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# Influence of the incommensurability in 𝑆𝑟_{14-𝑥}𝐶𝑎_𝑥𝐶𝑢₂₄𝑂₄₁ family compounds.

## Abstract

The present paper studies the influence of the structural modulation on the low energy physics of the $`Sr_{14x}Ca_xCu_{24}O_{41}`$ oxides, using ab-initio determination of the on-site and nearest neighbor effective parameters. The structural modulations appears to be the key degree of freedom, responsible for the low energy properties, such as the electron localization, the formation of dimers in the $`x=0`$ compound or the anti-ferromagnetic order in the $`x=13.6`$ compound.

The family of $`Sr_{14x}Ca_xCu_{24}O_{41}`$ transition-metal oxides has attracted a lot of attention in the last decade. Indeed, the superconducting state observed in the $`x>11.5`$ compounds under high pressure ObsSupra , is supposed to be the realization of the remarkable theoretical prediction of superconductivity in two-legs doped spin ladders TheoEchSupra . Moreover, this family of compounds exhibits a large diversity in electric and/or magnetic properties when chemical — isovalent substitution of $`Sr`$ by $`Ca`$ — and physical pressure are applied. For instance, under applied pressure, the compounds change from semi-conductor to conductor and finally to superconductor.

This family of compounds possesses a complex layered structure of two alternating subsystems struc1 . The layers of the first subsystem are composed of weakly-coupled $`CuO_2`$, spin-$`1/2`$ chains along the $`𝐜`$ direction. The spins, supported by $`3d`$ orbitals of the $`Cu^{2+}`$ ions, are coupled via two $`90^{}`$ $`Cu`$$`O`$$`Cu`$ bonds. The layers of the second subsystem are composed of weakly-coupled, two-leg spin-1/2 ladders also along the $`𝐜`$ direction. The spins are strongly antiferromagnetically coupled on both legs and rungs, due to the $`180^{}`$ $`Cu`$$`O`$$`Cu`$ bonds. The cell parameters of the two subsystems, in the direction of both chains and ladders, are incommensurate. The compounds have a pseudo-periodicity of 10 chain units for 7 ladder units.

Electro-neutrality analysis shows that these systems are intrinsically doped with six holes by formula unit (f.u.). Similar to high-$`T_c`$ superconductors, the holes are expected to be mainly supported by the oxygen $`2p`$ orbitals and to form Zhang-Rice ZR  singlets with the associated-copper hole. NEXAFS experiments XRay00  have later supported this assumption. A calculation of the Madelung potential Mad97  on the concerned oxygen sites suggests that for the undoped compound, $`Sr_{14}Cu_{24}O_{41}`$, the chains exhibit a larger electro-negativity than the ladders, resulting in a localization of all the holes on the former. Different experiments COpt97 ; XRay00 , however suggest that about one hole per f.u. is located on the ladders. Under $`Ca`$ substitution, the same experiments, as well as $`Cu`$ NMR RMN98 , show a transfer of part of the holes to the ladders. However the precise number of transferred holes is still under debate. X-ray data XRay00  suggest a small hole transfer to the ladders ($`1.1`$ for $`x=12`$), while optical conductivity COpt97  and $`{}_{}{}^{63}Cu`$ NMR studies RMN98  show a larger hole transfer, of respectively $`2.8`$ ($`x=11`$) and $`3.5`$ ($`x=11.5`$).

Let us first focus on the undoped system, $`Sr_{14}Cu_{24}O_{41}`$. This is a semiconductor with a $`0.18eV`$ gap. The spin ladders have a singlet ground state with a spin gap of about $`3547meV`$ Neut96 ; RMN98 ; RMN97 . Surprisingly the spin chains also exhibit a singlet ground state with a spin gap of $`1112meV`$ Magn96B ; RMN97 ; RMN98B ; Neut98 ; Thermo00 . Since homogeneous spin chains are known to be gap-less in the spin channel, the existence of a gap witnesses their strongly inhomogeneous character. In fact, the electronic structure of the $`Sr_{14}Cu_{24}O_{41}`$ chains is usually understood as formed by weakly interacting dimmers Magn96 ; Magn96B ; ESR96 ; Neut96 . It is now well established that these dimers are formed by second-neighbor spins separated by a Zhang-Rice singlet (ZRS), and order RMN98B ; ESR01 ; Neut98 ; Neut99  according to a pseudo periodicity of 5 sites (one dimer followed by two ZRS).

When $`Sr`$ is substituted by $`Ca`$ the system becomes more metallic. The doped compound with $`x=10`$ shows a gap of only $`0.023eV`$ Magn96B . This increased conductivity, as a function of the $`Ca`$ doping, is usually understood as a consequence of the hole transfer from the chains to the ladders, in which the conduction is supposed to occur. However, a possible enhancement of the holes mobility within the chains is also evoked XRay00 ; ESR01 . Neutron scattering experiments Neut99  showed that the dimerization becomes unstable with $`Ca`$ substitution and disappears for $`x>8`$, although the magnetic interactions within and between the dimers remain unchanged. In parallel, both ESR ESR01  and thermal expansion data Thermo00  witness a progressive disappearance of the charge order with increasing doping. Finally, at large doping ($`x11`$) and very low temperatures ($`<2.5K`$) an anti-ferromagnetic phase is observed Magn99 ; ESR01 .

An important aspect of these compounds, which is most of the time neglected, is the modulation of the two subsystems. Indeed, the mutual influence of the two subsystems results in a modulation of each of them with the periodicity of the other. These distortions are particularly large on the chains. Indeed, in the highly doped systems, the $`Cu`$$`O`$$`Cu`$ angle varies between $`89^{}`$ and $`99^{}`$, while the $`Cu`$$`O`$ distance varies with an amplitude of $`19\%`$. The magnetic interactions being very sensitive to both bond angles and distances between the magnetic sites and the bridging ligands, one can expect that the modulations will be of importance for the low energy physics of the compounds. In the ladder subsystem, the structural distortions are of weaker amplitude since the alkaline-earth counter-ions are attached to it. In addition, the $`Cu`$$`O`$$`Cu`$ angle varies around $`\theta =180^{}`$ and therefore super-exchange mechanism (that scales as $`\mathrm{cos}^4\theta 12\theta ^2`$) should be dominant. Thus, while the effect of the structural modulations on the ladders may be of importance, it can be expected to be much weaker than on the chains sub-system.

The aim of this paper is to study to which extent the modulations influence the chains electronic structure. For this purpose, we performed ab-initio calculations so that to accurately evaluate the influence of the modulations on the magnetic orbital energies (OE) and nearest neighbors (NN) interactions. We choose for these calculations the $`Sr_{14}Cu_{24}O_{41}`$ and $`Sr_{0.4}Ca_{13.6}Cu_{24}O_{41}`$ compounds in their low temperature phase struc .

As the interactions between magnetic sites are essentially local, they can be accurately determined using an embedded fragment ab-initio spectroscopy method revue . The fragment includes the magnetic centers, the bridging oxygens mediating the interactions, and their first coordination shell. Short-range crystal effects are thus treated explicitly while the long-range crystal effects, such as the Madelung potential, are treated within an appropriate bath. The calculations have been performed using the DDCI method DDCI , a selected multi-reference single and double configuration interaction that properly treats (i) the strongly correlated character of the system, (ii) the mediation of the interaction via the bridging ligands and (iii) the screening effects on these processes bridge . The reference space has been chosen to be composed by the copper magnetic orbitals. The basis sets are of valence $`3\zeta `$ bases  quality for $`Cu`$ and $`2\zeta +p`$ for $`O`$. This method has proved to be very accurate in the determination of the the local effective interactions as well as local electronic structures. One can cite, for instance, the remarkable results obtained on the effective exchange and hopping determination in high-$`T_c`$ parent compounds DDCIhtc , copper chains DDCIcha  and ladder DDCIlad  systems, where the computed values are within experimental accuracy, as well as on the charge ordering in the sodium vanadate low temperature phase vana .

Singlet-triplet excitation energies on embedded $`Cu_2O_6`$ fragments will thus yield the effective exchange integrals, while the first doublet-doublet excitation energies and associated wave functions yield both magnetic (hole) OE and hopping effective integrals. In order to study the influence of the incommensurability on these parameters, we performed calculations on 11 fragments associated to successive cells of the chain sub-system.

Let us first look at the hole OE (fig. 1). One sees immediately that their modulations are very large. Indeed, in the non-doped system, the OE vary within a range of $`1.2eV`$. In the $`Ca`$ doped system, the variation is even much larger and spans a $`2.2eV`$ range. Let us notice, that in both systems, the OE variation is larger than the hopping and exchange energy scales (respectively of $`150meV`$ and $`20meV`$, see below). Thus, this is the OE that will dominate the low energy physics through the localization of the magnetic electrons (holes) on the low (high) energy sites. One should notice that the variations of the OE are due to the crystal distortions. Indeed, when using the average crystal structure — where the subsystems distortions have been omitted — the OE exhibit only very small variations env  ($`<30meV`$ for the undoped compound).

Before studying the electrons (holes) localization along the chain, let us take a look at the variations of the NN hopping and exchange interactions.

The effective exchange integrals, obtained for the 11 fragments, are reported in fig. 2. As expected the NN effective exchange for the $`x=0`$ compound is ferromagnetic and exhibits small modulations around an average value of $`21.3meV`$, the standard deviation being $`2.5meV`$. On the contrary, the $`x=13.6`$ compound does not follow the expectations. Indeed, the effective exchange varies greatly, going from ferromagnetic values ($`20meV`$) up to anti-ferromagnetic interactions as large as $`10meV`$. These anti-ferromagnetic interactions are observed either for large $`Cu`$$`O`$$`Cu`$ angles ($`98^{}`$) or for large angles between the two magnetic orbitals ($`>10^{}`$) associated with short $`Cu`$$`Cu`$ distances. In both cases, these strong distortions allow super-exchange mechanism to take place.

The effective hopping integrals between NN copper atoms are expected to be quite small, since the nearly $`90^{}`$ $`Cu`$$`O`$$`Cu`$ angles forbid the through-bridge contribution via the oxygen orbitals. However, this is not what is observed in our calculations (see fig. 2) since the hopping integrals present very large modulations and can reach values as large as $`208meV`$ for $`x=0`$ and $`266meV`$ for $`x=13.6`$. These amplitudes are as large as $`1/3`$ of the hopping observed in systems with $`180^{}`$ $`Cu`$$`O`$$`Cu`$ angles, such as high-$`T_c`$ superconductors DDCIhtc  or $`CuO_3`$ corner-sharing chains DDCIcha .

