener transition, and Dr. J. H. Park for fabrication of Si3N4 films with CVD. HT Kim, the leader of this project, developed the concept, and wrote the paper. BG Chae and DH Youn deposited VO2 and BSTO films, performed the transistor fabrication process including Si based transistors, and measured $`IV`$ characteristics. KY Kang prepared the laser-ablation and lithography equipments and generated this project with HT Kim. SL Maeng evaluated transistor characteristics, the shielding measurement system, and the Si3N4 film fabrication.


text:
# Coupled atomic motion and spin-glass transition in FeAl2

## Abstract

We have used 57Fe Mössbauer spectroscopy and x-ray diffraction to study the magnetic and vibrational properties of FeAl2. FeAl2 is an ordered intermetallic with a large Fe local moment, and a complex crystal structure with site-occupation disorder on some sites. This material exhibits spin-glass freezing below 35 K. From the 57Fe recoilless fraction, we find that there is a vibrational mode which freezes out concurrently with the spin freezing. X-ray powder diffraction measurements confirm this result, indicating an anomalous change in the Debye-Waller factor at temperatures below the spin-freezing temperature.

Coupling of structural distortions to a magnetic transition can lead to a number of interesting physical phenomena. For instance, in the manganite La1-xCaxMnO3, a Jahn-Teller distortion coupled to the ferromagnetic transition significantly enhances the magnetoresistance Asamitsu et al. (1995); Ramirez (1997), leading to the colossal magnetoresistive effect. Furthermore, in a range of manganite and cuprate materials, the competition between magnetism and structural distortions contributes to the development of stripes and related textures, which has led to a wealth of new physics Renner et al. (2002); Becker et al. (2002); Mathur and Littlewood (2003), and plays an important role in high-$`T_c`$ superconductivity. The interplay of structural distortion and a spin glass transition has also been identified in the highly frustrated pyrochlore lattice: the pyrochlore Y2Mo2O7 exhibits a lattice distortion driven by a spin-glass transition, which allows the magnetic frustration to be reduced Keren and Gardner (2001). In this letter, we describe Mössbauer and x-ray measurements indicating that FeAl2 has a soft mode which is coupled to its spin-freezing transition. This soft mode becomes activated above the spin freezing temperature ($`T_f`$), thus is coupled to the magnetic excitations.

FeAl2 is an ordered intermetallic with a complex structure that can be described as containing layers which are roughly close-packed Corby and Black (1973). Inset within Fig. 1 is a view of this structure perpendicular to these layers. There are ten Al and five Fe sites per unit cell, with three additional sites having mixed Fe-Al occupation, plus one vacancy site per cell, forming channels along $`a`$. The vacancies presumably help to adjust the electron count in order to provide energy stabilization via a pseudogap at the Fermi surface Krajčí and Hafner (2002); hence the observed semimetallic behavior Lue and Kuo (2003). The Fe-Fe coordination number is small, however the effective magnetic moment per Fe atom (2.5 $`\mu _B`$) is large Lue et al. (2001), and has been shown to be a stable local moment on Fe Chi et al. (2005).

The magnetic behavior of FeAl2 is dominated by a spin freezing transition at $`T_f`$ = 35 K Lue et al. (2001), below which the magnetization exhibits the typical frequency dependence and hysteretic behavior of a spin glass. The coupling between Fe spins is dominated by superexchange through Al orbitals, which is antiferromagnetic in sign. The complex structure and mixed occupancy of some sites contribute to the magnetic frustration, and hence the spin glass configuration. NMR measurements Chi et al. (2005) have shown that the spin fluctuations at temperatures well above $`T_f`$ are dominated by non-thermal flip-flop processes between super-exchange-coupled Fe moments. Here we show, using Mössbauer spectroscopy and x-ray diffraction, that these fluctuations are tied to a soft vibrational mode that persists to low temperatures, and which is strongly coupled to the magnetic behavior.

Samples for this study were prepared by arc melting Fe and Al, and subsequent solid-state reaction, to yield polycrystalline ingots. Rietveld analysis of the powder x-ray diffraction pattern for this sample has been discussed previously Chi et al. (2005); no additional phases could be detected. Mössbauer spectra were obtained using a 57Co source in a Rh matrix. The sample was ground and sieved to less than 20$`\mu `$m. Shift and velocity calibrations are referred to $`\alpha `$-Fe at room temperature.

Mössbauer spectra taken at 4.3 K and 295 K are shown in Fig. 1. A large increase in linewidth commences at $`T_f`$, which can be attributed to the development of quasi-static magnetic hyperfine fields ($`H_{hf}`$) at low temperatures Chi et al. (2005). Absorbtion lines include a superposition of five inequivalent Fe sites, plus the three mixed sites, within the triclinic FeAl2 structure (space group P1; see inset of Fig. 1). To fit the hyperfine field distributions, here we have used a Voigt-based fit according to a method described previously Xu et al. (1993); Rancourt and Ping (1991). The fit used three broadened multiplets to approximate the distribution of quadrupole and magnetic hyperfine fields, with a low-temperature distribution of $`H_{hf}`$ shown as an inset to Fig. 1. The resulting weighted average $`H_{hf}`$, shown as the inset to Fig. 2, develops sharply below $`T_f`$, quite similar to the previous result Chi et al. (2005), but with slightly larger average values of $`H_{hf}`$ obtained with this model.

The temperature dependence of the relative Mössbauer spectral areas is shown in Fig. 3. The data were obtained for a sample containing 4 mg/cm2 FeAl2. The area was obtained directly from the measured spectra by means of Simpson integration using a fitted-background subtraction, so as to be independent of the spectral fitting (Fig. 1). The area is related to the recoilless fraction ($`f`$) Vértes et al. (1979); above $`T_f`$ the gradual reduction follows the normal trend, due to increased atomic motion because of the population of phonon modes. Further changes in $`f`$ at low temperatures imply the freezeout of an additional lattice vibrational mode, or perhaps a localized mode involving loosely-bound atoms Vogl et al. (1976); Petry et al. (1980); Pauling (1981).

Mössbauer areas are related to nonlinear absorbtion in thick samples, as well as to $`f`$. To investigate the thickness dependence, we prepared a lower density sample. The inset of Fig. 3 shows area ratios between $`T`$ = 0 K and 50 K, encompassing the magnetic changes. $`T`$ = 0 values were obtained by fitting to a function of the form, exp($`T^2/T_o^2`$) (dashed curve in the main plot of Fig. 3). The inset plot shows a fit to the change vs. thickness, based on the known behavior of Mössbauer spectral areas Vértes et al. (1979). This calculation assumed a change from a doublet to a sextet; although in our case the individual lines are not resolved, this assumption agrees well with the observed linewidth change. The only adjustable parameter for the inset curve was an additive constant, found equal to 0.1 (seen by the intercept), which represents the change in $`f`$ once the thickness effect is removed. Thus the observed changes in area are due in large part to a change in vibrational properties at low-temperatures.

