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# Guided Simulated Annealing Method for Optimization Problems

Optimization problems (OP’s) arise in areas of science, engineering and other fields. As emphasized by the Levinthal’s paradox, the main difficulty in these OP’s is the exponential increase in the search space with system size. The travelling salesman problem, the protein folding problem and the Lennard-Jones microcluster problem are examples belonging to this class.

Two of the most popular numerical approaches to treat OP’s are the simulated annealing (SA) method and genetic algorithms. For these approaches to succeed, the methods must be able to sample as much configuration space (CS) as possible. However, most of these OP’s have energy landscapes filled with local minima surrounded by high barriers. Therefore many sophisticated methods were invented to avoid entrapment in local minima and to increase efficiency in configuration sampling. The local landscape paving, basin hopping, stochastic tunneling, the various generalized ensemble methods, or the nonextensive statistics are all based on this philosophy. Even if the entrapment problem is resolved, it would not be particularly efficient, to sample the multi-dimensional CS by radon trials. It would be preferable to have some guidance about the most probable region where the global minimum is located. We will show below that the concepts used in the familiar mean-field (MF) approach in many-body problems can be useful in this regard.

In the MF approach, specific physical quantities are identified as order parameters (ORP’s). These ORP’s (or just one parameter) are problem specific and usually carry the most important information about the system’s ground state. They acquire different values between high temperature states and the ground state. The idea of the MF approach is to use the ORP’s to lead the many-body system to low energy states so that injecting small fluctuations would bring the system to its ground state. Some understanding of the ground state is necessary to choose the correct ORP’s. Fortunately, we do have information about the results we are looking for in most cases. For example, we know that Lennard-Jones clusters will have most of its inner core atoms arranged with certain symmetry. The density of atoms is therefore a good ORP.

We incorporate this MF concept into the SA method. In our approach, the ORP’s with some assumed initial values is used to bias the search of CS to favor the regions dictated by their values. In other words, the ORP is used as a guiding function (GF) in the search of the ground state. By changing its values iteratively, the ORP continuously adjusts its values until the ground state is reached. This combination of SA method with a GF will be called the guided simulated annealing (GSA) method. As an illustration of the method, we will apply it to the HP lattice-protein model and the spin glass (SG) model. For the former, we have found a new lowest energy state that has not been found before for a sequence of length 100. For the latter new results, for 5-dimensional SG models are found. The method has also been successfully applied to the x-ray crystallographic problem for large molecules and the Lennard-Jones cluster problem.

Lattice protein models are the simplest models which have been playing important roles in the theoretical studies of protein folding. In these models, protein chains are heteropolymers which live on two or three dimensional regular lattices. They are self-avoiding chains with attractive or repulsive interactions between neighboring unbonded monomers. In most simulations, people consider only two types of monomers—the hydrophobic (H) and polar (P) monomers. The reader is referred to and references therein for more detailed discussion. Despite its simplicity, the number of conformations of a lattice model protein chain becomes enormous as the length of the chain grows. It is a challenging task to find the global minimum and is an ideal test for the GSA method.

Our approach begins with a population of $`M`$ randomly generated conformations. We let each of them evolve independently as in the usual SA method. We here adopt the three commonly used MC moves—the end move, the corner move and the crankshaft move. Aside from these moves, we also include one more type of move: a rotation of a portion of the chain about a chosen point of this chain. We adopt the Metropolis rule for all our MC moves. In each of the $`M`$ independent runs, keep a record of its lowest-energy solutions after a preset number of MC steps.

Our next step is to construct a GF. As mentioned above, the choice of the GF is determined by the ORP which represents an important property that is different between low energy and high energy states. For a real protein, Ramachandran torsion angles are clearly good candidates for the ORP. We therefore consider the angular distribution at each monomer or more appropriately the local substructure is used as our GF. Let us consider a chain consists of ten monomers on a two dimensional square lattice with a conformation as shown in Fig.1(a). For this protein chain, we take for each time a segment of 5 monomers. A total of 6 segments can be identified if we move along the chain from the first monomer. For each segment, we record its structure as follows. As we move along the chain, there are three different cases we will encounter: go straight (0), turn left (1) or turn right (-1). For example, for the first segment from monomer 1 to 5, we go left (1), right (-1), then straight (0). This substructure associated with monomer 3 is denoted as (1,-1,0). The fourth segment from monomer 4 to 8 then has the substructure (-1,1,-1) associated with monomer 6. According to this classification, there are a total of 25 possible substructures for a segment of length 5 in two dimensions. Notice that (1,1,1) and (-1,-1,-1) both form closed squares and thus are not allowed.

All 25 types of substructures discussed above are for segments with 5 monomors. There are two segments of 6 monomors, shown in Fig.1(b), which deserve special attention. Not only they are related to the crankshaft MC move, they seem to have special weight in the structures. Thus, if we have segments with length 6 of one of these two types ( (1,-1,-1,1) or (-1,1,1,-1) ), we will record it using these two types of substructures instead of the 25 types above. Again, these two additional types of substructures will be associated with the third monomer of their corresponding segment. We add up the number of times each substructure appears at every monomer of the chain for the $`M`$ lowest-energy solutions and then make up a set of distribution functions. These distribution functions, denoted by $`p(i,j)`$ for $`j`$th type substructure at the $`i`$th monomer, are our GF’s for the next layer of simulation and our values of ORP’s in this layer of simulation. This completes our first layer of MC simulation. In our discussion, a layer of simulation means a set of $`M`$ individual SA runs for a preset MC steps plus the construction of the GF aforementioned.

There are now a total of 27 types of substructures, hence $`_jp(i,j)=1`$, where $`1j27`$. Without interaction between monomers, $`p(i,j)`$ is independent of monomer position $`i`$ along the chain and $`p(i,j)=p_0(j)`$.

In the second layer of simulation, a set of $`M`$ independent SA runs is again performed. The GF will now be incorporated in our search. Unlike usual SA or MC rules, where every monomer has equal probability to be selected to change its substructure before the Metropolis rule is applied, we give a higher probability to pick the substructures within the protein chain which appear less frequent in the GF’s and try to change them into substructures with a higher probability of appearance in the same set of GF’s. This is very similar to what the ORP’s do in the MF approach of statistical models. For example, the assumed MF magnetization in a spin model will greatly bias the direction of the spins. It should be noted that in order to allow enough fluctuations, only slightly larger weight should be given to the GF. The values of ORP’s or GF will be modified when a new set of $`M`$ lowest-energy states is obtained at the end of the second layer of simulation. To avoid using solutions that could already have been locally trapped, we always start the new layer simulation with $`M`$ randomly generated conformations.

There are numerous ways to apply the GF in our MC process. We will here discuss a particular way chosen by us. The first step is to decide whether to take the rotational move or the three local MC moves. A small probability (about $`30\%`$) is assigned for the rotational move and the GF is only used for the three local MC moves. Before we use the local moves to change the position of a particular monomer in a certain conformation state, we first determine the monomers within the chain that are allowed to change positions. For each of these monomers, we look for the corresponding substructure of its segment and their GF values, namely $`p(l,j)`$. The probability to select which monomer to be moved is determined by this GF value. The smaller this value is, the more likely it should be changed. Hence we define the probability to be selected proportional to $`\alpha ^{p_a(l)}`$, where the adjusted distribution function $`p_a(l)=p(l,j)p_0(j)`$. The background distribution $`p_0`$ for the non-interacting chain is subtracted from the GF value to signify the contribution by the interaction and the sequence effect. The parameter $`\alpha >1`$ is determined by tuning the efficiency of the algorithm. For end monomers we set $`p_a=0`$.

One then adds up and normalizes all the possible probabilities. The probability $`P(l)`$ for monomer $`l`$ to be considered for a move is then

$$P(l)=\frac{\alpha ^{p_a(l)}}{_m\alpha ^{p_a(m)}},$$
$`(1)`$
where $`m`$ is summed over all allowed monomers. Clearly if $`\alpha =1`$, the GF is not used at all. If $`\alpha `$ is chosen to be much larger than 1, all the segments are forced to be equal to the largest GF values and no fluctuations are allowed. A better choice is to have $`\alpha `$ slightly larger than 1 so that the GF could be modified during successive layers of iteration. For the data reported below, we find that it is best to have $`\alpha `$ between 1.2 and 1.3.

Table I lists our GSA result on 2D HP lattice model for sequences studied by many other groups. We used a population of $`2N`$ independent samples in each case, where $`N`$ is the length of the chain. For each independent sample, we started at a certain temperature and ran for a preset number of MC steps. We then lowered the temperature and ran for the same preset number of MC steps. A set of 20 different temperatures was used. For the set of parameters we used here, a typical run on a sequence with $`N=36`$ takes 46 seconds on a Pentium IV 1.4GHz CPU and takes less than 10 hours for the case with $`N=100`$ shown in the table.