At this point it is clear that, the systems modulations, and the variations of these modulations according to the $`Ca`$ doping, are crucial for the low energy properties of this family of iso-electronic compounds. We will now study whether they can explain the existence of the dimerization that is observed in the weakly doped compounds but not in the highly doped ones. For this purpose we need to extrapolate the values of the OE over the whole chain. It is usual to do so using a Bond Valence Sum (BVS) analysis, that analyzes the distances between the metal atom and its first coordination shell. However, for the $`Sr_{0.4}Ca_{13.6}Cu_{24}O_{41}`$ system, the BVS analysis yields quite different results from the OE. A further analysis discloses that, in these systems, the Madelung potential on the magnetic centers, and thus the OE, is sensitive to the atomic displacements not only of the first coordination shell, but up to the $`8^{\mathrm{th}}`$ shell of neighbors. This is for this reason that the BVS analysis fails to correctly reproduce the copper valence for this type of compounds.

In order to extrapolate the OE over the whole chain, we used the crystallographic description of the incommensurate structure in a four dimensional space. Each subsystem is thus described by the three $`a`$, $`b`$ and $`c`$ usual spatial dimensions and a fourth coordinate $`\tau `$ that has the periodicity of the other subsystem and describes the modulations struc4 . We fitted the computed values using a Fourier analysis as a function of $`\tau `$ (see fig. 3). One can note that the doped and undoped compounds present very different OE curves as a function of $`\tau `$. Let us notice on fig. 3a the half periodicity of the magnetic cell for the $`Sr_{14}Cu_{24}O_{41}`$ compound, observed in neutrons scattering experiments Neut98 ; Neut99 .

Figure 4 reports the electrons (holes) localization along the chain as derived from the extrapolated on-site orbital energies. In the $`x=13.6`$ case, a Fourier analysis has also been done on the effective NN exchange in order to predict the sign of the NN interactions for the different positions along the chain. The second neighbor exchange has been considered to be anti-ferromagnetic in agreement with experimental results.

For the undoped $`Sr_{14}Cu_{24}O_{41}`$ system we studied the two types of filling considered in the literature, namely with all the holes on the chains (fig. 4a1) and with one hole transfer per f.u. (fig. 4a2). When all the holes are on the chains, we retrieve a spin arrangement consistent with the experimental observations Neut98 ; Neut99 ; RMN98 , that is dimeric units formed of two second neighbors spins, separated by two ZR singlets. These dimers are clustered by three or four units separated by a free spin, that is a spin with neither first nor second neighbor spin. We found 5 free spins for 100 sites ($`0.5`$ per f.u.) to be compared with the magnetic susceptibility measurements of $`0.55`$ free spins per f.u. Magn96B . The number of dimers is 17 ($`1.7`$ per f.u.) to be compared with the magnetic susceptibility finding of $`1.47`$ per f.u.. When one hole per f.u. is transfered to the ladders, the picture is totally modified. Indeed, the free spins totally vanish and first neighbor ferro-magnetically coupled spins appear. At the same time the number of (isolated) dimers is strongly reduced, with only 5 for 100 sites, that is $`0.5`$ per f.u. From this analysis it is clear that if there are holes transferred to the ladders (at low temperature) in the undoped compound, this number is much smaller than 1 per f.u..

For the $`x=13.6`$ doped system we studied three types of filling where $`n=`$ 1,2, or 3 holes have been transferred to the ladders. For all fillings, we retrieve arrangements with nearest neighbors spins and no second neighbors dimeric units. The chains are essentially composed of low-spin clusters (either in a singlet or doublet state), with spin arrangements that present weak exchange frustration. Such fillings are thus expected to be specially stable, and should be put into perspective with the anti-ferromagnetic ordering seen in magnetic susceptibility and ESR measurements. For $`n=1,2`$ one still observes a large number of free spins, while for $`n=3`$ they have essentially disappeared, in agreement with magnetic susceptibility experiments Magn99 .

In summary, we have studied the importance of the structural modulations on the low energy physics of the $`Sr_{14x}Ca_xCu_{24}O_{41}`$ family. Surprisingly these distortions are not simply responsible for parameters modulations around their average value (except for the NN effective exchange on the undoped compound), but induce very large variations of the orbital energies, NN effective hopping and exchange. This is the variation of the OE (which spans a range of $`1.2eV`$ for $`x=0`$ and $`2.2eV`$ for $`x=13.6`$) that is responsible for the low energy properties of the compounds, through the localization of the magnetic electrons. It is in particular responsible of the formation of dimers in the undoped compound. In view of these results one can also suppose that the stabilization of part of the chains sites by larger structural modulations, is responsible for the hole transfer toward the ladders in the doped compounds. In the $`x=13.6`$ compound, the structural modulation is so large that it even reverse the sign of the NN effective exchange on part of bonds, lifting the exchange frustration that would arise for the large chain filling. In conclusion, one can say that the structural modulation is the key parameter, responsible for the large variation of the low energy properties in this family of compounds.

Acknowledgment : the authors thank Dr. D. Maynau for providing us with the CASDI suite of programs.


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# Fully Gapped Single-Particle Excitations in the Lightly Doped Cuprates

Present address: \]Los Alamos National Laboratory, Los Alamos, New Mexico

Present address: \]Department of Physics and Astronomy, University of California, Los Angeles, Los Angeles, CA

Present address: \]Department of Physics and Astronomy, University of British Columbia, Vancouver, B.C., Canada

Present address: \]Department of Physics and Synchrotron Radiation Research Center, Fudan University, Shanghai, China

## Abstract

The low-energy excitations of the lightly doped cuprates were studied by angle-resolved photoemission spectroscopy. A finite gap was measured over the entire Brillouin zone, including along the $`d_{x^2y^2}`$ nodal line. This effect was observed to be generic to the normal states of numerous cuprates, including hole-doped La2-xSrxCuO4 and Ca2-xNaxCuO2Cl2 and electron-doped Nd2-xCexCuO4. In all compounds, the gap appears to close with increasing carrier doping. We consider various scenarios to explain our results, including the possible effects of chemical disorder, electronic inhomogeneity, and a competing phase.

The parent compounds of the cuprates are half-filled antiferromagnetic insulators whose Coulomb repulsion opens a large charge-transfer gap ($``$ 2 eV). While accurately describing the single particle excitations of the undoped insulator remains a theoretical challenge, this problem becomes far more daunting upon the addition of even a small number of holes or electrons. The exotic properties exhibited by these underdoped cuprates have led to numerous inquiries and debates over the physics of the insulator-superconductor transition, the presence of competing phases, precursor superconductivity, and electronic phase separation. While popular theoretical models (i.e. $`tJ`$ or Hubbard models) predict the formation of metallic states even at infinitesimally small doping concentrations Dagotto94 , antiferromagnetic Néel order has been experimentally found to persist up to finite doping levels. Moreover, the doping range in which low temperature insulating behavior is observed has been universally found in the cuprates to extend well past the disappearance of Néel order Iye92 . This naturally raises the question of the respective roles played by order (i.e. Néel order or alternative competing orders) and disorder (chemical or electronic inhomogeneity), on the low lying electronic states derived from doping the parent insulator.

To date, angle-resolved photoemission spectroscopy (ARPES) has been the premier tool for the direct study of the electronic structure of the near-optimally doped cuprates Damascelli03 . However, its contributions to our understanding of the lightly doped regime have been extremely limited. The main reason for this disparity is that the bismuth based cuprates, the archetypal materials for ARPES, are naturally grown within a limited range around optimal doping, and thus it becomes necessary to study other families in order to access lighter dopings. Because of the extreme dearth of ARPES data in the lightly doped regime, a serious gap exists in our experimental understanding of the doping evolution of the electronic structure. Unfortunately, this deficiency in knowledge occurs where the physics of the cuprates is generally acknowledged to be most complex, further complicating attempts at understanding the physics of high-temperature superconductivity. It has been very recently shown that upon the addition of even a small concentration of carriers to the parent insulator, finite spectral weight develops near the chemical potential Armitage02 ; Yoshida02 , as expected for a compressible thermodynamic system. While consistent with the high temperature metallic behavior seen at low concentrations Iye92 ; Ando01 , this near-EF weight has serious conflicts with the low temperature insulating behavior observed by charge and thermal transport Iye92 ; Ando01 ; Hawthorn03 ; Sun03 . It is therefore important to ask whether this near-EF weight is additionally gapped at low energies. An energy gap along the $`d`$-wave node has not yet been observed, as previous work in the pseudogap regime was restricted to higher dopings where the nodal states were found to be ungapped. The presence of a gap along the nodal direction will clearly demonstrate the effects of disorder or additional orders on the ostensibly $`d`$-wave-like low energy states.

Here we report an extensive ARPES study of various lightly doped cuprates, where we find an apparently finite excitation gap in the normal state over the entire Brillouin zone. This result is observed for a variety of compounds and carrier concentrations, including hole-doped Ca2-xNaxCuO2Cl2 (*x* = 0.05, 0.10), La2-xSrxCuO4 (*x* = 0.01, 0.02), and electron-doped Nd2-xCexCuO4 (*x* = 0.025, 0.04). This study reports the lowest doping concentrations ever studied by ARPES for each of the respective compounds, including La2-xSrxCuO4 with $`x0.02`$, where Néel order persists. The widespread absence of ungapped excitations in this regime suggests that this behavior may be generic to the cuprate superconductors instead of being a material-specific phenomenon. We consider a number of scenarios, including the presence of disorder and electronic inhomogeneity, as well as a possible competing order.

ARPES measurements were performed at Beamline 5-4 of the Stanford Synchrotron Radiation Laboratory with both synchrotron radiation and a He discharge lamp in conjunction with a Scienta SES-200 electron analyzer operating in parallel angle detection mode. The typical energy and angular resolutions used for these measurements were between 10 to 14 meV and 0.3, respectively. Even with an energy resolution of 14 meV, edge positions could be measured accurately and reproducibly to within 1 meV. The Fermi energy (EF) was determined from a polycrystalline Au target in direct electrical contact with the sample. Single crystals of La2-xSrxCuO4 and Nd2-xCexCuO4 were grown using the travelling-solvent floating zone method, while single crystals of Ca2-xNaxCuO2Cl2 were grown using a self-flux method KohsakaGrowth02 . Samples were first aligned by Laue diffraction *ex situ*, and cleaved and measured at a base temperature of 15 K at a pressure of better than 5$`\times 10^{11}`$ torr.