For the case of nuclear motion, $`f`$ is reduced due to dynamical phase shifts of the radiation, averaged over the radiative lifetime. Harmonic motion yields to good approximation Dattagupta (1986) $`f`$ = exp($`k^2x^2`$) $``$ exp(-2$`W`$) where 2$`W`$ is Lamb-Mössbauer factor, $`k`$ is the $`\gamma `$-ray wavevector and $`x^2`$ the mean square linear displacement. Using a Debye phonon model one finds Dattagupta (1986)

$$2W=\frac{6E_R}{k_B\mathrm{\Theta }_D}\left[\frac{1}{4}+\frac{T^2}{\mathrm{\Theta }_D^2}_0^{\mathrm{\Theta }_D/T}\frac{\xi d\xi }{e^\xi 1}\right],$$
(1)
where $`E_R`$ and $`\mathrm{\Theta }_D`$ are the recoil energy and Debye temperature respectively. A fit of the high-temperature data gives $`\mathrm{\Theta }_D`$ = 413 K, shown as a solid curve in Fig. 3. This is comparable to that of other intermetallic compounds \[for example Zr(Fe,Al)2 has $`\mathrm{\Theta }_D`$ = 420 K Israel et al. (1997)\]. The increased area below $`T_f`$ is a departure from the Debye model. Lattice softening at a structural phase transition typically gives an enhancement of $`f`$ only in the critical region near $`T_c`$ Dattagupta (1986). In manganites and related colossal magnetoresistive materials, $`f`$ increases at temperatures somewhat below $`T_c`$ Nath et al. (2002), attributed to fluctuations confined to nanoscale clusters associated with polarons. For FeAl2, the reduction in $`f`$ from $`T`$ = 0 to $`T_f`$ corresponds to the activation of a vibrational mode with $`\sqrt{x^2}`$ = 0.0044 nm for Fe, calculated according to $`f`$ = exp($`k^2x^2`$).

Low temperature x-ray diffraction measurements also support the presence of a low-temperature vibration anomaly. We examined the diffraction profile at temperatures between 10 and 300 K, over a restricted angular range of 19 to 27, which contains some of the characteristic peaks. (A full powder spectrum was shown in Ref. Chi et al. (2005).) The relative peak intensities were obtained by means of Simpson integration using a fitted-background subtraction Dong et al. (1999). From the diffraction profiles we see no evidence of any structural transition down to 10 K (the instrument limitation), though the limited angular range precludes a detailed structural analysis. The inset to Fig. 4 compares data from 10 K and 35 K, for the region containing the most intense peaks, showing the amplitude increase with little or no peak shift. A striking feature is that the relative intensities exhibit a rapid increase below 35 K, similar to the Mössbauer results. This implies an anomalous stiffening as the temperature decreases below $`T_f`$.

The main plot of Fig. 4 shows the evolution of the peak areas. The solid curve is a fit of the high-temperature data to exp(-2$`M`$), where the Debye-Waller factor is

$$2M=\frac{12h^2sin^2\theta }{mk_B\mathrm{\Theta }_D\lambda ^2}\left[\frac{1}{4}+\frac{T^2}{\mathrm{\Theta }_D^2}_0^{\mathrm{\Theta }_D/T}\frac{\xi d\xi }{e^\xi 1}\right],$$
(2)
where $`m`$ is the atom mass, $`\theta `$ the scattering angle, and $`\lambda `$ the x-ray wavelength. To evaluate the results, we approximated $`m`$ as the average mass, weighted according to form factors and atom concentrations, yielding $`\mathrm{\Theta }_D`$ = 430 K. This is in good agreement with the (more precise) Mössbauer value of 413 K. However, below $`T_f`$ there is an additional increase, corresponding to an enhancement of 6.5 $`\%`$ between 35 and 10 K.

The mean square displacement can be obtained from the x-ray diffraction intensities in a similar way to the Mössbauer recoilless fraction, although the x-ray average includes static as well as dynamic lattice displacements, and scattering from Al as well as Fe. The x-ray results give $`\sqrt{x^2}`$ = 0.014 nm at 35 K, approximately 3 times larger than the value found via Mössbauer. Note that these averages assume that all atoms are vibrating in an equivalent way; if instead only one Fe atom per cell were involved in the anomalous vibrational mode, for example, the result would instead be $`\sqrt{x^2}`$ $``$ 0.13 nm for this atom (depending upon the phase factors involved in the particular reflections observed). A localized vibration involving only a single Al yields instead 0.52 nm. These large values seem unlikely to be accommodated by the lattice, despite the presence of the vacancy site (Fig. 1). Rietveld refinement Chi et al. (2005) yielded room-temperature thermal ellipsoids (assumed isotropic) with sizes in the range 0.01$``$0.03 nm. While the sensitivity to such parameters for a single atom is not high for such a complex stucture, these results make it seem unlikely that the anomalous vibrational mode is a localized mode. More likely, the difference between the x-ray and Mössbauer results can be ascribed to larger-amplitude motion for the lighter Al atom, combined with displacements that are in part quasi-static. The results are consistent with vibrations due to magnetic interactions among Fe atoms which are modulated by random magnetic fluctuations. In the spin glass regime, these fluctuations freeze out, reducing the associated atomic motions. This is the only instance of this type of behavior of which we are aware.

Returning to the Mössbauer center shifts of Fig. 2, the decrease with $`T`$ is a second-order Doppler (SOD) shift Dattagupta (1986), due to the activation of phonon vibrations. This shift is proportional to $`\mathrm{\Delta }E`$/$`E_o`$ = $`v^2`$/2$`c^2`$. A fit according to the Debye approximation Dattagupta (1986) is shown by the dashed curve, giving $`\mathrm{\Theta }_D`$ = 414 K, very close to the value obtained from $`f`$. Since the SOD shift contains $`v^2`$ rather than $`x^2`$, the center shift is typically sensitive only to higher-frequency vibrational modes. No change can be seen in the center shift for the temperature range of spin-glass freezing, which implies that the low-temperature change in $`f`$ is due to activation of a low frequency mode. For comparison, the spin exchange frequency was estimated from NMR Chi et al. (2005) to be about 1012 Hz, which corresponds to the frequency of a relatively low-energy acoustic phonon. Therefore, the observed results are consistent with the activation of a vibrational mode which is coupled to the $`T`$-independent spin fluctuations in the paramagnetic regime.

Anomalous low-temperature atomic motion is seen in another Fe-Al system: Fe localized at an interstitial site in irradiated fcc Al exhibits such behavior Vogl et al. (1976); Petry et al. (1980); Pauling (1981), and a similar low-temperature Mössbauer response. However, in the present case the freeze-out is coupled to a magnetic freezing transition. The behavior is also somewhat different from that observed for the Y2Mo2O7 pyrochlore Keren and Gardner (2001), in which a structural distortion accompanies the freezing transition. In FeAl2 the magnetic fluctuations activate a soft mode, which however does not completely soften so as to cause a structural transition (as evidenced by the absence of change in x-ray diffraction).

The closely related quasicrystalline and approximant phase aluminides provide a useful comparison. For example, Al65Cu20Fe15 is a stable icosahedral phase, while Fe4Al13 is a decagonal approximant, however the range of Fe-Al metastable binary quasicrystals does not extend to Fe concentrations as large as in FeAl2 Goldman and Kelton (1993); Huttunen-Saarivirta (2004). Quasicrystals exhibit significantly enhanced diffusion and plasticity, which has been attributed to the motion of phasons, characterized by coordinated atomic jumps which individually cover a fraction of a lattice constant. There have been direct observations of phason motion Edagawa et al. (2000); Abe et al. (2003), and of anomalous motion at surprisingly low temperatures, extending however to crystalline as well as quasicrystalline phases Dolinšek et al. (2002). It would be useful to further characterize the soft mode evidenced in FeAl2 in order to gain further understanding of the lattice vibrational properties of this class of materials.

