text:
# Symmetry of Magnetic Quantum Tunneling in Single Molecule Magnet Mn12-acetate

(Received 9 April 2003: published 24 July 2003)

## Abstract

The symmetry of magnetic quantum tunneling has been studied in the prototype single molecule magnet Mn12-acetate using a micro-Hall effect magnetometer and superconducting high field vector magnet system. An average crystal fourfold symmetry is shown to be due to local molecular environments of twofold symmetry that are rotated by 90o with respect to one another, confirming that disorder which lowers the molecule symmetry is at important to magnetic quantum tunneling. We have studied a subset of these lower (twofold) site symmetry molecules and present evidence for a Berry phase effect consistent with a local twofold symmetry.

Magnetic quantum tunneling (MQT) in molecules is a very active area of research, starting with the initial observations of resonant quantum tunneling in single molecule magnet (SMM) Mn12-acetate Friedman ; Thomas . Quantum tunneling enables the creation of superposition states necessary for quantum computing and is also a mechanism for the loss of information in classical magnetic information storage. Condensed matter systems like these Vion ; Nakamura , with discrete energy levels coupled to the environment in the solid, are also important to understanding the border between quantum and classical physics, and the decoherence of quantum systems Prokofev . The symmetry of the molecule is the first step in the understanding its energy level structure and quantum tunneling. For example, the symmetry determines the allowed terms in the spin Hamiltonian and, in particular, the form of the transverse interactions that lead to tunneling. However, in Mn12 as well as other SMMs MQT does not reflect the molecule site symmetry and the origin of tunneling has been an open question Hernandez1 ; Sangregorio ; Barra ; Wernsdorfer1 ; Bokacheva ; Mirabeau ; Hill1 ; delBarco1 ; Chudnovsky ; Cornia ; Mertes ; Hernandez2 ; delBarco2 ; Hill2 .

Mn12-acetate \[Mn12O12(CH3COO)16(H2O)4\]-2CH3COOH-4H2O consists of a core of twelve manganese atoms with a ground state spin of 10. The spin Hamiltonian of an ideal (S4-symmetry) Mn12-acetate molecule is:

$$=DS_z^2BS_z^4+C(S_+^4+S_{}^4)g\mu _B𝐇𝐒.$$
(1)
The first two terms represent the uniaxial magnetic anisotropy of the molecule ($`D>`$ 0 and $`B>`$ 0). The parameters, $`D=`$ 0.548 K, $`B=1.1\times 10^3`$ K and $`C=3\times 10^5`$ K, have been determined by inelastic neutron spectroscopy Mirabeau  and EPR Hill1  experiments. There are thus 2$`S`$+1 = 21 allowed projections of the spin on the z-axis, with up and down projections along the $`z`$-axis separated by an anisotropy barrier of $`DS^2+BS^4`$ ($``$ 66 K). An applied longitudinal magnetic field, $`H_z`$, shifts the energy levels favoring the projections of the magnetization parallel to the field direction. There are values of the $`z`$-axis field (resonance fields) for which the levels $`m`$ and $`m^{}`$ with antiparallel projections on the $`z`$-axis are nearly degenerate, $`H_kkD/g\mu _B`$, $`k=m+m^{}`$, ($`k`$0.44T) and transitions across the energy barrier can occur. Interactions that break the axial symmetry and mix the levels $`m`$ and $`m^{}`$ lead to an energy difference between symmetric and antisymmetric linear combinations of spin-projections known as the tunnel splitting. The lowest order transverse term allowed by the tetragonal symmetry is fourth order (i.e., the third term in eq. 1) and would lead to the tunneling selection rule $`mm^{}=4i`$, with $`i`$ an integer.

This is not observed experimentally. In addition, recent experiments show that there is a distribution of tunneling splittings in Mn12 crystals Mertes ; Hernandez2  associated with disorder. Two distinct models of disorder have been proposed. Chudnovsky and Garanin Chudnovsky  proposed that random line dislocations in a crystal lead, via magnetoelastic interactions, to a lower molecule symmetry and a broad distribution of tunneling rates. Subsequent magnetic relaxation experiments indeed showed the existence of a broad distribution of tunneling rates and were analyzed in terms of this model Mertes ; Hernandez2 . In contrast, Cornia et al. Cornia  suggested, based on detailed x-ray analysis, that variations in the position of the two hydrogen-bonded acetic acid molecules surrounding the Mn12 clusters lead to a discrete set of isomers with lower symmetry than tetragonal. Our recent magnetic relaxation experiments in a longitudinal (easy axis) magnetic field are consistent with solvent disorder delBarco2 . However, direct evidence of lower symmetry molecular environments in MQT experiments was lacking.

In this letter we present studies of the symmetry of the magnetic response in deuterated Mn12 single crystals in the pure quantum regime ($`T=`$ 0.6 K), in which relaxation is by MQT without thermal activation Bokacheva ; Note1 . An average fourfold symmetry is unambiguously shown to be due to local molecular environments of twofold symmetry that are rotated by 90 degrees with respect to one another, in accord with the model proposed by Cornia Cornia . Further, we have studied a subset of these lower site symmetry molecules and present evidence for a Berry phase effect consistent with a local lower (twofold) symmetry.

The magnetization component parallel to the axial direction ($`z`$-axis) of a Mn12-acetate single crystal was measured using a high sensitivity micro-Hall effect magnetometer in a low temperature Helium 3 system Kent . A single crystal was placed with one of its faces parallel to the plane of the sensor while a high field superconducting vector field magnet was used to apply magnetic fields at arbitrary directions with respect to the crystallographic axes of the sample. To study MQT rates we sweep the applied $`z`$-axis field at a constant rate $`(\alpha =dH_z/dt)`$ through a resonance and measure the change in sample magnetization, $`M_{before}M_{after}`$ Wernsdorfer2 . The normalized magnetization change $`(M_{before}M_{after})/(M_{before}M_{eq})`$, where $`M_{eq}`$ is the equilibrium magnetization, is the MQT probability, $`P`$. For a monodisperse system of molecules, this probability is related to the quantum splitting of the resonance, $`\mathrm{\Delta }_k`$, through the Landau-Zener formula $`P_{LZ}=1exp(\pi \mathrm{\Delta }_k^2/2\nu _0\alpha )`$, where $`\nu _0=g\mu _B(2Sk)`$ and $`\nu _0\alpha `$ is the energy sweep rate. When there is a distribution of quantum splittings in a crystal this situation changes. Now the MQT probability depends on the distribution of tunnel splittings of the molecules in the initial state $`m=10`$ (the metastable state) prior to crossing the resonance. Therefore, it is possible to study different parts of the distribution (such as molecules with either the largest or smallest tunnel splittings) by appropriate preparation of the initial magnetization state, as will be described below.

In our first experiments, two different magnetization states were studied. In the first case a) $`M_{initial}=M_s`$ and we study relaxation with the field applied along the -$`z`$ direction ($`M_{eq}=M_s`$). The initial state corresponds to all molecules in the state $`m`$ = 10 and the entire distribution of quantum splittings (100$`\%`$) contributes to the relaxation as the field is increased along the -$`z`$ direction. Note that for the smallest observable resonances the molecules with the largest tunnel splittings within this distribution will make the dominant contribution. In the second case, b) we start with $`M_{initial}=0.4M_s`$, having allowed 70 $`\%`$ of the molecules to relax prior to the experiment by crossing resonance $`k=6`$ (in the absence of an applied transverse field). We are thus examining 30$`\%`$ of the molecules with smallest tunneling splittings. After we prepare these magnetic states we sweep the longitudinal magnetic field at a constant sweep rate ($`\alpha =`$ 0.4 T/min) from 0 T to about 5 T, while a transverse field of 0.4 T is applied at an angle, $`\varphi `$, with respect to one of the faces of the crystal. We repeat this procedure for angles from $`\varphi `$ = 0o to $`\varphi =360^o`$.

In fig. 1 we show the angular dependence of the MQT relaxation probability for both initial configurations. Resonance $`k`$ = 6 is shown for case (a) and $`k`$ = 7 for case (b). In both cases the result is a four-fold pattern of maxima in the MQT probability at $`\varphi =60^o`$, 150o, 240o and 330o. These maxima correspond to an enhancement of the relaxation rates when the transverse field is applied in these directions. There is also a one-fold contribution due to a small misalignment between the applied field and the $`z`$-axis of the crystal which is represented by a continuous line in the figure. It is clear that both initial magnetization states show the same behavior for the probability versus angle of the transverse field. Since these initial configurations represent two different parts of the tunnel splittings distribution (high and low ends of the distribution), this indicates that the four-fold symmetry of the MQT probability is a property of a significant fraction of the molecules in the crystal. This four-fold rotation pattern is qualitatively consistent with the fourth order transverse anisotropy term in the Hamiltonian of eq. (1). Note that this term leads to two hard and two medium magnetic axes in the x-y plane. For example, for positive $`C`$ the $`x`$ and $`y`$ ($`\varphi =n\pi /2`$, with $`n=`$ 0,1,2,3) axes are hard and $`x`$ = $`\pm y`$ $`(\varphi =(2n+1)\pi /2)`$ are medium axes. A magnetic field applied parallel to a medium magnetic axis produces a larger tunnel splitting than the same field applied along a hard axis Note2 . However, the value of the parameter $`C`$ found by EPR spectroscopy, $`3\times 10^5`$ K, would produce a change in tunneling probability of only $`15\%`$, much smaller than the results observed in the lower curve in fig. 1.

In order to determine the origin of this four-fold symmetry and whether it is intrinsic to the Mn12 molecule we have conducted the following experiment. We have selected a fraction of molecules in the crystal by applying a selection transverse field (STF), $`H_{STF}`$ = 0.6 T, aligned with one of the maxima in fig. 1, i.e. parallel to a medium magnetic axis, while crossing resonance $`k`$, with the longitudinal field swept along $`+z`$. Then we study this fraction of molecules: we measure the magnetization versus longitudinal with the field swept in the opposite direction, along $`z`$, in the presence of a transverse field of 0.3 T applied at different angles, $`\varphi `$, as was done in Fig. 1. First, the STF was set at $`\varphi _{select}=60^o`$ and in separate experiments both 50$`\%`$ (selection with $`k`$ = 6) and 10$`\%`$ (selection with $`k`$ = 5) of molecules with the largest tunnel splitting were studied for this angle of the STF. The same procedure was repeated with the STF in a direction orthogonal to the first case ($`\varphi _{select}=150^o`$), with 50$`\%`$ of molecules with the largest tunnel splittings. The behavior of the MQT probability versus the angle, $`\varphi `$, is shown in fig. 2 for resonance $`k`$ = 6 and for the three initial magnetization states described above. The results in all the cases show a two-fold rotation pattern of the MQT probability, in clear contrast with the four-fold rotation pattern observed when there was no transverse field used to select the initial state of the sample. When the STF was applied at $`\varphi _{select}`$ = 60o (left figure), the results show only two maxima at 60o and 240o. On the other hand, for the selection at $`\varphi _{select}=150^o`$ the probability shows maxima at 150o and 330o. In the left polar plot in fig. 2 we show the results for both angle selections, $`\varphi _{select}`$ = 60o (solid circles) $`\varphi _{select}=150^o`$ (open circles), where the effect of the field misalignment has been corrected.

