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# Phase Fluctuations in Bose-Einstein Condensates

## 1 Introduction

Bose-Einstein condensates of weakly interacting gases, such as alkali atom vapours, constitute very well controllable macroscopic quantum systems. For extremely low temperatures ($`T0`$) the condensate is well described by an effective macroscopic single particle wavefunction, occupied by millions of atoms Dalfovo . The corresponding macroscopic phase is related to many fascinating properties of BEC such as its coherence, superfluidity, and effects known from superconductivity as the Josephson effect. In particular, the coherence properties are essential for very promising applications of BEC such as matter wave interferometry InterMIT ; coherenceNIST ; coherenceM ; Bragg\_InterNIST ; Hall ; Torii ; Waveguide  or atom lasers Atomlasers  which rely on BEC as a source of coherent matter waves. The phase coherence of condensates was shown by imaging the interference pattern of two independent condensates which were brought to overlap InterMIT . Also using an interference technique it has been found that a trapped BEC has a uniform spatial phase coherenceNIST  and therefore the coherence length is just limited by the size of the condensate. This result has also been obtained by measuring the momentum distribution in the radial direction of a cigar shaped condensate by a spectroscopic technique coherenceMIT . These experiments have focused on the coherence properties of almost pure condensates, prepared at temperatures well below the critical temperature. The temperature dependence of the coherence of a BEC was studied in a ’double slit’ experiment where an atom laser beam was extracted from a cigar shaped BEC at different radial positions coherenceM . A reduction of interference fringe visibility was observed for increasing temperature with the interference pattern being reproducible and thus indicating that the relative phase of the condensate fraction was not fluctuating randomly.

Even though the uniform spatial phase of a condensate has been confirmed in several experiments, it is not an obvious or even general property of BEC at finite temperature. The ’fragmentation’ into independent condensates with randomly fluctuating relative phase was often discussed in the context of the nucleation process of a condensate Kagan . There, the equilibrium state of the system was assumed to be a ’pure’ condensate without phase fluctuations. However, before the condensate is completely formed phase fluctuations between different regions of the condensate are expected even though density fluctuations are suppressed. But also for the equilibrium state of a quantum system it is expected that low-dimensional (1D and 2D) quantum gases differ qualitatively from the 3D case with respect to statistical and phase correlation properties Shlyapnikov1D ; Shlyapnikov2D ; BEC1D2D . Low-dimensional quantum degenerate gases, where the trap energy-level spacing is larger than the interaction energy between atoms, have been experimentally realized in atomic hydrogen exp\_quasi2D , Sodium Ketterle1D , and Lithium Salomon  but phase correlation properties have not yet been experimentally investigated. Recently, it was shown theoretically Shlyapnikov3D  that for very elongated condensates phase fluctuations can be pronounced already in the equilibrium state of the usual 3D ensemble, where density fluctuations are suppressed. This was experimentally and theoretically investigated in Dettmer . The phase coherence length in this case can be much smaller than the axial size of the sample.

In this paper we present detailed experimental and theoretical studies of phase fluctuations in elongated BEC. The dependence on the trapping geometry, temperature, and the number of condensed atoms is investigated. We demonstrate that the spatial phase of the condensates undergoes random fluctuations with an average value determined by the system parameters. In particular, our measurements show that the average phase fluctuations increase with tighter radial confinement. Thus, they are especially pronounced for very elongated geometries as are used to study the transition from 3D to 1D degenerate quantum gases Ketterle1D ; Dettmer .

BEC has recently been achieved in elongated micro-circuit geometries in which radial trapping frequencies of tens of KHz or even MHz are possible ChipBEC . Since this is more than an order of magnitude bigger than the radial frequencies at which we have observed phase fluctuations our results should be especially relevant for these systems. Phase fluctuations should also be considered if tight confinement waveguides are used for BECs Waveguide  or guided atom lasers beams, even though our results directly apply only to the equilibrium state of the system.

Note, that phase fluctuations lead to a broadening of the momentum distribution, which is the Fourier transform of the single particle correlation function, defining the coherence length. Therefore, only in the absence of phase fluctuations, a BEC constitutes a state where ultimate control over the motion and position of atoms, limited only by Heisenberg’s uncertainty relation, is achieved.

Fluctuations of the phase of a Bose condensate are due to thermal excitations and always appear at finite temperature. Their experimental characterization constitutes a test of many-body theories at finite temperature. If the wavelength of these excitations is smaller than all dimensions of the condensate they have a 3D character and do not lead to pronounced phase fluctuations. In elongated condensates however, low energy axial excitations have wavelengths larger than the radial size of the sample and therefore acquire a pronounced 1D behaviour leading to axial phase fluctuations, although density fluctuations of the equilibrium state are still suppressed. The coherence properties can be significantly altered as compared with previous observations. In particular, the coherence length, i.e. the distance at which the single particle correlation function falls to e<sup>-1</sup>, can be much smaller than the axial size of the condensate. This is not in contradiction to previous coherence measurements since they were performed in rather spherical traps coherenceNIST , in the radial direction of cigar shaped condensates coherenceM ; coherenceMIT , and at low temperature coherenceNIST ; coherenceMIT .

Our method to study phase fluctuations is based on ballistic expansion. We show that the original phase distribution is mapped into the density distribution during time-of-flight. The density modulations after ballistic expansion are a direct measure of the original phase fluctuations of the trapped condensate.

The paper is organized as follows. It starts with a theoretical discussion of phase fluctuations including a detailed explanation of our analytic theory Dettmer  for the appearance of density modulations in the ballistic expansion. Then we present our experimental studies demonstrating the existence of phase fluctuations in BECs and investigating their dependence on system parameters. Finally, alternative methods to study phase fluctuations are discussed, including simulations of the interference of phase fluctuating condensates.

## 2 Theoretical description

### 2.1 Phase fluctuating condensates in elongated 3D traps

In a standard equilibrium situation in 3D traps the fluctuations of density and phase of the Bose-Einstein condensate are only important in a narrow temperature range near the BEC transition temperature $`T_c`$ (critical fluctuations). Outside this region, the fluctuations are suppressed and the condensate is phase coherent. This picture precludes the interesting physics of phase-fluctuating condensates, which is present in 2D and 1D systems (see Shlyapnikov1D ; Shlyapnikov2D  and refs. therein).

In the Thomas-Fermi regime (see e.g. Dalfovo ), when the nonlinear mean field interaction energy dominates the kinetic energy, the situation can change for elongated BECs Shlyapnikov3D . While density fluctuations in equilibrium will remain suppressed due to their energetic cost, the situation can be different for the phase fluctuations. In particular, the axial phase fluctuations can manifest themselves even at temperatures far below $`T_c`$. Then, as the density fluctuations are suppressed, the equilibrium state of the system becomes a condensate with fluctuating phase (quasicondensate) similar to that in 1D trapped gases Shlyapnikov1D . Decreasing $`T`$ gradually reduces the phase fluctuations.

### 2.2 Description of the fluctuating phase

In this section we describe the phase fluctuations along the lines of Ref. Shlyapnikov3D . Let us consider a BEC at $`T=0`$ in the Thomas-Fermi regime, where the mean-field (repulsive) interparticle interaction greatly exceeds the radial ($`\omega _\rho `$) and axial ($`\omega _x`$) trap frequencies. The density profile of the zero-temperature condensate has the well-known shape $`n_0(\rho ,x)=n_{0m}(1\rho ^2/R^2x^2/L^2)`$, where $`n_{0m}=\mu /g`$ is the maximum condensate density, with $`\mu `$ being the chemical potential, $`g=4\pi \mathrm{}^2a/m`$, $`m`$ the atom mass, and $`a>0`$ the scattering length. Under the condition $`\omega _\rho \omega _x`$, the radial size of the condensate, $`R=(2\mu /m\omega _\rho ^2)^{1/2}`$, is much smaller than the axial size $`L=(2\mu /m\omega _x^2)^{1/2}`$.

The phase fluctuations can be described by solving the Bogoliubov-de Gennes equations Stringari  describing elementary excitations of the condensate. One can write the total field operator of atoms as $`\widehat{\psi }(𝐫)=\sqrt{n_0(𝐫)}\mathrm{exp}(i\widehat{\varphi }(𝐫))`$, where $`\widehat{\varphi }(𝐫)`$ is the operator of the phase, and the density fluctuations have been already neglected following the arguments discussed above. The single-particle correlation function is then expressed through the mean square fluctuations of the phase (see, e.g. Popov ):

$$\widehat{\psi }^{}(𝐫)\widehat{\psi }(𝐫^{})=\sqrt{n_0(𝐫)n_0(𝐫^{})}\mathrm{exp}\{[\delta \widehat{\varphi }(𝐫,𝐫^{})]^2/2\},$$
(1)
with $`\delta \widehat{\varphi }(𝐫,𝐫^{})=\widehat{\varphi }(𝐫)\widehat{\varphi }(𝐫^{})`$. The operator $`\widehat{\varphi }(𝐫)`$ is given by (see, e.g., Shev )

$$\widehat{\varphi }(𝐫)=[4n_0(𝐫)]^{1/2}\underset{j}{}f_j^+(𝐫)\widehat{a}_j+h.c.,$$
(2)
where $`\widehat{a}_j`$ is the annihilation operator of the excitation with quantum number(s) $`j`$ and energy $`ϵ_j`$, $`f_j^+=u_j+v_j`$, and the $`u,v`$ functions of the excitations are determined by the Bogoliubov-de Gennes equations.

The “low-energy” axial excitations (with energies $`ϵ_j<\mathrm{}\omega _\rho `$) have wavelengths larger than $`R`$ and exhibit a pronounced 1D behavior. Hence, one expects that these excitations give the most important contribution to the long-wave axial fluctuations of the phase. The solution of the Bogoliubov-de Gennes equations for such low-energy axial modes gives the spectrum $`ϵ_j=\mathrm{}\omega _x\sqrt{j(j+3)/4}`$ Stringari , where $`j`$ is a positive integer. The wavefunctions $`f_j^+`$ of these modes have the form

$$f_j^+(𝐫)=\sqrt{\frac{(j+2)(2j+3)gn_0(𝐫)}{4\pi (j+1)R^2Lϵ_j}}P_j^{(1,1)}\left(\frac{x}{L}\right),$$
(3)
where $`P_j^{(1,1)}`$ are Jacobi polynomials. Note that the contribution of the low-energy axial excitations to the phase operator (2) is independent of the radial coordinate $`\rho `$.

### 2.3 Numerical simulations

In order to simulate numerically the effect of phase fluctuations during the ballistic expansion of the condensate we replace the operators $`\widehat{a}_j`$ and $`\widehat{a}_j^{}`$ in Eq. (2) by complex Gaussian random variables $`\alpha _j`$ and $`\alpha _j^{}`$, with the correlation $`\alpha _j\alpha _j^{}^{}=\delta _{jj^{}}N_j`$, where $`N_j`$ is the occupation number for the quasiparticle mode $`j`$ for a given (small) temperature $`T`$. Such a random phase reproduces correctly the phase correlations, which for not too large $`|xx^{}|/L0.4`$, behave as

$$[\delta \widehat{\varphi }(x,x^{})]^2_T=\delta _L^2|xx^{}|/L,$$
(4)
where the quantity $`\delta _L^2`$ is given by

$$\delta _L^2(T)=32\mu T/15N_0(\mathrm{}\omega _x)^2,$$
(5)
and $`l_\varphi =L/\delta _L^2`$ can be interpreted as a phase coherence length. It is the distance at which the phase factor of the single-particle correlation function (Eq. 1) falls to its $`1/e`$ value. The condition $`l_\varphi /L=1`$ determines then a characteristic temperature $`T_\varphi =15(\mathrm{}\omega _x)^2N_0/32\mu `$, where $`N_0`$ is the number of condensed atoms. For $`T_\varphi <T_c`$, which is the case for most of our measurements, one expects the regime of quasicondensation for the initial cloud in the temperature interval $`T_\varphi <T<T_c`$ Shlyapnikov3D .

