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# Substitution Dynamical Systems: Characterization of Linear Repetitivity and Applications

## 1. Introduction

This paper deals with a special class of low complexity subshifts over finite alphabets, viz. subshifts associated to substitutions.

Subshifts over finite alphabets play a role in various branches of mathematics, physics, and computer science. Low complexity or intermediate disorder has been a particular focus of research in recent years. This has been even more the case due to the discovery by Shechtman et al. of special solids , later called quasicrystals, which exhibit this form of disorder . Subshifts associated to substitutions and in particular to primitive substitutions are foremost among the models of low complexity subshifts .

With the recent work of Durand  and Lagarias and Pleasants  it became apparent that a key feature to be studied in low complexity subshifts (and their higher-dimensional analogue) is linear repetitivity or linear recurrence. It is known that subshifts associated to primitive substitutions are linearly repetitive . Thus, it is natural to ask:

* Which substitution dynamical systems are linearly repetitive?

The main result of the paper answers this question. Namely, we show that a substitution dynamical system is linearly repetitive if and only if it is minimal, which in turn is the case if and only if one letter (not belonging to a particular subset of the alphabet) appears with bounded gaps. This not only characterizes linear repetitivity but also gives an easy to handle condition to verify this feature. This characterization and its proof give very direct methods to

* extend results from the framework of primitive substitutions to the framework of minimal substitutions.

We illustrate this extension process with two types of examples. The first type is concerned with the spectral theory of certain Schrödinger operators. The second example deals with number theory. Details will be discussed in the corresponding sections.

The paper is organized as follows: In Section 2 we introduce the necessary notation and state our main result, answering (Q). This result is then proved in Section 3. The following two sections give examples for (E). Section 4 is devoted to a study of Schrödinger operators associated to minimal substitutions. An application to number theory is discussed in Section 5. Finally, in Section 6 we study the unique decomposition property for a special class of nonprimitive substitutions.

## 2. Notation and Statement of the Main Result

In this section we introduce the necessary notation and present our main result.

Let $`A`$ be a finite subset of $``$, called the alphabet. The elements of $`A`$ will be called letters. In the sequel we will use freely notions from combinatorics on words (see, e.g., ). In particular, the elements of the free monoid $`A^{}`$ over $`A`$ will be called words. The length of a word is the number of its letters; the number of occurrences of $`vA^{}`$ in $`wA^{}`$ will be denoted by $`\mathrm{\#}_v(w)`$. Moreover, for a word $`u`$ over $`A`$, we let $`\text{Sub}(u)`$ denote the set of subwords of $`u`$.

We can equip $`A`$ with discrete topology and $`A^{}`$ with product topology. A pair $`(\mathrm{\Omega },T)`$ is then called a subshift over $`A`$ if $`\mathrm{\Omega }`$ is a closed subset of $`A^{}`$ which is invariant under $`T:A^{}A^{}`$, $`(Tu)(n)u(n+1)`$. To a subshift $`(\mathrm{\Omega },T)`$ belongs the set $`𝒲(\mathrm{\Omega })`$ of finite words given by $`𝒲(\mathrm{\Omega })_{\omega \mathrm{\Omega }}\text{Sub}(\omega )`$. A word $`v𝒲(\mathrm{\Omega })`$ is said to occur with bounded gaps if there exists an $`L_v>0`$ such that every $`w𝒲(\mathrm{\Omega })`$ with $`|w|L_v`$ contains a copy of $`v`$. By standard arguments $`(\mathrm{\Omega },T)`$ is minimal (i.e., each orbit is dense) if and only if every $`v𝒲(\mathrm{\Omega })`$ occurs with bounded gaps. A particular strengthening of minimality is thus the condition of linear repetitivity given as follows: The system $`(\mathrm{\Omega },T)`$ is said to be linearly repetitive if there exists a constant $`C_{\mathrm{LR}}`$ with

(1)
$$\mathrm{\#}_v(w)1\text{whenever}|w|C_{\mathrm{LR}}|v|$$

for $`v,w𝒲(\mathrm{\Omega })`$.

A special way to generate subshifts is given as follows. Consider a map $`S:AA^{}`$. By definition of $`A^{}`$, $`S`$ can be uniquely extended to a morphism

$$S:A^{}A^{}\text{by setting}S(a_1\mathrm{}a_n)S(a_1)\mathrm{}S(a_n),$$

for arbitrary $`a_jA`$, $`j=1\mathrm{}n`$. To such an $`S`$, we can associate the set $`𝒲(S)A^{}`$ given by

$$𝒲(S)\{wA^{}:w\text{Sub}(S^n(a))\text{for suitable }aA\text{ and }n_0\text{ }\},$$

and the (possibly empty) set $`\mathrm{\Omega }(S)A^{}`$ given by

$$\mathrm{\Omega }(S)\{\omega A^{}:\text{Sub}(\omega )𝒲(S)\}.$$

For $`\mathrm{\Omega }(S)`$ to be nonempty, it is necessary and sufficient that there exists an $`eA`$ with

(2)
$$|S^n(e)|\mathrm{},n\mathrm{}.$$

Without loss of generality we can then assume (after possibly removing some letters from $`A`$) that

(3) for all $`aA`$ there exists an $`n`$ with $`\mathrm{\#}_a(S^n(e))1`$.
Finally, one needs that finite and infinite words associated to $`S`$ are compatible in the sense that

(4)
$$𝒲(S)=𝒲(\mathrm{\Omega }(S)).$$

###### Definition 2.1.

$`(\mathrm{\Omega }(S),T)`$ is called a substitution dynamical system if (2), (3) and (4) hold.

###### Remark 1.

(a) The conditions (2), (3) and (4) are clearly met if the powers $`S^n(e)`$ converge to a fixpoint of $`S`$ for $`n\mathrm{}`$ (i.e. $`|S^n(e)|\mathrm{}`$, $`n\mathrm{}`$, and $`S^n(e)`$ is a prefix of $`S^{n+1}(e)`$ for every $`n`$). This is the usual way to generate a substitution dynamical system.
(b) As brought to our attention by H. Yuasa, conditions (2) and (3) together do not imply (4), as can be seen by considering $`S:\{0,1\}\{0,1\}`$, $`010`$, $`11`$. This is an example of what is called “quasi-primitive substitution” in , where a further study of such substitutions can be found.

As mentioned in the introduction, a special class of substitution dynamical systems $`(\mathrm{\Omega }(S),T)`$ known to be linearly repetitive are those coming from primitive $`S`$. Here, $`S`$ is called primitive if there exists an $`r`$ with $`\mathrm{\#}_a(S^r(b))1`$ for arbitrary $`a,bA`$. Our main result characterizes all $`S`$ with linearly repetitive $`(\mathrm{\Omega }(S),T)`$.

###### Theorem 1.

Let $`(\mathrm{\Omega }(S),T)`$ be a substitution dynamical system. Then the following are equivalent:

* There exists an $`eA`$ satisfying (2) and (3) which occurs with bounded gaps.
* $`(\mathrm{\Omega }(S),T)`$ is minimal.
* $`(\mathrm{\Omega }(S),T)`$ is linearly repetitive.

###### Remark 2.

(a) Condition (i) can be easily checked in many concrete cases. For example, it can immediately be seen to be satisfied in the examples of de Oliveira and Lima . Thus, their examples are linearly repetitive and the whole theory developed below applies.
(b) As primitive substitutions can easily be seen to satisfy (i), the theorem contains the well known result (see, e.g., ) that these systems are linearly repetitive.
(c) Existence of an arbitrary $`aA`$ occurring with bounded gaps is not sufficient for minimality, as can be seen by considering the example $`S:\{0,1\}\{0,1\}^{}`$, $`0101`$ and $`11`$.

As discussed above, linear repetitivity implies minimality. Moreover, it also implies unique ergodicity as shown by Durand  (see  for a different proof as well). Thus, we obtain the following corollary.

###### Corollary 1.

Let $`(\mathrm{\Omega }(S),T)`$ be as above. If $`eA`$ satisfying (2) and (3) occurs with bounded gaps, then $`(\mathrm{\Omega }(S),T)`$ is uniquely ergodic and minimal.

###### Remark 3.

(a) A different way of stating the corollary would be to say that for a substitution dynamical system, minimality is equivalent to strict ergodicity. Note that unique ergodicity is not sufficient for minimality, as can be seen by considering the example in (c) of Remark 1.
(b) By (a) of Remark 1, the corollary applies to the examples of  and we recover their Proposition 1.

## 3. Linearly Repetitive Substitutions

This section is devoted to a proof of Theorem 1. It turns out that the hard part in the proof is the implication $`(\mathrm{ii})(\mathrm{iii})`$. Its proof will be split into several parts. The key issue is to study the growth of $`|S^n(a)|`$ for $`n\mathrm{}`$ and $`aA`$. This will be done by relating $`S:AA^{}`$ to a suitable other substitution $`\stackrel{~}{S}:CC^{}`$, which can be shown to be primitive if (ii) is satisfied. As growth properties are well known for primitive substitutions, we obtain the desired results by comparing the growth behavior of $`S`$ and $`\stackrel{~}{S}`$.

For notational convenience, we will say that $`(\mathrm{\Omega }(S),T)`$ satisfies the bounded gap condition (for $`eA`$) if

* the letter $`eA`$ satisfies (2) and (3) and occurs with bounded gaps.

Our first result gives some immediate consequence of (BG).

###### Lemma 3.1.

Let $`(\mathrm{\Omega }(S),T)`$ satisfy (BG). Then $`(\mathrm{\Omega }(S),T)`$ is minimal.

###### Proof.

It suffices to show that $`S^n(e)`$ occurs with bounded gaps for arbitrary but fixed $`n`$. Set $`M\mathrm{max}\{|S^n(a)|:aA\}`$. By (BG), there exists $`\kappa >0`$ such that every word in $`𝒲(S)`$ with length exceeding $`\kappa `$ contains $`e`$. Consider an arbitrary $`w𝒲(S)`$ with $`|w|(3+\kappa )M`$. Now, $`w`$ is contained in $`S^n(a_1\mathrm{}a_s)`$ with suitable $`a_jA`$, $`j=1,\mathrm{},s`$ with $`a_1\mathrm{}a_s𝒲(S)`$. By assumption on $`|w|`$ and definition of $`\kappa `$, we infer that $`w`$ contains $`S^n(a_l)S^n(a_{l+1})\mathrm{}S^n(a_{l+\kappa })`$ for a suitable $`l`$. By definition of $`\kappa `$, we infer that $`w`$ contains $`S^n(e)`$ and the proof is finished. ∎

We will now introduce the substitution $`\stackrel{~}{S}`$. Set

$$B\{aA:\underset{n\mathrm{}}{lim\; sup}|S^n(a)|<\mathrm{}\}$$

and

$$CAB.$$

Note that $`S`$ maps $`B^{}`$ into itself. We define

$$\stackrel{~}{S}:CC^{},\text{by}\stackrel{~}{S}(x)\stackrel{~}{S(x)},$$

where for an arbitrary word $`wA^{}`$ we define $`\stackrel{~}{w}`$ to be the word obtained from $`w`$ by removing every element of $`B`$. As $`B`$ is invariant under $`S`$, we infer that

$$\stackrel{~}{S}^n(\stackrel{~}{x})=\stackrel{~}{S^n(x)}$$

for arbitrary $`x𝒲(S)`$ and $`n`$. This will be used repeatedly in the sequel. Our next aim is to show that $`\stackrel{~}{S}`$ is primitive if (BG) is satisfied. We need two preparatory lemmas.