To summarize, from Mössbauer and x-ray measurements we have demonstrated that FeAl2 undergoes a change in vibrational behavior which accompanies its spin-glass transition. This change takes the form of a soft mode which is activated by the magnetic fluctuations in the material. This result is somewhat different from the behavior previously observed in frustrated magnetic systems, however it seems likely that similar behavior might also be present in other concentrated spin glasses.

###### Acknowledgements.

This work was supported by the Robert A. Welch Foundation, Grant No. A-1526, by the National Science Foundation (DMR-0103455), and by Young Teachers Program of MOE China (EYTP) and National Natural Science Foundation of China (Grant No.50372005).


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# Addendum to: Solar neutrino oscillation parameters after first KamLAND results

## Abstract

In a previous paper Ours , we presented a three-flavour oscillation analysis of the solar neutrino measurements and of the first data from the KamLAND experiment, in terms of the relevant mass-mixing parameters $`(\delta m^2,\theta _{12},\theta _{13})`$. The analysis, performed by including the terrestrial neutrino constraints coming from the CHOOZ (reactor), KEK-to-Kamioka (K2K, accelerator) and Super-Kamiokande (SK, atmospheric) experiments, provided a stringent upper limit on $`\theta _{13}`$, namely, $`\mathrm{sin}^2\theta _{13}<0.05`$ at $`3\sigma `$. We reexamine such upper bound in the light of a recent (although preliminary) reanalysis of atmospheric neutrino data performed by the SK collaboration, which seems to shift the preferred value of the largest neutrino square mass difference $`\mathrm{\Delta }m^2`$ downwards. By taking the results of the SK official reanalysis at face value, and by repeating the analysis in Ours  with such a new input, we find that the upper bound on $`\theta _{13}`$ is somewhat relaxed: $`\mathrm{sin}^2\theta _{13}<0.067`$ at $`3\sigma `$. Related phenomenological issues are briefly discussed.

In a previous paper Ours , we presented a three-flavor oscillation analysis of data from KamLAND KamL  and solar Sola  neutrino experiments, in terms of the three mass-mixing parameters relevant for this data set, namely, the smallest square mass difference ($`\delta m^2=m_2^2m_1^2`$), and the two mixing angles between the first and the other two neutrino generations ($`\theta _{12}`$ and $`\theta _{13}`$ in standard notation PDGr ). The analysis included also the constraints coming from the following terrestrial neutrino experiments: CHOOZ (reactor) CHOO , KEK-to-Kamioka (K2K, accelerator) K2Ks , and Super-Kamiokande (SK, atmospheric) SKat . In particular, an approximate SK+K2K data combination Lett  was used to constrain the largest neutrino square mass difference: $`\mathrm{\Delta }m^2=(2.7\pm 0.4)\times 10^3`$ eV2 ($`1\sigma `$) Lett . The parameter $`\mathrm{\Delta }m^2`$ was then marginalized away in the $`3\nu `$ analysis of the CHOOZ spectral data Ours ; Lett , which depends on the four parameters ($`\mathrm{\Delta }m^2,\delta m^2,\mathrm{sin}^2\theta _{12},\mathrm{sin}^2\theta _{13}`$) Pala .

Our summary of the constraints on the $`3\nu `$ parameters ($`\delta m^2,\mathrm{sin}^2\theta _{12},\mathrm{sin}^2\theta _{23}`$) was given in Fig. 9 of Ours , in terms of the projected $`\mathrm{\Delta }\chi ^2`$ functions of the global (solar+terrestrial) data fit. The same functions are reported, for the sake of completeness, in Fig. 1 (solid curves). In particular, the following upper bound was obtained on the mixing angle $`\theta _{13}`$ Ours ):

$$\mathrm{sin}^2\theta _{13}<0.05(3\sigma ,\mathrm{all}\mathrm{data}).$$
(1)
After the work Ours , a thorough analysis Marr  of the first K2K spectral data K2Ks  has provided, in combination with SK atmospheric neutrino data SKat , a more reliable and accurate estimate of the $`\mathrm{\Delta }m^2`$ range Marr :

$$\mathrm{\Delta }m^2=(2.6\pm 0.4)\times 10^3\mathrm{eV}^2(1\sigma ,\mathrm{SK}+\mathrm{K2K}).$$
(2)
A very similar range has been found in a recent, independent analysis of SK+K2K data Conc . However, the mere decrease of the $`\mathrm{\Delta }m^2`$ best-fit value from $`2.7`$ Lett  to 2.6 Marr ; Conc  (in units of $`10^3`$ eV2) does not induce any perceptible change in the results summarized in Fig. 9 of Ours . A nonnegligible change can be instead induced by a more substantial decrease of $`\mathrm{\Delta }m^2`$, as possibly indicated by a new SK data reanalysis EPSC .

The SK Collaboration has recently presented the preliminary results of a global reanalysis of the previous atmospheric neutrino data (no new data included), which incorporates improvements or changes of various basic ingredients, such as the neutrino interaction simulator, the inner and outer detector simulators, the data reduction process, the event reconstruction algorithm, and the input atmospheric neutrino fluxes EPSC . It is claimed that each change slightly shifts the $`\mathrm{\Delta }m^2`$ allowed region to lower values, the final best-fit value being $`\mathrm{\Delta }m^2=2\times 10^3`$ eV2 EPSC , i.e., $`1.5\sigma `$ below the central value in Eq. (2).

At present, we cannot recover from EPSC  enough information to implement the above variations in a thorough, ab initio analysis of the SK atmospheric data, and thus we cannot independently check the above claim. However, it is tempting to study, at least in a first approximation, the implications of relatively low $`\mathrm{\Delta }m^2`$ values EPSC  on our previous $`3\nu `$ analysis Ours . In particular, it is immediate to recognize LBLN  that a significant downward shift of $`\mathrm{\Delta }m^2`$ weakens the upper bound on $`\mathrm{sin}^2\theta _{13}`$ coming from the CHOOZ data CHOO . Since the parameter $`\mathrm{sin}^2\theta _{13}`$ has an enormous impact on basically all aspects of current and future neutrino phenomenology, we think it useful to reexamine its previous probability distribution Ours  in the light of the preliminary SK revised results EPSC .

To this purpose, we derive an approximate $`\chi _{\mathrm{SK}^{}}^2(\mathrm{\Delta }m^2)`$ function through graphical reduction of the SK mass-mixing parameter fit in EPSC , and combine it with our (unaltered) $`\chi _{\mathrm{K2K}}^2(\mathrm{\Delta }m^2)`$ function from the K2K spectral analysis in Marr . We obtain then the following “revised” estimate for $`\mathrm{\Delta }m^2`$,

$$\mathrm{\Delta }m^2=(2.0_{0.3}^{+0.4})\times 10^3\mathrm{eV}^2(1\sigma ,\mathrm{SK}^{}+\mathrm{K2K}),$$
(3)
where the errors, although asymmetric, turn out to scale linearly up to $`3\sigma `$.111In other words, the function $`\chi _{\mathrm{SK}^{}+\mathrm{K2K}}^2`$ is well approximated by two half-parabolae. The SK label indicates that we are using here the “revised” Super-Kamiokande results from EPSC . Notice that the above estimate is compatible with the $`\mathrm{\Delta }m^2`$ ranges independently preferred by the final analyses of the MACRO MACR  and Soudan 2 SOUD  atmospheric neutrino experiments.

