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# Thermal conductivity of pure and Mg-doped CuGeO3 in the incommensurate phase

## I Introduction

Recently, a new class of commensurate-incommensurate (C-I) transition, magnetic-field induced C-I transition, which had been theoretically predicted, was experimentally established in an one-dimensional antiferromagnetic (AF) Heisenberg spin system coupled to lattice degrees of freedom, the spin-Peierls (SP) system; the magnetic transition is observed in magnetization measurements  and the incommensurate lattice modulation is visibly shown in x-ray diffraction experiments. The SP system shows a transition at $`T_{\mathrm{SP}}`$ from the uniform (U) spin-1/2 quantum liquid phase to the dimerized (D) phase, where spin-singlet ground state is formed at the expense of the lattice deformation energy. With the application of magnetic field, a new magnetic phase appears above a threshold field $`H_c`$ because the nonmagnetic spin-singlet state becomes energetically unfavorable in high magnetic fields. The magnetic moment is partly recovered in the chain, and “spin solitons” are formed in this magnetic phase. The “spin soliton” contains both lattice deformation and moment (carrying spin 1/2), whose spatial distribution is governed by the sine-Gordon equation. Usually, the periodicity of the solitons are determined simply by the applied magnetic field, and as a result, the spin and lattice modulation becomes incommensurate. Therefore, this high-field phase is called incommensurate (I) phase. After the existence of the incommensurate modulation is established, the subsequent interest on this I phase is how the spin and lattice modulation evolves under higher magnetic fields (well above $`H_c`$), where the soliton distance becomes comparable to the soliton width.

The discovery of the inorganic SP compound CuGeO3 (Ref. ) opened the way to impurity substitiution and it turned out that just a small amount of the impurity modifies the phase diagram to a more complicated one;  with decreasing temperature, after the appearance of D phase at $`T_{\mathrm{SP}}`$, the system shows another transition to a peculiar ordered phase, where antiferromagnetic (AF) long-range order and the SP order coexist \[dimerized AF (D-AF) phase\]. The staggered moment and the lattice deformation are spatially modulated in D-AF phase; the amplitude is larger near the impurity sites and smaller in between them. In contrast to such well-established pictures of the ordered phase in low fields (D and D-AF phase), the spin distribution in high-field phases of the impurity-doped systems is still under question. Also, the phase boundaries for the high-field phases are not yet investigated for the system with its Cu site substituted by impurities (Cu-O chains are directly disordered), although there exist several reports on these phase boundaries for the system whose Ge site is substituted. Recently, we reported that $`\kappa `$ of Cu1-xMgxGeO3 is sensitive to the Mg-doping (disorder), and demonstrated that such transport measurement is useful in examining the disorder effects. In this work, we have measured the thermal conductivity of Cu1-xMgxGeO3 single crystals with the application of magnetic field up to 16 T. The specific heat is also measured supplementally for the identical samples. First, $`\kappa `$ of the pure CuGeO3 is measured in order to identify the dominant scattering mechanism in the I phase. It turned out that the dominant heat carriers (phonons) are strongly scattered with the appearance of the spin solitons in the I phase, indicating that $`\kappa `$ is a good probe of the soliton distribution. Our main result is an anomalous plateau feature found in the $`\kappa (H)`$ profile in the antiferromagnetically ordered I (I-AF) phase of the Mg-doped samples, suggesting that the spin solitons are frozen in the I-AF phase.

## II Experimental

The single crystals of Cu1-xMgxGeO3 were grown with a floating-zone method. We have prepared both pure CuGeO3 (the SP transition temperature $`T_{\mathrm{SP}}`$=14.5 K) and two Mg-doped samples $`x=0.016`$ and $`x=0.0216`$ with $`T_{\mathrm{SP}}`$’s of 11.5 K and 9 K, respectively. (The $`T_{\mathrm{SP}}`$’s are determined by dc magnetization measurements). The Mg concentration is carefully determined by inductively coupled plasma-atomic emission spectroscopy (ICP-AES).  The Mg-doped samples shows the Néel transition at $`T_N=`$ 2.5 K and 3 K, respectively. Masuda et al. carefully examined $`x`$ dependence of the $`T_N`$ for the same series of crystals and found that $`T_N`$ jumps at the impurity-driven transition from the D-AF phase to the uniform AF phase without dimerization.  Note that the D-AF phase shows up below $`T_N`$ in the sample used for our present study because the Mg concentration of the both samples is smaller than the critical concentration $`x_c`$ ($`=0.0230.027`$).

The thermal conductivity is measured using a “one heater, two thermometers” method. The direction of the heat current and the magnetic field is parallel to the $`c`$-axis, i.e., the chain direction. The detailed experimental technique is described elsewhere. Since the total thermal conductivity is expressed as $`\kappa =C_iD_i`$, where $`C_i`$ and $`D_i`$ are specific heat and diffusivity of each heat carrier denoted by $`i`$ (the diffusivity $`D_i`$ is proportional to the mean free path of the heat carrier), the specific heat measurement is helpful in the analysis of the $`\kappa `$ data. We have measured the specific heat in magetic fields up to 16 T by the usual relaxation method for the same samples. The addenda consists of a sapphire substrate, a cernox temperature sensor (calibrated in magnetic fields) and 1-k$`\mathrm{\Omega }`$ micro heater. The connection from the addenda to the heat sink is made by Sb-Au thin wires to provide a moderate heat-relaxation rate, from which the heat capacity is calculated.

## III Results

### A Pure CuGeO3

The inset of Fig. 1(a) shows the temperature dependence of $`\kappa `$ in fields up to 16 T. The transition temperatures from the U phase to the D phase (below 9 T) and to the I phase (above 14 T) are indicated as $`T_{\mathrm{SP}}`$ and $`T_I`$, respectively. While both phonons and spin excitations carry a large amount of heat in the U phase,  phonons become the dominant heat carrier at temperatures well below $`T_{\mathrm{SP}}`$ in the D phase because of the spin gap. These phonons are mostly scattered by defects at the lowest temperatures, where spin excitations are almost absent, and field dependence is small there; the 0-T and 9-T curves merge below $``$ 3 K. When thermally excited spin excitations increase with temperature and the scattering rate of the phonons are enhanced, via spin-phonon coupling, $`\kappa `$ starts to decrease with temperature, producing a pronounced peak around $``$ 5 K. Since this peak in $`\kappa `$ is a manifestation of the spin gap, the peak height is rapidly suppressed with magnetic fields.

The field dependence of $`\kappa `$ at 4.2 K is presented in the main panel of Fig. 1(a) to see the suppression of the peak under magnetic fields. A sudden drop in $`\kappa `$, accompanied by hysteresis, shows up at the first order transition from the D phase to the I phase ($`H_c12.5`$ T). When the magnetic field increases above $`H_c`$, $`\kappa `$ starts to increase at $``$ 14 T. The specific heat $`C`$ is measured for the same sample in order to elucidate the origin of the field dependence of $`\kappa `$ ($`\kappa _i=C_iD_i`$). The 14-T and 16-T data are plotted together with zero-field data in Fig. 1(b). In contrast to $`\kappa `$, $`C`$ in the I phase is larger than that in the D phase below $`T_I`$ 10 K, indicating that the jump in $`\kappa `$ at $`H_c`$ is caused by a sudden change in diffusivity. It is also to be noted that the values of $`C`$ at 14 T and at 16 T do not significantly differ below $`T_I`$, while $`\kappa `$ shows an apparent increase above 14 T, suggesting the enhancement in the diffusivity $`D_i`$ with the field application above $`14`$ T.

### B Mg-doped CuGeO3

Figure 2(a) shows the $`\kappa (H)`$ profile of the $`x=0.016`$ sample at 5 K, which is above the zero-field $`T_N`$ ($`2`$ K), determined from dc magnetization. Similarly to the pure sample \[Fig. 1(a)\], $`\kappa `$ is rapidly suppressed with magnetic field when the field approaches $`H_c11.5`$ T, and then increases in the field range above $`H_c`$. Hysteresis is observed in the vicinity of $`H_c`$ also for this sample, although the transition becomes broader.

The temperature dependence of $`\kappa `$ is shown in Fig. 2(b). The transition temperatures $`T_{\mathrm{SP}}`$ and $`T_I`$ are indicated with arrows (together with $`T_N`$). Note that the 14-T and 16-T curves merge below $`T_N`$, suggesting field independent $`\kappa (H)`$ above $`H_c`$ in this temperature range. Since this feature is expected to be more pronounced for a sample with higher $`T_N`$, we measured the field dependence of the $`x=0.0216`$ sample. Figure 3(a) presents $`\kappa (H)`$ profiles at the temperatures of 2.5 K and 5 K. An apparent plateau is observed above $`H_c11.5`$ T in the 2.5-K curve, while the 5-K curve shows a slight upturn above $`H_c`$, similarly to the field profile in the I phase of the pure sample. Figure 3(b) shows the temperature dependence of $`\kappa `$ in three different fields above $`H_c`$ and that without magnetic field. One can see that the 12-, 14- and 16-T curves merge below $`4`$ K, which is close to zero-field $`T_N`$ ($``$ 3 K).

Figure 4 shows the temperature dependence of the specific heat of the same $`x=0.0216`$ sample. The 16-T curve shows a $`\lambda `$-shaped anomaly, indicating that $`T_N`$ under this magnetic field is around 4 K, just below which the plateau feature appears in the $`\kappa (H)`$ profile. Note that $`T_N`$ at 16 T is apparently higher than the zero-field $`T_N`$, because the spin fluctuation is reduced by field application. It is also notable that a broad anomaly is observed above $`T_N`$ up to $``$ 8.5 K, suggesting the existence of another phase at higher temperatures.

## IV Discussion

### A Soliton scattering in I phase

First, let us consider the $`\kappa (H)`$ profile at 4.2 K shown in Fig. 1(a). The dominant heat carriers are phonons in the pure CuGeO3 well below $`T_{\mathrm{SP}}`$, where the spin excitations are hardly excited because of the spin gap. Therefore, $`\kappa (H)`$ shown in Fig. 1(a) mostly reflects the field dependence of $`\kappa _{\mathrm{ph}}`$ at least below $`H_c`$. When the population of the spin excitations gradually increases with field, the scattering by the spin excitations increases and, as the result, $`\kappa _{\mathrm{ph}}`$ slowly decreases.