Figure 1 shows examples of simulated phase distributions for various trap geometries parameterized by the ratio of trapping frequencies $`\lambda =\omega _\rho /\omega _x`$. Whereas for a trap with $`\lambda =10`$ the fluctuations are rather suppressed, the phase of the BEC fluctuates for a trap with $`\lambda =1000`$ by more than $`2\pi `$. This dramatically changes the properties of the condensate, especially in phase sensitive experiments.

The appearance of stripes in the process of ballistic expansion can be understood qualitatively as follows. As mentioned above, within the equilibrium state of a BEC in a magnetic trap the density distribution remains largely unaffected even if the phase fluctuates Shlyapnikov3D . The reason is that the mean-field interparticle interaction prevents the transformation of local velocity fields provided by the phase fluctuations into modulations of the density. However, after switching off the external trap, the mean-field interaction rapidly decreases and the axial velocity field is then converted into a particular density distribution. We have performed numerical simulations of the 3D Gross-Pitaevskii equation (GPE) to understand quantitatively how phase fluctuations lead to the build up of stripes in the density distribution. We assumed that initially (just before opening of the trap) the condensate had an equilibrium density profile, which has been calculated using the standard imaginary evolution of the GP equation. We have imprinted on it a random fluctuating phase $`\varphi (x)`$, as described above, and evolved the condensate in free space.

### 2.4 Analytic results

Alternatively, the appearance of the stripes and their statistical properties can be described analytically using the self-similar solutions of the GP equation valid for the expanding cloud in the Thomas-Fermi regime (see e.g. selfsimilar ). In the following we shall assume for simplicity that the condensate is an infinite cylinder. This assumption is justified since the typical size of the excitations is much smaller than the axial size of the condensate. Therefore, at the end of the calculation, the unperturbed density will be substituted by the corresponding local density. In this way, the condensate without initial fluctuations evolve according to the self–similar solution

$$\psi =\frac{\sqrt{n_0}}{b_\rho ^2(t)}e^{i\varphi _0},$$
(6)
where $`b_\rho ^2(t)=1+\omega _\rho ^2t^2`$, $`\varphi _0=\frac{m}{2\mathrm{}}\frac{\dot{b}_\rho }{b_\rho }\rho ^2`$, $`\rho `$ is the radial coordinate, and $`n_0`$ is the Thomas–Fermi density profile. The equations which determine the ballistic expansion in presence of fluctuations can be obtained by linearizing around the self–similar solution, for the density $`n_0+\delta n`$, and the phase $`\varphi _0+\varphi `$. Introducing this expressions in the corresponding Gross–Pitaevskii equation, we obtain:

$`\dot{\delta n}`$ $`=`$ $`{\displaystyle \frac{1}{b_\rho ^2}}\widehat{𝒪}\varphi {\displaystyle \frac{\mathrm{}_x^2(n_0\varphi )}{m}},`$ (7)
$`n_0\dot{\varphi }`$ $`=`$ $`{\displaystyle \frac{gn_0\delta n}{\mathrm{}b_\rho ^2}}+{\displaystyle \frac{1}{4b_\rho ^2}}\widehat{𝒪}\left({\displaystyle \frac{\delta n}{n_0}}\right){\displaystyle \frac{\mathrm{}_x^2\delta n}{4m}},`$ (8)
where $`\widehat{𝒪}=(\mathrm{}/m)(\stackrel{}{}_\rho ^{}n_0\stackrel{}{}_\rho ^{}+n_0_\rho ^{}^2)`$, and $`\rho ^{}=\rho /b_\rho `$. By combining Eqs. (7) and (8), we obtain:

$$\ddot{\delta n}\frac{gn_0_x^2\delta n}{mb_\rho ^2}+\frac{\mathrm{}^2_x^4\delta n}{4m^2}=\frac{}{t}\left(\frac{\widehat{𝒪}\varphi }{b_\rho ^2}\right)+\frac{\mathrm{}}{4b_\rho ^2m}_x^2\widehat{𝒪}\frac{\delta n}{n_0}.$$
(9)
The last term at the rhs of Eq. (9) can be neglected if $`\mu /\mathrm{}\omega _\rho 1`$ (i.e. in the Thomas–Fermi limit). The third term in the lhs of the equation (quantum pressure term) is for short times smaller than the second one on the lhs, but becomes comparable with it for times $`t(1/\omega _\rho )\sqrt{\mu m/\mathrm{}^2k^2}`$. This becomes an important point as discussed below. Averaging over the radial profile (employing the expansion in powers of $`\rho `$ as discussed in Ref. Stringari ), we end up with the equation:

$$\ddot{\delta n}\frac{\mu }{2mb_\rho ^2}_x^2\delta n+\frac{\mathrm{}^2}{4m^2}_x^4\delta n=0.$$
(10)
Expanding into the Bogoliubov eigenmodes of the system, then

$$\mathrm{}^2\ddot{\delta n_k}+ϵ_k^2(t)\delta n_k=0$$
(11)
where

$$ϵ_k(t)=\sqrt{\frac{\mu \mathrm{}^2k^2}{2mb_\rho ^2}+\frac{\mathrm{}^4k^4}{4m^2}},$$
(12)
is the Bogoliubov spectrum.

For short times $`\omega _\rho t\stackrel{<}{}\text{ }1`$ the phonon part of the spectrum is dominant, i.e. $`ϵ_k(t)\sqrt{\frac{\mu \mathrm{}^2k^2}{2mb_\rho ^2}}`$. The resulting equation can be solved in terms of hypergeometric functions. For larger times, the free particle part of the spectrum dominates, i.e. $`ϵ_k=\frac{\mathrm{}^2k^2}{2m}`$, and the equation can be solved in terms of Bessel functions. The two regimes may be matched, using the asymptotic expansions of both hypergeometric and Bessel functions. In this way, we end up with the analytic expression for the relative density fluctuations

$$\frac{\widehat{\delta }n}{n_0}=2\underset{j}{}\tau ^{(ϵ_j/\mathrm{}\omega _\rho )^2}\mathrm{sin}\left(\frac{ϵ_j^2\tau }{\mu \mathrm{}\omega _\rho }\right)\widehat{\varphi }_j,$$
(13)
where the sum extends over the axial modes $`ϵ_j=\mathrm{}\omega _x\sqrt{j(j+3)/4}`$, $`\tau =\omega _\rho t`$, and $`\widehat{\varphi }_j`$ is the contribution of the $`j`$–th mode to the phase operator in Eq. (2).

By substituting the operators by the corresponding c–numbers as discussed above, we have checked that the analytical expressions agree very well with the numerical results (see also Fig. 2).

### 2.5 Averages

From Eq.(13) one obtains a closed relation for the mean square density fluctuations $`\sigma ^2`$ by averaging $`(\delta n/n_0)^2`$ over different realizations of the initial phase. Taking into account that $`(\alpha _j+\alpha _j^{})(\alpha _j^{}+\alpha _j^{}^{})/4=N_j\delta _{jj^{}}/2`$, then the mean square fluctuations are given by:

$$\left(\frac{\delta n(x,t)}{n_0(x,t)}\right)^2=\frac{T}{T_\varphi }C(N_0,\omega _\rho ,\omega _x,x,t)^2,$$
(14)
where

$`C(N_0,\omega _\rho ,\omega _x,x,t)^2=`$
$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}\mathrm{sin}^2\left({\displaystyle \frac{(j+3/2)^2}{4\alpha (1(x/L)^2)}}\right)e^{\left(\frac{\omega _x}{\omega _\rho }\right)^2\frac{(j+3/2)^2}{2}\mathrm{ln}(2\omega _\rho t)}`$
$`\left({\displaystyle \frac{(j+2)(2j+3)}{j(j+1)(j+3)}}\right)(P_j^{(1,1)}\left({\displaystyle \frac{x}{L}}\right))^2,`$ (15)
with $`\alpha =\mu /\mathrm{}\omega _x^2t`$.

Using the quasiclassical average $`(P_j^{(1,1)}(x))^24(1x^2)^{3/2}/\pi j`$ and transforming the sum over $`j`$ into an integral, for the central part of the cloud ($`x0`$) we obtain

$`\left({\displaystyle \frac{\delta n(0,t)}{n_0(0,t)}}\right)^2=\left({\displaystyle \frac{\sigma _{BEC}}{n_0}}\right)^2=`$
$`{\displaystyle \frac{T}{ϵT_\varphi }}\sqrt{{\displaystyle \frac{\mathrm{ln}\tau }{\pi }}}\left(\sqrt{1+\sqrt{1+\left({\displaystyle \frac{\mathrm{}\omega _\rho \tau }{\mu \mathrm{ln}\tau }}\right)^2}}\sqrt{2}\right).`$ (16)
Note that Eq. (16) provides a direct relation between the observed density fluctuations and temperature, and thus can be used for thermometry at very low $`T`$.

This closed expression would provide an accurate description of the density fluctuations in the absence of any experimental limitation. However, in practice, the observation of the density fluctuations is limited by the spatial resolution of the experiment. This fact can be easily taken into account in the calculations by substituting $`P_j^{(1,1)}(x/L)`$ in Eq. (15) by the corresponding function convoluted by a resolution function $`\zeta (x)=e^{x^2/\sigma ^2}/\sqrt{\pi }\sigma `$, where $`\sigma `$ characterizes the experimental resolution (Fig. 2).

Other experimental limitations can be easily taken into account by following a similar procedure. In particular, a smoothing of the observed density ripples is produced if the laser that integrates the condensate column density in the absorption detection scheme is not exactly parallel to the density stripes. This effect can be easily incorporated into the calculations, by filtering the density distribution with a cut–off function in the Fourier spectrum of the form $`\mathrm{exp}(ikRb_\rho (t)\theta )\mathrm{sin}(kRb_\rho (t)\theta )/kTb_\rho (t)\theta `$, where $`\theta `$ is the angle between the laser and the density ripples. We return to this point in the experimental section.

## 3 Experimental Results

### 3.1 Experimental Setup

The experiment was performed with Bose-Einstein condensates of <sup>87</sup>Rb atoms in the $`|F=2,m_F=+2`$ hyperfine ground state. As described previously bouncingBEC ; Solitons  we load a magneto-optical trap with a few times $`10^9`$ atoms from a chirp slowed thermal beam. This is followed by a short period of subdoppler cooling and optical pumping into the desired magnetic sublevel. The atomic cloud is then loaded into an Ioffe-Pritchard type (cloverleaf) magnetic trap and finally adiabatically compressed to allow efficient rf evaporative cooling. The fundamental frequencies of our magnetic trap are $`\omega _x=2\pi \times 14`$Hz and $`\omega _\rho =2\pi \times 365`$Hz along the axial and radial direction, respectively. Due to the highly anisotropic confining potential with an aspect ratio $`\lambda =\omega _\rho /\omega _x`$ of 26 the condensates are already elongated along the horizontal x-axis.

In order to study the dependence of phase fluctuations on the trapping geometry we realized a wide range of radial confinement strengths. To allow for stronger radial confinement we used a holographically generated blue detuned Laguerre-Gauss mode (TEM$`{}_{}{}^{}{}_{01}{}^{}`$) laser beam to form a combined magnetic and optical dipole potential trap Waveguide . In this combined trap BECs were produced in a two step evaporation procedure. The atoms were first cooled in the ’pure’ magnetic trap to a temperature slightly above the transition temperature $`T_c`$. The optical dipole potential was then turned on adiabatically, and finally the desired temperature was achieved by rf evaporation in the combined potential. On the other hand less elongated condensates were produced by using a higher offset-field for the magnetic trap leading to a weaker radial confinement.

