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# Bounds on general entropy measures

## 1 Introduction

Entropy plays a significant role in both classical and quantum information theories and is characterised by various measures, including the Shannon entropy in classical information theory and the von Neumann entropy for a density operator of a quantum system. These entropy measures are related, because the von Neumann entropy of a density operator equals the Shannon entropy of the eigenvalues of this operator. The von Neumann and Shannon entropies are the standard entropy measures, but other entropy measures are also employed.

For quantum systems, the linear entropy is widely employed. The linear entropy is easier to calculate than the von Neumann entropy in general, hence its appeal. Other entropy measures are also employed, including the Tsallis entropy  and the $`\alpha `$, or Rényi, entropy . A common way of describing these entropy measures is via the trace over a concave function of the density operator. This general entropy measure has been widely studied both in the context of classical probability distributions and mixed quantum states .

This work is motivated by problems where one entropy measure is required, but it is only possible to obtain analytic results for another entropy measure. However, the exact result for the desired entropy measure may not be required. Driven by this motivation, we establish a method by which one entropy measure can be estimated from another entropy measure that may be easier to calculate. Specific examples of this problem have been considered in ; here we derive the general result for general entropy measures in both the classical and quantum contexts.

General entropy measures for classical information and for quantum information are discussed in section 2. In section 3, we show that the states and probability distributions given in  extremise (minimise or maximise) general entropy measures for a given value of another generalised entropy provided that a concavity/convexity condition is satisfied. In section 4, we apply our methods to particular examples and provide an example of an entropy measure that violates the concavity/convexity condition. We conclude in section 5.

## 2 General measures of entropy

Three common measures of quantum entropy are the von Neumann, linear and Rényi entropies. The von Neumann entropy for density operator $`\rho `$ is given by $`S_{\mathrm{vN}}(\rho )\mathrm{Tr}(\rho \mathrm{log}\rho )`$, where the notation $`\mathrm{log}`$ is used for logarithms base $`2`$. The linear entropy is defined by $`S_{\mathrm{lin}}(\rho )1\mathrm{Tr}(\rho ^2)`$, and the $`\alpha `$ or Rényi entropy  by

$$S_\alpha (\rho )\frac{1}{1\alpha }\mathrm{log}\mathrm{Tr}(\rho ^\alpha ).$$
(1)
These three entropy measures are all calculated from an expression of the form $`\mathrm{Tr}F(\rho )`$.

In order to derive general results, we therefore consider general entropy measures of the form

$$S_f(\rho )\mathrm{Tr}F(\rho ).$$
(2)
The function $`f`$ is a mapping $`[0,1]`$, and $`F`$ is the corresponding operator function defined by

$$F(\rho )\underset{i=0}{\overset{d1}{}}f(\lambda _i)|\varphi _i\varphi _i|$$
(3)
where $`\lambda _i`$ and $`|\varphi _i`$ are the eigenvalues and eigenstates, respectively, of $`\rho `$, and $`d`$ is the dimension of the Hilbert space. The entropy measure $`S_f`$ therefore only depends on the eigenvalues of the density matrix, and may be calculated as $`S_f(\rho )=_if(\lambda _i)`$. We require that the function $`f`$ satisfies the following three conditions:
Condition 1: $`f(0)=0`$.
Condition 2: The function $`f`$ is strictly concave or strictly convex.
Condition 3: The first derivative $`f^{}`$ exists and is continuous in the interval $`(0,1)`$.

All the examples of entropy measures above satisfy these three conditions. The first condition allows us to embed the Hilbert space in another of larger dimension without changing the value obtained for $`S_f`$. The second condition implies that the extremal values of the entropy are obtained for pure and maximally mixed states. This result follows from the following lemma:
Lemma 1. Let $`f:[0,1]`$ be a function such that $`f(0)=0`$, and let $`\{\lambda _i\}`$ be a set of $`d`$ non-negative real numbers such that $`_i\lambda _i=\mathrm{\Lambda }1`$. If $`f`$ is concave (convex), then the minimum (maximum) value of $`_if(\lambda _i)`$ is obtained for one of the $`\lambda _i`$ equal to $`\mathrm{\Lambda }`$ and the rest zero, and the maximum (minimum) value of $`_if(\lambda _i)`$ is obtained for all $`\lambda _i`$ equal.
Proof. This result is well known; however, we show the result here for completeness. Concavity (convexity) implies

$$\underset{i}{}f(\lambda _i)\begin{array}{cccccccccccccccccccc}& & & & & & & & & & & & & & & & & & & \\ ()& & & & & & & & & & & & & & & & & & & \end{array}\underset{i}{}\left[(1\lambda _i/\mathrm{\Lambda })f(0)+(\lambda _i/\mathrm{\Lambda })f(\mathrm{\Lambda })\right]=f(\mathrm{\Lambda }).$$
(4)
Thus the minimum (maximum) value of $`_if(\lambda _i)`$ is obtained for one of the $`\lambda _i`$ equal to $`\mathrm{\Lambda }`$ and the rest zero. Similarly concavity (convexity) implies

$$\underset{i}{}f(\lambda _i)\begin{array}{cccccccccccccccccccc}& & & & & & & & & & & & & & & & & & & \\ ()& & & & & & & & & & & & & & & & & & & \end{array}d\times f(\mathrm{\Lambda }/d)$$
(5)
so the maximum (minimum) value of $`_if(\lambda _i)`$ is obtained for all $`\lambda _i`$ equal to $`\mathrm{\Lambda }/d`$. $`\mathrm{}`$

Note that, because we allow the possibility that $`f`$ is strictly convex, our measure may be considered to be a measure of entropy or of purity (for simplicity we always call it entropy). This generality is useful because it allows us to easily apply our results to cases such as the linear entropy and the $`\alpha `$ entropy. The third condition is not absolutely necessary for $`S_f(\rho )`$ to be a reasonable entropy measure. However, we include it because it is necessary in order to derive the bounds in the next section. Note that we do not require that the derivative exists at the endpoints 0 and 1. Allowing the possibility of derivatives that diverge at the endpoints means that our results may be applied to the von Neumann entropy. Note also that conditions 2 and 3 imply that the derivative $`f^{}`$ must be one-to-one. The derivative $`f^{}`$ will be monotonically increasing (decreasing) if $`f`$ is convex (concave).

Because the entropy measure $`S_f`$ depends only on the eigenvalues of the density operator, it is equivalent to the entropy measure for classical probabilities:

$$H_f(\{p_i\})\underset{i=0}{\overset{d1}{}}f(p_i)$$
(6)
where $`f`$ satisfies conditions 1–3. It is clear that $`S_f(\rho )=H_f(\{\lambda _i\})`$, where $`\{\lambda _i\}`$ is the set of eigenvalues for $`\rho `$. This is a generalisation of the relation between the von Neumann entropy and the Shannon entropy. We may also define an analogous general measure of entanglement for pure states:

$$E_f(|\psi )S_f(\mathrm{Tr}_A|\psi \psi |)=\underset{i=0}{\overset{d1}{}}f(\lambda _i)$$
(7)
where $`f`$ is a function satisfying conditions 1–3, $`|\psi `$ is a pure state shared between two subsystems $`A`$ and $`B`$, and $`\lambda _i`$ are the Schmidt coefficients of $`|\psi `$.

The bounds that we derive in the next section may be applied to all three cases: $`H_f`$ for classical entropy, $`S_f`$ for the entropy of mixed quantum states and $`E_f`$ for entanglement of pure quantum states. These three cases are mathematically identical, although the physical interpretations are different.

## 3 Bounds on entropy measures

In this section we show how to determine the upper and lower bounds on one generalised entropy for a given value of another generalised entropy. We will present the derivation in terms of the entropy for probability distributions. The results for entropies of mixed states and entanglement measures immediately follow from this result.

From  the maximum and minimum Shannon entropies for a given value of the index of coincidence (where $`g(\lambda )=\lambda ^2`$) are obtained for probability distributions

$$\{\lambda _i\}=\{\lambda _0,\lambda _1,\mathrm{},\lambda _1\}$$
(8)
where $`\lambda _1=(1\lambda _0)/(d1)\lambda _0`$ and

$$\{\lambda _i\}=\{\lambda _0,\mathrm{},\lambda _0,\lambda _1,0,\mathrm{},0\}$$
(9)
where $`\lambda _1=1k\lambda _0<\lambda _0`$ and there are $`k=1/\lambda _0`$ probabilities equal to $`\lambda _0`$. Note that both probability distributions (8) and (9) are parametrised by the single real number $`\lambda _0`$. The result given in  for the von Neumann and linear entropies is equivalent, except that the coefficients $`\lambda _i`$ are eigenvalues of a density matrix.

We provide a proof that these two probability distributions give the bounds when comparing general entropy measures. The specific result is given below.
Theorem 1. Let $`H_g=_ig(\lambda _i)`$ and $`H_f=_if(\lambda _i)`$ be two entropy measures where the functions $`f`$ and $`g`$ satisfy conditions 1–3. If $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex (concave), then the maximum (minimum) $`H_f`$ for fixed $`H_g`$ is obtained for probability distribution (8), and the minimum (maximum) $`H_f`$ is obtained for probability distribution (9).

Here, and in the following derivations, the notation $`\stackrel{~}{f}^{}(g^{})`$ is equivalent to $`f^{}(\lambda (g^{}))`$, and means $`f^{}`$ as a function of $`g^{}`$. Because the function $`g`$ is strictly concave or convex, and the derivative $`g^{}`$ exists in the interval $`(0,1)`$, $`g^{}`$ must be a one-to-one function of $`\lambda `$ in this interval. Hence it is possible to invert this function to obtain $`\lambda `$ as a function of $`g^{}`$ (i.e. $`\lambda (g^{})`$). In turn, we may express $`f^{}`$ as a function of $`g^{}`$ (i.e. $`f^{}(\lambda (g^{}))`$).

Note that the crucial relation the entropy measures must satisfy in order for these bounds to hold is that $`\stackrel{~}{f}^{}(g^{})`$ is strictly concave or strictly convex. The other restrictions on the functions $`f`$ and $`g`$ are simply necessary to ensure that these are valid entropy measures.

It is also important to note that, for each value of $`H_g`$, the probability distributions of the forms (8) and (9) are unique, and hence we obtain unique values for the upper and lower limits on $`H_f`$. Therefore the bounds on $`H_f`$ obtained using this method are unambiguous. To show this result for (8), the value of $`H_g`$ is given by

$$H_g=g(\lambda _0)+(d1)g[(1\lambda _0)/(d1)]$$
(10)
so

$$\frac{\text{d}H_g}{\text{d}\lambda _0}=g^{}(\lambda _0)g^{}[(1\lambda _0)/(d1)].$$
(11)
Because $`g^{}`$ is one-to-one and $`\lambda _0(1\lambda _0)/(d1)`$, $`\text{d}H_g/\text{d}\lambda _0`$ always has the same sign, except at $`\lambda _0=(1\lambda _0)/(d1)`$ where it is zero. This point is a boundary to the range of $`\lambda _0`$; thus, $`H_g`$ must be a one-to-one function of $`\lambda _0`$. Hence, for each value of $`H_g`$, there is a unique value of $`\lambda _0`$ and therefore a unique probability distribution (8).

