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# Anatomy of a Bounce

## I Introduction

In recent years, there has been dramatic progress in our understanding of cosmology. Nonetheless, many questions remain unanswered and this will, in all likelihood, continue to be the case until a fundamental theory of quantum gravity can be realized. (For some relevant discussion, see .) For instance, the very early stages of the universe, where transplanckian effects must certainly be accounted for, can not yet properly be addressed.

One of the more notorious issues of the transplanckian universe is that, from at least a classical perspective, a big bang/crunch type of singularity seems to be an inevitable feature of most cosmological models. It is often hoped that some (yet unknown) effects of quantum gravity can smooth out this singular behavior. An alternative means of circumvention is the notion of a universe that smoothly “bounces” (rather than collapsing) at some finite value of the cosmological scale factor. Recent directions along this line have often employed a brane-world setting : colliding branes can be used to effectively describe the so-called cyclic theories (e.g., ), and a bouncing brane world can be induced by, for instance, a suitably compactified string-theory background , more than one large extra dimension  and an electrostatic charge in the bulk . (For a more generic discussion on bounce cosmologies and earlier references, see .)

In spite of the obvious virtues of a bounce cosmology, there is (at least) one significant concern that must be addressed in such scenarios. Namely, bounce cosmologies are generally not possible unless the null energy condition (which, given causality, requires non-negative energy densities ) has somewhere been violated .***We say “generally” because this need not be the case for a universe with closed spacelike slices. Hence, the pertinent question becomes whether such a violation should necessarily be regarded as a catastrophic event. On one hand, violations of the null condition are known to be commonplace at the quantum level and can even occur in purely classical circumstances . On the other hand, it is pretty much accepted that there must be some modest limit to the degree of violation (e.g., ), although it is often quite difficult to express this limit in quantitative terms.

In view of the above discussion, an important issue becomes the discrimination of exotic cosmologies (i.e., cosmologies containing negative-energy matter). That is to say, we require, ideally speaking, some means of testing the validity of an exotic spacetime, without resorting to the rather dubious energy conditions of general relativity . Notably, the holographic paradigm  can serve (and has served) nicely in the proposed manner . To briefly elaborate, the holographic principle provides a natural bound on the amount of information and, hence, entropy that can be stored in a given region of spacetime (When this “holographic limit” is saturated, a black hole can be expected to form.) It stands to reason that any cosmology that leads to a holographic violation (either directly by exceeding an upper bound on the entropy or indirectly by contradicting a manifestation of the principle) can not be viewed as a realistic one.

Although the holographic principle is, in a sense, conceptually quite simple, its application in a given context can often be far from straightforward. This has especially been the case in cosmological situations, where there has been considerable debate as to how the principle should best be utilized  (also,  and references therein). Such matters are further complicated for exotic cosmologies, as it is clear (intuitively speaking) that all entropy bounds will inevitably be threatened by negative-enough energies. A formulation of the principle that is especially well-suited for generic (including exotic!) cosmological scenarios is the causal entropy bound . We will elaborate on the logistics of this bound at an appropriate juncture in the paper.

Not long ago, the current author used the causal entropy bound to test the holographic viability of a certain class of exotic cosmologies . More specifically, brane-world cosmologies (a la Randall and Sundrum ) such that a four-dimensional brane moves through the five-dimensional anti-de Sitter background of a static and charged (“Reissner-Nordstrom-like”) black hole.For other studies on brane cosmologies with a charged black hole bulk, see . The effective cosmology of the brane (which is regarded as “our universe”) can be shown to translate into a Friedmann-Robertson-Walker (FRW) universe with holographically induced matter.This matter is “holographic” in the sense that it is essentially a projection of the bulk geometry onto the lower-dimensional brane. This notion of holography should not be confused with the holographic principle per se. Along with a vacuum energy, this induced matter includes both radiation and exotic stiff matter; with the latter being directly related to the bulk charge and responsible for the occurrence of a non-singular bounce. It was ultimately shown that such cosmologies are indeed holographically viable (i.e., satisfy the casual entropy bound at the bounce§§§The bounce hypersurface - that is, the spacelike surface for which the cosmological scale factor reaches its minimal size - is precisely where such a cosmology would be most susceptible to a holographic violation. This point will be clarified later in the paper.) provided that the bulk charge satisfies a lower bound. This is, perhaps, a counter-intuitive outcome but can be attributed to the exotic energy density (as calculated at the bounce) going as an inverse power of the charge.

In the prior work of note , the brane was, for the sake of simplicity, regarded as being empty modulo the holographically induced matter. The current paper will, however, extend considerations to the more realistic case of a brane that also contains an intrinsic matter source; presumably, the contributions from the standard model. This may seem, at first glance, to be a somewhat trivial extension. Nevertheless, it is well known (see, e.g., ) that such an inclusion leads to an unorthodox energy-density-squared term in the brane-world cosmological equation. As an immediate consequence of this “addition”, there is now a distinct possibility that the brane universe no longer bounces. (Note that a bounce is an inevitable feature of the empty-brane version, as long as the bulk charge is non-vanishing .) In fact, it has been recently shown that, for a radiation-dominated brane universe (which is also the interest of the current paper), the bounce can only occur if the bulk charge satisfies a finite lower bound . We will eventually be able to show that this particular bound has a clear holographic interpretation.

Before proceeding, we should point out that a recent paper  (also see ) has also considered this same brane-world model when it contains standard-model (radiation-dominated) matter. Nonetheless, much of the emphasis has been, up to now, on the phenomenological viability, whereas the current treatment stresses the holographic implications. For further discussion on holography in the context of brane worlds, see .

The rest of the paper is organized as follows. The next section discusses the forementioned brane-world cosmologies, with special attention paid to the solution near the bounce (which is the most interesting region from a holographic perspective). In Section III, after a brief explanation of the causal entropy bound, we consider the implications of this holographic bound on the cosmologies of interest. The final section contains a summary.

## II Brane-World Cosmologies with Radiative Matter

As in our prior related work , the model of interest is a certain class of brane-world cosmologies for which a non-singular bounce is known to occur . However, unlike in the preceding study, we will now incorporate the effects of intrinsic brane matter; that is, a “non-holographic” source that lives strictly on the brane (i.e., standard-model matter). This inclusion is, of course, necessary for a physically realistic treatment of the problem. It should, however, be kept in mind that the presence of intrinsic brane matter can potentially jeopardize the existence of the bounce.

To be precise, let us consider the scenario of a 3+1-dimensional brane (possibly but not necessarily curvedEmpirical evidence suggests that our universe and, hence, the brane should be positively curved . Nonetheless, the distinction between a flat and “de Sitter” brane is inconsequential to the regime of current interest; namely, near the bounce.) moving in an (otherwise static) 4+1-dimensional anti-de Sitter bulk spacetime. Without loss of generality, the geometry of this bulk can be described by an anti-de Sitter black hole with a constant-curvature horizon and an electrostatic charge . (Such black holes may be regarded as Reissner-Nordstrom-like but having an arbitrary horizon topology .) It is, in particular, the presence of a non-vanishing charge that can induce the desirable feature of a non-singular bounce. We will therefore assume, for the duration, that a charge is always presentEven if such a black hole is classically neutral, there are compelling reasons to believe that quantum fluctuations would still induce an effective charge of significant magnitude . and, consequently, a bounce will generally occur (and will always occur if the brane is empty).

Further commentary on these bouncing brane cosmologies can be found in . Typically, after a suitable tuning of the (effective) brane cosmological constant, one obtains a universe that, far from the bounce, tends asymptotically toward de Sitter space. However, as our current interest is near the bounce, such details, although important in their own right, are not of relevance to the current analysis.

As is well documented, this type of moving-brane scenario leads to an effective cosmology that resembles a FRW universe . (Keep in mind that an observer on the brane perceives the motion through the bulk as either a cosmological expansion or contraction.) In general terms, it is the nature of the bulk solution that determines what types of matter will be holographically induced on the brane world. Furthermore, the current analysis will, as alluded to above, also allow for matter that lives strictly on the brane.

We will now briefly outline the steps that lead up to the cosmological equation of motion. More rigorous discussions can be found in (e.g.)  and references therein.

It is, first of all, necessary to explicitly formalize the bulk solution; in this case, a five-dimensional anti-de Sitter spacetime with a Reissner-Nordstrom-like geometry. That is,

$$ds_5^2=f(r)d\tau ^2+\frac{1}{f(r)}dr^2+r^2d\mathrm{\Omega }_{k,3}^2,$$
(1)
where

$$f(r)=\frac{r^2}{L^2}+k\frac{\omega M}{r^2}+\frac{3\omega ^2Q^2}{16r^4},$$
(2)
$$\omega \frac{16\pi G_5}{3𝒱_3},$$
(3)
and where the following definitions have been employed: $`L`$ is the curvature radius of the anti-de Sitter bulk, $`G_5`$ is the five-dimensional Newton constant (which will be related to the usual four-dimensional constant, $`G_4`$, later on\**\**\**Note that, here and throughout, all fundamental constants, besides $`G_4`$ and $`G_5`$, are set equal to unity.) and $`𝒱_3`$ is the dimensionless volume element associated with $`d\mathrm{\Omega }_{k,3}^2`$ (a three-dimensional spacelike hypersurface of constant curvature). Also in evidence are three constants of integration, $`k`$, $`M`$ and $`Q`$, which have the following interpretations: (i) $`k`$ is a discrete parameter that describes the horizon topology, whereby $`k=`$ +1, 0 and -1 for a spherical, flat and hyperbolic geometry (respectively), (ii) $`M`$ is the conserved mass of the bulk black hole and, for our purposes, can be regarded as a strictly positive quantity (however, see ), (iii) $`Q`$ is the electrostatic charge of the black hole, which - assuming the existence of a pair of positive and real horizons (i.e., assuming cosmic censorship) - must be bounded in accordance with $`Q^2<4M^2/3`$. For this reason, we will usually work with the following dimensionless measure of charge:

$$ϵ^23Q^2/4M^2<1.$$
(4)
The next topic, on the agenda, is the dynamical behavior of the brane world. After some suitable identifications, it can be shown that the induced metric on the brane takes on a FRW form,

$$ds_4^2=dt^2+a^2(t)d\mathrm{\Omega }_{k,3}^2,$$
(5)
where $`t`$ is the physical time as measured by a brane observer and $`ar(t)`$ is the cosmological scale factor. Note that a dot will always denote a differentiation with respect to $`t`$.

