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# The Dehn filling space of a certain hyperbolic 3-orbifold

## 1. Introduction

The hyperbolic Dehn filling theory was established by W. Thurston in his original note . Besides the general theory, he extensively analyzed the space of Dehn fillings of the figure eight knot complement in terms of the decomposition by two ideal tetrahedra. The analysis leaded us to extremely fascinated research activities on Dehn fillings in the last 25 years.

One of unsolved problems in his analysis was to determine the global shape of the Dehn filling space. Since then, there have been many deep researches such as  discussing this problem in fact, however it is still mysterious. Even, though W. Neumann and A. Reid  have determined the true shape for the Whitehead link complement with one cusp component being complete, there seems to be no concrete examples of “one-cusped” hyperbolic manifolds or orbifolds for which we see the true shape of the Dehn filling space. In this paper, we construct hopefully the first such example of an orbifold, regretfully rather than a manifold.

The example we present here is topologically $`_2\times _2`$-covered as an orbifold by the complement of a seven component link in the connected sum of three copies of $`𝐒^2\times 𝐒^1`$. Based on the study of one-circle packings on complex affine tori by the second author in , we construct the example, which we will denote by $`N`$, and its all possible Dehn filling deformations in the following three sections. Then using careful analysis of deformations of such tori in  again, we determine the global shape of the Dehn filling space of $`N`$ in subsequent two sections.

## 2. Construction

We start with the hexagonal packing $`𝒫`$ on the complex plane $``$ by equi-radii circles, see Figure 1. The set of euclidean translations which leave $`𝒫`$ invariant forms a group $`\mathrm{\Gamma }`$ acting freely on $``$. It is isomorphic to $`\times `$ and the quotient is a particular euclidean torus admitting a cyclic symmetry of order $`6`$, which we call the hexagonal torus. $`𝒫`$ then descends to what we call a one-circle packing on the hexagonal torus.

Let us regard the complex plane $``$ as the boundary of the upper half space model $`^3`$ of the hyperbolic 3-space. $`𝒫`$ together with the dual packing $`𝒫^{}`$ which consists of circumscribed circles of interstices in $`𝒫`$ fills $``$. Each member of both $`𝒫`$ and $`𝒫^{}`$ bounds a hemisphere in $`^3`$ and such a hemisphere bounds a hemiball facing $``$. Cutting off those hemiballs from $`^3`$, we obtain a region $`L`$ with ideal polygonal boundary in $`^3`$. The intersections of $`𝒫`$ and $`𝒫^{}`$ correspond to ideal vertices of $`L`$ with rectangular section.

The group $`\mathrm{\Gamma }`$ acts properly discontinuously on $`^3`$ by the Poincaré extensions and the region $`L`$ is invariant under the action. Hence taking quotient, we obtain a hyperbolic 3-manifold $`N`$ with ideal polygonal boundary and a cusp. The polygonal boundary consists of two ideal triangles and one ideal hexagon, where they intersect orthogonally.

Take the double of $`N`$ along triangular faces, and then take again the double of the result along the boundary which now consists of two ideal hexagons. This double doubling construction gives us a hyperbolic 3-manifold $`M`$ with seven cusps among which 4 are old and 3 new. It is obvious by the construction that $`M`$ admits a $`_2\times _2`$-symmetry generated by two reflections associated to the doubling. $`N`$ is the quotient of $`M`$ by this symmetry and therefore we regard $`N`$ as an orbifold from now on, and study its Dehn filling deformations as an orbifold.

Topologically $`N`$ is a solid torus with a core loop and three points on the boundary removed. To see the effect on the first double, stretch the removed vertices on $`N`$ to arcs appropriately so that they become circles after doubling. Then by first doubling, we obtain a genus 3 handle body with two core loops and three loops on the boundary removed. This is depicted in Figure 2, where the shaded disks represent triangular faces along which we took the double.

A framed link representation of $`M`$, the double of Figure 2, can be immediately described by Figure 3.

## 3. Circle Packings on Complex Affine Tori

We will construct Dehn filling deformations of $`N`$ using deformations of the hexagonal packing on $``$ with the same combinatorial type. The hexagonal packing descends to a one-circle packing on the hexagonal torus. Conversely, a one-circle packing on the torus combinatorially equivalent to one on the hexagonal torus is universal covered by a packing on the plane equivalent to the hexagonal packing. However since the hexagonal packing is rigid in euclidean geometry, there are no other one-circle packings on euclidean tori than one on the hexagonal torus. Hence to get deformations, we will work with one-circle packings not on euclidean but rather on complex affine tori. This section is to review what has been known about complex affine tori and circle packings on them according to .

A complex affine structure on the torus is by definition a collection of local charts on $``$ whose transition function is a restriction of a complex affine transformation, so in particular it defines a complex structure. The uniformization assigning the conformal class to each affine torus defines a map of the space $`𝒜`$ of marked complex affine tori to the Teichmüller space $``$ of the torus. It is a natural complex line bundle projection, where the fiber is parameterized by explicit description of developing maps of affine structures under some normalization as we will see below. $``$ is identified with the upper half plane $`^2`$ in $``$ and hence $`𝒜`$ is homeomorphic to the product $`^2\times `$. We call the first factor a Teichmüller parameter $`\omega ^2`$ and the second an affine parameter $`c`$. Complex affine tori sharing the same $`\omega `$ are conformally equivalent. We denote by $`T_{\omega ,c}`$ the marked complex affine torus associated to $`(\omega ,c)^2\times `$. Also we denote by $`\alpha ,\beta `$ specified simple closed curves generating the fundamental group of the torus for marking.

The zero section of the line bundle $`^2\times ^2`$ precisely consists of euclidean structures. In this case, the developing map

$$\mathrm{dev}:\stackrel{~}{T}_{\omega ,0},$$

is a homeomorphism, and the images of $`\alpha `$ and $`\beta `$ by the holonomy $`\rho `$ are translations defined for each $`z`$ by

$$\{\begin{array}{cc}\rho (\alpha ):zz+1\hfill & \\ \rho (\beta ):zz+\omega \hfill & \end{array}$$

after appropriate normalization.

In affine but non-euclidean case, identifying the universal cover $`\stackrel{~}{T}_{\omega ,c}`$ with $`\stackrel{~}{T}_{\omega ,0}`$ by the uniformization, the developing map is described by an exponential map

$$\mathrm{dev}:ze^{cz}$$

under the identification of $`𝒜`$ with $`^2\times `$. Here $`\omega `$ and $`c`$ are the Teichmüller and affine parameters of the complex affine torus in question. The images of $`\alpha ,\beta `$ by the holonomy $`\rho `$ are obviously similarities

$$\{\begin{array}{cc}\rho (\alpha ):ze^cz\hfill & \\ \rho (\beta ):ze^{c\omega }z\hfill & \end{array}$$

which fix the origin.

Since a complex affine transformation is a similarity, it sends a circle on $``$ to a circle. Hence we can still discuss about circle packings on complex affine tori. The second author showed in  that the set of complex affine tori which admit a one-circle packing forms a real two-dimensional moduli space $``$ in $`^2\times `$. In constructing the moduli space, the marking for the packing was specified so that the edges of the nerve of the packing are homotopic to $`\alpha `$, $`\beta `$ and $`\beta \alpha ^1`$. The moduli space $``$ contains only one euclidean torus associated to $`\omega _0=e^{\pi i/3}`$, which is the hexagonal one. Moreover, the restriction of the uniformization $`^2\times ^2`$ to $``$ is onto and two to one except at the hexagonal torus. The affine parameters of a generic fiber consist of nonzero $`c`$ and its negative $`c`$.

## 4. Deformations

To each pair $`(\omega ,c)`$ on the moduli space $`^{}=\{(\omega _0,0)\}`$, we construct a Dehn filling deformation of $`N`$ as an orbifold based on the construction of $`N`$. To see this, we start with a complex affine torus $`T_{\omega ,c}`$ packed by one circle combinatorially equivalent to the one-circle packing on $`T_{\omega _0,0}`$. The developing map of $`T_{\omega ,c}`$ is an exponential map and $``$-covers $`\{0\}`$. Thus if we let $`X`$ be the universal cover of $`\{0\}`$, it canonically lifts to a homeomorphism $`:\stackrel{~}{T}_{\omega ,c}X`$. By mapping a circle packing on $`\stackrel{~}{T}_{\omega ,c}`$ to $`X`$, we obtain a circle packing $`𝒫_{\omega ,c}`$ on $`X`$ combinatorially equivalent to the hexagonal packing on $``$. Also the holonomy lifts uniquely to an injective homomorphism of $`\pi _1(T_{\omega ,c})\times `$ to the group of transformations of $`X`$. We denote its image by $`\mathrm{\Gamma }_{\omega ,c}`$.

Then we let $`\mathrm{}`$ denote the geodesic in $`^3`$ joining $`0`$ and $`\mathrm{}`$. The universal cover $`Y`$ of $`^3\mathrm{}`$ will be a substitution of $`^3`$ in the euclidean case. In fact, cutting off hemiballs in $`Y`$ bounded by the members of a deformed hexagonal packing $`𝒫_{\omega ,c}`$ and its dual $`𝒫_{\omega ,c}^{}`$ on $`X`$, we obtain a region $`L_{\omega ,c}`$ with ideal polygonal boundary in $`Y`$. Also since the action of $`\mathrm{\Gamma }_{\omega ,c}`$ on $`X`$ extends to a properly discontinuous action on $`Y`$ which leaves $`L_{\omega ,c}`$ invariant, by taking a quotient we obtain a hyperbolic 3-manifold with ideal polygonal boundary and incomplete end near $`\mathrm{}`$. We denote its completion by $`N_{\omega ,c}`$. It carries a Dehn surgery type singularity by definition, see , and we thus obtain to each $`(\omega ,c)`$ in $`^{}`$ a Dehn filling deformation of $`N=N_{\omega _0,0}`$.

On the other hand, let $`N_{}`$ be a Dehn filled deformation of $`N`$ as an orbifold and $`R`$ a manifold obtained from $`N_{}`$ by removing the points attached by the completion. $`R`$ is homeomorphic to the torus times $`[0,1)`$ with three points on the boundary removed. The boundary of $`R`$ consists of two ideal triangles and one ideal hexagon, where they intersect orthogonally. Choose a developing map $`D`$ of $`R`$ so that a neighborhood of an incomplete end winds $`\mathrm{}`$ in $`^3`$. By this normalization, the holonomy of $`R`$ maps $`\pi _1(R)\times `$ to transformations fixing $`0`$ and $`\mathrm{}`$, the image of the holonomy contains an element of infinite order by the definition of the Dehn filling deformation.

$`R`$ is not complete, but not so wild. Let $`U`$ be an equidistant neighborhood of an incomplete end and $`B`$ its complement. It is obvious that any point in $`R`$ admits the unique shortest path to $`U=B`$. Thus $`U`$ is developed to an equidistant neighborhood of $`\mathrm{}`$ and $`B`$ its complement. In particular, the image of the developing map $`D`$ misses $`\mathrm{}`$, and $`D`$ is in fact a map of the universal cover $`\stackrel{~}{R}`$ into $`^3\mathrm{}`$. Then $`D`$ lifts to a map $`\stackrel{~}{D}`$ of the universal cover $`\stackrel{~}{R}`$ to $`Y`$, the universal cover of $`^3\mathrm{}`$. Accordingly, the holonomy of $`R`$ lifts to a homomorphism to the group of transformations of $`Y`$. We denote its image by $`\mathrm{\Gamma }_{}`$.