The observation of a two-fold symmetry in the MQT relaxation probability, with a 90o phase difference that depends on the direction of the STF, is clear evidence that molecules in the crystal have lower than fourfold symmetry. These observations are in excellent accord with the isomer model of Cornia et al. Cornia . There are six isomers in this model, four of which have lower symmetry than tetragonal (and comprise about 90$`\%`$ of the molecules in the crystal) and thus have a second-order transverse magnetic anisotropy, $`E(S_x^2S_y^2)`$. This anisotropy gives rise to a two-fold rotation symmetry for fields in the $`x`$-$`y`$ plane, with maxima in the MQT probability separated by 180o. The maxima occur when the applied field is aligned with the medium magnetic axis (for $`E<`$ 0, the $`x`$-axis and for $`E>`$ 0, the $`y`$-axis). Since the crystal has tetragonal symmetry there must be equal populations of isomers with opposite signs of $`E`$. A change in the sign of $`E`$ rotates the hard and medium axes of the molecule by 90 degrees, explaining the average four-fold symmetry observed in the crystal (fig. 1). Moreover, the isomers found in x-ray diffraction have their hard axes in the following directions, 50-60o, 140-150o, 230-240o, and 320-330o with respect to crystal faces Sessoli , as we observe in Fig. 2. Importantly, this observation is not consistent with the dislocation model Chudnovsky , since in this model the distribution of medium axes directions is isotropic, excluding very small regions of the crystal near the dislocation cores. The polar plot on the right in fig. 2 shows the calculated tunnel splittings for resonance $`k`$ = 6 versus $`\varphi `$. The solid thin line represents the angular dependence of the tunnel splitting for $`E`$ = 0. An estimation of the magnitudes of $`E`$ needed to explain the change in the MQT relaxation observed in figs. 1 and 2 are: $`E`$ 0.5 mK (fig. 1 upper curve, molecules with the smallest tunnel splittings), $`E`$ 2.5 mK (fig. 1 lower curve, the whole distribution), $`E`$ 2.5 mK (fig. 2, 50$`\%`$ of the largest tunnel splittings with transverse field selection) and $`E`$ 10 mK (fig. 2, 10$`\%`$ with the same transverse field selection). Recent EPR experiments suggest similar values of $`E`$ Hill2 .

By applying a STF in a given direction we can select molecules with a particular direction of their medium axes. We have thus selected molecules with their medium axis along $`\varphi _{select}=60^o`$, and 10$`\%`$ and 50$`\%`$ of the distribution of such molecules, for further investigation (as in fig. 2 on left). We have studied the MQT relaxation as a function of the magnitude of the transverse field applied along both the hard ($`\varphi =150^0`$) and medium ($`\varphi =60^o`$) axes of such molecules. The results for resonances $`k=`$ 5, 6, and 7 are shown in fig. 3. The probability is plotted on a logarithmic scale versus the transverse magnetic field. For a given resonance, the difference between these orientations of the transverse field is clearly larger in the experiment with 10$`\%`$ of the molecules (biggest splittings) than with 50$`\%`$. This indicates that the average value of the second order transverse anisotropy increases as we select the largest tunnel splittings in the distribution. An estimation gives average $`E`$ values of $`E(50\%)2.5mK`$, $`E(10\%)10mK`$. These are the same values as those extracted from the change of the probability in the rotation experiments.

One significant difference in the transverse field dependence of the probability can be observed through the comparison of the graphics in fig. 3. In the results for 50$`\%`$ of the distribution, the probability increases exponentially for both transverse field orientations. However, in the experiment with 10$`\%`$ of the molecules the MQT relaxation probability deviates significantly from exponential behavior, showing the largest deviations at fields $`H_p(k=5)`$ 0.45 T, $`H_p(k=6)`$ 0.3 T and $`H_p(k=7)`$ 0.35 T. This is reminiscent of the Berry phase observed in the SMM Fe8 Wernsdorfer2 . The modeling that we have carried out using the values of $`E`$ extracted from our data give minima in the tunneling probability for $`H_{min}(k=5)`$ 0 and 0.5 T, $`H_{min}(k=6)`$ 0.25 T and $`H_{min}(k=7)`$ 0 and 0.6 T. Some of these minima occur where we observe plateaus in fig. 3. The distribution of $`E`$ values in the experiment probably smoothes the minima leading to the plateaus we observe. On the other hand, the measured MQT probability does not show parity effects for the resonances at zero transverse field. In the absence of transverse fields, the symmetry breaking terms in the Hamiltonian are due to the transverse anisotropy of the molecules. Fourth order transverse anisotropy only allows tunneling transitions for resonances $`k`$ that are a multiple of 4 ($`k=4i`$), while second order anisotropy only allows transitions for $`k`$ a multiple of 2 ($`k=2i`$). The observation of tunneling relaxation at odd resonances must be due to the presence of local transverse fields. In the Cornia model this is explained naturally as small tilts of the molecular axis of the isomers. Other possibilities include transverse dipolar and nuclear fields or dislocations.

In summary, the average four-fold symmetry of MQT in Mn12-acetate is due to equal populations of isomers with biaxial anisotropy that have orthogonal medium magnetic axes. Measurements of the tunneling probability versus transverse field show evidence for Berry phase effects probably due to a combination of second and fourth order transverse magnetic anisotropies. From a broader perspective, these results illustrate how subtle changes in molecule environment can modulate magnetic anisotropy and magnetic quantum tunneling. This sensitivity to local chemical environments is likely to be general to magnetism in molecules and ultimately useful in controlling their quantum properties.

Acknowledgments. The authors grateful acknowledge useful discussions with S. Hill. This research was supported by NSF (DMR 0103290). E. del B. acknowledges support from S.E.E.U. of Spain and Fondo Social Europeo.

Email address: delbarco@physics.nyu.edu
Email address: andy.kent@nyu.edu


format: text

text:
# 1 Introduction

## 1 Introduction

It is widely believed that the spin-independent Coulomb interaction and the Pauli exclusion principle can generate ferromagnetism in itinerant electron systems. One of the motivations to study the Hubbard model has been to establish and understand the generation of ferromagnetism in simplified situations taking account of these effects . Mielke  and Tasaki , independently, presented Hubbard models which exhibit saturated ferromagnetism for certain electron numbers when the Coulomb interaction $`U`$ is positive. These models have a common feature that the single electron spectra contain dispersionless bands, and are called flat-band models. In  and , Tasaki also discovered Hubbard models exhibiting ferromagnetism which models are nonsingular in the sense that both the density of states and the Coulomb interaction are finite. Recently Tanaka and Ueda succeeded in proving the existence of saturated ferromagnetism in a Hubbard model obtained by adding extra hopping terms to Mielke’s flat-band model on the kagomé lattice .

Although the flat band Hubbard models are singular and not physically realistic, their study can be a basis of more realistic results about ferromagnetism. It is therefore important to find out which flat-band models exhibit ferromagnetism. Although an abstract criterion was presented by Mielke , we still do not know precise class of models which satisfy the criterion.

In this paper, we follow Tasaki’s construction of his flat band models, and construct a new class of Hubbard models in arbitrary dimensions with finite $`U`$ and finite-range hopping. We prove that the models exhibit ferromagnetism in their ground states at two distinct electron numbers. The difference between Tasaki’s original model and ours can easily be seen from Fig.1 where the simplest one-dimensional versions of the models are illustrated. Tasaki’s model has one “internal site” (gray dot in the figure) in each unit cell, while ours has two. This difference in lattice structure makes our model to have different “exchange mechanism” where a single-electron state localized at each pair of internal sites play an important role. See section 4 for more details.

We have thus found that a extension of Tasaki’s construction lead to a new class of models exhibiting ferromagnetism. We hope this study will shed light on general structure of flat-band ferromagnetism.

## 2 The model and main results

### 2.1 Construction of the lattice

In the original flat-band models by Tasaki , the basic cell in the lattice $`\mathrm{\Lambda }`$ consists of a single internal site and some external sites. In our new models, the basic cell consists of two internal sites and some external sites. More precisely we let the basic cell be

$$C=\{u,v,x_1,x_2,\mathrm{},x_n\}.$$
(2.1)
We call $`u`$ and $`v`$ the internal sites of $`C`$, and $`x_1,x_2,\mathrm{},x_n`$ the external sites.

To form the lattice $`\mathrm{\Lambda }`$, we assemble $`M`$ identical copies $`C_1,C_2,\mathrm{},C_M`$ of the basic cell $`C`$, and identify external sites from $`m`$ distinct cells and regard them as a single site. In other words, an external site in $`\mathrm{\Lambda }`$ is shared by $`m`$ distinct cells. We denote by $`|\mathrm{\Lambda }|`$ the number of sites in $`\mathrm{\Lambda }`$. See Fig.2 for an example of a cell and a resulting lattice.

The lattice is naturally decomposed as

$$\mathrm{\Lambda }=$$
(2.2)
where $``$ and $``$ are the sets of internal sites and external sites, respectively. We also denote by $`𝒥`$ the assembly $`\{1,2,\mathrm{},M\}`$ of the indices of cells. From the above construction, we see that the numbers of sites in these sublattices are $`||=2M`$, $`||=nM/m`$. By using $`|\mathrm{\Lambda }|`$, we can write $`||=2m|\mathrm{\Lambda }|/(2m+n)`$, $`||=n|\mathrm{\Lambda }|/(2m+n)`$ and $`|𝒥|=m|\mathrm{\Lambda }|/(2m+n)`$.

In what follows we always regard $`C_j`$ as a subset of $`\mathrm{\Lambda }`$. We denote the two internal sites in $`C_j`$ as $`u_j`$ and $`v_j`$. For an external site $`x`$, we denote by $`J_x`$ the collection of indices $`j`$ such that $`xC_j`$. We also define $`\mathrm{\Lambda }_x\mathrm{\Lambda }`$ to be the union of $`m`$ cells which contain the site $`x`$.