While the major part of the specific heat is due to phonons in the D phase, the additional component, i.e., magnetic specific heat $`C_m`$, appears in the I phase, as shown in Fig. 1(b). This result reproduces the report by Lorenz et al.,  and is consistent with the theory claiming that $`C_m`$ is due to magnetoelastic excitations called phasons.  Since both $`C_m`$ and $`C_{\mathrm{ph}}`$ depends on temperature as $`T^3`$, the total $`C`$ is $`T^3`$. The thermal conductivity is given by $`\kappa =C_iD_i`$ ($`i=\mathrm{ph},m`$), where the additional magnetic specific heat $`C_m`$ reaches twice as large as the phonon contribution $`C_{\mathrm{ph}}`$ \[see Fig. 1(b)\]. Nevertheless, $`\kappa `$ suddenly decreases at the transition from the D phase to the I phase, meaning that the decrease in $`\kappa _{\mathrm{ph}}`$ is dominant at the transition, though the newly appearing phasons could also carry some heat. Since little change in $`C_{\mathrm{ph}}`$ is expected at $`H_c`$, it must be $`D_{\mathrm{ph}}`$ that is responsible for the abrupt change in $`\kappa (H)`$, indicating the sudden appearance of new scatterers of phonons in the I phase. It is most likely that phonons are strongly scattered by domain walls accompanied with the spin solitons, which would be equivalent to the scattering by the phasons. Note that the ultra-sonic results, in which sudden change in elastic constants was shown at $`H_c`$, are understood in terms of the phonon-soliton interaction.

The $`\kappa (H)`$ profile above $`H_c`$ also is not simply explained by $`C`$ in the I phase; $`\kappa `$ increases above $``$ 14 T, while the difference in $`C_m`$ at 14 T and that at 16 T is negligible within the accuracy of our measurement ($`10`$% of $`C_m`$),  as shown in Fig. 1(b). Since the enhancement in $`\kappa `$ from 14 T to 16 T is more than four times larger than this maximum error, the diffusivity should be responsible for the magnetic-field dependence of $`\kappa `$ also in the field range above $`H_c`$.

Assuming that $`D_{\mathrm{ph}}(H)`$ is governed by the scattering by the domain walls in the I phase, as is discussed above, $`D_{\mathrm{ph}}(H)`$ should be modified when the soliton distribution changes with field. In a sufficiently high magnetic field where the soliton distance $`d`$ becomes comparable to the soliton width $`\xi `$, the adjacent solitons would overlap with each other and the lattice and spin modulation might become sinusoidal wave, as is suggested by a recent NMR measurement  and a magnetostriction result. It is expected that the cross section of the domain-wall scattering is smaller for the sinusoidal-wave modulation than for the independent solitons, because the amplitude of the lattice modulation is smaller for the sinusoidal-wave distribution. Such field dependence of the soliton distribution well explains the enhancement in $`D_{\mathrm{ph}}(H)`$ with field above $`H_c`$, and is consistent with the $`\kappa (H)`$ profile in the I phase. The ratio of $`d/\xi `$ is $`2.3`$ at $`14`$ T (Ref. ) where the overlapping becomes evident in $`\kappa (H)`$.

### B Incommensurate phases in the Mg-doped samples

Since $`\kappa `$ and $`C`$ data demonstrate anomalies at the transition temperatures and at the critical field, we can discuss the phase boundary for the high-field phases of the Mg-doped CuGeO3. So far, contradictory results are reported on the high-field incommensurate phases for CuGeO3 crystals whose Ge site is substituted by Si. Two transitions are observed in the specific heat measurement; one is from the U phase to the incommensurate phase without AF ordering (I phase) and the other is a Néel transition from this I phase to the I-AF phase. On the other hand, the result of a ultrasound-velocity measurement suggests a direct transition from the U phase to the I-AF phase.

Let us discuss this problem on the basis of our $`\kappa `$ and $`C`$ data for the Mg-doped samples, where Cu-O chain is directly modulated. The Néel transition to the I-AF phase is apparent also for the Mg-doped samples; the specific heat shows a clear $`\lambda `$-shaped peak (Fig. 4), and the field dependence of $`\kappa `$ disappears as shown in Fig. 2(b) and Fig. 3(b). In addition to the features at the Néel ordering, an enhancement is observed below $`T_I9`$ K in $`\kappa `$ for the $`x=0.016`$ sample \[Fig. 2(b)\]. The specific heat data for the $`x=0.0216`$ sample in 16 T also shows an enhancement below $`T_I8.5`$ K (Fig. 4). The results indicate the existence of the I phase without AF order for the Mg-doped samples. However, the anomaly in the $`C`$ data is not so obvious at $`T_I`$ as at $`T_N`$. This is probably because of the existence of short-range ordered (SRO) state in the SP transition in the impurity-doped CuGeO3. Noting that long-range SP order is not established down to $``$ 6.5 K at 0 T for the $`x=0.0216`$ sample (Ref. ), and assuming the SRO state also in magnetic fields above $`H_c`$, the “transition temperature $`T_I`$” will not be well-defined.

The field induced transition from D to I and from D-AF to I-AF phases at $`H_c`$ is also evident in the $`\kappa (H)`$ profile; $`\kappa `$ for the $`x=0.016`$ sample and the two curves for the $`x=0.0216`$ sample (at 2.5 K and 5 K) rapidly decrease (with hysteresis when $`x=0.016`$) with the application of magnetic fields below $`H_c`$ 11.5 T, while the decrease abruptly disappears above $`H_c`$ \[Fig. 2(a) and Fig. 3(a)\], similarly to the D-I transition observed for the pure CuGeO3. Note that the transition at 5 K (above $`T_N`$ 4 K) and that at 2.5 K (below $`T_N`$) take place at almost the same field around $`H_c`$ 11.5 T, i.e., the value of $`H_c`$ is irrelevant to whether the temperature is above or below $`T_N`$. The above results suggest that both transitions, from D to I and from D-AF to I-AF, are “commensurate-incommensurate” transition, which is characterized by the appearance of the spin solitons. The suggested phase diagram is presented in Fig. 5, following the discussion in this subsection.

### C Freezing of the solitons in I-AF phase

The most striking observation in the $`\kappa (H)`$ profile for the Mg-doped samples is the plateau feature which appears in the I-AF phase \[see Fig. 3(a)\]. Since the plateau suddenly appears above $`H_c`$, it should be related to the specific scattering mechanism in the incommensurate phase, i.e., the scattering by the domain-walls. Therefore, the field independence in the I-AF phase suggests that the soliton population and their distribution are not affected by the magnitude of the applied magnetic field, indicating that the solitons are frozen. Since the plateau in $`\kappa (H)`$ is present only below $`T_N`$ \[see Fig. 3(b)\], it is the specific feature of the I-AF phase, and the AF order must be essential for the soliton freezing.

In the I-AF phase, it is suggested that solitons are preferably distributed around the impurity sites and that staggered moments are distributed also in between these solitons. Since the spin-flop transition takes place at $`1`$ T,  the staggered moments are directed almost perpendicular to $`H`$ in the I-AF phase. When the magnetic field increases, there are two ways to gain the magnetic energy $`\mathrm{\Delta }MH`$, where $`\mathrm{\Delta }M`$ is the additional magnetization: one is to append other solitons in between the impurity sites, though this position is not so favored compared to the impurity sites, and the other is to cant the staggered moments to the direction of $`H`$. The second process can give an origin of the soliton “freezing” induced by the antiferromagnetism, because the soliton distribution is preserved under further magnetic field. Although the above scenario gives a plausible explanation, independent measurements by neutron scattering and/or NMR are required to elucidate this microscopic mechanism of the antiferromagnetism-induced soliton freezing.

The dotted line in Fig. 3(b) indicates that $`\kappa `$ is proportional to $`T^2`$ when the sample is cooled below $`T_N`$. Since the specific heat have the temperature dependence of $`T^3`$, the diffusivity should behave as $`1/T`$, the typical temperature dependence of $`\kappa _{\mathrm{ph}}`$ when phonons are scattered by dislocations of solids, like defects. The observation shows that the domain walls of the spin solitons behave as rigid dislocations, which would be consistent with the above picture of the frozen solitons in the I-AF phase.

## V Summary

The results of the thermal conductivity measurement on both pure and Mg-doped CuGeO3, accompanied with the specific heat measurement for the same crystals, help to further understand the high-field incommensurate phase of the SP system, the spin-soliton phase. First, it turned out that the phonon transport in the I phase is governed by the domain-wall scattering due to the significant phonon-soliton interaction, and is strongly influenced by spatial distribution of the solitons. Since the kink features in $`H`$ and $`T`$ dependence caused by the appearance (change in the distribution) of the solitons tell us the transition into (in) the I phase, the $`HT`$ phase diagram of the Mg-doped CuGeO3 (where the CuO chain is directly disturbed), is established. Based on our result of $`\kappa (H)`$ above $`H_c`$, it is suggested that the spin solitons are frozen in the I-AF phase with the help of the AF ordering, providing a clue for the full understanding of the spin distribution in this unusual coexistence phase.

## VI Acknowledgment

We greatly thank M. Saito for fruitful discussions.


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# Entropy decrease in Quantum Zeno Effect

## Abstract

If a measurement process is regarded as an irreversible process, then by Second law of thermodynamics the entropy should increase after any measurement process. By the same spirit a quantum system undergoing repeated measurement should show strong irreversibility leading to entropy production. On the contrary we show that in quantum Zeno effect setting the entropy of a quantum system decreases and goes to zero after a large number of measurements. We discuss the entropy change under continuous measurement model and show that entropy can decrease if we use a more accurate measuring apparatus.

email:akpati@sees.bangor.ac.uk

Since its inception the concept of the entropy of a state has played an important role in understanding enigmas of physics in diverse areas such as thermodynamics, quantum mechanics, information theory and recently in the area of quantum information processing. Traditionally one associates some sort of “disorder” with entropy of a physical system. The hallmark of second law of thermodynamics is that the entropy of an isolated system increases with time or remains constant. However, it increases only when a system undergoes an irreversible process (which in turn attributes an arrow of time). In terms of negentropy this should decrease for an irreversible dynamical changes in the system. Given a quantum system, if it is left undisturbed and allowed to evolve unitarily then the entropy remains constant with respect to a given preparation. This is rigidly connected with the principle of linearity of time evolution of quantum system, because one  could show that if the time evolution equation is non-linear then entropy of a mixture of quantum system could spontaneously decrease in a closed system.