The situation is similar for the probability distribution (9), except there is an additional complication due to multiple values of $`k`$. In the same way as for (8), we can see that in each interval where $`k`$ is a constant $`(1/(k+1),1/k]`$, $`H_g`$ is a one-to-one function of $`\lambda _0`$. In particular, if $`g`$ is convex (concave), then $`H_g`$ is monotonically increasing (decreasing). In addition, it is easy to see that $`H_g`$ is continuous at the boundaries where $`1/\lambda _0`$ is an integer. Thus $`H_g`$ is a one-to-one function of $`\lambda _0`$, and each value of $`H_g`$ corresponds to a unique probability distribution (9).

The method we will use for the proof is to first consider the restricted case for three probabilities in lemmas 3–5, and then apply the result to prove theorem 1. When there are only three probabilities, the problem reduces to finding the maximum and minimum of a function of a single real variable. This problem is relatively straightforward, and may be solved by finding the boundaries of the domain of the function, as well as the turning points. Before we proceed to the case for three probabilities, there is a minor result that we need to prove for the case of two probabilities.
Lemma 2. Let $`g:[0,1]`$ be a function satisfying conditions 1–3. In addition, let $`\lambda _0`$ and $`\lambda _1`$ be two numbers in the interval $`[0,1]`$, with the constraints

$$\lambda _0+\lambda _1=\mathrm{\Lambda }^{(2)}g(\lambda _0)+g(\lambda _1)=H_g^{(2)}$$
(12)
where $`0\mathrm{\Lambda }^{(2)}1`$. There are at most two solutions to (12), and these solutions differ by a permutation.

We use the notation convention that a superscript indicates a sum over fewer than $`d`$ probabilities. The numbers $`\lambda _0`$ and $`\lambda _1`$ are only two probabilities, so $`H_g^{(2)}`$ is not the same as the entropy $`H_g`$. The superscript $`(2)`$ indicates that only two terms have been summed.
Proof. Solving (12) is equivalent to solving

$$g(\lambda _0)+g(\mathrm{\Lambda }^{(2)}\lambda _0)=H_g^{(2)}.$$
(13)
If $`\mathrm{\Lambda }^{(2)}=0`$, then there is only one solution, $`\lambda _0=\lambda _1=0`$. If $`\mathrm{\Lambda }^{(2)}0`$, then we may determine the number of solutions by considering the turning points of the left-hand-side (LHS). For a turning point we require $`g^{}(\lambda _0)g^{}(\mathrm{\Lambda }^{(2)}\lambda _0)=0`$. Since $`g^{}`$ is one-to-one, the only turning point is for $`\lambda _0=\mathrm{\Lambda }^{(2)}/2`$. Thus there can be at most two different values of $`\lambda _0`$ that give the same value for the LHS of (13). Denoting one solution for $`\lambda _0`$ as $`\lambda _g`$ (so $`\lambda _1=\mathrm{\Lambda }^{(2)}\lambda _g`$), the other solution is for $`\lambda _0=\mathrm{\Lambda }^{(2)}\lambda _g`$, in which case $`\lambda _1=\lambda _g`$. Therefore the two solutions are simply related by a permutation. $`\mathrm{}`$

Next we require a result on the problem of finding the region of values that the three probabilities may take given restrictions on these probabilities.
Lemma 3. Let $`g:[0,1]`$ be a function satisfying conditions 1–3. In addition, let $`\lambda _0`$, $`\lambda _1`$ and $`\lambda _2`$ be real numbers in the interval $`[0,1]`$ with the restrictions

$$\lambda _0+\lambda _1+\lambda _2=\mathrm{\Lambda }^{(3)}$$
(14)
where $`0\mathrm{\Lambda }^{(3)}1`$ and

$$g(\lambda _0)+g(\lambda _1)+g(\lambda _2)=H_g^{(3)}.$$
(15)
The number $`\lambda _0`$ may take values within one or more subintervals of $`[0,1]`$; at the boundaries of these subintervals, either one of the $`\lambda _i`$ is equal to zero, or two are equal.
Proof. Note first that two possible boundaries for $`\lambda _0`$ are at 0 and $`\mathrm{\Lambda }^{(3)}`$ (if $`\lambda _0=\mathrm{\Lambda }^{(3)}`$ then $`\lambda _1=\lambda _2=0`$). To find other possible boundaries, consider solving for $`\lambda _1`$ and $`\lambda _2`$ for a given $`\lambda _0`$. The expression to solve may then be given as

$$g(\lambda _0)+g(\lambda _1)+g(\mathrm{\Lambda }^{(3)}\lambda _0\lambda _1)=H_g^{(3)}.$$
(16)
For a given $`\lambda _0`$, $`\lambda _1`$ takes values in the region $`[0,\mathrm{\Lambda }^{(3)}\lambda _0]`$, and the LHS has a turning point at $`\lambda _1=(\mathrm{\Lambda }^{(3)}\lambda _0)/2`$. For the points $`\lambda _1=0`$ and $`\lambda _1=\mathrm{\Lambda }^{(3)}\lambda _0`$, there is at least one $`\lambda _i`$ which is zero, whereas at $`\lambda _1=(\mathrm{\Lambda }^{(3)}\lambda _0)/2`$, $`\lambda _1`$ and $`\lambda _2`$ are equal.

The three points $`\{0,(\mathrm{\Lambda }^{(3)}\lambda _0)/2,\mathrm{\Lambda }^{(3)}\lambda _0\}`$ are the three possible values of $`\lambda _1`$ where the LHS is at a maximum or a minimum for a given $`\lambda _0`$. If there is no solution for $`\lambda _1`$, then the maximum and minimum are either both above or both below $`H_g^{(3)}`$. On the other hand, if there is a solution, then $`H_g^{(3)}`$ must be between the maximum and minimum, or equal to one of these values222We use the convention that the terminology ‘between’ means not equal unless otherwise specified.. The maximum and minimum vary continuously with $`\lambda _0`$. Therefore, as we pass from a region where there is a solution to a region where there is no solution, either the maximum or the minimum must pass through $`H_g^{(3)}`$. Hence, at a boundary of the region of values that $`\lambda _0`$ may take, either at least one of the $`\lambda _i`$ is zero, or at least two are equal. $`\mathrm{}`$

Now we apply this result to the bounds problem for the case of three probabilities:
Lemma 4. Let $`f`$ and $`g`$ be functions $`[0,1]`$ such that conditions 1–3 are satisfied. Let $`\lambda _0`$, $`\lambda _1`$, and $`\lambda _2`$ be real numbers in the interval $`[0,1]`$ with the restrictions (14) and (15), and let $`H_f^{(3)}`$ be defined by

$$H_f^{(3)}f(\lambda _0)+f(\lambda _1)+f(\lambda _2).$$
(17)
If $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex or concave, then the extremal values of $`H_f^{(3)}`$ are obtained when at least one of the $`\lambda _i`$ is zero or at least two are equal.
Proof. Note first that, from lemma 2, for a given value of $`\lambda _0`$ there are at most two solutions of (14) and (15) for $`\lambda _1`$ and $`\lambda _2`$, and one solution is a permutation of the other. Thus, for each value of $`\lambda _0`$, there is only one possible value of $`H_f^{(3)}`$. Therefore $`H_f^{(3)}`$ is a single-valued function of $`\lambda _0`$, and we may find the maximum and minimum by finding the boundaries of the region of values that $`\lambda _0`$ may take, as well as the turning points. From lemma 3, at the boundaries of the region of values that $`\lambda _0`$ may take, either one of the $`\lambda _i`$ is zero, or at least two are equal.

To complete the proof, it remains to be shown that there are no turning points for values of $`\lambda _0`$ such that the $`\lambda _i`$ are nonzero and unequal. For a turning point, we require that $`\text{d}H_f^{(3)}/\text{d}\lambda _0`$ changes sign. Taking the derivative of (17) with respect to $`\lambda _0`$ gives

$$\frac{\text{d}H_f^{(3)}}{\text{d}\lambda _0}=f^{}(\lambda _0)+\frac{\text{d}\lambda _1}{\text{d}\lambda _0}f^{}(\lambda _1)+\frac{\text{d}\lambda _2}{\text{d}\lambda _0}f^{}(\lambda _2).$$
(18)
To remove the derivatives $`\text{d}\lambda _1/\text{d}\lambda _0`$ and $`\text{d}\lambda _2/\text{d}\lambda _0`$, we may take the derivatives of (14) and (15) with respect to $`\lambda _0`$, and substitute into (18). We then obtain

$`{\displaystyle \frac{\text{d}H_f^{(3)}}{\text{d}\lambda _0}}`$ $`=\left[{\displaystyle \frac{f^{}(\lambda _1)f^{}(\lambda _0)}{g^{}(\lambda _1)g^{}(\lambda _0)}}{\displaystyle \frac{f^{}(\lambda _2)f^{}(\lambda _0)}{g^{}(\lambda _2)g^{}(\lambda _0)}}\right]\left\{{\displaystyle \frac{[g^{}(\lambda _2)g^{}(\lambda _0)][g^{}(\lambda _1)g^{}(\lambda _0)]}{g^{}(\lambda _1)g^{}(\lambda _2)}}\right\}.`$ (19)
Because $`g^{}`$ is one-to-one, if the $`\lambda _i`$ are unequal, then the terms in the denominators are nonzero, and the derivative $`\text{d}H_f^{(3)}/\text{d}\lambda _0`$ is continuous. In that case, for there to be a turning point, we require that the derivative is zero, which implies

$$\frac{f^{}(\lambda _1)f^{}(\lambda _0)}{g^{}(\lambda _1)g^{}(\lambda _0)}=\frac{f^{}(\lambda _2)f^{}(\lambda _0)}{g^{}(\lambda _2)g^{}(\lambda _0)}.$$
(20)
This expression implies that the three points $`(g^{}(\lambda _0),f^{}(\lambda _0))`$, $`(g^{}(\lambda _1),f^{}(\lambda _1))`$ and $`(g^{}(\lambda _2),f^{}(\lambda _2))`$ lie along a straight line. This is not possible with unequal probabilities if $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex or strictly concave. Thus we see that there are only two possibilities for a maximum or minimum of $`H_f^{(3)}`$: one of the $`\lambda _i`$ is zero, or two are equal. $`\mathrm{}`$

The last lemma we show is a refinement of lemma 4 to account for when the various solutions occur and whether they give a maximum or a minimum.
Lemma 5. Let $`f`$ and $`g`$ be functions $`[0,1]`$ such that conditions 1–3 are satisfied. Let $`\lambda _0`$, $`\lambda _1`$ and $`\lambda _2`$ be real numbers in the interval $`[0,1]`$ with the restrictions (14) and (15), and let $`H_f^{(3)}`$ be defined as in (17). If $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex (concave), then the maximum (minimum) $`H_f^{(3)}`$ is obtained only if two $`\lambda _i`$ are equal and one is larger or equal, and the minimum (maximum) $`H_f`$ is obtained only if one of the $`\lambda _i`$ is zero, or two are equal and one is smaller or equal.
Proof. In the case that one of the $`\lambda _i`$ is zero, we may take $`\lambda _0`$ to be zero without loss of generality. Using lemma 1, the extremal values of $`H_g^{(3)}`$ are $`g(\mathrm{\Lambda }^{(3)})`$ and $`2g(\mathrm{\Lambda }^{(3)}/2)`$. In general, the extremal values of $`H_g^{(3)}`$ are obtained for all $`\lambda _i`$ equal, giving $`H_g^{(3)}=3g(\mathrm{\Lambda }^{(3)}/3)`$, and all probabilities zero except for one, giving $`H_g^{(3)}=g(\mathrm{\Lambda }^{(3)})`$. Therefore $`H_g^{(3)}`$ may take values from $`g(\mathrm{\Lambda }^{(3)})`$ to $`3g(\mathrm{\Lambda }^{(3)}/3)`$. It is easily seen that $`2g(\mathrm{\Lambda }^{(3)}/2)`$ lies in this interval. If $`H_g^{(3)}`$ lies between $`g(\mathrm{\Lambda }^{(3)})`$ and $`2g(\mathrm{\Lambda }^{(3)}/2)`$, or is equal to one of these values, then there is a solution with $`\lambda _0=0`$. If $`H_g^{(3)}`$ is between $`2g(\mathrm{\Lambda }^{(3)}/2)`$ and $`3g(\mathrm{\Lambda }^{(3)}/3)`$, or equal to $`3g(\mathrm{\Lambda }^{(3)}/3)`$, there is no solution with $`\lambda _0=0`$.