After further manipulations, the corresponding Friedmann-like equation of motion is found to be as follows:

$$H^2=\frac{1}{L^2}\frac{k}{a^2}+\frac{\omega M}{a^4}\frac{\omega ^2M^2ϵ^2}{4a^6}+\left(\frac{8\pi G_5}{3}\right)^2\rho _{br}^2,$$
(6)
where $`H\dot{a}/a`$ is the Hubble parameter (constant to some) and $`\rho _{br}`$ is the total energy density of any matter living on the brane, including the contribution from the brane tension. (Note that $`\rho _{br}`$ enters the equation of motion by application of the well-known Israel junction conditions ).

It is convenient to make a clear distinction between the vacuum-energy contribution from the tension and the “conventional” matter sources on the brane. Hence, let us write $`\rho _{br}=\rho _0+\rho _m`$, where $`\rho _0`$ is the vacuum energy density and $`\rho _m`$ is the remainder. It follows that the cosmological equation (6) can be recast in the following manner:

$$H^2=\frac{\mathrm{\Lambda }_4}{3}\frac{k}{a^2}+\frac{8\pi G_4}{3}\rho _m+\frac{\omega M}{a^4}\frac{\omega ^2M^2ϵ^2}{4a^6}+\frac{4\pi G_4}{3\rho _0}\rho _m^2,$$
(7)
where we have identified an effective cosmological constant on the brane,

$$\mathrm{\Lambda }_43\left[\left(\frac{8\pi G_5}{3}\right)^2\rho _0^2\frac{1}{L^2}\right],$$
(8)
and used standard expectations to relate the bulk and brane-world gravitational constants,

$$\frac{8\pi G_4}{3}2\left(\frac{8\pi G_5}{3}\right)^2\rho _0.$$
(9)
Note that, for the very special case of a flat or critical brane, one must finely tune $`\mathrm{\Lambda }_4`$ to be a vanishing quantity. Otherwise, in general, one obtains a non-critical brane.

Remarkably, Eq.(7) is, up to three extra terms, just the standard (four-dimensional) Friedmann equation for arbitrary matter and curvature.††††††Note that this brane universe can be open, closed or flat (respectively, $`k=1`$, +1 or 0) depending on the horizon topology of the bulk solution. Meanwhile, the three extra terms include a holographic radiative-matter contribution (the $`a^4`$ term), a holographic stiff-matter source (the $`a^6`$ term) and a quadratic energy-density term. The quadratic term, although quite unorthodox, happens to be a typical feature of many brane-world cosmologies . Let us also take note of the negative-energy stiff matter. It is this exotic source - which is a direct manifestation of the bulk charge - that can create a significant enough repulsive force (when the universe is small) so that a singular collapse may be avoided.

Let us now, for the sake of definiteness, specialize to brane matter that is dominated by radiation; hence, $`\rho _ma^4`$. The reason for this choice is twofold. Firstly, from a phenomenological standpoint, the early stages of the observable universe are certainly radiation dominated; suggesting that radiation should similarly be the dominant form in a near-bounce regime. Secondly, in view of our holographic interest, radiation is clearly the most entropic form of conventional matter and, therefore, would provide the sternest test for any proposed entropy bound.

With the above in mind, let us adopt the notation

$$\rho _m=\rho _r=\frac{\widehat{\rho }_r}{a^4}$$
(10)
and then appropriately re-express the cosmological equation (7) as follows:

$$H^2=\frac{\mathrm{\Lambda }_4}{3}\frac{k}{a^2}+\left[\frac{8\pi G_4}{3}\widehat{\rho }_r+\omega M\right]\frac{1}{a^4}\frac{\omega ^2M^2ϵ^2}{4a^6}+\frac{4\pi G_4}{3\rho _0}\frac{\widehat{\rho }_r^2}{a^8}.$$
(11)
In this form, one can clearly see that the problematic terms from a phenomenological viewpoint - namely, the exotic stiff matter ($`a^6`$) and the unorthodox quadratic term ($`a^8`$) - will rapidly dilute with the expansion of the brane universe. Hence, this brane-world model remains quite plausible in spite of the conspicuous deviations from the standard picture.

An analytic solution for the above equation is not generally obtainable. Nonetheless, our current interest is in the near-bounce solution, which is indeed extractable by way of some appropriate simplifications. More specifically, since the scale factor attains its minimal value at the bounce, we can safely disregard the constant vacuum ($`\mathrm{\Lambda }_4/3`$) and “near-constant” curvature ($`k/a^2`$) terms relative to the other contributors. After defining

$$A\frac{8\pi G_4}{3}\left[\widehat{\rho }_r+\frac{3}{8\pi G_4}\omega M\right],$$
(12)
$$B\frac{\omega ^2M^2ϵ^2}{4}$$
(13)
and

$$C\frac{4\pi G_4}{3\rho _0}\widehat{\rho }_r^2$$
(14)
(all of which are manifestly positive), we are then left with a comparatively simple expression,

$$H^2=\frac{A}{a^4}\frac{B}{a^6}+\frac{C}{a^8}.$$
(15)
With the assumption that a bounce does indeed take place (that is, $`H`$ vanishes for some finite value of $`a`$), the above equation is readily solvable, as recently demonstrated in . Following the cited paper, we first introduce a pair of new variables, $`xa^2`$ and $`dta^2d\eta `$, and then inspect the resultant form,

$$\frac{1}{4}\left(x^{}\right)^2=Ax^2Bx+C$$
(16)
(with a prime indicating a differentiation with respect to $`\eta `$). The solution is then expressible as

$$a^2=x=\frac{B}{2A}+\sqrt{\mathrm{\Delta }}\mathrm{cosh}\left[2\sqrt{A}\eta \right]$$
(17)
and

$$t=\frac{B}{2A}\eta +\sqrt{\frac{\mathrm{\Delta }}{4A}}\mathrm{sinh}\left[2\sqrt{A}\eta \right],$$
(18)
with

$$\mathrm{\Delta }\left(\frac{B}{2A}\right)^2\frac{C}{A}>0.$$
(19)
Here, the (implied) integration constants have been conveniently fixed so that $`t`$ and $`\eta `$ both vanish at the bounce; that is, when $`a^2=a_{min}^2\frac{B}{2A}+\sqrt{\mathrm{\Delta }}`$.

The inequality in the above equation (19) is precisely what we obtained by constraining $`H`$ to vanish at finite $`a`$. This important condition can also be expressed as a lower bound on the charge ($`ϵ^2Q^2`$),

$$\left(\frac{\omega Mϵ}{2}\right)^4>2\alpha \frac{\widehat{\rho }_r^3}{\rho _0}\left(\frac{8\pi G_4}{3}\right)^2,$$
(20)
where,

$$\alpha 1+\frac{3\omega M}{8\pi G_4\widehat{\rho }_r}.$$
(21)
Note that constraints from nucleosynthesis  naturally limit the energy density of holographic radiation such that, at the very most, $`\omega M/G_4𝒪[\rho _r]`$; and so $`\alpha `$ can safely be regarded as a constant of the order unity.

It should be emphasized that the above constraint (20), along with the upper bound $`ϵ^2<1`$ (cf, Eq.(4)), severely restricts the allowed range of values for the bulk charge. This is somewhat different than the case of an empty (modulo induced matter) brane, in which there is, a priori, only an upper bound on the charge. That is, for an empty brane, a bounce will be obtained for any non-vanishing value of the charge, regardless of how small . (Note that the difference between the two scenarios can be attributed to the presence, or lack thereof, of a positive term in the Friedmann equation that goes as $`a^8`$.) It is, however, interesting that, even for an empty brane, holographic considerations still imply the necessity for a finite lower bound on the charge . In the next section, we will find out what the holographic principle can tell us about the current (intrinsic matter) case.

## III Causal Entropy Bound at the Bounce

In this section, we will test the holographic viability of our bounce cosmologies by way of the causal entropy bound . Firstly, a brief explanation of this holographic bound is in order. (For a more detailed account as relevant to the present context, see .)

The causal entropy bound can best be viewed as a covariant generalization of its predecessor, the Hubble entropy bound  (also, ). The Hubble bound, itself, follows from a pair of intuitive notions: (i) the entropy is maximized, in a given region of space, by filling up the volume with maximal-sized black holes and (ii) in a cosmological background, the maximal size that can be achieved by a stable black hole is, roughly, dictated by the Hubble horizon (i.e., $`R_SH^1`$, where $`R_S`$ is the maximal Schwarzschild radius).

Given the above considerations and the black hole area law , the following bound can be deduced on the entropy, $`S`$, contained in a region of volume $`V`$:

$$S<\frac{V}{H^3}\times \frac{H^2}{G_4}=\frac{VH}{G_4},$$
(22)
where a four-dimensional spacetime has been assumed and numerical factors of the order unity have been ignored.

