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# Self-similar spherically symmetric wave maps coupled to gravity

## 1 Introduction

Self-similar solutions of Einstein’s equations have been extensively studied in general relativity (see  for the recent review and vast bibliography of this subject). They are interesting for several reasons. First, under the assumption of self-similarity Einstein’s equations simplify considerably and sometimes (in spherical symmetry, for instance) reduce to a system of ordinary differential equations. This enables one to study them using dynamical systems methods and in some cases it is even possible to find explicit solutions. Second, self-similar solutions exhibit a well-defined singular behaviour at the blow-up. This makes them relevant in the studies of singularity formation; in fact, most of the examples of naked singularities in the literature involve self-similar solutions. Third, in some situations solutions of the Cauchy problem starting from generic initial data evolve asymptotically to self-similar form, in other words, self-similar solutions can play the role of attractors. Finally, the recent surge of interest in self-similar solutions is due to the fact that they appear as critical solutions at the threshold for black hole formation in gravitational collapse.

Such reasons motivated also this paper which, in a sense, is an extension of  where self-similar wave maps from Minkowski spacetime into the 3-sphere were studied. It was proved in  that there exists a countable family of regular (by regularity we mean analyticity below the Cauchy horizon of the singularity) CSS solutions, labeled by a nonnegative integer $`n`$ (a nodal number). It was also shown that the $`n`$th solution has exactly $`n`$ unstable modes. The role of these solutions in the dynamical evolution was investigated in  where it was shown that: (i) the $`n=0`$ solution determines a universal asymptotics of singularity formation, (ii) the $`n=1`$ solution appears as a critical solution at the threshold for singularity formation (see also ). Here, we generalize  by turning on gravity, that is, we consider wave maps with the 3-sphere as the target and a domain manifold which is not Minkowski but a spacetime satisfying the Einstein equations with the $`SU(2)`$ sigma field as the source. The coupling of gravity is parametrized by a dimensionless coupling constant $`\alpha `$ (so that $`\alpha =0`$ corresponds to gravity being turned off). Since the coupling does not break scale invariance, it is natural to ask if the $`\alpha =0`$ CSS solutions constructed in , persist for nonzero $`\alpha `$. A positive answer to this question is the main result of our paper. More precisely, we show that the $`n`$th CSS solution which is analytic within the past light cone of the singularity (in what follows we will refer to the past and future light cones of the singularity as to the past and future self-similarity horizons (SSH)), persists up to $`\alpha =1/2`$. However, this solution is regular (that is, analytic up to the future SSH) only for $`\alpha <\alpha _n`$, where $`\{\alpha _n\}`$ is an increasing sequence bounded above by $`1/2`$. For $`\alpha _n<\alpha <1/2`$, the past SSH of the $`n`$th solution is surrounded by a spacelike apparent horizon beyond which the solution cannot be smoothly continued. Although we have not studied linear stability, it seems plausible that the stability properties of solutions for small $`\alpha `$ are the same as for $`\alpha =0`$. Assuming this, the $`n=0`$ solution (for $`\alpha <\alpha _00.0688`$) is a generic naked singularity, while the $`n=1`$ solution (for $`\alpha <\alpha _10.1518`$) is a codimension-one naked singularity and the candidate for a critical solution.

The CSS solutions constructed here should be relevant for the character of type II critical collapse in the model which is currently being investigated by Husa, Lechner, Pürrer, Thornburg, and Aichelburg (HLPTA). Their first report of progress  shows discretely self-similar (DSS) behaviour at the threshold for black hole formation for $`\alpha 0.18`$ and indicates that DSS disappears for small $`\alpha `$. It is natural to expect that for $`\alpha <\alpha _1`$ the $`n=1`$ CSS solution takes over as a critical solution. Preliminary results of HLPTA seem to confirm this expectation . A mechanism of the DSS/CSS changeover is not yet understood, however. We anticipate that the standard type II CSS critical behaviour will be observed only in the range $`\alpha _0<\alpha <\alpha _1`$. For $`\alpha <\alpha _0`$ we expect qualitatively the same behaviour as in the flat spacetime, where the $`n=1`$ solution sits at the threshold for the $`n=0`$ naked singularity formation.

The rest of the paper is organized as follows. In section 2 we define the model and derive the field equations. In section 3 we construct a countable family of CSS solutions which are analytic between the center and the past SSH. An extension of these solutions beyond the past SSH is determined in section 4. In section 5 we speculate about the role of regular CSS solutions in the dynamical evolution.

## 2 Field Equations

Let $`X:MN`$ be a map from a spacetime $`(M,g_{ab})`$ into a Riemannian manifold $`(N,G_{AB})`$. Wave maps coupled to gravity are defined as extrema of the action

$$S=_M\left(\frac{R}{16\pi G}+L_{WM}\right)𝑑v_g$$
(1)
with the Lagrangian density

$$L_{WM}=\frac{f_\pi ^2}{2}g^{ab}_aX^A_bX^BG_{AB}.$$
(2)
Here $`G`$ is Newton’s constant and $`f_\pi ^2`$ is the wave map coupling constant. Remarkably, in the ”physical” case of $`3+1`$ dimensional spacetime (to which our paper is confined), the coupling of gravity does not break scale invariance but introduces the dimensionless coupling constant $`\alpha =4\pi Gf_\pi ^2`$. The field equations derived from (1) are the wave map equation

$$\mathrm{}_gX^A+\mathrm{\Gamma }_{BC}^A(X)_aX^B_bX^Cg^{ab}=0,$$
(3)
where $`\mathrm{\Gamma }_{BC}^A(X)`$ are the Christoffel symbols of the target metric $`G_{AB}`$ and $`\mathrm{}_g`$ is the d’Alembertian associated with the metric $`g_{ab}`$, and the Einstein equations $`R_{ab}\frac{1}{2}g_{ab}R=8\pi GT_{ab}`$ with the stress-energy tensor

$$T_{ab}=f_\pi ^2\left(_aX^A_bX^B\frac{1}{2}g_{ab}(g^{cd}_cX^A_dX^B)\right)G_{AB}.$$
(4)
The target manifold is taken as the three-sphere $`S^3`$ with the standard metric in polar coordinates $`X^A=(F,\mathrm{\Theta },\mathrm{\Phi })`$

$$G_{AB}dX^AdX^B=dF^2+\mathrm{sin}^2F(d\mathrm{\Theta }^2+\mathrm{sin}^2\mathrm{\Theta }d\mathrm{\Phi }^2).$$
(5)
For the domain manifold we assume spherical symmetry and use Schwarzschild coordinates

$$g_{ab}dx^adx^b=e^{2\delta }Adt^2+A^1dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2),$$
(6)
where $`\delta `$ and $`A`$ are functions of $`(t,r)`$. Next, we assume that the wave maps are corotational, that is

$$F=F(t,r),\mathrm{\Theta }=\theta ,\mathrm{\Phi }=\varphi .$$
(7)
Eq.(3) reduces then to the single semilinear wave equation

$$\mathrm{}_gF\frac{\mathrm{sin}(2F)}{r^2}=0,$$
(8)
where

$$\mathrm{}_g=e^\delta _t(e^\delta A^1_t)+\frac{e^\delta }{r^2}_r(r^2e^\delta A_r),$$
(9)
and the Einstein equations are

