text:
# 1 Introduction

## 1 Introduction

In a series of papers (see  and references therein) Jarzynski proved remarkable exact relations in various dynamical systems which relate nonequilibrium quantities with equilibrium free energies. Possible relations between Jarzynski’s results and the “fluctuation theorem” for steady state nonequilibrium systems has been pointed out by Crooks . Piechocinska  and Kurchan  extended some of these results to quantum systems. See also  for a related (but different) attempt at extending Jarzynski relations to quantum systems.

In this note, we derive quantum analogues of Jarzynski’s relations, and discuss two applications, namely, a derivation of the law of entropy increase for general compound systems, and a preliminary analysis of heat transfer between two quantum systems at different temperatures. We believe that the derivation of the law of entropy increase in Section 3 is new and rather important. (But the argument is essentially that in .)

It is likely that many of the materials presented here are known to experts in the field. We nevertheless believe that to summarize all these results in a self-contained (and, hopefully, transparent) manner can be useful for further investigation in related (more difficult) problems.

We have tried to make the present note technically self-contained. The readers are suggested to go back to the references for physical backgrounds.

## 2 Jarzynski relations for quantum systems

We concentrate here on a general quantum mechanical system with a single time-dependent Hamiltonian, and describe the derivation of quantum analogues of Jarzynski relations. Some of the results are already derived in .

### 2.1 Setup

Let us give abstract settings without specifying physical interpretations.

Consider a quantum system with an $`N`$-dimensional Hilbert space. Take an arbitrary time-dependent Hamiltonian $`H(t)`$ in the time interval $`t[t_{\mathrm{init}},t_{\mathrm{fin}}]`$, and let $`H(t_{\mathrm{init}})=H`$ and $`H(t_{\mathrm{fin}})=H^{}`$. For $`i=1,\mathrm{},N`$, we denote by $`|\phi _i`$ and $`|\phi _i^{}`$ the normalized eigenstates of $`H`$ and $`H^{}`$, respectively, with eigenvalues $`E_i`$ and $`E_i^{}`$. Let $`U`$ be the unitary operator for time evolution during the whole period222 Let $`U(t)`$ be the solution of the Schrödinger equation $`iU(t)/t=H(t)U(t)`$ with $`U(t_{\mathrm{init}})=\mathrm{𝟏}`$. Then $`U=U(t_{\mathrm{fin}})`$. .

We assume that, at $`t=t_{\mathrm{init}}`$, the system is in the Gibbs state with inverse temperature $`\beta `$, which is described by the density matrix

$$\rho _{\mathrm{init}}=\frac{e^{\beta H}}{Z(\beta )},$$
(2.1)
with $`Z(\beta )=_{i=1}^Ne^{\beta E_i}`$. We denote by

$$\mathrm{}_{\mathrm{init}}=\mathrm{Tr}[(\mathrm{})\rho _{\mathrm{init}}],$$
(2.2)
the expectation at $`t=t_{\mathrm{init}}`$, and by

$$\mathrm{}_{\mathrm{fin}}=\mathrm{Tr}[(\mathrm{})U\rho _{\mathrm{init}}U^1],$$
(2.3)
the expectation at $`t=t_{\mathrm{fin}}`$.

Let us define a crucial quantity

$$p_{i,j}=\frac{e^{\beta E_i}}{Z(\beta )}|\phi _j^{}|U|\phi _i|^2,$$
(2.4)
which (if one wishes) can be interpreted as the probability that one finds the system in the $`i`$-th eigenstate of $`H`$ at $`t=t_{\mathrm{init}}`$ and then in the $`j`$-th eigenstate of $`H^{}`$ at $`t=t_{\mathrm{fin}}`$. (See  and footnote 5.) One can also think of $`p_{i,j}`$ as a purely theoretical quantity without giving it any interpretations. Note that the unitarity (and the definition of $`Z(\beta )`$) guarantees the normalization $`_{i,j}p_{i,j}=1`$. For any function $`f(E,E^{})`$ of two energy variables $`E`$ and $`E^{}`$, we define its “classical average” by

$$\overline{f(E,E^{})}=\underset{i,j=1}{\overset{N}{}}p_{i,j}f(E_i,E_j^{}).$$
(2.5)
It is crucial to note that, in a general situation where $`H`$ and $`U^1H^{}U`$ do not commute, the classical average $`\overline{f(E,E^{})}`$ does not correspond to quantum mechanical expectation in any obvious way. However, for the simplest $`f`$, we easily find

$$\overline{E}=H_{\mathrm{init}},\overline{E^{}}=H^{}_{\mathrm{fin}},$$
(2.6)
which will be crucial for the applications of the main equality.

### 2.2 Jarzyinski’s equality and inequality

From the definitions (2.5) and (2.4), we find for any $`\stackrel{~}{\beta }`$ that

$`\overline{e^{\beta E\stackrel{~}{\beta }E^{}}}`$ $`=`$ $`{\displaystyle \underset{i,j=1}{\overset{N}{}}}e^{\beta E_i\stackrel{~}{\beta }E_j^{}}{\displaystyle \frac{e^{\beta E_i}}{Z(\beta )}}|\phi _j^{}|U|\phi _i|^2`$ (2.7)
$`=`$ $`{\displaystyle \frac{1}{Z(\beta )}}{\displaystyle \underset{j=1}{\overset{N}{}}}e^{\stackrel{~}{\beta }E_j^{}}`$
$`=`$ $`{\displaystyle \frac{Z^{}(\stackrel{~}{\beta })}{Z(\beta )}},`$
where we used the unitarity to get the second line, and introduced $`Z^{}(\stackrel{~}{\beta })=_{j=1}^Ne^{\stackrel{~}{\beta }E_j^{}}`$. We call (2.7) the Jarzynski equality.

By using the Jensen inequality $`\overline{\mathrm{exp}(f)}\mathrm{exp}(\overline{f})`$, we find that

$$\mathrm{exp}\left(\beta \overline{E}\stackrel{~}{\beta }\overline{E^{}}\right)\frac{Z^{}(\stackrel{~}{\beta })}{Z(\beta )}.$$
(2.8)
By noting the identities (2.6), this reduces to the following inequality for quantum mechanical expectation values.

$$\beta H_{\mathrm{init}}\stackrel{~}{\beta }H^{}_{\mathrm{fin}}\mathrm{log}Z^{}(\stackrel{~}{\beta })\mathrm{log}Z(\beta ),$$
(2.9)
for any $`\stackrel{~}{\beta }`$.

Remark: (9/25/2000) The inequality (2.9) (as well as other inequalities such as (3.16) and (4.9)) follows directly from the wellknown property of the relative entropy as follows. (We stress, however, that the Jarzynski’s basic equality contains much stronger information than the corresponding inequality.)

Let $`\rho _{\mathrm{init}}`$ be an arbitrary density matrix and let $`\rho _{\mathrm{fin}}=U\rho _{\mathrm{init}}U^1`$ where $`U`$ is an arbitrary unitary operator. Then we have

$$\mathrm{Tr}[\rho _{\mathrm{init}}\mathrm{log}\rho _{\mathrm{init}}]=\mathrm{Tr}[\rho _{\mathrm{fin}}\mathrm{log}\rho _{\mathrm{fin}}],$$
(2.10)
which is the well known invariance of the von Neuman entropy. Let $`\rho ^{}`$ be an arbitrary density matrix. Then the relative entropy  satisfies

$$S(\rho ^{}|\rho _{\mathrm{fin}})=\mathrm{Tr}[\rho _{\mathrm{fin}}(\mathrm{log}\rho _{\mathrm{fin}}\mathrm{log}\rho ^{})]0.$$
(2.11)
By combining (2.10) and (2.11), we get

$$\mathrm{Tr}[\rho _{\mathrm{init}}\mathrm{log}\rho _{\mathrm{init}}]\mathrm{Tr}[\rho _{\mathrm{fin}}\mathrm{log}\rho ^{}].$$
(2.12)
This inequality reduces, for example, to (3.16) by choosing both the initial density matrix $`\rho _{\mathrm{init}}`$ and the reference density matrix $`\rho ^{}`$ as Gibbs states.

### 2.3 Basic applications to thermodynamics

We now suppose that our quantum mechanical system is a macroscopic one, and imagine that the time dependent Hamiltonian $`H(t)`$ models an adiabatic operation in thermodynamics. (See, for example, .) We further suppose that the Hamiltonian $`H(t)`$ stays at $`H^{}`$ sufficiently long time at the end of the operation, so that the system reaches a macroscopic equilibrium.

By first setting $`\stackrel{~}{\beta }=\beta `$, we get an inequality for the (expectation value of the) work $`W(U)`$ done by the outside agent (who controls the Hamiltonian) to the system, i.e,

$$W(U)H^{}_{\mathrm{fin}}H_{\mathrm{init}}\frac{1}{\beta }\{\mathrm{log}Z(\beta )\mathrm{log}Z^{}(\beta )\}.$$
(2.13)
Since the relation of (the classical version of) this inequality to the minimum work principle is fully discussed in , we do not repeat the discussion here.

Now in a thermodynamic system whose energy is known to be $`U`$, its entropy can be obtained via a Legendre transformation as333 Throughout the present note, we set the Boltzmann constant to unity.

$$S(U)=\underset{\stackrel{~}{\beta }}{\mathrm{min}}\stackrel{~}{\beta }\{UF(\stackrel{~}{\beta })\}=\overline{\beta }\{UF(\overline{\beta })\},$$
(2.14)
where $`F(\beta )`$ is the Helmoholtz free energy, and $`\overline{\beta }`$ is the unique inverse temperature at which the minimum is attained (and which is nothing but the equilibrium value of the inverse temperature).

From the basic inequality (2.9), we have

$$\beta \{H_{\mathrm{init}}F(\beta )\}\stackrel{~}{\beta }\{H^{}_{\mathrm{fin}}F^{}(\stackrel{~}{\beta })\}$$
(2.15)
for any $`\stackrel{~}{\beta }`$, where $`F(\beta )=\beta ^1\mathrm{log}Z(\beta )`$, and $`F^{}(\stackrel{~}{\beta })=\stackrel{~}{\beta }^1\mathrm{log}Z^{}(\stackrel{~}{\beta })`$. From (2.14), we see that the left-hand side of (2.15) is nothing but the entropy $`S`$ of the initial state, and the minimum over $`\stackrel{~}{\beta }`$ of the right-hand side is the entropy $`S^{}`$ of the final state. Consequently we find from (2.15) that

$$SS^{},$$
(2.16)
which is the law of entropy increase in an adiabatic process444 The inequality (2.15) is valid for arbitrary finite systems. But (2.16) is meaningful only for macroscopic systems, since the definition (2.14) of entropy should be used in the thermodynamic limit. .

### 2.4 “Fluctuation theorem” like symmetry

The reader interested in the topic of Section 3 can skip the present subsection.

Let a variable $`w`$ take values of the form $`E_j^{}E_i`$ for $`i,j=1,\mathrm{},N`$, and let

$`P_U(w)`$ $`=`$ $`{\displaystyle \underset{i,j=1}{\overset{N}{}}}\chi [E_j^{}E_i=w]p_{i,j}`$ (2.17)
$`=`$ $`{\displaystyle \underset{i,j=1}{\overset{N}{}}}\chi [E_j^{}E_i=w]{\displaystyle \frac{e^{\beta E_i}}{Z(\beta )}}|\phi _j^{}|U|\phi _i|^2,`$
where the characteristic function is defined as $`\chi [\text{true}]=1`$, and $`\chi [\text{true}]=0`$. This can be interpreted as the probability that the difference of the measured energies555 We suppose that, as in , one first measures $`H`$ at time $`t=t_{\mathrm{init}}`$, and the state contracts to the eigenstate which corresponds to the measured energy. Then the system evolves according to $`U`$, and one measures $`H^{}`$ at time $`t=t_{\mathrm{fin}}`$.  at the initial and the final states is equal to $`w`$.

Now an easy calculation shows that

$`e^{\beta w}P_U(w)`$ $`=`$ $`{\displaystyle \underset{i,j=1}{\overset{N}{}}}\chi [E_j^{}E_i=w]e^{\beta E_j^{}+\beta E_i}{\displaystyle \frac{e^{\beta E_i}}{Z(\beta )}}|\phi _j^{}|U|\phi _i|^2`$ (2.18)
$`=`$ $`{\displaystyle \frac{Z^{}(\beta )}{Z(\beta )}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}\chi [E_iE_j^{}=w]{\displaystyle \frac{e^{\beta E_j^{}}}{Z^{}(\beta )}}|\phi _i|U^1|\phi _j^{}|^2.`$
With (2.17) in mind, it is natural to define

$$P_{U^1}(w^{})=\underset{i,j=1}{\overset{N}{}}\chi [E_jE_i^{}=w^{}]\frac{e^{\beta E_i^{}}}{Z^{}(\beta )}|\phi _j|U^1|\phi _i^{}|^2.$$
(2.19)
This correspond to the inverse situation where the initial state is the Gibbs state for $`H^{}`$, and the time evolution is given by $`U^1`$. Then (2.18) implies

$$e^{\beta w}P_U(w)=\frac{Z^{}(\beta )}{Z(\beta )}P_{U^1}(w).$$
(2.20)
Consider a situation where $`H=H^{}`$, and the time evolution is symmetric in the sense that666 This is true when $`H(t)`$ is symmetric in the sense that $`H(t)=H(t_{\mathrm{init}}+t_{\mathrm{fin}}t)`$ for any $`t`$ such that $`t_{\mathrm{init}}tt_{\mathrm{fin}}`$, and the matrix elements $`\phi _i|H(t)|\phi _j`$ is real for all $`t`$ and $`i,j`$.

$$|\phi _j|U|\phi _i|=|\phi _j|U^1|\phi _i|.$$
(2.21)
Then we have $`Z(\beta )=Z^{}(\beta )`$, and $`P_U(w)=P_{U^1}(w)`$. Thus (2.20) take the significant form

$$e^{\beta w}P_U(w)=P_U(w),$$
(2.22)
which (at least formally) resembles the fluctuation theorem for steady state777 One finds that the derivation is quite similar (although the derivation of the present result is rather trivial). See especially . . But it is questionable whether this equality carries information about nonequilibrium systems (like the original fluctuation theorem). Later in Section 4, we derive another relation which also resembles the fluctuation theorem. (See (4.15).) We do not go into details about the fluctuation theorem, and just refer to recent works , and those discuss possible relations between the fluctuation theorem and the Jarzynski relations .

