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# Pseudoknots in a Homopolymer

## I Introduction

Fueled mainly by the advance in RNA structure determination techniques, recently there has been growing interest in understanding and predicting formation of pseudoknots in RNAs. A pseudoknot (PK) is not a true knot in the conventional sense. It is a simpler construct generated by a polymer’s self-contacts (see the definition below), therefore is encountered more frequently. Unlike true knots which are problematic for the DNA and occur occasionally in shorter biomolecules, PKs are the tertiary structure of the folded RNAs. They are known to exist in almost all RNA classes including transfer, messanger, ribosomal, viral, catalytic and self-splicing RNAs (see reviews pk-reviews ). A recent analysis found that they account for up to 30% of the bound base pairs in G+C rich RNA sequences isambert . In addition to stabilizing the fold, PKs are believed to assume functional roles, such as mediating the binding of the proteins they encode McPheeters , labeling functionally important positions on the coding regions of the mRNA sequence Du , Wills , mediating frameshifting farabaugh , etc.

Being a more elementary topological formation than knots, PKs are relatively amenable to numerical investigation. Nevertheless, most of the earlier computational tools and recent theoretical work on RNA structure prediction take into consideration only those configurations without PKs Nussinov , Zuker , bundschuh-hwa . This is mostly because ignoring PKs results in a ’nested’ set of equations and, as a consequence, allows efficient dynamic programming techniques. The drawback is that their success is limited to secondary structure prediction only. And even then, with limited accuracy due, partially, to a necessary reorganization of the secondary structure contacts to accomodate the PKs. More recently there appeared computational Rivas , Uemura  and theoretical pilsbury , baiesi-stella , dill , leoni  studies that include PKs into RNA structure prediction algorithms. Pilsbury et.al. suggest a diagrammatic expansion to perturbatively take into account the PKs pilsbury . A recent study by Baiesi et.al. baiesi-stella  takes a more physical look on RNA denaturation. They model the RNA as a homopolymer traversing a two-tolerant walk on the FCC lattice and consider walks both with and without PKs Mg . They conclude that the sharp second-order denaturation transition observed when PKs are allowed gives way to a smooth crossover upon their exclusion. This result emphasizes the thermodynamic relevance of PKs. Lucas et.al. dill  consider lattice homopolymers again to argue that the denaturation transition between the pseudoknotted state and the open state is continuous. Another two-tolerant trail model with pseudoknots and with a native state consisting of a single hairpin is argued to denaturate through a first-order transition leoni . Studying the interplay between the PKs and the transition thermodynamics within the homopolymer context is a prerequisite for a deeper understanding of the physics of RNA pseudoknots.

Folding experiments on RNAs suggest that it is physically more appropriate to attribute a different binding energy to the contacts that form a PK tinoco . This energy can be tuned by changing the Mg+2 concentration in the solvent. Unless this energy is prohibitively high (as in the case of very low Mg+2 concentration), calculating the Boltzmann weights necessitates identifying PKs for an arbitrary configuration. As we shall see below, this task, though may be easier in native RNA configurations, is nontrivial for an arbitrary polymer.

Accordingly, our goal throughout this paper will be to explore the thermodynamic role assumed by the PKs in the well-known context of homopolymer collapse by:
1. providing an analytic definition for the PK number (Section II),
2. investigating the scaling properties of the PK number in various regimes of the homopolymer collapse (Section III),
3. generalizing the Hamiltonian for the self-attracting homopolymer to include an arbitrary penalty for PKs and obtaining the corresponding phase diagram (Section IV).

We hope that our results will provide a better understanding to the nature of the PKs and a new perspective to the homopolymer collapse transition by locating it in a more general framework that also includes the branched polymers and their collapse transition.

## II Counting pseudoknots

An arbitrary configuration of a polymer chain can be encoded as a contact map vendruscolo  which is a binary symmetric matrix. The contact map, in turn, can be represented graphically by an ’arc diagram’ as follows: Imagine stretching the polymer into a horizontal straight line by pulling from the two ends. Next, connect each pair of monomers that were originally in contact by a semicircular arc on the upper half plane (the diagram is drawn on a plane even though the polymer may be embedded in arbitrary dimensions).

The diagram is said to be planar if no two arcs cross each other. This is equivalent to having no PKs. In the opposite case, a selective treatment of the PKs primarily requires identification of their number. Since the definition involves crossings in the arc diagram, one might be inclined to simply count the number of crossings. However, this does not make physical sense, because an arbitrary number of crossings may be generated by the addition of a single contact, as is obvious from Fig.1. Instead we need a quantity that reflects the number of contacts that are responsible for the pseudoknots. Accordingly, we define $`N_{pk}`$, the PK number, as the minimum number of arcs that need to be removed to reach a planar diagram. The same definition was recently adopted in another study on RNA pseudoknot prediction isambert . We stress that the choice of this minimal set is in general not unique. In Fig.1, we show a SAW in two dimensions and the corresponding arc diagram, where one possible choice of a minimal set of arcs which, when removed, leave a planar diagram is drawn in bold. Therefore, although one can talk about a unique PK number, labeling some of the contacts as PK forming contacts requires adopting an extra arbitrary convention. In this study, we avoid this by resting our results on the mere knowledge of the number of PKs.

Our first observation is that calculating $`N_{pk}`$ exactly for an arbitrary arc diagram belongs to a class of problems known as NP-complete, implying that there’s no known deterministic polynomial-time algorithm for calculating $`N_{pk}`$ NP-complete . We prove this by mapping our problem to one of the six well-known problems in computer science that are shown to be NP-complete, namely the ’vertex-covering’ problem. For a recent review of the vertex-covering problem in the statistical physics context see hartmann . The mapping is easily established by representing each arc by a vertex and drawing edges between pairs of vertices corresponding to crossing arcs (see Fig.2).

The vertex-covering problem on the obtained graph (known as the incompatibility graph) amounts to finding a minimal set of vertices which, when labelled, results in labelling at least one end of every edge. In other words, erasing those vertices alone together with the edges sprouting from each is sufficient to get rid of all the edges in the graph. Since every edge reflects a crossing and every vertex an arc in the original arc diagram, eliminating those arcs corresponding to the minimal vertex set obviously results in a planar diagram, i.e., the size of this minimal set is equal to $`N_{pk}`$. Since we need to calculate $`N_{pk}`$ for many polymer configurations in our study, it is important to be aware that an exact treatment requires CPU times exponential in the number of arc-crossings. The above mapping is a different and simpler statement of NP-completeness than an earlier proof that a large class of RNA secondary structure prediction algorithms based on free energy minimization with pseudoknots are NP-complete lyngso . Also note that when restricted to a certain subset of polymer configurations (typically generated in an iterative manner), the problem can be solved in polynomial time. Efficient algorithms on such restricted configurations have been recently utilized to predict RNA pseudoknots Rivas , isambert , pilsbury .

What is the expected value of $`N_{pk}`$ for a polymer? We would first like to provide some insight for the reader by calculating $`N_{pk}`$ for a random arc diagram: Consider $`N_c`$ randomly chosen distinct pairs of points on a line segment and connect them by arcs as in Fig.1b. The probability that $`m`$ randomly placed arcs do not intersect (i.e., form a planar graph) is

$$P_{planar}(m)1/(m!).$$
(1)
Proof by induction: the $`m^{\text{th}}`$ non-intersecting arc to be placed will see the polymer divided into $`m`$ compartments, such that, if the arc is placed with its legs resting on different compartments, it has to cross at least one other arc. Then, the probability that the $`m^{\text{th}}`$ arc doesn’t cross (given the first $`m1`$ arcs) is roughly $`1/m`$, i.e., the probability that the two points fall into the same bin. Eq.(1) follows by induction.