Table I. Results of our algorithm on sequences of the 2D HP lattice model. “sequence” refers to the length of the sequence. “Layers” is the number of layers in the simulation. “Steps” is the number of MC steps at each chosen temperature in each layer. “Previous” is the previous lowest energy states using other algorithms and “Ours” is the lowest energy states obtained by using our method.

| Sequence | Layers | Steps | Previous | Ours |
| --- | --- | --- | --- | --- |
| 36 | 2 | 100 | -14 | -14 |
| 48 | 2 | 100 | -23 | -23 |
| 60 | 2 | 200 | -36 | -36 |
| 64 | 4 | 640 | -42 | -42 |
| 85 | 2 | 1700 | -52 | -52 |
| $`100_{(1)}`$ | 10 | 2000 | -47 | -48 |
| $`100_{(2)}`$ | 10 | 2000 | -50 | -50 |

As indicated in Table I, we have been able to obtain all the previous best results of the 2D HP chains. We further obtain the lowest energy for a conformation of the sequence $`100_{(1)}`$ that was not found by other methods. Its conformation is shown in Fig.1(c). This is the only conformation we found with this lowest energy while more than 40 different conformations with energy $`E=47`$ were found. We have also found many conformations of the sequence $`100_{(2)}`$ with an energy $`E=50`$ that are different from the one given in, which can be provided to the reader upon request.

As shown in Table I, for most sequences, a few layers of iteration is enough to find the lowest energy except $`N=100`$. It should be noted that the number of layers and MC steps are not tuned to the optimal speed. In fact, conformations with $`E=50`$ for the sequence $`100_{(2)}`$ and $`E=47`$ for the sequence $`100_{(1)}`$ are found within the first seven layers already. We kept the program running to find possible lower energy states. Since the program is very efficient, we can afford this extra searching.

To understand our results better, we have carefully examined the topology of local structures in the MC simulations. We found that local substructures form in the early stage of the search process. In addition, there is a very strong correlation between types of segments of sequence with types of substructures. For example, the $`HPH`$ sequence segment has an unusual large probability to turn left or right at $`P`$ monomers. $`HPPH`$ sequence almost always has both $`P`$ turn left or right together with both $`P`$ likely on the surface. Their substructures are mostly related to structures shown in Fig. 1(b). Special consideration of these substructures of length 6 instead of just length 5 is important in identifying them.

To examine this further, we folded $`50,000`$ sequences of $`36`$-mers chains to their minimal states. For a total number of $`236352`$ $`HPH`$ segments, $`93.8\%`$ turn left or right at the middle $`P`$ monomer, which is much larger than the average possibility $`66.7\%`$. Furthermore, most $`P`$ monomers ($`89\%`$) are found on the surfaces of the folded conformations. For the $`HPPH`$ segment (a total of 101155), $`92.6\%`$ simultaneously turn left or right at the two $`P`$ monomers compared to the average possibility of only $`22.2\%`$. The possibility that the two $`P`$s both stay on the surface is $`92.5\%`$. Since these minimal states are not necessarily the native states, we also carried out a complete search for all the native states for sequences with $`11`$ to $`17`$ HP monomers. Similar results are obtained. For a total of 7373 $`HPH`$ segments, $`99.5\%`$ turn left or right at the $`P`$ monomer, and $`98.8\%`$ of the $`P`$ monomers are on the surface. For 4289 $`HPPH`$ segments, $`99.7\%`$ turn left or right at the same time at the two $`P`$s. Only one $`P`$ monomer is found in the core of the native structure.

The strong correlations observed above between certain type of sequence segment and a particular substructure may be responsible to help us locate the “native” state much faster in our approach. It should be noted that this is consistent with the recent observation by Baker that simple topologies with mostly local interactions are more rapidly formed than those with non-local interactions. The GF or the ORP we used seem to have captured the importance of local substructures in the protein structure prediction problem.

Another example is the SG problem in statistical physics. In , we have performed simulations in 3D SG model using our GSA method. We here performed further simulations for this model in 4D and 5D and present the results in Table II. During the simulation, the average spin configuration at each site is kept which is equivalent to the local magnetization, and is used as our ORP or GF for subsequent layers of simulation. The reader is referred to  for more detail on how to use our algorithm in SG models.

Table II. Tests on 4D and 5D SG. L is the lattice size. m is the number of spin configuration cases and E is the average ground state energy of the m cases. All simulations are done at $`T=1.15`$.

|  | $`D=4`$ | | | $`D=5`$ | |
| --- | --- | --- | --- | --- | --- |
| L | m | E | Ref. | m | E |
| $`3`$ | $`8000`$ | $`2.0249(7)`$ | -2.0214(6) | $`5000`$ | $`2.3168(5)`$ |
| $`4`$ | $`2000`$ | $`2.0699(6)`$ | -2.0701(4) | $`1000`$ | $`2.3506(4)`$ |
| $`5`$ | $`1000`$ | $`2.0849(5)`$ | -2.0836(3) | $`50`$ | $`2.3530(10)`$ |
| $`6`$ | $`200`$ | $`2.0887(7)`$ | -2.0886(6) |  |  |
| $`7`$ | $`50`$ | $`2.0904(12)`$ | -2.0909(12) |  |  |

In our simulation, the number of Monte Carlo steps and layers used ranges from 300 and 2 (for L=3) to 1400 and 3 (for L=7) in the 4D case. About the same set of parameters are used in the 5D case. The CPU time for a trial run on a SUN 450MHz processor for the 4D L=7 case is about 400 seconds. A few trial runs are performed and the best solution is chosen for each spin configuration. One can see that our result is comparable with that of  in the 4D case and has considerable improvement in the 5D case, where $`E_{\mathrm{}}=2.347(16)`$.

In summary, we have presented a new approach to treat general OP’s with continuous or discrete variables. Based on the idea of MF theory, the GSA method introduces ORP’s. These ORP’s are then used as a GF to help direct the search of global minimum in the MC process. The method is illustrated by applying to the HP lattice protein model. We have found all the putative ground state energies reported for the chains that we tested. A new ground state for a particular sequence of length 100 has been found. In addition, strong correlations between particular sequence segments and substructures are found. We have also discussed briefly the method and its results in the SG problem.

This GSA method has several special features. It emphasizes biased search in CS for the global minimum instead of the non-biased search algorithm used by most other approaches. This bias is guided by introducing the ORP for the OP. Depending on the nature of the particular OP, the ORP or the GF must be selected differently. Besides the cost function or the energy function, other important properties of the problem is also considered.

Because of the constraint of the ORP or GF, the CS to be searched is greatly reduced as the system gets to lower and lower energy. Thus less computing time is used in our method.


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# Using radio galaxies to find super-structures

## 1 Introduction

Super-structures are the largest known structures in the Universe. They have evolved from the rare ($`>`$3$`\sigma `$) peaks in the initial density field at recombination (Hnatyk, Lukash & Novosyadlyj, 1995). Cosmological biasing predicts that large-scale dark-matter fluctuations help push small-scale fluctuations over the density contrast required for gravitational collapse to occur (Kaiser, 1984), meaning that aggregates of rich clusters are expected to trace super-structures in the same way that aggregates of galaxies trace rich clusters.

Radio galaxies are ideal tracers of super-structures because they are associated with massive elliptical galaxies, which themselves tend to reside in clusters. Because they are biased tracers of the mass (Peacock & Dodds, 1994), they therefore allow us to search large sky areas efficiently. It is only with the advent of radio surveys such as NVSS (Condon et al., 1998) and FIRST (bwh, ) that we can compile the large area samples of faint radio galaxies that we need to study the large-scale structure.

## 2 The TONS08 survey

The TONS08 (Texas-Oxford NVSS Structure 08h region) survey is in one of the areas covered by the 7CRS (Willott et al., 2002) and the Texox-1000 (TOOT) survey (Hill &Rawlings, 2002). Unlike 7CRS or TOOT, the TONS08 survey is selected at 1.4 GHz from the NVSS survey. It therefore goes to fainter radio flux densities than TOOT. It also has an optical magnitude limit imposed on it (see (Brand et al., 2003)). TONS08 was specifically designed to seek further evidence for a giant super-structure found in this region of sky by analysis of the redshift distribution of in the 7C-II survey (Rawlings et al., 2003). The redshift distribution in the 7C-II survey revealed a prominent spike at $`z`$ $``$ 0.25 of five radio galaxies from the 7CRS. By going to fainter radio flux densities ($`S_{1.4}`$ 3 mJy) and optical limits ($`ER`$19.5), the TONS08 sample was optimised for looking at clustering of objects in a region of moderate (0 $`\stackrel{<}{}`$ $`z`$ $`\stackrel{<}{}`$ 0.5) redshifts.

The selection criteria for the TONS08 survey was based on cross-matching positions of objects in radio (NVSS) and optical (APM) surveys. To ensure a complete, flux-density-limited survey, we plotted radio contours from the FIRST survey over optical POSS-II images, identifying radio galaxy identifications by eye.

We obtained optical spectra for all the 84 radio galaxies in TONS08. All but three had secure redshifts (see (Brand et al., 2003) for spectra and more details). A representation of the three-dimensional distribution of the TONS08 sample is shown in Fig. 1. Clustering of objects can be clearly seen at a redshift of $`z`$ $``$ 0.27 as well as a second clustering at $`z`$ 0.35.

## 3 A model redshift distribution

In order to determine how significant the redshift spikes are, and to determine the radio galaxy overdensity, we constructed a model redshift distribution. This was obtained by fitting a model bivariate (radio and optical) luminosity function (BLF) to data from radio galaxies in the 2dFGRS (Sadler et al., 2002) and integrating it over the optical and radio selection limits. A much more accurate and representative redshift distribution is obtained because the sky area is $``$ 13-times larger than the TONS08 area. The model redshift distribution, normalised to the TONS08 sky area is shown in Fig. 2. Also plotted is the binned TONS08 redshift distribution. The $`\pm 1\sigma `$ errors on the model redshift distribution were found by performing a Monte-Carlo simulation on the parameters of the model.