## 3 The law of entropy increase for general compound systems

### 3.1 Precise statement in thermodynamics

The law of entropy increase represents the heart of the second law of thermodynamics. In the present note, we have already discussed the law of entropy increase (2.16), but this is only for simple systems.

A simple system is a basic notion in thermodynamics, which stands for a system that can exchange energy within it, and hence always attains a uniform temperature in equilibrium. A compound system, on the other hand, consists of several distinct simple systems which do not exchange energies with each other. (In the usual language of thermodynamics, they are separated by “adiabatic walls.”) An equilibrium state of a compound system is a composition of equilibrium states of each simple system that constitute it.

We assume that a thermodynamic (i.e., macroscopic) equilibrium state of simple system is completely characterized by specifying its inverse temperature $`\beta `$ and a set $`X`$ of extensive variables888 This is not true at tricritical points, but we do not go into such details here. . In case of a fluid with $`M`$ components in a container, $`X=(V,N_1,\mathrm{},N_M)`$ where $`V`$ is the volume of the container and $`N_i`$ the amount of $`i`$-th substance. We denote by $`(\beta ;X)`$ the equilibrium states specified by $`\beta `$ and $`X`$.

Then an equilibrium state of a compound system can be written as

$$\{(\beta _1;X_1)|(\beta _2;X_2)|\mathrm{}|(\beta _n;X_n)\},$$
(3.1)
where $`(\beta _k;X_k)`$ denotes the equilibrium state of the $`k`$-th simple system constituting the whole compound system. Here the vertical bars represent adiabatic walls.

Then the strongest form of the law of entropy increase states that if an adiabatic operation

$$\{(\beta _1;X_1)|\mathrm{}|(\beta _n;X_n)\}\{(\beta _1^{};X_1^{})|\mathrm{}|(\beta _m^{};X_m^{})\},$$
(3.2)
is possible, then one always has999 The entropy principle states, in addition to the law of entropy increase, that the adiabatic operation (3.2) is always possible when (3.3) holds (and when the conservations of masses are satisfied). We do not discuss this additional part of the principle, and focus only on the law of entropy increase.

$$\underset{k=1}{\overset{n}{}}S(\beta _k;X_k)\underset{\mathrm{}=1}{\overset{m}{}}S(\beta _{\mathrm{}}^{};X_{\mathrm{}}^{}),$$
(3.3)
where $`S(\beta ;X)`$ is the entropy of a simple system in state $`(\beta ;X)`$. Note that we allowed the number of simple systems to vary in the adiabatic operation (3.2), since we can insert or remove adiabatic walls during an operation.

We stress that the law of entropy increase for compound system is much stronger than that for simple systems, and (along with additivity of the entropy) has far reaching implications. See, for example, .

### 3.2 Statistical mechanical derivation

We give a statistical mechanical derivation of (3.3). We stress that what follows is an almost trivial and natural modification of the argument in .

We treat a model similar to Section 2 with suitable modifications necessary to represent compound systems.

We again model an adiabatic operation by a time dependent Hamiltonian $`H(t)`$ with $`t`$ in the range $`t_{\mathrm{init}}tt_{\mathrm{fin}}`$. We denote the initial Hamiltonian as $`H(t_{\mathrm{init}})=H`$ and the final Hamiltonian as $`H(t_{\mathrm{fin}})=H^{}`$.

We decompose the Hilbert space $``$ of the system as

$$=\underset{k=1}{\overset{n}{}}_k,$$
(3.4)
and assume that the initial Hamiltonian has the form

$$H=\underset{k=1}{\overset{n}{}}\mathrm{𝟏}_1\mathrm{𝟏}_2\mathrm{}\mathrm{𝟏}_{k1}H_k\mathrm{𝟏}_{k+1}\mathrm{}\mathrm{𝟏}_n,$$
(3.5)
where $`\mathrm{𝟏}_k`$ is the identity operator on $`_k`$, and $`H_k`$ acts only on $`_k`$. For each $`k=1,\mathrm{},n`$, we denote by $`|\phi _i^{(k)}`$ with $`i=1,\mathrm{},d_kdim(_k)`$ the normalized eigenstate of $`H_k`$ with the eigenvalue $`E_i^{(k)}`$. To represent states of the whole system, we use a multi-index $`𝐢=(i_1,i_2,\mathrm{},i_n)`$ with $`i_k=1,\mathrm{},d_k`$, and define

$$|\mathrm{\Phi }_𝐢=\underset{k=1}{\overset{n}{}}|\phi _{i_k}^{(k)}.$$
(3.6)
Similarly we decompose the same Hilbert space as

$$=\underset{\mathrm{}=1}{\overset{m}{}}_{\mathrm{}}^{},$$
(3.7)
and assume that the final Hamiltonian has the form

$$H^{}=\underset{\mathrm{}=1}{\overset{m}{}}\mathrm{𝟏}_1^{}\mathrm{𝟏}_2^{}\mathrm{}\mathrm{𝟏}_\mathrm{}1^{}H_{\mathrm{}}^{}\mathrm{𝟏}_{\mathrm{}+1}^{}\mathrm{}\mathrm{𝟏}_m^{},$$
(3.8)
where $`\mathrm{𝟏}_{\mathrm{}}^{}`$ is the identity operator on $`_{\mathrm{}}^{}`$, and $`H_{\mathrm{}}^{}`$ acts only on $`_{\mathrm{}}^{}`$. For each $`\mathrm{}=1,\mathrm{},m`$, we denote by $`|\phi _j^{(\mathrm{})}`$ with $`j=1,\mathrm{},d_{\mathrm{}}^{}dim(_{\mathrm{}}^{})`$ the normalized eigenstate of $`H_{\mathrm{}}^{}`$ with the eigenvalue $`E_j^{(\mathrm{})}`$. We again use a multi-index $`𝐣=(j_1,j_2,\mathrm{},j_m)`$ with $`j_{\mathrm{}}=1,\mathrm{},d_{\mathrm{}}^{}`$, and define

$$|\mathrm{\Phi }_𝐣^{}=\underset{\mathrm{}=1}{\overset{m}{}}|\phi _j_{\mathrm{}}^{(\mathrm{})}.$$
(3.9)
We assume that at $`t=t_{\mathrm{init}}`$ the $`k`$-th simple system is in the Gibbs state with inverse temperature $`\beta _k`$. The whole state is then represented by the density matrix

$$\rho _{\mathrm{init}}=\underset{k=1}{\overset{n}{}}\frac{e^{\beta _kH_k}}{Z_k(\beta _k)},$$
(3.10)
where $`Z_k(\beta )=_{i=1}^{d_k}e^{\beta E_i^{(k)}}`$.

Then the system evolves according to the time dependent Hamiltonian $`H(t)`$ until $`t=t_{\mathrm{fin}}`$. We assume that, near the end of the operation, $`H(t)`$ stays at $`H^{}`$ for sufficiently long time so that each of the $`m`$ simple systems reach equilibrium. (Note that they are not necessarily described by the exact Gibbs states. See, for example, the discussion at the end of .) We denote by $`U`$ the time evolution unitary operator for the whole process, and denote by

$$\mathrm{}_{\mathrm{init}}=\mathrm{Tr}[(\mathrm{})\rho _{\mathrm{init}}],$$
(3.11)
the expectation at $`t=t_{\mathrm{init}}`$, and by

$$\mathrm{}_{\mathrm{fin}}=\mathrm{Tr}[(\mathrm{})U\rho _{\mathrm{init}}U^1],$$
(3.12)
the expectation at $`t=t_{\mathrm{fin}}`$.

Following (2.4), we define

$$p_{𝐢,𝐣}=\left(\underset{k=1}{\overset{n}{}}\frac{\mathrm{exp}[\beta _kE_{i_k}^{(k)}]}{Z_k(\beta _k)}\right)|\mathrm{\Phi }_𝐣^{}|U|\mathrm{\Phi }_𝐢|^2,$$
(3.13)
and

$$\overline{f(E^{(1)},\mathrm{},E^{(n)},E^{(1)},\mathrm{},E^{(m)})}=\underset{𝐢,𝐣}{}p_{𝐢,𝐣}f(E_{i_1}^{(1)},\mathrm{},E_{i_n}^{(n)},E_{j_1}^{(1)},\mathrm{},E_{j_m}^{(m)}).$$
(3.14)
Then one easily finds for any $`\stackrel{~}{\beta }_1,\mathrm{},\stackrel{~}{\beta }_m`$ that

$`\overline{\mathrm{exp}[{\displaystyle \underset{k=1}{\overset{n}{}}}\beta _kE^{(k)}{\displaystyle \underset{\mathrm{}=1}{\overset{m}{}}}\stackrel{~}{\beta }_{\mathrm{}}E^{(\mathrm{})}]}`$ $`=`$ $`\left({\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \frac{1}{Z_k(\beta _k)}}\right){\displaystyle \underset{𝐢,𝐣}{}}\left({\displaystyle \underset{\mathrm{}=1}{\overset{m}{}}}\mathrm{exp}[\stackrel{~}{\beta }_{\mathrm{}}E_j_{\mathrm{}}^{(\mathrm{})}]\right)|\mathrm{\Phi }_𝐣^{}|U|\mathrm{\Phi }_𝐢|^2`$ (3.15)
$`=`$ $`{\displaystyle \frac{_{\mathrm{}=1}^mZ_{\mathrm{}}^{}(\stackrel{~}{\beta }_{\mathrm{}})}{_{k=1}^nZ_k(\beta _k)}},`$
where $`Z^{}(\stackrel{~}{\beta })=_{j=1}^d_{\mathrm{}}^{}e^{\stackrel{~}{\beta }E_j^{(\mathrm{})}}`$. By using the Jensen inequality, we have

$$\mathrm{exp}[\underset{k=1}{\overset{n}{}}\beta _k\overline{E^{(k)}}\underset{\mathrm{}=1}{\overset{m}{}}\stackrel{~}{\beta }_{\mathrm{}}\overline{E^{(\mathrm{})}}]\frac{_{\mathrm{}=1}^mZ_{\mathrm{}}^{}(\stackrel{~}{\beta }_{\mathrm{}})}{_{k=1}^nZ_k(\beta _k)}.$$
(3.16)
Noting that101010 To be precise, the left-hand side should be $`\mathrm{𝟏}_1\mathrm{}\mathrm{𝟏}_{k1}H_k\mathrm{𝟏}_{k+1}\mathrm{}\mathrm{𝟏}_n_{\mathrm{init}}`$.

$$H_k_{\mathrm{init}}=\overline{E^{(k)}},H_{\mathrm{}}^{}_{\mathrm{fin}}=\overline{E^{(\mathrm{})}},$$
(3.17)
we finally get

$$\underset{k=1}{\overset{n}{}}\beta _k\{H_k_{\mathrm{init}}F_k(\beta _k)\}\underset{\mathrm{}=1}{\overset{m}{}}\beta _{\mathrm{}}\{H_{\mathrm{}}^{}_{\mathrm{fin}}F_{\mathrm{}}^{}(\stackrel{~}{\beta }_{\mathrm{}})\},$$
(3.18)
for any $`\stackrel{~}{\beta }_1,\mathrm{},\stackrel{~}{\beta }_m`$, where $`F_k(\beta )=\beta ^1\mathrm{log}Z_k(\beta )`$ and $`F_{\mathrm{}}^{}(\stackrel{~}{\beta })=\stackrel{~}{\beta }^1\mathrm{log}Z_{\mathrm{}}^{}(\stackrel{~}{\beta })`$. Then the desired inequality

$$\underset{k=1}{\overset{n}{}}S_k\underset{\mathrm{}=1}{\overset{m}{}}S_{\mathrm{}}^{},$$
(3.19)
follows (for a macroscopic system) as in Section 2.3

### 3.3 Remarks

It is quite remarkable that Jarzynski’s method provides us with such a simple (indeed almost trivial) proof of the strongest form of the law of entropy principle.

It should be noted, however, that the present derivation works only when the initial state is a product of exact Gibbs states. The heart of modern statistical physics is that macroscopic system in equilibrium can be modelled by various different distributions, and all of them give rise to the same (true) thermodynamics. According to this spirit, we must be able to extend the present derivation to a much wider class of initial states, but it seems rather difficult for the moment. Note that for simple systems, there exists a proof of the second law of thermodynamics which works for a large class of distributions , but the argument there can hardly be applied to compound systems.

## 4 Heat transfer between two quantum systems

We briefly discuss preliminary results obtained by applying the present techniques to a highly nonequilibrium transient phenomenon. More precisely, we put two quantum system in different temperatures into a thermal contact, and wish to examine the heat flow from one system to the other. This is essentially contained in Jarzynski’s work , but our motivation here seems less ambitious.