Our measurements were performed for an axial trap frequency of $`\omega _x=2\pi \times 14`$Hz and radial frequencies $`\omega _\rho `$ between $`2\pi \times 138`$Hz and $`2\pi \times 715`$Hz corresponding to aspect ratios $`\lambda `$ between 10 and 51. After rf evaporative cooling to the desired temperature, we wait for 1 sec (with rf ’shielding’) to allow the system to reach an equilibrium state. We then switch off the trapping potential within $`200\mu `$s and wait for a variable time-of-flight before detecting the atomic cloud by resonant absorption imaging with the imaging axis perpendicular to the long axis of the trap.

### 3.2 Ballistic expansion measurements

Figure 3 shows typical images of the ballistically expanded clouds for various times-of-flight $`t`$ and temperatures $`T<T_c`$. The usual anisotropic expansion of the condensate due to the elongated trapping geometry is clearly visible. The line density profiles reflect the parabolic shape of the BEC density distribution. As predicted by the theory, we also observe pronounced stripes in the density distribution. On average these stripes are more pronounced for high temperatures (right column of Fig. 3) and long times-of-flight \[Fig. 3(c)\] indicating the build-up of the stripes during the ballistic expansion.

### 3.3 Experimental characterization of phase fluctuations

In order to determine the dependence of phase fluctuations on the experimental conditions we study the formation of the density modulations as a function of temperature and trapping geometry. All measurements were performed for times-of-flight between 18 ms and 25 ms. For a quantitative analysis we compare the observed density distribution with the Thomas-Fermi distribution expected for a condensate without fluctuations. For each image the observed density distribution was integrated along the radial direction \[Fig. 3(d)\] and then fitted by a bimodal function with the integrated parabolic Thomas-Fermi density distribution and a Gaussian for the thermal cloud. In Fig 3(d) we show the integrated density distribution close to the BEC region, thus the thermal component is hardly visible. The standard deviations of the experimental data from the fit were calculated in the central region of the BEC (half width of full size), $`\sigma _{\text{BEC}}`$, and in the thermal wings, $`\sigma _\text{T}`$. The standard deviation in the thermal wings characterizes our detection noise. To account for particle number changes the standard deviations were normalized to the fitted peak density $`n_0`$.

Figure 4 shows the distribution of phase fluctuating condensates as a function of temperature and condensate number for various trap geometries. In this figure white points indicate the absence of detectable structures in the density distribution $`(\sigma _{\text{BEC}}<1.5\sigma _\text{T})`$, whereas black points indicate that significant structures larger than the experimental noise level $`(\sigma _{\text{BEC}}>2\sigma _\text{T})`$ were observed, i.e. the existence of phase fluctuations could be clearly detected. The temperature and particle number of each condensate were determined by 2D fits to the absorption images. The temperature was determined from the width of a Gaussian distribution fitted to the thermal wings, the corresponding condensate number from the integral over the Thomas-Fermi part of a bimodal fit. The statistical uncertainty in the temperature determination is typically 15 % and less than 10 % for the particle numbers.

It is clearly visible in Fig. 4 that the number of condensates showing detectable phase fluctuations is increasing with the aspect ratio. Furthermore, the number of realizations without detectable phase fluctuations is growing for low temperatures and high particle numbers. Finally, there is no clear transition line between the two regimes. There is rather a broad region in which we observe both, condensates with and without detectable phase fluctuations indicating the statistical character of the phase fluctuations. Whereas for the weakest radial confinement with $`\lambda =10`$, no significant structures were observed outside the close vicinity of the critical temperature, we detected pronounced phase fluctuations in a broad temperature range in the case of our tightest trap $`\lambda =51`$ \[Fig. 4\]. According to Eq. 5 phase fluctuations can be reduced below any detection level for sufficiently low temperatures. However, for high aspect ratio traps this requires very low temperatures at high particle numbers in the condensate, making it experimentally difficult to access. For all traps the BECs were produced by evaporating in the final potential except in the case of the $`\lambda =10`$ trap. This trap was realized by evaporating in the tighter $`\lambda =26`$ trap and then adiabatically reducing the radial confinement. Thus the measurements show that by changing the trapping potential adiabatically we are able to decrease the amount of phase fluctuations. The dynamics of the appearance and disappearance of the phase fluctuations remains to be studied systematically in future work.

Figure 5 shows the temperature dependence of $`\sigma _{\text{BEC}}`$ for various trap geometries. Since the initial phase of a Bose condensate is mapped into its density distribution after ballistic expansion, the quantity $`\sigma _{\text{BEC}}`$ is a direct measure of the initial phase fluctuations. Note however, that this method reflects the instantaneous phase of the BEC at the time of release and therefore images taken at the same initial conditions can look significantly different. Indeed, we observe a large spread of our experimental data (see Fig. 5). The scatter in these cases is mainly due to the statistical character of the phase fluctuations as well as due to the uncertainties in the temperature determination. For all traps the highest temperature data correspond to values close to $`T_c`$ ($`T0.9T_c`$) which is increasing for tighter confinement. On average the phase fluctuations continuously decrease with falling temperature and get more pronounced with increasing aspect ratio. The reduction of the observed phase fluctuations for lower temperatures is due to both, the reduced excitation spectrum at lower temperature and the increasing number of condensed atoms. Due to the loss of particles caused by evaporation, lowering the temperature reduces the total number of particles but the fraction of condensed atoms relative to the total particle number is increased as shown in Fig. 4. It is not possible to determine a cut-off for the phase fluctuations, rather they decrease until they cannot be resolved below our noise limit. Hence all experiments with BECs at finite temperature in tightly confining elongated potentials will be subject to axial phase fluctuations.

### 3.4 Evaluation of averaged phase fluctuations

Due to the statistical character of phase fluctuations every experimental realization has a different phase distribution. Therefore, we average the observed standard deviations for a small range of experimental parameters to obtain general information about the phase fluctuations and to compare our measurements to the theoretical prediction. According to Eq. (14) the standard deviation of the fluctuations is expected to depend on the square root of the temperature. This behaviour can not be observed in Fig. 5 since the condensate number changes with temperature. Therefore, we use that equation to scale out the influence of condensate number, trapping potential, and time-of-flight. In figure 6 the measured standard deviations are plotted as function of $`T/T_\varphi C^2`$, where $`T_\varphi `$ and C (C taken at x=0) are calculated from the measured number of condensed atoms, trapping frequencies, and expansion times. The figure shows that all data points fall on an universal square root shaped curve. This means, that our experimental results follow the expected dependence very well.

As a main result, with the direct link of the phase fluctuations in the magnetic trap to the observed density modulations given by Eq. (16), our measurements confirm the predicted behaviour of phase fluctuations in elongated BECs.

As explained above, a precise quantitative comparison needs to take into account a reduced contrast due to the limited experimental resolution and a possible tilt of the detection laser beam with respect to the structures. If we account for a resolution of our imaging system of $`\sigma =3\mu \mathrm{m}`$, the predicted standard deviations are about a factor of 2 bigger than the observed deviations. A possible reason might be a small tilt of the detection laser beam. For our parameters a tilt of only $`4^{}`$ reduces the observed modulations by a factor of approximately 2.

Note, that our measurements were performed in elongated geometries but our condensates still were in a 3D-regime in the sense that the chemical potential was greater than the transverse level spacing. Nevertheless, most of our measurements, which exhibit fluctuations well above our noise level, correspond to the regime of quasicondensation in which the phase coherence length is smaller than the condensate size. For instance, for $`\lambda =51`$, $`T=0.5T_c`$, and $`N_0=3\times 10^4`$, one obtains $`\mu =3.4\mathrm{}\omega _\rho `$ and $`l_\varphi L/3`$.

## 4 Discussion of alternative methods

In principle, phase fluctuations may be observed by all experiments on BEC which rely on its phase properties. Hence, various methods may be used to study them. We have presented a method which is based on the transfer of phase fluctuations into density modulations after ballistic expansion. A great advantage of our method is its applicability to very different trap geometries and that the sensitivity depends on the chosen time-of-flight t (see Eq. (16)). In principle for longer t the method becomes more and more sensitive for initial phase fluctuations. On the other hand the decreasing density reduces the signal-to-noise ratio leading to an optimum time-of-flight for given parameters. In our case a time-of-flight of 25 ms allows us to measure phase fluctuations of only $`\delta _L^2\pi /7`$. Moreover, time-of-flight methods constitute a standard experimental tool to study properties of BECs. Therefore, understanding the formation of stripes in the density distribution is of great importance. It is instructive to discuss two of the most successful methods used to study the coherence properties of BEC, namely Bragg spectroscopy coherenceMIT  and interferometry coherenceNIST , with respect to the measurement of phase fluctuations.

### 4.1 Bragg spectroscopy

The velocity field of a condensate is proportional to the gradient of its phase. Therefore, phase fluctuations lead to a broadening of the momentum distribution of a trapped condensate which can be measured using Bragg spectroscopy. Since in elongated condensates phase fluctuations are predominantly provided by axial excitations the momentum distribution along the axial direction has to be measured. The average momentum distribution $`𝒫`$ is given by the Fourier transform ($`𝒯`$) of the integrated single-particle correlation function $`G(𝐫_𝐚)d^3r\widehat{\psi }^{}(𝐫)\widehat{\psi }(𝐫+𝐫_𝐚)`$ CCT\_Cargese . Using Eq. (1) and the definition of the phase coherence length we get

$`𝒫(p)`$ $`=`$ $`𝒯\left[\mathrm{exp}^{\frac{|𝐫_𝐚|}{l_\varphi }}{\displaystyle d^3r\sqrt{n_0\left(𝐫\right)n_0\left(𝐫+𝐫_𝐚\right)}}\right]`$ (17)
$`=`$ $`𝒯\left[\mathrm{exp}^{\frac{|𝐫_𝐚|}{l_\varphi }}\right]𝒯\left[\sqrt{n_0\left(𝐫\right)n_0\left(𝐫+𝐫_𝐚\right)}_r\right]`$
which is a convolution of the Fourier transform of the density distribution and that of a Gaussian with the width of the phase coherence length $`l_\varphi `$. Thus, the first term is inversely proportional to $`l_\varphi `$, the second inversely proportional to the condensate size. In the absence of phase fluctuations the momentum distribution is limited by the size of the condensate, i. e. , Heisenberg-uncertainty limited. In the regime of quasicondensates where the phase coherence length is smaller than the condensate size, the momentum distribution is dominated by the phase coherence length, thus increasing the momentum width significantly with respect to the Heisenberg limit. However, for a trapped condensate the width of the Bragg resonance is not only determined by this momentum width (Doppler width) but also by the inhomogeneous density distribution, leading to a spatially inhomogeneous mean field-shift of the resonance and therefore broadening it.