As previously observed in La2-xSrxCuO4 and Bi2Sr2CaCu2O8+δ Marshall96 ; Yoshida02 , the first hole addition states emerge near ($`\frac{\pi }{2}`$,$`\frac{\pi }{2}`$), the top of the lower Hubbard band of the undoped parent insulator Wells95  (for a comprehensive overview, see Ref. Damascelli03, ). At relatively low concentrations, the locus of low-lying spectral weight is confined to a discontinuous arc. Outside this sector, a large pseudogapped region devoid of well-defined low energy excitations persists around ($`\pi `$,0). As an example, we show spectra from Ca1.9Na0.1CuO2Cl2 in Figure 1 whose electronic structure has been shown to be consistent with the behavior described above Ronning03 ; KohsakaARPES02 . A dispersive excitation branch can be observed along the (0,0)-($`\pi `$,$`\pi `$) line in Figure 1a. In Figure 1b, all spectra have been collapsed together and there exists a clear shift of all leading edge midpoints away from the chemical potential which we call a leading edge gap (LEG). As mentioned above, the locus of low-lying excitations in this compound is confined to an arc-like segment spanning approximately $`\pm `$20 measured radially from (0,0). The angular dependence of this gap, $`\mathrm{\Delta }_{\mathrm{LEG}}`$, shown in Figure 1c, exhibits weak anisotropy within this arc. However, it is difficult to ascertain whether this apparent anisotropy is intrinsic, or due to the loss of spectral weight and broader lineshapes away from the nodal line, as illustrated by the larger error bars.

Spectra from non-superconducting (*x* = 0.05) and underdoped (*x* = 0.10, Tc = 13 K; *x* = 0.12, Tc = 22 K) compositions of Ca2-xNaxCuO2Cl2 are shown at the bottom of Figure 2. While no well-defined peak is visible for *x* = 0.05, there exists a distinct edge structure with $`\mathrm{\Delta }_{\mathrm{LEG}}`$ = 7 meV. This effect decreases with hole doping and appears to close by *x* = 0.12. To demonstrate that this effect is generic to all cuprates, we also present results from very lightly doped, non-superconducting La2-xSrxCuO4 and Nd2-xCexCuO4 in Figure 2, summarizing our findings regarding this LEG. For La2-xSrxCuO4, the topology of low-lying excitations is qualitatively similar to Ca2-xNaxCuO2Cl2, and the spectra are likewise taken from the $`d_{x^2y^2}`$ nodal line. At a doping concentration of *x* = 0.01, dispersive low-energy states are observed with a $`\mathrm{\Delta }_{\mathrm{LEG}}`$ = 9 meV. However, by *x* = 0.03, this LEG has closed, to within our experimental resolution, and remains as such for higher concentrations, as studied in detail in Ref. Yoshida02,  (which focuses on the metallic behavior for *x* $``$ 0.03). In the case of lightly electron-doped Nd2-xCexCuO4, the first electron addition states appear as small electron pockets near ($`\pi `$,0) Armitage02 , in contrast to the hole-doped cuprates. In this case, we have observed the gap along these electron pockets with $`\mathrm{\Delta }_{\mathrm{LEG}}`$ $``$ 16 meV for *x* = 0.025, while for *x* = 0.04, $`\mathrm{\Delta }_{\mathrm{LEG}}`$ $``$ 8 meV, and closes to nearly zero by *x* = 0.08; at higher concentrations (*x* $`>0.10`$), the Fermi surface crosses over to a hole pocket centered at ($`\pi ,\pi `$).

The measurement of a LEG is the canonical scheme by which excitation gaps have been typically determined by photoemission spectroscopy. It is difficult to ascertain the precise value of any excitation gap from the measurement of the gap without *a priori* knowledge of the single-particle spectral function, $`𝒜(k,\omega )`$, making lineshape modelling potentially suspect. However, the LEG criterion has typically been successful in identifying the $`d`$-wave gap in the superconducting cuprates Shen93 , charge density wave (CDW) gaps Kidd00 , and even small superconducting gaps in photoemission studies of conventional BCS materials such as V3Si, Nb, and Pb Reinert00 ; Chainani00 . Furthermore, our observation of finite LEGs in a wide variety of lineshapes and compounds suggests that this effect is not a misidentification due to a peculiar lineshape profile. Nevertheless, we should note that it is not inconceivable that in particular special instances, an ungapped spectral function may possibly give rise to a finite LEG in the ARPES lineshape (e.g. Luttinger liquids). All results were confirmed by multiple measurements on different sample batches. We have also utilized the method of symmetrization where $`I_{\mathrm{sym}}(𝐤,\omega )=I(𝐤,\omega )+I(𝐤,\omega )`$, which has been demonstrated to be an effective procedure for determining the presence of Fermi crossings Mesot01 . The results obtained from this method were qualitatively consistent with values obtained by taking the leading edge midpoints of the spectra.

Particular care was taken to avoid any electrostatic charging, a possible consideration due to the low-temperature insulating tendencies of these lightly doped samples. No change in $`\mathrm{\Delta }_{\mathrm{LEG}}`$ was observed when the photon flux was varied by a factor of 3 or greater. Also, the macroscopic sample surface quality for the lower doping concentrations was found to be comparable to more heavily doped samples, as determined from inspection by optical microscope and laser reflection. Finally, all three studied families are chemically pristine when undoped and must be alloyed towards higher doping levels. Therefore, the opening of this gap towards lower concentrations cannot be associated with a degradation in crystal quality, as would be the case for the bismuth based cuprates. We note that ARPES studies of irradiated Bi2Sr2CaCu2O8+δ have also shown a demonstrable effect of induced disorder on the low energy spectral lineshape Vobornik00 .

The compositional and doping dependence of $`\mathrm{\Delta }_{\mathrm{LEG}}`$ for all samples studied is summarized in Figure 3 and is shown to be reproducible over numerous measurements. In all compounds, $`\mathrm{\Delta }_{\mathrm{LEG}}`$ is largest at the lowest concentrations and closes with increasing doping. Despite the universal presence of this phenomenon, there exist obvious differences in the detailed behavior of each particular compound. In particular, the gap appears to close rapidly in La2-xSrxCuO4. Another intriguing point is that for Ca1.9Na0.1CuO2Cl2, which has a Tc onset of 13 K, there still exists a small but finite $`\mathrm{\Delta }_{\mathrm{LEG}}`$ $``$ 3 meV above 15 K, the base temperature of our experiments. Interfamily variations in the behavior of $`\mathrm{\Delta }_{\mathrm{LEG}}`$ may not be unexpected, as many other physical properties exhibit considerable material-specific differences, including superconductivity and antiferromagnetism, and may depend on factors such as the chemical composition and crystal structure.

We now speculate on possible origins of the observed normal state gap. One very important consideration is that disorder is inherently manifest in the cuprates, as chemical substitution or intercalation is necessary for introducing carriers. At sufficiently low concentrations, the poor screening of these impurities should cause a strong disorder potential which may result in localization. The combination of disorder with long-range Coulomb interactions can produce a depression in the density of single-particle excitations at the chemical potential known as a Coulomb or “soft” gap Efros75 , where the presence of repulsive electron-electron interactions necessitates a vanishing density of states at EF to ensure against an instability towards an excitonic ground state. The existence of disorder and localization may also be consistent with the reasonably broad peaks and edges, suggesting short lifetimes and/or breaking of translational symmetry resulting in poorly defined momentum eigenstates. Within this scenario, the reduction of $`\mathrm{\Delta }_{\mathrm{LEG}}`$ with doping can be explained by the enhancement of screening. It should be emphasized that the presence of a Coulomb gap even in the presence of disorder is still a non-trivial result, since gapless insulating behavior can also occur (i.e. weak localization); a Coulomb gap in the lightly doped cuprates would be a clear indication of the strong electron-electron interactions in these systems. It is also possible that a Coulomb gap may exist in the lightly doped cuprates without the aid of chemical disorder.

Recent STM studies have found considerable electronic inhomogeneity in the cuprate superconductors Pan01 ; KohsakaSTM02 ; Howald01 . In particular, results from Kohsaka *et al.* on Ca1.92Na0.08CuO2Cl2 have shown that this inhomogeneity persists to high energy scales KohsakaSTM02 , implying that the distribution of carriers varies strongly on nanometer length scales. A recent neutron scattering study of lightly doped La2-xSrxCuO4 Matsuda02  also suggests the presence of electronic phase separation below $`x=0.02`$, close to where $`\mathrm{\Delta }_{\mathrm{LEG}}`$ vanishes. It is then possible that Coulomb blockade effects in mesoscopic systems such as granular metals Cuevas93  may be germane to this discussion. Photoemission results from ultrathin granular Pb films Huang97  and segmented one-dimensional systems Starowicz02 , have been interpreted within such a framework. We note that the observed values of $`\mathrm{\Delta }_{\mathrm{LEG}}`$ appear rather small for Coulomb blockade in the nanometer-sized patches proposed for the cuprates, although additional effects such as the mutual screening of patches and photohole relaxation Hovel98  may be mitigating factors. Whether this inhomogeneity is driven solely by the presence of chemical disorder or is an inherent property of the pristine CuO2 plane is still unclear. Nevertheless, both chemical disorder and/or the presence of intrinsic electronic inhomogeneity are plausible origins for a Coulomb gap which may account for our results. We also note that the presence of $`\mathrm{\Delta }_{\mathrm{LEG}}`$ naturally reconciles the existence of an insulating ground state, as determined from collective transport properties, with the development of finite spectral weight near EF as measured from single-particle spectroscopy. It is now clear that although the spectral intensity of excitations near EF grows as a function of doping, these low-energy states are additionally gapped, resulting in a charge and thermal insulator Iye92 ; Hawthorn03 .

Another intriguing possibility is that this may represent a signature of an alternate phase of matter. It has been proposed that the exotic normal state properties of the heavily underdoped cuprates may signify the presence of a competing order, such as a staggered flux phase Affleck88  or charge/spin stripes Tranquada95 . It has also been established from neutron scattering that spin density wave (SDW) order exists in La1.6-xNd0.4SrxCuO4 Tranquada95  and La2-xSrxCuO4+δ Wells97 ; Yamada98 . The fact that we have consistently observed this effect in multiple families suggests that if $`\mathrm{\Delta }_{\mathrm{LEG}}`$ is due to a competing order, this order should be generic to the cuprate superconductors. In a competing order scenario, the doping dependence in Figure 3 suggests that the strength of the competing phase decreases rapidly as a function of doping, similar to the behavior of the pseudogap. We note that the presence of chemical or electronic disorder does not necessarily preclude the existence of a competing order. Future experiments may help to clarify this situation. For instance, a systematic study of $`\mathrm{\Delta }_{\mathrm{LEG}}`$ with increasing chemical impurities, such as Zn or Ni substitution, or induced disorder Vobornik00 , would elucidate the effects of disorder on this gap, and help to distinguish between a soft gap or a competing order scenario.