### 2.2 Fermion operators

We consider an electron system on the lattice $`\mathrm{\Lambda }`$. For each site $`r\mathrm{\Lambda }`$ and $`\sigma =,`$, we define the creation and the annihilation operators $`c_{r,\sigma }^{}`$ and $`c_{r,\sigma }`$ for an electron at site $`r`$ with spin $`\sigma `$. These operators satisfy the canonical anticommutation relations

$$\{c_{r,\sigma }^{},c_{s,\tau }\}=\delta _{r,s}\delta _{\sigma ,\tau },$$
(2.3)
and

$$\{c_{r,\sigma }^{},c_{s,\tau }^{}\}=\{c_{r,\sigma },c_{s,\tau }\}=0,$$
(2.4)
for any $`r,s\mathrm{\Lambda }`$ and $`\sigma ,\tau =,`$, where $`\{A,B\}=AB+BA`$. We denote by $`\mathrm{\Phi }_{\mathrm{vac}}`$ a normalized vector state which satisfies $`c_{r,\sigma }\mathrm{\Phi }_{\mathrm{vac}}=0`$ for any $`r\mathrm{\Lambda }`$ and $`\sigma =,`$. Then for arbitrary subsets $`\mathrm{\Lambda }_{},\mathrm{\Lambda }_{}\mathrm{\Lambda }`$, we define a state

$$\left(\underset{r\mathrm{\Lambda }_{}}{}c_{r,}^{}\right)\left(\underset{r\mathrm{\Lambda }_{}}{}c_{r,}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}$$
(2.5)
in which sites in $`\mathrm{\Lambda }_{}`$ are occupied by up-spin electrons and sites in $`\mathrm{\Lambda }_{}`$ by down-spin electrons.

Next we define total spin operator $`\widehat{𝐒}_{\mathrm{tot}}=(\widehat{S}_{\mathrm{tot}}^{(1)},\widehat{S}_{\mathrm{tot}}^{(2)},\widehat{S}_{\mathrm{tot}}^{(3)})`$ by

$$\widehat{S}_{\mathrm{tot}}^{(\alpha )}=\frac{1}{2}\underset{r\mathrm{\Lambda }}{}_{\sigma ,\tau =,}c_{r,\sigma }^{}(p^{(\alpha )})_{\sigma ,\tau }c_{r,\tau }$$
(2.6)
for $`\alpha =1,2,`$ and $`3`$. Here $`p^{(\alpha )}`$ are the Pauli matrices defined by

$$p^{(1)}=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),p^{(2)}=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right),p^{(3)}=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$
(2.7)
We finally define special fermion operators as in . Let $`\nu >0`$ be a constant. For $`x`$, let

$$a_{x,\sigma }=c_{x,\sigma }\frac{\nu }{2}\underset{jJ_x}{}(c_{u_j,\sigma }+c_{v_j,\sigma }),$$
(2.8)
where the sum is over $`m`$ sites adjacent to $`x`$. For $`j𝒥`$, let

$$b_{j,\sigma }=c_{u_j,\sigma }+c_{v_j,\sigma }+\nu \underset{xC_j}{}c_{x,\sigma },$$
(2.9)
where the sum is over the $`n`$ external sites in the cell $`C_j`$, and

$$d_{j,\sigma }=c_{u_j,\sigma }c_{v_j,\sigma }.$$
(2.10)
From the anticommutation relations for the basic $`c`$ operators, one can easily verify that

$$\{a_{x,\sigma }^{},b_{j,\tau }\}=\{a_{x,\sigma }^{},d_{j,\tau }\}=\{b_{j,\sigma }^{},d_{k,\tau }\}=0$$
(2.11)
for any $`x,j,k𝒥`$, and $`\sigma ,\tau =,`$.

The anticommutation relations for the $`a`$ operators are

$$\{a_{x,\sigma }^{},a_{y,\tau }\}=\{\begin{array}{cc}1+\frac{m\nu ^2}{2},\hfill & \text{if }x=y\text{}\sigma =\tau \text{;}\hfill \\ \frac{\mathrm{}_{x,y}\nu ^2}{4},\hfill & \text{if }xy\text{}\sigma =\tau \text{;}\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$
(2.12)
For $`x,y`$, we defined

$$\mathrm{}_{x,y}=|\mathrm{\Lambda }_x\mathrm{\Lambda }_y|,$$
(2.13)
which is the number of the internal sites directly connected both to $`x`$ and $`y`$. For the $`b`$ operators, we similarly have

$$\{b_{j,\sigma }^{},b_{k,\tau }\}=\{\begin{array}{cc}2+n\nu ^2,\hfill & \text{if }j=k\text{}\sigma =\tau \text{;}\hfill \\ \mathrm{}_{j,k}\nu ^2,\hfill & \text{if }jk\text{}\sigma =\tau \text{;}\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$
(2.14)
For $`j,k𝒥`$, we defined

$$\mathrm{}_{j,k}=|C_jC_k|,$$
(2.15)
which is the number of external sites which are included in both $`C_j`$ and $`C_k`$. For the $`d`$ operators, we have

$$\{d_{j,\sigma }^{},d_{k,\tau }\}=\{\begin{array}{cc}2,\hfill & \text{if }j=k\text{}\sigma =\tau \text{;}\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$
(2.16)
Since the states $`a_{x,\sigma }^{}\mathrm{\Phi }_{\mathrm{vac}},b_{j,\sigma }^{}\mathrm{\Phi }_{\mathrm{vac}}`$ and $`d_{j,\sigma }^{}\mathrm{\Phi }_{\mathrm{vac}}`$ are linearly independent and the number of these states are $`2|\mathrm{\Lambda }|`$, An arbitrary many-electron state of the system can be represented as a linear combination of the basis states

$`\mathrm{\Psi }_0(E_{},E_{},J_{},J_{},J_{}^{},J_{}^{})=`$ (2.17)
$`\left({\displaystyle \underset{xE_{}}{}}a_{x,}^{}\right)\left({\displaystyle \underset{xE_{}}{}}a_{x,}^{}\right)\left({\displaystyle \underset{jJ_{}}{}}b_{j,}^{}\right)\left({\displaystyle \underset{jJ_{}}{}}b_{j,}^{}\right)\left({\displaystyle \underset{jJ_{}^{}}{}}d_{j,}^{}\right)\left({\displaystyle \underset{jJ_{}^{}}{}}d_{j,}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}`$
with arbitrary subsets $`E_{},E_{}`$, $`J_{},J_{},J_{}^{},J_{}^{}𝒥`$. Here $`|E_{}|+|E_{}|+|J_{}|+|J_{}|+|J_{}^{}|+|J_{}^{}|=N_\mathrm{e}`$ is the total electron number.

### 2.3 An extension of Tasaki’s flat-band model

We study a Hubbard model with the Hamiltonian

$$H=t\underset{j=1}{\overset{M}{}}\underset{\sigma =,}{}b_{j,\sigma }^{}b_{j,\sigma }+s^{}\underset{j=1}{\overset{M}{}}\underset{\sigma =,}{}d_{j,\sigma }^{}d_{j,\sigma }+U\underset{r\mathrm{\Lambda }}{}n_{r,}^{}n_{r,}$$
(2.18)
where $`t>0`$, $`s^{}`$ and $`U0`$ are real , and $`n_{r,\sigma }=c_{r,\sigma }^{}c_{r,\sigma }`$ is the number operator. We can rewrite the same Hamiltonian in the more standard form as

$$H=\underset{r,s\mathrm{\Lambda }}{}_{\sigma =,}t_{r,s}c_{r,\sigma }^{}c_{s,\sigma }+U\underset{r\mathrm{\Lambda }}{}n_{r,}^{}n_{r,}$$
(2.19)
where $`t_{r,s}`$ are the hopping amplitudes given by

$$\{\begin{array}{cc}t_{x,x}=mt\nu ^2,\hfill & x\text{;}\hfill \\ t_{u_i,u_i}=t_{v_i,v_i}=t+s^{},\hfill & i𝒥\text{;}\hfill \\ t_{u_i,v_i}=t_{v_i,u_i}=ts^{},\hfill & i𝒥\text{;}\hfill \\ t_{x,u_i}=t_{u_i,x}=t_{x,v_i}=t_{v_i,x}=\{\begin{array}{cc}t\nu ,\hfill & x𝒞_i\hfill \\ 0,\hfill & x𝒞_i\hfill \end{array}\hfill & x,i𝒥\text{;}\hfill \\ t_{x,y}=\mathrm{}_{x,y}t\nu ^2,\hfill & x,y,xy\text{;}\hfill \\ t_{u_i,u_j}=t_{v_i,v_j}=t_{u_i,v_j}=0,\hfill & i,j𝒥,ij\text{.}\hfill \end{array}$$
(2.20)
From the anticommutation relations (2.11) and (2.16), one easily find that the single-electron Schrödinger equation corresponding to (2.18) has $`||`$-fold degenerate eigenstates $`a_{x,\sigma }^{}\mathrm{\Phi }_{\mathrm{vac}}`$ with energy $`0`$ and $`M`$-fold degenerate eigenstates $`d_{j,\sigma }^{}\mathrm{\Phi }_{\mathrm{vac}}`$ with energy $`2s^{}`$. It is also easy to see that the remaining eigenvalues are positive. We have thus defined a new class of flat-band Hubbard models. The models exhibit ferromagnetism as the following two theorems state.

###### Theorem 2.1

Consider the above Hubbard model with $`N_\mathrm{e}=||=n|\mathrm{\Lambda }|/(2m+n)`$ and $`s^{}>0`$. For any $`U>0`$, the ground states have total spin $`S_{\mathrm{tot}}=S_{\mathrm{max}}(=N_\mathrm{e}/2)`$, and are non-degenerate apart from the trivial $`(2S_{\mathrm{max}}+1)`$-fold degeneracy.

###### Theorem 2.2

Consider the above Hubbard model with $`N_\mathrm{e}=||+|𝒥|=(n+m)|\mathrm{\Lambda }|/(2m+n)`$ and $`s^{}=0`$. For any $`U>0`$, the ground states have total spin $`S_{\mathrm{tot}}=S_{\mathrm{max}}(=N_\mathrm{e}/2)`$, and are non-degenerate apart from the trivial $`(2S_{\mathrm{max}}+1)`$-fold degeneracy.

It is remarkable that the new models show saturated ferromagnetism at two distinct electron numbers for different values of the parameters. This is a unique property of our models.

## 3 Proof

We define the states $`\mathrm{\Phi }_1,\mathrm{\Phi }_2`$ as

$$\mathrm{\Phi }_1=\left(\underset{x}{}a_{x,}^{}\right)\mathrm{\Phi }_{\mathrm{vac}},\mathrm{\Phi }_2=\left(\underset{x}{}a_{x,}^{}\right)\left(\underset{j𝒥}{}d_{j,}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}.$$
(3.1)
We decompose the Hamiltonian as $`H=H_{\mathrm{hop}}+H_{\mathrm{int}}`$ where

$$H_{\mathrm{hop}}=t\underset{j=1}{\overset{M}{}}\underset{\sigma =,}{}b_{j,\sigma }^{}b_{j,\sigma }+s^{}\underset{j=1}{\overset{M}{}}\underset{\sigma =,}{}d_{j,\sigma }^{}d_{j,\sigma },$$
(3.2)
$$H_{\mathrm{int}}=U\underset{r\mathrm{\Lambda }}{}n_{r,}^{}n_{r,}.$$
(3.3)
Note that both $`H_{\mathrm{hop}}`$ and $`H_{\mathrm{int}}`$ are positive semidefinite.