Assuming the $`\mathrm{\Delta }m^2`$ input from Eq. (3), we proceed to perform the global $`3\nu `$ fit as in Ours , all other phenomenological inputs being unchanged. The results are shown in Fig. 1 (dotted curves). As compared with the previous results Ours  (solid curves), no noticeable change is seen in the fit to the leading solar $`\nu `$ parameters $`\delta m^2`$ and $`\mathrm{sin}^2\theta _{12}`$ (left and middle panel in Fig. 1). The constraints on $`\mathrm{sin}^2\theta _{13}`$ are instead somewhat relaxed, as expected. In particular, the intercept of the line at $`\mathrm{\Delta }\chi ^2=9`$ with the dotted curve in the right panel of Fig. 1 provides the “revised” $`3\sigma `$ upper bound on $`\mathrm{sin}^2\theta _{13}`$,

$$\mathrm{sin}^2\theta _{13}<0.067(3\sigma ,\mathrm{all}\mathrm{data}),$$
(4)
to be compared with the previous one in Eq. (1). Essentially, the main effect of the “revised” SK atmospheric neutrino results EPSC  consists in enlarging the upper bounds on $`\mathrm{sin}^2\theta _{13}`$ by a factor $`1.3`$ at any C.L. This is the main result of our Addendum.

We conclude with a few qualitative comments on possible phenomenological implications of the relatively “low” $`\mathrm{\Delta }m^2`$ in Eq. (3) and of the relatively “weak” upper bound on $`\mathrm{sin}^2\theta _{13}`$ in Eq. (4). Concerning long-baseline accelerator experiment, an increase in the upper limit on $`\mathrm{sin}^2\theta _{13}`$ may, in general, enlarge the discovery potential in the $`\nu _\mu \nu _e`$ channel. On the other hand, low values of $`\mathrm{\Delta }m^2`$ imply small $`\nu _\mu \nu _\tau `$ appearance rates \[$`(\mathrm{\Delta }m^2)^2`$\] in the same class of experiments. Weakening the bounds on $`\mathrm{sin}^2\theta _{13}`$ might also weaken future KamLAND limits on $`\theta _{12}`$ (when they will become competitive with solar neutrino limits), since variations of $`\mathrm{sin}^2\theta _{12}`$ can be partly traded for variations of $`\mathrm{sin}^2\theta _{13}`$ (both affecting the KamLAND event rate in a similar way). Uncertainties on the mixing angles may then affect other observables, e.g., the effective Majorana mass in neutrinoless double beta decay. Concerning atmospheric neutrinos, low values of $`\mathrm{\Delta }m^2`$ and relatively high values of $`\mathrm{sin}^2\theta _{13}`$ can make subleading $`3\nu `$ effects somewhat more important. In particular, if the best-fit value of $`\delta m^2`$ in Fig. 1 would increase with future KamLAND data, then atmospheric neutrino analyses at zeroth order in $`\delta m^2/\mathrm{\Delta }m^2`$ might need an upgrade to include higher-order effects. Of course, none of the above effects can be large enough to change significantly the overall picture of the $`3\nu `$ oscillation phenomenology. However, current or predicted ranges for several parameters and observables might need small readjustments, should the revised SK atmospheric neutrino analysis in EPSC  and the $`\mathrm{\Delta }m^2`$ estimate in Eq. (3) be basically confirmed by more detailed studies: The “revised” upper limit on $`\mathrm{sin}^2\theta _{13}`$ in Eq. (4) is just one relevant example.

###### Acknowledgements.

This work was in part supported by the Italian Ministero dell’Istruzione, Università e Ricerca (MIUR) and Istituto Nazionale di Fisica Nucleare (INFN) within the “Astroparticle Physics” research project.


text:
# An uncertainty principle for cyclic groups of prime order

## 1. Introduction

Let $`G`$ be a finite abelian additive group, and let $`e:G\times GS^1:=\{z\text{C}:|z|=1\}`$ be any non-degenerate bi-character of $`G`$, by which we mean a function $`e(x,\xi )`$ taking values on the unit circle obeying the multiplicativity properties

$$e(x+x^{},\xi )=e(x,\xi )e(x^{},\xi );e(x,\xi +\xi ^{})=e(x,\xi )e(x,\xi ^{})$$

and is non-degenerate in the sense that for every $`x0`$ there exists a $`\xi G`$ such that $`e(x,\xi )1`$, and conversely for every $`\xi 0`$ there exists an $`xG`$ such that $`e(x,\xi )1`$. For instance, if $`G`$ is the cyclic group $`G:=\text{Z}/N\text{Z}`$, we may take $`e(x,\xi ):=e^{2\pi ix\xi /N}`$. If $`f:G\text{C}`$ is any complex-valued function on $`G`$, we may then define the Fourier transform $`\widehat{f}:G\text{C}`$ by the formula

$$\widehat{f}(\xi ):=\frac{1}{|G|}\underset{xG}{}f(x)\overline{e(x,\xi )},$$

where $`|G|`$ denotes the cardinality of $`G`$. If we use $`\text{supp}(f):=\{xG:f(x)0\}`$ to denote the support of $`f`$, we thus see from the triangle inequality, Cauchy-Schwarz and Plancherel that

$`\underset{\xi G}{sup}|\widehat{f}(\xi )|`$ $`{\displaystyle \frac{1}{|G|}}{\displaystyle \underset{xG}{}}|f(x)|`$
$`{\displaystyle \frac{|\text{supp}(f)|^{1/2}}{|G|^{1/2}}}({\displaystyle \frac{1}{|G|}}{\displaystyle \underset{xG}{}}|f(x)|^2)^{1/2}`$
$`={\displaystyle \frac{|\text{supp}(f)|^{1/2}}{|G|^{1/2}}}({\displaystyle \underset{\xi G}{}}|\widehat{f}(\xi )|^2)^{1/2}`$
$`{\displaystyle \frac{|\text{supp}(f)|^{1/2}|\text{supp}(\widehat{f})|^{1/2}}{|G|^{1/2}}}\underset{\xi G}{sup}|\widehat{f}(\xi )|.`$
Thus, if $`f`$ is non-zero, we thus obtain the well-known uncertainty principle,

(1)
$$|\text{supp}(f)||\text{supp}(\widehat{f})||G|.$$

This bound is of course sharp when $`f`$ is a Dirac mass, or when $`\widehat{f}`$ is a Dirac mass. More generally, if $`H`$ is any subgroup of $`G`$, and we set $`f`$ to be the characteristic function $`\chi _H`$ of $`f`$, it is easy to see that $`|\text{supp}(f)|=|H|`$ and $`|\text{supp}(\widehat{f})|=|G|/|H|`$, so again (1) is sharp. Indeed one can show that up to the symmetries of the Fourier transform (translation, modulation, and homogeneity) this is the only way in which (1) can be obeyed with equality (see e.g. ). For more background on the Fourier transform on finite abelian groups and the uncertainty principle we refer to .

Now consider the case where $`G`$ is a cyclic group of prime order, $`G=\text{Z}/p\text{Z}`$, with $`e(x,\xi ):=e^{2\pi ix\xi /p}`$. In this case $`G`$ has no subgroups other than the trivial ones $`\{0\}`$ and $`G`$, and thus one expects to improve upon (1). Indeed we can get an absolutely sharp result as to the possible values of $`\text{supp}(f)`$ and $`\text{supp}(\widehat{f})`$:

###### Theorem 1.1.

Let $`p`$ be a prime number. If $`f:\text{Z}/p\text{Z}\text{C}`$ is a non-zero function, then111This inequality was also discovered independently by András Biró  and Roy Meshulam (Vsevolod Lev, private communication). Given the number of times Lemma 1.3 appears to have been rediscovered in the literature it is in fact quite likely that this theorem has existed previously in some unpublished form.

$$|\text{supp}(f)|+|\text{supp}(\widehat{f})|p+1.$$

Conversely, if $`A`$ and $`B`$ are two non-empty subsets of $`\text{Z}/p\text{Z}`$ such that $`|A|+|B|p+1`$, then there exists a function $`f`$ such that $`\text{supp}(f)=A`$ and $`\text{supp}(\widehat{f})=B`$.