Let $`Z`$ be the preimage of the boundary of the equidistant neighborhood of $`\mathrm{}`$ in $`Y`$. $`\mathrm{\Gamma }_{}`$ acts properly discontinuously and freely on $`Z`$ by the definition of the Dehn filling deformation, and $`Z`$ bijectively corresponds to the preimage of $`Z`$ by $`\stackrel{~}{D}`$. This shows that $`\stackrel{~}{D}`$ is injective at least on a neighborhood of the preimage of $`Z`$ by $`\stackrel{~}{D}`$. We will show that $`\stackrel{~}{D}`$ is globally injective. Suppose we have two points in $`\stackrel{~}{R}`$ mapped by $`\stackrel{~}{D}`$ to a point $`yY`$. $`y`$ admits the unique shortest path to the point $`y_0`$ on $`Z`$. Since the preimage of $`Z`$ by $`\stackrel{~}{D}`$ bijectively corresponds to the preimage of $`U=B`$ in $`\stackrel{~}{R}`$, the preimage of $`y_0`$ consists of a single point $`n_0`$. Hence two points in question lie on the orthogonal path to the preimage of $`U=B`$ through $`n_0`$ on the same side with the same distance to $`n_0`$. Thus they must be the same.

Then the ideal hexagonal faces on the boundary of $`\stackrel{~}{R}`$ in the developed image define a packing on $`X`$, the universal cover of $`\{0\}`$, combinatorially equivalent to the hexagonal one. Moreover the packing is invariant under the induced action of $`\mathrm{\Gamma }_{}`$ on $`X`$. Hence it descends to a one-circle packing on some affine torus $`T_{\omega ,c}`$ parameterized by some pair $`(\omega ,c)^{}`$, and $`N_{}`$ is isometric to $`N_{\omega ,c}`$.

## 5. Dehn Filling Coefficients

Following , we review how to find a pair $`(\omega ,c)`$ lying on the moduli space $`^{}`$. If $`(\omega ,c)`$ lies on $`^{}`$, a simple observation shows that $`\omega `$ and $`c`$ must satisfy the identities,

(5.1) $`{\displaystyle \frac{\mathrm{cos}\mathrm{Im}(c/2)}{\mathrm{cosh}\mathrm{Re}(c/2)}}={\displaystyle \frac{\mathrm{cos}\mathrm{Im}(c\omega /2)}{\mathrm{cosh}\mathrm{Re}(c\omega /2)}}={\displaystyle \frac{\mathrm{cos}\mathrm{Im}(c(\omega 1)/2)}{\mathrm{cosh}\mathrm{Re}(c(\omega 1)/2)}}.`$
Moreover, the inequalities

$$|\mathrm{Im}(c)|<\pi ,|\mathrm{Im}(c\omega )|<\pi ,|\mathrm{Im}(c(\omega 1))|<\pi $$

must be satisfied by obvious reason. Let $`f:𝒞[0,1)`$ be a smooth function defined by

$$f(z)=1\frac{\mathrm{cos}\mathrm{Im}(z/2)}{\mathrm{cosh}\mathrm{Re}(z/2)},$$

where

$$𝒞=\{z||\mathrm{Im}(z)|<\pi \}$$

is the largest possible region for $`c`$ to vary in $``$. The identity (5.1) shows that $`c`$, $`c\omega `$ and $`c(\omega 1)`$ lie on the same level set $`L_s=\{z𝒞|f(z)=s\}`$. When $`s=0`$, $`L_0`$ consists of a single point corresponding to the hexagonal torus by simple computation. For each $`0<s<1`$, $`L_s`$ is topologically a simple loop around the origin, has symmetries about the real and imaginary axis, and bounds a strictly convex interior.

For $`c𝒞^{}=𝒞\{0\}`$, the origin $`0`$, $`c`$, $`c\omega `$ and $`c(\omega 1)`$ form a parallelogram by obvious reason in plane geometry. Conversely, if $`c𝒞^{}`$ is given and let $`L_s`$ be the level set on which $`c`$ lies, then there are unique two points $`c_1,c_2`$ on $`L_s`$ so that $`c,c_1,c_2`$ lie in counterclockwise order on $`L_s`$, and they together with the origin form a parallelogram. Then we obtain a pair $`(\omega ,c)`$ in the moduli space $`^{}`$ by letting $`\omega =c_1/c`$. Hence $`c𝒞^{}`$ determines $`\omega `$. In view of this fact, we identify the moduli space $`^{}`$ with the region $`𝒞^{}`$.

In the level set $`L_s`$ for $`0<s<1`$, there are twelve special points depicted in Figure 7 which give rise to pairs on $`^{}`$ rather obviously. Here, $`p_1`$ and $`p_7`$ are intersections with the real axis. Similarly $`p_4`$, $`p_{10}`$ lie on the imaginary axis. $`p_i`$ for $`i=2,3,5,6,8,9,11,12`$ are points such that $`p_3p_{11}`$, $`p_5p_9`$, $`p_2p_6`$ and $`p_8p_{12}`$ are the bisectors of the segments $`0p_1`$, $`0p_4`$, $`0p_7`$ and $`0p_{10}`$ where $`0`$ is the origin in $`𝒞`$. Three points $`p_i`$, $`p_{i+2}`$, $`p_{i+4}(\mathrm{mod}12)`$ together with the origin $`0`$ form a parallelogram and give rise to a pair on $`^{}`$. As $`s`$ decreases from $`1`$ toward $`0`$, an ellipselike closed curve $`L_s`$ shrinks down to a point $`L_0`$, however the order of $`p_i`$’s on the level set never changes. Hence the trace of $`p_j`$ defines a locus $`l_j`$ in the region $`𝒞`$, and $`𝒞`$ is divided by these loci into twelve regions denoted by $`C_1`$, $`\mathrm{}`$, $`C_{12}`$ as in Figure 7.

To each pair $`(\omega ,c)`$ on the moduli space $`^{}`$, we choose four points $`0,c,c\omega ,c(\omega 1)`$ which form a parallelogram. Choosing the origin and the third and fourth vertices $`c\omega ,c(\omega 1)`$, and adding the negative of the second one at the end, we obtain a next parallelogram spanned by $`0,c\omega ,c(\omega 1),c`$. Doing the same shift twice, we obtain parallelograms spanned by $`0,c(\omega 1),c,c\omega `$ and $`0,c,c\omega ,c(\omega 1)`$. The last one is symmetric to the original parallelogram about the origin. This shows that the moduli space $`^{}=𝒞^{}`$ has a rotational symmetry of order $`6`$. On the other hand, the complex conjugation gives an orientation reversing involutive symmetry. Thus by these all together, the moduli space $`^{}=𝒞^{}`$ admits a dihedral symmetry of order $`12`$.

Regarding $`\alpha ,\beta `$ as a meridian-longitude pair for $`N`$, we discuss the hyperbolic Dehn filling coefficients of $`N_{\omega ,c}`$. Recall that $`\rho (\alpha )`$ is a similarity defined by $`ze^cz`$ and $`\rho (\beta )`$ by $`ze^{c\omega }z`$ for nonzero $`c`$. Then the Dehn filling coefficients $`(\mu ,\lambda )^2`$ for $`N_{\omega ,c}`$ is by definition, see , a continuous solution of the equation

$$\rho (\alpha )^\mu \rho (\beta )^\lambda =\text{rotation by }\pm 2\pi $$

under the normalization that $`\rho (\alpha ),\rho (\beta )`$ go to the identity when the structure approaches the complete one. More precisely for our choice of $`c`$ and $`\omega `$, the Dehn filling coefficient $`(\mu ,\lambda )`$ of $`N_{\omega ,c}`$ is a solution of the linear equation

(5.2)
$$\mu c+\lambda c\omega =\pm 2\pi i.$$

Note that a pair $`(\omega ,c)`$ corresponds to $`\pm (\mu ,\lambda )`$ and conversely a pair $`(\mu ,\lambda )`$ to $`(\omega ,\pm c)`$. We define $`(\mu ,\lambda )`$ for $`c=0`$ as $`(\mathrm{},\mathrm{})`$.

To each finite Dehn filling coefficient $`(\mu ,\lambda )`$, we assign a slopelike number $`t=\mu /(\mu +\lambda )`$, where the slope is $`\mu /\lambda `$ by definition. Though $`(\omega ,c)`$ corresponds to coordinates $`\pm (\mu ,\lambda )`$, the unique $`t`$ is assigned for them. Dividing (5.2) on both sides by $`\mu +\lambda `$ and taking the real parts, we obtain an obvious identity,

$$\mathrm{Re}(tc+(1t)c\omega )=0,$$

which shows how to read off $`t`$ with respect to the Dehn filling coefficient of $`N_{\omega ,c}`$ by an elementary plane geometry in $``$ as follows. $`c`$ and $`c\omega `$ lie on the same level set of $`f`$ in $`𝒞^{}`$. Here we draw the straight line through $`c`$ and $`c\omega `$. Then the intersection of the line with the imaginary axis is the point which divides the segment connecting $`c`$ and $`c\omega `$ in $`1t`$ to $`t`$.

For our convenience, we define a function $`T:𝒞^{}\{\mathrm{}\}`$ by assigning $`t=\mu /(\mu +\lambda )`$ to each $`c𝒞^{}=^{}`$. It is easy to see that the level set of $`T`$ at $`t=1,0,1/2,1,2,\mathrm{}`$ coincide with the union of $`l_1`$ and $`l_7`$, the union of $`l_2`$ and $`l_8`$, $`\mathrm{}`$, the union of $`l_6`$ and $`l_{12}`$. When $`c`$ moves along the level set of $`f`$ in counterclockwise direction, $`c\omega `$ does the same. Hence $`T`$ is strictly increasing along a counterclockwise move on the level set of $`f`$ except a gap at $`t=\mathrm{}`$.

Choose a point $`c`$ in the region $`C_3`$, then $`t`$ assigned lies in $`(1/2,1)`$. When $`c`$ moves along the level set of $`T`$ toward the boundary of $`𝒞`$, $`c\omega `$ must move along the level set of $`T`$ in $`C_5`$. Since $`\mathrm{Re}(c\omega )`$ goes to $`\mathrm{}`$ and $`\mathrm{Re}(tc+(1t)c\omega )`$ remains zero, $`\mathrm{Re}(c)`$ must go to $`\mathrm{}`$. The limit of the curve $`l_3`$ is $`\mathrm{}+\pi i`$, and this gives $`\mathrm{Im}(c)\pi `$. On the other hand, by (5.1), $`\mathrm{cos}\mathrm{Im}(c\omega /2)=\mathrm{cos}\mathrm{Im}(c(\omega 1)/2)\mathrm{cosh}\mathrm{Re}(c\omega /2)/\mathrm{cosh}\mathrm{Re}(c(\omega 1)/2)`$. Since $`\mathrm{cos}\mathrm{Im}(c(\omega 1)/2)`$ is bounded and $`\mathrm{cosh}\mathrm{Re}(c\omega /2)/\mathrm{cosh}\mathrm{Re}(c(\omega 1)/2)`$ is asymptotically $`e^{\mathrm{Re}c/2}`$, $`\mathrm{cos}\mathrm{Im}(c\omega /2)`$ converges to $`0`$ and the limit of $`\mathrm{Im}(c\omega )`$ is $`\pi `$. Thus, $`tc+(1t)c\omega \pi i`$, and we have

$$2tc+2(1t)c\omega 2\pi i.$$

This shows that $`(\mu ,\lambda )\pm (2t,2(1t))`$ and $`\mu +\lambda \pm 2`$.

By the dihedral symmetry of the moduli space, we can calculate the limit for other $`t`$. The image of the Dehn filling coefficients $`(\mu ,\lambda )`$ parameterized by the moduli space $`=𝒞`$ then covers the shaded region $`𝒟`$ in Figure 9, and the boundary consists of a hexagon as follows:

$$\begin{array}{c}\{(\mu ,\lambda )|\mu +\lambda =2,\mu 0,\lambda 0\}\{(\mu ,\lambda )|\mu =2,2\lambda 0\}\hfill \\ \hfill \{(\mu ,\lambda )|\lambda =2,0\mu 2\}\{(\mu ,\lambda )|\mu +\lambda =2,\mu 0,\lambda 0\}\\ \hfill \{(\mu ,\lambda )|\mu =2,0\lambda 2\}\{(\mu ,\lambda )|\lambda =2,2\mu 0\}.\end{array}$$

## 6. Degenerations

We check how the degeneration occurs when they approach the boundary.