For the other case, where at least two of the $`\lambda _i`$ are equal, we may take $`\lambda _1=\lambda _2`$ without loss of generality. Then the restrictions (14) and (15) give

$$g(\lambda _0)+2g[(\mathrm{\Lambda }^{(3)}\lambda _0)/2]=H_g^{(3)}.$$
(21)
To determine the number of solutions to this, we may consider the LHS as a function of $`\lambda _0`$. The number $`\lambda _0`$ is in the range $`[0,\mathrm{\Lambda }^{(3)}]`$, and there is one turning point at $`\lambda _0=\mathrm{\Lambda }^{(3)}/3`$. Therefore there may be at most two solutions to equation (21).

To be more specific, the LHS takes the values $`2g(\mathrm{\Lambda }^{(3)}/2)`$, $`3g(\mathrm{\Lambda }^{(3)}/3)`$ and $`g(\mathrm{\Lambda }^{(3)})`$ for $`\lambda _0`$ equal to $`0`$, $`\mathrm{\Lambda }^{(3)}/3`$ and $`\mathrm{\Lambda }^{(3)}`$, respectively. This situation is illustrated in figure 1 for the case where $`g`$ is strictly concave. There are five qualitatively different situations for different values of $`H_g^{(3)}`$ from $`g(\mathrm{\Lambda }^{(3)})`$ to $`3g(\mathrm{\Lambda }^{(3)}/3)`$:

* For $`H_g^{(3)}=g(\mathrm{\Lambda }^{(3)})`$ (line A), there is only one possible solution, which corresponds to all the $`\lambda _i`$ being zero except one.
* If $`H_g^{(3)}`$ lies between $`g(\mathrm{\Lambda }^{(3)})`$ and $`2g(\mathrm{\Lambda }^{(3)}/2)`$ (between lines A and B), there can be only one solution with $`\lambda _1=\lambda _2`$. This solution is for $`\lambda _0`$ in the interval $`(\mathrm{\Lambda }^{(3)}/3,\mathrm{\Lambda }^{(3)})`$. There will also be a solution with $`\lambda _0=0`$, giving a total of two solutions.
* If $`H_g^{(3)}`$ is equal to $`2g(\mathrm{\Lambda }^{(3)}/2)`$ (line B), then there are two solutions with $`\lambda _1=\lambda _2`$, one for $`\lambda _0=0`$ and the other for $`\lambda _0`$ in the interval $`(\mathrm{\Lambda }^{(3)}/3,\mathrm{\Lambda }^{(3)})`$. We can also obtain a solution by setting $`\lambda _0=0`$; however, this solution is identical to the solution for $`\lambda _1=\lambda _2`$ where $`\lambda _0=0`$. Therefore there are only two distinct solutions.
* For $`H_g^{(3)}`$ in the range between $`2g(\mathrm{\Lambda }^{(3)}/2)`$ and $`3g(\mathrm{\Lambda }^{(3)}/3)`$ (between lines B and C), there are two solutions with $`\lambda _1=\lambda _2`$, one for $`\lambda _0`$ in the range $`(0,\mathrm{\Lambda }^{(3)}/3)`$ and the other for $`\lambda _0`$ in the range $`(\mathrm{\Lambda }^{(3)}/3,\mathrm{\Lambda }^{(3)})`$. There is no solution with $`\lambda _0=0`$, again resulting in a total of two solutions.
* The last possibility is $`H_g^{(3)}=3g(\mathrm{\Lambda }^{(3)}/3)`$ (line C), in which case all the $`\lambda _i`$ are equal.

Thus we find that, for $`H_g^{(3)}`$ between $`3g(\mathrm{\Lambda }^{(3)}/3)`$ and $`g(\mathrm{\Lambda }^{(3)})`$, there are always two solutions where either one of the $`\lambda _i`$ is zero or two are equal, thereby providing a maximum and minimum for $`H_f^{(3)}`$. If $`H_g^{(3)}`$ is equal to $`3g(\mathrm{\Lambda }^{(3)}/3)`$ or $`g(\mathrm{\Lambda }^{(3)})`$, there is only one possible solution, so the maximum and minimum coincide.

In order to determine which solution gives the maximum of $`H_f^{(3)}`$ and which gives the minimum, let us consider the solution where $`\lambda _0>\mathrm{\Lambda }^{(3)}/3`$ and $`\lambda _1=\lambda _2`$. For $`H_g^{(3)}`$ between $`g(\mathrm{\Lambda }^{(3)})`$ and $`3g(\mathrm{\Lambda }^{(3)}/3)`$ there are always two distinct solutions, one of which is of this form. Therefore we may determine which solution gives the minimum and which gives the maximum by only considering this case. This value of $`\lambda _0`$ is an upper boundary, because the other solutions for $`\lambda _0`$ are smaller. Let us consider a value of $`\lambda _0`$ slightly below this solution, so $`\lambda _1\lambda _2`$. We may take $`\lambda _1`$ to be the larger value, so $`\lambda _0>\lambda _1>\lambda _2`$.

If $`g`$ is convex, then $`g^{}(\lambda _0)>g^{}(\lambda _1)>g^{}(\lambda _2)`$, and if $`g`$ is concave, then $`g^{}(\lambda _0)<g^{}(\lambda _1)<g^{}(\lambda _2)`$. Therefore the multiplying factor in braces in equation (19) is positive if $`g`$ is convex, and negative if $`g`$ is concave. It is also easy to see that, if $`\stackrel{~}{f}^{}(g^{})`$ and $`g`$ are both convex or both concave, then the first term in the square brackets in equation (19) is greater than the second term. If one of $`\stackrel{~}{f}^{}(g^{})`$ and $`g`$ is convex and the other is concave, then the first term in the square brackets is smaller than the second term.

Thus we find that $`\text{d}H_f^{(3)}/\text{d}\lambda _0`$ is positive if $`\stackrel{~}{f}^{}(g^{})`$ is convex, and negative if $`f^{}(g^{})`$ is concave. Therefore, for $`\stackrel{~}{f}^{}(g^{})`$ convex, as we increase $`\lambda _0`$ up to its maximum value, $`H_f^{(3)}`$ is increasing, and the solution where $`\lambda _0>\lambda _1=\lambda _2`$ must be a maximum. Similarly, for $`\stackrel{~}{f}^{}(g^{})`$ concave, the solution where $`\lambda _0>\lambda _1=\lambda _2`$ is a minimum. $`\mathrm{}`$

Now that we have solved the case for three probabilities, we may extend the solution to the general case with $`d`$ probabilities. Thus the proof of theorem 1 is as given below.
Proof of theorem 1. We wish to find the maximum and minimum of $`H_f=_if(\lambda _i)`$ with fixed $`H_g=_ig(\lambda _i)`$ and $`_i\lambda _i=1`$. To solve this case, let $`\{\lambda _i\}`$ be a set of probabilities that maximises $`H_f`$. We then select any three probabilities $`\lambda _{i_0}`$, $`\lambda _{i_1}`$ and $`\lambda _{i_2}`$, and define $`I`$ to be the set of indices $`\{i_0,i_1,i_2\}`$, and $`I^{}`$ to be the set of indices excluding $`I`$. If the set of probabilities $`\{\lambda _i\}`$ maximises the sum $`_if(\lambda _i)`$, then the set $`\{\lambda _{i_0},\lambda _{i_1},\lambda _{i_2}\}`$ must maximise the sum

$$H_f^I=\underset{iI}{}f(\lambda _i)$$
(22)
with the restrictions

$$\underset{iI}{}\lambda _i=\mathrm{\Lambda }^{(3)}\underset{iI}{}g(\lambda _i)=H_g^I$$
(23)
where $`\mathrm{\Lambda }^{(3)}=1_{iI^{}}\lambda _i`$ and $`H_g^I=H_g_{iI^{}}g(\lambda _i)`$. From lemma 5, if $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex (concave), $`H_f^I`$ is maximised (minimised) only with probabilities of the form $`\lambda _0\lambda _1=\lambda _2`$. That is, $`H_f^I`$ being maximised (minimised) implies that the probabilities are of this form. The only way that this criterion can be satisfied for all subsets of three probabilities is if all the probabilities are equal, except for one which may be larger. Therefore the probability distribution must be of the form (8).

Similarly, for $`\stackrel{~}{f}^{}(g^{})`$ strictly convex (concave), $`H_f^I`$ will be minimised (maximised) only for probabilities of the form $`\lambda _0\lambda _1=\lambda _2`$, or for one of the probabilities equal to zero. The only way that this criterion can be satisfied for all subsets of three probabilities is if a number of the probabilities are equal, one is smaller and the rest are zero. Therefore the probability distribution must be of the form (9). Thus we have proven each of the alternative cases for theorem 1. $`\mathrm{}`$

Although we have presented the above analysis in terms of probabilities, identical results hold for entropies of mixed states and entanglements of pure states. The eigenvalues of density matrices or Schmidt coefficients of pure entangled states may be analysed in the same way as probabilities, so we have the following two corollaries.
Corollary 1. Let $`S_g(\rho )`$ and $`S_f(\rho )`$ be two entropy measures where the functions $`f`$ and $`g`$ satisfy conditions 1–3. If $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex (concave), then the maximum (minimum) $`S_f`$ for fixed $`S_g`$ is obtained for a state with eigenvalues of the form (8), and the minimum (maximum) $`S_f`$ is obtained for a state with eigenvalues of the form (9).
Corollary 2. Let $`E_g(|\psi )`$ and $`E_f(|\psi )`$ be two entanglement measures where the functions $`f`$ and $`g`$ satisfy conditions 1–3. If $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex (concave), then the maximum (minimum) $`E_f`$ for fixed $`E_g`$ is obtained for a state with Schmidt coefficients of the form (8), and the minimum (maximum) $`E_f`$ is obtained for a state with Schmidt coefficients of the form (9).

## 4 Applications

Next we consider applications of these results. As our first application, consider the problem of maximising or minimising the von Neumann entropy for given linear entropy. In this situation we take

$$f(\lambda )=\lambda \mathrm{log}\lambda g(\lambda )=\lambda ^2.$$
(24)
Both $`f`$ and $`g`$ satisfy conditions 1–3. We find that

$$f^{}(\lambda )=\mathrm{log}\lambda \mathrm{log}eg^{}(\lambda )=2\lambda .$$
(25)
To determine if $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex or strictly concave, we may calculate $`\text{d}\stackrel{~}{f}^{}/\text{d}g^{}`$. When this derivative is monotonically increasing (decreasing), $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex (concave). We may determine $`\text{d}\stackrel{~}{f}^{}/\text{d}g^{}`$ from $`f^{\prime \prime }/g^{\prime \prime }`$, which gives

$$\frac{f^{\prime \prime }}{g^{\prime \prime }}=\frac{\mathrm{log}e}{2\lambda }.$$
(26)
Thus $`\text{d}\stackrel{~}{f}^{}/\text{d}g^{}`$ is monotonically increasing, and $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex. This implies, from corollary 1, that the von Neumann entropy is maximised for a density matrix with eigenvalues of the form (8), and minimised when the eigenvalues are of the form (9). Therefore, for the case of the von Neumann entropy and the linear entropy, we obtain the result given in .

