text:
# Effect of a columnar defect on the shape of slow-combustion fronts

## I Introduction

Nonequilibrium interfaces that display interesting scaling properties are quite common in physical (crystal growth, fluid penetration into porous media, etc.), chemical (reaction fronts), as well as biological (growing bacterial colonies) systems. The dynamics of these systems have long been thought to be generically described by the Kardar-Parisi-Zhang (KPZ) equation KPZ , or some other equation of motion in the same universality class HHZ . In two space dimensions in particular (one-dimensional interfaces) when exact solutions are available, the scaling properties of the KPZ equation are well understood. The same is not, however, true for the experimental observations of scaling of interfaces. Typically one has found a roughening exponent clearly higher than that for the KPZ equation HHZ . Various explanations have been suggested as for why the KPZ scaling has not generally been found, and most of the time correlated and/or non-Gaussian noise have been the prime suspects HOR ; HHZ .

Recent experiments on slow-combustion fronts propagating in paper JKL1 ; JKL2 , and on flux fronts penetrating a high-$`T_c`$ thin-film superconductor AMS , have provided new insight into this problem HOR2 . It indeed appears that short-range-correlated noise, quenched and dynamical, with possibly at the same time a non-Gaussian amplitude distribution for small time differences, induce an additional time and an additional length scale, beyond which KPZ scaling can only be observed. Despite these recent advances, it would still be worth while to demonstrate the existence of the nonlinear term, as introduced by Kardar, Parisi and Zhang NEL , and essential for the KPZ dynamics, directly from the observed fronts. This would in essence prove that KPZ type of dynamics, including possibly effects of nontrivial noise, can indeed be expected to be generic for nonequilibrium interfaces. One can demonstrate the presence of this term indirectly by using, e.g., inverse schemes able to infer the (partial) differential equation that governs the observed stochastic evolution of interfaces MAU , but there is also a way to produce a directly observable effect on the shape of the interface, due to this term.

This method for observing the operation of the nonlinear term was suggested already for some while ago by Wolf and Tang WT . They considered the effect of columnar defects, columnar in two space dimensions on which case we concentrate here, and found that there is a clear ’asymmetry’ between the shapes of the fronts that propagate in the presence of an advancing (excess driving) and a retarding (reduced driving) defect. This asymmetry is a direct consequence of the nonlinear term in the KPZ equation. For a positive coefficient in this term, applicable to slow-combustion fronts, the noise-averaged front should be faceted with a forward-pointing triangular shape around an advancing defect, with a height proportional asymptotically to the width of the sample in the case of a defect in the middle of the sample, or to the basic period in the case of periodic boundary conditions. In the case of a retarding defect, the shape of the front should not be faceted, and the (negative) height of the deformation in the profile should be proportional, according to this mean-field theory, to the logarithm of the basic period. Despite its apparent simplicity, this kind of experiment has never been performed.

As is well known, the BCSOS interface model in which the nearest-neighbor heights are restricted to differ only by $`\pm 1`$, displays KPZ behaviour, and is on the other hand equivalent to a driven flow of particles (hopping rate $`p`$) with hard-core repulsive interactions (ASEP) HHZ . A columnar defect in an interface model corresponds to a fixed slow or fast bond (hopping rate $`rp`$ with $`r<1`$ or $`r>1`$, respectively) in the ASEP model. A faceted interface corresponds to a traffic jam of infinite length in the thermodynamic limit behind the slow bond. Another related question is the detailed shape of the density/interface profile. The mean-field theory of WT  predicts an infinite queue for all $`r<1`$ and no queue (a logarithmic decay of the density profile) for $`r>1`$, i.e., $`r_c=1`$. Janowsky and Lebowitz JL  considered the totally asymmetric TASEP model with a slow bond, but concentrated mainly on the shock wave fluctuations far away from the slow bond, and apparently did not consider the faceting/queueing transition (they had a phase diagram with $`r_c=1`$). The same model was also considered by Kolomeisky kolo , but he did not consider the faceting/queueing transition either.

Kandel and Mukamel considered a somewhat different model, which is supposed to be in the same universality class, and proposed KM  that the faceting/queueing transition should take place at an $`r_c<1`$. Their simulation data were not, however, conclusive.

In slow-combustion experiments the detailed shape of the front profile is difficult to determine, and thereby also the disappearance of faceting. Faceting is however related to increased front speed, also in the thermodynamic limit, and this is an easier observable. For possible non-faceted fronts, which would correspond to $`r_c<r<1`$, an increased front speed would only be a finite-size effect, as also the decreased front speed in the case of a retarding defect corresponding to $`r>1`$. Notice that the effective nonlinear term is positive in the slow-combustion experiments, while it is negative in the ASEP models. Therefore, an advancing (retarding) columnar defect in the first case corresponds to a slow (fast) bond in the latter case.

## II Experimental details

The equipment we use in slow-combustion experiments has been described elsewhere JKL1 ; JKL2 , so it suffices to say here that samples were ’burned’ in a chamber with controllable conditions and that the video signal of propagating fronts was compressed and stored on-line on a computer. The spatial resolution of the set up was $`120\mu `$m, and the time resolution was 0.1 s. For the samples we used the lens-paper grade (Whatman) we have used also previously JKL2 . Lens paper was now used to speed up the experiments.

As slow-combustion fronts do not propagate in paper without adding an oxygen source for maintaining the chemical reaction involved, we added as before JKL1 ; JKL2  a small amount of potassium nitrate in the samples. This method also allows for a relatively easy way to produce advancing and retarding columnar defects. By using masks it is straightforward to produce a narrow (vertical) stripe with a smaller or an additional amount of potassium nitrate. The average concentration of potassium nitrate determines the average speed of the fronts, so it serves as the control parameter of the problem.

It is, however, quite difficult to accurately regulate the amount of potassium nitrate absorbed in the sample. This means that it is difficult to produce samples with exactly the same base concentration, and the same concentration difference between the base paper and the columnar defect. Therefore, the statistics we get for any fixed difference in the concentration is not quite as good as we would hope. They are adequate for the main features of the fronts but not for such details as, e.g., accurate forms of the front profiles. They are also good enough for a quantitative analysis of changes in the front speed.

The samples were typically 20 cm (width) by 40 cm, and the columnar defect (vertical stripe) in the middle of the sample was 1.0 cm wide. The defect cannot in our case be too narrow as fluctuations in the slow-combustion process would then tend to wipe out its effect. Too wide a stripe would on the other hand cause effects due to its nonzero width, which are unwarranted. We also used simulations with a discretized KPZ equation to check that the ratio 1 cm to 20 cm should not cause additional effects MYL . The length of the samples was in most cases adequate for achieving stationary behavior, and only those results are used here where saturation of the profile was evident.

When analyzing the front profiles, the stripe was removed from the data, as well as about 6 mm from both boundaries of the samples. As the system is symmetric across the stripe in the middle, the observed front profiles were also symmetrized for better statistics.

As reported already before JKL1 ; JKL2 , fluctuations in the slow-combustion fronts in paper are noticeable. For extreme values of the potassium-nitrate concentration there appear problems with pinning (low concentration) or local avalanche type of bursts (high concentration) in the fronts. Also, very small values of the concentration difference between the base paper and the defect stripe could not be used, as fluctuations then completely masked the effect of the defect. These problems were noticeable for retarding defects in particular. In the data reported here, concentration varied between 0.265 and 0.61 gm-2 in the base paper, between 0.1 and 1.05 gm-2 in the stripe, and the concentration difference varied between 0.06 and 0.49 gm-2 on the positive side (25 burns), and $``$0.197 and $``$0.478 gm-2 on the negative side (19 burns). Because of the practical restrictions and fluctuation effects, the number of successful burns was relatively small.

## III Results

We will need the dependence on potassium-nitrate concentration of the front velocity below so we consider it first. It is useful to begin with a discussion of the accuracy of the front-velocity determination.

### III.1 Front velocity

Lens paper is thin so that variations in its mass density and dynamical effects such as (possibly turbulent) convection around the combustion front are both expected to give a contribution to the effective noise. Noise amplitude is consequently relatively large JKL1 ; JKL2 , and therefore also velocity distribution of a propagating front can be expected to be broad. We show in Fig. 1 that distribution for two different values of the potassium-nitrate concentration.

It is evident from this figure that, even though the average velocities in these two cases are relatively well separated and easily distinguishable, the velocity distributions have a big overlap. Together with the limited statistics for any fixed value for (the difference in) the potassium-nitrate concentration, these broad distributions mean that some variation can be expected to occur in the measured average velocities (velocity differences) of the fronts.

In the presence of a columnar defect, we should, e.g., determine the change in the average front speed arising from the defect. This can be accomplished by analyzing separately the undeformed ’flat’ part of the fronts, and the part of the front profile affected by the presence of the defect. Determination of the average speed of the flat fronts is done in the transient (wrt profile shape) phase in which the (growing) width of the deformed profile is still less than the width of the sample. In this phase the flat part of the front is already in the saturated regime with constant average velocity. The average speed of the deformed profile is determined in a later phase in which the width of the deformed part of the profile essentially coincides with the sample width.

We have also determined the average front velocity for 122 individual burns for a fairly broad interval in the potassium-nitrate concentration, and these data are shown in Fig. 2 together with a linear fit to the measured points.

The dependence on potassium-nitrate concentration of the front velocity is not expected to be linear especially near the pinning limit, but, for the concentration range shown here, it is well approximated by a linear behavior, which is also more convenient for the subsequent analysis. We find that, with a linear fit to the data, the front velocity $`v`$ is given on the average by

$$v=4.2C+6.2,$$
(1)
where $`C`$ is the potassium-nitrate concentration, and $`v`$ is in units mms-1 when $`C`$ is expressed in gm-2.

Before showing the measured front profiles in the presence of a columnar defect, let us consider, in order to make later comparisons more transparent, what is expected from the mean-field solution as reported in Ref. WT .

### III.2 Mean-field prediction

We assume that the time evolution of the fronts $`h(x,t)`$ is governed by the KPZ equation $`h/t=\nu ^2h+\frac{\lambda }{2}(h)^2+\kappa +\eta (x,t)`$, where $`\eta (x,t)`$ describes white noise with delta-function correlations in space and time, and the driving term contains the idealized defect as a delta-function contribution, $`\kappa =\kappa _0+\kappa _1_n\delta (xL/2+nL)`$. For simplicity we assume here as in WT  periodic boundary conditions. If we average over noise in the KPZ equation, and denote $`H(x,t)h(x,t)`$, we find that

$$\frac{H(x,t)}{t}=\nu H^{\prime \prime }+\frac{\lambda }{2}(H^{})^2+\frac{\lambda }{2}(\delta h)^2+\kappa ,$$
(2)
in which $`H^{}H^{}(x,t)`$ denotes the spatial derivative of $`H`$, and $`\delta hh(x,t)H(x,t)`$ describes fluctuations around the noise-averaged profile. A corresponding equation can be derived for $`\delta h`$ WT .

As $`\delta h`$ should not depend (locally) on $`H(x,t)`$ nor on $`H^{}(x,t)`$, and only local interdependence between $`\delta h`$ and the noise averaged profile can be assumed to appear, one would then expect WT  that in leading order $`(\delta h)^2=a_0+a_2H^{\prime \prime }(x,t)`$, with $`a_0`$ and $`a_2`$ some constants. This assumption will make Eq. (2) closed so that it can be solved without further reference to the fluctuations. The delta-function contribution in the driving term will induce cusps in $`H(x)`$ at $`x=L/2nL`$, and the solution of Eq. (2) is therefore equivalent to solving the equation

$$\frac{H(x,t)}{t}=\nu _eH^{\prime \prime }+\frac{\lambda }{2}(H^{})^2+\kappa _e$$
(3)
in the interval $`L/2xL/2`$, with boundary conditions $`H(L/2)=H(L/2)`$ and $`H^{}(\pm L/2)=\pm s`$. Here we have defined the effective (renormalized) parameters $`\nu _e\nu +\lambda a_2/2`$ and $`\kappa _e\kappa _0+\lambda a_0/2`$, and the magnitude of the slope of the front at the defects is $`s\kappa _1/2\nu _e`$.

Equation (3) is the well-known Burgers equation BUR  which can be solved in closed form in one space dimensions. It is useful to express it first in dimensionless form, which can be achieved with transformations $`H=H_0\stackrel{~}{H},x=H_0\stackrel{~}{x}/s,t=2H_0\stackrel{~}{t}/(\lambda s^2)`$, with $`H_02\nu _e/\lambda `$ the internal length scale of the system.

