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# Discovery of X-Ray Burst Oscillations from a Neutron-Star X-Ray Transient in the Globular Cluster NGC 6440

## 1 Introduction

The discovery of millisecond oscillations in thermonuclear X-ray bursts provided the first direct measurements of the spin frequencies of neutron stars in low-mass X-ray binaries (LMXBs) (Strohmayer et al., 1996; Strohmayer & Markwardt, 2002). The presence of neutron stars rotating with millisecond periods in NS-LMXBs was suggested more than a decade previously (Alpar et al., 1982) and is key in understanding the relation of LMXBs and millisecond radio pulsars.

X-ray burst oscillation sources form two distinct classes: “fast oscillators” with frequencies close to twice the frequency difference of the kHz quasiperiodic oscillations (QPOs) seen in the persistent emission, and “slow oscillators” with frequencies near the difference of the kHz QPO frequencies (White & Zhang, 1997). If the kHz QPO frequency difference is close to the spin frequency of the neutron star, then the slow oscillators have a burst oscillation frequency close to the spin frequency, while the fast oscillators produce signals at twice the spin frequency. The fast oscillators produce burst oscillations predominately, but not exclusively, in photospheric radius expansion bursts, while the slow oscillators produce oscillations in bursts both with and without photospheric radius expansion (Muno et al., 2001). This indicates that the difference between the two classes is a physical difference and not a selection effect. The nature of this physical difference is unknown.

If the fast oscillators indicate twice the spin frequency and the slow oscillators indicate the spin frequency, then the spin frequency distribution of neutron stars in X-ray bursters is clustered with a maximum value near 400 Hz. Clustering in the spin frequency distribution has been variously interpreted as evidence for very efficient mass ejection by rapidly rotating neutron stars in binaries (Burderi et al., 2001), a gravitational radiation limit on the spin-up of accreting neutron stars (Bildsten, 1998) and for the existence of a phase change in superdense nuclear matter (Glendenning & Weber, 2001).

Increasing the sample of sources from which burst oscillations are detected is crucial for determining the physical nature of the difference between the fast and slow oscillators and in accurately measuring the spin frequency distribution of neutron stars in LMXBs. Here, we describe observations made with the Rossi X-Ray Timing Explorer (RXTE; Bradt, Rothschild, & Swank 1993) following the detection of X-ray bursts from the transient source SAX J1748.9-2021 located in the globular cluster NGC 6440. We report the discovery of millisecond oscillations in one X-ray burst. Because the source is located in a globular cluster, the distance is known and accurate luminosities can be calculated. We find that the peak luminosity of the radius expansion bursts is consistent with the Eddington limit for a $`1.4M_{}`$ and 10 km radius neutron star with hydrogen-poor matter. We describe the source and our observations in §2, the X-ray bursts in §3, the persistent emission in §4, and conclude in §5 with a few comments on the nature of the difference between the fast and slow X-ray burst oscillators.

## 2 Observations of NGC 6440

NGC 6440 is a globular cluster at a distance of $`8.5\pm 0.4`$ kpc (Ortolani, Barbuy, & Bica, 1994) and located near the Galactic center. Bright, transient X-ray emission coincident with NGC 6440 was first detected with OSO-7 and UHURU in December 1971 (Markert et al., 1975; Forman, Jones, Tananbaum, 1976). Strong X-ray outbursts were found, again, in August 1998 (in ’t Zand et al., 1999) and August 2001 (in ’t Zand et al., 2001). The peak luminosities of the outbursts were near $`10^{37}\mathrm{erg}\mathrm{s}^1`$. The durations of the outbursts were from one to a few months. The 1998 and 2001 outbursts are from the same object (in ’t Zand et al., 2001) identified with the optical star referred to as V2 in (Verbunt et al., 2000). Whether the 1971 outburst is from the same object or one of the other, currently quiescent, LMXBs in NGC 6440 (Pooley et al., 2002) is unknown. Type-I X-ray bursts detected in 1998 and 2001 with the Wide-Field Camera (WFC) on BeppoSAX and a high resolution image of the cluster obtained with Chandra while the source was active during 2001 clearly identify the source SAX J1748.9-2021 with V2 and as an accreting neutron star (in ’t Zand et al., 2001).

The RXTE All-Sky Monitor (ASM) light curve of the 2001 outburst is shown in Fig. 1. The outburst started around MJD 52129 (8 August 2001), as reported by the MIT ASM team. This initial event was relatively weak at its peak and lasted only 12 days. After a pause of about 20 days, NGC 6440 again became bright in x-rays. The x-ray emission rose gradually over about 10 days and then jumped rapidly to the peak flux level near 12 ASM c/s, which corresponds to a flux near $`3.2\times 10^9\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ in the 2–10 keV band or a luminosity of $`3\times 10^{37}\mathrm{erg}\mathrm{s}^1`$ for a source located at the distance of NGC 6440. High flux levels persisted for about 20 days, and then the source rapidly declined and became undetectable with the ASM.

The X-ray bursts found with the WFC during the 2001 outburst triggered an RXTE Target-of-Opportunity program which led to an observation on 2001 September 28 and multiple observations during October 7-16. The total observation time was 81 ks. Our observations occurred during the bright phase of the outburst and in the initial part of the final decline. Data were obtained from the Proportional Counter Array (PCA) in the same spectral and timing modes described in Kaaret et al. (2002).

## 3 X-Ray Bursts

We used the Standard 1 data which has 0.125 s time resolution and no energy information to search for X-ray bursts and found nine bursts, see Table 1. We extracted energy spectra for the bursts from event mode data with 64 channels of energy resolution using all Proportional Counter Units (PCUs) on during each burst and all layers. We include data from PCU0 because the problems with background rejection and modeling caused by the loss of its propane layer are not important for spectral analysis of these relatively bright bursts. We note that we did use the most recent response matrices, which include a correction for the spectral response due to the loss of the propane layer. Spectra were accumulated for 0.25 s intervals and corrected for deadtime effects. A spectrum from 10 s of data preceding each burst was subtracted to eliminate the contribution of the persistent emission.

We fitted the resulting spectra in the 3-20 keV band with an absorbed blackbody model with the column density fixed to $`5.9\times 10^{21}\mathrm{cm}^2`$, the value equivalent to the optical reddening (Pooley et al., 2002). The results are shown in Table 1. The bolometric flux was calculated from the spectral fit. The equivalent blackbody radius quoted in the table was calculated assuming a distance of 8.5 kpc and the uncertainty does not reflect the distance uncertainty. We note that these characterizations are only approximate since significant deviations from blackbody spectra have been detected from some sources and reprocessing of the radiation in the neutron star atmosphere alters the observed temperature and inferred radius from the true values (Lewin et al., 1995).

Bursts 1 and 5 show evidence for radius expansion including a sharp increase in radius of more than 20 km and a simultaneous decrease in temperature of more than 0.7 keV. The peak fluxes for these two bursts are consistent within the errors and their average peak luminosity is $`(4.3\pm 0.5)\times 10^{38}\mathrm{erg}\mathrm{s}^1`$ where the uncertainty includes the distance uncertainty. The fluxes reported from the RXTE PCA with PCUs 0, 1, 2, and 3 operating (which was the case during bursts 1 and 5) are systematically a factor of 1.2 higher than from other instruments. Assuming that this factor represents an error in the absolute calibration of the PCA (Tomsick et al., 1999), we reduce the flux by this factor and find an average peak luminosity for these two bursts of $`(3.6\pm 0.4)\times 10^{38}\mathrm{erg}\mathrm{s}^1`$ which is consistent with the Eddington luminosity for a $`1.4M_{}`$ and 10 km radius neutron star with hydrogen-poor matter (Kuulkers et al., 2002). The other bursts have lower peak fluxes. Burst 3 has a maximum radius close to 20 km and exhibits a temperature drop of 0.8 keV. Bursts 2, 6 and 7 show weak evidence of radius expansion with temperature drops of 0.4-0.7 keV but radius expansion of less than 20 km. Bursts 4, 8 and 9 show no evidence of radius expansion, no temperature drops, and decay more slowly than the other bursts.

Using high time resolution data (merged event lists from the event and burst catcher modes) with no energy selection, we computed power spectra for overlapping 3 s intervals of data, with 0.25 s between the starts of successive intervals, and searched for excess power in the range 100-1000 Hz. We found oscillations in burst 9, with a maximum Leahy normalized power of 38.7 at a frequency of 409.7 Hz, occurring in the burst decay about 5 s after the burst peak. Given 2700 independent frequencies in the 900 Hz interval searched, the signal power corresponds to a probability of chance occurrence of $`1.1\times 10^5`$, equivalent to a $`4.4\sigma `$ detection. The dynamical power spectrum is shown in Fig. 2. The peak rms amplitude of the oscillation is near 6%. Burst 9 is one of the two dimmest bursts and has the longest duration and exponential decay time.