Consider a quantum mechanical system consisting of two systems whose Hilbert spaces are $`_1`$ and $`_2`$. Then the Hilbert space for the whole system is $`=_1_2`$. We assume that the Hamiltonian of the model is time independent, and write it in the form

$$H=H_1\mathrm{𝟏}_2+\mathrm{𝟏}_1H_2+H_{\mathrm{int}},$$
(4.1)
where $`H_k`$ acts only on $`_k`$ ($`k=1,2`$) while $`H_{\mathrm{int}}`$ acts on the whole $``$. For $`k=1,2`$, we denote by $`|\phi _i^{(k)}`$ the normalized eigenstate of $`H_k`$ with the eigenvalue $`E_i^{(k)}`$ where $`i=1,\mathrm{},d_kdim(_k)`$.

We assume that initially (which corresponds to $`t=0`$) two systems are independently in equilibrium at inverse temperatures $`\beta _1`$ and $`\beta _2`$, respectively. This corresponds to the density matrix

$$\rho _{\mathrm{init}}=\frac{e^{\beta _1H_1}}{Z_1(\beta _1)}\frac{e^{\beta _2H_2}}{Z_2(\beta _2)},$$
(4.2)
with $`Z_k(\beta )=_{i=1}^{d_k}e^{\beta E_i^{(k)}}`$. Then the expectation at time $`t`$ is given by

$$\mathrm{}_t=\mathrm{Tr}[(\mathrm{})U(t)\rho _{\mathrm{init}}U(t)],$$
(4.3)
where the unitary operator for time evolution is $`U(t)=e^{iHt}`$.

In order to test for the possible heat transfer between the two systems, we examine the quantity111111 To be precise, $`H_1`$ and $`H_2`$ should be $`H_1\mathrm{𝟏}_2`$ and $`\mathrm{𝟏}_1H_2`$, respectively. We make the same abbreviation in what follows.

$$\mathrm{\Delta }S(t)=\beta _1\{H_1_tH_1_0\}+\beta _2\{H_2_tH_2_0\}.$$
(4.4)
Since $`H_k_tH_k_0`$ is the increase of energy in the $`k`$-th system, $`\mathrm{\Delta }S(t)`$ can be interpreted as the increase of entropy in the whole system, provided that the change in the inverse temperatures of the two systems are small and the contribution of $`H_{\mathrm{int}}`$ to the total entropy is negligible.

To examine $`\mathrm{\Delta }S(t)`$, we again introduce the probability

$$p_{i,j;\mathrm{},m}(t)=\frac{e^{\beta _1E_i^{(1)}}}{Z_1(\beta _1)}\frac{e^{\beta _2E_j^{(2)}}}{Z_2(\beta _2)}|\phi _m^{(2)}|\phi _{\mathrm{}}^{(1)}|U(t)|\phi _i^{(1)}|\phi _j^{(2)}|^2,$$
(4.5)
and the corresponding classical average of a function $`f(E^{(1)},E^{(2)},E^{(1)},E^{(2)})`$ as

$$[f(E^{(1)},E^{(2)},E^{(1)},E^{(2)})]_t=\underset{i,j,\mathrm{},m}{}p_{i,j;\mathrm{},m}(t)f(E_i^{(1)},E_j^{(2)},E_{\mathrm{}}^{(1)},E_m^{(2)}),$$
(4.6)
where we avoided the notation $`\overline{f}`$ since the average depends on $`t`$. Note again that

$$[E^{(k)}]_t=H_k_0,[E^{(k)}]_t=H_k_t.$$
(4.7)
Now it is automatic to check that

$$\left[e^{\beta _1(E^{(1)}E^{(1)})+\beta _2(E^{(2)}E^{(2)})}\right]_t=1,$$
(4.8)
for any $`t`$. Then the Jensen inequality $`[e^f]_te^{[f]_t}`$ implies

$$\mathrm{\Delta }S(t)0,$$
(4.9)
which shows the (wellknown) fact that heat never flows from the colder to the hotter. We stress that (4.9) has been proved rigorously (and indeed very easily) for quite general quantum systems.

To get a stronger result, let $`s=\beta _1(E^{(1)}E^{(1)})+\beta _2(E^{(2)}E^{(2)})`$. Then $`[s]_t=\mathrm{\Delta }S(t)`$. Since (4.8) says $`[e^s]_t=1`$, one has

$$\mathrm{\Delta }S(t)=[s]_t=[e^s1+s]_t=[d(s)]_t,$$
(4.10)
where

$$d(x)=e^x1+x=\underset{n=2}{\overset{\mathrm{}}{}}\frac{(x)^n}{n!}$$
(4.11)
satisfies $`d(0)=0`$ and $`d(x)>0`$ for any $`x0`$. (4.10) and (4.6) lead to the expression

$$\mathrm{\Delta }S(t)=\underset{i,j,\mathrm{},m}{}p_{i,j,\mathrm{},m}(t)d[\beta _1(E_{\mathrm{}}^{(1)}E_i^{(1)})+\beta _2(E_m^{(2)}E_j^{(2)})],$$
(4.12)
which is remarkable in that every term in the sum is nonnegative. This means that, when one tries to construct a rigorous lower bound for $`\mathrm{\Delta }S(t)`$ (which would rigorously establish the existence of a finite heat flow), one can freely throw away unwanted terms in (4.12), only keeping well controlled terms in the sum. (Moreover $`d(x)`$ can be bounded from below by simpler functions if necessary.) Although we have no concrete estimates in this abstract setting, we hope one can construct meaningful rigorous lower bounds for $`\mathrm{\Delta }S(t)`$ by examining typical concrete models.

Let us make one more remark in connection with the fluctuation theorem. If we define

$$P_t(s)=\underset{i,j,\mathrm{},m}{}p_{i,j,\mathrm{},m}(t)\chi [\beta _1(E_{\mathrm{}}^{(1)}E_i^{(1)})+\beta _2(E_m^{(2)}E_j^{(2)})=s].$$
(4.13)
Then exactly as in Section 2.4, we can prove

$$e^sP_t(s)=P_t(s),$$
(4.14)
or, for models with time reversal symmetry121212 In the sense that $`|\phi _m^{(2)}|\phi _{\mathrm{}}^{(1)}|U(t)|\phi _i^{(1)}|\phi _j^{(2)}|=|\phi _m^{(2)}|\phi _{\mathrm{}}^{(1)}|U(t)|\phi _i^{(1)}|\phi _j^{(2)}|`$ for any $`i,j,\mathrm{}.m`$. See footnote 6.

$$e^sP_t(s)=P_t(s),$$
(4.15)
which has the form of “fluctuation theorem.” This is a special case of Jarzynski’s “detailed fluctuation theorem” .

It is a pleasure to thank Shin-ichi Sasa for introducing me to the whole subject, and for indispensable discussions.


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# REFERENCES

Quantum Hall effect at low magnetic fields due to electron-electron interaction

In a recent Letter Huckestein showed that at real experimental conditions it is not possible to observe the quantum Hall effect (QHE) at $`\omega _c\tau <1`$ predicted by Khmelnitskii  ($`\omega _c=eB/m`$ is the cyclotron frequency and $`\tau `$ is the scattering time). The observation of such a QHE with reentrant Hall plateaus at low magnetic fields would give support for the global phase diagram  of the integer QHE as obtained from scaling theory . We would like to point out here that in fact the situation is not so hopeless due to the influence of the electron-electron interaction.

For a bare high-temperature conductivity $`\sigma _{xy}^0=\sigma _0\omega _c\tau /[1+(\omega _c\tau )^2]\sigma _0/2<1.5e^2/h`$ with zero-field conductivity $`\sigma _0=ne^2\tau /m<3e^2/h`$, only one QHE plateau with $`\sigma _{xy}=e^2/h`$ is possible. For $`\sigma _0>3e^2/h`$ additional QHE plateaus appear and, therefore, a reentrant QHE structure can occur for $`\omega _c\tau <1`$ . For the quantum values $`\sigma _{xy}^0=ie^2/h`$ the localization length

$$\xi l\mathrm{exp}\left(\pi ^2\sigma _{xx}^0{}_{}{}^{2}h_{}^{2}/e^4\right),$$
(1)
is huge ($`l`$ is the elastic mean free path). For $`\sigma _{xx}^0=\sigma _0/[1+(\omega _c\tau )^2]>\sigma _0/2>1.5e^2/h`$ with $`\omega _c\tau <1`$, $`\xi 10^9l`$ exceeds all rational sizes of samples . Therefore, a sample for which the low-field QHE could be observed due to the localization of electrons in a 2D system , in fact will be metallic at $`\omega _c\tau <1`$ down to a small field $`B_{IM}.`$ The value of $`B_{IM}`$ can be estimated from $`\pi \xi _0^2B_{IM}\mathrm{\Phi }_0`$, where $`\mathrm{\Phi }_0=h/e`$ is the flux quantum and $`\xi _0l\mathrm{exp}(\pi \sigma _0h/2e^2)`$ is the zero-field localization length which is much smaller than the localization length at a magnetic field larger than $`B_{IM}`$. For $`\sigma _0=3e^2/h`$ and $`l=3\times 10^8`$ m the value $`B_{IM}10^4`$ T is small.

However, in addition to the localization effects for noninteracting electrons, the electron-electron interaction results in a logarithmic decrease of the density of states at the Fermi level and of the dissipative conductivity

$$\sigma _{xx}=\sigma _{xx,0}\lambda e^2/\pi h\mathrm{ln}(T_0/T)$$
(2)
where $`\lambda <1`$ is the electron-electron interaction constant of order unity. At low enough temperatures a Coulomb gap should occur with localized states near the Fermi level. The localization length should be minimal at the Fermi energy $`E_F`$, increases for $`\left|EE_F\right|`$ increasing , and becomes much larger than the sample size outside the gap in accordance with Eq.(1). Since the dissipative conductance vanishes at zero temperature, then according to Laughlin’s gauge argument the Hall conductance should be quantized . Therefore, $`\sigma _{xy}`$ should tend to a quantum value with temperature decreasing. Since $`\sigma _{xy}`$ attains different quantum values depending on the $`\sigma _{xy}^0`$ value, transition regions should exist for which $`\sigma _{xx}`$ has a finite value and $`\sigma _{xy}`$ is not quantized at zero temperature. In this scenario there are no levitating extended states between localized states below the Fermi level, which are necessary for the QHE in the case of noninteracting electrons . All states below the Coulomb gap down to the mobility edge near the bottom of the band are delocalized. However, the flow diagram  and the global phase diagram  of the QHE should be qualitatively valid in this case.

¿From Eq.(2) follows that the temperature at which one could expect the QHE should be of the order of

$$T_1T_0\mathrm{exp}(\pi \sigma _{xx}^0h/e^2\lambda )$$
(3)
For $`\sigma _{xx}^0=1.5e^2/h`$ and $`\lambda =1`$, 0.7 and 0.5, the temperature $`T_11`$, $`0.1`$ and $`0.01`$ K, correspondingly, for a reasonable value $`T_0\mathrm{}/k_B\tau 100`$ K.

A support of the above presented scenario is given by the recent observation of the QHE in heavily doped n-GaAs layers at $`\omega _c\tau >1`$ but with thicknesses of the samples $`d>l`$, when the bare electron spectrum is continuous like for bulk material . The QHE is observed for $`\sigma _{xx}^0`$ up to $`2.6e^2/h`$ with $`\xi 10^{29}l`$ as calculated from Eq.(1). For the explanation of the QHE in this case, the electron-electron interaction has to be taken into account.

Along these lines one could expect a QHE at low magnetic fields in a two-dimensional disordered system with a sufficient large constant of interaction $`\lambda `$ and scattering rate $`1/\tau `$, at experimentally obtainable temperatures. An enhanced spin-splitting will be in favor for such a situation .

S. S. Murzin1,2 and A. G. M. Jansen2

1Institute of Solid State Physics RAS, 142432, Chernogolovka, Moscow distr., Russia

2Grenoble High Magnetic Field Laboratory, MPI-FKF and CNRS, B.P.166, F-38042, Grenoble Cedex 9, France

PACS nubers: 73.40 Hm, 71.30+h, 72.15.Rn, 71.55.Jv


text:
# Simulating Simplified Versions of the IKKT Matrix Model

## 1 Motivation

Several candidates for a constructive definition of superstring theory have recently attracted attention. Here we focus on the IKKT model (or IIB matrix model) , which is supposed to correspond to IIB superstring theory in the large $`N`$ limit. That correspondence is supported by some analytical arguments. This matrix model is formally obtained from ordinary super YM gauge theory in the zero volume limit (one point).

Here we study directly the large $`N`$ dynamics of large $`N`$ reduced matrix models. Some results were obtained before for the “bosonic case” (where the fermions are dropped by hand), but we now want to address mainly the SUSY case. In particular we simulate the 4d counterpart of the IKKT model  — we denote it as 4d IIB matrix model — which corresponds again to the dimensional reduction of 4d super YM gauge theory. This model has also been studied analytically  and numerically in the framework of dynamical triangularization . Here we report on direct Monte Carlo simulations using the Hybrid R algorithm . Conclusive results can be obtained because in the 4d version the fermion determinant is real positive — in contrast to the 10d IKKT model, where simulations would be plagued by a sign problem. We got away with a computational effort of $`O(N^5)`$ in the SUSY case, and of $`O(N^3)`$ in the bosonic case.