But what about the entropy of a quantum system under observation? Since observation(measurement) on a quantum system is an irreversible process one would say that the entropy should increase as was first discussed by von Neumann in formulating his measurement theory. The entropy change occuring in an isolated quantum system without measurement and entropy increase due to measurement are quite different as expounded in a lucid book by Brillouin. In the later case some amount of information can be obtained as measurement involves an experiment with system and apparatus. Thus, the information gain about a physical system by measuring a complete set of commuting observables must be paid for in negative entropy(negentropy). This would mean that if we do repeated measurements on a quantum system we would gain more and more information and the quantum system should show a strong irreversibility leading to increase of entropy. In other words the above reasoning would inevitably lead us to say that frequent observation on a quantum system system should increase the entropy of the system.

In this paper we investigate the entropy of a quantum system under repeated observation. To be specific we look for the entropy change when the unitary evolution of a quantum system is interrupted by sequence of measurements (we call such a dynamics quantum Zeno dynamics (QZD)). This would also answer the question:how does entropy change when we tend to know more and more about the evolution of a quantum system. Contary to aforesaid paragraph, we find that the repeated measurements on a quantum system tends to decrease the entropy of a quantum system and under continuous observation the entropy goes to zero. This can be proved within von Neumann’s collapse mechanism and unitary time evolution. Also, the same can be proved using a continuous measurement model where the effective evolution is non-unitary. In the sequel, we touch questions like does the entropy depend upon the precision with which an apparatus measures the observable of the system under study. With better measuring apparatus can we be able to get much detailed information about the system? Does this decrease the entropy? Since there is considerable interest in the theoretical and experimental issues of quantum Zeno effect(QZE) we believe that the present results will be of importance in answering certain subtle issues like entropy and information under repeated observation.

The quantum Zeno effect (QZE) was originally discovered for an unstable quantum system by Misra and Sudarshan . For a coherent system QZE says that if we prepare the system initially in an eigenstate of some observable and repeatedly disturbes the unitary evolution of the system by successive measurements, then the quantum transition to other states can be completely suppressed. Recently, Itano et al  have carried out an experiment to test the QZE following a proposal of Cook . This experiment gave rise to debates over the fundamental issues of quantum theory which have been discussed by several authors  and also by the present author . In a continuing debate the present author and Lawande  has questioned the necessity of Schrödinger time evolution and argued that QZE could be observed in non-linear quantum systems. Let us consider a quantum system which has been prepared in the eigenstate of some observable $`A`$ that we are interested in measuring. The observable $`A`$ has a discrete spectrum $`\{a_n\}`$ and a complete set of eigenstates $`\{|\psi _n\}`$. In the absence of any measurement the system at a later time $`t`$ will make transition to other states under the action of some unitary operator and the probabilities are distributed according to $`p_n=|c_n|^2`$. Thus the state at time $`t=0`$ evolves to a state at time $`t`$ given by

$$|\psi (t)=U(t)|\psi (0)=\underset{n}{}c_n(t)|\psi _n$$
(1)
One can associate an entropy of the quantum system given these probability distributions$`\{p_1,p_2,\mathrm{}p_n\}`$ as given by

$$S(t)=\underset{n}{}p_n(t)\mathrm{log}p_n(t)$$
(2)
which is called Shannon entropy in information theory. This entropy depends on the initial preparation stage of a quantum system. We will discuss the effect of repeated measurements on the Shannon entropy with respect to a given preparation stage. Since we have prepared our system in the eigenstate of some observable $`A`$ the amplitudes can be written as

$$c_n(t)=\psi _n|e^{iHt/\mathrm{}}|\psi _n=\underset{m}{}e^{iE_mt/\mathrm{}}P_{nm}$$
(3)
where $`P_{nm}=|\psi _n|\varphi _m|^2`$ and $`\{|\varphi _m\}`$ being the basis in which $`H`$ diagonalises. The matrix $`P_{nm}`$ are transition probability matrix elements some times called “doubly stochastic matrix” which satsify $`_nP_{nm}=I=_mP_{nm}`$. Now the probability distributions are given by

$$p_n(t)=\underset{mk}{}e^{i(E_mE_k)t/\mathrm{}}P_{nm}P_{nk}.$$
(4)
Therefore, the Shannon entropy corresponding to the preparation of the system in the eigenstate of $`A`$ leads to the expression

$$S(t)=\underset{n}{}\left[\underset{mk}{}\mathrm{cos}\omega _{mk}tP_{nm}P_{nk}\mathrm{log}(\underset{mk}{}\mathrm{cos}\omega _{mk}tP_{nm}P_{nk})\right]$$
(5)
where $`\omega _{mk}=(E_mE_k)t/\mathrm{}`$ is the transition frequency between two energy levels and we have dropped the imaginary part of (3) because $`p_n(t)`$ are real quantities. On the other hand if we could prepare the system in the eigenstate of the Hamiltonian then the initial and final entropy remain the same. But this preparation stage is not interesting from the standpoint of QZE becuase the probability of finding the system in the nth eigenstate is always unity irrespective of repeated measurements. Therefore, it is essential that we should prepare our system in eigenstate of some observable which does not commute with the Hamiltonian of the system.

We investigate the Shannon entropy of the system when the unitary evolution during the time interval $`[0,T]`$ is interrupted by von Neumann measurements such that one performs a series of measurements at times $`\tau ,2\tau \mathrm{}(N1)\tau ,N\tau =T`$. During the short time interval $`[0,\tau ]`$ the system evolves unitarily. The sequence of measurements that are carried out are idealised to be discrete and instantaneous.

After performing a von Neumann measurement at time $`\tau `$ the probability of finding the system in the $`n`$th state is given by

$$p_n(\tau )=1\frac{\tau ^2}{2}\underset{mk}{}\omega _{mk}^{}{}_{}{}^{2}P_{nm}P_{nk}$$
(6)
When the system undergoes repeated measurements $`N`$ number of times the probability of finding the system in the $`n`$th state is given by

$$p_n(T)=[p_n(\tau )^N]=\left(1\frac{T^2}{2N}\underset{mk}{}\omega _{mk}^{}{}_{}{}^{2}P_{nm}P_{nk}\right)^N$$
(7)
Thus the probabilities are distributed according to above rule after $`N`$ number of measurements and hence the Shannon entropy of the system is given by

$$S_n(T)=\frac{T^2}{2N}\underset{n}{}\left[\underset{mk}{}\omega _{mk}^{}{}_{}{}^{2}P_{nm}P_{nk}exp(\frac{T^2}{2N}\underset{mk}{}\omega _{mk}^{}{}_{}{}^{2}P_{nm}P_{nk})\right]$$
(8)
showing a clear dependence on the number of measurements performed on the quantum system. In the above expression we have used the large $`N`$ limit of the probability distributions. From (5) one can conclude that as the number of measrements tend to infinity the Shannon entropy of the system goes to zero. This is contrary to our intution that large number of meaurements should be a signature of strong irreversibility leading to entropy increase. Rather, we find that the entropy of the system decreases (as it starts from a finite non-zero value and goes to zero) when we tend to know more and more about the evolution of a quantum system.

The same result can also be proved within a continuous measurement model  which has been often invoked to simulate the quantum Zeno effect without using von Neumann’s projection postulate. These models are different from the continuous measurement models described by stochastic equation for the quantum sysytem and quantum trajectory approach. The measurement process in the above case is described by a non-unitary evolution equation. This is done usually by taking an effective Hamiltonian which is non-Hermitian in nature. This kind of model has been very useful in proving new results and predicting new quantum effect such as quantum Zeno Phase effect (QZPE) . For details one can refer to . We briefly recall that the evolution equation for a quantum system undergoing continuous measurement of some observable $`A`$ is given by

$$i\mathrm{}\frac{d|\psi (t)}{dt}=\left[Hi\mathrm{}fg\left(\frac{(Aa)}{\mathrm{\Delta }a}\right)\right]|\psi (t)>$$
(9)
where $`H`$ is the free Hamiltonian, $`a`$ is the result of the measurement that the apparatus reads, $`\mathrm{\Delta }a`$ is the the accuracy of the measurement process and $`f`$ is the rate of information gain on the observable of the system. The function $`g(\frac{(Aa)}{\mathrm{\Delta }a})`$ takes care the interaction between the system and apparatus in a parameter dependent way. The physical basis for such a phenomenological equation has been given on restricted path integral approach  and also heuristically in .

Let us prepare our system as before in the eigenstate of the observable $`A`$ and follow the continuous evolution equation, then the time evolution can be given by

$$|\psi (t)=\mathrm{exp}[i(Hi\mathrm{}fg(\frac{(Aa)}{\mathrm{\Delta }a}))t/\mathrm{}]|\psi _n.$$
(10)
Now the probability amplitude in the nth state would be given by

$$c_n(t)=\psi _n|e^{i(Hi\mathrm{}fu(A;a,\mathrm{\Delta }a))t/\mathrm{}}|\psi _n.$$
(11)
where $`u(A;a,\mathrm{\Delta }a)=g(\frac{(Aa)}{\mathrm{\Delta }a})`$. The above equation is in general difficult to simplify because the observable $`A`$ does not commute with the Hamiltonian. But we can use Campbell-Beker-Hausdorff formula to simplify it to some extent. Without loss of generality for our purpose we assume that the commutator of $`H`$ and $`A`$ commutes with $`H`$ and $`A`$. In that case we can express the amplitudes as

$$c_n(t)=e^{fg(\frac{(a_na)}{\mathrm{\Delta }a})t}\psi _n|e^{iHt}e^{i/2ft[H,u(A)]}|\psi _n.$$
(12)
Therefore, the probabilities are now distributed according to

$$p_n(t)=e^{2fg(\frac{(a_na)}{\mathrm{\Delta }a})t}|V_{nn}|^2.$$
(13)
where $`V_{nn}=\psi _n|e^{iHt}e^{i/2ft[H,u(A)]}|\psi _n`$ is the matrix element involving all other operators. With this distribution we can see that Shannon entropy is given by

$$S(t)=2f\underset{n}{}u_ne^{2fu_n}V_{nn}^2\underset{n}{}e^{2fu_n}V_{nn}^2\mathrm{log}V_{nn}^2.$$
(14)
From the above expression one can clearly see that when we obtain more information about the observable, i.e., in the limit of high frequency of measurement the Shannon entropy goes to zero. It is interesting to note that if we consider an observable which commutes with Hamiltonian then the term $`V_{nn}^2`$ is unity and the entropy takes a simple form $`S=2f_nu_ne^{2fu_n}`$, which also goes to zero in the limit of high frequency of measurements. Note that in the continuous measurement model we can talk of a commuting observable with Hamiltonian and can still have an interesting physical situation.