###### Lemma 3.2.

Let $`(\mathrm{\Omega }(S),T)`$ satisfy (BG). Then, the following are equivalent for $`aA`$:

* $`|S^n(a)|\mathrm{}`$, $`n\mathrm{}`$.
* $`e`$ is contained in $`S^k(a)`$ for a suitable $`k`$.

###### Proof.

(i) $``$ (ii). This is clear as $`e`$ occurs with bounded gaps by (BG).
(ii)$``$ (i). By (ii), $`S^n(e)`$ is a subword of $`S^{k+n}(a)`$ for every $`n`$. Now, (i) follows as $`e`$ satisfies (2) by (BG). ∎

###### Lemma 3.3.

Let $`(\mathrm{\Omega }(S),T)`$ satisfy (BG). Then, there exists $`m`$ such that $`S^n(e)`$ contains every letter of $`A`$ for every $`nm`$.

###### Proof.

By (BG) and (2), there exists $`r`$ such that $`S^n(e)`$ contains $`e`$ whenever $`nr`$. By (3), for every $`aA`$, there exists $`n(a)`$ such that $`S^{n(a)}(e)`$ contains $`a`$. Then $`m=r+_{aA}n(a)`$ has the desired properties. ∎

We can now show that $`\stackrel{~}{S}`$ is primitive, if (BG) holds.

###### Lemma 3.4.

Let $`(\mathrm{\Omega }(S),T)`$ satisfy (BG). Then $`\stackrel{~}{S}:CC^{}`$ is primitive.

###### Proof.

For $`cC`$, we can choose by Lemma 3.2 a number $`n(c)`$ such that $`S^{n(c)}(c)`$ contains $`e`$. Moreover, by Lemma 3.3, there exists $`m`$ such that $`S^n(e)`$ contains every letter of $`A`$ whenever $`nm`$. Let $`Nm+_{cC}n(c)`$. Then, for every $`cC`$, $`S^N(c)`$ contains every letter of $`A`$. In particular, for each $`cC`$, the word $`\stackrel{~}{S}^N(c)=\stackrel{~}{S^n(c)}`$ contains every letter of $`C`$ and primitivity of $`\stackrel{~}{S}`$ is proved. ∎

As $`\stackrel{~}{S}`$ is primitive, for $`cC`$, the behavior of $`|\stackrel{~}{S}^n(c)|`$ for large $`n`$ is rather explicit. The next lemma allows us to compare this behavior with the behavior of $`|S^n(c)|`$.

###### Lemma 3.5.

Let $`(\mathrm{\Omega }(S),T)`$ satisfy (BG). There exist constants $`L>0`$ and $`N`$ with

$$\frac{1}{L}\frac{|\stackrel{~}{S}^n(\stackrel{~}{v})|}{|S^n(v)|}1$$

for arbitrary $`nN`$ and $`v𝒲(S)`$ containing at least one letter of $`C`$.

###### Proof.

The inequality $`|\stackrel{~}{S}^n(\stackrel{~}{v})||S^n(v)|`$ is obvious. To show the other inequality, note that, by (BG), there exists a constant $`\kappa `$ such that every word with length exceeding $`\kappa `$ contains a copy of $`e`$. This implies, $`|\stackrel{~}{v}|\kappa ^1|v|2`$ for arbitrary $`v𝒲(S)`$. Applying this inequality to $`\stackrel{~}{S}^n(\stackrel{~}{v})=\stackrel{~}{S^n(v)}`$, we find

$$|\stackrel{~}{S}^n(\stackrel{~}{v})|\frac{1}{\kappa }|S^n(v)|2.$$

By definition of $`C`$, there exists $`N`$ with

$$|S^n(c)|4\kappa \text{for all }cC\text{ and }nN\text{.}$$

Thus,

$$|\stackrel{~}{S}^n(\stackrel{~}{v})|=|\stackrel{~}{S^n(v)}|\frac{1}{\kappa }|S^n(v)|2\frac{1}{2\kappa }|S^n(v)|$$

for arbitrary $`nN`$ and $`v𝒲(S)`$ containing at least one letter of $`C`$.∎

The key technical result in this section is the following proposition.

###### Proposition 3.6.

Let $`(\mathrm{\Omega }(S),T)`$ satisfy (BG). Let $`V`$ be a finite subset of $`𝒲(S)`$ all of whose elements contain at least one letter of $`C`$. Then there exist $`\theta >0`$ and $`\lambda (V),\rho (V)>0`$ with

$$\lambda (V)\theta ^n|S^n(v)|\rho (V)\theta ^n$$

for arbitrary $`n`$ and $`vV`$.

###### Proof.

Set $`\stackrel{~}{V}\{\stackrel{~}{v}:vV\}`$. As $`\stackrel{~}{S}`$ is primitive by Lemma 3.4, there exist $`\theta >0`$ and constants $`\kappa _1,\kappa _2>0`$ with $`\kappa _1\theta ^n|\stackrel{~}{S}^n(c)|\kappa _2`$ for arbitrary $`cC`$ and $`n`$. As $`V`$ is finite and every $`vV`$ contains at least one letter of $`C`$, this shows existence of $`\nu _1,\nu _2>0`$ with

$$\nu _1\frac{|\stackrel{~}{S}^n(\stackrel{~}{v})|}{\theta ^n}\nu _2$$

for every $`\stackrel{~}{v}\stackrel{~}{V}`$. Therefore, by Lemma 3.5, there exist $`\mu _1,\mu _2>0`$ and $`N`$ with

$$\mu _1\theta ^n|S^n(v)|\mu _2\theta ^n$$

for arbitrary $`nN`$ and $`vV`$. Adjusting the constants to fit in the remaining finitely many cases, we conclude the proof. ∎

With these preparations out of the way, we are now ready to prove Theorem 1.

###### Proof of Theorem 1..

The implications (iii) $``$ (ii)$``$ (i) are obvious. The implication (i) $``$ (ii) is given in Lemma 3.1.

It remains to prove (ii)$``$ (iii). We will use the notion of return word introduced recently by Durand . Recall that $`x𝒲(S)`$ is called a return word of $`v𝒲(S)`$ if $`xv𝒲(S)`$, $`xv`$ begins with $`v`$, and $`\mathrm{\#}_v(xv)=2`$. Let $`eA`$ satisfying (BG) be fixed. Such an $`e`$ exists by minimality. Let $`V`$ be the set of return words of $`e`$. As $`e`$ satisfies (BG), $`V`$ is a finite set. Let $`U\{z_1z_2:z_1,z_2V,z_1z_2𝒲(S)\}`$. As $`V`$ is finite, so is $`U`$. By the minimality assumption (ii), there exists $`G>0`$ such that every word in $`𝒲(S)`$ with length exceeding $`G`$ contains every word of $`U`$. By Proposition 3.6, there exist $`\theta ,\lambda (V),\rho (V)>0`$ with

(5)
$$\lambda (V)\theta ^n|S^n(v)|\rho (V)\theta ^n$$

for all $`vV`$ and $`n`$. Define

$$C_{\mathrm{LR}}(3+G)\theta \rho (V)\lambda (V)^1.$$

We will show linear repetitivity of $`(\mathrm{\Omega }(S),T)`$ with this constant. Thus, let $`w𝒲(S)`$ be given and consider an arbitrary $`u𝒲(S)`$ with $`|u|C_{\mathrm{LR}}|w|`$. We have to show that $`u`$ contains a copy of $`w`$. To do so, we will show the following:

* $`w`$ is contained in $`S^n(z_0)`$ with suitable $`n`$ and $`z_0U`$,
* $`u`$ contains all words of the form $`S^n(z)`$ with $`zU`$.

Here are the details: Let $`n`$ be given with

(6)
$$\lambda (V)\theta ^{n1}|w|<\lambda (V)\theta ^n.$$

Combining this inequality with (5), we see that

(7)
$$|w||S^n(v)|\text{for every }vV.$$

Apparently, we can choose $`x=eye𝒲(S)`$ such that $`w`$ is a subword of $`S^n(eye)`$. Partitioning $`eye`$ according to occurrences of $`e`$, we can write $`eye=x_1\mathrm{}x_ke`$ with $`x_jV`$, $`j=1,\mathrm{},k`$. By (7), and since $`w`$ is a subword of $`S^n(x_1)\mathrm{}S^n(x_k)S^n(e)`$, we then infer that $`w`$ is in fact a subword of $`S^n(z_1z_2)`$ with $`z_1,z_2V`$ and $`z_1z_2U`$. Let us now turn our attention to $`u`$. By $`|u|C_{\mathrm{LR}}|w|`$, $`|w|\lambda (V)\theta ^{n1}`$ and the definition of $`C_{\mathrm{LR}}`$, we infer

(8)
$$(3+G)\rho (V)\theta ^n|u|.$$

Of course, as discussed above for $`w`$, we can also exhibit $`u`$ as a subword of $`S^n(x_1\mathrm{}x_k)S^n(e)`$ with $`x_jV`$, $`j=1,\mathrm{},k`$ and $`x_1\mathrm{}x_k𝒲(S)`$. By (5) and (8), we then conclude that $`u`$ must contain a word of the form $`S^n(v)`$ with $`|v|G`$. By definition of $`G`$, the word $`v`$ then contains $`z_1z_2`$. Thus, $`u`$ contains $`S^n(z_1z_2)`$ which contains $`w`$. This finishes the proof. ∎

## 4. The Associated Schrödinger Operators

In this section we discuss applications to Schrödinger operators.

Recall that to a given subshift $`(\mathrm{\Omega },T)`$ over $`A`$, we can associate the family $`(H_\omega )_{\omega \mathrm{\Omega }}`$ of selfadjoint operators $`H_\omega :\mathrm{}^2()\mathrm{}^2()`$, $`\omega \mathrm{\Omega }`$ acting by

(9)
$$(H_\omega u)(n)u(n+1)+u(n1)+\omega (n)u(n).$$

Assume furthermore that $`(\mathrm{\Omega },T)`$ is minimal, uniquely ergodic, and aperiodic (i.e., $`T^k\omega \omega `$ for every $`k0`$ and $`\omega \mathrm{\Omega }`$). Denote the unique $`T`$-invariant probability measure by $`\mu `$. Such operators have attracted a lot of attention in recent years (see, e.g.,  for reviews and below for literature concerning special classes). They arise in the quantum mechanical treatment of (one-dimensional) quasicrystals. The theoretical study of physical features (e.g., conductance) is accordingly performed by investigating the spectral theory of such families. It turns out that the spectral theory of these families is rather interesting. Namely, they exhibit features such as

* purely singular continuous spectrum,
* Cantor spectrum of Lebesgue measure zero,
* anomalous transport.

In the study of these and related properties, two classes of examples have received particular attention. These are Sturmian models (and more generally circle maps)  and operators associated to primitive substitutions . The aim of this section is to extend the theory from primitive substitutions to minimal substitutions, thereby giving a precise sense to (E) in this case.

For linearly repetitive systems it was recently shown by one of the authors  that their spectrum is a Cantor set if they are not periodic. Thus, we obtain the following result as an immediate corollary to Theorem 1 above and Corollary 2.2 of .