The overdensities in Fig. 1 can be clearly seen as redshift spikes in Fig. 2. To determine whether they are significant, we used a simple method using Poisson statistics in each redshift bin to work out the probability that the number of galaxies could be greater than the actual number given the number predicted by the model. We excluded the four 7C-II objects at redshift $`z`$ 0.27 to find independent evidence for redshift spikes, and found that the redshift spike at $`z`$ 0.27 would be expected in only 0.3 per cent of random realisations. A redshift spike as large as the one at $`z`$ 0.35 would , as a new feature in any one of the bins, be expected in 4 per cent of random realisations. We performed the same calculations using redshift distributions corresponding to the $`+1\sigma `$ error on the model redshift distribution. This increases the chance of there being such a peak to 0.6 per cent and 14 per cent of random realisations for the $`z`$ 0.27 and $`z`$ 0.35 redshift spikes respectively. We conclude that the redshift spike at $`z`$=0.27 is significant, but that evidence for the $`z`$=0.35 redshift spike is less secure.

To match the data to theoretical overdensities, we chose to calculate overdensities in 50-Mpc radius spheres centred at the peaks of the redshift spikes. In this case we found 13 radio galaxies in the $`z`$=0.27 super-structure and 12 in the $`z`$=0.35 super-structure. We find an overdensity of $`\delta _{\mathrm{gal}}2.27\pm _{0.29}^{0.59}`$ for the $`z`$=0.27 redshift peak and $`\delta _{\mathrm{gal}}3.41\pm _{0.31}^{0.40}`$ for the z=0.35 redshift peak. The errors quoted are 68 per cent confidence limits. The overdensity for the $`z`$=0.35 super-structure is larger than that of the $`z`$=0.27 super-structure even though the model redshift distribution is higher at $`z`$=0.35. This is because the 50-Mpc sphere takes up less of the survey sky area for the $`z`$=0.35 super-structure.

## 4 How probable is it that we find them?

To determine how probable it is that we detected these two super-structures, we calculated the probability of the TONS08 survey intercepting such structures given the cosmological parameters and different degrees of radio galaxy bias. This was done using standard structure formation theory (see (Brand et al., 2003; bar, ) for more details). We used a log-normal (LN) random field (Coles & Jones, 1991) to make some attempt at correcting the mass overdensity to a non-linear-corrected mass overdensity. Fig. 3 shows the probability of intercepting a super-structure of radius 50-Mpc and the galaxy overdensity of the two super-structures. We assume the local value for the radio galaxy bias factor is $`b`$=1.65$`\pm 0.15`$. This is determined by multiplying the relative bias factor of radio galaxies to optical galaxies (1.9/1.3=1.5$`\pm `$ 6 per cent calculated by (Peacock & Dodds, 1994)) with the bias factor of optical galaxies relative to the dark matter (1.1$`\pm `$7 per cent calculated by (Lahav et al., 2002), and adding the errors in quadrature.

## 5 Discussion and conclusions

If we assume a relatively high value for $`\sigma _{8h^1}`$ (0.94) and that the radio galaxy bias parameter is the same as for smaller scales in the local Universe, Fig. 3 forces us to conclude that we have been very fortunate in our choice of survey area and have found two rare (4 and 5 $`\sigma `$) fluctuations of which we would expect only 0.05 and 3$`\times 10^4`$ in our sample volume (for the $`z`$=0.27 and $`z=0.35`$ super-structures respectively).

To explain these results in the framework of standard $`\mathrm{\Lambda }`$CDM model and the inflationary (i.e. Gaussian fluctuation) paradigm for structure formation, we need to determine why there is such a discrepancy between this theoretical result and the fact that we have found two super-structures in such a small survey volume.

The probability of seeing two such fluctuations in TONS08 is strongly dependent on how representative the survey region is of the Universe. If, by targeting a structure discovered in the 7CRS, we have focused on a particularly unusual part of the Universe, then the probability of seeing two super-structures is roughly equal to the probability of finding only the $`z`$=0.35 super-structure, namely $`10^4`$. If, however, the TONS08 target region turns out to be a reasonably representative one, then given our assumptions, the probability of seeing two super-structures is $`10^5`$.

The most likely explanation of our results is that radio galaxies in super-structures are extremely biased tracers of mass (i.e. more biased than local radio galaxies). This could be due to redshift evolution of the bias factor and/or due to different mechanisms being at work on super-structure scales. Assuming an evolution of the bias factor with redshift that is consistent with previous studies (Blake & Wall, 2002; Croom et al., 2001), some boosting of bias in super-structures is still needed. We suggest that the most promising way of reconciling the low probability of TONS08 intercepting both super-structures with the fact that we have detected them is either that the radio galaxies within the super-structure have a higher bias factor than is derived for large samples of radio galaxies at $`z`$0 (Peacock & Nicholson, 1991) and $`z`$1 (Blake & Wall, 2002) and/or they trace collapsing systems. There are several plausible explanations for this. Perhaps collapsed sub-structure within the super-structure, i.e. rich clusters, hosts the radio galaxies and the high bias simply reflects that of the rare rich clusters. Perhaps there is an enhanced group-group merger rate within the super-structure which is enhancing radio galaxy triggering. Perhaps as the super-structure goes non-linear, redshift space distortions and/or enhanced triggering due to high velocities boost the bias. The good news is that it may be possible to discriminate between these possibilities by studying the environment of the radio galaxies within the two super-structures and we are in the process of doing this.


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# Kafri, Mukamel, and Peliti Reply

Kafri, Mukamel, and Peliti Reply: The Comment of Hanke and Metzler HM  questions the validity of the analysis presented in KMP1  to DNA chains of finite length as used in experiments. Their argument is that for the analysis to be valid “each of the three segments going out of a vertex must be much longer than the persistence length $`\mathrm{}_p`$ of this segment”. By using the persistence lengths $`\mathrm{}_p(L)40`$Å for a single strand and $`\mathrm{}_p(H)500`$ Å for a double helix (bound segment) they arrive at the conclusion that in order to observe the asymptotic behavior found in KMP1  one needs chains which are far longer than those studied experimentally.

This assertion is a consequence of a misinterpretation of the analysis given in KMP1 . In this analysis one considers a loop interacting with the rest of the chain and not just with the vicinal double helices. Thus, in KMP1  each of the two lines attached to the loop is in fact composed of an alternating sequence of bound segments and denaturated loops. It may be viewed as a stick-and-joint structure, whereby adjacent double helices are loosely attached to each other via an open loop. The “rest of the chain” as considered in reference KMP1  is in fact a jointed rods structure with a persistence length which is given by $`\mathrm{}_p(H)`$ when the distance between loops, $`\xi `$, is larger than $`\mathrm{}_p(H)`$ and is given by $`\xi `$ when $`\xi <\mathrm{}_p(H)`$.

In the Comment the authors claim that the analysis of KMP1  is valid only when the helical segment is flexible and thus much larger than the persistence length $`\mathrm{}_p(H)`$, where it could be described by a self-avoiding walk. This claim is incorrect. The analysis is valid as long as the chain contains a sufficient number of loops to allow considering the stick-and-joint structure (Fig. 1) as a self-avoiding walk. Thus, even short chains of length of the order of $`5000`$ base pairs could allow for about $`20`$ joints which is large enough to make the analysis of KMP1  valid. This is clearly evident from experimental melting curves Blake1 ; WB  of chains of such lengths. These curves exhibit over $`10`$ individual sub transitions corresponding to the existence of a large number of loops (since some of the peaks correspond to more than one loop). Thus, the claim made in HM  that the Fisher exponent $`c=1.766`$ should be employed when the bound segment is a rigid rod is not valid. Moreover, many experiments were carried out on chains of a length of the order of $`10^6`$ base pairs Blake2  where the asymptotic regime considered in KMP1  is easily accessible.

Our observation KMP1  that the effective loop entropy parameter $`c`$ is in fact larger than 2 affects other parameters which have been applied in modeling DNA. One such example is the cooperativity parameter $`\sigma _0`$, which affects the melting curve rather drastically. Within the Poland-Scheraga (PS) approach the average distance between loops near the transition is given by $`\xi 1/\sigma _0`$ for $`c>1`$. This parameter has been estimated in various studies to be very small, of the order of $`10^3`$ to $`10^5`$ Blake1 ; WB ; Amir ; Zimm ; Blake2 . We point out that this small numerical value is obtained by fitting experimentally sharp melting curves to a theory which yields a continuous transition Amir ; Zimm  (namely, the PS model with $`1<c<2`$), or sometimes no transition at all Blake2  ($`c=0`$). Small $`\sigma _0`$ makes a continuous transition look sharp, yielding a good fit with experiment. In particular, $`\sigma _0`$ is usually estimated by considering the maximal value of the temperature derivative of the order parameter $`\theta `$ near the transition. For $`c<2`$ one has PS  $`\mathrm{\Psi }\left(\theta /T\right)_{\mathrm{max}}\sigma _0^{1/(2c)}`$. The large observed $`\mathrm{\Psi }`$ yields a very small $`\sigma _0`$ when fit with, for example, $`c=1.5`$, $`1.766`$ Zimm ; Amir , or $`c=0`$ Blake2 . However, since the effective $`c`$ is larger than $`2`$, the transition is expected to be first order where $`\mathrm{\Psi }`$ is infinite, irrespective of $`\sigma _0`$. The large but finite $`\mathrm{\Psi }`$ values found in experiment could be attributed to finite size rounding effects of a first order transition rather than to a very small $`\sigma _0`$.