We first think of the deformations along the path defined by the level set of $`T`$ at $`t=1`$. Then the deformations are realized by hyperbolic cone-manifolds and the meridian loop $`\alpha `$ bounds a disk hitting the cone singularity. See  for details about cone-manifolds. Since

$$|\mathrm{Im}(c)|\pi \text{and}|\mathrm{Re}(c\omega )|\mathrm{},$$

the cone angle converges to $`\pi `$ and the length of the singular locus diverges. In fact, the Dehn filled manifold splits along an euclidean sub cone-manifold, a disk with two corner of angle $`\pi /2`$ and a cone point of cone angle $`\pi `$, at the limit. The same result holds when $`t=0`$ and $`t=\mathrm{}`$ because of the dihedral symmetry.

More generally, choose coprime integers $`p`$ and $`q`$ and think of the deformations of $`N`$ along the path on the level set of $`T`$ at $`t=p/(p+q)`$. Then again the deformations are realized by cone-manifolds and a loop homotopic to $`\alpha ^p\beta ^q`$ bounds a disk hitting the cone singularity. For $`t(0,1)`$, the level set of $`T`$ lies in $`C_2l_3C_3`$. When the deformations approach the boundary along this path, $`\mathrm{Re}(c)\mathrm{}`$, $`\mathrm{Im}(c)\pi `$, $`\mathrm{Re}(c\omega )\mathrm{}`$ and $`\mathrm{Im}(c\omega )\pi `$. The calculation similar to one in the previous section shows that

$$|\mathrm{Im}(pc+qc\omega )||(p+q)\pi |,$$

and hence the cone angle converges to $`(p+q)\pi `$. To see the length of the singular locus, we choose integers $`r`$ and $`s`$ such that $`psqr=1`$. Then, $`\alpha ^r\beta ^s`$ represents a curve which intersects $`\alpha ^p\beta ^q`$ once and hence the translation factor of $`\rho (\alpha ^r\beta ^s)`$, or equivalently $`\mathrm{Re}(rc+sc\omega )`$ represents the length of the singular locus. Making use of the property $`\mathrm{Re}(pc+qc\omega )=0`$, we have

$$|\mathrm{Re}(rc+sc\omega )|=|\frac{rqps}{q}\mathrm{Re}(c)|\mathrm{},$$

which implies that the length of the singular locus diverges and a corresponding cone-manifold splits as before. We can see similar facts for other rational $`t`$ by the dihedral symmetry. In fact, the cone angle approaches $`|p|\pi `$ if $`t>1`$ and $`|q|\pi `$ if $`t<0`$. In either case, the length of the singular locus diverges.

## 7. Remark

If we relax the complex affine structure modeled on $``$ to the complex projective structure modeled on the Riemann sphere, the relaxation defines the involution $`\tau `$ on $`^2\times `$ which sends $`(\omega ,c)`$ to $`(\omega ,c)`$. The moduli space $`_{}`$ of complex projective tori admitting a one-circle packing is the quotient of $``$ by $`\tau `$. This space is studied in  by the cross ratio parameters and represented as a semi algebraic set by

$$_{}=\{(x,y,z)|xyzxyz=0,x,y,z>0\},$$

see the appendix in .

Assigning the holonomy representation to each projective structure, we obtain a map

$$_{}^2\times /\tau X(\pi _1),$$

of $`_{}`$ to the space $`X(\pi _1)`$ of representations of the fundamental group of the torus in $`\mathrm{PGL}(2,)`$ up to conjugation. It is a regular map with respect to the algebraic structures on the source and target, and easily seen to be a proper injective homeomorphism by concrete computation in . This in particular implies also that the boundary we described here is the true one since holonomy representations diverge at the boundary.


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# Self-avoiding walks and connective constants in small-world networks

## I Introduction

Our world is formed by networks of different types (social, biological, technological, economic), whose characterization has launched in last years the emergence of models incorporating the basic ingredients of real-life networks . In particular, social networks form the substrate where processes such as information spreading or disease propagation take place. One expects that the structure of these complex networks will play an important role in such dynamical processes, which are usually studied by means of stochastic dynamics and random walks. Some processes, such as navigation and exploratory behavior are neither purely random nor totally deterministic, and can be also described by walks on graphs . In this context, the generic properties of deterministic navigation  and directed self-avoiding walks  in random networks have been analyzed recently.

In last years, networks displaying the “small-world” effect have been intensively studied . Watts and Strogatz proposed for this kind of networks a model based on a locally connected regular lattice, in which a fraction $`p`$ of the links between nearest-neighbor sites are replaced by new random connections, thus creating long-range “shortcuts”. Hence, one has in the same network a local neighborhood (as for regular lattices) and some global properties of random graphs . The small-world effect is usually measured by the scaling behavior of the characteristic path length $`\mathrm{}`$, defined as the average of the distance between any two sites. In small-world networks, one has a logarithmic increase of $`\mathrm{}`$ with the network size, as happens for random graphs .

This short global length scale changes strongly the behavior of statistical physical problems on small-world networks, as compared with regular lattices (where one has $`\mathrm{}N^{1/d}`$, $`N`$ being the system size and $`d`$ the lattice dimension). Among these problems, one finds signal propagation , spread of infections , and random spreading of information . Site and bond percolation , as well as the Ising  and XY models , have been also studied in these networks. Most of the published work on small worlds has focussed on networks obtained from one-dimensional lattices (rings). Small-world networks built by rewiring lattices of higher dimensions have being employed to study percolation, as a model of disease propagation . Several characteristics of random walks on this kind of networks have been analyzed in connection with diffusion processes . In particular, some properties of these walks, such as the probability of returning to the origin, were found to be intermediate between those corresponding to fractals and Cayley trees .

In this paper we study self-avoiding walks in small-world networks built up from one- and two-dimensional regular lattices. A self-avoiding walk (SAW) is defined as a walk along the bonds of a given network which can never intersect itself. The walk is restricted to moving to a nearest-neighbor site during each step, and the self-avoiding condition constrains the walk to occupy only sites which have not been previously visited in the same walk . SAW’s have been used for modeling the large-scale properties of long-flexible macromolecules in solution , as well as for the study of polymers trapped in porous media, gel electrophoresis, and size exclusion chromatography, which deal with the transport of polymers through membranes with small pores . They have been also employed to characterize complex crystal structures  and to analyze critical phenomena in lattice models . Universal constants for SAW’s have been discussed by Privman et al. .

The paper is organized as follows. In Sec. II we give some basic definitions and concepts related to SAW’s. In Sec. III we present results for SAW’s on simulated small-world networks, and in Sec. IV we give an approximate analytical procedure to calculate the number of SAW’s on this kind of networks. The paper closes with some conclusions in Sec. V.

## II Basic definitions

For regular lattices, the number $`u_n`$ of different SAW’s starting from a generic site has an asymptotic dependence for large $`n`$:

$$u_nn^{\gamma 1}\mu ^n,$$
(1)
where $`\gamma `$ is a critical exponent which depends on the lattice dimension, and $`\mu `$ is the so-called “connective constant” or effective coordination number of the considered lattice . In general, for a lattice with coordination number (or connectivity) $`z`$, one has $`\mu z1`$. This parameter $`\mu `$ can be obtained from Eq. (1) by the limit:

$$\mu =\underset{n\mathrm{}}{lim}\frac{u_n}{u_{n1}}.$$
(2)
The connective constant depends upon the particular topology of each lattice, and has been determined very accurately for two-dimensional (2D) and three-dimensional (3D) lattices . In the following, we will consider Eq. (2) as a definition of the connective constant $`\mu `$ for any network. \[Note that the limit in Eq. (2) is well defined provided that the mean connectivity is finite.\]

For random and small-world networks the number of SAW’s of length $`n`$ depends on the considered starting node of the network. In the sequel we will call $`u_n`$ the average number of SAW’s of length $`n`$, i.e. the mean value obtained (for each $`n`$) by averaging over the network sites. For small-world networks one expects $`\mu `$ values larger than that corresponding to the starting regular lattice. In particular, $`\mu `$ is expected to increase with $`p`$ and approach the value corresponding to random lattices with mean connectivity $`z`$ as $`p1`$.

For regular lattices all nodes have the same connectivity, i.e., the same number of nearest neighbors. However, for $`p>0`$ different connectivities $`m`$ are possible, giving rise to a probability distribution for which analytic expressions have been found . For a (large) random network with mean connectivity $`z`$, the connectivity distribution $`P_{rd}(m)`$ follows a Poisson law :

$$P_{rd}(m)=\frac{z^me^z}{m!}.$$
(3)
For random networks, the connective constant can be obtained in a straightforward manner, due to the absence of correlations between links. For $`n=1`$ one has obviously $`u_1^{rd}=z`$. Now, given a generic node and a link going out from it, the connectivity distribution $`Q_{rd}(m)`$ for the other end of the link in a random graph is given by

$$Q_{rd}(m)=\frac{m}{z}P_{rd}(m).$$
(4)
Then, the average number of two-step SAW’s is given by

$$u_2^{rd}=z\underset{m>1}{}(m1)Q_{rd}(m),$$
(5)
and we find $`u_2^{rd}=z^2`$. Using the same procedure for $`n>2`$, one has:

$$u_n^{rd}=z^n,$$
(6)
and thus for (large) random networks one finds $`\mu =z`$. In connection with this, we note that for a Bethe lattice (or Cayley tree) with connectivity $`z`$, the number of SAW’s is given by $`u_n^{BL}=z(z1)^{n1}`$, and one has $`\mu =z1`$ (see, e.g. Ref. ).

## III Numerical simulations

The networks studied here have been generated from three different regular lattices: one-dimensional (1D) ring with coordination number $`z`$ = 4 and 6, and 2D square lattice ($`z=4`$). To construct our small-world networks, we consider in turn each of the bonds in the starting lattice and substitute it with a given probability $`p`$ by a new bond. This means that one end of the bond (chosen at random) is changed to a new node taken randomly from the entire network. We impose three conditions: 1) no two nodes can have more than one bond connecting them, 2) no node can be connected by a link to itself, and 3) isolated sites (with zero links) are not allowed. This method keeps constant the total number of links in the rewired networks (and consequently the average connectivity $`z`$). The total number of rewired links is $`\frac{1}{2}zpN`$ on average.

For networks generated in the present way there is a crossover size $`N^{}p^1`$ that separates the large- and small-world regimes , and the small-world behavior appears for any finite value of $`p`$ ($`0<p<1`$) as soon as the network is large enough. Our networks included $`1\times 10^5`$ sites in 1D and 300 $`\times `$ 300 sites for the 2D system, so that we were in the small-world regime (system size $`N>N^{}`$). In the sequel we will call $`L`$ the side length of the considered lattices, i.e. $`L=N^{1/d}`$. Periodic boundary conditions were assumed. We note that our networks differ from those discussed by Watts and Strogatz  in that these authors left untouched $`z/2`$ links per site. For our simulated small-world networks we have obtained the average number $`u_n`$ of SAW’s up to $`n`$ = 21. Since $`u_n`$ increases with $`p`$, this maximum $`n`$ was reduced to $`n=14`$ close to $`p=1`$, in order to carry out averages over nodes of the generated networks. These numbers of steps in the SAW’s are sufficient to obtain the connective constant $`\mu `$ with enough accuracy for our present purposes. In fact, the larger is $`p`$, the faster the ratio $`u_n/u_{n1}`$ converges with $`n`$.

First of all, we calculate the mean-squared end-to-end distance of the walks on our small-world networks:

$$R_n^2=(𝐫_n𝐫_0)^2,$$
(7)
where $``$ indicates an average over $`n`$-steps SAW’s with different starting sites and for different network realizations with given $`p`$. Here, $`𝐫_n`$ refers to the position of site $`n`$ in the $`d`$-dimensional Euclidean space of the underlying regular lattice, and $`𝐫_0`$ is the position of the origin for the considered walk. For SAW’s on the 1D lattices considered here, one has $`R_n^2bn^2`$, whereas for the 2D square lattice $`R_n^2bn^{3/2}`$ , with a lattice-dependent constant $`b`$ of order unity in all cases.