$`_tA`$ $`=`$ $`2\alpha rA(_tF)(_rF),`$ (10)
$`_r\delta `$ $`=`$ $`\alpha r\left((_rF)^2+A^2e^{2\delta }(_tF)^2\right),`$ (11)
$`_rA`$ $`=`$ $`{\displaystyle \frac{1A}{r}}\alpha r\left(A(_rF)^2+A^1e^{2\delta }(_tF)^2+2{\displaystyle \frac{\mathrm{sin}^2F}{r^2}}\right).`$ (12)
These equations are invariant under dilations $`(t,r)(\lambda t,\lambda r)`$ so it is natural to look for continuously self-similar (CSS) solutions, that is solutions which are left invariant by the action of the homothetic Killing vector $`K=t_t+r_r`$. To study such solutions it is convenient to use similarity variables $`\rho =r/(t)`$ and $`\tau =\mathrm{ln}(t)`$. Then $`K=_\tau `$, so CSS solutions do not depend on $`\tau `$. Assuming this and using an auxiliary function $`z=e^\delta \rho /A`$, we reduce Eqs.(8-12) to the system of ordinary differential equations (where prime is $`d/d\rho `$)

$$F^{\prime \prime }+\frac{2}{\rho }F^{}\alpha (1+z^2)\rho F_{}^{}{}_{}{}^{3}\frac{\mathrm{sin}(2F)}{A\rho ^2(1z^2)}=0,$$
(13)
$`A^{}`$ $`=`$ $`2\alpha \rho AF_{}^{}{}_{}{}^{2},`$ (14)
$`\rho z^{}`$ $`=`$ $`z(1+\alpha (1z^2)\rho ^2F_{}^{}{}_{}{}^{2}),`$ (15)
$`\rho A^{}`$ $`=`$ $`1A\alpha \left(\rho ^2A(1+z^2)F_{}^{}{}_{}{}^{2}+2\mathrm{sin}^2F\right).`$ (16)
The combination of (14) and (16) yields the constraint

$$1A2\alpha \mathrm{sin}^2F+\alpha A\rho ^2F_{}^{}{}_{}{}^{2}(1z^2)=0.$$
(17)
In what follows, we will be solving Eqs.(13-15). The constraint (17), which is the first integral of these equations, could be used to eliminate $`A`$ from (13) but we find more convenient not to do so. The system (13-15) has a fixed singularity at the center $`\rho =0`$ and moving singularities at points where $`z(\rho )=\pm 1`$ and/or $`A(\rho )=0`$. In terms of the similarity coordinate $`\rho `$, the metric (6) takes the form

$$ds^2=A^1(1z^2)\rho ^2dt^2+2A^1t\rho dtd\rho +A^1t^2d\rho ^2+t^2\rho ^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2),$$
(18)
hence the hypersurfaces $`z=\pm 1`$ are null (provided that $`A>0`$). After  we will refer to these characteristic hypersurfaces as to the self-similarity horizons (SSH). The first $`\rho _0`$ where $`z(\rho _0)=1`$ is the locus of the past light cone of the singularity at the origin $`(t=0,r=0)`$ and we will call it the past SSH. We use the remaining coordinate freedom to locate it at $`\rho _0=1`$, that is $`z(1)=1`$. In the next section we will analyze the system (13-15) below the past SSH, that is for $`0\rho 1`$.

## 3 From the center to the past self-similarity horizon

Expanding about $`\rho =1`$, we get a one-parameter family of solutions of Eqs.(13-15)

$$F(\rho )\frac{\pi }{2}+b(\rho 1),z(\rho )1+(\rho 1),A(\rho )12\alpha 2\alpha (12\alpha )b^2(\rho 1).$$
(19)
We shoot these initial data towards $`\rho =0`$ and adjust the parameter $`b`$ so that the solution satisfies the regularity condition at the center,

$$F(0)=0,z(0)=0,A(0)=1.$$
(20)
We find numerically that for each $`\alpha <1/2`$, there is an infinite sequence $`\{b_n\}`$, $`n=0,1,\mathrm{}`$, such that the corresponding solutions $`(F_n,A_n,z_n)`$ satisfy the boundary conditions (19) and (20). The index $`n`$ denotes the number of solutions of the equation $`F_n(\rho )=\pi /2`$ on the interval $`0<\rho <1`$. In the limit $`\alpha 0`$, the $`n`$th solution tends uniformly to the corresponding $`\alpha =0`$ solution. In the limit $`\alpha 1/2`$, the parameters $`b_n(\alpha )`$ diverge to infinity indicating that regular solutions disappear for $`\alpha 1/2`$. Fig. 1 shows how the shooting parameters $`b_n`$ depend on $`\alpha `$ for $`n=0`$ and $`n=1`$. In Fig. 2 we plot the $`n=0`$ and $`n=1`$ solutions for $`\alpha =0.1`$.

To summarize, we claim that for each $`\alpha <1/2`$ there exists a countable family of CSS solutions which are analytic at the center and at the past SSH. The structure of these solutions is basically the same as for $`\alpha =0`$. Qualitatively new things happen beyond the past SSH and now we turn our attention to this much more interesting region.

## 4 Beyond the past self-similarity horizon

For $`\alpha =0`$ it was easy to show that all solutions starting at $`\rho =1`$ with initial values (19) remain regular for all $`\rho >1`$. As we shall see below this is still true for $`\alpha >0`$ provided that $`b`$ is sufficiently small (note, however, that the metric function $`A(\rho )`$ is monotone decreasing, so $`A(\mathrm{})<1`$, which means that the geometry is not asymptotically flat but conical). However, if $`b`$ is large, the function $`z(\rho )`$ is not monotone increasing for all $`\rho >1`$ and a ”sonic point” develops for some finite $`\rho _B>1`$, that is $`lim_{\rho \rho _B}z(\rho )=1`$. We stress that this ”sonic point” is not a SSH but an apparent horizon because $`lim_{\rho \rho _B}A(\rho )=0`$ as follows easily from (14) and (15). These two kinds of behaviour are illustrated in Fig. 2.

Note that $`\rho =\mathrm{}`$ corresponds to the hypersurface $`(t=0,r>0)`$ so in order to analyze the global behaviour of solutions (for $`t>0`$) we need to go ”beyond $`\rho =\mathrm{}`$”. To this end we define a new coordinate $`x`$ by

$$\frac{d}{dx}=\rho z\frac{d}{d\rho },x(\rho =1)=0.$$
(21)
We also define an auxiliary function $`w(x)=1/z(\rho )`$. In these new variables, the past SSH where $`w=1`$ is at $`x=0`$, while the future SSH (which nota bene is a Cauchy horizon) is located at some $`x_A>0`$ where $`w(x_A)=1`$.

In terms of $`x`$ and $`w`$, Eqs.(13-15) become autonomous (where now prime is $`d/dx`$)

$`w^{}`$ $`=`$ $`1+\alpha (1w^2)F_{}^{}{}_{}{}^{2},`$ (22)
$`A^{}`$ $`=`$ $`2\alpha AwF_{}^{}{}_{}{}^{2},`$ (23)
$`(AF^{})^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(2F)}{w^21}}.`$ (24)
The constraint (17) becomes

$$1A2\alpha \mathrm{sin}^2F+\alpha AF_{}^{}{}_{}{}^{2}(w^21)=0.$$
(25)
From (19) the initial conditions at $`x=0`$ are

$$F(x)\frac{\pi }{2}+bx,w(x)1x,A(x)12\alpha 2\alpha (12\alpha )b^2x.$$
(26)
We already know from the previous section that for each $`\alpha <1/2`$ there is an infinite sequence $`\{b_n\}`$ determining solutions which are regular for all $`x0`$ (note that $`\rho =0`$ corresponds to $`x=\mathrm{}`$). Although these solutions are completely fixed at the past SSH by the requirement of analyticity at the center, in order to understand their behaviour for $`x>0`$ it is helpful to drop this requirement temporarily and consider solutions that start from generic initial conditions (26). Of course, such solutions in general are not analytic at the center.

We first shall show that if $`b`$ is sufficiently small, then the solution remains regular up to the future SSH. To see this, let $`f=(F\pi /2)/b`$. Then, in the limit $`b0`$, Eqs.(22-24) reduce to

$`w^{}`$ $`=`$ $`1+\alpha (1w^2)b^2f_{}^{}{}_{}{}^{2}1,`$ (27)
$`A^{}`$ $`=`$ $`2\alpha Awb^2f_{}^{}{}_{}{}^{2}0,`$ (28)
$`(Af^{})^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(2bf)}{b(w^21)}}{\displaystyle \frac{2f}{w^21}},`$ (29)
with the initial conditions

$$f(0)=0,f^{}(0)=1,w(0)=1,A(0)=12\alpha .$$
(30)
The limiting equations (27) and (28) are solved by $`w=1x`$ and $`A=12\alpha `$. Substituting these solutions into (29) we get the equation

$$(12\alpha )f^{\prime \prime }+\frac{2f}{x(x2)}=0,$$
(31)
whose solution is given by the hypergeometric function $`f(x)=x{}_{2}{}^{}F_{1}^{}[(1i\sqrt{7})/2,(1+i\sqrt{7})/2,2,x/2]`$. Since solutions of Eqs.(22-24) are continuous in $`b`$ and $`x`$, by uniform continuity on compact intervals, the solutions with sufficiently small $`b`$ will tend to $`w=1`$.