We believe that the vast amount of melting curves data existing in the literature should be reevaluated using the correct exponent $`c`$ in order to obtain a realistic estimate for the cooperativity parameter. Certainly this should result in a larger cooperativity parameter $`\sigma _0`$ which would in turn be reflected in an even smaller persistence length of the stick-and-joint structure of the molecule. It would also be very interesting to measure $`\sigma _0`$ directly from single molecule experiments using, for example, fluorescence correlation spectroscopy.

We thank H. A. Scheraga and E. Yeramian for helpful discussions.

Y. Kafri and D. Mukamel

Department of Physics of Complex Systems, The Weizmann Institute of Science, Rehovot 76100, Israel

L. Peliti

Dipartimento di Scienze Fisiche and Unità INFM, Università “Federico II”, Complesso Monte S. Angelo, I–80126 Napoli, Italy


text:
# Recent Experiments on the Casimir Effect: Description and Analysis

## I Motivations

After its prediction in 1948 Casimir48 , the Casimir force has been observed in a number of ‘historic’ experiments which confirmed its existence and main properties Sparnaay89 ; Milonni94 ; Mostepanenko97 ; LamoreauxResource99 . The Casimir force has recently been measured with a largely improved experimental precision Bordag01  which allows for an accurate comparison between measured values of the force and theoretical predictions. This comparison is interesting for various reasons.

The Casimir force is the most accessible effect of vacuum fluctuations in the macroscopic world. As the existence of vacuum energy raises difficulties at the interface between the theories of quantum and gravitational phenomena, it is worth testing this effect with the greatest care and highest accuracy Reynaud01 ; Genet02Iap . But the comparison between theory and experiment should take into account the important differences between the real experimental conditions and the ideal situation considered by Casimir.

Casimir calculated the force between a pair of perfectly smooth, flat and parallel plates in the limit of zero temperature and perfect reflection. He found an expression for the force $`F_{\mathrm{Cas}}`$ and the corresponding energy $`E_{\mathrm{Cas}}`$ which only depend on the distance $`L`$, the area $`A`$ and two fundamental constants, the speed of light $`c`$ and Planck constant $`\mathrm{}`$

$`F_{\mathrm{Cas}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}c\pi ^2A}{240L^4}}={\displaystyle \frac{\mathrm{d}E_{\mathrm{Cas}}}{\mathrm{d}L}}`$
$`E_{\mathrm{Cas}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}c\pi ^2A}{720L^3}}`$ (1)
Each transverse dimension of the plates has been supposed to be much larger than $`L`$. Conventions of sign are chosen so that $`F_{\mathrm{Cas}}`$ and $`E_{\mathrm{Cas}}`$ are positive. They correspond to an attractive force ($`0.1\mu `$N for $`A=1\mathrm{c}\mathrm{m}^2`$ and $`L=1\mu `$m) and a binding energy.

Most experiments have been performed in a sphere-plane geometry which differs from the plane-plane geometry considered by Casimir. In the former geometry, the force is derived from the Deriagin approximation Deriagin68 , often called in a somewhat improper manner the proximity force theorem. With this approximation, the force is obtained as the integral of force contributions corresponding to the various inter-plate distances as if these contributions were independent. In the plane-sphere geometry, the force is thus determined by the radius $`R`$ of the sphere and by the Casimir energy as evaluated in the plane-plane configuration. The Deriagin approximation is also used to evaluate the surface roughness corrections.

The fact that the Casimir force (1) only depends on fundamental constants and geometrical features is remarkable. In particular it is independent of the fine structure constant which appears in the expression of the atomic Van der Waals forces. This universality property is related to the assumption of perfect reflection used by Casimir in his derivation. Perfect mirrors correspond to a saturated response to the fields since they reflect 100 % of the incoming light. This explains why the Casimir effect, though it has its microscopic origin in the interaction of electrons with electromagnetic fields, does not depend on the fine structure constant. Now, real mirrors are not perfect reflectors. The most precise experiments are performed with metallic mirrors which behave as nearly perfect reflectors at frequencies smaller than a characteristic plasma frequency but become poor reflectors at higher frequencies. Hence the Casimir expression has to be modified to account for the effect of finite conductivity. At the same time, experiments are performed at room temperature whereas the Casimir formula (1) only holds in vacuum, that is at zero temperature.

A precise knowledge of the Casimir force is a key point in many accurate force measurements for distances ranging from nanometer to millimeter. These experiments are motivated either by tests of Newtonian gravity at millimetric distances Fischbach98 ; Hoyle01 ; Adelberger02 ; Long02  or by searches for new weak forces predicted in theoretical unification models with nanometric to millimetric ranges Carugno97 ; Bordag99 ; Fischbach99 ; Long99 ; Fischbach01 . Basically, they aim at putting limits on deviations of experimental results from present standard theory. The Casimir force is the dominant force between two neutral non-magnetic objects in the range of interest so that any new force would appear as a difference between experimental measurements and theoretical expectations of the Casimir force.

As far as the aim of a theory-experiment comparison is concerned, the accuracy of theory is as crucial as the precision of experiments. If a given accuracy, say at the $`1\%`$ level, is aimed at in the comparison, then the theoretical and experimental accuracy have to be mastered at this level independently from each other. Since the various corrections to the Casimir formula which have already been alluded to may have a magnitude much larger than the 1% level, a high-accuracy comparison necessarily requires a precise analysis of the differences between the ideal case considered by Casimir and real situations studied in experiments.

## II Experiments before 1997

We first review some of the experiments performed before 1997.

The first experiment to measure the Casimir force between two metals was carried out by Spaarnay in 1958 Sparnaay58 . A force balance based on a spring balance was used to measure the force between two flat neutral plates for distances between 0.5 and 2$`\mu `$m. Measurements were carried out for Al-Al, Cr-Cr and Cr-steel plates through electromechanical techniques. Spaarnay discussed the major difficulties of the experiments, in particular the control of the parallelism of the two plates, the determination of the distance between them, and the control of the neutrality of the two metal plates which is delicate since the Casimir force can easily be masked by electrostatic forces. The experiment gave evidence of an attractive force between the two plates and Sparnaay cautiously reported that “the observed attractions do not contradict Casimir’s theoretical prediction”. For the sake of comparison with experiments described below, an error bar of the order of 100 % may be attributed to this experiment.

Probably the first unambiguous measurement of the Casimir force between metallic surfaces was performed by van Blokland and Overbeek in 1978 Blokland78 . The force was measured with the help of a spring balance between a lens and a flat plate, both coated with 50-100nm thick chromium layers, for distances from 132 to 670nm, measured by determining the capacitance of the system. The use of a lens instead of a second flat plate simplified the control of the geometry by suppressing the problem of parallelism. The force in this configuration was evaluated with the help of Deriagin’s approximation discussed in more detail below. The investigators compared their experimental results to theoretical calculations using the Lifshitz theory for chromium and concluded to an agreement between the measured and calculated force values, confirming for the first time the effect of finite conductivity. For this experiment, one may estimate the accuracy to be of the order of 25%.

The Casimir force has been observed in a number of other experiments, in particular Deriagin57 ; Tabor68 ; Black68 ; Sabisky73 . More detailed or systematic reviews may be found in Sparnaay89 ; Milonni94 ; Mostepanenko97 ; LamoreauxResource99 ; Bordag01 .

## III Recent experiments

Recently new measurement techniques were used to measure the Casimir effect with improved accuracy. Quite a number of experiments have been carried out in the last years and we will describe some of them which seem to be the most significant ones.

In 1997 Steve Lamoreaux measured the Casimir force by using a torsion pendulum Lamoreaux97 . The force was measured between a metallized sphere and a flat metallic plate with controlled but unequal electrostatic potential. Since the electrostatic and Casimir forces were acting simultaneously, it was necessary to substract precisely the effect of the electrostatic force in order to deduce the value of the Casimir force. This measurement was made for distances between 0.6 and 6 microns. Comparison between the experimental results and the theoretical predictions was reported to be in agreement at the level of 5 %.

After the correction of inaccuracies in the initial report Lamoreaux98e ; Lambrecht00prl ; Lamoreaux98r , the results of this experiment can be summarized as follows : the force has been measured, probably with an error bar of the order of 10 % at the shortest distances where the effect of finite conductivity of the Au and Cu metallic layers used in the experiments was unambiguously observed; the error bar was certainly much larger at distances larger than a few $`\mu `$m where the magnitude of the force is much weaker; this probably explains why the temperature correction has not been seen though it should have been seen at the largest distance $`6\mu `$m explored in the experiment (see below). It is difficult to be more affirmative on this topic, in particular because this experiment was stopped by the relocation of Steve Lamoreaux.

Shortly after this publication, a second measurement was reported by Umar Mohideen Mohideen98  followed by several reports with an improved precision Roy99pr ; Harris00 . This experiment is based on the use of an atomic force microscope (AFM). A metallized sphere is fixed on the cantilever of the microscope and brought to the close vicinity of a flat metallic plate, at a distance between 0.1 and 0.9$`\mu `$m. Both surfaces are put at the same electrostatic potential and the Casimir force is measured by the deflection of a laser beam on the top of the cantilever, as shown on Figure 1.