We look for a stationary solution of this equation in the form $`\stackrel{~}{H}(\stackrel{~}{x},\stackrel{~}{t})=(\kappa _e+\mathrm{sgn}(\kappa _1)q^2)\stackrel{~}{t}+\mathrm{ln}(f(q\stackrel{~}{x}))`$, where $`\mathrm{sgn}(z)`$ is the sign of $`z`$, and we have already used the Hopf transformation in the spatial part of the ansatz to remove the nonlinearity from the equation for $`f`$. We find that WT

$$f(z)=\mathrm{cosh}(z),q\mathrm{tanh}\left(\frac{q\stackrel{~}{L}}{2}\right)=1,$$
(4)
for advancing defects ($`\kappa _1>0`$), and

$$f(z)=\mathrm{cos}(z),q\mathrm{tan}\left(\frac{q\stackrel{~}{L}}{2}\right)=1,$$
(5)
for retarding defects ($`\kappa _1<0`$). Here $`\stackrel{~}{L}sL/H_0`$ is the dimensionless width of the system, and $`zq\stackrel{~}{x}`$. Asymptotically, for $`\stackrel{~}{L}1`$ (and $`\lambda >0`$), the profile around an advancing defect is a forward-pointing triangle with sides that have slopes $`\pm s`$, and with height $`\mathrm{\Delta }H_+H(L/2)H(0)sL/2`$. The asymptotic profile around a retarding defect is given by $`H_0\mathrm{ln}|\mathrm{cos}(\pi x/L)|`$ so that $`\mathrm{\Delta }H_{}H_0\mathrm{ln}(sL/\pi H_0)`$. The magnitude of $`H_+`$ thus grows linearly with $`L`$ (or $`s`$) while that of $`H_{}`$ only grows logarithmically with $`L`$ (or $`s`$). This asymmetry is a direct consequence of the nonlinear term that enhances the deformation in the former case but reduces it in the latter case.

### III.3 Measured front profiles

In the above mean-field theory, $`\delta v\kappa _1/L`$ is the difference between the front velocity (driving) inside the defect and outside the defect. In the slow-combustion experiments this velocity difference is regulated by the potassium-nitrate concentration so that now $`\delta v=4.2\mathrm{\Delta }C`$, where the numerical factor comes from the linear fit given by Eq. (1), and $`\mathrm{\Delta }CC_{\mathrm{defect}}C_{\mathrm{base}}`$ is the concentration difference. This means that the scaling factor $`s`$ is given by $`s=4.2L|\mathrm{\Delta }C|/\nu _e`$. Without as yet knowing the actual value of $`\nu _e`$ needed for evaluating the size of $`s`$ and $`H_0`$, reasonable estimates, based on the results from the inverse method solution for the effective equation of motion MAU , indicate that the slow-combustion fronts are not necessarily in the strictly asymptotic regime: we expect that $`\stackrel{~}{L}>1`$ but not by a very big margin. Notice that the size of $`\stackrel{~}{L}`$ is now regulated by $`\mathrm{\Delta }C`$ as the width $`L`$ of the samples is held fixed. Despite the achievable values of $`\stackrel{~}{L}`$, we can expect to clearly see the ’asymmetry’ in the heights of the front profiles for different signs of the concentration difference. In Fig. 3 we show the averaged (and symmetrized) front profiles for $`\mathrm{\Delta }C=\pm 0.33`$.

It is indeed evident that there is a clear difference in the heights of the front profiles around advancing and retarding defects. By following the transient time evolution of the fronts, we could also see a clear difference there. For $`\mathrm{\Delta }C>0`$, when a triangular deformation was formed after a while around the central stripe, its height and base length grew with a more or less constant velocity until the base length reached the width of the sample, while the slopes of the sides of this triangle remained roughly constant. For $`\mathrm{\Delta }C<0`$ on the other hand, the height of the deformation saturated much faster even though it also grew more or less linearly in time in the beginning, and the base length of the deformation reached the sample width at the same time. This transient behavior will be analyzed in more detail below. The qualitative behavior for the $`\mathrm{\Delta }C>0`$ case is clearly visible in Fig. 4 which shows the successive fronts with a time difference of 0.5 s for $`\mathrm{\Delta }C=0.327`$.

A more quantitative comparison between the mean-field solution for the noise averaged front and the observed slow-combustion fronts can also be made. For this purpose we have found it convenient to consider instead of the profile heights $`\mathrm{\Delta }H_\pm `$ the average slopes of the left-hand (LH) sides of the profiles (c.f. Fig. 3), $`k_\pm 2\mathrm{\Delta }H_\pm /L`$. As we do not expect to be in the strictly asymptotic regime, we have used the full transcendental equations for q in Eqs. (4) and (5) above when fitting the observed $`k_\pm `$ with the mean-field result.

The average slopes, as functions of concentration difference $`\mathrm{\Delta }C`$, will now depend on two parameters, $`AH_0/L`$ and $`B2.1L/\nu _e`$, which are used to fit the measured slopes. From the fitted values for these parameters we can then estimate the coefficients $`\lambda `$ and $`\nu _e`$ for this system.

We show in Fig. 5 the experimentally determined values for $`k_+`$ and $`k_{}`$ together with the fit by the mean-field solution using Eqs. (4) and (5).

Fits to the data were not very sensitive to the actual value of parameter $`A`$ so that the correlation coefficient did not change much even if $`A`$ was changed in a relatively large interval. If the $`\mathrm{\Delta }C>0`$ and $`\mathrm{\Delta }C<0`$ data were fitted separately without any restrictions on the two parameters, these fits had also a tendency to produce somewhat different values for the two cases. As the signal-to-noise ratio is better for the $`\mathrm{\Delta }C>0`$ data, we fixed $`A`$ such that it was between the two separately fitted values but closer to the one from the unrestricted two-parameter fit to the $`\mathrm{\Delta }C>0`$ data, and in the interval within which the quality of this fit was essentially unchanged: $`A0.3`$. Thereafter an unrestricted one-parameter fit to the whole data was used to find the value for $`B`$. In this way we found that $`B2.5`$.

The fitted values for parameters $`A`$ and $`B`$ allow now an estimation of two physical parameters, the ’renormalized’ diffusion coefficient $`\nu _e`$ and the coefficient of the nonlinear term, $`\lambda `$. We thus find that $`\nu _e144`$ mm2s-1, and $`\lambda 5.6`$ mms-1. In the estimate for $`\nu _e`$ we used an ’effective’ sample width $`L_{\mathrm{eff}}180`$ mm, a bit smaller than the width 202 mm of the actual sample, due to the width of the defect stripe and to allowing for some boundary effects. By other methods we have found previously that $`\lambda 4.15.1`$ mms-1 MAU , so that the value found here is fairly close to these previous estimates.

In view of the unavoidable fluctuations in the measured averaged slopes, we find the fits to the measured points by the mean-field solution to be quite reasonable.

### III.4 Defect-induced change in front velocity and the queueing transition

As already discussed above, the mean-field solution predicts a faceting or queueing transition at $`\mathrm{\Delta }C=0`$. Above this transition ($`\mathrm{\Delta }C>0`$), the average front velocity is increased due to the presence of an advancing columnar defect, and below this transition the change in front velocity should vanish for large enough $`\stackrel{~}{L}`$. For negative $`\mathrm{\Delta }C`$ the change in velocity is negative, and should decrease in magnitude with increasing $`|\mathrm{\Delta }C|`$. According to Kandel and Mukamel KM , this transition should appear at a $`\mathrm{\Delta }C_{\mathrm{cr}}>0`$.

As the numerical data of KM  is not decisive, we have done Ha  simulations on a totally asymmetric ASEP model with a fixed defect bond with hopping rate $`rp`$ in the middle of the system, while the hopping rate at the other bonds was $`p`$. Open boundary conditions were imposed such that the hopping-in rate at the left boundary was $`\alpha p`$, and the hopping-out rate at the right boundary was $`\beta p`$. In what follows we only consider the case $`\alpha =\beta =p=1/2`$.

This model shows Ha  a queueing transition at $`r=r_c=0.80\pm 0.02`$. In addition, the density profile displays a qualitatively similar asymmetry between the slow and fast defect-bond cases as the mean-field solution for the KPZ fronts between the advancing and retarding columnar-defect cases. In the thermodynamic limit the deformation stays non-zero only in the faceted phase above the transition. The density profiles in both the faceted and non-faceted phases also display interesting power-law tails.

As the detailed shapes of the front profiles are difficult to determine experimentally, we only compare the results for the dependence of the average front velocity $`Vv`$ (current $`Jj`$) on the potassium nitrate concentration $`C`$ (hopping rate $`p`$). In this comparison dimensionless variables are used, $`(VV_0)/V_0`$ for the change in the front velocity, and similarly for the current but for reversed sign as an advancing defect corresponds to a slow bond, $`\mathrm{\Delta }C/C_0`$ for the potassium-nitrate concentration difference, and $`\mathrm{\Delta }p/p=1r`$ for the hopping-rate difference. Differences are all determined between the value with or at the defect and the value elsewhere or without the defect. In this way no fitting is involved in the comparison. Obviously the actual driving force is not known exactly for the slow-combustion fronts, but the observed linear dependence well above the pinning transition between the potassium-nitrate concentration and the front velocity suggests that the dimensionless difference can be reliably used in this kind of comparison.

This comparison of the slow-combustion experiment and the totally asymmetric ASEP model results is shown in Fig. 6. It is evident from this figure that agreement between the two results is reasonable as there is no fitting involved. There are still fairly large fluctuations in the experimental data, and it is not possible to have results for very small values of $`\mathrm{\Delta }C`$ as fluctuations tend to wipe out the whole effect, and the system is then not in the ’asymptotic regime’. These results indicate, however, that there indeed is a faceting (queueing) transition at a non-zero $`\mathrm{\Delta }C_{\mathrm{cr}}`$ ($`\mathrm{\Delta }p_{\mathrm{cr}}`$, i.e., $`r_c1`$).

### III.5 Transient behavior

In addition to the stationary profiles analyzed above, it is also possible, as already indicated, to study the transient profiles, i.e., how the defect-induced profiles grow at the initial phases of the process. The transient behavior of the profile around an advancing column is particularly simple. The Burgers equation Eq. (3) admits in this case a solution of exactly the same shape as the stationary solution, which grows linearly in time until its baseline reaches the width of the sample. Such a ’self-similar’ transient does not exist in the case of negative $`\mathrm{\Delta }C`$, so analytical results for transient behavior are then difficult to find. In the non-asymptotic regime $`\stackrel{~}{L}1`$ one can however show that the situation is symmetric, $`\mathrm{\Delta }H_{}\mathrm{\Delta }H_+`$. One would thus expect that, at least in our case when $`\stackrel{~}{L}`$ is not particularly large, the height $`|\mathrm{\Delta }H_{}|`$ would also grow initially (at least nearly) linearly in time.

The expected transient behavior for $`\mathrm{\Delta }C>0`$ is already (qualitatively) evident from Fig. 4 above. More quantitatively the transient time evolution of the height of the deformed profile can be analyzed, e.g., by plotting $`H(2t)`$ against $`H(t)`$. For a linear time evolution the former value is twice the latter. In Fig. 7 we show this plot, averaged over 32 individual burns, including both signs of $`\mathrm{\Delta }C`$.

The initial transient behavior is approximately linear in time for both cases. For $`\mathrm{\Delta }C>0`$ the trend continues nearly linear until saturation sets in when the width of the profile equals the width of the sample. For $`\mathrm{\Delta }C<0`$ the behavior is quite similar except that saturation takes place earlier. There is also some indication that, in this case, the growth of $`\mathrm{\Delta }H`$ becomes nonlinear in time already before saturation, but the quality of the data does not allow for a decisive conclusion on this.

## IV Discussion and conclusions

The difference in the amplitude (height), and perhaps not so clearly in the shape, of the front in the slow-combustion experiments, caused by a columnar defect with excess or reduced driving, respectively, was clearly demonstrated. The behavior of the height of the deformed profile, and the qualitative shape of the profile in the case of excess driving, were also reasonably well explained by the mean-field solution of Ref. WT . The asymptotic shape of the profile in the case of negative velocity difference could not be unequivocally determined as fluctuations are more important in this case of relatively small amplitude of the profile. The reduced, in comparison with the case of excess driving, height of the profile was very evident. In the case of positive velocity difference the transient behavior of the profile, i.e., the growth of the defect induced deformation in the profile shape, could as well be explained by the mean-field solution. For negative velocity difference a nearly linear behavior in time was observed initially, followed perhaps by a regime of nonlinear time evolution before saturation.