## 2 The 4d IIB matrix model

The 4d IIB matrix model is given by

$`𝐙`$ $`=`$ $`{\displaystyle 𝑑Ae^{S_b}𝑑\overline{\psi }𝑑\psi e^{S_f}}`$
$`S_b`$ $`=`$ $`{\displaystyle \frac{1}{4g^2}}\mathrm{Tr}[A_\mu ,A_\nu ]^2`$
$`S_f`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}\mathrm{Tr}(\overline{\psi }_\alpha \mathrm{\Gamma }_{\alpha \beta }^\mu [A_\mu ,\psi _\beta ])`$ (1)
where $`A_\mu ,\overline{\psi }_\alpha ,\psi _\alpha `$ ($`\mu =1\mathrm{}4,\alpha =1,2`$) are complex, traceless $`N\times N`$ matrices, and the $`A_\mu `$ (only) are Hermitean. We use $`\stackrel{}{\mathrm{\Gamma }}=i\stackrel{}{\sigma },\mathrm{\Gamma }_4=11`$. In addition to SUSY and SO(4) invariance, this model has a SU($`N`$) symmetry, which is inherited from gauge invariance.

The first question about this model is if it is well-defined as it stands. Since the integration domain of $`dA`$ is non-compact, divergences are conceivable. However, our results, as well as results on a number of special cases  confirm consistently that this model is well-defined at any $`N`$; there is no need to impose a IR cutoff. This implies that the only parameter $`g`$ is simply a scale parameter, rather than a coupling constant. It can be absorbed by introducing dimensionless quantities. The challenge is, however, to tune $`g`$ as a function of $`N`$ so that the correlators are finite at $`N\mathrm{}`$, see Sections 4 and 5.

## 3 The space structure

In the IIB matrix model, the space coordinates arise dynamically from the eigenvalues of the matrices $`A_\mu `$ . In general the latter cannot be diagonalized simultaneously, which implies that we deal with a non-classical space. We measure its uncertainty by

$$\mathrm{\Delta }^2=\frac{1}{N}\left[\mathrm{Tr}(A_\mu ^2)_{USU(N)}^{max}\underset{i}{}\{(UA_\mu U^{})_{ii}\}^2\right],$$

and the “maximizing” matrix $`U`$ is also used for introducing the coordinates of $`N`$ points,

$$x_{i,\mu }=(U_{max}A_\mu U_{max}^{})_{ii}(i=1\mathrm{}N).$$
(2)
What we are really interested in is their pairwise separation $`r(x_i,x_j)=|x_ix_j|`$, and we show the distribution $`\rho (r)`$ in Fig. 1. We observe $`\rho 0`$ at short distances ($`r/\sqrt{g}<1.5`$), hence a UV cutoff is generated dynamically. We also see that increasing $`N`$ favors larger values of $`r`$. To quantify this effect we measure the “extent of space” 111Note that the quantity $`R^2=_0^{\mathrm{}}r^2\rho (r)𝑑r`$ diverges, since $`\rho (r)r^3`$ at large $`r`$ (see second Ref. in ).

$$R_{new}=_0^{\mathrm{}}r\rho (r)𝑑r.$$
(3)
Fig. 2 shows $`R_{new}`$ and $`\mathrm{\Delta }`$ as functions of $`N`$ (at $`g=1`$). The inclusion of fermions enhances $`R_{new}`$ and suppresses $`\mathrm{\Delta }`$, keeping their product approximately constant. The lines show that both quantities follow the same power law, $`R_{new},\mathrm{\Delta }N^{1/4}`$, in SUSY and in the bosonic case. In SUSY this behavior is consistent with the branched polymer picture: there one would relate the number of points as $`N(R_{new}/\mathrm{})^{d_H}`$, where $`\mathrm{}`$ is some minimal bond, which corresponds to the above UV cutoff. The Hausdorff dimension $`d_H=4`$ then reveals consistency with our result.

## 4 Polyakov and Wilson loops

We define the Polyakov loop $`P`$ and the Wilson loop $`W`$ — which is conjectured to correspond to the string creation operator — as

$`P(p)`$ $`=`$ $`{\displaystyle \frac{1}{N}}\mathrm{Tr}\left(e^{ipA_1}\right),`$ (4)
$`W(p)`$ $`=`$ $`{\displaystyle \frac{1}{N}}\mathrm{Tr}\left(e^{ipA_1}e^{ipA_2}e^{ipA_1}e^{ipA_2}\right).`$ (5)
Of course the choice of the components of $`A_\mu `$ is irrelevant, and the parameter $`p\mathrm{𝖱𝖨}`$ can be considered as a “momentum”.

Now $`g(N)`$ has to be tuned so that $`P,W`$ remain finite as $`N\mathrm{}`$. This is achieved by

$$g1/\sqrt{N},$$
(6)
which leads to a beautiful large $`N`$ scaling; Fig. 3 shows the invariance of $`P`$ for $`N=16\mathrm{}48`$ in SUSY. Also the bosonic case scales accurately .

The historic 2d Eguchi-Kawai model  had a $`(ZZ_N)^2`$ symmetry, which implied $`P(p0)=0`$, a property which was crucial for the proof of the Eguchi-Kawai equivalence to gauge theory. As we see, this property is not fulfilled here, but $`P(p)`$ falls off rapidly, towards a regime where the assumption of this proof holds approximately.

We proceed to a more explicit test of Eguchi-Kawai equivalence by checking the area law for $`W(p)`$. Fig. 4 shows that the area law seems to hold in a finite range of scale. Remarkably, the behavior is very similar  in the bosonic case. There we further investigated the behavior at much larger $`N`$ , and we observed that the power law regime does neither shrink to zero — as it was generally expected — nor extend to infinity — a scenario which seems possible from Fig. 4. At least in the bosonic case its range remains finite at large $`N`$. Recently the same behavior was observed in a study of the 10d bosonic case .

## 5 Multipoint functions

We now consider connected multipoint functions $`𝒪_1𝒪_2\mathrm{}𝒪_n_{con}`$, $`𝒪_i`$ being a Polyakov or a Wilson loop. We wonder if it is possible to renormalize all of those multipoint functions simply by inserting $`𝒪_i^{(ren)}=Z𝒪_i`$, so that a single factor $`Z`$ renders all functions $`𝒪_1^{(ren)}𝒪_2^{(ren)}\mathrm{}𝒪_n^{(ren)}_{con}`$ (simultaneously) finite at large $`N`$.

It turns out that such a universal renormalization factor seems to exist in SUSY. We have to set again $`g1/\sqrt{N}`$, and then $`ZN`$ provides large $`N`$ scaling, as we observed for a set of 2, 3 and 4-point functions. Two examples are shown in Fig. 5. Our observation can be summarized by the SUSY rule

$$𝒪=O(1),𝒪_1\mathrm{}𝒪_n=O(N^n)(n2).$$

This implies that large $`N`$ factorization holds, $`𝒪_1\mathrm{}𝒪_n=𝒪_1\mathrm{}𝒪_n+O(N^2)`$, as in gauge theory, although coupling expansions are not applicable here.

For the bosonic case, a $`1/d`$ expansion  suggests large $`N`$ factorization to hold as well, but it also predicts $`𝒪_1\mathrm{}𝒪_n=O(N^{2(n1)})(n2)`$. This is confirmed numerically : in particular the 3-point functions shown in Fig. 5 now requires $`Z^3N^4`$. Therefore no universal renormalization factor $`Z`$ exists in the bosonic case, which is an important qualitative difference from the SUSY case.

## 6 Simulations in ten dimensions

We also performed simulations in $`d=10`$ , where we simplified the IKKT model as follows:

(1) We use a 1-loop approximation, which is expected to capture the low energy dynamics. This amounts to an effective action, keeping track of off-diagonal elements only to the quadratic order, in the spirit of Ref. .

(2) We omit the phase of the Pfaffian by hand, in order to avoid the sign problem. Thus a Monte Carlo study becomes feasible.

The validity of (1) is supported by our results for $`R_{new}`$, but (2) is certainly a drastic step. Still one could hope to observe basic properties of the IKKT model at least qualitatively. These simplifications allow for a simulation effort of only $`O(N^3)`$.

Our main interest here is if the eigenvalue distribution of the $`A_\mu `$ indicates a spontaneous symmetry breaking (SSB) of SO(10) invariance, as it was suggested in the formulation of the IKKT model .

To this end, we consider the moment of inertia

$$T_{\mu \nu }=\frac{2}{N(N1)}\underset{i>j}{}(x_{i\mu }x_{j\mu })(x_{i\nu }x_{j\nu })$$
(7)
($`i=1\mathrm{}N`$), and we measure its 10 eigenvalues. A gap in this spectrum would indicate the SSB of Lorentz symmetry. However, this cannot be observed, even though we raised $`N`$ up to 512. On the contrary, we observe that the eigenvalue distribution becomes more and more isotropic as $`N`$ increases, see Fig. 6, and the same is true in $`d=6`$ . We conclude that if SSB of Lorentz symmetry occurs in the IKKT model, then it must be driven by the imaginary part of the action.

## 7 Conclusions

We first simulated the 4d IIB matrix model, both, SUSY and bosonic. We varied $`N`$ up to 48, which turned out to be sufficient to study the large $`N`$ dynamics.

We confirmed that the model is well-defined as it stands, hence $`g`$ is a pure scale parameter. The space coordinates arise from eigenvalues of the bosonic matrices $`A_\mu `$. The extent of space follows a power law. In SUSY this agrees with the branched polymer picture. Fermions leave the power unchanged but reduce the space uncertainty — though it remains finite at large $`N`$.

The large $`N`$ scaling of Polyakov and Wilson loops and their correlators requires $`g1/\sqrt{N}`$ in SUSY and in the bosonic case, but the wave function renormalization is qualitatively different: only in SUSY a universal renormalization exists.

The area law for Wilson loops holds in a finite range of scale for the SUSY and the bosonic case. The latter comes as a surprise, and we checked up to rather large $`N`$ that this range remains indeed finite. Hence Eguchi-Kawai equivalence to ordinary gauge theory  may hold in some regime.

Finally we simulated a 10d low energy effective theory, where the phase was dropped by hand. We could not observe any sign of a spontaneous breaking of Lorentz symmetry.

W.B. would like to thank for the excellent organization of LATTICE 2000, where he enjoyed discussions with A. González-Arroyo, U.-J. Wiese and J. Wosiek.


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# 1 Time-dependent CP asymmetry in 𝑏→𝑠𝛾 decay as a function of the branching ratio of 𝜏→𝜇𝛾.

| KEK-TH-713 |
| --- |
| September 2000 |

Neutrino Yukawa couplings and FCNC processes in $`B`$ decays in SUSY-GUT*** Talk given in International Seminar Quarks-2000, May 14–21, 2000, Pushkin, Russia and XXXth International Conference on High Energy Physics, July 27–August 2, 2000, Osaka, Japan.

Seungwon Baek, Toru Goto and Yasuhiro Okada

Theory Group, KEK, Tsukuba, Ibaraki, 305-0801, Japan

Ken-ichi Okumura

Institute for Cosmic Ray Research, University of Tokyo, Kashiwa, Chiba, 277-8582, Japan

## Abstract

Flavor changing neutral current and lepton flavor violating processes are studied in the SU(5) SUSY-GUT with right-handed neutrino supermultiplets. Using input parameters motivated by neutrino oscillation, it is shown that the time-dependent CP asymmetry of $`bs\gamma `$ can be as large as 20%. We also show that the $`B_s`$$`\overline{B}_s`$ mixing can be significantly different from the standard model prediction.

Effects of the physics beyond the standard model (SM) may appear in the flavor physics in quarks and leptons. One of indications is already given by the atmospheric and the solar neutrino anomalies which are interpreted as evidences of neutrino oscillation . A natural way to explain small neutrino masses is the see-saw mechanism with very heavy right-handed neutrinos. This scenario suggests the existence of new sources of flavor mixings in the lepton sector at much higher energy scale than the electroweak scale.

In this work  we consider flavor changing neutral current (FCNC) and lepton flavor violation (LFV) processes in the model of a SU(5) supersymmetric (SUSY) grand unified theory (GUT) which incorporates the see-saw mechanism for the neutrino masses. In the SUSY model based on the minimal supergravity the mass matrices of squarks and sleptons are flavor-blind at the Planck scale $`M_P`$. However renormalization effects due to Yukawa coupling constants of quarks, leptons and neutrinos induce flavor mixing in the squark/slepton mass matrices. In the context of SUSY-GUT with right-handed neutrinos, the flavor mixing related to the neutrino oscillation can provide the mixing in the squark sector. We show that due to the large mixing of the second and third generations suggested by the atmospheric neutrino data, $`B_s`$$`\overline{B}_s`$ mixing and the CP asymmetry of the $`BM_s\gamma `$ process, where $`M_s`$ is a CP eigenstate including the strange quark, have significant deviations from the SM predictions.

The relevant part of the superpotential for the SU(5) SUSY GUT with right-handed neutrino supermultiplets is given by

$$W=\frac{1}{8}f_U^{ij}\mathrm{\Psi }_i\mathrm{\Psi }_jH_5+f_D^{ij}\mathrm{\Psi }_i\mathrm{\Phi }_jH_{\overline{5}}+f_N^{ij}N_i\mathrm{\Phi }_jH_5+\frac{1}{2}M_\nu ^{ij}N_iN_j,$$
(1)
where $`\mathrm{\Psi }_i`$, $`\mathrm{\Phi }_i`$ and $`N_i`$ are $`\mathrm{𝟏𝟎}`$, $`\overline{\mathrm{𝟓}}`$ and $`\mathrm{𝟏}`$ representations of SU(5) gauge group. $`i,j=1,2,3`$ are the generation indices. $`H_{5,\overline{5}}`$ are Higgs superfields with $`\mathrm{𝟓}`$ and $`\overline{\mathrm{𝟓}}`$ representations. $`f_{U,D,N}`$ are Yukawa coupling matrices and $`M_\nu `$ is the Majorana mass matrix. Below the GUT scale $`M_G`$ and the Majorana mass scale $`M_R`$ the superpotential is written as

$$W=\stackrel{~}{f}_U^{ij}Q_iU_jH_2+\stackrel{~}{f}_D^{ij}Q_iD_jH_1+\stackrel{~}{f}_L^{ij}E_iL_jH_1\frac{1}{2}\kappa _\nu ^{ij}(L_iH_2)(L_jH_2),$$
(2)
where $`\kappa _\nu `$ is obtained by integrating out $`N_i`$ at $`M_R`$. The Yukawa coupling constants $`\stackrel{~}{f}_U`$, $`\stackrel{~}{f}_D`$ and $`\stackrel{~}{f}_L`$ are related to $`f_U`$ and $`f_D`$ at $`M_G`$. The masses and mixings of the quarks and leptons are determined from the superpotential Eq. (2) at the low energy scale.