In Fig. 1 we present the ratio $`R_n^2/L^2`$ as a function of the number of steps $`n`$ for SAW’s on 1D small-world networks with $`z=4`$, for several values of the rewiring probability $`p`$. $`R_n^2`$ increases with $`n`$ much faster than for the corresponding regular lattice due to the random connections introduced by the rewiring of links. (Note that for a regular lattice with $`L=10^5`$, we have for $`n=20`$ a ratio $`R_n^2/L^210^7`$.) In fact, if we call $`f_n`$ the fraction of $`n`$-steps paths that include at least one rewired link, we have:

$$R_n^2b(1f_n)n^2+\frac{1}{12}f_ndL^2.$$
(8)
The first and second terms on the r.h.s. come from SAW’s without and with rewired links, respectively. The second term amounts, apart from the fraction $`f_n`$, to the average Euclidean distance between any pair of sites in a $`d`$-dimensional box with side length $`L`$. Thus, in the limit of large networks (as those considered here, with $`Ln`$) one has $`R_n^2f_ndL^2/12`$. In the course of our numerical simulations we have checked Eq. (8) by calculating independenlty $`f_n`$ and $`R_n`$ as a function of $`n`$. We found that both sides of this equation coincide within error bars (which are smaller than the symbol size in Fig. 1). Then, $`R_n^2`$ can be considered as a measure of the fraction of SAW’s containing rewired links, and converges to $`dL^2/12`$ for large $`n`$ in the rewired networks ($`f_n1`$).

We now turn to the number $`u_n`$ of SAW’s on these networks. In Fig. 2 we show $`u_n`$ as a function of the walk length for networks built up from a 1D lattice with coordination number $`z=4`$. We have plotted results for several rewiring probabilities $`p`$, from $`p=0`$ (regular lattice, squares) to $`p=1`$ (black diamonds). As expected, $`u_n`$ increases as $`p`$ is raised, since introducing long-range connections in the starting lattice opens new ways for the SAW’s. In particular, such long-range links allow the walks to visit regions far away from the origin for small $`n`$, and thus avoid the constriction associated to move close to the starting site, which limits the number of possible self-avoiding walks. In the logarithmic plot of Fig. 2 one sees that $`\mathrm{log}(u_n/u_{n1})`$ converges rather fast to a constant for each rewiring probability $`p`$, which allows us to calculate the corresponding connective constant. Also, from the results shown in Fig. 2 we find that for large $`n`$ the ratio between the number of SAW’s for $`p=1`$ and $`p=0`$ increases as $`k^n`$ with a constant $`k`$ = 1.67. This means that at long distances, for each link available for SAW’s in the regular lattice, we have in average 1.67 connections for $`p=1`$. This number is in fact the ratio between connective constants for $`p=1`$ and $`p=0`$ in the case $`d=1`$, $`z=4`$.

The connective constant $`\mu `$ has been obtained for our simulated networks by finding the large-$`n`$ limit of the ratio $`u_n/u_{n1}`$. In Fig. 3 we present the resulting $`\mu `$ as a function of the rewiring probability $`p`$ for our networks generated from 1D and 2D lattices. One observes that $`\mu `$ changes fast close to $`p=0`$, and the derivative $`d\mu /dp`$ decreases as $`p`$ is raised. The largest change of $`\mu `$ in the whole region between $`p=0`$ and 1 is found for the networks with $`z=6`$. In fact, we find in this case an increase in $`\mu `$ of 2.13 to be compared with 1.48 and 1.07 in 1D and 2D rewired networks with $`z=4`$.

For $`p=1`$ our numerical procedure gives in all cases connective constants $`\mu `$ clearly lower than the mean connectivity $`z`$. In fact, we found $`\mu `$ = 3.69, 5.73, and 3.70 ($`\pm 0.01`$) for networks rewired from 1D lattices with $`z`$ = 4 and 6, and from a 2D lattice ($`z=4`$), respectively. The obtained values for networks with $`z=4`$ coincide within error bars, irrespective of the starting 1D or 2D lattice, indicating that for $`p=1`$ the resulting rewired networks lost memory of the starting regular lattice. However, the $`\mu `$ values obtained for simulated networks with $`p=1`$ contrast with those expected for random networks, that coincide in each case with the average connectivity $`z`$, as explained above. This occurs because our networks with $`p=1`$ are not true (poissonian) random networks, since they still keep memory of the starting regular lattices . This memory effect is due mainly to the fact that one rewires only one end of each link, maintaining the other end on its original site. Hence, the connectivity distribution found for our rewired networks with $`p=1`$ does not coincide with that given above in Eq. (3). Such a difference with poissonian random networks should be even stronger for small-world networks generated in a way similar to ours, but leaving untouched $`z/2`$ links per site, as those studied in earlier works .

To analyze the change of $`\mu `$ as a function of $`p`$ for a given underlying lattice, we call $`\mathrm{\Delta }\mu =\mu \mu _0`$, $`\mu _0`$ being the connective constant of the corresponding regular lattice. In Fig. 4 we show the obtained dependence of $`\mathrm{\Delta }\mu `$ upon $`p`$ for the considered 1D and 2D networks in a log-log plot. In all three cases we find that $`\mathrm{\Delta }\mu `$ can be fitted well by a power law $`\mathrm{\Delta }\mu p^c`$ for $`p0.01`$. For 1D networks, the exponent $`c`$ is found to be $`0.98\pm 0.03`$ (for $`z=4`$) and $`0.99\pm 0.03`$ (for $`z=6`$). For 2D networks we found $`c=0.99\pm 0.03`$. Thus, our results indicate a linear dependence $`\mu =\mu _0+ap`$ for small $`p`$, irrespective of the underlying lattice.

Therefore, the functional form for the $`p`$-dependence of $`\mathrm{\Delta }\mu `$ close to $`p=0`$ does not depend on the dimension of the starting regular lattice. This constrasts with other properties of small-world networks, which have been found to change as $`p^{1/d}`$, $`d`$ being the dimension of the underlying lattice. This happens for example for the average number of nodes in “shell” $`n`$, which scales as $`p^{1/d}`$ . Such a dependence is related to the scaling with $`d`$ of the characteristic length scale of small-world networks, namely the average distance between ends of shortcuts $`\xi `$, given by $`\xi =(pz)^{1/d}`$ .

## IV Analytical approximation

We now derive an approximate analytical expression that allows us to calculate $`u_n`$ in a small-world network, assuming the sequence $`\{u_n^0\}`$ for the underlying regular lattice to be known. For a given path length $`n`$ we obtain the mean number of SAW’s $`u_n`$ by considering all possible sequences of unrewired and rewired links in small-world networks. With this purpose, we calculate the probability of reaching a rewired link as a function of the walk length. In particular, we will obtain the conditional probability that the $`i`$’th link in a SAW is a rewired one, assuming that link $`i1`$ is an unrewired one ($`i>1`$).

We first note that in a regular lattice the ratio $`c_i=u_i^0/u_{i1}^0`$ obviously depends on $`i`$. This ratio $`c_i`$ measures the average number of available links starting from the $`(i1)`$-th site in a generic SAW on the underlying regular lattice, and allows us to calculate the number of possible unrewired links in a SAW on a rewired network. Taking into account that the fraction of unrewired connections in the whole rewired network is $`1p`$, then the mean number $`q_i`$ of available unrewired links going out from site $`i1`$ in a SAW is $`q_i=c_i(1p)`$. On the other side, the mean number of rewired links going out from an arbitrary node reached by an unrewired link is given by (see Appendix A)

$$w_i=p(z\frac{1}{2}).$$
(9)
(Contrary to $`q_i`$, the mean number $`w_i`$ is independent of $`i`$.) Therefore, the conditional probability that link $`i(>1)`$ is a rewired one, assuming that link $`i1`$ is an unrewired one, is given by

$$\overline{p}_i\frac{w_i}{w_i+q_i}=\frac{z^{}p}{z^{}p+c_i(1p)},$$
(10)
with $`z^{}=z1/2`$. For $`i=1`$, we take $`\overline{p}_1=p`$. This probability $`\overline{p}_i`$ is shown in Fig. 5 for the three types of networks considered here, for a rewiring probability $`p=0.1`$.

Thus, the average number of $`i`$-steps SAW’s that do not include rewired connections is

$$A_i=(1\overline{p}_1)\mathrm{}(1\overline{p}_i)u_i^0,$$
(11)
and the number of those consisting of $`i1`$ unrewired links and a rewired one in step $`i`$ is

$$B_i=(1\overline{p}_1)\mathrm{}(1\overline{p}_{i1})\overline{p}_iu_i^0.$$
(12)
Now we note that a rewired connection in step $`i`$ in a (large) small-world network ends on a random site of the network (most probably far away from the sites already visited in the same walk). This means that in step $`i+1`$ one begins most probably with a situation similar to that found in step $`i=1`$. Finally, the average number of $`n`$-steps SAW’s is given by

$$u_n=\underset{i_1+\mathrm{}+i_j=n}{}B_{i_1}B_{i_2}\mathrm{}B_{i_{j1}}A_{i_j},$$
(13)
where the sum is extended to all possible combinations of indexes $`i_1,\mathrm{},i_j`$ with sum equal to $`n`$, including null indexes, for which we have $`B_0=A_0=1`$. Each term in Eq. (13) represents a sequence of unrewired and rewired links, and thus the sum includes $`2^n`$ terms. The SAW’s corresponding to the general term in the sum include $`j1`$ rewired links (in steps number $`i_1,i_1+i_2,i_1+\mathrm{}+i_{j1}`$). As an example, Eq. (13) gives for $`n=2`$: $`u_2=B_2+B_1^2+B_1A_1+A_2`$.

Note that the above equations, although rather accurate, are not exact. There are two reasons for this: First, each ratio $`c_i`$ is an average number of allowed links starting from a site reached in $`i1`$ steps, but the actual number of such allowed links depends on the particular site under consideration. Second, finite-size effects should appear, unless the considered networks are large enough.

Values of connective constants $`\mu `$ derived from $`u_n`$ obtained with this procedure are presented in Figs. 3 and 4 as a function of the rewiring probability $`p`$ (dashed lines). There appears to be good agreement with $`\mu `$ derived from numerical simulations (symbols) for $`p<0.2`$. For larger $`p`$ the connective constants deduced from the analytical method are larger than those yielded by the simulations. (For $`z=6`$ there is a region around $`p=0.3`$ where the analytical results are slightly lower than those found for the simulated networks.)

For $`p=1`$ our analytical procedure gives $`\mu =z`$, as for random networks. On the other side, our numerical simulations for small-world networks gave in all cases in the limit $`p=1`$ connective constants $`\mu `$ clearly lower than the mean connectivity $`z`$, as indicated above and shown in Fig. 3. This difference between both procedures is due to the above-mentioned fact that simulated networks with $`p=1`$ do not have a poissonian connectivity distribution, which is implicitly assumed in the analytical method for this value of $`p`$. As a matter of fact, in this case we have $`A_i=0`$ for $`i>0`$, $`B_i=0`$ for $`i>1`$, and $`B_1=z`$, giving in Eq. (13) $`u_n=z^n`$, as for random networks \[see Eq. (6)\]. In this sense, our analytical procedure to calculate the number of SAW’s gives a better interpolation between regular lattices and random graphs.