Then, such a subset of $`m`$ planar arcs will be found among available distinct subsets when

$$\left(\genfrac{}{}{0pt}{}{N_c}{m}\right)1/P_{planar}(m).$$
(2)
$`m`$ is maximized when the two sides are equal. Applying Sterling’s approximation on both sides leads to $`m_{max}\sqrt{N_c}`$. In other words, the typical number of pseudoknots for a random arc diagram approaches the number of contacts in the thermodynamic limit ($`N_c\mathrm{}`$) as

$$(N_cN_{pk})/N_c1/\sqrt{N_c}.$$

Yet, true polymers and lattice walks do not come with random arc diagrams. There is a considerable correlation among the contacts due to the existence of an underlying chain and the effective repulsion resulting through self-avoidance, both of which favor contacts between monomers that are closer along the chain. This tendency is reflected in the loop length distribution vanderzande ,

$$P(l)l^c,$$
(3)
where $`c=d/2`$ (random-walk), $`c=d\nu \sigma _4=2.68,2.22`$ (SAW in 2d, 3d), and $`\sigma _4`$ the critical dimension associated with a 4-leg vertex as in the polymer network theory of Duplantier Duplantier . Correspondingly, one expects $`N_{pk}`$ for the real chains to be less than the above ’random graph’ value. The combinatorial argument presented above picks random pairs of points along the chain with equal probability irrespective of the distance in between ($`c=0`$). Unfortunately, it does not generalize easily to $`c>0`$. However, our numerical analysis on random graphs with arbitrary $`c`$ suggests

$$N_cN_{pk}N_c^{q(c)},$$

with $`q(c)`$ increasing almost linearly from $`q(0)=1/2`$ and saturating at $`q(2)=1`$. The interesting statistical properties of the incompatibilty graph with the distribution in Eq.(3) will be reported elsewhere. A further reduction is expected in two dimensions due to additional constraints imposed by the impenetrability of encircled regions: The fact that each polymer contact divides the plane to two disconnected regions translates to having a bipartite incompatibility graph. As a consequence, $`N_{pk}N_c/2`$ (since the arc-diagram turns out to be planar when arcs are allowed on both half-planes instead of one). Unlike the general case, the vertex-cover problem on bipartite graphs is solvable in polynomial time graph-theory .

One can obtain a lower-bound on $`N_{pk}`$ from Kesten’s Pattern Theorem madras , i.e. by noting that a local pseudoknotted pattern (e.g. the shortest S-shaped walk on a square lattice) has a finite probability of occurence in an infinite chain. Therefore

$$N_{pk}>aN$$
(4)
for a walk of $`N`$ steps and for some $`a>0`$. Extensivity of $`N_{pk}`$ for a homopolymer supports the observation that their exclusion may have manifestations on the nature of the transition in the thermodynamic limit baiesi-stella  and that penalizing pseudoknot formation can change the low-temperature phase from collapsed to a branched polymer (Section.IV).

## III Pseudoknot Numerics

In this part of our analysis we look at the ordinary homopolymer collapse, where the energy is not sensitive to the pseudoknot formation. We obtained statistics numerically for self-avoiding chains of typical size $`N=300`$, even though we checked for size independence of our results occasionally by going up to $`N=800`$. All our results were obtained by using an improved version of the PERM algorithm developed by Grassberger et.al. grassberger . Although with PERM it is typical to simulate much longer homopolymers, our statistics were mainly limited by the fact that $`N_{pk}`$ for each configuration has to be calculated from scratch, unlike, e.g., the number of contacts which is updated incrementally at each step of the walk. We present results for square and cubic lattices in two and three dimensions, respectively.

It is possible to calculate $`N_{pk}`$ using an exact back-tracking search algorithm which is straightforward to implement, but requires a runtime exponential in system size. Since we want to obtain statistics for reasonably long chains, it is not feasible to use such an exact method. Instead, we calculate $`N_{pk}`$ approximately by means of a greedy algorithm which at each step eliminates (one of) the maximally crossing arc(s). The choice is made randomly when they are more than one. Due to the stochastic nature of the algorithm and the fact that the optimal selection may involve eliminating a less than maximally crossing arc, this greedy algorithm provides an upper bound to $`N_{pk}`$. For details of various exact algorithms and the above greedy algorithm we refer the reader to hartmann .

For comparison, we also implemented an exact calculation of $`N_{pk}`$ on the typical diagrams we encountered. We found that the average deviation from the exact value of the upper bound on $`N_{pk}`$ obtained by the greedy algorithm, although increasing with growing chain length, approaches a constant fraction around $`1.5\%`$ of the exact $`N_{pk}`$. Therefore, we are confident that our conclusions concerning the scaling behavior are not effected by the approximate algorithm we adopted.

At all temperature regimes, we find that $`N_{pk}`$ is a fraction of the total number of contacts with a temperature-dependent proportionality constant, $`a(T)`$. Although a Fermi-function-like limiting behavior is evident from Fig.3, the precise form of $`a(T)`$ in the thermodynamic limit requires a more elaborate analysis which we will not attempt here.

$`a(T)`$ reveals the leading behavior in $`N_{pk}`$, however theory of critical phenomena has taught us that the non-trivial behavior of many systems is reflected in the non-analytic contribution to the extensive quantities. Recently, Orlandini et.al. orlandini  considered the scaling of contacts formed between the two halves (referred from here on as A and B) of a SAW at the $`\theta `$-point as a direct and precise way of measuring the crossover exponent, $`\varphi _\theta `$. The number of such contacts scales as

$$N_c^{AB}(T_\theta )N^{\varphi _\theta },$$
(5)
where $`\varphi _\theta =3/7`$ in two dimensions, as can be shown analytically by using a recent extension of Saleur-Duplantier results for polymer criticality Aizenmann , Duplantier . The value of the crossover exponent is typically difficult to confirm by numerics, because, as a rule, it has to be extracted from subleading singular terms, when considring the set of all contacts along the chain note-subdominant . Focusing on the contacts between the two halves strongly filters out the dominant analytical contribution of the local contacts along the chain, thus surfacing the otherwise concealed non-analyticity. AB-contact statistics has been fruitful in a variety of polymer models orlandini , carlon .

We use the same method here to pinpoint the singularity of $`N_{pk}`$, which at the leading term scales identical to the contact energy (extensivity of $`N_{pk}`$ due to Kesten’s Pattern Theorem). More precisely, we start by identifying all A-B contacts, $`N_c^{AB}`$, as above, and then calculate the number of A-B pseudoknots, $`N_{pk}^{AB}`$, by eliminating the crossing arcs in the arc diagram corresponding to A-B contacts only. Since $`N_{pk}`$ on the whole chain is a fraction of the contacts, $`N_c`$, at all temperatures, one may expect that $`N_{pk}^{AB}`$ should also scale identical to $`N_c^{AB}`$ at all temparatures. In contrast, we find a qualitatively different scaling of the A-B pseudoknot number.

Let us consider each temperature regime separately:

Above the $`\theta `$-point ($`T>T_\theta `$), no surprises are expected: $`N_c^{AB}`$ already saturates to a constant in both two and three dimensions. Since $`N_{pk}^{AB}<N_c^{AB}`$, this leaves no alternative to $`N_{pk}^{AB}`$ but to stay finite as well. This is confirmed by our numerics in Fig.5.

At the $`\theta `$-point, the PERM algorithm is the most efficient. Therefore we expect our results to be most accurate in this region. Recall that $`N_c^{AB}N^{3/7}`$ for $`T=T_\theta `$, which can be obtained analytically and verified numerically to high accuracy. Our numerical results for $`N_{pk}^{AB}`$ on the other hand indicate a logarithmic divergence of the form

$$N_{pk}^{AB}(T_\theta )(\mathrm{log}N)^{v_\theta },$$
(6)
where to our best estimate, $`v_\theta 3.9`$ in two dimensions (Fig.5). In three dimensions, the logarithmic behavior survives (only at $`T=T_\theta `$), albeit with a different exponent $`v_\theta 4.3`$.

In retrospect, one could argue a priori that $`N_{pk}^{AB}`$ and $`N_c^{AB}`$ should have qualitatively different scaling properties at the $`\theta `$-temperature:

We recall that the easiest way to obtain $`\varphi _\theta `$ is to use the correspondence between a ring polymer at the $`\theta `$-point and the full hull of a percolating cluster at the percolation transition in two dimensions orlandini . In this picture, the AB-contacts correspond to the the ’red’ contacts between the two halves that lie between two diametrically opposite points of the hull (which are at the opposite infinities, see Fig.4a) carlon .

The key observation is that, an AB-pseudoknot cannot be formed ’locally’ between the two halves, because one of the two halves of the chain should wrap around the midpoint to make a pseudoknot-forming A-B contact, as shown in Fig.4b. This imposes a rather stringent condition on the A-B pseudoknot formation. The numerical result of Eq.(6) nevertheless indicates a logarithmic divergence for $`N_{pk}^{AB}`$. The scenario depicted in Fig.4b suggests a likely connection to the statistics of the homopolymer winding angle, $`\omega `$, for which

$$\omega ^2\mathrm{log}N$$
(7)
in the swollen phase and at the $`\theta `$-point in two dimensions kardar-drossel . Yet, this would have the interesting implication that the similar log-scaling observed in three dimensions has a different origin. These possibilities will be investigated in the future.

Below the $`\theta `$-point and in two dimensions, the logarithmic growth of $`N_{pk}^{AB}`$ appears to persist. Although the numerics in this region is not as reliable, the lack of a power-law behavior similar to that for $`N_{pk}`$ is not surprising due to the above geometric considerations. Note that the scaling of $`N_c^{AB}`$ in this regime is still power-law dense\_phi . In three dimensions and for $`T<T_\theta ^{3d}`$, preliminary calculations suggest $`N_c^{AB}N`$ and a deviation from the logarithmic behavior in $`N_{pk}^{AB}`$. This is probably due to the fully A-B co-penetrated configurations of the compact polymer in 3d. Unlike in 2d, the A-B boundary fills the volume.