We will now briefly estimate the relative contribution of the momentum width and the mean-field width to the total linewidth of the Bragg resonance. For typical parameters of $`N=10^5`$, $`w_\rho =2\pi \times 365`$Hz, $`w_x=2\pi \times 14`$Hz the momentum width resulting from the size of the condensate is $`\mathrm{\Delta }\nu _{\text{size}}=\sqrt{21/8}\frac{2\mathrm{}k}{2\pi mL}=57`$Hz, where $`k=2\pi /\lambda `$ is the absolute value of the wavevector of the Bragg beams. For these parameters the mean field broadening is $`\mathrm{\Delta }\nu _{\text{mf}}=\sqrt{8/147}\frac{\mu }{h}=536`$Hz. Hence the total width of the resonance is $`\mathrm{\Delta }\nu =\sqrt{\mathrm{\Delta }\nu _{\text{momentum}}^2+\mathrm{\Delta }\nu _{\text{mf}}^2}=539`$Hz. Here, we have taken the expressions for the widths from Ref. coherenceMIT  and assumed Bragg spectroscopy with counterpropagating beams since this leads to the highest momentum resolution. For a temperature $`T=0.5T_c`$ the phase coherence length is, according to Eq. (5), $`l_\varphi 1.4L`$ ($`\delta _\mathrm{L}^2\pi /5`$). Though this increases the momentum width roughly by a factor of 2, it leads only to a total linewidth of approximately 547 Hz. Thus, the contribution of the momentum width to the total linewidth in this case is less than 2%, making it very difficult to detect. In contrast, our measurements show that the method of ballistic expansion is capable of detecting even such small phase fluctuations.

### 4.2 Interferometry

Interferometry has been successfully used to study and to characterize the spatial phase of Bose condensates. Therefore, it is natural to consider possibilities to extend such methods to determine the amount of phase fluctuations in trapped atomic gases. In analogy to classical optics, there are several methods to use interferometry to determine the coherence properties of a condensate wave function. These include, e.g., the double slit experiment with outcoupled atom laser beams coherenceM  and interference between two overlapping condensates InterMIT . In the latter case, two spatially separated condensates were prepared independently and their interference was measured after a ballistic expansion. The results indicated a flat phase distribution of the initial wavefunction for the experimental parameters used in those measurements. In general, interferometric measurements rely on the superposition of two wavefunctions and the interpretation of the resulting fringe pattern. The existence of a randomly fluctuating phase as shown in Fig.1 complicates the interpretation.

To visualize possible experimental results, let us first consider the following situation. A given phase fluctuating condensate is coherently split in two equal parts giving one of them a small additional velocity. Absorption images taken of the overlapping condensates will show interference fringes. For condensates with a constant phase the images would show regularly spaced lines. However due to the phase fluctuations these lines will be shifted according to the relative fluctuating phase, leading to a random, spatially varying fringe spacing. Similar to the ballistic expansion measurements these images will be different from shot to shot and allow only for a statistical evaluation.

So far most interferometric measurements with BECs have been performed after a ballistic expansion. An additional complication arises in these experiments, since both density and phase of the sample evolve during the free expansion time. Let us assume that two independent quasicondensates are brought to partial overlap after a time-of-flight with zero relative velocity (using e. g. Bragg pulses Bragg\_InterNIST ; Torii ; Waveguide ). At this point modulations have appeared in the density distribution and the phase has evolved from its initial random pattern. Both parts now contribute to the formation of stripes in the interference pattern, making a direct interpretation difficult.

Figure 7 shows an example of an expected absorption image for our experimental conditions. Both wavefunctions $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$ of the phase fluctuating condensates were calculated after a time-of-flight of $`15`$ ms using the GP equation. The interference pattern is given by $`|\mathrm{\Psi }_1(x)+\mathrm{\Psi }_2(x+\mathrm{\Delta }x)|^2`$, where $`\mathrm{\Delta }x`$ is the displacement of the two quasicondensates. Fig. 7 a) and b) show the density distribution of the two quasicondensates (solid line) displaced by $`\mathrm{\Delta }x=40\mu \mathrm{m}2\mathrm{l}_\varphi `$ in comparison with the Thomas-Fermi distribution of a condensate at $`T=0`$ (dashed line). Note, that the structures shown there are the density modulations due to the phase fluctuations only. The resulting interference pattern of these two independent condensates is then displayed in Fig. 7 c). At $`T=0`$ the interference pattern is due to the small axial expansion velocity, which leads to a quadratic phase. In the case of the quasicondensates the profile looks considerably different, i. e. the phase fluctuations lead to a significant change of the experimental outcome. Due to the difficult interpretation of the density distribution, interferometric methods together with a long expansion time are not suited very well for analysis of phase fluctuations. However, interferometric methods that work with a short expansion time or even with trapped condensates might be very useful for visualization of the spatial profile of phase fluctuations. Such methods might include, e.g. preparation of two independent quasicondensates with a small vertical separation. After a short time-of-flight the radial expansion of the clouds leads to their partial superposition, and consequently interference in the overlap region. In the case of constant relative phase in the axial direction horizontal stripes appear in the overlap region. Due to the phase fluctuations the relative phase can, however, change as a function of axial position, which is seen as bending of the interference fringes in the vertical direction. Therefore, the relative phase profile of the clouds can be imaged by measuring the shape of the interference fringes.

## 5 Conclusion

We have presented detailed experimental and theoretical studies of phase fluctuations in the equilibrium state of BECs. A strong dependence on the trap geometry and temperature has been found in agreement with the theoretical prediction. We have shown that phase fluctuations are a general property of elongated condensates. By measuring the phase fluctuations and comparing the temperature with $`T_\varphi `$ we have demonstrated instances, where the phase coherence length was smaller than the axial size of the condensate, i.e. the initial cloud was a quasicondensate. Our results set severe limitations on applications of BECs in interferometric measurements, and for guided atom laser beams. Our experimental method combined with the theoretical analysis provides a method of BEC thermometry. Further studies of the effect of phase fluctuations, e. g. on the superfluid properties, will give additional insight to the behaviour of degenerate quantum gases at finite temperature.

This work is supported by the Deutsche Forschungsgemeinschaft within the SFB 407 and the Schwerpunktprogramm ”Wechselwirkungen ultrakalter atomarer und molekularer Gase”, and the European Science Foundation (ESF) within the BEC2000+ programme. DSP acknowledges support from the Alexander von Humboldt Foundation, from the Dutch Foundations NWO and FOM, and from the Russian Foundation for Basic Research.


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# NON-AUTONOMOUS DEGENERATE KdV SYSTEMS

## INTRODUCTION

Systems of integrable nonlinear partial differential equations have been constituting one of the main research areas for about two decades. Recently, in  we have classified non-autonomous $`N`$-conmponent Korteweg-de Vries ($`N`$-KdV) systems

$`q_t^i=q_{xxx}^i+s_{jk}^i(t)q^jq_x^k,s_{jk}^i=s_{kj}^i,i,j,k=1,2,\mathrm{},N,`$
where dependent variables are $`q^i=q^i(x,t)`$ and found that the class of systems

$`q_t^i=q_{xxx}^i+{\displaystyle \frac{1}{\sqrt{t}}}\stackrel{~}{s}_{jk}^iq^jq_x^k,`$
where $`\stackrel{~}{s}_{jk}^i`$ are constants, is integrable with the recursion operator

$`R_j^i`$ $`=`$ $`t\delta _j^iD^2+{\displaystyle \frac{2}{3}}\sqrt{t}\stackrel{~}{s}_{jk}^iq^k+{\displaystyle \frac{1}{3}}\delta _j^ix+({\displaystyle \frac{1}{3}}\sqrt{t}\stackrel{~}{s}_{jk}^iq_x^k+{\displaystyle \frac{1}{6}}\delta _j^i)D^1`$
$`+{\displaystyle \frac{1}{9}}F_{lkj}^iq^lD^1q^kD^1,`$
where $`D`$ is the total $`x`$-derivative and $`D^1`$ is the –formal– inverse operator ($`DD^1=D^1D=1`$), provided that the identities

$$\stackrel{~}{s}_{pr}^kF_{ljk}^i+\stackrel{~}{s}_{jr}^kF_{lpk}^i+\stackrel{~}{s}_{jp}^kF_{lrk}^i=0,$$
(1)
where

$`F_{plj}^i=\stackrel{~}{s}_{jk}^i\stackrel{~}{s}_{lp}^k\stackrel{~}{s}_{lk}^i\stackrel{~}{s}_{jp}^k,`$
are satisfied. Following Svinolupov’s discovery that constants $`\stackrel{~}{s}_{jk}^i`$ satisfying (1) are associated with structure constants of (commutative, non-associative) Jordan algebras , we called these systems as Non-autonomous Svinolupov Jordan KdV Systems. Moreover, we have also shown that systems associated with a certain type of Jordan algebras are not transformable to autonomous ones.

In the present work, we consider a system of $`N`$ equations

$$q_t^i=b_j^iq_{xxx}^j+s_{jk}^i(t)q^jq_x^k+y_j^i(t)q^j,i,j,k=1,2,\mathrm{},N,$$
(2)
and associate integrability of this system with the existence of a recursion operator whose form we assume to be

$$R_j^i=z_j^i(t)D^2+a_{jk}^i(t)q^k+h_j^i(x,t)+(c_{jk}^i(t)q_x^k+w_j^i(t))D^1.$$
(3)
Here, in (2) and (3) except for $`b_j^i`$ which are assumed to be constants, all the coefficient terms are introduced with their presumed dependence on the independent variables $`x`$ and $`t`$. Sufficient differentiability of these coefficients with respect to the independent variables is the other assumption made.

We first present the conditions due to the integrability criteria

$$R_{j,t}^i=K_r^{}_{}{}^{}iR_j^rR_r^iK_j^{}_{}{}^{}r,$$
(4)
where $`K_j^{}_{}{}^{}i=b_j^iD^3+s_{kj}^i(t)q^kD+s_{jk}^i(t)q_x^k+y_j^i(t)`$ is the Fréchet derivative of system (2). And then, we find solutions of these conditions for degenerate systems, i.e systems having $`b_j^i`$ such that $`|b_j^i|=0`$, in $`N=2`$.

## INTEGRABILITY CONDITIONS

The integrability criteria (4) leads to some algebraic and differential conditions among the coefficient terms of the system (2) and the recursion operator (3). In the following proposition we present these conditions.

Proposition 1: Let $`q^i(x,t)`$ be functions of $`x`$ and $`t`$ satisfying equations (2) and admitting a recursion operator $`R_j^i`$ given in (3). Then the coefficient terms $`b_j^i,s_{jk}^i(t),y_j^i(t),z_j^i(t),a_{jk}^i(t),h_j^i(x,t),c_{jk}^i(t),w_j^i(t)`$ satisfy the following relations:

$$\begin{array}{cc}3b_k^ia_{jl}^k+b_k^ic_{jl}^k+s_{kl}^iz_j^k2z_k^is_{lj}^kz_k^is_{jl}^kc_{kl}^ib_j^k=0,\hfill & \hfill s_{mk}^ia_{jl}^ka_{km}^is_{lj}^k=0,\end{array}$$

$$\begin{array}{cc}3b_k^ia_{jl}^k+3b_k^ic_{jl}^kz_k^is_{lj}^k2z_k^is_{jl}^k=0,\hfill & \hfill a_{jk}^ib_l^kb_k^ia_{jl}^k3b_k^ic_{jl}^k+z_k^is_{jl}^k=0,\end{array}$$

$$\begin{array}{cccc}b_k^iz_j^kz_k^ib_j^k=0,\hfill & b_k^ih_j^kh_k^ib_j^k=0,& b_k^ic_{jl}^kc_{jk}^ib_l^k=0,& \hfill w_k^i(s_{lj}^ks_{jl}^k)=0,\end{array}$$

$$\begin{array}{ccc}c_{km}^i(s_{jl}^ks_{lj}^k)=0,\hfill & c_{jk}^is_{ml}^ks_{km}^ic_{jl}^k=0,& \hfill c_{jk}^is_{ml}^ks_{mk}^ic_{jl}^k=0,\end{array}$$

$$\begin{array}{c}a_{jk}^is_{ml}^k+a_{km}^is_{jl}^k+c_{kl}^is_{jm}^ks_{mk}^ia_{jl}^ks_{mk}^ic_{jl}^ks_{kl}^ia_{jm}^k=0,\end{array}$$
(5)
$$\begin{array}{ccc}b_k^ia_{jl}^k+s_{lk}^iz_j^kz_k^is_{lj}^ka_{kl}^ib_j^k=0,\hfill & s_{lk}^ih_j^kh_k^is_{lj}^k=0,& \hfill s_{kl}^ih_j^kh_k^is_{jl}^k=0,\end{array}$$

$$\begin{array}{cc}z_{j,t}^i3b_k^ih_{j,x}^kb_k^iw_j^ky_k^iz_j^k+z_k^iy_j^k+w_k^ib_j^k=0,\hfill & \hfill w_{j,t}^iy_k^iw_j^k+w_k^iy_j^k=0,\end{array}$$

$$\begin{array}{cc}a_{jl,t}^i+a_{jk}^iy_l^ks_{lk}^ih_{j,x}^ks_{lk}^iw_j^ky_k^ia_{jl}^k+a_{kl}^iy_j^k+w_k^is_{jl}^k=0,\hfill & \hfill b_k^ih_{j,2x}^k=0,\end{array}$$

$$\begin{array}{cc}c_{jl,t}^i+c_{jk}^iy_l^ks_{kl}^iw_j^ky_k^ic_{jl}^k+c_{kl}^iy_j^k=0,\hfill & \hfill h_{j,t}^ib_k^ih_{j,3x}^ky_k^ih_j^k+h_k^iy_j^k=0.\end{array}$$

This proposition is the straight forward result of calculating (4) together with (2) and (3).