## 4 Persistent emission

We analyzed the persistent emission following the procedures described in Kaaret et al. (2002). We used only data from PCU2 because this PCU was on during all of the observations. PCU0 was also on during all observations, but a fully reliable background model for PCU0 subsequent to the loss of its propane layer is not available. The PCA light curve shows a high level of variability, up to 80% within one day. An X-ray color-color diagram is shown in Fig. 3 with each point representing a 256 s integration. The points lie mainly in a single cluster, except for a few with low soft colors. A power spectrum for all of the data with soft color above 1.5 is shown in Fig. 4. The power spectrum has very low frequency noise and a so-called high frequency noise component as typically seen from atoll sources in the lower banana state (van der Klis, 1995). The solid line superimposed on the data is a fitted model consisting of the sum of a low-frequency powerlaw, $`\nu ^\gamma `$ with $`\gamma =2.24`$, for the very low frequency noise and an exponentially cutoff powerlaw, $`\nu ^\gamma e^{\nu /\nu _{cut}}`$ with $`\gamma =0.92`$ and $`\nu _{cut}=14.5\mathrm{Hz}`$. The RMS fraction is 5.7% in the 0.1–100 Hz range. The points with soft color below 1.5 have the lowest count rates and are from a single, contiguous time interval. A power spectrum of these data does not appear to have the very low frequency noise component, which would be consistent with identification as the island state. The RMS fraction is about 5% in the 0.1–100 Hz range.

We searched for high frequency QPOs in each uninterrupted RXTE observation window and in combinations of the various data segments, including the sum of the island state data. We calculated averages of 2 s power spectra for all PCA events (2–60 keV) and for events in the 4.7-20.8 keV energy band. We included events from all PCUs on during each observation. We did not find any statistically significant signals.

## 5 Discussion

Our discovery of burst oscillations from the X-ray transient in NGC 6440 adds another source to the 10 sources previously known to exhibit burst oscillations. As described above, X-ray burst oscillation sources form two classes: “slow oscillators” versus “fast oscillators” with the distinction being whether the burst oscillation frequency is close to once or twice the frequency difference of the kHz QPOs in the persistent emission (White & Zhang, 1997). The phenomenology of the fast and slow oscillators is different with the fast oscillators being much more likely to produce burst oscillations in photospheric radius expansion bursts which indicates that there is a physical difference between the two classes (Muno et al., 2001). If the kHz QPO frequency difference is close to the spin frequency of the neutron star, then the slow oscillators produce signals at close to the spin frequency and the fast oscillators at twice the spin frequency.

The fast oscillators have frequencies in the range 521-620 Hz, while the slow oscillators have frequencies in the range 270-363 Hz. The 410 Hz burst oscillation frequency of SAX J1748.9-2021 lies between the two classes. The detection of oscillations during a non-radius expansion burst and the absence of detections in radius expansion bursts is more consistent with the phenomenology of the slow oscillators. However, conclusive assignment of the source to either class must wait until kHz QPOs are detected in the persistent emission. If SAX J1748.9-2021 is a slow oscillator, then it has the highest frequency of any of the slow oscillators and the highest inferred spin frequency of any burst source, but it is slower than the spin frequency of the millisecond X-ray pulsar XTE J1751-305 (Markwardt et al., 2002). If it is a fast oscillator, it has the lowest frequency of any of the fast oscillators and the lowest inferred spin frequency of any burst source, but it is faster than the millisecond X-ray pulsar XTE J0929-314 (Galloway et al., 2002).

The dichotomy between slow and fast oscillators may be related to the magnetic field configuration of the neutron star. Diametrically opposed magnetic poles provide a natural means to produce oscillations with once or twice the spin frequency. However, the low upper limits placed on the subharmonic for fast burst oscillators are a serious problem for models containing two diametrically opposite hot spots because of the high degree of symmetry required (Muno et al., 2002). The problem is particularly severe when oscillations are detected early in the burst rise because nearly simultaneous ignition of the hot spots would be required.

The evolution of the magnetic field of a neutron star which is spinning-up or down is determined by interactions between superfluid neutrons and superconducting protons within the stellar core (Anderson & Itoh, 1975). For a spinning-up star, quantized magnetic flux tubes in the superconducting core move inwards towards the rotation axis (Ruderman, 1991). For the NS-LMXBs of interest here, it is likely that sufficient accretion has occurred during spin-up so that the neutron star crust has been replaced several times, giving a corresponding movement of the surface magnetic fields even if neither eddy current dissipation nor creep in the crust has been effective. Since accretion is still occurring, the surface magnetic field emerging from the crust should closely follow the configuration of the core magnetic field.

For the case where all of the emerging magnetic flux returns to the same spin hemisphere, the magnetic flux is squeezed into a small polar cap where the spin axis intersects the crust (Chen et al., 1998). For spin-up from periods near 10 s to periods of milliseconds, both the north and south magnetic poles move close to one rotational pole and the net magnetic dipole field becomes nearly orthogonal to the rotation axis – an orthogonal rotator. The local surface magnetic field strength within the magnetic polar cap is then much higher than the dipole field, typically $`10^{11}10^{12}\mathrm{G}`$ for a dipole field of $`10^8\mathrm{G}`$. For the case where flux returns in the opposite hemisphere, the magnetic field is confined to small polar caps at the north and south spin poles. The dipole magnetic field in this spun-up configuration is oriented nearly parallel to the spin axis – an aligned rotator.

Radio millisecond pulsars (MSPs) are similar to NS-LMXBs, indeed they may be the descendants of the NS-LMXBs, in that they have experienced significant spin-up subsequent to their formation. The orientation of the magnetic field in radio pulsars can be constrained using pulse profile and polarization measurements. The fraction of MSPs in the Galactic disk which are either orthogonal rotators or nearly aligned rotators (exactly aligned rotators would not be pulsars, so there must be a slight offset, $`20\mathrm{°}`$, of the magnetic field from the rotation axis) is significantly higher than for canonical pulsars (Xilouris et al., 1998). Chen et al. (1998) showed that this overabundance of orthogonal and nearly aligned rotators in MSPs can be understood as a consequence of the magnetic field evolution of a neutron star with a superfluid and superconducting core, as described above. The orthogonal and nearly aligned MSPs represent the two endpoints of the magnetic field evolution of a spun-up neutron star.

The magnetic field configuration in LMXBs should be even more tightly compressed towards the rotation poles than in MSPs because in LMXBs the neutron star is still actively accreting and spinning up. The same physical processes which cause the migration of the magnetic poles toward the rotation axis during spin up cause migration away from the rotation axis during spin down. Because MSPs are spinning down, some motion of the magnetic field away from the poles has occurred (the magnitude of the motion is small, since the magnitude of the spin down is small compared to that of the spin up), thereby decreasing the level of symmetry between the poles.

It is interesting to speculate that the same dichotomy may apply to NS-LMXBs. The orthogonal rotator geometry provides a natural means to produce oscillations at twice the spin frequency, while a slightly misaligned parallel rotator would produce oscillations at the spin frequency. The dichotomy between the fast and slow burst oscillators would then be related to physical differences between the magnetic field configurations of the neutron stars.

The magnetic field geometry of orthogonal rotators would produce a high degree of symmetry between the two magnetic poles which would be located very close to each other. This would naturally suppress the signal at the 1/2 subharmonic, i.e. the spin frequency, in the fast oscillators and allow nearly simultaneous ignition since the two poles are located very close together. Chen et al. (1993) estimate that spin up from 10 s to millisecond periods compresses the magnetic field into a region with a radius of about $`10^4\mathrm{cm}`$ around the spin axis. For a typical neutron star radius of $`10^6\mathrm{cm}`$, the poles would then be less than $`1\mathrm{°}`$ from the spin axis and be antipodal within $`2\mathrm{°}`$ as Muno et al. (2002) conclude is required to explain the lack of harmonics and sub-harmonics in burst oscillations. The requirement that there be no more than 2% difference in the relative brightness of the two poles in the main and decaying portions of bursts (Muno et al., 2002) is more difficult to address, but the high degree of symmetry between the two poles and their close location for orthogonal rotators suggest that such uniformity may be achieved several rotation periods after ignition of the burst.

We greatly appreciate the assistance by the duty scientists of the BeppoSAX Science Operations Center in the near to real-time WFC data analysis and the efforts of the RXTE team, particularly Jean Swank and Evan Smith, in performing these target of opportunity observations. PK thanks Mal Ruderman for useful discussions and acknowledges partial support from NASA grant NAG5-7405. JZ acknowledges financial support from the Netherlands Organization for Scientific Research (NWO).