Fitting the average height (or equivalently the average slopes of the sides) of the profile with the mean-field solutions provided us with estimates for the effective ’diffusion constant’ $`\nu _e`$ and the coefficient of the nonlinear term, $`\lambda `$. The latter parameter can also be determined from the slope dependence of the local front velocity JKL2 ; MAU , or by applying an inverse method on the observed fronts MAU . The value found here for $`\lambda `$ is fairly close to these previous estimates, and we find this level of agreement very reasonable in view of the rather large fluctuations in the present data.

One should, however, notice that the $`\lambda `$ measured for a sample depends on the potassium-nitrate concentration in that sample, and that the average potassium-nitrate concentration was not the same in the samples used in the experiments. We did not take this variation into account, as it can be assumed to give a small effect in comparison with the other experimental uncertainties, so that the present estimate represents an ’average’ value.

The effective diffusion coefficient $`\nu _e`$ contains, in addition to the bare diffusion coefficient of the original KPZ equation, an unknown renormalization factor due to noise-induced fluctuations around the average front profile. We cannot thus get an estimate for the ’bare’ diffusion coefficient $`\nu `$, which can be estimated by other means MAU . However, we can conclude that the noise-induced renormalization of $`\nu _e`$ appears to be sizable.

The position and nature of the faceting (queueing) transition in interfaces affected by a columnar defect (in the ASEP model by a defected bond), has been a long-standing problem. The agreement found here between slow-combustion experiments with a columnar defect and the related TASEP model results, indicates that this transition is indeed at a non-zero value of the respective control parameter. No scaling properties of the transition could be analyzed at this stage, but the TASEP model results also indicate that this transition is continuous. It remains an experimental challenge to analyze this transition in more detail.

The authors gratefully acknowledge support by the Academy of Finland (MaDaMe Programme and Project No. 44875), and fruitful discussions with David Mukamel and Joachim Krug.


format: text

text:
# DESY 03-076 hep-ph/0307034 An upper bound on the total cross-section for electroweak baryon number violation

## Acknowledgements

I would like to thank F. Bezrukov, V. V. Khoze, V. Rubakov, P. Tinyakov, and F. Schrempp for fruitful discussions, helpful comments, and a careful reading of the manuscript. I would also like to thank the authors of Ref.  for providing their data concerning the tunneling suppression exponent.


text:
# Automorphisms of the 3-sphere that preserve a genus two Heegaard splitting

## 1. Introduction

In 1933 Goeritz \[Go\] described a set of automorphisms of the standard unknotted genus two handlebody in $`S^3`$, each of which extends to all of $`S^3`$. He further observed that any such automorphism is a product of elements of this finite set. Stated somewhat differently, Goeritz identified a finite set of generators for the group $``$, defined as isotopy classes of orientation-preserving homeomorphisms of the $`3`$-sphere that leave a genus two Heegaard splitting invariant. Goeritz’ theorem was generalized to Heegaard splittings of aribtrarily high genus by Powell \[Po\], but the proof contains a serious gap.111On p. 210, Case 2 the argument requires that, among the chambers into which $`\varphi ^1(s_k)`$ divides the handle, there are two adjacent ones that each contain pieces of $`G_k^h`$. There is no apparent reason why this should be true. So a foundational question remains unresolved: Is the group of automorphisms of the standard genus $`g`$ Heegaard splitting of $`S^3`$ finitely generated and, if so, what is a natural set of generators. The finite set of elements that Powell proposes as generators remains a very plausible set.

Since the gap in Powell’s proof has escaped attention for 25 years, Goeritz’ original theorem might itself be worth a second look. In addition, his argument is difficult for the modern reader to follow, is published in a fairly inaccessible journal and is a bit old-fashioned in its outlook. In view of the use that has been made of it in recent work on tunnel number one knots (cf \[ST\], \[Sc\]) it seems worthwhile to present an updated proof, in hopes also that it might be relevant to the open analogous problem for Heegaard splittings of higher genus.

The purpose of this note is to present such a proof, one influenced by the idea of thin position. One way to describe the outcome of this investigation is this: there is a natural $`2`$-complex $`\mathrm{\Gamma }`$ (which deformation retracts to a graph) on which $``$ acts transitively. One can write down an explicit finite presentation for the stabilizer $`_P`$ of a vertex $`v_P\mathrm{\Gamma }`$ and observe that the stabilizer acts transitively on the edges of $`\mathrm{\Gamma }`$ incident to $`v_P`$. In particular, if we add to $`_P`$ any element $`\delta `$ of $``$ that takes $`v_P`$ to some adjacent vertex then the subgroup generated by $`_P`$ and $`\delta `$ is exactly the subgroup that preserves the component in which $`v_P`$ lies. This in fact is all of $``$, because it turns out that $`\mathrm{\Gamma }`$ is connected. The proof that $`\mathrm{\Gamma }`$ is connected can be viewed as the core argument in this paper.

## 2. The complex $`\mathrm{\Gamma }`$ and its vertex stabilizers

We outline the general setting, referring the reader to \[Po, Section 1\] for details. Let $`V`$ denote the standard unknotted genus-two handlebody in $`S^3`$, with closed complement $`W`$ also a genus two handlebody. Let $``$ denote the group of orientation-preserving homeomorphisms of $`S^3`$ that preserve $`V`$. Regard two as equivalent if there is an isotopy from one to the other via isotopies that preserve $`V`$. Any orientation preserving homeomorphism of $`S^3`$ is isotopic to the identity, so an element $`h:(S^3,V)(S^3,V)`$ of $``$ is isotopic, as a homeomorphism of $`S^3`$, to the identity. This gives an alternate view of $``$: an element of $``$ corresponds to an isotopy of $`S^3`$ from the identity to a homeomorphism that preserves $`V`$ setwise.

For $`T=V=W`$, $`S^3=V_TW`$ is a genus two Heegaard splitting of $`S^3`$. In the language of Heegaard splittings, a reducing sphere $`PS^3`$ is a sphere that intersects $`T`$ transversally in a single essential circle and so intersects each handlebody in a single essential disk. Since $`P`$ is separating in $`S^3`$, $`PT`$ is a separating curve in $`T`$, which we will denote $`c`$. A straightforward innermost disk argument shows that $`P`$ is determined up to isotopy rel $`T`$ by the circle $`c`$.

Suppose $`Q`$ is another reducing sphere, with the circles $`c`$ and $`QT`$ isotoped to intersect transversally and minimally in $`T`$. Then the number of points of intersection $`|PTQ|`$ is denoted $`PQ`$. Clearly $`PQ=0`$ if and only if $`P`$ and $`Q`$ are isotopic since the only separating essential curve in either punctured torus component of $`Tc`$ is boundary parallel. Since reducing spheres are separating, $`PQ`$ is always even. An elementary argument (see \[ST, Lemma 2.5\]) shows that $`PQ2`$ and in some sense characterizes (up to multiple half-Dehn twists about $`c`$) all spheres $`Q`$ so that $`PQ=4`$. See Figure 1

This suggests a useful simplicial complex: Let $`\mathrm{\Gamma }`$ be the complex in which each vertex represents an isotopy class of reducing spheres and a collection $`P_0,\mathrm{},P_n`$ of reducing spheres bounds an $`n`$-simplex if and only if $`P_iP_j=4`$ for all $`0ijn`$. In fact it follows easily from the characterization in \[ST, Lemma 2.5\] that $`n2`$. Figure 2 illustrates a collection of three reducing spheres whose corresponding vertices in $`\mathrm{\Gamma }`$ span a $`2`$-complex in $`\mathrm{\Gamma }`$. (An alternate view, in which $`V`$ appears as (pair of pants) $`\times I`$, is shown in Figure 3.) Thus $`\mathrm{\Gamma }`$ is a $`2`$-complex.

Each edge of $`\mathrm{\Gamma }`$ lies on a single 2-simplex. This is perhaps best seen in Figure 3: The curve $`PT`$ is uniquely defined by the curves $`QT`$ and $`RT`$ shown. (For example, if the curve $`PT`$ is altered by Dehn twists around the outside boundary of the pair of pants, it becomes a curve that is non-trivial in $`\pi _1(V)`$, so it can’t bound a disk in $`V`$.) So the $`2`$-complex $`\mathrm{\Gamma }`$ deformation retracts naturally to a graph, in which each $`2`$-simplex in $`\mathrm{\Gamma }`$ is replaced by the cone on its three vertices.

A reducing sphere $`P`$ divides $`S^3`$ into two $`3`$-balls $`B_\pm `$ and $`T`$ intersects each $`3`$-ball in a standard unknotted punctured torus, unique up to isotopy rel boundary. It follows that for any two reducing spheres $`P`$ and $`Q`$ there is an orientation preserving homeomorphism of $`S^3`$, preserving $`V`$ as a set, that carries $`P`$ to $`Q`$. Thus $``$ acts transitively on the vertices of $`\mathrm{\Gamma }`$.

We now explicitly give a presentation of the group that stabilizes a vertex of $`\mathrm{\Gamma }`$. As above, let $`P`$ be a reducing sphere for the Heegaard splitting $`S^3=V_TW`$ and suppose $`h:(S^3,V)(S^3,V)`$ is an orientation preserving homeomorphism that leaves $`P`$ invariant. That is, suppose $`h`$ represents an element in $``$ that stabilizes the vertex in $`\mathrm{\Gamma }`$ corresponding to $`P`$.

First assume that $`h`$ preserves the orientation of $`P`$. Let $`T_\pm =TB_\pm `$ denote the two punctured torus components of $`TP`$; since $`h`$ preserves orientation of both $`S^3`$ and $`P`$ we have $`h(T_+)=T_+`$ and $`h(T_{})=T_{}`$. Up to isotopy there is a unique non-separating curve $`\mu _\pm T_\pm `$ that bounds a disk in $`V`$ and a unique non-separating curve $`\lambda _\pm `$ that bounds a disk in $`W`$ and we may choose these curves so that $`\mu _\pm \lambda _\pm `$ is a single point. Hence, up to equivalence in $``$, we may with little difficulty assume that each wedge of circles $`\gamma _\pm =\mu _\pm \lambda _\pm `$ is mapped to itself by $`h`$ and, on each $`\gamma _\pm `$, the homeomorphisms $`h|\mu _\pm :\mu _\pm \mu _\pm `$ and $`h|\lambda _\pm :\lambda _\pm \lambda _\pm `$ are either simultaneously orientation preserving (in which case we can take them both to be the identity) or simultaneously orientation reversing (in which case we can take them each to be reflections that preserve their intersection point). Having identified $`h`$ on $`\gamma _\pm `$ we observe that $`T(\gamma _+\gamma _{})`$ is an annulus $`A`$, and any end-preserving homeomorphism $`AA`$ is determined up to isotopy and Dehn twists around its core by $`h|A`$. The upshot of this discussion is the following description:

###### Lemma 1.

: Let $`_P^+`$ be the subgroup of $``$ represented by homeomorphisms that restrict to orientation-preserving homeomorphisms of $`P`$. Then

$$_P^+Z_2+Z$$

with generators given by the automorphisms $`\alpha `$ and $`\beta `$ shown in Figure 4.

The situation is only slightly more complicated if we drop the requirement that $`h|P`$ be orientation preserving since the order two element $`\gamma `$ shown in Figure 5 preserves $`P`$ but reverses its orientation.

###### Lemma 2.

Let $`_P`$ be the subgroup of $``$ represented by homeomorphisms that preserve $`P`$. Then $`_P`$ is an extension of $`_P^+`$ by $`Z_2`$, via the relations $`\gamma \alpha \gamma =\alpha `$ and $`\gamma \beta \gamma =\alpha \beta `$.

Finally, observe that if $`Q`$ and $`Q^{}`$ are reducing sphere so that $`PQ=4`$ and $`PQ^{}=4`$ then for some $`n`$, either $`\beta ^n`$ or $`\beta ^n\gamma `$ carries $`Q`$ to $`Q^{}`$. (See discussion of Figure 1 above.) Interpreting this in terms of the action of $``$ on the complex $`\mathrm{\Gamma }`$ we have:

###### Corollary 3.

Let $`_P`$ be the subgroup of $``$ that stabilizes the vertex $`v_P\mathrm{\Gamma }`$ corresponding to $`P`$. Then $`_P`$ is transitive on the edges of $`\mathrm{\Gamma }`$ incident to $`v_P`$.