Our basic aim is to determine the integrable systems (or classes of systems) with their associated recursion operators by solving the whole system (5). For this purpose we base our classification on $`b_j^i`$ and solve conditions (5) for each of specially chosen different forms of $`b_j^i`$ matrix. Having chosen a certain $`b_j^i`$, we first solve the algebraic part of the equations in (5). Although the algebraic part is quite large even in $`N=2`$, because the constituent equations are polynomials of order at most two in the unknowns, they can be solved by computer algebra systems conveniently. We used REDUCE and MuPAD software for the computations. Each nontrivial solution to the algebraic part is then subjected to the remaining differential conditions.

In general, for a certain $`b_j^i`$ matrix there are many solutions to the integrability conditions (5). However, some of these solutions give rise to systems which are not valuable: Decoupled systems, trivially coupled systems like $`u_t=F[u,t],v_t=G[u,t]`$ or completely linear systems. Besides these, some solutions require the recursion operator to be (or proportional to) identity, in case of which (4) is obviously inconclusive for the integrability of the system at hand. These basically constitute our criteria for triviality of a solution to (5). We discard all such trivial cases.

## CLASSIFICATION

In this algorithm each different $`b_j^i`$ matrix cause a different set of solutions to (5). We call a collection of systems obtained under a certain $`b_j^i`$ as a class and naturally identify each class with its $`b_j^i`$ matrix. Here, difference of matrices refers to dissimilarity of them.

Since our particular concern is the degenerate 2-KdV systems in this work, we consider the following degenerate and dissimilar forms for $`b_j^i`$ matrix:

$$b(1)=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right),b(2)=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right).$$
(6)
Remark 1: Up to an overall factor, the above two matrix which are in Jordan canonical form constitute all the non-zero degenerate matrices in $`N=2`$ under the similarity transformations. I.e any non-zero, degenerate, $`2\times 2`$ matrix $`b_l^k`$ is transformable to one of the above two with an overall factor by an invertible (similarity) transformation $`M_j^i`$ as $`\stackrel{~}{b}_j^i=M_k^ib_l^k(M^1)_j^l`$, where $`M_j^i`$ are constants. Existence of such invertible $`M_j^i`$’s is assured by Jordan canonical form theorem of matrices . The null matrix and the overall factors for $`b(1)`$ and $`b(2)`$ are irrelevant for our classification even if these factors are taken as functions of $`t`$. They can always be absorbed into the left hand side of evolution system (2) by redefining the evolution parameter $`t`$.

Remark 2: The above mentioned similarity transformations correspond to change of dependent variables $`\stackrel{~}{q}^i=M_k^iq^k`$ and the integrability criteria (4) is invariant under such transformations. We do not distinguish a system from its $`M_j^i`$ transformed form

$`M_k^iq_t^k`$ $`=`$ $`M_k^ib_l^k(M^1)_j^lM_r^jq_{xxx}^r+M_k^is_{jl}^k(M^1)_r^j(M^1)_p^lM_s^rq^sM_\nu ^pq_x^\nu `$
$`+M_k^iy_j^k(M^1)_p^jM_s^pq^s.`$
Moreover, we suggest to use the form of a KdV system where its $`b_j^i`$ is put in Jordan canonical form, as the standard form for it.

### a) Systems associated with $`b_j^i=b(1)`$

Although our main concern is the non-autonomous systems, solutions of integrability conditions (5) with $`b_j^i=b(1)`$ in (6) give rise to autonomous systems as well. In the following list we first give these autonomous systems with their respective recursion operators.
i)

$$\begin{array}{c}u_t=u_{xxx}+3c_1uu_x\\ v_t=c_1uv_x+c_2vu_x\end{array},R=\left(\begin{array}{cc}D^2+2c_1u+c_1u_xD^1& 0\\ c_2v+c_1v_xD^1& 0\end{array}\right),$$
(7)
where $`c_1`$ and $`c_2`$ are arbitrary constants ,.
ii)

$$\begin{array}{c}u_t=u_{xxx}+3c_1uu_x+c_2vv_x\\ v_t=c_1(uv)_x\end{array},R=\left(\begin{array}{cc}D^2+2c_1u+c_1u_xD^1& c_2v\\ c_1(v+v_xD^1)& 0\end{array}\right),$$
(8)
where $`c_1`$ and $`c_2`$ are arbitrary constants. This system is equivalent to the Ito system via $`u\frac{2}{c_1}u`$, $`v\frac{2}{\sqrt{c_1c_2}}v`$ transformation .
iii)

$$\begin{array}{c}u_t=u_{xxx}+3c_1uu_x\\ v_t=(c_1u+c_2v)v_x\end{array},R=\left(\begin{array}{cc}D^2+2c_1u+c_1u_xD^1& 0\\ c_1v_xD^1& c_2v\end{array}\right),$$
(9)
where $`c_1`$ and $`c_2`$ are arbitrary constants.

At this point, for the above list of systems we have the following statement.

Proposition 2: Systems (7), (8) and (9) constitute all the nontrivial autonomous systems in $`b(1)`$ class.

The followings are the non-autonomous systems with their respective recursion operators in $`b(1)`$ class.
i)

$$\begin{array}{c}u_t=u_{xxx}+c_1t^{(\alpha +2/3)}vv_x+c_2t^{(\alpha +1)}v,\\ v_t=t^{2/3}vv_x,\end{array}$$
(10)
where $`c_1`$, $`c_2`$ and $`\alpha `$ are arbitrary constants. This system admits the recursion operator

$$R=\left(\begin{array}{cc}tD^2+\frac{x}{3}+\alpha D^1& t^\alpha \left(c_1t^{1/3}v+c_2D^1\right)\\ 0& t^{1/3}v+\frac{x}{3}\end{array}\right).$$
(11)
ii)

$$\begin{array}{c}u_t=u_{xxx}+e^{\alpha t}(c_1vv_x+c_2v),\\ v_t=vv_x,\end{array}$$
(12)
where $`c_1`$, $`c_2`$ and $`\alpha `$ are arbitrary constants. The recursion operator is

$$R=\left(\begin{array}{cc}D^2+\alpha D^1& e^{\alpha t}\left(c_1v+c_2D^1\right)\\ 0& v\end{array}\right).$$
(13)
iii)

$$\begin{array}{c}u_t=u_{xxx}+t^{1/2}uu_x,\\ v_t=\frac{1}{3}\left(t^{1/2}uv_x+t^{2/3}vv_x+t^{5/6}u\right).\end{array}$$
(14)
This system admits the recursion operator $`R=\left(\begin{array}{cc}R_0^0& R_1^0\\ R_0^1& R_1^1\end{array}\right)`$ with

$$\begin{array}{c}R_0^0=tD^2+\frac{x}{3}+\frac{2}{3}t^{1/2}u+\frac{1}{3}(t^{1/2}u_x+\frac{1}{2})D^1,\hfill \\ R_1^0=0,\hfill \\ R_0^1=\frac{1}{3}(t^{1/2}v_x+t^{1/6})D^1,\hfill \\ R_1^1=\frac{1}{3}(t^{1/3}v+x).\hfill \end{array}$$
(15)
On the completeness of the above given non-autonomous systems we have the following proposition.

Proposition 3: Systems (10), (12) and (14) constitute all the nontrivial, integrable non-autonomous systems in $`b(1)`$ class.

All other solutions of (5) are trivial. Explicit solutions of (5) with $`b_j^i=b(1)`$ prove propositions 2 and 3.

Systems related by invertible transformations can be considered equivalent . For this reason, we analyzed the above mentioned non-autonomous systems in regard to their transformability to autonomous systems via a certain generic class of transformations. In the next proposition we present the result.

Proposition 4: None of the non-autonomous systems (10), (12) or (14) is transformable to any autonomous system up to the invertible change of variables

$`x=\alpha (\stackrel{~}{t})\stackrel{~}{x}+\beta (\stackrel{~}{t}),t=\gamma (\stackrel{~}{t}),`$
$`u(x,t)=\delta (\stackrel{~}{t})\stackrel{~}{u}(\stackrel{~}{x},\stackrel{~}{t})+\varphi (\stackrel{~}{x},\stackrel{~}{t}),`$ (16)
$`v(x,t)=\rho (\stackrel{~}{t})\stackrel{~}{v}(\stackrel{~}{x},\stackrel{~}{t})+\psi (\stackrel{~}{x},\stackrel{~}{t}).`$
The $`\alpha =0`$ special case of system (12) is the only exception. In this case (12) is apparently autonomous. This proposition can be verified by direct calculation for each of the mentioned systems.