The informal explanation of this principle is that the class of functions $`f`$ from $`\text{Z}/p\text{Z}\text{C}`$ has exactly $`p`$ degrees of freedom. Requiring that $`\text{supp}(f)=A`$ takes away $`p|A|`$ of these degrees, while requiring that $`\text{supp}(\widehat{f})=B`$ takes away another $`p|B|`$. The uncertainty principle is then a statement that the Fourier basis (of exponentials) and the physical space basis (of Dirac deltas) are “totally skew” (or more precisely, that all the minors of the exponential basis matrix $`(e^{2\pi ijk/p})_{0j,k<p}`$ are non-zero). The idea that the prime cyclic group $`\text{Z}/p\text{Z}`$ has this “maximally skew” structure (in some sense, it is as far as possible from containing subgroups) is consistent with some other recent work on the arithmetic structure of prime cyclic groups, see for instance , .

The proof of Theorem 1.1 requires a number of preliminary lemmas. We first need a lemma from the Galois theory of the cyclotomic integers.

###### Lemma 1.2.

Let $`p`$ be a prime, $`n`$ be a positive integer, and let $`P(z_1,\mathrm{},z_n)`$ be a polynomial with integer co-efficients. Suppose that we have $`n`$ $`p^{th}`$ roots of unity $`\omega _1,\mathrm{},\omega _n`$ (not necessarily distinct) such that $`P(\omega _1,\mathrm{},\omega _n)=0`$. Then $`P(1,\mathrm{},1)`$ is a multiple of $`p`$.

Proof Write $`\omega :=e^{2\pi i/p}`$, then for every $`1jn`$ we have $`\omega _j=\omega ^{k_j}`$ for some integers $`0k_j<p`$. If we then define the single-variable polynomial $`Q(z)`$ by

$$Q(z):=P(z^{k_1},\mathrm{},z^{k_n})modz^p1,$$

where $`R(z)modz^p1`$ is the remainder when dividing $`R(z)`$ by $`z^p1`$ (or equivalently, taking the polynomial $`R(z)`$ and replacing $`z^{qp+r}`$ with $`z^r`$ for all $`q1`$ and $`0r<p`$), then we have $`Q(\omega )=0`$ and $`Q(1)=P(1,\mathrm{},1)`$. But $`Q(z)`$ is a polynomial of degree at most $`p1`$ with integer coefficients, and thus must be an integer multiple of the minimal polynomial $`1+z+\mathrm{}+z^{p1}`$ of $`\omega `$. The claim follows.

Using this lemma, we can show that all the minors of the Fourier matrix are non-zero.

###### Lemma 1.3.

Let $`p`$ be a prime and $`1np`$. Let $`x_1,\mathrm{},x_n`$ be distinct elements of $`\text{Z}/p\text{Z}`$, and let $`\xi _1,\mathrm{},\xi _n`$ also be distinct elements of $`\text{Z}/p\text{Z}`$. Then the matrix $`(e^{2\pi ix_j\xi _k/p})_{1j,kn}`$ has non-zero determinant.

This result was first proved by Chebotarëv in 1926 (see ), and with additional proofs given by Resetnyak , Dieudonné , Newman , Evans and Stark , and more recently Frenkel  and Goldstein, Guralnick, and Isaacs . Recently, some more quantitative measure of the non-degeneracy of (randomly selected) minors was obtained in . All proofs of Lemma 1.3 require a certain amount of algebraic information about the cyclotomic integers, but our proof requires relatively little in that regard (all we need is Lemma 1.2).

Proof Write $`\omega _j:=e^{2\pi ix_j/p}`$. Then each $`\omega _j`$ is a distinct root of unity, and our task is to show that

$$det(\omega _j^{\xi _k})_{1j,kn}$$

is non-zero. Motivated by the previous lemma, we define the polynomial $`D(z_1,\mathrm{},z_n)`$ of $`n`$ variables by

$$D(z_1,\mathrm{},z_n):=det(z_j^{\xi _k})_{1j,kn};$$

here we identify the frequencies $`\xi _k\text{Z}/p\text{Z}`$ with elements of $`\{0,1,\mathrm{},p1\}`$ in the obvious manner. This is clearly a polynomial with integer co-efficients. Unfortunately $`D(1,\mathrm{},1)`$ degenerates to zero and so Lemma 1.2 does not directly tell us that $`D(\omega _1,\mathrm{},\omega _n)`$ is non-zero. Indeed, $`D`$ clearly vanishes when $`z_j=z_j^{}`$ for any $`1j<j^{}n`$, and so we can factor

(2)
$$D(z_1,\mathrm{},z_n)=P(z_1,\mathrm{},z_n)\underset{1j<j^{}n}{}(z_jz_j^{})$$

for some other polynomial $`P`$ with integer coefficients. We will show that $`P(1,\mathrm{},1)`$ is not a multiple of $`p`$, which by Lemma 1.2 shows that $`P(\omega _1,\mathrm{},\omega _n)`$ is non-zero, which proves the claim since the $`\omega _j`$ are all distinct.

To compute $`P(1,\mathrm{},1)`$, we differentiate $`D`$ repeatedly. In particular, we consider the expression

(3)
$$(z_1\frac{d}{dz_1})^0(z_2\frac{d}{dz_2})^1\mathrm{}(z_n\frac{d}{dz_n})^{n1}D(z_1,\mathrm{},z_n)|_{z_1=\mathrm{}=z_n=1}.$$

Note that we are applying $`0+1+\mathrm{}+n1=\frac{n(n1)}{2}`$ differentiation operators, which is exactly the same number as the number of linear factors $`(z_jz_j^{})`$ in (2). By the Leibnitz rule, each differentiation operator $`z_j\frac{d}{dz_j}`$ may eliminate one of these linear factors (and replace it with $`z_j`$), or it may differentiate some other term (e.g. it may differentiate $`P`$). But the only terms from the Leibnitz expansion which do not vanish when $`z_1=\mathrm{}=z_n=1`$ are those in which every differentiation operator eliminates one of the linear factors (so in particular we never need to differentiate $`P`$). The $`n1`$ copies of the differentiation operators $`z_n\frac{d}{dz_n}`$ can only eliminate the $`n1`$ linear factors $`(z_jz_n)`$, and so every one of those linear factors must be eliminated by one of these differentiation operators, and there are $`(n1)!`$ ways in which this can occur. We then argue similarly with the $`n2`$ copies of $`z_{n1}\frac{d}{dz_{n1}}`$, which must eliminate the $`n2`$ linear factors $`(z_jz_{n1})`$ (and there are $`(n2)!`$ ways of doing so). Continuing in this fashion we thus see that

$$(\text{3})=(n1)!(n2)!\mathrm{}0!P(1,\mathrm{},1).$$

Since $`(n1)!(n2)!\mathrm{}0!`$ is not a multiple of $`p`$, it thus suffices to show that the integer (3) is not a multiple of $`p`$. But by the definition of $`D(z_1,\mathrm{},z_n)`$ and the multilinearity of the determinant, and the trivial observation that $`(z_j\frac{d}{dz_j})z_j^\xi =\xi z_j^\xi `$, we see that

$$(\text{3})=det(\xi _k^{j1})_{1j,kn}.$$

This is a Vandermonde determinant which (as is well-known) is equal to

$$\pm \underset{1k<k^{}n}{}(\xi _k\xi _k^{}).$$

But since the $`\xi _k`$ are all distinct modulo $`p`$, this is not a multiple of $`p`$, and the claim follows.