As discussed above, the renormalization effects due to the Yukawa coupling constants induce various FCNC/LFV effects from the mismatch between the bases of quark/lepton and squark/slepton masses. In particular the top Yukawa coupling constant is responsible for the running of the $`\stackrel{~}{q}_L`$ and $`\stackrel{~}{u}_R`$ masses. At the same time the $`\stackrel{~}{e}_R`$ mass matrix receives sizable corrections between $`M_P`$ and $`M_G`$ scales and LFV processes are induced . In a similar way, if $`f_N^{ij}`$ is large, the $`\stackrel{~}{l}_L`$ and $`\stackrel{~}{d}_R`$ mass matrices receive sizable flavor changing effects due to the running between $`M_P`$ and $`M_{G,R}`$ scales . These are sources of extra contributions to various FCNC/LFV processes.

We calculate the following observables: the CP violation parameter in the $`K^0`$$`\overline{K}^0`$ mixing $`\epsilon _K`$, $`B_q`$$`\overline{B}_q`$ mass splitting $`\mathrm{\Delta }m_q`$ ($`q=d,s`$), the branching ratios of $`bs\gamma `$, $`\mu e\gamma `$ and $`\tau \mu \gamma `$, and the amplitude of the time-dependent CP asymmetry in the $`BM_s\gamma `$ process , which is written as

$`A_t`$ $`=`$ $`{\displaystyle \frac{2\mathrm{I}\mathrm{m}(\mathrm{e}^{i\theta _B}c_7c_7^{})}{|c_7|^2+|c_7^{}|^2}},`$ (3)
where $`c_7`$ and $`c_7^{}`$ are the Wilson coefficients in the effective Lagrangian for the $`bs\gamma `$ decay $`=(c_7\overline{s}\sigma ^{\mu \nu }b_R+c_7^{}\overline{s}\sigma ^{\mu \nu }b_L)F_{\mu \nu }+\mathrm{H}.\mathrm{c}.`$. $`\theta _B=\mathrm{arg}M_{12}(B_d)`$ where $`M_{12}(B_d)`$ is the $`B_d`$$`\overline{B}_d`$ mixing amplitude.

We solved renormalization group equations (RGEs) for Yukawa coupling matrices and the SUSY breaking parameters keeping all the flavor mixings. We specify neutrino parameters as well as the quark/lepton masses and the Cabibbo-Kobayashi-Maskawa (CKM) matrix as follows. The inputs from the neutrino oscillation are two mass differences and the Maki-Nakagawa-Sakata (MNS) matrix. In order to relate these inputs to $`f_N`$ and $`M_\nu `$, we work in the basis where $`\stackrel{~}{f}_L`$ is diagonal and $`f_N=\widehat{f}_NV_L`$ ($`\widehat{f}_N`$ is diagonal). In this basis $`\kappa _\nu =V_L^𝐓\widehat{f}_NM_\nu ^1\widehat{f}_NV_L`$ at the matching scale $`M_R`$. Once we fix three neutrino masses, $`V_{\mathrm{MNS}}`$, $`\widehat{f}_N`$ and the unitary matrix $`V_L`$ we can obtain $`M_\nu `$. Then using the GUT relation for Yukawa coupling constants, we calculate all squark/slepton mass matrices through RGEs. Note that $`V_L`$ essentially determines the flavor mixing in the $`\stackrel{~}{d}_R`$ and $`\stackrel{~}{l}_L`$.

We consider the following parameter sets, corresponding to the Mikheyev-Smirnov-Wolfenstein solutions for the solar neutrino problem. (i) small mixing angle solution: $`\mathrm{sin}^22\theta _{12}=5.5\times 10^3`$, $`m_\nu =(2.24,\mathrm{\hspace{0.17em}3.16},\mathrm{\hspace{0.17em}59.2})\times 10^3\mathrm{eV}`$, (ii) large mixing angle solution: $`\mathrm{sin}^22\theta _{12}=1`$. $`m_\nu =(4.0,\mathrm{\hspace{0.17em}5.83},\mathrm{\hspace{0.17em}59.5})\times 10^3\mathrm{eV}`$, In both cases we take $`\mathrm{sin}^22\theta _{23}=1`$, $`\mathrm{sin}^22\theta _{13}=0`$ and $`M_\nu `$ to be proportional to a unit matrix with a diagonal element of $`M_R=4\times 10^{14}\mathrm{GeV}`$ so that $`V_L=V_{\mathrm{MNS}}^{}`$ at $`M_R`$. Free parameters in the minimal supergravity model are the universal scalar mass $`m_0`$, the unified gaugino mass $`M_0`$, the scalar trilinear parameter $`A_0`$, the ratio of two vacuum expectation values $`\mathrm{tan}\beta `$ and the sign of the Higgsino mass parameter $`\mu `$. We take $`\mathrm{tan}\beta =5`$ and vary other SUSY parameters. We also impose various constraints from SUSY particles search, the measurement of $`\mathrm{B}(bs\gamma )`$  and the search of $`\mu e\gamma `$ .

Fig. 1 shows $`A_t`$ as a function of $`\mathrm{B}(\tau \mu \gamma )`$ for case (i) with fixed CKM parameters $`|V_{ub}/V_{cb}|=0.08`$ and $`\delta _{13}=60^{}`$ where $`\delta _{13}`$ is the phase parameter in the CKM matrix. We see that $`|A_t|`$ can be as large as 20% when $`\mathrm{B}(\tau \mu \gamma )`$ is larger than $`10^8`$ level. The large asymmetry arises because the renormalization effect of $`f_N`$ induces sizable contribution to $`c_7^{}`$ through gluino–$`\stackrel{~}{d}_R`$ loop diagrams. Since this asymmetry is suppressed by a factor $`m_s/m_b`$ in the SM, a sizable asymmetry is a clear signal of new physics beyond the SM.

In Fig. 2 we show allowed regions in the space of $`\mathrm{\Delta }m_s/\mathrm{\Delta }m_d`$ and the time-dependent CP asymmetry of $`BJ/\psi K_S`$ for the case (i) and (ii). Here $`|V_{ub}|`$ is varied within $`0.08<|V_{ub}/V_{cb}|<0.1`$ and $`\delta _{13}`$ is scanned for the whole range. For the case (i) we see that the deviation of $`A_t(BJ/\psi K_S)`$ from the SM value is small while $`\mathrm{\Delta }m_s/\mathrm{\Delta }m_d`$ can differ from the SM value by 40%. This pattern of deviation is understood as follows. The new contributions to $`\epsilon _K`$ and $`M_{12}(B_d)`$ are suppressed due to the small 1-2 and 1-3 mixings in the neutrino sector so that the allowed region of $`\delta _{13}`$ does not change much. The deviation in $`\mathrm{\Delta }m_s/\mathrm{\Delta }m_d`$ comes from the SUSY contribution to $`M_{12}(B_s)`$ induced by the large 2-3 mixing in the neutrino sector. On the other hand we see a correlation between the deviations in the case (ii). Due to the large 1-2 mixing, $`\epsilon _K`$ can be enhanced even after imposing the $`\mathrm{B}(\mu e\gamma )`$ constraint in this case. Consequently the allowed range of $`\delta _{13}`$ by the constraint from $`\epsilon _K`$ changes. The region with large deviations in both $`\mathrm{\Delta }m_s/\mathrm{\Delta }m_d`$ and $`A_t(BJ/\psi K_S)`$ corresponds to a small $`\delta _{13}`$ region where the constraint from $`\epsilon _K`$ is satisfied by a large SUSY contribution. This figure means the deviation from the SM may be seen in both cases once $`\mathrm{\Delta }m_s/\mathrm{\Delta }m_d`$ and $`A_t(BJ/\psi K_S)`$ are measured precisely.

In conclusion, we studied the effects of the neutrino Yukawa coupling matrix on FCNC/LFV processes in the SU(5) SUSY-GUT with right-handed neutrino supermultiplets. It is shown that $`A_t(BM_s\gamma )`$ can be $`20`$% when the $`\mathrm{B}(\tau \mu \gamma )`$ is about $`10^7`$. We also show that the $`B_s`$$`\overline{B}_s`$ mixing can be significantly different from the presently allowed range in the SM. Since these signals provide quite different signatures compared to the SM and the minimal supergravity model without GUT and right-handed neutrino interactions, future experiments in $`B`$ physics and LFV can give us important clues on the interactions at very high energy scale.


text:
# Direct observation of the washboard noise of a driven vortex lattice in a high-temperature superconductor, Bi2Sr2CaCu2Oy

\[

## Abstract

We studied the conduction noise spectrum in the vortex state of a high-temperature superconductor, Bi2Sr2CaCu2Oy, subject to a uniform driving force. Two characteristic features, a broadband noise (BBN) and a narrow-band noise (NBN), were observed in the vortex-solid phase. The origin of the large BBN was determined to be plastic motion of the vortices, whereas the NBN was found to originate from the washboard modulation of the translational velocity of the driven vortices. We believe this to be the first observation of washboard noise of $`dc`$ $`driven`$ vortices in any superconductor.

preprint: HEP/123-qed
\]

Studies of vortices in high-temperature superconductors (HTSCs) have changed our conventional understanding of vortex matter. One of the most remarkable aspects is the existence of the first-order vortex lattice phase transition (FOT), which separates the vortex liquid phase from the vortex lattice (VL) phase .

Nonequilibrium states of driven vortices are also of importance. Vortices in motion are characterized by positional and temporal correlations. Theoretical studies of driven vortices in the presence of random pinning  predicted new dynamic vortex phases, such as a moving-Bragg-glass phase with a power-law decay of positional correlations and no topological defects, and a smectic-flow phase with positional correlations transverse to the flow and none along the flow. In particular, temporal correlations along the flow are considered to be developed only in the moving-Bragg-glass phase. Such phases were observed in the results of numerical simulations . Experimentally, in a conventional type-II superconductor, NbSe2, imaging techniques  have showed how vortices move through the sample when they change their configurations. On the other hand, for HTSCs, it is expected that the presence of the FOT can seriously influence the dynamic phases, suggesting new aspects of the vortex dynamics. However, the nature of moving vortices in HTSCs has not been established at all. In addition, comparative studies of driven vortices and many other driven systems, such as density waves and Wigner crystals, should provide important common concepts shared among driven systems with many degrees of freedom.

The reordering of moving vortices is one of the most fascinating features of driven vortices predicted theoretically . The reordered moving medium, which has well-developed temporal correlations, should exhibit a periodic velocity modulation at the so-called washboard frequency . This effect is well-known for both charge-density waves (CDW)  and spin-density waves  systems. Surprisingly, in a recent experiment using scanning tunneling microscopy , the washboard modulation was observed in the creep regime of the VL system of a conventional type-II superconductor, NbSe2. In the absence of an external driving force, the coherent motion of just 22 vortices at an extremely slow average velocity ($``$nm/s) was observed . Thus, this result was microscopic and it is still basically unknown whether or not the macroscopic moving VL exhibits the washboard velocity modulation. Furthermore, it is important to examine the dynamics of the VL under a controlled external driving force. So far, two “interference” experiments have shown the existence of the washboard frequency of the driven VL - one for an Al thin-film  and the other for a YBa2Cu3Oy . In these interference experiments, however, the presence of a large ac driving force, which was comparable to the dc driving force, considerably enhanced the coherence of the VL. As a result, the nature of the driven VL was significantly altered. Therefore, direct observation of the washboard modulation in the absence of an external ac current has been eagerly sought.

In this paper, we report the observation of the washboard noise in the conduction noise spectrum under a uniform driving force in Bi2Sr2CaCu2Oy (Bi2212). We believe this to be the first observation of the washboard velocity modulation of a $`dc`$ $`driven`$ VL in any superconductor. The washboard modulation is characteristic of coherent flow within driven systems. Thus, our result provides a direct observation of the reordering of driven vortices on a macroscopic scale. Our washboard noise data also provide information on the $`resistivity`$ behavior as a function of magnetic field down to 10-12 $`\mathrm{\Omega }\mathrm{cm}`$. We also found large broadband noise prior to the appearance of the washboard noise, the former being considered to originate from plastic flow of the driven vortices.

Bi2212 single crystals were grown by the floating-zone method and annealed to an optimally doped state . They were cut into rectangular pieces with typical dimensions of 1.5$`\times `$0.5 mm2 in the $`ab`$-plane and 0.015 mm thickness along the $`c`$-axis. Four-probe dc resistivity measurements showed no indication of other phases, and the resistivity just above the critical temperature $`T_\mathrm{c}`$ was $``$ 400 $`\mu \mathrm{\Omega }\mathrm{cm}`$. We will present representative data for a particular piece of crystal with $`T_\mathrm{c}`$ of 92.2 K, defined as the zero resistivity temperature. The conduction noise spectra  were taken around the FOT in a swept magnetic field with various bias currents. The magnetic field was applied perpendicular to the $`ab`$-plane, while the current flowed within the plane. The fluctuating voltage between the electrodes was preamplified by a factor of 100 using an SR554 preamplifier and then fed into an HP-35670A FFT analyzer, which can study the noise spectrum with a resolution of 1600 points. The data from each spectrum were typically averaged 100 times. The background noise level was as low as 10-18 V2/Hz.