###### Theorem 2.

Let $`(\mathrm{\Omega }(S),T)`$ be an aperiodic minimal substitution dynamical system. Then, there exists a Cantor set $`\mathrm{\Sigma }`$ of Lebesgue measure zero with $`\sigma (H_\omega )=\mathrm{\Sigma }`$ for every $`\omega \mathrm{\Omega }`$, where $`\sigma (H_\omega )`$ denotes the spectrum of $`H_\omega `$.

###### Remark 4.

(a) If the subshift is periodic, it is well known that the spectrum is a finite union of (nondegenerate) closed intervals. Hence, in this case it is neither a Cantor set nor does it have Lebesgue measure zero.
(b) This theorem contains, in particular, the corresponding result for primitive substitutions obtained in  (see also  for a different proof).
(c) The theorem covers all the examples discussed in .

Next we state our result on singular continuous spectrum.

###### Theorem 3.

Let $`(\mathrm{\Omega }(S),T)`$ be a minimal substitution dynamical system. If there exists $`u𝒲(S)`$ starting with $`eC`$ such that $`uuue𝒲(S)`$, then the operators $`(H_\omega )`$ have purely singular continuous spectrum for $`\mu `$-almost every $`\omega \mathrm{\Omega }`$.

###### Remark 5.

This also covers all the examples studied by de Oliveira and Lima in .

The proof of purely singular continuous spectrum has two ingredients. The first is a proof of absence of absolutely continuous spectrum. This follows by results of Kotani  and is in fact valid for every $`\omega \mathrm{\Omega }`$ by results of Last and Simon . Alternatively, this follows by Theorem 2 (whose proof, however, uses Kotani theory ). The second ingredient is a proof of absence of eigenvalues. This is based on the so-called Gordon argument going back to . Various variants of this argument have been used in the study of (9) (see  for a recent overview). We use it in the following form .

###### Lemma 4.1.

Let $`(\mathrm{\Omega },T)`$ be a uniquely ergodic subshift over $`A`$. Let $`(n_k)`$ be a sequence in $``$ with $`n_k\mathrm{}`$, $`k\mathrm{}`$. Set

$$\mathrm{\Omega }(k)\{\omega \mathrm{\Omega }:\omega (n_k+l)=\omega (l)=\omega (n_k+l),\mathrm{\hspace{0.33em}0}ln_k1\}.$$

If $`lim\; sup_k\mathrm{}\mu (\mathrm{\Omega }(k))>0`$, then $`\mu `$-almost surely, $`H_\omega `$ has no eigenvalues.

The lemma reduces the proof of absence of eigenvalues to establishing the occurrence of sufficiently many cubes. For primitive substitutions, occurrence of many cubes follows from occurrence of one word of the form $`uuue`$, where $`e`$ is the first letter of $`u`$. This was shown by one of the authors in  (see  as well). It turns out that this line of reasoning can be carried over to minimal substitutions. Namely, we have the following result.

###### Lemma 4.2.

Let $`(\mathrm{\Omega }(S),T)`$ be a minimal substitution dynamical system. Let $`u𝒲(S)`$ be given starting with $`eC`$ such that $`uuue`$ belongs to $`𝒲(S)`$. Set $`n_k|S^k(u)|`$. Then, $`lim\; sup_k\mathrm{}\mu (\mathrm{\Omega }(n_k))>0`$.

###### Proof.

As already mentioned, the proof is modelled after . As $`uuue`$ occurs in $`𝒲(S)`$, so does $`S^k(uuue)`$ for $`k`$. Of course, $`S^k(u)`$ begins with $`S^k(e)`$. Thus, each occurrence of $`S^k(uuue)=S^k(u)S^k(u)S^k(u)S^k(e)`$ gives rise to $`|S^k(e)|`$ occurrences of cubes and we infer

(10)
$$\mu (\mathrm{\Omega }(n_k))\mu (\mathrm{\Omega }_{S^k(uuue)})\times |S^k(e)|,$$

where we set $`\mathrm{\Omega }_v\{\omega \mathrm{\Omega }:\omega (1)\mathrm{}\omega (|v|)=v\}`$ for $`v𝒲(S)`$. By Proposition 3.6, there exist $`\lambda ,\rho >0`$ and $`\theta >0`$ with

(11)
$$|S^k(uuue)|\rho \theta ^k\text{and}\lambda \theta ^k|S^k(e)|,$$

for every $`k`$. By Corollary 1, $`(\mathrm{\Omega }(S),T)`$ is uniquely ergodic and therefore

$$\mu \left(\mathrm{\Omega }_{S^k(uuue)}\right)=\underset{|x|\mathrm{}}{lim}\frac{\mathrm{\#}_{S^k(uuue)}(x)}{|x|}.$$

Moreover, by Theorem 1, $`(\mathrm{\Omega }(S),T)`$ is linearly repetitive with some constant $`C_{\mathrm{LR}}`$. Combining these estimates, we infer

$`\mu (\mathrm{\Omega }(n_k))`$ $``$ $`\underset{|x|\mathrm{}}{lim}{\displaystyle \frac{\mathrm{\#}_{S^k(uuue)}(x)}{|x|}}|S^k(e)|`$
$``$ $`{\displaystyle \frac{1}{C_{\mathrm{LR}}|S^k(uuue)|}}|S^k(e)|`$
$``$ $`{\displaystyle \frac{\lambda }{C_{\mathrm{LR}}\rho }}.`$
This finishes the proof. ∎

###### Proof of Theorem 3..

By the discussion following the theorem, it suffices to show almost sure absence of point spectrum. This is an immediate consequence of the preceding two lemmas. ∎

###### Remark 6.

There is another approach to proving absence of eigenvalues which is based on palindromes, rather than cubes. Concretely, $`\mathrm{\Omega }`$ is said to be palindromic if $`𝒲(\mathrm{\Omega })`$ contains arbitrarily long palindromes. Hof et al. prove in  that if $`\mathrm{\Omega }`$ is minimal and palindromic, then for a dense $`G_\delta `$-set of $`\omega \mathrm{\Omega }`$, the operator $`H_\omega `$ has empty point spectrum. This gives another method to prove absence of eigenvalues for minimal substitution Hamiltonians in cases where Lemma 4.2 does not apply, but where sufficiently many palindromes occur.

## 5. Fixed Points of Linearly Repetitive Substitutions

In this section we discuss an application of the results above to number theory.

Recall that every $`z(0,1)`$ has a binary expansion

$$z=\underset{n=1}{\overset{\mathrm{}}{}}\frac{a_n}{2^n}$$

with $`a_n\{0,1\}`$. For algebraic numbers, this binary expansion is expected to be a “random sequence.” Of course, there are various ways to give a precise meaning to “random sequence.” One particular way is that this binary expansion should not be a fixed point of a substitution (see  for further discussion). The question whether such a binary expansion can be a fixed point has thus attracted attention, and the most general result so far has been obtained by Allouche and Zamboni . Namely, they show that a binary expansion which is a fixed point of either a primitive substitution or a substitution of constant length (i.e., the images of letters all have equal length) can only belong to a rational or transcendental number. We can prove the following result, merely assuming minimality:

###### Theorem 4.

Suppose $`S:\{0,1\}\{0,1\}^{}`$ satisfies (BG) (i.e., $`S`$ induces a minimal, linearly repetitive dynamical system). If $`u\{0,1\}^{}`$ is an aperiodic fixed point of $`S`$ and $`z(0,1)`$ is given by

$$z=\underset{n=1}{\overset{\mathrm{}}{}}\frac{u_n}{2^n},$$

then $`z`$ is transcendental.

###### Proof.

For primitive $`S`$, the assertion was shown in . Let us consider the case where $`S`$ is nonprimitive. Then the alphabet $`B`$ is not empty and we have either $`S(0)=0`$ or $`S(1)=1`$. Let us discuss the case $`S(1)=1`$, the other case can be treated in an analogous way. From (BG) we can infer that $`S(0)`$ contains both $`0`$ and $`1`$ and it begins and ends with $`0`$. By aperiodicity, $`S(0)`$ cannot be equal to $`01^k0`$ with $`k1`$. That is, either $`S(0)`$ has the form

(12)
$$S(0)=01^k0w0$$

for some suitable word $`w`$, possibly empty, and suitable $`k1`$, or $`S(0)`$ has the form

(13)
$$S(0)=00w0$$

for some word $`w`$ containing $`1`$ as a factor.

We first consider the case where $`S(0)`$ is given by (12). Then

$$S^2(0)=01^k0w01^k01^k0w0S(w)01^k0w0,$$

where we let $`S(\epsilon )=\epsilon `$ for definiteness. We see that $`u`$ contains the word $`01^k01^k0`$ and hence, for some prefix $`p`$,

$$u=p01^k01^k0\mathrm{}$$

Now define

$$U_n=S^n(p),V_n=S^n(01^k),V_n^{}=S^n(0).$$

Observe that we have

(14)
$$|V_n|\mathrm{}\text{ as }n\mathrm{}$$

by (BG),

(15)
$$\underset{n\mathrm{}}{lim\; sup}\frac{|U_n|}{|V_n|}<\mathrm{}$$

by Proposition 3.6, and

(16)
$$\underset{n\mathrm{}}{lim\; inf}\frac{|V_n^{}|}{|V_n|}>0,$$

again by Proposition 3.6. We can now conclude the proof in this case by applying \[20, Proposition 1\] since (14)–(16) provide exactly the necessary input for an application of this proposition.

Let us now consider the case where $`S(0)`$ is given by (13). Then $`S^2(0)`$, and hence $`u`$, contains the factor $`0^3`$. Therefore, $`u=p000\mathrm{}`$, so we can set $`U_n=S^n(p)`$, $`V_n=V_n^{}=S^n(0)`$ and then conclude as above. ∎

By the same argument one can prove the following extension; see the note added in proof of  for the necessary additional input (namely, a result of Mahler ).

###### Theorem 5.

If $`z(0,1)`$ has a base $`b`$ expansion ($`b`$ and $`>1`$) which is given by an aperiodic fixed point of a substitution on a two-letter alphabet which satisfies (BG), then $`z`$ is transcendental.

## 6. Unique Decomposition Property

In this section we study questions concerning unique decomposition for nonprimitive minimal aperiodic substitutions. For primitive substitutions, such a unique decomposition property has been shown by Mossé  (for a study of the higher-dimensional case, we refer to ). We are not able to treat the general case but rather restrict our attention to a two-letter alphabet. This case has attracted particular attention recently in the work of de Oliveira and Lima . Thus, we can assume (and will assume throughout this section) that $`A=\{a,b\}`$ and

$$|S(a)|>1\text{and}S(b)=b.$$

For $`w𝒲(S)`$, an equation

$$w=z_0z_1\mathrm{}z_nz_{n+1}$$

is called a $`1`$-partition if $`z_1,\mathrm{},z_n\{S(a),b\}`$, $`z_0`$ is a suffix of an element in $`\{S(a),b\}`$ and $`z_{n+1}`$ is a prefix of an element in $`\{S(a),b\}`$. Similarly, a $`1`$-partition of $`\omega \mathrm{\Omega }(S)`$ consists of a sequence $`(E_n)`$ with

$$\mathrm{}<E_2<E_1<E_0<E_1<E_2<\mathrm{},\text{and}\underset{n\mathrm{}}{lim}E_n=\mathrm{},\underset{n\mathrm{}}{lim}E_n=\mathrm{},$$

such that $`\omega (E_n)\mathrm{}\omega (E_{n+1}1)\{S(a),b\}`$. We will prove the following theorem.