From the above Lemma we immediately obtain

###### Corollary 1.4.

If $`p`$ is a prime, and $`A,\stackrel{~}{A}`$ are non-empty subsets of $`\text{Z}/p\text{Z}`$ such that $`|A|=|\stackrel{~}{A}|`$, then the linear transformation $`T:l^2(A)l^2(\stackrel{~}{A})`$ defined by $`Tf=\widehat{f}|_{\stackrel{~}{A}}`$ (i.e. we restrict the Fourier transform of $`f`$ to $`\stackrel{~}{A}`$) is invertible. Here we use $`l^2(A)`$ to denote those functions $`f:G\text{C}`$ which are equal to zero outside of $`A`$.

Indeed, the coefficient matrix of $`T`$ is of the form considered in Lemma 1.3. From this Corollary we can now easily prove the uncertainty principle.

Proof \[of Theorem 1.1.\] Suppose for contradiction that we had a non-zero function $`f`$ such that $`|\text{supp}(f)|+|\text{supp}(\widehat{f})|p`$. Then if we write $`A:=\text{supp}(f)`$, then we can find a set $`\stackrel{~}{A}`$ in $`\text{Z}/p\text{Z}`$ which is disjoint from $`\text{supp}(\widehat{f})`$ and has cardinality equal to $`|A|`$. But this contradicts Corollary 1.4 since $`Tf=0`$ but $`f0`$.

Now we prove the converse. It will suffice to prove the claim when $`|A|+|B|=p+1`$, since the claim for $`|A|+|B|>p+1`$ then follows by applying the claim to subsets $`A^{}`$, $`B^{}`$ of $`A`$, $`B`$ respectively for which $`|A^{}|+|B^{}|=p+1`$, and then taking generic linear combinations as $`A^{}`$, $`B^{}`$ vary.

We can then choose an $`\stackrel{~}{A}`$ in $`\text{Z}/p\text{Z}`$ of cardinality $`|\stackrel{~}{A}|=|A|`$ such that $`\stackrel{~}{A}`$ intersects $`B`$ in only one point, say $`\stackrel{~}{A}B=\{\xi \}`$. But by Corollary 1.4 the map $`T`$ is invertible, and in particular we can find a non-zero $`fl^2(A)`$ such that $`\widehat{f}`$ vanishes on $`\stackrel{~}{A}\backslash \{\xi \}`$ and is non-zero on $`\xi `$. Such a function must then be non-zero on all of $`A`$ and non-zero on all of $`B`$ since this would violate the first part of the uncertainty principle proven in the previous paragraph. Thus $`\text{supp}(f)=A`$ and $`\text{supp}(\widehat{f})=B`$ as desired.

Observe that an immediate consequence of Theorem 1.1 is that any sparse polynomial $`_{j=0}^kc_jz^{n_j}`$ with $`k+1`$ non-zero coefficients and $`0n_0<\mathrm{}<n_k<p`$, when restricted to the $`p^{th}`$ roots of unity $`\{z:z^p=1\}`$, can have at most $`k`$ zeroes. Indeed, such a polynomial is essentially the Fourier transform in $`\text{Z}/p\text{Z}`$ of a function whose support has cardinality $`k+1`$, and so the support of the polynomial must contain at least $`pk`$ $`p^{th}`$ roots of unity by Theorem 1.1, and the claim follows.

Another immediate consequence is the Cauchy-Davenport inequality , , which asserts that for any two finite non-empty subsets $`A`$ and $`B`$ of $`\text{Z}/p\text{Z}`$, the sumset $`A+B:=\{a+b:aA,bB\}`$ obeys the bounds

$$|A+B|\mathrm{min}(|A|+|B|1,p).$$

Proof 222We thank Robin Chapman for this proof, which is slightly shorter than the original proof of the author. Fix $`A`$, $`B`$. Since $`A`$ and $`B`$ are non-empty, we may find two subsets $`X`$ and $`Y`$ of $`\text{Z}/p\text{Z}`$ such that $`|X|=p+1|A|`$, $`|Y|=p+1|B|`$, and $`|XY|=\mathrm{max}(|X|+|Y|p,1)`$. By Theorem 1.1 we may find a function $`f`$ such that $`\text{supp}(f)=A`$ and $`\text{supp}(\widehat{f})=X`$, and a function $`g`$ such that $`\text{supp}(g)=B`$ and $`\text{supp}(\widehat{g})=Y`$. Then $`fg`$ has support contained in $`A+B`$ and has Fourier support equal to $`XY`$ (in particular, $`fg`$ is non-zero), and hence by Theorem 1.1 again we have $`|A+B|+|XY|p+1`$, which gives $`|A+B|\mathrm{max}(|A|+|B|1,p)`$ as desired.

It is interesting to compare this proof with the polynomial method proof of , which uses the basis of polynomials rather than the basis of exponentials but is otherwise rather similar in spirit.

Based on this result for groups of prime order, it seems natural to conjecture that one can improve (1) substantially for all finite abelian groups $`G`$, provided that the cardinality of $`|\text{supp}(f)|`$ and $`|\text{supp}(\widehat{f})|`$ stays well away from any factor of $`|G|`$. For instance, Roy Meschulam (private communication) has used Theorem 1.1 and an iteration argument to show that $`p^j|\text{supp}(f)|+p^{nj1}|\text{supp}(\widehat{f})|p^n+p^{n1}`$ for all non-zero functions $`f`$ supported on $`(\text{Z}/p\text{Z})^n`$ and all $`0jn1`$. To put this another way, the point $`(|\text{supp}(f)|,|\text{supp}(\widehat{f})|)`$ in $`\text{Z}\times \text{Z}`$ lies on or above the convex hull of the points $`(p^j,p^{nj})`$ for $`0jn`$, which correspond to the cases where $`f`$ is the characteristic function of a subgroup of $`(\text{Z}/p\text{Z})^n`$. This has immediate application to the number of zeroes of a sparse polynomial of several variables in $`\text{Z}/p\text{Z}`$, which may be of interest for cryptographic applications.

## 2. Acknowledgements

This work was conducted at Australian National University. The author is a Clay Prize Fellow and is supported by a grant from the Packard Foundation. The author is also indebted to Robin Chapman for pointing out the provenance of Lemma 1.3 and simplifying the proof of the Cauchy-Davenport inequality, to Michael Cowling and Gerd Mockenhaupt for pointing out the provenance of (1), and to Roy Meshulam to pointing out extensions of Theorem 1.1 to higher powers of $`\text{Z}/p\text{Z}`$. We also thank Gergely Harcos, Melvyn Nathanson and Vselvolod Lev for some corrections and comments.


text:
# From deterministic dynamics to kinetic phenomena

## Abstract

We investigate a one-dimenisonal Hamiltonian system that describes a system of particles interacting through short-range repulsive potentials. Depending on the particle mean energy, $`ϵ`$, the system demonstrates a spectrum of kinetic regimes, characterized by their transport properties ranging from ballistic motion to localized oscillations through anomalous diffusion regimes. We etsablish relationships between the observed kinetic regimes and the ”thermodynamic” states of the system. The nature of heat conduction in the proposed model is discussed.
PACS number: 05.45.Pq, 05.20.-y, 05.60.cd

The question of how statistical laws emerge from microscopic dynamics has been a subject of interest for a long time . Studies of relatively simple dynamical systems provide a link between deterministic dynamics and diffusion phenomena . In particular, a number of recent dynamical models aim at understanding the necessary and sufficient conditions for a system to obey the Fourier heat conduction law . These examples cover only a part of general problem of how kinetic and thermodynamic properties emerge from dynamics at the atomic scale.