The premise of the causal entropy bound is to replace the Hubble horizon with a “causal connection scale”, $`R_{CC}`$, that can be interpreted as the length scale above which spacetime perturbations are causally disconnected. (Presumably, a black hole could not maintain its stability over any greater distance than this.) Although a highly technical process (see  for the gory details), the scale $`R_{CC}`$ can, as it so happens, be expressed in an explicitly covariant form. For our purposes, however, it is sufficient to consider the expression as appropriate for a spacelike slice of a FRW spacetime :

$$R_{CC}^2=\mathrm{Max}[\dot{H}+2H^2+\frac{k}{a^2},\dot{H}+\frac{k}{a^2}].$$
(23)
It is reassuring that, for a slowly evolving and flat spacetime, one obtains the intuitive expectation, $`R_{CC}H^1`$.

For future reference, the causal entropy bound (in four dimensions) takes on the form

$$S<S_{CB}\beta \frac{VR_{CC}^1}{G_4},$$
(24)
where $`\beta `$ is a “fudge factor” of the order unity (reflecting any neglected constants and the inherent ambiguity in bounds of this nature). There is significant evidence that $`S_{CB}`$ does, indeed, serve as a true holographic bound for physical spacetimes. (See  for an elaboration.) Moreover, the formulation of the causal bound does not assume, a priori, any of the energy conditions of general relativity.‡‡‡‡‡‡For an elaboration on the energy conditions in a brane-world context, see . In this sense, the causal bound can play a particularly useful role in the holographic discrimination of exotic cosmologies.

As advertised, we will now proceed to test, via the above entropy bound (24), the exotic bounce cosmologies of Section II. Let us first point out that the causal bound is known to persist, automatically, for any spacetime that contains only non-exotic, causal matter at non-Planckian temperatures . Now consider that, for our bounce cosmologies in particular, both the exotic stiff matter and the (presumably acausal) quadratic-density term are rapidly diluted by the spacetime expansion. Hence, for current purposes, it will be sufficient to focus on the spacelike surface that describes the bounce ($`t=\eta =0`$).

As an initial step, let us calculate $`R_{CC}`$ by way of Eq.(23). Since $`H=0`$ at the bounce and the curvature term can be neglected, we have

$$R_{CC}^2=|\dot{H}|\mathrm{at}t=\eta =0.$$
(25)
We can calculate $`\dot{H}`$ by differentiating Eq.(15). Also employing Eq.(17) for $`a^2`$ and Eq.(19) for $`\mathrm{\Delta }`$, we obtain

$$R_{CC}^2=\frac{A}{a^4}\left|1\frac{C}{Aa^4}\right|\mathrm{at}t=\eta =0.$$
(26)
It will prove to be convenient if the scale factor is re-expressed in terms of the “total” energy density of radiation,

$$\rho _R\frac{1}{a^4}\left[\widehat{\rho }_r+\frac{3}{8\pi G_4}\omega M\right],$$
(27)
from which it follows that (cf, Eqs.(12,21))

$$\rho _R=\frac{\alpha }{a^4}\widehat{\rho }_r=\frac{3}{8\pi G_4}\frac{A}{a^4},$$
(28)
and so,

$$R_{CC}^2=\frac{8\pi G_4}{3}\rho _R\left[1\frac{1}{2\alpha ^2}\frac{\rho _R}{\rho _0}\right]\mathrm{at}t=\eta =0,$$
(29)
where we have also applied Eq.(14).

Next, we will evaluate the entropy contained in this spacelike bounce surface. As the entropy of radiation can be expected to dominate over any other type of matter, it should be sufficient to consider the contribution from just the radiative sources. To further simplify matters, let us assume that the effective number of particle species is roughly the same for both the standard-model and holographic forms of radiation. (As can be seen in the subsequent analysis, any discrepancy of $`10^4`$ or smaller is inconsequential up to factors of the order unity.) In this way, we can define both a total entropy, $`S_R`$, and entropy density, $`s_R`$, and be able to relate these to $`\rho _R`$ (27) in a straightforward manner.

It is helpful, at this stage, to recall the Stephan-Boltzmann thermodynamic relations for radiative matter (in thermal equilibrium at temperature $`T`$):

$$s_R=\frac{S_R}{V}=𝒩T^3,$$
(30)
$$\rho _R=𝒩T^4,$$
(31)
where the missing numerical factors (obviously of the order unity) have been absorbed into the effective number of particle species, $`𝒩`$. Eliminating $`T`$ from this pair of equations, we find that

$$S_R=V𝒩^{1/4}\rho _R^{3/4}.$$
(32)
Substituting the above outcome into the left-hand side of Eq.(24) and our prior result for $`R_{CC}`$ (29) into the right-hand side, we are able to establish the following inequality (up to overall factors of the order unity\**\**\**Here, we are assuming that $`𝒩`$ is not significantly greater than $`10^4`$, which would seem to be a reasonable enough constraint. This number also agrees, coincidentally, with an upper limit that ensures the stability of a Minkowski vacuum .)

$$G_4\sqrt{\rho _R}<\left|1\frac{1}{2\alpha ^2}\frac{\rho _R}{\rho _0}\right|\mathrm{at}t=\eta =0.$$
(33)
Hence, we have obtained, by virtue of the holographic principle, an upper bound on the energy density of radiation at the bounce. What may not be immediately clear is the existence of a lower bound as well. To elaborate, if we regard the unscaled charge ($`Q^2`$) as a fixed quantity, then $`M`$ (and, hence, the total radiation density via Eq.(27)) must remain sufficiently large to ensure that the dimensionless charge ($`ϵ^2`$) is always less than unity; cf, Eq.(4). Moreover, phenomenologically speaking, any lower bound on $`M`$ will translate directly into a lower bound on $`\rho _r`$ (i.e., the energy density of standard-model radiation); inasmuch as nucleosynthesis considerations must limit the relative contribution of the holographic radiation . (Alternatively, $`\rho _R=\alpha \rho _r`$, where compliance with observations suggests that $`\alpha 𝒪[1]`$.) Putting this altogether, we see that holographic considerations help to significantly constrain the allowable values of $`\rho _r`$.

To get a better feel for the derived bound (33), it is instructive to consider the “natural” limiting case, $`\rho _R/\rho _0<<1`$. (That is to say, it is quite natural to take, at the very least, $`\rho _R/\rho _0<1`$; as this ensures that the quadratic energy-density term is subdominant to the linear term at the time of nucleosynthesis .) In this limit, the situation essentially simplifies to the one studied in our prior paper  (except that the model in  contained purely holographic radiation) and one can show that

$$ϵ^2>\frac{G_4^2\left[\alpha \widehat{\rho }_r\right]^{3/2}}{\omega ^2M^2}>\left[\alpha \widehat{\rho }_r\right]^{1/2}.$$
(34)
(As usual, up to numerical factors and also note that the second inequality assumes the induced radiation to be the subdominant source.) Which is to say, the upper bound on the energy density of radiation can also be interpreted as a lower bound on the bulk charge. Interestingly, a lower bound on the charge is also necessitated by the existence of a bounce; cf, Eq.(20).

The deep implications of the holographic principle on these brane worlds can be further illuminated in the following way. First of all, let us rewrite our prior inequality (33) in terms of the parameters $`A`$ and $`C`$ (12,14):

$$G_4A<\left[\frac{a^4AC}{a^2A}\right]^2\mathrm{at}t=\eta =0,$$
(35)
where we have also utilized Eq.(28) for $`\rho _R`$, and note that, although overall numerical factors have been neglected, the expression inside the square brackets is exact.

Next, we can apply the relation for $`a^2`$ at the bounce (cf, Eq.(17)) to obtain (up to overall factors)

$$G_4A<\frac{1}{A^2}\left[\frac{\left(\frac{B}{2}\right)^2+AB\sqrt{\mathrm{\Delta }}+A^2\mathrm{\Delta }AC}{B+2A\sqrt{\mathrm{\Delta }}}\right]^2.$$
(36)
Finally, the definition of $`\mathrm{\Delta }`$ (19) (and some simplification) can be employed to yield a remarkably concise form,

$$G_4A<\mathrm{\Delta }.$$
(37)
Since $`A`$ is a manifestly positive quantity, one has, as an immediate consequence of the holographic paradigm, that $`\mathrm{\Delta }`$ must be strictly positive. However, this is just the constraint (19) that we previously assumed so as to ensure that a bounce does indeed take place. That is to say, when a brane is moving in the background of a charged black hole, then compliance with the causal entropy bound is a sufficient prerequisite for the existence of a bounce.

## IV Conclusion

To summarize, we have been considering the implications of holography on a certain class of brane-world models; more specifically, a four-dimensional brane world moving in the five-dimensional anti-de Sitter background of a charged black hole. Such models are of significant interest because they allow for the possibility of a non-singular bounce (as opposed to a big bang/crunch), although at the expense of (holographically induced) exotic matter.

In a previous related paper , such cosmologies were studied, from a holographic perspective, for the very special case of a brane that is void of any intrinsic matter sources. Meanwhile, in the current treatment, we took a step in the direction of realism and generalized considerations to a brane that does indeed contain standard-model matter. In particular, radiative matter was incorporated, as this form complies with empirical expectations (for the small-scale universe) and provides the most challenging test for any holographic bound.

For the purposes of testing holographic viability, we called upon the so-called causal entropy bound . Significantly, this holographic bound does not assume, a priori, any of the usual energy conditions, and so is particularly well suited for the discrimination of exotic cosmologies. Ultimately, we found that the causal bound implies a lower limit on the (bulk) black hole charge or, equivalently, an upper limit on the energy density of the radiative matter (including both standard-model and holographically induced contributions). Moreover, we have demonstrated that compliance with the causal bound is a sufficient condition for a brane universe to avoid a singular collapse.