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# Imaging of emission patterns in a T-shaped quantum wire laser

(March 14, 2003)

## Abstract

Spatially and spectrally resolved microscopic images of spontaneous and stimulated emissions are imaged at the mirror facets of a GaAs T-shaped quantum wire laser with high uniformity. Laser emission from the one-dimensional ground state reveals a circular image located at the core of a T-shaped optical waveguide but significantly smaller in area than the low power spontaneous emission from the same waveguide. These images unambiguously allow assignment of all spontaneous and laser emissions to the wire ground state and respective intersecting wells in the structure.

preprint: APL, Y. Takahashi

Quantum wire lasers kapon1989 ; weg1993  should show outstanding performance because of enhanced density of states at the bottom of conduction and valence bands arakawa1982 .

A T-shaped quantum wire (T-wire) goni ; someya  fabricated using cleaved-edge overgrowths loren1990  with molecular-beam epitaxy is advantageous, because it affords exact control of the one-dimensional (1D) structure. Stimulated emission from the 1D ground state was in fact first observed in a cleaved-edge overgrowth T-wire laser weg1993 . Photoluminescence (PL) images of the same T-wire laser were measured by Grober $`etal`$. with a low-temperature near-field scanning optical microscope (NSOM)grober1994 . They measured spatial distribution of three PL peaks and identified the PL peaks of T-wires and two adjacent wells. These measurements confirmed that one of the PL peaks evolving to the stimulated emission at higher pumping levels indeed comes from the T-wires region. However, the excitation level in that NSOM measurement was much lower than the lasing threshold, and the near-field emission patterns of lasing could not be measured. Such patterns, however, can be very important to the design of laser devices.

Another issue is that Rubio $`etal`$. observed a second lasing line L2 at high pumping levels in a similar T-wire structure rubio2001 . This L2 lasing occurred at higher energy than that of the 1D ground-state L1 lasing. The L2 lasing was suggested as possibly originating from an adjacent quantum well or from excited-states in T-wires. However, the actual origin of the L2 emission remains until now unanswered. For these reasons an experiment that could spatially image all of emissions in a T-wire laser would be important.

We report, in this work, near-field emission patterns of a T-wire laser by microscopic imaging method with a 0.8 $`\mu `$m spatial resolution. We investigated a T-wire laser at 4 K from below threshold at low excitation power to a power 80 times higher than the threshold of L1 under optical pumping, where three lasing lines, L1, L2, and L3, are observed.

Figure 1 shows a schematic view of our T-wire laser sample, where 20 T-wires are formed at T-shaped intersections of 20-period (001) multiple quantum wells (stem wells) and a (110) single quantum well (arm well). The 20 T-wires are embedded as shown in Fig. 1(c). It has a T-shaped optical waveguide core that is formed by 1.162 $`\mu `$m-thick multiple well layers with an averaged Al concentration of 28 % and a 167 nm-thick $`\mathrm{Al}_{0.1}\mathrm{Ga}_{0.9}\mathrm{As}`$ layer, and this core is surrounded by $`\mathrm{Al}_{0.5}\mathrm{Ga}_{0.5}\mathrm{As}`$ optical cladding layers. The cavity length of the T-wire laser is 512 $`\mu `$m, and cavity facets are uncoated. The sample was fabricated in the same growth runs and has the same structure as that used in our previously reported samples akiyama2002 . Note that the interface uniformity of these T-wires is dramatically improved from earlier samples weg1993 ; goni ; someya ; grober1994 ; rubio2001  because we introduced growth-interrupt annealing at a high temperature in forming the arm well surface yoshita2002 .

The T-wire laser was attached to a copper block and cooled down to 4 K. We used a continuous wave Titanium-Sapphire-laser to generate carriers in the active region. Excitation light was chopped into a 1% duty ratio to minimize sample heating. The excitation was incident on the top (110) surface of the T-wire structure in a filament shape 2 $`\mu `$m in width and 700 $`\mu `$m in length through a 0.4 numerical aperture objective lens (N.A. : 0.4) and a 200-mm focal length cylindrical lens. The pumping energy was set at 1.648 eV so that the 167-nm $`\mathrm{Al}_{0.1}\mathrm{Ga}_{0.9}\mathrm{As}`$ layer was not excited, but was absorbed in the stem wells, the arm well, and the T-wires. Photo-excited carriers in the stem wells and the arm well diffuse into the lower energy T-wires. The configuration of excitation was optimized for minimizing the threshold of L1. The spontaneous and stimulated emissions that came out via one of the cavity-mirror surfaces was collected using a 0.5 numerical aperture objective lens (N.A. : 0.5).

Figure 2 shows the emission spectra at three pumping levels 0.3, 6.5, and 210 mW incident on the (110) surface, measured with a spectral resolution of 0.2 meV.

In spectrum (a) at an excitation level of 0.3 mW, three spontaneous emission peaks occur at 1.5804, 1.6030, and 1.6340 eV. As will be demonstrated below in the imaging experiment, these spontaneous emission peaks originate from the T-wires, arm well, and stem wells respectively.

In spectrum (b) at an excitation of 6.5 mW, a multi-mode lasing (L1) emission occurs at 1.5753 eV and becomes dominant over the other emissions. The threshold pumping power is about 5 mW, and the lasing energy is 5.1 meV below the spontaneous emission peak due to the T-wire ground-state exciton akiyama2002 . Note that the energy separation $`\mathrm{\Delta }E`$ of the longitudinal modes is 0.27 meV. The effective refractive index $`n_{\mathrm{eff}}`$ estimated by $`\mathrm{\Delta }E=hc/2en_{\mathrm{eff}}L`$ using a cavity length $`L`$ = 512 $`\mu `$m is 4.49. This value is very large compared with a refractive index 3.65 of GaAs.

In spectrum (c) under a high excitation power of 210 mW, three lasing lines L1, L2, and L3 co-occur at 1.5736, 1.5883, and 1.6285 eV. Lasing threshold powers of L2 and L3 are about 150 and 80 mW. The spectrum shows that L1 lases in single-mode but that L2 and L3 are wide. The longitudinal modes of L3 are not seen, while those of L2 are resolved. The effective refractive index corresponding to the longitudinal mode separation of L2 is 4.51. As the excitation power further increases to 400 mW, the intensity of L2 overtakes that of L1 as reported with Rubio $`etal`$rubio2001 .

The energies of L1 and L3 are close to those of spontaneous emission peaks of the T-wires and the stem wells and suggest a strong link between them. However, the energy of L2 is not close to the spontaneous emission peak of the arm well.

For these emission peaks, we measured spatially and spectrally resolved microscopic images using interference band-path filters. The images (b)$``$(g) in Fig. 3 show each emission pattern from a cavity mirror surface. The spatial and spectral resolutions are about 0.8 $`\mu `$m and 1 meV. White lines and cross-hatching superposed on each image show the $`\mathrm{Al}_{0.5}\mathrm{Ga}_{0.5}\mathrm{As}`$ cladding layers as shown in Fig. 1(c). The contour color in these images corresponds to the emission intensity as shown in the color bar.

The black contour curves in Fig. 3(a) show the fundamental optical mode ($`|\psi |^2`$ = 0.9, 0.5, 0.1) at the T-shaped waveguide calculated using a finite element method. The superposed color image is a convolution of the optical mode with a 0.8 $`\mu `$m spatial resolution function.

The images (b), (c), and (d) are spontaneous emission patterns at a low excitation level of 0.3 mW, which correspond to three PL peaks in Fig. 2(a) to be assigned to T-wires, arm well, and stem wells, respectively.

The image (b) of the low-energy peak at 1.5804 eV is consistent with the assignment of its origin to the T-wires because the center of the emission exists at the T-shaped waveguide containing 20 T-wires. Though the emission pattern is slightly flat near (110) surface, it is very similar to the convoluted image (a) of the T-shaped waveguide mode.

The emission pattern (c) of the middle-energy peak at 1.6030 eV shows that the center of the emission is located at the 3 $`\mu `$m-wide region of the arm well on the $`\mathrm{Al}_{0.5}\mathrm{Ga}_{0.5}\mathrm{As}`$ cladding layer (see Fig. 1(c)). The 1 $`\mu `$m-wide region near the substrate shows weak emission intensity because the carriers tend to flow away into T-wires and a GaAs buffer layer. The arm well between the T-wires in the core region on the $`\mathrm{Al}_{0.35}\mathrm{Ga}_{0.65}\mathrm{As}`$ barrier also shows very weak emission intensity because carriers in this region mostly flow into adjacent T-wires.

The emission pattern (d) of the high-energy peak at 1.6340 eV shows that the emission originates from stem wells. Decreased intensity at the region away from the T-wires is most likely due to decreased excitation light by absorption and indicates the penetration depth. Note that the emission of the stem wells is quenched in the region near the T-wires due to diffusion of carriers into the T-wires grober1994 . The majority of the carriers in the T-wires are supplied in this mechanism because the volume of the stem wells in this region is larger than that of the T-wires and the arm well. These carrier diffusion from the arm well and the stem wells into the T-wires and the volume of each structure roughly explain the relative intensities of the three PL peaks in spectrum (a) in Fig. 2.