###### Theorem 6.

Let $`(\mathrm{\Omega }(S),T)`$ be a minimal, aperiodic, nonprimitive substitution dynamical system over $`\{a,b\}`$. Then, every $`\omega \mathrm{\Omega }(S)`$ admits a unique $`1`$-partition. More precisely, there exist $`L`$ and words $`w_1,\mathrm{},w_k`$ such that the $`1`$-partition $`\{E_j\}`$ of $`\omega `$ consists of exactly those $`E`$ with $`\omega (EL)\mathrm{}\omega (E+L)\{w_j:j=1,\mathrm{},k\}`$.

To prove this result, we need some preparation. The proof of Theorem 6 appears at the end of this section.

###### Lemma 6.1.

Let $`(\mathrm{\Omega }(S),T)`$ be a minimal, aperiodic, nonprimitive substitution dynamical system over $`\{a,b\}`$. Then $`S(a)`$ is neither a prefix of $`bS(a)`$ nor a suffix of $`S(a)b`$. In particular, two $`1`$-partitions of a finite $`v`$ which both start with $`S(a)`$ (end with $`S(a)`$) must agree up to a suffix (prefix) of length at most $`|S(a)b|`$.

###### Proof.

The second statement follows immediately from the first. So assume the first statement is wrong. Then, $`S(a)=b^l`$ with a suitable $`l`$ and periodicity of $`(\mathrm{\Omega }(S),T)`$ follows. ∎

###### Lemma 6.2.

Let $`(\mathrm{\Omega }(S),T)`$ be a minimal, aperiodic, nonprimitive substitution dynamical system over $`\{a,b\}`$. Set

$$L_0\mathrm{max}\{|v^n|:v\text{subword of }S(a)\text{ and }v^n𝒲(S)\}.$$

If $`v`$ with $`|v|>2|S(a)|+L_0`$ admits a $`1`$-partition beginning with $`S(a)S(a)`$, then every $`1`$-partition of $`v`$ starts with $`S(a)S(a)`$.

###### Proof.

Assume the contrary. By Lemma 6.1, there exists then a $`1`$-partition $`v=z_0z_1z_2\mathrm{}z_nz_{n+1}`$ of $`v`$ with $`0<|z_0|<|S(a)|`$ and $`z_1=S(a)`$. This gives $`S(a)=v^r`$ with a primitive $`v`$ and $`r`$ suitable. By definition of $`L_0`$, both this $`1`$-partition of $`v`$ and the $`1`$-partition beginning with $`S(a)S(a)`$ contain blocks of the form $`b`$. Consider the leftmost of these blocks. Then, we obtain that $`v`$ is a suffix of $`vb`$ and thus, $`v=b^l`$. This in turn yields the contradiction $`S(a)=b^{r|b|}`$. ∎

It will be convenient to treat the two cases, where $`S(a)`$ does or does not contain the word $`aa`$, separately. We first consider the case where $`aa`$ is a subword of $`S(a)`$ and prove uniqueness of decompositions under this assumption.

###### Proposition 6.3.

Let $`(\mathrm{\Omega }(S),T)`$ be a minimal, aperiodic, nonprimitive substitution dynamical system over $`\{a,b\}`$. Suppose that $`aa`$ occurs in $`S(a)`$. Then, there exists an $`L`$ such that all $`1`$-partitions of $`v𝒲(S)`$ induce the same $`1`$-partition on $`v(L)\mathrm{}v(|v|L)`$.

###### Proof.

By Lemma 6.2, all occurrences of the word $`S(a)S(a)`$ in $`1`$-partitions of $`v`$ which begin before the $`L_0`$-th position in $`v`$ are uniquely determined. In particular, they occur at the same places in all $`1`$-partitions. By Lemma 6.1, the $`1`$-partitions must then agree to the right and to the left of such an occurrence up to a boundary term of length not exceeding $`|S(a)b|`$. Thus, it suffices to show existence of a $`1`$-partition of $`v`$ containing the blocks $`S(a)S(a)`$ if $`v`$ is long enough. This, however, is clear by the assumption that $`aa`$ occurs in $`S(a)`$ and minimality of $`(\mathrm{\Omega }(S),T)`$, as every $`v`$ is contained in a word of the form $`S^n(a)=S(S^{n1}(a))`$. ∎

Next we turn to the case where $`S(a)`$ does not contain $`aa`$ as a factor.

###### Lemma 6.4.

Let $`(\mathrm{\Omega }(S),T)`$ be a minimal, aperiodic, nonprimitive substitution dynamical system over $`\{a,b\}`$. Suppose that $`aa`$ does not occur in $`S(a)`$. Let $`w𝒲(S)`$ be given with

$$w=S(a)b^{r_1}S(a)b^{r_2}S(a)\mathrm{}S(a)b^{r_n}S(a)=xS(a)b^{s_1}S(a)b^{s_2}S(a)\mathrm{}S(a)b^{s_u}y$$

with suitable $`r_1,\mathrm{},r_n`$, $`s_1,\mathrm{},s_u`$ and $`x,y𝒲(S)`$ with $`|x|<|S(a)|`$ and $`|y||S(a)|`$. Then, $`u=n`$ and $`r_1=s_1=r_2=s_2=\mathrm{}=s_n=r_n`$.

###### Proof.

By minimality, $`S(a)`$ begins and ends with $`a`$. As $`aa`$ does not occur in $`S(a)`$, we have

$$S(a)=ab^{k_1}a\mathrm{}ab^{k_l}a$$

with suitable $`k_1,\mathrm{},k_l`$. If $`|x|=0`$, the statement now follows easily. Otherwise, we have $`x=ab^{k_1}a\mathrm{}ab^{k_j}`$ with $`j<l`$ suitable. Consider the blocks of consecutive $`b^{}s`$ appearing in $`w`$. Such a block will be referred to as $`b`$-block. By $`w=S(a)b^{r_1}\mathrm{}`$, we infer that $`b^{r_1}`$ is the $`(l+1)`$-st $`b`$-block appearing in $`w`$. By $`w=xS(a)\mathrm{}`$, we then infer that $`b^{r_1}`$ occurs in $`S(a)`$ as the $`(l+1j)`$-th $`b`$-block. Similarly, considering the occurrence of $`b^{r_2}`$ in $`w=S(a)b^{r_1}S(a)b^{r_2}\mathrm{}`$, we infer that $`b^{r_2}`$ is the $`(2l+2)`$-th $`b`$-block appearing in $`w`$. On the other hand, by $`w=xS(a)b^{s_1}S(a)\mathrm{}`$, we see that $`b^{r_2}`$ is the $`j+l+1+t`$-th $`b`$-block in $`w`$, where $`t1`$ is the relative number of $`b`$-blocks occurring in $`S(a)`$ before $`b^{r_2}`$. This yields

$$2l+2=j+l+1+t,$$

and we infer $`t=l+1j`$. Thus, $`b^{r_1}`$ and $`b^{r_2}`$ occur in the corresponding $`S(a)`$ blocks at the same relative positions. This yields immediately $`r_1=r_2`$.

Denote the relative position of $`b^{r_1}=b^{r_2}`$ in $`S(a)`$ by $`p`$. Thus, $`p=|S(a)||x|+1`$ by $`w=S(a)b^{r_1}\mathrm{}=xS(a)\mathrm{}`$. Now, consider the absolute position $`h`$ of $`b^{r_2}`$ in $`w`$. Then,

$$h=2|S(a)|+r_1+1=|x|+|S(a)|+s_1+p.$$

Putting this together, we infer $`r_1=s_1`$. Now, the assertion follows easily by repeating this reasoning. ∎

###### Proposition 6.5.

Let $`(\mathrm{\Omega }(S),T)`$ be a minimal, aperiodic, nonprimitive substitution dynamical system over $`\{a,b\}`$. Suppose that $`aa`$ does not occur in $`S(a)`$. Then, there exists $`L`$ such that all $`1`$-partitions of $`v𝒲(S)`$ induce the same $`1`$-partition on $`v(L)\mathrm{}v(|v|L)`$.

###### Proof.

As $`S`$ is minimal and aperiodic, there exists an $`N`$ such that $`v^n𝒲(S)`$ for $`v𝒲(S)`$ with $`|v|2|S(a)|`$ implies $`nN`$. Set $`L=(N+2)2|S(a)|`$. Assume that there exists a $`w𝒲(S)`$ admitting two $`1`$-partitions inducing two different $`1`$-partitions of $`w(L)\mathrm{}w(|w|L)`$. By Lemma 6.4, we infer existence of an $`(N+1)`$-power of $`v=S(a)b^r`$ in $`𝒲(S)`$. This contradicts the choice of $`L`$. ∎

###### Proof of Theorem 6..

Let $`\omega \mathrm{\Omega }`$ be given. Uniqueness of the $`1`$-partition is clear from Propositions 6.3 and 6.5. Existence of a $`1`$-partition follows by standard compactness-type arguments but can also be shown as follows: For $`n`$, set $`v_n\omega (n)\mathrm{}\omega (n)`$. Then each $`v_n`$ admits a $`1`$-partition as it is contained in $`S^l(a)`$ with a suitable $`l`$. These $`1`$-partitions are compatible due to the previous proposition. Thus, they easily induce a $`1`$-partition of $`\omega `$. These considerations and the previous proposition also imply the last statement of the theorem. ∎

Acknowledgements. The authors would like to thank Hisatoshi Yuasa for pointing out a mistake in an earlier version of the manuscript and providing the example discussed in Remark 1.b.


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# 1 Introduction

## 1 Introduction

Physical theories contain certain parameters characterizing the strength of the interaction which are assumed to be constant and fundamental. Examples of such parameters are the gravitational constant $`G`$, which characterizes the gravitational interaction, or the fine structure constant $`\alpha `$ determining the strength of the electromagnetic interaction. However, there are experimental evidences of the temporal variation of some of these constants. In particular, it has been recently reported  a positive detection of the variability of the fine structure constant, by comparing quasar absorption lines at $`z3`$ with laboratory spectra. Results on the time variation of the gravitational constant $`G`$  usually yield experimental bounds $`|\dot{G}/G|\stackrel{<}{}10^{11}\text{yr}^1`$. Finally, more conclusive results, based on the analysis of the Hubble diagram for type Ia supernovae were reported in Ref. . On the other hand, there are a few theoretical schemes which predict such variations of the fundamental constants — see Ref.  for a comprehensive review on this subject. Here we study models which appear as a low-energy limit of some “fundamental” theory in $`(4+d)`$-dimensions. Our interest in such theories is motivated by the fact that they provide a natural and self-consistent framework for such variations. Previous studies on this subject can be found in . In what follows we study three classes of multidimensional models and derive relationships for the time variation of $`\alpha `$ and $`G`$. These relationships will be used for establishing predictions for the time variation of the gravitational constant.