### 3.1 Proof of Theorem 2.1

We consider the case with $`N_\mathrm{e}=||`$ and $`s^{}>0`$, and prove Theorem 2.1. Since the proof is essentially the same as that found in , we shall be brief. Since $`H0`$ and $`H\mathrm{\Psi }_1=0`$, we see that an arbitrary ground state $`\mathrm{\Phi }_{\mathrm{GS}}`$ satisfies

$$H_{\mathrm{hop}}\mathrm{\Phi }_{\mathrm{GS}}=0,H_{\mathrm{int}}\mathrm{\Phi }_{\mathrm{GS}}=0.$$
(3.4)
From the second relation in (3.4), we further find that $`\mathrm{\Phi }_{\mathrm{GS}}`$ must satisfy

$$c_{r,}c_{r,}\mathrm{\Phi }_{\mathrm{GS}}=0$$
(3.5)
for any $`r\mathrm{\Lambda }`$.

By using (2.17) and the first condition in (3.4), $`\mathrm{\Phi }_{\mathrm{GS}}`$ can be represented as a linear combination of the basis states

$$\mathrm{\Psi }_1(E_{},E_{},J_{},J_{})=\left(\underset{xE_{}}{}a_{x,}^{}\right)\left(\underset{xE_{}}{}a_{x,}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}.$$
(3.6)
By using the anticommutation relations $`\{c_{x,\sigma },a_{y,\tau }^{}\}=\delta _{\sigma ,\tau }\delta _{x,y}`$, we see that

$$a_{x,}^{}a_{x,}^{}c_{x,}c_{x,}\mathrm{\Psi }_1^{(\nu )}(E_{},E_{},J_{},J_{})=\{\begin{array}{cc}\mathrm{\Psi }_1^{(\nu )}(E_{},E_{},J_{},J_{}),\hfill & \text{if }xE_{}E_{}\text{;}\hfill \\ 0,\hfill & \text{otherwise,}\hfill \end{array}$$
(3.7)
for any $`x`$. By using $`(\text{3.5})`$ for $`r`$ we find that only the basis states satisfying $`E_{}E_{}=\mathrm{}`$, contribute to $`\mathrm{\Phi }_{\mathrm{GS}}`$.

In this way, $`\mathrm{\Phi }_{\mathrm{GS}}`$ can be written as

$$\mathrm{\Phi }_{\mathrm{GS}}=\underset{𝝈}{}g[𝝈]\left(\underset{x}{}a_{x,𝝈(x)}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}$$
(3.8)
where the sum is over all the spin configuration $`𝝈=(\sigma _x)_x`$ on $``$ and $`g[𝝈]`$ is a coefficient.

By using (3.8) and the anticommutation relations $`\{c_{u_j,\sigma },a_{x,\tau }^{}\}=(\nu /2)\delta _{\sigma ,\tau }\chi [x𝒞_j]`$, for any $`x`$, where $`\chi [\mathrm{true}]=1,\chi [\mathrm{false}]=0`$, we get

$`c_{u_j,}c_{u_j,}\mathrm{\Phi }_{\mathrm{GS}}={\displaystyle \frac{\nu ^2}{4}}{\displaystyle \underset{\alpha ,\beta 𝒞_j}{}_{\mathrm{s}.\mathrm{t}.\alpha >\beta }}{\displaystyle \underset{𝝈}{}_{\mathrm{s}.\mathrm{t}.𝝈(\alpha )=,𝝈(\beta )=}}\mathrm{sgn}[\alpha ,\beta ](g[𝝈]g[𝝈_{\alpha \beta }])\left({\displaystyle \underset{x\backslash \{\alpha ,\beta \}}{}}a_{x,𝝈(x)}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}`$ (3.9)
where we have introduced an arbitrary ordering in $``$ to avoid double counting and the factor $`\mathrm{sgn}[\alpha ,\beta ]`$ comes from the exchange of fermion operators. The spin configuration $`𝝈_{\alpha \beta }`$ is obtained from $`𝝈=(\sigma _\alpha )_\alpha `$ by switching $`\sigma _\alpha `$ and $`\sigma _\beta `$. Since the basis states in $`(\text{3.9})`$ are all linearly independent, we find from the property $`(\text{3.5})`$ that

$$g[𝝈]=g[𝝈_{\alpha \beta }]$$
(3.10)
for the sites $`\alpha ,\beta `$ which belong to $`𝒞_j`$. Since the entire lattice is connected, (3.10) ensures that the lowest energy is unique in each sector with a fixed $`S_{\mathrm{tot}}^{(3)}`$. Therefore $`\mathrm{\Phi }_1`$ is the unique ground state apart from the degeneracy for rotational invariance. This completes the proof of Theorem 2.1.

### 3.2 Proof of Theorem 2.2

We treat the case with $`N_\mathrm{e}=||+|𝒥|`$ and $`s^{}=0`$, and prove Theorem 2.2. By using $`\mathrm{\Phi }_2`$ instead of $`\mathrm{\Phi }_1`$, we find that the conditions $`(\text{3.4})`$ and $`(\text{3.5})`$ are still valid. By using (2.17) and the first condition in (3.4), we find that an arbitrary ground state $`\mathrm{\Phi }_{\mathrm{GS}}`$ can be represented as a linear combination of the basis states

$$\mathrm{\Psi }_2(E_{},E_{},J_{},J_{})=\left(\underset{xE_{}}{}a_{x,}^{}\right)\left(\underset{xE_{}}{}a_{x,}^{}\right)\left(\underset{jJ_{}}{}d_{j,}^{}\right)\left(\underset{jJ_{}}{}d_{j,}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}.$$
(3.11)
As before, $`(\text{3.5})`$ and $`(\text{3.7})`$ imply that only the basis states with $`E_{}E_{}=\mathrm{}`$ contribute to $`\mathrm{\Phi }_{\mathrm{GS}}`$. We will also prove that the basis states should satisfy $`J_{}J_{}=\mathrm{}`$ in order to contribute to $`\mathrm{\Phi }_{\mathrm{GS}}`$. In other words, $`d`$ states cannot be doubly occupied in a ground state. We prove Theorem 2.2 assuming this claim.

From (3.11) and the above mentioned constraints, we have

$$\mathrm{\Phi }_{\mathrm{GS}}=\underset{𝝈}{}g[𝝈]\left(\underset{x}{}a_{x,𝝈(x)}^{}\right)\left(\underset{j𝒥}{}d_{j,𝝈(u_j)}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}$$
(3.12)
where the sum is over all the spin configurations $`𝝈=(\sigma _r)_{r𝒥}`$ and $`g[𝝈]`$ is a coefficient.Here, for notational simplicity, we identified the index set $`𝒥`$ with the set of sites $`\{u_j\}_{j𝒥}`$.

By using (3.12) and the anticommutation relations $`\{c_{u_j,\sigma },a_{x,\tau }^{}\}=(\nu /2)\delta _{\sigma ,\tau }\chi [xC_j]`$, $`\{c_{u_j,\sigma },d_{k,\tau }^{}\}=\delta _{\sigma ,\tau }\chi [u_kC_j]`$ for any $`x`$, $`j,k𝒥`$, we get

$`c_{u_j,}c_{u_j,}\mathrm{\Phi }_{\mathrm{GS}}={\displaystyle \frac{\nu ^2}{4}}{\displaystyle \underset{\alpha ,\beta C_j}{}_{s.t.\alpha >\beta }}{\displaystyle \underset{𝝈}{}_{s.t.𝝈_\alpha =}^{}{}_{𝝈_\beta =}{}^{}}\mathrm{sgn}(\alpha ,\beta )(g[𝝈]g[𝝈_{\alpha \beta }])`$ (3.13)
$`\times \left({\displaystyle \underset{x\backslash \{\alpha ,\beta \}}{}}a_{x,𝝈(x)}^{}\right)\left({\displaystyle \underset{j𝒥}{}}d_{j,𝝈(u_j)}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}`$
$`{\displaystyle \frac{\nu }{2}}{\displaystyle \underset{\alpha C_j}{}_{\beta =u_j}}{\displaystyle \underset{𝝈}{}_{s.t.𝝈_\alpha =}^{}{}_{𝝈_\beta =}{}^{}}\mathrm{sgn}(\alpha ,\beta )(g[𝝈]g[𝝈_{\alpha \beta }])`$
$`\times \left({\displaystyle \underset{x\backslash \{\alpha \}}{}}a_{x,𝝈(x)}^{}\right)\left({\displaystyle \underset{k𝒥\backslash \{j\}}{}}d_{k,𝝈(u_k)}^{}\right)\mathrm{\Phi }_{\mathrm{vac}}.`$
Since this quantity vanishes for all $`j𝒥`$, we finally find that

$$g[𝝈]=g[𝝈_{\alpha \beta }].$$
(3.14)
Since the entire lattice is connected, (3.14) ensures that the lowest energy state is unique in each sector with a fixed $`S_{\mathrm{tot}}^{(3)}`$. Therefore $`\mathrm{\Phi }_2`$ is the unique ground state apart from the degeneracy for rotational invariance. This completes the proof of Theorem 2.2.