As another application, we may consider the comparison of two $`\alpha `$ entropies for different values of $`\alpha `$:

$$f(\lambda )=\lambda ^{\alpha _1}g(\lambda )=\lambda ^{\alpha _2}$$
(27)
where $`\alpha _1\alpha _2`$. For this example we obtain

$$\frac{f^{\prime \prime }}{g^{\prime \prime }}=\frac{\alpha _1(\alpha _11)}{\alpha _2(\alpha _21)}\lambda ^{\alpha _1\alpha _2}.$$
(28)
This expression will be either monotonically increasing or monotonically decreasing depending on the values of $`\alpha `$. Therefore the maximum and minimum $`\alpha _1`$ entropies are again obtained for the same form of states. Note that, because taking $`\alpha 1`$ or 2 also gives the von Neumann entropy and the linear entropy, these bounds hold for any two-way comparison between these entropy measures.

As an example of a case where the maximum and minimum entropies are not given by states with eigenvalues of the form (8) and (9), consider

$$f(\lambda )=\lambda \mathrm{log}\lambda g(\lambda )=\lambda ^2+1.99[1\mathrm{cos}(\omega \lambda )]/\omega ^2$$
(29)
where we take $`\omega =10`$. The entropy $`S_f`$ is simply the von Neumann entropy, whereas $`S_g`$ is slightly modified from the purity. We find that $`g^{\prime \prime }(\lambda )=2+1.99\mathrm{cos}(\omega \lambda )`$, which does not change sign, so $`S_g`$ is a valid entropy measure. However,

$$\frac{f^{\prime \prime }}{g^{\prime \prime }}=\frac{\mathrm{log}e}{\lambda [2+1.99\mathrm{cos}(\omega \lambda )]}$$
(30)
is not one-to-one for $`\omega =10`$. Therefore the entropies $`S_f`$ and $`S_g`$ do not satisfy the conditions of theorem 1, even though they are valid entropy measures.

The limits that would be given by states with eigenvalues of the forms (8) and (9) are shown in figure 2($`a`$). In addition, results for a large number of randomly generated states are shown. A number of points lie outside the boundaries given by the states of the form (8) and (9), demonstrating that these do not provide the limits to the von Neumann entropy for given $`S_g`$ entropy.

Nevertheless, even for this example, most of the points lie within the region between the two curves, and the points that lie beyond the boundary are only a small distance from the boundary. This example has been chosen because the points are at a noticeable distance from the boundaries. For other values of $`\omega `$ the difference is not so noticeable. In fact, for some values of $`\omega `$ there were no points found to lie beyond the boundary, despite the fact that $`\stackrel{~}{f}^{}(g^{})`$ is not strictly convex or concave. An example for $`\omega =4`$ is shown in figure 2($`b`$). These results strongly indicate that the condition that $`\stackrel{~}{f}^{}(g^{})`$ is strictly convex or concave is not a necessary condition, although it is sufficient.

## 5 Conclusions

We have shown how to determine the maximum and minimum possible values of one type of entropy for fixed values of another type of entropy. The forms of states that achieve these maximum and minimum values are the same as those given by  for the case of comparing the von Neumann entropy to the linear entropy. These results may be applied to entropies of probability distributions, entropies of mixed states and measures of entanglement for pure states.

We have identified the relation between the entropy measures that is necessary for these bounds to hold. This relation holds between the von Neumann entropy, the linear entropy and the $`\alpha `$ entropy. The bounds we have derived therefore apply to any two-way comparison between these entropy measures. These results allow one to estimate the value of one type of entropy given the value of another.

For the examples we have examined, we have found that these bounds are a good approximation of the true bounds even for comparisons between entropy measures that do not satisfy the conditions of the proof. This indicates that, even in such cases, the bounds we have found may be used to estimate the value of one entropy from the other (without giving the exact bounds).

## Acknowledgments

The authors are grateful to William Munro, who helped with the manuscript, and Karol Życzkowski, who shared a preliminary version of his manuscript with us. The authors also acknowledge valuable discussions with Xiaoguang Wang, Stephen Bartlett and Robert Spekkens. This research has been supported by an Australian Research Council Large Grant and by a Department of Education Science and Training Innovation Access Program Grant to support the European Fifth Framework Project QUPRODIS.

## References


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# Classical Scale of Quantum Gravity

## Abstract

Characteristic length scale of the post-Newtonian corrections to the gravitational field of a body is given by its gravitational radius $`r_\mathrm{g}.`$ The role of this scale in quantum domain is discussed in the context of the low-energy effective theory. The question of whether quantum gravity effects appear already at $`r_\mathrm{g}`$ leads to the question of correspondence between classical and quantum theories, which in turn can be unambiguously resolved considering the issue of general covariance. The $`O(\mathrm{}^0)`$ loop contributions turn out to violate the principle of general covariance, thus revealing their essentially quantum nature. The violation is $`O(1/N),`$ where $`N`$ is the number of particles in the body. This leads naturally to a macroscopic formulation of the correspondence principle.

Since the early days of quantum field theory it was realized that pursuing general quantization program in the case of gravity would result in a theory which is very difficult to test directly, because of the extremely small value of the characteristic quantum length scale

$$l_\mathrm{P}=\sqrt{\frac{G\mathrm{}}{c^3}}$$

that can be built from the three relevant fundamental constants of Nature – the Newton gravitational constant $`G,`$ the speed of light $`c,`$ and the Planck constant $`\mathrm{}.`$ Playing the role of a coupling constant, $`l_\mathrm{P}`$ is also the root of ultraviolet pathology in quantum gravity none of which models has yet succeeded in reconciliation of renormalizability with unitarity and causality. It is important, on the other hand, that smallness of $`l_\mathrm{P}`$ fully justifies application of methods of the effective field theory to the case of gravitational interaction. The model independence of this approach donoghue  implies that the low-energy properties of quantum gravity are completely determined by the lowest-order Einstein theory whatever the ultimate theory be. It is thus an excellent theoretic laboratory for investigation of synthesis of quantum theory and gravitation.

In combining the characteristic parameter with dimension of length above, one does not take into account other dimensional parameters which can enter the theory, such as masses ($`m`$) of matter field quanta. This is certainly legitimate as far as spacetime is quantized on its own, since the quantity $`l_\mathrm{P}^2`$ is the only parameter appearing in the quantum theory of pure gravitational field. Inclusion of matter, however, brings in another parameter with dimension of length, namely the gravitational radius

$$r_\mathrm{g}=\frac{2Gm}{c^2}.$$

This parameter appears, of course, already in classical theory. In this connection, an important question arises as to whether $`r_\mathrm{g}`$ has an independent meaning in quantum domain, representing a scale of specifically quantum effects. This question may seem strange at first sight, as $`r_\mathrm{g}`$ does not contain the Planck constant $`\mathrm{},`$ an inalienable attribute of quantum theory. However, well known is the fact that gravitational radiative corrections do contain pieces independent of $`\mathrm{}.`$ In the framework of the effective theory, they appear as a power series in $`r_\mathrm{g}/r,`$ just like post-Newtonian corrections in classical general relativity. This fact was first clearly stated by Iwasaki iwasaki . The reason for the appearance of $`\mathrm{}^0`$ terms through the loop contributions is that in the case of gravitational interaction, the mass and “kinetic” terms in a matter Lagrangian determine not only the properties of matter quanta propagation, but also their couplings. Thus the mass term of, e.g., scalar field Lagrangian generates the vertices proportional to

$$\left(\frac{mc}{\mathrm{}}\right)^2$$

containing inverse powers of $`\mathrm{}.`$ Naively, one expects these be cancelled by $`\mathrm{}`$’s coming from the propagators when combining an amplitude. One should remember, however, that such counting of powers of $`\mathrm{}`$ in Feynman diagrams is a bad helpmate in the presence of massless particles. Virtual propagation of self-interacting gravitons results in a root non-analyticity of the massive particle form factors at zero momentum transfer ($`p`$). For instance, the low-energy expansion of the diagram in Fig. 1 begins with terms proportional to $`\sqrt{p^2},`$ rather than integer powers of $`p^2.`$ It is this singularity which is responsible for the appearance of $`r_\mathrm{g}/r`$-terms. The question we ask is of what nature, classical or quantum, these pieces are.

Evidently, one can answer this question only after one established a limiting procedure of transition from quantum to classical theory. Thus, this is actually the question of correspondence in quantum gravity.

In classical Einstein theory, gravitational field is completely described by the metric tensor $`g_{\mu \nu }.`$ To establish a correspondence between classical and quantum theories, one has to find a quantum field quantity to be traced back to $`g_{\mu \nu }.`$ For this purpose, one could try to use the scattering matrix to define a potential of particle interaction, and then compare it with the corresponding classical quantity (the Einstein-Infeld-Hoffman potential, in the lower orders). In fact, this is the way followed by Iwasaki in iwasaki . Unfortunately, this method turned out to be highly ambiguous hiida1 ; hiida2 ; hiida3 . There are infinitely many potentials which lead to the same S-matrix, and one has to invent certain ad-hoc prescriptions at each order of the post-Newtonian expansion to achieve an agreement with classical theory. Clearly, no valuable correspondence can be established in this way, which could help us to elucidate nature of the post-Newtonian radiative corrections.

There is, however, a much more direct approach to this problem, based on calculation of the expectation value $`g_{\mu \nu }.`$ Diagrammatically, $`g_{\mu \nu }`$ is represented by the sum of all diagrams having one external graviton line and an arbitrary number of external matter lines. For instance, contribution of the order $`G^2`$ is given by the sum of the tree diagrams shown in Fig. 2, and the one-loop diagrams like that in Fig. 1. Suppose that the matter producing gravitational field satisfies the usual quantum mechanical quasi-classical conditions, e.g., consider sufficiently heavy particles. Then the quasi-classical conditions for the gravitational field can be inferred from the requirement that $`g_{\mu \nu }`$ coincides with the corresponding classical solution of the Einstein equations. Practically, the most decisive way of looking for these conditions is to compare transformation properties of the quantities involved under deformations of the reference frame, thus avoiding explicit calculation of the expectation values. The latter point of view takes advantage of the fact that the transformation law of classical solutions is known in advance. Hence, we have to check whether $`g_{\mu \nu }`$ transforms covariantly with respect to transitions between different reference frames. In other words, we have to consider the question of general covariance in quantum gravity. This question might also seem strange, since the principle of general covariance is what the whole theory is based upon. One should remember, however, that in quantum domain, this principle is a quite formal operator relation expressing degeneracy of the quantum action. Transformation properties of observable quantities is what we are interested in instead.