## 2 Theories with extra dimensions

T. Kaluza and O. Klein in their pioneerings papers  discovered that the zero-mode sector of the Einstein gravity in the five-dimensional space-time $`M^4\times S^1`$ — where $`M^4`$ is the Minkowski space-time and $`S^1`$ is the circle — is equivalent to the Einstein gravity and Maxwell electrodynamics in $`M^4`$. The relation between the parameters of the four-dimensional theory, $`G`$ and $`\alpha `$, and the constant $`\widehat{G}_{(5)}`$ of the five-dimensional theory is given by the following reduction formula:

$$G=\frac{\widehat{G}_{(5)}}{2\pi R},\alpha =\frac{\widehat{G}_{(5)}}{2\pi R^3}.$$
(1)
The construction was later generalized  to more general spaces $`M^4\times K_{(d)}`$ (see Refs.  for reviews). In this case the $`(4+d)`$-dimensional Einstein gravity reduces to the gravity and Yang-Mills theory in four dimensions with the gauge group being the isotropy group of the space of extra dimensions. The reduction formulae are

$$G=\frac{\widehat{G}_{(4+d)}}{V_{(d)}}\frac{\widehat{G}_{(4+d)}}{R^d},\alpha =\kappa \frac{\widehat{G}_{(4+d)}}{R^2V_{(d)}},$$
(2)
where $`\kappa `$ is some numerical factor which depends on the specific model and $`V_{(d)}`$ is the volume of the space of extra dimensions. From these relations one easily concludes that $`\dot{G}/G=d(\dot{R}/R)`$, and $`\dot{\alpha }/\alpha =(d+2)(\dot{R}/R)`$. Consequently,

$$\frac{\dot{\alpha }}{\alpha }=\frac{d+2}{d}\frac{\dot{G}}{G}.$$
(3)
Let us consider now an Einstein-Yang-Mills theory formulated in a $`(4+d)`$-dimensional space-time of the form $`M_{(4)}\times K_{(d)}`$ . The theory includes gravity and the Yang-Mills field, and its action is given by

$$S=_{M_{(4)}\times K_{(d)}}d^{4+d}\widehat{x}\sqrt{\widehat{g}}\left[\frac{1}{16\pi \widehat{G}_{(4+d)}}^{(4+d)}+\frac{1}{4\widehat{g}_{(4+d)}^2}Tr\widehat{F}_{MN}\widehat{F}^{MN}\right],$$
(4)
where, as above, $`\widehat{G}_{(4+d)}`$ is the multidimensional gravitational constant and $`\widehat{g}_{(4+d)}`$ is the multidimensional gauge coupling. Both are supposed to be constant in time. The dimensionally reduced theory includes the Einstein gravity, the four-dimensional gauge fields and scalar fields. The explicit form of the dimensionally reduced theory depends on the topology and geometry of the space of extra dimensions and the multidimensional gauge group. The four dimensional couplings are given by

$$G=\frac{\widehat{G}_{(4+d)}}{V_{(d)}}\frac{G_{(4+d)}}{R^d},\alpha =\frac{\widehat{\alpha }_{(4+d)}}{V_{(d)}}\frac{\widehat{\alpha }_{(4+d)}}{R^d}.$$

As a consequence the time variations of $`G`$ and $`\alpha `$ are related as follows:

$$\frac{\dot{\alpha }}{\alpha }=\frac{\dot{G}}{G}.$$
(5)
Finally, let us consider the Randall-Sundrum (RS) model proposed in Refs.  (see  for reviews on the subject). It describes the five-dimensional Einstein gravity with the cosmological constant in the space-time $`M^4\times S^1/Z_2`$. Here $`S^1/Z_2`$ is the orbifold, the space obtained from the circle $`S^1=\{y|0y<2\pi R\}`$ of radius $`R`$ by the identification $`y(y)`$. There are two 3-branes located at the fixed points $`y=0`$ and $`y=\pi R`$ of the orbifold, one with positive brane tension $`(\sigma )`$ and the other with the negative brane tension $`(\sigma )`$. The gravity propagates in the five-dimensional bulk, while matter fields are supposed to be localized on the branes. Usually the brane with negative tension is located at $`y=\pi R`$ and identified with our physical 3-space. The RS model provides an elegant geometrical solution to the hierarchy problem and predicts some physical effects which, in principle, can be observed in future collider experiments. To find the reduction formula for the gravitational constant we transform first to the coordinates which are Galilean on the physical brane; that is, on the brane at $`y=\pi R`$ . In these coordinates the Planck mass is expressed through the fundamental scale $`M_{(5)}`$ of the five-dimensional theory (the five-dimensional Planck mass) as follows

$$M_{\mathrm{Pl}}^2=\frac{M_{(5)}^3}{k}\left[\mathrm{e}^{2\pi kR}1\right],$$
(6)
where $`k`$ is a parameter related to the brane tension $`\sigma `$. It turns out that the fundamental scale and $`k`$ must be of order of $`1`$TeV. For the hierarchy problem to be solved the value $`kR`$ must be approximately $`kR1112`$. From Eq. (6) one easily gets that

$$G=\frac{k}{16\pi M_{(5)}^3}\frac{1}{\mathrm{e}^{2\pi kR}1}.$$
(7)
In the original formulation  all the fields of the Standard Model were localized on the negative tension brane. It is easy to see that in this case the model does not provide any mechanism for the time variation for the fine structure constant $`\alpha `$. Extended versions of the RS model were also considered in the literature . One of the possibilities is to allow gauge and some matter fields to propagate in the bulk. In this case the four-dimensional gauge coupling on the brane is related to the five-dimensional one as follows : $`g_{(4)}=\widehat{g}_{(5)}/\sqrt{2\pi R}`$. Now suppose that the size of the space of extra dimensions varies with time. This leads to the time variation of the gravitational and fine structure parameters given by

$$\frac{\dot{G}}{G}=(2\pi kR)\frac{1}{1e^{2\pi kR}}\frac{\dot{R}}{R}(2\pi kR)\frac{\dot{R}}{R},\frac{\dot{\alpha }}{\alpha }=\frac{\dot{R}}{R}.$$
(8)
From these two relations we get

$$\frac{\dot{\alpha }}{\alpha }\frac{1}{2\pi kR}\frac{\dot{G}}{G}.$$
(9)
To summarize, we have analyzed three classes of models with extra dimensions, namely the “classical” Kaluza-Klein models, the Einstein-Yang-Mills models and the extended version of the RS model with gauge fields propagating in the bulk. We have obtained that for these three cases there is a relationship between the respective rates of variations of $`\alpha `$ and $`G`$:

$$\frac{\dot{\alpha }}{\alpha }=\beta (R)\frac{\dot{G}}{G},$$
(10)
where $`\beta (R)`$ depends on the adopted model. The factor $`\beta `$ is $`1`$ for the first and second class of models. For the RS-type model, since $`kR1112`$ the parameter $`\beta `$ is $`10^2`$. It is important to realize that in all the cases $`\beta (R)>0`$. Consequently, the time variations $`\dot{\alpha }/\alpha `$ and $`\dot{G}/G`$ are of the same sign. We emphasize that this feature appears to be quite generic and model independent for theories with extra dimensions, and therefore our result is rather robust.

Let us see some implications of our result. The recent results of  yield $`\mathrm{\Delta }\alpha /\alpha (\alpha _z\alpha _0)/\alpha _010^5`$ for $`0.5z2`$. Assuming, as it is usual, a constant rate and using a typical look-back time $`\mathrm{\Delta }t810^9`$yr (at $`z=1`$) one obtains $`\dot{G}/G+10^{15}\text{yr}^1`$ for the first two models and $`\dot{G}/G+10^{13}\text{yr}^1`$ for the RS model. We see that in both cases the predicted time variation for the gravitational constant is positive.

Let us examine now the experimental bounds on the time variation of $`G`$. From the best fit to the Hubble diagram of SNIa at $`1\sigma `$ C.L.  bounds on $`\dot{G}/G`$ for various values of $`(\mathrm{\Omega }_M,\mathrm{\Omega }_\mathrm{\Lambda })`$ can be obtained. Here we present a few examples of them for $`z=0.5`$:

| $`\mathrm{\Omega }_M=1.0,\mathrm{\Omega }_\mathrm{\Lambda }=0.0`$ | $`3.010^{11}\text{yr}^1<\dot{G}/G<0.810^{11}\text{yr}^1`$, |
| --- | --- |
| $`\mathrm{\Omega }_M=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ | $`0.810^{11}\text{yr}^1<\dot{G}/G<+1.410^{11}\text{yr}^1`$, |
| $`\mathrm{\Omega }_M=0.5,\mathrm{\Omega }_\mathrm{\Lambda }=0`$ | $`2.010^{11}\text{yr}^1<\dot{G}/G<1.010^{12}\text{yr}^1`$. |

The comparison of these estimates with our predictions shows that for a wide range of $`(\mathrm{\Omega }_M,\mathrm{\Omega }_\mathrm{\Lambda })`$ the models with extra dimensions considered here are at odds with the existing experimental bounds on the time variation of $`G`$ and $`\alpha `$.

Note, however, that our analysis relies on the results of , which have been challenged  and need an independent confirmation. Also, we expect that future improvements in the experimental data and/or new experiments will give better bounds on $`\dot{G}/G`$ and at least will determine its sign. There exists as well the possibility that the discrepancy between our theoretical predictions and the experimental bounds quoted above is of a deeper nature and points towards some drawbacks of the multidimensional models considered here or even of the multidimensional approach as such. Of course, questioning the applicability of the multidimensional approach to the description of the fundamental interactions needs further studies.

Acknowledgements. The authors are grateful to J. Garriga, E. Gaztañaga, J. -Ph. Uzan and E. Verdaguer for useful discussions and suggestions. The work of Y. Kubyshin was supported by the grant CERN/FIS/43666/2001 and RFBR grant 02-02-16444. This work has been partially supported by the MCYT grants AYA2000-1785 and AYA2002-04094-C03-02/03 and by the CIRIT.


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# Growth of Single Unit-Cell Superconducting La2-xSrxCuO4 Films

## 1 Introduction

Growing very thin superconducting films with well-characterized and interesting physical properties is a difficult challenge for the material scientist. In an attempt to reduce the smallest superconducting thickness, we have developed a homoepitaxial technique for the growth of La2-xSrxCuO4 (LSCO), using a normal metallic buffer layer with a strontium (Sr) concentration x=0.4. On this metallic buffer, we grow the physically relevant structure, i.e. a few unit cells of La1.9Sr0.1CuO4. On top of this film an additional two unit cell thick La1.6Sr0.4CuO4 metallic cap (x=0.4) is deposed for protection (Fig. 1 a).

So far the thinnest superconducting optimally doped LSCO film directly grown on a SrLaAlO4 substrate was 2 unit cell111Notice that the crystallographic unit cell of LSCO contains two copper oxide planes. (UC) thick with a superconducting critical temperature of 10 K and a superconductivity onset around 35 K . We have reproduced this result, with the same thickness on the same substrate, resulting in a Tc(R=0) of 10 K and a superconductivity onset near 35 K (SLAO 0/2/0).

The use of our buffer technique eliminates the hazardous effects of the film-susbtrate interface (due to mismatch and chemical interactions) on the superconducting properties of these extremely thin films. Our method allows the experimentalist to grow quasi two-dimensional superconducting films, an interesting tool for physical investigations and device applications.

## 2 Experimental and fabrication details

The samples studied in this report were thin films grown in a molecular beam epitaxy (MBE) system. The sample fabrication details were reported elsewhere . The method used to grow epitaxial thin films consists of a block-by-block deposition . The oxygenation of the films during the deposition and the cool down is provided by a RF plasma source of atomic oxygen. A reflection high-energy electron diffraction (RHEED) system allows us to monitor the growth process, in particular the quality of the in-plane growth.