## IV Pseudoknot-sensitive homopolymer collapse

The pseudoknot formation is essential for the collapse of a polymer to a compact structure. This is most easily seen by comparing the radius of gyration, $`R_g`$, for a self-attracting homopolymer with that for which the pseudoknot forming contacts are excluded from the energy calculation. Consider the following generalized Hamiltonian for a self-avoiding lattice walk:

$$H=\underset{ij}{}ϵ_c\mathrm{\Delta }(i,j)\alpha ϵ_cN_{pk}$$
(8)
with $`\mathrm{\Delta }(i,j)=1`$ for pairs of occupied nearest-neighbor lattice sites not consecutive along the walk and $`0`$ else. $`\alpha =0,\mathrm{}`$ correspond respectively to the usual self-attracting homopolymer with and without pseudoknots. $`\alpha =1`$ is the case when the homopolymer energy is given by the number of contacts in the maximal planar ’sub’-arc-diagram. In Eq.(8), we deliberately avoided writing down $`N_{pk}`$ as a sum over contacts, since only the number $`N_{pk}`$ and not the identity of the PK-forming contacts is well-defined.

We located the transition point for different values of $`\alpha `$ by plotting $`R_e/R_g`$, the ratio of the averaged end-to-end distance and the radius of gyration vs. temperature. This universal ratio as a function of temperature should converge to a step function in the thermodynamic limit ($`N\mathrm{}`$) with a universal intermediate value at the $`\theta `$-point vanderzande , privman  The crossing point of the curves in Fig.6 for different chain sizes is an efficient way of locating the transition temperature and the critical universal ratio at the transition baiesi-stella . The resulting phase-diagram is given in Fig.7.

### IV.1 Phase Diagram

Typical low-temperature configurations in the limit $`\alpha \mathrm{}`$ are double-stranded branched structures as shown in the inset of Fig.7. In fact, one can show that the ground-state configurations in this limit are the nnn-avoiding lattice-trees. For a proof in two dimensions, it is sufficient to note that the number of energetically favorable contacts (size of the maximal planar sub-diagram) is maximized when the two ends of the walk meet at nearest-neighbor sites to form a fully deflated self-avoiding ring. Thus at zero temperature, the Hamiltonian in Eq.(8) with $`\alpha =1`$ is equivalent to the Leibler-Singh-Fisher (LSF) model fisher  of planar vesicles with negative area fugacity. LSF model with negative pressure is established to have a BP low-temperature phase. The corresponding BP lives on the dual-lattice points inside the ring and the self-avoidence of the ring translates to next-nearest-neighbor-avoiding branches in the dual lattice. Consistently, we numerically obtain for the radius-of-gyration exponent, $`\nu (T<T_c)0.62`$, very close to the value of $`\nu _{BP}=0.64`$. SAW$``$BP transition was studied earlier in several lattice polymer models orlandini-seno , dekeyser-orlandini , stella-bp . We note that the Hamiltonian in Eq.(8) exhibits an SAW-BP transition also in higher dimensions, especially in three-dimensions which could be relevant to RNA-folding. The zero-temperature mapping to lattice trees presented above applies to three dimensions as well, although the dual lattice on which the corresponding branched polymers live is not simply the shifted simple cubic lattice.

The low-temperature scaling of $`R_g`$ along the line $`\alpha =1`$ is still BP-like. Deep in the BP phase, $`ϵ^{pk}(\alpha 1)ϵ_c`$ acts as a contact interaction between the branches (negative $`\alpha `$ being the attractive regime). Considering earlier studies on BPs flavio , we then expect a second transition line in each dimension between two low-temperature phases, BP and the collapsed polymer (CP), as shown in dashed-line for two dimensions only in Fig.7. The simplest scenario is that the BP-CP boundary splits from the SAW-BP boundary at the $`\theta `$-point and asymptotically approaches the $`\alpha =1`$ line such that $`ϵ^{pk}/T=const`$. The critical interaction for the collapse of lattice-trees has been extensively studied in the literature madras-rensburg , flavio  for both dimensions. We merely speculate this section of the phase diagram, since obtaining good statistics at temperatures low enough to distinguish the two phases was not possible.

An interesting feature of the phase diagram in Fig.7 is the crossing of the phase boundaries corresponding to two and three dimensions around $`\alpha =1`$, reflecting the fact that the $`T_\theta `$ for a self-attracting homopolymer ($`\alpha =0`$) increases with increasing dimension, whereas the SAW$``$BP transition temperature for $`\alpha 1`$ has the opposite trend! The transition temperature in each case is determined by the interplay between the entropy of the coil and the energy of the collapsed state. For $`\alpha =0`$, as we switch from the square to the cubic lattice, the increased gain in contact energy by collapse (due to the higher number of nearest-neighbor sites) overshadows the increased loss of entropy (due to -roughly- the change in the connectivity constant). As a result, $`k_BT_\theta /ϵ_c`$ moves up from 1.5 to 3.5. In the other limit (-$`\alpha 1`$), the contact energy due to the partial collapse to a BP is proportional to N and independent of dimension. Yet, the entropy loss due to collapse still increases with dimensionality. Then, the collapse to a BP should happen at a lower temperature with increasing dimension. The two opposing trends cancel each other around $`\alpha =1`$.

Also note that, positive but small values of $`1\alpha `$ describe a transition upon reducing the temperature first to a branched-polymer-like state followed by a PK-mediated collapse. Such collapse (or melting) of RNAs with an intermediate pronounced with lowered Mg+2 concentration has been experimentally observed tinoco , treiber , pan  and discussed in leoni .

## V Conclusions

To summarize, we attempted in this paper to provide a mathematical definition for the number of pseudoknots, $`N_{pk}`$, in a polymer chain. With this definition, we show that counting the number of pseudoknots is equivalent to the well-known ’vertex-cover’ problem which is NP-complete. Nevertheless, it is possible to study numerically the statistical properties of pseudoknots by employing an efficient approximate scheme. We show that the average total number of pseudoknots is extensive at all temperatures, however the number of pseudoknots forming between the two-halves of the chain scales logarithmically with chain size at the $`\theta `$-point of a homopolymer in both two and three dimensions, and also for $`T<T_\theta `$ in two dimensions. This logarithmic character is likely be related to the winding-angle statistics in two dimensions.

We also studied the role of pseudoknots in the homopolymer collapse by considering a Hamiltonian which favors polymer self-contacts but penalizes pseudoknots. We showed that in the absence of an energetic preference for pseudoknot formation, the low-temperature phase is a branched-polymer. When the ratio of two competing energies satisfies $`0<\alpha <1`$, Hamiltonian (8) allows a transition scenario from a SAW to a collapsed phase with an intermediate branched polymer regime, where the BP-CP transition is mediated by pseudoknot formation. The critical properties of the phase diagram and relevance to RNA folding need further investigation.

## VI Acknowledgements

A.K. thanks D. Yuret and C.E. Soteros for pointing out, respectively, the NP-complete character of the problem and the existence of a polynomial-time solution on bipartite graphs. We acknowledge support from INFM-PA02 and MIUR-COFIN01.


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# Dynamical Systems, Topology and Conductivity in Normal Metals in strong magnetic fields.

## 1 Introduction.

We are going to consider the implications of the so called ”Geometric Strong Magnetic Field limit” for the conductivity in normal metals with topologically complicated Fermi surface in the presence of the homogeneous magnetic field. The corresponding limit can be defined by the relation $`\omega _B\tau 1`$. Here $`\omega _B`$ is the cyclotron frequency for the electron in crystal and $`\tau `$ is the mean free motion time between the scattering acts. This means actually that this theory is based on the Kinetic equation for the electron gas in crystal for the semiclassical electrons in the external fields. Let us say that the corresponding conditions for the external fields are always satisfied for the experimentally available electric and magnetic fields in the case of normal metals. We can speak, for example, about the limit of very strong magnetic fields in the experimental sense where the semiclassical approximation still gives the main features of transport phenomena. It works until the magnetic flux through the elementary cell of the ion lattice is small in comparison with the quantum unit. Taking into account the value of the physical parameters in the real single crystal normal metal (like gold, for example) we have finally $`1tB10^3t`$ for the temperatures like $`T1K`$. We will not discuss here any questions of rigorous foundations of this approach (very standard in the physics literature dedicated to the transport phenomena). The detailed explanations of this method can be found in classical books (see, for example ). Let us give here also the references  where the mathematically rigorous approach to the semiclassical motion of electron in electromagnetic field and lattice as well as the historical remarks can be found. Indeed, no rigorous theory of the Kinetic equation here was developed yet, so these papers don’t make our results about conductivity more rigorous.