It remains to prove that $`d`$ states cannot be doubly occupied. Since $`a`$ states cannot be doubly occupied, the ground state can be expanded in the basis states $`(\text{3.11})`$ as

$$\mathrm{\Phi }_{\mathrm{GS}}=\underset{E_{},E_{},J_{},J_{}}{}_{E_{}E_{}=\mathrm{}}f(E_{},E_{},J_{},J_{})\mathrm{\Psi }_2(E_{},E_{},J_{},J_{}).$$
(3.15)
Let $`u_j`$ and $`v_j`$ be the internal sites which belong to a cell $`C_j`$. By using (3.15) and the anticommutation relations $`\{c_{u_j,\sigma },a_{x,\tau }^{}\}=(\nu /2)\delta _{\sigma ,\tau }\chi [xC_j]`$, $`\{c_{u_j,\sigma },d_{k,\tau }^{}\}=\delta _{\sigma ,\tau }\chi [u_kC_j]`$, $`\{c_{v_j,\sigma },d_{k,\tau }^{}\}=\delta _{\sigma ,\tau }\chi [u_kC_j]`$ for any $`x`$, $`j,k𝒥`$, we get

$`c_{\gamma _j,}c_{\gamma _j,}\mathrm{\Phi }_{\mathrm{GS}}={\displaystyle \frac{\nu ^2}{4}}{\displaystyle \underset{x,yC_j}{}}{\displaystyle \underset{E_{},E_{},J_{},J_{}}{}_{s.t.xE_{},yE_{}}^{}{}_{E_{}E_{}=\mathrm{}}{}^{}}f(E_{},E_{},J_{},J_{})\mathrm{sgn}(x,y)\mathrm{\Psi }_2(E_{}\backslash \{x\},E_{}\backslash \{y\},J_{},J_{})`$ (3.16)
$`{\displaystyle \frac{\nu }{2}}{\displaystyle \underset{xC_j}{}}{\displaystyle \underset{E_{},E_{},J_{},J_{}}{}_{s.t.xE_{}}^{}{}_{E_{}E_{}=\mathrm{}}{}^{}}f(E_{},E_{},J_{},J_{})\mathrm{sgn}(x,u_j)\mathrm{\Psi }_2(E_{}\backslash \{x\},E_{},J_{},J_{}\backslash \{j\})`$
$`{\displaystyle \frac{\nu }{2}}{\displaystyle \underset{yC_j}{}}{\displaystyle \underset{E_{},E_{},J_{},J_{}}{}_{s.t.yE_{}}^{}{}_{E_{}E_{}=\mathrm{}}{}^{}}f(E_{},E_{},J_{},J_{})\mathrm{sgn}(u_j,y)\mathrm{\Psi }_2(E_{},E_{}\backslash \{y\},J_{}\backslash \{j\},J_{})`$
$`+{\displaystyle \underset{E_{},E_{},J_{},J_{}}{}_{s.t.E_{}E_{}=\mathrm{}}^{}{}_{jJ_{},jJ_{}}{}^{}}f(E_{},E_{},J_{},J_{})\mathrm{sgn}(u_j,u_j)\mathrm{\Psi }_2(E_{},E_{},J_{}\backslash \{j\},J_{}\backslash \{j\})`$
where $``$ is $``$ for $`\gamma =u`$ and $`+`$ for $`\gamma =v`$, and $`\mathrm{sgn}(x,y)`$ depend on the sites $`x,y`$ and $`E_{},E_{},J_{},J_{}`$.

These quantities vanish for all $`j𝒥`$ because of (3.5). By adding these two relations thus obtained, we find that

$`{\displaystyle \underset{E_{},E_{},J_{},J_{}}{}_{s.t.E_{}E_{}=\mathrm{}}^{}{}_{jJ_{},jJ_{}}{}^{}}f(E_{},E_{},J_{},J_{})\mathrm{sgn}(u_j,u_j)\mathrm{\Psi }_2(E_{},E_{},J_{}\backslash \{j\},J_{}\backslash \{j\})`$ (3.17)
$`+{\displaystyle \frac{\nu ^2}{4}}{\displaystyle \underset{x,yC_j}{}}{\displaystyle \underset{E_{},E_{},J_{},J_{}}{}_{s.t.xE_{},yE_{}}^{}{}_{E_{}E_{}=\mathrm{}}{}^{}}f(E_{},E_{},J_{},J_{})\mathrm{sgn}(x,y)\mathrm{\Psi }_2(E_{}\backslash \{x\},E_{}\backslash \{y\},J_{},J_{})=0`$
The linear independence of $`\mathrm{\Psi }_2`$ implies that each coefficient of $`\mathrm{\Psi }_2`$ in (3.17) is vanishing. This means that

$`f(E_{},E_{},J_{},J_{})\mathrm{sgn}(u_j,u_j)=`$ (3.18)
$`{\displaystyle \frac{\nu ^2}{4}}{\displaystyle \underset{x,yC_j}{}}{\displaystyle \underset{E_{}^{},E_{}^{},J_{}^{},J_{}^{}}{}_{E_{}^{}E_{}^{}=\mathrm{}}^{}{}_{s.t.\{E_{}^{}\backslash \{x\},E_{}^{}\backslash \{y\},J_{}^{},J_{}^{}\}}{}^{}{}_{=\{E_{},E_{},J_{}\backslash \{j\},J_{}\backslash \{j\}\}}{}^{}}f(E_{}^{},E_{}^{},J_{}^{},J_{}^{})\mathrm{sgn}(x,y)`$
for any $`E_{},E_{}`$ and $`J_{},J_{}𝒥`$ with $`E_{}E_{}=\mathrm{}`$. Note that the two electrons occupying the same $`d`$ state in $`\{E_{},E_{},J_{},J_{}\}`$ are removed and added to $``$ in the new configuration $`\{E_{}^{},E_{}^{},J_{}^{},J_{}^{}\}`$.

Now suppose that $`d`$ state is doubly occupied in $`r`$ different cells. More precisely we assume that there is a configuration $`\{E_{},E_{},J_{},J_{}\}`$ with $`f(E_{},E_{},J_{},J_{})0`$ such that $`|J_{}J_{}|=r`$. We use the relation (3.18) to this configuration by setting $`jJ_{}J_{}`$. Then one finds that the summation in the right-hand side of (3.18) is over configurations $`\{E_{}^{},E_{}^{},J_{}^{},J_{}^{}\}`$ where the $`d`$ state in $`C_j`$ is not occupied and there are two more occupied $`a`$ states compared with the original configuration. Thus $`\{E_{}^{},E_{}^{},J_{}^{},J_{}^{}\}`$ has $`(r1)`$ cells with doubly occupied $`d`$ states and at least one cell with the empty $`d`$ state. Because of (3.18), there is at least one such configuration with non vanishing $`f(E_{}^{},E_{}^{},J_{}^{},J_{}^{})`$. Repeating the argument $`r`$ times, one concludes that there is at least one configuration $`\{E_{}^{},E_{}^{},J_{}^{},J_{}^{}\}`$ with $`f(E_{}^{},E_{}^{},J_{}^{},J_{}^{})0`$ which has no cells with doubly occupied $`d`$ states and at least $`r`$ cells with no $`d`$ states. But this is a contradiction since the maximum possible electron number for such a configuration is $`||+|𝒥|r<||+|𝒥|=N_\mathrm{e}`$. This prove the desired claim that $`r`$ is always $`0`$.

## 4 Discussions

Let us make two remarks about our model.

First we discuss the mechanisms that generate ferromagnetism in the present and Tasaki’s models. In Tasaki’s models, electrons in the lowest flat-band may be regarded (in the basis corresponding to the $`a`$ operators) as almost localized at external sites. Roughly speaking, a small overlap of the wave functions at an internal site generates “exchange interaction” which leads to ferromagnetism as in Fig.3 (a). In the situation of Theorem 2.1, the picture is almost the same in our models. The electrons are almost localized at external sites and overlap at intermediate sites as in Fig.3 (b). In the situation of Theorem 2.2, however, the picture is essentially different from that in Tasaki’s model. Each electron in the lowest flat bands is either almost localized at an external site or localized at a pair of internal sites. The basic “exchange interaction” involves three electrons as in the Fig.3 (c). This is why the proof of Theorem 2.2 required a new technique.

Secondly let us discuss the possibility of further extending Tasaki’s construction. A natural question is whether one can treat models with three or more internal sites. As for results corresponding to Theorem 2.1, it is obvious that our proof (and Tasaki’s original proof) automatically extends to such models. But results corresponding to Theorem 2.2, which involves a new exchange mechanism, are much more delicate. We suspect that a new idea is required to cover the general cases.

Part of the present work was done when the author was at Department of Physics, Gakushuin University. I wish to thank Hal Tasaki for introducing me to the problem of ferromagnetism and for various useful discussions and comments, Akinori Tanaka for indispensable comments, suggestions and discussions. I also thank Masahito Ueda for useful discussions and continual encouragements.


text:
# On brane-world black holes and short scale physics

## 1 Introduction

In recent years some progress has been achieved toward a better understanding of the role played by short distance physics in the semiclassical treatment of gravitational systems. Trans-Planckian modes show up in quantum field theory on the curved background of a black hole due to the Hawking radiation . The spectrum of the radiated quanta measured far away from the horizon $`r_h=2M`$ of a Schwarzschild black hole is expected to be Planckian with a typical energy $`\omega `$ of the order of the Hawking temperature,

$`\omega k_BT_H=\left(8\pi M\right)^1,`$ (1.1)
where $`M=(\mathrm{}_p/m_p)\overline{M}`$ is the Arnowitt Deser Misner (ADM) mass parameter of the Schwarzschild black hole ($`k_B`$ is Boltzmann constant and we use units with $`c=\mathrm{}=1`$, $`m_p=\mathrm{}_p^1`$ is the Planck mass). However, such (usually very soft) quanta were unboundedly energetic if they originated at a radius $`r_s`$ very close to the horizon. In fact, neglecting the backreaction, the gravitational blue-shift is given by

$`z=\sqrt{{\displaystyle \frac{r_s}{r_sr_h}}}1,`$ (1.2)
and, in the geometrical optics approximation, the energy of Hawking quanta at the point of emission

$`\omega _s=(1+z)\omega ,`$ (1.3)
diverges for $`r_sr_h`$.

Numerical studies of wave-packets moving toward the black hole have shown that any modification of the radiation spectrum at energies around the Planck mass $`m_p`$ or above do not change the spectrum of the asymptotic flux . This could mean that either quanta originated at trans-Planckian frequencies do not contribute or they are not excited at all. Investigations based on the statistical mechanics of the Hawking radiation (in the microcanonical ensemble)  and on the uncertainty principle applied to the location of the source of the radiation  have further supported this conclusion. All such investigations were carried out in four space-time dimensions, where the fact that $`\overline{M}`$ must be larger than $`m_p`$ in order to have a black hole plays a key role.

Models with extra spatial dimensions have raised some interest as possible scenarios in String Theory. Their novel feature is that Standard Model fields are degrees of freedom of open strings confined on a (negligibly thin) four-dimensional submanifold (the so called brane-world), while gravity is mediated by closed strings which propagate in the whole space-time (the bulk). Such models basically fall into two classes: i) compact (flat) extra dimensions (the ADD scenario of Refs. ) and ii) (possibly infinite) warped extra dimensions (the RS scenario of Refs. ).

The understanding of black holes in such models is still rather incomplete to date (a partial list of References is given by ). It is however clear that, since one of the main consequences of the existence of extra dimensions is that the fundamental scale of gravity $`m_g`$ ($`=\mathrm{}_g^1`$) can be much smaller than $`m_p`$ (perhaps as small as a few TeV’s), black holes might exist with proper mass 111The relation between the proper mass and the ADM mass of a very small black hole is a subtle issue . We shall presently trust Newtonian reasoning and assume they are equal . $`m_g<\overline{M}m_p`$ that could be produced in accelerators or by cosmic rays (see, e.g., Refs. ). The Hawking temperature for such black holes could be of the order of $`m_g`$, the value at which non-standard dispersion relations  might already be needed to effectively describe the physics by means of quantum field theory (for a description of trans-Planckian physics within the framework of String Theory, see, e.g. Refs. ). Deviations from the behaviour corresponding to a purely linear dispersion relation in the Hawking spectrum at energies of the order of a few TeV, which are within the range of planned experiments, might therefore signal the existence of extra spatial dimensions.

