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# Rotation Numbers and Instability Sets

## 1 Introduction

The concepts of translation number and rotation number were introduced by Henri Poincaré and have had a rich history. We describe several of many manifestations of these concepts as they apply to the qualitative description of various dynamical systems. We are especially interested in applications which lead to proofs of periodic motions in various kinds of area preserving dynamics on the annulus and $`S^2`$. Applications include billiards and geodesic flows. This is the content of sections §2 to §5.

In pursuit of the qualitative analysis of such dynamics, G.D. Birkhoff was led to the concept of “regions of instability” for twist maps on an annulus. We discuss the closely related notion of instability sets for a generic area preserving surface diffeomorphism and describe some of their properties.

Guiding this is the deep theory of twist maps of the annulus where we have a large body of knowledge, thanks to the pioneering work of G.D. Birkhoff and subsequent work by Arnold, Kolmagorov, Herman, Mather, and Moser. However, the definition of an annular twist map depends on a distinguished choice of co-ordinates on the annulus. In a local setting, e.g. in the neighborhood of a generic fixed point, one can always obtain these co-ordinates, but they are generally unavailable in the larger global context. It would be nice to have the same or analogous results in this global context.

In sections § 6, § 7 and § 8 we describe a residual class of $`C^r`$ area preserving surface diffeomorphisms for $`r16`$ and describe some of their qualitative properties.

In §9 we discuss some of the intriguing open questions related to instability sets.

## 2 Circle Homeomorphisms

The simplest instance of rotation number is its use as an invariant for orientation preserving circle homeomorphisms. Define the circle $`𝕋^1`$ to be the quotient, $`/.`$ As a quotient $`𝕋^1`$ inherits both a group structure and a topology. There is a natural projection $`\pi :𝕋^1`$ defined by $`\pi (x)=x+`$ which is both a (universal) covering map and a group homomorphism.

###### Definition 2.1.

Let $`f:𝕋^1𝕋^1`$ be an orientation preserving homeomorphism of the circle. A homeomorphism $`F:`$ is a lift of $`f`$ provided

$$f(\pi (t))=\pi (F(t)).$$

If $`F`$ is a lift of $`f`$ it is not difficult to see that $`G:`$ is also a lift of $`f`$ if and only if $`F(t)=G(t)+n`$ for some $`n.`$

###### Definition 2.2.

Let $`f:𝕋^1𝕋^1`$ be an orientation preserving homeomorphism and let $`F:`$ be a lift. The translation number111It is common to see this quantity referred to as the rotation number, however, the term translation number, while less commonly used, is more accurately descriptive. More importantly, there is a need to distinguish the translation number from its projection in $`𝕋^1,`$ which is properly called the rotation number (see Definition (2.5)). of a point $`x`$ under $`F`$ is

$$\tau (x,F)=\underset{n\mathrm{}}{lim}\frac{F^n(x)x}{n}.$$

Notice that the value of $`\tau (x,F)`$ is the average amount the point $`x`$ is translated under iteration by $`F`$. We summarize the elementary properties of the translation number of a lift $`F`$ in the following proposition (See section 11.1 of  for a proof).

###### Proposition 2.3.

Let $`f:𝕋^1𝕋^1`$ be an orientation preserving homeomorphism and let $`F:`$ be a lift.

* The limit $`\tau (x,F)`$ exists for all $`x.`$
* $`\tau (x,F^n)=n\tau (x,F)`$ for all $`n.`$
* $`\tau (x,F+m)=\tau (x,F)+m`$ for $`m.`$
* $`\tau (F):=\tau (x,F)`$ is independent of $`x`$.

More striking is the fact that if $`\tau (F)`$ is rational, then there are of periodic orbits.

###### Theorem 2.4.

Let $`f:𝕋^1𝕋^1`$ be an orientation preserving homeomorphism and let $`F:`$ be a lift.

* $`\tau (F)=0`$ if and only if $`F`$ has a fixed point.
* $`f`$ has a fixed point if and only if $`\tau (F)`$.
* $`f`$ has a periodic point of period $`q`$ if and only if $`\tau (F)=p/q`$, where $`p/q`$ is in lowest terms.

If $`F`$ and $`G`$ are two different lifts of $`f:𝕋^1𝕋^1`$, then they differ by a constant integer, i.e. there is an $`m`$ such that $`F(t)=G(t)+m`$ for all $`t`$. From this and the proposition above it follows that $`\tau (x,F)=\tau (x,G)+m`$. As a consequence if we reduce $`\tau (x,F)`$ modulo 1, or, more precisely, consider its projection in $`𝕋^1:=/`$ the result is independent of the choice of the lift $`F`$ and depends only on the original homeomorphisms $`f.`$

###### Definition 2.5.

Let $`f:𝕋^1𝕋^1`$ be an orientation preserving homeomorphism and let $`F:`$ be a lift. The rotation number of $`f`$ is the element of $`𝕋^1`$ defined by

$$\rho (f)=\pi (\tau (x,F))$$

where $`\pi :𝕋^1`$ is the natural projection, $`F`$ is any lift of $`f`$ and $`x`$ is any point of $`.`$

From Proposition 2.3 we immediately obtain the following

###### Proposition 2.6.

Let $`f:𝕋^1𝕋^1`$ be an orientation preserving homeomorphism.

* $`\rho (f^n)=n\rho (F)`$ for all $`n.`$
* $`f`$ has a periodic point of period $`q`$ if and only if $`\rho (f)=(p/q+)/`$ where $`p/q`$ is in lowest terms.

For the many important dynamical systems which preserve a measure there is often an important relation between the measure and the rotation numbers. In the case of circle homomorphisms this relation has an especially simple form which we will now describe.

###### Definition 2.7.

Let $`f:𝕋^1𝕋^1`$ be an orientation preserving homeomorphism and let $`F:`$ be a lift. We define the displacement function $`\varphi :𝕋^1`$ of $`F`$ by $`\varphi (x+)=F(x)x`$.

Note that if $`x^{}`$ is another choice for $`x`$, (i.e. $`x+=x^{}+`$), then $`x^{}=x+m`$ for some integer $`m`$ so $`F(x)x=F(x^{})x^{}`$ and $`\varphi `$ is well defined. For a point $`(x+)𝕋^1`$ the value of $`\varphi `$ can be thought of as amount this point is displaced around the circle. Having chosen a lift $`F`$ we have determined this as a well defined element of $``$, not just an element of $``$ modulo $`1.`$

###### Theorem 2.8.

Let $`f:𝕋^1𝕋^1`$ be an orientation preserving homeomorphism which preserves a probability measure $`\mu ,`$ and let $`F`$ be a lift of $`f`$ and suppose $`\varphi :𝕋^1`$ is the displacement function of $`F`$. Then

$$\tau (F)=_{𝕋^1}\varphi 𝑑\mu .$$

Notice that the left hand side of this equality is independent of $`\mu `$ and hence the right hand side is the same for all choices of $`\mu `$!

###### Proof.

Here we use $`z`$ to denote a point of $`𝕋^1`$ instead of the more cumbersome $`x+.`$ According to the Birkhoff Ergodic Theorem (see ), the function $`\widehat{\varphi }`$ defined by

$$\widehat{\varphi }(z)=\underset{n\mathrm{}}{lim}\frac{1}{n}\underset{i=0}{\overset{n1}{}}\varphi (f^i(z))$$

is integrable and satisfies

$$_{𝕋^1}\varphi 𝑑\mu =_{𝕋^1}\widehat{\varphi }𝑑\mu .$$

But if $`z=\pi (x)`$, then $`f^i(z)=\pi (F^i(z))`$ and $`\varphi (f^i(z))=F(F^i(x))F^i(x)=F^{i+1}(x)F^i(x).`$ It follows that the telescoping sum

$$\underset{i=0}{\overset{n1}{}}\varphi (f^i(z))=\underset{i=0}{\overset{n1}{}}\left(F^{i+1}(x)F^i(x)\right)=F^n(x)x.$$

Hence

$$\widehat{\varphi }(z)=\underset{n\mathrm{}}{lim}\frac{F^n(x)x}{n}=\tau (F).$$

So $`\widehat{\varphi }`$ is the constant function with value $`\tau (F)`$ and the result follows. $``$

## 3 Annulus Homeomorphisms

The annulus $`𝔸=𝕋^1\times I`$, where $`I=[0,1],`$ provides much richer ground for application of the concept of rotation number.

Before exploring this, however, we motivate our interest in the annulus by describing one of the many mechanical systems which give rise to annulus maps. Poincaré’s original interest in rotation numbers was related to the restricted three body problem, but, a system much easier to describe is provided by billiards on a strictly convex table with smooth boundary.

The ball is idealized as a point which moves on the table with uniform motion and bounces off the edge in such a way that the angle of incidence equals the angle of reflection. The annulus associated with this dynamical system is $`𝕋^1\times [0,\pi ]`$ where the circle $`𝕋^1`$ parametrizes the edge of the table and $`\theta [0,\pi ]`$ is the angle between the tangent to the table edge and the direction at which the the ball leaves the edge at a bounce. If $`x`$ is a point of contact and $`\theta (0,\pi )`$ is an angle of reflection, then the billiard map $`F:𝔸𝔸`$ is defined by $`F(x,\theta )=(x^{},\theta ^{}),`$ where $`x^{}`$ is the next point of contact with the boundary and $`\theta ^{}`$ is the next angle of reflection. Notice that by defining $`F(x,0)=x`$ and $`F(x,\pi )=x`$ we can extend $`F`$ to a homeomorphism of all of $`𝔸.`$

To understand the billiard dynamics qualitatively (for example the existence of periodic orbits) it suffices to understand this billiard map. A crucial aid in this analysis comes from the fact the map preserves an area.

###### Theorem 3.1 (Birkhoff).

If we define an area on $`𝔸`$ using the element of area $`\mathrm{sin}\theta dxd\theta `$, then this area is preserved by the billiard map $`F:𝔸𝔸.`$

As in the case of a circle we can define the notions of translation number and rotation number.

###### Definition 3.2.

Let $`\stackrel{~}{𝔸}=\times I.`$ A homeomorphism $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ is a lift of $`f`$ provided

$$f(\overline{\pi }(x,y))=\overline{\pi }(F(x,y)),$$

where $`\overline{\pi }:\stackrel{~}{𝔸}𝔸`$ is given by $`\overline{\pi }(x,y)=(\pi (x),y).`$

If $`F`$ is a lift of $`f`$ it is not difficult to see that $`G:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ is also a lift of $`f`$ if and only if

$$F(x,y)=G(x,y)+(m,0)$$

for some $`m.`$

###### Definition 3.3.

Let $`f:𝔸𝔸`$ be an orientation preserving homeomorphism which preserves boundary components and let
$`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ be a lift. The translation number of a point $`w=(x,y)\stackrel{~}{𝔸}`$ under $`F`$ is

$$\tau (w,F)=\underset{n\mathrm{}}{lim}\frac{p_1(F^n(w)w)}{n},$$

where $`p_1:\stackrel{~}{𝔸}`$ is projection on the first co-ordinate.

We would like an analogue of Proposition 2.3, i.e. we would like for the properties of the translation number for circle homeomorphisms to hold for annulus homeomorphisms. Unfortunately, much less is true for the annulus. In particular $`\tau (w,F)`$ may fail to exist for many $`w\stackrel{~}{𝔸}.`$ Moreover, when it does exist, it is only rarely independent of $`w`$.

###### Proposition 3.4.

Let $`f:𝔸𝔸`$ be an orientation preserving homeomorphism which preserves boundary components and let $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ be a lift.

* If $`\tau (w,F)`$ exists, then $`\tau (w,F^n)=n\tau (w,F)`$ for all $`n.`$
* If $`\tau (w,F)`$ exists, then $`\tau (w,F+(m,0))=\tau (w,F)+m`$ for $`m.`$
* If $`f`$ preserves a finite Borel measure $`\mu `$ and $`\stackrel{~}{\mu }`$ is the lift of this measure to $`\stackrel{~}{𝔸}`$, then $`\tau (w,F)`$ exists for all $`w`$ except a set of $`\stackrel{~}{\mu }`$ measure zero.