We will consider the electron states in crystal parameterized by the energy bands and the quasimomentum $`𝐩`$ defined modulo the reciprocal lattice vectors. From the topological point of view we can say that quasimomentum belongs to the three-dimensional torus $`𝕋^3`$ (Brillouen zone) rather than to the Euclidean space $`^3`$. The torus $`𝕋^3`$ arises as factorization of the space $`^3`$ with respect to the reciprocal lattice. Topologists say that the space $`^3`$ is a covering over 3-torus $`𝕋^3`$. The periodic dispersion relation $`ϵ(𝐩)`$ of any energy band can be considered as the one-valued continuous function on the torus $`𝕋^3`$. The Fermi surface $`S_F:ϵ(𝐩)=ϵ_F`$ can also be considered as the smooth compact two-dimensional surface without boundary embedded in the three-dimensional torus $`𝕋^3`$. In this paper we will often compare these two pictures in the 3-torus $`𝕋^3`$ and in the total Euclidean 3-space of quasimomenta. We will use the equation $`\dot{𝐩}=𝐅_{ext}`$ both in the torus $`𝕋^3`$ and in the covering Euclidean 3-space $`^3`$ for the homogeneous force $`𝐅_{ext}`$. In particular, we will consider the properties of the trajectories of this system both in these two spaces which will be very convenient for our consideration. We apologize for using topological terminology in some parts of this paper. However we could not avoid it.

Following the standard approach, we consider a system:

$$\dot{𝐩}=\frac{e}{c}\left[ϵ(𝐩)\times 𝐁\right]+e𝐄$$

for the semiclassical electron in both homogeneous electric and magnetic field. The value of electric field $`E`$ is going to be infinitesimally small in measuring the conductivity. Therefore only the trajectories of the main dynamical system

$$\dot{𝐩}=\frac{e}{c}\left[ϵ(𝐩)\times 𝐁\right]$$
(1)
should be investigated in this approach.

The trajectories of (1) in the Euclidean 3-space are given on every energy level $`ϵ(𝐩)=const`$ by the plane sections orthogonal to magnetic field. So we have the analytic integrability of the system (1) in the 3-space $`R^3`$. However, the global structure of the trajectories on the 3-torus can be highly nontrivial after identification the quasimomenta equivalent modulo the reciprocal lattice.

The dynamical system (1) conserves also the volume element $`d^3p`$ in $`𝕋^3`$ and does not change at all the Fermi distribution. So, in the absence of the electric field $`𝐄`$ we will have the electron distribution unchanged (up to the quantum corrections). Nevertheless, the response of this system to small perturbations will be completely different from the case $`𝐁=0`$ and depend strongly on the geometry of trajectories of the dynamical system (1).

Let us say that this dependence was first discovered by the school of I.M. Lifshitz (I.M. Lifshitz, M.Ya. Azbel, M.I. Kaganov, V.G. Peschanskii ) in 1950’s. Thus, in the work  the crucial difference in conductivity was found for the contribution of the closed and open periodic electron trajectories in $`𝐩`$-space considered as the total Euclidean 3-space $`^3`$. Namely, it was shown that the first case corresponds to the total decreasing of conductivity in the plane orthogonal to $`𝐁`$ for $`B\mathrm{}`$ while the second case corresponds to the strong anisotropy of conductivity in the plane orthogonal to $`𝐁`$ in the same limit: the conductivity vanishes just in one direction in this plane only depending on the mean direction of the open periodic trajectory. In the works  the interesting examples of Fermi surfaces and electron trajectories were considered. However the work  contains some conceptual mistake: open trajectories were found for the generic family of magnetic fields with different mean directions. This result is wrong. It contradicts to the ”Topological Resonance” which is a base of our main results . We will discuss it in the Chapter 2.

The problem of classification of all possible trajectories on the Fermi surfaces was first set by S.P. Novikov () and then considered in his school (S.P. Novikov,A.V. Zorich, I.A. Dynnikov, S.P. Tsarev, A.Ya. Maltsev ).

The full classification of all possible situations in the Geometric Strong Magnetic Field Limit (GSMF-limit) can be given as a result of the topological studies of this important class of dynamical systems on 2-dimensional surfaces. The most important feature of this new picture is the invention of the observable ”Topological numbers” in the conductivity which always appear in GSMF-limit in the situation when the conductivity in the plane orthogonal to the generic magnetic field $`𝐁`$ reveals the strong anisotropy for $`B\mathrm{}`$ which is stable with respect to the small rotations of the directions of $`𝐁`$. These Topological numbers have the form of the triples of integers $`(m_1^\alpha ,m_2^\alpha ,m_3^\alpha )`$. They are connected with some integral planes $`\mathrm{\Gamma }^\alpha `$ in the reciprocal lattice. The corresponding directions of $`𝐁`$ for which the given triple $`(m_1^\alpha ,m_2^\alpha ,m_3^\alpha )`$ can be observed give always a region $`\mathrm{\Omega }_\alpha `$ of non-zero measure (on the unit sphere) among the total set of directions of $`𝐁`$. We call the corresponding region $`\mathrm{\Omega }_\alpha `$ on the unit sphere the ”Stability zone” corresponding to given triple $`(m_1^\alpha ,m_2^\alpha ,m_3^\alpha )`$ due to the topological ”rigidity” of the triple $`(m_1^\alpha ,m_2^\alpha ,m_3^\alpha )`$ within $`\mathrm{\Omega }_\alpha `$.

We claim also that there are only two types of the stable conductivity tensor asymptotic behavior in the GSMF-limit ($`B\mathrm{}`$) for any normal metal with arbitrary topologically complicated Fermi surface. Namely, the (”topologically nontrivial”) case of the strongly anisotropic behavior of conductivity in the plane orthogonal to $`𝐁`$ corresponding to some triple of Topological numbers and the (”trivial”) case of the uniform decreasing of conductivity in any direction orthogonal to $`𝐁`$ for $`B\mathrm{}`$. These cases cover the area on the 2-sphere of the full total measure, so the generic directions are either of the first type or of the second type.

All other types of conductivity behavior in GSMF-limit can not be stable with respect to small rotations of $`𝐁`$. We don’t give in this paper all topological proofs of these facts because of their rather high mathematical complexity and give just the corresponding citations on the mathematical and physical literature (. Let us introduce here two notations for these stable situations which we will use in this paper.

Situation A.(Topologically trivial behavior).

We call it the situation A; it is the case of uniform decreasing of conductivity in the plane orthogonal to $`𝐁`$ for $`B\mathrm{}`$.

Situation B. (Topological numbers and Topological Resonance).

This is the case of the strong anisotropy of conductivity in the plane orthogonal to $`𝐁`$ with decreasing in just one direction in this plane for $`B\mathrm{}`$. This direction can be described as the intersection of the plane orthogonal to magnetic field with some integral plane (given by two reciprocal lattice vectors). The corresponding integral plane remains unchanged under the small rotations of the magnetic field. Three integers characterizing this plane in the reciprocal lattice are exactly the observable topological numbers. Topological Resonance claiming that the mean directions of all open trajectories coincide for the generic magnetic field is a base of this result. It was extracted by the present authors from the core of the topological works quoted above. As it was already mentioned, the conceptual mistake has been made exactly here in the classical works of the Lifshitz group.

As we just said above all the stable cases in GSMF-limit can be described just by two situations. However, for complicated enough Fermi surfaces also the rather nontrivial ”chaotic” behavior of conductivity tensor in GSMF-limit is possible () for the set of directions of the zero measure. The trajectories of this type were completely unknown in classical literature. They were discovered recently in the topological works (). Chaotic trajectories can be divided into two different classes:

1)Weakly chaotic trajectories (the Tsarev type);

2)Strongly chaotic trajectories (the Dynnikov type).

Let us say here some words about these two classes.

The trajectories of the first kind can appear only if the direction of $`𝐁`$ is ”partly rational”, i.e. the plane $`\mathrm{\Pi }(𝐁)`$ orthogonal to $`𝐁`$ contains one (up to the multiplier) reciprocal lattice vector. The trajectories of the second kind can appear only if the direction of $`(𝐁)`$ is completely irrational, i.e. $`\mathrm{\Pi }(𝐁)`$ does not contain any reciprocal lattice vectors. In the case when the direction of $`𝐁`$ is purely rational (i.e. $`\mathrm{\Pi }(𝐁)`$ contains two linearly independent reciprocal lattice vectors) the chaotic electron trajectories can not appear.

The corresponding behavior of conductivity in GSMF-limit is also very different for these two classes of chaotic electron trajectories (). Thus in the case of weakly chaotic trajectories the asymptotic expression of conductivity is just slightly different from the Situation B and corresponds also to strongly anisotropic behavior of conductivity in the plane $`\mathrm{\Pi }(𝐁)`$ for $`B\mathrm{}`$ (). Nevertheless, this regime is unstable with respect to the small rotations of $`𝐁`$ unlike the regular case where the ”Stability zones” can be observed.