In the context of this analytical approach, it is natural to expect close to $`p=0`$ a linear dependence of the connective constant $`\mu `$ on $`p`$, as found from our numerical simulations (see Sec. III), irrespective of the underlying lattice. By expanding the probability $`\overline{p}_i`$ \[Eq. (10)\] to first order in $`p`$ one finds for $`i>1`$: $`\overline{p}_i=z^{}p/c_i+O(p^2)`$. Introducing this expression for $`\overline{p}_i`$ into Eqs. (11), (12), and (13), and keeping terms up to first order in $`p`$, we find:

$$u_n=\underset{i=0}{\overset{n}{}}B_iA_{ni}(p1),$$
(14)
with the corresponding linearized expressions for $`B_i`$ and $`A_{ni}`$. This expression includes contributions of SAW’s containing zero (term $`A_n`$, for $`i=0`$) and one rewired links (all other terms, $`i=1,\mathrm{},n`$). In this way, close to $`p=0`$ we find for the derivative $`d\mu /dp`$ the values 7.6 ($`d=1,z=4`$), 14.3 ($`d=1,z=6`$), and 6.3 ($`d=2`$). Thus, it is clear that the functional dependence of $`\mu `$ upon $`p`$ for $`p1`$ does not change with the dimension of the underlying lattice.

## V Conclusions

Self-avoiding walks provide us with an adequate tool to study the long-range characteristics of small-world networks. For large networks, the number of SAW’s increases asymptotically as $`u_n\mu ^n`$, provided that one considers system sizes $`Ln`$. For small-world networks generated from a given lattice, the effective connectivity $`\mu `$ ranges from the value of the regular lattice to $`\mu =z`$ for random graphs. For small $`p`$ this effective connectivity follows a linear relation $`\mu =\mu _0+ap`$, $`a`$ being a constant dependent on the underlying lattice.

We have developed an analytical procedure to obtain the number of SAW’s in small-world networks. This method is based on calculating probabilities of finding rewired or unrewired links in the walks, and gives results in good agreement with numerical simulations for $`p0.2`$. The results of both methods differ for larger $`p`$, since they assume in practice different connectivity distributions. Our analytical method gives in this respect a correct interpolation between regular lattices and random graphs. On the contrary, the rewiring (simulated) process gives rise to non-poissonian connectivity distributions, even for a rewiring probability $`p=1`$, yielding in this case networks with connective constants $`\mu `$ lower than the average connectivity $`z`$.

Both analytical calculations and simulations similar to those presented here can be useful to characterize other kinds of networks of current interest, such as scale-free networks, whose properties are known to depend on the asymptotic form of the connectivity distribution for large connectivities.

Acknowledgments: The authors benefited from useful discussions with M. A. R. de Cara. This work was supported by CICYT (Spain) under Contract No. BFM2000-1318.

## A Derivation of conditional probabilities

Here we calculate a conditional probability related to the number of possible connections starting from a generic node in a SAW, and necessary to derive Eq. (9) in our analytical approach in Sec. IV. In particular, we will obtain the average number of possible rewired links going out from a generic node $`X`$ (so called for definiteness), assuming that this node was reached in a SAW through an unrewired link in step $`n`$. Here we mean by possible links all those connections that are available for step $`n+1`$ in a SAW (leading to nodes not previously visited in the same walk).

In a rewired network, the links with one end on node $`X`$ can be classified for our present purpose into three types:

1) Links which were not rewired and remain as in the original lattice. The probability distribution for the number $`r`$ of these connections is given by:

$$P_1(r)=\left(\genfrac{}{}{0pt}{}{z}{r}\right)(1p)^rp^{zr},r=0,\mathrm{},z.$$
(A1)
2) Rewired links for which the reference node $`X`$ was not changed. Following the above notation, there are $`zr`$ rewired links, from which $`s`$ keep one end on site $`X`$. The probability distribution for $`s`$ is

$$P_2(s)=\left(\genfrac{}{}{0pt}{}{zr}{s}\right)\left(\frac{1}{2}\right)^{zr},s=0,\mathrm{},zr.$$
(A2)
3) New (rewired) links arriving at site $`X`$. The distribution of the number $`v`$ of these connections is (for large system size $`N`$)

$$P_3(v)=\frac{1}{v!}(tz)^ve^{zt},v0,$$
(A3)
with $`t=p/2`$.

Thus, given a site with $`r`$ unrewired connections, the number of rewired links is $`x=s+v`$, where $`s`$ depends on $`r`$ and $`v`$ is independent of $`r`$. The probability distribution for $`x`$ is:

$$Q_2^{(r)}(x)=\underset{s=0}{\overset{s_{max}}{}}P_2(s)P_3(xs),$$
(A4)
with $`s_{max}=min(zr,x)`$. Then, we have

$$Q_2^{(r)}(x)=\left(\frac{1}{2}\right)^{zr}e^{zt}\underset{s=0}{\overset{s_{max}}{}}\left(\genfrac{}{}{0pt}{}{zr}{s}\right)\frac{1}{(xs)!}(tz)^{xs}.$$
(A5)
Hence, the probability distribution for the number of outgoing rewired links (assuming that the incoming link was an unrewired one) is

$$Q_{out}(x)=\underset{r=1}{\overset{z}{}}Q_{in}(r)Q_2^{(r)}(x),$$
(A6)
where $`Q_{in}(r)`$ is the probability of reaching a node having $`r`$ unrewired links:

$$Q_{in}(r)=\frac{r}{z}\left(\genfrac{}{}{0pt}{}{z}{r}\right)(1p)^{r1}p^{zr}.$$
(A7)
\[$`Q_{in}(r)`$ is given, apart from a normalization constant, by the product $`rP_1(r)`$.\]

Finally, the mean number of outgoing rewired links \[calculated with the probability distribution $`Q_{out}(x)`$\] is

$$x=\underset{x=1}{\overset{\mathrm{}}{}}xQ_{out}(x).$$
(A8)
Introducing expression (A6) into Eq. (A8), and after a straightforward but somewhat lengthy algebra, one finds the mean value:

$$x=p(z\frac{1}{2}).$$
(A9)
This average value $`x`$ is called $`w_i`$ in the main text, and the last result is Eq. (9) there.


text:
# Quasiclassical double photoionization from the 2^{1,3}𝑆 excited states of helium including shakeoff

## References

List of Figures

* Figure 1. Double to single ionization ratio as a function of the photon energy. Dots/open circles indicate the results of Kheifets et al Kheifets  in the velocity/acceleration gauge. For the triplet state Kheifets results in both gauges are indistinguishable to the scale of the figure. Our results are indicated by a solid line for the total, by a dashed line for the knockout and by a dashed-dot line for the shakeoff double to single ratio.
* Figure 2. Absolute single differential cross sections as a function of the electron ejected energy scaled by the excess energy. The dashed lines are the results by Colgan et al. Our results are indicated by solid lines.
* Figure 3. Absolute single differential probabilities as a function of the ejected electron energy. The knockout contribution is indicated by dashed lines while the shakeoff by solid lines. The top panel is for the $`2^1S`$ state while the bottom is for the $`2^3S`$ state.


text:
# Accretion limits the compactness of static stars

## 1 Introduction

The Tolman-Oppenheimer-Volkoff (Tolman, 1934; Oppenheimer & Volkoff, 1939) equations restrict the radius $`R`$ of a static star of mass $`M`$ to be greater than $`(9/4)GM/c^2`$ (Weinberg, 1972; Shapiro & Teukolsky, 1983). There are two physically motivated assumptions behind this conclusion. First, the density of the material must decrease or remain constant with increasing radius. Second, the pressure of the fluid must be positive throughout. If the properties of the material are less constrained, this limit may be evaded, but important limits may still be obtained for astrophysical objects, because these objects interact with their surroundings. As a compact object accretes matter, its configuration must adjust to support the additional material. This adjustment cannot occur more quickly than the light-crossing time for the object, so one can obtain a natural limit to the accretion rate onto a static star or conversely a limit to the compactness of the star.

The letter examines two stellar models which evade the normal compactness limit and derives more liberal limits to the value of $`M/R`$. Although the resulting limits are much less constraining than the standard result, they do have important consequences on the possible physical processes that could halt the collapse of a black-hole progenitor.

## 2 Calculations

Outside a spherical static star, Birkhoff’s theorem restricts the spacetime to be Schwarzschild. Because the focus will be solutions without horizons, the standard Schwarzschild coordinates are adequate. The redshift of the stellar surface is given by $`1+z=(12M/R)^{1/2}`$, in units with $`G=c=1`$. An infinite redshift relative to infinity is achieved where the metric component $`g_{00}`$ vanishes, yielding a event horizon and a classical Schwarzschild black hole.

The ultracompact star may be modelled either as a thin shell with a radius $`R>2M`$ which surrounds vacuum or material at a constant density with $`p=\rho `$. The properties of the material in the shell become singular as the thickness of the shell vanishes and can be determined from the Israel (1966, 1967) matching conditions or by evaluating Einstein’s equation directly. The first model (case A) is an extreme counterexample to the assumption that the density must decrease with radius. Here the density inside is zero and suddenly increases at the inner surface of the shell. The second model (case B) exhibits negative internal pressure, in fact the maximal negative pressure which still satisfies the weak-energy condition.

A convenient parameter to characterize the configurations is $`ϵ=g_{00,\text{surf}}=12M/R`$. In both cases the exterior metric is given by the Schwarzschild solution. In case A, the interior metric is

$$ds^2=\left(1\frac{2M}{R}\right)dt^2dr^2r^2\left(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2\right).$$
(1)
A simple redefinition of the time coordinate reveals that the interior spacetime is flat. The gravitational redshift relative to infinity is constant inside the shell.

In case B, the metric is slightly more complicated

$$ds^2=\left(1\frac{2M(r)}{r}\right)dt^2\left(1\frac{2M(r)}{r}\right)^1dr^2r^2\mathrm{d}\mathrm{\Omega }^2$$
(2)
where $`M(r)r^3`$ is the mass enclosed within the radius $`r`$. Inside the star, the redshift relative to infinity decreases from its value at the surface to zero at the center of the star. The configuration discussed in detail by Mazur & Mottola (2001) falls into this latter class.

An important characteristic of these solutions is the coordinate time (the time measured at infinity) for light to go from the surface of the star to the center. This is the shortest time that the star can adjust its configuration without violating causality. For the mass shell (case A), $`\tau =ϵ^{1/2}R`$. If the accretion is perfectly sphereically symmetric, the shell could in principle adjust on a faster timescale of $`\tau ϵ^{1/2}R`$, the time for a signal to propagate from the surface of the shell to where the Schwarzschild radius would be. However, the accretion is unlikely to be perfectly symmetric, so different parts of the shell would have to be in causal contact for the entire shell to adjust, and the longer timescale is appropriate.

The constant density (case B), $`p=\rho `$ sphere has a crossing time of

$$\tau =\frac{\mathrm{tanh}^1\sqrt{1ϵ}}{\sqrt{1ϵ}}R.$$
(3)
As $`ϵ`$ approaches zero, this expression diverges as $`\mathrm{ln}ϵ`$, more gently than the mass-shell solution. From the structure of the Tolman-Oppenheimer-Volkoff (Tolman, 1934; Oppenheimer & Volkoff, 1939) equations, it is apparent that this solution has the minimal light-crossing time for a configuration with a given surface redshift, while satisfying the weak-energy condition.

As material falls onto or through the surface of the star, the value of $`ϵ`$ will change. The rate of change in $`ϵ`$ is proportional to the rate of increase of the gravitational mass of the star

$$\frac{\mathrm{d}ϵ}{\mathrm{d}t}=\frac{2}{R}\frac{\mathrm{d}M}{\mathrm{d}t}\left(1\frac{1}{3}\frac{\overline{\rho }}{\rho }\right)$$
(4)
where $`\rho `$ is the density at which the material accumulates and $`\overline{\rho }`$ is the mean density of the star defined by $`M/(4/3\pi R^3)`$. If the accreted material simply sinks through the surface and does not accumulate there, the effective ratio $`\overline{\rho }/\rho `$ vanishes. In the subsequent constraints $`\rho `$ is taken to equal $`\overline{\rho }`$.