This model also provides answer to the question: Does the entropy depend on the accuracy of the measuring apparatus? Does it decrease with increasing the accuracy of the device? The answer is yes. As we can see when the accuracy of the device increases the term $`g(A;a,\mathrm{\Delta }a)`$ tends to infinite and then the entropy again goes to zero. This is possible because the function $`g(A;a,\mathrm{\Delta }a)`$ is a positive function of its argument, i.e., $`g(x)0,g(0)=0`$. Generally, it is assumed that $`g(x)=x^2`$ which gives a gussian type function in the time evolution operator.

To conclude this paper we have shown that the Shannon entropy of a quantum system decreases, and, in fact, goes to zero when it is interrupted by a large sequence of measurements of the von Neumann type. The same result is proved within a continuous measurement model. This is somewhat counter intutive that measurement which is supposed to increase the entropy of the system, the repeated measurements do the opposite. This result raises several questions which are related to quantum measurement theory, second law of thermodynamics and the nature of entropy itself. Is it that a quantum system which has undergone several measurements in the past occupies a lowest favourable state (since entropy is minimum). Is it that all the well organised things that we see arround are results of continuous measurements that our whole universe is undergoing? We hope that the new effect of entropy decrease in the quantum zeno dynamics setting may be another way to achive lowest entropy states.

I acknowledge the financial support from EPSRC. I thank R. Onofrio for useful comments on this paper.


text:
# References

IMSc/2000/06/24

cond-mat/0006279

Tsallis Statistics: Averages and a Physical

Interpretation of the Lagrange Multiplier $`\beta `$

S. Kalyana Rama

Institute of Mathematical Sciences, C. I. T. Campus,

Taramani, CHENNAI 600 113, India.

email: krama@imsc.ernet.in

ABSTRACT

> Tsallis has proposed a generalisation of the standard entropy, which has since been applied to a variety of physical systems. In the canonical ensemble approach that is mostly used, average energy is given by an unnromalised, or normalised, $`q`$-expectation value. A Lagrange multiplier $`\beta `$ enforces the energy constraint whose physical interpretation, however, is lacking. Here, we use a microcanonical ensemble approach and find that consistency requires that only normalised $`q`$-expectation values are to be used. We then present a physical interpretation of $`\beta `$, relating it to a physical temperature. We derive this interpretation by a different method also.

PACS numbers: 05.30.-d, 05.70.Ce

1. Tsallis has proposed  a one parameter generalisation of the standard Boltzmann-Gibbs entropy. It is given by

$$S_q=\frac{p_i^q1}{1q}$$
(1)
where $`p_i`$ is the probability that the system is in a state labelled by $`i`$, the sum, here and in the following, runs over all the allowed states, and the parameter $`q`$ is a real number. We have set the Boltzmann constant $`k`$ equal to unity. In the limit $`q1`$, $`S_q=p_ilnp_i`$, thus reducing to the standard Boltzmann-Gibbs entropy. The statistical mechanics that follows from the entropy $`S_q`$, referred to here as Tsallis statistics, is rich in applications and has been studied extensively. It retains the standard thermodynamical structure, leads to power-law distributions as opposed to the exponential ones that follow from the standard statistical mechanics, and has been applied to a variety of physical systems. See  for a thorough discussion, and  for an exhaustive list of references.

Mostly, in these applications, a canonical ensemble approach is used . The entropy $`S_q`$ is extremised subject to the constraint $`p_i=1`$, and an average energy constraint (equation (2) below), obtaining thus the probability distribution $`p_i`$. Various thermodynamical quantities are then calculated by standard methods111 Since the standard thermodynamical structure is preserved, such quantities can be calculated using the standard formulae . However, they are mathematical constructs only, which may or may not have a physical meaning..

The averages can be taken to be given by unnormalised, or normalised, $`q`$-expectation values. Calculations are simpler with the former choice, whereas the later choice has all desireable properties. Also, various quantities calculated using these two choices, although not equal to each other, can be related by a set of formulae. Therefore, both choices have often been used. See  and references therein for a detailed discussion. The average energy constraint is then enforced through a Lagrange multiplier, $`\beta `$. In the standard statistical mechanics, $`\beta `$ is the inverse of the temperature which can be physically measured. To the best of our knowledge, a similar physical interpretation of $`\beta `$ in Tsallis statistics is still lacking. (However, see the Note at the end of the paper.)

In the present letter, we use the microcanonical ensemble approach  and calculate the temperature and specific heat using the entropy $`S_q`$. For classical ideal gas, various thermodynamical quantities have been calculated in  using the canonical ensemble approach. Upon comparing the specific heats obtained in the microcanonical and the canonical ensemble approaches, we find that these two approaches can be equivalent, and various quantities calculated in these two approaches can be equal to each other, only if the average is given by normalised $`q`$-expectation value, and not by unnormalised one.

We then present a physical interpretation of the temperature calculated in the microcanonical ensemble. Comparing then with the canonical ensemble results of , we obtain a physical interpretation of the Lagrange multiplier $`\beta `$. Interestingly, the same interpretation can be derived by a simple refinement of the Gibbsian argument of Plastino and Plastino . We present this derivation also.

The plan of the paper is as follows. We first give the relevant details  and results  of the canonical ensemble approach. We then present our results, and close with a few comments.

2. In the canonical ensemble approach, the entropy $`S_q`$ is extremised subject to the constraint $`p_i=1`$, and an average energy constraint. One thus obtains the probability distribution $`p_i`$, and calculates the physical quantities by standard methods. We briefly present here the relevant aspects. We follow , where more details can be found.

The average energy $`U`$ of the system can be taken to be given by unnormalised, or normalised, $`q`$-expectation value as follows:

$$U_2=p_i^qϵ_i,\mathrm{or}U_3=\frac{p_i^qϵ_i}{p_i^q},$$
(2)
where $`ϵ_i`$ is the $`i^{th}`$ state energy. Here and in the following, the subscript $`2`$ ($`3`$) indicates that the averages are given by unnormalised (normalised) $`q`$-expectation values. Extremising $`S_q`$, with the average energy given by $`U_2`$ ($`U_3`$) in (2), gives

$`p_{i2}`$ $`=`$ $`{\displaystyle \frac{a_{i2}}{Z_2}},a_{i2}=\left(1\beta _2(1q)ϵ_i\right)^{\frac{1}{1q}}`$ (3)
$`p_{i3}`$ $`=`$ $`{\displaystyle \frac{a_{i3}}{Z_3}},a_{i3}=\left(1{\displaystyle \frac{\beta _3(1q)(ϵ_iU_3)}{Y_3}}\right)^{\frac{1}{1q}},`$ (4)
where $`Z_{2(3)}=a_{i2(3)}`$, and $`\beta _2`$ ($`\beta _3`$) is the Lagrange multiplier for $`U_2`$ ($`U_3`$). It also follows that

$$Y_2p_{i2}^q=Z_2^{1q}+\beta _2(1q)U_2,Y_3p_{i3}^q=Y_3=Z_3^{1q}.$$

3. Consider systems whose standard Boltzmann-Gibbs, namely $`q=1`$, partition function is of the form

$$Z_{BG}l^a\beta ^a$$
(5)
where $`a`$ is a dimensionless parameter, $`l`$ is a characteristic length, and $`\beta `$ is the inverse temperature. For example, for a $`d`$-dimensional classical ideal gas with $`N`$ particles and volume $`V`$, $`a=\frac{dN}{2}`$ and $`lV^{\frac{1}{d}}`$. For classical ideal gas, the above formalism has been applied, and various quantities such as energy, specific heat, etc. have been calculated in . The average energies $`U_2,U_3`$ and the specific heats $`𝒞_2,𝒞_3`$ are given by 222 As mentioned in section 1, $`(\beta _2,U_2,𝒞_2,\mathrm{})`$ and $`(\beta _3,U_3,𝒞_3,\mathrm{})`$ can be related to each other by a set of formulae .

$`\beta _2U_2={\displaystyle \frac{aY_2}{1+(1q)a}},`$ $`𝒞_2=aY_2`$ (6)
$`\beta _3U_3=aY_3,`$ $`𝒞_3={\displaystyle \frac{aY_3}{1(1q)a}}.`$ (7)
Note that the specific heats $`𝒞_2`$ and $`𝒞_3`$ are not equal to each other, and even have qualitatively different behaviour: $`𝒞_2`$ is always positive since $`Y_2p_{i2}^q`$ is always positive, whereas $`𝒞_3`$ becomes negative when $`(1q)a>1`$. Explicit expressions for $`Y_2`$ and $`Y_3`$ can be found in , but are not needed here.

4. However, one can also use the microcanonical ensemble approach . For a given energy $`E_{mc}`$ of the system, the entropy is extremised subject only to the constraint $`p_{i(mc)}=1`$. The subscript $`mc`$, here and in the following, indicates that the microcanonical ensemble approach is used. Note that no averaging of the energy is involved in this approach and, hence, no choice is made.