### b) Systems associated with $`b_j^i=b(2)`$

Solutions of integrability conditions (5) under $`b_j^i=b(2)`$ in (6) give rise to the following nontrivial, integrable subclasses of systems.
i)

$$\begin{array}{c}u_t=v_{xxx}+vu_x+c_1uv_x+svv_x+yv,\\ v_t=vv_x,\end{array}$$
(17)
where $`c_1`$ is an arbitrary constant, is integrable if the undetermined functions $`s=s(t)`$ and $`y=y(t)`$ satisfy the differential constraint

$`{\displaystyle \frac{ds}{dt}}+c_1y=0.`$ (18)
These systems admit the recursion operator

$$R=\left(\begin{array}{cc}(1\frac{c_1}{2})v& D^2+c_1u+sv+\frac{c_1}{2}u_xD^1\\ 0& (1\frac{c_1}{2})v+\frac{c_1}{2}v_xD^1\end{array}\right).$$
(19)
ii)

$$\begin{array}{c}u_t=v_{xxx}+c_1(vu_x+2uv_x)+svv_x+yv,\\ v_t=vv_x,\end{array}$$
(20)
where $`c_1`$ is an arbitrary constant, is integrable if the undetermined functions $`s=s(t)`$ and $`y=y(t)`$ satisfy the differential constraint

$`{\displaystyle \frac{ds}{dt}}+(3c_11)y=0.`$ (21)
The recursion operator is

$$R=\left(\begin{array}{cc}0& D^2+2c_1u+sv+c_1u_xD^1\\ 0& (1c_1)v+c_1v_xD^1\end{array}\right).$$
(22)
In this subclass we observed that the $`c_1=1`$ particular case of (20) with (21) admits two recursion operators $`R(1)`$ and $`R(2)`$. The first one being (22) with $`c_1=1`$ and the second one is

$$R(2)=\left(\begin{array}{cc}0& tD^2+2tu+tsv+(tu_x\frac{1}{2}s)D^1\\ 0& (tv_x+1)D^1\end{array}\right).$$
(23)
iii)

$$\begin{array}{c}u_t=v_{xxx}+t^{2/3}(vu_x+c_1vv_x)+yv,\\ v_t=t^{2/3}vv_x,\end{array}$$
(24)
where $`c_1`$ is an arbitrary constant, is integrable for any arbitrary function $`y=y(t)`$. The recursion operators of this system are

$$R(1)=\left(\begin{array}{cc}\frac{x}{3}+t^{1/3}v& tD^2+c_1t^{1/3}v\\ 0& \frac{x}{3}+t^{1/3}v\end{array}\right),R(2)=\left(\begin{array}{cc}0& D^1\\ 0& 0\end{array}\right).$$
(25)
The second operator $`R(2)`$ is not a proper recursion operator because of its nilpotent character. Nevertheless, $`R(2)`$ itself or any linear combination of it with $`R(1)`$ satisfies the conditions to be a recursion operator for (24).
iv)

$$\begin{array}{c}u_t=v_{xxx}+t^\alpha \left(uv_x+\frac{\alpha +1}{3\alpha +2}vu_x+svv_x\right)+yv,\\ v_t=\frac{\alpha +1}{3\alpha +2}t^\alpha vv_x,\end{array}$$
(26)
where $`\alpha 2/3`$ is an arbitrary constant, is integrable if the undetermined functions $`s=s(t)`$ and $`y=y(t)`$ satisfy the differential constraint

$`{\displaystyle \frac{ds}{dt}}+y=0.`$ (27)
These systems admit the recursion operator

$$\begin{array}{c}R_0^0=\frac{\alpha }{2}\left(x+\frac{t^{\alpha +1}}{3\alpha +2}v\right),\hfill \\ R_1^0=tD^2+t^{\alpha +1}u+t^{\alpha +1}sv+\frac{1}{2}\left(t^{\alpha +1}u_x(3\alpha +2)s\right)D^1,\hfill \\ R_0^1=0,\hfill \\ R_1^1=\frac{\alpha }{2}\left(x+\frac{t^{\alpha +1}}{3\alpha +2}v\right)+\frac{1}{2}\left(t^{\alpha +1}v_x+3\alpha +2\right)D^1.\hfill \end{array}$$
(28)
v)

$$\begin{array}{c}u_t=v_{xxx}+e^{t/\alpha }\left(vu_x+3uv_x+svv_x\right)+yv,\\ v_t=e^{t/\alpha }vv_x,\end{array}$$
(29)
where $`\alpha 0`$ is an arbitrary constant, is integrable if the undetermined functions $`s=s(t)`$ and $`y=y(t)`$ satisfy the differential constraint

$`{\displaystyle \frac{ds}{dt}}+3y=0.`$ (30)
The recursion operator is

$$\begin{array}{c}R_0^0=\frac{1}{2}\left(x+\alpha e^{t/\alpha }v\right),\hfill \\ R_1^0=\alpha \left[D^2+3e^{t/\alpha }u+e^{t/\alpha }sv+\frac{1}{2}\left(3e^{t/\alpha }u_x\frac{1}{\alpha }s\right)D^1\right],\hfill \\ R_0^1=0,\hfill \\ R_1^1=\frac{1}{2}\left(x+\alpha e^{t/\alpha }v\right)+\frac{3}{2}\left(\alpha e^{t/\alpha }v_x+1\right)D^1.\hfill \end{array}$$
(31)
vi)

$$\begin{array}{c}u_t=v_{xxx}+(uv)_x+svv_x+yv,\\ v_t=vv_x,\end{array}$$
(32)
is integrable for any arbitrary functions $`s=s(t)`$ and $`y=y(t)`$. These systems admit the recursion operators $`R(1)`$, $`R(2)`$ and $`R(3)`$ where

$$\begin{array}{c}R(1)_0^0=v_xD^1,\hfill \\ R(1)_1^0=D^2+2u2(y𝑑t)v+\left[u_x+(y𝑑t)v_x\right]D^1,\hfill \\ R(1)_0^1=0,\hfill \\ R(1)_1^1=v_xD^1,\hfill \end{array}$$
(33)
$$\begin{array}{c}R(2)_0^0=xtv2(tv_x+1)D^1,\hfill \\ R(2)_1^0=2tu+2((sty)𝑑t)v\hfill \\ +\left[tu_x+\left((s+2ty+3y𝑑t)𝑑t\right)v_x+3y𝑑t\right]D^1,\hfill \\ R(2)_0^1=0,\hfill \\ R(2)_1^1=xtv+(tv_x+1)D^1,\hfill \end{array}$$
(34)
$$R(3)=\left(\begin{array}{cc}0& x+tv\\ 0& 0\end{array}\right).$$
(35)
Obviously, $`R(3)`$ is nilpotent and thus it is not a proper recursion operator.
vii)

$$\begin{array}{c}u_t=v_{xxx}+\frac{1}{\sqrt{t}}(uv)_x+svv_x+yv,\\ v_t=\frac{1}{\sqrt{t}}vv_x,\end{array}$$
(36)
is integrable for any arbitrary functions $`s=s(t)`$ and $`y=y(t)`$. These systems admit the recursion operators $`R(1)`$, $`R(2)`$ and $`R(3)`$ where

$$\begin{array}{c}R(1)_0^0=x+2\sqrt{t}v+\left(2\sqrt{t}v_x+1\right)D^1,\hfill \\ R(1)_1^0=2tD^2\left[\left((2\sqrt{t}y+\frac{1}{\sqrt{t}}y𝑑t)𝑑t\right)v_x+y𝑑t\right]D^1,\hfill \\ R(1)_0^1=0,\hfill \\ R(1)_1^1=x+2\sqrt{t}v,\hfill \end{array}$$
(37)
$$\begin{array}{c}R(2)_0^0=x+2\sqrt{t}v,\hfill \\ R(2)_1^0=4tD^2+4\sqrt{t}u+2\left((s2\sqrt{t}y)𝑑t\right)v\hfill \\ +\left[2\sqrt{t}u_x+\left((s+\frac{1}{\sqrt{t}}y𝑑t)𝑑t\right)v_x+y𝑑t\right]D^1,\hfill \\ R(2)_0^1=0,\hfill \\ R(2)_1^1=x+2\sqrt{t}v+\left(2\sqrt{t}v_x+1\right)D^1,\hfill \end{array}$$
(38)
$$R(3)=\left(\begin{array}{cc}0& x+2\sqrt{t}v\\ 0& 0\end{array}\right).$$
(39)
Again we obtain an improper recursion operator $`R(3)`$.

There are other solutions to integrability conditions (5) in $`b(2)`$ class as well. However, those solutions correspond to trivial systems or recursion operators. For this reason we have the following proposition.

Proposition 4: The subclasses (20)-(36) constitute all the nontrivial subclasses in $`b(2)`$ class.

About the transformability of non-autonomous systems in the above subclasses, we have the following proposition.

Proposition 5: Non-autonomous systems in each of the subclasses (20)-(36) of $`b(2)`$ class are not transformable to any autonomous system through the transformations (16).

It has been recently observed that some recursion operators which are called weak, do not always generate symmetry hierarchies correctly . Some of the operators we found in this work are of this type. The source of this weakness and possible solutions which relies on the found weak recursion operators are extensively investigated in .

Acknowledgements

The author would like to thank professors M. Gürses and A. Karasu for their valuable comments and discussions and also Dr. S.Y. Sakovich for his reading and suggestions on the manuscript. This work is partially supported by the Scientific and Technical Research Council of Turkey (TÜBİTAK).


text:
# Some remarks on the “classical” large 𝑁 limit

## Abstract

It has been proposed some time ago that the large $`N`$limit can be understood as a “classical limit”, where commutators in some sense approach the corresponding Poisson brackets. We discuss this in the light of some recent numerical results for an SU($`N`$) gauge model, which do not agree with this “classicality” of the large $`N`$limit. The world sheet becomes very crumpled. We speculate that this effect would disappear in supersymmetric models.

To Holger Bech Nielsen on his 60th birthday

In the 1970ies Holger and I discussed the confinement problem quite a lot. In those days the picture of confinement by means of a string connecting the quarks became more and more accepted. It was known that the Nambu-Goto action could be written as a square root of the Poisson bracket squared. One of the subjects we discussed was whether somehow the Poison bracket was related to the commutator like in quantum mechanics, in some limit. However, we did not gain any insight in this. After the work by Eguchi and Kawai it became of course clear that the relevant limit was the large $`N`$ limit, where the action could be expressed in terms of commutators. Later on Hoppe  constructed a very suggestive relation between Poisson brackets and commutators. This was then used in ingenious ways by a number of authors , in connection with the Eguchi-Kawai formulation of the large $`N`$ theory.

To give a brief review of this approach, let us consider SU($`N`$) with the gauge field $`A_\mu `$ and the generators $`l_𝐤,𝐤=(k_1,k_2)`$,

$$(A_\mu )_i^j=\underset{𝐤}{}a_\mu ^𝐤(l_𝐤)_i^j,$$
(1)
where $`a_\mu ^𝐤`$ are expansion coefficients to be integrated in functional integrals. This expansion can be compared to the one for a string variable $`X_\mu (\sigma ,\tau )`$,

$$X_\mu (\sigma ,\tau )=\underset{𝐤}{}a_\mu ^𝐤e^{i𝐤\sigma },$$
(2)
with $`\sigma =(\sigma ,\tau )`$. The variables $`X_\mu `$ are the Weyl transform of the matrices $`A_\mu `$. The generators can be constructed explicitly in terms of the Weyl matrices, and have the commutation relation

$$[l_{𝐤_1},l_{𝐤_2}]=i\frac{N}{2\pi }\mathrm{sin}\left(\frac{2\pi }{N}𝐤_1\times 𝐤_\mathrm{𝟐}\right)l_{𝐤_1+𝐤_2}i\left(𝐤_1\times 𝐤_\mathrm{𝟐}\right)l_{𝐤_1+𝐤_2}$$
(3)
for $`N\mathrm{}`$, where $`𝐤_1\times 𝐤_\mathrm{𝟐}=(k_1)_1(k_2)_2(k_2)_1(k_1)_2`$. This leads to a comparison of the commutator with the Poisson bracket. For example, one has

$$[A_\mu ,A_\nu ]=i\frac{N}{2\pi }\underset{𝐤,𝐩}{}a_\mu ^𝐤a_\nu ^𝐩\mathrm{sin}\left(\frac{2\pi }{N}𝐤\times 𝐩\right)l_{𝐤_1+𝐤_2},$$
(4)
and

$$\{X_\mu (\sigma ),X_\nu (\sigma )\}=i\underset{𝐤,𝐩}{}a_\mu ^𝐤a_\nu ^𝐩(𝐤\times 𝐩)e^{i(𝐤+𝐩)}.$$
(5)
Using

$$\mathrm{tr}l_𝐤l_𝐩\delta _{𝐤+𝐩,\mathrm{𝟎}},d^2\sigma e^{i(𝐤+𝐩)\sigma }\delta _{𝐤+𝐩,\mathrm{𝟎}},$$
(6)
one can derive that

$$\mathrm{tr}[A_\mu ,A_\nu ]^2\mathrm{const}.d^2\sigma \{X_\mu ,X_\nu \}^2,$$
(7)
where the constant (depending on $`N`$) can be removed by a suitable normalization, and where it was used that

$$\frac{N}{2\pi }\mathrm{sin}\left(\frac{2\pi }{N}𝐤_1\times 𝐤_\mathrm{𝟐}\right)𝐤_1\times 𝐤_\mathrm{𝟐}$$
(8)
for $`N\mathrm{}`$, even inside the relevant sum over modes. In this sense the commutator approaches the Poisson bracket .