The proofs of the first two parts of this proposition are straightforward. The final part is a consequence of the Birkhoff ergodic theorem and we give a proof below in Theorem 3.8.

###### Definition 3.5.

Let $`f:𝔸𝔸`$ be an orientation preserving homeomorphism and let $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ be a lift. The rotation number of $`f`$ is the element of $`𝕋^1`$ defined by

$$\rho (f)=\pi (\tau (x,F))$$

where $`\pi :𝕋^1`$ is the natural projection, $`F`$ is any lift of $`f`$ and $`x`$ is any point of $`.`$

From Proposition 3.4 we immediately obtain the following:

###### Proposition 3.6.

Let $`f:𝔸𝔸`$ be an orientation preserving homeomorphism which preserves boundary components and let $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ be a lift.

* If $`\tau (w,F)`$ exists, then $`\rho (\overline{\pi }(w),f)`$ exists and is well defined, i.e. independent of the lift $`F`$.
* If $`\rho (x,f)`$ exists $`\rho (w,f^n)=n\rho (x,f)`$ for all $`n.`$
* If $`f`$ preserves a finite Borel measure $`\mu `$ then $`\rho (x,f)`$ exists for all $`x𝔸`$ except a set of $`\mu `$ measure zero.

It is not hard to see that periodic orbits have rational translation numbers. But the issue of using translation numbers or rotation numbers to prove the existence of periodic points is much more subtle than in the case of the circle and that is the subject of §4 below.

The last item in Proposition 3.6, makes it very important to have a measure preserving annulus homeomorphism and it is in this setting that we are able to provide the most interesting results.

As in the case of $`𝕋^1`$ it is useful to define the displacement function for a lift $`F`$.

###### Definition 3.7.

Let $`f:𝔸𝔸`$ be an orientation preserving homeomorphism, preserving boundary components, and let $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ be a lift. We define the displacement function $`\varphi :𝔸`$ of $`F`$ by $`\varphi (\overline{\pi }(w))=p_1(F(w)w)`$ for $`w\stackrel{~}{𝔸},`$ where $`p_1:\stackrel{~}{𝔸}`$ is projection on the first co-ordinate.

Note that if $`w^{}`$ satisfies $`\overline{\pi }(w)=\overline{\pi }(w^{})`$ then $`w^{}=w+(m,0)`$ for some integer $`m`$ so $`F(w)w=F(w^{})w^{}`$ and $`\varphi `$ is well defined.

###### Theorem 3.8.

Let $`f:𝔸𝔸`$ be an orientation preserving homeomorphism, preserving boundary components, and preserving a probability measure $`\mu ,`$ and let $`F`$ be a lift of $`f`$. Then the rotation number $`\rho (x,F)`$ exists for $`\mu `$-almost all $`x`$ and is a $`\mu `$ integrable function. If $`\varphi :𝔸`$ is the displacement function of $`F`$,

$$_{𝕋^1}\rho (x,F)𝑑\mu =_{𝕋^1}\varphi 𝑑\mu .$$

The value of these integrals will be denoted by $`\tau _\mu (F)`$ and is called the mean translation number of $`F`$.

###### Proof.

Again we appeal to the Birkhoff Ergodic Theorem (see ). As in the proof of Theorem 2.8, if $`x=\overline{\pi }(w)`$, then the telescoping sum

$$\underset{i=0}{\overset{n1}{}}\varphi (f^i(x))=\underset{i=0}{\overset{n1}{}}p_1(F^{i+1}(w)F^i(w))=p_1(F^n(w)w).$$

So

$$\tau (w,F)=\underset{n\mathrm{}}{lim}\frac{p_1(F^n(w)w)}{n}=\underset{n\mathrm{}}{lim}\frac{1}{n}\underset{i=0}{\overset{n1}{}}\varphi (f^i(x)).$$

Hence, according to the ergodic theorem, $`\tau (w,F)`$ exists for $`\mu `$-almost all $`x`$ and is a $`\mu `$ integrable. Moreover it satisfies

$$\tau _\mu (F)=_{𝕋^1}\tau 𝑑\mu =_{𝕋^1}\varphi 𝑑\mu .$$

$``$

## 4 The Poincaré-Birkhoff Theorem

In this section we describe several theorems analogous to Theorem 2.4, in the sense that from a hypothesis on a translation number one is able to conclude the existence of a periodic orbit. The most famous of these is the Poincaré-Birkhoff Theorem. This was conjectured by Poincaré and he was able to prove some special cases. His motivation was to prove the existence of some periodic motions of the restricted three-body problem (this is the Newtonian motion of three point masses, one of which has zero mass).

G. D. Birkhoff who succeeded in proving the result Poincaré conjectured,. in . This was perhaps the first of Birkhoff’s many great contributions to bring him world recognition in the mathematical community.

###### Theorem 4.1 (G. D. Birkhoff).

If $`f:𝔸𝔸`$ is an area preserving annulus homeomorphism which preserves orientation and boundary components. Let $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ be a lift and let $`F_0(x)=F(x,0),F_1(x)=F(x,1).`$ If $`p/q`$ and

$$\tau (F_0)\frac{p}{q}\tau (F_1)$$

then $`F`$ has at least two points with translation number $`p/q`$ which are lifts of periodic points of $`f`$ with distinct orbits of period $`q`$ and rotation number $`p/q+`$.

In addition to the application which Poincaré had in mind this result can be applied to billiards on a table with smooth convex boundary as described above. In fact, if $`f:𝔸𝔸`$ is the billiard map, there is a lift $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ with the property that for all $`x,F_0(x)=x,`$ and $`F_1(x)=x+1.`$ It follows that $`\tau (F_0)=0`$ and $`\tau (F_1)=1`$ so according to the theorem for every $`p/q[0,1]`$ there are two periodic orbits with translation number $`p/q`$ and rotation number $`p/q+`$. This is true for any billiard table as long as it has a smooth strictly convex boundary. (In fact, strict convexity is not really necessary; simple convexity and smoothness of the boundary suffices.)

Figure 1 shows examples with two periodic billiard orbits on a convex table with rotation numbers $`\rho (x,f)=\frac{1}{5}+`$ and $`\rho (x,f)=\frac{2}{5}+.`$

The Poincaré-Birkhoff theorem has a number of generalizations. One which is important for our purposes asserts that we do not need information about the behavior of $`F`$ on the boundary of $`\stackrel{~}{𝔸}`$, it suffices to have any two points $`w_0,w_1\stackrel{~}{𝔸}`$ with distinct translation numbers to obtain periodic lifts with all rational translation numbers in the interval $`[\tau (w_0,F),\tau (w_1,F)].`$

###### Theorem 4.2 (Franks ,).

Suppose $`f:𝔸𝔸`$ is an area preserving annulus homeomorphism which preserves orientation and boundary components. Let $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ be a lift. If $`w_0,w_1\stackrel{~}{𝔸}`$ and $`p/q`$ satisfy

$$\tau (w_0,F)\frac{p}{q}\tau (w_1,F)$$

then $`F`$ has at least two points with translation number $`p/q`$ which are lifts of periodic points of $`f`$ with distinct orbits of period $`q`$ and rotation number $`p/q+`$.

Of course, it is natural to ask about points with irrational translation number.

###### Theorem 4.3 (M. Handel ).

Suppose that the homeomorphism $`f:𝔸𝔸`$ preserves orientation and boundary components and $`F`$ is a lift. Then the set $`\{\tau (w,F)|w\stackrel{~}{𝔸}\}`$ is closed.

Notice that unlike the Poincaré-Birkhoff Theorem, no area preserving hypothesis is necessary for Handel’s result. However when the area preserving hypothesis holds, we can conclude from the results above that the set of all translation numbers of a lift $`F`$ forms a closed interval.

Finally we note that there is also a result relating rationality of the mean translation number to the existence of periodic points.

###### Theorem 4.4 (Franks ).

Suppose $`f:𝔸𝔸`$ is an annulus homeomorphism which preserves orientation and boundary components. Let $`F:\stackrel{~}{𝔸}\stackrel{~}{𝔸}`$ be a lift. If $`f`$ preserves Lebesgue measure $`\mu `$ and

$$\tau _\mu (F)=\frac{p}{q}$$

then $`F`$ has at least two points with translation number $`p/q`$ which are lifts of periodic points of $`f`$ with distinct orbits of period $`q`$ and rotation number $`p/q+`$.

## 5 The geodesic return map on $`S^2`$

In this section we discuss another application of translation and rotation numbers, namely the problem of the existence of closed geodesics on the two-sphere $`S^2.`$

One of the standard ways to find closed geodesics is to try to minimize the length of a closed curve in its homotopy class. Of course, this cannot immediately be applied to $`S^2`$ since all closed curves are homotopic to curves of arbitrarily small length. Nevertheless a fascinating result of Birkhoff, using a mini-max argument, does succeed in obtaining at least one closed geodesic for $`S^2`$ provided with an arbitrary Riemannian metric. In fact the geodesic so obtained is simple, i.e. does not cross itself.

###### Theorem 5.1 (Birkhoff).

For any Riemannian metric on $`S^2`$ there is always at least one simple closed geodesic.

In fact, Liusternik and Schnirrelman subsequently proved that there are at least three simple closed geodesics on such a sphere.

Birkhoff realized that, like the problem of periodic billiards, the existence of closed geodesics could often be reduced to the study of an annulus map.

###### Definition 5.2.

The geodesic return map
$`F:𝔸𝔸`$ for a simple closed geodesic $`gS^2`$ is defined by

$$F(x,\theta )=(x^{},\theta ^{}),$$

where $`x^{}`$ is the second point where $`g`$ is crossed by a geodesic which starts at $`x`$ and forms angle $`\theta `$ with $`g.`$ $`\theta ^{}`$ is the new angle. (See Figure 2).

###### Theorem 5.3 (Birkhoff).

The geodesic return map is well-defined for a sphere if it has positive curvature. Whenever it is well defined it is an area preserving diffeomorphism.

This motivates an interest in the existence of periodic orbits for area preserving annulus maps since there is a one-to-one correspondence between closed geodesics and periodic orbits of the geodesic return map. The following result shows, in particular, that whenever the geodesic return map is well-defined for a Riemannian metric on $`S^2`$, there are infinitely many distinct closed geodesics for that metric.

###### Theorem 5.4 (Franks ).

Suppose $`f:𝔸𝔸`$ is an area preserving annulus diffeomorphism which preserves orientation and boundary components. If $`f`$ has at least one periodic point, then it has infinitely many.

###### Theorem 5.5 (V. Bangert ).

When the geodesic return map is not well defined there are infinitely many closed geodesics on $`S^2`$.

Combining these results we have the following result which answers a long-standing question about the existence of closed geodesics on $`S^2.`$

###### Theorem 5.6.

Every smooth Riemannian metric on $`S^2`$ has infinitely many closed geodesics.

Shortly after the appearance of this result a rather different proof using Morse theory on the space of free loops on $`S^2`$ was provided by Nancy Hingston .

Theorem 5.4 can be strengthened in several ways. For example in  the following result is proved.

###### Theorem 5.7 (Franks and Handel, ).

Suppose

$$f:𝔸𝔸$$

is an area preserving annulus homeomorphism which preserves orientation and boundary components. If $`f`$ has at least one periodic point, then the periods of periodic points are unbounded.

In fact this result is valid for more general surfaces. An area preserving diffeomorphism of a compact surface is called a Hamiltonian diffeomorphism if it is a commutator in the group of area preserving diffeomorphisms homotopic to the identity. In  it is shown that any Hamiltonian diffeomorphism of a surface of genus $`1`$ must have periodic points of arbitrarily high period.

## 6 The Instability Set

The purpose of this section is to delve more deeply into the investigation of the dynamics of typical area preserving diffeomorphisms of annuli and spheres.