Finally, it is interesting to recall our earlier related study  in light of these new findings. Even when the brane is void of intrinsic matter, the causal bound implies a finite lower limit on the magnitude of the bulk charge. However, somewhat paradoxically, a bounce is always realized in this (empty-brane) class of models. That is to say, the “motivation” for a lower bound on the bulk charge seems to be missing in the empty-brane scenario. It may be of interest to see if similar patterns of behavior show up in other types of bounce cosmologies.

## V Acknowledgments

The author would like to thank V.P. Frolov for helpful conversations and R. Bousso for constructively criticizing the original version of the paper.


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# Fractal fronts in fractal fractures: large and small-scale structure

## Abstract

The evolution and spatial structure of displacement fronts in fractures with self-affine rough walls are studied by numerical simulations. The fractures are open and the two faces are identical but shifted along their mean plane, either parallel or perpendicular to the flow. An initially flat front advected by the flow is progressively distorted into a self-affine front with Hurst exponent equal to that of the fracture walls. The lower cutoff of the self-affine regime depends on the aperture and lateral shift, while the upper cutoff grows linearly with the width of the front.

dispersion, fractures, crack, self-affine

Fractures are ubiquitous in the Earth’s upper crust and in many materials of engineering interest, and their size varies over a broad range of length scales, from several meters in the case of faults down to the sub-micron scale of micro-cracks. The geometry of the fracture obviously influences any transport process within it, and in particular the hydraulic properties of rock fractures, crucial in such applications as hydrocarbon recovery, subsurface hydrology, and earthquake prediction. In these situations, transport generally involves flow through entire networks of fractures, and often through a porous matrix as well, but frequently the flow is dominated by channeling through particular fractures msb84 ; hl96 , and therefore there is considerable interest in fully understanding flow through an individual fracture.
A key feature characterizing the pore space geometry of fractured materials is the experimental observation that the roughness of fracture surfaces is statistically described as a self-affine fractal structure over an appreciable range of length scales book-feder88 ; book-mandelbrot82 . This observation holds for both man-made mpp84 ; blp90 ; khw93  and natural fractures brown85 ; psj92 , and for a broad variety of materials and length scales. We consider rock fracture surfaces without overhangs, whose height can be described through a single valued function $`z(x,y)`$, where $`(x,y)`$ are Cartesian coordinates in the mean plane of the surface. Self-affinity means that the surface remains statistically invariant under the scale transformation $`z(\lambda x,\lambda y)=\lambda ^\zeta z(x,y)`$, where the Hurst exponent $`\zeta `$ characterizes the roughness of the surface, in that the fluctuation of the surface heights over a length $`L`$ is given by $`\sigma _z(L)=\mathrm{}\left(L/\mathrm{}\right)^\zeta `$. Here $`\mathrm{}`$ is the topothesy, defined as the horizontal distance over which fluctuations in height have a rms slope of one psj92 . Experimental values of $`\zeta `$ are found to be close to $`0.8`$, for most of the materials considered and independent of the fracture mode mpp84 ; blp90 ; khw93 ; brown85 ; psj92 , with the exception of materials displaying intergranular fractures, such as some sandstone rocks, for which it has been found to be close to $`0.5`$ bah98 . The same exponent $`\zeta `$ describes the scaling behavior of the two-point height correlation function, and therefore, one expects the fractal geometry of the surfaces to induce spatially correlated velocity fluctuations.
A particularly sensitive measurement of the correlated character of the velocity fluctuations is the shape of an advected front of tracer particles, because each particle position is an integral over the velocity field along its path. Recent displacement experiments have found a striking approximate correlation between tracer motion and surface geometry – the shape of the front was found to be self-affine, with an exponent close to the Hurst exponent $`\zeta =0.8`$ of the fracture wall ahr01 . The objective of this paper is to establish this connection in quantitative detail, and determine its range of validity and further implications, using Lattice-Boltzmann (LB) numerical simulations long\_paper . We consider the motion of passive tracers in single fractures, which are modeled as the opening between two perfectly matching self-affine rough surfaces. We assume that there is no contact between the two fracture surfaces, and that the walls are chemically inert, completely rigid, and non-porous. As in the experiments motivating this work, we focus on the case of small Reynolds numbers for which inertia effects can be neglected, and Péclet number sufficiently high to ignore molecular diffusion.

A self-affine surface is first generated numerically, using a Fourier synthesis method dk02 , and the fracture pore space is the region between one such surface and a suitably shifted replica. First, the two surfaces are separated by a fixed distance $`h`$, in the direction normal to the mean plane of the fracture, and then a lateral shift of the upper surface is introduced. The effects of the latter lateral shift, meant to reflect subsurface motion during or subsequent to fracture, are an important practical issue. The maximum allowed shift corresponds to the occurrence of the first contact point between the two surfaces, so that the fracture is open over its full area. Two orthogonal shift directions along the mean plane of the fracture are considered; $`dy`$, in the direction of the mean flow, and $`dx`$, perpendicular to it. The free space between the two surfaces is occupied by a cubic lattice of fixed lattice spacing, with $`1024\times 1024\times 20`$ sites, which is large enough to accurately capture the three-dimensionality of the velocity field dk02 .

In order to generate numerically fractures that are comparable to those used in the experiments, we need to match the two relevant length scales, the topothesy and the mean aperture, as well as the Hurst exponent. Thus, the mean aperture is set to $`1\mathrm{mm}`$, corresponding to a fracture size $`L=51.2\mathrm{mm}`$ ($`\delta =0.05\mathrm{mm}`$), equal to one fourth of the fracture used in ahr01 . In order to have the same surface roughness, the amplitude of average fluctuations in surface height over a length of $`1\mathrm{mm}`$ is set to $`0.25\mathrm{mm}`$. Two different values of the Hurst exponent $`\zeta `$ are used here: $`0.8`$ and $`0.5`$. The first value corresponds to the measured Hurst exponent of the material used in ahr01 , and the second one is typical of fractured materials with intergranular effects. Considerable height variations occur over a distance comparable to the aperture, $`\sigma _z(h)=0.25\mathrm{mm}`$ and, therefore, the lubrication approximation, which assumes a Poiseuille velocity profile across the aperture, fails to describe the flow field inside the fractures mta95 . Therefore, the three-dimensional flow field in the pore space of the fractures is calculated, for different values of the lateral shift, using a LB method qhl92 . Periodic boundary conditions are used in the $`x`$ and $`y`$ directions, including the inflow and outflow, and the Reynolds number is small ($`0.2`$).

In the displacement experiments presented in Ref. ahr01 , a steady radial flow of a clear fluid is first established in a transparent fracture model, cast in epoxy from natural granite. The same fluid, with a small concentration of a dye, is then injected and the spreading front of the dye is recorded. Several mechanisms contribute to the dispersion of tracer particles, among them molecular diffusion and Taylor dispersion. However, the most relevant process that drives the spreading within fractures is the velocity fluctuations induced by the surface roughness ahr01 . This mechanism, known as geometric or macro-dispersion, is linear in the velocity, and therefore leads to an external front that is independent of the flow rate for a fixed injected volume. The front is thus essentially determined by the two dimensional geometrical disorder of the velocity field in the mean fracture plane. Comparisons between experimental and numerical dispersion results can thus be achieved by considering the spreading of tracer particles moving in the flow field resulting from averaging the three dimensional velocities over the gap of the fracture.

Initially in the computations, a tracer particle is located at each of the $`1024`$ lattice sites corresponding to the injection side of the fracture. Each particle then propagates in the gap averaged velocity field and the velocity fluctuations due to the effective aperture variation will distort the initially flat front. Figure 1 shows typical invasion fronts obtained after the tracer traverses roughly $`80\%`$ of the system. An obvious qualitative feature is that the front is rougher when the relative shift of the fracture surfaces is normal to the mean flow. Quantitatively, these small-scale features vary significantly with both the Hurst exponent and the shift direction, and in particular, the front contains more small scale details when the fracture wall roughness is decreased. The basic numerical properties of these fronts are entirely consistent with their visual appearance, as shown in Table 1. We will show presently that these fronts are in fact fractals, over a range of length scales. In addition, in Fig. 2, we show that there is a remarkable anisotropy in the average propagation velocity of the front, in that a relative shift perpendicular to the mean flow has a negligible effect, whereas a shift along the flow produces a systematic decrease in the permeability. Qualitatively, this behavior may be understood from the observation that transverse shifts simply replace one preferred flow channel with another of comparable hydraulic resistance while longitudinal shifts tend to block the flow, but the systematic variation, or lack of it, seen here is quite surprising dk02 .

The experimental results presented in ahr01  were analyzed for their fractal dimension $`D`$ using the average mass method book-feder88 , in which a constant density of tracer is assumed for the invasion front and the average number of tracer particles, $`M(r)`$, located at a distance less than $`r`$ from a random origin on the contour is computed. For a fractal front, a power law relationship $`M(r)r^D`$ is expected, where $`D`$ is the fractal dimension ranging between $`1`$ and $`2`$, and if the front is furthermore assumed to be self-affine, one would identify $`\zeta _f=2D`$. The result found there was $`\zeta _f=0.74\pm 0.03`$, close to the Hurst exponent of the fractures, $`\zeta =0.8`$. If we apply the same analyzis to the numerical results here, we obtain long\_paper  $`\zeta _f=0.82\pm 0.01`$ when $`\zeta =0.8`$ and $`\zeta _f=0.5\pm 0.15`$ for $`\zeta =0.5`$, for length scales between certain upper and lower cutoffs. The lower cutoff is of the order the mean aperture, and independent of the direction and magnitude of the lateral shift, as were the dimensions $`\zeta _f`$ themselves. However, the upper cutoff is shift-dependent, and difficult to interpret. An additional and severe shortcoming of this procedure is that it does not directly test self-affinity.