Figure 1 shows the magnetic-field dependence of the resistivity at 80 K, together with the magnetization measured by a SQUID magnetometer. An anomalous change of the magnetization in the reversible region was observed at 70 Oe at 80 K. As has been well established , this anomaly is associated with the FOT. The resistivity increased rapidly around the FOT, and the field where the rapid increase of the resistivity took place depended on the driving current. However, simultaneous measurements of the magnetization and the resistivity have already clarified that the FOT itself is not influenced by a bias current . This means that the identification of the FOT using resistivity data for Bi2212 is not good.

Figure 2 shows the conduction noise spectra for various fields under a bias current of 133 A/cm2 at 80 K. We observed two characteristic noise features in the spectra; one is a noise signature which decreases with increasing frequency without any maximum at a finite frequency, and the other is a noise signature which has a peak at a special frequency with a finite bandwidth. In the discussion which follows, we will call the former a broadband noise feature (BBN) and the latter a narrow-band noise feature (NBN). Typical noise spectra are shown in Fig. 2. At low magnetic fields, the noise spectra had no characteristic features, as can be seen at 14.4 Oe. As the field increased, the BBN appeared. The detailed behavior of the BBN at 10 Hz as a function of magnetic field is shown in Fig. 3. It was clear that the BBN appeared in the field region from 20 Oe to 60 Oe. From 20 Oe to 40 Oe, the intensity of the BBN was so small that it was hard to see the difference in Fig. 2 (a). However, with increasing field above 40 Oe, the BBN suddenly became approximately one order of magnitude larger. This large BBN decreased rapidly after reaching a maximum at 47.8 Oe. The BBN completely disappeared at around 60 Oe. Once the BBN started to decrease, the NBN appeared. The characteristic feature of the NBN was a rapid shift of the peak frequency to higher frequencies with increasing field. Another interesting point is that the width of the NBN broadened and the height became smaller as the field increased. By increasing the upper limit of the frequency range of the FFT analyzer, the NBN was distinguished from the background noise up to 2900 Hz at 62.2 Oe. Finally, the spectrum became featureless again as shown at the highest field (63.8 Oe) in Fig. 2 (b). It should be noted that all of these characteristic features in the conduction noise were observed below the FOT field (70 Oe), i.e., in the vortex-solid phase.

We will first discuss the origin of the large BBN in the field region from 40 Oe to 50 Oe (shown in Fig. 3). A lot of similarities were found between the present BBN observed in the conduction noise, and that observed in the local-density noise . That is, the large BBN appeared in the vortex solid state, reached a maximum just before the resistivity onset and decreased rapidly with further increasing field. The following aspects have already been clarified for the local-density noise . (1) The presence of both the finger print effect and small spatial correlations showed that the BBN has a bulk origin. (2) Dependence of the spatial correlations on the direction of the Hall probe array suggested a channel-flow-like character. All of these results are consistent with a plastic nature of the driven vortices. In addition, a numerical simulation of the conduction noise  showed quite similar behavior, including the large BBN just below the resistivity onset, and the channel-flow-like motion of vortices, both suggesting plastic flow of vortices. Both the local-density noise experiments and the numerical simulation of the conduction noise suggest that the large BBN just below the resistivity onset shown in Fig. 3 is due to plastic flow of vortices.

Next, let us discuss the NBN. Periodic modulation in the conduction noise voltage suggests the periodic modulation of the translational velocity of the VL. As discussed above, the most likely candidate for the origin of the periodic velocity modulation is the washboard effect. Simply put, translation of a periodic structure like the VL in the presence of a random pinning force produces an ac component in the velocity at the washboard frequency, $`f_\mathrm{w}=v/a`$. Here $`v`$ and $`a`$ are the averaged velocity and the spacing of the periodic lattice, respectively. Figure 4 shows the frequency of the observed NBN, $`f_{\mathrm{NBN}}`$, defined as the peak position, as a function of magnetic field. In the same figure, we also plot the expected washboard frequency, $`f_\mathrm{w}`$, estimated from the dc resistivity data as follows. $`f_\mathrm{w}=v/a=(\sqrt{3}/2)^{\frac{1}{2}}\rho j/(B\mathrm{\Phi }_0)^{\frac{1}{2}}`$, where $`\rho `$, $`j`$, $`B`$, $`\mathrm{\Phi }_0`$ are the resistivity, current density, magnetic field and flux quantum, respectively. In order to estimate $`f_\mathrm{w}`$, we used the resistivity data only above 10-9 $`\mathrm{\Omega }\mathrm{cm}`$. Experimentally, the NBN was mostly observed in the field region where the resistivity was below our measurement sensitivity. This means that our NBN data were observed in the so-called creep regime. Thus, in our figure, we have added empirical formulae as guides for the eye, $`f\mathrm{exp}((H_0/H))`$, where $`H_0`$ is a parameter field. These formulae match the general behavior of the resistivity in the creep regime . The $`f_{\mathrm{NBN}}`$ data connected with the $`f_\mathrm{w}`$ data quite naturally and smoothly, especially at lower current densities (66.7, 133 A/cm2). Slight deviations of the resistivity data from the guidelines at higher current densities (267, 400 A/cm2) are probably due to the effects of Joule heating. Therefore, our finding of a quite natural and smooth connection between $`f_{\mathrm{NBN}}`$ and $`f_\mathrm{w}`$ is strong proof that the NBN observed in the conduction noise resulted from the velocity modulation of the VL at the washboard frequency.

We believe this to be the first observation of the washboard noise in any superconductor. Since the presence of the washboard noise is a strong indication of the coherent flow of driven vortices, our finding is important in showing how the VL changes from a pinned vortex solid to a coherently moving lattice, via plastic flow, with increasing driving force. We also stress that the data in Fig 4 reflect for the first time the $`resistivity`$ behavior (i.e., the velocity of vortices) below the sensitivity of the usual dc resistivity measurement in Bi2212. The magnitude of the resistivity corresponding to the NBN at the lowest magnetic field for 400 A/cm2 was 10-12 $`\mathrm{\Omega }\mathrm{cm}`$.

Some theoretical studies  have suggested the absence of translational order in the longitudinal direction of the flow and the presence of phase slips between the longitudinal boundaries of elastic domains. As a consequence, the smectic-flow phase becomes preferable to the moving-Bragg-glass phase. These theories have predicted the absence of the washboard noise in driven vortex system. Our observation of the washboard noise directly supports the notion of the development of translational order along the flow direction, and should now force a reconsideration of these theories. The existence of translational order is one of the most important aspects of the moving-Bragg-glass . So, our result may suggest the presence of the moving-Bragg-glass in a HTSC, Bi2212, as well as in a conventional superconductor, NbSe2 .

At first sight, our observation of the BBN before the resistivity onset together with that of the washboard noise in a slightly higher field region are quite consistent with the picture obtained from a numerical simulation . According to Ref. , the pinned VL state changes into coherent flow with washboard velocity modulation, via plastic flow with BBN, as the driving force increases. There are, however, some features inconsistent with the theoretical predictions. The data in Fig. 2 show that the width of the washboard-noise peak became broader and the height of the peak decreased with increasing magnetic field. These results suggest that the coherence of the VL deteriorates at a higher driving force. The similar dephasing effect of the NBN was also observed in another periodic system, the CDW . On the other hand, a numerical simulation based on the Fukuyama-Lee-Rice model for the CDW in quasi-1D chains  showed that the width of the NBN becomes sharper and the intensity increases at a higher driving electric field. The theories considering the VL in superconductors  did not predict any sign of a dephasing effect. Our experimental finding of the dephasing effect might be addressing the very basic questions that are common to the dynamics of quantum condensates with many degrees of freedom. Further work will be needed to clarify these issues.

In conclusion, we have observed the large BBN and the washboard noise in the conduction noise spectrum of Bi2212 below the FOT field. The large BBN is considered to originate from the plastic motion of driven vortices, while the washboard noise is strong evidence of the coherent nature of moving vortices. We believe this to be the first observation of the washboard noise in any superconductor. This experiment has also provided for the first time the $`resistivity`$ behavior (i.e., the velocity of vortices) in the creep regime below the sensitivity of usual dc resistivity measurements in Bi2212. Observation of the washboard noise in addition to the BBN is an important first step in exploring the unique nature of the dynamics of the driven VL in HTSCs.

We thank T. Tsuboi, T. Hanaguri and H. Matsukawa for fruitful discussions and D. G. Steel for a critical reading of the manuscript. This work was, in part, supported by Grant-in-Aid for Scientific Research on Priority Area “Vortex Electronics”. Y.T. thanks the Japan Society for the Promotion of Science for financial support.


text:
# Magnetic properties of a spin-1/2 quadrumer chain

## I Introduction

Low-dimensional magnetic materials exhibit many interesting and sometimes puzzling properties. In particular, the origin of the spin gap in the low-temperature phase of $`\alpha ^{}`$-NaV2O5 is under intense discussion since it was first reported to open with a phase transition at $`T=34`$K . It was confirmed soon  that this transition is accompanied with a lattice distortion. Charge ordering was also realized to play an important rôle , leading to various ordering patterns proposed . Recently, based on new determinations of the low-temperature crystal structure , two groups  have proposed a new type of charge ordering which is sketched in Fig. 1. This structure incorporates Vanadium ions in three types of valence states: V4+, V5+ and V4.5+. Entering the low-temperature phase below $`T=34`$K, every second of the quarter-filled two-leg ladders, which make up the system at high temperatures  is in a zig-zag ordered pattern proposed previously for all of the ladders . The remaining ladders survive the transition. This new proposal does not completely rule out other scenarios e.g. with only V4+ and V5+ since the charges were determined only indirectly through the crystal structure whose determination in itself appears to be delicate . Nevertheless, the charge order proposed by  is appealing since it contains clusters of six Vanadium ions with a total of four unpaired electrons (indicated by bold lines in Fig. 1) and therefore a spin gap arises naturally .

The nature of magnetic excitations above the gap in the low-temperature phase of $`\alpha ^{}`$-NaV2O5, i.e. the dispersion of $`S=1`$ excitations, has been determined by neutron scattering : Along the $`a`$-direction, two weakly dispersive excitations with an approximate bandwidth of 1meV are observed. In contrast, there is a rather large dispersion along the $`b`$-direction , with a band rising from around 10meV to at least 40meV . This suggests that a one-dimensional model extending along the $`b`$-axis should result in a reasonable first approximation of the magnetic properties. In the charge-ordered state of Fig. 1, this can be implemented by a decoupling along the dashed lines. To leading order in $`1/U`$ of the related Hubbard model, this leads to the spin-1/2 quadrumer chain of Fig. 2 .

The properties of the cluster chain model and its relation to $`\alpha ^{}`$-NaV2O5 are subject to controversial discussion . Moreover, not all regimes of parameters possibly relevant to $`\alpha ^{}`$-NaV2O5 have yet been considered in the literature. In particular, the case $`J^{}<0`$ remains to be investigated as some LDA+U calculations seem to indicate a negative $`J^{}`$ . Apart from its possible relevance to $`\alpha ^{}`$-NaV2O5, the quadrumer model is closely related to several other interesting spin-chain Hamiltonians . Eg., CaV4O9 was discussed in the framework of the model in Fig. 2, however with $`J_2=0`$ . The latter model was also generalized  by adding vertical couplings in the quadrumers of Fig. 2. Local reflection symmetry of these cluster spin models along the chain direction allows for exact statements regarding the eigenstates and even analytic determination of the ground state in certain parameter regions . Motivated by the preceding, the main goal of this work is to provide an additional careful study of the quadrumer spin-chain combining complementary techniques and enhancing upon the parameter space investigated so far.

The paper is organized as follows: In section II, we describe the quadrumer-chain Hamiltonian more precisely and discuss the limit of decoupled quadrumers. Then we study the inter-quadrumer coupling $`J_1`$ perturbatively in section III. We proceed with a numerical analysis of the model in section IV and try to fit the neutron scattering data with this method in section V. Finally, we summarize and discuss our results in section VI. Supplementary results regarding the magnetization process of the quadrumer-chain model are presented in an appendix.

## II Preliminaries

The $`S=1/2`$ Heisenberg Hamiltonian corresponding to the model in Fig. 2 reads

$$H=\underset{x=1}{\overset{L/4}{}}\left\{H_{,x}+J_1\stackrel{}{S}_{4x+3}\stackrel{}{S}_{4x+5}\right\}$$
(1)
with

$`H_{,x}`$ $`=`$ $`J^{}\left(\stackrel{}{S}_{4x+1}+\stackrel{}{S}_{4x+3}\right)\left(\stackrel{}{S}_{4x+2}+\stackrel{}{S}_{4x+4}\right)`$ (3)
$`+J_2\stackrel{}{S}_{4x+1}\stackrel{}{S}_{4x+3}.`$
A more conventional parameterization of the dimerized linear chain embedded in Fig. 2 would be $`J_1=(1\delta )J`$, $`J_2=(1+\delta )J`$. This emphasizes its relation to the quarter-filled two-leg ladders of the high-temperature phase  whose low-energy properties are equivalent to spin-1/2 Heisenberg chains. The dimerization is caused by the lattice distortions accompanying the phase transition . Consequently, estimates for the coupling constant of an effective Heisenberg chain such as $`J529\mathrm{K}45`$meV  can be used in the high-temperature phase. Such estimates are not expected to change drastically below the ordering temperature, apart from the dimerization. In particular the coupling along the chain should remain antiferromagnetic, i.e. the physical regime is that with $`J_1,J_2>0`$. In contrast, the physical regime for $`J^{}`$ is less clear. Previous investigations of the model (1) have assumed $`J^{}>0`$  while, e.g., in  a ferromagnetic $`J^{}`$ of approximately $`18`$meV has been used, focusing however on a different, i.e. zig-zag, charge order. We will therefore investigate both signs of $`J^{}`$.