A rather remarkable qualitative behavior is observed if one does graphical computer studies of even simple diffeomorphisms of this type. The standard map family $`f:𝕋^1\times 𝕋^1\times `$ is given by

$$f(x,y)=(x+y+k\mathrm{sin}(2\pi x),y+k\mathrm{sin}(2\pi x)),$$

where $`k`$ is a parameter. One checks easily that the determinant of the Jacobian for this diffeomorphism of the open cylinder is $`1`$, so it is an area preserving diffeomorphism. If $`k=0`$ this map exhibits a rather simple dynamics, namely each circle $`𝕋^1\times y_0`$ in the cylinder is invariant and the restriction of $`f`$ to this circle is a rotation by $`y_0.`$

If the parameter $`k`$ is increased the dynamics becomes much more complicated. For example Figure 3 shows a computer generated image of several thousand points on an orbit for the standard map with $`k=0.15.`$ Actually, $`f(x,y)`$ is periodic of period one, and what has been drawn is the region $`0x2,0.5y0.5`$ in order to give a more informative picture.

The striking feature of this image is that the plotted points (a finite set) appear to be a connected set which is riddled with holes. The remarkable property of the image is that if another image were created by plotting points on the orbit of another point near this set (i.e. not in one of the holes), then the image obtained would be visually essentially identical. This is despite the fact that it consists of a disjoint set of points. As we will see, it is likely that there is a compact connected invariant set which these plots are approximating.

If we were to fill all the holes in this figure and take the interior of the resulting set we would obtain an example of what Birkhoff called a “region of instability”. Our aim however, is to investigate the black set in the figure which we will define, and refer to as an instability set.

Of particular importance in our investigation are the stable and unstable sets which we now define.

###### Definition 6.1.

Suppose $`f:XX`$ is a homeomorphisms and $`PX`$ is a compact $`f`$-invariant set. The stable set $`W^s(P)`$ is defined by

$$W^s(P):=\left\{xX\right|\underset{n\mathrm{}}{lim}\mathrm{dist}(f^n(x),P)=0\},$$

and the unstable set $`W^u(P)`$ is defined by

$$W^u(P):=\left\{xX\right|\underset{n\mathrm{}}{lim}\mathrm{dist}(f^n(x),P)=0\},$$

where $`\mathrm{dist}(x,P)`$ is the distance from $`x`$ to the set $`P`$.

If $`f:SS`$ is an area preserving diffeomorphism of a surface and $`pS`$ is a fixed point, then $`p`$ is called elliptic if the eigenvalues of $`Df_p`$ are complex conjugates of modulus $`1`$ and are not equal to $`\pm 1.`$ The point $`p`$ is hyperbolic if the eigenvalues of $`Df_p`$ are real and have modulus distinct from $`1.`$ Since the diffeomorphism is area preserving and orientation preserving the product of the eigenvalues $`=det(Df_p)=1.`$

If $`p`$ is hyperbolic, then its stable set is an injectively immersed copy of $`,`$ as is its unstable set, and these are usually referred to as the stable and unstable manifold of $`p`$. If $`p`$ is a periodic point of period $`n`$ and a hyperbolic fixed point of $`f^n`$, then $`W^s(p)`$ and $`W^u(p)`$ will denote the stable and unstable manifold with respect to $`f^n.`$

We will say that an elliptic periodic point $`p`$ of period $`n`$ is Moser stable  if it admits a fundamental system of neighborhoods which are closed disks $`D`$ such that $`f^n|_D`$ is minimal. A consequence of KAM theory is that this is the typical behavior for elliptic periodic points (see Theorem 6.3 below).

###### Definition 6.2.

Suppose $`f`$ is an area preserving diffeomorphism of an annular domain $`𝔸_0`$ and $`\mathrm{Per}_q(f)`$ is the set of periodic points of $`f`$ with period $`q`$. Assume that for all $`q`$

1. the set $`\mathrm{Per}_q(f)`$ is empty or finite and all periodic points are elliptic or hyperbolic.
2. every elliptic periodic point in $`\mathrm{Per}_q(f)`$ is Moser stable, and the invariant, $`f`$ minimal, Jordan curves bounding neighborhoods of an elliptic periodic point $`z`$ have rotation numbers which are not constant in any neighborhood of $`z,`$ and
3. the intersection of any branches of hyperbolic periodic points are transverse and any two branches of the same periodic point have non-empty intersection.

Then $`f`$ will be called Moser generic.

Combining the work of many authors one can conclude the following

###### Theorem 6.3.

If $`\mathrm{\Sigma }=S^2`$ or $`𝔸`$ and $`r16`$, then the set of Moser generic diffeomorphisms of $`\mathrm{\Sigma }`$ is a residual subset of of the group $`\mathrm{Diff}_\omega ^r(\mathrm{\Sigma })`$ of $`C^r`$ area preserving diffeomorphisms.

We remark that the high smoothness appears to be required to have all elliptic points be Moser stable and the best published result of which we are aware is Douady , which requires $`r16`$. The genericity of the properties of hyperbolic periodic points of a Moser generic diffeomorphism follow from the Kupka-Smale theorem together with results of Mather , Pixton , and Robinson  (cf. Theorem 8.7 below).

The fact that the dynamics of the typical area preserving diffeomorphism is radically different from the dynamics of the typical dissipative diffeomorphism is amply illustrated in the following result of Mather.

###### Theorem 6.4 (Mather ).

If $`p`$ is a hyperbolic fixed point of a Moser generic diffeomorphism of $`S^2`$, then

$$cl(W^s(p))=cl(W^U(p)).$$

For a Moser generic diffeomorphism there are homoclinic points (i.e. points of $`W^s(p)W^U(p)`$ in both components of $`W^s(p)\{p\}`$, but the reader should be cautioned that we do not know if the homoclinic points are dense in $`W^s(p).`$ In any case, this common closure of the stable and unstable manifold is a kind of organizing center for the dynamics. Figure 3 was constructed by plotting an orbit of the standard map, but had we picked a fixed point and plotted points on its stable manifold we would have obtained a visually indistinguishable picture. All this motivates the following definition.

###### Definition 6.5.

Suppose $`f:S^2S^2`$ is an area preserving diffeomorphism which is Moser generic and $`p`$ is a hyperbolic point. The instability set $`\mathrm{\Lambda }`$ associated to $`p`$ is defined by

$$\mathrm{\Lambda }=cl(W^s(p))=cl(W^U(p)).$$

The most fundamental open question concerning Moser generic diffeomorphisms would be answered by a proof of the following conjecture.

###### Conjecture 6.6.

If $`f:S^2S^2`$ is an area preserving diffeomorphism which is Moser generic, then $`\mathrm{Per}(f)`$ is dense in $`S^2.`$

Of course we would be satisfied with the proof that some other residual subset of $`\mathrm{Diff}_\omega ^r(S^2)`$ with $`r`$ arbitrarily large has the property that all of its elements have a dense set of periodic points. This conjecture is intimately related with the question of whether there is a $`C^r`$ “closing lemma” for area preserving $`C^r`$ diffeomorphisms when $`r2.`$ Indeed if Conjecture 6.6 is true, then the $`C^r`$ “closing lemma” for area preserving $`C^r`$ diffeomorphisms of $`S^2`$ holds when $`r16`$, because any any $`C^r`$ diffeomorphism could be $`C^r`$ approximated by a Moser generic one with dense periodic points.

The strongest current result in the direction of Conjecture 6.6 the following.

###### Theorem 6.7 (Franks and LeCalvez ).

Suppose $`f:S^2S^2`$ is an area preserving diffeomorphism which is Moser generic. Then there are countably many instability sets and their union is dense in $`S^2`$. Equivalently, if $`Hyp(f)`$ denotes the set of hyperbolic periodic points, then both

$$\underset{pHyp(f)}{}W^s(p)\text{ and }\underset{pHyp(f)}{}W^u(p)$$

are dense in $`S^2.`$

As a result of this, in order to prove Conjecture 6.6, it would suffice to show that the periodic points are dense in any instability set, or equivalently that the homoclinic points (i.e. points in $`W^s(p)W^u(p)`$) are dense in the instability set associated to a hyperbolic periodic point $`p.`$ At present this seems to be difficult however.

For example, we know of no diffeomorphism with a hyperbolic periodic point $`p`$ and an open set $`U`$ in which both $`W^s(p)`$ and $`W^u(p)`$ are dense but with no periodic points and no homoclinic points in $`U`$. Remarkably, however, we don’t know how to exclude this possibility even for Moser generic diffeomorphisms! It is difficult to imagine the structure of any such example, however.

## 7 Properties of Instability Sets

From its definition the instability set associated to a hyperbolic periodic point $`p`$ of a Moser generic diffeomorphism $`f:S^2S^2`$ is a compact set invariant under $`f^n`$ where $`n`$ is the period of $`p.`$ It has many other striking properties which we now summarize.

###### Theorem 7.1 (Franks and LeCalvez ).

Suppose $`f:S^2S^2`$ is an area preserving diffeomorphism which is Moser generic and $`\mathrm{\Lambda }`$ is an $`f`$-invariant instability set. Then

* All components of $`S^2\mathrm{\Lambda }`$ are open disks. For each such disk $`U`$ there is an $`n>0`$ depending on $`U`$ such that $`f^n(U)=U.`$
* All periodic points in $`\mathrm{\Lambda }`$ are hyperbolic saddles.
* $`\mathrm{\Lambda }`$ is the closure of $`W^s(q)`$ for any $`qPer(f)\mathrm{\Lambda }.`$ Also $`\mathrm{\Lambda }`$ is the closure of $`W^u(q)`$ for any $`qPer(f)\mathrm{\Lambda }.`$

###### Corollary 7.2.

If $`\mathrm{\Lambda }_p`$ and $`\mathrm{\Lambda }_q`$ are instability sets associated with periodic points $`p`$ and $`q`$ respectively, then either $`\mathrm{\Lambda }_p=\mathrm{\Lambda }_q`$ or $`\mathrm{\Lambda }_p\mathrm{\Lambda }_q=\mathrm{}.`$

We can also consider the rotation numbers of points in an instability set. However, rotation numbers are not defined for points on $`S^2`$ so we must remove two fixed points to produce an (open) annulus.

###### Proposition 7.3.

Suppose $`\mathrm{\Lambda }`$ is an instability set and $`U`$ is a component of $`S^2\mathrm{\Lambda }`$ satisfying $`f^n(U)=U.`$ Then $`f^n`$ has a fixed point in $`U`$.

This is because $`f^n:UU`$ is an area preserving homeomorphism of an open disk. The Poincaré recurrence theorem asserts that almost all points of $`U`$ are $`f^n`$ recurrent and then the Brouwer plane translation theorem implies that $`f^n`$ has a fixed point.

Suppose $`f:S^2S^2`$ is a Moser generic diffeomorphism and that $`\mathrm{\Lambda }`$ is an $`f`$-invariant instability set. If $`U_0`$ and $`U_1`$ are components of the complement of $`\mathrm{\Lambda }`$ which are invariant under $`f^n`$, then we may remove a fixed point of $`f^n`$ from each to obtain an open $`f^n`$-invariant annulus in which $`\mathrm{\Lambda }`$ is essential. Translation numbers and rotation numbers can be defined for an open annulus in precisely the same way as Definition 3.3 and Definition 3.5, or alternatively, we could “blow up” the two fixed points rather than deleting them and obtain a closed annulus.

We will denote by $`\rho _\mathrm{\Lambda }(f^n,U_0,U_1)`$ the set of all rotation numbers of points in $`\mathrm{\Lambda }`$ measured in the annulus formed in this way. It is not difficult to see that all these rotation numbers do not depend on the choice of particular fixed points, but only on the disks $`U_0`$ and $`U_1`$ containing them.