Asymptotic analysis at the future SSH, $`x_A`$, yields the following leading order behaviour (where $`y=x_Ax`$)

$$w1+y,AA_02\alpha A_0c^2y\mathrm{ln}^2(y),FF_0cy\mathrm{ln}(y),$$
(32)
where $`A_0=12\alpha \mathrm{sin}^2F_0`$, $`c=\mathrm{sin}(2F_0)/2A_0`$, and $`F_0`$ is a free parameter. Thus, a solution that is analytic at the past SSH, generically will be only $`C^0`$ at the future SSH111If $`F_0`$ is an integer multiple of $`\pi /2`$, then the singular log terms in (32) are absent and the solution is smooth at the future SSH. One can show that this happens for discrete values of $`b`$, which means that there exist solutions which are analytic *both* at the past and the future SSH. Of course, for generic $`\alpha `$ these solutions are singular at the center.. Nevertheless, we checked that with the asymptotic behaviour (32) all curvature invariants remain finite as $`xx_A`$. We interpret this somewhat surprising fact as an indication that the singularity at the origin is naked222A similar behaviour for CSS solutions of the Einstein-axion-dilaton equations was observed by Eardley, Hirschmann, and Horne ..

Next, we shall show that solutions with large $`b`$ develop a ”sonic point” for some finite $`x_B>0`$, that is, $`lim_{xx_B}w(x)=1`$ and $`lim_{xx_B}A(x)=0`$. This time, we define the variables

$$\xi =b^2x,h(\xi )=b^2(1w(x)),s(\xi )=b(F(x)\frac{\pi }{2}).$$
(33)
Then, in the limit $`b\mathrm{}`$, Eqs.(22-24) reduce to (where now prime is $`d/d\xi `$)

$`h^{}`$ $`=`$ $`1\alpha h\left(2{\displaystyle \frac{h}{b^2}}\right)s_{}^{}{}_{}{}^{2}12\alpha hs_{}^{}{}_{}{}^{2},`$ (34)
$`A^{}`$ $`=`$ $`2\alpha A\left(1{\displaystyle \frac{h}{b^2}}\right)s_{}^{}{}_{}{}^{2}2\alpha As_{}^{}{}_{}{}^{2},`$ (35)
$`(As^{})^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(2s/b)}{bh(2h/b^2)}}0,`$ (36)
with the initial conditions

$$h(0)=0,A(0)=12\alpha ,s(0)=0,s^{}(0)=1.$$
(37)
It follows from (36) and (37) that, in the limit $`b\mathrm{}`$, $`As^{}=12\alpha `$. Plugging this into (34) and (35), and using (37), we get the limiting solution

$$A(\xi )=(12\alpha )\sqrt{14\alpha \xi }\text{and}h(\xi )=\frac{1}{2\alpha }\sqrt{14\alpha \xi }(1\sqrt{14\alpha \xi }).$$
(38)
This solution develops a ”sonic point” at $`\xi =1/4\alpha `$. Again, by uniform continuity on compact intervals, we conclude that for solutions of Eqs.(22-24) with large $`b`$ (and nonzero $`\alpha `$), the function $`w(x)`$ attains a minimum and then tends to $`1`$ at some $`xx_B`$, while the function $`A(x)`$ drops to zero at $`x_B`$. The leading order behaviour at the apparent horizon at $`x_B`$ is

$$w1a\sqrt{x_Bx},Ad\sqrt{x_Bx},FF_B+\frac{1}{\sqrt{\alpha }}\sqrt{x_Bx},$$
(39)
where the positive parameters $`F_B,a,d`$ are constrained by the relationship $`12\alpha \mathrm{sin}^2F_Bad/2=0`$. Substituting this asymptotic behaviour into the metric (18), one can readily verify that the hypersurface $`x=x_B`$ is spacelike.

Thus, solutions which start from the past SSH with initial conditions (26), tend in finite ”time” to $`w=1`$ if $`b`$ is small, or to $`w=+1`$ if $`b`$ is large. In what follows, we will refer to these two behaviours as to type A and type B solutions, respectively. The solutions of type A obviously form an open set and we believe (but have no proof yet) that the same is true for the solutions of type B. If so, there must exist solutions which are not of type A or B, call them type C solutions. By definition, type C solutions remain in the strip $`w(1,1)`$ which implies that they exist for all $`x`$ (because one can easily show that solutions can go singular only if $`w\pm 1`$).

Our numerical analysis of the structure of types A, B, and C can be summarized as follows333To simplify the exposition, we are cheating at this point. We have evidence that for large values of $`\alpha `$ ($`0.42`$) the transition between types A and B occurs not at a single point but in a narrow interval $`(b_{min}^{},b_{max}^{})`$. We suspect that this interval, which can be thought of as the boundary between the basins of attractions of type A and B behaviours, has a fractal structure. This intriguing fact, suggesting perhaps a chaotic behaviour, is under investigation and will be described elsewhere.. For a given $`\alpha `$, there exists a critical value $`b^{}(\alpha )`$ such that solutions with $`b<b^{}`$ are of type A, solutions with $`b>b^{}`$ are of type B, and the solution with $`b=b^{}`$ is of type C. Thus, we have a bistable behaviour with two generic final states A and B, and the separatrix C. Although the precisely critical initial condition $`b=b^{}`$ cannot be prepared numerically, in order to figure out a behaviour of the type C solution it is sufficient (due to continuous dependence of solutions on initial conditions) to determine the flow of nearly critical initial conditions $`b=b^{}\pm ϵ`$. As is shown in Fig. 3, before the marginally critical type A and B solutions tend to $`w=\pm 1`$, they exhibit a long transient almost periodic behaviour. This leads us to conjecture that the type C solution is asymptotically periodic. The periodic intermediate attractor is clearly seen on the $`(w,A)`$ plane.

The complete discussion of periodic solutions would take us too far afield, so we postpone it to the subsequent paper. Here, let us only point out that the behaviour of CSS solutions outside the past SSH resembles some aspects of the DSS type II critical behaviour at the threshold for black hole formation. Actually, it can be interpreted as a poor ODE version of this phenomenon. The type A and B solutions are the analogues of dispersive and black-hole solutions, respectively. The type C solution is the analogue of the critical evolution which tends asymptotically to the critical periodic solution (which is the analogue of the choptuon). We even have the analogue of the black-hole-mass scaling. Namely, let $`\lambda `$ be the unstable eigenvalue (that is $`Re(\lambda )>0`$) around the periodic solution. Then the distance of a nearly critical flow (corresponding to $`b=b^{}+ϵ`$) from the separatrix C is proportional to $`ϵ\mathrm{exp}(Re(\lambda )x)`$, which means that the length of the transient periodic phase is proportional to $`\frac{1}{Re(\lambda )}\mathrm{ln}|ϵ|`$. The locus of the future SSH $`x_A`$ (for the marginally critical type A solutions) and the locus of an apparent horizon $`x_B`$ (for the marginally critical type B solutions) scale in the same manner (see Fig. 4). This leading order scaling law is decorated in the next order by periodic wiggles with period $`Re(\lambda )T`$. The origin of these wiggles is basically the same as in the case of black-hole mass scaling in the type II DSS critical collapse . In passing, we remark that the periodic solutions are nonperturbative in $`\alpha `$ – in the limit $`\alpha 0`$, the period and the amplitude of oscillations go to zero.

Now, we return to the countable family of CSS solutions constructed in section 3 and finally determine their extension beyond the past SSH. As follows from the above discussion, for a given $`\alpha `$, the behaviour of the $`n`$th solution outside the past SSH depends on whether $`b_n`$ is smaller or larger than $`b^{}`$: the solutions with $`b_n<b^{}`$ are of type A (and therefore regular in our terminology), while the solutions with $`b_n>b^{}`$ are of type B. The function $`b^{}(\alpha )`$ is monotone decreasing and $`b^{}(\alpha )\mathrm{}`$ as $`\alpha 0`$, while the functions $`b_n(\alpha )`$ are monotone increasing, hence we obtain an infinite sequence $`\{\alpha _n\}`$ defined by the intersections $`b^{}(\alpha _n)=b_n(\alpha _n)`$ (see Fig. 1). Since $`b_{n+1}(\alpha )<b_n(\alpha )`$ and $`b_n(\alpha )\mathrm{}`$ as $`\alpha 1/2`$, the sequence $`\{\alpha _n\}`$ is increasing and bounded above by $`1/2`$. Therefore, we conclude that the $`n`$th CSS solution from section 3 is regular iff $`\alpha <\alpha _n`$. The first two values of $`\alpha _n`$ are $`\alpha _00.0688`$ and $`\alpha _10.1588`$.