The strongly chaotic trajectories, however, demonstrates completely different behavior of $`\sigma ^{ik}(B)`$ in GSMF-limit (). Namely, in this case the conductivity in the plane orthogonal to $`𝐁`$ decreases as $`B\mathrm{}`$ (in all directions) with the different from the Situation A analytic dependence on $`B`$. Besides that, in this case the part of the Fermi surface is excluded also from the conductivity along the direction of $`𝐁`$ for $`B\mathrm{}`$. The last fact leads to the ”sharp minimum” in the conductivity along $`𝐁`$ for the given direction of $`𝐁`$ if the chaotic trajectories of the second kind appear. Usually the conductivity along $`𝐁`$ remains finite in this ”sharp minima” since only a part of the Fermi surface becomes excluded from the corresponding contribution. However, these minima can be observed (on the unit sphere) using the small rotations of $`𝐁`$ due to the instability of all the chaotic trajectories with respect to such rotations.

In Chapter 3 we give more detailed description of the chaotic trajectories with the corresponding consideration of conductivity.

## 2 Topologically rigid cases and Topological numbers.

Let us define the ”Degree of irrationality” of magnetic field with respect to reciprocal lattice.

Let $`\{𝐠_1,𝐠_2,𝐠_3\}`$ be the basis of the reciprocal lattice $`\mathrm{\Gamma }^{}`$ such that the vectors of $`\mathrm{\Gamma }^{}`$ are given by all possible integer linear combinations of $`\{𝐠_1,𝐠_2,𝐠_3\}`$. Then:

1) The direction of $`𝐁`$ is rational (or has irrationality $`1`$) if the plane $`\mathrm{\Pi }(𝐁)`$ orthogonal to $`𝐁`$ contains two linearly independent reciprocal lattice vectors.

2) The direction of $`𝐁`$ has irrationality $`2`$ if the plane $`\mathrm{\Pi }(𝐁)`$ contains just one (up to multiplier) reciprocal lattice vector.

3) The direction of $`𝐁`$ has irrationality $`3`$ (or completely irrational) if the plane $`\mathrm{\Pi }(𝐁)`$ does not contain any reciprocal lattice vectors.

The generic directions of magnetic field are completely irrational. The direction of $`𝐁`$ should be ”specially chosen” to have irrationality 1 or 2. We are going to consider now the situations stable with respect to the small rotations of $`𝐁`$. This means in particular that specific features of such cases should not be connected with any kind of rationality of the direction of $`𝐁`$, i.e. they should reveal all their properties for the completely irrational directions of magnetic field.

The electron trajectories are given by the intersections of the periodic Fermi surface with the family of parallel planes orthogonal to the magnetic field. For simplicity we will assume in this Chapter that the direction of $`𝐁`$ is completely irrational (for example, no open periodic trajectories can appear in the planes orthogonal to $`𝐁`$). Let us postpone the specific (unstable) features of rational directions to the next Chapter.

We call the trajectory non-singular if it is not adjacent to the critical point. The trajectories adjacent to the critical points as well as the critical points themselves we call singular trajectories.

We call the non-singular trajectory compact if it is closed on the plane. We call the non-singular trajectory open if it is unbounded in $`^2`$.

The examples of singular, compact and open non-singular trajectories are shown on the Fig. 1, a-c.

We give now the important definitions concerning the behavior of open trajectories in the planes orthogonal to $`𝐁`$. It is this type of trajectories which plays the main role in the GSMF-limit of conductivity.

We call the open trajectory topologically regular (i.e. corresponding to the ”topologically integrable” case) if it lies within the straight line strip of the finite width in $`^2`$ and passes through it from $`\mathrm{}`$ to $`\mathrm{}`$ (see Fig. 2, a). All other open trajectories we call chaotic (Fig. 2, b).

Let us point out that the topologically regular open trajectories are not periodic at all which would contradict to the irrationality of the direction of $`𝐁`$. In fact they are quasiperiodic.111The ergodic properties of trajectories of this kind were investigated in  The property of topological regularity is connected with the rather nontrivial property of the ”Carriers” of such trajectories in the $`𝐩`$-space which we are going to consider below. Let us just say now that this property is closely connected with the ”Topological numbers” which we are going to introduce.

Let us introduce now the ”Carriers of open trajectories” and the ”Topological numbers”. We follow here the convenient description (,) of the Fermi surface with the trajectories on it when the direction of $`𝐁`$ is fixed. We will be interested first of all in the open electron trajectories in the $`𝐩`$-space. Let us say that in general just a part of the Fermi surface will be covered by the open electron trajectories. The remaining part will contain compact (or singular) trajectories. Let us remove all parts of the Fermi surface covered by the non-singular compact trajectories. The remaining part

$$S_F/(\mathrm{Compact}\mathrm{Nonsingular}\mathrm{Trajectories})=_jS_j$$

is a union of the $`2`$-manifolds $`S_j`$ with boundaries $`S_j`$ who are the compact singular trajectories. The generic type in this case is a separatrix orbit with just one critical point like on the Fig. 3.

We call every piece $`S_j`$ the ”Carrier of open trajectories”.

These pieces of Fermi surface , however, has the holes with boundaries. They are not the ”closed manifolds” anymore. To get the closed manifolds let us make the next step:

We fill in the holes by the topological $`2D`$ discs in the planes orthogonal to $`𝐁`$; finally we are coming to the closed surfaces

$$\overline{S}_j=S_j(2Ddiscs)$$

(see Fig. 4).

This procedure gives the periodic surface $`\overline{S}_F`$ after the reconstruction and we can define the ”compactified carriers of open trajectories” both in $`^3`$ and $`𝕋^3`$. Thus we have two representations of the reconstructed Fermi surface:

1) The compact surface without boundary embedded in the space of quasimomenta $`𝕋^3`$ (consisting of several pieces without boundaries);

2) The set of periodic two-dimensional surfaces without boundaries in the covering space $`^3`$.

Let us formulate now our main intermediate result which was established using the theorems extracted from the purely topological investigations (see, for example ).

Let us fix the generic direction of $`𝐁`$ and consider the set $`\{\overline{S}_j\}`$ carrying the open electron trajectories. Then the only two situations can be topologically stable with respect to the small rotations of $`𝐁`$:

(A) The set $`\{\overline{S}_j\}`$ is empty;

(B) The set $`\{\overline{S}_j\}`$ in the torus $`𝕋^3`$ consists of the even number of surfaces homeomorphic to the two-dimensional tori $`𝕋_j^2`$; all of them have the same homology class in $`H_2(𝕋^3)`$ up to the sign (sum of these classes is equal to zero). This property was called the ”Topological resonance”. The corresponding representation of the set $`\{\overline{S}_j\}`$ in total p-space $`^3`$ can be described as follows:

The manifolds $`\overline{S}_j`$ represent the periodically deformed two-dimensional planes $`\mathrm{\Gamma }_{(j)\alpha }`$ embedded in $`^3`$ with the same common integer-valued mean directions. In other words we have the set of periodically deformed (warped) integral planes in $`^3`$ which are all parallel in average and do not intersect each other. This picture remains unchanged after the small rotation of the magnetic field.

The first situation A corresponds to the absence of the open electron trajectories on the Fermi level. Let us remind also that we call the two-dimensional plane ”integral” in $`^3`$ if it is generated by two reciprocal lattice vectors.

The Topological resonance was first pointed out in . It plays the crucial role in the GSMF-limit as we will see below.

The topological stability means in particular that the corresponding picture remains the same after any rotation of $`𝐁`$ small enough: the number of connected components as well as the homological classes of corresponding tori $`𝕋_j^2`$ are the same for all the directions of $`𝐁`$ close enough to the initial one. Let us make now the important physical conclusion from our main statement and consider the corresponding corollaries for the electrical conductivity.

It was also proved () that the total measure of the directions of $`𝐁`$ where different situations can arise is zero on the unit sphere for the generic Fermi surface $`S_F`$.

We will consider these two situations described above as the main basic foundation for the total classification of different regimes in the GSMF-limit for the generic case.

Let us define now the ”Topological numbers” observable in the Situation B when we really have regular open trajectories.

We call the ”Topological numbers” corresponding to the stable open electron trajectories the triple of integers $`(m_1,m_2,m_3)`$ representing the integral 2-plane in the 3-space with reciprocal lattice. (Topologically it is a common homology class of the 2-tori $`𝕋_j^2`$ in $`𝕋^3`$.)