As a first step, we consider the case of decoupled quadrumers, $`J_1=0`$ where the Hamiltonian (1) decomposes into those of individual quadrumers (3). Rewriting the latter as

$$H_{,x}=\frac{J^{}}{2}\left(\stackrel{}{L}_x^2\stackrel{}{T}_{A,x}^2\stackrel{}{T}_{B,x}^2\right)+\frac{J_2}{2}\left(\stackrel{}{T}_{A,x}^2\frac{3}{2}\right)$$
(4)
with

$`\stackrel{}{T}_{A,x}`$ $`=`$ $`\stackrel{}{S}_{4x+1}+\stackrel{}{S}_{4x+3},`$ (5)
$`\stackrel{}{T}_{B,x}`$ $`=`$ $`\stackrel{}{S}_{4x+2}+\stackrel{}{S}_{4x+4},`$ (6)
$`\stackrel{}{L}_x`$ $`=`$ $`\stackrel{}{T}_{A,x}+\stackrel{}{T}_{B,x},`$ (7)
one infers the spectrum for an isolated quadrumer in Table I. The case $`J^{}>0`$ was discussed in detail in . The ground state is a singlet with a gap to $`S=1`$ excitations  for sufficiently large $`J^{}`$ ($`J^{}>J_2/2`$). For an illustration of the spectrum see . The presence of a gap, however, is not immediately clear in two other regimes, namely for $`J^{}<J_2`$ where the ground state carries $`L_x=2`$ and for $`J_2<J^{}<J_2/2`$ where it is degenerate between an $`L_x=0`$ and $`L_x=1`$ representation.

Even if the coupling $`J_1`$ is switched on, $`T_{B,x}`$ remains a good quantum number locally, i.e. for all $`x`$ independently. This is related to the fact that local reflections of a single quadrumer at the middle chain are symmetry operations of the model in Fig. 2. Numerical results (see sections IV and V below) show that the lowest magnetic excitations are always in the sector with all $`T_{B,x}=1`$. These states are symmetric with respect to all local reflections of quadrumers along the chain. This finding yields important simplifications in determining the magnon-dispersion since it suffices to retain only the $`S=1`$ combination of the two exterior $`S=1/2`$ spins of a quadrumer. This leads to an equivalent description in terms of the simplified model sketched in Fig. 3.

## III Perturbation theory in $`J_1`$

In this section we focus on a perturbative treatment of inter-quadrumer coupling. According to the previous section, there are three regimes with $`L_x=0`$, 1 and 2 ground states on each quadrumer. While the gap can be treated by standard non-degenerate perturbation theory in the case of $`L_x=0`$, one has to resort to degenerate perturbation theory in all other cases. Here we show that this leads to effective Hamiltonians which also have a gap to magnetic excitations.

### A $`J_2/2<J^{}`$

For $`J_1=0`$ and $`J_2/2<J^{}`$, the ground state carries $`T_{A,x}=T_{B,x}=1`$, $`L_x=0`$. In order to simplify the discussion, we will also treat $`J_2`$ perturbatively, i.e. we will consider the regime $`J^{}|J_1|,|J_2|`$. Then the lowest excited state is obtained by creating an $`T_{A,x_0}=T_{B,x_0}=1`$, $`L_{x_0}=1`$ excitation on one quadrumer $`x_0`$. From this we obtain the following third-order expansion in $`J_1`$, $`J_2`$ of the dispersion

$`{\displaystyle \frac{\mathrm{\Delta }(k)}{J^{}}}`$ $`=`$ $`1{\displaystyle \frac{31}{1728}}j_1^2{\displaystyle \frac{1}{768}}j_1^3{\displaystyle \frac{287}{6912}}j_1^2j_2`$ (11)
$`+\left({\displaystyle \frac{1}{3}}j_1+{\displaystyle \frac{7}{72}}j_1^2{\displaystyle \frac{2825}{165888}}j_1^3+{\displaystyle \frac{13}{432}}j_1^2j_2\right)\mathrm{cos}(k)`$
$`+\left({\displaystyle \frac{1}{108}}j_1^2+{\displaystyle \frac{31}{1296}}j_1^3+{\displaystyle \frac{5}{162}}j_1^2j_2\right)\mathrm{cos}(2k)`$
$`+{\displaystyle \frac{13}{1944}}j_1^3\mathrm{cos}(3k)`$
with

$$j_i=\frac{J_i}{J^{}}.$$
(12)
Eq. (11) agrees with the second-order result derived for $`j_2=0`$ in . One can read off from (11) that the minimum of $`\mathrm{\Delta }(k)`$ is at $`k=\pi `$ for $`j_1>0`$ and at $`k=0`$ for $`j_1<0`$.

Substituting a specific value for $`k`$ into (11), we can compute two further orders. At $`k=0`$ and $`k=\pi `$ we then find the following fifth-order series for the gap:

$`{\displaystyle \frac{\mathrm{\Delta }(0)}{J^{}}}`$ $`=`$ $`1+{\displaystyle \frac{1}{3}}j_1+{\displaystyle \frac{17}{192}}j_1^2+{\displaystyle \frac{403}{20736}}j_1^2j_2+{\displaystyle \frac{6109}{497664}}j_1^3`$ (16)
$`+{\displaystyle \frac{1657}{248832}}j_1^2j_2^2+{\displaystyle \frac{229}{36864}}j_1^3j_2{\displaystyle \frac{5731}{4976640}}j_1^4`$
$`+{\displaystyle \frac{6763}{2985984}}j_1^2j_2^3+{\displaystyle \frac{157691}{71663616}}j_1^3j_2^2`$
$`{\displaystyle \frac{29797819}{42998169600}}j_1^4j_2{\displaystyle \frac{1130744639}{1031956070400}}j_1^5,`$
$`{\displaystyle \frac{\mathrm{\Delta }(\pi )}{J^{}}}`$ $`=`$ $`1{\displaystyle \frac{1}{3}}j_1{\displaystyle \frac{61}{576}}j_1^2{\displaystyle \frac{845}{20736}}j_1^2j_2+{\displaystyle \frac{16403}{497664}}j_1^3`$ (20)
$`{\displaystyle \frac{6599}{248832}}j_1^2j_2^2{\displaystyle \frac{2959}{995328}}j_1^3j_2+{\displaystyle \frac{245833}{9953280}}j_1^4`$
$`{\displaystyle \frac{48917}{2985984}}j_1^2j_2^3+{\displaystyle \frac{13813}{71663616}}j_1^3j_2^2`$
$`+{\displaystyle \frac{934164461}{42998169600}}j_1^4j_2{\displaystyle \frac{7289503141}{1031956070400}}j_1^5.`$
The series presented above will be compared to numerical results in section IV and one will see that they are quite accurate in the region where they are valid .

### B $`J_2<J^{}<J_2/2`$

For $`J_2<J^{}<J_2/2`$, one reads off from Table I that there are two degenerate ground states on each cluster for $`J_1=0`$. Both of them carry $`T_{A,x}=0`$, one is a singlet with $`T_{B,x}=0`$ and the other one is a triplet with $`T_{B,x}=1`$.

In view of the effective spin-model of Fig. 3, only the triplet state with $`T_{B,x}=1`$ contributes to the low-energy magnetic excitations for $`J_10`$. Based on second-order degenerate perturbation theory in $`J_1`$ one therefore expects the system to be equivalent to an effective $`S=1`$ chain as was already remarked in . However, this effective chain is not a simple $`S=1`$ Heisenberg-chain: While first-order interactions vanish, we find already at second order biquadratic terms which have not been discussed before. Thus, the effective Hamiltonian is

$$\frac{H_{\mathrm{eff}.}^{(S=1)}}{J_1^2}=\frac{e_0L}{4}+𝒥\underset{x=1}{\overset{L/4}{}}\left\{\stackrel{}{S}_x\stackrel{}{S}_{x+1}+\beta \left(\stackrel{}{S}_x\stackrel{}{S}_{x+1}\right)^2\right\},$$
(21)
where $`\stackrel{}{S}_x`$ is an effective $`S=1`$ operator for the quadrumer $`x`$. We have determined the coupling constants in (21) to be

$`e_0`$ $`=`$ $`{\displaystyle \frac{12\left(J_23J^{}\right)J_2^3+17\left(J^{}+J_2\right)J_2J_{}^{}{}_{}{}^{2}8J_{}^{}{}_{}{}^{4}}{32\left(J_22J^{}\right)\left(2J_2J^{}\right)\left(2J_23J^{}\right)\left(J_2+J^{}\right)J_2}},`$ (22)
$`𝒥`$ $`=`$ $`{\displaystyle \frac{\left(4J_2J^{}\right)J_{}^{}{}_{}{}^{2}}{32\left(2J_2J^{}\right)\left(2J_23J^{}\right)\left(J_2+J^{}\right)J_2}},`$ (23)
$`\beta `$ $`=`$ $`{\displaystyle \frac{\left(3J_22J^{}\right)J_{}^{}{}_{}{}^{2}}{2\left(J_2J^{}\right)\left(4J_2J^{}\right)\left(J_22J^{}\right)}}.`$ (24)
These effective coupling constants are shown in Fig. 4 for the region where the mapping applies. One finds that $`𝒥`$ is always positive (antiferromagnetic) while $`\beta `$ is always negative. At the boundaries of the figure, we have the following divergences: $`𝒥\mathrm{}`$ as $`J^{}J_2`$ and $`\beta \mathrm{}`$ as $`J^{}J_2/2`$. These divergences are expected since they signal the limit of validity of the mapping to an effective $`S=1`$ chain.

The effective Hamiltonian (21) with coupling constants (24) is gapful with the exception of $`J^{}=0`$ and $`J^{}0.4466J_2`$ (corresponding to $`\beta =1`$ – see for instance Sec. 6 of ). The ground state is the Haldane phase for $`J_2<J^{}0.4466J_2`$ and it is spontaneously dimerized only in the small window $`0.4466J_2J^{}<J_2/2`$ (see Sec. 6 of ). Interestingly though, the latter window includes the region presumably most relevant to $`\alpha ^{}`$-NaV2O5, which we will find to be $`J^{}J_2/2`$ (see section V below). The biquadratic term thus has the important consequence that the relevant parameter region of the quadrumer chain is not adjacent to a Haldane state, but to a dimerized state.

Regarding the size of the gap obtained by this mapping, one observes that $`𝒥`$ is very small in most of the region covered by Fig. 4. For example, for $`0.7264J_2<J^{}<J_2/2`$, we have $`J_2\times 𝒥<1/40`$. In combination with the additional factor $`J_1^2`$ this leads to an extremely small gap of the original Hamiltonian at least in the region $`J_1J_2`$ where the perturbative approach is valid.

### C $`J^{}<J_2`$

Finally, for $`J^{}<J_2`$ and $`J_1=0`$, the ground state of each quadrumer is an $`L_x=2`$ representation. Using first-order degenerate perturbation theory in $`J_1`$, the quadrumer chain can then be mapped to an effective $`S=2`$ Heisenberg chain

$$H_{\mathrm{eff}.}^{(S=2)}=\frac{J_1}{16}\underset{x=1}{\overset{L/4}{}}\stackrel{}{S}_x\stackrel{}{S}_{x+1},$$
(25)
where now $`\stackrel{}{S}_x`$ is an effective $`S=2`$ operator for the quadrumer $`x`$. The gap of the effective $`S=2`$ chain was estimated by DMRG to be $`\mathrm{\Delta }_{\mathrm{eff}.}=(0.0876\pm 0.0013)J_{\mathrm{eff}.}`$ . Substitution of $`J_{\mathrm{eff}.}=J_1/16`$ into this DMRG result then leads to a small, but non-zero gap of the quadrumer model

$$\mathrm{\Delta }0.0055J_1+𝒪(J_1^2)$$
(26)
for $`J^{}<J_2`$ and weakly antiferromagnetic $`J_1>0`$.

## IV Lanczos diagonalization

We now proceed to study the spin gap over a wider range of parameters using Lanczos diagonalization. We have used periodic boundary conditions and mostly worked with the original model (1), only for the case of $`L=32`$ spin-1/2 spins have we resorted to the effective Hamiltonian of Fig. 3 to reduce the dimensionality of the Hilbert space.

We begin with parameters that permit a comparison with perturbative results of the previous section. Fig. 5 shows the spin gap, i.e. the minimum of the one-magnon dispersion, as a function of $`J`$ for $`J^{}>0`$ and a homogeneous chain with $`J=J_1=J_2`$, including the region $`|J|J^{}`$ where perturbation theory should be accurate. In this figure, we show numerical data for $`L=8`$, $`16`$ and $`24`$. Actually, we have determined the lowest excitations in the $`S^z=1`$ sector, but we are confident that this is in fact always an excitation with total spin $`S=1`$. The finite-size data was extrapolated with a Shanks transformation , yielding the pluses in Fig. 5. These extrapolations are indistinguishable from the $`L=24`$ data, showing that finite-size effects are extremely small at least for the parameters covered by the figure.

Recall that eq. (11) shows that the minimum of the one-magnon dispersion is located at $`k=0`$ for $`J<0`$ and at $`k=\pi `$ for $`J>0`$. This is confirmed by our numerical data. Therefore, one should compare the numerical data to the series (16) and (20) for $`J<0`$ and $`J>0`$, respectively. Padé approximants to these series are shown in Fig. 5 and one observes good agreement for $`|J|J^{}`$. While the approximants stay close to the numerical data for negative $`J`$ as large as $`J=2.5J^{}`$, systematic deviations are observed at large positive $`J`$. This can be attributed to the fact that other $`S=1`$ excitations start to mix in at $`J^{}J`$ (compare Table I and ).