In this Letter we propose a many-particle Hamiltonian model which exhibits a wide range of mass and energy transport regimes, and allows to establish relationships between microscopic properties and thermodynamical and kinetic phenomena. We demonstrate that kinetic properties of the system are determined by one controlling parameter, which is a mean energy per a particle, $`ϵ`$. Varying $`ϵ`$ one can cover the whole spectrum of diffusion regimes, from ballistic motion to ”frozen” states through anomalous diffusion regimes. We show that the observed kinetic regimes are strongly related to the ”thermodynamic” states of the system which change from a ”solid” to ”gas” phase as the parameter $`ϵ`$ increases.

The model describes a system of $`N`$ classical particles each characterized by coordinate $`x_i`$ and the conjugate momentum $`p_i`$. The particles interact through a repulsive short range potential according to the following Hamiltonian

$`H(x_i,p_i)={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{p_i^2}{2}}+{\displaystyle \frac{A}{2}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}e^{((x_ix_j)^2/\sigma ^2)},`$ (1)
where $`A`$ is a strength of inter-particle interaction and $`\sigma `$ is a width of repulsive core. The particles are located on an interval of length $`L`$, and periodic boundary conditions are applied. The mean energy and density of particles are defined as $`\epsilon =E/N`$ and $`\varrho =N/L`$, respectively.

In the high energy limit, $`\epsilon /A1`$, the system in Eq.(1) behaves as a gas of freely flying particles, slightly perturbed by weak interactions. In the opposite low energy limit, $`\epsilon /A1`$, the system forms a crystal lattice with a constant $`a_0=1/\varrho `$. In this solid-like state each particle oscillates at the minimum of potential well formed by its neighbors. In the gas phase the system is uniform while in the solid state it has a discrete translational symmetry with a lattice constant $`a_0`$. According to Kolmogorov - Arnol’d - Moser theorem, in both limits, the system exhibits an ordered dynamical behavior in a region of positive measure in phase space . Due to a difference in symmetries of the ordered states one can expect that a transition between these two states with the change of $`ϵ`$ will occurs through a mixed disordered state.

To study the dynamics of the system in Eq.(1) we use the following algorithm: At the beginning we put all particles at an equal distance $`a_0`$ from each other and give them a kinetic energy according to the Maxwell distribution. After that we rescale velocities of the particles in order to get a total energy equal to $`Nϵ`$. Then, for each time step, we integrate the corresponding dynamical equations using a central difference symplectic scheme . To extract an information on the structure and dynamics we introduce also a sorted array of particles, $`\{x_j^{sort}(t)\}`$, where particles are renumbered according their actual instantaneous position, $`j=sort(i)`$.

In order to illustrate a nature of excitations in the system we show in Fig.1a a time evolution of energy distribution initiated by a local perturbation at time $`t=0`$ that had a form of a kicked group of a few central particles. Here particles with high and low instantaneous velocities are displayed by light and dark colors respectively. The light regions are organized into lines which correspond to excitations propagating along the system. Three types of excitations with different group velocities, which are given by an inverse slope of the lines, can be distinguished: flying particles, low-energy phonons and nonlinear solitonic excitations which are intermediate in energy between them. The first dynamical mode, flying particles, dominates in the gas state, $`ϵ/A1`$. Nonlinear excitations and phonons play the main role in the opposite solid-state limit, $`ϵ/A1`$, (Fig.1c). An energy exchange between different modes is most effective in a ”liquid-like” state, that corresponds to $`ϵ/A1`$. Interactions between modes can lead, for example, to a transformation of flying particle into solitonic excitation (see a circle in Fig.1a) or to ”burning” of flying particle from a sea of phonons and nonlinear excitations (see a circle in Fig.1b)

In order to describe quantitatively a structure of different ”thermodynamic” states arising in the system, we introduce a reduced distance for a sorted set of particles, $`\xi _j=(x_j^{sort}(t)x_{j1}^{sort}(t)a_0)`$, and calculate the probability density function (pdf) $`\mathrm{\Phi }(\xi )`$, $`a_0<\xi <L/2`$ (see Fig.2). In the low energy limit the pdf $`\mathrm{\Phi }(\xi )`$ is governed by a peak near the point $`\xi =0`$, which corresponds to a crystal lattice (a right inset in Fig.2). In the gas limit the density of states scales as (see left inset in Fig.2)

$`\mathrm{\Phi }(\xi )e^{\chi (\xi a_0)}.`$ (2)
It is natural to assume that in the intermediate, liquid state the pdf, $`\mathrm{\Phi }(\xi )`$, can be presented in the form

$`\mathrm{\Phi }(\xi )=\mathrm{\Phi }_{solid}(\xi )+\mathrm{\Phi }_{gas}(\xi )`$ (3)
where $`\mathrm{\Phi }_{solid}(\xi )`$ (a dashed line in Fig.2) and $`\mathrm{\Phi }_{gas}(\xi )`$ (a thin line in Fig.2) describe a solid-state and gas contributions correspondingly. The solid and gas contributions can be isolated from the net pdf by fitting its asymptotics to the exponential distribution, Eq.(2), at negative and large positive $`\xi `$. Then Eq.(3) allows to introduce the order parameter, which presents a fraction of solid phase

$`\varphi ={\displaystyle \frac{_{a_0}^{L/2}\mathrm{\Phi }_{solid}(\xi )𝑑\xi }{_{a_0}^{L/2}\mathrm{\Phi }(\xi )𝑑\xi }}.`$ (4)
Fig.3a shows a dependence of the order parameter $`\varphi `$ on the energy density $`\epsilon `$. It exhibits a phase transition from the gas to solid state as $`ϵ/A`$ decreases. The plateau at $`ϵ/A1`$ indicates on the presence of the third, mixed state that can be associated with a liquid-like phase. Below we consider regimes of mass and energy transfer which correspond to the different thermodynamic states.

Flying particles. Particles can fly only when their velocities are higher than a threshold value, $`v_{fl}\sqrt{2U_{max}}`$, which is determined by the height of the effective potential created by neighboring particles. The latter can be estimated as a barrier in a periodic lattice, formed by particles in the solid state.

Each particle dynamics can be characterized by the mean squared displacement $`x^2(t)`$, which in the long-time limit, follows

$`x^2(t)t^\alpha `$ (5)
where $`\alpha =1`$ for normal diffusion. All processes with $`\alpha 1`$ are known as anomalous diffusion , being subdiffusion for $`0<\alpha <1`$ and superdiffusion for $`1<\alpha <2`$.