###### Theorem 7.4 (Franks and LeCalvez ).

Suppose $`f:S^2S^2`$ is a Moser generic diffeomorphism and that $`\mathrm{\Lambda }`$ is an $`f`$-invariant instability set. If $`U_0`$ and $`U_1`$ are any components of the complement of $`\mathrm{\Lambda }`$ which are invariant under $`f^n`$, then $`\rho _\mathrm{\Lambda }(f^n,U_0,U_1)`$ is a non-trivial closed interval. Every rational number in $`\rho _\mathrm{\Lambda }(f^n,U_0,U_1)`$ is the rotation number (with respect to $`U_0`$ and $`U_1`$) of a periodic point in $`\mathrm{\Lambda }`$.

In other words, for any two components of the complement of $`\mathrm{\Lambda }`$ there is an entire interval of rates at which points rotate around them!

## 8 Connections between frontier components

An important class of area preserving annulus diffeomorphisms, with numerous applications the class of twist maps.

###### Definition 8.1.

An area preserving diffeomorphism $`f:𝔸𝔸`$ is called a twist map if

$$\frac{f_1}{y}>0.$$

where $`f(x,y)=(f_1(x,y),f_2(x,y))𝕋^1\times [0,1]`$.

Geometrically this means that a radial line segment

$$J_0=\{(x,t)𝔸|0t1\}$$

is twisted in a positive sense, or that in the lift a vertical line segment

$$J=\{(x,t)\stackrel{~}{𝔸}|0t1\}$$

is bent in the positive direction (see Figure 4).

###### Theorem 8.2 (Birkhoff).

If $`f:𝔸𝔸`$ is a twist map, any essential component of the frontier of an invariant open set is the graph of a Lipschitz function, in particular it is a circle. Hence any essential component of the frontier of an instability set is topologically a Lipschitz circle.

This is a very strong property which may be true more generally. However, it is unknown if for a twist map or a Moser generic diffeomorphism whether all components of the frontier must be topological circles. We do know that in the general (non-Moser generic, non-twist) case the frontier of an essential open invariant set can have components which are bad fractals.

###### Theorem 8.3 (Handel ).

There exists a $`C^{\mathrm{}}`$ area preserving diffeomorphism of the annulus with an essential invariant continuum which is a pseudo-circle.

Despite the fact that we do not know if essential components of the frontier of an instability set are topologically circles, it was shown by Mather using Caratheodory’s theory of prime ends that there is always a well defined rotation number for any component of the frontier of an instability set of a Moser generic diffeomorphism. Indeed Mather proves the following important result.

###### Theorem 8.4 (Mather ).

Any component of the frontier of a Moser generic diffeomorphisms contains no periodic points and has an irrational rotation number.

Mather’s result actually applies somewhat more generally than the Moser generic setting (see  for details).

For twist maps then, we have several interesting properties. If $`\mathrm{\Lambda }`$ is an instability set which is essential in the annulus There are two distinguished components, $`X`$ and $`Y`$, of the frontier of $`\mathrm{\Lambda }`$, namely those which are also the frontier of the components of $`𝔸\mathrm{\Lambda }`$ which contain the boundary components of $`𝔸.`$ They are the only components of the frontier of $`\mathrm{\Lambda }`$ which are essential in $`𝔸.`$ The beautiful result of Birkhoff, Theorem 8.2 above, asserts that these are embedded Lipschitz circles. Birkhoff also proved another striking result about these components. He showed that that if $`U`$ and $`V`$ are neighborhoods of $`X`$ and $`Y`$ respectively, then there are $`n,m>0`$ such that $`f^n(U)V\mathrm{}`$ and $`f^m(V)U\mathrm{}`$. This implies that one cannot dynamically separate $`X`$ and $`Y`$ in the sense that any open invariant set containing one of them must contain the other in its closure. In particular there can be no invariant circles separating them.

This result was subsequently significantly strengthened by John Mather who proved the following.

###### Theorem 8.5 (Mather ).

If $`f:𝔸𝔸`$ is a twist map and $`X`$ and $`Y`$ are the two essential components of the frontier of $`B`$, then

$$W^s(X)W^u(Y)\mathrm{}\text{ and }W^u(X)W^s(Y)\mathrm{}.$$

It would be nice to know the analogous statement for other components of the frontier of an essential instability set. It would also be nice to know this with hypotheses more general than those for a twist map. For example, an instability set of an area preserving diffeomorphism of $`S^2`$ has no distinguished frontier components and no distinguished co-ordinates in which to measure twist. At least in the Moser generic case we have precisely this result.

###### Theorem 8.6 (Franks and LeCalvez ).

Suppose $`f:S^2S^2`$ is Moser generic, and $`\mathrm{\Lambda }`$ is an instability set. If $`X`$ and $`Y`$ are any two components of the frontier of $`\mathrm{\Lambda }`$, then

$$W^s(X)W^u(Y)\mathrm{}\text{ and }W^u(X)W^s(Y)\mathrm{}.$$

In some ways the components of the frontier of an instability set are like periodic points (for example, they are periodic). Pursuing this analogy we should compare Theorem 8.6 to the following result.

###### Theorem 8.7 ( D. Pixton , C. Robinson ).

Suppose $`f:S^2S^2`$ is Moser generic, and $`\mathrm{\Lambda }`$ is an instability set. If $`p,q\mathrm{\Lambda }`$ are periodic points, then

$$W^s(p)W^u(q)\mathrm{}.$$

## 9 Questions about Moser generic diffeomorphisms

The study of Moser generic diffeomorphisms (or any other residual subset of $`C^r`$ area preserving diffeomorphisms with $`r2`$) is a area with many more questions than answers. The results above as well as some additional results in  provide only a start in this investigation.

Here we list some open questions about instability sets. They are framed in the context of Moser generic diffeomorphisms, but answers would be very interesting for any large class of $`C^r`$ diffeomorphisms with $`r`$ larger than $`1.`$ It may be useful view these questions after a further look at the computer image of Figure 3.

For all these questions we suppose $`f:S^2S^2`$ is a $`C^r,r2`$ Moser generic diffeomorphism preserving Lebesgue measure and let $`\mathrm{\Lambda }`$ be an instability set. Instability sets share some properties of hyperbolic sets (though they are never hyperbolic except in the case of an Anosov diffeomorphism on the torus). In particular it may be that instability sets are topologically transitive and have dense periodic points.

###### Question 9.1 (Transitivity).

Is there always a point in $`\mathrm{\Lambda }`$ whose orbit is dense in $`\mathrm{\Lambda }`$? Are the periodic points of $`\mathrm{\Lambda }`$ always dense in $`\mathrm{\Lambda }`$?

An affirmative answer to the second question combined with Theorem 6.7 would, of course, imply Conjecture 6.6. However, it is conceivable that this conjecture could be true without the periodic points being dense in each instability set.

###### Question 9.2 (The frontier components).

Are the components of the frontier of $`\mathrm{\Lambda }`$ topological circles? Is the restriction to such a component a minimal homeomorphism?

It is quite possible that even when a component of the frontier is a circle that the restriction of $`f`$ is not minimal, despite the fact that it has irrational rotation number by the result of Mather cited above (Theorem 8.4).

###### Question 9.3 (The size of instability sets).

Does every instability set $`\mathrm{\Lambda }`$ have positive measure? Can $`\mathrm{\Lambda }`$ have interior? Can the complement of $`\mathrm{\Lambda }`$ have finitely many components? Indeed, must the complement even be non-empty?

Of course, for diffeomorphisms on the torus $`𝕋^2`$ we have the example of linear Anosov diffeomorphisms. These are Moser generic and have a single instability set equal to all of $`𝕋^2`$. This seems likely to be a phenomenon which cannot occur on $`S^2.`$

Closely related is the following question which really displays the depth of our ignorance about Moser generic diffeomorphisms.

###### Question 9.4 (Elliptic Points).

If $`f:S^2S^2`$ is a Moser generic $`C^r,r2`$ diffeomorphism preserving Lebesgue measure, must it have infinitely many elliptic periodic points? Indeed must it have at least one elliptic periodic point?

John Franks:
Dept. of Mathematics, Northwestern University
Evanston, IL 60208, USA
E-mail: john@math.northwestern.edu


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# Anomalous spin-orbit effects in a strained InGaAs/InP quantum well structure

## .1 Introduction

In $`A_3B_5`$ semiconductors containing heavy metal elements, such as indium, spin-orbit effects are large because of the increased coupling between valence and conduction bands associated with strong relativistic effects. In bulk materials, without magnetic impurities, the only important mechanism producing spin-orbit coupling is the bulk inversion asymmetry OptOrientation ; Kacharovskii86 . In contrast, in semiconductor heterostructures, the electron spin-orbit interaction can also be controlled by modification of the subband structure using gate voltages Miller2003 , strain Ekenberg2001 , or selective doping Nitta2002 .

The role of spin-orbit effects in semiconductors is gaining a significant attention because of recent interest in the emerging fields of spintronics and quantum computation DiVincenzo1997 ; Wolf2001 . Key issues are the injection and detection of spin-polarized electrons, controlling and manipulating single spins, and the design and experimental realization of novel spintronic devices such as spin-transistors, logic elements, and memory. One obvious way to inject polarized electrons is to use ferromagnetic contacts Johnson2002 ; Hanbicki2002 . It is also possible to exploit the spin-polarized edge states in lateral quantum dot devices subject to a magnetic field Andy2001 . Another, more challenging approach, is to create a spin-polarized current by employing spin-orbit coupling Koga2002 . With the ultimate intention of learning how to manipulate and measure electron spins locally by using gates to modify the spin-orbit interaction, there is a vital interest in searching for semiconductor materials and structures where the electron spin-orbit interaction is large and highly sensitive to gate voltages.

One method which gives information about the spin-orbit coupling is the weak anti-localization (WAL) effect. This is a quantum interference correction to the conductivity which appears as an abnormal positive magnetoresistance in very low magnetic fields, preceding the more usual negative magnetoresistance associated with weak localization Altshuler85 . In metals WAL was thoroughly studied and understood in the 1980’s Bergman84 . In semiconductors the situation is more complex because new mechanisms involving spin orbit effects come into play, such as bulk nonsymmetry, asymmetry at heterointerfaces and in quantum wells, and two-dimensional quantum confinement. OptOrientation

In this work the WAL effect is used to study spin relaxation due to the spin-orbit interaction in a strained InGaAs/InP quantum well (QW) structure. Compared with an isomorphous (lattice-matched) structure ourWALpaper , the strained QW structure showed a larger sensitivity to the gate voltage. In addition an anomalous, non-monotonic, dependence of the spin-orbit time constant on electron concentration was observed. This can not be explained by the conventional bulk inversion and/or Rashba mechanisms and suggests that the existing theoretical understanding of spin orbit effects in transport phenomena in semiconductor structures needs to be improved.

## .2 Experimental

The QW structure studied here was grown on a (100) InP semi-insulated substrate and consisted of the following layers (measured up from the substrate): 450 nm of undoped InP buffer layer, 10 nm InxGa1-xAs (x=0.76) quantum well, 13 nm undoped InP spacer layer, followed by 13 nm InP doped layer ($`N_d=4\times 10^{23}m^3`$) and a 13 nm undoped cap layer. The indium content in the quantum well was higher than that of InGaAs lattice-matched to InP (x=0.53) so the QW was compressively strained.

Standard optical photolithography and wet etching was used to form a 0.2 mm wide Hall bar with 0.4 mm separation between adjacent potential contacts. A 40 nm SiO2 dielectric layer and a gold gate were deposited on top of this. Measurements were performed in a He3 system; experimental details are given in Ref.ourWALpaper, .

Figure 1 shows the electron concentration determined from Shubnikov-de Haas oscillations and the Hall mobility ($`\mu `$). These transport properties are very similar to those observed earlier in the isomorphous lattice-matched sample studied previously ourWALpaper . In particular, the concentration varies linearly with gate voltage while the mobility has a somewhat slower dependence.