A choice of the reference frame is equivalent to imposition of an appropriate set of gauge conditions on the metric field. As far as the tree contribution to $`g_{\mu \nu }`$ is considered, dependence on the choice of gauge can be easily determined in a quite general form using the anti-canonical formalism tyutin . The result is that gauge variations induce spacetime diffeomorphisms, just like in classical theory. This is as it should be, since the effective action of quantum theory coincides with the initial classical action at the tree level. Investigation of the post-Newtonian contributions coming from radiative corrections is a much more difficult task because formal manipulations using standard techniques do not give a definite answer. An explicit calculation reveals the following remarkable fact: gravitational radiative corrections to $`g_{\mu \nu }`$ transform non-covariantly under transitions between different reference frames kazakov1 . Specifically, let the gravitational field be produced by a scalar particle with mass $`m,`$ and the reference frame be fixed by the following conditions depending on a parameter $`\varrho `$

$$\eta ^{\mu \nu }_\mu g_{\nu \gamma }\left(\frac{\varrho 1}{\varrho 2}\right)\eta ^{\mu \nu }_\gamma g_{\mu \nu }=0.$$

Violation of general covariance is most conveniently expressed in terms of classically invariant quantities, e.g., the scalar curvature $`R.`$ Consider deformations of the reference frame, induced by variations of $`\varrho .`$ Under such a deformation, the scalar curvature measured at a given point of the reference frame acquires a non-zero variation resulting from the one-loop diagram in Fig. 1 kazakov1 :

$$\delta R=\frac{G^2m^2}{c^4r^4}(12\varrho )\delta \varrho .$$

Thus, despite their independence of the Planck constant, the post-Newtonian loop contributions turn out to be of a purely quantum nature.

We are now in a position to ask for conditions to be imposed on a system in order to allow classical consideration of its gravitational field. Such a condition providing vanishing of the $`\mathrm{}^0`$ loop contributions can easily be found out by examining their dependence on the number of particles in the system. Let us consider a body with mass $`M,`$ consisting of a large number $`N=M/m`$ of elementary particles with mass $`m.`$ Then it is readily seen that the $`n`$-loop contribution to the effective gravitational field of the body turns out to be suppressed by a factor $`1/N^n`$ in comparison with the tree contribution. For instance, at the first post-Newtonian order, the tree diagrams in Fig. 2 are bilinear in the energy-momentum tensor $`T^{\mu \nu }`$ of the particles, and therefore proportional to $`(mN)(mN)=M^2.`$ On the other hand, the post-Newtonian contribution of the diagram in Fig. 1 is proportional to $`m^2N=M^2/N,`$ since it has only two external matter lines.

Thus, we are led to the following formulation of the correspondence principle in quantum gravity: the effective gravitational field produced by a macroscopic body of mass $`M`$ consisting of $`N`$ particles turns into corresponding classical solution of the Einstein equations in the limit $`N\mathrm{}`$ kazakov2 . In particular, the principle of general covariance is to be considered as approximate, valid only for the description of macroscopic phenomena.

The quantum gravity effects characterized by the scale $`r_\mathrm{g}`$ are normally highly suppressed. For the solar gravitational field, their relative value is $`m_{\mathrm{proton}}/M_{}10^{57}.`$ However, they are the larger the more gravitating body resembles an elementary particle, and can become noticeable for a sufficiently massive compact body. Black hole physics is likely the most promising place to search for manifestations of the classical scale in quantum gravity kazakov3 .


text:
# Periodic Phase Synchronization in coupled chaotic oscillators

## Abstract

We investigate the characteristics of temporal phase locking states observed in the route to phase synchronization. It is found that before phase synchronization there is a periodic phase synchronization state characterized by periodic appearance of temporal phase locking state and that the state leads to local negativeness in one of the vanishing Lyapunov exponents. By taking a statistical measure, we present the evidences of the phenomenon in unidirectionally and mutually coupled chaotic oscillators, respectively. And it is qualitatively discussed that the phenomenon is described by a nonuniform oscillator model in the presence of noise.

preprint: CCOC-02-01

Over the past decade, synchronization in chaotic oscillators SyncOrg0 ; SyncOrg1  has received much attention because of its fundamental importance in nonlinear dynamics and potential applications to laser dynamics PSExp , electronic circuits Circuit , chemical and biological systems NeuronSync , and secure communications Secure . Synchronization in chaotic oscillators is characterized by the loss of exponential instability in the transverse direction through interaction. In coupled chaotic oscillators, it is known, various types of synchronization are possible to observe, among which are complete synchronization (CS) SyncOrg0 ; SyncOrg1 , phase synchronization (PS) PhaseSync ; Lee , lag synchronization (LS) Lag  and generalized synchronization (GS) GenSync .

One of the noteworthy synchronization phenomena in this regard is PS which is defined by the phase locking between nonidentical chaotic oscillators whose amplitudes remain chaotic and uncorrelated with each other: $`|\theta _1\theta _2|\text{const}.`$ Since the first observation of PS in mutually coupled chaotic oscillators PhaseSync , there have been extensive studies in theory Lee  and experiments PSExp . The most interesting recent development in this regard is the report that the interdependence between physiological systems is represented by PS and temporary phase-locking (TPL) states, e.g., (a) human heart beat and respiration HeartBeat , (b) a certain brain area and the tremor activity BrainMuscle , etc Visual ; Wavelet . Application of the concept of PS in these areas sheds light on the analysis of nonstationary bivariate data coming from biological systems which was thought to be impossible in the conventional statistical approach. And this calls new attention to the PS phenomenon.

Accordingly, it is quite important to elucidate a detailed transition route to PS in consideration of the recent observation of a TPL state in biological systems. What is known at present is that TPLLee  transits to PS and then transits to LS as the coupling strength increases. On the other hand, it is noticeable that the phenomenon from nonsynchronization to PS have hardly been studied, in contrast to the wide observations of the TPL states in the biological systems.

The chief goal of this Letter is to study the characteristics of TPL states observed in the regime from nonsynchronization to PS in coupled chaotic oscillators. We report that there exists a special locking regime in which a TPL state shows maximal periodicity, which phenomenon we would call periodic phase synchronization (PPS). We show this PPS state leads to local negativeness in one of the vanishing Lyapunov exponents, taking the measure by which we can identify the maximal periodicity in a TPL state. We present a qualitative explanation of the phenomenon with a nonuniform oscillator model in the presence of noise.

We consider here the unidirectionally coupled non-identical Ros̈sler oscillators for first example:

$`\dot{x}_1`$ $`=`$ $`\omega _1y_1z_1,`$
$`\dot{y}_1`$ $`=`$ $`\omega _1x_1+0.15y_1,`$
$`\dot{z}_1`$ $`=`$ $`0.2+z_1(x_110.0),`$
$`\dot{x}_2`$ $`=`$ $`\omega _2y_2z_2,`$
$`\dot{y}_2`$ $`=`$ $`\omega _2x_2+0.165y_2+ϵ(y_1y_2),`$
$`\dot{z}_2`$ $`=`$ $`0.2+z_2(x_210.0),`$ (1)
where the subscripts imply the oscillators 1 and 2, respectively, $`\omega _{1,2}`$ $`(=1.0\pm 0.015)`$ is the overall frequency of each oscillator, and $`ϵ`$ is the coupling strength. It is known that PS appears in the regime $`ϵϵ_c`$ and that $`2\pi `$ phase jumps arise when $`ϵ<ϵ_c`$. Lyapunov exponents play an essential role in the investigation of the transition phenomenon with coupled chaotic oscillators and as generally understood that PS transition is closely related to the transition to the negative value in one of the vanishing Lyapunov exponents SyncOrg1 .

Figure 1 shows two largest conditional Lyapunov exponents from Eq. (1) according to the coupling strength $`ϵ`$. One can see the dip characterized by the local negativeness in the vanishing Lyapunov exponent. The reference points A and C indicate the borders of the dip and B its center. PS transition occurs in the right of C ($`ϵ=0.085`$) where the phase difference of coupled chaotic oscillators is bounded within a constant. The temporal behaviors at the three reference points are presented in Fig. 2. The phase jumps at B looks quite regular, compared to those of A and C. Though this observation may seem rather intuitive, we shall see that it is a valid one and that all the phenomenon is deeply related to the dip, the local negativeness in the vanishing Lyapunov exponent of Fig. 1.

A vanishing Lyapunov exponent corresponds to a phase variable of an oscillator and it exhibits the neutrality of an oscillator in the phase direction. Accordingly, the local negativeness of an exponent indicates this neutrality is locally broken PhaseSync . It is important to define an appropriate phase variable in order to study the TPL state more thoroughly. In this regard, several methods have been proposed methods of using linear interpolation at a Poincaré section PhaseSync , phase space projection PhaseSync ; Lee , tracing of the center of rotation in phase space Spline , Hilbert transformation PhaseSync ; Wavelet , or wavelet transformation Wavelet . Among these we take the method of phase space projection onto the $`x_1y_1`$ and $`x_2y_2`$ planes with the geometrical relation $`\theta _{1,2}=\mathrm{arctan}(y_{1,2}/x_{1,2})`$, and obtain phase difference $`\varphi =\theta _1\theta _2`$.

The system of coupled oscillators is said to be in a TPL state (or laminar state) when $`\dot{\varphi }<\mathrm{\Lambda }_c`$ where $`\mathrm{}`$ is the running average over appropriate short time scale and $`\mathrm{\Lambda }_c`$ is the cutoff value to define a TPL state. The locking length of the TPL state, $`\tau `$, is defined by time interval between two adjacent peaks of $`\dot{\varphi }`$ (see Fig. 2).

In order to study the characteristics of the locking length $`\tau `$, we introduce a measure:

$`P(ϵ)={\displaystyle \frac{\sqrt{\text{var}(\tau )}}{\tau }},`$ (2)
which is the ratio between the average value of time lengths of TPL states and their standard deviation. In terminology of stochastic resonance, it can be interpreted as noise-to-signal ratio Coherence ; SR . The measure would be minimized where the periodicity is maximized in TPL states.

Measure $`P`$ as a function of $`ϵ`$ is presented in Fig. 3. The big dots indicate the reference points of Fig. 1. We see that the value of P begins to drop rapidly from reference point A which corresponds to the left border of the dip in Fig. 1. And the value of $`P`$ is minimized in a broad region around B, the center of the dip. The value rapidly increases after passing reference point C, the right border of the dip. What is interesting here is that in the region from $`ϵ=0.062`$ to $`0.078`$ the periodicity is maximized and corresponds to the central part of the dip. Eventually, the coupled chaotic oscillators develop to PS near $`ϵ=0.085`$. The result presented in Fig. 3 leads us to argue that the dip in a vanishing Lyapunov exponent shows the maximal periodicity of TPL states around the minimum of $`P`$. We call the TPL state inside the dip a PPS state in the sense that the TPL state appears rather periodically than outside the dip.