The images (e), (f), and (g) are laser emission patterns of L1, L2, and L3 at a high excitation level of 210 mW.

The emission pattern (e) of L1 is centered at the peak of PL patterns (b) of the T-wires. L1 is 5$``$7 meV below the exciton peak of the T-wire ground state, and it justifies the assignment that L1 is the lasing from the ground state of the T-wires. Similarly, emission pattern (g) of L3 demonstrates the assignment that L3 is the lasing from the stem wells. On the other hand, emission pattern (f) of L2 is not centered at the peak of PL patterns (c) of the arm well but has almost the same pattern of L1. This proves that the arm well in the cladding region is not the origin of L2. Instead, L2 should be ascribed to the arm well between the T-wires in the core region or some excited states of the T-wire.

To further discuss the origin of L2, we now refer to an additional experiment, where we made a similar lasing measurement on a single T-wire laser sample with an uncoated-facet cavity of 500 $`\mu `$m length at 4 K. The single wire laser sample has the same structure as that reported by Hayamizu $`etal`$hayamizu2002  except for the uncoated facet mirrors. It has only one T-wire defined by a 14 nm stem well and a 6 nm arm well. If we compare the single wire laser with the 20-wire laser, the total volume of the T-wire is reduced by a factor of 20, while that of the arm well is almost unchanged. Thus, the gain due to the T-wire ground state and the T-wire excited states should be reduced by a factor of 20, while the gain due to the arm well should be almost unchanged. The results of the experiment on the single wire laser show that L1 is not observed, while L2 is observed with a similar lasing-threshold to that of the 20-wire laser. This experimental fact suggests that the origin of L2 is most probably the arm well with a similar total volume.

It is interesting, in particular, that the emission patterns of L1 and L2 are small and have nearly a circular shape. They are smaller than the convolution image (a) of the T-shaped waveguide mode defined by the background refractive index. The emission pattern of L1 remains unchanged and stable against variation on excitation powers from just above the threshold to 400 mW. Even if the stripe width of the pumping laser is broadened to excite 20 T-wires more uniformly or if the position of the excitation light is moved from the center of 20 T-wires, the pattern of L1 is the same. A circular near-field emission pattern indicates an important advantage in laser applications, because it results in a symmetric far-field beam pattern without adding correction optics.

The mechanism of this small and circular near-field emission pattern is not understood. This may have some relation with the high effective refractive index of 4.5 obtained from the longitudinal-mode separation of L1 and L2 found in Fig. 2. Carriers causing optical gain in T-wires might enhance the effective refractive index at the center of the core region and modify both longitudinal and horizontal modes of lasing.

In summary, three lasing lines are observed under optical pumping in a T-wire laser with high uniformity at 4 K. We measured microscopic images of each emission peak. Origins of the three lasing lines are assigned: low-energy lasing L1 is due to the T-wire ground state, middle-energy lasing L2 is most probably due to the core-arm well, and high-energy lasing L3 is due to the stem wells. The near-field emission pattern of L1 is small and has a circular shape, which does not change up to an excitation power 80 times higher than the lasing threshold of L1. The emission pattern of L2 is almost the same as that of L1. A large effective refractive index of 4.5 is found for L1 and L2, which may be related to the circular emission patterns.

This work is partly supported by a Grant-in-Aid from the MEXT, Japan.


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# Untitled Document

Time Evolution In Macroscopic Systems.

I: Equations of Motion

W.T. Grandy, Jr.

Department of Physics & Astronomy, University of Wyoming

Laramie, Wyoming 82071

Abstract. Time evolution of macroscopic systems is re-examined primarily through further analysis and extension of the equation of motion for the density matrix $`\rho (t)`$. Because $`\rho `$ contains both classical and quantum-mechanical probabilities it is necessary to account for changes in both in the presence of external influences, yet standard treatments tend to neglect the former. A model of time-dependent classical probabilities is presented to illustrate the required type of extension to the conventional time-evolution equation, and it is shown that such an extension is already contained in the definition of the density matrix.

1. Introduction

A principal tenet of statistical thermodynamics for over a century has been that the microscopic constituents of macroscopic systems obey the fundamental dynamical laws of physics, but today there is still no broad consensus as to exactly how this translates into the time evolution of the macroscopic system itself. At the heart of the difficulty is the fact that macroscopic systems require a probabilistic description, so that a primary concern must lie with the time development of probabilities themselves, and rarely has this concern been addressed from first principles. In a quantum description the problem is further exacerbated by the presence of two kinds of probabilities in the density matrix: one intrinsic to the underlying quantum mechanics, and another pertaining to incomplete information in the context of classical probability theory. The aim of the following discussion is to disentangle these two contributions, at least conceptually, in a manner that leads to unambiguous equations of motion for macroscopic systems and at the same time clarifies the foundation of the latter in the microscopic laws.

A classical description of a many-body system begins by introducing an ensemble of like systems along with a phase function $`f`$ exhibiting their distribution in the phase space. We shall find it more convenient to employ a quantum mechanical description instead, not only because the mathematical expressions are a bit less unwieldy, but also because it allows us to focus more readily and naturally on the single system under study. For an isolated system In many common cases the system can be merely closed, or even open, as long as fluctuations are small; the only requirement is that there be no net external forces. the standard stages in such a study are the following: (i) construct an initial density matrix $`\rho _0`$ describing the initial macroscopic state; (ii) let the system evolve under its Hamiltonian $`H`$, thereby evolving the density matrix $`\rho `$ by the deterministic microscopic equation of motion

$$i\mathrm{}\dot{\rho }=[H,\rho ],$$
(1)
where the superposed dot denotes a total time derivative; and, (iii) at time $`t`$ use the time-evolved $`\rho (t)`$ to predict the expectation value of a system variable $`C`$ as

$$C(t)=\mathrm{Tr}[\rho (t)C]=\mathrm{Tr}[\rho _0C(t)].$$
(2)
This last expression illustrates the equivalence of the Schrödinger and Heisenberg pictures, for Eq.(1) itself is equivalent to a unitary transformation:

$$\rho (t)=U(t)\rho _0U^{}(t),$$
(3)
where the time-evolution operator $`U(t)`$ is determined by

$$\frac{dU}{dt}=HU,$$
(4)
with initial condition $`\rho (t_0)=\rho _0`$. For the moment we shall consider only the Schrödinger picture in which $`\rho (t)`$ evolves in time; the density matrix is very definitely not a Heisenberg operator. If $`\rho `$ is stationary, $`[H,\rho ]=0`$, it’s a constant of the motion; if $`\rho `$ is a functional only of constants of the motion the macroscopic state is one of thermodynamic equilibrium, corresponding to maximum entropy, and stage (ii) is solved immediately.

It would appear, at least in principle, that proceeding through these three stages must lead to a complete description of time-varying processes in a macroscopic system in terms of the underlying microscopic dynamics. An exact solution of (1) is practicably out of the question for any macroscopic system with a nontrivial Hamiltonian, of course, so that many approximations have been pursued over the years. Classically the ensemble density of $`N`$-particle systems, $`f_N(q,p,t)`$, where $`\{q,p\}`$ represents the collection of all $`6N`$ coordinates of a system in phase space, satisfies the Liouville equation: $`f_N=\{H,f_N\}`$, where the right-hand side is a Poisson bracket. Integration over all coordinates but those of a single particle yields the one-particle distribution $`f_1`$, for which an explicit equation of motion at low densities is readily derived, the well-known Boltzmann equation. In a quantum mechanical formulation much effort has been devoted to deriving the so-called master equation for a coarse-grained probability distribution over system states (Pauli, 1928). As emphasized by van Kampen (1962), the solutions describe a single system and there is no need for the notion of ensembles in this approach. Other lines of attack include projection operator techniques (Zwanzig, 1961; Mori, 1965), and the notion from the Brussels school that there may be an intrinsic irreversibility within the microscopic equations themselves.

All of these attempts at obtaining macroscopic equations of motion tend to create some sort of irreversibility, but it is difficult to establish whether it is the real thing or simply an artifact of the approximations. We now demonstrate, however, that even imagining we could solve (1) exactly leads us into serious difficulties.