A more appropriate method for self-affine structures is the average wavelet coefficient (AWC) analysis simonsen98 , where a one dimensional front $`y(x)`$ is transformed into the wavelet domain as

$$W_{[y]}(a,b)=\frac{1}{\sqrt{a}}\psi _{a,b}^{}(x)y(x)𝑑x,$$
(1)
where $`\psi _{a,b}(x)`$ is obtained from the analyzing wavelet $`\psi `$, in our case a Daubechies wavelet Daubechies , via rescaling and translation, $`\psi _{a,b}(x)=\psi ((xb)/a)`$. The AWC measures the average “energy” present in the front at a given scale, defined as the arithmetic average of $`|W_{[y]}(a,b)|^2`$ over all possible locations $`b`$, and for a statistically self-affine profile with exponent $`\zeta _f`$, it scales as $`|W_{[y]}(a,b)|^2_ba^{2\zeta _f+1}`$. Typical results of applying the AWC method to the numerical fronts shown in Fig. 1 are given in Fig. 3, and we see a robust scaling behavior, depending only on the roughness exponent of the fracture surfaces and independent of the relative shift and the invasion time. We find $`\zeta _f=0.82\pm 0.1`$ for surfaces with roughness $`\zeta =0.8`$ and $`\zeta _f=0.5\pm 0.15`$ for surfaces with $`\zeta =0.5`$, consistent with the values found using the average-mass method. These results are in good agreement with previous experimental studies of tracer dispersion ahr01  and with a theoretical analysis based on a perturbative approach rph98 .

As usual, one sees scaling behavior only between certain cutoff length scales. The origin of the upper cutoff can be understood by considering the “energy” as a function of $`a\delta /\sigma `$, where $`\sigma `$ is the width of the front. In Fig. 4, data for the case $`\zeta =0.8`$ and $`dx=0.4`$ are plotted at different times, showing that the upper cutoff for scaling behavior is proportional to the width of the front. The width itself grows roughly linearly as a function of time, or equivalently with the mean distance traversed by the front, as seen in the inset of Fig. 4, so the upper limit of self-affine behavior increases with time. To understand the lower cutoff, it is instructive to compare fronts at the same mean traversed distance for different values of the shift. In Fig. 5 we display data for the $`\zeta =0.8`$ fracture with different values of lateral shift, at the same transit time; the lower cutoff is seen to increase with increasing shift. The connection between scaling breakdown and shift can be elucidated by simply examining the front shapes in these four cases, as shown in the inset to Fig. 5. An increasing shift tends to produce stagnant low-velocity regions where the front halts, and these regions destroy the self-similarity. The AWC method is particularly well-suited to address the lower cutoff issue, because the stagnant tails of the front contribute to the wavelet “energy” strongly at low values of $`a`$. In the average-mass method, in contrast, they contribute predominantly at large $`r`$ whereas the lower cutoff is on the order of the mean aperture, independent of the surface exponent and any lateral shift ahr01 ; long\_paper .

There is a an obvious intuitive appeal to the idea that a fractal geometry will somehow impose itself on a suitably flexible object propagating through it. In this paper we have used numerical simulations to expand upon the experimental observation that a (high Péclet number) displacement front in a self-affine fracture behaves in this way. We have presented compelling evidence that self-affine fronts indeed appear in this situation, for a wide range of parameters, and have further determined the relevant range of length scales for scaling behavior. This work raises a number of further intriguing questions, including (1) The behavior of higher moments of the front geometry; (2) The interplay between the self-affine character and the strong anisotropic behavior in radial injection flows; (3) The effects of finite Péclet numbers, which would presumably alter the scaling cutoffs lengths, on hydrodynamic dispersion. We hope to address these and other questions in future work.

We have benefited from discussions with S. Roux. HA and JPH are supported by the CNRS and ANDRA through the GdR FORPRO (contribution No. $`2003/12A`$). This work was partly supported by the ECODEV and PNRH CNRS programs. GD and JK are supported by the Geosciences Program of the Office of Basic Energy Sciences, US Department of Energy. Computer resources were provided by the National Energy Research Scientific Computing Center. This work was facilitated by a CNRS-NSF Collaborative Research Grant.


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# Information transfer through a one-atom micromaser

## Abstract

We consider a realistic model for the one-atom micromaser consisting of a cavity maintained in a steady state by the streaming of two-level Rydberg atoms passing one at a time through it. We show that it is possible to monitor the robust entanglement generated between two successive experimental atoms passing through the cavity by the control decoherence parameters. We calculate the entanglement of formation of the joint two-atom state as a function of the micromaser pump parameter. We find that this is in direct correspondence with the difference of the Shannon entropy of the cavity photons before and after the passage of the atoms for a reasonable range of dissipation parameters. It is thus possible to demonstrate information transfer between the cavity and the atoms through this set-up.

The generation of quantum entanglement in atomic systems is being vigorously pursued in recent years. The primary motivation for this upsurge of interest is to test the applicability of the ongoing conceptual developments in quantum information theory and through them the implementation of current quantum communication and computation protocolsnielsen . Several schemes have been proposed recently to engineer the entanglement of twocabrillo  or more atomsduan ; solano . Many of these proposals are for generating entanglement in a probabilistic manner. Since a large number of these proposals rely on the trapping or slow passage of cold atoms through optical cavitiesraimond , the efficient control of cavity leakage and atomic dissipation is a major concerntregenna . The value of the atom-cavity coupling $`g`$ is very close to the values of photonic and atomic decay rates $`\kappa `$ and $`\mathrm{\Gamma }`$, respectively, in the parameter ranges operated by optical cavities. Thus decoherence effects are significant even in the time $`O(1/g)`$ needed for perceptible entanglement.

The micromaser, described below, is appreciated as a practical device for processing quantum information. The formation of atom-photon entanglement and the subsequent generation of correlations between spatially separated atoms has been shown using the micromaser. The nonlocal correlations developed in this fashion between two or more atoms can be used to test the violation of Bell-type inequalitieshagley ; majumdar ; masiak ; englert . Since for Rydberg atoms tuned with microwave frequencies, $`\kappa g`$, and $`\mathrm{\Gamma }`$ is negligible, decoherence does not crucially affect the individual single atom dynamics. However, dissipation does build up over the passage of a number of atoms through the micromaser, and is revealed in the photonic statistics of the steady-state cavity field, as was discussed in Ref. majumdar . The entanglement between a pair of atoms pumped at the same time through a micromaser has been analysed in Ref. masiak . It is rather difficult to practically realize such a set-up though. The genuine one-atom micromaser, on the other hand, can be operated over a reasonably large region of parameter space, and is thus a feasible devicerempe  for generating entanglement between two or more atoms. Recently, Englert et alenglert  have shown using a non-separability criterion, the generation of entanglement between two atoms that pass through a one-atom micromaser one after the other, in immediate succession.

In this Letter we propose a scheme to measure the entanglement generated between two successive atoms that stream through a real one-atom micromaser in such a manner that their flights through the cavity do not overlap. There is always a time gap between one atom leaving the cavity and the next atom entering the cavity. We show that successive atoms that emerge out of the cavity are entangled. This scheme does not require the spatial overlap between the two atoms at any stage. In the theory for the micromaser used by us majumdar ; nayak , the interaction of the cavity with its reservoir is taken into account at all times. We indeed compute the effect of photon leakage on the entanglement measure. Such a model was earlier used by us to show the violation of a Bell-type inequality between two spatially non-overlapping atoms correlated via atom-photon interactions. This strongly suggests entanglement of the successive atoms that pass through the cavity. The generation of nonlocal correlations between the two atomic states emerging from the cavity can in general be understood using the Horodecki theoremhorodecki .

Since the joint state of the two atoms emanating from the cavity is not a pure state, we quantify the entanglement using the well known measure appropriate for mixed states, i.e., the entanglement of formationhill . Information is transferred from the cavity to the atoms in order to build up entanglement. The amount of information transferred is expected to depend on the available information content of the cavity. The variance of the photon number distribution of the cavity is an indicator of the information content of the cavity field, and we compute the variance over a range of atom-photon interaction times. The total information inside the cavity is however measured by its Shannon entropyshannon  which has contributions from higher moments of the photon statistics as well. We therefore calculate the Shannon entropy of the photon distribution function in the cavity before and after the passage of the two atoms. The difference in the Shannon entropy is seen to be in remarkable correspondence with the entanglement of formation of the atoms up to a reasonably long atom-photon interaction time. We can thus claim that this scheme provides a concrete quantitative example of information transfer between the microwave cavity and the two atoms in a realistic set-up.

We begin with a description of the experimental scenario. A two-level atom initially in its upper excited state $`|e`$ traverses a high-Q single mode cavity. The cavity is in a steady state built up by the passage of a large number of atoms, but only one at a time, with a fixed pump parameter and atom-photon interaction time, and is tuned to a single mode resonant with the transition $`|e|g`$. The emerging single-atom wavefunction is a superposition of the upper $`|e`$ and lower $`|g`$ state and it leaves an imprint on the photonic wavefunction in the cavity. During this process, cavity leakage takes place, and is taken into account. Next, a second experimental atom, prepared also in state $`|e`$, encounters the cavity photons whose state has been now modified by the passage of the first atom. This atom too emerges in a superposition with either of the above two outcomes possible. Although there is no direct interaction between the atoms, correlations develop between their states mediated by the cavity photonshagley ; majumdar . The effects of dissipation on these correlations can be computedmajumdar . After emanating from the cavity, each of the atoms encounters a $`\pi /2`$ pulse through an electromagnetic field whose phase may be varied for different atoms. The effect of the $`\pi /2`$ pulse is to transform the state $`\frac{1}{\sqrt{2}}(|e+|g)`$ to $`|g`$ and the other one to $`|e`$. These resultant states may now be detected, and the corresponding outcomes used to signify the states emanating from the cavity.