## 5 Final remarks

The role of the CSS solutions considered in this paper in the dynamical evolution depends crucially on their stability with respect to small perturbations. Although we have not performed the stability analysis, it seems plausible that for sufficiently small $`\alpha `$ the stability properties are the same as for $`\alpha =0`$, that is the $`n`$th solution has exactly $`n`$ unstable modes. Speculations that follow are based on this assumption. We expect that for $`\alpha <\alpha _0`$ the situation is qualitatively the same as in the flat spacetime, that is the $`n=0`$ solution determines the universal asymptotics of a naked singularity formation and the $`n=1`$ solution sits at the threshold of this process. For $`\alpha >\alpha _0`$ the singularity of the $`n=0`$ solution is covered by a horizon so generic naked singularities presumably disappear – nota bene this could be interpreted as a gravitational desingularization phenomenon. In the range $`\alpha (\alpha _0,\alpha _1)`$ we expect the type II threshold behaviour with the $`n=1`$ CSS critical solution. What happens for $`\alpha >\alpha _10.1518`$? Since the $`n=1`$ solution is not regular, it cannot be a bona fide critical solution (it can still appear as a local intermediate attractor, though). HLPTA showed in  that for large values of $`\alpha `$ the critical behaviour is DSS and the echoing period $`\mathrm{\Delta }`$ increases rapidly as $`\alpha `$ tends to $`0.18`$ from above (see Fig. 4 in ). Moreover, they noticed small deviations from exact DSS at this smallest $`\alpha `$ value for which they observed DSS critical collapse. These facts led them to conjecture that a critical solution ceases to be DSS for still smaller values of $`\alpha `$. This conjecture fits nicely with our conjecture that a critical solution ceases to be CSS for $`\alpha >\alpha _1`$. Taken together, these conjectures suggest that the transition from CSS to DSS critical behaviour is not sharp but rather has a crossover character. HLPTA are currently running the computer simulations of the critical behaviour for the coupling constants $`\alpha <0.18`$, so the above speculations should be verified (or falsified) soon. Hopefully, the numerical phenomenology will also help understand a yet unknown mechanism of the CSS/DSS changeover.

## Acknowledgments

The research of PB was supported in part by the KBN grant 2 P03B 010 16. PB thanks Peter Aichelburg and his coworkers for discussions and sharing their numerical results with him.


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# Universal distribution of transparencies in highly conductive Nb/AlOx/Nb junctions

## Abstract

We report the observation of the universal distribution of transparencies, predicted by Schep and Bauer \[Phys. Rev. Lett. 78, 3015 (1997)\] for dirty sharp interfaces, in uniform Nb/AlOx/Nb junctions with high specific conductance ($`10^8`$ Ohm-1cm-2). Experiments used the BCS density of states in superconducting niobium for transparency distribution probing. Experimental results for both the dc $`IV`$ curves at magnetic-field-suppressed supercurrent and the Josephson critical current in zero magnetic field coincide remarkably well with calculations based on the multimode theory of multiple Andreev reflections and the Schep-Bauer distribution.

The basic characteristic of a mesoscopic conductor is its set of transmission coefficients, or “transparencies”, defined as the eigenvalues of the transfer matrix connecting all incoming electronic modes to outgoing modes (for a thorough review, see Ref. ). The set of transparencies for a given conductor determines all its transport properties including dc current and broadband current noise.

In 1982 Dorokhov showed  that the distribution of transparencies in diffusive conductors is universal, i.e., does not depend on dimension, geometry, carrier density, and other sample-specific properties:

$$\rho (D)=\frac{G}{2G_0}\frac{1}{D\sqrt{1D}},$$
(1)
where $`G`$ is the average conductance and $`G_0=2e^2/h`$. The universality of Eq. (1) is responsible in particular for the universal value $`S_I(0)=2eI/3`$ of shot noise in diffusive conductors (here $`I`$ is the dc current). This suppression of shot noise in comparison with its Schottky value has been observed experimentally and may serve as an indirect confirmation of Eq. (1).

Recently, Schep and Bauer showed  that the distribution of transparencies of a disordered interface is also universal, but is given by an expression different from Eq. (1) :

$$\rho (D)=\frac{G}{\pi G_0}\frac{1}{D^{3/2}\sqrt{1D}}.$$
(2)
(This distribution leads to a shot noise value of $`S_I(0)=2eI/2`$). In this work we report a strong experimental evidence that the transparency distribution in sub-nm-thick aluminum oxide barriers is very close to Eq. (2) while being substantially different from Eq. (1).

The determination of the transparency distribution may be assisted by the fact that due to the BCS singularity in the density of states at the edges of the superconductor energy gap 2$`\mathrm{\Delta }(T)`$, both the Cooper-pair and quasiparticle transport through Josephson junctions are highly nonlinear. In particular, quasiparticle transfer strongly increases at the ”gap voltage” $`V_g=2\mathrm{\Delta }(T)/e`$, while below this threshold the transport is dominated by multiple Andreev reflections (MAR) , resulting in a pronounced sub-harmonic gap structure at $`V_n=V_g/n`$. This structure is very sensitive to the number and transparencies of the modes, and has been successfully used  to determine transparencies of atomic-size point contacts with a few propagating modes. However, as will be shown below, the fact that various features of MAR transport (the current jump at $`V=V_g`$, the excess current at $`V>V_g`$, and subharmonic structure at $`V<V_g`$) are sensitive to different ranges of the transparency distribution also allows probing of the distribution in junctions with a much larger area (and hence a very large number of propagating modes).

Our samples were made using in-situ-fabricated Nb/AlOx/Nb trilayers which were deposited on oxidized Si wafers in a cryopumped vacuum system with a base pressure of $`5\times 10^8`$ Torr. A dc magnetron sputtered 150-nm niobium base electrode was covered by a 8-nm-thick aluminum film (also using dc sputtering). Without breaking the vacuum, an AlOx layer was formed by thermal oxidation with well controlled dry oxygen exposure. For the junctions discussed below (specific normal conductance close to 108 Ohm-1cm-2), the oxidation was carried out at 1.0 mTorr of O2 for 10 minutes. After the trilayer deposition was completed by sputtering of a 150-nm-thick Nb counter electrode, junctions of various areas (from 0.25 to 1 $`\mu `$m2) were formed by e-beam patterning - for details, see . The resulting junctions were highly uniform; for example, for 1 $`\mu `$m2 junctions the full spread of normal conductance was below $`\pm 3\%`$; a slightly larger ($`\pm 8\%`$) spread of deep-submicron junctions may be readily explained by their area definition uncertainty. The junction homogeneity was further confirmed by the fact that the Josephson supercurrent could be almost completely suppressed by a magnetic field corresponding to the insertion of one flux quantum into the junction - see Fig. 1.

The solid lines in Fig. 1 show the experimental dc $`IV`$ curves of two junctions of different area at a bath temperature of $`T_0=1.8`$ K, with the Josephson critical current suppressed by a magnetic field parallel to the film plane, while the solid lines in Fig. 2 show the measured differential conductances of the same samples. These curves exhibit well pronounced sub-gap structure, indicative of MAR transport. However, the conduction peak positions $`V_n`$ at higher voltages deviate gradually from the expected dependence $`1/n`$, indicating self-heating of the samples. This heating was higher in larger junctions and may be calculated with good accuracy using a simple model where the main temperature gradient between the self-heated junction and the bath is parallel to the substrate, in the niobium electrodes adjacent to the junction; from this picture one should expect overheating to scale roughly as the junction area divided by its perimeter, in agreement with experiment.

The points in Fig. 3 show the dependence of the energy gap $`\mathrm{\Delta }(T)`$, where $`T`$ is the junction temperature including self-heating, on the power $`P=IV`$ dissipated in the junction, read off from the peak positions. Assuming the BCS temperature dependence of the energy gap, the data show that at $`V=V_g(T)`$ the junction temperature is close to 6.2 K and 7.6 K for, respectively, the $`0.25\mu `$m2 and $`1.0\mu `$m2 junctions. The solid and dashed lines in Fig. 3 show the theoretical dependence of the gap on $`P`$ assuming a specific heating model. In this model we approximate the experimental temperature dependence of the heat conductance $`\kappa (T)`$ of superconducting niobium  with a one-parameter parabolic expression. The resulting dependences provide a reasonably good, smooth interpolation of the experimental heating data.