## 3. Intersection of reducing spheres

Suppose $`T_0`$ is an oriented punctured torus containing oriented simple closed curves $`\mu ,\lambda `$ that intersect in a single point. For $`\alpha `$ an essential embedded arc in $`T_0`$ define the slope $`\sigma (\alpha )\{\mathrm{}\}`$ of the arc $`\alpha `$ as follows: Orient $`\alpha `$ and let $`p=\alpha \mu `$ and $`q=\alpha \lambda `$ be the algebraic intersection numbers of the corresponding homology classes. Then $`\sigma (\alpha )=p/q`$. Reversing the orientation of $`\alpha `$ has no effect on the slope, since it changes the sign of both $`p`$ and $`q`$. An alternate description of the (unsigned) slope is this: minimize by an isotopy in $`T_0`$ the numbers $`p=\alpha \mu `$ and $`q=\alpha \lambda `$; then $`|\sigma (\alpha )|=p/q`$. If $`\beta T_0`$ is another essential arc, with slope $`r/s`$ define their distance $`\mathrm{\Delta }(\alpha ,\beta )=|psqr|`$. It is easy to see that if the arcs $`\alpha `$ and $`\beta `$ are disjoint then $`\mathrm{\Delta }(\alpha ,\beta )1`$. Any embedded collection of arcs in $`T_+`$ constitutes at most three parallel families of arcs, with slopes of any pair of disjoint non-parallel arcs at a distance of one.

We now apply this terminology in the setting given above: $`P`$ is a reducing sphere for $`V_TW`$, the closed $`3`$-ball components of $`S^3P`$ are $`B_\pm `$, the punctured tori $`TB_\pm `$ are denoted $`T_\pm `$ and $`Q`$ is a reducing sphere for $`V_TW`$ that is not isotopic to $`P`$ and has been isotoped so as to minimize $`|PQT|=PQ`$. It will be convenient to imagine $`P`$ as a level sphere of a standard height function on $`S^3`$, with $`B_+`$ above $`P`$ and $`B_{}`$ below $`P`$. When we use the terms above and below in what follows, we will be refering to such a height function.

In each of $`T_\pm `$ there are closed non-separating curves $`\mu _\pm ,\lambda _\pm `$ bounding respectively disks in $`V`$ and disks in $`W`$ and for each pair, $`\mu _\pm \lambda _\pm `$ is a single point. We will consider the collection of arcs $`QT_\pm `$ and their slopes with respect to $`\mu _\pm ,\lambda _\pm `$. Fix at the outset some orientations, e.g. orient $`T`$ (hence $`T_\pm `$) as $`V`$ and orient $`\mu _\pm ,\lambda _\pm `$ so that the algebraic intersection number $`\mu _\pm \lambda _\pm =1`$. (The exact choice of orientations is not critical.)

###### Lemma 4.

There is some arc in either $`QT_+`$ or in $`QT_{}`$ that is of slope $`\mathrm{}`$ and another such arc is of slope $`0`$.

###### Proof.

An outermost disk cut off by the disk $`PV`$ from the disk $`QV`$ is a meridian disk $`D`$ of the solid torus $`VB_+`$ or $`VB_{}`$. Then the arc $`DT`$ must be of slope $`0`$. A symmetric argument on the disks $`PW,QW`$ gives an arc of slope $`\mathrm{}`$. ∎

###### Lemma 5.

Suppose that an arc $`\alpha _+`$ of $`QT_+`$ has slope $`\mathrm{}`$ (resp. $`0`$) and that there is an arc $`\alpha _{}`$ of slope $`0`$ (resp. $`\mathrm{}`$) in $`T_{}`$ that is disjoint from $`Q`$. Then there is a reducing sphere $`R`$ so that $`PR=4`$ and $`RQ<PQ`$.

The same hypothesis, but with $`T_+`$ and $`T_{}`$ reversed, leads to the same conclusion.

###### Proof.

Since $`\alpha _{}`$ is merely required to be disjoint from $`Q`$, with no loss we may assume that the ends of $`\alpha _\pm `$ on the circle $`c=PT`$ are disjoint. Say that the arcs $`\alpha _\pm `$ cross if the ends of $`\alpha _+`$ and $`\alpha _{}`$ alternate around $`c`$; that is, if the ends of $`\alpha _+`$ lie on different arc components of $`c\alpha _{}`$.

Claim: Some pair of arcs that satisfy the hypotheses for $`\alpha _\pm `$ cross.

Proof of claim: Assume, on the contrary, that no such pair of arcs crosses. Then among arcs of $`QT_\pm `$ satisfying the conditions for $`\alpha _\pm `$ choose the pair whose ends are closest to each other on the circle $`c`$. The ends of $`\alpha _\pm `$ divide $`c`$ into four arcs, one of them, denoted $`\beta _+`$, is bounded by the ends of $`\alpha _+`$ and the other, denoted $`\beta _{}`$, by the ends of $`\alpha _{}`$. Let $`c_\pm =|Q\beta _\pm |`$.

$`T_+\eta (\alpha _+)`$ is an annulus $`A`$; denote the boundary component that contains $`\beta _\pm `$ by $`_\pm A`$. Then $`|_{}AQ|=c_+`$ and $`|_{}AQ|c_{}`$. (The inequality reflects the fact that $`Q`$ may also intersect the two intervals $`c\beta _\pm `$.) No arc of $`QA`$ can have both ends on $`_{}A`$, else it would have been parallel to $`\alpha _+`$ in $`T_+`$, and yet closer to $`\alpha _{}`$. We conclude that $`c_+c_{}`$. Arguing symmetrically on $`T_{}\eta (\alpha _{})`$, we obtain $`c_{}c_++2`$, the extra $`2`$ arising from the ends of $`\alpha _+Qc_+`$. The two inequalities conflict, a contradiction proving the claim.

Following the claim, we assume that $`\alpha _\pm `$ cross. Let $`\rho T`$ be the circle obtained by banding the circle $`c`$ to itself along the two arcs $`\alpha _\pm T_\pm `$. It is a single circle because $`\alpha _\pm `$ cross. Moreover, it’s easy to see that $`\rho `$ is an essential circle in $`T`$ (there are essential curves in $`T`$ on both sides of $`\rho `$) and that $`\rho `$ bounds disks both in $`V`$ and $`W`$. So $`\rho `$ is the intersection with $`T`$ of a reducing sphere $`R`$. Moreover, $`RP=|\rho P|=4`$ and $`RQ|\rho Q|=|cQ|2PQ2`$ since the ends of $`\alpha _+`$ no longer count. ∎

###### Proposition 6.

There is a reducing sphere $`R`$ so that $`PR=4`$ and $`RQ<PQ`$.

###### Proof.

If there are two arcs of $`(QT)c`$, one of slope $`0`$ and one of slope $`\mathrm{}`$, one lying in $`T_+`$ and the other lying in $`T_{}`$, the result follows from Lemma 5. Following Lemma 4 we know that there arcs of slope both $`0`$ and $`\mathrm{}`$. Thus we are done unless both these arcs lie in $`T_{}`$ say, and each arc of $`QT_+`$ has finite, non-zero slope. Moreover, if all arcs of $`QT_+`$ have slope $`1`$ (or slope $`1`$) then a curve of slope $`0`$ in $`T_+`$ will be disjoint from $`QT_+`$ and again we would be done by Lemma 5. If $`\sigma ,\tau `$ are slopes of arcs in $`QT_+`$, then, because $`|\mathrm{\Delta }(\sigma ,\tau )|1`$, the inequality $`0<|\sigma |<1`$ would imply that $`|\tau |1`$ and that $`\sigma `$ and $`\tau `$ have the same sign. Finally, a curve that has slope $`\sigma `$, will have slope $`1/\sigma `$ if the roles of $`V`$ and $`W`$ are reversed. Following these considerations, we may as well restrict to the following case:

* Both slopes $`0`$ and $`\mathrm{}`$ arise among the arcs of $`QT_{}`$ and
* all arcs of $`QT_+`$ have slope $`\sigma `$ with $`0<\sigma 1`$ and not all have slope 1.

Now consider a sphere $`P^+B_+`$ that intersects the solid torus $`VB_+`$ in two meridian disks, and so intersects $`W`$ in an annulus. Again isotope the curve $`QT`$ so that it intersects the two meridian circles $`P^+T`$ minimally. Any arc of $`QT_+`$ must intersect $`P^+`$, else the arc would be of slope $`0`$. In particular, there is an essential non-separating disk $`FW`$ so that $`FT_+`$ (i. e. $`F`$ is a longitude of the solid torus $`VB_+`$) so that $`FP^+`$ is a single spanning arc of the annulus $`P^+W`$ and so that the arc of $`FP^+`$ lying below $`P^+`$ (i. e. in the pair of pants component of $`T_+P^+`$ adjacent to $`c`$) is disjoint from $`Q`$. See Figure 6

We now examine outermost disks cut off from the disk $`QW`$ by the annulus $`P^+W`$. Let $`E`$ be any such disk. Let $`V^\pm `$ be the closed components of $`VP^+`$, with $`V^+`$ the $`1`$-handle lying above $`P^+`$ and $`V_{}`$ the solid torus lying below $`P^+`$.

Claim 1: The outermost arc $`ϵ=EP^+`$ spans the annulus $`P^+W`$.

Proof of Claim 1: This is obvious if $`E`$ lies above $`P^+`$, since all arcs of $`QT`$ above $`P^+`$ span the $`1`$-handle $`V^+`$. If $`E`$ lies below $`P^+`$ the argument is a bit more subtle. Note that $`V^{}`$ is a solid torus with two disks $`d_1,d_2`$ in $`V^{}`$ attached to $`P^+`$. A simple counting argument (the $`d_i`$ are parallel in $`V^+`$) shows that any arc of $`Q(V^{}P^+)`$ that has both ends on the same disk $`d_i`$ is essential in the torus $`V^{}`$. So an outermost disk $`DV^{}`$ cut off from the disk $`QV`$ by the meridian disks $`d_i`$ must be a meridian disk of the solid torus $`V^{}`$, with both ends on $`d_1`$, say. The same counting argument shows that some essential arc in $`QV^{}`$ must have both its ends on $`d_2`$ and so is a meridinal arc for $`V^{}`$ there as well. If the ends of $`ϵ`$ were both on the same $`d_i`$, then $`ϵ`$ would be a longitudinal arc disjoint from the meridinal arc with ends at the other disk $`d_j,ji`$. But a longtiudinal arc and a meridinal arc based at different points must necessarily intersect. Hence the ends of $`ϵ`$ each lie on a different disk $`d_i`$, proving Claim 1.

Claim 2: All the outermost disks cut off from $`QW`$ by $`P^+`$ must lie on the same side of $`P^+`$.

Proof of claim 2: Suppose, on the contrary, that the outermost disks $`E^\pm `$ are cut off, with $`E^{}`$ lying in the component of $`S^3P^+`$ that lies below $`P^+`$ and $`E_+`$ lying in the component that lies above $`P^+`$. Following Claim 1, both arcs $`ϵ^\pm =E^\pm capP^+`$ span the annulus $`P^+W`$.

Since the arc $`E_{}T`$ is disjoint from $`F`$ it follows from a simple innermost disk, outermost arc argument, that all of $`E_{}`$ can be made disjoint from $`F`$; in particular the spanning arcs $`ϵ^{}`$ and $`FP^+`$ are disjoint. Since the spanning arc $`ϵ^+`$ is disjoint from the spanning arc $`ϵ^{}`$ which in turn is disjoint from the spanning arc $`FP^+`$, $`ϵ^+`$ can be isotoped off of $`FP^+`$ without moving $`ϵ^{}`$. (See Figure 7.) Then again an innermost disk, outermost arc argument allows us to isotope all of $`E_{}`$ off of $`F`$. Now consider any arc component $`\gamma `$ of $`(QT_+)P^+`$. If $`\gamma `$ lies below $`P^+`$ then it is disjoint from $`F`$, by construction; if $`\gamma `$ lies above $`P^+`$ then since it is disjoint from $`E^+`$, it intersects $`F`$ at most once. In particular, any arc of $`QT^+`$ intersects a component of $`P^+T_+`$ at least as often as it intersects $`F`$, hence its slope has absolute value $`1`$. This contradicts the second property itemized above, and so proves claim 2).