The micromaser model has been described in details in Refs majumdar ; nayak . Here we merely outline its essential features. The cavity is pumped to its steady state by a Poissonian stream of atoms passing through it one at a time, with the time of flight through the cavity $`t`$ being same for every atom. The dynamics of these individual flights are governed by the evolution equation with three kinds of interactions given by

$$\dot{\rho }=\dot{\rho }|_{atomreservoir}+\dot{\rho }|_{fieldreservoir}+\dot{\rho }|_{atomfield}$$
(1)
where the strength of the three couplings are given by the parameters $`\mathrm{\Gamma }`$, (the atomic dissipation constant) $`\kappa `$ (the cavity leakage constant) and $`g`$ (the atom-field interaction constant, or $`gt`$ the Rabi angle) and the individual expressions provided in Refs majumdar ; nayak . Obviously, $`\mathrm{\Gamma }=0=g`$ describes the dynamics of the cavity when there is no atom inside it. The finite temperature of the cavity is represented by the average thermal photons $`n_{\mathrm{th}}`$, obtained from B-E statistics. The density matrix of the steady state cavity field $`\rho _f^{(ss)}`$ can be obtained by solving the above equation and tracing over the reservoir and atomic variables. The photon distribution function is then given by

$$P_n^{(ss)}=n|\rho _f^{(ss)}|n$$
(2)
in the photon number ($`n`$) representation, the expression for which in this model of the micromaser has been derived in Ref. nayak .

The joint state of the two experimental atoms emanating successively from the cavity is not separable, and is represented by a mixed density operator $`\rho _a`$ which is obtained by tracing over the field variables. $`\rho _a`$ can be written as

$$\rho _a=\left(\begin{array}{ccccc}\alpha _1& 0& 0& 0& \\ 0& \alpha _3& \alpha _4\mathrm{e}^{i\theta }& 0& \\ 0& \alpha _4\mathrm{e}^{i\theta }& \alpha _2& 0& \\ 0& 0& 0& \alpha _5& \end{array}\right)$$
(3)
where $`\theta `$ is the phase difference between the two atoms introduced by the $`\pi /2`$ pulses, and the matrix elements are given by

$`\alpha _1=\mathrm{Tr}_\mathrm{f}\left(𝒜𝒜\rho _f^{(ss)}𝒜^{}𝒜^{}\right),`$ (4)
$`\alpha _2=\mathrm{Tr}_\mathrm{f}\left(𝒜𝒟\rho _f^{(ss)}𝒟^{}𝒜^{}\right),`$ (5)
$`\alpha _3=\mathrm{Tr}_\mathrm{f}\left(𝒟𝒜\rho _f^{(ss)}𝒜^{}𝒟^{}\right),`$ (6)
$`\alpha _4=\mathrm{Tr}_\mathrm{f}\left(𝒟𝒜\rho _f^{(ss)}𝒟^{}𝒜^{}\right),`$ (7)
$`\alpha _5=\mathrm{Tr}_\mathrm{f}\left(𝒟𝒟\rho _f^{(ss)}𝒟^{}𝒟^{}\right)`$ (8)
The field operators $`𝒜`$ and $`𝒟`$ are defined as

$`𝒜=\mathrm{cos}(gt\sqrt{a^{}a+1})`$ (9)
$`𝒟=ia^{}{\displaystyle \frac{\mathrm{sin}(gt\sqrt{a^{}a+1})}{\sqrt{a^{}a+1}}}`$ (10)
where $`a`$($`a^{}`$) is the usual photon annihilation (creation) operator.

The entanglement of formation $`E_F`$ of the two-atom system can be expressed as hill

$`E_F(\rho _a)`$ $`=`$ $`h\left({\displaystyle \frac{1}{2}}[1+\sqrt{1C(\rho _a)^2}]\right),`$ (11a)
$`h(x)`$ $``$ $`x\mathrm{log}_2x(1x)\mathrm{log}_2(1x),`$ (11b)
where $`C(\rho _a)`$, the concurrence of the state $`\rho _a`$, is defined as
$`C(\rho _a)\mathrm{max}\{0,\sqrt{\lambda _1}\sqrt{\lambda _2}\sqrt{\lambda _3}\sqrt{\lambda _4}\},`$ (11c)
in which $`\lambda _1,\mathrm{},\lambda _4`$ are the eigenvalues of the matrix $`\rho _a(\sigma _y\sigma _y)\rho _a^{}(\sigma _y\sigma _y)`$ in decreasing order and $`\sigma _y`$ is the Pauli spin matrix. $`E_F(\rho _a)`$, $`C(\rho _a)`$, and the tangle $`\tau (\rho _a)C(\rho _a)^2`$ are equivalent measures of entanglement, inasmuch as they are monotonic functions of one another.

For the state $`\rho _a`$ in Eq. (3), the four eigenvalues of the matrix $`\rho _a(\sigma _y\sigma _y)\rho _a^{}(\sigma _y\sigma _y)`$ are given by $`(\alpha _4+\sqrt{\alpha _2\alpha _3})^2`$, $`(\alpha _4\sqrt{\alpha _2\alpha _3})^2`$, $`\alpha _1\alpha _5`$, and $`\alpha _1\alpha _5`$ respectively. We compute numerically the values of $`E_F(\rho _a)`$ for a range of micromaser parameters. In Fig.1 we plot the Entanglement of formation $`E_F`$ of the two-atom state versus the dimensionless cavity dissipation parameter $`\kappa /g`$. The values of the other parameters, i.e., $`N`$ (the micromaser pump rate denoting the number of atoms that pass through the cavity in a photon lifetime to maintain its steady state), $`gt`$ (the Rabi angle), $`n_{th}`$ (the number density of thermal photons) are displayed in the figure caption. It is clearly seen that cavity dissipation leads to the loss of information transfer to the joint state of the two atom system. It may be further noted that the interaction times in the Curves II-IV correspond to the so-called “trapped states” conditionsrajagop . In such a situation, it is expected that the cavity field would evolve to a Fock state or a set of discrete states satisfying the condition $`\mathrm{s}in(gt\sqrt{n_i+1})=0`$. Naturally, the correlation between different field states $`|n_i>`$ is not significant, and further deteriorates with increasing cavity leakage. This is reflected in Curves II-IV where the fall of entanglement is much faster than that in the situation where $`gt`$ does not satisfy “trapped state” conditions (Curve I). Note that the nonvanishing values of $`E_F`$ in Curves II-IV suggest that the field does not evolve to an exact Fock state of the photon fieldnayak .

The steady-state photon statistics of the cavity fieldmajumdar ; nayak  depending on the cavity parameters are reflected in the entanglement properties of the emerging atoms. As an illustration of this we compute the variance of the photon number distribution $`v=\sqrt{[<n^2><n>^2]/<n>}`$ as function of the pump parameter $`D=gt\sqrt{N}`$. The entanglement of formation $`E_F`$ and the photon number variance $`(v/10)`$ are both plotted versus $`D`$ in Fig.2. The peaks in $`v`$ are related to the thresholds of micromaser operation (these chracteristics of the micromaser are discussed in details in Refs.rempe ; nayak ), and correspond to increased uncertainty or information content in the photon distribution function. It is hence not surprising that maximum information transfer to the atoms takes place around these parameter values as signified by the peaks of $`E_F`$. The functional relation of $`E_F`$ with $`D`$ is reminiscent of the behaviour of the Bell sum majumdar  in the same model. It can be shown using the Horodecki theoremhorodecki  that a Bell-type inequality will be violated in this set-up if and only if $`(\rho _a)>1`$ where $`(\rho _a)`$ is defined as the sum of the two largest eigenvalues of the $`3\times 3`$ matrix $`T^{}T`$ with the elements $`T_{ij}=\mathrm{Tr}(\rho _a\sigma _i\sigma _j)`$. Here the three eigenvalues of the matrix $`T^{}T`$ are given by $`(2\alpha _4)^2`$, $`(2\alpha _4)^2`$, and $`(\alpha _1\alpha _2\alpha _3+\alpha _5)^2`$ respectively. It is possible to confirm numerically that violation of a Bell-type inequality will occur for a range of parameter values.

The role of photon statistics on information transfer is further revealed by the computation of the Shannon entropy which for the steady-state cavity is defined as

$$S(\rho _f^{(ss)})=\underset{n=1}{\overset{\mathrm{}}{}}P_n^{(ss)}\mathrm{log}P_n^{(ss)}$$
(12)
using the expression for the steady-state photon number distribution given in Refs majumdar ; nayak , with the normalysation $`_nP_n=1`$. It is straightforward to derive the expression for the density operator of the cavity field after passage of the two experimental atomsmajumdar . We denote this cavity state as $`\rho _f^{(2)}`$, given by

$`\rho _f^{(2)}=𝒜𝒜\rho _f^{(ss)}𝒜^{}𝒜^{}+𝒟𝒟\rho _f^{(ss)}𝒟^{}𝒟^{}`$
$`+𝒜𝒟\rho _f^{(ss)}𝒟^{}𝒜^{}+𝒟𝒜\rho _f^{(ss)}𝒜^{}𝒟^{}`$ (13)
and then compute its Shannon entropy

$$S(\rho _f^{(2)})=\underset{n=1}{\overset{\mathrm{}}{}}P_n^{(2)}\mathrm{log}P_n^{(2)}$$
(14)
as well, through the corresponding photon number distribution $`P_n^{(2)}=n|\rho _f^{(2)}|n`$.