Dashed curves in Figures 1 and 2 show the theoretical dependences which were obtained by averaging the results of the MAR theory  over the distribution of transparencies given by Eq. (2) . Apart from the incorporation of the heating model described above, two additional minor adjustments were made when calculating these curves. First, the assumed value of normal resistance $`R_N`$ was allowed to differ by a few percent (within experimental uncertainty ) from the experimentally determined value $`R_N^{\mathrm{expt}}`$. Second, we have introduced a Gaussian distribution of $`\mathrm{\Delta }(T)`$ with an r.m.s. spread of 2%. Such a spread is typical for any superconductor junction and may be readily attributed to the anisotropy of the superconducting gap in polycrystalline electrode films.

We believe that the agreement of the experimental data and theoretical curves based on the Schep-Bauer distribution is remarkable. In order to see that this agreement could not result from the fitting procedure described above, dotted curves in Figs. 1 and 2 show the results of our best attempt to fit the data with the MAR theory results averaged using the Dorokhov distribution (with a similar account of self-heating). It is evident that these curves are rather far from the data. Moreover, in this best fitting attempt we have selected the values of $`R_N`$ rather distant from $`R_N^{\mathrm{expt}}`$ (see the Fig. 1 caption); if the latter values were used, the theoretical lines would pass considerably higher than the experimental plots. This is immediately visible from the values of the “excess current” defined as $`I_{\mathrm{exc}}=I(V)GV`$ at $`VV_g`$. Averaging the results of Ref.  for $`T=0`$ with the Schep-Bauer distribution Eq. (2), we get

$$I_{\mathrm{exc}}=\frac{G\mathrm{\Delta }(0)}{e}\pi \left(\frac{7}{4}\sqrt{2}\right)1.055\frac{G\mathrm{\Delta }(0)}{e}.$$
(3)
while for the Dorokhov distribution the excess current is substantially higher, $`I_{\mathrm{exc}}1.467G\mathrm{\Delta }(0)/e`$ .

Another (though less spectacular) evidence of the validity of the MAR theory combined with the Schep-Bauer distribution comes from the temperature dependence of the Josephson critical current (in zero magnetic field), which is also sensitive to the mode transparency distribution. Points in Fig. 4 show the measured temperature dependence of the critical current in the same samples as in Figs. 13. Lines show the Ambegaokar-Baratoff dependence for tunnel junctions (upper curve), the MAR theory using the Dorokhov distribution (lower curve), and the MAR theory using the Schep-Bauer distribution (middle curve) . It is evident that the experimental data agree with the Schep-Bauer distribution.

The absolute value of the low-temperature critical current is different in all three models used in Fig. 4: $`I_c(0)/(G\mathrm{\Delta }(0)/e)=1.57;1.92;2.08`$ for, respectively, a tunnel junction, disordered barrier with the Schep-Bauer distribution of transparencies, and SNS junctions with Dorokhov’s distribution . The observed value lies within a few percent of the prediction for the Schep-Bauer distribution; the difference can again be attributed to the error in the normal resistance definition .

The fact that transport in disordered AlOx barriers of finite thickness (of the order of 1 nm, i.e., much thicker than the Fermi wavelength $`\lambda _F`$ in the junction electrodes) is described by Eq. (2) so well may seem rather surprising, since its derivation in Ref.  assumed that the barrier is a strongly-disordered region with thickness $`d`$ much smaller than $`\lambda _F`$. However, this distribution may be derived from a different model which does not rely on this assumption.

It is well known that resonant tunneling through a single localized site leads to the following transparency:

$$D=\frac{1}{[(ϵϵ_F)/\mathrm{\Gamma }]^2+\mathrm{cosh}^2(x/a)},$$
(4)
where $`ϵ`$ is the state energy, $`ϵ_F`$ is the Fermi level in the junction electrodes, $`\mathrm{\Gamma }`$ is the tunneling width for a site in the barrier center, $`x`$ is the site deviation from the center, and $`a`$ is the localization radius. If $`\mathrm{\Gamma }`$ is so large that the first term in the denominator is unimportant, for a system with a uniform spatial distribution of sites, Eq. (4) immediately gives the Dorokhov distribution. On the other hand, if $`x0`$ while the spread of $`ϵ`$ is much broader than $`\mathrm{\Gamma }`$, Eq. (4) yields the distribution (2). This condition applies to strongly disordered barriers like ours  if their thickness $`d`$ is smaller than $`a`$ (though possibly much larger than $`\lambda _F`$) and their spread of atomic localization energies is larger than $`\mathrm{\Gamma }`$.

In summary, the excellent agreement between the experimental data and the results of the MAR theory combined with the Schep-Bauer distribution of transparencies provides very strong evidence that our Nb/AlOx/Nb junctions are well described by this distribution, while being far from, e.g., the Dorokhov distribution. Since the distribution (2) has the same universal nature as Eq. (1), this result is of considerable general importance for mesoscopic physics .

Our result is also of substantial importance for applications. It shows that transport in niobium-trilayer Josephson junctions with high specific conductance and hence high critical current density (up to at least 200 kA/cm2) may be due to a fundamental mechanism rather than rare defects such as pinholes, etc. This gives every hope that these junctions may be even more reproducible than in our first experiments: assuming that the barrier transparency is only correlated at distances of the order of its thickness (about 1 nm), we may estimate that the minimum r.m.s. spread of the critical current is below 1% even for deep-submicron junctions. Together with the fact that such junctions are intrinsically overshunted , this makes them uniquely suitable for several important applications in superconductor electronics, including ultrafast digital RSFQ circuits of very high integration scale - see, e.g., Ref. .

We would like to thank A. A. Golubov and Yu. V. Nazarov for useful discussions. This work was supported in part by DoD and NASA via JPL, and by ONR.


text:
# Probing Pauli Blocking Factors in Quantum Pumps with Broken Time-Reversal Symmetry

## Abstract

A recently demonstrated quantum electron pump is discussed within the framework of photon-assisted tunneling. Due to lack of time-reversal symmetry, different results are obtained for the pump current depending on whether or not final-state Pauli blocking factors are used when describing the tunneling process. Whilst in both cases the current depends quadratically on the driving amplitude for moderate pumping, a marked difference is predicted for the temperature dependence. With blocking factors the pump current decreases roughly linearly with temperature until $`k_\mathrm{B}T`$ $``$ $`\mathrm{}\omega `$ is reached, whereas without them it is unaffected by temperature, indicating that the entire Fermi sea participates in the electronic transport.

preprint: TP-CB-371

Tunneling of electrons through classically forbidden regions is one of the major paradigms of quantum mechanics. Although our understanding has greatly improved over the past decades, some vital aspects of this process are still subject to fierce debates. For example, no consensus has been reached at yet whether so-called final-state blocking factors exist in the tunneling process across a barrier sandwiched between two conductors (Fig. 1), to enforce Pauli’s exclusion principle that no two electrons may occupy the same quantum state. This seemingly innocent question is related to the question where in the so-called Fermi sea of conducting electrons the current actually flows, and thus has far-reaching consequences for our understanding of quantum transport. There are two schools on how to calculate the tunnel current, one that insists on using the blocking factors, and another that rejects them Datta95a . The dilemma is that both schools almost always seem to give identical answers for the current. In this Letter we point out that this result is fundamentally related to time-reversal symmetry, and study a generic system where this symmetry is broken to gain insight into the nature of blocking factors.