Claim 3: All the outermost disks cut off from $`QW`$ by $`P^+`$ must lie above $`P^+`$.

Proof of claim 3: Following claim 2) the alternative would be that they all lie below (in $`B_{}`$). We show how this leads to a contradiction. Consider the disk $`QW`$ and how it is cut up by the annulus $`P^+W`$. A standard innermost disk argument ensures that all closed curves of intersection can be removed. There is at least one (disk) component $`E_0`$ of $`(QW)P^+`$ that is “second outermost”, i. e. it is adjacent to some $`n2`$ other components of $`(QW)P^+`$, all but at most one of them outermost. See Figure 8. Since $`E^0`$ is adjacent to an outermost component, all of which we are assuming lie below $`P^+`$, $`E_0`$ must lie above $`P^+`$. By Claim 1), all the outermost arcs of intersection of $`P^+`$ with the disk $`QW`$ must span the annulus $`WP^+`$, so it follows that each of the $`n`$ arc components of $`E_0T`$ spans the $`1`$-handle $`V^+`$. In particular, the union of the disk $`E_0`$ with the punctured solid torus $`P^+V^+`$ is the spine of a Lens space in $`S^3`$, a contradiction proving Claim 3).

Following Claim 3), consider a sphere $`P^s`$ that passes through the saddle point of $`T_+`$ that lies below $`B^+`$. We can assume (see Figure 9) that $`P^s`$ intersects $`Q`$ transversally and that every arc of $`QT^+`$ that lies above $`P^s`$ spans the $`1`$-handle $`V^+`$. According to claim 3) applied to a plane just slightly higher than $`P^s`$, $`P^s`$ (and so also a plane $`P^s_{}`$ lying just below $`P^s`$) cuts off a disk $`E^+`$ from $`QW`$ that lies above the plane. Let $`\alpha (P^s_{}T)`$ be an arc parallel in $`P^s_{}W`$ to the arc $`E^+P^s_{}`$, so the union $`\lambda `$ of $`\alpha `$ and the arc $`\gamma =E^+T`$ is a longitude lying above $`P^s_{}`$ (indeed $`\lambda `$ is a meridian of $`W`$). It’s easy to isotope the ends of $`\gamma `$ closer together in $`\alpha `$ until no arc of $`(QT)P^s_{}`$ lying above $`P^s_{}`$ has more than one end on $`\lambda `$. It then follows just as in the proof of Claim 2) that any arc component of $`QT_+`$ intersects a meridian of $`V^+`$ at least as often as it intersects $`\lambda `$ and so has slope $`1`$, a contradiction that completes the proof. ∎

###### Corollary 7.

The $`2`$-complex $`\mathrm{\Gamma }`$ is connected.

###### Proof.

Let $`w`$ be a fixed vertex of $`\mathrm{\Gamma }`$, with associated reducing sphere $`Q`$. Let $`\mathrm{\Gamma }_0`$ be any component of $`\mathrm{\Gamma }`$. Choose a reducing sphere $`P`$ among those represented by vertices in $`\mathrm{\Gamma }_0`$ so that $`PQ`$ is minimized. Unless $`P=Q`$, Proposition 6 provides a reducing sphere $`R`$ which is represented by a vertex in $`\mathrm{\Gamma }_0`$ (indeed one adjacent to the vertex representing $`P`$) but for which $`RQ<PQ`$. From the contradiction we conclude then that indeed $`P=Q`$, so $`w\mathrm{\Gamma }_0`$. ∎

Corollary 7 is essentially \[ST, Proposition 2.6\]. There we used Goeritz’ theorem to prove the proposition; here we have proven the proposition from first principles and now observe that it proves Goeritz’ theorem.

## 4. A finite set of generators

###### Theorem 8.

Suppose $`\delta `$ is any element with the property that $`P\delta (P)=4.`$ Then the group $``$ is generated by $`\alpha ,\beta ,\gamma ,\delta .`$

###### Proof.

Choose any $`h`$ and let $`Q=h(P)`$. If $`Q=P`$ the result follows immediately from Lemma 2. Otherwise, following Corollary 7, there is a sequence of reducing spheres $`P=P_0,P_1,\mathrm{},P_n=Q`$ so that $`P_{i1}P_i=4,i=1,\mathrm{},n`$. The proof will be by induction on the length $`n`$ of this sequence – the case $`n=1`$ follows from Corollary 3. In particular, there is a word $`\omega `$ in the generators $`\alpha ,\beta ,\gamma ,\delta `$ so that $`\omega (P_1)=P`$. Apply $`\omega `$ to every sphere in the shorter sequence $`P_1,\mathrm{},P_n=Q`$ and obtain a sequence $`P=\omega (P_1),\omega (P_2),\mathrm{},\omega (Q)=\omega (h(P))`$. Then by inductive hypothesis, $`\omega h`$ is in the group generated by $`\alpha ,\beta ,\gamma ,\delta `$, hence so is $`h`$. ∎

There are several natural choices for $`\delta `$. For example, if we think of $`V`$ as a ball with two $`1`$-handles attached, the two $`1`$-handles separated by the reducing sphere $`P`$, then a slide of an end of one of the $`1`$-handles over the other around a longitudinal curve will suffice for $`\delta `$. This is the genus two version of Powell’s move $`D_\theta `$ (\[Po, Figure 4\]). Another possibility is to choose an order two element for $`\delta `$, an element that is conjugate in $``$ to $`\gamma `$: note from Figure 2 that $`Q\gamma (Q)=4`$.

A bit more imaginative is the automorphism shown in Figure 10 which is of order three and corresponds to rotating one of the two-simplices of $`\mathrm{\Gamma }`$ around its center. The figure is meant to evoke a more symmetric version of Figure 2: it depicts a thrice punctured sphere with three essential arcs, each pair intersecting in two points. Thicken the figure (i.e. cross with an interval). Then the thrice punctured sphere becomes a genus two handlebody $`V`$ and each arc becomes a disk. Each disk is the intersection with $`V`$ of a reducing sphere, and the three reducing spheres are represented by the corners of a single two-simplex $`\sigma `$ in $`\mathrm{\Gamma }`$. Rotation of the figure by $`2\pi /3`$ along the axis shown cyclically permutes the three arcs, and so cyclically permutes the three reducing spheres. Hence it also rotates the corresponding $`2`$-simplex $`\sigma `$ in $`\mathrm{\Gamma }`$.


text:
# Anisotropy of the incommensurate fluctuations in Sr2RuO4 : a study with polarized neutrons

(, preprint)

## Abstract

The anisotropy of the magnetic incommensurate fluctuations in Sr2RuO4 has been studied by inelastic neutron scattering with polarized neutrons. We find a sizeable enhancement of the out of plane component by a factor of two for intermediate energy transfer which appears to decrease for higher energies. Our results qualitatively confirm calculations of the spin-orbit coupling, but the experimental anisotropy and its energy dependence are weaker than predicted.

The unconventional superconductor Sr2RuO4 has been studied in detail maeno1 ; maeno-rev , but the exact pairing mechanism remains still unclear. Inspired by the ferromagnetic order in the perovskite SrRuO3 a p-wave triplet pairing mediated through ferromagnetic fluctuations was suggested shortly after the discovery of the superconductivity rice-sigrist . In the meanwhile, there is experimental evidence that the order parameter indeed has a triplet character, but the ferromagnetic fluctuations have not yet been detected directlymaeno-rev . The Fermi-surface of Sr2RuO4 has been analyzed precisely maeno-rev ; mazin1 ; mazin2 : it consists of three sheets related to the different t2g-orbitals. States with $`d_{xy}`$-character form a two-dimensional band ($`\gamma `$-band) with a cylindrical Fermi-surface sheet ($`\gamma `$-sheet). The states with $`d_{xz}`$\- or $`d_{yz}`$-character form nearly one-dimensional bands with flat Fermi-surface sheets ($`\alpha `$-sheet and $`\beta `$-sheet). Due to hybridization effects these flat sheets get rounded but, still, there is pronounced nesting, as it has been first calculated in LDA mazin2 .

An inelastic neutron scattering (INS) experiment determines the imaginary part of the generalized susceptibility directly Lovesey ;

$$\frac{d^2\sigma }{d\mathrm{\Omega }d\omega }=\frac{k_f}{k_i}\frac{r_0^2F^2(𝐐)}{\pi (g\mu _B)^2}\underset{\alpha =x,y,z}{}(1\frac{Q_\alpha ^2}{|𝐐|^2})\frac{\chi _{\alpha \alpha }\mathrm{"}(𝐐,\omega )}{1\mathrm{exp}(\mathrm{}\omega /k_BT)}$$
(1)
where ki and kf are the incident and final neutron wave vectors, $`r_0^2`$=0.292 barn, $`F(𝐐)`$ is the magnetic form factor. (The scattering-vector $`𝐐`$ can be split into $`𝐐`$ =$`𝐪`$+$`𝐆`$, where $`𝐪`$ lies in the first Brillouin-zone and $`𝐆`$ is a zone-center. All reciprocal space coordinates $`(Q_x,Q_y,Q_l)`$ are given in reduced lattice units of 2$`\pi `$/a or 2$`\pi `$/c.) The first INS experiment sidis  confirmed the nesting features arising from the one-dimensional bands but was unable to detect any quasi-ferromagnetic signal. The dynamic susceptibility at moderate energies is dominated by the incommensurate fluctuations occurring very close to the calculated position at $`𝐪_𝐢=(0.30,0.30,q_z)`$. Since then, several theoretical approaches explored the possible role of the different bands in the superconducting pairing sato ; kuwabara ; takimoto ; nomura ; kuroki .

From the integration over the Fermi-surface, Mazin and Singh mazin2  conclude that the incommensurate fluctuations favor a d-wave singlet pairing in contrast to the experimental observations. However, such analysis completely neglects the anisotropy of the susceptibility $`\chi \mathrm{"}_{a,b}:=\chi \mathrm{"}_{xx}=\chi \mathrm{"}_{yy}\chi \mathrm{"}_{zz}`$. More recent analyses conclude that the incommensurate fluctuations indeed may lead to triplet pairing provided that there is a strong anisotropy with $`\chi \mathrm{"}_{zz}(𝐪_𝐢)`$ much larger than $`\chi \mathrm{"}_{a,b}(𝐪_𝐢)`$sato ; kuwabara ; kuroki . The question about the anisotropy of the incommensurate fluctuations is hence essential for the superconducting pairing.

Ng and Sigrist analyzed the Lindhard susceptibility taking the spin orbit coupling into account and indeed find an enhancement of the out of plane component close to the incommensurate position $`𝐪_𝐢`$ ng . This anisotropy appears to be rather modest in the bare susceptibility $`\chi ^0(𝐪)`$ but may become essential in the interaction enhanced susceptibility, which in the most simple RPA treatment is given by :

$$\chi _{\alpha \alpha }(𝐪)=\frac{\chi _{\alpha \alpha }^0(𝐪)}{1I(𝐪)\chi _{\alpha \alpha }^0(𝐪)},$$
(2)
where $`\alpha `$ labels the components and $`I(q)`$ is the interaction parameter, which may be anisotropic. Since the enhancement parameter $`S(𝐪)=I(𝐪)\chi ^0(𝐪)`$ is close to one in Sr2RuO4 near $`𝐪_𝐢`$, the enhanced susceptibility $`\chi (𝐪,\omega )`$ is very sensitive to any, even small change in $`\chi ^0`$. For the resulting $`\chi \mathrm{"}(𝐪_𝐢,6\mathrm{m}\mathrm{e}\mathrm{V})`$, Eremin et al. obtain an anisotropy of at least one order of magnitude by full analysis of the spin orbit coupling eremin . On the experimental side, evidence for an anisotropy was found in the NMR $`\frac{1}{T_1T}`$ measurements by Ishida et al. who obtain a factor of three for the $`\frac{\chi \mathrm{"}_{zz}}{\chi \mathrm{"}_{a,b}}`$ ratio at the NMR frequency ishida2001 . Qualitatively the anisotropy is also confirmed in Ti-doped samples, where the incommensurate fluctuations condense to a static spin density wave ordering with the ordered moment being aligned perpendicular to the planes srruti . The direct analysis in Sr2RuO4 can be performed by INS. However, when using unpolarized neutrons the analysis is indirect and requires some knowledge or assumptions about the underlying form factor. Our previous rough estimation with INS pointed to some weak anisotropy braden2002 , whereas the deeper study by Servant et al. servant  concluded that the incommensurate fluctuations would be isotropic. Another INS study with unpolarized neutrons concludes a high anisotropy of about a factor 4 urata .