In these notes we intend to analyze such a possibility by studying in a rather general framework the problem of Hawking radiation in $`4+d`$ dimensions. In Section 2 we shall review why trans-Planckian modes are not generated in four dimensions by appealing to the non-adiabaticity of the time evolution of wave modes on a Schwarzschild background. By repeating essentially the same argument in higher dimensional space-times, we shall then show that for $`d>0`$ black holes with a mass close to $`m_g`$ can emit radiation with energy of that order of magnitude. In Section 3 we explicitly consider the smooth dispersion relation introduced in Ref.  and show that its main effect is to reduce the Hawking flux near $`m_g`$. According to recent estimates  (see, however, the remarks in Ref. ), such small black holes are expected to decay instantaneously and the suppression of high energy modes should therefore appear in the spectrum of the decay products.

## 2 Scalar waves in brane-world black holes

A (minimally coupled) scalar wave in $`4+d`$ dimensions satisfies the equation ($`\mu ,\nu =0,\mathrm{},3+d`$)

$`_\mu \left(\sqrt{g}g^{\mu \nu }_\nu \right)\mathrm{\Phi }=0,`$ (2.1)
where, for the case of interest, the metric tensor $`g_{\mu \nu }`$ (whose determinant is $`g`$) represents a black hole in the brane-world.

### 2.1 ADD scenario

In the ADD scenario, the brane tension is neglected. Hence, at least in principle, one should just supply the $`4+d`$-dimensional vacuum Einstein equations with suitable boundary conditions at the edges of the extra dimensions . However, this task proves already difficult enough and one considers approximate (asymptotic) forms. One usually writes the metric as

$`ds^2=g_{tt}dt^2+g_{rr}dr^2+r^2d\mathrm{\Omega }_{(2+d)}^2,`$ (2.2)
where $`g_{tt}`$ and $`g_{rr}`$ are the non-trivial metric elements and $`d\mathrm{\Omega }_{(2+d)}`$ the line element of a unit $`2+d`$-sphere. The $`3+d`$-dimensional radial coordinate $`r`$ can be decomposed as $`r^2=r_b^2+y^2`$, where $`r_b`$ is a three-dimensional radial coordinate on the brane and $`y`$ is bounded from above by the characteristic size $`L`$ of the extra dimensions. Let us also denote by $`r=r_h`$ the horizon radius (this quantity will in general depend on off-brane angles, since the shape of the horizon cannot be exactly a sphere ).

Outside the horizon of a large black hole, $`Lr_h<r`$, we can neglect the extra dimensions. One then simply takes the standard Schwarzschild line element on the brane ,

$`ds^2\mathrm{\Delta }_{(0)}(r_b)dt^2+{\displaystyle \frac{dr_b^2}{\mathrm{\Delta }_{(0)}(r_b)}}+r_b^2\left(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2\right)+{\displaystyle \underset{i=1}{\overset{d}{}}}dy_i^2,`$ (2.3)
where

$`\mathrm{\Delta }_{(d)}(x)=1\left({\displaystyle \frac{r_h}{x}}\right)^{1+d}.`$ (2.4)
This is in fact a black string.

For small black holes and $`r_h<rL`$ , one can analogously consider a spherically symmetric black hole in $`4+d`$ dimensions . However, in order to take into account the fact that $`d`$ spatial dimensions have size $`L`$, we shall instead use the following approximate form

$`ds^2\mathrm{\Delta }_{(d)}(r)dt^2+{\displaystyle \frac{dr^2}{\mathrm{\Delta }_{(d)}(r)}}+r^2\left(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2\right)+r^2{\displaystyle \underset{i=1}{\overset{d}{}}}d\varphi _i^2,`$ (2.5)
where the $`\varphi _i`$’s are off-brane angles such that $`dy_ird\varphi _i`$.

### 2.2 RS scenario

In the RS scenario there is one extra dimension but the brane, located at $`y=0`$, has a tension $`\sigma `$ which warps the bulk,

$`ds^2=e^{\sigma |y|}g_{ij}dx^idx^j+dy^2,`$ (2.6)
where $`g_{ij}=g_{ij}(x^i,y)`$ reduces to flat four-dimensional Minkowski in the absence of sources other than the brane itself  and $`\sigma ^1`$ (roughly) plays the same role as $`L`$ in the ADD case.

For large black holes (i.e. $`M\sigma 1`$), the horizon is flattened on the brane in a pancake shape  and the brane metric departs but slightly from the four-dimensional Schwarzschild form. Small black holes are instead believed to be closer in shape to the corresponding ADD case, so that in their vicinity the metric can be approximated as in Eq. (2.5) with $`d=1`$  (note that the warp factor $`e^{\sigma |y|}`$ is essentially constant for $`y\sigma ^1`$).

### 2.3 Origin of Hawking radiation

We are now ready to study the solutions of Eq. (2.1) in some generality. Let us then assume that the scalar field $`\mathrm{\Phi }`$ can be factorized according to

$`\mathrm{\Phi }=e^{i\omega t}R(r)S(\theta )e^{im\varphi }e^{i{\scriptscriptstyle n_i\varphi _i}},`$ (2.7)
with the $`n_i`$’s integers, so that $`\mathrm{\Phi }`$ is periodic in the off-brane angles. Of course, such a field is not confined on the brane and cannot therefore truly represent matter fields but can be used to analyze gravitational waves. In order to adjust for matter fields, one should replace the last exponential above with a product of Dirac $`\delta (\varphi _i)`$ or some smooth realization of it (for more details, see A). That would just affect the coefficient $`A`$ which appears below, and which we shall usually set to zero. The radial equation obtained from Eq. (2.1) for the metric (2.5) then becomes

$`\left[{\displaystyle \frac{\mathrm{\Delta }_{(d)}}{r^{2+d}}}{\displaystyle \frac{d}{dr}}\left(r^{2+d}\mathrm{\Delta }_{(d)}{\displaystyle \frac{d}{dr}}\right)+\omega ^2{\displaystyle \frac{\mathrm{\Delta }_{(d)}}{r^2}}A\right]R=0`$ (2.8)
and the angular equation is

$`\left[{\displaystyle \frac{1}{\mathrm{sin}\theta }}{\displaystyle \frac{}{\theta }}\left(\mathrm{sin}\theta {\displaystyle \frac{}{\theta }}\right){\displaystyle \frac{m^2}{\mathrm{sin}^2\theta }}\right]S=\lambda S,`$ (2.9)
where $`A=\lambda +n_i^2`$ (unless confinement is enforced, see A), the separation constant $`\lambda =l(l+1)`$ and $`S=Y_l^m`$ is a standard three-dimensional spherical harmonic.

The radial equation can be further simplified by defining the “tortoise” coordinate

$`dr_{}\mathrm{\Delta }_{(d)}^1dr,`$ (2.10)
and introducing a rescaled radial function,

$`Wr^{1+d/2}R,`$ (2.11)
which then satisfies a Schrödinger-like equation

$`\left[{\displaystyle \frac{d^2}{dr_{}^2}}+V_d\right]W=\omega ^2W,`$ (2.12)
where the potential $`V_d`$ is given by

$`V_d=\left[(1+d)\left(1+{\displaystyle \frac{d}{2}}\right)+A\right]{\displaystyle \frac{\mathrm{\Delta }_{(d)}}{r^2}}\left(1+{\displaystyle \frac{d}{2}}\right)^2{\displaystyle \frac{\mathrm{\Delta }_{(d)}^2}{r^2}}.`$ (2.13)
This potential generates a barrier located outside the horizon which suppresses the gray-body factor for all modes of the scalar field including those with zero angular momentum. The effect for $`d=0`$ is mild, however for $`d>0`$ the barrier increases, significantly reducing the black hole decay rate  (see also A).

There is now a relatively easy way to understand the reason why trans-Planckian modes do not play any role in four dimensions. Consider a spherically symmetric wave-packet $`\mathrm{\Psi }`$ built up with in-falling modes which shrinks toward the center of a Schwarzschild black hole from a very large radius. Since for $`rr_h=2M`$ the solutions to the radial equation (2.8) can be approximated by spherical waves, $`RR_k=e^{ikr}`$, the packet can be written as

$`\mathrm{\Psi }(r,t)={\displaystyle _0^{\mathrm{}}}𝑑kk^{2+d}f(k)e^{i\omega t}R_k{\displaystyle _0^{\mathrm{}}}𝑑kk^{2+d}f(k)e^{i\omega t+ikr},`$ (2.14)
where $`\omega =k`$ and $`f(k)`$ is, e.g., a Gaussian in momentum space. It is actually impossible to follow the evolution of such a packet analytically in time, however one can use numerical methods to show that out-going modes start to be generated as the packet approaches the horizon . One can look at this effect in two equivalent ways, i.e. as a violation of the WKB approximation in a time-independent context or as a breakdown of the adiabatic approximation in a time-dependent framework.

For the latter viewpoint, consider that each mode in the sum (2.14) moves in time according to the equation of motion (2.1) and hence experiences the potential $`V_d`$. According to the adiabatic approximation, such a potential does not appreciably affect a mode $`k`$ if it does not change significantly during the typical time $`k^1`$ of oscillation of the mode. During this time the mode itself will move a distance of order $`k^1`$ toward the horizon, so that the adiabatic approximation is satisfied if the difference $`|V_d(rk^1)V_d(r)|`$ is negligible.

The above is also the condition for the validity of the WKB approximation. If one further considers the blue-shift (1.3) of the wave modes as they approach toward the horizon, one finds the following bound

$`\mathrm{\Sigma }_d\left|{\displaystyle \frac{V_d(r\stackrel{~}{k}^1)V_d(r+\stackrel{~}{k}^1)}{V_d(r)}}\right|1,`$ (2.15)
where $`\stackrel{~}{k}^1=\sqrt{\mathrm{\Delta }_{(d)}}k^1`$ is the blue-shifted wavelength. The ratio $`\mathrm{\Sigma }_d`$ can be easily computed, although its explicit expression appears rather cumbersome and we omit it.

#### 2.3.1 Four-dimensional case

The quantity $`\mathrm{\Sigma }_0`$ (for $`s`$-waves with $`A=0`$) as a function of $`r`$ for the two wavelengths $`k^1=\lambda =r_h`$ and $`r_h/10`$ is plotted in Fig. 1. For $`\lambda =r_h`$ the relative change in the potential becomes of order $`1`$ already at $`r5r_h`$. This suggests that backscattered (out-going) modes really come from a region of radius appreciably larger than the horizon, that is $`2r_hr_s10r_h`$. The corresponding blue-shift \[defined in Eq. (1.3)\] lies therefore in the range $`0.05z0.41`$. Its average is in good quantitative agreement with the result of Ref. , where an effective blue-shift $`z0.23`$ was obtained by a different averaging prescription over the source position. It is also clear from the plot that the modes with wavelength much shorter than $`r_h`$ practically fall in a constant potential (the relative change $`\mathrm{\Sigma }_0<0.15`$ for $`\lambda =r_h/10`$ and it is smaller for even shorter $`\lambda `$) and are not appreciably backscattered.