The entropy $`S_q`$ is extremised in the case of equiprobability, i.e. when all the probabilities are equal, with the extremum being a maximum (minimum) if $`q>0`$ ($`q<0`$) . Thus, if $`W`$ is the number of allowed states then

$$p_{i(mc)}=\frac{1}{W}\mathrm{and},\mathrm{hence},S_q=\frac{W^{1q}1}{1q}.$$
(8)
Since the standard thermodynamical structure is preserved , the inverse temperature $`\beta _{mc}`$ and the specific heat $`𝒞_{mc}`$ can be calculated using the standard formulae:

$`\beta _{mc}`$ $``$ $`{\displaystyle \frac{S_q}{E_{mc}}}=\beta _{}Y_{mc}`$ (9)
$`𝒞_{mc}`$ $``$ $`\beta _{mc}^2\left({\displaystyle \frac{^2S_q}{E_{mc}^2}}\right)^1={\displaystyle \frac{c_{}Y_{mc}}{1(1q)c_{}}},`$ (10)
where we have defined $`Y_{mc}=p_{i(mc)}^q=W^{1q}`$,

$$\beta _{}=\frac{lnW}{E_{mc}},\mathrm{and}c_{}=\beta _{}^2\left(\frac{^2lnW}{E_{mc}^2}\right)^1.$$
(11)
For systems whose $`q=1`$ partition function is given by (5), we have

$$Wl^aE_{mc}^a\mathrm{and},\mathrm{hence},\beta _{}=\frac{a}{E_{mc}},\mathrm{and}c_{}=a.$$
(12)
Equations (9) and (10) then give

$$\beta _{mc}E_{mc}=aY_{mc},𝒞_{mc}=\frac{aY_{mc}}{1(1q)a}.$$
(13)
5. For systems whose $`q=1`$ partition function is given by (5), we now have expressions (6), (7), and (13) for energy and specific heat, obtained using the canonical  and the microcanonical ensemble approach. The canonical ensemble approach involves an averaging of the energy, and the expressions (6) ((7)) are for the case where the average is given by unnormalised (normalised) $`q`$-expectation value. However, in the microcanonical ensemble approach, no averaging of energy is involved and, hence, no choice is made.

Let us now compare the specific heats. The specific heats given by (7) and (13) are identical, upto factors involving $`Y_3`$ and $`Y_{mc}`$, and differ distinctly from that given by (6). For example, the specific heat given by (6) is always positive, whereas the specific heats given by (7) and (13) become negative when $`(1q)a>1`$. Therefore, it follows that the microcanonical and the canonical ensemble approaches can be equivalent, and various quantities calculated in these two approaches can be equal to each other, only if the average is given by normalised $`q`$-expectation value, and not by unnormalised one.

6. From now on, we assume that the averages are given by normalised $`q`$-expectation values only. Therefore, energy and specific heat in the canonical ensemble approach are given by (7). We now present a physical interpretation of $`\beta _{}`$ in (11) and, thus, also of $`\beta _{mc}`$ and $`\beta _3`$.

Consider a system obeying Tsallis statistics, with $`q`$ positive but otherwise arbitrary, with energy $`E`$ and number of allowed states $`W(E)`$, and enclosed within a container with which it can exchange energy only. Together, let them be isolated. Thus, if $`E_c`$ is the energy of the container then the total energy $`E_{tot}=E+E_c`$ is fixed. Let the container be choosen to obey the standard Boltzmann-Gibbs statistics, namely Tsallis statistics with $`q=1`$. Therefore, if $`W_c(E_c)`$ is the number of allowed states of the container, then

$$\beta _{phys}=\frac{lnW_c}{E_c}$$
(14)
is the inverse of its temperature, which can be physically measured.

We would like to find the values $`E`$ of the system, and $`E_c=E_{tot}E`$ of the container, at which the (system + container) is in equilibrium. But the analysis of such a composite system, where the constituent systems have different values of $`q`$, is highly nontrivial and is still an open problem333We thank the referee for emphasising this point.. Nevertheless, it is reasonable to expect that (i) the entropy of the composite system is extremised in the case of equiprobability; (ii) the extremum is a maximum, at least in the case where the $`q`$’s of the constituent systems are all positive; and (iii) the maximum is a monotonically increasing function of the total number of allowed states of the composite system.

Although we are unable to justify these properties rigorously, they appear to be physically reasonable, and are satisfied by any single system obeying Tsallis statistics with $`q>0`$ , see equation (8). Hence, we assume that any composite system, the $`q`$’s of whose constituent systems are all positive, also satisfies the properties (i)-(iii) given above. Since the entropy is extremised in equilibrium, our assumption then implies that (i’) when a composite system is in equilibrium, the energies of its constituents will be such as to maximise the total number of states of the composite system444 Alternatively, we may instead assume that the composite system satisfies the property (i’) only, which will suffice for our purposes here.. Note that no assumption is made, or implied, about the explicit form of the entropy of the composite system by assuming the properties (i)-(iii) or (i’) for the composite system.

In the case of the (system + container) considered above, this assumption then implies that in equilibrium, the energy $`E`$ of the system, and the energy $`E_c=E_{tot}E`$ of the container, will be such as to maximise the total number of states of the (system + container), given by

$$W_{tot}(E_{tot})=W(E)W_c(E_{tot}E).$$

Hence, with $`E_{tot}=E+E_c`$ fixed, we have that in equilibrium,

$$\frac{lnW(E)}{E}=\frac{lnW_c(E_c)}{E_c}.$$
(15)
It then follows from equations (9), (11), and (14) that

$$\beta _{phys}=\beta _{}=\frac{\beta _{mc}}{Y_{mc}},$$
(16)
which relates $`\beta _{mc}`$ of the microcanonical ensemble approach to $`\beta _{phys}`$, the physical inverse temperature of the container. As clear from its derivation, the above relation is valid for any arbitrary system, whose $`q=1`$ partition function is completely general.

Now, assuming the equivalence of the microcanonical and the canonical ensemble approach, we can set $`E_{mc}(\beta _{mc})=U_3(\beta _3)`$. For systems considered here, whose $`q=1`$ partition function is given by (5), it then follows from equations (7), (13), and (16) that

$$\frac{\beta _3}{Y_3}=\frac{\beta _{mc}}{Y_{mc}}=\beta _{phys},$$
(17)
which relates $`\beta _3`$ to $`\beta _{phys}`$, the inverse temperature of the container, which can be physically measured. Equation (17) thus provides a physical interpretation of the Lagrange multiplier $`\beta _3`$ of the canonical ensemble approach.

7. The relation (17) between $`\beta _{phys}`$ and $`\beta _3`$ can also be derived by another method. Plastino and Plastino have derived the probability distribution of the form given in (3), for $`q<1`$, by a Gibbsian argument . A simple refinement of their argument leads to the probability distribution of the form given in (4). Requiring it to be exactly identical with (4) then leads to (17).

The argument of  is, briefly, the following. Consider a large, but finite, heat bath obeying the standard Boltzmann-Gibbs thermodynamics. Let $`E_b`$ be its energy and $`\beta _{phys}`$ its inverse temperature, which can be physically measured. Also, let the total number of states in the energy range $`(E_b\pm \frac{\mathrm{\Delta }}{2})`$ be $`\eta (E_b)\mathrm{\Delta }`$. Consider now a system weakly interacting with such a heat bath. Then, the probability $`p_i(ϵ_i)`$ that the system is in a state $`i`$, with energy $`ϵ_i`$, is given by

$$p_i(ϵ_i)\eta (E_bϵ_i)\mathrm{\Delta }.$$

Assuming that $`\eta (E)E^{\alpha 1}`$, where $`\alpha 1`$, one obtains

$$p_i(ϵ_i)\left(1\frac{ϵ_i}{E_b}\right)^{\alpha 1}.$$
(18)
Also, $`\beta _{phys}=\frac{\alpha 1}{E_b}`$. Let $`q=\frac{\alpha 2}{\alpha 1}`$. Then, $`q<1`$, $`\alpha 1=\frac{1}{1q}`$, and

$$p_i(ϵ_i)\left(1\beta _{phys}(1q)ϵ_i\right)^{\frac{1}{1q}},$$

which is of the form given in (3).

By a simple refinement of the above argument, one can obtain the probability distribution of the form given in (4). The above expression for $`\beta _{phys}`$ assumes that the heat bath always has energy $`E_b`$, irrespective of the energy of the system. However, the actual energy of the heat bath is $`E_bϵ_i`$ when the system is in state $`i`$. Therefore, if the average energy of the system is $`U`$ then the average energy of the heat bath is $`E_bU`$. Hence, a more precise expression for $`\beta _{phys}`$ is given by

$$\beta _{phys}=\frac{\alpha 1}{E_bU}.$$

Using this expression in (18), and with $`q`$ defined as above, one obtains

$$p_i(ϵ_i)\left(1\beta _{phys}(1q)(ϵ_iU)\right)^{\frac{1}{1q}},$$
(19)
which is of the form given in (4). Requiring this distribution to be identical with (4) then gives

$$\beta _{phys}=\frac{\beta _3}{Y_3},$$

which is the same relation as in (17) and relates $`\beta _3`$ of the canonical ensemble approach to $`\beta _{phys}`$, the physical inverse temperature of the bath. Assuming the validity of the argument of  and our refinement of it, the above relation is valid for any arbitrary system, but with $`q<1`$.

8. We close with a few comments. The normalised $`q`$-expectation values have, indeed, been found earlier to possess desireable properties and, hence, considered to be the appropriate ones. Here, we find that this result follows simply by requiring the equivalence between the microcanonical and the canonical ensemble approaches.

However, we have considered here only systems whose $`q=1`$ partition function is given by (5). Hence, it is desireable to establish this result for any arbitrary system whose $`q=1`$ partition function is completely general.

The relation (16) between $`\beta _{mc}`$ and $`\beta _{phys}`$ is valid for any arbitrary system whose $`q=1`$ partition function is completely general. The relation (17) between $`\beta _3`$ and $`\beta _{phys}`$ is derived, in the first method, only for systems whose $`q=1`$ partition function is given by (5). Assuming the validity of the argument of  and our refinement of it, the second method of derivation is valid for any arbitrary system, but with $`q<1`$. Hence, a general relation between $`\beta _3`$ and $`\beta _{phys}`$, valid for any arbitrary system and for any value of $`q`$, is still lacking.

Also, Tsallis statistics is applied to a variety of diverse physical systems such as Levy flights, turbulence, etc. to name but a few . It is not clear if each one of them can be modelled as a system within a container, or as a system weakly interacting with a large, but finite, heat bath - models which played a crucial role in the physical interpretation of $`\beta _3`$ presented here. On the other hand, however, one may instead assume that $`\frac{\beta _3}{Y_3}`$, or a suitable generalisation of it, is indeed a physical quantity as given in (17). Its study may then, perhaps, provide new insights into physical systems, to which Tsallis statistics is applied.

Note: While this work was being written, a paper by Abe et al  has appeared. In the prescription termed optimal Lagrange multipliers formalism  which they use, the combination $`\frac{\beta _3}{Y_3}`$ appears naturally. As shown in , certain key properties of the ideal gas then become identical in both the standard statistical mechanics and Tsallis statistics.