In summary, we have presented ARPES results revealing the existence of a finite gap over the entire Brillouin zone of the lightly doped cuprates in the low-temperature normal state. This phenomenon was observed in both electron and hole-doped cuprates and was found to decrease as a function of carrier doping. We believe this effect is one of the keys underlying the novel superconductor-insulator transition in the lightly doped region of the phase diagram and may represent electronic inhomogeneity/disorder effects or a competing order parameter in the lightly doped regime. It is hoped that these results will spur future activity into developing a better understanding of the properties of the lightly doped cuprates.

K.M.S. and Z.X.S. would like to thank F. Baumberger, R.B. Laughlin, P.A. Lee, R.S. Markiewicz, N. Nagaosa, and S.C. Zhang for insightful discussions. SSRL is operated by the DOE Office of Basic Energy Science Divisions of Chemical Sciences and Material Sciences. K.M.S. acknowledges SGF and NSERC for their support. The ARPES measurements at Stanford were also supported by NSF DMR0071897, ONR N00014-98-1-0195, and DOE Contract No. DE-AC03-76SF00515. The Stanford crystal growth was supported by DOE Contracts No. DE-FG03-99ER45773 and No. DE-AC03-76SF00515, by NSF CAREER Award No. DMR-9985067, and by the A.P. Sloan Foundation.


text:
# Local Molecular Dynamics with Coulombic Interactions

## Abstract

We propose a local, $`𝒪(N)`$ molecular dynamics algorithm for the simulation of charged systems. The long ranged Coulomb potential is generated by a propagating electric field that obeys modified Maxwell equations. On coupling the electrodynamic equations to an external thermostat we show that the algorithm produces an effective Coulomb potential between particles. On annealing the electrodynamic degrees of freedom the field configuration converges to a solution of the Poisson equation much like the electronic degrees of freedom approach the ground state in ab-initio molecular dynamics.

Coulomb’s law for the interaction between two charged particles is generally presented as a static limit of Maxwell’s equations valid after all transients have decayed to zero Jackson (1999). Due to the difference between the signal propagation speed, $`c`$, of electromagnetic radiation and excitations in condensed matter, almost all particle-based numerical simulations of materials employ the approximation of static, instantaneous interactions $`(c=\mathrm{})`$. This approach has some disadvantages. Since the electrostatic potential is the unique solution of Poisson’s equation, even the slightest motion of particles requires a global recalculation of the electrostatic potential at every time-step; this calculation can dominate the computational effort Schlick et al. (1998) and represents a major bottleneck for the development of efficient multiprocessor codes.

One might wonder whether more efficient code results from a formulation that allows one to reduce the propagation speed, but still maintains a sufficiently large separation of time scales in a manner familiar from ab-initio molecular dynamics Car and Parrinello (1985). The ratio of the rms particle velocity $`\overline{v}`$ to $`c`$ would play the role of an optimization parameter much like the ratio of electron to nuclear masses in quantum chemistry. In order to change $`c`$, one would simulate the evolution of the coupled particle-electromagnetic system as is routinely done in plasma physics Villasenor and Buneman (1992). Such a treatment has the great advantage of only requiring local operations, but requires an enormous reduction of c in order to be efficient. However, with such a dramatic reduction of $`c`$ the electric field will not follow the particle motion adiabatically. In this limit there is no guarantee that the correct thermodynamic ensemble is generated. A fundamental question thus arises: Is Coulomb’s law just a static limit of the Maxwell equations or is the law more general?

Recent work on Monte-Carlo algorithms Maggs and Rossetto (2002); Maggs (2002); Rottler and Maggs (2004) has shown that the correct thermodynamic potential is found even if the particles and fields propagate at the same rate: If one writes that the energy of an electric field $`𝐄`$ is $`𝒰=𝐄^2/2\mathrm{d}^3𝐫`$, then a Gibbs distribution characterized by interactions in $`1/r`$ is generated from the constrained integral

$$𝒵(\{𝐫_i\})=𝒟𝐄\underset{𝐫}{}\delta (\mathrm{div}𝐄(𝐫)\rho (\{𝐫_i\}))e^{𝒰/k_BT}.$$
(1)
where the charge density, $`\rho (𝐫)=_ie_i\delta (𝐫𝐫_i)`$; the charge of the $`i`$’th particle is $`e_i`$. We work in Heaviside-Lorentz electromagnetic units where $`ϵ_0\mu _01`$. The constraint in the $`\delta `$-functions is Gauss’ law. In the electrostatic limit, $`𝐄=\mathrm{grad}\varphi _p`$, where $`\varphi _p`$ is the solution of Poisson’s equation with source $`\rho `$, but in general $`𝐄=\mathrm{grad}\varphi _p+𝐄_{\mathrm{tr}}`$, where $`𝐄_{\mathrm{tr}}`$ is an arbitrary transverse or rotational vector field. By changing variables and integrating over $`𝐄_{\mathrm{tr}}`$, one immediately sees Maggs and Rossetto (2002); Maggs (2002) that the longitudinal field components result in a Coulombic partition function, while the contribution from the transverse components merely multiply this partition function by a constant. Thus Coulomb’s law is valid even in the presence of a fully equilibrated and dynamic transverse electrostatic field. This result is non-trivial since the retarded interaction between two charges is not simply $`1/r`$ Jackson (1999).

This Letter implements two molecular dynamics algorithms which sample Eq. (1). We show that our algorithms generate the correct thermodynamic potential and discuss the consequences of lowering $`c`$ for time dependent correlations. The algorithms involve only local operations on the field degrees of freedom and the CPU time per integration step scales linearly with the number of particles $`N`$. The most obvious choice for sampling Eq. (1) is to directly integrate Maxwell’s equations together with Newton’s equations for the particles coupled to the electromagnetic field:

$`\dot{𝐁}`$ $`=`$ $`c\mathrm{curl}𝐄,m_i\dot{𝐯}_i=e_i𝐄(𝐫_i)`$
$`\dot{𝐄}`$ $`=`$ $`c\mathrm{curl}𝐁𝐉,\dot{𝐫}_i=𝐯_i`$ (2)
$`𝐉`$ denotes the electric current due to the particle motion. As in the electrostatic limit, we have dropped the Lorentz force $`e_i(𝐯\times 𝐁)/c`$ in the equation for $`\dot{𝐯}_i`$ non .

Evolution of the system is described by a map in phase space. If the Jacobian of this map is unity then there is a conserved density, just like in Hamiltonian mechanics where Liouville’s theorem can be applied: Let us integrate Eqs. (2) through a time step $`\delta t`$ and evaluate the Jacobian of the transformation $`x_i^{}/x_j`$ where $`x_i`$ denotes any one of the variables in Eqs. (2). Since we have $`x_i^{}/x_i=1`$, i.e. the diagonal elements of this matrix are unity we find that the Jacobian is $`1+O(\delta t)^2`$. Thus in the limit of small time steps the Jacobian is preserved. This implies that a measure conserved by the dynamics is

$$d\mu =\underset{i,\alpha }{}dr_{i,\alpha }dv_{i,\alpha }\underset{𝐫,\beta }{}dE_{𝐫,\beta }dB_{𝐫,\beta }$$
(3)
where the products are over the particles and then all space. We note that generalized Liouville dynamics have turned out very useful recently in the construction of new thermostating methods for particle simulation Tuckerman et al. (2001). Since the equations of motion conserve the energy $`𝒰_m=m𝐯_i^2/2+\mathrm{d}^3𝐫\left\{𝐁^2/2+𝐄^2/2\right\}`$ we deduce that the partition function for this system is $`𝒵=𝑑\mu \delta (U_mU_0)\times \delta (\mathrm{constraints})`$ where the $`\delta `$-function includes all the constraints and conservation law inherent in the two Maxwell equations of Eqs. (2).

A standard hypothesis of ergodicity would lead us to guess that we now sample Eq. (1). However, the full Maxwell equations have associated with them many independent conservation laws in addition to the Gauss condition Fushchich and Nikitin (1992), most importantly $`\mathrm{div}𝐁=0`$. If we simply integrate the Maxwell equations we have to supplement the Gauss constraint in Eq. (1) with many other constraints in such a way that the analytic formulation of the partition function becomes intractable. We should reduce the symmetries and conservation laws inherent in Maxwell’s equations, leaving just Gauss’ law; we do this by transforming to a constant temperature ensemble and coupling the electromagnetic field to thermostats to improve the ergodicity of the field degrees of freedom.

We modify two of the equations of motion to

$`\dot{m}𝐯_i=q_i𝐄(𝐫_i)\gamma _1𝐯_i+\stackrel{}{\xi }_1,`$
$`\dot{𝐁}=c\mathrm{curl}𝐄\gamma _2𝐁+\stackrel{}{\xi }_2,`$ (4)
where the damping $`\gamma _j`$ and the noise $`\stackrel{}{\xi }_j`$ are related by the fluctuation dissipation theorem. The equation for the particle velocity is entirely conventional in molecular dynamics, that for the magnetic field less so. The noise $`\stackrel{}{\xi }_2`$ on the magnetic field degrees of freedom is completely general; it does not satisfy $`\mathrm{div}\stackrel{}{\xi }_2=0`$. Due to the coupling of $`𝐁`$ to the random noise it is ergodic, as is $`𝐯_i`$. Introduction of the noise has destroyed the unwanted constraints arising from Maxwell’s equations. However taking the divergence of $`\dot{𝐄}=c\mathrm{curl}𝐁𝐉`$ we see that Gauss’ law is still valid for the thermalized equations of motion if the equation of continuity $`\mathrm{div}𝐉+\dot{\rho }=0`$ holds, and we start the simulation with an initial condition consistent with Gauss’ law.