The WAL was used to investigate the spin-orbit scattering action to the conductivity appears as a non-monotonic dependence of the magnetoresistance at very low magnetic fields, $`\mu B1`$. An initial positive magnetoresistance is followed by the more usual negative term. In the theoretical description of the interference corrections characteristic values of the conductance and magnetic field appear, analogous to the Bohr radius and energy in the theory of excitons. It is therefore convenient to plot the conductance (inverse resistance) in units of the quantum conductivity $`G_0=(e^2/\pi h)`$ and the magnetic field normalized by a characteristic field $`B_{tr}`$ given by $`\mathrm{}/4eD\tau `$ where $`D=v_F^2\tau /2=\mathrm{}^2\pi n\mu /m^{}e`$ is the diffusion coefficient of the two dimensional electrons and $`\tau `$ the transport scattering time. $`B_{tr}`$ depends on both electron concentration and mobility and therefore has a stronger gate voltage dependence than the density (see insert to Fig.1), changing by more than an order of magnitude over the range of $`V_g`$ used in the experiment. It should be further noted that because it is desirable to eliminate the irrelevant classical Lorentz term in the magnetoconductivity $`\sigma _{xx}(B)=\sigma _0/(1+\mu ^2B^2)`$ it is also convenient to plot the inverse magnetoresistance $`\mathrm{\Delta }(1/\rho _{xx})=1/\rho _{xx}1/\rho _0`$ rather than $`\mathrm{\Delta }\sigma =\sigma _{xx}\sigma _0`$, where $`\sigma _0`$ is the zero field value and $`\rho _0=1/\sigma _0`$. This procedure, which would produce zero in the absence of quantum interference corrections, removes the Lorentz term.

Figure 2 shows experimental traces plotted in this way for different gate voltages. The narrow peak around zero magnetic field is the WAL effect which appears when the spin-orbit scattering rate is comparable to or large than the inverse phase breaking time $`1/\tau _\phi `$. It is clear, that in this sample, the WAL effect shows a non-monotonic dependence on gate voltage reaching a maximum around $`V_g`$=-0.3 and decreasing for both large positive and large negative voltages. Such behavior is unusual and is descussed below.

To extract the phase-breaking and spin-orbit scattering times we attempted to fit the experiment with the theoretical expression, derived for arbitrary magnetic fields knap96 :

$$\mathrm{\Delta }\sigma (B)=(e^2/\pi h)[F(x,\beta _{s1})+\frac{1}{2}F(x,\beta _{s2})\frac{1}{2}F(x,\beta _\phi )]$$
(1)
where

$$B_{tr}=\frac{\mathrm{}}{4eD\tau },B_{so}=\frac{\mathrm{}}{4eD\tau _{so}}\text{ and }B_\phi =\frac{\mathrm{}}{4eD\tau _\phi }$$
(2)
$$x=\frac{B}{B_{tr}}=\frac{4eBD\tau }{\mathrm{}},\beta _\phi =\frac{\tau }{\tau _\phi },\beta _{so}=\frac{\tau }{\tau _{so}},\beta _{s1}=\beta _\phi +\beta _{so},\beta _{s2}=\beta _\phi +2\beta _{so},$$

with D the diffusion coefficient and $`\tau `$, $`\tau _{so}`$ and $`\tau _\phi `$ respectively the elastic scattering time, the spin-orbit relaxation time and the phase-breaking time. The function $`F(x,\beta _i)`$, defined in Refs. knap96, ; ourWALpaper, , describes the interference contributions from the three triplet and one singlet diffusion channels. This equation, derived for an arbitrary magnetic field, reduces to the well known expression given by Hikami, Larkin and Nagaoka (HLN) hikami80  in the limit of small magnetic fields $`BB_{tr}`$. For the fitting procedure $`B_{tr}`$ is known so there are two adjustable parameters $`\beta _\phi `$ and $`\beta _{so}`$ or equivalently ($`\tau _\phi `$ and $`\tau _{so}`$). One more remark should be added here: to fully describe the WAL effect requires a spin-dependent vector potential with a three dimensional character lyandageller98 ; pikus95 ; iordanskii94 . The two major spin-orbit relaxation mechanisms (Dresselhaus and Rashba) are not additive so in general more complicated expressions, with additional fitting parameters should be used to describe the experiments. If, however, one mechanism dominates a single scalar parameter $`\tau _{so}`$ suffices which can then be treated on the same footing as $`\tau _\phi `$.

The thin solid lines in Fig. 2 are theoretical fits using this Eqn. 1. Details of the fitting procedure are described in Ref. ourWALpaper, . Although this theory should be valid for arbitrary magnetic fields, it was impossible to obtain a good fit over the whole magnetic field range for any of the data. Fitting the central part (small B) resulted in large deviations at higher fields and vice versa. This is a common problem in semiconductors encountered by many authors, e.g. Ref.knap96, . A similar large discrepancy between theory and experiment observed in the isomorphous InGaAs QW sample ourWALpaper  could only be reconciled by introducing an additional, empirical, scale parameter of order two. It was argued there that one reason for the discrepancy might be the fact that the spin orbit scattering time was comparable to the transport relaxation time but this is not the case here: for all the curves shown in Fig.2 $`\beta _{so}=\tau /\tau _{so}0.1`$ satisfying the condition $`\beta _{so}1`$.

Given the large discrepancy between experiment and the theoretical description of the WAL effect (which appears to be a general property of high mobility 2DEG semiconductors in high magnetic fields) it is not immediately obvious how to extract values of the spin orbit relaxation time. Further theoretical effort is needed to fix this problem. However, the amplitude of the WAL is clearly affected by $`\tau _{so}`$ and we have chosen to fit it using the low field part of the data where the turnover from a negative to a positive magnetoconductivity is sensitively dependent on $`\tau _{so}`$. This approach has the advantage that it is also consistent with the procedure commonly used in the literature whereby the low-field peak is fitted to the HLN expression Nitta2002 ; hikami80 ; iordanskii94 ; dresselhaus92 ; chen93  with the implicit understanding that deviations at higher fields are to be expected because of inadequacies in the theory.

The fitted theoretical curves shown on Fig. 2 are plotted well beyond the range of the fit to emphasize the unexpected discrepancy between theory and experiment and to stimulate the attention of theorists.

## .3 Discussion

Although the appearance of the WAL effect requires strong spin orbit scattering, the curvature of the WAL peak at B=0 and the characteristic width are in fact not determined by $`\tau _{so}`$ but rather by the phase breaking time $`\tau _\phi `$ ourWALpaper ; Ekaterinburg  . It is the amplitude of the WAL, in particular the crossover from WAL to weak localizing behavior, that is determined by the ratio $`\tau _\phi /\tau _{so}`$.

From Fig. 2 it can seen that the central part of the WAL peak at B=0 changes little for different $`V_g`$ and indeed, all the fits gave the same value for parameter $`\beta _\phi =0.010\pm 0.001`$ (for curve at $`V_g=+0.1`$, where the WAL had vanished, $`\beta _\phi `$ was set to 0.010 and only $`\beta _{so}`$ fitted). The WAL peak is narrow because its width is determined not by $`\beta _{so}`$ but rather by $`\beta _\phi `$ which can be very small in high mobility samples. Without spin-orbit scattering a weak localization peak would appear with the same width but of opposite sign.

The phase breaking time extracted from the fits to the data is plotted in Fig. 3 compared with the predictions of electron-electron scattering calculated from a Fermi liquid model Altshuler85 ; altshuler82 :

$$\frac{1}{\tau _\phi }=\frac{k_BT}{\mathrm{}}\frac{\pi G_0}{\sigma _0}ln\left(\frac{\sigma _0}{2\pi G_0}\right)$$
(3)
with $`G_0=e^2/(\pi h)`$, and $`k_BT\tau /\mathrm{}1`$. The experimental values of $`\tau _\phi `$ shown in Fig.3 are all smaller than predicted. In the literature an empirical coefficient of order 2 is often introduced to bring the experimental data into better agreement with Eq. 3 polyanskaya97 ; minkov01  but the discrepancy is larger than this. While this model generally works well in metals, where Fermi-energy is large and the electron gas can be considered as being very uniform Altshuler85 ; Bergman84  deviations appear at low temperatures, and a fortiori in semiconductors. The phase breaking time is almost universally observed to saturate as the temperature is lowered. For all the data shown in Fig.3 the temperature was sufficiently low that this saturation had occurred. That is, the absence of any significant gate voltage dependence in $`\tau _\phi `$ reflects the temperature saturation rather than an intrinsic insensitivity to electron concentration. The saturation implies that there exist additional phase-breaking mechanisms, the analysis of which is not the topic of this paper.

Figure 4 shows the spin-orbit scattering rate determined from the fits to the data in Fig. 2. It is evident that $`\tau _{so}`$ is a non-monotonic function of the electron concentration. In 2DEG systems the two major spin-orbit scattering mechanisms identified in the literature are the Dresselhaus term, associated with the bulk zinc-blend crystal inversion asymmetry, and the Rashba term associated with built-in electric fields pikus96 . To identify which mechanism dominates here it is helpful to consider the dependence on electron concentration of $`B_{so}=\mathrm{}/(4eD\tau _{so})`$ pikus96 ; dresselhaus92 ; chen93 . This value, deduced from the data in Fig.4a and the transport parameters shown in Fig.1 , is plotted in Fig. 4b.

When the Dresselhaus mechanism dominates $`B_{so}`$ should increase with increasing density dresselhaus92  but in samples where the large spin-orbit coupling is large, such as that considered here, the Rashba term usually dominates. The Rashba term results from structural asymmetry and is proportional to the internal electric field. Because the field is proportional to the surface charge density it should therefore increase as the concentration in the quantum well increases (see e.g. Ref. Miller2003, ). In general, the Rashba effect may therfore lead to a nonmonotonic dependence of spin-orbit splitting on gate voltage with a minimum corresponding to a symmetric quantum well. papadakis00  In our case, however we observe a maximum of the spin orbit scattering rate (Fig. 4). To our best knowledge this is the first report of such behavior. A non-monotonic dependence of $`\tau _{so}`$ on electron concentration in Fig. 4 cannot be explained by either the Dresselhaus or the Rashba mechanisms and some extra effect, such as strain or the role of the interfaces must be involved. In the literature the role of interfaces in the Rashba mechanism is somewhat controversial. Within the effective mass approximation the expectation value of a (smooth) potential gradient integrated over all space is always zero pikus95 ; gerchikov92 . More generally, the contribution from each separate interface is as large (or even larger) as that from the quantum well asymmetry gerchikov92 ; Grundler2000 . The two interfaces in a quantum well often have different properties resulting ,for example, from the growth process. As aresult changes in the amplitude of the electron wavefunction at each interface, produced by changes in gate voltage, will be reflected by changes in any asymmetry associated with having two different interfaces. The unexpected experimental observation that $`\tau _{so}`$ is a non-monotonic function of gate voltage shows such an effect plays an important role here.

An alternative method of investigating the strength of the spin-orbit coupling is to use information from the beat patterns of the low field Shubnikov-de Haas (SdH) oscillations Grundler2000 ; Schapers98 ; Dorozhkin90 ; Sato2001  . There has, to our knowledge, been no published comparison of results obtained in this way with those deduced, in the same sample, from the WAL effect. In Ref. papadakis00,  the authors observed beats in SdH oscillations and an anomalous positive magnetoresistance at low field which could be due to WAL effect. However, in a more detailed study the authors papadakis02  suggested the situation is more complex with the observed positive magnetoresistance being due to combination of several factors including the presence of two spin subbands, a corrugated quantum well, mobility anisotropy, and ”possibly weak anti-localization”. In the sample studied here, and also in the isomorphic sample studied previously ourWALpaper  that had a much larger spin-orbit scattering rate, a careful examination of the Shubnikov-de Haas oscillations, over a wide range of gate voltages, revealed no sign of any beats. In other samples, under conditions when there was some parallel conduction, beats could sometimes be seen similar to those observed by other authors. However, when analyzed in detail by making gray-scale plots using many traces with small steps in gate voltage, the systematic behavior expected from spin orbit splitting could not be confirmed. In our samples we identify the beat pattern observed with interference between two sets of two SdH frequencies, originating from the gated and ungated parts of the sample, and coupled through the parasitic parallel conduction. A similar observation has been made by Ensslin et al. Ensslin  when they also failed to find any beats in a high quality InAs/AlSb quantum well sample.