For a particular configuration, if $`ϵ+\tau dϵ/dt`$ is negative, a trapped surface will form at the stellar surface. In case A the star must collapse to form a singularity (Hawking & Penrose, 1970). In case B, the formation of a singularity may be avoided (Farhi et al., 1990). In both cases, the object will appear like a classical black hole to outside observers. Essentially, for sufficiently fast accretion rates, the star cannot adjust its configuration quickly enough to avoid the formation of a horizon.

## 3 Astrophysical Implications

### 3.1 Eddington-Limited Accretion

Black-hole candidates have been discovered with masses ranging from a few solar masses to a few billion solar masses. Furthermore, black-hole candidates across this entire range of masses have been observed to accrete up to the Eddington accretion rate. At this rate, the outgoing photon flux is sufficient to quench additional accretion. In geometrized units it is given by $`\dot{M}=3\times 10^{22}\gamma ^1M/\mathrm{M}_{}`$ where $`\gamma `$ is the efficiency of the energy release $`0.1`$.

Because only a small fraction of the rest-mass energy of the infalling material is radiated to infinity, the gravitational mass of the black-hole candidate must increase, specifically, $`dM/dt=(1\gamma )\dot{M}`$. At the Eddington accretion rate, $`dϵ/dt=1.6\times 10^{27}(1\gamma )/\gamma `$ cm-1.

This yields an upper limit on the value of $`ϵ`$ which is a function of the mass of the black-hole candidate and the spacetime in its interior. For case A (the mass shell),

$$ϵ>2.5\times 10^{14}\left(\frac{M}{\mathrm{M}_{}}\right)^{2/3}$$
(5)
and for case B (the constant density interior)

$$ϵ>10^{18}\frac{M}{\mathrm{M}_{}}\left[1\frac{1}{50}\mathrm{ln}\left(\frac{M}{\mathrm{M}_{}}\right)\right]$$
(6)
where $`\gamma =0.1`$ and $`\rho =\overline{\rho }`$. Although these limits may not appear particularly stringent, the proper distance, $`l`$, that the surface of the star must move to lie within its horizon is much greater than the Planck length. It is typically $`1(M/\mathrm{M}_{})^{4/3}`$ mm for the mass shell and $`6(M/\mathrm{M}_{})^{3/2}`$ $`\mu `$m for the negative-pressure star.

### 3.2 Formative Accretion

Although the details of the formation of supermassive black holes are hazy, black holes of stellar mass form in supernovae. Numerical simulations (MacFadyen & Woosley, 1999) indicate that during a supernova that results in a black hole that the mass accretion rate can exceed $`0.1\text{M}_{}\text{s}^1`$ or $`5\times 10^7`$ in geometrized units. This is fourteen orders of magnitude larger than the Eddington accretion rate for a ten-solar-mass object. The system evades the Eddington limit because the accreting material is sufficiently hot that neutrinos rather than photons are the dominant radiative channel (Narayan et al., 2001). In both cases, if the objects formed in supernova are not black holes but static stars, the limiting value of $`ϵ`$ is much larger than for the Eddington accretion rate achieved later in the object’s lifetime. For case A $`ϵ>7\times 10^5`$, and for case B $`ϵ>5\times 10^6`$.

### 3.3 Mergers

Supermassive black holes grow through a succession of mergers as their parent galaxies merge (Begelman et al., 1980; Menou et al., 2001). Unlike accretion during the formation of a stellar-mass black hole, this process is neither quasistatic nor quasispherical. However, the general arguments do apply in this case. Specifically, to prevent the formation of a horizon, the two objects must adjust their configurations during the process of the merger, and this requires at least a light-crossing time. Because the final plunge of the merging objects is approximately head-on at nearly the speed of light (Brandt et al., 2000), the effective accretion rate is $`\mathrm{d}M/\mathrm{d}tM_2/(2M_1)`$, where $`M_1`$ and $`M_2`$ are the masses of the primary and secondary respectively. During the final stage of an equal-mass merger, using the same formulae as in the earlier calculations, unless the radius of each object is larger than $`4M`$, a horizon will form around the coalescing pair in less than internal dynamical time. Detailed simulations of merging black holes support this conclusion (Brandt et al., 2000; Alcubierre et al., 2001).

## 4 Discussion

If the mass of a protoneutron star exceeds several solar masses, is collapse to a black hole inevitable as the star cools? Or to ask in another way, must black-hole canditates with masses greater than several solar masses indeed be black holes? As a black-hole or neutron-star progenitor collapses, the comoving density of the material increases. If the mass of the object is less three solar-masses or so, the collapse will halt and a neutron star will form. The typical density of a neutron star is $`10^{15}`$ g/cm3 (Shapiro & Teukolsky, 1983). The mean density of a ten-solar-mass collapsing star as it passes through its Schwarzschild radius is an order of magnitude smaller than this. The existence of neutron stars indicates that nothing extraordinary happens to the pressure of the material in the collapsing star as its surface passes through its Schwarzchild radius.

Abramowicz et al. (2002) argue that observations of material orbiting and falling toward black-hole candidates cannot determine with certainty that the central object is indeed a black hole. However, if general relativity is correct, the process of accretion in itself provides important limits on what the central object could be. Specifically, if our understanding of how stellar-mass black holes form is correct, the redshift of the surface of a black-hole candidate must not exceed $`10^3`$. Admittedly radiation from such a surface would be difficult to detect, but this maximal redshift is much less than the value $`10^{19}`$ considered by Abramowicz et al. (2002).

Within classical general relativity, nothing marks the moment the stellar surface passes through its Schwarzschild radius. Quantum mechanically the Schwarzschild radius may be singular due the the back reaction of the Hawking radiation on the spacetime (Zurek & Page, 1984; ’t Hooft, 1998). Mazur and Mottola (Mazur & Mottola, 2001) argue that this backreaction may result in a phase transition resulting in the formation of a static object whose radius is slightly larger than $`2M`$. In the particular model of Mazur and Mottola, the interior of the object consists of a fluid with $`p=\rho `$, so the compactness of the configuration must be limited, otherwise the object will be unstable as it accretes. Using the most convervative estimate for the maximum value of $`M/R`$ discussed in § 3.1, the local energy-density in the quantum-backreaction field is only $`(0.3(M/\mathrm{M}_{})^{3/2}\text{ev})^4`$. If the required energy density to induce the phase transition is larger than this (as one would expect), the static star that forms would collapse if it accreted material at the Eddington rate.

The dynamics of accretion onto black-hole candidates combined with the condition that any static star must adjust in a causal manner to changes in its parameters requires either that the redshift of the surfaces of black-hole candidates be limited, that they are not static or consist of material which does not satisfy the weak-energy condition. Although the limit on the redshift of the surfaces is not stringent enough to allow detection of the surfaces of stellar-mass black holes (with $`z<10^3`$), it does restrict the physical processes that could halt the collapse of the black hole progenitor to low energies and densities. If supermassive black holes mass grow by mergers, the redshift of their surfaces must be less than 0.2 or they must lack surfaces entirely. Such a surface could easily be detected, so it is unlikely that supermassive black holes have static surfaces.

I have been supported by the Chandra Postdoctoral Fellowship Award # PF0-10015 issued by the Chandra X-ray Observatory Center, which is operated by the Smithsonian Astrophysical Observatory for and on behalf of NASA under contract NAS8-39073.


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# Antichains of positive roots and Heaviside functions

## 0 Introduction

The aim of this short paper is to study some rings associated to finite root systems. These rings are defined starting from a well-known hyperplane arrangement associated to a root system, which is called the Shi arrangement . The number of connected components of the Shi arrangement which are contained in the dominant Weyl chamber is known to be the number of antichains of the poset of positive roots for the standard order and is equal to the generalized Catalan number which also appears in the theory of cluster algebras of Fomin and Zelevinsky , see  and references therein. The main object in the present article is the ring of locally-constant integer-valued functions on the intersection of the dominant Weyl chamber with the Shi arrangement. This commutative ring, which is a free abelian group of rank given by the generalized Catalan number above, is endowed with a filtration by a general construction on hyperplane arrangements due to Gelfand and Varchenko . A presentation by generators and relations is given, which leads to a new basis indexed by antichains and compatible with the filtration. The relation between the basis of idempotents and the new basis is explained using a natural partial order on antichains.

## 1 The root order

Let $`X_n`$ be a finite Dynkin diagram, i.e. $`X_n`$ is either in the classical series $`A_n,B_n,C_n,D_n`$ or one of the exceptionals $`E_6,E_7,E_8,F_4,G_2`$.

Let $`\mathrm{\Phi }_+`$ be the set of positive roots for $`X_n`$. This set is endowed with the standard partial order $``$ defined by $`\alpha \beta `$ if the difference $`\beta \alpha `$ has non-negative coefficients in the basis of simple roots.

Let $`\text{A}_{X_n}`$ be the set of antichains in the poset $`(\mathrm{\Phi }_+,)`$. The elements of $`\text{A}_{X_n}`$ are called non-nesting partitions in the literature .

In any poset, there is a simple bijection between antichains and upper ideals. An antichain is mapped to the upper ideal it generates and an upper ideal is mapped to the set of its minimal elements, which is an antichain. The upper ideal associated to an antichain $`p`$ is denoted by $`I_p`$.

## 2 The Shi hyperplane arrangements

The roots in $`\mathrm{\Phi }_+`$ are considered as linear forms on a real vector space of dimension $`n`$ in the usual way.

The Shi hyperplane arrangement associated to $`X_n`$ is the collection formed by all the hyperplanes $`\alpha (x)=0`$ and $`\alpha (x)=1`$ where $`\alpha `$ describes $`\mathrm{\Phi }_+`$.

Let us call region a connected component of the complement of the union of these hyperplanes and dominant region a region contained in the dominant Weyl chamber.

By works of Athanasiadis and Cellini-Papi (see  and references therein), the number of dominant regions is known to be the generalized Catalan number associated to $`X_n`$, which is

$$C_{X_n}=\underset{i=1}{\overset{n}{}}\frac{h+e_i+1}{e_i+1},$$
(1)
where $`h`$ is the Coxeter number and $`e_1,\mathrm{},e_n`$ the exponents of $`X_n`$.

Let us recall here the bijection between dominant regions and antichains. An antichain $`p`$ is mapped to the dominant region defined by $`\alpha (x)>1`$ for all $`\alpha I_p`$ and $`0<\alpha (x)<1`$ elsewhere. One recovers the ideal $`I_p`$ from a dominant region as the set of roots which take values greater than $`1`$ on this region.

Define a partial order $``$ on antichains by inclusion of associated upper ideals, i.e. set $`pq`$ if $`I_pI_q`$ as a set. This is just the lattice of upper ideals of $`(\mathrm{\Phi }_+,)`$ for the inclusion order.

Fig. 1 displays the Shi arrangement and the dominant Weyl chamber for $`B_2`$.

## 3 Heaviside functions and filtration

Let $`V_{X_n}`$ be the ring of locally-constant functions with integer values on the complement of the Shi arrangement of $`X_n`$.

For any hyperplane arrangement, an increasing filtration on the ring of locally-constant integer-valued functions has been introduced by Gelfand and Varchenko in . In the case of the Shi arrangement, this filtration is defined as follows. First for each root $`\alpha \mathrm{\Phi }_+`$, define two locally-constant functions $`h_\alpha ^0`$ and $`h_\alpha ^1`$ as follows.

$$h_\alpha ^0(x)=\{\begin{array}{cc}0\text{ if }\alpha (x)<0,\hfill & \\ 1\text{ if }\alpha (x)>0,\hfill & \end{array}\text{ and }h_\alpha ^1(x)=\{\begin{array}{cc}0\text{ if }\alpha (x)<1,\hfill & \\ 1\text{ if }\alpha (x)>1.\hfill & \end{array}$$
(2)
These are called Heaviside functions by Gelfand and Varchenko  by similarity with the step-function of Heaviside.