The choice of the substrate and the resulting strain effects play an important role in the structural quality  and physical properties  of the film. In this work, ultra-thin films were deposited on ($`100`$) SrTiO3 (STO) and ($`001`$) SrLaAlO4 (SLAO) substrates. The thickness of the buffer layers was adapted to the two substrates. Due to a larger mismatch, the buffer layer on a STO substrate is thicker (10 UC) than on a SLAO substrate (4 UC), allowing a better film-substrate interface decoupling222SLAO (compressive) $`a_{axis}=3.754`$ Å, STO (tensile) $`a_{axis}=3.905`$ Å, LSCO with $`x=0.1`$, $`a_{axis}=3.784`$ Å. (Fig. 1 a).

In order to understand whether the Sr interlayer diffusion across the interface increases the effective number of UC necessary for superconductivity, we consider the case where the interlayer diffusion is limited to the single unit cell film with nominal concentration x=0.1 and the adjacent bottom and top layers, half-UC thick, with nominal concentration x=0.4. The rest of the layers are assumed to act as reservoirs with an almost constant concentration x=0.4. The interaction of the upper superconducting half-UC with the first cap half-UC will give for each half-UC an average concentration $`x=(0.1+0.4)/2=0.25`$ (Fig. 1 b). The scenario for the lower superconducting half-UC is identical. The final result would be a film with 4 half UC with x=0.25. LSCO compounds with this Sr concentration are metallic and at the upper overdoped limit of the superconducting phase boundary. With this assumption, a lower amount of Sr diffusion will not increase the number of superconducting layers. However, we can not exclude a rise of the effective doping level in the superconducting layer(s).

Instead of using a metallic buffer, it is also possible to choose an insulating material, by reducing the Sr content of the LSCO buffer below x=0.05. In this way, the Sr in-diffusion is excluded. However, such LCO and low doped LSCO can be driven superconducting by adding interstitial oxygen . This process occurs preferentially at low Sr concentration. Note that the growing LSCO or LCO films doped with interstitial oxygen is more difficult to master than by varying the Sr concentration.

## 3 Structural properties

The x-ray diffraction measurements confirm the $`c`$-axis growth of the films deposited on SLAO and STO. From conventional $`\theta 2\theta `$ scans, a linear regression of the (00$`\mathrm{}`$) peaks positions gives an average lattice parameter333to be compared with the bulk value (x=0.4) : $`c`$=(13.26$`\pm `$0.01) Å  which for the film 4/1/2 on SLAO substrate is $`c`$=(13.285$`\pm `$0.010) Å (Fig. 2). Finite-size effect oscillations were observed at low angle and around the (00$`\mathrm{}`$) peaks ($`\mathrm{}`$ = 2, 4, 6, 8), allowing a good estimate of the total film thickness. For the 4/1/2 film grown on SLAO, finite-size effect oscillation observed around the (004) peak give a thickness of 89.4 Å, in agreement with the presence of 7 UC of 13.285 Å. Pole figure of the (103) plane of the film, measured on the same sample, confirms the epitaxial growth.

## 4 Superconducting properties

### 4.1 Resistivity measurements

Resistivity measurements were performed in a cryoprobe (range 300K $``$ 4.2 K), using a standard DC four-point method. Contacts were made with four indium wires pressed onto the top of the film structures. The measurements (Fig. 3) performed on different samples provide evidence of superconductivity in samples as thin as 1 UC on SLAO and 2 UC on STO. No superconductivity was observed in the film with a similar nominal Sr concentration but with only one copper oxide plane. These results demonstrate the validity of the homoeptiaxial buffer layer technique and tell us that the Sr interdiffusion is small enough not to depress the superconducting behavior. The thickness has a major influence on the superconducting properties. The superconducting critical temperatures Tc0 (as defined by the bottom of the resistivity transition) for the layers grown on SLAO are respectively 12.5 K and 25 K for the 1 UC and 2 UC thin films. On STO substrates, the Tc0 are 5.7 K for a 2 UC and 11.3 K for a 4 UC thin film. The fact that Tc0 is found to be proportional to the film thickness is consistent with two-dimensional behavior . At identical thickness, the critical temperature of layers grown on STO is much lower than the one obtained for a film grown on the SLAO. The overall resistance of the whole three-layers structure results from the contributions of the individual layers, which have not been investigated in detail. Nevertheless, the temperature dependence in the normal state is consistent with the value obtained for x=0.4 doped LSCO films .

### 4.2 Magnetic penetration depth measurements

The measurements of the magnetic penetration depth were performed using a two-coil technique  . Briefly, this method measures, contact-less and with an astatically wound coil, the response (due to screening currents) of a sample excited by an external AC electromagnetic field. The complex sheet impedance of the film is extracted from the signal measured with a lock-in amplifier. The inductive part of the sheet impedance of the superconducting film (the so called kinetic inductance $`L_k`$) is related to the bulk in-plane magnetic penetration depth $`\lambda _{ab}`$ by the following relation: $`L_k(T)=\frac{\mu _0\lambda _{ab}^2(T)}{d}`$, where $`d`$ is the thickness of the film.

All inductive measurements were performed in a 3He cryostat. Notice that the inductive method probes the onset of global superconducting phase coherence. For this reason the Tc deduced from the inductive measurements is lower than that extracted from the resistive transitions .

As shown in figure 4, the zero-temperature value $`\lambda _{ab}^2(0)`$ for the 1 UC film grown on SLAO was deduced by fitting the kinetic inductance data to the parabolic expression $`\lambda _{ab}^2(T)=\lambda _{ab}^2(0)(1(\frac{T}{Tc})^2)`$ . A similar procedure was used to fit the low-temperature data of the 4 UC film grown on STO. Although both films exhibit almost identical critical temperatures ($``$8.5 K), the 1 UC film has a smaller value of the magnetic penetration depth ($`\lambda _{ab}(0)`$=535 nm) than the 4 UC film ($`\lambda _{ab}(0)`$=760 nm). This shows the superior structural quality of the film grown on SLAO, in agreement with previous observations . We also notice that the values of $`\lambda _{ab}(0)`$ obtained using the buffer technique are much smaller than that ($`\lambda _{ab}(0)`$= 2.3 $`\mu `$m) for a 2 UC film grown directly on SLAO (see Fig. 4), thereby demonstrating the significant advantage of our method. An other remarkable feature emerges if one compares the penetration depth of the 1 UC film grown on SLAO ($`\lambda _{ab}(0)`$=535 nm) with that of optimally doped LSCO (bulk) single crystals (Tc=35 K and $`\lambda _{ab}(0)`$=300 nm ). Assuming two-dimensional behavior, for which one expects $`T_c\lambda _{ab}^2`$, one deduces that the structural quality of the ultrathin films grown on SLAO with our homoepitaxial buffer technique is comparable to that of LSCO single crystals.

## 5 Conclusions

The homoepitaxial buffer technique is an efficient tool to further reduce the superconducting minimal thickness. An X-ray characterization proved the high structural quality (c-axis orientation and epitaxy) of the films. Values obtained for the penetration depth and Tc confirm the correlated role of substrate choice and homoepitaxial buffer technique when growing very high quality ultra-thin La2-xSrxCuO4 films. Finally, the work we present here forms a new starting point for investigations of physical properties in ultra-thin superconducting layers and research of device applications.

## 6 Acknowledgments

We thank M. Dodgson, H. Siegwart, C. Rossel, A. Guiller, J. W. Seo, E. Koller and J.-M. Triscone for helpful discussions. This work was supported by the Swiss National Science Foundation.


text:
# Electronic structure of rectangular quantum dots

## I Introduction

During the rapid development of nanotechnology, the discoveries in the physics of small electronic structures have concurrently opened new channels in this extremely active field of both theoretical and experimental research. Quantum dots, which fundamentally are confined electron bunches, represent basic components of nanoelectronics. They have been shown to possess many atomlike properties, such as the specific shell structure, determined by the properties of the external confinement. qd

In lithographically fabricated quantum dots the electrons are strictly confined on the interface of the semiconductor heterostructure, which makes the dot essentially two-dimensional. The lateral confinement, created by adding a voltage to the top gate electrodes, is most commonly approximated by the harmonic oscillator potential. In the isotropic case, this modeling has been shown to lead to a similar addition energy spectrum as measured in the experiments, and adjustments in the model potential have made the agreement even more precise (see Ref. revmod,  for a review).

Deviations from parabolic confinement have most commonly been studied in connection with the far-infrared response (FIR). demel ; gudmu ; pfann ; ugajin ; rodri  This is due to the generalized Kohn’s theorem, kohn1 ; maksym  stating that FIR couples only to the center-of-mass (CM) motion which in the case of a perfect parabolic potential can be separated from the relative motion (RM). Since the CM motion has the same energy eigenvalues and dipole resonance frequencies as a single electron, no information on internal degrees of freedom can be obtained. Ugajin ugajin  studied FIR absorption for a two-electron square-well quantum dot by using exact diagonalization, and recent density-functional calculations of corner and side modes for triangular and square dots have been done by Valín-Rodríquez et al. rodri

The ground state electronic structure of square-shaped quantum dots was first calculated by Bryant. bryant  He used configuration-interaction (CI) methods to examine the role of interactions for two electrons. Creffield et al. creffield  studied polygonal two-electron quantum dots with numerically exact diagonalization, concentrating on the Wigner crystallization, wigner  i.e., the localization of the electrons due to the dominant Coulomb interaction in the low-density limit. In our previous work, prb  we found an agreement with their results for polygonal dots by using the spin-density-functional theory (SDFT). We extended the examination to larger electron numbers, including broken spin-symmetry configurations. Those states correspond to spin-density waves (SDW) found in the weak-confinement limit of parabolic quantum dots and represent energetically stable and accurate solutions. revmod ; koskinen ; ejb  Akbar and Lee akbar  also used the SDFT to calculate the addition energy spectrum for square quantum dots with different sizes.

Until now, the study of square-shaped quantum dots with a hard-wall confinement has not been generalized into arbitrary rectangular shapes. However, experiments have been done on rectangular mesas of vertical dots by Austing et al., austing  who applied electron-beam lithography with etching techniques on a double barrier heterostructure (DBH).etching  They measured the addition spectrum with different deformation parameters as well as the magnetic field dependence on the Coulomb oscillations. In the same extensive study, they performed SDFT calculations to simulate the external confinement with an elliptic potential. That approximation was shown to be tentative, though insufficient for a general description of rectangular quantum dots. Lee et al. lee  also studied elliptical dots with the SDFT, including additional harmonic confinement in the z direction, and obtained similar addition energy spectra.

In the present paper, our secondary aim is to test the ability of a hard-wall external confinement to approximate real rectangular quantum dots, measured in the above-mentioned study. Our main purpose is, however, to clarify the electronic behavior in a rectangular box, beginning from a basic textbook-example of quantum mechanics and leading to the discussion of the role of interactions and symmetry-broken solutions in different regimes.

The outline of the paper is as follows. In Sec. II we present the model Hamiltonian and the analytical shell structure of a two-dimensional rectangular box. The computational methods, a real-space SDFT technique and the variational Monte Carlo (VMC) method are introduced in Sec. III. From the results in Sec. IV, we first give the chemical potentials and the addition energy spectra of rectangular quantum dots. Then we continue toward a deeper insight into the electronic structure, including the spin-behavior in the dot and the quasi-one-dimensional limit. The paper is finished with a summary in Sec. V.