The referee has brought to our attention a paper by Abe  where also the combination $`\frac{\beta _3}{Y_3}`$, termed a renormalised (inverse) temperature, appears naturally while establishing the zeroth law of thermodynamics using the classical ideal gas model.

Acknowledgement: We are grateful to G. Baskaran for introducing us to Tsallis statistics. We thank G. Baskaran, G. I. Menon, P. Ray, and B. Sathiapalan for many discussions. Also, we thank the referees for their comments, suggestions for improvement, and for bringing  to our attention.


text:
# Motion of an object through a dilute quantum fluid

## 1 Introduction

One of the most elementary questions that can be asked about a fluid, is how will an object move through it? In quantum fluids, it is expected that the object moves without resistance at velocities, $`v`$, up to a critical value, $`v_\mathrm{c}`$, where energy and momentum conservation allow excitations. If the object mass is large, the critical velocity is given by the Landau criterion, $`v_\mathrm{c}=(ϵ/p)_{\mathrm{min}}`$, where $`ϵ`$ and $`p`$ are the energy and momentum of the excitation . Experiments on the motion of objects in liquid helium suggest that the excitations are often vortices , however, understanding the exact mechanism of vortex formation is impeded by the lack of a complete hydrodynamical model. In contrast, for dilute quantum fluids such as the recently discovered atomic vapour Bose-Einstein condensates , the dynamics can be accurately described by the Gross-Pitaevskii equation, a form of non-linear Schrödinger equation (NLSE) . Consequently, this system provides a near ideal testing ground for advancing our knowledge of superfluid flow. Experimental measurements of the heating produced by laser beam moving through an atomic condensate suggest that the dominant mechanism of momentum transfer is vortex shedding , in agreement with NLSE simulations of a two-dimensional homogeneous flow past a fixed object .

However, if the object has a finite mass, the fluid back-action is significant, and completely different dynamics can arise. For example, ions in liquid helium nucleate vortex rings and become trapped within the vortex core . Here, we study the general case of the motion of an object with finite mass moving through a dilute Bose-Einstein condensate. The time-evolution is found by solving a NLSE coupled to an equation of motion for the object. We show that the object can be accelerated up to a maximum velocity where a vortex ring emerges encircling the object. If the applied force is not too large, the object subsequently becomes trapped within the core of the ring. We show that the motion can be predicted from the time-independent uniform flow states and apply this method to give a complete description of energy and momentum conservation during vortex scattering.

## 2 Numerical method

Throughout the paper we use dimensionless units, where distance and velocity are measured in terms of the fluid healing length, $`\xi `$ and the speed of sound, $`c`$, respectively. The dynamics of the fluid are described by a wavefunction, $`\psi (𝒓,t)`$, whose time-evolution in the fluid rest frame is given by

$$\mathrm{i}_t\psi (𝒓,t)=\frac{1}{2}^2\psi (𝒓,t)+V(𝒓𝒗t)\psi (𝒓,t)+|\psi (𝒓,t)|^2\psi (𝒓,t).$$
(1)
where $`V`$ is the object potential. The position of the object is given by

$$M\dot{𝒗}=𝑭+\mathrm{d}^3r\frac{\mathrm{d}V}{\mathrm{d}𝒓}|\psi (𝒓,t)|^2,$$
(2)
where $`𝑭`$ is an external force and the second term is the force on the object due to the fluid. The computation is simplified by transforming into the frame of the object, where Eq. (1) may be rewritten as

$$\mathrm{i}_t\stackrel{~}{\psi }(𝒓^{\mathbf{}},t)=\frac{1}{2}^2\stackrel{~}{\psi }(𝒓^{\mathbf{}},t)+V(𝒓^{\mathbf{}})\stackrel{~}{\psi }(𝒓^{\mathbf{}},t)+|\stackrel{~}{\psi }(𝒓^{\mathbf{}},t)|^2\stackrel{~}{\psi }(𝒓^{\mathbf{}},t)+\mathrm{i}𝒗^{}\stackrel{~}{\psi }(𝒓^{\mathbf{}},t),$$
(3)
where $`\stackrel{~}{\psi }(𝒓^{\mathbf{}},t)=\psi (𝒓,t)`$ is the wavefunction in the fluid frame written in terms of the object frame coordinates, $`𝒓^{\mathbf{}}=𝒓𝒗t`$. The system is prepared in a time-independent laminar flow state, $`\stackrel{~}{\psi }(𝒓^{\mathbf{}},t)=\varphi (𝒓^{\mathbf{}})\mathrm{e}^{\mathrm{i}\mu t}`$, where $`\mu `$ is the chemical potential, by solving Eq. (3) using Newton’s method . From this initial state, the time evolution due to an applied force, $`𝑭`$, is evaluated by integrating Eq. (3) using a semi-implicit Crank-Nicholson formula. The conservation of momentum

$$𝑷_0+𝑭t=M𝒗+\frac{\mathrm{i}}{2}\mathrm{d}^3r^{}\left[\psi ^{}\psi ^{}\psi ^{}^{}\psi \right],$$
(4)
where $`𝑷_0`$ is the initial momentum of the fluid, is imposed as an additional constraint. The equations are discretized on a three dimensional grid using the non-linear transform $`\widehat{x}=x/(D+|x|)`$, where $`D`$ is a scaling parameter, to map an infinite box onto the space $`11`$. The grid contains 140 points in each dimension and we use a time step $`\mathrm{d}t=0.02`$. For the object we choose a penetrable sphere with mass $`M=200`$ and radius $`R=3.3`$ ($`V=1.0`$ for $`|𝒓^{\mathbf{}}|3.3`$ and $`0`$ elsewhere). For an atomic condensate this would correspond to a small cluster of impurity atoms in a sphere with a diameter of a few microns. However, the main conclusions are not overly sensitive to these parameters.

## 3 Results

The evolution of the object velocity, $`v`$, due to a constant applied force, $`F`$, is shown in Fig. 1. As the velocity increases, momentum is transferred from the object to the fluid. This momentum transfer can be described in terms of an increase in the effective or hydrodynamical mass of the object, $`m_{\mathrm{eff}}=(P/v)^1`$, where $`P=Ft`$. The effective mass becomes infinite at the critical velocity, $`v_\mathrm{c}=0.68`$, and then negative as the object begins to slow down. Further insight is provided by the surface contour plots of the fluid density shown in Fig. 2. At the peak velocity, $`v_\mathrm{c}`$, a vortex ring emerges encircling the object. The object is weakly bound in the direction of motion, therefore as the ring grows, the object and the ring decelerate.

When the vortex core begins to separate from the object boundary, the encircling ring configuration becomes unstable with respect to transverse motion, and stochastic fluctuations induce a transition to a pinned ring, where the object is bound within the vortex core (see Fig. 2). In our simulations, defining the external force, $`𝑭`$, at a slight angle to the numerical grid axis is sufficient to induce the transition. On moving into the core, the object acquires a transverse velocity thereby deflecting its trajectory (Fig. 2). The deflection angle is a few degrees so this effect could be observable. If the ring detaches, a second ring forms and the object is pulled back in the opposite direction. Consequently vortices are emitted on alternating sides of the object, similar to the vortex shedding behaviour observed in classical fluids.

The jump into the core also leads to the excitation of oscillatory modes of the vortex ring Fig. 2(a). One mode of oscillation dominates  and the frequency is independent of the applied force. As the fluid is compressible, an accelerating object creates sound waves which damp the motion. This damping is apparent in the oscillations of the object velocity in Fig. 1(a) inset. If the applied force is maintained the vortex radius continues to increase and eventually the motion becomes indistinguishable from that of a free vortex ring, indicated by the dotted line in Fig. 1(a). Also shown in Fig. 1 are velocity-momentum curves predicted by the time-independent solutions of the NLSE for a uniform flow, Eq. (3). The three branches correspond to (1) laminar flow, (2) an encircling vortex ring and (3) a pinned vortex ring . Excluding the ring excitations, the motion closely follows the time-independent states. It follows that appropriate uniform flow solutions may be used to predict the motion of more complicated objects. To test whether a spherical object favours the encircling vortex ring configuration, we performed calculations on a sphere ($`R=3.3`$) with a hemispherical surface bump ($`R=1.5`$). The largest effect occurs when the bump lies in the equatorial plane. In this case, the critical velocity is reduced from 0.68 to 0.65, and the vortex ring emerges asymmetrically with its axis pulled towards the bump. However, the initial ring radius is still similar to the no bump case. Subsequently, the object or ring rotate such that the vortex core is pinned to the bump.

## 4 Vortex detachment

If the applied force is larger, the object can detach from the vortex ring as in Fig 2(b). After detachment the size of the ring remains constant, and the object can accelerate again up to the critical velocity where another ring forms and so on. The beginning of this repetitive cycle is apparent in the time evolution shown in Fig. 1(c). If detachment occurs, the initial encircling or pinned ring system evolves into an object and a free vortex ring which moves more slowly as in Fig. 2(b). The nucleated ring can be considered as an excitation of the fluid with energy $`ϵ`$ and momentum $`p`$. The dispersion curve for vortex rings in the NLSE was determined by Jones and Roberts  and is reproduced in Fig. 3. The simple form of the Landau criterion, $`v_\mathrm{c}=(ϵ/p)_{\mathrm{min}}`$, cannot be applied to unbounded fluid as the minimum occurs in the limit $`p\mathrm{}`$. A complete description of energy and momentum conservation during vortex scattering should include the recoil energy $`p^2/2M`$, and the energy and momentum stored in the laminar flow around the object. Such a description is provided by considering the time-independent quantum states. In this picture, the process of vortex scattering appears as a ‘decay’ of an encircling ring state into a free vortex ring and a laminar flow state. In Fig. 3, we plot the dispersion curves for a moving object and a free vortex ring obtained from the time-independent solutions . The shaded region indicates the range of initial energies and momenta where vortex scattering may occur, i.e., for which there exists final vortex ring and laminar states which satisfy the conservation laws. In a time-dependent simulation with a constant external force, the object moves up the dispersion curve passing through the critical point where a vortex is formed and then continues along the encircling ring branch (2). When the system enters the shaded region, (point A in Fig. 3), energy and momentum conservation permit decay into an object dressed by laminar flow (B) and a free vortex ring (C). Note that the energy at point A is higher than the time-independent value because the object is dragged out of the plane of the ring (see Fig 2). If the applied force is low, the object moves into the vortex core and the system relaxes towards the lower branch of the dispersion curve (3) making detachment unlikely.