There are two simple applications of our 3-stage scenario that lead us directly to some disturbing questions concerning its general applicability. The first of these involves the response of the system to the presence of a well-defined external field. The effects of this field on the system can often be sensibly described by including an additional term in the Hamiltonian, as in

$$H_t=H_0v(t)A,$$
(5)
where $`v(t)`$ describes the time dependence of the external force and $`A`$ is a system variable (operator) coupling that force to the medium. A formal solution to (1) is given by

$$\rho (t)=\rho _0+\frac{i}{\mathrm{}}_{t_0}^tU(t,t^{})v(t^{})[A,\rho _0]U^{}(t,t^{})𝑑t^{},$$
(6)
and $`t_0`$ is the time at which the external force is turned on. The interpretation here is that prior to $`t_0`$ the system is in thermal equilibrium, and for $`t>t_0`$ the density matrix evolves unitarily under the operator $`U(t,t^{})`$ determined by (4) with Hamiltonian $`H_t`$. At any later time the response of the system, described by the departure of expectation values of other operators $`C`$ from their equilibrium values, is found by substitution of (6) into (2) to be

$$C(t)C_0=_{t_0}^t\mathrm{\Phi }_{AC}(t,t^{})v(t^{})𝑑t^{},$$
(7)
where $`_0`$ denotes an equilibrium expectation value, and

$$\mathrm{\Phi }_{AC}(t,t^{})\frac{1}{i\mathrm{}}[A,C(t,t^{})]_0$$
(8)
is called the dynamical response functional. The time dependence of $`C`$ is given by $`C(t,t^{})=U^{}(t,t^{})C(t^{})U(t,t^{})`$, which is effectively now a Heisenberg operator.

Most often $`U`$ is approximated by $`\mathrm{exp}[i(tt^{})H_0/\mathrm{}]`$, leading to the well-known linear response theory. Although this approximation has been criticized as inappropriately approximating the microscopic dynamics (e.g., van Kampen, 1971), this is really the least of the problems that arise. Unquestionably the exact time-evolved $`\rho (t)`$ will predict the correct value of $`C(t)`$ at time $`t>t_0`$, for both the quantum mechanics and associated mathematics are impeccable. But, as noted in (3), that time evolution is equivalent to a unitary transformation, under which the eigenvalues of $`\rho `$ are unchanged. These eigenvalues are the probabilities for the system to be found in any of its possible macrostates under given macroscopic constraints, hence there would seem to be no macroscopic change in the system; but there is such a change, of course, as indicated in (7). The equivalent classical observation is that the Liouville equation moves the ensemble distribution around the phase space subject to given constraints, but does not alter those constraints. A further difficulty is that the von Neumann entropy $`S=k\mathrm{Tr}(\rho \mathrm{ln}\rho )`$, where $`k`$ is Boltzmann’s constant, is also invariant under unitary transformation, indicating the absence of irreversible behavior during the process despite the possibility of energy having been added to the system throughout the time interval.

A similar but more general application is the common task of heating a pot of water, on an electric stove, say. To describe this process in complete detail we have to specify the total system Hamiltonian $`H_0`$ of the closed system consisting of water, pot, electric burner, and interactions among them:

$$H_0=H_{\mathrm{water}}+H_{\mathrm{pot}}+H_{\mathrm{burner}}+H_{\mathrm{int}}.$$
(9)
When the burner is turned on the voltage and current can be enfolded into an external contribution $`H_{\mathrm{ext}}(t)`$, which leads to a total Hamiltonian $`H_{\mathrm{tot}}=H_0+H_{\mathrm{ext}}`$ for the heating process. With the water initially in thermal equilibrium with the rest of the system at temperature $`T_i`$, we know that the initial density matrix is given by the canonical distribution

$$\rho (0)=\frac{e^{H_0/kT_i}}{Z},Z=\mathrm{Tr}e^{H_0/kT_i}.$$
(10)
If the burner is turned on for a period $`(0,t)`$, then the density matrix for the isolated system at time $`t`$ is obtained by unitary transformation, as above. Upon turning off the switch one expects the system to relax almost immediately to a final equilibrium state at temperature $`T_f`$, and the conventional teaching is that $`\rho (t)`$ somehow goes over into the final canonical density matrix known to describe thermal equilibrium,

$$\rho (t)\rho _f=\frac{e^{H_0/kT_f}}{Z_f},Z_f=\mathrm{Tr}e^{H_0/kT_f}.$$
(11)
But this cannot happen: because the eigenvalues of $`\rho _f`$ and $`\rho (t)`$ are in general different, the two density matrices are incompatible; the eigenvalues of $`\rho (t)`$ are just those of $`\rho _i=\rho (0)`$. Indeed, as in the previous example, the theoretical entropy of the final state is the same as that of the initial state, whereas we are certain that the initial and final measured entropies cannot be the same. Where is the irreversibility of this process to be found? We shall address that question in Part II of this discussion (Grandy, 2003; following paper, herein referred to as II); our task here is to sort out the details of the time evolution process per se in the presence of external influences.

2. Origin of The Difficulties

The source of the above difficulties is that the Hamiltonian governs only the microscopic behavior of the system. While there is little doubt that the $`\rho (t)`$ evolved under $`H`$ will make correct predictions of macroscopic expectation values, it does so by including only the local effects of the external forces, with no reference to either the external sources or the macroscopic constraints; and it is the changes in those constraints that constitute much of the thermodynamics. Time development by unitary transformation alone affects only the basic quantum mechanical probabilities, but not those of classical probability theory that are determined by the macroscopic constraints. Similarly, in the classical formulation the ensemble density $`f_N`$ is evolved by Liouville’s equation and the meaning of the partial time derivative there is that an observer fixed in phase space would see the distribution move by without changing its shape. In either formulation the canonical microscopic equations of motion are ultimately responsible for the changing state of the system, to be sure, but both the impetus for these changes and the observed effects are macroscopic and must be included as such in any realistic analysis.

To explore the origins of these matters more deeply and systematically it will be useful to return to the task of stage (i) mentioned earlier, and recall some of the details involved in constructing an initial density matrix, or probability distribution. For simplicity we shall consider a discrete set of states or alternatives, which is equivalent to employing a representation in which $`\rho `$ is diagonal. The description then appears as independent of any particular physical application. We adopt the view that the probability for any one in a set of $`n`$ mutually exclusive and exhaustive alternatives $`\{x_i\}`$ is contingent on given information $`I`$, and will be written $`P_i=P(x_i|I)`$. As first developed by Gibbs (1902), and elucidated further by Shannon (1948) and Jaynes (1957), $`P_i`$ is determined uniquely by maximizing the information entropy

$$S_I=K\underset{i}{}P_i\mathrm{ln}P_i,K=\mathrm{constant}>0,$$
(12)
subject to constraints provided by $`I`$. The subscript $`I`$ emphasizes that this theoretical entropy is defined in the context, and as a part, of probability theory. This is an important caveat, for otherwise it is easy to confuse $`S_I`$ with physical or thermodynamic entropy. In fact, merely by making this distinction we see that the invariance of the von Neumann entropy $`S=k\mathrm{Tr}(\rho \mathrm{ln}\rho )`$ under unitary transformation is not as great a problem as first thought; it, too, should be considered an $`S_I`$, and it is only its maximum subject to physical constraints that corresponds to thermodynamic entropy. Note that $`S_I`$ has the form of an expectation value, $`S_I=\mathrm{ln}P`$, which is just the negative of Gibbs’ ‘average index of probability’ that he minimized to define the equilibrium state.

With the advent of the Shannon-Jaynes insights into construction of prior probabilities based on given evidence, the reasoning behind the Gibbs algorithm is immediately transparent. Given information in terms of a function $`f(x)`$, such that $`x`$ can take one, but only one, of the values $`\{x_i\}`$, the optimal choice of a probability distribution over $`\{x_i\}`$ is obtained by maximizing the entropy of the probability distribution (12) subject to constraints

$$\underset{i=1}{\overset{n}{}}P_i=1,P_i=P(x_i|I)>0,$$
(13a)
$$I:Ff(x)=\underset{i=1}{\overset{n}{}}P_if(x_i).$$
(13b)
This is the principle of maximum entropy (PME), and in this form presumes the information to be given in the form of an expectation value.

As is well known, the solution to this variational problem is most readily effected by the method of Lagrange multipliers, so that the desired probability distribution is given by

$$P_i=\frac{1}{Z}e^{\lambda f(x_i)},Z(\lambda )=\underset{i}{}e^{\lambda f(x_i)},$$
(14)
and the normalization factor $`Z`$ is called the partition function. Substitution of $`P_i`$ into (13b) provides the differential equation formally determining the Lagrange multiplier $`\lambda `$:

$$F=f=\mathrm{ln}Z/\lambda ,$$
(15)
and the expected value for any other function $`g(x)`$ is given by $`g=_iP_ig(x_i)`$. It must be stressed that the expectation value on the left-hand side of (13b) is a known number $`F`$ that we have identified in this way so as to incorporate the given information or data mathematically into a probability distribution. Whether we use one notation or the other will depend on which feature of these data we wish to emphasize in a particular discussion. This scenario is readily generalized to include several pieces of data in terms of several functions $`\{f_r\}`$, although it is also useful to note that not all these data need be specified at once. For example, a distribution can be constructed via the PME based on a datum $`f_1`$; subsequently further information may emerge in the form $`f_2`$, and the new distribution is obtained by re-maximizing $`S_I`$ subject to both pieces of data. If the new information contradicts the old there will be no solutions for real $`\lambda _2`$, and if the new datum is irrelevant it will simply drop out of the distribution. This procedure provides a method for incorporating new information into an updated probability estimate, in the spirit of Bayes’ theorem in elementary probability theory.