## II Model and the shell structure

We define our quantum dot to be two-dimensional, i.e., strictly confined in the z direction. We use the effective mass approximation (EMA) to describe electrons moving in the plane, surrounded by background material of GaAs with the effective electron mass $`m^{}=0.067m_e`$ and dielectric constant $`ϵ=12.4`$. Energies are thus given in $`\mathrm{Ha}^{}11.8572`$ meV and lengths in $`a_B^{}9.79`$ nm.

The model Hamiltonian of an $`N`$-electron system in an external potential can be written as

$$H=\underset{i=1}{\overset{N}{}}\left[\frac{_i^2}{2m^{}}+V_{\mathrm{ext}}(𝐫_i)\right]+\underset{i<j}{\overset{N}{}}\frac{e^2}{ϵ|𝐫_i𝐫_j|}.$$
(1)
The external confinement in the xy plane is described by an infinite hard-wall potential,

$$V_{\mathrm{ext}}(x,y)=\{\begin{array}{cc}0,\hfill & 0x\beta L,\mathrm{\hspace{0.17em}0}yL\hfill \\ \mathrm{},\hfill & \text{ elsewhere}.\hfill \end{array}$$
(2)
Therefore, the area of the dot is $`\beta L^2`$, where the deformation parameter $`\beta `$ defines the ratio between the side lengths of the rectangle.

Let us now omit the mutual interactions of the electrons, and consider the single-electron states in a two-dimensional rectangular box. We need two quantum numbers, $`n_x`$ and $`n_y`$, to label all the needed eigenfunctions of two Cartesian coordinates. Inside the box we can write an explicit formula for these functions as

$$\psi _{n_x,n_y}=\frac{2}{L\sqrt{\beta }}\mathrm{sin}\left(\frac{n_x\pi x}{\beta L}\right)\mathrm{sin}\left(\frac{n_y\pi y}{L}\right).$$
(3)
Inserting the eigenfunctions to the stationary Schrödinger equation and setting the area of the rectangle $`\beta L^2=\pi ^2`$, give now the energy eigenvalues in a simple form,

$$E_{n_x,n_y}=\frac{1}{2}\left(\frac{n_x^2}{\beta }+\beta n_y^2\right).$$
(4)
Fig. 1 shows these eigenvalues

as a function of $`\beta `$. The degeneracies in the case of $`\beta =1`$ introduce the magic electron numbers for a square, $`N=2,6,8,12,16,20,\mathrm{}`$, corresponding to closed shells. When the dot is squeezed, the degeneracies are lifted, resembling the behavior of the single-electron states in an anisotropic harmonic oscillator potential. In the rectangular case, however, one cannot find such regularly located junctions of the eigenstates as in elliptic dots. This is a direct consequence of the more constricted symmetry of rectangular than harmonic quantum dots. This produces remarkable differences in the electron structures as will be shown below. Fig. 2 gives the sums of the lowest eigenvalues for

$`N=4,6,\mathrm{},14`$. We can find formation of stable configurations with certain $`(N,\beta )`$ combinations as local minima in the total energy curve. Correspondingly, the cusps indicate degeneracies of the states.

Accumulation of states $`(n_x,1)`$ at high deformation, which can be seen in Fig. 1, is similar to the formation of Landau bands in the Fock-Darwin energy spectra for the harmonic oscillator potential at high magnetic fields. fock  As the deformation is made stronger, the system becomes gradually quasi-one-dimensional and the occupation of the electrons is determined by the quantization in the longer direction.

## III Computational methods

### III.1 Spin-density-functional theory

We employ the usual self-consistent formulation of the density-functional theory, introduced by Kohn and Sham. dft2  The single-electron wave functions are solved within the EMA from

$$\left[\frac{1}{2m^{}}^2+V_{\mathrm{eff}}^\sigma (𝐫)\right]\psi _{i,\sigma }(𝐫)=ϵ_i\psi _{i,\sigma }(𝐫),$$
(5)
where the effective potential is a sum of the external, Hartree, and exchange-correlation potentials,

$$V_{\mathrm{eff}}^\sigma (𝐫)=V_{\mathrm{ext}}(𝐫)+V_H(𝐫)+V_{\mathrm{xc}}^\sigma (𝐫).$$
(6)
To calculate $`V_{\mathrm{xc}}^\sigma (𝐫)`$, we use the local spin-density approximation (LSDA),

$$V_{\mathrm{xc}}^\sigma (𝐫)\frac{\delta E_{\mathrm{xc}}^{\mathrm{LSDA}}}{\delta n_\sigma (𝐫)}=d𝐫n(𝐫)e_{\mathrm{xc}}(n(𝐫),\zeta (𝐫)),$$
(7)
where $`e_{\mathrm{xc}}`$ is the exchange-correlation energy per electron in a uniform electron gas of density $`n=n_{}+n_{}`$ and spin-polarization $`\zeta =(n_{}n_{})/n`$. We employ a recent analytic parametrization for $`e_{\mathrm{xc}}`$, formulated in connection with diffusion Monte Carlo calculations (DMC) by Attaccalite et al. attaccalite  It is written as

$`e_{\mathrm{xc}}(r_s,\zeta )`$ $`=`$ $`e_x(r_s,\zeta )+(e^{\beta r_s}1)e_\mathrm{x}^{(6)}(r_s,\zeta )`$ (8)
$`+\alpha _0(r_s)+\alpha _1(r_s)\zeta ^2+\alpha _2(r_s)\zeta ^4,`$
where $`r_s=1/\sqrt{\pi n}`$ is the density parameter for the 2DEG, $`\alpha `$’s are density dependent functions of the generalized Perdew-Wang form, perdew  $`\beta =1.3386`$, and $`e_x`$ is the exchange energy given as

$$e_\mathrm{x}(r_s,\zeta )=2\sqrt{2}[(1+\zeta )^{3/2}+(1\zeta )^{3/2}]/3\pi r_s.$$
(9)
In Eq. (8), $`e_\mathrm{x}^{(6)}`$ is the Taylor expansion of $`e_x`$ beyond the fourth order in $`\zeta `$ at $`\zeta =0`$.

The above parametrization fits to the DMC simulations over the whole range of spin-polarization ($`0\zeta 1`$). This is an essential extension to the often-used parametrization of Tanatar and Ceperley, tanatar  which is based on DMC calculations for systems with $`\zeta =0`$ and $`1`$. Gori-Giorgi et al. gori-giorgi  have shown that the improvement gained with the new parametrization is directly proportional to the electron density and the polarization of the system. In our recent article, uusi  we compare different LSD functionals in small 2D quantum dots. We show that in comparison with the VMC calculations, the new parametrization by Attaccalite et al. gives more accurate results for the exchange-correlation than the forms of Tanatar and Ceperley.

We perform the numerical calculations in real space with two-dimensional point grids without implicit symmetry restrictions. Through this approach, we can shape the external potential almost arbitrarily in the computing region. The number of grid points is $`128\times 128`$, which gives an accuracy of better than $`1\%`$ in the total energy. To accelerate the numerical process, we apply the Rayleigh Quotient Multigrid (RQMG) method mandel  for the discretized single-electron Schrödinger equation (5). A detailed description of this method, generalized to an arbitrary number of lowest eigenenergy states, can be found in Ref. mika, .

### III.2 Variational quantum Monte Carlo method

The variational quantum Monte Carlo (VMC) aph\_g  method starts from constructing a trial many-body wave function $`\mathrm{\Psi }`$ with desired properties and with free variational parameters $`\alpha _i`$. The parameters are then optimized to converge toward the exact wave function $`\mathrm{\Psi }_0`$. Using the optimized wave function, the expectation value of an observable $`A`$ can be evaluated as the average of the corresponding local quantity $`\mathrm{\Psi }^1A\mathrm{\Psi }`$. For example, energy is found from the Hamiltonian operator $`H`$ as:

$$E_\mathrm{\Psi }=\underset{M\mathrm{}}{lim}\frac{1}{M}\underset{i=1}{\overset{M}{}}\frac{H\mathrm{\Psi }(𝐑_i)}{\mathrm{\Psi }(𝐑_i)}=\mathrm{\Psi }\left|H\right|\mathrm{\Psi },$$
(10)
where the $`N`$-particle–coordinate configurations $`𝐑_i`$ are distributed as $`|\mathrm{\Psi }|^2`$ and generated using the Metropolis algorithm.

The variational principle guarantees that the total energy given by the VMC method, using any trial wave function with proper particle symmetry, is always an upper bound for the true total energy of the quantum state in question. The variance of the local energy $`\mathrm{\Psi }^1H\mathrm{\Psi }`$ diminishes as the trial wave function approaches an eigenstate of the Hamiltonian, and as a result it can be used not only as a measure of the statistical error in $`E_\mathrm{\Psi }`$, but also as a measure of the difference between calculated and true energies $`E_\mathrm{\Psi }E_{\mathrm{\Psi }_0}`$.

The variational parameters in the trial wave function are optimized by minimizing the total energy. The minimization process itself was done using the stochastic gradient method.aph\_sga  The method has proven to be fast and reliable.

The variational wave functions used in this work are of the form

$$\mathrm{\Psi }=D_{}D_{}\underset{i<j}{\overset{N}{}}J(r_{ij}),$$
(11)
where the two first factors are Slater determinants for the two spin types, and $`J`$ is a Jastrow two-body correlation factor. We neglect the three-body and higher correlations. This has shown to be very accurate in our previous VMC studies (See, e.g., Refs. aph\_weak, ; aph\_wigner, ; aph\_pmdd, ). For the Jastrow factor we use

$$J(r)=\mathrm{exp}\left(\frac{Cr}{a+br}\right),$$
(12)
where $`a`$ is fixed by the cusp condition to be 3 for a pair of equal spins and 1 for opposite ones and $`b`$ is a parameter, different for both spin-pair possibilities. $`C`$ is the scaled Coulomb strength. The single-particle states in the determinants are taken to be those for the non-interacting problem given in Eq. (3).

## IV Results

### IV.1 Addition energy spectra

We calculate the total energies of rectangular dots with different deformation parameters up to 16 electrons. We keep the dot area constant, $`A=\pi ^2`$, through our calculations. The density parameter, defined as $`r_s=\sqrt{A/(N\pi )}`$ (Ref. prb, ), thus gets values between $`0.44`$ and $`1.8`$. The electron density in our quantum dots is therefore higher on the average than that of Austing et al. austing  with $`r_s=1.5`$. Nevertheless, we find that the difference has no noticeable effect on our results. In Fig. 3 we show

the SDFT and VMC results for the chemical potentials, $`\mu (N)=E(N)E(N1)`$, ($`E(0)`$ set to zero), for various values of $`\beta `$. The agreement between the results is good and independent of $`N`$ and $`\beta `$. As a consequence of the two-fold degeneracy in the eigenstates, the pairing of chemical potential values dominates the picture. However, a closer look reveals deviations from this tendency. Due to Hund’s rule, near the degenerate points in the single-electron spectrum, the spins of the two highest energy electrons are parallel and they occupy different states. So, there are regimes in which $`\mu (N+1)`$ and $`\mu (N1)`$ behave in the same way, for example $`N=8`$ as $`\beta 1.31.5`$, corresponding to the degeneracy of the states $`(n_x,n_y)=(2,2)`$ and $`(1,3)`$. Similar effects in chemical potentials have been observed in measurements of vertical quantum dots in magnetic fields tarucha  and in calculations of elliptically deformed dots.lee  Due to the rather coarse spacing of our $`\beta `$-values in Fig. 3, all the deviations are not observable. A more detailed description as well as a comparison to elliptic dots follows below.