## 5 Discussion

It is interesting to note that the velocity profile shown in Fig. 1(a) is quite similar to those observed for ions in superfluid helium (see e.g. ). To convert between dimensionless units and values for helium, we use the measured values of the number density, $`n_0=2.18\times 10^{28}`$ m-3, the quantum of circulation, $`\kappa =h/m=9.98\times 10^8\mathrm{m}^2\mathrm{s}^1`$, and the healing length $`\xi /\sqrt{2}=0.128`$ nm  leading to a mass unit, $`\stackrel{~}{m}=mn_0\xi ^3=0.13m`$, where $`m`$ is the mass of a helium atom. Our object parameters, $`R=3.3`$, $`M=200`$, correspond to 25 helium atoms with radius 0.6 nm, similar to the ‘snowball’ that surrounds a positive ion . In the NLSE model, the speed of sound is given by $`c=\mathrm{}/m\xi `$, therefore using the healing length as the fit parameter, one obtains $`v_\mathrm{c}60`$ ms-1, in rough agreement with experiments . Although the NLSE cannot be expected to give a complete description of superfluid 4He, it could be considered to compliment existing theories of vortex formation by ions , because the vortex core structure is included explicitly.

## 6 Summary

In summary, we have studied the motion of an object through a dilute quantum fluid. We show that there is a continuous transition between laminar flow and an encircling ring followed by a jump where the object moves into the vortex core. This jump leads to a deflection of the object trajectory and excitations of the vortex ring. If the object has a surface bump near the equator, the encircling vortex emerges asymmetrically. If the applied force is large, the object evades capture by the ring leading to periodic vortex shedding. The simulations reproduce the velocity evolution observed for ions in superfluid helium, suggesting that the behaviour may be characteristic of more complex quantum fluids. We show that the motion and the conditions required for vortex scattering can be predicted using the time-independent states for uniform flow. This approach could be extended to provide useful insight into other complex problems in quantum fluid mechanics such as vortex reconnections and sound emission.

\***

We thank D. C. Samuels, C. F. Barenghi, B. Jackson and J. F. McCann for stimulating discussions. Financial support for this work is provided by the Engineering and Physical Sciences Research Council (EPSRC).


text:
# Level correlations in disordered superconducting grains

\[

## Abstract

I study the quasiparticle level correlations in a grain of a weakly disordered d-wave superconductor, and show that, in a wide intermediate energy range, they are characterized by a novel type of universal behavior.

\]

Level correlations represent a fundamental property of an electron system. They reflect sensitivity of the quasiparticle spectrum to disorder and boundary conditions, and distinguish between extended and localized states. Level correlations in metal grains,  mesoscopic wires,  quantum dots,  SNS junctions,  and superconducting vortex cores  have recently been a subject of much active study. Most simply, level correlations are quantified by the mean square deviation $`\delta N_E^2`$ of the number $`N_E`$ of levels in an energy interval of width $`E`$:

$`\delta N_E^2\left[N_EN_E\right]^2,`$

where the angular brackets denote disorder average.

In disordered systems, the energy levels of localized states are uncorrelated, and $`\delta N_E^2N_E`$. By contrast, extended states are strongly correlated,  which is expressed in $`\delta N_E^2`$ scaling as only a logarithm of $`N_E`$:

$$\delta N_E^2\frac{2C}{\pi ^2}\mathrm{ln}N_EN_E,$$
(1)
where $`C`$ is the number of the quasiparticle diffusion modes.  Formula (1) not only measures the level correlations, but also shows that, in a disordered system, the level number variance is driven by diffusion modes. Formula (1) holds for $`E`$ smaller than the Thouless energy $`E_cD/L^2`$, where $`D`$ is the diffusion constant, and $`L`$ is the system size. At these energies, the level correlations are remarkably universal, with the constant $`C`$ being defined solely by the fundamental symmetries of the system. The low energy universality classes of disordered systems have been classified based on the symmetry arguments.

In this article, I study quasiparticle level correlations in a disordered grain of a d-wave superconductor in the presence of both the time reversal ($`T`$) and the spin rotation invariance ($`S`$). I show that, in a wide intermediate energy range, the level correlations have the universal form (1), yet are different from those in a grain of a metal or of an s-wave superconductor (also invariant under $`T`$ and $`S`$) – as well as different from the level correlations in any of the previously charted  low energy universality classes. The main result is encapsulated in the number $`C`$ of the diffusion modes. In a grain of normal metal (or an s-wave superconductor) with both the time reversal and the spin rotation symmetries present, $`C=4`$, since both the quasiparticle charge and the three components of the quasiparticle spin are conserved and propagate diffusively. By contrast, I show that, in a d-wave superconducting grain, the charge diffusion mode disappears, which leads to $`C=3`$, despite the very same set of fundamental symmetries. This is a novel universal type of level correlations.

The reason behind this result is that the impurity scattering leads to the exchange of charge between the quasiparticle subsystem and the condensate. However, this process is sensitive to the momentum anisotropy of the gap, and its rate vanishes for an ideally isotropic gap, as noticed long ago  in the context of the branch imbalance relaxation in NS junctions. On the contrary, in a d-wave superconductor, such a charge relaxation occurs at a time scale of order the impurity scattering time. As a result, compared with a normal metal (or an s-wave superconductor), the quasiparticle charge diffusion mode is missing in a d-wave superconductor, which reduces the constant $`C`$ from four to three. This reduction is a robust many-body effect of the anisotropic pairing symmetry.

The plan of the paper is as follows. First, I show that, in an s-wave superconducting grain, the level correlations are essentially the same as in the normal state. Then I show how the gap anisotropy eliminates quasiparticle charge diffusion in a d-wave superconductor, and outline the corresponding microscopic calculation. Finally, I describe the applicability range of the result and its relation to the previous findings, and discuss the possible further developments.

S-wave superconductor. Consider an s-wave superconducting grain. In the approximation of a spatially uniform gap, superconductivity can be described as pairing of the exact time reversed eigenstates of the underlying metal. Thus, the exact quasiparticle energies $`E_n`$ in the superconducting state can be expressed via the exact quasiparticle energies $`\epsilon _n`$ in the normal state as per $`E_n=\sqrt{\epsilon _n^2+\mathrm{\Delta }^2}`$. Therefore, the exact density of states $`\nu _S(E)_n\delta [E\sqrt{\epsilon _n^2+\mathrm{\Delta }^2}]`$ in the superconducting state is simply related to the exact density of states $`\nu _N(\epsilon )_n\delta [\epsilon \epsilon _n]`$ in the normal state:

$`\nu _S(E)`$ $`=`$ $`{\displaystyle \frac{E}{\sqrt{E^2\mathrm{\Delta }^2}}}{\displaystyle \underset{n}{}}\delta [\sqrt{E^2\mathrm{\Delta }^2}\epsilon _n]`$
$`=`$ $`{\displaystyle \frac{E}{\sqrt{E^2\mathrm{\Delta }^2}}}\nu _N(\sqrt{E^2\mathrm{\Delta }^2}).`$
As a result, the density of states (DoS) dimensionless autocorrelation function $`R_2^S(E,E^{})\frac{\nu _S(E)\nu _S(E^{})}{\nu _S(E)\nu _S(E^{})}1`$ in the superconducting state can be expressed through the DoS autocorrelation function in the normal state $`R_2^N(\epsilon ,\epsilon ^{})\frac{\nu _N(\epsilon )\nu _N(\epsilon ^{})}{\nu _N(\epsilon )\nu _N(\epsilon ^{})}1`$ in the form

$`R_2^S(E,E^{})=R_2^N(\sqrt{E^2\mathrm{\Delta }^2},\sqrt{(E^{})^2\mathrm{\Delta }^2}).`$

From this simple argument, it follows that the level correlations in an s-wave superconductor are identical (up to the change of variables) to those in the underlying normal metal and that, therefore, the diffusion modes in the two systems are the same.

Before moving further, it is instructive to classify the quasiparticle diffusion modes more precisely. As a two-particle process, diffusion amounts to a coherent propagation of a particle and a hole, carrying spin-$`\frac{1}{2}`$ each. These two spins can add to form a singlet, which corresponds to the charge degree of freedom – or a triplet, which corresponds to the three spin degrees of freedom. Both in s- and in d-wave superconductor, the condensate carries no spin, and thus a quasiparticle cannot exchange spin with the condensate. As a result, in a disordered spin-singlet superconductor, the quasiparticle spin does propagate diffusively, as it was recently re-emphasized.  By contrast, the situation with the quasiparticle charge is more delicate. Perhaps the simplest way to observe this difference is by inspecting the Bogolyubov quasiparticle creation operator:

$`\gamma _p^+=u_pc_p^++v_pc_p,u_p^2={\displaystyle \frac{1}{2}}[1{\displaystyle \frac{\epsilon _p}{\sqrt{\epsilon _p^2+\mathrm{\Delta }_p^2}}}],u_p^2+v_p^2=1.`$

Impurity scattering is elastic, i.e. it conserves the quasiparticle energy $`E_p=\sqrt{\epsilon _p^2+\mathrm{\Delta }_p^2}`$ . In an s-wave superconductor with the uniform gap, $`\mathrm{\Delta }_p`$ is a constant and, in the absence of the Andreev scattering that turns $`\epsilon _p`$ into $`\epsilon _p`$, the energy conservation implies conservation of $`u_p`$ and $`v_p`$ . This means conservation of the particle-hole content of a quasiparticle and leads to the effective charge conservation – even though a Bogolyubov quasiparticle, being a superposition of a particle and a hole, does not have a well defined charge quantum number. The same conclusion can be reached by considering directly the expectation value of the quasiparticle charge $`Q_p`$ :

$`Q_p=u_p^2(+1)+v_p^2(1)={\displaystyle \frac{\epsilon _p}{\sqrt{\epsilon _p^2+\mathrm{\Delta }_p^2}}}.`$

In an s-wave superconductor, and in the absence of the Andreev processes, $`Q_p`$ is conserved by the impurity scattering, which leads to the charge diffusion pole.