As a first summary, we find good agreement between our numerical data and perturbation theory in the regime where the latter should be accurate. For $`JJ^{}`$, however, the numerical approach is far superior since the nature of the lowest $`S=1`$ excitation becomes more complicated. Yet, finite-size effects still remain small.

We now concentrate on the region $`J>0`$, i.e. the one which is appropriate for $`\alpha ^{}`$-NaV2O5, and study the dependence on $`J^{}`$, focusing on small and negative values. Fig. 6 again shows the spin gap, now as a function of $`J^{}`$ for $`J=J_1=J_2>0`$. The extrapolations have again been performed with a Shanks transformation . The actual estimate is based on the $`L=16`$, $`24`$ and $`32`$ data with error bars determined from the difference with respect to an extrapolation based on $`L=8`$, $`16`$ and $`24`$. For $`J^{}>0`$, the trend observed in Fig. 5, i.e. that $`L=8`$, $`16`$ and $`24`$ is completely sufficient for the extrapolation, is confirmed. For $`J^{}<0`$ and small, the errors first remain small with an increasing uncertainty as $`J^{}`$ becomes large and negative. Larger error bars indicate larger finite-size effects which in turn originate from an increasing correlation length.

Fig. 5 shows that the gap vanishes at $`J^{}=0`$ at any finite system size, the reason being that the exterior spins are free in this case and give rise to excitations with exactly zero energy. For any non-zero $`J^{}`$, in contrast, the gap seems to remain non-zero even in the thermodynamic limit.

A maximum of $`\mathrm{\Delta }/J`$ emerges in the ferromagnetic region $`2JJ^{}J`$. In fact, while $`\mathrm{\Delta }/J`$ is already of the correct order of magnitude, it still has to decrease substantially for $`J^{}\mathrm{}`$ in order to reach the value given by (26). In the limit $`J^{}\mathrm{}`$, we also have to recover the correlation length $`\xi `$ of the $`S=2`$ chain which is known to be $`\xi 50`$ clusters (i.e. $`L200`$ – see for example ), thus leading to the increasing finite-size effects in Fig. 6 as $`J^{}`$ goes to larger negative values.

In the region of positive $`J,J^{}>0`$, our results can be compared to DMRG results (see Fig. 2 of ). While we find agreement for large $`J^{}`$, deviations of the order of $`J/50`$ can be observed in the region of small $`J^{}`$. For instance, we extrapolate a gap $`\mathrm{\Delta }0.077J`$ for $`J^{}=0.5J`$ while the corresponding value of  is $`\mathrm{\Delta }0.05J`$. Furthermore, the DMRG result of  for the gap is essentially zero already for $`J^{}=0.4J`$ while our extrapolation at $`J^{}=0.35J`$ yields $`\mathrm{\Delta }=0.0201(6)J`$ which is clearly non-zero. This discrepancy can be observed already at a fixed system size (e.g. $`L=32`$) , i.e. it is not due to the extrapolation. There are two main distinctions between our Lanczos and the DMRG results of : First, DMRG is subject to truncation errors which are absent in our approach. Second, we use periodic boundary conditions in contrast to open ones in . Periodic boundary conditions typically have smaller finite-size effects than open ones and open boundary conditions can even lead to further boundary excitations. We therefore believe that extrapolation of our Lanczos data for system sizes up to $`L=32`$ yields the most accurate results obtained so far for the thermodynamic limit of the model (1).

## V Fitting the neutron scattering data

We have seen so far that there are several regions where different mechanisms open a spin gap in the quadrumer-chain model with a large variation of its size. While this looks promising for the applicability of the model to $`\alpha ^{}`$-NaV2O5, the real test is whether the neutron-scattering results for the dispersion along the $`b`$-axis  can be fitted with reasonable parameters.

Here we follow  and use the following criteria: (i) The low-temperature experimental data  has a miminum in the center of the high-temperature Brillouin zone. Taking into account doubling of the unit cell (as is appropriate for the quadrumer-chain model), the minimum of the dispersion should therefore be located at $`k=2\pi 0`$ and should have a value $`\mathrm{\Delta }(0)10`$meV. (ii) Since the magnon dispersion was recentely traced up to energies of $`40`$meV , one should have $`\mathrm{\Delta }(\pi )40`$meV.

In Figs. 7a),b) we first show the dispersion of the lowest $`S=1`$ excitation corresponding to the two points $`J^{}=\pm J/2`$ in Fig. 6. One observes that the minimum is located at $`k=\pi `$ and remains there after extrapolation to the thermodynamic limit. Fig. 7c) shows the dispersion for $`J^{}=0.65J_2`$ and a small dimerization $`\delta 0.053`$ which is close to a parameter set proposed as a possible fit for $`\alpha ^{}`$-NaV2O5 in . One observes that our data is already well converged with system size and one can thus easily extrapolate it to $`L=\mathrm{}`$. We find $`\mathrm{\Delta }(0)0.239J_2`$, which agrees with , but the minimum is still at $`k=\pi `$: $`\mathrm{\Delta }(\pi )0.215J_2`$, leading to $`\mathrm{\Delta }(\pi )/\mathrm{\Delta }(0)0.9`$. We therefore agree with  that this parameter region is not appropriate for $`\alpha ^{}`$-NaV2O5.

In order to test whether a good fit can be obtained at all, we have performed a systematic numerical scan of $`\mathrm{\Delta }(0)/\mathrm{\Delta }(\pi )`$ at $`L=16`$ and $`L=24`$. The range of interest including ferromagnetic couplings $`J^{}<0`$ we find, is depicted in Fig. 8. Apart from this range we have also studied a wide region of $`J^{}/J_2`$ and $`J_1/J_2`$. We found little variation outside the parameter window shown in Fig. 8. Note that $`\mathrm{\Delta }(k)`$ was determined for $`S^z=1`$ excitations which do not necessarily carry $`S=1`$, but may have higher spin. Furthermore, there should be a two-particle state at $`k=0`$ with an energy not larger than $`2\mathrm{\Delta }(\pi )`$ in the thermodynamic limit. The ratio $`\mathrm{\Delta }(0)/\mathrm{\Delta }(\pi )`$ should therefore not exceed a value of $`2`$ in the thermodynamic limit unless the gap closes. This indicates large finite size effects in some regions of Fig. 8. However, we are interested in parameters where $`\mathrm{\Delta }(0)/\mathrm{\Delta }(\pi )<1`$. In that case no complications due to multi-magnon excitations are expected.

For clarity, Fig. 9 shows a section along $`J_1=J_2`$ of Fig. 8 including some $`L=32`$ data points (compare also Figs. 7a),b)). One observes that finite-size effects can be important, in particular for $`J^{}<0`$ where $`\mathrm{\Delta }(0)/\mathrm{\Delta }(\pi )`$ exceeds the aforementioned limiting value of two. It is evident from this figure that finite-size effects reduce $`\mathrm{\Delta }(0)/\mathrm{\Delta }(\pi )`$. The condition $`\mathrm{\Delta }(0)<\mathrm{\Delta }(\pi )`$ appears nevertheless impossible to satisfy at $`J_1=J_2`$. Moreover, in the entire region with $`J^{}<0`$, Fig. 8 clearly shows that $`\mathrm{\Delta }(0)`$ is always larger than $`\mathrm{\Delta }(\pi )`$, restricting the possible parameters for a fit to lie in the region $`J^{}>0`$. This is consistent with refs. .

On the other hand, there is a narrow region around $`J^{}=J_2/2`$ with $`J_1<J_2`$ where $`\mathrm{\Delta }(0)`$ becomes smaller than $`\mathrm{\Delta }(\pi )`$. An example of an excitation spectrum in this region is shown in Fig. 10. One does indeed see a single magnon excitation with a minimum at $`k=0`$ whose dispersion is interpolated by the full line. This dispersion would be consistent with early neutron scattering data . However, very recent measurements  clearly show that the bandwith in Fig. 10 is too small. One may obtain a larger bandwith within the present model by changing the coupling constants slightly, however, only at the expense of reducing $`\mathrm{\Delta }(0)`$. In order to have $`\mathrm{\Delta }(0)=10`$meV and $`\mathrm{\Delta }(\pi )40`$meV one then needs a coupling constant $`J=J_2/(1+\delta )300`$meV with a dimerization $`\delta 0.38\mathrm{}0.54`$ and $`J^{}(0.5\mathrm{}0.55)J_2`$ . Both, the large values of $`J`$ and of the dimerization are certainly too large to be plausible (see section II). Therefore, even though our numerical results differ in detail we agree with  regarding that the cluster spin model (1) does not result in a quantitive fit for $`\alpha ^{}`$-NaV2O5 with plausible parameters.

Among the remaining excitations displayed in Fig. 10, there is a localized ($`k`$-independet) singlet with $`\mathrm{\Delta }(k)0.14J_2`$ (indicated by the dashed line). This excitation can be interpreted as a singlet $`T_{B,x_0}=0`$ in one quadrumer $`x_0`$ (while all other $`T_{B,x}=1`$) which is prevented from propagating since $`T_{B,x}`$ is locally conserved. Note that such excitations are not present in the effective model of Fig. 3, but only in the original one of (1).

We would like to conclude this section with a remark on Fig. 8: There is one dip in $`\mathrm{\Delta }(0)/\mathrm{\Delta }(\pi )`$ for $`J_1<J_2`$ both for negative and positive $`J^{}`$. These dips become sharp for $`J_10`$ where they signal transitions between different local ground states. In this limit, the dips are located at $`J^{}/J_2=1`$ and $`J^{}/J_2=1/2`$ where according to Table I the transitions occur at $`J_1=0`$. In general, our numerical data is consistent with a vanishing gap at the location of these dips, i.e. a continuous transition between different phases. However, due to the large correlation lengths expected in some of the phases, larger system sizes would be needed in order to determine the phase diagram of the model (1) accurately.

## VI Conclusions and outlook

We have studied an $`S=1/2`$ quadrumer-chain model using perturbation theory and the Lanczos method. This model has been proposed to explain the magnetic excitations of $`\alpha ^{}`$-NaV2O5 in its low-temperature phase . We have shown the quadrumer-chain Hamiltonian to display a rich phase diagram which we believe the present study has just begun to unveil (compare Fig. 8): Different phases are smoothly connected to the local $`L_x=0`$, $`1`$ and $`2`$ ground states at $`J_1=0`$. In addition, the mapping to an effective $`S=1`$ chain in section III B shows that the $`L_x=1`$ region consists of a Haldane and a dimerized phase at least at small $`J_1`$. The latter phase arises because of a biquadratic interaction which has not been realized in previous studies. However, further work is needed to determine all of the phase boundaries of the quadrumer chain accurately.

The model (1) gives also rise to interesting behavior in an external magnetic field. The case $`J_1=J_2`$ is discussed in an appendix where we show that in addition to a spin gap one also finds a plateau in the magnetization curve at half the saturation magnetization. This is similar as for the model studied in , though it remains to be investigated whether one can also obtain other plateaux in the present model for $`J_1J_2`$ like the one at a quarter of the saturation magnetization found in .

Finally, we have assessed the relevance of the quadrumer-chain model to the magnetic excitations of $`\alpha ^{}`$-NaV2O5. We found that in order to fit the neutron scattering data for the dispersion along the chain direction  one has to resort to parameters which are not very plausible. A good fit can even be obtained for $`J_i<0`$, (compare (11) and Fig. 5) although ferromagnetic exchange along the chain is clearly an unphysical choice. The applicability of the quadrumer model to $`\alpha ^{}`$-NaV2O5 may therefore be questioned , leaving the proper microscopic model for this material an open issue. In fact, other models proposed in this context are similarly deficient. Assuming, e.g., pure zig-zag charge order , the lowest $`S=1`$ excitation would belong to a two-particle continuum (see, e.g., ) rather than the experimentally observed magnon state . A possible remedy is to attribute the spin gap to dimerization  rather than frustration. However, this proposal has been disputed  based on the spatial symmetries of the charge ordered state. Clearly, further experimental input is needed to decide these issues. For the moment, we cannot rule out that the correct description of $`\alpha ^{}`$-NaV2O5 will turn out to be a modification of the cluster model discussed in the present work.

###### Acknowledgements.

We would like to thank T. Chatterji and C. Gros for relevant discussions and correspondence. This work has benefited from the Schwerpunkt 1073 of the Deutsche Forschungsgemeinschaft.

## Magnetization process

In this appendix we discuss the magnetization process of the quadrumer-chain model at $`J_1=J_2=J`$. Application of an external magnetic field amounts to adding a term $`h_{x=1}^LS_x^z`$ to the Hamiltonian (1). We have computed the magnetization curve numerically for $`L32`$ (as one example, the magnetization curve for $`J=J^{}`$ is shown in the inset of Fig. 11) and then extrapolated it to the thermodynamic limit. The final result is shown in Fig. 11. First, we find an $`M=0`$ plateau which is equivalent to the spin gap (accordingly, its boundary curve in Fig. 11 is equivalent to Fig. 5). In addition, we find a clear plateau at $`M=1/2`$ (in a normalization where the fully polarized state has $`M=1`$). Such a plateau is expected on the basis of the limit of decoupled quadrumers (3) – see  and references therein. Similar behavior has been observed for the related model of ref.  where an interesting sequence of magnetization plateaux was found . One remarkable feature of the present model is that there is evidence for a transition in the $`M=1/2`$ plateau state at $`J0.65J^{}`$.