Considering again the packet (2.14) one is thus led to conclude that when it approaches the horizon, it is progressively distorted, with in-falling components of wavelength $`\lambda r_h`$ being (partially) backscattered, while higher frequency components fall across the horizon undisturbed. The same effect occurs to the vacuum surrounding a black hole: virtual particles with wavelength of order $`r_h`$ are backscattered by the potential barrier, while their peers tunnel through inside the horizon; higher frequency modes behave instead as in flat space.

#### 2.3.2 Extra-dimensional cases

With increasing $`d=1,\mathrm{},6`$, the situation for $`\lambda =r_h`$ and $`r_h/10`$ is that of Fig. 2, which is qualitatively the same as in four dimensions. Let us also recall that $`r_h`$ in the ADD scenario depends on $`d`$, roughly according to the expression

$`r_h\left(2C_dL^dM\right)^{\frac{1}{1+d}},`$ (2.16)
where $`C_d`$ is a numerical coefficient which accounts for the geometry of the extra dimensions in relating $`m_g`$ to $`m_p`$ , and

$`L\left[{\displaystyle \frac{1\mathrm{TeV}}{m_g}}\right]\mathrm{\hspace{0.17em}10}^{\frac{31}{d}19}\mathrm{m}`$ (2.17)
is the size of the extra dimensions (the case $`d=1`$ is ruled out since it would imply corrections to the Newton law at solar system scale and below ). On assuming $`m_g1`$TeV, $`C_d1`$ and $`M10^{48}`$m ($`\overline{M}10m_g`$), one has the typical horizon radius (see Table 1)

$`r_h10^{19}\mathrm{m}\mathrm{}_g.`$ (2.18)
Thus, $`\overline{M}10m_g`$ is the minimum allowed mass for a black hole in this context. Since $`\mathrm{\Sigma }_d(\lambda =r_h)1`$ for $`r5r_h`$, and irrespectively of the value of $`d>0`$, one concludes that quanta with the typical Hawking energy

$`\omega k_BT_H=m_p{\displaystyle \frac{\mathrm{}_p}{L}}\left({\displaystyle \frac{\mathrm{}_p}{M}}\right)^{\frac{1}{1+d}}1\mathrm{TeV},`$ (2.19)
are again originated quite far away from the horizon and their blue-shift is negligibly small (see Table 1).

In the RS scenario, one expects $`L\sigma ^1<10^3`$m and for a $`10`$TeV black hole Eq. (2.16) with $`d=1`$ yields the same order of magnitude as in Eq. (2.18) for the ADD case.

## 3 Non-linear dispersion relations

Since we have found that black holes can be used to produce quanta with energy close to the fundamental scale $`m_g1`$TeV, we shall now study how modified dispersion relations for such quanta affect the evaporation. We shall basically follow what was done in Ref.  and replace $`m_p`$ with the much smaller $`m_g`$.

In Ref.  we showed that deviations from linearity in the spectrum yield a modified occupation number density for the Hawking quanta with energy close to the fundamental scale. The relation between the occupation number and the dispersion relation is given by

$`n(\omega )={\displaystyle \frac{1}{e^{4\pi r_hk_{\mathrm{out}}(\omega )}1}}.`$ (3.1)
Note that the four-dimensional canonical number density  is formally recovered for the linear dispersion relation $`k_{\mathrm{out}}=\omega `$.

As an example of dispersion relation we shall again take the Epstein function  with a maximum at $`\omega \alpha m_g=\alpha \times 1`$TeV,

$`\omega =k_{\mathrm{out}}\mathrm{sech}\left({\displaystyle \frac{2k_{\mathrm{out}}}{3\alpha }}\right),`$ (3.2)
which is plotted in Fig. 3 for $`\alpha =1`$ and $`1/2`$ (the parameter $`\alpha `$ accounts for our ignorance of the details at high energy). Note that, at this point, all the dependence on $`d`$ is contained in $`r_h`$ as a function of the proper mass $`\overline{M}`$ as given in Eq. (2.16).

From the number density the luminosity of the black hole per particle specie follows straightforwardly,

$`=𝒜{\displaystyle _0^{\mathrm{}}}\mathrm{\Gamma }(\omega )n(\omega )\omega ^3𝑑\omega 𝒜{\displaystyle _0^{\mathrm{}}}\mathrm{\Gamma }(\omega )E(\omega )𝑑\omega ,`$ (3.3)
where $`\mathrm{\Gamma }1`$ is the gray-body factor for the given particle specie and $`𝒜=16\pi r_h^2`$ the four-dimensional horizon area. This expression neglects gravitational waves emitted into the bulk, since there is evidence that they contribute negligibly to the overall luminosity, because there are far less bulk graviton modes than Standard Model particles  (see, however, Refs.  for different pictures, and B for an estimate of the bulk emission). One then gets

$`_{(d)}(\overline{M})4\pi r_h^2(\overline{M}){\displaystyle _0^{\mathrm{}}}\mathrm{sech}^4\left({\displaystyle \frac{2k}{3\alpha }}\right)\left|1{\displaystyle \frac{2k}{3\alpha }}\mathrm{tanh}\left({\displaystyle \frac{2k}{3\alpha }}\right)\right|{\displaystyle \frac{k^3dk}{e^{4\pi r_h(\overline{M})k}1}}.`$ (3.4)
Note that, since $`r_h>1`$TeV-1, the contribution from $`k>k_m`$, ($`k_m1.8\alpha `$TeV is the value of $`k_{\mathrm{out}}`$ which maximizes $`\omega `$), is negligible because of the exponential suppression at large $`k`$ and could be omitted. The luminosity can be integrated numerically and, for $`\overline{M}=10`$TeV, one finds the values given in Table 1, where we display the ratio

$`_\alpha {\displaystyle \frac{_{(d)}}{_H}},`$ (3.5)
between the computed luminosity and the canonical luminosity $`_H`$ of a four-dimensional black hole of the same mass  and $`\alpha =1`$ and $`1/2`$. For larger values of $`\overline{M}`$ (hence of $`r_h`$) the ratio between the two quantities quickly approaches one (the same result was previously obtained in four dimensions for $`\overline{M}m_p`$ ).

This result implies that, in order to test non-linear dispersion relations, one should better look for exclusive (rather than inclusive) effects, such as the probability of emitting particles with energy in a given range (close to $`m_g`$) or the energy $`E(\omega )`$ emitted in the range of frequencies between $`\omega `$ and $`\omega +d\omega `$. The latter quantity is easily evaluated for the canonical number density, we shall call it $`E_H`$, and can be used for comparison. It can also be numerically determined for the dispersion relation (3.2) and the result is plotted in Figs. 4 and 5 for $`\alpha =1`$ and $`1/2`$. If one trusts the picture according to which such small black holes decay instantaneously , then one expects an energy spectrum for the decay products of the form in Fig. 4.

## 4 Conclusions

We have studied the high energy behaviour of Hawking radiation in space-times with extra spatial dimensions in order to highlight the possibility of using small black holes as probes of non-linear dispersion relations. Such deviations from linearity are in general expected within the framework of String Theory and other theories of Quantum Gravity, for which there is no certain experimental evidence at present.

The result of Section 2, that black holes in the brane-world could emit particles with energy near the fundamental scale of gravity $`m_g`$, is not surprising. In fact, it simply means that the effect scales with $`m_g`$ naively: as Planckian frequencies would be emitted in four dimensions (where $`m_g=m_p`$) by a Planck size black hole, energies of the order of $`m_g`$ are generated by black holes with a mass close to $`m_g`$. That is where non-linear dispersion relations should become visible .

In Section 3 we have explicitly analysed one of such non-linear dispersion relations  and shown that it induces a (relatively mild) suppression of high energy modes which might be found in the decay products of small black holes produced in accelerators. Unfortunately, the exponential factor in the occupation number density (3.1) dominates over the modified dispersion relation for all values of $`d=0,\mathrm{},6`$ and makes it hard to detect any effect in the high energy regime ($`\omega m_g`$).

Let us conclude by remarking that the results we have obtained concern objects which can be treated as classical black holes, i.e. whose horizon radius is larger than the Compton wavelength. This condition is doomed to break down during the evaporation process. However, when the mass of the object has become sufficiently small, it is still unlikely that trans-Planckian modes get excited since there is not enough energy stored in the remnant. At that point the canonical description obviously fails and one should rely on the microcanonical description (see, e.g.  and References therein). In four space-time dimensions, the latter approach was shown in Ref.  to change but slightly the overall picture obtained for non-linear dispersion relations within the canonical description and one does not expect a different situation with extra spatial dimensions.

## Appendix A Confined fields

As mentioned in Section 2, a field confined on the brane cannot have a dependence on the extra spatial coordinates of the form in Eq. (2.7) and the separation constant $`A`$ must be correspondingly adjusted. We shall here bring some evidence in favour of the fact that the extra coordinate dependence does not appreciably affect the results given in Sections 2 and 3 and that setting $`A=0`$ is not a serious limitation.

We focus on the dependence of the field $`\mathrm{\Phi }`$ on the off-brane angles $`\varphi _i`$’s for which we assume a smoothed out $`\delta (\varphi _i)`$ in the form of the Fourier sum

$`\mathrm{\Phi }{\displaystyle \underset{i=1}{\overset{d}{}}}{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle \underset{n_i=N}{\overset{N}{}}}e^{in_i\varphi _i},`$ (A.1)
where $`N2`$ to ensure that $`\mathrm{\Phi }`$ is peaked on the brane ($`\varphi _i0`$ for $`i=1,\mathrm{},d`$). Then

$`_{\varphi _i}^2\mathrm{\Phi }{\displaystyle \underset{i=1}{\overset{d}{}}}{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle \underset{n_i=N}{\overset{N}{}}}n_i^2e^{in_i\varphi _i}.`$ (A.2)
Such a form clearly introduces a coupling between the different $`n_i`$-modes which can be taken care of by integrating over the angles $`\varphi _i`$’s. This introduces an effective separation constant

$`A_N{\displaystyle _\pi ^{+\pi }}{\displaystyle \underset{i=1}{\overset{d}{}}}d\varphi _i\mathrm{\Phi }_{\varphi _i}^2\mathrm{\Phi }=\left[{\displaystyle \frac{N(1+N)(1+2N)}{6\pi }}\right]^d.`$ (A.3)
The numerical values are displayed in Table 2 for $`N=2`$ and $`10`$. It appears that the more modes are included (i.e. the larger is $`N`$) and the larger is $`d`$, the more the corresponding $`A_N`$ dominates over the contribution given in Eq. (2.13). The overall effect is to increase enormously the potential barrier which surrounds the horizon (thus suppressing the Hawking emission), since the maximum of $`V_d`$ is roughly of the same order of magnitude as $`A_N`$ for $`A_N1`$ 222One cannot take this result too literally because of the great simplifications we have assumed for the background metric. It is however suggestive to note that the more confined the fields are, the weaker appears the Hawking radiation.. However, the ratios $`\mathrm{\Sigma }_d`$ are just mildly affected. For instance, the peak in the curve for $`d=6`$ as shown in Fig. 2 moves down from $`2.9`$ to $`2.2`$ for $`A_{10}`$ and $`\mathrm{\Sigma }_6`$ is still roughly $`1`$ for $`r5r_h`$. To conclude, the qualitative analysis of Sections 2 and 3 is not changed by the presence of $`AA_N0`$, however large it is.