## .4 Conclusions

Spin-orbit relaxation in a strained InGaAs/InP QW structure was studied using the WAL effect. The spin-orbit relaxation time was found to depend strongly, and non-monotonically, on the gate voltage with the maximum scattering rate ($`1/\tau _{so}`$ = $`5\times 10^{10}sec^1`$) reached at a density of $`n=3\times 10^{15}m^2`$ . This behavior cannot be explained by either the Rashba or bulk Dresselhaus mechanisms but is rather attributed to asymmetry or strain effects at dissimilar QW interfaces.

Compared with a similar, but unstrained sample, the spin-orbit scattering rate here is smaller (by a factor of over 100 at the highest densities). In the strained sample $`\tau _{so}`$ shows a strong gate voltage dependence (varying from 20 to 1000ps) while in the unstrained sample $`\tau _{so}`$ was only weakly dependent on electron concentration. This demonstrates that strain can be used as a tool for producing desirable spin-orbit properties when engineering materials for spintronics applications. The exact mechanism responsible for the variation of the spin-orbit coupling in strained samples is not yet understood and is the subject of further investigations. Further theoretical work is also needed to explain correctly the experimentally observed magnetic field dependence, particularly in samples where the WAL effect is large.

## .5 Acknowledgements

S.A.S and A.S. acknowledge support of The Canadian Institute for Advanced Research (CIAR). We would like to thank S.Dickmann for helpful discussions, and J. Lapointe for assistance in fabrication of the Hall bar.


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# Retrodictive states and two-photon quantum imaging

## 1 Introduction

Two-photon quantum imaging has been studied extensively for a number of years, both experimentally and theoretically 1 . The phenomenon relies upon entanglement found in pairs of photons which are produced by spontaneous parametric down-conversion in a $`\chi ^{(2)}`$ crystal mandel . A typical system is shown in figure 1.

A pump beam produces a pair of entangled photons in a type II downconversion crystal. Due to the properties of both the pump field $`E_p`$ and the nonlinear crystal (NLC) these photons are entangled in energy and wavevector. The two photons within each photon pair are emitted with polarisations orthogonal to one another, which enables their separation by means of a polarising beam splitter. After reflection or transmission at the beam splitter the photons travel on their respective paths to be detected at spatially separated detection systems. In arm 1 the photon usually propagates to a mask of some type (with transmission function $`t(x)`$), whose image we wish to form, and then after propagation it travels to the detector $`D_1`$, where it can be recorded at a particular position in the transverse plane. In arm 2 there is not usually any mask, simply propagation to the detector $`D_2`$. It is found that information about the object in arm 1 can be found at the detector in arm 2, even though the two paths may be widely separated, so that there is no chance that the photon in arm 2 could have interacted with the object in arm 1. Of course this can only occur when the photon in arm 1 causes the detector $`D_1`$ to fire, so the information is conditional on the occurrence of this event.

A calculation of the spatially-dependent probability distribution for joint photodetections at transverse position $`x_1`$ in arm 1 and position $`x_2`$ in arm 2, $`P(x_1,x_2)`$, can give information about the object in arm 1. The information is most directly obtained, however, from the conditional probability distribution that there is a photodetection at $`x_2`$ given that there is one at $`x_1`$, $`P(x_2|x_1)`$. This probability distribution is what is actually produced at $`D_2`$ in a multi-shot experiment, as the detections in arm 2 are only recorded if there is also one at detector $`D_1`$. It can be found from the joint distribution using Bayes’ theorem box ,

$`P(x_2|x_1)={\displaystyle \frac{P(x_1,x_2)}{P(x_1)}},`$ (1)
where of course, we assume that the arm 1 detection occurs within a small neighbourhood of $`x_1`$ in the transverse plane, and take the limit that the size of this neighbourhood tends to zero. There is redundant information in the joint probability distribution $`P(x_1,x_2)`$. It contains information, for example, about whether any photocounts are recorded by either detector due to the fact that the nonlinear crystal normally does not produce any photon pairs within a detector integration time. The conditional probability disregards this extra information, as it only deals with cases where a photon is recorded at $`x_1`$. For this reason it would be better to calculate the conditional probability directly but, as we shall see later, there is no way to do this in conventional predictive quantum mechanics.

Klyshko klyshko  has suggested an advanced-wave interpretation which has proved useful for the understanding of the results of such experiments. In essence the detected state in arm 1 is thought of as evolving backwards through the system to the crystal, where a conditioning of the 2-photon state takes place, forming a 1-photon wavefunction which evolves forward in arm 2 and is imaged at the detector. The situation is similar to figure 2, which shows an unfolded version of the system. The state evolves and the light is thought of as propagating backwards through the system from the detector to the crystal. Then the state evolves forward in time as the light propagates from the crystal to the detection system in arm 2.

In this paper we utilise retrodictive quantum theory bayesret ; oldmaster ; newmaster , that is, quantum theory in which the state of the system at any time between preparation and measurement is assigned on the basis of a measurement performed on the final state rather than the initially prepared state, to calculate directly conditional probabilities, such as eq. (1), for quantum imaging systems. This approach has much to recommend it. Only the required probability is calculated. The redundant information in the joint distribution is not calculated because it is not useful. This is the main advantage of the retrodictive approach. Furthermore, it provides quantitative predictions based on a formal structure in which the reverse-time evolution of the measured state corresponds to Klyshko’s advanced wave interpretation. This supports the Klyshko interpretation, provides a formal derivation of conditional probabilities, and thus makes the interpretation quantitative.

The paper is organised as follows. In section 2 we describe the basic features of retrodictive quantum theory. In the following section we apply it to a general quantum imaging system such as in figure 1. We then apply the theory to a specific example. Finally we summarise our results and conclusions.

## 2 Retrodictive quantum theory

Quantum theory is normally formulated in a predictive manner. It is particularly useful if we wish to predict the outcomes of experiments given particular initially prepared states. Thus it provides predictive conditional probabilities. If we have a preparation device which prepares states $`\widehat{\rho }_i`$ with a priori probabilities $`P(i)`$, and we measure these states with a device whose outputs $`j`$ are describable by a probability operator measure (POM) with positive elements $`\widehat{\mathrm{\Pi }}_j`$ such that $`_j\widehat{\mathrm{\Pi }}_j=\widehat{1}`$ helstrom , then the predictive conditional probability that we obtain the result $`j`$ if the prepared state was $`\widehat{\rho }_i`$ is given by

$`P(j|i)=\text{Tr}\left(\widehat{\rho }_i(t_m)\widehat{\mathrm{\Pi }}_j\right)=\text{Tr}\left(\widehat{U}(\tau )\widehat{\rho }_i(t_p)\widehat{U}^{}(\tau )\widehat{\mathrm{\Pi }}_j\right),`$ (2)
where $`\widehat{U}`$ is the unitary evolution operator which evolves the initially-prepared state from the preparation time $`t_p`$ to the measurement time $`t_m=t_p+\tau `$.

If we do not know which state the preparation device prepared, but only have access to the results of the measurement, then we require not the predictive but the retrodictive conditional probability $`P(i|j)`$. This is the probability that the state $`\widehat{\rho }_i`$ was prepared given that measurement result $`j`$ was recorded. There are two ways in which we can calculate this probability. Either we can calculate all possible predictive conditional probabilities using predictive quantum mechanics, and then use Bayes’ theorem to find the retrodictive probability, or we can use retrodictive quantum theory bayesret ; oldmaster ; newmaster . Retrodictive quantum theory is specifically designed to give the same results as predictive quantum theory combined with Bayes’ theorem bayesret . The Bayesian approach, however, is both more calculationally intensive and less elegant than using retrodictive quantum theory.

In retrodictive quantum theory the state of a quantum system at any time between preparation and measurement is the measured state evolved backwards in time. At the preparation time the evolved measured state collapses on to the preparation basis. It has been applied to both closed systems, in which the time symmetry inherent in quantum theory simplifies calculations greatly bayesret , and to open systems, where the retrodictive state evolves backwards in time according to a retrodictive master equation analogous to the Lindblad master equation of predictive quantum theory oldmaster ; newmaster . In closed systems the retrodictive conditional probability that the prepared state was $`\widehat{\rho }_i`$ given that the later measurement result is $`j`$ is

$`P(i|j)`$ $`=`$ $`{\displaystyle \frac{\text{Tr}\left(P(i)\widehat{\rho }_i\widehat{\rho }_j(t_p)\right)}{_k\text{Tr}\left(P(k)\widehat{\rho }_k\widehat{\rho }_j(t_p)\right)}}`$ (3)
$`=`$ $`{\displaystyle \frac{\text{Tr}\left(P(i)\widehat{\rho }_i\widehat{U}^{}(\tau )\widehat{\rho }_j(t_m)\widehat{U}(\tau )\right)}{_k\text{Tr}\left(P(k)\widehat{\rho }_k\widehat{U}^{}(\tau )\widehat{\rho }_j(t_m)\widehat{U}(\tau )\right)}},`$
where the retrodictive state $`\widehat{\rho }_j(t_m)=\widehat{\mathrm{\Pi }}_j/\text{Tr}\widehat{\mathrm{\Pi }}_j`$ is the normalised POM element corresponding to the measurement result. This evolves backwards in time from the measurement time to the preparation time, when it collapses on to one of the states which could have been prepared.

It is clear that there is an asymmetry in the forms of the predictive and retrodictive conditional probabilities, equations (2) and (3). This is not due to any inherent time-asymmetry in quantum theory. Rather it is due to a choice in standard quantum theory to treat the predictive conditional probability as fundamental, and normalise the operators which describe prepared and measured states differently. Such a choice is not necessary, and when preparation and measurement are treated equally the predictive and retrodictive conditional probabilities take on symmetric forms prepmeas ; newmaster .

## 3 Retrodictive analysis

### 3.1 General theory

We now proceed to analyse the general system shown in figure 1. We wish to calculate the conditional probability distribution of detection at a general transverse position in arm 2 given a detection at a particular transverse position in arm 1. We will formulate the theory in one transverse dimension $`x`$. Extension to the whole transverse plane is straightforward.

In conventional quantum theory a fully predictive calculation is performed based on the two-photon state produced by the crystal evolved forward in time and space through both paths to form the joint probability distribution of one detection in each path. We will calculate only the conditional probability, performing a calculation which is part retrodictive and part predictive in nature, in the spirit of the Klyshko interpretation of such experiments. In order to simplify calculations further we will dispense with the formal structure of density operators and POM elements describing preparation and measurements, and simply use prepared and detected states.