In this work, we have used polarized neutrons in order to have direct access to the anisotropy of the quasi-antiferromagnetic fluctuations. In addition we have again looked for the existence of quasi-ferromagnetic fluctuations.

Large single crystals of Sr2RuO4 were grown by a floating zone technique; the superconducting transition temperatures of all the samples used were above 1.3 K. Due to their stick like form, ten crystals of less than 30mm length were coaligned yielding a total mass of about 10g. INS experiments were performed on the IN20 triple axis spectrometer with polarization analysis on the monochromator and on the analyser sides as obtained by focusing Heusler crystals. Scans were performed with a final energy of 35 meV where a pyrolithic graphite filter allows efficient suppression of the second order contamination. The polarization ratio, R, was obtained by measuring phonon and Bragg scattering to R$``$ 15. The monochromator and analyzer crystals polarize or analyze the neutron spin perpendicular to the scattering plane. In addition Helmholtz coils were used in order to rotate the polarization of the neutron at the sample to the desired orientation. A neutron spin flipper was put in front of the analyzer crystal. Since there is no incoherent magnetic signal from nuclear spins in Sr2RuO4, the analysis of the spin-flip signal directly gives the distinct components of the generalized susceptibility given by equ. (1). We put the sample in the / orientation and determined the scattering intensities in the three spin-flip channels with the neutron polarization (i) parallel to the scattering vector $`𝐐`$, $`I_{}`$, (ii) perpendicular to $`𝐐`$ and within the $`a,b`$-plane, $`I_{a,b}`$, and (iii) perpendicular to $`𝐐`$ and perpendicular to the planes, $`I_c`$. Since we studied only $`𝐐`$-vectors within the $`a,b`$-plane, these three measured intensities sense the following components of the susceptibilities (neglecting corrections of the order of $`1/R`$) shirane :

$`I_{}`$ $`=`$ $`scale(\chi \mathrm{"}_{a,b}+\chi \mathrm{"}_{zz})+I_{\mathrm{BGR}}`$ (3)
$`I_{a,b}`$ $`=`$ $`scale\chi \mathrm{"}_{zz}+I_{\mathrm{BGR}}`$ (4)
$`I_c`$ $`=`$ $`scale\chi \mathrm{"}_{a,b}+I_{\mathrm{BGR}}`$ (5)
where $`I_{\mathrm{BGR}}`$ is the spin-flip background scattering. In addition, for some cases, we have also determined the non-spin flip scattering to exclude a possible phonon contamination through the non-ideal polarization ratio. Typically, $`I_{}`$ was measured twice as long as the other components and the single contributions were obtained by subtracting the corresponding intensities assuming that $`scale`$ and $`I_{\mathrm{BGR}}`$ are the same in all spin-flip channels.

Fig. 1 a) and b) show the raw scan data across the incommensurate position $`𝐐`$=(0.7,0.3,0) in the non-spin-flip and spin-flip channels respectively, the energy transfer was fixed to 8meV at the temperature of 1.5K. The peak, which is present in the spin-flip channel only, confirms the magnetic character of the incommensurate fluctuation, as it was previously deduced from its $`𝐐`$\- and temperature dependencies sidis ; braden2002 ; servant ; servant1 . In addition there is some weakly $`q`$-dependent scattering in the spin-flip channel. Fig. 1c) presents the data in the single channels (equations (3-5)), and Fig. 1d) the resulting in-plane and out-of plane components of the susceptibility. We find a clear anisotropy in disagreement with a previous analysis servant ; comment . The out-of-plane susceptibility $`\chi \mathrm{"}_{zz}(𝐪_𝐢,8\mathrm{m}\mathrm{e}\mathrm{V})`$ is about twice as large as $`\chi \mathrm{"}_{a,b}(𝐪_𝐢,8meV)`$ when considering the peak height and about 2.5 times as large in the integrated signal. This anisotropy seems to disappear upon heating to 300K, see Fig. 1 e) and f).

The sign and the temperature dependence of the magnetic anisotropy are in qualitative agreement with the calculations, but the experimental anisotropy at 1.5 K is much smaller than the calculation reported in reference eremin  for comparable energy transfer. The experimentally determined anisotropy is, furthermore, slightly smaller than the factor of three obtained from the analysis of the NMR experiments by Ishida et al. ishida2001 . The slight difference should reflect the much lower fluctuation energy sensed by the NMR experiment in respect with the value of 8meV studied here. Eremin et al. indeed calculate a pronounced energy dependence for the anisotropy ratio at low temperature suggesting that only the out-of-plane component is approaching a SDW phase transition. In our previous work we have analyzed the energy dependence of the magnetic response at $`𝐪_𝐢`$ with single relaxor behavior moriya :

$$\chi \mathrm{"}(𝐪_𝐢,\omega )=\chi ^{}(𝐪_𝐢,\omega =0)\frac{\mathrm{\Gamma }\omega }{\omega ^2+\mathrm{\Gamma }^2}$$
(6)
where $`\mathrm{\Gamma }`$ is the characteristic energy and $`\chi ^{}(𝐪_𝐢,0)`$ the amplitude which corresponds to the real part of the generalized susceptibility at $`\omega `$=0 according to the Kramers-Kronig relation. In strength, one would need to allow for two different characteristic energies and amplitudes for the in-plane and out-of-plane spectra which become superposed in the unpolarized experiment. Such analysis, however, cannot be made with the statistics achievable. Fig. 2 shows scans across the incommensurate position for different energies in the spin-flip channel with polarization parallel to $`𝐐`$. The incommensurate scattering can be followed up to 40meV whereas the unpolarized analyzes were restricted to the energy range below 12meV due to contaminations with phonon scattering. Besides the conclusion that the nesting signal extends to higher energies than previously studied, we obtain the anisotropy ratios at higher energies. The incommensurate signal appears to become more isotropic with increasing energy. However, the statistics of these data remains rather poor due to the larger Q-value required for the scattering geometry and due to the limitation of the complete polarization analysis to single points. Fig. 3) resumes all results together with the NMR-anisotropy at low frequency. Taking account of the average between in- and out-of-plane susceptibility determined in the unpolarized INS experiments sidis ; braden2002 , one may describe such energy dependence with $`\mathrm{\Gamma }_{zz}`$8meV, $`\chi _{zz}^{}(𝐪_𝐢,0)220\mu _B^2/eV`$ and $`\mathrm{\Gamma }_{a,b}`$13meV, $`\chi _{a,b}^{}(𝐪_𝐢,\omega =0)140\mu _B^2/eV`$, see the line in Fig. 3. Qualitatively, this behavior agrees with the analysis by Eremin et al., but the experimentally observed differences in $`\mathrm{\Gamma }`$ and $`\chi ^{}(𝐪_𝐢,\omega =0)`$ are much smaller (this disagreement is far beyond the statistical errors).

In the theory of Kuwabara and Ogata kuwabara  the ability of the incommensurate fluctuations to stabilize a triplet pairing is studied quantitatively. Following reference kuwabara  we take $`S(𝐪=\mathrm{𝟎})`$ to 0.8 and use the q-dependence of the interaction I(q) given in mazin2 . With the experimental spin-susceptibility of $`\chi ^{}(\mathrm{𝟎},0)`$=0.9$`10^3`$emu/mol$``$28$`\mu _B^2/\mathrm{ev}`$ maeno-rev  and the absolute values of $`\chi _{zz}^{}(𝐪_𝐢,0)`$ determined above sidis  one obtains the enhancement parameter at the incommensurate $`𝐪`$-value : $`S(𝐪_𝐢)`$=0.97 comment2 . The resulting anisotropy in the enhanced susceptibility – taking equation (2) for the two channels kuwabara  – is then driven only by a small anisotropy in $`\chi ^0`$ : for an anisotropy in the enhanced part of 2.5 one gets $`\frac{\chi _{zz}^0(𝐪_𝐢,0)}{\chi _{a,b}^0(𝐪_𝐢,0)}`$=1.045, whereas triplet pairing is stabilized only for $`\frac{\chi _{zz}^0(𝐪_𝐢,0)}{\chi _{a,b}^0(𝐪_𝐢,0)}>1.14`$ kuwabara . Comparing the ratios in the enhanced parts one finds that for $`S(𝐪_𝐢)`$=0.97 the theory requires an effective anisotropy larger than 5.5 compared to the experimental value of 2.5. The energy dependence of the anisotropy discussed above will even enhance the discrepancy since it reduces the anisotropy in the real part of the susceptibility at zero energy; the rough estimate amounts only to a factor of 1.6, see above. Therefore, the sizeable anisotropy reported here does still not allow to explain triplet superconductivity within the theory of kuwabara ; a more precise theoretical treatment is highly desirable.

Fig. 4 shows the results of a scan across $`𝐐`$=(0.7,0.3,0) in diagonal direction connecting to the two-dimensional zone-center (1,0,0) where scattering related to a ferromagnetic instability should be observable. In agreement with all unpolarized previous studies sidis ; braden2002 ; servant  one may conclude that there is no strong quasi-ferromagnetic scattering for the energy transfer studied, 8 meV. The statistics is not sufficient for complete polarization analysis, but the spin-flip analysis still indicates some broad magnetic scattering around $`𝐐`$=(1,0,0). Correcting for the form-factor, this signal is about a factor of five weaker than that of the peak in the incommensurate signal in rough agreement with the mapping of scattering with unpolarized neutrons braden2002  . Furthermore, nearly the same factor of five can be seen in the scans in Fig. 1b) and d) at k$``$0.1 and at low temperature, and this signal seems to increase with temperature, see Fig. e) and f). Such weakly $`𝐪`$\- and temperature-dependent scattering perfectly agrees with the interpretation of the NMR experiments ishida2001 .

In conclusion INS with polarized neutrons has shown that there is an anisotropy in the dynamic susceptibility at the incommensurate position. The enhancement of the out-of-plane component by a factor of 2-2.5 for an energy transfer of 8meV qualitatively confirms calculations based on spin-orbit coupling. But the anisotropy as well as its temperature dependence is much weaker than the theoretical prediction. Comparing the anisotropy ratio at 8meV with results at higher energy and with the NMR-analysis referring to very low energy, one has to conclude some energy dependence of the anisotropy. Again there is qualitative agreement with theory, but the experimentally observed energy dependence is much smaller. Close to the quantum critical point of the related SDW ordering, the anisotropy, however, should strongly increase or even diverge as an instabiliy is achieved only in the out-of-plane channel. An anisotropic analysis will then be necessary. Similar anisotropic effects should be relevant in many materials approaching a quantum critical point. Besides the well studied incommensurate scattering the polarization analysis gives evidence for additional much weaker scattering with little $`𝐪`$-dependence.

Acknowledgements We thank I. Eremin and P. Pfeuty for discussions. This work was supported by the Deutsche Forschungsgemeinschaft through the Sonderforschungsbereich 608 and by grants from the Ministry of Education, Culture, Sports, Science and Technology of Japan, and from Japan Society for Promotion of Science. * electronic mail : braden@ph2.uni-koeln.de


text:
# Emptiness Formation Probability for the Anisotropic XY Spin Chain in a Magnetic Field

## 1 Introduction

Emptiness Formation Probability (EFP) is a special correlation function which plays an important role in the theory of integrable models . In the case of spin-$`\frac{1}{2}`$ chains at zero temperature it is defined as

$$P(n)\underset{j=1}{\overset{n}{}}\frac{1\sigma _j^z}{2}$$
(1)
where $`\sigma _i^{x,y,z}`$ are Pauli matrices, the integer $`j`$ labels the sites of the 1d lattice, and the average in (1) is performed over the ground state of the Hamiltonian of the spin chain. EFP measures the probability that $`n`$ consecutive spin sites are all found aligned downward in the ground state. The asymptotic behavior of $`P(n)`$ at large $`n`$ is, probably, the most interesting one from the physical point of view, as it is believed that it measures the tendency of the system to a phase separation.