Then the filtration $``$ is

$$1=_0_1_2\mathrm{}_n\mathrm{},$$
(3)
where $`_1`$ is the linear span of the functions $`1`$, $`h_\alpha ^0`$, $`h_\alpha ^1`$ for all positive roots $`\alpha `$ and the space $`_k`$ is defined to be $`(_1)^k`$ for all $`k>1`$.

A key result of Gelfand and Varchenko in  says that the filtration reaches the full ring at step $`n`$, i.e. $`_n=V_{X_n}`$. This implies that $`V_{X_n}`$ is generated by the Heaviside functions $`h_\alpha ^0`$, $`h_\alpha ^1`$.

## 4 Restriction to the dominant chamber

Let $`H_{X_n}`$ be the ring of locally-constant functions with integer values on the intersection of the complement of the Shi arrangement and the dominant Weyl chamber. The rank of $`H_{X_n}`$ is therefore the number $`C_{X_n}`$ of dominant regions of the Shi arrangement.

Let $`p`$ be an antichain. By the correspondence between antichains and dominant regions, one can define a function $`\delta _p`$ in $`H_{X_n}`$ which has value $`1`$ on the region corresponding to $`p`$ and vanishes elsewhere.

The set of functions $`(\delta _p)_p`$ where $`p`$ describes $`\text{A}_{X_n}`$ is of course a basis of $`H_{X_n}`$ made of orthogonal idempotents, called the trivial basis.

As the set of dominant regions is a subset of the set of regions, there is a surjective restriction morphism from $`V_{X_n}`$ to $`H_{X_n}`$. The filtration $``$ of $`V_{X_n}`$ induces a filtration on $`H_{X_n}`$ still denoted by $``$. Remark that the image of $`h_\alpha ^0`$ is $`1`$ for all $`\alpha `$. Denote simply by $`h_\alpha `$ the image of $`h_\alpha ^1`$. So the filtration $``$ on $`H_{X_n}`$ is given by

$$1=_0_1_2\mathrm{}_n\mathrm{},$$
(4)
where $`_1`$ is the linear span of the functions $`1`$,$`h_\alpha `$ for all positive roots $`\alpha `$ and the space $`_k`$ is defined to be $`(_1)^k`$ for all $`k>1`$.

From surjectivity and the similar result for $`V_{X_n}`$, one has $`_n=H_{X_n}`$. In particular $`H_{X_n}`$ is generated by the functions $`h_\alpha `$.

###### Lemma 4.1

In the basis $`(\delta _p)_p`$ of $`H_{X_n}`$, the function $`h_\alpha `$ is given by

$$h_\alpha =\underset{\{\alpha \}p}{}\delta _p.$$
(5)
* Proof. From its definition by restriction of a Heaviside function, $`h_\alpha `$ is the characteristic function of the regions where $`\alpha `$ takes values greater than $`1`$. Therefore it is the sum of $`\delta _p`$ over each dominant region $`p`$ where $`\alpha `$ takes values greater than $`1`$. This condition means exactly that $`\alpha I_p`$ or $`I_{\{\alpha \}}I_p`$, i.e. $`\{\alpha \}p`$.

###### Lemma 4.2

The map $`\alpha \{\alpha \}`$ gives an order reversing injection of the poset of roots $`(\mathrm{\Phi }_+,)`$ in the poset of antichains $`(\text{A}_{X_n},)`$.

* Proof. Obvious.

###### Proposition 4.3

The functions $`h_\alpha `$ satisfy

$$h_\alpha h_\beta =h_{\mathrm{min}(\alpha ,\beta )},$$
(6)
whenever $`\{\alpha ,\beta \}`$ is not an antichain.

* Proof. Assume for example that $`\alpha \beta `$, so that $`\mathrm{min}(\alpha ,\beta )=\alpha `$. Then $`I_{\{\beta \}}I_{\{\alpha \}}`$ and $`\beta \alpha `$. Therefore using the description of $`h_\alpha `$ as a sum of idempotents given in Lemma 4.1, one has $`h_\alpha h_\beta =h_\alpha `$.

Let $`\mathrm{gr}H_{X_n}`$ be the graded ring associated to the filtration $``$ of the ring $`H_{X_n}`$. Then $`\mathrm{gr}H_{X_n}`$ is generated by elements $`\stackrel{~}{h}_\alpha `$ which satisfy

$$\stackrel{~}{h}_\alpha \stackrel{~}{h}_\beta =0,$$
(7)
whenever $`\{\alpha ,\beta \}`$ is not an antichain.

## 5 Rings presented by generators and relations

Consider the commutative ring $`U_{X_n}`$ generated by the variables $`u_\alpha `$ for $`\alpha \mathrm{\Phi }_+`$ modulo the relations

$$u_\alpha u_\beta =u_{\mathrm{min}(\alpha ,\beta )},$$
(8)
whenever $`\{\alpha ,\beta \}`$ is not an antichain.

One can define an increasing filtration $``$ on $`U`$ as follows

$$1=_0_1_2\mathrm{}_n\mathrm{},$$
(9)
where $`_1`$ is the linear span of the elements $`1`$,$`u_\alpha `$ for all positive roots $`\alpha `$ and the space $`_k`$ is defined to be $`(_1)^k`$ for all $`k>1`$.

Let $`\mathrm{gr}U_{X_n}`$ be the associated graded ring. Then $`\mathrm{gr}U_{X_n}`$ is presented by the generators $`\stackrel{~}{u}_\alpha `$ modulo the relations

$$\stackrel{~}{u}_\alpha \stackrel{~}{u}_\beta =0,$$
(10)
whenever $`\{\alpha ,\beta \}`$ is not an antichain.

Let us define an element $`u_p`$ of $`U_{X_n}`$ for each antichain $`p`$ as follows. If $`p=\{\alpha _1,\mathrm{},\alpha _k\}`$ then set $`u_p=u_{\alpha _1}\mathrm{}u_{\alpha _k}`$. Note that there is no conflict in notation. In the same way, one defines elements $`\stackrel{~}{u}_p`$ in $`\mathrm{gr}U_{X_n}`$.

###### Proposition 5.1

The set $`(\stackrel{~}{u}_p)_p`$ is a basis of the ring $`\mathrm{gr}U_{X_n}`$.

* Proof. This set of monomials spans $`\mathrm{gr}U_{X_n}`$ because any monomial containing two comparable roots vanish by relations (10). Now it follows immediately from the shape of relations (10) that the ring $`\mathrm{gr}U_{X_n}`$ is in fact graded by the free abelian group generated by the set $`\mathrm{\Phi }_+`$. So each of the monomials $`\stackrel{~}{u}_p`$ has a different weight. Hence there can be no linear relation between these monomials except maybe that some of them may vanish. But one can see that monomials which vanish because of relations (10) are precisely the monomials containing two comparable roots.

###### Proposition 5.2

The set $`(u_p)_p`$ is a basis of the ring $`U_{X_n}`$.

* Proof. This is a direct corollary of Theorem 5.1.

Therefore the rank of $`U_{X_n}`$ is the generalized Catalan number $`C_{X_n}`$. Furthermore the rank of the graded component of degree $`k`$ of $`\mathrm{gr}U_{X_n}`$ is the number of antichains of cardinal $`k`$.

## 6 Isomorphism

###### Proposition 6.1

There exists a unique morphism of filtered rings $`\rho `$ from $`U_{X_n}`$ to $`H_{X_n}`$ which sends $`u_\alpha `$ to $`h_\alpha `$.

* Proof. It is enough to check that the relations (8) are satisfied in $`H_{X_n}`$. But this is exactly (6). The filtrations are clearly mapped one to another.

###### Proposition 6.2

The morphism $`\rho `$ is surjective.

* Proof. The image of $`\rho `$ contains the elements $`h_\alpha `$ which generate $`H_{X_n}`$.

###### Theorem 6.3

The morphism $`\rho `$ is an isomorphism of filtered rings between $`U_{X_n}`$ and $`H_{X_n}`$.

* Proof. The morphism $`\rho `$ preserves filtrations, is surjective and both rings have the same rank given by the generalized Catalan number $`C_{X_n}`$.

###### Proposition 6.4

The induced morphism $`\rho `$ from $`\mathrm{gr}U_{X_n}`$ to $`grH_{X_n}`$ is an isomorphism of graded rings.

* Proof. This is a corollary of Theorem 6.3.

## 7 Change of basis

The aim of this section is to study the relation between the bases $`(h_p)_p`$ and $`(\delta _p)_p`$ of $`H_{X_n}`$, both indexed by the set $`\text{A}_{X_n}`$ of antichains.

###### Proposition 7.1

Let $`p`$ be an antichain. One has

$$h_p=\underset{pq}{}\delta _q.$$
(11)
* Proof. By induction on the cardinal of the antichain. This works for the empty antichain. This is also true if the antichain is a singleton by Lemma 4.1. Assume that it is proven for antichains with less elements. Let $`p=p^{}\{\alpha \}`$, so that $`h_p^{}=h_ph_\alpha `$. Then

$$h_p=\underset{p^{}q}{}\underset{\{\alpha \}r}{}\delta _q\delta _r.$$
(12)
From the idempotency and orthogonality of the basis $`(\delta _p)_p`$, one has

$$h_p=\underset{(p^{}\{\alpha \})q}{}\delta _q,$$
(13)
because the union (which is also the supremum) of the ideals $`I_p^{}`$ and $`I_{\{\alpha \}}`$ is the ideal $`I_{p^{}\{\alpha \}}=I_p`$.

So the coefficient matrix of the basis $`(h_p)_p`$ in the basis $`(\delta _p)_p`$ is given by the poset matrix for $``$.

Hence, conversely, the coefficients of the idempotents $`\delta _p`$ in the basis $`(h_p)_p`$ are described by the Möbius matrix of the poset $`(\text{A}_{X_n},)`$.

Fig. (2) displays the poset of antichains for the Dynkin diagram $`A_3`$.

Let us remark that there is a simple bijection between antichains of type $`A_n`$ and Dyck paths which maps the cardinal of the upper ideal associated to an antichain to the area above the Dyck path. Therefore the antichains of $`X_n`$ counted according to the cardinal of the upper ideal give a possible generalization to root systems of the classical $`q`$-Catalan numbers corresponding to Dyck paths and area .


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# Ab initio charge, spin and orbital energy scales in LaMnO3

## Abstract

The first-principles SIC-LSD theory is utilized to study electronic, magnetic and orbital phenomena in LaMnO3. The correct ground state is found, which is antiferro orbitally ordered with the spin magnetic moments antiferromagnetically aligned. Jahn-Teller energies are found to be the largest energy scale. In addition it is the Jahn-Teller interaction which is the dominant effect in realising orbital order, and the electronic effects alone do not suffice.

There are several transition metal compounds in which the orbital degeneracy is broken spontaneously. Examples are KCuF3,KCuF3  V2O3,V2O3  and the manganites,coey  which are the subject of the present study. In the manganites, the crystal field associated with MnO6 octahedra splits the manganese $`d`$ levels into a lower lying t2g triplet and an upper eg doublet. The t2g states are highly localized whereas an electron in one of the eg states is potentially itinerant. The Mn4+ ion in CaMnO3 has a fully occupied majority t2g manifold and empty eg states, which form a strongly localized core spin S=$`\frac{3}{2}`$. The Mn3+ ion in LaMnO3, on the other hand, has an additional $`d`$ electron which, due to the strong intra-atomic exchange, populates one of the eg states, forming an $`S=2`$ spin, and which gives rise to a Jahn-Teller (JT) instability. In this system each of the oxygen ions is a neighbour to two Mn ions and hence the local distortions of the lattice must be arranged in such a way as to minimize the energy for the whole crystal. This gives rise to Mn-O bond lengths of 1.90 and 2.18Å within the manganese oxygen plane, compared with 1.96Å for the hypothetical cubic system. The eg states rotate to form an orbitally ordered lattice of $`d_{3x^2r^2}`$ and $`d_{3y^2r^2}`$ orbitals in the manganese oxygen planeGoodenough , shown schematically in Fig. 1.