In Fig. 4 we show the addition energies, $`\mu (N+1)\mu (N)`$,

for $`\beta =14`$. The spectra obtained with the SDFT and VMC coincide well, especially for $`N10`$. In the case of a square dot ($`\beta =1`$), the magic configurations can be seen as large peaks in the spectrum. For $`\beta =1`$, the relatively large addition energy for $`N=4`$ corresponds to a half-filled shell according to Hund’s rule. The spectrum agrees well with the results of Akbar and Lee akbar  for a square dot of a similar size.

In general, the results for the rectangular quantum dot are very sensitive to the deformation. As $`\beta `$ increases, the peaks for $`N=4,12`$ rapidly vanish but reform above $`\beta 1.2`$. For $`N=8,14`$ the addition energy oscillates more smoothly, and in dots with $`N=6,10`$ it varies relatively slowly, declining in the former and growing in the latter between $`\beta =11.5`$. Above $`\beta 2`$ the formation of an even-odd structure corresponds to the filling of states $`(n_x,1)`$. In that regime, the growing amplitude in the peaks reflects the increasing spacing between the single-electron eigenstates shown in Fig. 1.

It is intriguing to compare qualitatively the evolution of the spectra in the regime of $`\beta 1.31.5`$ to the experimental results of Austing et al. austing  There are two difficulties in the direct comparison. First, the experimental mesa is much larger than the area where the electrons are actually confined, causing uncertainty of the value for the deformation parameter. Secondly, there are evidently irregularities in the experimental dots, leading to unexpected behavior in the spectrum as speculated by Austing et al. austing  In spite of these problems, we can generally find similarities in the spectra. Compared with the elliptic case, there is more tendency of forming peaks for even $`N`$ in both the experiments and our approximation at $`\beta 1.31.5`$. This may result from the higher symmetry of the elliptic than rectangular dot, discussed in the context of the single-electron spectrum in Sec. II. Of particular electron numbers, the behavior of the curves for $`N=2,6,`$ and 10 qualitatively agree, and the biggest difference is the rapid disappearance of the peak for $`N=4`$ at $`\beta =1.441.5`$ in the experiment. Overall, our hard-wall approximation seems to be a slightly better approximation for rectangular-shaped quantum dots than the elliptic description in Ref. austing,  However, more accurate comparison than presented here would certainly require more measurements and over a wider range for $`\beta `$. An ideal experimental setup would also contain a way to tune $`\beta `$ for a single dot, reducing the variation induced by using different dots for different $`\beta `$.

### IV.2 Spin-development and the role of interactions

Next we consider more carefully the effect of electron-electron interactions on the electronic structure. In Fig. 5 we

compare the non-interacting single-electron spectrum with the evolution of the total spin for even $`N`$. Due to Hund’s rule, we can see partial spin-polarization ($`S=1`$) close to every degenerate point in the single-electron energy spectrum. In the case of a square, the $`S=1`$ ground state is found correctly for half-filled shells with $`N=4,10,`$ and $`14`$. The spin state changes rapidly to $`S=0`$ as the dot is squeezed. The range of $`S=1`$ regimes is obviously directly proportional to the slope differences of the crossing eigenstates. The triple-crossing for $`N=16`$ at $`\beta 1.7`$ leads to two separate $`S=1`$ regimes around the degenerate point. In most cases, polarization occurs at higher $`\beta `$-values than the corresponding crossing of the non-interacting states. Therefore, by taking the electron-electron interaction into account, the effective deformation of the rectangle is lower than that of the bare external potential. This is contrary to the result for elliptic dots obtained by Lee et al.,lee  who concluded that the interactions tend to strengthen the bare potential by a factor of $`1.151.25`$. Intuitively, one would expect just an opposite behavior: in hard-wall rectangular dots the maximum electron density is pushed toward the shorter sides, whereas elliptic and harmonic confinements favor pronounced density at the center. We will present this tendency explicitly in Sec. IV.3.

As we show in Fig. 5, every $`S=1`$ state is bracketed by spin-density-wave-like solutions. In these regimes, the exchange-energy gained in the polarized state is relatively close to the cost paid by occupying the higher energy state. By breaking the internal spin-symmetry, the dot gains exchange-correlation energy which preserves it at the paramagnetic $`S=0`$ state instead of following Hund’s rule with $`S=1`$. A similar behavior was found in the study of elliptic dots for certain configurations.austing  In the resulting SDW-like solution, the spin-up and spin-down densities are symmetrically coupled with each other as shown in Fig. 6 for a 12-electron dot

with $`\beta =1.14`$ and $`1.8`$, corresponding to two symmetry-broken regimes. In both cases there are six maxima and six minima in the spin-polarization but the shapes of the waves are totally different.

Besides electron densities, it is interesting to consider the development of the Kohn-Sham energy levels near the degenerate point. In Fig. 7 we show the evolution

for an eight-electron dot with $`\beta =1.2,1.3,1.4,`$ and $`1.5`$. As can be seen in in Fig. 5, these values correspond to states $`S=0`$, SDW, $`S=1`$, and SDW, respectively. In the SDW states, the Fermi gap is just large enough to prevent the polarization on the highest occupied level. The phenomenon has an analogy in molecular systems, known as the spontaneous Jahn-Teller effect:jahn  any non-linear molecular system in a degenerate electronic state will be unstable and will undergo distortion to form a system of lower symmetry and lower energy. In this particular case, however, the commonly used argument that the symmetry-broken state would make the electronic structure more stable by the enlargement of the Fermi gap is not precisely valid, as can be concluded from Fig. 7. It is more or less a matter of preserving the $`S=0`$ state against the transition to the $`S=1`$ state, representing here a more stable configuration.

The SDW state is a mixture of different $`S=0`$ states, and there has been a lot of debate if this mixed state is physically meaningful.revmod  In our forthcoming studies which include the exact diagonalization results for $`N=4`$, we hope to enlighten the validity of the above-represented mixed states for rectangular quantum dots. Until now, however, symmetry-broken solutions have shown their eligibility in several systems. In parabolic quantum dots, for example, the SDW state was found to agree astonishingly well with VMC results in the weak-confinement limit,ejb  especially when the latest 2D-LSDA functional was used.uusi  In our previous study, we showed that in polygonal quantum dots the breaking of the spin-symmetry precedes the complete Wigner molecule formation at low densities.prb  Quantum wires, studied in the context of SDW solutions by Reimann et al.,rings  represent another interesting example that we discuss in the next section.

### IV.3 Quasi-one-dimensional limit

As the deformation is made larger, electrons in the dot become gradually restricted in the lowest energy state in the y direction, i.e., only states $`(n_x,1)`$ are filled. This corresponds to the quasi-one-dimensional limit and a quantum-wire-like electronic structure.kolomeisky  Beyond this limit, we find two phases directly observable in the electronic density. First, there is a charge-density wave (CDW) with $`N/2`$ peaks and preserved spin-symmetry. As the deformation or the dot size is increased further, a spin-density wave appears, consisting of interlocked spin-up and spin-down contributions and resulting in a Wigner-molecule-like electron density with $`N`$ peaks. In Fig. 8 we show examples of both cases

with electron density profiles and the corresponding Kohn-Sham eigenfunctions. In both wires, the area is still $`\pi ^2`$, corresponding to $`r_s=0.51`$ ($`N=12`$) and $`0.63`$ ($`N=8`$). As can be seen in the figure, the 12-electron wire with $`\beta =10`$ retains the spin-symmetry and the KS eigenfunctions are doubly degenerate. On the contrary, the 8-electron wire with $`\beta =20`$ has a broken spin-symmetry. In this case the single-electron KS eigenfunctions are mirror images of each other, and therefore the KS energy levels are still doubly degenerate. Due to the dominating Coulomb interaction, the lowest KS eigenfunctions correspond to localized states near the ends, having $`0.16\mathrm{Ha}^{}`$ lower energy than the other occupied levels with a mutual separation of $`0.06\mathrm{Ha}^{}`$. Compared to this, the Fermi gap is particularly large, $`0.69\mathrm{Ha}^{}`$. In this sense, the breaking of the spin-symmetry resembles two-dimensional systems in the low-density limit.prb

Next we vary both the value of $`\beta `$ as well as the density parameter $`r_s`$ in order to examine the transition point between the two phases discussed above. As shown in Fig. 9 for $`N=4`$ and $`6`$, the $`r_s`$ value needed for the deformation

to form a SDW decreases as $`\beta `$ is increased. The behavior is rather insensitive to $`N`$; larger electron numbers also qualitatively follow the presented curves with the same tendency of moving slightly up in $`r_s`$ with increasing electron number, which may arise from our definition for $`r_s`$. We point out that beyond the phase separation, i.e., at particularly large $`\beta ,r_s`$ values, there is also a transition to a fully spin-polarized state not shown in the figure. For example, for a four-electron wire with $`\beta =10`$, this occurs at $`r_s1`$. In three-dimensional metal nanowires, SDFT calculations have similarly been shown to lead to spontaneous polarization in zero magnetic field at a critical radius of the wire.zabala  Recent conductance measurements, performed for ultra-low-disorder quantum wires, support this phenomenon.reilly  Another remark concerning Fig. 9 is the fact that the ability to reach the quasi-1D-limit requires naturally smaller electron number than there are available lowest ($`n_x,1`$) states to be occupied. This condition can be easily estimated from the non-interacting single-electron spectrum (Fig. 1).

Comparison between our rectangular hard-wall quantum wires and elliptical wires with harmonic confinement studied by Reimann et al. rings  reveals some noticeable differences. First, our LDA (spin-compensated) solution always has a CDW with $`N/2`$ pronounced maxima, contrary to the elliptic case with a smooth electron density. Secondly, in rectangular wires the total density distribution is remarkably concentrated at the ends due to the dominating lowest KS eigenstates shown in Fig. 8. The opposite distribution in these two geometries is a direct consequence of the difference in the confining potential: in the elliptic wire, the bowl-like restriction along the wire accumulates a pronounced density at the center, whereas in the hard-wall wire the Coulomb interaction pushes the dominant distribution to the ends. Increasing $`\beta `$ or $`r_s`$ emphasizes this tendency of localization. It is noticeable that the SDW formation is the origin of both the particularly large Fermi gap and the strong localization of the lowest eigenfunctions.

## V Summary

We have investigated the electronic properties of hard-wall rectangular quantum dots. Most calculations have been performed with a symmetry-unrestricted SDFT scheme in real-space. For the addition energy spectra, we have done also VMC calculations and found excellent agreement between the two methods. Direct comparison with experiments for rectangular mesas of vertical quantum dots is troublesome but we find tentative common features in the addition energy spectra. Close to the degenerate points where Hund’s rule applies, the states with partial polarization are bracketed by unstable SDW-like solutions. The effective deformation is generally lower than that of a bare potential, but the general picture follows the non-interacting single-electron spectrum. Beyond the quasi-1D-limit we find very stable SDW states and extremely strong localization near the ends of the wire, arising from the shape of the hard-wall confinement.

###### Acknowledgements.

This research has been supported by the Academy of Finland through its Centers of Excellence program (2000-2005).