Maximization of $`S_I`$ over all probability distributions subject to given constraints transforms the context of the discussion into one involving the maximum as a function of the data specific to this application; it is no longer a functional of probabilities, for they have been ‘integrated out’. To acknowledge this distinction we shall denote the maximum entropy by $`S_{\mathrm{theor}}`$, and recognize that it is now a function only of the measured expectation values or constraint variables. That is, $`S_{\mathrm{theor}}`$ is the entropy of the macrostate, and the impetus provided by information theory is no longer relevant. What remains of the notion of information is now only to be found on the right-hand side of $`P(A|I)`$; we are here applying probability theory, not information theory. Substitution of (2–4) into (2–2) provides an explicit expression for the maximum entropy,

$$S_{\mathrm{theor}}=K\mathrm{ln}Z+K\lambda f.$$
(16)
The scenario described by Eq.(14) is precisely that leading to the canonical distribution (10) when the single piece of data involves the Hamiltonian, or total energy $`E(E_i)`$, where $`\{E_i\}`$ is the set of possible system energies. For constants of the motion, $`H`$ in this case, the PME provides most of elementary classical thermodynamics and solves the tasks of stages (i) and (ii) in a single step. Stage (iii), of course, is very well developed mathematically for equilibrium systems, and we only note here that the expectation value minimizes the root-mean-square error in estimating $`f`$.

When the specified functions or operators are not constants of the motion, or they vary in time, then $`\rho `$ no longer commutes with $`H`$, Eq.(1) must be addressed explicitly, and we return to the conundrums raised above. Small changes in the problem defined by Eqs.(13) can occur through changes in the set of possible values $`\{f_if(x_i)\}`$, as well as from changes $`\delta p_i`$ in the assigned probabilities. A small change in the expectation value is then

$$\delta f=\underset{i}{}p_i\delta f_i+\underset{i}{}\delta p_if_i,$$
(17)
and one readily verifies that the corresponding change in the information entropy is

$$\delta S=SS_0=\underset{i}{}\delta p_i\mathrm{ln}p_i.$$
(18)
The first sum on the right-hand side of (17) is just $`\delta f`$, the expected change in $`f`$, so we can rewrite that expression as

$$\delta f\delta f=\delta Q_f,$$
(19)
where $`\delta Q_f_i\delta p_if_i`$.

Equation (19) can be interpreted as a generalized First Law of thermodynamics, which is suggested by taking $`f=E`$, the total system energy. In that case we can interpret $`E`$ as the predicted internal energy $`U`$ and, since $`\delta E_i`$ is the work done on the system when it is in state $`E_i`$, it must be that $`\delta W=\delta E`$ is the predicted work done by the system. In this case, then, (19) has the form $`\delta U+\delta W=\delta Q`$, and $`\delta Q`$ is unambiguously identified as heat. The latter is usually thought of as energy transfer through degrees of freedom over which we have no control, whereas work takes place through those we do control. But this is now seen as a special case of a more general rule in probability theory: a small change in any expectation value consists of a small change in the physical quantity (”generalized work”) and a small change in the probability distribution (”generalized heat”). Just as with ordinary applications of the First Law, we see that the three ways to generate changes in any scenario are interconnected, and specifying any two determines the third.

The important point for the current discussion is that $`\delta Q_f`$ is effectively a source term, and it arises only from a change in the probability distribution. From (18) it is then clear that any change in the information entropy can only be induced by a $`\delta Q`$. Thus, since a unitary transformation corresponding to the time-evolution equation (1) leaves $`S_I`$ invariant, any complete description of the system evolution must contain some explicit reference to the sources inducing that evolution. A source serves to change the macroscopic constraints on the system, which the microscopic equations alone cannot do, and this can lead to changes in the maximum entropy. In the case of thermal equilibrium this is simply thermodynamics at work: a small change in $`f`$ induced by a source $`\delta Q_f`$ results in a new macroscopic state corresponding to a re-maximized entropy, a readjustment brought about by the underlying particle dynamics, of course.

A deeper issue uncovered here has to do with the nature of probability itself. Many writers subscribe to the view that objects and systems possess intrinsic probabilities that are actually physical properties like mass or charge. While most physicists would surely reject such a stance, the idea often seems to lurk in the background of many probabilistic discussions. One consequence of this viewpoint is that one may be led to believe that a density matrix $`\rho (t)`$ is a physically real quantity that’s completely determined by the usual dynamical equations of motion, rather than representing a state of knowledge about a physical situation. This may work for an isolated system for which the only information available is that encoded in the initial value $`\rho (0)`$, but we have seen above that this cannot be the case when external influences are operative. The probabilities $`n|\rho |n`$ can change only if the information on which they are based changes. Thus, the resolution of the difficulties discussed above is to be found through re-examination of time evolution when changes in external constraints are explicitly taken into consideration.

3. A Time-Dependent Probability Model

The question of how to define time-dependent probabilities unambiguously is an old one, but no general theory seems to have been developed. In the real world any kind of change must have a physical origin, and so most expositions tend to focus on, or adapt physical equations of motion in one way or another to describe time varying probabilities. But this again risks viewing a probability as a physical object or property, rather than a representation of a state of knowledge. While quantum mechanical probabilities are governed by microscopic physical laws, this is not necessarily the case for the macroscopic probabilities of interest here. The point of this section, then, is to develop a mathematical model that may provide some insight into the type of extension of the physical equations that we are seeking.

Our problem is that of defining a time-dependent probability unambiguously. An understanding that all probabilities are conditional on some kind of information leads to the realization that $`P(A_i|I)`$ can change in time only if the information $`I`$ is changing in time, while the propositions $`A_i`$ are taken as fixed. For example, if the trajectory $`y(t)`$ of a particle is changing erratically owing to the presence of an unknown time-varying field, the allowed values of $`y`$ do not change, but information on the current position and some time-dependent effects of that field might permit construction of probabilities for which values of $`y`$ might be realized at some later time $`t`$.

Armed with this insight the path to extending the PME algorithm in a straightforward manner is clear. We shall do this in steps by introducing an abstract probability model that avoids possible confusion with physical laws for the time being. Equations (13)-(15) summarized very briefly the maximum-entropy procedure for constructing a probability distribution based on a single piece of time-independent information. Unless there is a definite reason to suppose that the observed value of $`f(x)`$ is unvarying, as is the case with equilibrium statistical mechanics where only constants of the motion are considered, there is little to persuade us that a subsequent observation will not produce a different value. One might, for example, harbor such thoughts while rolling a die made from a sugar cube. To generalize our model somewhat let us suppose that $`f(x)`$ is observed at a series of times, and ultimately over a continuous time interval $`[\tau _0,\tau ]`$. Since there is a piece of data given at every instant in the interval, there is likewise a Lagrange multiplier defined at each point as well. We thus accumulate a body of information that, in the same manner as above, leads to the maximum-entropy prescription

$$\begin{array}{cc}\hfill P_i(\tau _0,\tau )& =Z^1[\lambda ]\mathrm{exp}\left\{_{\tau _0}^\tau \lambda (t^{})f_i(t^{})𝑑t^{}\right\}\hfill \\ \hfill Z[\lambda ]& =\underset{i}{}\mathrm{exp}\left\{_{\tau _0}^\tau \lambda (t^{})f_i(t^{})𝑑t^{}\right\}\hfill \\ \hfill f(x,t)& =\frac{\delta }{\delta \lambda (t)}\mathrm{ln}Z[\lambda (t)],\tau _0t\tau ,\hfill \\ \hfill g(x)& =\underset{i}{}P_i(\tau _0,\tau )g_i.\hfill \end{array}$$
(20)
Thus, $`Z`$ is now a partition functional, $`\lambda (t)`$ a Lagrange-multiplier function defined only on the interval $`[\tau _0,\tau ]`$, and this function is determined through functional differentiation.

Although nothing in (20) is to be considered explicitly time dependent, it is true that $`f(x,t)`$, $`\lambda (t)`$, $`f(t)`$ vary over the interval $`[\tau _0,\tau ]`$, but we know only that they do so there; indeed, $`\lambda (t)`$ is defined only on that interval. The meaning of $`f(x,t)`$ here is that at each point of the interval we know a definite value of $`f(x_i,t)`$, and $`\lambda (t)`$ is determined such that the mass of the probability distribution resides squarely on these points over that interval. This scenario is just a generalization of stage (i) considered earlier and does nothing more than provide an initial probability distribution at time $`t=\tau `$.