There has been considerable progress in finding this asymptotic behavior in the case of the integrable XXZ spin chain in critical regime . At finite temperature the asymptotic behavior of EFP is exponential  $`P(n)e^{\gamma n}`$, while at zero temperature in critical regime it is Gaussian $`P(n)e^{\alpha n^2}`$. The qualitative argument in favor of a Gaussian decay of EFP at zero temperature was given in Ref.  in the framework of a field theoretical approach. There, it was argued that an optimal fluctuation of the field corresponding to EFP in the critical model will have (very roughly) the form of a round droplet in space-time with area $`n^2`$ and will have an action proportional to $`n^2`$. The asymptotic form of $`P(n)`$ is defined by the action of this optimal configuration and is proportional to $`P(n)e^{\alpha n^2}`$, which explains the Gaussian decay of EFP at zero temperature. Similarly, at finite temperature $`T`$ in the limit $`n1/T`$ the droplet becomes rectangular (one dimension $`n`$ is replaced by the inverse temperature $`1/T`$) and the action cost is proportional to $`n`$, giving $`P(n)e^{\gamma n}`$. This argument is tied to the criticality of the theory. Indeed, for noncritical theory one should not expect the same scaling of time and space dimensions of an optimal configuration. It is, therefore, very interesting to see how the asymptotic behavior of EFP is related to the criticality of a theory.

In this paper we examine the relation between an asymptotic behavior of EFP and criticality using the example of the Anisotropic XY spin-1/2 chain in a transverse magnetic field $`h`$

$$H=\underset{j}{}\left[\left(\frac{1+\gamma }{2}\right)\sigma _j^x\sigma _{j+1}^x+\left(\frac{1\gamma }{2}\right)\sigma _j^y\sigma _{j+1}^y\right]h\underset{j}{}\sigma _j^z$$
(2)
This model has been solved in  in the case of zero magnetic field and in  in the presence of a magnetic field. The phase diagram is depicted in Fig. 1. The phase diagram of the XY model has obvious symmetries $`\gamma \gamma `$ and $`hh`$. However, the latter one is broken by EFP itself. Therefore, we show only the part of the diagram corresponding to $`\gamma 0`$. The phase diagram has both critical and non-critical regimes. The first critical regime – the Isotropic ($`\gamma =0`$) XY model – is labeled $`\mathrm{\Omega }_0`$. There is another critical line $`h=1`$ which is labeled $`\mathrm{\Omega }_+`$ where excitations are gapless (and similarly line $`\mathrm{\Omega }_{}`$ at $`h=1`$). The rest of the phase diagram is non-critical with finite gap for excitations and is divided into domains $`\mathrm{\Sigma }_+`$, $`\mathrm{\Sigma }_0`$, and $`\mathrm{\Sigma }_{}`$ for $`h>1`$, $`1<h<1`$, and $`h<1`$ respectively. Fig. 1 includes the line $`\gamma =1`$ ($`\mathrm{\Gamma }_I`$) corresponding to an Ising model in transverse magnetic field and the line $`\gamma ^2+h^2=1`$ ($`\mathrm{\Gamma }_E`$) on which the wave function of the ground state is factorized into a product of single spin states .

## 2 The Emptiness Formation Probability in the XY Model

It was shown in Refs.  that spin-spin correlation functions in the XY model can be represented as determinants of some Toeplitz matrices so that one can find their asymptotic behavior using known theorems from the theory of Toeplitz matrices. This approach has been applied to EFP for the isotropic ($`\gamma =0`$) XY model in magnetic field in Ref. . In this section we (slightly) generalize the derivation of Ref.  to the case of $`\gamma 0`$ and represent EFP as a determinant of a Toeplitz matrix.

We follow the standard prescription  and reformulate the Hamiltonian (2) in terms of spinless fermions $`\psi _i`$ by means of a Jordan-Wigner transformation:

$`\sigma _j^+`$ $`=`$ $`\psi _j^{}\mathrm{e}^{\mathrm{i}\pi _{k<i}\psi _k^{}\psi _k}=\psi _j^{}{\displaystyle \underset{k<j}{}}\left(2\psi _k^{}\psi _k1\right),`$ (3)
$`\sigma _j^z`$ $`=`$ $`2\psi _j^{}\psi _j1,`$ (4)
where, as usual, $`\sigma ^\pm =(\sigma ^x\pm i\sigma ^y)/2`$. In Fourier components $`\psi _j=_q\psi _q\mathrm{e}^{\mathrm{i}qj}`$ we have:

$$H=\underset{q}{}\left[2\left(\mathrm{cos}qh\right)\psi _q^{}\psi _q+\mathrm{i}\gamma \mathrm{sin}q\psi _q^{}\psi _q^{}\mathrm{i}\gamma \mathrm{sin}q\psi _q\psi _q\right].$$
(5)
The Bogoliubov transformation

$$\chi _q=\mathrm{cos}\frac{\vartheta _q}{2}\psi _q+\mathrm{i}\mathrm{sin}\frac{\vartheta _q}{2}\psi _q^{}$$
(6)
with “rotation angle” $`\vartheta _q`$

$$e^{i\vartheta _q}=\frac{1}{\epsilon _q}(\mathrm{cos}qh+i\gamma \mathrm{sin}q),$$
(7)
brings the Hamiltonian (5) to a diagonal form $`_q\epsilon _q\chi _q^{}\chi _q`$ with the quasiparticle spectrum

$$\epsilon _q=\sqrt{\left(\mathrm{cos}qh\right)^2+\gamma ^2\mathrm{sin}^2q}.$$
(8)
The fermionic correlation functions are also easy to obtain from (5). In the thermodynamic limit they read

$`F_{jk}`$ $``$ $`\mathrm{i}\psi _j\psi _k=\mathrm{i}\psi _j^{}\psi _k^{}={\displaystyle _\pi ^\pi }{\displaystyle \frac{\mathrm{d}q}{2\pi }}{\displaystyle \frac{1}{2}}\mathrm{sin}\vartheta _q\mathrm{e}^{\mathrm{i}q(jk)}`$ (9)
$`G_{jk}`$ $``$ $`\psi _j\psi _k^{}={\displaystyle _\pi ^\pi }{\displaystyle \frac{\mathrm{d}q}{2\pi }}{\displaystyle \frac{1+\mathrm{cos}\vartheta _q}{2}}\mathrm{e}^{\mathrm{i}q(jk)}.`$ (10)
We express EFP as the fermionic correlator

$$P(n)=\underset{j=1}{\overset{n}{}}\psi _j\psi _j^{}.$$
(11)
and using Wick’s theorem on the r.h.s of (11), we obtain

$$P(n)=\mathrm{Pf}(𝐌)\sqrt{det(𝐌)},$$
(12)
where $`\mathrm{Pf}(𝐌)`$ is the Pfaffian of the $`2n\times 2n`$ skew-symmetric matrix $`𝐌`$ of correlation functions

$$𝐌=\left(\begin{array}{cc}\mathrm{i}𝐅& 𝐆\\ 𝐆& \mathrm{i}𝐅\end{array}\right).$$
(13)
Here $`𝐅`$ and $`𝐆`$ are $`n\times n`$ matrices with matrix elements given by $`F_{jk}`$ and $`G_{jk}`$ from (9,10) respectively.

We perform a unitary transformation

$$𝐌^{}=\mathrm{𝐔𝐌𝐔}^{}=\left(\begin{array}{cc}0& 𝐒_𝐧\\ 𝐒_{𝐧}^{}{}_{}{}^{}& 0\end{array}\right),𝐔=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}𝐈& 𝐈\\ 𝐈& 𝐈\end{array}\right),$$
(14)
where $`𝐈`$ is the $`n\times n`$ unit matrix and $`𝐒_𝐧=𝐆+\mathrm{i}𝐅`$ and $`𝐒_{𝐧}^{}{}_{}{}^{}=𝐆\mathrm{i}𝐅`$. This allows us to calculate the determinant of $`𝐌`$ as

$$det(𝐌)=det(𝐌^{})=det(𝐒_𝐧)det(𝐒_{𝐧}^{}{}_{}{}^{})=\left|det(𝐒_𝐧)\right|^2.$$
(15)
The matrix $`𝐒_𝐧`$ is a $`n\times n`$ Toeplitz matrix (its matrix elements depend only on the difference of raw and column indices ). The generating function $`\sigma (q)`$ of a Toeplitz matrix is defined by

$$(𝐒_𝐧)_{jk}=_\pi ^\pi \frac{dq}{2\pi }\sigma (q)\mathrm{e}^{\mathrm{i}q(jk)}$$
(16)
and can be found from (9,10) as

$$\sigma (q)=\frac{1}{2}\left(1+\mathrm{e}^{\mathrm{i}\vartheta _q}\right)=\frac{1}{2}+\frac{\mathrm{cos}qh+i\gamma \mathrm{sin}q}{2\sqrt{(\mathrm{cos}qh)^2+\gamma ^2\mathrm{sin}^2q}}.$$
(17)
Thus, the problem of calculation of EFP

$$P(n)=\left|det(𝐒_𝐧)\right|,$$
(18)
is reduced (exactly) to the calculation of the determinant of the $`n\times n`$ Toeplitz matrix $`𝐒_𝐧`$ defined by the generating function (16,17). The representation (18) is exact and valid for any $`n`$. In our study we are interested in finding an asymptotic behavior at large $`n\mathrm{}`$.

In the following section we apply known theorems on the asymptotic behavior of Toeplitz determinants to extract the corresponding asymptotes of $`P(n)`$ at $`n\mathrm{}`$. The reader who is interested in results can skip the following section and go directly to Sec.4 where we present and discuss our results.

## 3 The results for the asymptotic behavior of EFP

The asymptotic behavior of EFP at $`n\mathrm{}`$ is exactly related to the asymptotic behavior of the determinant of the corresponding Toeplitz matrix (16,17,18) and can be extracted from known theorems and conjectures in the theory of Toeplitz matrices. These types of calculations have been done first in  for spin-spin correlation functions. It is well known that the asymptotic behavior of the determinant of a Toeplitz matrix as the size of the matrix goes to infinity strongly depends upon the zeros of the generating function of the matrix and upon its phase.

In the case when the generating function $`\sigma (q)`$ has only isolated singularities (zeros and phase discontinuities) the most general known result for the asymptotic behavior of a Toeplitz determinant is called generalized Fisher-Hartwig conjecture (gFH) and is due to Basor and Tracy . The result can be written as

$$P(n)\underset{i}{}E_in^{\lambda _i}e^{\beta _in},$$
(19)
where the decay rates $`\beta _i`$, the exponents $`\lambda _i`$, and the coefficients $`E_i`$ are known functionals of $`\sigma (q)`$ . The original Fisher-Hartwig conjecture (FH)  consists of just one term of the sum in (19). We apply gFH to the generating function (17) and extract the asymptotic behavior of $`P(n)`$. All necessary theorems on the asymptotic behavior of Toeplitz determinants can be found in Ref.. For the most recent review of gFH see also Ref..

In some parts of the phase diagram we have to rely on “conjectures”, i.e., results which are not proven yet. Therefore, it is prudent to look for some independent ways of checking those results. We did some numeric calculations on these Toeplitz determinants and the results of these calculations support the analytic results presented below . Also, we used some limiting cases where EFP or an asymptotic behavior of Toeplitz determinant can be obtained in an independent way to confirm our conclusions. E.g., on the line $`\mathrm{\Gamma }_E`$ EFP can be calculated exactly and the asymptotic behavior of the result is the same as the one obtained using FH for the whole region $`\mathrm{\Sigma }_0`$ of the phase diagram.

In the rest of this section we present the results for the asymptotic behavior of $`P(n)`$ in different regions of the phase diagram of the XY model (Fig. 1). In this letter we concentrate on the calculation of $`\lambda `$ and $`\beta (h,\gamma )`$ leaving our findings for the coefficient $`E(h,\gamma )`$ as well as the results of our numeric calculations for a future, more extended publication .