Consider a tunneling barrier impeding the current flow as depicted in Fig. 1. According to the first school, we start by calculating the coherent scattering states of the system consisting of an incident plane wave, a reflected wave, and a transmitted wave on the far side. These scattering states travel either from left to right or the opposite way. In the stationary limit they can simply be populated according to distribution functions $`f^\mathrm{L}`$ and $`f^\mathrm{R}`$ governing the asymptotic contact regions on either side. This yields for the current Datta95a

$`I_\mathrm{S}`$ $`=`$ $`{\displaystyle \frac{2e}{h}}{\displaystyle 𝑑E𝑑E^{}𝒟_{}T^+(E^{},E)f^\mathrm{L}(E)}`$ (1)
$``$ $`{\displaystyle \frac{2e}{h}}{\displaystyle 𝑑E𝑑E^{}𝒟_{}T^{}(E,E^{})f^\mathrm{R}(E^{})},`$ (2)
where $`𝒟_{}`$ is a density-of-states factor footnote1 , $`T^+(E^{},E)`$ is the transmission probability for scattering states incident from the left at energy $`E`$ and emerging at the right at $`E^{}`$ ($`E`$ in general), and $`T^{}`$ is defined in a similar manner for the reverse direction. According to Eq. (2) all scattering states contribute to the current, even those far below the Fermi surface — as recently discussed for the Fermi pump Wagner99a . It is only when the transmission probabilities are symmetric, $`T^+(E^{},E)`$ = $`T^{}(E^{},E)`$, that the net current seems to stem from electrons in the immediate vicinity of the Fermi surface only, as in this case all electrons further down cancel each other.

An alternative and widely used recipe for calculating the tunneling current in Fig. 1 is based on the transfer-Hamiltonian formalism, originally put forward by Oppenheimer Oppenheimer28a , and later refined by Bardeen and others Duke69a . Here the system is split into two subsystems, the left- and the right-hand side, with a common overlap in the central barrier region, and the result for the current can be expressed as

$`I_\mathrm{P}`$ $`=`$ $`{\displaystyle \frac{2e}{h}}{\displaystyle 𝑑E𝑑E^{}𝒟_{}T^+(E^{},E)[1f^\mathrm{R}(E^{})]f^\mathrm{L}(E)}`$ (3)
$``$ $`{\displaystyle \frac{2e}{h}}{\displaystyle 𝑑E𝑑E^{}𝒟_{}T^{}(E,E^{})[1f^\mathrm{L}(E)]f^\mathrm{R}(E^{})}`$ (4)
which differs from Eq. (2) by the Pauli blocking factors $`1f`$. These factors are introduced — more or less ad hoc — using the intuitive argument that an electron tunneling from one side to the other needs to find an empty final state on the far side to tunnel into Sturman84a .

Clearly, the philosophies underlying Eqs. (2) and (4) are entirely different: For the former we assume that the left- and right-hand side of the barrier belong to the same system and that the scattering state extends coherently across the barrier, whereas in the latter we consider real incoherent transitions between initial and final states on opposite sides of the barrier belonging to different subsystems footnote2 . Both views have their merits. Certainly in the limit of a very transparent or even vanishing barrier, one has to regard both sides of the barrier as part of the same system, in which case there is no place for blocking factors. But equally well, if tunneling is weak, one can argue that the two sides do form two different subsystems, and that final-state blocking factors are mandatory to guarantee Pauli’s exclusion principle and to prevent an “overflow” of the final state.

Crucially, this analysis also applies to a system with local time-dependent driving forces as its leads, and hence the distribution of incident electrons, are not affected by the driving field. For a system with time-reversal symmetry, it can be shown that the transmission probabilities are such that any channel $`EE^{}`$ is traversed with the same probability in either direction, i.e. that microreversibility holds, $`T^+(E^{},E)`$ $``$ $`T^{}(E,E^{})`$. Under this condition the cross terms $`f^\mathrm{L}f^\mathrm{R}`$ arising from the Pauli blocking factors cancel and Eqs. (2) and (4) yield identical answers for the total current, which is the quantity usually measured in experiment. It is probably because of this indecisive result that both schools have coexisted for so long. The only difference between the two is their prediction where in the Fermi sea the current flows: With blocking factors, the current is forced to flow close to the Fermi surface, as in this picture lower-lying final states are blocked, whilst in the formulation based on scattering states the current flows in the entire Fermi sea.

However, if time-reversal symmetry does not hold, Eqs. (2) and (4) yield different answers even for the magnitude of the current itself as the cross terms do not cancel any longer. This is very intriguing as it gives us hope to come closer to an experimentally verifiable answer regarding the existence of Pauli blocking factors.

Our analysis is inspired by a recent experiment by the Marcus group Switkes99a . A semiconductor quantum dot with source and drain point contacts has two additional lateral gates to which ac voltages of relative phase $`\varphi `$ are applied (see Fig. 2 A). Time-reversal symmetry is broken unless $`\varphi `$ is an integer multiple of $`\pi `$. Averaging over different dot configurations, they measured fluctuations of the emf voltage generated between the source and drain contacts. Previous theoretical studies employed the concept of adiabatic pumping Altshuler99a . We take a complementary perspective and view the pump current (which exists even in the absence of any applied source-drain bias) as due to photon-assisted tunneling Wagner95a .

As a model system of a driven dot strongly coupled to its leads we consider two harmonically oscillating $`\delta `$-function barriers of equal strength $`V_{\mathrm{ac}}`$ a distance $`d`$ apart in a 1D potential, with a variable phase difference $`\varphi `$ in the ac signals as depicted in Fig. 2 B Hekking91a . This is a very simplified model of the Marcus pump, but nevertheless it turns out to exhibit many of its characteristic properties. For calculating the transmission probabilities $`T(E^{},E)`$ across the dot we take advantage of the fact that we can split this problem into two parts: If we know the transmission and reflection amplitudes for each barrier separately, we can use the Fabry-Perot method of raytracing known in optics to calculate the interference pattern due to multiple reflections between the barriers. As in optics the partial interference amplitudes can be summed up to all orders in a geometric series, yielding for the transmission amplitudes at the far side Wagner97b

$`t`$ $`=`$ $`t^R(IK)^1Qt^L,`$ (5)
where $`K`$ = $`Qr^LQr^R`$ describes one full round trip of the electron between the two barriers $`L`$ and $`R`$, starting and ending at the $`R`$ barrier. Each round trip an electron at energy $`E_n`$ = $`E`$ \+ $`n\mathrm{}\omega `$ picks up a phase factor $`Q_n`$ = $`\mathrm{exp}[i(k_nd+\theta )]`$ consisting of two parts: The phase $`k_nd`$ incurred after travelling a distance $`d`$ with wave vector $`k_n`$ = $`\sqrt{2mE_n}/\mathrm{}`$, and a fixed but unknown phase $`\theta `$. This latter phase is introduced to account for the random changes in magnetic field and dot geometry employed in the experiment to perform ensemble averages. In general, the phase $`\theta `$ depends on the electron energy, but for simplicity we ignore this and assume $`\theta `$ to be equally distributed. Under this condition ensemble averaging simply means averaging over $`\theta `$ at the end of the calculation.

Due to the discreteness of the photon energy, electrons emerge on the far side of the barriers at energies differing from their original energy $`E`$ by multiples of $`\mathrm{}\omega `$: $`E^{}`$ = $`E`$ \+ $`n\mathrm{}\omega `$, the so-called sidebands. Consequently, all amplitudes in Eq. (5) have to be interpreted as matrices, and the transmission probability takes the form $`T(E^{},E)`$ = $`_n`$ $`\stackrel{~}{T}_n(E)\delta (E+n\mathrm{}\omega E^{})`$.

Before presenting numerical results for strong driving, it is instructive to study the weak-driving limit, which can be solved analytically. Defining $`T_\mathrm{e}(k,\phi )`$ = $`\eta ^2`$ $`(k_0/4k)`$ $`\mathrm{cos}^2\left[d(k_0+k)/2+\phi /2\right]`$ where $`\eta `$ = $`V_{\mathrm{ac}}k_0/E_0`$ is the dimensionless pump amplitude and $`k_0`$ the wave vector of the incident electron, we obtain for the transmission probabilities in the first three sidebands up to $`\eta ^2`$ footnote3

$`\stackrel{~}{T}_0^+(\varphi ,\theta )`$ $`=`$ $`1+T_\mathrm{e}(k_1,\varphi )+T_\mathrm{e}(k_1,\varphi )`$ (7)
$`T_\mathrm{e}(k_1,2\theta \varphi )T_\mathrm{e}(k_1,2\theta +\varphi )`$
$`\stackrel{~}{T}_{\pm 1}^+(\varphi ,\theta )`$ $`=`$ $`T_\mathrm{e}(k_{\pm 1},\varphi ).`$ (8)
The corresponding transmission probabilities $`\stackrel{~}{T}_n^{}`$ for the reverse direction are obtained by substituting $`(\varphi ,\theta )`$ $``$ $`(\varphi ,\theta )`$. As expected, the net transmission probability $`\stackrel{~}{T}_{\mathrm{net}}`$ $``$ $`\stackrel{~}{T}^+`$ \- $`\stackrel{~}{T}^{}`$ vanishes for $`\varphi `$ = $`n\pi `$ when time-reversal symmetry holds, and is maximal at $`\varphi `$ = $`\pi /2`$. In agreement with experimental findings, the pump current at zero dc bias, being proportional to $`\stackrel{~}{T}_{\mathrm{net}}`$, scales with $`\eta ^2`$ for weak driving. In the experiment the photon energy is 6 orders of magnitude smaller than the Fermi energy. Expanding Eq. (8) in this limit the current turns out to be linear in the driving frequency, in perfect agreement with the experimental results available footnote4 .