The comparison between experimental results and theoretical predictions has been performed for Al and Au coated surfaces. A typical experimental accuracy at the level of 1% is obtained with a comparable agreement with theory, as depicted on Figure 2. Theoretical points are based on the methods described below : they take into account the large effects of conductivity and plane-sphere geometry as well as the effects of temperature and roughness which have a smaller influence ($`<`$1%) for this experiment. The same group has also studied the effect of sinusoidal corrugations on the properties of the Casimir force Roy99  and has observed the lateral Casimir force between corrugated plates Chen02 .

An independent measurement has been published in 2000 by Thomas Ederth Ederth00  who also used an AFM. The force was measured between two neutral metallic crossed cylinders (curvature 10mm) at short distances ranging from 20 to 100nm. Great efforts allowed Ederth to reduce the surface roughness, which was a necessity at these short distances. After a careful error analysis, Ederth concluded to an accuracy at the level of several %.

The experiments done by Federico Capasso and his group at Bell Labs, using microelectromechanical systems (MEMS), also deserve a special mention Chan01s ; Chan01p . MEMS are movable structures fabricated on a semiconductor wafer through integrated circuit technology and they are used as a new generation of sensors and actuators working in the micrometer or submicrometer distance range. The Casimir force is measured between a polystyrene sphere and a polysilicon plate with metallic coatings. The plate is suspended so that it can rotate around an axis. The variation of the plate rotation angle when the sphere is approached to a distance between 100nm and 1$`\mu `$m reveals the Casimir force with a magnitude agreeing with theory. When the plate is set into oscillation, frequency shifts, histeretic behavior and bistability are observed, again in agreement with the effect of the Casimir force predicted by the theory. The main interest of these experiments is to show that the Casimir force plays a significant role in systems of technological interest like the MEMS. It is indeed the dominant force in the micrometer range and this experiment shows that mechanical effects of quantum vacuum fluctuations have to be taken into account in micro- or nanotechnology Bishop01 .

Experiments described in the present section up to this point use a sphere-plane geometry or a crossed cylinders geometry. Their analysis relies on the accuracy of the Deriagin approximation which is not precisely known. This is not the case for the experiments performed in the initial Casimir geometry with two parallel flat plates. A measurement in this geometry has recently been reported on by Bressi, Carugno, Onofrio and Ruoso Bressi01 ; Bressi02 . The force is observed between two parallel flat plates coated with chromium, one of which is mounted on a silicon cantilever while the other one is fixed on a rigid piezoelectric stack. The plate fixed on the piezoelectric stack is set into oscillatory motion and this induces a varying Casimir force onto the plate mounted on the cantilever. The motion of the latter is then monitored by using a tunneling electromechanical transducer. The measurement has been performed for distances between 0.5 and 3$`\mu `$m and the result has been found to agree with theory at the 15% precision level.

## IV The effect of imperfect reflection

As explained in the introduction, a precise theory-experiment comparison requires not only a detailed control of the experiments but also a careful estimation of the theoretical expectation of the force in the real conditions of the experiments. We begin here by the more spectacular “correction” to the ideal Casimir formula (1) which is associated with imperfect reflection of mirrors.

No real mirror can be considered as a perfect reflector at all field frequencies. In particular, the most precise experiments are performed with metallic mirrors which show perfect reflection only at frequencies smaller than a characteristic plasma frequency $`\omega _\mathrm{P}`$ which depends on the properties of conduction electrons in the metal. Hence the Casimir force between metal plates does fit the ideal Casimir formula (1) only at distances $`L`$ much larger than the plasma wavelength

$$\lambda _\mathrm{P}=\frac{2\pi c}{\omega _\mathrm{P}}$$
(2)
For metals used in the recent experiments, this wavelength lies in the $`0.1\mu `$m range (107nm for Al and 136nm for Cu and Au). At distances smaller than or of the order of the plasma wavelength, the finite conductivity of the metal has a significant effect on the force. The idea has been known since a long time Lifshitz56 ; Schwinger78  but the investigation of the effect of imperfect reflection has been systematically developed only recently.

We first consider the initial Casimir geometry with perfectly plane, flat and parallel plates at zero temperature. We thus restrict our attention on the effect of the reflection properties of the mirrors described by scattering amplitudes which depend on the frequency of the incoming field. Assuming that these amplitudes obey general properties of unitarity, high-frequency transparency and causality, one derives a regular expression of Casimir force which is free from the divergences usually associated with the infiniteness of vacuum energy. The cavity formed by the two mirrors can be dealt with by using the Fabry-Pérot theory. Vacuum field fluctuations impinging the cavity have their energy either enhanced or decreased inside the cavity, depending on whether their frequency is resonant or not with a cavity mode. The radiation pressure associated with these fluctuations exerts a force on the mirrors which is directed either inwards or outwards respectively. It is the balance between the inward and outward contributions, when they are integrated over the field frequencies and incidence angles, which gives the net Casimir force Jaekel91 .

The techniques of analytical continuation of the response functions in the complex plane then allow one to write the Casimir force as an integral over imaginary frequencies $`\omega =i\xi `$ with $`\xi `$ real

$`F`$ $`=`$ $`{\displaystyle \frac{\mathrm{}A}{\pi }}{\displaystyle \underset{p}{}}{\displaystyle \frac{\mathrm{d}^2𝐤}{4\pi ^2}\underset{0}{\overset{\mathrm{}}{}}d\xi \frac{\kappa r_1^p[i\xi ,𝐤]r_2^p[i\xi ,𝐤]}{e^{2\kappa L}r_1^p[i\xi ,𝐤]r_2^p[i\xi ,𝐤]}}`$ (3)
$`\kappa \sqrt{𝐤^2+{\displaystyle \frac{\xi ^2}{c^2}}}`$
$`r_j^p[\omega ,𝐤]`$ is the reflection amplitude for the two mirrors $`j=1,2`$ and the field mode characterized by a frequency $`\omega `$, a tranverse wavevector $`𝐤`$ (transverse means orthogonal to the main direction of the cavity, that is also parallel to the plane of the plates) and a polarization $`p`$. The amplitudes appear in expression (3) at imaginary frequencies $`\omega =i\xi `$ where they have real and positive values. The fraction appearing in (3) represents the difference between the radiation pressures on outer and inner sides of the cavity after the continuation to the imaginary axis. It is determined by the product of the reflection amplitudes of the two mirrors and by an exponential factor $`e^{2\kappa L}`$ representing the propagation dephasing for the field after a roundtrip in the cavity, that is a propagation length $`2L`$. Expression (3) includes the contribution of the modes freely propagating inside and outside the cavity but also the contribution of evanescent waves confined to the vicinity of the mirrors.

Equation (3) is a convergent integral for any couple of mirrors described by scattering amplitudes obeying the properties of causality, passivity and high frequency transparency. This means that the potential divergence associated with the infiniteness of vacuum energy has been cured by using the physical properties of scattering amplitudes, that is also by describing mirrors just as opticians do. Furthermore expression (3) does not depend on any particular microscopic model but may be applied to any reflection amplitude obeying the general properties already discussed. Itcan be used for lossy as well as lossless mirrors Genet02prep .

The ideal Casimir result is recovered at the limit where mirrors may be considered as perfect over the frequency range of interest, that is essentially over the first few resonance frequencies of the cavity Jaekel91 . This can be considered as an alternative demonstration of the Casimir formula without any reference to a renormalization or regularization technique. For real mirrors, the effect of imperfect reflection is described by a reduction factor $`\eta _\mathrm{F}`$ which multiplies the ideal Casimir expression (1) to give the force $`F`$

$`F`$ $`=`$ $`\eta _\mathrm{F}F_{\mathrm{Cas}}`$ (4)
In order to go further, we have to specialize the general expression (3) to a model of mirrors. The commonly used model corresponds to reflection on bulk mirrors with an optical response described by a dielectric function $`\epsilon \left(\omega \right)`$. The reflection amplitudes corresponding to the two polarizations $`p=\mathrm{TE},\mathrm{TM}`$ are thus given by the Fresnel formulas for each mirror

$`r_j^{\mathrm{TE}}[i\xi ,𝐤]`$ $`=`$ $`{\displaystyle \frac{\sqrt{\xi ^2\epsilon \left(i\xi \right)+c^2𝐤^2}c\kappa }{\sqrt{\xi ^2\epsilon \left(i\xi \right)+c^2𝐤^2}+c\kappa }}`$
$`r_j^{\mathrm{TM}}[i\xi ,𝐤]`$ $`=`$ $`{\displaystyle \frac{\sqrt{\xi ^2\epsilon \left(i\xi \right)+c^2𝐤^2}c\kappa \epsilon \left(i\xi \right)}{\sqrt{\xi ^2\epsilon \left(i\xi \right)+c^2𝐤^2}+c\kappa \epsilon \left(i\xi \right)}}`$ (5)
Taken together, relations (3,5) reproduce the Lifshitz expression for the Casimir force at zero temperature Lifshitz56 . It is worth stressing again that relations (3) have a wider domain of validity since, as already discussed, they allow one to deal with more general scattering amplitudes than (5).