This paper reports a first-principles study of charge, spin and orbital energy scales in LaMnO3, with the emphasis on orbital ordering (OO), based upon the self-interaction corrected (SIC) local spin-density (LSD) theory,SIC ; Brisbane  which allows $`d`$-electron localization to be distinguished from itinerancy, in an ab initio manner.Nature ; PRL  Not only does the SIC allow the localization of an orbital of any symmetry, but the SIC-LSD total energies can be minimized with respect to the number of localized orbitals and their orientation. In addition, minimization with respect to the number of localized orbitals yields valency which is defined as an integer number of electrons available for band formation, $`N_{val}=ZN_{core}N_{SIC}`$, where Z is the atomic number, Ncore is the number of core (and semi-core) states, and NSIC the number of self-interaction corrected (localized) states. Furthermore, in the SIC-LSD the occupation of each localized orbital is determined self-consistently. When localizing an $`e_g`$ orbital its symmetry is automatically broken leading to a nonzero value for the local orbital order. For example if the orbital that is localized corresponds to $`d_{3z^2r^2}`$ then the occupation of this orbital and its partner, $`d_{x^2y^2}`$, will be different. This difference, because of hybridization effects, will not be equal to unity as it would be in a fully localized picture.

The SIC-LSD provides the quantitative comparison of all energies for LaMnO3. This material has a distorted cubic structure with OO as shown in Fig. 1 and is an A-type antiferromagnet (A-AFM) such that the moments in the x-y planes shown in Fig. 1 are ordered ferromagnetically and the planes are stacked antiferromagnetically along the c axis. Although the dominant distortion about a Mn site is tetragonal there are other components so that the net symmetry is lower. We have established that the relevant energies are: change in the total energy due to the distortion, localization energy, the purely electronic contribution to the orbital ordering energy (i.e., the change in the electronic energy induced by OO in the absence of distortion ), and the magnetic ordering energy; these energy scales are summarized in Table 1.

The largest electronic energy is that due to the distortion i.e., the gain in energy by imposing OO in the distorted crystal structure. The second largest energy in the problem is the localization energy which is the difference between the energies of localized and delocalized $`e_g`$ states. The value is about 20 mRy per formula unit, depending slightly on the state of magnetisation and distortion. The magnetisation comes last, as the smallest energy scale, behind the purely electronic contribution to the orbital ordering energy. The oxygen displacements around site Mn(x) are such that the site symmetry has a large, $`2ϵ_{xx}ϵ_{yy}ϵ_{zz}`$, distortion, as well as other smaller distortions that break the symmetry between y and z. The Mn(y) site has a similar distortion. Table 2 contains all SIC-LSD energies when a given eg orbital has been localized on a given site, for A-AFM spin ordering. All calculations were done for the experimental distorted structure.Elemans

The following points may be seen from this table. First, the most favourable state is the antiferro orbital ordering (AF OO) on the correct site coupled with antiferromagnetic spin ordering as observed experimentally. Second, the results for scenarios 6 and 7 should be identical from symmetry. They were calculated independently and the difference between them represents an estimate of the error on our calculations; the same is true for scenarios 9 and 10. Third, the size of the total electronic energy favouring the orbital ordering is found from the most and least favorable AF scenarios 1 and 4, which differ by $`78`$ mRy, half of which is then the energy gain due to OO, i.e. the largest energy scale of Table 1. More explicitly, the states in scenarios 1 and 3 have identical pattern of antiferro orbits. The difference between them is that in the former case the lobes of the orbits match the lattice distortion, while in the latter case the orbit is misaligned with respect to the distortion. Band structure effects favour these states equally and the difference in their energies represents the importance of the lattice distortion for the OO energy.

The energy scale that characterises the stability of A-AFM versus FM is the smallest energy scale, at $`1`$ mRy, which is similar to energies that gave correct exchange constants for NiO(100) surface.Diemo  Thus, the ordering sequence of the rows will be the same for the A-AFM and the FM structures, which indicates that the dominant cause of the orbital ordering is not the A-AFM magnetic structure, as has been postulated.Medvedeva ; Okamoto

It is instructive to see how far a localized model that assumes only a locally pure tetragonal distortion can account for the ab initio results. The energy per site is given by $`u=u_0u_Dcos2\theta `$ where $`u_0`$ and $`u_D`$ are the energies that do not and do depend on the distortion respectively. The angle $`\theta `$ defines the orbit. For the site Mn(x) we have $`\theta =0:d_{3x^2r^2}`$, $`\theta =\pm \pi /6:d_{x^2y^2},d_{x^2z^2}`$, $`\theta =\pm 2\pi /3:d_{3y^2r^2},d_{3z^2r^2}`$, $`\theta =\pi /2:d_{y^2z^2}`$, and equivalently for the Mn(y) site. The energies of scenarios 1 and 4 may be used to fix $`u_0=u_D=39`$ mRy for the A-AFM phase. The results given in column 5 of Table 2 are found using this expression. It is seen that the order of energies obtained by this simple model reproduces the trends seen in the ab initio results. Moreover, most ab initio energies lie within 10 mRy of this very simple model. It appears that the discrepancy between the model and the first principles results is mostly due to other distortions than tetragonal. In order to investigate this we have performed ab initio calculations for a crystal with a pure tetragonal distortion (of the observed magnitude). In this case we found a slightly increased value for $`u_D`$ ( 42 mRy) and the deviations between the model and the first principles calculation are reduced to 5 mRy, for all scenarios. The size of these remnant energy fluctuations designates the scale of the band electrons’ contribution to the total energy. The imposed OO, lattice distortion and magnetic structure induce changes to the conduction electron states, which leads to changes of the order of 5 mRy to the total energy. This represents the third energy scale of Table 1, which is the second smallest of the energy scales considered. Another estimate for the band-electronic effects was obtained by evaluating the OO total energy variations in the cubic phase. Our calculations gave 3.7 and 8.3 mRy in this case, for FM and A-AFM ordering respectively, i.e. OO is drastically suppressed without the lattice distortion.

To proceed with the analysis of the energetics of OO in the manganites, we now consider the lattice distortion mode. The strength of the orbital-lattice interaction may be deduced from the measured values of the elastic constants and the size of the lattice distortion. To see this, we follow Ref. Millis,  and consider an expansion of the total energy of an electronic system at T =0 in terms of a local distortion in the unit cell at $`𝐑_i`$, $`ϵ_i`$.The restoring force for that mode is characterized by the force constant $`K`$, and the elastic energy of the distortion has a simple harmonic dependence on amplitude. Countering this is the nonzero orbital order, which contributes a negative energy:

$`U_{tot}`$ $`=`$ $`U_0+U_{el}(\{ϵ_i\})+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}K(ϵ_i)^2`$ (1)
$`=`$ $`U_0+U_{el}(0){\displaystyle \underset{i}{}}u_iϵ_i+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}K(ϵ_i)^2.`$
In deriving this expression we assumed that only linear terms in $`ϵ_i`$ were required for the OO energy, and defined

$$u_i=\frac{U_{el}(\{ϵ_i\})}{ϵ_i}.$$

At equilibrium, the elastic and OO energies must balance, and the distortion parameter is found by minimising the energy, i.e., $`ϵ_i=\frac{u_i}{K}`$. Therefore the total lowering of energy due to the lattice distortion and OO is found by substituting the above expression for $`ϵ_i`$ into equation (1):

$$\mathrm{\Delta }U=U_{el}(0)\frac{1}{2}\underset{i}{}K(ϵ_i)^2=U_{el}(0)\frac{1}{2}\underset{i}{}u_iϵ_i.$$

The distortions are known in the manganites, $`ϵ_i0.30`$ Å,Elemans  as are also the optic phonon frequencies, leading to $`K12.5`$ eV/Å2.Millis  Hence, we can determine an experimental value of $`u_i=3.5`$ eV/Å. The SIC-LSD theory leads to the estimate $`u_iu_D/ϵ_i1.8`$ eV/Å, which is to be considered in excellent agreement, given the general uncertainty, not least in estimating the appropriate value of $`K`$.Millis  Otherwise stated, neglecting $`U_{el}(0)`$, a total Jahn-Teller ordering energy of $`\frac{1}{2}u_D20`$ mRy is arrived at, which is in rather good agreement with the estimate of 0.48 to 0.58 eV =35 to 43 mRy of Ref. Millis, .

To shed more light on the hybridization effects involved in OO, we inspect in detail the magnetic $`m`$ and orbital $`l`$ quantum numbers resolved densities of states for two OO configurations, namely scenarios 1 and 3 of Table 2 which are shown in Figs. 2 and 3 respectively. Localised orbitals are seen to have only marginal admixture (below 0.1 electron) of the delocalized $`e_g`$ state. The latter (in green) can be found both in the valence and conduction bands. The localized orbitals do still contribute some weight in the valence and conduction bands of the Mn(x) majority DOS in Figs. 2 and 3. In particular, t2g states contribute to the valence and conduction bands. This reflects the slight hybridization of the t2g states, showing that they are not of pure ionic character but acquire some covalency. For the localized eg state this hybridization increases and is most pronounced for $`d_{3y^2r^2}`$ in Fig. 3. Here we find $`d_{3y^2r^2}`$ states in both the conduction band and at the top of the valence band, summing up to 0.2 electrons. Obviously, this localized state, whose lobes point along the short Mn-O bond length, hybridizes strongly with the $`p_x`$ orbital of O(y) site and this can be seen as the $`p_x`$ weight in the conduction band of O(y) partial DOS in Fig. 3. In contrast the $`d_{3x^2r^2}`$ weight in the valence and conduction bands for scenario 1 is less than the $`d_{3y^2r^2}`$ weight in scenario 3. In scenario 1 the eg orbital is more localized: 0.82 localized $`d_{3x^2r^2}`$ electrons versus 0.74 $`d_{3y^2r^2}`$ in the DOS peak around -0.8 Ry.

These results can be easily understood in terms of the OO reducing the overlap between the localized (SIC) eg states and the 2p states of the adjacent oxygen atoms. This is reflected in the DOS of scenario 3 by the increased hybridization in the O 2p channel around -0.8 Ry, over the whole width of the valence band and even in the conduction band (Fig. 3), in comparison with the DOS of scenario 1. Thus localized eg states which have lobes along the long manganese oxygen bonds will be energetically favourable configurations, while those that point along the short manganese oxygen bonds will correspond to energetically unfavourable configurations. Therefore the next two in the sequence of favourable scenarios are also antiferro OO involving in one case d$`_{z^2x^2}`$ and d$`_{y^2z^2}`$ (8.5 mRy above the ground state) and in the other case the d$`_{3x^2r^2}`$ and d$`_{3y^2r^2}`$ but with ferromagnetic spin arrangement (unfavourable by $``$ 1 mRy). It is significant that even with the ferromagnetic spin arrangement the antiferro OO is lowest in energy indicating again the importance of the JT effect.

In summary, using the SIC-LSD theory it has been possible to investigate the orbital, spin and charge ordering of distorted LaMnO3. We find that our calculated values for the orbital energy depend strongly on the lattice distortion and are essentially independent of the magnetic order. We have used various numerical estimates to support our claim that the Jahn Teller interaction is the dominant effect in producing OO. The lattice effects are big enough to account for the observed OO, meaning that it is not necessary to invoke additional contributions of an electronic origin. This, however, should be compared with the results of other papers,Medvedeva ; Okamoto  where it is claimed that OO could occur from electronic effects alone. We agree with this in so far that we also find an electronic effect of the correct symmetry. However, we find that the energy associated with the pure electronic effect is relatively small and that the size of the effect associated with the distortion is large enough to give rise to the structural transition. In addition, this could be corroborated by comparing with independent experiments. This is an important finding for the transport in the doped materials because as the electrons become delocalised the lattice is unable to respond fast enough and one reaches the large polaron regime. On the other hand OO that is purely electronic could coexist in the metallic phase giving rise to residual OO and extra contributions to the scattering.