Unfortunately this argument, leading to a nice connection between strings and fields in the large $`N`$limit, depends on performing the limit $`N\mathrm{}`$ inside sums over modes like in eq. (4). This is evidently valid if the low modes dominate, since the difference between sin $`x`$ and the linear function $`x`$ is considerable when $`x`$ is not close to 0.

Recently Anagnostopoulos, Nishimura and the author  started to investigate numerically the mode-distribution for large $`N`$ in a four-dimensional SU($`N`$) model with the partition function

$$𝑑A_\mu \mathrm{exp}\left(\frac{1}{4g^2}\mathrm{tr}[A_\mu ,A_\nu ]^2\right).$$
(9)
This model has been shown to exist . The expectation value of the commutator squared

$$M=<\mathrm{tr}[A_\mu ,A_\nu ]^2>,$$
(10)
can be found from a scaling argument  to be $`N^21`$, and we checked our numerical method by seeing that it leads very precisely to this result.

Then we computed the corresponding expectation value of the Poisson bracket by introducing the Weyl-transform111The Weyl transform $`X_\mu (\sigma )`$ of the matrix $`A_\mu `$ is given by $`X_\mu (\sigma )_k\mathrm{exp}(ik\sigma )`$tr$`(l_kA_\mu )`$$`X_\mu (\sigma )`$ (defined on a torus) of $`A_\mu `$, and we therefore found the behavior of

$$
=<d^2\sigma \{X_\mu (\sigma ),X_\nu (\sigma )\}^2>.$$
(11)
Here the normalization is such that if only the very lowest modes are kept, one has the result $`<M>=<P>`$. For the details of this construction, we refer to the paper . One important point discussed in this paper is that the Poisson bracket is gauge dependent, and hence $`<P>`$ is in general gauge dependent, in contrast to the gauge invariant $`<M>`$. We have selected a gauge fixing analogous to the Landau gauge. Of course, one can anyhow argue that if the commutator really approaches the Poisson bracket, gauge invariance of the former implies gauge invariance of the latter, at least approximatively.

In our numerical calculations we took $`N=15,25,`$ and 35. The results were quite embarrasing. Keeping only a few modes, we got $`<M><P>`$, but including all modes these two quantities differ considerably: Whereas very precisely we find $`<M>=N^21`$, it turns out that $`<P>`$ rather grows like $`O(N^4)`$. Therefore the two expectation values do not at all agree, and the discrepancy actually increases with $`N`$. We can therefore say that in the model with the action (9), the Poisson bracket is not approximated by the commutator.

We also computed the average of the area of the world sheet,

$$=<d^2\sigma \sqrt{\{X_\mu (\sigma ),X_\nu (\sigma )\}^2}>.$$
(12)
It turns out that $`<A><M>`$. Thus, the expectation value of the Nambu-Goto action does indeed behave approximately as the commutator. This does, however, not show that the action (9) is approximately equal to the Nambu-Goto action, since we have computed only one moment of $`A`$.

The negative result given above shows that the question of whether the large $`N`$ limit is a classical limit, depends on the dynamics, and a simple model like (9) is not able to suppress the higher modes, and hence one cannot use the limit (3) inside sums over modes. The string picture resulting from the behavior of $`X_\mu (\sigma )`$ turns out to be an extremely crumpled string, with an almost infinite ($`33`$) Hausdorff dimension. This is another way of seeing that higher modes are important, since dominance of lower modes would lead to a smooth string.

As pointed out in  the model (9) does exist in a world-sheet version, since the commutator can be replaced by star products of the $`X^{}`$s, so the action can be rewritten as

$$𝑑X_\mu \mathrm{exp}\left[\frac{1}{4g^2N}d^2\sigma \left(X_\mu (\sigma )X_\nu (\sigma )X_\nu (\sigma )X_\mu (\sigma )\right)^2\right],$$
(13)
which exists because the corresponding matrix model exists. The world sheet defined by this theory (with an infinite number of derivatives in the star product) is the same as before, and is thus extremely crumpled.

Thus the dynamical question of the existence of a “classical” large $`N`$limit boils down to finding a rather smooth string, since any “violent” string would require higher modes. Presumably the QCD string is smooth. In this case the action (9) is replaced by a quenched action, which hopefully can manage to suppress the high modes. Another possibility is to take a supersymmetric version of (9), since supersymmetry in general makes strings more smooth: For example, in the vacuum energy the tachyon is removed by supersymmetry. For the simple bosonic string it was shown long time ago by Alvarez  that the bosonic string is very crumpled, and by the author  that the tachyon produces this crumpling. Alvarez’ formula for the free energy ,

$$F=\frac{1}{2\pi \alpha ^{}}T\sqrt{R^2R_c^2},$$
(14)
can actually be interpreted  as a formula for the lowest tachyonic energy, with the tachyon mass squared being proportional to $`R_c^2`$. The phenomenon of crumpling should thus not occur in the supersymmetric case. We hope that these questions will be investigated numerically for supersymmetric versions of (9) in the future.

Finally, I would like to take this opportunity to thank Holger for pleasant years of discussions of very many aspects of physics.


text:
# Real rank and squaring mapping for unital 𝐶^∗-algebras

## 1. Introduction

A compact Hausdorff space $`X`$ is defined to have Lebesgue dimension $`m`$ if for every closed subset $`F`$ of $`X`$, each continuous map $`FS^m`$ has a continuous extension $`XS^m`$.

Various types of ranks for (unital) $`C^{}`$-algebras have been inspired by corresponding prototypes in the classical dimension theory of (compact) spaces, such as the one given above. While the Lebesgue dimension of a compact space has numerous equivalent formulations, the extensions of these equivalent formulations to non-commutative $`C^{}`$-algebras most often differ. Examples of such ranks for $`C^{}`$-algebras are the *stable rank* defined by Rieffel in , the *real rank* defined by Brown and Pedersen in , the *analytic rank* defined by Murphy in , the *completely positive rank* considered by Winter in , and the *bounded rank* defined in . Other ranks of $`C^{}`$-algebras are the *tracial rank* defined by Lin in  and the *exponential rank* defined by Phillips in .

It was shown in  that a unital $`C^{}`$-algebra $`A`$ has real rank at most $`n`$ if the squaring map $`(x_1,\mathrm{},x_{n+1})_{i=1}^{n+1}x_i^2`$, from the set of $`(n+1)`$-tuples of self-adjoint elements to the set of positive elements in $`A`$, is open; and it was asked if the reverse also holds, in which case openness of the squaring maps would determine the real rank of the $`C^{}`$-algebra.

In the present note we answer this question in the affirmative in the commutative case — and in the negative in the general (non-commutative) case. The latter — negative — answer follows from our result that the squaring map $`xx^2`$ (from the set of self-adjoint elements to the set of positive elements) is open if and only if the $`C^{}`$-algebra is commutative and of real rank zero. Hence the squaring map $`xx^2`$ is not open for the $`C^{}`$-algebra, $`M_2`$, of $`2`$ by $`2`$ matrices, but this $`C^{}`$-algebra has real rank zero.

## 2. Results

For a $`C^{}`$-algebra $`A`$ we use the standard notation $`A_{\mathrm{sa}}`$ and $`A_+`$ to denote the set of all self-adjoint and the set of all positive elements of $`A`$, respectively. The real rank of a unital $`C^{}`$-algebra $`A`$, denoted by $`\mathrm{RR}(A)`$, is in  defined as follows: For each non-negative integer $`n`$, $`\mathrm{RR}(A)n`$ if for every $`(n+1)`$-tuple $`(x_1,\mathrm{},x_{n+1})`$ in $`A_{\mathrm{sa}}`$ and every $`\epsilon >0`$, there exists an $`(n+1)`$-tuple $`(y_1,\mathrm{},y_{n+1})`$ in $`A_{\mathrm{sa}}`$ such that $`_{k=1}^{n+1}y_k^2`$ is invertible and $`_{k=1}^{n+1}x_ky_k<\epsilon `$.

Let us say that a unital $`C^{}`$-algebra $`A`$ has an open $`m`$-squaring map if the map $`\alpha _m:\left(A_{sa}\right)^mA_+`$, defined by $`\alpha _m(x_1,\mathrm{},x_m)=_{k=1}^mx_k^2`$, is open. Observe that $`\alpha _m`$ is open at $`(x_1,\mathrm{},x_m)`$ if for every $`\epsilon >0`$ there is $`\delta >0`$ such that for all $`aA_+`$ with $`_{k=1}^mx_k^2a<\delta `$ there is an $`m`$-tuple $`(y_1,\mathrm{},y_m)`$ in $`A_{\mathrm{sa}}`$ with $`_{k=1}^my_k^2=a`$ and $`_{k=1}^mx_ky_k<\epsilon `$.

For the readers convenience we present a shorter proof of \[2, Proposition 7.1\].

###### Proposition 2.1.

Let $`A`$ be a unital $`C^{}`$-algebra. If the $`(n+1)`$-squaring map on $`A`$ is open, then $`\mathrm{RR}(A)n`$.

###### Proof.

Let $`(x_1,\mathrm{},x_{n+1})`$ be an $`(n+1)`$-tuple of self-adjoint elements in $`A`$ and let $`\epsilon >0`$. By openness of the $`(n+1)`$-squaring map there is $`\delta >0`$ and an $`(n+1)`$-tuple $`(y_1,\mathrm{},y_{n+1})`$ of self-adjoint elements in $`A`$ such that $`_{k=1}^{n+1}x_ky_k<\epsilon `$ and $`_{k=1}^{n+1}y_k^2=_{k=1}^{n+1}x_k^2+\delta 1`$, and the latter element is invertible (because each $`x_k^2`$ is positive). ∎

Next, we prove the reverse of Proposition 2.1 in the commutative case.

###### Proposition 2.2.

If $`X`$ is a compact space such that $`dimXn`$, then $`C(X)`$ has open $`(n+1)`$-squaring map.

###### Proof.

Let $`f=f_1^2+\mathrm{}+f_{n+1}^2`$. Put $`m_i=supf_i`$, $`i=1,\mathrm{},n+1`$ and let $`m=\mathrm{max}\{m_i\}`$. Fix $`\epsilon >0`$ and let

$$\delta =\mathrm{min}\{\frac{(\epsilon /3)^4}{m^2},\left(\frac{\epsilon }{3}\right)^2\}\text{and}U=\{xX:f(x)>\left(\frac{\epsilon }{3}\right)^2\}.$$

Let also $`A=f^1([0,(\epsilon /3)^2])`$ and $`S=f^1((\epsilon /3)^2)`$. Then $`A`$ and $`S`$ are closed subsets of $`X`$ such that $`A=X\backslash U`$ and $`SA`$.