The optical response of conduction electrons in metals is approximately described by a plasma model, that is by a dielectric function

$`\epsilon \left(\omega \right)`$ $`=`$ $`1{\displaystyle \frac{\omega _\mathrm{P}^2}{\omega ^2}}`$ (6)
A better description is given by the Drude model which accounts for the relaxation of conduction electrons

$`\epsilon \left(\omega \right)`$ $`=`$ $`1{\displaystyle \frac{\omega _\mathrm{P}^2}{\omega \left(\omega +i\gamma \right)}}`$ (7)
Since the ratio $`\frac{\gamma }{\omega _\mathrm{P}}`$ is much smaller than unity, the relaxation parameter $`\gamma `$ has a significant effect on $`\epsilon `$ only at frequencies where the latter is much larger than unity and where, accordingly, the mirror is nearly perfectly reflecting. It follows that relaxation has a limited influence on the value of the Casimir force Lambrecht00 .

In contrast, the modification of the dielectric constant due to interband transitions has an observable effect on the Casimir force measured at distances of the order of the plasma wavelength Lambrecht00 . This appears on the results of numerically integrated values of the reduction factor $`\eta _\mathrm{F}`$ shown on Figure (3). The solid line represents the factor calculated for two identical Au mirrors described by the plasma model with the plasma wavelength $`\lambda _\mathrm{P}=136`$nm corresponding to Au. The dashed line represents the factor calculated by using the tabulated optical data Lambrecht00 .

This figure clearly shows that the effect of imperfect reflection is important at the smallest distances explored in the experiments : the reduction factor is of the order of 50% for Au mirrors at a distance around 0.1$`\mu `$m. It also appears that a careful description of the optical properties of metals is necessary to obtain a precise estimation of the force : in particular, the description of metals by the plasma model is not sufficient if an accuracy in the 1% range is aimed at.

## V The effect of temperature

The preceding estimations were corresponding to experiments at zero temperature. But all experiments to date have been performed at room temperature and the radiation pressure of thermal field fluctuations has a significant contribution to the force at distances larger than or of the order of a thermal wavelength Mehra67 ; Brown69

$$\lambda _\mathrm{T}=\frac{\mathrm{}c}{k_\mathrm{B}T}$$
(8)
with $`\lambda _\mathrm{T}7\mu `$m at room temperature.

It is in principle quite simple to describe the effect of thermal field fluctuations which are superimposed to vacuum fluctuations. At zero temperature indeed, the field energy per mode is simply the vacuum contribution $`\frac{1}{2}\mathrm{}\omega `$. At a non zero temperature, the field energy is the sum of this vacuum contribution and of the energy of the mean number $`n`$ of photons per mode given by Planck law

$`{\displaystyle \frac{1}{2}}\mathrm{}\omega `$ $``$ $`\left({\displaystyle \frac{1}{2}}+n\right)\mathrm{}\omega `$ (9)
This means that the contribution of a mode of frequency $`\omega `$ to the Casimir force has to be multiplied by a factor

$`1+2n\left(\omega \right)`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{tanh}\frac{\mathrm{}\omega }{2k_\mathrm{B}T}}}`$ (10)
After the analytical continuation to the imaginary axis, expression (3) has to be modified by inserting a factor $`1+2n\left(i\xi \right)`$ in the integrand. This factor has poles at the Matsubara frequencies $`\xi _m=m\frac{2\pi k_\mathrm{B}T}{\mathrm{}}`$ ($`m`$ integer). The first of these poles lies at zero frequency where the metallic response functions also diverge and it must therefore be treated with great care. This delicate point has recently given rise to a burst of controversial results for the evaluation of the Casimir force between real dissipative mirrors at a non zero temperature Bostrom00 ; Svetovoy00 ; Bordag00  (see also Lamoreaux01c ; Sernelius01r ; Sernelius01c ; Bordag01r ; Klimchitskaya01 ; Bezerra02 ; Torgerson02 ).

Here we use equation (7) of Genet00  as the starting point of numerical integration of the correction factor $`\eta _\mathrm{F}`$. This equation is based on a uniform expansion of the terms to be integrated to obtain the Casimir force and it is valid for all the optical models of real mirrors. As far as the recent controversy is concerned, the evaluations deduced in this manner are in agreement with the results of Bordag00  and at variance with the conclusions of Bostrom00 ; Svetovoy00 .

The resulting correction factor is drawn on Figure 4 as a function of the distance $`L`$. Here, we have chosen to consider two identical Al mirrors described by a plasma model with the plasma wavelength $`\lambda _\mathrm{P}=107`$nm. The solid line represents the correction factor $`\eta _\mathrm{F}`$ in such a configuration at room temperature $`T=300`$K. For the sake of comparison, we have also represented, as the dashed line, the plasma correction $`\eta _\mathrm{F}^\mathrm{P}`$ evaluated with the same mirrors at zero temperature and, as the dotted-dashed line, the thermal correction $`\eta _\mathrm{F}^\mathrm{T}`$ evaluated with perfect reflectors at room temperature.

The plasma correction factor $`\eta _\mathrm{F}^\mathrm{P}`$ describes only the effect of imperfect reflection and corresponds to the reduction of the force discussed in the preceding section. Meanwhile the thermal correction factor $`\eta _\mathrm{F}^\mathrm{T}`$ describes only the effect of temperature : it is computed for perfect reflection and corresponds to an increase of the force. The two factors are appreciable respectively at distances smaller than 1$`\mu `$m and larger than 1$`\mu `$m. It follows that the whole correction $`\eta _\mathrm{F}`$ giving the force $`F`$ when both effects are simultaneously accounted for is nearly equal to the product of the plasma and thermal correction factors. This is however an approximation the accuracy of which has to be carefully discussed when a precise evaluation is aimed at.

In order to evaluate the quality of this approximation, it is worth writing the whole correction factor as

$`\eta _\mathrm{F}=\eta _\mathrm{F}^\mathrm{P}\eta _\mathrm{F}^\mathrm{T}\left(1+\delta _\mathrm{F}\right)`$ (11)
A null value for $`\delta _\mathrm{F}`$ would mean that the whole correction factor may effectively be evaluated as the product of the plasma and thermal corrections computed independently from each other. In contrast, a non null value represents a correlation of the plasma and thermal corrections.

The correlation factor $`\delta _\mathrm{F}`$ has been discussed in a detailed manner in Genet00 ; Genet02 . It should be taken into account when an accuracy at or beyond the $`1\%`$ level is needed. This stems from the fact that the correlation scales as the ratio $`\frac{\lambda _\mathrm{P}}{\lambda _\mathrm{T}}`$ of the two wavelengths which characterize respectively the plasma and thermal effects and is of the order of $`10^2`$ for ordinary metals at room temperature. The correlation factor is appreciable at distances larger than 1$`\mu `$m where the plasma model is known to be a good effective description of the metallic optical response. This justifies the use of this model in Genet00 ; Genet02 . At short distances, say around 0.1-0.5$`\mu `$m, a more complete description of the metallic optical response is needed but the temperature correction is negligible in this distance range. Note also that an analytical approximation of the correlation factor has been given in Genet00  through a perturbative development of the force to first order in $`\frac{\lambda _\mathrm{P}}{\lambda _\mathrm{T}}`$. The resulting expression is found to fit well the results of the complete numerical integration, with an accuracy much better than the $`1\%`$ level. It provides one with a simple method for getting an accurate theoretical expectation of the Casimir force throughout the whole distance range explored in the experiments.

## VI Effect of the geometry

It now remains to describe how the effect of geometry is included in the theoretical estimations of the Casimir force.

As already discussed, most experiments are performed in a sphere-plane geometry which differs from the plane-plane geometry for which exact expressions are available. The force in the former geometry is derived from the Deriagin approximation Deriagin68  which basically amounts to sum up the contributions corresponding to various inter-plate distances as if these contributions were independent. In the plane-sphere geometry, the result is simply determined by the radius $`R`$ of the sphere and by the Casimir energy as evaluated in the plane-plane configuration

$`F_{\mathrm{sphere}\mathrm{plane}}`$ $`=`$ $`{\displaystyle \frac{2\pi R}{A}}E_{\mathrm{plane}\mathrm{plane}}`$
$`E_{\mathrm{plane}\mathrm{plane}}`$ $`=`$ $`{\displaystyle \underset{L}{\overset{\mathrm{}}{}}}dxF_{\mathrm{plane}\mathrm{plane}}\left(x\right)=\eta _\mathrm{E}E_{\mathrm{Cas}}`$ (12)
We have introduced a correction factor $`\eta _\mathrm{E}`$ for the Casimir energy, evaluated for the plane-plane geometry in the same manner as $`\eta _\mathrm{F}`$ for the Casimir force in (4).

Collecting these results leads to the final expression of the Casimir force in the sphere-plane geometry

$`F_{\mathrm{sphere}\mathrm{plane}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}c\pi ^3R}{360L^3}}\eta _\mathrm{E}`$ (13)
We have shown on Figure (5) the numerically integrated values of the reduction factor $`\eta _\mathrm{E}`$ for two identical Au mirrors at zero temperature. As on Figure (3), the solid line represents the factor calculated for mirrors described by the plasma model with $`\lambda _\mathrm{P}=136`$nm whereas the dashed line represents the factor deduced from the tabulated optical data for Au Lambrecht00 .

We have considered here the case of a null temperature so that the evaluation is correct only at distances smaller than 1$`\mu `$m which corresponds to the most precise results. At longer distances, the temperature correction has to be taken into account by following the method presented in the preceding section.