This integers $`(m_1,m_2,m_3)`$ can be extracted from common directions of periodically deformed two-dimensional planes representing $`\{\overline{S}_j\}`$ in $`^3`$ with respect to reciprocal lattice $`\mathrm{\Gamma }^{}`$. Namely, the planes $`\mathrm{\Gamma }_\alpha `$ can be defined from the equation

$$m_\alpha ^1[𝐱]_1+m_\alpha ^2[𝐱]_2+m_\alpha ^3[𝐱]_3=0$$

where $`[𝐱]_i`$ are the coordinates in the basis $`\{𝐠_1,𝐠_2,𝐠_3\}`$ of the reciprocal lattice, or equivalently

$$m_\alpha ^1(𝐱,𝐥_1)+m_\alpha ^2(𝐱,𝐥_2)+m_\alpha ^3(𝐱,𝐥_3)=0$$

where $`\{𝐥_1,𝐥_2,𝐥_3\}`$ is the basis of the initial lattice in the coordinate space.

We can formulate now the main statement about the stable open trajectories in our approach:

All stable open electron trajectories have the topologically regular form, i.e. lie in the straight strips of the finite width in the planes orthogonal to $`𝐁`$ in the $`𝐩`$-space and pass through them. All trajectories of this kind have the same mean directions for the given direction of $`𝐁`$: in average they are parallel to each other. The common direction of all these trajectories is given by the intersection of plane $`\mathrm{\Pi }(𝐁)`$ orthogonal to $`𝐁`$ with some integral plane $`\mathrm{\Gamma }_\alpha `$ which is locally stable with respect to the small rotations of $`𝐁`$.

The fact that all topologically regular trajectories are parallel to each other expresses here the ”Topological Resonance” property. It first appeared in . It seems that nothing like that was known in the classical literature. In the work  for example the open electron trajectories with different mean directions were mistakably demonstrated for some analytic dispersion relations in the whole regions of the unit sphere parameterizing directions of $`𝐁`$. We claim however, that this situation is completely impossible for any open region on the sphere. The important property of topologically regular open trajectories lies in the following fact: their contribution to the conductivity does not differ in the main order in the GSMF-limit from the (anisotropic) contribution of open periodic trajectories obtained in the old work . It is very easy to prove this statement taking into account that the motion of electron is linear plus something bounded: one should simply repeat the essential arguments of this old work. The ”Topological Resonance” claims more: all trajectories of this kind give the same kind of anisotropy in the same coordinate system. Only this result makes this behavior experimentally observable. Let us present here corresponding expressions for the conductivity in the GSMF-limit for two situations described above.

Case I (Compact trajectories only):

$$\sigma ^{ik}\frac{ne^2\tau }{m^{}}\left(\begin{array}{ccc}(\omega _B\tau )^2& (\omega _B\tau )^1& (\omega _B\tau )^1\\ (\omega _B\tau )^1& (\omega _B\tau )^2& (\omega _B\tau )^1\\ (\omega _B\tau )^1& (\omega _B\tau )^1& \end{array}\right),\omega _B\tau \mathrm{}$$
(2)
Case II (Open topologically regular trajectories):

$$\sigma ^{ik}\frac{ne^2\tau }{m^{}}\left(\begin{array}{ccc}(\omega _B\tau )^2& (\omega _B\tau )^1& (\omega _B\tau )^1\\ (\omega _B\tau )^1& & \\ (\omega _B\tau )^1& & \end{array}\right),\omega _B\tau \mathrm{}$$
(3)
Here $``$ means ”of the same order in $`\omega _B\tau `$ and $``$ are some constants $`1`$. We assume here that the $`z`$-axis is always directed along the magnetic field $`𝐁`$ and the $`x`$-axis in the plane $`\mathrm{\Pi }(𝐁)`$ (orthogonal to $`𝐁`$) is directed along the common mean direction of the topologically regular trajectories in $`𝐩`$-space in the second case. Let us mention also that the relations (2)-(3) give only the order of magnitude of $`\sigma ^{ik}`$.

The anisotropy of the tensor $`\sigma ^{ik}`$ in the formula (3) gives the experimental possibility of measuring the mean directions of the topologically regular open orbits for rather big values of $`B`$. Using the rotations of the direction of $`𝐁`$ it is possible also to find the ”Stability zone” on the unit sphere and to determine the corresponding ”Topological numbers” characterizing this stable situation. We see that there is only one direction $`\widehat{\eta }`$ in the second case where the conductivity vanishes in the limit $`B\mathrm{}`$. According to the formula (3) this direction coincides with the common mean direction of the topologically regular trajectories in the $`𝐩`$-space (i.e. orthogonal to the mean direction of these trajectories in the coordinate $`𝐱`$-space). The direction $`\widehat{\eta }(𝐁)`$ depends on the direction of magnetic field. However, it varies in some integral plane $`\mathrm{\Gamma }_\alpha `$ which is the same for the given ”Stability zone”. We can claim that the direction of conductivity decreasing $`\widehat{\eta }=(\eta _1,\eta _2,\eta _3)`$ satisfies to the relation

$$m_\alpha ^1(\widehat{\eta },𝐥_1)+m_\alpha ^2(\widehat{\eta },𝐥_2)+m_\alpha ^3(\widehat{\eta },𝐥_3)=0$$

for all the points of stability zone $`\mathrm{\Omega }_\alpha `$ which makes possible the experimental observation of the numbers $`(m_\alpha ^1,m_\alpha ^2,m_\alpha ^3)`$.

## 3 The chaotic cases and their contribution to the GSMF-limit.

Let us say now some words about the chaotic trajectories which can arise in the special cases for rather complicated Fermi surfaces. You have to remember that they can appear only for the zero measure set of directions of the magnetic field. We think that for the generic Fermi surfaces the fractal (or Hausdorf) dimension of this set is strictly less than 1 (it was certainly proved by Dynnikov that it is no more than 1 for the generic Fermi surfaces, but it can be more for the nongeneric ones–see numerical studies in the works . Anyway, there is no proof of this until now.

We will first mention Tsarev’s example of weakly chaotic trajectory having an asymptotic direction in $`^3`$ (). We will not describe here the details of corresponding Fermi surface (see ) and just say the trajectory of this kind can not be imbedded in any straight strip of finite width in $`𝐩`$-space. However this trajectory has always asymptotic direction in the plane orthogonal to $`𝐁`$. The motion is linear plus smaller (but unbounded) terms. We can always choose the coordinate system such that the average values of the group velocities satisfy to the following condition:

$$v_{gr}^x=0,v_{gr}^y0,v_{gr}^z0$$

Here again the $`z`$-axis coincides with the direction of $`𝐁`$ and the $`x`$-axis is directed along the asymptotic direction of the chaotic trajectory in $`𝐩`$-space.

The corresponding behavior of conductivity in GSMF-limit does not coincide completely with the formula (3), however the following formulae for the behavior of $`\sigma ^{ik}(B)`$ can be proved:

$$\sigma ^{ik}(𝐁)\frac{ne^2\tau }{m^{}}\left(\begin{array}{ccc}o(1)& o(1)& o(1)\\ o(1)& & \\ o(1)& & \end{array}\right),\omega _B\tau \mathrm{}$$
(4)
which replaces the formula (3) for the case of weakly chaotic trajectories. Let us omit here all details of the weakly chaotic trajectories and just point out that the asymptotic direction of the weakly chaotic trajectory can be also observed experimentally due to the same reasons as in the case of topologically regular trajectories. However, unlike the topologically regular case, the weakly chaotic trajectories are unstable with respect to generic small rotations of $`𝐁`$. They correspond to some very small sets on the unit sphere. At last we say that the trajectories of this kind can appear only for the direction of $`𝐁`$ of irrationality 2, i.e. the plane $`\mathrm{\Pi }(𝐁)`$ should contain one reciprocal lattice vector in this situation.

Let us say now some words about more general strongly chaotic trajectories which do not have any asymptotic direction in $`^3`$. We will not describe here the corresponding construction (see ) and just give the main features of such trajectories.