After integrating over $`\theta `$ the ensemble average $`\stackrel{~}{T}_{\mathrm{net}}`$ is found to be identically zero up to order $`\eta ^2`$. This implies that the direct current $`I`$ is orders of magnitude smaller than its fluctuations for all but the strongest driving fields, and hence we will concentrate on the mean square average $`I^2^{1/2}`$ to study the fluctuations instead footnote5 . Figure 3 shows the dependence of $`I_\mathrm{S}^2^{1/2}`$ on the phase shift $`\varphi `$, where we have used Eq. (5) with an adaptive number of photon sidebands to determine the full non-linear transmission probability, and Eq. (2) to finally calculate the current. For small driving amplitudes we find a $`\mathrm{sin}\varphi `$ behaviour in agreement with Eq. (8), whilst for stronger driving nonharmonic features appear, both of which are in qualitative agreement with experiment. A similar behaviour is observed when using the formula (4) based on Pauli blocking factors instead, except that in this case the pump current is much smaller.

For the remainder of this Letter we will fix the ac phase shift $`\varphi `$ to $`\pi /2`$, the point of maximal time-reversal asymmetry. The current fluctuations $`I_\mathrm{S}^2(\pi /2)^{1/2}`$ calculated using the formula (2) without blocking factors are illustrated in Fig. 4 as a function of $`\eta `$, taken at the Fermi surface. For small driving amplitudes up to $`\eta `$ $``$ 0.05 the fluctuations increase quadratically with $`\eta `$ as suggested by Eq. (8) before eventually starting to decrease. In the Marcus experiment, rather than measuring the pump current, the emf voltage generated was studied. Defining the emf voltage as the difference in chemical potentials between the left and right leads necessary to make the pump current vanish, we find that its fluctuations, also shown in Fig. 4 (right-hand axis), have virtually the same dependence on $`\eta `$ as the current fluctuations. Both the quadratic rise as well as the levelling off for stronger pumping have been observed in experiment. The maximal emf fluctuations generated, 15 nV, is only one or two orders smaller than in the experiment, which is a quite reasonable agreement given the simplicity of the model.

The corresponding results based on the alternative formula (4) for the current which does include the Pauli blocking factors are illustrated in Fig. 5. Similar to the case without blocking factors of Fig. 4, the current fluctuations $`I_\mathrm{P}^2(\pi /2)^{1/2}`$ (as well as the emf fluctuations, not shown) display an $`\eta ^2`$ behaviour first before eventually starting to saturate. Yet, not only do the magnitudes of these results differ substantially from Fig. 4 for the same driving amplitude, but now there is a very pronounced temperature dependence as well!

This temperature dependence is worked out in more detail in Fig. 6 using a fixed driving strength of $`\eta `$ = 0.47. Whilst without Pauli blocking factors the variation with temperature is minimal, an almost linear dependence is observed when they are included. This distinctly different behaviour in the low-temperature regime is most easily understood when looking at the number of states in phase space effectively available for transport: The blocking factors force the current to flow within a few $`k_\mathrm{B}T`$ of the Fermi surface (see Fig. 1), and as the temperature approaches zero, this range of active current-carrying states eventually diminishes to a minimal width of a few $`\mathrm{}\omega `$, which in the experiment is much smaller than $`k_\mathrm{B}T`$. However, since each state can only carry a certain maximal load, it follows that the pump current must also decrease with temperature, until it settles for a residual value once $`k_\mathrm{B}T`$ $``$ $`\mathrm{}\omega `$ is reached — with our parameters at $``$ 0.5 mK. On the other hand, without blocking factors there are no phase-space restrictions, in which case the pump current flows in the entire Fermi sea and thus is largely immune to changes at the Fermi surface brought about by temperature.

In the Marcus experiment the pump current is found to increase when lowering the temperature, and appears to level off at $``$ 0.1 K, where phase-breaking events become less important Switkes99a . Such events are not included in our theory, and we can therefore not expect to reproduce the high-temperature behaviour. However, the experimental finding of a saturated pump current in the low-temperature limit is (if genuine and not due to thermal decoupling) only consistent with our results based on the scattering-state approach, Eq. (2), but not with the formulation relying on Pauli blocking factors, i.e. Eq. (4).

Being able to prove the (non)existence of Pauli blocking factors has drastic consequences for deciding whether the current flows in the entire Fermi sea or at its surface only. In this Letter we have demonstrated that a powerful tool for studying this issue is to look at the temperature dependence of the pump current when breaking time-reversal symmetry. Although our model system is simple, the conclusions about the low-temperature behaviour, being drawn from phase-space considerations, are clearly of a much more universal nature.

The author acknowledges discussions with C. Marcus, and support by the EU (FMRX-CT98-0180).


text:
# Origin of classical structure from inflation

## Abstract

According to the inflationary scenario, all structure in the Universe can be traced back to quantum fluctuations of the metric and scalar field(s) during inflation. The seeds of this structure can be observed as classical anisotropies in the cosmic microwave background. I briefly review how the transition from the inherent quantum nature of these fluctuations to classical behaviour comes about. Two features play a crucial role: Firstly, the quantum state of the fluctuations becomes highly squeezed for wavelengths that exceed the Hubble radius. Secondly, decoherence due to other fields distinguishes the field-amplitude basis as the classical pointer basis. I also discuss the entropy of the fluctuations and make a brief comparison with chaotic systems.

The assumption that the Universe underwent an accelerated (“inflationary”) expansion during its early phase provides a theoretically satisfying scenario for a causal explanation of structure formation . How does this work?

It is evident that all pre-existing structure would have been damped away during the rapid inflationary expansion. The only exception are the ubiquitous quantum fluctuations of fundamental fields. In fact, the central idea is that all observed structure in the Universe (galaxies, clusters of galaxies, etc.) has its origin in quantum fluctuations that are present during inflation. These fluctuations can be observed as classical stochastic fluctuations in the anisotropy spectrum of the cosmic microwave background radiation (CMB). Such observations are made both from space through satellite missions such as COBE (and the planned missions PLANCK and MAP) as well as from earth-bound telescopes. The main issue to be addressed here is: How can the transition from quantum to classical fluctuations be understood? The analysis will consist of two parts: Firstly, the dynamics of the fluctuations as an isolated system is discussed. Secondly, their interaction with other fields (“environment”) is taken into account.

The simplest example, which nevertheless captures the essential physical features, is the model of a real massless (minimally coupled) scalar field $`\varphi `$ in a flat Friedmann Universe with scale factor $`a`$. It readily applies to the case of gravitational waves and can be extended in a straightforward way to scalar perturbations by employing a gauge-invariant formalism . The action reads

$$S=\frac{1}{2}\text{d}^4x\sqrt{g}^\mu \varphi _\mu \varphi .$$
(1)
It turns out convenient to introduce the rescaled variable $`ya\varphi `$ (the corresponding momenta thus being related by $`p_y=a^1p_\varphi `$). Assuming for simplicity that the volume of space is finite, the corresponding Hamiltonian can be written as a sum

$$H=\underset{𝐤}{}H_𝐤,$$
(2)
where

$$H_𝐤=\frac{1}{2}\left(p_𝐤p_𝐤^{}+k^2y_𝐤y_𝐤^{}+\frac{a^{}}{a}\left[y_𝐤p_𝐤^{}+p_𝐤y_𝐤^{}\right]\right)$$
(3)
and $`p_𝐤`$ is given by $`p_𝐤=y_𝐤^{}\frac{a^{}}{a}y_𝐤`$; it is the Fourier transform of $`p_y=y^{}\frac{a^{}}{a}y`$, the momentum conjugate to $`y`$. Primes refer to derivatives with respect to conformal time $`\eta 𝑑t/a`$. All quantities are evaluated in Fourier space. The physical wavelength of a perturbation is $`\lambda _{phys}=a/k`$. It is well known from quantum optics that a Hamiltonian of this type generates a two-mode squeezed state. The application of this formalism to cosmological fluctuations was discussed extensively in .