At short distances, surface roughness corrections are also significant. They are included by using again the Deriagin approximation Klimchitskaya99 , which amounts to average the value of the Casimir forces on the various values of the inter-plate distances. A recent publication Emig01  opens the route to more precise evaluations of the plate corrugation and, potentially, of the surface roughness. As it could be expected, the effect of corrugation is found to depend on the wavelength of the surface perturbation and not only on its amplitude. In this new evaluation, the result of the Deriagin approximation is recovered only at the limit of large wavelengths or, equivalently, small wavevectors of the surface perturbation.

At this point, it is worth noting that the problem is in fact a more general deficiency of the Deriagin approximation. This approximation amounts to add the contributions corresponding to different distances but we know with certainty that the Casimir force is not additive (see a recent detailed discussion in Barton01 ). As a result, the Deriagin method, though often called the proximity force theorem, can not be exact. A few results are available for the plane-sphere geometry which suggest that the approximation leads to correct results when the radius of the sphere is much larger than the distance of closest approach Langbein71 ; Keifer78 ; Balian78 . But the accuracy of the approximation is not known in a more general case or for an application to the evaluation of roughness effects.

## Summary

It is clear that the Casimir effect has now been unambiguously observed : the experimental precision is already at the 1% level and it will certainly be improved in the future. This precision has allowed the experiments to observe the effect of imperfect reflection. However, the effect of temperature has not been seen at the largest distances explored in the experiments although it should have been. This is probably due to an insufficient precision at these distances.

An accurate theory-experiment comparison requires not only precise measurements but also accurate and reliable theoretical estimations. Important advances have been recently reported for the estimation of the effects of imperfect reflection and non null temperature. Efforts are still needed for the effects of geometry and surface roughness. It is worth keeping in mind that not only the accuracy of the approximations used to treat these effects should be carefully studied for perfect mirrors in vacuum but also that the corrections due to these effects are probably correlated to the effects of imperfect reflection and temperature in the same manner as the two latter effects are now known to be correlated to each other.

An attractive alternative is to come back to the initial plane-plane geometry but experiments in this geometry have not been able so far to reach the precision of sphere-plane experiments.

New advances are expected to occur quite soon in this domain, both on the experimental and theoretical sides. These new results will probably allow one to progress towards an improvement of the precision of the theory-experiment comparison. Any such improvement, at the 1% level or beyond, is important, since it either confirms a central prediction of Quantum Field Theory or otherwise reveals surprising new results in the domain of forces with nanometric to millimetric ranges.

Acknowledgments
The writing of this report has greatly benefited of discussions and correspondance with C. Genet, M.T. Jaekel, G. Barton, F. Capasso, E. Fischbach, S. Lamoreaux, J. Long, U. Mohideen, R. Onofrio and C. Speake.


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# Untitled Document

Figure Caption

Figure 1: The potential $`U(\varphi )`$ with two relative minima $`\varphi _\pm `$.


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# 1 Preface

## 1 Preface

This volume111To order this volume please contact Kerstin.Broden@adm.vxu.se constitutes the proceedings of the Conference ”Quantum Theory: Reconsideration of Foundations” held in Växjö (Smaland, Sweden), 17-21 June, 2001.

The organizing committee of the conference: C. Fuchs (Bell’s Laboratory, USA), A. Khrennikov (Växjö University, Sweden), P. Lahti (Turku University, Finland).

The purpose of the conference (the fourth in the series of Växjö conferences) was to bring together scientists (physicists, mathematicians and philosophers) who are interested in foundations of quantum physics. An emphasis was made on both theory and experiment, the underlying objective being to offer to the physical, mathematical and philosophic communities a truly interdisciplinary conference as a privileged place for a scientific interaction. Due to the actual increased role of foundations in the development of quantum information theory as well as the necessity to reconsider foundations at the beginning of the new millennium, the organizers of the conference decided that it was just the right time for taking the scientific risk of trying this.

Quantum theory was created at the beginning of XXth century. For many years it is considered as the a well established scientific discipline with its own philosophy, logic, methodology, probability, geometry and having numerous experimental confirmations. Moreover, quantum theory has a lot of applications: physics of elementary particles, nuclear weapon and energy and the last years also - quantum information, computing, cryptography and teleportation. It must be underlined that the latter applications of quantum theory (quantum information and so on) are essentially stronger related to foundations than, for example, nuclear physics. My contacts with Soviet nuclear physicists demonstrated that they were merely interested in computational apparatus of quantum theory. An interpretation of these computations was not yet a subject of deep investigations. But quantum information, computing, cryptography are deeply connected with many fundamental problems in foundations of the quantum theory. It seems that it is no longer the case that we have restrict ourself just to the use of computational methods of quantum mechanics.

Some fundamental problems are still unsolved (despite enormous efforts from physicists, mathematicians, philosophers). I think that there are following main reasons for such a situation in foundations of quantum theory:

(A) Great complexity of problems under considerations.

(B) Some wrong pathways that were chosen in the 1920s and ‘cemented’ by the authority of the fathers - creators of the quantum theory.

(C) Insufficient knowledge in mathematics by physicists and insufficient knowledge in physics by mathematicians working in quantum physics.

One of the main problems with wrong pathways is the huge overestimation of the authority of the fathers - creators of the quantum theory. At the moment it is really impossible (or at least very hard) to discuss consciously fundamental problems such as e. g. presented in Gudder’s list of questions, see citations. The standard arguments are citations of Bohr, Heisenberg and Pauli or their adherents as well as pointing out that there are great experimental confirmations of quantum theory and, finally, (especially last years) recalling Bell’s story.

First we pay attention to the experimental confirmation argument. Yes, quantum computations give right predictions that are confirmed by experiments. But we have to split quantum computation machinery and interpretations of results of such computations as well as functioning of quantum computation apparatus.

One of the main purposes of the present conference was to discuss the views of the fathers - creators to foundations of quantum mechanics. We were not oriented to criticize ideas of the fathers - creators. The main attitude was to understand better their ideas via deep studying of their works. In fact, some wrong pathways as well as prejudices were not consequences of e.g. Bohr’s original views, but a rather vague understanding of these views. I think that philosophers H. Folse and A. Plotnitsky in their talks made great contributions to the correct understanding of Bohr’s views. Many things that are rigidly associated with Bohr’s name were, in fact, never directly presented by Bohr. Even so called orthodox Copenhagen interpretation of quantum mechanics was not originally formulated by N. Bohr: ‘The wave function provides the complete description of an individual quantum system’.

We now pay attention to the (C)-source of the unsatisfactory situation in foundations, namely the insufficient level of exchange of ideas between physicists, mathematicians and philosophers. It is in our power to improve (C) - to organize a series of meetings oriented to the collaboration of physicists (theoreticians as well as experimenters), mathematicians and philosophers. The present conference, ”Quantum Theory: Reconsideration of Foundations”, was the fourth meeting with such an aim that has been taken place in Växjö the last three years: ”Quantum days in Växjö ”, November 1999: $`p`$-adic numbers and space-time, Bell’s inequality and foundations of probability theory, quantum information; ”Bohmian Mechanics - 2000”, May 2000: computer simulation of Bohmian trajectories, noncommutative geometry and Bohmian mechanics, typically and probability, Bohmian model for mental processes; ”Foundations of Probability and Physics”, November-2000: the role of probability in EPR-Bell considerations, probability and information, $`p`$-adic probability and $`p`$-adic reality, Kolmogorov complexity, von Mises’ probability theory and quantum mechanics.

The role of probability in foundations of quantum mechanics was one of the most important problems discussed during the last Växjö conference. I would like to pay attention to an extended discussion on the possibility to use Bayesian (subjective) probability theory in quantum information induced by talks of C. Fuchs and R. Schack, see the fundamental paper of C. Fuchs in this volume.

This discussion played an important role in the clarifying of the probabilistic structure of quantum information theory. It also attracted the attention to the role of a mathematical model of probability theory in quantum formalism. In particular, I presented some reasons in the favour of the frequency (von Mises) probabilistic model. The ‘Orthodox Bayesian approach’ of Fuchs–Schack was criticized from the frequency point of view. There are no doubts that we can use Bayesian method of statistical hypotheses and, moreover, it is very convenient in quantum information theory. However, it is very doubtful that quantum probabilities can be introduced as a measure of our personal belief. Well, it may be belief, but belief based on frequency information. On the other hand, C. Fuchs and I. Pitowsky presented strong critical arguments against von Mises’ frequency probability theory (including the impossibility to verify statements depending on $`N\mathrm{}`$ number of trials).

In many talks and during the round table it was discussed the role of probability in the EPR-Bell framework: L. Accardi - theory of chameleons and analogy between Bell’s inequality and inequalities for the sum of angles in a triangle for various geometric models, W. De Baere - fluctuations of hidden variables, A. Khrennikov - non-Kolmogorov models of probability theory, e.g. frequency (von Mises) or $`p`$-adic and Bell’s inequality, I. Pitowsky - Bell’s inequality as an example of an inequality for random variables derived by J. Boole in XXth century, generalizations of Bell’s inequality. Investigations on the probabilistic structure of Bell’s assumptions performed e.g. by L. Accardi, W. De Baere, S. Gudder, A. Khrennikov, W. De Muynck, I Pitowsky are the good illustrations to the (C)-problem in the study of foundations of quantum mechanics. In fact, by taking into account very important mathematical assumption - the use of Kolmogorov’s probability model by J. Bell, we can easily see that Bell’s inequality does not contradict to local realism. The above authors presented various models in that Bell’s inequality is violated. However, all these investigations are considered by the majority of the quantum community as pure mathematical, non-relevant to real physics.