To validate the argument, we explain the phenomenon in simplified dynamics. From Eq. (1), we obtain the equation of motion in terms of phase difference:

$`{\displaystyle \frac{d\varphi }{dt}}`$ $`=`$ $`\mathrm{\Delta }\omega +A(\theta _1,\theta _2,ϵ)\mathrm{sin}\varphi +\xi (\theta _1,\theta _2,ϵ),`$ (3)
where,

$`A(\theta _1,\theta _2,ϵ)`$ $`=`$ $`(ϵ+0.15)\mathrm{cos}(\theta _1+\theta _2){\displaystyle \frac{ϵ}{2}}({\displaystyle \frac{R_1}{R_2}}),`$
$`\xi (\theta _1,\theta _2,ϵ)`$ $`=`$ $`{\displaystyle \frac{ϵ}{2}}{\displaystyle \frac{R_1}{R_2}}\mathrm{sin}(\theta _1+\theta _2)+{\displaystyle \frac{z_1}{R_1}}\mathrm{sin}(\theta _1){\displaystyle \frac{z_2}{R_2}}\mathrm{sin}(\theta _2)`$
$`+(ϵ+0.015)\mathrm{cos}(\theta _2)\mathrm{sin}(\theta _2).`$
Here $`\mathrm{\Delta }\omega =\omega _1\omega _2`$ and $`R_{1,2}=\sqrt{x_{1,2}^2+y_{1,2}^2}`$. And from Eq. (3) we obtain the simplified equation to describe the phase dynamics: $`d\varphi /dt=\mathrm{\Delta }\omega +A\mathrm{sin}(\varphi )+\xi `$, where $`A`$ is the time average of $`A(\theta _1,\theta _2,ϵ)`$. This is a nonuniform oscillator in the presence of noise where $`\xi `$ plays a role of effective noise Strogatz  and the value of $`A`$ controls the width of bottleneck (i.e, nonuniformity of the flow). If the bottleneck is wide enough, (i.e., faraway from the saddle-node bifurcation point: $`\mathrm{\Delta }\omega A`$), the effective noise hardly contributes to the phase dynamics of the system. So the passage time is wholly governed by the width of the bottleneck as follows: $`\tau 1/\sqrt{\mathrm{\Delta }\omega ^2A^2}1/\sqrt{\mathrm{\Delta }\omega ^2ϵ^2/4}`$, which is a slowly increasing function of $`ϵ`$. In this region while the standard deviation of TPL states is nearly constant (because the widely opened bottlenecks periodically appears and those lead to small standard deviation), the average value of locking length of TPL states is relatively short and the ratio between them is still large. Accordingly, the value of $`P(ϵ)`$ slowly decreases in the regime before reference point B in Fig. 3.

On the contrary as the bottleneck becomes narrower (i.e., near the saddle-node bifurcation point: $`\mathrm{\Delta }\omega A`$) the effective noise begins to perturb the process of bottleneck passage and regular TPL states develop into intermittent ones (see C in Fig. 2 (a)) Lee ; Kye . It makes the standard deviation increase very rapidly and this trend overpowers that of the average value of locking lengths of the TPL states. For that reason, the value of $`P(ϵ)`$ rapidly increases passing the PPS regime in Fig. 3. Thus we understand that the competition between width of bottleneck and amplitude of effective noise produces the crossover at the minimum point of $`P(ϵ)`$ which shows the maximal periodicity of TPL states.

Rosenblum et al. firstly observed the dip in mutually coupled chaotic oscillators PhaseSync . However the origin and the dynamical characteristics of the dip have been left unclarified. We argue that the dip observed in mutually coupled chaotic oscillators has the same origin as observed above in unidirectionally coupled systems. Figure 4 shows the four largest Lyapunov exponents and the value of $`P`$ according to the coupling strength $`ϵ`$. We can see that the minimum region of $`P`$ from $`ϵ=0.022`$ to $`0.027`$ coincides with the central part of the dip (D in the figure) even though the valley in Fig. 4 (b) is not deeper than that of the unidirectionally coupled systems. Thus it is reasonably summed up that a PPS state exists just before the transition to PS and that the dip observed by Rosenblum et al. is the very evidence of a PPS state in mutually coupled chaotic oscillators.

Common apprehension is that near the border of synchronization the phase difference in coupled regular oscillators is periodic PhaseSync  whereas in coupled chaotic oscillators it is irregular Lee . On the contrary, we report that the special locking regime exhibiting the maximal periodicity of a TPL state also exists in the case of coupled chaotic oscillators. In general, the phase difference of coupled chaotic oscillators is described by the one-dimensional Langevin equation: $`\dot{\varphi }=F(\varphi )+\xi `$ where $`\xi `$ is the effective noise with finite amplitude. The investigation with regard to PS transition is the study of scaling of the laminar length around the virtual fixed point $`\varphi ^{}`$ where $`F(\varphi ^{})=0`$ Kye ; Virtual  and PS transition is established when $`|_\varphi ^\varphi ^{}F(\varphi )𝑑\varphi |>\mathrm{max}|\xi |`$. Consequently, the crossover region, from which the value of $`P`$ grows exponentially (as shown in Fig. 3-4), exists because intermittent series of TPL states with longer locking length $`\tau `$ appears as PS transition is nearer. Eventually it leads to an exponential growth of the standard deviation of the locking length. Thus we argue that PPS is the generic phenomenon mostly observed in coupled chaotic oscillators prior to PS transition.

In conclusion, analyzing the dynamic behaviors in coupled chaotic oscillators with slight parameter mismatch we have completed the whole transition route to PS. We find that there exists a special locking regime called PPS in which a TPL state shows maximal periodicity and that the periodicity leads to local negativeness in one of the vanishing Lyapunov exponents. We have also made a qualitative description of this phenomenon with the nonuniform oscillator model in the presence of noise. Investigating the characteristics of TPL states between nonsynchronization and PS, we have clarified the transition route before PS. Since PPS appears in the intermediate regime between non-synchronization and PS, we expect that the concept of PPS can be used as a tool for analyzing weak interdependences, i.e. those not strong enough to develop to PS, between nonstationary bivariate data coming from biological systems, for instance. Moreover PPS could be a possible mechanism of the chaos regularization phenomenon Regular ; Regular1  observed in neurobiological experiments.

Note added. \- Recently, we were informed by S. Boccaletti that the phenomenon observed by us was confirmed in CO2 laser systems, experimentally Bocca .

The authors acknowledge the correspondence with S. Boccaletti, E. Allaria, R. Meucci, and F.T. Arecchi about experimental confirmation of PPS and thank A. Pikovsky, Y. -C. Lai, K. Josić, and M. Choi for helpful comments. This work is supported by Creative Research Initiatives of the Korean Ministry of Science and Technology.


text:
# How long before the end of inflation were observable perturbations produced?

## I Introduction

With observations of perturbations in the Universe reaching a quality that seriously constrains inflationary models Petal , it is timely to revisit one of the significant uncertainties in fixing the inflationary model, being the location on the inflationary potential corresponding to the observed perturbations. This is usually quantified by the number of $`e`$-foldings before the end of inflation at which our present Hubble scale equalled the Hubble scale during inflation — the epoch of horizon crossing. While in most inflation models the spectrum of perturbations generated depends only on the dynamics of the Universe around horizon crossing, determination of the number of $`e`$-foldings requires a model of the entire history of the Universe.

Determining the appropriate number of $`e`$-foldings may shed light on the mechanism ending inflation (a goal that would also be greatly assisted by a determination of the energy scale of inflation). There are currently two popular mechanisms: steepening of the potential leading to an end of the slow-roll era, or the hybrid inflation mechanism where an instability in a second field brings inflation to an end. In the latter case, the number of $`e`$-foldings does not have great significance, but in the case of slow-roll violation, it is a significant constraint on the inflationary potential that inflation must come to an end a particular number of $`e`$-foldings after the observed perturbations were generated. It is desirable to combine this constraint with those coming from the form of the observed perturbations.

In this paper we revisit the issue of the number of $`e`$-foldings, highlighting the sources of uncertainty. In particular, we seek to impose robust upper and lower limits on the number of $`e`$-foldings corresponding to observable perturbations, both in the case of the standard cosmological history and for models with different early evolution of the Universe.111Our results say nothing about the total number of $`e`$-foldings which may have taken place, which is expected to be much larger. We are able to make some technical improvements to previous calculations, now that the Standard Cosmological Model, featuring a low-density spatially-flat Universe, is firmly established. Further, we are able to investigate how the number of $`e`$-foldings is modified as one changes the properties of inflation models within the range allowed by observations.

As we were completing this paper, a paper appeared by Dodelson and Hui DH , who also consider the maximum number of $`e`$-foldings of inflation but with a less wide-ranging treatment than ours. While the original version of their paper had some discrepancies as compared to ours, they submitted a revised version of their paper simultaneously with ours which is in good agreement where the discussion overlaps.

## II The simplest cosmology

Our main aim is to obtain the number of $`e`$-foldings $`N(k)`$ before the end of inflation at which a comoving scale $`k`$ equalled the Hubble scale $`aH`$. Normally we will focus on the scale $`k_{\mathrm{hor}}=a_0H_0`$ which equals the present Hubble scale. Current observations are able to probe from around this scale up to $`k`$ values about three orders of magnitude larger using microwave anisotropy and galaxy clustering data, and perhaps a further order of magnitude using quasar absorption line features, corresponding to a range of about 10 $`e`$-foldings in total.

The number of $`e`$-foldings during inflation, $`N(k)`$, is defined by

$$e^{N(k)}\frac{a_{\mathrm{end}}}{a_k},$$
(1)
where $`a_{\mathrm{end}}`$ is the value of the scale factor at the end of inflation and $`a_\mathrm{k}`$ is its value when the scale $`k`$ equalled $`aH`$ during inflation.222As discussed by Liddle, Parsons and Barrow LPB , it makes more logical sense to define the amount of inflation as the ratio of $`aH`$, rather than $`a`$. More on that later; for now we follow the standard usage. We will use $`N_{\mathrm{hor}}`$ to indicate $`N(a_0H_0)`$.

To determine the number of $`e`$-foldings corresponding to a scale measured in terms of the present Hubble scale, we need a complete model for the history of the Universe. At least from nucleosynthesis onwards, this is now well in place, but at earlier epochs there are considerable uncertainties. At this stage, we make the following simple assumptions for the sequence of events after inflation, considering possible alternatives in the next section. We assume that inflation is followed by a period of reheating, during which the Universe expands as matter dominated (this assumption is not true in all models — see subsection II.3). This then gives way to a period of radiation domination, which according to the Standard Cosmological Model lasts until a redshift of a few thousand before giving way to matter domination, and then finally at a redshift below one to a cosmological constant or quintessence dominated era. We assume sudden transitions between these epochs, labelling the end of the reheating period by ‘reh’ and the matter–radiation equality epoch by ‘eq’. This is illustrated in Figure 1.

We can therefore write

$$\frac{k}{a_0H_0}=\frac{a_kH_k}{a_0H_0}=e^{N(k)}\frac{a_{\mathrm{end}}}{a_{\mathrm{reh}}}\frac{a_{\mathrm{reh}}}{a_{\mathrm{eq}}}\frac{H_k}{H_{\mathrm{eq}}}\frac{a_{\mathrm{eq}}H_{\mathrm{eq}}}{a_0H_0}$$
(2)
Some useful factors are (see e.g. Ref. LL )

$`{\displaystyle \frac{a_{\mathrm{eq}}H_{\mathrm{eq}}}{a_0H_0}}`$ $`=`$ $`219\mathrm{\Omega }_0h;`$ (3)
$`H_{\mathrm{eq}}`$ $`=`$ $`5.25\times 10^6h^3\mathrm{\Omega }_0^2H_0;`$ (4)
$`H_0`$ $`=`$ $`1.75\times 10^{61}hm_{\mathrm{Pl}}\text{with }h0.7`$ (5)
Using the slow-roll approximation during inflation to write $`H_k^28\pi V_k/3m_{\mathrm{Pl}}^2`$, we obtain

$`N(k)`$ $`=`$ $`\mathrm{ln}{\displaystyle \frac{k}{a_0H_0}}+{\displaystyle \frac{1}{3}}\mathrm{ln}{\displaystyle \frac{\rho _{\mathrm{reh}}}{\rho _{\mathrm{end}}}}+{\displaystyle \frac{1}{4}}\mathrm{ln}{\displaystyle \frac{\rho _{\mathrm{eq}}}{\rho _{\mathrm{reh}}}}`$ (6)
$`+\mathrm{ln}\sqrt{{\displaystyle \frac{8\pi V_k}{3m_{\mathrm{Pl}}^2}}}{\displaystyle \frac{1}{H_{\mathrm{eq}}}}+\mathrm{ln}219\mathrm{\Omega }_0h.`$
which agrees with Refs. LLrep ; LL  while being more precise about the prefactor. In fact ultimately the dependence on the matter density $`\mathrm{\Omega }_0`$ will cancel out, and though a dependence on $`h`$ remains this parameter is now accurately determined by observations.