Suppose that a photon is registered by a detector centred at transverse position $`x_1`$ in arm 1. This is represented by the 1-photon state

$`|1_x_1={\displaystyle 𝑑x\alpha (x)\widehat{a}^{}(x)|0_1},`$ (4)
where $`\alpha (x)`$ is a normalised complex function of transverse position centred on $`x_1`$, so that $`𝑑x|\alpha (x)|^2=1`$. This function gives the spatial profile of the detector. The continuous-mode annihilation operator $`\widehat{a}(x)`$ and the conjugate creation operator obey the commutator contmode

$`[\widehat{a}(x),\widehat{a}^{}(x^{})]=\delta (xx^{}).`$ (5)
The 1-photon retrodictive state can be evolved backwards in time from the detection time. As it does so, we can follow the spatial profile back through the apparatus to the point of preparation. This approach is typical of Fourier optics fourier . We denote the various functions of $`x`$ at different points in the apparatus by $`\alpha _1,\alpha _2`$ etc (fig. 2). The first part of the propagation is the propagation to the object. This is represented by convolution of the spatial detector function $`\alpha (x)`$ with another function of $`x`$, $`h_1(x)`$ to take account of the propagation. The state is still a 1-photon state, but its spatial profile has become

$`\alpha _1(x)={\displaystyle 𝑑x^{}\alpha (x^{})h_1(xx^{})}.`$ (6)
The object which is to be imaged is accounted for by a simple transfer function $`t(x)`$, which is a spatially-varying complex function whose modulus is not greater than unity. Thus

$`\alpha _2(x)=\alpha _1(x)t(x).`$ (7)
Note that a one-photon wavefunction with spatial function defined by eq. (7) is not normalised. This is not a problem as we simply normalise probabilities at the end of the calculation. The next part of the propagation is from the object to the crystal. Again this is accounted for by convolution

$`\alpha _3(x)`$ $`=`$ $`{\displaystyle 𝑑x^{}\alpha _2(x^{})h_2(xx^{})}`$ (8)
$`=`$ $`{\displaystyle 𝑑x^{}\alpha _1(x^{})t(x^{})h_2(xx^{})}`$
$`=`$ $`{\displaystyle 𝑑x^{}𝑑x^{\prime \prime }\alpha (x^{\prime \prime })h_1(x^{}x^{\prime \prime })t(x^{})h_2(xx^{})}.`$
Thus the retrodictive state at the crystal is the 1-photon state of the form defined by eq. (4), but with spatial profile $`\alpha `$ replaced by the convolution $`\alpha _3`$.

We now condition the predictive state of the crystal using the retrodictive state from arm 1. The output of the crystal is assumed to be a 2-photon state of the form

$`|2_{x,x^{}}_{1,2}={\displaystyle 𝑑x𝑑x^{}\beta (x,x^{})\widehat{a}^{}(x)\widehat{b}^{}(x^{})|0_{1,2}},`$ (9)
where $`\widehat{b}^{}`$ is the creation operator for arm 2. On conditioning this forms the one photon state in arm 2

$`|1_x_2=_11_x|2_{x^{},x^{\prime \prime }}_{1,2}={\displaystyle 𝑑x\beta _1(x)\widehat{b}^{}(x)|0_2},`$ (10)
where

$`\beta _1(x)={\displaystyle 𝑑x^{}\alpha _3^{}(x^{})\beta (x^{},x)}.`$ (11)
It is clear that by conditioning the 2-photon crystal state with the retrodictive state from the detector in arm 1 we produce a 1-photon state in arm 2. In fact the combination of the detector in arm 1 and the crystal formally constitute a quantum state preparation device prepmeas ; newmaster . The complex conjugate in this function reflects the fact that the state evolution in arm 1 has been backwards in time.

The final part of the calculation consists of propagation to the detector in arm 2. This is again taken account of by convolution with the propagation function $`h_3(x)`$. Thus

$`\beta _2(x)={\displaystyle 𝑑x^{}\beta _1(x^{})h_3(xx^{})},`$ (12)
with the state given by eq. (10) with $`\beta _2`$ as the spatial profile.

The conditional detection probability distribution for obtaining a detected photon at position $`x_2`$ in arm 2 given a detection at $`x_1`$ in arm 1, $`P(x_2|x_1)`$ is simply given by the squared modulus of the final spatial profile, effectively a multiple spatial convolution of all of the spatial functions

$`P(x_2|x_1)={\displaystyle \frac{\left|\beta _2(x_2)\right|^2}{𝑑x_2\left|\beta _2(x_2)\right|^2}}.`$ (13)
Note that we now must divide by the integral of the function in order to normalise the probability distribution. In principle we could have renormalised the 1- and 2-photon wavefunctions and this would have had the same effect.

### 3.2 Example: Direct imaging of an object

The utility of this general approach and of the formula derived in the previous section can be illustrated by the following simple example (see fig. 3). Suppose that there is a lens of focal length $`f`$ placed in each arm of the system. The pair of photons produced by the crystal is separated using a polarising beam splitter so that only one photon can be counted at each detector. The detector in arm 1 is placed at the focal length of the lens. The distance from the lens to the object to be imaged is arbitrary. We assume, however, that the object, the beam splitter and the crystal are all sufficiently close together that the small amount of propagation here has no effect, so $`h_2(x)=1`$. In arm 2 the crystal is placed at the focal length of the lens, and a spatially-resolving detector is placed after the lens. Any propagation after the lens then has no effect on the results found at the detector in arm 2.

The arm 1 detector resolution function will generally be of ‘top hat’ form, but we will use a Gaussian

$`\alpha (x)=\left({\displaystyle \frac{1}{\pi \sigma ^2}}\right)^{1/4}e^{(xx_1)^2/(2\sigma ^2)}`$ (14)
for ease of calculation. In any case when the spatial resolution of the detector is either very good or very poor the exact form of the function will not matter. It will be useful to write the state of the system in Fourier space

$`|1_x=|1_{k_x}={\displaystyle 𝑑k_x\stackrel{~}{\alpha }(k_x)\widehat{a}^{}(k_x)|0},`$ (15)
where

$`\stackrel{~}{\alpha }(k_x)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle 𝑑x\alpha (x)e^{ik_xx}}`$ (16)
$`=`$ $`\left({\displaystyle \frac{\sigma ^2}{\pi }}\right)^{1/4}e^{k_x^2\sigma ^2/2}e^{ik_xx_1},`$ (17)
$`\widehat{a}(k_x)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle 𝑑x\widehat{a}(x)e^{ik_xx}}`$ (18)
are the transverse spatial Fourier transforms of the spatial function and operator, and the vacuum state is now the state of no photons at any transverse wavevector. For the Gaussian detector profile given above the detected state has a transverse wavevector profile which is also a Gaussian.

Propagation back to the lens corresponds to a modification of the transverse wavevector profile,

$`\stackrel{~}{\alpha }_1(k_x)=\left({\displaystyle \frac{\sigma ^2}{\pi }}\right)^{1/4}e^{ifk_z}e^{k_x^2\sigma ^2/2}e^{ik_x^2f/k_z}e^{ik_xx_1}.`$ (19)
The lens effectively takes the Fourier transform of this function, so that components which propagate with different transverse wavevectors between the detector and the lens all propagate with the same transverse wavevector from the lens to the object, but with spatial profile given by

$`\alpha _1(x)`$ $`=`$ $`\left({\displaystyle \frac{1}{\pi \sigma ^2}}\right)^{1/4}{\displaystyle \frac{e^{ifk_z}}{(12if/k_z\sigma ^2)^{1/2}}}`$ (20)
$`\times `$ $`\mathrm{exp}[(xx_1)^2/(2\sigma ^2(12if/k_z\sigma ^2))].`$
As the spatial profile propagates unidirectionally, the distance from the lens to the object is arbitrary, and we do not consider it. After propagation back through the object the spatial profile becomes $`\alpha _2(x)=t(x)\alpha _1(x)`$, with $`\alpha _1(x)`$ given by eq. (20). As was stated earlier, we assume that the crystal and the polarising beam splitter are placed sufficiently close to the object that the small amount of propagation involved makes no difference. Then

$`\alpha _3(x)=\alpha _2(x)=t(x)\alpha _1(x).`$ (21)
The spatial profile of the 2-photon state is given by the functions

$`\stackrel{~}{\beta }(k_x,k_x^{})`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{2\kappa ^2}}}\mathrm{exp}[(k_x+k_x^{})^2/2\kappa ^2],`$ (22)
$`\beta (x,x^{})`$ $`=`$ $`\sqrt{\pi }\delta (xx^{})e^{x^2\kappa ^2/2}.`$ (23)
The spread in transverse wavevector $`\kappa `$ of this function corresponds to the spread in transverse wavevector of the Gaussian pump beam. Phase matching then ensures that the photon pairs have wavevectors related by eq. (22). Projection of the back-propagated retrodictive 1-photon state onto this 2-photon state produced by the crystal produces a 1-photon state with profile given by eqs. (11), (21) and (23),

$`\beta _1(x)=\sqrt{\pi }t^{}(x)\alpha _1^{}(x)e^{x^2\kappa ^2/2},`$ (24)
and $`\stackrel{~}{\beta }_1(k_x)`$ is found by Fourier transformation. This state, prepared by conditioning a 2-photon predictive state with a single photon retrodictive state, propagates forward in arm 2 from the crystal to the lens placed at its focal length. This propagation again corresponds to modification of $`\stackrel{~}{\beta }_1(k_x)`$ to form

$`\stackrel{~}{\beta }_2(k_x)=\stackrel{~}{\beta }_1(k_x)e^{ifk_z}e^{ik_x^2f/k_z}.`$ (25)
The lens does the same as in arm 1, and effectively takes the Fourier transform of the function, giving a probability distribution which depends upon the transverse coordinate as in eq. (13). Again, any further propagation from the lens to the detector causes no change in the profile.

The result given in eq. (25) can be specialised for particular arm 1 detector profiles. In particular, for a narrow profile, given by the limit where $`\sigma 0`$. For a crystal which produces a sufficiently broad spread of wavevectors, the transverse probability distribution for detection in arm 2 takes on the form of $`|t(x)|^2`$. Thus the image of an object in arm 1 is formed at the detection system in arm 2, even though the photon in arm 2 never interacted with arm 1 at all.

The other extreme is given by a broad detector in arm 1. This gives the marginal distribution $`P(x)`$ which will contain no spatial information about the object in arm 1. The image is completely washed out by the broad detector.

Other propagation/detection systems in arm 2 will give a different profile. For example if the lens is placed a distance $`2f`$ from the crystal, and the detectors are also a distance $`2f`$ from the lens then for a ‘point’ detector in arm 1 the probability distribution in arm 2 is the squared modulus of the spatial fourier transform of the function $`t(x)`$.

## 4 Conclusion

In this paper we have used retrodictive quantum theory in a 2-photon quantum imaging system to calculate the conditional probability distribution for detection of a photon at a particular transverse position in one arm, given a detection at another particular position in the other arm. The retrodictive state evolves backwards in time from the detection in one arm to the nonlinear crystal, where it conditions the state of the second photon. This conditioned state then evolves forward in time in the other arm and forms the probability distribution. The approach formalises the interpretation of Klysko. We have calculated the general probability distribution as a convolution of all of the transverse spatial effects in both arm 1 and arm 2, and illustrated this with a specific example.

The advantage of the retrodictive approach over conventional predictive quantum mechanics is that only the required probability distribution is calculated. Much of the information in the full predictive probability distribution for obtaining two detections at two distinct points in the transverse plane, one in each arm is unnecessary.

In conventional quantum theory the 2-photon state is prepared by the crystal, which forms a state preparation device. The two detectors, one in each arm are measurement devices. The part-retrodictive, part-predictive approach that we have described here represents the system differently. The crystal together with the detector in arm 1 formally constitute a composite 1-photon state preparation device which prepares a photon in arm 2 whose properties are determined nonlocally in time both by physical processes in the crystal, and the later details of the propagation to the detector in arm 1.

The authors would like to thank the following bodies for financial assistance: the Overseas Research Students Awards Scheme, the University of Strathclyde, the UK Engineering and Physical Sciences Research Council, the European Commission (project QUANTIM (IST-2000-26019)), and the Australian Research Council.


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# The scientific work of Sonia Stanciu

## References


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# Heegaard Floer invariants and tight contact three–manifolds

## 1. Introduction

One of the central problems in contact topology is the construction of positive, tight contact structures on closed, oriented three–manifolds. Using contact surgery  one can easily find contact structures on various three–manifolds, but until recently it has been a hard problem to check that such structures are tight. The purpose of this paper is to show that the newly introduced Heegaard Floer contact invariants  provide an appropriate tool to attack this problem. In fact, under favourable circumstances, a partial determination of the Heegaard Floer contact invariants suffices to prove that the structure under examination is tight. Here we present a prototype of the results obtainable along these lines. A more thorough investigation will appear later .

###### Theorem 1.

Let $`r\{\mathrm{}\}`$, and denote by $`Y_r`$ the closed, oriented three–manifold obtained by performing $`r`$-surgery on the right-handed trefoil knot $`KS^3`$. If $`r1`$, then $`Y_r`$ carries a positive, tight contact structure.