Some further features of (20) are worthy of note, beginning with the observation that $`\{P_i\}`$ goes over into the uniform distribution as $`\tau \tau _0`$, as it should. If $`ff(t)`$ it can be removed from the integrals and Eqs.(20) reduce to the time-independent case. While physical processes must be causal, it can be shown (e.g., Jaynes, 1979) that logical inferences can propagate either forward or backward in time, as in geology and astrophysics, say. Thus, $`g(x)`$ can not only be predicted for $`t>\tau `$, but also retrodicted for $`t<\tau _0`$. Generally, as $`t`$ increases beyond $`\tau `$ the accuracy of predictions made by this distribution can be expected to deteriorate continually, especially if $`f`$ continues to vary; only new data can contribute to a better estimate of $`\{P_i\}`$ at this point.

In the previous model we thought of the data being collected over a definite time interval, after which we maximized the entropy. Having made this first generalization we can see at once the next step. Information gathered in one interval can certainly be followed by collection in another a short time later, and can continue to be collected in a series of such intervals, the entropy being re-maximized after each interval. Now let those intervals become shorter and the intervals between them closer together, so that by an obvious limiting procedure they all blend into one continuous interval whose upper endpoint is always the present moment. Thus, there is nothing to prevent us from imagining a situation in which our information or data are continually changing in time; weather forecasts come to mind. With experiments performed in a more controlled manner, such information can be specified in detail and sources turned on and off at will; a common example is the slow heating of that pot of water.

The leap made here is to imagine re-maximization occurring at every moment, rather than all at once. There is no fundamental conceptual difference between the two scenarios, however, for in either case $`f(x,t)`$ must be known on the set $`\{x_i\}`$ during the basic information-gathering time interval. Yet, how do we justify the notion of continual re-maximization? The key point to realize is that there is no causal signal involved here, and no physical readjustment to be made. For any imaginable set of constraints there is a corresponding unique maximum entropy, just as for a first-order differential equation there is a unique solution for any given initial condition and it is unnecessary to actually solve the equation to know the solution exists. When you warm up your half-cup of coffee by pouring more in from the pot, you’ve just re-maximized the entropy of the coffee to conform to the new $`N`$ and $`E`$.

Without further ado, we now envision continuous data in the form of a time-varying expectation value,

$$f(x,t)_t=\underset{i}{}f_i(t)P_i(\tau _0,t),f_i(t)f(x_i,t),P_i(t)P(x_i;\tau _0,t).$$
(21)
That is, $`f(x_i,t)`$ is given at these points on $`[\tau _0,t]`$, and is specified to continue so until further notice. Then, in analogy to (20),

$$\begin{array}{ccc}\hfill P_i(t)& =Z_t^1[\lambda ]\mathrm{exp}\left\{_{\tau _0}^t\lambda (t^{})f_i(t^{})𝑑t^{}\right\},\hfill & \text{(22a)}\hfill \\ \hfill Z_t[\lambda ]& =\underset{i}{}\mathrm{exp}\left\{_{\tau _0}^t\lambda (t^{})f_i(t^{})𝑑t^{}\right\},\hfill & \text{(22b)}\hfill \\ \hfill f(x,t^{})_t^{}& =\frac{\delta }{\delta \lambda (t^{})}\mathrm{ln}Z_t^{}\left[\lambda (t^{})\right],\tau _0t^{}t,\hfill & \text{(22c)}\hfill \\ \hfill g(x,t)_t& =\underset{i}{}P_i(t)g_i(t).\hfill & \text{(22d)}\hfill \end{array}$$

In these expressions the subscript $`t`$ denotes expectation values computed with $`\{P_i(t)\}`$, and we note that the function $`g`$ need not itself depend explicitly on time. Also, none of these quantities is necessarily a continuous function of $`x`$; rather, $`x`$ simply denotes the sampling space for the discrete set $`\{x_i\}`$.

If $`f(x,t)`$ is specified to be constant for all time, then $`t\mathrm{}`$ and we regain Eqs.(14). And once again the distribution is uniform at $`t=\tau _0`$, whereas if the specified time variation is halted at some time $`t=\tau `$ Eqs.(20) are regained.

The actual time variation of $`P_i(t)`$ is described by

$$_tP_i(t)=\lambda (t)\mathrm{\Delta }f_i(t)P_i(t),$$
(23a)
where

$$\mathrm{\Delta }f_i(t)f_i(t)f(x,t)_t.$$
(23b)
We verify that this integrates back into the original $`P_i(t)`$ by performing a functional integration in (22), and in doing so obtain the useful alternative expression

$$Z_t[\lambda ]=\mathrm{exp}\left\{_{\tau _0}^t\lambda (t^{})f(x,t^{})_t^{}𝑑t^{}\right\}.$$
(24)
Equation (23a) has the form of a ‘master’ equation that is often introduced into time-dependent scenarios; here it is exact.

Direct differentiation in (22d) yields the ‘equation of motion’

$$\begin{array}{ccc}\hfill _tg(x,t)_t& =\underset{i}{}P_i(t)\left[\dot{g}_i(t)\lambda (t)g_i(t)\mathrm{\Delta }f_i(t)\right]\hfill & \\ & =\dot{g}(x,t)_t+\lambda (t)K_{fg}(x,t),\hfill & \text{(25)}\hfill \end{array}$$

where we introduce the equal-time covariance function

$$\begin{array}{ccc}\hfill K_{gf}(x,t)=K_{fg}(x,t)& g(x,t)f(x,t)_tg(x,t)_tf(x,t)_t\hfill & \\ & =\frac{\delta }{\delta \lambda (t)}g(x,t)_t.\hfill & \text{(26)}\hfill \end{array}$$

Note that one can choose $`g=f`$; otherwise, $`g`$ need not depend explicitly on $`t`$, in which case the first term on the right-hand side of (25) vanishes. While of formal interest, these equations of motion are somewhat redundant in view of (22d); in physical applications, however, they lead to several important insights.

Because $`\{P_i\}`$ is now time dependent the information-theoretic entropy analogous to (16), and which was maximized continuously to obtain Eqs.(22), also depends on the time. There is no implied relation to the thermodynamic entropy, of course, so we introduce yet another entropic notation and write this functional as

$$H_t[P(y)]=K\underset{i=1}{\overset{n}{}}P_i(t)\mathrm{ln}P_i(t),K>0.$$
(27)
Upon maximization this depends on the initial data only, so is a functional of $`f(x,t)_t`$. Substitution from (22) then yields

$$\begin{array}{ccc}\hfill H_t[f(x,t)]& =\mathrm{ln}Z_t[\lambda ]_{\tau _0}^t\lambda (t^{})f(x,t^{})_t𝑑t^{}\hfill & \\ & =_{\tau _0}^t\lambda (t^{})f(x,t^{})_t^{}𝑑t^{}_{\tau _0}^t\lambda (t^{})f(x,t^{})_t𝑑t^{},\hfill & \text{(28)}\hfill \end{array}$$

the integrands differing only in the subscripts. Note that a functional differentiation yields an alternative expression for $`\lambda (t)`$,

$$\lambda (t)=\frac{\delta H_t}{\delta f(x,t)_t},$$
(29)
and a time derivative provides a rate of ‘entropy production’

$$_tH_t=\lambda (t)_{\tau _0}^t\lambda (t^{})K_{ff}(t,t^{})𝑑t^{}.$$
(30)
These equations are remarkably similar to many of those found in writings on irreversible thermodynamics (e.g., de Groot and Mazur, 1962). Though no application to physical models is made here, one recognizes the analogs of fluxes and forces, and Onsager-like reciprocity is immediately evident in (26). But no linear approximations are made in this model, so the current scenario is considerably more general. It must be emphasized once again, however, that the time dependencies derived above are based entirely on the supposition of information supplied in the form of specified time-varying expectation values or source functions; we actually know how $`f(x,t)`$ varies in time, allowing us to predict the variation of $`g(x,t)`$. A possible general application of these considerations might be made to driven noise, in which the noise amplitude varies in a known way.

4. The Physical Problem

Precisely how to adapt the preceding probability model to macroscopic systems will be taken up in Part II of this discussion, while here we shall complete the study of Eq.(1) and the fundamental time-evolution equation. If we believe that only an external source can produce changing macroscopic constraints and time-varying information $`I(t)`$, then $`\rho (t)`$ must evolve in a manner over and above that determined by the Hamiltonian alone. In fact, such an additional evolution is already implied by the density-matrix formalism, as we now demonstrate.

In the equation of motion (1) for the density matrix we noted that the superposed dot represented a total time derivative. But in many works the equation is commonly written as

$$i\mathrm{}_t\rho =[H,\rho ],$$
(31)
where $`H`$ may be time dependent. The standard argument is that the derivative in (31) is indeed a partial derivative because this expression is derived directly from the Schrödinger equation, which contains a partial time derivative, although it makes no difference in (31) since $`\rho `$ depends only on $`t`$. This comment would not be notable were it not for an additional interpretation made in most writings on statistical mechanics, where $`\rho `$ describes the entire macroscopic system.