One can check that the distribution $`P_0=e^{\beta U_m}`$ is a fixed point of the thermalized equations. Such a demonstration is often taken as being a sufficient criterion for a thermostat in physics; due to the presence of the conservation laws in Maxwell’s equations we have examined convergence of the dynamics by studying the function Narayan and Young (2001) $`H=(P(t)P_0)^2/P_0𝑑\mu `$ and calculating the dynamics of $`H`$ with a Fokker-Planck equation for the full distribution function $`P`$. By requiring that $`\dot{H}=0`$ we find that $`P`$ must converge to a function of the form $`P=𝒜(𝐄,𝐫_i)P_0`$ where

$$\left(\mathrm{d}^3𝐫\left(c\mathrm{curl}𝐁𝐉\right)\frac{}{𝐄}+\underset{i}{}𝐯_i\frac{}{𝐫_i}\right)𝒜=0$$
(5)
The condition that this equation is valid for arbitrary $`𝐁`$ leads to the conclusion that $`𝒜`$ is a functional of only $`\mathrm{div}𝐄`$. The general solution of Eq. (5), is then a general functional of $`\mathrm{div}𝐄\rho `$: $`𝒜=\overline{A}[\mathrm{div}𝐄(𝐫)\rho (\{𝐫,𝐫_i\})].`$ Choosing $`\mathrm{div}𝐄\rho =0`$ as a conserved initial condition then leads to the required result $`P(t)P_0`$. With the weight $`P_0`$ and the measure $`d\mu `$ we integrate over the Gaussian variables $`𝐁`$ and $`𝐯_i`$ and reproduce the required partition function Eq.(1) independent of $`c`$.

In our implementation of the algorithm, particles of mass $`m`$ move in the continuum. We interpolated the charges onto the $`L^3/a^3`$ nodes of a cubic mesh using 3rd order B-splines, distributing the charge of each particle onto 27 nodes Rottler and Maggs (2004); higher or lower order schemes are possible if they conserve charge. The same mesh is used to discretize the field equations, and the electric field $`𝐄`$ is associated with the $`3L^3/a^3`$ links. Groups of 4 links are grouped into plaquettes, and the magnetic field $`𝐁`$ lives on the $`3L^3/a^3`$ plaquettes Yee (1966). The particles interact in addition with a shifted Lennard-Jones potential of scale $`a`$ truncated at its minimum, $`r_c=2^{1/6}a`$. This discretization is equivalent to a standard 7-point discretization of the Laplacian Beckers et al. (1998).

In order to integrate the equations of motion (2) of the coupled field/particle system, we use a velocity Verlet scheme. First we advance the magnetic field $`𝐁`$ together with the particle velocities to midpoint. Then, the values of the $`𝐁`$-field and the velocities are used to advance the electric field $`𝐄`$ and the positions $`𝐫_i`$. Finally, the Langevin thermostats Eqs. (4) are applied and the $`𝐁`$-field/velocity moves completed. We have used a standard time-step $`\delta t=0.01\tau `$, where $`\tau =\sqrt{ma^2/ϵ}`$ is the unit of time and $`ϵ=e^2/a`$ the unit of energy. The same time step is used for both the particle and field equations. The Courant criterion for the stable integration of Maxwell’s equations is $`\delta t<a/\sqrt{3}c`$. For the values of $`c`$ used in this Letter this criterion is always satisfied and never limits $`\delta t`$.

The success of the method relies on implementing constraint conserving couplings between particles and fields as well as exact local charge continuity. Motion of a particle leads to a local (finite) fluctuation of the interpolated charge density, $`\mathrm{\Delta }\rho _l`$. From this we construct a local current $`𝐉_l`$ such that $`\mathrm{div}𝐉_l=\mathrm{\Delta }\rho _l`$. We decompose the displacement of a particle $`\mathrm{\Delta }𝐫_i`$ into a (time reversible) sequence of steps $`\{\mathrm{\Delta }x/2,\mathrm{\Delta }y/2,\mathrm{\Delta }z,\mathrm{\Delta }y/2,\mathrm{\Delta }x/2\}`$ Dullweber et al. (1997). Each substep in a direction $`\alpha `$ leads to a current in only those links parallel to $`\alpha `$ cur . The field update is then slaved to the current $`\mathrm{\Delta }𝐄=\mathrm{\Delta }𝐉_l`$. The force acting on the particles is found from the principle of virtual work: A fluctuation of a particle position $`\delta \alpha `$ induces a local charge fluctuation and thus a local current. The force is just $`f_\alpha =\delta U_m/\delta \alpha `$ for . This prescription for the force leads to the usual electric force $`f_{\mathrm{el}}=e_i𝐄(𝐫_i)`$, where $`𝐄(𝐫_i)`$ is a local average of the electric field which depends on the exact form of the interpolation of the charge density to the lattice; this is the origin of the acceleration in Eq. (2).

The use of a lattice to discretize the Maxwell equations leads to artefacts in the interaction and self energy of the particles. These artefacts are removed using dynamic subtraction Rottler and Maggs (2004). A scalar field that couples to the interpolated charges via the energy functional $`_Y[\psi ]=\left[\frac{1}{2}[(\psi )^2+\mu ^2\psi ^2]\rho \psi \right]d^3r`$ leads to an effective interaction between particles of the form $`V_Y(𝐫)=e_ie_je^{\mu r}/r,`$ which when added to the direct Coulomb interaction regularizes the short distance singularity in $`1/r`$. In our molecular dynamics code this field obeys the equation of motion

$$\frac{1}{c^2}\frac{^2\psi }{t^2}=^2\psi \mu ^2\psi +\rho \gamma _3\frac{\psi }{t}+\stackrel{}{\xi }_3$$
(6)
The Yukawa force $`f_Y=+e_i\mathrm{grad}\psi `$ on the particle comes form a local average consistent with the virtual work principle, and the total force reads $`f=f_{\mathrm{el}}+f_\mathrm{Y}+f_{\mathrm{LJ}}`$. We correct for the Yukawa potential by adding an extra analytic Yukawa potential (with opposite sign) to the truncated Lennard-Jones potential at short distances.

Our algorithm runs in two modes. In mode I, all auxiliary fields are kept at the same temperature as the particles, and we generate the correct thermodynamic interaction independent of $`\overline{v}/c`$. We also run in “dynamical simulated annealing mode” Car and Parrinello (1985) (mode II), where we anneal the electric degrees of freedom on $`𝐁`$ to zero temperature by removing the noise and using larger values for $`\gamma _2`$ and $`c`$, while maintaining the finite temperature thermostat on the particles. In this case, our code is closer to traditional methods, because the field configuration converges to the solution of Poisson’s equation when particle motion stops. This mode is clearly similar in approach to dynamic methods used in quantum simulations Car and Parrinello (1985) with $`\overline{v}/c`$ a freely variable optimization parameter.

Our numerical tests of the algorithm begin with a direct verification of the $`𝒪(𝒩)`$ scaling in Fig. 1 (open symbols). While the effort to integrate the auxiliary fields only depends on the number of grid points, the work required for the particle-field couplings rises linearly with $`N`$. At the “working density” of a typical biomolecular simulation using a 0.1 nm grid and particle volumes of $`𝒪(0.01\mathrm{nm}^3)`$ Beckers et al. (1998) (corresponding to $`N3000`$ in Fig. 1), both parts of the simulation contribute equally to the total time. Note in particular that the field integration is twice as fast as the reciprocal part of a standard Fourier-based P3M-implementation pli  (filled symbols). The expense for the particle-field couplings is higher in our code, but optimizations in the prefactor can be expected.

Next, we performed checks on the correctness of the method by placing two particles of opposite charges in a box and measured the instantaneous force. We compare the results to the short range expansion of the analytic Ewald summation in the inset of Fig. 2 and find excellent agreement for both modes. We also simulated a globally neutral electrolyte composed of positive and negative particles in order to observe the phenomenon of Debye screening. At high enough temperatures, we expect a static charge-charge structure factor of the form $`S(q)=e^2q^2/(\kappa ^2+q^2)`$ where the inverse Debye screening length $`\kappa ^2=ne^2/k_BT`$, $`n`$ is the density of charge carriers. Fig. 2 compares $`S(q)`$ for several densities with this expression and also to results measured with our related Monte-Carlo algorithm Rottler and Maggs (2004). Again we find good agreement. As described in Rottler and Maggs (2004) we also have studied the dispersion law of charge and density fluctuations in a homogeneous electrolyte and were able to confirm the fast equilibration of density-density and charge-charge correlations.

In Fig. 2, we showed that the algorithm generates a pair potential equivalent to that of the Ewald summation for two very different values of $`\overline{v}/c`$. However, particle dynamics are clearly sensitive to $`c`$. As a simple illustration, we show velocity-autocorrelations $`𝐯_i(t)𝐯_i(0)`$ for several values of $`c`$ in Fig. 3. For very dilute systems the autocorrelation is dominated by the damping constant $`\gamma _1`$ in the Langevin thermostat, and $`𝐯(t)𝐯(0)\mathrm{exp}(\gamma _1t)`$. At higher densities, this decay is modified by collisions, and $`𝐯(t)𝐯(0)`$ has a faster decay. The curves in Fig. 3 are in this density regime and are sensitive to the intrinsic dynamics of the particles. For $`c<1a/\tau `$, correlations are modified by the low propagation velocities, but saturate to a common curve for larger values of $`c`$.

We have simulated a charged system interacting via Coulomb forces using an algorithm in which the speed of light is a free variable. If $`\overline{v}/c`$ is large the dynamics generate the correct statistical mechanical ensemble for Coulomb interacting particles, but dynamic correlations are modified. On increasing $`c`$ both the statistical mechanical and the local dynamical properties are reproduced correctly. The structure of our code is very similar to “particle in cell” plasma codes which are rather easy to implement on large multiprocessor computers with limited interprocessor bandwidth. We therefore expect that on many processors, our algorithm can be competitive with other fast electrostatic methods including Fourier Schlick et al. (1998), multigrid Sagui and Darden (2001), and fast multipole methods Greengard and Rokhlin (1987). Our method also generalizes naturally to situations with spatial dielectric inhomogeneities, which cannot be solved using Fourier techniques and non-standard boundary conditions, e.g. irregulary shaped volumes.

We thank Burkhard Dünweg for advice and encouragement in the implementation of this method.


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# On Zurek’s derivation of the Born rule

## I Introduction

In standard quantum mechanics, Born’s rule Born:1926:pa  is simply postulated. A typical formulation of this rule reads:

> If an observable $`\widehat{O}`$, with eigenstates $`\left\{|o_i\right\}`$ and spectrum $`\left\{o_i\right\}`$, is measured on a system described by the state vector $`|\psi `$, the probability for the measurement to yield the value $`o_i`$ is given by $`p\left(o_i\right)=\left|o_i|\psi \right|^2`$.