First of all, these trajectories can arise only in the case of magnetic field of irrationality 3 and the corresponding carriers have then the genus $`3`$. This kind of trajectories are completely unstable with respect to the small rotations of $`𝐁`$ and can be observed just for special fixed directions of $`𝐁`$ in the case of rather complicated Fermi surfaces. The approximate form of some trajectories of this kind is shown at Fig. 2, b. Moreover, if the genus of Fermi surface is not very high ($`<6`$) it can always be stated that the corresponding carrier of open strongly chaotic trajectories is invariant under the involution $`𝐩𝐩`$ (after the appropriate choice of the initial point in $`𝕋^3`$). The ergodic theorem applied to the open trajectories on the carrier gives then immediately the relations:

$$v_{gr}^x=0,v_{gr}^y=0,v_{gr}^z=0$$

for all three components of the group velocity on any of such trajectories. This important fact leads to the rather non-trivial behavior of corresponding contribution to the conductivity for $`B\mathrm{}`$. Namely we can show that all the components of the corresponding contribution to $`\sigma ^{ik}(𝐁)`$ become actually zero in the limit $`B\mathrm{}`$ (). We can write then for this contribution:

$$\sigma ^{ik}(𝐁)\frac{ne^2\tau }{m^{}}\left(\begin{array}{ccc}o(1)& o(1)& o(1)\\ o(1)& o(1)& o(1)\\ o(1)& o(1)& o(1)\end{array}\right)$$
(5)
for $`B\mathrm{}`$.222Actually the component $`\sigma ^{zz}(𝐁)`$ contains the non-vanishing term of order of $`T^2/ϵ_F^2`$ for $`B\mathrm{}`$ for non-zero temperatures (). However, this parameter is very small for the normal metals and we don’t take it here in the account.

We see that the strongly chaotic trajectories (”Dynnikov type”) do not give any contribution even for conductivity along the magnetic field $`𝐁`$ for rather big values of $`B`$. In the work  also the special ”scaling” asymptotic behavior of $`\sigma ^{ik}(𝐁)`$ were suggested. Let us note, however, that the full conductivity tensor include also the contribution of compact (closed) electron trajectories having the form (2) which presents in general as the additional contribution in all the cases described above. We can so claim that the strongly chaotic behavior does not remove completely the conductivity along the magnetic field $`𝐁`$ because of the contribution of compact trajectories. However, the sharp local minimum in this conductivity can still be observed in this case since a part of the Fermi surface will be effectively excluded from the conductivity in this situation.

It can be proved (see ) that for the generic Fermi surfaces the measure of directions of magnetic field $`𝐁`$ where the strongly chaotic behavior can be found on the Fermi surface is equal to zero. However, the total set on the unit sphere corresponding to the strongly chaotic trajectories of this kind can be rather complicated set with the non-trivial Hausdorf dimension. We expect that the Hausdorf dimension of this set is strictly less than 1 for the generic Fermi surfaces. For the nongeneric cases it might be even more than 1.

At last let us say that we expect that either the small stability zones or the strongly chaotic trajectories in fact were observed in the experimental data represented in  (see ). However these data are not detailed enough (for example the conductivity along magnetic field was not measured in this experiments).

Let us describe now the total picture for the angle diagram of conductivity in normal metal in the case of geometric strong magnetic field limit (. Namely, we can observe the following objects on the unit sphere parameterizing the directions of $`𝐁`$:

1) The ”stability zones” $`\mathrm{\Omega }_\alpha `$ corresponding to topologically regular open trajectories and parameterized by some integral planes $`\mathrm{\Gamma }_\alpha `$ in the reciprocal lattice (”Topological Numbers”). All the ”stability zones” have the piecewise smooth boundaries on $`S^2`$.

The corresponding behavior of conductivity is described by the formula (3) and reveals the strong anisotropy in the planes orthogonal to the magnetic field. For rather complicated Fermi surfaces we can observe also the ”sub-boundaries” of the stability zones where the coefficients in (3) can have the sharp ”jump” but do not change the ”Topological Numbers” characterizing the ”Stability zone” $`\mathrm{\Omega }_\alpha `$.

2) The net of the one-dimensional curves containing directions of irrationality $`2`$ where the additional periodic open trajectories in $`𝐩`$-space can appear. The corresponding parts of the net are always the parts of the big (passing through the center of $`S^2`$) circles orthogonal to some reciprocal lattice vector. The asymptotic behavior of conductivity is given again by the formula (3) but unstable with respect to the small rotations of $`𝐁`$ going out from the corresponding curves.

3) The ”Special rational directions”.

We call the special rational direction the direction of $`𝐁`$ orthogonal to the integral plane $`\mathrm{\Gamma }_\alpha `$ corresponding to some stability zone $`\mathrm{\Omega }_\alpha `$ in case when this direction belongs to the same stability zone on the unit sphere. We don’t discuss here all the specific features which can appear in this situation and just say that some specialties can arise here. Let us give here the reference on the papers  where all corresponding possibilities are discussed.

4) The weakly chaotic open orbits ($`𝐁`$ of irrationality $`2`$).

We can have points on the unit sphere where the open orbits are weakly chaotic. All open trajectories still have the asymptotic direction in this case and the conductivity reveals the strong anisotropy in the plane orthogonal to $`𝐁`$ as $`B\mathrm{}`$. The $`B`$ dependence, however is slightly different from the formula (3) in this case.

5) The strongly chaotic open orbits ($`𝐁`$ of irrationality $`3`$).

For some points on $`S^2`$ we can have the strongly chaotic open orbits on the Fermi surface. At these points the local minimum of conductivity along the magnetic field is expected. The conductivity along $`𝐁`$ however remains finite as $`B\mathrm{}`$ in general situation because of the contribution of compact trajectories.

6) At last we can have the open regions on the unit sphere where only the compact trajectories on the Fermi level are present (Situation A). The asymptotic behavior of conductivity tensor is given then by the formula (2).

At the Fig. 5 we show the schematic picture of the regimes described above for different directions of magnetic field $`𝐁`$.

Let now point out some new features connected with the ”magnetic breakdown” (self-intersecting Fermi surfaces) which can be observed for rather strong magnetic fields. Up to this point it has been assumed throughout that different parts of the Fermi surface do not intersect with each other. However, it is possible for some special lattices that the different components of the Fermi surface (parts corresponding to different conductivity bands) come very close to each other and may have an effective ”reconstruction” as a result of the ”magnetic breakdown” in strong magnetic field limit. In this case we can have the situation of the electron motion on the self-intersecting Fermi surface such that the intersections with other pieces do not affect at all the motion on one component. (The physical conditions for the corresponding values of $`B`$ can be found in ). In this case the picture described above should be considered independently for all the non-selfintersecting pieces of Fermi surface and we can have simultaneously several independent angle diagrams of this form on the unit sphere.


text:
# References

Exact nonparaxial beams of the scalar Helmholtz equation

G. Rodríguez-Morales, S. Chávez-Cerda

Instituto Nacinal de Astrofísica, Optica y Electrónica Apdo Postal 51/216, Puebla, Pue. 72000, México

## Abstract

It is shown that three-dimensional nonparaxial beams are described by the oblate spheroidal exact solutions of the Helmholtz equation. For the first time, their beam behaviour is investigated and their corresponding parameters are defined. Using the fact that the beam width of the family of paraxial Gaussian beams is described by an hyperbola, the connection between the physical parameters of nonparaxial spheroidal beam solutions and those of paraxial beams is formally stablished. These results are also helpful to investigate the exact vector nonparaxial beams.

OCIS codes: 350.5500, 260.1960, 260.2110, 140.3410, 000.3860

Recent developments in science and technology brings the necessity of revisiting the theory and concepts of nonparaxiality of optical beams. Its understanding has great relevance in the description of optical fields which are tightly focused or, optical beams whose diameter can be of the order of a few wavelengths as can be the case in optical nanolasers.

When studying beams beyond the paraxial approximation, the standard approach, introduced by Lax, has been to start with the paraxial solution and then to include some corrections . Rigurously speaking, nonparaxial beams are solutions of the wave equation without the paraxial approximation, in other words, they are solutions of the Helmholtz wave equation $`^2E+k^2E=0`$, with $`k`$ the wave number. Thus, such kind of solutions must be investigated in order to describe nonparaxial beams.

A class of nonparaxial solutions has been introduced assuming a point source located at a complex position along the $`z`$axis. The *spherical* wave field from this virtual complex source is converted into a directional wave field which remains a rigurous solution of the Helmholtz equation . This virtual source mode has wavefronts that are approximately oblate spheroidal . This fact has also been discussed by several authors and even have expressed the virtual source mode wave in spheroidal coordinates . Whatever the coordinate system used, the field expression reduces, under the paraxial approximation, to Gaussian beam .

The virtual complex source point solutions carry an inherent singularity which makes them inadequate to describe propagating fields near the origin or focal source point . To elliminate this problem a non-singular superposition of incoming and outgoing spherical waves has been used , however even this non-singular solution has problems since, to realise them physically, infinite energy is required .

In this letter we investigate the solutions of the scalar Helmholtz equation in oblate spheroidal coordinates and we show that they can have a beam behaviour. By identifying that the evolution of the beam width of a Gaussian mode follows an hyperbola we relate the physical parameters of nonparaxial spheroidal beam solutions and those of paraxial beams. This also allows to define quantitatively a threshold between nonparaxial and paraxial beams. In the paraxial limit the oblate spheroidal solution tend to Laguerre-Gaussian beams.