We observe that the streaming atoms leave an imprint on the the photon distribution function, as reflected by its reduced Shannon entropy. In Fig.2 we also plot the variation of $`S(\rho _f^{(2)})S(\rho _f^{(ss)})`$ (the difference of the cavity entropy before and after the passage of the atoms) versus the parameter $`D`$. The difference of the cavity entropy before and after the passage of the atoms is transported towards constructing the atomic entanglement. A striking feature of our results is the remarkable functional correspondence between the difference $`S(\rho _f^{(2)})S(\rho _f^{(ss)})`$ and the entanglement of formation $`E_F(\rho _a)`$ for the atoms up to a sufficiently long atom-photon interaction time $`t`$. The theory of the micromaser that we are usingmajumdar ; nayak  takes into account dissipation during the atom-photon interaction time, as well as during the much longer time interval between the passage of the successive atoms. Dissipation builds up with the passage of a number of atoms through the cavity affecting the steady-state statisticsmajumdar ; nayak . For short atom-photon interaction times before dissipative effects can creep in, the atomic entanglement exhibits peaks reflective of the characteristic micromaser thresholds. Corresponding peaks are observed in the difference of Shannon entropies characterizing the maximas of information loss from the cavity around these parameter values. For longer interaction times (corresponding to $`D30`$ in Fig.2) dissipative effects result in the saturation of the value of $`v`$ (around $`1`$) and also of $`E_F`$. In contrast, the difference of the Shannon entropies continues to grow signifying greater loss of information from the cavity to the environment. The role of dissipative effects on hindering information transfer from the cavity to the atoms is clearly evident for these parameter values.

To summarize, we have considered a realistic model for the one-atom micromaser which is feasible to operate experimentally. In this device, correlations between two separate atoms build up via atom-photon interactions inside the cavity, even though no single atom interacts directly with another. The state-of-art of the devicerempe  does not allow dissipative effects to reduce drastically the entanglement generated between a successive pair of atoms for an accessible range of parameters. Their effects nonetheless, are felt via the photon statistics of the cavity, on the transport of information from it, more of which is lost to the environment for longer interaction times. If our analysis were to be extended to include the quantification of the entanglement generated between three or more successive atoms, which is an interesting possibility within the present framework, then cavity photon loss is expected to directly bear upon such multipartite atomic entanglement. For Rydberg atoms undergoing microwave transitions, the atomic damping constant $`\mathrm{\Gamma }=0`$. However, in the one-atom laser operated at optical frequencies, a finite $`\mathrm{\Gamma }`$ will further diminish the degree of entanglement. Thus, the generation of entangled bipartite atoms using their Rydberg energy levels and a microwave cavity seems to be more feasible compared to an optical cavity of the one atom laser.

We have seen that it is possible to demonstrate the transfer of information through the micromaser set-up. The initial joint state of two successive atoms that enter the cavity is unentangled. Interactions mediated by the cavity photon field results in the final two-atom state being of a mixed entangled type. The information content of the final two-atom state characterised by its entanglement of formation emanates from the loss of information of the cavity field quantified by the reduction of Shannon entropy. Dissipation results in a part of the Shannon entropy, or information content of the cavity to be lost to the environment. Alternatively, the final entangled state of the two atoms could be viewed as arising through the interaction of two separate atoms with the common, but suitably tailored “environment”, the role of which is played by the cavity field. In this respect, the physics of entanglement generation in the micromaser is a special case of ‘environment induced entanglement’braun . Our approach enables the study of the relationship between a priori abstract information theoretic measures for systems in different Hilbert spaces describing the atomic states and cavity photons respectively. Further studies on dynamics of information transfer need to be undertaken in the contexts of different micromaser models. One particular model is that of the driven micromasersolano  which due to its solvable nature seems to be a promising candidate for investigation of details such as channel capacity of information transfer. Finally, it would be interesting to investigate the recently proposed fascinating conjecture of Bennettbennett  regarding the ‘monogamous’ nature of entanglement through the micromaser device.


text:
# Multiresolution Diffusion Entropy Analysis of time series: an application to births to teenagers in Texas

## I Introduction

Time series analysis is traditionally done using linear models, such as analysis of variance and linear regression models. Underlying these techniques is the assumption that the phenomena of interest can be described by a few basic standard patterns. However, the variability of the statistical properties of a time series, such as the number of births to married and unmarried teens shown in Figure 1, can present more complex patterns than a periodic cycle or a linear trend, so certain precautions must be adopted for not neglecting less evident but still important properties of a time series. In fact, in the case of teen birth data herein under study it was proved that after removing the background trend from the annual periodicity, the memory remaining depends upon the marital status of the teens scafetta ; scafett2 . This fact suggests that the annual periodicity to which human fertility is related may have social origins more than being simply due to a natural seasonal variation and the corresponding changes in light and temperature lammiron ; rojansky . The variability of the data might depend on political and social changes, as well as depending on holidays and school schedules that may induce unusual patterns in the data.

Herein we suggest a multiresolution diffusion entropy analysis in order to evaluate the stochastic information left in a time series after a systematic removal, through a detrending procedure, of the memory contribution given by identified patterns. The goal is to study a phenomenon by identifying possible patterns, quantify the amount of information with which each of the patterns contributes to the data and whether the identified patterns are sufficient to capture all relevant information contained in the time series or whether new patterns need to be found. For didactical purposes we limit the analysis presented herein to verifying whether simple additive patterns such as linear trends and periodic cycles are sufficient to describe the complexity of the teen birth data. We adopt a basic regression model because of its simple phenomenological interpretations, but we expect that the multiresolution diffusion entropy analysis will also work with more complex detrending models.

## II Births to teenagers in Texas (1994-2000)

Figure 1 shows the daily number of births to married and unmarried teen mothers in Texas from 1994 through 2000, 2,557 days. During these 7 years, both counts of births are characterized by annual cycles that fluctuate around an apparent linear bias. In the case of unmarried teens this bias increases, whereas the bias decreases in the case of married teens. The characteristics of these data suggest that the simplest patterns can be captured by a least-squares fitting function that involves a linear trend plus two sinusoidal functions modulated by 1-year and 1/2-year periodicities, respectively:

$$f(t)=a+b(t1994)+C_1\mathrm{sin}[2\pi (t\tau _1)]+C_{1/2}\mathrm{sin}[4\pi (t\tau _{1/2})].$$
(1)
The coefficient $`a`$ gives the approximate mean value of daily births at the beginning of 1994, $`b`$ is the slope of the linear trend that gives the annual mean increase (positive value) or decrease (negative value) of daily births per year, $`C_1`$ and $`C_{1/2}`$ are the amplitudes of the 1 year and 1/2 year periodicities and, finally, $`\tau _1`$ and $`\tau _{1/2}`$ measure the temporal shift of the two sinusoidal functions. The time $`t`$ is measured in years. The analysis shows that during the period 1994-2000 the 99 daily mean births to unmarried teens is almost double the daily mean births to married teens, that being only 50 daily mean births. The number of births to unmarried teens increases at the velocity of $`b=1.92`$ daily births/year, whereas, the number of births to married teens decreases at the velocity of $`b=0.62`$ daily births/year. Finally, the two smooth solid curves of Figure 1 clearly shows that the 1/2-year harmonic has a much more prominent influence on the unmarried than it does on the married teens.

Table I records the fitting parameter values by repeating the same analysis for all racial/ethnic (White, Hispanic, African American) and marital teenagers groups in Texas during the years from 1994 to 2000. Among the three racial/ethnic groups, the mean number of daily births to Hispanic teen mothers is the highest with a mean of 80 births/day. The White group is second with a mean of 44 births/day, and the African American is last with a mean of 25 births/day. The comparison of the count of births between ethnic groups show that the births to both White and African American teens decreases, whereas the count of births to Hispanic teens decreases from 1994 until 1996 and increases from 1997 to 1999. Moreover, for all racial/ethnic groups the mean number of births to unmarried teens is almost double that for the married teens. For Whites and Hispanics the ratio between the births to unmarried and married young women is almost the same ($`27/17=1.59`$ for White and $`49/31=1.58`$ for Hispanic). By contrast, for African American teens the mean is 23 births to unmarried mothers versus only 2 births to married mothers. The ratio is $`23/2=11.5`$ and is almost seven times higher than that for the other two racial/ethnic groups. Therefore, young pregnant African American teens are much less likely to be married than are their White and Hispanic counterparts.

The detailed numerical analyses of the least-squares fitting curves stress further differences among the groups. The number of births to unmarried Hispanic teens grows with a velocity of $`b=2.06`$ daily births/year. In contrast, there is only a slight increase of births to unmarried White teens ($`b=0.35`$), and a slight decrease in the number of births to unmarried African American teens ($`b=0.50`$). Within the married group, the number of births to Hispanic teens is increasing slightly ($`b=0.07`$), the other two groups are decreasing slightly (whites, $`b=0.65`$; African Americans, $`b=0.04`$). For all three racial/ethnic groups the unmarried teen’s behavior is always influenced by the 1/2-year periodicity. The strength of the 1-year and 1/2-year periodicities are estimated by the intensity of the amplitudes $`C_1`$ and $`C_{1/2}`$. For the unmarried groups the two amplitudes are quite similar, whereas, for married groups the annual amplitude $`C_1`$ is always much stronger than the 1/2-annual amplitude $`C_{1/2}`$. We observe that the annual cycle is likely related to the one year seasonal temperature/light cycle. The 1/2-year periodicity is likely to be related to the autumn and spring school semesters that, together with the Christmas and Summer holidays, divide the year into two almost symmetric temporal periods. The data present also a weekly periodicity due to the separation of the week in working days (from Mondays to Friday) and weekends (Saturdays and Sundays) when the hospital activity is reduced.

## III Multiresolution diffusion entropy analysis and time series patterns

Time series fluctuations, commonly called noise, look random and uncorrelated, but usually they are not. Different methods have been suggested to extract information from the randomness of a time series; for example, autocorrelation analysis, Hurst analysis and detrended fluctuation analysis hurstbook ; feders ; dfa , all have been used to determine the interdependence of random fluctuations. The success of these techniques over the last few years is due to the discovery that many natural phenomena described by correlated fluctuations satisfy certain scaling laws feders ; west1 ; Mandelbrot . A common feature of the above techniques is they study the temporal evolution and the scaling of the variance. However, the entropy is a more complete indicator of the stochastic information contained in a distribution and herein it shall be prefered.