Born’s rule is of paramount importance to quantum mechanics as it introduces a probability concept into the otherwise deterministic theory and relates it mathematically to the Hilbert space formalism. No violation of Born’s rule has ever been discovered experimentally—which has certainly supported the rôle of the Born rule as the favorite ingredient of what has been nicknamed the “shut up and calculate” interpretation of quantum mechanics. (Although often attributed to Feynman, it appears that the nickname was actually coined by David Mermin Mermin:1989:tv . For an example of such a stance, see Fuchs:2000:az ).

Replacing the postulate of Born’s rule by a derivation would be a highly desirable goal within quantum theory in general. The famous theorem of Gleason Gleason:1957:zp  presented a mathematical motivation for the form of the Born probabilities by showing that if one would like to assign a non-negative real valued function $`p(v)`$ to every vector $`v`$ of a vector space $`𝒱`$ of dimension greater than two such that for every orthonormal basis $`\{v_1,\mathrm{},v_n\}`$ of $`𝒱`$ the sum of the $`p(v_i)`$ is equal to one,

$$\underset{i}{}p(v_i)=1,$$
(1)
then the only possible choice is $`p(v)=|v|w|^2`$ for all vectors $`v`$ and an arbitrary but fixed vector $`w`$, provided that probabilities are assumed to be non-contextual. The normalization requirement of Eq. (1) for $`p(v)`$ with respect to any orthonormal basis can be physically motivated by remembering that any orthonormal basis $`\{v_1,\mathrm{},v_n\}`$ can be viewed as the eigenbasis of observables $`\widehat{O}=_i\lambda _i|v_iv_i|`$, and by referring to the fact that in every measurement of such an observable $`\widehat{O}`$ on a system with state vector $`w`$ one outcome (represented by the eigenvalue $`\lambda _j`$ corresponding to one of the eigenvectors $`v_j`$) will occur, such that $`p(v_j)=1`$ and $`p(v_i)=0`$ for $`ij`$, and Eq. (1) follows. In spite of its mathematical elegance, Gleason’s theorem is usually considered as giving rather little physical insight into the emergence of quantum probabilities and the Born rule.

Other attempts towards a consistent derivation of the Born probabilities have previously been made in particular in the context of relative-state interpretations where both the meaning of probabilities and their relation to Born’s rule requires explicit elucidation (see, for example, Everett:1957:rw ; Hartle:1968:gg ; DeWitt:1971:pz ; Graham:1973:ww ; Geroch:1984:yt ; Farhi:1989:uh ), but the success of these approaches is controversial Stein:1984:uu ; Kent:1990:nm ; Squires:1990:lz . A widely disputed derivation of the Born rule that is solely based on the non-probabilistic axioms of quantum mechanics and on classical decision theory (and that is more physically motivated than Gleason’s argument) has been proposed by Deutsch Deutsch:1999:tz . It was critized by Barnum *et al.* Barnum:2000:oz  but was subsequently defended by Wallace Wallace:2003:zr  and put into an operational framework by Saunders Saunders:2002:tz ; no decisive conclusion seems to have been reached on the success of these derivations thus far.

A novel and interesting proposal towards a derivation of Born’s rule has recently been put forward by Zurek Zurek:2003:rv  (see also the follow-ups in Zurek:2003:pl ; Zurek:2002:ii ). Zurek is a key figure in the development of the decoherence program (for a recent survey of the program and further references, see Zurek:2002:ii ; Schlosshauer:2003:ms ) that is based on a study of open quantum systems and their interaction with the many degrees of freedom of their environment, leading to explanations for the emergence of the “classical” world of our observation. However, one of the remaining loopholes in a consistent derivation of classicality from decoherence and standard non-collapse quantum mechanics alone has been tied to the fact that the formalism of decoherence and its interpretation rely implicitely on Born’s rule, but that decoherence does not yield an independent motivation for the connection between the quantum mechanical state space formalism and probabilities. Any derivation of the Born rule from decoherence Zurek:1998:re  is therefore subject to the charge of circularity Zeh:1996:gy .

To address this criticism, Zurek has suggested a derivation of Born’s rule that is based on the inclusion of the environment—thus matching well the spirit of the decoherence program—but without relying on the key elements of decoherence that presume Born’s rule and would thus render the argument circular. Zurek’s derivation is of course not only relevant in the context of the decoherence program.

Because we consider Zurek’s approach promising, we would like to bring out the assumptions that enter into the derivation but have not been explicitely mentioned in Refs. Zurek:2003:rv ; Zurek:2003:pl ; Zurek:2002:ii . Hopefully such an analysis will help in a careful evaluation of the question to what extent Zurek’s derivation can be regarded as fundamental. In fact, after this paper had been posted online as a preprint, two other discussions of Zurek’s argument have appeared that also describe variants of the proof Barnum:2003:yb ; Mohrhoff:2004:tv . Moreover, Zurek himself Zurek:2004:yb  has recently revised his original derivation in a way that addresses several of the issues raised in this article and that is more explicit about the assumptions (some designated now as “facts”) used in his proof. These correspond to what we identify in the following discussion.

To anticipate, we find that Zurek’s derivation is based on at least the following assumptions:

* The probability for a particular outcome, *i.e.,* for the occurence of a specific value of a measured physical quantity, is identified with the probability for the eigenstate of the measured observable with eigenvalue corresponding to the measured value—an assumption that would follow from the eigenvalue–eigenstate link.
* Probabilities of a system $`𝒮`$ entangled with another system $``$ are a function of the local properties of $`𝒮`$ only, which are exclusively determined by the state vector of the composite system $`𝒮`$.
* For a composite state in the Schmidt form $`|\psi _𝒮=_k\lambda _k|s_k|e_k`$, the probability for $`|s_k`$ is equal to the probability for $`|e_k`$.
* Probabilities associated with a system $`𝒮`$ entangled with another system $``$ remain unchanged when certain transformations (namely, Zurek’s “envariant transformations”) are applied that only act on $``$ (and similarly for $`𝒮`$ and $``$ interchanged).

Our paper is organized as follows. First, we review Zurek’s derivation of the Born rule as given in his original papers Zurek:2003:rv ; Zurek:2003:pl ; Zurek:2002:ii , and also include a line of reasoning presented in his recent follow-up Zurek:2004:yb  (that in turn takes issues raised in the following discussion into account). We then elucidate and discuss step by step the assumptions that we believe have entered into Zurek’s approach. In the final section, we summarize our main points.

## II Review of Zurek’s derivation

### (I)

Zurek suggests a derivation of Born’s rule for the following pure state that describes an entanglement between a system $`𝒮`$, described by a Hilbert space $`_𝒮`$, and its environment $``$, represented by a Hilbert space $`_{}`$:

$$|\psi _𝒮=\underset{k}{}\lambda _k|s_k|e_k,$$
(2)
where $`\{|s_k\}`$ and $`\{|s_k\}`$ are orthonormal bases of $`_𝒮`$ and $`_{}`$, respectively. Zurek holds that after the $`𝒮`$ correlation has been established, the system no longer interacts with the environment (Zurek:2003:pl, , p. 10), *i.e.,* that $``$ is “dynamically decoupled” (Zurek:2003:rv, , p. 120404-1) and thus “causally disconnected” (Zurek:2002:ii, , p. 754) from $`𝒮`$.

For the sake of clarity and simplicity, we shall in the following restrict ourselves to the case of coefficients of equal magnitude and to two-dimensional state spaces $`_𝒮`$ and $`_{}`$, *i.e.,* we consider the state

$$|\psi _𝒮=\frac{1}{\sqrt{2}}\left(e^{i\alpha _1}|s_1|e_1+e^{i\alpha _2}|s_2|e_2\right).$$
(3)
Once a valid derivation of Born’s rule is accomplished for this situation, the case of non-equal probabilities and of state spaces of more than two dimensions can be treated by means of a relatively straightforward counting argument Zurek:2003:rv  (at least for probabilities that are rational numbers). What Zurek’s derivation now aims to establish is the result that for an observer of $`𝒮`$, the probabilities for $`|s_1`$ and $`|s_2`$ will be equal. That claim is the focus of our analysis.

### (II)

Zurek considers pairs of unitary transformations $`\widehat{U}_𝒮=\widehat{u}_𝒮\widehat{I}_{}`$ and $`\widehat{U}_{}=\widehat{I}_𝒮\widehat{u}_{}`$. Here $`\widehat{u}_𝒮`$ acts only on the Hilbert state space $`_𝒮`$ of $`𝒮`$, and $`\widehat{I}_{}`$ is the identity operator in $`_{}`$. Similarly $`\widehat{u}_{}`$ acts only on the Hilbert state space $`_{}`$ of $``$, and $`\widehat{I}_𝒮`$ is the identity operator in $`_𝒮`$.

If the composite state $`|\psi _𝒮`$ is invariant under the combined application of $`\widehat{U}_𝒮`$ and $`\widehat{U}_{}`$,

$$\widehat{U}_{}(\widehat{U}_𝒮|\psi _𝒮)=|\psi _𝒮,$$
(4)
the composite state is called *envariant under $`\widehat{u}_𝒮`$*. (The word “envariant” stems from the abbreviation “envariance” of the term “environment-assisted invariance”, an expression coined by Zurek). Zurek gives the following interpretation of envariance (Zurek:2003:rv, , p. 120404-1):

> When the transformed property of the system can be so “untransformed” by acting only on the environment, it is not the property of $`𝒮`$. Hence, when $`𝒮`$ is in the state $`|\psi _𝒮`$ with this characteristic, it follows that the envariant properties of $`𝒮`$ must be completely unknown.

It is difficult to understand just what the term “property” refers to here, since it is the composite state that is transformed and untransformed, and so the “properties” involved would seem to be features of the state, not of the system. It seems that envariance under $`\widehat{u}_𝒮`$ is taken to imply that an observer who “in the spirit of decoherence” (Zurek:2003:pl, , p. 10) only has access to $`𝒮`$ will not be able to determine features of the combined state that are affected by $`\widehat{u}_𝒮`$ (or, more properly, by $`\widehat{U}_𝒮`$). For such an observer a local description of $`𝒮`$ will be independent of these features, which may depend on a particular decomposition. While this general description is far from precise, the uses to which Zurek puts envariance are clear enough.