D-wave superconductor. By contrast, in a d-wave superconductor, the gap $`\mathrm{\Delta }_p`$ has strong momentum dependence. Hence, even in the absence of the Andreev scattering processes, $`Q_p`$ is not conserved by impurity scattering. In other words, in a d-wave superconductor, elastic scattering does not conserve the moduli of the Bogolyubov factors $`u_p`$ and $`v_p`$ , thus changing the particle-hole content of a quasiparticle. Physically, this means that the impurity scattering leads to the exchange of charge between the quasiparticle subsystem and the condensate at the time scale of order the impurity scattering time – and thus to the absence of the charge diffusion pole.

The same conclusion can be reached in a different and more formal way, by using the Ward identities, which are a consequence of the symmetries of the system.  In the Nambu notations, the BCS Hamiltonian of a d-wave superconductor reads

$`H={\displaystyle 𝑑r\mathrm{\Psi }^{}\left[\tau _3\epsilon (\stackrel{}{p}\frac{e}{c}\stackrel{}{A}\tau _3)+\tau _3e\varphi \mu B+\tau _3u\right]\mathrm{\Psi }}+`$
$`+{\displaystyle 𝑑R𝑑r\mathrm{\Psi }^{}(R+\frac{r}{2})\tau _1\mathrm{\Delta }(R,r)\mathrm{\Psi }(R\frac{r}{2})}.`$
Here $`\mathrm{\Psi }^{}(\psi _{}^{},\psi _{})`$ is the Nambu spinor, $`\tau _i`$ are the Nambu matrices, $`R`$ denotes the center of mass coordinate of a Cooper pair and $`r`$ denotes the relative coordinate. The external fields are the vector potential $`\stackrel{}{A}`$, the electric potential $`\varphi `$, the Zeeman field $`B`$ in the $`\widehat{z}`$ direction, and $`u`$ is the impurity potential. The pair field $`\mathrm{\Delta }(R,r)`$ has been chosen real for the sake of simplicity, and assumed to have the d-wave angular dependence.

The Hamiltonian above respects the gauge symmetry $`\mathrm{\Psi }U_g\mathrm{\Psi }=\mathrm{exp}\left[i\tau _3\frac{e}{\mathrm{}c}\chi _g\right]\mathrm{\Psi }`$ (to be accompanied by the appropriate change of the potentials and of the gap function), and the $`\widehat{z}`$ axis spin rotations symmetry $`\mathrm{\Psi }U_s\mathrm{\Psi }=\mathrm{exp}\left[i\frac{e}{\mathrm{}c}\chi _s\right]\mathrm{\Psi }`$ (to be accompanied by the change of $`B`$).  The sought identities can be obtained in the usual way,  by identifying the variation of the Green function under an infinitesimal transformation $`GUGU^+`$ with the first-order perturbative correction. In the absence of the external fields $`\stackrel{}{A}`$, $`B`$ and $`\varphi `$, and assuming spatially uniform gap ($`\mathrm{\Delta }(R,r)=\mathrm{\Delta }(r)`$), the two symmetries imply two ($`Q=0,\mathrm{\Omega }\epsilon \epsilon ^{}0`$) Ward identities for the disorder-averaged Green functions $`G_{R,A}^1(\epsilon ,p)=\epsilon \mathrm{\Sigma }_{R,A}(\epsilon )\tau _1\mathrm{\Delta }_p\tau _3\epsilon _p,\mathrm{\Sigma }_R(\epsilon )=\mathrm{\Sigma }_A^{}(\epsilon )`$ and the vertex renormalizations $`\tau _0_{RA}`$ , $`\tau _3_{RA}`$ and $`\mathrm{\Delta }_p\tau _2_{RA}`$ :

$$2i\tau _3\mathrm{\Sigma }_R^{\prime \prime }(\epsilon )=(\epsilon \epsilon ^{})\tau _3_{RA}+2i\mathrm{\Delta }_p\tau _2_{RA},$$
(2)
$$2i\mathrm{\Sigma }_R^{\prime \prime }(\epsilon )=(\epsilon \epsilon ^{})\tau _0_{RA}.$$
(3)
The Nambu matrix $`\tau _0`$ corresponds to the $`\widehat{z}`$-component of the quasiparticle spin, and the vertex renermalization $`\tau _0_{RA}`$ describes its propagation. Similarly, $`\tau _3`$ is the quasiparticle charge operator, whose propagation is accounted for by $`\tau _3_{RA}`$. The subscript $`RA`$ means that the vertex joins a retarded and an advanced Green function at energies $`\epsilon `$ and $`\epsilon ^{}`$.  For the illustration purposes, the leading approximation for the vertex corrections (the ladder series) is shown in Fig. 1.

Direct inspection of the ladder series shows that $`\mathrm{\Delta }_p\tau _2_{RA}\tau _3_{RA}`$, which leads to the conclusion that the vertex $`\tau _3_{RA}`$ remains finite as $`(\epsilon \epsilon ^{})0`$. Thus, the quasiparticle charge does not propagate diffusively. At the same time, as seen from Eq. 3, the vertex $`\tau _0_{RA}`$, corresponding to the $`z`$-component of the spin, acquires a diffusion pole:

$`\tau _0_{RA}={\displaystyle \frac{2\mathrm{\Sigma }_R^{\prime \prime }(\epsilon )}{i(\epsilon \epsilon ^{})}}.`$

Notice that, in a metal, the charge diffusion mode re-appears, as seen by sending $`\mathrm{\Delta }_p`$ to zero in Eq. (2).

The calculation. The microscopic calculation of the level correlations amounts to finding the DoS autocorrelation function $`K(\epsilon ,\epsilon ^{})\nu (\epsilon )\nu (\epsilon ^{})\nu (\epsilon )\nu (\epsilon ^{})`$. The mean square deviation of the number of levels in an energy interval of width $`E`$ is then given simply by

$`\delta N_E^2={\displaystyle _E}𝑑\epsilon 𝑑\epsilon ^{}K(\epsilon ,\epsilon ^{}).`$

The calculation of $`K(\epsilon ,\epsilon ^{})`$ amounts to evaluating the Feynman diagram on Fig. 2, as done in , and has to be performed in the four-spinor Balian-Werthamer space. The technical difference with regards to a metal being that now the Green functions reside in the matrix space, whereas the impurity ladder resides in the space of direct products of the two matrices. The calculation for nodal quasiparticles in a d-wave superconductor leads to Eq. 1, with $`C=3`$, and its details will be published elsewhere.

The validity range. The applicability range of this calculation is set by the possibility to treat the gap as spatially uniform.  Hence the energy interval $`E`$ should be much wider than the fluctuations of the gap. The latter scale is set by the perturbation of the gap due to the impurity potential. Neglecting the Coulomb interaction, the perturbation of the gap due to a single impurity has the form

$`\delta \mathrm{\Delta }(R)\mathrm{\Delta }\left[uN(0)\right]\left[\lambda N(0)\right]F(R),`$

where $`\mathrm{\Delta }`$ is the value of the gap far from the impurity, $`[uN(0)]`$ is the dimensionless strength of the impurity potential, $`[\lambda N(0)]`$ is the dimensionless BCS coupling constant, and $`F(R)`$ is a function decaying to zero at the lengthscale of order the coherence length. Scattering off $`\delta \mathrm{\Delta }(R)`$ is the Andreev reflection off the inhomogeneities of the gap, with the rate $`\tau _A^1\tau ^1[\mathrm{\Delta }/ϵ_F]^2[\lambda N(0)]^2\tau ^1`$, where $`\tau ^1`$ is the impurity scattering rate. Thus, the main result of this paper holds for $`E`$ much greater than $`\tau _A^1`$, and for the levels separated from the Fermi energy by more than $`\tau _A^1`$. At the same time, $`E`$ must be much smaller than the Thouless energy $`E_c=D/L^2`$,  which requires $`\tau _A^1D/L^2`$. The latter inequality bounds the grain size by

$`L{\displaystyle \frac{k_Fl\xi }{[\lambda N(0)]}},`$

which is much greater than the coherence length. Note that, for nodal quasiparticles in a d-wave superconductor, both $`l`$ and $`\xi `$ are functions of the quasiparticle energy $`\epsilon `$ and scale as $`l(\epsilon )l\mathrm{\Delta }/\epsilon `$, which further increases the upper bound on the grain size.

Before closing, it is instructive to put the main result of this work, Eq. (1) with $`C=3`$, in context. Equation (1) (with different values of $`C`$) is commonly associated with the random matrix theory (RMT),  which furnishes very general and powerful phenomenological framework for treating random systems, and allows a symmetry classification  of possible universality classes. However, a crucial underlying assumption of the RMT is that *all* the matrix elements of the Hamiltonian (including the matrix elements of the gap) be random and drawn independently from a broad distribution. This requirement automatically rules out the possibility to distinguish superconductors of different pairing symmetry.

By contrast, the present work studies the intermediate energy limit when the matrix elements of the gap may be treated as completely non-random, the randomness being restricted to the diagonal of the Bogolyubov-de Gennes Hamiltonian. In this limit, the Hamiltonian is only a “partly random” matrix, with the matrix elements of the gap fixed by the pairing symmetry. As shown above, the level correlations in such a “partly random” ensemble are sensitive to the momentum anisotropy of the pairing and are qualitatively different e.g. for s- and d-wave superconducting grains.

More importantly, this work shows that, in anisotropic superconductors, the condensate assumes the role of a “charge reservoir” coupled to the quasiparticle subsystem, and affects the level correlations. It would be interesting to study this problem further by explicitly including the dynamics of the condensate, especially in view of the cuprate superconductors as an obvious experimental object.

Discussions with E. Abrahams, B. Altshuler, Ya. Blanter, E. Fradkin, A. Larkin, A. Millis, A. M. Sengupta, F. Sols, M. Turlakov, H. Westfahl and especially I. Aleiner and A. J. Leggett were of much help to my understanding of the problem. Kind hospitality of the Aspen Center for Physics during the 1999 workshop on unconventional order in metals, where part of this study has been carried out, is gratefully acknowledged. This work was supported by the MacArthur Chair endowed by the John D. and Catherine T. MacArthur Foundation at the University of Illinois, and by the National Science Foundation (DMR 91-20000) through the Science and Technology Center for Superconductivity.