### 3.1 The non-critical theory ($`\mathrm{\Sigma }_\pm `$ and $`\mathrm{\Sigma }_0`$)

#### 3.1.1 The region $`\mathrm{\Sigma }_{}`$

In this region ($`\gamma 0`$,$`h<1`$) the generating function (17) is nonzero for all $`q`$ and the FH conjecture is reduced to a (rigorously proven) Strong Szegö Limit Theorem. It gives

$$P(n)E(h,\gamma )e^{\beta (h,\gamma )n}$$
(20)
with

$`\beta (h,\gamma )`$ $`=`$ $`{\displaystyle _\pi ^\pi }{\displaystyle \frac{\mathrm{d}q}{2\pi }}\mathrm{log}\left|\sigma (q)\right|`$ (21)
$`=`$ $`{\displaystyle _0^\pi }{\displaystyle \frac{\mathrm{d}q}{2\pi }}\mathrm{log}\left[{\displaystyle \frac{1}{2}}\left(1+{\displaystyle \frac{\mathrm{cos}qh}{\sqrt{\left(\mathrm{cos}qh\right)^2+\gamma ^2\mathrm{sin}^2q}}}\right)\right].`$
The integral in (21) is convergent for all $`h`$ and all $`\gamma 0`$ and $`\beta (h,\gamma )`$ is a continuous function of its parameters. In fact, it turns out (see below) that this expression for $`\beta (h,\gamma )`$ describes correctly the decay rate of EFP everywhere in the phase diagram except for $`\gamma =0`$. However, both pre-exponential factors and the mathematical status of the results are quite different in different parts of the phase diagram (see below).

In Figure 2, $`\beta (h,\gamma )`$ is plotted as a function of $`h`$ at several values of $`\gamma `$. One can see that $`\beta (h,\gamma )`$ is continuous but has a weak (logarithmic) singularity at $`h=\pm 1`$. This is obviously one of the effects of the criticality of the model on the asymptotic behavior of EFP.

#### 3.1.2 The region $`\mathrm{\Sigma }_0`$

In $`\mathrm{\Sigma }_0`$ ($`\gamma 0`$,$`1<h<1`$) the generating function $`\sigma (q)`$ vanishes at $`q=\pm \pi `$ and acquires an overall phase of $`\pi `$ as $`q`$ goes from $`\pi `$ to $`\pi `$. The Szegö theorem is not applicable anymore. One has to rely on the FH conjecture (which, in fact is proven for this case – the case of one singularity ) to derive the result, which is identical to (20,21). The expression for the coefficient $`E(h,\gamma )`$ is different from the one in $`\mathrm{\Sigma }_{}`$ but its form is beyond the scope of this paper.

#### 3.1.3 The region $`\mathrm{\Sigma }_+`$

In $`\mathrm{\Sigma }_+`$ ($`\gamma 0`$, $`h>1`$) the generating function $`\sigma (q)`$ vanishes at the points $`q=0`$ and $`q=\pm \pi `$, and its phase has jumps at these points. In this case an application of FH leads to some ambiguity, e.g., one obtains two values for $`\beta (h,\gamma )`$: $`\beta _1=\beta `$ and $`\beta _2=\beta +\pi i`$ with $`\beta `$ from (21). This ambiguity is resolved in the use of the gFH which gives EFP as a sum of two terms so that both values of $`\beta `$ are used.

We obtain

$$P(n)E(h,\gamma )\left[1+(1)^nA(h,\gamma )\right]\mathrm{e}^{n\beta (h,\gamma )}.$$
(22)
Thus, in this region we again have an exponential asymptotic decay of EFP but, the constant prefactor is different for even and odd $`n`$.

#### 3.1.4 The line $`\mathrm{\Gamma }_2`$: an exact calculation

Before proceeding to the analysis of EFP on the critical lines let us check our results (20,21) on the special line111We are grateful to Fabian Essler who suggested us to check our results on this special line and pointed out the reference  to us. in the phase diagram defined by

$$h^2+\gamma ^2=1.$$
(23)
It was shown in Ref. that on this line the ground state is a product of single spin states and is given by

$$|G=\underset{j}{}|\theta ,j=\underset{j}{}\left[\mathrm{cos}\left(\frac{\theta }{2}\right)|,j+(1)^j\mathrm{sin}\left(\frac{\theta }{2}\right)|,j\right],$$
(24)
where $`|,j`$ is an up-spin state at the lattice site $`j`$ etc. One can directly check that the state (24) is an eigenstate of (2) if the value of the parameter $`\theta `$ is

$$\mathrm{cos}^2\theta =\frac{1\gamma }{1+\gamma }$$
(25)
and (23) is satisfied. It is also easy to show  that this state is, in fact, the ground state of (2).

The probability of formation of a ferromagnetic string in the state (24) is obviously

$$P(n)=\mathrm{sin}^{2n}\left(\frac{\theta }{2}\right)=\left(\frac{1}{2}\frac{1}{2}\sqrt{\frac{1\gamma }{1+\gamma }}\right)^n$$
(26)
which is an exact result on the line (23). The value of $`\beta (h,\gamma )`$ which immediately follows from this exact result is

$$\beta (h=\sqrt{1\gamma ^2},\gamma )=\mathrm{log}\left(\frac{1}{2}\frac{1}{2}\sqrt{\frac{1\gamma }{1+\gamma }}\right)$$
(27)
Indeed, one can easily check that the integral in the general formula for the decay rate (21) under the condition (23) gives precisely (27). In fact, the Toeplitz matrix generated by (17) becomes triangular on the line (23) with diagonal matrix element $`(S_n)_{jj}=\mathrm{sin}^2(\theta /2)`$ and the determinant of $`𝐒_𝐧`$ is exactly (26).

### 3.2 The critical line $`\mathrm{\Omega }_0`$ ($`\gamma =0`$)

The case $`\gamma =0`$, corresponding to the Isotropic XY Model, has been extensively studied in Ref.. For $`\gamma =0`$ the generating functions (17) is reduced to the one found in .

For $`h<1`$, the generating function $`\sigma (q)`$ has a limited support: to find the asymptotic behavior of the determinant of the Toeplitz matrix one can apply Widom’s Theorem  and obtain :

$$P(n)2^{\frac{5}{24}}\mathrm{e}^{3\zeta ^{}(1)}(1h)^{\frac{1}{8}}n^{\frac{1}{4}}\left(\frac{1+h}{2}\right)^{\frac{n^2}{2}}$$
(28)
and we see that in this case, EFP decay as a Gaussian with an additional power-law pre-factor.222Notice, that the formula (28) was in fact obtained in  in the context of unitary random matrices (which are known to be equivalent to free fermions).

For $`|h|>1`$, the theory in not critical anymore and the ground state is completely polarized in $`z`$ direction, giving a trivial EFP $`P(n)=0`$ for $`h>1`$ and $`P(n)=1`$ for $`h<1`$.

### 3.3 The critical lines $`\mathrm{\Omega }_\pm `$($`h=\pm 1`$)

#### 3.3.1 The critical line $`\mathrm{\Omega }_+`$($`h=1`$)

For $`h=1`$ the generating function $`\sigma (q)`$ vanishes at $`q=\pm \pi `$ and its phase has jumps at $`q=0,\pi `$. The gFH in this case produces many terms of the form (19). However, in contrast to the $`\mathrm{\Sigma }_+`$ region, all terms are suppressed by power law factors of $`n`$ with respect to the leading one. The leading term has $`\beta `$ from (21) and critical exponent $`\lambda =\frac{1}{16}`$:

$$P(n)E(\gamma )n^{\frac{1}{16}}\mathrm{e}^{n\beta (1,\gamma )}.$$

The next subleading term (faster decay at $`n\mathrm{}`$) is given by

$$E^{}(\gamma )(1)^nn^{\frac{9}{16}}\mathrm{e}^{n\beta (1,\gamma )}.$$

Although inclusion of the latter (subleading) term is somewhat beyond even the generalized FH, we write the sum of these two terms as a conjecture for EFP at $`h=1`$ and obtain

$$P(n)E(\gamma )n^{\frac{1}{16}}\left[1+(1)^nA(\gamma )/n^{\frac{1}{2}}\right]\mathrm{e}^{n\beta (1,\gamma )}.$$
(29)
As this result relies on this unproven conjecture, we present our numeric results for this case in Figure 3. Indeed, we see that the form (29) is in good agreement with numerics. We conclude that at $`h=1`$ EFP decays exponentially at $`n\mathrm{}`$ but with an additional power law pre-factor and a damped oscillatory component.

Remark. It is curious to notice that $`1/16`$ and $`9/16`$ remind of the scaling dimensions of spins $`\sigma ^x`$ and $`\sigma ^y`$.333See Ref. where it was shown that power laws are $`1/4`$ and $`9/4`$ for $`\sigma ^x`$ and $`\sigma ^y`$ correlators respectively. It looks as if EFP operator (1) among other things has inserted square roots of spins at the ends of the string.

#### 3.3.2 The critical line $`\mathrm{\Omega }_{}`$($`h=1`$)

For $`h=1`$ the generating function $`\sigma (q)`$ does not vanish but has a phase discontinuity at $`q=\pm \pi `$. We apply FH to obtain

$$P(n)E(\gamma )n^{\frac{1}{16}}\mathrm{e}^{n\beta (1,\gamma )}.$$
(30)
and stretching gFH the same way as we did for $`h=+1`$ we include a subleading term

$$P(n)E(\gamma )n^{\frac{1}{16}}\left[1+A(\gamma )/n^{\frac{1}{2}}\right]\mathrm{e}^{n\beta (1,\gamma )}.$$
(31)
This form is also in good agreement with our numeric results.

## 4 Discussion and Conclusions

An asymptotic behavior of Emptiness Formation Probability $`P(n)`$ as $`n\mathrm{}`$ for the Anisotropic XY model in a transverse magnetic field as a function of the anisotropy $`\gamma `$ and the magnetic field $`h`$ has been studied. We summarize our results in Table 1. All these results are new except for the isotropic case $`\mathrm{\Omega }_0`$ ($`\gamma =0`$) which was studied in Ref..

Our main motivation was to study the relation between the criticality of the theory and the asymptotics of EFP. Let us look at the results on the critical lines $`\mathrm{\Omega }_0`$ and $`\mathrm{\Omega }_\pm `$. The Gaussian behavior on $`\mathrm{\Omega }_0`$ is in accord with the qualitative argument of Ref.. However, on $`\mathrm{\Omega }_\pm `$ the decay of EFP is exponential instead of Gaussian, and apparently contradicts the qualitative picture of Ref. (which is reproduced in the introduction to this paper for the sake of completeness). The reason for this disagreement is that at $`h=\pm 1`$ the model is critical for the quasiparticles $`\chi `$ defined in (6). However, we are interested in EFP for the “original” Jordan-Wigner fermions $`\psi `$, and this correlator has clearly a different expression in terms of $`\chi `$ than the simple one (11) which holds at $`\gamma =0`$. From the technical point of view, the difference is that in the qualitative argument in favor of a Gaussian decay of EFP for critical systems there is an implicit assumption that the density of fermions (or magnetization) is related in a local way to the field responsible for critical degrees of freedom (free boson field $`\varphi `$). This assumption is not valid on the lines $`h=\pm 1`$. Although the theory is critical on those lines and can be described by some free field $`\varphi `$, the relation between the magnetization and this field is highly nonlocal and one can not apply the simple argument of  to the XY model at $`h=\pm 1`$.

Although EFP at the critical magnetic field does not show a Gaussian behavior, there is an important difference between the asymptotic behavior of EFP on and off the critical lines. Namely, a power-law pre-factor appears on all critical lines. For the XY model it is universal (constant on a given critical line) and takes values $`\lambda =1/4`$ for $`\gamma =0`$  and $`\lambda =1/16`$ on the lines $`h=\pm 1`$. It would be interesting to understand which operators determine these particular values of “scaling dimensions” of EFP (see the remark at the end of section 3.3.1).

In some parts of the phase diagram we used the so-called generalized Fisher-Hartwig conjecture  which is not proven yet. However, our numeric calculations support our analytical results, see, e.g., Figure 3. We note that to the best of our knowledge this is the first physically motivated example where the original Fisher-Hartwig conjecture fails and its extended version is necessary. We also suggested that the gFH could be used to find the subleading corrections to the asymptotic behavior, as we did for $`h=\pm 1`$ in (29,31). From the physical point of view, the oscillations of EFP that we obtain for $`h1`$ from the gFH are related to a spontaneous $`Z_2`$ symmetry breaking which occurs at $`h=1`$.

In conclusion, we notice that it is straightforward to generalize our results for nonzero temperature. The only modification is that at $`T0`$ the thermal correlation functions must be used instead of (9,10). Then, the generating function (17) is non-singular everywhere and we have an exponential decay of $`P(n)`$ in the whole phase diagram according to the standard Szegö Theorem.

## 5 Acknowledgments

We greatly benefited from multiple discussions with F. Essler, V.E. Korepin, and B. McCoy. AGA would like to acknowledge the financial support from Alfred P. Sloan foundation.