What is the initial quantum state for the perturbations? A natural assumption would certainly be to take the vacuum state for the fluctuations at the onset of inflation. This will be done here, but it must be emphasised that the results are insensitive to the exact choice of initial condition: Inflation leads to a very high squeezing in momentum and, unless the initial state is “fine-tuned” to be extremely squeezed in position, all differences in the initial state are damped out by inflation. It is of course a deep and non-trivial question why inflation does occur in the first place. This seems to be related with the origin of irreversibility in the Universe, a question that can be dealt with satisfactorily only in the framework of quantum gravity .

The squeezed vacuum can be written, in the Schrödinger picture, as a Gaussian wave function for each mode ,

$$\psi _{k0}=\left(\frac{2\mathrm{\Omega }_R}{\pi }\right)^{1/2}\mathrm{exp}\left([\mathrm{\Omega }_R+\text{i}\mathrm{\Omega }_I]|y_k|^2\right).$$
(4)
Since modes with different wave vectors $`𝐤`$ decouple, I shall sometimes skip the index $`𝐤`$ (or $`k`$) in the following. The wave function (4) can be written in terms of the squeezing parameters $`r`$ and $`\phi `$ in the form

$`\psi _0`$ $`=`$ $`\left({\displaystyle \frac{2k}{\pi [\mathrm{cosh}2r+\mathrm{cos}2\phi \mathrm{sinh}2r]}}\right)^{1/2}`$ (5)
$`\times \mathrm{exp}\left(k{\displaystyle \frac{1\text{e}^{2\text{i}\phi }\mathrm{tanh}r}{1+\text{e}^{2\text{i}\phi }\mathrm{tanh}r}}|y|^2\right).`$
Squeezing can equivalently be expressed in terms of “particle creation” with average particle number $`N(𝐤)\text{e}^{2r}/4aH_I/4k`$, where $`H_I`$ denotes the Hubble parameter of inflation, and the limit of large squeezing $`r\mathrm{}`$ is taken. This corresponds to modes with wavelengths bigger than the horizon (after the first Hubble-radius crossing during inflation). Due to this large squeezing (for the largest cosmological scales one has $`r_k100`$), the system already exhibits a certain degree of classicality by itself, called “decoherence without decoherence” in . In the Heisenberg picture, this is recognised as the negligibility of the decaying mode: If terms proprotional to $`\text{e}^r`$ can be neglected, position and momentum approximately commute. Thought experiments and the analogy with a free quantum particle can be invoked to illustrate this effective classicality . This classicality is of a stochastic nature and different from, for example, the classicality associated with coherent-state evolution. Due to this large squeezing (which one can recognise directly from the Wigner ellipse in phase space), the system exhibits many similarities with a chaotic system, although it is not chaotic, but classically unstable. This will be of relevance for an understanding of the entropy, see below. It must also be emphasised that these properties (random amplitude and fixed phase) are preserved for a sufficient time after the modes re-enter the horizon in the post-inflationary phase  and lead to a distinctive signature of inflationary models in the form of peaks exhibited by the CMB-anisotropy spectrum.

Classical properties arise from quantum systems usually through the ubiquitous interaction with environmental degrees of freedom – the irreversible process of decoherence . Although, as discussed above, the system exhibits classical features by itself, the interaction with other degrees of freedom is unavoidable, and it is important to check that this influence does not spoil the properties of the isolated system. Since the relevant perturbation modes are outside the horizon during inflation, direct causal processes cannot occur and relaxation is therefore negligible. However, quantum entanglement can and does indeed occur . Since all relevant interaction of the perturbations with other degrees of freedom couple field variables (as opposed to the corresponding momenta), the classical pointer basis is given by the field amplitudes $`|y_𝐤`$. The corresponding operator thus commutes with the interaction Hamiltonian,

$$[H_{int},y_𝐤]0.$$
(6)
Moreover, in the large-squeezing limit, the field amplitudes at different times commute,

$$[y_𝐤(t_1),y_𝐤(t_2)]0,$$
(7)
and therefore constitute quantum-nondemolition variables . Of course, the last two equations together imply that $`y_𝐤`$ commutes with the full Hamiltonian, which is therefore an approximate constant of motion. The easiest interaction with an environment, giving a lower bound on decoherence, is a linear coupling with other fields like in quantum Brownian motion . In such a model one finds for the decoherence time

$$t_D\frac{\lambda _{phys}}{g\text{e}^r}(gH_I)^1,$$
(8)
where $`g`$ denotes the (dimensionless) coupling constant. If one assumes that $`g`$ is of order one, one has $`t_DH_I^1`$, i.e., the decoherence timescale is set by the Hubble parameter of inflation and independent of the details of the interaction! After the perturbation has remained outside the horizon for a couple of e-folds, the $`|y_𝐤`$ become a perfectly classical pointer basis. For this reason, the results drawn from the discussion of the system itself remain unchanged, which would not be true if, for example, the particle-number basis would be the classical basis. The interaction constitutes an “ideal measurement”: All interferences disappear from the system, while all probabilities (predictions of the inflationary scenario) remain unchanged, see  for a detailed conceptual discussion.

The above results are of direct relevance for the calculation of the entropy possessed by the pertubations . In the following I shall focus on the gravitons, but a similar discussion can be made for the matter perturbations. Clearly, for the isolated system the entropy is and remains zero, since the system is in a pure state . A non-vanishing entropy arises from the interaction with the environment, since then the perturbations become an open system to which one can only attribute a (reduced) density matrix . The maximal entropy for each mode is obtained if the squeezed ellipse in phase space is coarse-grained to a big circle, yielding an entropy $`S_k2r_k`$. This would mean that the squeezing phase would be maximally randomised and that therefore some features which would otherwise be present in the CMB anisotropy spectrum would be absent. As the discussion in  demonstrates, the actual entropy is much smaller than its maximum value and lies between zero and $`2r_k`$. The point is that a few bits of information loss are sufficient for decoherence, and classicality does already emerge if the entropy is (in a logarithmic sense) much bigger than about $`1\mathrm{ln}20.31`$.

The entropy is calculated via the von Neumann formula $`S=\text{Tr}(\rho \mathrm{ln}\rho )`$, where $`\rho `$ is the reduced density matrix, and use is being made of explicit formulae derived in . The derivation confirms the expectation that the entropy is roughly given by the logarithm of the ellipse in phase space, whose minor axis approaches a finite value due to decoherence (as opposed to ongoing squeezing).

In addition to environmental decoherence, there might also be some information loss due to the presence of a secondary gravitational-wave background caused by postinflationary processes, since the corresponding gravitons are indistinguishable from the gravitons belonging to the primordial background . The result for the entropy depends on the corresponding particle numbers, and various cases are discussed in . The general expectation is that the secondary background is much smaller than the primary one, so that the squeezing is still recognisable.

It turns out that, after a complicated transitory phase, the entropy production rate is given by the Hubble parameter, i.e. $`\dot{S}H`$, in accordance with the result that the decoherence time is proportional to $`H^1`$. During inflation, $`H=H_Iconst.`$, and the entropy production is linear in $`t`$. In the post-inflationary phases, the Hubble parameter is proportional to $`1/t`$, and the entropy increases only logarithmically in time.

It is of interest that the situation is very similar to chaotic systems . The role of the Hubble parameter is there played by the Lyapunov exponent $`\lambda `$. One can define a measure of entropy production, the so-called Kolmogorov entropy, see e.g. , which measures how chaotic a dynamical system is, i.e. how fast information about the state is lost. The Kolmogorov entropy corresponds to the entropy production referred to above. The reason for this analogy is the fact that the situation in phase space is similar in both cases.

It is a pleasure to thank David Polarski and Alexei Starobinsky for their collaboration during which the results reported in this contribution have been obtained. I am also grateful to David Polarski and Sebastian Schlicht for a careful reading of this manuscript.