Pure plane, spherical or cylindrical waves of the Helmholz equation, cannot be used, in a strict sense, to describe optical beams if we understand as such those field distributions that are concentrated around an imaginary line that will be identified as the beam propagation axis. Here we show that solutions of the Helmholtz equation in spheroidal coordinates can satisfy this requirement depending on the value of the ellipsoidal parameter (to be defined below).

The propagation axis will be the $`z`$axis that will also be the azimuthal axis of the oblate spheroid coordinate system. This coordinates are defined by $`x=d(\xi ^2+1)^{1/2}(1\eta ^2)^{1/2}\mathrm{cos}\varphi `$, $`y=d(\xi ^2+1)^{1/2}(1\eta ^2)^{1/2}\mathrm{sin}\varphi `$ and $`z=d\xi \eta `$, where $`d>0`$ is the distance from the origin to the foci . The variation range of the coordinates is determined by the physical problem. In the present case they are $`0\eta 1`$, $`\mathrm{}\xi \mathrm{}`$ and $`0\varphi 2\pi `$. The first two coordinates can be related to an eccentric radial coordinate $`\rho =\mathrm{sinh}^1\xi `$ and an eccentric angular coordinate by $`\theta =\mathrm{cos}^1\eta `$. From the above coordinate transformations, the condition $`|\eta |=1`$ defines the $`z`$axis.

In oblate spheroidal coordinates $`(\xi ,\eta ,\varphi )`$ the Helmholtz wave equation $`^2E+k^2E=0`$, is separated into the next set of equations

$$\begin{array}{c}\frac{d^2\mathrm{\Phi }}{d\varphi ^2}+m^2\mathrm{\Phi }=0\\ \left(\xi ^2+1\right)\frac{d^2R}{d\xi ^2}+2\xi \frac{dR}{d\xi }\left(a_{mn}c^2\xi ^2+\frac{m^2}{\xi ^2+1}\right)R=0\\ \left(1\eta ^2\right)\frac{d^2S}{d\eta ^2}2\eta \frac{dS}{d\eta }+\left(a_{mn}c^2\eta ^2\frac{m^2}{1\eta ^2}\right)S=0\end{array}$$
(1)
where $`c=kd`$ with $`a_{mn}`$ is a constant parameter. The spheroidal parameter $`c`$ is a meassure of how far is the spheroid from a sphere for which $`d=0`$ and in consequence $`c=0`$. From Eq. (1) the solutions of Helmholtz equation have the form of a Lamé product

$$E_{nm}(\xi ,\eta ,\varphi )=R_{mn}^{\left(p\right)}(\xi ;c)S_{mn}(\eta ;c)e^{im\varphi }$$
(2)
where in the spheroidal radial functions $`R_{mn}^{(p)}(\xi ;c)`$, the superindex $`p`$ defines the kind of solution (first kind $`p=1`$, second kind $`p=2`$ and so on). With $`p=3,4`$ the solutions are linear combinations of the first two, namely $`R_{mn}^{(3,4)}=R_{mn}^{\left(1\right)}\pm iR_{mn}^{\left(2\right)}`$, and these are what we will use as they, can be used to describe travelling waves. There are two spheroidal angular solutions $`S_{mn}^{(1,2)}(\eta ;c)`$ but, we exclude the second one since it tends to infinity as it approaches the $`z`$-axis then, only that of first kind can describe beams of finite energy and so we drop the superindex for this solution.

In order to understand the physics of Eq. (2) we refer to Fig. 1 where the intensity of the modes with $`m=n=0`$ and $`m=n=1`$ are shown. One immediately realises that for $`c0`$, the wavefield distribution is concentrated around the $`z`$axis, in other words, it behaves like a *beam*. The angular part of (2) determines the transverse pattern of the wavefield while the radial part defines the propagation features. The azimuthal and radial parts of the solution determine the form of the propagating phase front, when $`m=0`$ they are oblate spheroidal, Fig 1a), and when $`m0`$ the solution describes wavefields with rotating wavefronts, Fig 1b).

To relate spheroidal solutions, Eq. (2) with those of the paraxial wave equation analyse the geometry of paraxial beams. Their beam width $`w(z)`$ is given by $`w^2(z)=w_0^2(1+z^2/R_0^2)`$ where $`w_0`$ is the beam waist and $`R_0`$ is the Rayleigh distance . Rewriting this expression we get the hyperbola equation $`w^2(z)/w_0^2z^2/R_0^2=1`$ to which we can associate an oblate spheroidal coordinate system, this is shown in Fig. 2. In it, $`d`$ is the distance to one of the foci and $`w_0`$ is the vertex of the hyperbola. From the geometry of the hyperbola, the equation

$$R_0^2=d^2w_0^2$$
(3)
has to be fulfilled. From the equation of the hyperbola, the angle of the asymptote or far field angle is $`\mathrm{tan}\alpha =w_0/R_0`$, this assigns a geometric place to $`R_0`$ in Fig. 2. We now make the connection between paraxial and spheroidal beams through the common parameter $`d`$. Sustituting $`c=kd`$ and $`R_0=kw_0^2/2`$ in Eq. (3), after some algebra, we get

$$w_0=\frac{\sqrt{2(1+\sqrt{1+c^2})}}{k}.$$
(4)
This equation is the link that connects oblate spheroidal beams and paraxial beams. There must exist a range of values of $`c`$ for which oblate spheroidal beams describe paraxial beams. This can be obtained, expressing this parameter in terms of the far field angle $`c=2/(\mathrm{tan}\alpha \mathrm{sin}\alpha )`$, since paraxial beams cannot diverge at cone angles larger than $`\alpha 0.5`$rad $``$ $`\pi /6`$  we have $`c_p7`$ this value defines the frontier between paraxial and nonparaxial beams. In Fig. 3 we show the plots of the on-axis intensity $`\left|R_{mn}^{(3,4)}(\xi ;c_p)\right|^2`$ and transverse profile $`S_{mn}(\eta ;c_p)`$ of an oblate spheroidal beam in this limit and compare them with the corresponding paraxial beam. Also, for reference, it is plotted the normalised axial intensity for a highly nonparaxial beam with $`c<c_p`$ (inner thin line). The small differences can be attributed to that the paraxial Laguerre-Gauss beam is in the limit of its validity. In fact, for $`c>c_p`$ the behaviour of the oblate spheroidal beams is even closer to paraxial beams. We have evaluated the wavefield profiles for large values of $`c>c_p`$ and found that the transverse part of the spheroidal beams described by the angular solutions $`S_{mn}(\eta ;c)`$ tend to the Laguerre-Gauss beam, as expected . This similarity occurs earlier for the zero-order mode for $`c`$ just above $`c_p`$. Finally, notice that from Eq. (4) when $`c\mathrm{}`$ the radial functions $`R_{mn}^{(3,4)}`$ tend to plane waves for the fundamental order mode and when $`c0`$, the nonparaxial oblate spheroidal beams tend to resemble spherical waves.

That the solutions discussed here are different from those obtained with the complex source point method (CSPM) expressed in spheroidal coordinates . The zero-order nonparaxial beams obtained with the CSPM have a singularity inherited from its construction from a source point . The oblate spheroidal beams presented here do not present any singularity whenever $`c0`$. Using the CSPM, it is usually proposed that in the paraxial limit $`d`$ can take the value of $`R_0`$. From eq. (3) it is clear that this situation can never be possible since it would imply a physical inconsistency, $`w_0=0`$ and a far-field angle $`\alpha =0`$ (see Fig. 2).

In conlcusion, for the first time, we have demonstrated that spheroidal beams describe paraxial and nonparaxial beam exact solutions of the Helmholtz equation. We have established a threshold that separates nonparaxial and paraxial regimes. Higher oblate spheroidal modes reduce in a natural way to Laguerre-Gauss beams when the spheroidal parameter $`c`$ exceeds the critical value $`c_p`$. The results presented here were in the neighborhood of the paraxial limit and thus the scalar treatment is valid. Our approach extends straightforward to vector nonparaxial beams in Eq. (2), to obtain the corresponding vectorial components obtained . Thorough investigations are underway.

Authors acknowledge to CONACyT. GRM Acknowledge support to CONACyT grant 118631/120329.

Figure Captions

1. Intesity and phase evolution (left), and transverse pattern (right) of oblate spheroidal modes for $`c=7`$; a) $`m=n=0`$ b) $`m=n=1`$.
2. Hyperbolic-elliptic geometry of a paraxial beam defined by the beam width evolution.
3. a) Comparison of on-axis intensity for oblate spheroidal nonparaxial (thick solid line) and paraxial (dashed line) beams. Also it is shown the normalised intensity for a highly nonparaxial beam (thin line). b) Corresponding transverse amplitude profiles at the plane $`z=0`$. Notice that for the Laguerre paraxial mode $`r`$ can be obtained from $`r^2=x^2+y^2=d^2\left(1\eta ^2\right)`$.