### II.1 A plausible upper limit

The evolution of the Universe as described above is a plausible model for its entire history. Nevertheless, there are significant uncertainties in applying Eq. (6). $`V_k`$ is a quantity we would hope to extract from the perturbations, but presently only upper limits exist, as the density perturbation amplitude depends on a combination of the potential and its slope, being unable to constrain either separately. Detection of primordial gravitational waves, which so far has not been achieved, is needed to break this degeneracy. We do not know how prolonged the reheating epoch might be, which is needed to determine $`\rho _{\mathrm{reh}}`$, nor how much lower the energy density $`\rho _{\mathrm{end}}`$ at the end of inflation might be as compared to $`V_k`$.

Nevertheless, we can impose a plausible maximum on the number of $`e`$-foldings by making an assumption, namely that there is no significant drop in energy density during these last stages of inflation, so that $`V_k=\rho _{\mathrm{end}}`$. Note however that this is not the correct way to maximize Eq. (6), a topic we return to in subsection II.4, and so is a non-trivial assumption. Having made it, the inflation line in Figure 1 lies at 45 degrees, and we can maximize the number of $`e`$-foldings by assuming that reheating is instantaneous, so that $`\rho _{\mathrm{reh}}=\rho _{\mathrm{end}}`$. Focussing now on the current horizon scale, this gives a maximum number of $`e`$-foldings corresponding to the horizon scale of

$$N_{\mathrm{hor}}^{\mathrm{max}}=\frac{1}{4}\mathrm{ln}\frac{\rho _{\mathrm{eq}}}{V_{\mathrm{hor}}}+\mathrm{ln}\sqrt{\frac{8\pi V_{\mathrm{hor}}}{3m_{\mathrm{Pl}}^2}}\frac{1}{H_{\mathrm{eq}}}+\mathrm{ln}219\mathrm{\Omega }_0h,$$
(7)
and substituting in the known quantities gives

$$N_{\mathrm{hor}}^{\mathrm{max}}=68.5+\frac{1}{4}\mathrm{ln}\frac{V_{\mathrm{hor}}}{m_{\mathrm{Pl}}^4}.$$
(8)
The potential energy is bounded by the requirement that perturbations have the observed amplitude. For the accuracy level currently required, we can assume that the perturbations are entirely from density perturbations, whose amplitude is given in the slow-roll approximation by LL

$$𝒫_{\mathrm{S},0}=\frac{8V}{3m_{\mathrm{Pl}}^4}\frac{1}{ϵ},$$
(9)
where

$$ϵ=\frac{m_{\mathrm{Pl}}^2}{16\pi }\left(\frac{dV/d\varphi }{V}\right)^2,$$
(10)
is the usual slow-roll parameter which observations restrict to $`ϵ0.05`$. The observed perturbation amplitude on large scales is $`𝒫_{\mathrm{S},0}2.6\times 10^9`$ LeaL  (ignoring a weak dependence on the precise form of the perturbations generated), giving

$$N_{\mathrm{hor}}^{\mathrm{max}}=63.3+\frac{1}{4}\mathrm{ln}ϵ.$$
(11)
A similar formula was obtained by Dodelson and Hui DH  who additionally imposed an upper limit on $`ϵ`$ from gravitational wave limits. Note that in some models of inflation, particularly hybrid inflation models, $`ϵ`$ can be very small indeed; enough to make the last factor significant.

We have analyzed the values of $`N_{\mathrm{hor}}^{\mathrm{max}}`$ for elements of a Monte Carlo Markov Chain fit to a set of observational data including WMAP and 2dFGRS, which generates values of $`V`$ and the slow-roll parameters directly from the data as described in Ref. LLMC . This confirms that for single-field inflation models the dependence on higher slow-roll parameters (via the changed normalization) is negligible and that Eq. (11) is an excellent description.

The formula we used for the perturbation amplitude assumes that there is only one dynamically-important field during inflation, and may be modified if multi-field effects are important – see Ref. multi . It would require a very large change in the perturbation amplitude to make a significant difference to Eq. (11), but if such a dramatic change is expected in a particular model, it would be necessary to recalculate the number of $`e`$-foldings specifically for that case.

We conclude that a plausible maximum number of $`e`$-foldings that can correspond to observable scales is around 62 for the standard picture of cosmological evolution following inflation. We stress that this says nothing about the total number of $`e`$-foldings that take place, which is expected to be much larger.

### II.2 A standard hypothesis

The assumptions made in the last subsection are not expected to hold precisely, and hence the expected number of $`e`$-foldings will be different. In this subsection, we assess how different the number is expected to be, while remaining in the framework of the simplest cosmological history.

The two effects we need to allow for are that $`\rho _{\mathrm{end}}`$ will be less than $`V_{\mathrm{hor}}`$, and that $`\rho _{\mathrm{reh}}`$ will be less than $`\rho _{\mathrm{end}}`$. We can write

$$N_{\mathrm{hor}}=N_{\mathrm{hor}}^{\mathrm{max}}+\frac{1}{4}\mathrm{ln}\frac{V_{\mathrm{hor}}}{\rho _{\mathrm{end}}}+\frac{1}{12}\mathrm{ln}\frac{\rho _{\mathrm{reh}}}{\rho _{\mathrm{end}}}.$$
(12)
The former effect is the one neglected in the previous subsection. Note that it increases the number of $`e`$-foldings required, an effect we study fully in subsection II.4. In hybrid inflation models, it is expected that there is very little reduction in the energy density during the late stages, while in slow-roll inflation models the reduction is typically one or two orders of magnitude. This term is therefore unlikely to increase $`N_{\mathrm{hor}}`$ by much more than one.

The main uncertainty resides in the final term. Reheating can easily be a prolonged process, during which the energy density drops by orders of magnitude. Indeed, in supersymmetric theories avoidance of overproduction of gravitinos requires an energy density below $`(10^{11}\mathrm{GeV})^4`$ KM , implying a drop in energy density of around twenty orders of magnitude unless $`ϵ`$ has a tiny value. The most extreme assumption would be that reheating continues almost to nucleosynthesis, giving a lower limit at about $`(10^3\mathrm{GeV})^4`$, though usually the electroweak scale $`(10^2\mathrm{GeV})^4`$ is regarded as the practical limit. Luckily the dependence has a prefactor of $`1/12`$, so those three energy scales correspond to a reduction of $`N_{\mathrm{hor}}`$ by only 4, 15 and 11 respectively for the case of large $`ϵ`$. These numbers can be reduced if $`ϵ`$ is tiny as then the inflationary energy scale will be lower, but then a similar correction will be accrued from the $`\mathrm{ln}ϵ`$ term in Eq. (11). However the gravitino limit may not apply in all models. In summary, a plausible value for the reduction in $`N_{\mathrm{hor}}`$ caused by reheating is 5 $`e`$-foldings, with a likely range of about 5 in either direction around that.

Putting that information together, in the context of the simplest cosmology, a reasonable fiducial value for the number of $`e`$-foldings corresponding to the present Hubble scale is around 55, with an uncertainty of 5 around that. In the literature values of 50 or 60 are common, and in fact lie towards the extremes. However we will see that, under fairly reasonable assumptions, there are several ways in which the number of $`e`$-foldings could lie outside that range, in either direction.

### II.3 The special case of $`\lambda \varphi ^4`$

The quartic potential $`V=\lambda \varphi ^4`$ has been of particular interest lately as it lies in the region excluded by the WMAP analysis Petal . As the precise predictions for the spectra depend on the number of $`e`$-foldings, some care is required with models which are close to the exclusion limit, as highlighted by Barger et al. BLM .

It turns out that for $`\lambda \varphi ^4`$ we can be more precise, because reheating in a quartic potential has an unusual property — the expansion during the scalar field oscillations is as radiation dominated ford , rather than the matter-dominated expansion given by oscillations in a quadratic potential. Accordingly, the duration of the epoch of reheating no longer matters and we can take the Universe as radiation-dominated beginning at the end of inflation.333This picture may be altered if there is significant preheating preh . However usually it is assumed that the particles produced by preheating are rapidly converted to radiation, in which case the result as described in unchanged. If more complicated preheating phenomenology takes place (e.g. as in Ref. infpreh ) our results may be modified. This gives

$$N_{\mathrm{hor}}^{\mathrm{quartic}}=N_{\mathrm{hor}}^{\mathrm{max}}+\frac{1}{4}\mathrm{ln}\frac{V_{\mathrm{hor}}}{\rho _{\mathrm{end}}}.$$
(13)
Additionally, as we have a definite model we can compute the ratio $`V_{\mathrm{hor}}/\rho _{\mathrm{end}}`$, which the slow-roll approximation gives as (see e.g. Ref. LL )

$$\frac{V_{\mathrm{hor}}}{\rho _{\mathrm{end}}}N^2,$$
(14)
and the value of $`ϵ`$ which is $`1/N`$. Putting all this together gives

$$N_{\mathrm{hor}}^{\mathrm{quartic}}=63.3+\frac{1}{4}\mathrm{ln}N_{\mathrm{hor}},$$
(15)
whose solution is $`N_{\mathrm{hor}}^{\mathrm{quartic}}=64`$. Hence under the assumptions of the simplest cosmology, the quartic potential allows an accurate specification of the number of $`e`$-foldings, the only approximation being the assumption of instantaneous transitions between epochs. The value in this model is unusually high, because of the non-standard behaviour during reheating and the significant reduction in $`H`$ during the late stages which leads to it violating the limit of the previous subsection. This large value means that the model is around the borderline of what present data allows Petal ; BLM ; DH ; LLMC

### II.4 Extreme cases, and a better definition of inflation

As the $`\lambda \varphi ^4`$ case has illustrated, the plausible upper limit of subsection II.1 is not as rigid as one would like, because reduction of the energy scale during inflation can play an important role. What inflation is really trying to achieve is to increase the ratio $`aH`$, and every reduction in $`H`$ by a factor $`e`$ then requires an extra $`e`$-folding of expansion to counter it. In terms of Figure 1, the inflation line is shallower, and hence has a greater horizontal extent before reaching the standard post-inflationary evolution. Although the reduction in energy density shortens the evolution after inflation, it is clear from the figure (or inspection of Eq. (6)) that reducing the energy density during inflation wins, with the largest possible $`N`$ being given by the smallest possible $`\rho _{\mathrm{end}}`$ (if all other parameters are unchanged) accompanied by instantaneous reheating. This again gives us Eq. (13), and in absolute generality $`\rho _{\mathrm{end}}`$ could be as late as nucleosynthesis, giving

$$N_{\mathrm{hor}}^{\mathrm{extreme}}107.$$
(16)
This is a surprisingly large value, and no plausible inflation model will generate it, but we mention it as possible in principle. To achieve such a large reduction in energy density while inflating, inflation must take place extremely close to the ‘coasting’ limit of $`at`$, at which $`aH`$ remains constant. In that limit, the $`e`$-foldings of inflation are very inefficient at pushing scales $`k`$ outside the horizon $`aH`$. Note that such an evolution is not possible on scales with observable perturbations, as the generated spectrum would be far from scale-invariant, but nothing in principle stops it occurring at the later stages.