## Appendix B Bulk emission

The luminosity in Eqs. (3.3) and (3.4) describes the emission of four-dimensional particles (along the brane). In order to take into account gravitational waves emitted into the bulk, one must adjust both the horizon area

$`𝒜_{(d)}{\displaystyle \frac{2\pi ^{\frac{3+d}{2}}r_h^{2+d}}{\mathrm{\Gamma }\left(\frac{3+d}{2}\right)}},`$ (B.1)
and the phase space measure which becomes $`d^{2+d}k`$. One then obtains the values given in Table 2 for $`\alpha =1`$, which, being smaller than the corresponding entries in Table 1, are negligible. This is in agreement with the results of Refs. , according to which bulk gravitons do not contribute appreciably.


text:
# Untitled Document

A geometric proof of the Kochen-Specker no-go theorem.

Richard D. Gill

Mathematical Institute

University of Utrecht

Budapestlaan 6

3584 CD Utrecht

Netherlands

gill@math.uu.nl

Michael S. Keane

Dept. of Mathematics and Computer Science

Wesleyan University

Wesleyan Station Middletown

Connecticut 06459, USA

mkeane@wesleyan.edu

Reprint of J. Phys. A: Math. Gen. 29 (1996), L289–L291.

Abstract. We give a short geometric proof of the Kochen-Specker no-go theorem for non-contextual hidden variables models.

Key words and phrases. Gleason’s theorem, noncontextual hidden variables models, quantum mechanics, great circle descent.

Note added 2 April 2003: I understand from Jan-Aake Larsson that the construction we give here actually contains the original Kochen-Specker construction as well as many others (Bell, Conway and Kochen, Schütte, perhaps also Peres). See also Larsson (2002) “A Kochen-Specker inequality”, Europhysics Letters 58:799.

1. Introduction.

The fundamental theorem of Kochen and Specker (1967) shows that any hidden-variables theory for quantum measurement (on an at least three-dimensional system) must be contextual: i.e., in a deterministic theory, randomness is explained not just by hidden states in the quantum system under study but also from hidden states in the measurement devices.

The theorem is usually proved by exhibiting a finite collection of vectors in $`\text{ }\text{IC}^3`$ (actually, $`\text{IR}^3`$ turns out to be enough) such that it is impossible to colour each vector either red or green subject to the following constraints: 1), within any orthogonal triple, exactly one vector is red and the other two are green; 2), if one vector lies in a (complex) linear combination of another two and those two are both coloured green, then it is coloured green as well. The two constraints are connected to the so-called sum-rule and product-rule associating values of commuting observables. For the preparatory arguments showing why such a construction does supply a proof of the no-go theorem for noncontextual hidden variables models see Peres (1993) or Gill (1995a,b).

The Kochen-Specker proof is based on a construction involving $`117`$ vectors. Actually the heart of the construction is a special configuration of just ten vectors which is then chained in $`3`$ groups of $`5`$ (with three of the vectors being used twice). Ignored by most authors is an earlier construction of Bell (1966) again based on a special configuration of $`13`$ vectors repeated a number of times. Recently Peres (1991) gave a construction involving just $`33`$ vectors. In his (1993) book he also shows a construction of Conway and Kochen involving just $`31`$ vectors. This is the world record so far. Peres (1993) and Gill (1995b) also discuss further examples due to Peres, Mermin, and others, involving still fewer vectors, but requiring a higher-dimensional space. A recent contribution of this kind has been made by Cabello, Estabaranz and García-Alcaine (1996). Such examples do illustrate the Kochen-Specker theorem but they do not prove it.

Here we present a new construction similar in flavour to the Bell and Kochen-Specker constructions, being based on a repetition of a basic configuration. However whereas those constructions relied on some analytic computations to prove their existence, our construction relies on a geometric picture—in fact, exactly the same geometric idea used by Cooke, Keane and Moran (1985) at the heart of their elementary proof of Gleason’s theorem. The recent Peres (1991) and Conway-Kochen (see Peres, 1993) constructions have a geometrical aspect but are more combinatoric nature. It is therefore largely a matter of mathematical taste which proof is to be preferred. However we feel there is some virtue in laying a connection with Gleason’s theorem (which was also the inspiration of Bell’s contribution), and in having a proof which can be ‘seen’ from a picture without any calculation or lengthy enumeration being necessary. Another (more complicated) geometric proof is given by Galindo (1976), while a more verbal proof using similar ideas to ours is given in the unpublished paper Dorling (1992).

Some authors, e.g., van Fraassen (1991), use Gleason’s theorem applied to the continuum of all vectors simultaneously to (allegedly) prove the theorem. In our opinion this cannot be built into a correct proof of the no-go result; see Gill (1995b) for an analysis of what can go wrong. Other authors misinterpret Bell’s argument to require continuously many vectors and hence be disqualified but this does not do justice to Bell’s argument which in our opinion is both concise and correct.

‘How many vectors’ are needed in a given argument seems to us a relatively minor point. The theorem is already proved by Bell, Kochen and Specker, and us, after the initial configuration has been shown to exist. Moreover there are different ways of counting vectors (for instance, one might not accept the product-rule but only use the sum rule, and thereby need more vectors). We see no reason not to use anything at our disposal.

2. A geometric lemma.

Consider the one-dimensional subspaces corresponding to non-zero, real, linear combinations of three orthogonal vectors in $`\text{ }\text{IC}^k`$, $`k3`$. These subspaces may be represented by points on (the surface of) the Northern hemisphere of the globe. The original triple is represented by North pole together with two points on the equator whose longitudes differ by $`90^{}`$.

Now fix a point $`\psi `$ in the Northern hemisphere, not at the North pole nor on the equator. Consider the great circle through this point which crosses the equator at the two points differing in longitude by $`\pm 90^{}`$ from $`\psi `$. Choose one of these equatorial points and call it $`\psi ^\text{E}`$. Call the point on the Northern hemisphere orthogonal to the great circle $`\psi ^{}`$. Its longitude is that of $`\psi `$ plus $`180^{}`$ and its latitude is $`90^{}`$ minus that of $`\psi `$. The triple $`\psi `$, $`\psi ^\text{E}`$, $`\psi ^{}`$ are orthogonal.

The great circle we just defined has $`\psi `$ as its most Northerly point. We call it the great circle descent from $`\psi `$.

Starting from a point $`\psi =\psi _0`$ go down its descent circle some way to a new point $`\psi _1`$. Now consider the new great circle descent from $`\psi _1`$. Go down some way to a new point $`\psi _2`$, and so on. After $`n`$ steps arrive at $`\psi _n`$. Obviously $`\psi _n`$ is more Southerly than $`\psi _0`$. Cooke, Keane and Moran’s geometric lemma states that one can reach any more Southerly point than $`\psi _0`$ by a finite sequence of great circle descents. For instance, one can fly from Amsterdam to Tokyo by a finite sequence of great circle descents.

The lemma is proved by projecting the Northern hemisphere from the centre of the earth onto the horizontal plane tangent to the earth at the North pole. Lines of constant latitude project onto concentric circles, a great circle descent projects onto a straight line tangent to the circle of constant latitude at its summit.

3. Proof of the theorem.

Start with an orthogonal triple. Colour one point red and the other two green. Let the red point be the North pole and the other two green points be on the equator. Any further points selected on the equator get coloured green by the product rule. Take a point $`\psi `$ at latitute $`60^{}`$ above the equator. Together with $`\psi ^{}`$ and $`\psi ^\text{E}`$ we have a new orthogonal triple. Since $`\psi ^\text{E}`$ gets coloured green, if $`\psi `$ is coloured green then $`\psi ^{}`$ is coloured red. Note that $`\psi ^{}`$ lies at $`30^{}`$ above the equator, more Southerly than $`\psi `$.

Suppose $`\psi `$ is coloured green. Since any point on its great circle descent is a linear combination of $`\psi `$ and $`\psi ^\text{E}`$, it is also coloured green. Repeating this argument, any point which can be reached by a finite number of great circle descents from $`\psi `$ is also coloured green. But this applies to $`\psi ^{}`$, a contradiction.

Therefore $`\psi `$ is coloured red just like the North pole. So we have shown that any point within $`30^{}`$ of a red point is also coloured red. Now go in three steps of $`30^{}`$ from the North pole down to the equator, then in three steps of $`30^{}`$ along the equator, then in three steps of $`30^{}`$ back up to the North pole. One of the three ‘corners’ of this circuit has to be coloured red, hence they all are, a contradiction. $``$

References.

J.S. Bell (1966), On the problem of hidden variables in quantum mechanics, Rev. Mod. Phys. 38, 447–452.

A. Cabello, J.M. Estebaranz and G. García-Alcaine (1996), Bell-Kochen-Specker theorem: a proof with 18 vectors, J. Phys. Lett. A 212, 183–187.

R. Cooke, M. Keane and W. Moran (1985), An elementary proof of Gleason’s theorem, Math. Proc. Camb. Phil. Soc. 98, 117–128.

J. Dorling (1992), A simple logician’s guide to the quantum puzzle and to quantum logic’s putative solution, preprint, Univ. Amsterdam.

B.C. van Fraassen (1991), Quantum Mechanics: An Empiricist View, Oxford University Press.

A. Galindo (1976), Another proof of the Kochen-Specker theorem, Algunas cuestiones de fisica teorica 1.975 (In memoriam Angel Esteve), 3–9, GIFT, Zaragoza.

R.D. Gill (1995a), Discrete Quantum Systems, Preprint, Dept. Math., Univ. Utrecht.

R.D. Gill (1995b), Notes on Hidden Variables, Preprint, Dept. Math., Univ. Utrecht.

S. Kochen and E.P. Specker (1967), The problem of hidden variables in quantum mechanics, J. Math. Mech. 17 59–87.

A. Peres (1991), Two simple proofs of the Kochen-Specker theorem, J. Phys. A: Math. Gen. 24 (Letter to the editor), L175–L178.

A. Peres (1993), Quantum Theory: Concepts and Methods, Kluwer, Dordrecht.