### (IIa)

The first type of an envariant transformation that Zurek considers is the pair

$`\widehat{u}_𝒮^{(\beta _1,\beta _2)}`$ $`=`$ $`e^{i\beta _1}|s_1s_1|+e^{i\beta _2}|s_2s_2|,`$ (5a)
$`\widehat{u}_{}^{(\beta _1,\beta _2)}`$ $`=`$ $`e^{i\beta _1}|e_1e_1|+e^{i\beta _2}|e_2e_2|.`$ (5b)
The effect of the first transformation $`\widehat{U}_𝒮=\widehat{u}_𝒮^{(\beta _1,\beta _2)}\widehat{I}_{}`$ is to change the phases associated with the terms in the Schmidt state, Eq. (3), that is,

$$\widehat{U}_𝒮|\psi _𝒮=\frac{1}{\sqrt{2}}\left(e^{i(\alpha _1+\beta _1)}|s_1|e_1+e^{i(\alpha _2+\beta _2)}|s_2|e_2\right).$$
(6)
It is easy to see that if one subsequently acts on this state with $`\widehat{U}_{}=\widehat{I}_𝒮\widehat{u}_{}^{(\beta _1,\beta _2)}`$, the original $`|\psi _𝒮`$ will be restored. Thus, $`|\psi _𝒮`$, and in particular the phases associated with the states in the Schmidt decomposition of $`|\psi _𝒮`$, are envariant under the phase transformation $`\widehat{u}_𝒮^{(\beta _1,\beta _2)}`$ given by Eq. (5a).

In the spirit of Zurek’s interpretation of envariance stated above, this implies that the phases of the Schmidt coefficients are not a property of $`𝒮`$ alone, so that a local description of $`𝒮`$ cannot depend on the phases $`\alpha _1`$ and $`\alpha _2`$ in the composite state $`|\psi _𝒮`$ of Eq. (3). This leads Zurek to the conclusion that also the probabilities associated with $`𝒮`$ must be independent of these phases, and that it thus suffices to show that equal likelihoods arise for the state

$$|\psi _𝒮=\frac{1}{\sqrt{2}}\left(|s_1|e_1+|s_2|e_2\right).$$
(7)
We shall therefore use this state in the rest of the argument.

### (IIb)

Another type of envariant transformations relevant to Zurek’s derivation are so-called “swaps”,

$`\widehat{u}_𝒮^{(12)}=|s_1s_2|+|s_2s_1|,`$ (8a)
$`\widehat{u}_{}^{(12)}=|e_1e_2|+|e_2e_1|.`$ (8b)
Application of $`\widehat{U}_𝒮=\widehat{u}_𝒮^{(12)}\widehat{I}_{}`$, with $`\widehat{u}_𝒮^{(12)}`$ from Eq. (8a), to the state $`|\psi _𝒮`$ in Eq. (7) yields

$$\widehat{U}_𝒮|\psi _𝒮=\frac{1}{\sqrt{2}}\left(|s_2|e_1+|s_1|e_2\right),$$
(9)
*i.e.,* the states of the environment $``$ correlated with the states of the system $`𝒮`$ have been interchanged. This swap can obviously be undone by a “counterswap” $`\widehat{U}_{}=\widehat{I}_𝒮\widehat{u}_{}^{(12)}`$, with $`\widehat{u}_{}^{(12)}`$ from Eq. (8b), applied to the state $`\widehat{U}_𝒮|\psi _𝒮`$ in Eq. (9). Thus, the composite state $`|\psi _𝒮`$, Eq. (7), is envariant under swaps. The invariant property is then “$`|s_k`$ is correlated with $`|e_l`$”. On the basis of the interpretation of envariance quoted above, this implies that a local description of $`𝒮`$ must be independent of which particular environmental state $`|e_l`$ is correlated with a given $`|s_k`$, *i.e.,* that swapping of the states of the system cannot be detected by a local observation of $`𝒮`$ alone.

### (IIIa)

To make the connection between envariance of $`|\psi _𝒮`$ under swaps with quantum probabilities and Born’s rule, Zurek states (Zurek:2003:rv, , p. 120404-2):

> Let us now make a rather general (and a bit pedantic) assumption about the measuring process: When the states are swapped, the corresponding probabilities get relabeled ($`ij`$). This leads us to conclude that the probabilities for any two envariantly swappable $`|s_k`$ are equal.

This argument assumes that the swapping transformation (that interchanges the correlations between the states of the system and the environment) also swaps the probabilities associated with the states of the system.

To motivate this assumption, the following line of reasoning has been described to us by Zurek in private communication and has subsequently also appeared in published form in Refs. Barnum:2003:yb ; Zurek:2004:yb . Let $`p(|s_1;|\psi _𝒮)`$ denote the probability for $`|s_1`$ when the $`𝒮`$ combination is in the composite state $`|\psi _𝒮`$, and similarly for $`|s_2`$, $`|e_1`$ and $`|e_2`$. Before the first swap, Zurek states that

$$\begin{array}{cc}\hfill p(|s_1;|\psi _𝒮)& =p(|e_1;|\psi _𝒮),\hfill \\ \hfill p(|s_2;|\psi _𝒮)& =p(|e_2;|\psi _𝒮),\hfill \end{array}$$
(10)
by referring to the direct connection between the states of $`𝒮`$ and $``$ in the state vector expansion Eq. (3). After the first swap (acting on $`𝒮`$),

$$\begin{array}{cc}\hfill p(|s_1;\widehat{U}_𝒮|\psi _𝒮)& =p(|e_2;\widehat{U}_𝒮|\psi _𝒮),\hfill \\ \hfill p(|s_2;\widehat{U}_𝒮|\psi _𝒮)& =p(|e_1;\widehat{U}_𝒮|\psi _𝒮),\hfill \end{array}$$
(11)
where we have used $`\widehat{U}_𝒮|\psi _𝒮`$ instead of $`|\psi _𝒮`$ as the second argument of the probability function to take into account the transformation of the state of $`𝒮`$. Zurek now holds that under a swap, properties of the environment cannot have been affected by the first swap acting on the system $`𝒮`$ only, so that we must have

$$\begin{array}{cc}\hfill p(|e_1;\widehat{U}_𝒮|\psi _𝒮)& =p(|e_1;|\psi _𝒮),\hfill \\ \hfill p(|e_2;\widehat{U}_𝒮|\psi _𝒮)& =p(|e_2;|\psi _𝒮).\hfill \end{array}$$
(12)
After the application of the counterswap, we get

$$\begin{array}{cc}\hfill p(|s_1;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)& =p(|e_1;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮),\hfill \\ \hfill p(|s_2;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)& =p(|e_2;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮),\hfill \end{array}$$
(13)
where Zurek has that

$$\begin{array}{cc}\hfill p(|s_1;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)& =p(|s_1;\widehat{U}_𝒮|\psi _𝒮),\hfill \\ \hfill p(|s_2;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)& =p(|s_2;\widehat{U}_𝒮|\psi _𝒮),\hfill \end{array}$$
(14)
since the counterswap only acted on $``$. Moreover, since after the counterswap the final state vector will be identical to the initial state vector, Zurek concludes that

$$\begin{array}{cc}\hfill p(|s_1;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)& =p(|s_1;|\psi _𝒮),\hfill \\ \hfill p(|s_2;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)& =p(|s_2;|\psi _𝒮),\hfill \\ \hfill p(|e_1;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)& =p(|e_1;|\psi _𝒮),\hfill \\ \hfill p(|e_2;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)& =p(|e_2;|\psi _𝒮).\hfill \end{array}$$
(15)
This implies, from the above Eqs. (10)–(15), that

$`p(|s_1;|\psi _𝒮)`$ $`=`$ $`p(|s_1;\widehat{U}_{}\widehat{U}_𝒮|\psi _𝒮)=p(|s_1;\widehat{U}_𝒮|\psi _𝒮)`$ (16)
$`=`$ $`p(|e_2;|\psi _𝒮)=p(|s_2;|\psi _𝒮),`$
which establishes the desired result $`p(|s_1;|\psi _𝒮)=p(|s_2;|\psi _𝒮)`$.

### (IIIb)

Since the connection between envariance under swaps and equal probabilities is the crucial step in the derivation, we would like to mention another line of argument found in Zurek’s papers Zurek:2003:pl ; Zurek:2002:ii  that more explicitely connects envariance with ignorance and the information available to a local observer. Here, Zurek considers a von Neumann measurement carried out on the composite state vector $`|\psi _𝒮`$ by an observer, described by “memory states” $`|\mu _0`$ (the premeasurement memory state) and $`|\mu _1`$, $`|\mu _2`$ (the post-measurement memory states corresponding to the perception of the “outcomes” $`|s_1`$ and $`|s_2`$, respectively):

$`|\mu _0|\psi _𝒮`$ $``$ $`|\mu _0\left(|s_1|e_1+|s_2|e_2\right)`$ (17)
$``$ $`|\mu _1|s_1|e_1+|\mu _2|s_2|e_2.`$
Zurek then states (Zurek:2002:ii, , p. 755):

> \[Envariance of $`|\psi _𝒮`$ under swaps\] allows the observer (who knows the joint state of $`𝒮`$ exactly) to conclude that the probabilities of all the envariantly swappable outcomes must be the same. The observer cannot predict his memory state after the measurement of $`𝒮`$ because he knows too much: the exact combined state of $`𝒮`$. (…) Probabilities refer to the guess the observer makes on the basis of his information before the measurement about the state of his memory—the future outcome—after the measurement. Since the left-hand side of Eq. (17) is envariant under swaps of the system states, the probabilities of all the states must be equal.

In a different paper, Zurek argues (Zurek:2003:pl, , p. 12):

> When the state of the observer’s memory is not correlated with the system, and the absolute values of the coefficients in the Schmidt decomposition of the entangled state describing $`𝒮`$ are all equal, and $``$ cannot be accessed, the resulting state of $`𝒮`$ is *objectively invariant* under all *local* measure-preserving transformations. Thus, with no need for further excuses, probabilities of events $`\left\{|s_k\right\}`$ must be—prior to measurement—equal.

Obviously, these arguments appeal to a rather different explanation for the emergence of equal likelihoods from the envariance of $`|\psi _𝒮`$ under swaps than the previously quoted argument. Now, probabilities are introduced from the point of view of the observer to account for his lack of knowledge of the individual state of $`𝒮`$, since he has perfect knowledge of the composite state of $`𝒮`$. Then, so goes Zurek’s claim, since the observer cannot detect the swapping of the possible outcome states $`|s_1`$ and $`|s_2`$ of $`𝒮`$ before the measurement, he will regard them as “equivalent” and therefore attach equal likelihoods to them.