A concrete example would be as follows. At a high energy scale, say $`V_{\mathrm{hor}}=(10^{16}\mathrm{GeV})^4`$, we have a typical inflationary expansion, generating nearly scale-invariant perturbations and pushing them around 20 $`e`$-foldings outside the horizon. This epoch then gives way to a fast-rolling inflationary epoch444See Ref. fast  for a general discussion of fast-roll inflation. with $`at^p`$ where $`p`$ only slightly exceeds 1, with this fast-rolling epoch continuing all the way down to $`\rho _{\mathrm{end}}=(1\mathrm{GeV})^4`$. During the fast-roll era the perturbation spectrum will have sharply decreasing amplitude. As the density during this fast-roll stage is $`\rho 1/a^{2/p}`$, this generates a further $`\mathrm{\Delta }N=(2/p)\mathrm{ln}(V_{\mathrm{hor}}/\rho _{\mathrm{end}})=72/p72`$ $`e`$-foldings. As during this evolution $`aHt^{p1}\mathrm{constant}`$, scales are not pushed further outside the Hubble radius during the fast-roll epoch, and so the perturbations generated during the slow-roll phase are correctly positioned to be those observable at the present epoch, even though nearly 100 $`e`$-foldings have taken place since they were generated.

The issues raised in this subsection would be completely avoided had the more logical definition of the amount of inflation as the change in $`\stackrel{~}{N}\mathrm{ln}(aH)`$ been used LPB . This definition automatically accounts for the reduction in $`H`$ during inflation, and is given by

$$\stackrel{~}{N}(k)=N(k)+\mathrm{ln}\frac{H_{\mathrm{end}}}{H_k}=N(k)\frac{1}{2}\mathrm{ln}\frac{V_k}{\rho _{\mathrm{end}}}.$$
(17)
This is sufficient to change the sign of the troublesome coefficient in Eqs. (12) and (13), thus ensuring that $`\stackrel{~}{N}`$ is maximized by taking the largest possible $`\rho _{\mathrm{end}}`$ and $`\rho _{\mathrm{reh}}`$. The plausible upper limit of Eq. (11) would then apply in general to $`\stackrel{~}{N}`$, including in the case of the quartic potential where $`\stackrel{~}{N}`$ is significantly less than $`N`$.

## III Non-standard cosmologies: upper and lower limits

The previous section considered only the case of the simplest cosmology, where inflation gives way to reheating and then to the standard Hot Big Bang evolution. However the appropriate value for $`N_{\mathrm{hor}}`$ is sensitive to modifications to that assumption, and there are no direct constraints on the evolution for most of the early history of the Universe.

In general these modifications could either increase or decrease $`N_{\mathrm{hor}}`$. The two modifications we discuss which are restricted to the period after inflation both serve to reduce the value of $`N_{\mathrm{hor}}`$. However we also discuss two possibilities which can raise $`N_{\mathrm{hor}}`$, though both require modifications to the way inflation is modelled.

In this section, we will neglect the possibility of a significant reduction in the energy density during the last stages of inflation, though such a reduction should be combined with the effects discussed here whenever a definite model is under discussion, and could be conveniently addressed by use of $`\stackrel{~}{N}`$ in place of $`N`$.

### III.1 An upper limit

Although Section II.1 gives a plausible upper limit to the number of $`e`$-foldings for inflation assuming roughly constant energy density, it is still possible to raise the number further. What is needed is to replace part of the radiation-dominated era with a period where the Universe expands even more slowly. The limiting case consistent with causality is a stiff fluid dominated era where $`p=\rho `$, giving $`at^{1/3}`$ and $`\rho 1/a^6`$. In fact, such a period is not at all ridiculous, as this is the expansion law for a kinetic-energy dominated scalar field, and the literature contains several proposals for ending inflation by the inflaton field making a transition from potential energy domination to kinetic energy domination kin . Further, such kinetic energy dominated periods tend to be prolonged if reheating is to proceed by gravitational particle production ford ; gravpart .

Instead of conventional reheating, we will consider a stiff fluid to dominate until an energy density $`\rho _{\mathrm{kin}}`$, before giving way to radiation domination as before. Considering Eq. (6), the effect is to make the replacement

$$\frac{1}{3}\mathrm{ln}\frac{\rho _{\mathrm{reh}}}{\rho _{\mathrm{end}}}+\frac{1}{4}\mathrm{ln}\frac{\rho _{\mathrm{eq}}}{\rho _{\mathrm{reh}}}\frac{1}{6}\mathrm{ln}\frac{\rho _{\mathrm{kin}}}{\rho _{\mathrm{end}}}+\frac{1}{4}\mathrm{ln}\frac{\rho _{\mathrm{eq}}}{\rho _{\mathrm{kin}}}.$$
(18)
In order to find out how large this effect could be on the maximum number of $`e`$-foldings, we again take $`\rho _{\mathrm{reh}}=\rho _{\mathrm{end}}`$ for the original scenario, while in the new scenario we take $`\rho _{\mathrm{kin}}`$ to be as small as possible. The Universe must have attained thermalized radiation domination by the time of nucleosynthesis, so the most radical modification is for the kinetic regime to end shortly before nucleosynthesis, at $`\rho _{\mathrm{nuc}}(10^3\mathrm{GeV})^4`$. The possible increase in $`N`$ is therefore

$$N_{\mathrm{extra}}=\frac{1}{12}\mathrm{ln}\frac{\rho _{\mathrm{end}}}{\rho _{\mathrm{nuc}}}$$
(19)
As $`\rho _{\mathrm{end}}`$ could be as high as $`(10^{16}\mathrm{GeV})^4`$, in the most extreme case this can increase the number of $`e`$-foldings by as much as 15, as compared to the plausible maximum of Section II.1.

In fact, stuff fluid cosmologies are constrained by the possibility of an excessive gravitational wave amplitude, which does not permit the stiff matter period to extend all the way to nucleosynthesis SSS . In practice therefore the increase permitted will not be as large as this calculation indicates. However, a rather detailed calculation would be required to determine the balance of reducing the inflationary energy scale and shortening the stiff matter era which maximizes $`N`$ without violating the gravitational wave constraint.

### III.2 Early matter domination

One possible modification to the simplest cosmology is for the long radiation-dominated epoch after reheating to be punctuated by epochs of matter domination, for example when long-lived massive particles go out of equilibrium and come to dominate the Universe before decaying. Moduli fields provide an example moduli , though they are too long-lived in many scenarios to be compatible with requirements.

Inserting a period of matter domination into Eq. (6) is simple, and it reduces $`N_{\mathrm{hor}}`$ by $`\mathrm{\Delta }N=[\mathrm{ln}\rho _\mathrm{f}/\rho _\mathrm{i}]/12`$ where $`\rho _\mathrm{i}`$ and $`\rho _\mathrm{f}`$ are the densities at the beginning and end of the matter-dominated era, just as in the derivation of Eq. (12). A very prolonged period of matter domination is required to give a significant reduction.

### III.3 Thermal inflation

Thermal inflation was introduced in Ref. thermal  as a means of solving relic abundance problems left over from the original phase of inflation. It is envisaged as one or more short periods of inflation, which are not so prolonged as to generate observable perturbations. The consequence pertinent to the present discussion is that thermal inflation corresponds to an extra stretching of the primordial perturbations, thus reducing $`N_{\mathrm{hor}}`$.

Under the reasonable assumption that the energy density does not change significantly during thermal inflation, the effect is simply to reduce $`N_{\mathrm{hor}}`$ by the number of $`e`$-foldings $`N_{\mathrm{thermal}}`$ of thermal inflation. If thermal inflation is to achieve its purpose, this number is expected to be about 10, though there is also the possibility of multiple periods of thermal inflation.

### III.4 Braneworld cosmology

Another possible modification to the standard cosmology is if the Friedmann equation is modified at high energies, the archetypal example being the braneworld cosmology. For example, in the Randall–Sundrum Type II model RSII , at high energies we expect

$$H^2=\frac{8\pi }{3m_{\mathrm{Pl}}^2}\left(\rho +\frac{\rho ^2}{2\lambda }\right),$$
(20)
where $`\lambda `$ is the brane tension. A full discussion of the consequences of this is beyond the scope of this paper, but we note an interesting case where $`\lambda `$ is much smaller than the energy at the end of inflation, so that the initial phase of the reheating, and possibly of the radiation-dominated era, take place during the high-energy regime $`\rho \lambda `$.

Within the high-energy regime, the expansion laws corresponding to matter and radiation domination are slower than in the standard cosmology, being $`at^{1/3}`$ and $`at^{1/4}`$ respectively, though the behaviour of the densities as a function of the scale factor is unchanged. Slower expansion rates mean a greater change in $`aH`$ relative to the change in $`a`$, which can increase $`N_{\mathrm{hor}}`$. However a full calculation would have to include that inflation was taking place during the high-energy regime, which tends to force down the normalization of the potential giving rise to a particular amplitude of perturbations MWBH , and is beyond the scope of this paper.

### III.5 An absolute minimum for $`N_{\mathrm{hor}}`$

Given the uncertainties in the cosmological model, is it possible to say anything robust concerning the minimum possible value of $`N_{\mathrm{hor}}`$? The only guidance is that the success of primordial nucleosynthesis suggests that we should not seek to modify the standard cosmology after that epoch. As

$$\frac{a_{\mathrm{nuc}}H_{\mathrm{nuc}}}{a_0H_0}10^8,$$
(21)
we conclude that $`N_{\mathrm{hor}}`$ has a minimum of about 18 $`e`$-foldings from the end of inflation. However, this extreme limit can only be realized in the unlikely case that either all the inflation really happened at such a low scale, or where repeated bouts of thermal inflation served to hold the perturbations on superhorizon scales long after they were formed.

## IV Conclusions

We have carried out an extensive analysis seeking to clarify the appropriate choices for the number of $`e`$-foldings from the end of inflation corresponding to observed perturbations. Assuming the simplest cosmology, we find a plausible maximum value of around 60, in good agreement with a recent paper of Dodelson and Hui DH , but noted that even fairly standard scenarios can violate it, an example being the $`\lambda \varphi ^4`$ case which gives a higher value of 64 $`e`$-foldings. That model is also an exceptional one where a more accurate calculation is possible despite uncertainties about reheating.

In general, however, the number is sensitive both to a possible reduction in energy scale during the late stages of inflation, and to the complete cosmological evolution, and we have highlighted the effects of some plausible non-standard scenarios. In some cases, these may permit a higher maximum number of $`e`$-foldings than the standard cosmology.

Obviously the total number of $`e`$-foldings of inflation must be greater than $`N_{\mathrm{hor}}`$, which concerns only observable scales. In almost all models of inflation it is expected to be very much greater, though these $`e`$-foldings are not accessible to observations.

In summary, for a typical inflation model it remains a sensible working hypothesis that the number of $`e`$-foldings lies between 50 and 60, where this number refers to the amount of expansion from when our present Hubble radius equalled the Hubble radius during inflation up until the end of inflation. However, if a particular model is under investigation, it may pay to attempt a more accurate calculation, at least to highlight the effect of assumptions concerning the cosmological evolution. This is particularly true if the model is expected to have a slow rate of inflation at its late stages, or to have an unusually low energy scale (corresponding to very small $`ϵ`$), or to have a particularly prolonged reheating period.

###### Acknowledgements.

S.M.L. was support by the European Union CMBNET network, and A.R.L. in part by the Leverhulme Trust. We thank Michaël Malquarti for useful discussions.