Diffusion entropy analysis (DEA) measures the time evolution of the Shannon entropy of the probability density function (pdf) in terms of the diffusion process generated by the time series scafetta ; nicola ; scalingdetection ; compressionalgorithm . A time series of data $`\{\xi _i\}`$ may be interpreted as the fluctuations in a diffusion process. As in a random walk, we define trajectories by the superposition of these fluctuations

$$x^{(z)}(t)=\underset{i=1}{\overset{t}{}}\xi _{i+z},$$
(2)
where $`z=0,1,\mathrm{}`$. These trajectories generate a diffusion-like process that is described by a pdf $`p(x,t)`$, where $`x`$ denotes the variable collecting the fluctuations and $`t`$ is the diffusion time. The Shannon entropy is defined by

$$S(t)=_{\mathrm{}}^+\mathrm{}𝑑xp(x,t)\mathrm{ln}[p(x,t)].$$
(3)
DEA measures the stochastic information contained in the variability of the smooth functions at different time scales. In fact, the diffusion trajectories $`x^{(z)}(t)`$ of Eq. (2) generate a pdf $`p(x,t)`$ whose dispersion at each time $`t`$ is related mainly to the smooth component of the signal characterized by the lower frequencies $`f<1/t`$ because the frequencies $`f>1/t`$ are smoothed over by the sum (2).

A constant signal, equivalent to a horizontal straight line, does not have any variability, therefore, its entropy is zero. In the presence of a correlated noise, like the fractional Brownian motion (fGm) Mandelbrot , the pdf of the diffusion process satisfies the scaling equation

$$p(x,t)=\frac{1}{t^\delta }F\left(\frac{x}{t^\delta }\right).$$
(4)
Inserting Eq. (4) into Eq. (3), we obtain

$$S(t)=\delta \mathrm{ln}(t)+A,$$
(5)
where $`A`$ is a constant. The coefficient $`\delta `$ of Eq. (4) is the scaling exponent. The exponent $`\delta `$ can be evaluated by using fitting curves with function of the form $`f_S(t)=\delta \mathrm{ln}(t)+K`$ that, when plotted on linear-log graph paper, yields straight lines. For fBm the scaling exponent $`\delta `$ coincides with the Hurst exponent $`H`$ scalingdetection . For random noise with finite variance, the diffusion distribution $`p(x,t)`$ will converge, according to the central limit theorem Reichl , to a Gaussian distribution with $`\delta =H=0.5`$. A correlated or persistent noise (=tendency to conserve the direction of the motion) would have $`\delta >0.5`$. An anticorrelated or antipersistent noise (tendency to invert the direction of the motion) would have $`\delta <0.5`$.

The uppermost curves of Figure 2 show the DEA applied to the number of births to married and unmarried teens from 1994 to 2000. The pdf $`p(x,t)`$ is estimated through histograms with bin widths equal to the standard deviation of the analyzed datasets. This has the effect of normalizing the results. These curves do not show a real scaling behavior like Eq. (5) but patterns showing a short oscillation related to the weekly periodicity and a longer oscillation of one year. The entropy grows and suddenly decreases, reaches a minimum at one year and then increases again. The dynamical reason for this behavior is accounted for by noticing that a given periodicity of the data causes a periodic convergence of distinct trajectories (2). After an initial spreading, with a consequent increasing of both variance and entropy, at the end of the oscillation there is incomplete regression back to the initial condition.

However, Figure 2 reveals much more of the time series using a multiresolution diffusion entropy analysis nicola . The idea is to extract from the data the information that may be related to some noticeable patterns in the data. In the teen birth case, a good choice is given by the simple regression model of Eq. (1), that provides information about the linear growth and the two main periodicities in the time series. We detrend this information from the data and apply the DEA to the resulting data set. In this way we determine the stochastic information remaining in the detrended time series.

The ideal goal would be to find the solution of the underlying process, that is, an analytic function that makes the entropy of the system vanish after the detrending procedure. A more modest goal is to extract all relevant information leaving only random noise. So, we first apply the DEA to the birth data after detrending the linear ramp $`y=a+bt`$. The second uppermost curves in Figure 2 show the results. We see a decrease in the entropy because we have removed part of the information from the time series, but the complex bending shape with the 1-year periodicity remains. The decrease in the entropy is stronger in the unmarried than in the married teens because their velocity of growth, $`b=1.94`$ births/year, is larger. The second step is to detrend the annual periodicity (the third uppermost curves) in addition to the linear ramp. The entropy again decreases, as expected, but in the case of unmarried teens a clear 1/2-year cycle appears. The figure gives a visual impression of how much more important the 1/2-year periodicity is for the unmarried teens, than it is for the married teens. In the third step we detrend the linear ramp plus both 1-year and 1/2-year periodicities (the lowest curves shown in Figure 2). We continue to see the decrease in the entropy at any point in time. This decrease in entropy is very small for the married teens, because for them the 1/2-year cycle does not contain very much information and, finally, we see that the weekly cycle emerges more and more clearly.

Figure 3 shows the linear increase in entropy in logarithmic time after the complete detrending of the deterministic process in Eq. (1) for all marital and racial/ethnic groups from 1994 to 2000. It appears as if the special condition of the diffusion entropy, described by the Eq. (5), has been reached. Figure 3A shows that the residual noise is not an uncorrelated random process. In fact, the two slopes are $`\delta =0.65`$ (married) and $`\delta =0.60`$ (unmarried), are significantly larger than $`\delta =0.5`$ of the uncorrelated random noise implying that the underlying process, after the detrending procedure, retains some anomalous persistence. So there is still some residual memory or information that the simple regression model described by the Eq. (5) is not able to extract. Moreover, we notice the similarity of the curves of Figures 3A and 3C. This may mean that the anomalous memory left in the data analyzed in Figures 2 and 3A is due primarily to the Hispanic group. Hispanic teens also form the largest group in terms of number of teen births for this time period. Only in the case of married White and both married and unmarried African American, is the slope close to the value $`\delta =0.5`$; a fact that may indicate a situation of statistical randomness of the data after the detrending process. This fact would mean that the regression model extracts from the datasets most of the important information. Instead, for both married and unmarried Hispanic and unmarried White teens the slope is significantly higher than that expected for the uncorrelated random noise, $`\delta >0.60`$, indicating that the relative data show some anomalous non-periodic persistent patterns that the simple regression model represented by Eq. (1) is not able to capture.

Figure 3B shows that the main difference between married and unmarried teens is in the White group and indicates that births to unmarried White teens during the period 1994-2000 were subject to some anomalous change. Finally, Figure 3 shows differences among the racial/ethnic groups about the weekly cycle. The likelihood of a weekday birth is greatest for Hispanics and for Whites and slightly greater for unmarried than for married teens. African Americans, instead, do not show the weekday preference, a fact that may increase their odds of a neonatal death because it means that African American young teens, for a variety of reasons, deliver their babies on emergencies.

## IV Conclusions

The non-stationarity of a time series is due to the presence of patterns that need to be identified for a full understanding of a phenomenon. The simplicity of regression models that make use of linear trends and evident periodic cycles may capture only basic patterns of a complex system. This fact requires the adoption of methods of analysis having the capacity of establishing whether all relevant information is captured by a given simple model or whether the model should be implemented with more complex patterns that need to be identified for a better understanding of a phenomenon. The multiresolution diffusion entropy analysis, that herein we have proposed, has the purpose to address the above problem by evaluating the amount of memory or stochastic information left in a time series after the systematic removal of the memory contribution associated to the already identified patterns.

For a didactical purpose we have applied our method to the analysis of the number of births to teenagers in Texas from 1994-2000 for different groups. Table I summarizes all information that the simple regression model described by Eq. (1) is able to capture. Nevertheless, figures 2 and 3 show that such a model is not able to extract all relevant information from the data. The diagram shown in figure 2 shows the effect on the global information left in a time series after systematic removal of the components of the non-stationarities associated with the regression model. This type of diagram allows one to visually estimate the importance of every identified pattern. Figure 3 shows that after the removal from the data of the memory associated with the entire regression model described by Eq. (1), some datasets still retain memory patterns that manifest themselves in the superdiffusive character ($`\delta >0.5`$) of the trajectories generated by such detrended time series.

Perhaps, the implementation of Welfare Reform in Texas in the mid 1990’s was responsible for the long-range changes causing the superdiffusive behavior with $`\delta =60`$ that is seen in the detrended time series of the unmarried White teen group, but not in the married White one. This type of reform was specifically developed to decrease non-marital child bearing and our analysis suggests that it was particular effective for the unmarried White teenagers. Figure 3 shows that both Hispanic and African American teenagers do not present such a disparity between married and unmarried teens. Therefore, perhaps the Welfare Reform in Texas was less effective for these racial/ethnic groups. However, while the data regarding the African American group looks random after the removal of the memory associated with the regression model, the Hispanic group shows some anomalous residual memory ($`\delta =0.62`$ for unmarried and $`\delta =0.65`$ for married). Perhaps, because this behavior regards both married and unmarried Hispanic groups, this residual memory is a manifestation of an anomalous change of culture and/or, as it may appear more plausible, of the Hispanic teenager population due to immigration from 1994 to 2000 and of how this group interacts with the social state welfare policies.

——
Acknowledgment:
The authors are grateful to Prof. Patti Hamilton of Texas Woman’s University in Denton (TX) for providing the teen birth data. N.S. gratefully acknowledges the support from ARO grant DAAG5598D0002.