The numerical results presented in Fig.3a clearly show three different dynamical regimes: (1) Absence of diffusion for $`ϵ/A1`$ (solid phase). In this case particles perform small oscillations around the minima of the potential, and as a result $`\alpha =0`$. (2) A ballistic regime with $`\alpha =2`$ for $`ϵ/A1`$ (gas phase). (3) Normal diffusion, $`\alpha =1`$, in the liquid-like state where $`ϵ/A1`$. It should be noted that the latter regime exists for a finite interval of $`ϵ`$. For the values of $`ϵ`$ corresponding to gas-liquid and liquid-solid transitions we have found regimes of anomalous diffusion, namely a superdiffusion in the first case and subdiffusion the second case (Fig.3).

In the case of superdiffusion each particle performs both flights and trapped oscillations, randomly switching between these two dynamical modes (see Fig.1a and b). We have obtained the histogram for a single flight time $`\mathrm{\Psi }(t)`$, accumulating the lifetime and length during the interval where the sign of the particle velocity is fixed. It shows an asymptotic power law decay (Fig.3b), $`\mathrm{\Psi }(t)t^\gamma `$, with the exponent $`\gamma 2.5`$ for the gas phase ($`ϵ/A=10`$) that corresponds to superdiffusion and $`\gamma 3`$ for the high energy edge of the liquid phase, at $`ϵ/A=2`$, that corresponds to a transition to normal diffusion regime. The related pdf has the same power behaviour. We note that the flying particles do not have a constant velocity.

The subdiffusion, which has been found in the transition region between solid and liquid states, corresponds to short random jumps of the particles interrupted by long trapping events. At low energies the probability of strong fluctuations which can result in a particle escape from the potential well becomes very low. This leads to anomalously long trapping of particles. The particle motion becomes subdiffusive when the pdf of trapping times has a power law asymptotic, $`\mathrm{\Psi }(t)t^{1\beta }`$ with $`\beta <1`$ . In this case the diffusion exponent $`\alpha `$ in Eq. (5) equals $`\beta `$, $`\alpha =\beta <1`$. The subdiffusive dynamics can be quantitatively described using a continuous-time random walk (CTRW) approach .

Solitary excitations and phonons. In the low-energy regime the system tends to build a crystal-type structure. Local energy fluctuations can create here only relatively smooth nonlinear excitations as well as small-amplitude phonons. In the phonon state particles are mainly localized in the middle point between two nearest neighbors, and the variable $`\xi _j`$ introduced earlier can be used as a small parameter, $`\xi _j/a_01`$ . Lianerization of the equations of motion for the Hamiltonian in Eq.(1) gives the elastic constant $`C=\frac{2A}{\sigma ^2}(1\frac{2}{(\sigma \varrho )^2})e^{\frac{1}{(\sigma \varrho )^2}}`$, which contains all information on the phonon spectrum . This approximation is not valid for nonlinear excitations, where particles can strongly deviate from their equilibrium positions. However, in the case of smooth excitations the displacements of particles with respect to the corresponding middle points change slowly with particle number $`j`$ in the sorted array $`x_j^{sort}`$, and the difference $`y_j=(x_{j+1}^{sort}+x_{j1}^{sort})/2x_j^{sort}`$ can be considered as a smooth variable $`y=y(x,t)`$. One can rewrite the Hamiltonian in Eq.(1) in terms of the continuous variable $`y(x,t)`$ and prove that the solitonic nonlinear excitations propagating with a constant velocity, $`y=y(xvt)`$, indeed exist in the system.

We have found that such solutions exist only for particle densities which are below a critical density, $`\varrho _{crit}=1/a_{0crit}=\sqrt{2}/\sigma `$. For the densities higher than the critical one the width of the excitations reduces to a single particle scale and the smooth nonlinear excitations cannot exist. Under this condition the liquid state (the plateau in Fig.3a) almost disappears and a transition between solid and gas phases goes directly through a ”sublimation” process. Numerical studies of the nonlinear solutions show that they have properties of ”quasi-particles”. They propagate in both directions practically without a loss of energy (see Fig.1c) and collide with each other another. Interactions between different types of excitations produce an intensive energy exchange in the liquid state that leads to the most efficient thermalization of the system in this state.

Heat conduction. The proposed system provides a possibility to simulate kinetic properties of classical low-dimension systems . As an example we consider a problem of heat conductivity. For this purpose the system in Eq. (1) is coupled to the heat reservoirs placed at the walls $`x=0`$ and $`x=L`$. The temperatures at the left and the right walls are given by $`T_l`$ and $`T_r`$ $`(T_l>T_r)`$, respectively. When a particle collides with a wall at temperature $`T_{l,r}`$, it is reflected back with a velocity chosen from the distribution $`f(v)=(|v|/T_{l,r})exp(mv^2/T_{l,r})`$. To calculate a temperature profile we evaluate time averages as follows: we divide the interval $`L`$ into a set of equal cells, $`X_s`$, $`s=1`$, $`N1`$, with a length $`\mathrm{\Delta }X=L/N`$. In Fig.4 we show the local temperature distribution $`T(x)=v_s^2/2`$ found for different thermodynamic phases of the system in Eq. (1). Here $`v_s^2/2`$ is an average kinetic energy of the $`s`$-cell and $``$ denotes a time averaging. $`s`$ denotes the location along the interval and corresponds in a continuum description to $`x`$. In the gas limit the temperature profile exhibits a wide plateau which is typical for a ballistic mechanism of conductivity (Fig.4, open circles). In this case the heat transfer is determined by flying particles. In the opposite, solid state, limit we also find ballistic conductivity which is determined by propagating quasi-particles: solitonic excitations and phonons (Fig.4, squares). In the liquid state the $`T(x)`$ has a strong nonlinear profile with a substantial nonzero slope that is a result of intensive scattering processes and energy exchange between all dynamical modes (Fig.4, filled circles). The local density of particles, $`\rho (x)=n_s/N`$, where $`n_s`$ is the average number of particles per cell, also demonstrates a nonlinear profile, which is complimentary to the temperature profile. The observed variation of $`\rho (x)`$ can be explained by an accumulation of slow particles at the cold end and by fast escape of flying particles from the hot end. A relation between temperature and concentration gradients, which is usually assumed for a macroscopic system close to equilibrium, naturally emerges from the proposed Hamiltonian model.

Our calculations show that the proposed system can be used as a model for thermo-engine that transforms heat into a directed motion. For this purpose the ensemble of particles should be coupled to a third body, i. e. a cargo. Slow particles moving from the cold end affect the cargo stronger than fast particles that move from the hot end. This asymmetry leads to a directed motion of the cargo. Another example of transformation of thermal energy into a directed motion is a production of electric current due to temperature differences of thermostats. To simulate this phenomenon we have considered two kinds of particles with different masses and opposite charges. When the difference in the masses of the particles is large enough the light ones can fly ballistically and transfer current while the heavy ones remain immobile. A detailed consideration of phenomena related to a directed motion will be published elsewhere.

In summary we have introduced a simple dynamical model that establishes the relationships between microscopic properties of Hamiltonian systems and ”macroscopic” thermodynamical and kinetic phenomena. Depending on the energy the model exhibits three well-defined states and a wide spectrum of kinetic phenomena. An interesting and still unresolved question concerns a scaling of Fourier coefficient for the thermoconductivity, $`kL^\beta `$, with a length of the system, $`L`$, . The solution of this problem requires much longer simulations than that reported in this Letter. On the base of our calculations we expect that normal heat conduction, $`kL^0`$, should be observed in the liquid state.

Financial support for this work by grants from the Israel Science foundation (Grant No 573/00) and BSF is gratefully acknowledged.