Remarks. (a) Theorem 1 solves, in particular, the well–known open problem asking whether the boundaries of the positive definite $`E_6`$ and $`E_7`$ plumbings (respectively $`Y_3`$ and $`Y_2`$ in the above notation) carry positive, tight contact structures . Note that the contact structures on $`Y_2`$ and $`Y_3`$ given by Theorem 1 are not symplectically semi–fillable because the three–manifolds $`Y_2`$ and $`Y_3`$ do not carry symplectically semi–fillable contact structures .

(b) The three–manifold $`Y_1`$ is the oriented boundary of the positive definite $`E_8`$ plumbing. It is known that $`Y_1`$ does not carry positive, tight contact structures .

In proving Theorem 1 we shall use contact surgery to define contact structures on $`Y_r`$ ($`r1`$) and then show that the Heegaard Floer contact invariants of those structures do not vanish, implying tightness. During the course of the proof we show that the contact invariants are nontrivial for infinitely many tight, not semi–fillable contact three–manifolds.

## 2. The proof of Theorem 1

Consider the contact structures defined by Figure 1(a).

The meaning of such a diagram is the following: perform $`(1)`$– and $`r^{}`$–surgeries on the Legendrian knots of the diagram with respect to the contact framings. Extend the standard contact structure of $`S^3`$ to the new solid tori by structures which are tight on these tori. Such an extension exists if and only if $`r^{}0`$ and is unique if and only if $`r^{}=\frac{1}{k}`$ for some integer $`k`$. In general, the number of different extensions depends on a continued fraction expansion of $`r^{}`$ . As illustrated in Figure 1(b), this procedure defines contact structures on $`Y_r`$ for $`r=\frac{1}{1r^{}}`$ with $`r^{}0`$, i.e., for all $`r1`$.

According to , Proposition 3, a contact $`r^{}`$–surgery with $`r^{}<0`$ or $`r^{}=\mathrm{}`$ can be replaced by a sequence of Legendrian (i.e., contact $`(1)`$–) surgeries, providing a Stein fillable and hence tight contact three–manifold. If $`r^{}>0`$, $`r^{}\mathrm{}`$, then by , Proposition 7, the contact structures of Figure 1(a) can be equivalently given by the diagram of Figure 2 for any positive integer $`k`$ and $`r^{\prime \prime }=\frac{r^{}}{1kr^{}}`$.

In a series of papers  Ozsváth and Szabó introduced a family of invariants associating a homology group $`\widehat{HF}(M,𝐬)`$ to a Spinc three–manifold $`(M,𝐬)`$, a homomorphism

$$F_{W,𝐭}:\widehat{HF}(M_1,𝐬_1)\widehat{HF}(M_2,𝐬_2)$$

to a Spinc cobordism $`(W,𝐭)`$ and an element

$$c(M,\xi )\widehat{HF}(M,𝐬_\xi )/\pm 1$$

to a contact three–manifold $`(M,\xi )`$, where $`𝐬_\xi `$ denotes the Spinc structure induced by the contact structure $`\xi `$. In this note we shall always use this homology theory with $`/2`$ coefficients, so that the above sign ambiguity for $`c(M,\xi )`$ does not occur. It is proved in  that if $`(M,\xi )`$ is overtwisted then $`c(M,\xi )=0`$, and if $`(M,\xi )`$ is Stein fillable then $`c(M,\xi )0`$. The following lemma is implicitely contained in Theorem 4.2 of .

###### Lemma 2.

Suppose that $`(M_2,\xi _2)`$ is obtained from $`(M_1,\xi _1)`$ by a contact $`(+1)`$–surgery. Then we have

$$F_X(c(M_1,\xi _1))=c(M_2,\xi _2),$$

where $`X`$ is the cobordism induced by the surgery with reversed orientation and $`F_X`$ is the sum of $`F_{X,𝐬}`$ over all Spinc structures $`𝐬`$ extending the Spinc structures on $`M_i`$ by $`\xi _i`$, $`i=1,2`$. In particular, if $`c(M_2,\xi _2)0`$ then $`(M_1,\xi _1)`$ is tight.

###### Proof.

Let us assume that we are performing contact $`(+1)`$–surgery along the Legendrian knot $`\gamma (M_1,\xi _1)`$. It follows from  and  that there is an open book decomposition $`(F,\varphi )`$ on $`M_1`$ compatible with $`\xi _1`$ in the sense of Giroux and such that $`\gamma `$ lies on a page and is not homotopic to the boundary. Then, an open book for $`(M_2,\xi _2)`$ is given by $`(F,\varphi ^{})`$, where $`\varphi ^{}=\varphi R_\gamma ^1`$ and $`R_\gamma `$ is the right–handed Dehn twist along $`\gamma `$. The first part of the statement now follows applying Theorem 4.2 of . The second part of the statement follows immediately from the fact that the invariant of an overtwisted contact structure vanishes. ∎

We will now describe an extremely effective computational tool for Heegaard Floer homology, the *surgery exact triangle*. Let $`M`$ be a closed, oriented three–manifold and let $`KM`$ be a framed knot. For $`n`$, let $`M_n`$ denote the three–manifold given by $`n`$–surgery along $`KM`$ with respect to the given framing, and call the resulting cobordism $`X_n`$. For a given Spinc structure $`𝐬`$ on $`MK`$ let

$$\widehat{HF}(M_n,[𝐬])=\underset{𝐭𝔖}{}\widehat{HF}(M_n,𝐭),$$

where $`𝔖=\{𝐭Spin^c(M_n)𝐭|_{M_nK}=𝐬\}`$, and define

$$\widehat{HF}(M_n)=\underset{𝐭Spin^c(M_n)}{}\widehat{HF}(M_n,𝐭).$$

The cobordism $`X_n`$ induces a homomorphism

$$F_{X_n}:\widehat{HF}(M,[𝐬])\widehat{HF}(M_n,[𝐬])$$

obtained by summing over Spinc structures.

###### Theorem 3 (, Theorem 9.16).

The homomorphism $`F_{X_n}`$ fits into an exact triangle:

Remark. Since the Spinc structures on $`M_n`$ are partitioned according to their restrictions to $`M_nK`$, by taking the direct sum of the exact triangles given by Theorem 3 one obtains an analogous exact triangle involving the groups $`\widehat{HF}(M)`$, $`\widehat{HF}(M_n)`$ and $`\widehat{HF}(M_{n+1})`$.

###### Lemma 4.

Let $`K(S^3,\xi _{st})`$ be the Legendrian unknot with Thurston–Bennequin invariant equal to $`1`$ and vanishing rotation number. Then, the contact three–manifold $`(S^1\times S^2,\eta )`$ obtained by $`(+1)`$–surgery along $`K`$ has nonvanishing Heegaard Floer invariant.

###### Proof.

In view of Lemma 2, Theorem 3 and the remark following the latter, we have an exact triangle:

where $`X`$ is the cobordism from $`S^3`$ to $`S^1\times S^2`$ obtained by attaching a two–handle to $`S^3`$ along a zero–framed unknot, and

$$F_X(c(S^3,\xi _{\mathrm{st}}))=c(S^2\times S^1,\eta ).$$

By , $`\widehat{HF}(S^1\times S^2)`$ is isomorphic to $`(/2)^2`$, while $`\widehat{HF}(S^3)`$ is isomorphic to $`/2`$. Exactness of the triangle immediately implies that $`F_X`$ is injective. Since $`(S^3,\xi _{st})`$ is Stein fillable we have $`c(S^3,\xi _{st})0`$, therefore $`c(S^2\times S^1,\eta )0`$. ∎

Let $`(V_k,\xi _k)`$ denote the contact three–manifold obtained by choosing $`r^{}=\frac{1}{k}`$ in Figure 1(a), so that $`V_kY_{\frac{k}{k1}}`$. Notice that for $`r^{}=k=1`$ the three–manifold $`V_1Y_{\mathrm{}}`$ is diffeomorphic to the three–sphere $`S^3`$. According to  the contact three–manifold $`(V_k,\xi _k)`$ can be alternatively defined by the diagram of Figure 3, which contains $`k`$ contact $`(+1)`$–framed Legendrian unknots.

###### Lemma 5.

Let $`k1`$ be an integer. Then, $`dim_{/2}\widehat{HF}(V_k)=k`$.

###### Proof.

$`(V_{k+1},\xi _{k+1})`$ is clearly obtained from $`(V_k,\xi _k)`$ by performing a contact $`(+1)`$–surgery. Therefore, as in the proof of Lemma 4 the cobordism $`X_k`$ corresponding to the surgery induces a homomorphism $`F_{X_k}`$ which fits into an exact triangle:

A simple computation shows that $`Y_{+1}`$ is the Poincaré sphere $`\mathrm{\Sigma }(2,3,5)`$, and it follows from the calculations of , Section 3.2, that $`\widehat{HF}(Y_{+1})=/2`$. Therefore, setting $`d(k)=dim_{/2}\widehat{HF}(V_k)`$, Triangle $`()`$ implies

(1)
$$d(k+1)=d(k)\pm 1$$

for every $`k1`$. Now observe that $`V_k`$ can be presented by the surgery diagram of Figure 4.

Consider the three–manifold $`M`$ obtained by surgery on the framed link of Figure 4 with the $`2`$–framed knot $`K`$ deleted. Applying Theorem 3 to the pair $`(M,K)`$ for $`n=1`$ yields the exact triangle:

Since by , Proposition 3.1, $`dim_{/2}\widehat{HF}(L(p,q))=p`$ for every $`p`$ and $`q`$, exactness of the triangle implies

(2)
$$d(k)k$$

for every $`k1`$, and since $`V_1`$ is diffeomorphic to $`S^3`$, we have $`d(1)=1`$. Therefore, by (1) and (2) we have $`d(k)=k`$ for every $`k1`$. ∎

###### Lemma 6.

Let $`k1`$ be an integer. Then, $`c(V_k,\xi _k)0`$.

###### Proof.

Consider Figure 3 for $`k=1`$, which represents $`(V_1,\xi _1)`$. By , performing a contact $`(+1)`$–surgery on a Legendrian pushoff of the Legendrian trefoil is equivalent to erasing the trefoil from the picture, thus resulting in $`(S^1\times S^2,\eta )`$. It follows from Lemmas 2 and 4 that $`c(V_1,\xi _1)0`$. Since by  we know that $`\widehat{HF}(Y_{+1})=/2`$, it follows from Lemma 5 and Triangle $`()`$ that the homomorphism $`F_{X_k}`$ is injective for every $`k1`$. Thus,

$$c(V_k,\xi _k)=F_{X_{k1}}(c(V_{k1},\xi _{k1}))0$$

for every $`k1`$. ∎

Remark. As we have already remarked, $`(V_2,\xi _2)`$ is a tight but not semi–fillable contact three–manifold. Since contact $`(+1)`$–surgery on a nonfillable structure produces a nonfillable structure , by Lemma 6 the contact three–manifold $`(V_k,\xi _k)`$ is tight, not symplectically semi–fillable for any $`k2`$.

###### Proof of Theorem 1.

If $`r^{}<0`$ or $`r^{}=\mathrm{}`$, any contact surgery given by Figure 1(a) can be realized by a Legendrian surgery, therefore the resulting contact structure is Stein fillable and hence tight. If $`r^{}\mathrm{}`$ and $`r^{}>0`$, choose an integer $`k`$ so large that $`r^{\prime \prime }=\frac{r^{}}{1kr^{}}<0`$. Since contact $`(+1)`$–surgery on a Legendrian pushoff cancels Legendrian surgery, Figure 2 shows that one can perform a sequence of contact $`(+1)`$–surgeries on any contact structure given by the diagram of Figure 1(a), obtaining $`(V_k,\xi _k)`$. It follows from Lemma 6 and repeated applications of Lemma 2 that all the contact structures defined by Figure 1(a) are tight. ∎