Equation (31) is often compared with the Heisenberg equation of motion for an operator $`F(t)`$ in the Heisenberg picture

$$\frac{dF}{dt}=\frac{1}{i\mathrm{}}[F,H]+_tF,$$
(32)
whereupon it is concluded from analogy with Liouville’s theorem that $`d\rho /dt=0`$ and (31) is just the quantum mechanical version of Liouville’s equation in classical statistical mechanics. But there is nothing in quantum mechanics that requires this conclusion, for $`\rho (t)`$ is not a Heisenberg operator; it is basically a projection operator constructed from state vectors, and in any event (31) refers to the Schrödinger picture. Heisenberg operators are analogous to functions of phase in classical mechanics, $`\rho `$ is not. We shall argue here that the derivative in (31) should be considered a total time derivative, as asserted earlier for (1); this follows from a careful derivation of that equation.

A density matrix represents a partial state of knowledge of a system. Based on that information we conclude that with probability $`w_1`$ the system may be in a pure state $`\psi _1`$, or in state $`\psi _2`$ with probability $`w_2`$, etc. Although the various alternatives $`\psi _i`$ are not necessarily mutually orthogonal, they can be expanded in terms of a complete orthonormal set $`\{u_k\}`$:

$$\psi _i(𝐫,t)=\underset{k}{}a_{ik}(t)u_k(𝐫),$$
(33)
such that $`u_k|u_j=\delta _{kj}`$. The quantum mechanical expectation value of a Hermitian operator $`F`$ in state $`\psi _i`$ is

$$F_i\psi _i|F|\psi _i=\underset{k,n}{}a_{ki}^{}a_{ni}^{}u_n|F|u_k.$$
(34)
The expected value of $`F`$ over all possibilities (in the sense of classical probability theory) is then

$$F=\underset{i}{}w_iF_i,\underset{i}{}w_i=1.$$
(35)
This last expression can be written more compactly (and generally) in matrix form as

$$F=\mathrm{Tr}(\rho F),$$
(36)
where the density matrix $`\rho `$ is defined in terms of its matrix elements:

$$\rho _{kn}\underset{i}{}a_{ki}^{}a_{ni}^{}w_i.$$
(37)
This expression is equivalent to writing $`\rho `$ as a weighted sum of projection operators onto the states $`\psi _i`$: $`\rho =_iw_i|\psi _i\psi _i|`$.

To find an equation of motion for $`\rho `$ we recall that each $`\psi _i`$ must satisfy the Schrödinger equation $`i\mathrm{}_t\psi _i=H\psi _i`$, and from (33) we find that this implies the equations of motion

$$i\mathrm{}\dot{a}_{ij}=\underset{k}{}a_{ik}H_{jk},H_{jk}u_j|H|u_k.$$
(38)
The superposed dot here denotes a total time derivative, for $`a_{ij}`$ describes a particular state and depends only on the time. One thus derives an equation of motion for $`\rho `$ by direct differentiation in (37), but this requires some prefatory comment.

Usually the weights $`w_i`$ are taken to be constants, determined by some means outside the quantum theory itself. In fact, they are probabilities and can be determined in principle from the PME under constraints representing information characterizing the state of the system. As noted earlier, however, if that information is changing in time, as with a nonequilibrium state, then the probabilities will also be time dependent. Hence, quite generally one should consider $`w_i=w_i(t)`$; if such time dependence is absent we recover the usual situation.

An equation of motion for $`\rho `$ is now found in a straightforward manner, with the help of (37) and (38), by computing its total time variation:

$$i\mathrm{}\dot{\rho }_{kn}=\underset{q}{}\left(H_{kq}\rho _{qn}H_{nq}\rho _{kq}\right)+i\mathrm{}\underset{i}{}\dot{w}_ia_{ki}^{}a_{ni}^{},$$
(39)
or in operator notation

$$i\mathrm{}\dot{\rho }=[H,\rho ]+i\mathrm{}_t\rho .$$
(40)
The term $`i\mathrm{}_t\rho `$ is meant to convey only the time variation of the $`w_i`$.

Comparison of (40) with (32)confirms that the former is not a Heisenberg equation of motion — the commutators have opposite signs. Indeed, in the Heisenberg picture the only time variation in the density matrix is given by $`_t\rho `$, which arises qualitatively in the same general manner as $`P_i(t)`$ in the preceding probability model. If, in fact, the probabilities $`w_i`$ are constant, as in equilibrium states, then (40) verifies (31) but with a total time derivative. Otherwise, (40) is the general equation of motion for the density matrix, such that the first term on the right-hand side describes the usual unitary time development of an isolated system. The presence of external sources, however, can lead to an explicit time dependence as represented by the second term, and thus the evolution is not completely unitary; classically, Liouville’s theorem is not applicable. An additional source term of this kind also appears in the work of Zubarev, et al (1996), and in Kubo, et al (1985), but of a considerably different origin and unrelated to the basic probabilities.

5. Summary

Equation (40) is the sought after extension to macroscopic systems of the equation of motion for the density matrix . The difference between this equation and the canonical version (1) is evident; it is the differences in their solutions that is most important. No matter what the solution to (1), it is always equivalent to a unitary transformation of the initial density matrix, and hence incapable of describing an irreversible process completely; some approximations of that equation, however, may exhibit various aspects of irreversible behavior. The $`\rho (t)`$ evolved by (1) in conjunction with the total Hamiltonian is certainly a correct result of quantum mechanics, but from a macroscopic viewpoint it is incomplete; it contains no new macroscopic information about the processes taking place. It can predict changes in the macroscopic constraints, yet is not itself affected subsequently by those changes; it reflects changes in the quantum mechanical probabilities but not in the $`w_i`$ in (37), which are determined by the external constraints. An example illustrating these points is given in II.

To elaborate further on these differences, let us recall Boltzmann’s enormously insightful relation between the maximum entropy and phase space volumes (or manifolds in a Hilbert space). In the form articulated by Planck this is

$$S_\mathrm{B}=k\mathrm{ln}W,$$
(41)
where $`W`$ is a measure of the set of microscopic states compatible with the macroscipic constraints on the system; it is a multiplicity factor. We emphasize that this expression is to be a representation of the maximum of the information entropy and, as Boltzmann himself observed, it is not restricted to equilibrium states. Although it sometimes is stated that (41) constitutes a proper definition of time-dependent entropy for nonequilibrium states (e.g, Lebowitz, 1999), there is no theoretical or mathematical basis for this assertion. Rather, Boltzmann’s formulation — which can actually be expressed as a theorem (e.g., Grandy, 1980) — provides a deep physical explanation of what is achieved by maximizing the information entropy in the manner of Gibbs; namely, $`S_\mathrm{B}`$ characterizes that huge set of microstates compatible with the macroscopic constraints, each microstate contributing to $`W`$ having probability roughly equal to $`W^1`$. In addition, (41) also illustrates through Liouville’s theorem on conservation of phase volume why the maximum entropy itself remains unchanged under canonical (or unitary) transformation; that is, no macroscopic information is either gained or lost during evolution under (1). Yet, (41) must change under the action of external forces; but how?

Let us return to the scenario of heating a pot of water on an electric burner, where initially the entire system is in equilibrium with multiplicity $`W_i`$. As energy $`\mathrm{\Delta }Q`$ is added to the water its temperature rises and the number of macroscopic configurations corresponding to the new constraints increases enormously, until at some point the plug is pulled and the entire system relaxes to a final equilibrium state with multiplicity $`W_fW_i`$. As a consequence, the entropy increases to $`S_\mathrm{B}(final)>S_\mathrm{B}(initial)`$, and this is completely equivalent to re-maximizing the information entropy subject to the constraint $`E_f=E_i+\mathrm{\Delta }Q`$. Note, however, that one can imagine carrying out such a re-maximization at any time during the process, for that maximization is also equivalent to acknowledging the existence of a definite phase volume of compatible microscopic states at any instant.

Thus, the multiplicity factor $`W`$ increases to its final value owing to a change in the macroscopic constraint provided by the total energy. In turn, this can come about only by an evolution of the weights $`w_i`$ in (39). Because the only time variation in $`\rho (t)`$ in the Heisenberg picture is that of these weights, we suspect there may be more direct ways to determine the appropriate density matrix than by trying to solve an incredibly complex differential equation. After all, from a macroscopic standpoint we need only know $`\mathrm{\Delta }Q`$ and the heat capacity of the water to predict its final temperature and energy. Explicit construction of $`\rho (t)`$ and $`S(t)`$ appropriate for describing nonequilibrium phenomena in these systems is carried out in Part II (following paper).

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