Now consider the diagonal product

$$F(x)=\mathrm{}\{f_1(x),\mathrm{},f_{n+1}(x)\}:X^{n+1}$$

and note that

$$A=F^1\left(B^{n+1}\right)\text{and}S=F^1\left(S^n\right),$$

where

$$B^{n+1}=B^{n+1}(\mathrm{𝟎},\epsilon /3)\text{and}S^n=B^{n+1}(\mathrm{𝟎},\epsilon /3)$$

Since $`dimAdimXn`$, the map $`F|S:SS^n`$ admits an extension $`H:AS^n`$ (see, for instance, \[5, Ch. 3, Theorem 2.2\]). Represent $`H`$ as the diagonal product $`H=\mathrm{}\{h_i,\mathrm{},h_{n+1}\}`$ , where each $`h_i`$ maps $`A`$ into $``$. Since $`H(A)S^n`$ it follows that $`h_1^2+\mathrm{}+h_{n+1}^2=(\epsilon /3)^2`$. Note also that since $`H|S=F|S`$ we have $`h_i|S=f_i|S`$ for each $`i=1,\mathrm{},n+1`$.

The last condition allows us to define for each $`i=1,\mathrm{},n+1`$ a continuous map $`\stackrel{~}{h_i}`$ on $`X`$ by letting

$$\stackrel{~}{h_i}(x)=\{\begin{array}{cc}f_i(x),\hfill & \text{if}xU\hfill \\ h_i(x),\hfill & \text{if}xA\hfill \end{array}$$

Observe that the function $`\stackrel{~}{h}=\stackrel{~}{h_1}^2+\mathrm{}+\stackrel{~}{h}_{n+1}^2`$ is strictly positive on $`X`$. Notice also that $`\stackrel{~}{h}|_U=f|_U`$ and $`\stackrel{~}{h}|_A=(\epsilon /3)^2`$.

Next consider $`gO(f,\delta )C_+(X)`$ and define a function $`\lambda `$ on $`X`$ by $`\lambda (x)=\left(g(x)/\stackrel{~}{h}(x)\right)^{1/2}`$. Note that $`\lambda 0`$.

Now define $`g_i`$, $`i=1,\mathrm{},n+1`$, on $`X`$ by the formula $`g_i(x)=\stackrel{~}{h}_i(x)\lambda (x)`$. Clearly

$$\begin{array}{c}g_1^2(x)+\mathrm{}+g_{n+1}^2(x)=\left(\stackrel{~}{h}_1(x)\lambda (x)\right)^2+\mathrm{}+\left(\stackrel{~}{h}_{n+1}(x)\lambda (x)\right)^2=\hfill \\ \hfill \lambda ^2(x)\left(\stackrel{~}{h}_1^2(x)+\mathrm{}+\stackrel{~}{h}_{n+1}^2(x)\right)=\frac{g(x)}{\stackrel{~}{h}(x)}\left(\stackrel{~}{h}_1^2(x)+\mathrm{}+\stackrel{~}{h}_{n+1}^2(x)\right)=g(x).\end{array}$$

Next let us show that $`g_i`$ is sufficiently close to $`f_i`$ for each $`i=1,\mathrm{},n+1`$. Indeed, since $`gO(f,\delta )`$ we have for each $`xA`$ and therefore

$$g(x)<f(x)+\delta <\left(\frac{\epsilon }{3}\right)^2+\left(\frac{\epsilon }{3}\right)^2.$$

Since $`g_i^2g`$ and $`f_i^2f`$, the last inequality implies that

$$|g_i(x)|<\sqrt{2\left(\frac{\epsilon }{3}\right)^2}<2\frac{\epsilon }{3}\text{ and }|f_i(x)|\frac{\epsilon }{3}$$

for all $`xA`$. Hence

$$|f_i(x)g_i(x)||f_i(x)|+|g_i(x)|<\frac{\epsilon }{3}+2\frac{\epsilon }{3}=\epsilon $$

as required.

Further, if $`xU`$, then $`\stackrel{~}{h}(x)=f(x)`$ and consequently

$$\stackrel{~}{h}(x)\delta <g(x)<\stackrel{~}{h}(x)+\delta .$$

Hence

$$1\frac{\delta }{\stackrel{~}{h}(x)}<\frac{g(x)}{\stackrel{~}{h}(x)}<1+\frac{\delta }{\stackrel{~}{h}(x)}$$

for $`xU`$. Since

$$\stackrel{~}{h}(x)=f(x)>\left(\frac{\epsilon }{3}\right)^2\text{for}xU\text{and}\delta \frac{(\epsilon /3)^4}{m^2}$$

we have (for $`xU`$)

$$1\left(\frac{\epsilon }{3m}\right)^2=1\frac{\frac{1}{m^2}\left(\frac{\epsilon }{3}\right)^4}{\left(\frac{\epsilon }{3}\right)^2}<\frac{g(x)}{\stackrel{~}{h}(x)}<1+\frac{\frac{1}{m^2}\left(\frac{\epsilon }{3}\right)^4}{\left(\frac{\epsilon }{3}\right)^2}=1+\left(\frac{\epsilon }{3m}\right)^2$$

and

$$1\left(\frac{\epsilon }{3m}\right)^2<\lambda ^2(x)<1+\left(\frac{\epsilon }{3m}\right)^2.$$

Consequently,

$$\left|1\lambda ^2(x)\right|<\left(\frac{\epsilon }{3m}\right)^2.$$

Since $`\lambda (x)0`$, this implies

$$\left[1\lambda (x)\right]^2|1\lambda (x)||1+\lambda (x)|=|1\lambda ^2(x)|<\left(\frac{\epsilon }{3m}\right)^2.$$

Therefore

$$\left|1\lambda (x)\right|\frac{\epsilon }{3m}\text{for any}xU.$$

Finally we have

$$|f_i(x)g_i(x)|=|1\lambda (x)||f_i(x)|<\frac{\epsilon }{3m}m<\frac{\epsilon }{3}\text{for any}xU.$$

This completes the verification of the fact that $`\left|f_i(x)g_i(x)\right|<\epsilon `$ for each $`xX`$ and any $`i=1,\mathrm{},n+1`$. ∎

###### Corollary 2.3.

Let $`A`$ be a unital $`C^{}`$-algebra. Then the following conditions are equivalent:

* The squaring map $`xx^2`$ from $`A_{\mathrm{sa}}`$ to $`A_+`$ is open.
* $`A`$ is commutative and $`\mathrm{RR}(A)=0`$.
* $`A`$ is isomorphic to a $`C^{}`$-algebra of the form $`C(X)`$ for a compact Hausdorff space $`X`$ with $`dimX=0`$.

###### Proof.

The equivalence of (ii) and (iii) follows from Gelfand’s duality and \[1, Proposition 1.1\].

The implication (iii) $``$ (i) follows from Proposition 2.2.

(i) $``$ (ii). Assume that (i) holds. Then $`\mathrm{RR}(A)=0`$ by Proposition 2.1. It remains to show that $`A`$ is commutative. Since $`A`$ is of real rank zero it suffices to show that any two projections $`p,q`$ in $`A`$ commute.

Take the symmetry $`s=p(1p)`$. Then $`s`$ is self-adjoint and $`s^2=1`$. By openness of the squaring map there are self-adjoint elements $`s_n`$ in $`A`$ such that $`s_ns0`$ and $`s_n^2=1+n^1q`$. Define $`\phi :`$ by $`\phi (t)=\mathrm{max}\{0,t\}`$. For each $`n`$, the element $`\phi (s_n)`$ commutes with $`s_n`$, hence with $`s_n^2`$, and hence with $`q`$. Since $`\phi (s)=p`$ we obtain

$$pqqp=\underset{n\mathrm{}}{lim}(\phi (s_n)qq\phi (s_n))=0,$$

as desired. ∎

## 3. Related comments and open problems

*Existence of square roots:* Suppose that $`A`$ is a unital $`C^{}`$-algebra and that $`x`$ is a self-adjoint element in $`A`$. Does there exist a continuous square root $`\rho _x=\rho :\mathrm{\Omega }A_{\mathrm{sa}}`$ (i.e., $`\rho (a)^2=a`$ for all $`a\mathrm{\Omega }`$) defined on an open neighborhood $`\mathrm{\Omega }A_+`$ of $`x^2`$ such that $`\rho (x^2)=x`$? If this is true for all self-adjoint elements $`a`$ in $`A`$, then the equivalent conditions of Corollary 2.3 are satisfied.

Suppose that $`A=C(X)`$ for some 0-dimensional compact Hausdorff space $`X`$ (i.e., that the conditions of Corollary 2.3 are satisfied). Take a self-adjoint (i.e., real valued) $`fC(X)`$, and suppose that there is a clopen set $`U`$ such that $`f(x)0`$ for all $`xU`$ and $`f(x)0`$ for all $`xX\backslash U`$. Then the function $`\rho _U:C(X)_+C(X)_{\mathrm{sa}}`$ defined by

$$\rho _U(g)=\{\begin{array}{cc}\sqrt{g(x)},\hfill & xU,\hfill \\ \sqrt{g(x)},\hfill & xX\backslash U,\hfill \end{array}$$

is a continuous square root with $`\rho _U(f^2)=f`$. It is not clear to the authors if there are continuous square roots at arbitrary real valued functions $`f`$ in $`C(X)`$.

In the case where $`A=M_n`$, the $`C^{}`$-algebra of $`n`$ by $`n`$ matrices, if $`x`$ is a self-adjoint element and if $`x^2`$ has $`n`$ distinct eigenvalues, then there is a continuous square root $`\rho `$ with $`\rho (x^2)=x`$ defined on some neighborhood of $`x^2`$.

In the case where $`A=M_2`$, it follows from Corollary 2.3 (and its proof) that there is no continuous square root $`\rho `$ defined on a neighborhood of $`I`$ such that $`\rho (I)=\mathrm{diag}(1,1)`$. It is easily checked explicitly that if $`r`$ is a (small) non-zero real number, then any square root of $`\left(\begin{array}{cc}1& r\\ r& 1\end{array}\right)`$ is of the form $`\left(\begin{array}{cc}a& s\\ s& a\end{array}\right)`$, where $`a`$ and $`s`$ are real numbers satisfying $`a^2+s^2=1`$ and $`2as=r`$, and any such square root has distance at least 1 to $`\mathrm{diag}(1,1)`$.

We end this note by listing some open problems related to openness of the squaring maps:

Question 1. Let $`A`$ be a unital $`C^{}`$-algebra, let $`m`$ be a positive integer, and suppose that the squaring map $`\alpha _m`$ (defined above Proposition 2.1) is open. Does it follow that $`\alpha _n`$ is open for all $`nm`$?

The answer to Question 1 is affirmative for commutative $`C^{}`$-algebras by Propositions 2.1 and 2.2. The difficulty in this question lies in the fact that if $`\mathrm{\Omega }`$ is an open subset of $`A_+`$ and if $`aA_+`$, then $`a+\mathrm{\Omega }`$ need not be open in $`A_+`$. (For instance, $`1+A_+`$ is not open in $`A_+`$.)

Question 2. Are Propositions 2.1 and 2.2 valid also in the *non-unital* case? (For Proposition 2.2, this means that we will be talking about locally compact Hausdorff spaces rather than compact Hausdorff spaces.) What is the relationship between openness of $`\alpha _n`$ on a non-unital $`C^{}`$-algebra $`A`$ and openness of $`\alpha _n`$ on its unitization?

Question 3. Are the squaring maps $`\alpha _m`$ open for all $`m2`$ when $`A`$ is a unital $`C^{}`$-algebra of real rank zero?

Question 4. Does the class of $`C^{}`$-algebras, for which the squaring map $`\alpha _2`$ is open, have any nice properties? More generally, are there any justifications for considering the rank of a $`C^{}`$-algebra defined by openness of the squaring maps; and will this rank reflect any “dimension like” properties of the $`C^{}`$-algebra?