The crucial role of a mathematical probabilistic model in the foundations of quantum mechanics, namely quantum interference, was discussed in the talk of A. Khrennikov. It was demonstrated that ‘wavelike’ interference of probabilities of alternatives can be derived without using wave arguments. We must only leave the domain of applications of the conventional probabilistic model, Kolmogorov - 1933, and use the frequency or contextual models of probability theory, see the paper in this volume.

One of the most important problems, intensively discussed during the conference, was the problem of an interpretation of a wave function. It was quite surprising that the orthodox Copenhagen interpretation was denied by the majority of participants. Personally I (as well as W. De Baere) supported a contextual statistical realist interpretation, ‘Växjö interpretation’, by that quantum randomness is context (=complex of experimental conditions) depending randomness. Such an interpretation (in the opposite to Bohr’s informationalcontextualism, see citation of A. Plotnitsky and further considerations) does not imply the impossibility to create finer description of physical reality (if you like hidden variables) than given by the quantum theory, see my text in this volume. The individual realistic interpretation used in operational quantum physics was strongly supported by P. Lahti during the round table of the Conference.

During the round table, the large group of participants, J. Bub, C. Fuchs, D. Mermin, A. Plotnitsky,…, supported various forms of information-oriented interpretation of quantum mechanics. To some degree, such interpretations may be seen as following Bohr’s interpretation (or a certain type of interpretation of Bohr interpretation). According to this type of view, in a rough outline, quantum mechanics does not refer to objective properties of physical objects themselves under investigation, but deals with the relationships between and predictions concerning informational quantities.

The orthodox Copenhagen interpretation was strongly supported by J. Summhammer. In some sense J. Summhammer presented the general point of view of experimenters working in neutron interferometry. Here neutron is imagined as a wavelike object that is split into two or more pathways with further i interference of corresponding parts. Regarding to interpretations of a wave functions discussed during the conference, we should also notice the presentation of the Bohmian interpretation by B. Hiley. In Hiley’s presentation Bohmian mechanics was merely an attempt to testify how long we can proceed in quantum theory by using classical mechanical formalism. Finally, we remark that many worlds interpretation did not induce strong enthusiasm among the participants (despite very enthusiastic propaganda of this interpretation by L. Vaidman).

The round table discussion on interpretations was closely related to the discussion on foundations of quantum computing. Especially interesting problem was related to interpretations of quantum parallelism. It is really the hard problem. In majority of works on quantum computing there are really claimed that all values of a function under the computation are really calculated parallel. Regarding to quantum parallelism, it is important the remark of R. Jozsa. He pointed out that parallel computation of all values is merely a convenient mathematical picture for this quantum process. He also presented very important ideas on the role of entanglement of quantum computation and considered some possible interpretations.

Quantum information considerations demonstrated that there is a danger that manipulating with pure qubits we can forget real physics. In this way there might be produced results that are valid for pure qubits, but might not be applied to real quantum systems. I. Volovich underlined that such a problem we have already in Bohm-Bell framework for the EPR experiment. He presented strong arguments that by taking into account quantum mechanical processes in space-time we have to modify standard Bell’s inequality.

I would like to recall the words of Russian academician Krylov:

”Mathematics is a kind of mill. It mills all that we put in it.”

It seems that quantum formalism is nothing than a quantum mathematical mill. The only difference from other mathematical mills that are used in other domains of physics, e.g. Newtonian mill, is that we do not know well what we put into the quantum mill. We see the result of working of the quantum mill - very good mill that can be used for many purposes. But we cannot ‘see’ so called elementary particles, ‘quantum grain’, without to change their features (and, as a consequence, features of quantum mill at the output). Such a situation induces various prejudices. One of the strongest ones is the identification of some features of the quantum mathematical mill with physical features of quantum systems.

I have the feeling that, in fact, quantum theory was based on two distinct discoveries. One of them was in the domain of physics - discreteness of energy as well as some other observables. The second one was the purely mathematical discovery, namely discovery of the calculus of context depending probabilities (inducing interference rule for addition of probabilities) and the possibility to represent contextual probabilistic calculus as Hilbert space probabilistic calculus (see e.g. my paper in this volume).

In fact, contextual probabilistic calculus was only occasionally discovered in the connection with investigations of elementary particles. In principle, it might be discovered in the process of purely probabilistic investigations, e.g. in XVIII th or XIX th century. One of the problems was very preliminary stage of the development of the foundations of probability theory at the beginning of XXth century. In fact, the measure-theoretical approach to probability theory was developed at the same time when M. Planck and A. Einstein created foundations of quantum theory. If you read Einstein’s papers, you see that he should work with probabilities by using intuitive arguments - real mathematical theory of probability was created by Kolmogorov 25 years later! But even Kolmogorov’s theory of probability did not provide mathematical tools sufficient for describing of quantum statistical data. Kolmogorov’s probability model was the fixed context model. And in quantum physics we need to use a context-variable model for probability theory.

The absence of an adequate probabilistic theory induced the prejudice that quantum statistical data demonstrated extremely unusual (‘nonclassical’) features. Thus some features of the contextual probabilistic mill were interpreted as features of elementary particles. Moreover, quantum physicists, M. Born, W. Heisenberg, P. Dirac, did (rather unconsciously) the great mathematical discovery. They found that transformations of context depending probabilities, interference of probabilities,

$$P=P_1+P_2+2\sqrt{P_1P_2}\mathrm{cos}\theta $$

can be represented as linear transformations in a Hilbert space. So, instead of manipulating with nonlinear transformations of probabilities, we can work by using linear algebra. This Hilbert space probabilistic mill was not separated from, ‘quantum grain’, elementary particles. Some special features of the Hilbert space mill were considered as features of elementary particles.

In fact, an attempt to separate the quantum mill from quantum grain also was done by L. Hardy who derived quantum theory from five very reasonable axioms, see his paper in this volume. We underline that such a derivation might be in principle performed in XIXth century, far before quantum experimental discoveries.

The conference and the present volume give the good example of the fruitful collaboration between physicists, mathematicians and philosophers. We would like to thank the Swedish Science Foundation and Växjö University (through Rector’s ”Strategic Investigations Foundation”) for financial support. We would also like to thank Prof. Magnus Söderström, the Rector of Växjö University, for the support of the fundamental investigations, in particular, for his enormous efforts to create the ”Mathematical Modeling in Physics, Engineering and Cognitive Sciences” specialization of Växjö University.

Andrei Khrennikov

Director of International Center for Mathematical Modeling

in Physics, Engineering and Cognitive Sciences

CONTENTS

Preface 5

1. The EPR correlations and the chameleon effect 15

L. Accardi, M. Regoli

2. Application of $`p`$-adic analysis to models

of breaking of replica symmetry 31

V. A. Avetisov, A. H. Bikulov, S. V.Kozyrev

3. Bohmian mechanics for stock market 41

O. Choustova

4. Subquantum nonreproducibility and the complete

local description of physical reality 59

W. De Baere, W. Struyve

5. Holonomic quantum logic gates 75

M. Ericsson

6. Bohr’s conception of the quantum mechanical state of a system

and its role in the framework of complementarity 83

H. J. Folse

7. The anti-Växjö interpretation of quantum mechanics 99

C. A. Fuchs

8. Quantum theory from intuitively reasonable axioms 117

L. Hardy

9. Set theory to physics 131

J. Helmick

10. From the Heisenberg picture to Bohm: a new perspective on

active information and its relation to Shannon information 141

B. J. Hiley

11. On foundations of quantum theory 163

A. Khrennikov

12. Quantum-like formalism for cognitive measurements 197

A. Khrennikov

13. Two slits interference is compatible with

particles’ trajectories 215

V. V. Kisil

14. An approximation sequence for phase observables 227

P. Lahti and J.-P. Pellonpää

15. The Kochen-Specker paradox in a probabilistic setting 233

J.-A. Larsson

16. Fuzzy space-time and phase space geometry

as approach to quantization 245

S. N. Mayburov

17. Whose Knowledge? 261

N. D. Mermin

18. Bound states in quantum tubes 271

B. Nilsson

19. Unspeakable quantum information 283

A. Peres and P. F. Scudo

20. Range theorems for quantum probability and entanglement 299

I. Pitowsky

21. Quantum atomicity and quantum information: Bohr, Heisenberg,

and quantum mechanics as an information theory 309

A. Plotnitsky

22. Pancharatnam revisited 343

E. Sjöqvist

23. Comments on some recently proposed experiments that should

distinguish Bohmian mechanics from quantum mechanics 355

W. Struyve, W. De Baere

24. Conservation of statistical information and quantum laws 367

J. Summhammer

25. Dialogue on classical and quantum between

mathematician and experimenter 385

J. Summhammer, A. Khrennikov

26. Extension of quantum information theory

to curved spacetimes 397

D. R. Terno

27. Probability and many worlds interpretation of quantum theory 407

L. Vaidman

28. Towards information theory in space and time 423

I. V. Volovich

29. Discrete time leads to quantum-like interference of

deterministic particles 441

Ya. Volovich, A. Khrennikov

30. Interference effect for probability distributions of

deterministic particles 455

Ya. Volovich, A. Khrennikov

31. Quantum mechanics as quantum information

(and only a little more) 463

C. A. Fuchs