## III Discussion

### (A)

First of all, Zurek’s derivation intrinsically requires the split of the total Hilbert space $``$ into at least two subspaces $`_𝒮`$ and $`_{}`$ which are identified with a system $`𝒮`$ and its environment $``$, where $`𝒮`$ is presumed to have interacted with $``$ at some point in the past. The environment is then responsible for the emergence of probabilities within the system, similar to the spirit of decoherence where the environment is responsible for the emergence of subjective classicality within the system Zurek:2002:ii ; Schlosshauer:2003:ms .

The obvious question is then to what extent the necessity to include the environment constitutes a restriction of generality. Apart from the problem of how to do cosmology, we might take a pragmatic point of view here by stating that any observation of the events to which we wish to assign probabilities will always require a measurement-like context that involves an open system interacting with an external observer, and that therefore the inability of Zurek’s approach to derive probabilities for a closed, undivided system should not be considered as a shortcoming of the derivation.

### (B)

Secondly, we might wonder whether the choice of the entangled pure Schmidt state, Eq. (2), implies a lack of generality in the derivation. Any two-system composite pure state state can be diagonalized in the Schmidt form above, so the particular form of the expansion of $`|\psi _𝒮`$ implies no loss of generality. Furthermore, if $`\rho _𝒮`$ were non-pure, it could be made pure simply by enlarging the space $`_{}`$, which cannot influence probabilities of $`𝒮`$ since $``$ is assumed to be dynamically decoupled from $`𝒮`$ after the initial interaction that established the entanglement between $`𝒮`$ and $``$ Zurek:2003:pl . We thus conclude that once the requirement for openness is acknowledged, the consideration of the state $`|\psi _𝒮`$, Eq. (2), will suffice for a general derivation of the Born rule.

### (C)

Before introducing any probability concept into quantum theory, we need to define what these probabilities are supposed to be assigned to. Clearly, from the point of view of observations and measurements, we would like to assign probabilities to the occurence of the specific values of the observable $`O`$ that has been measured, *i.e.,* to the “outcomes”. The eigenvalue–eigenstate link of quantum mechanics postulates that a system has a value for an observable if and only if the state of the system is an eigenstate characteristic of that value (or a proper mixture of those eigenstates). If we consider only a measurement situation, one way of getting this link is first to assume that the only possible values are outcomes of measurements and that those are restricted to the eigenvalues $`o_i`$ of an operator $`\widehat{O}`$ that represents the measured observable $`O`$. If one then assumes the collapse or projection postulate, that after the measurement the state of the system will be in an eigenstate $`|o_i`$ of $`\widehat{O}`$, it follows that in the non-degenerate case (*i.e.,* when a certain eigenvalue corresponds only to a single eigenvector of the operator observable) an outcome $`o_i`$ (the value of a physical quantity that appears in a measurement) can be directly related to the eigenstate $`|o_i`$ of the measured operator $`\widehat{O}`$, as the eigenvalue–eigenstate link requires, and we can talk equivalently about the probability for a certain outcome, or eigenvalue or eigenstate.

The basis states $`\{|s_1,|s_2\}`$ and $`\{|e_1,|e_2\}`$ appearing in the composite Schmidt state $`|\psi _𝒮`$ of Eq. (3) may then be thought of as the eigenstates of operator observables $`\widehat{O}_𝒮`$ and $`\widehat{O}_{}`$. In this sense, Zurek’s derivation tries to establish that for the state $`|\psi _𝒮`$ of Eq. (3), the outcomes represented by the eigenvalues $`s_1`$ and $`s_2`$ corresponding to the eigenstates $`|s_1`$ and $`|s_2`$ of an operator observable $`\widehat{O}_𝒮=s_1|s_1s_1|+s_2|s_2s_2|`$ are equally likely. However, in the context of the relative-state view that Zurek promotes, he never explicitely talks about observables and instead directly speaks of determining the “probabilities of events $`\{|s_k\}`$(Zurek:2003:pl, , p. 12). This identifies the probability for the occurence of a specific value of a measured physical quantity with the probability for an eigenstate of the measured observable with an eigenvalue equal to the measured value. That assumption would be justified by the eigenvalue–eigenstate link, although it does not require it.

### (D)

Zurek furthermore assumes that the probabilities of the outcomes associated with the *individual* states $`\{|s_1,|s_2\}`$ of $`𝒮`$ and $`\{|e_1,|e_2\}`$ of $``$ are functions of the *composite* state vector $`|\psi _𝒮`$ only. (Zurek spells out the assumption that the derivation will be based on the composite state vector but without direct reference to probabilities: “Given the state of the combined $`𝒮`$ expressed in the Schmidt form (…) what sort of invariant *quantum facts* can be known about $`𝒮`$?” (Zurek:2003:rv, , p. 120404-1).) This assumption about the functional dependence of the probabilities is certainly reasonable, especially since Zurek’s aim is clearly to derive Born’s rule from within standard quantum mechanics, where the state vector is assumed to provide a complete description of the physical system. The assumption, of course, might well be questioned in a hidden variable or modal interpretation.

But Zurek’s argument requires actually a more detailed assumption than stated so far. Obviously, since the $`𝒮`$ composition is in an entangled pure state, there is no individual state vector of $`𝒮`$ alone. But Zurek *infers* the properties of $`𝒮`$ from the *composite* state vector $`|\psi _𝒮`$ by studying its properties under envariant transformations. The idea is to use envariance to deduce statements about $`𝒮`$ alone. The assumption is now that probabilities are *local* in the sense that the probabilities that an observer of $`𝒮`$ alone can associate with the “events” $`|s_k`$—following Zurek’s identification of outcomes with eigenstates, cf. our discussion in (C)—only depend on the *local* properties of $`𝒮`$ (*i.e.,* those properties that cannot be affected by envariant transformations). An analogous assumption must also be invoked with respect to $``$ for Zurek’s argument to go through: probabilities for the states $`|e_k`$ of $``$ are only dependent on the local properties of $``$. This is used to infer the crucial conclusion that probabilities of $`𝒮`$ and $``$ must be independent of the envariant properties of $`𝒮`$ (*i.e.,* properties of $`𝒮`$ that do not belong to $`𝒮`$ or $``$ individually).

This locality of probabilities can be related to the decomposition of the total Hilbert space into the state space of the system and the state space of the environment, together with the focus of any observation on the system alone, on which also the whole definition of envariance relies. But without having explicitely connected the Hilbert state space description with the functional dependence of the probabilities on the state, affirming that probabilities of $`𝒮`$ and $``$ can only depend on the local properties of $`𝒮`$ and $``$, respectively, must be counted as an important additional assumption.

### (E)

We would also like to point out that Zurek holds that his argument does not require a causality or locality assumption, but that reference to envariance suffices (see, for example, (Zurek:2003:rv, , p. 120404-2)). Zurek suggests that one could alternatively argue for the independence of probabilities from an envariant property of the entangled $`𝒮`$ combination directly if causality and the impossibility of faster-than-light signaling is assumed. He claims that a measurable property associated with $`𝒮`$ cannot depend on an envariant property of the entangled $`𝒮`$ state, since otherwise one could influence measurable properties of $`𝒮`$ by acting on a “distant” environment $``$, and superluminal communication would be possible. We do not find this argument compelling, since influencing measurable properties of a system entangled with a distant partner by locally acting on the partner does not necessarily require the effect to be instantaneously transmitted to the system. Even if it were, it is not clear that this would entail any violation of relativistic no-signaling requirements (witness the Bohm theory!).

Of course, even if the assumption of causality and the impossibility of faster-than-light signaling indeed justified the conclusion that envariant properties of $`𝒮`$ cannot influence locally measurable physical quantities of $`𝒮`$, any necessity for an appeal to causality to justify Eq. (12) would be rather undesired, since the goal is to derive the Born rule from quantum theory alone which, strictly speaking, does not entail the impossibility of superluminal communication. Zurek is clearly aware of this point by stating that causality is “more potent” (Zurek:2002:ii, , p. 754) and “more ‘costly’ (and not entirely quantum)” (Zurek:2003:rv, , p. 120404-2) than envariance. He consequently holds that his derivation only requires envariance, although he sometimes seems to implicitely refer to causality, for instance in arguing that “only the absolute values of the coefficients can matter since phases \[of the coefficients\] can be altered by acting on $``$ alone, and $``$ is causally disconnected from $`𝒮`$(Zurek:2003:pl, , p. 10).

### (F)

Let us now turn to the chain of relations between the probabilities as established in Eqs. (10)–(16).

### (F1)

The first relations, Eqs. (10), infer equal probabilities for the outcomes represented by $`|s_1`$ and $`|e_1`$ from their correlation in the direct product $`|s_1|e_1`$ as appearing in the composite state vector $`|\psi _𝒮`$ in the Schmidt decomposition, Eq. (7). From a point of view that *presupposes* Born’s rule, this assumption is of course trivially fulfilled, since a simple projection yields

$$\begin{array}{c}|\underset{=1}{\underset{}{e_1|s_1|s_1|e_1}}+\underset{=0}{\underset{}{e_2|s_1|s_1|e_1}}|^2\hfill \\ \hfill =|\underset{=1}{\underset{}{e_1|s_1|s_1|e_1}}+\underset{=0}{\underset{}{e_1|s_2|s_1|e_1}}|^2,\end{array}$$
(18)
due to orthonormality of the Schmidt basis states $`\{|s_1,|s_2\}`$ and $`\{|e_1,|e_2\}`$. But without this (obviously undesired) presupposition, the relations in Eqs. (10) represent an additional assumption about the connection between state and probabilities which does not follow from the assumption (D) that probabilities are a function of the state vector only.

Of course Eqs. (10) may seem innocuous because most of us are accustomed to thinking in terms of state space projections, and we make an intuitive connection to probabilities from such projections. But it seems important in evaluating a derivation of the quantum probability concept and Born’s rule to be aware of where such presupposed conceptions enter, as assumptions, into the derivation.

### (F2)

Yet another important assumption appears to be contained in Eqs. (12). We recall that Zurek justified the relations $`p(|e_1;\widehat{U}_𝒮|\psi _𝒮)=p(|e_1;|\psi _𝒮)`$ and $`p(|e_2;|\psi _𝒮)=p(|e_2;\widehat{U}_𝒮|\psi _𝒮)`$ by saying that the probabilities associated with the environment $``$ cannot change as a result of the envariant swap acting on $`𝒮`$ since this swap cannot affect properties of $``$. An analogous statement is made in justifying the relations of Eqs. (14).

But this argument requires the assumption that the probabilities behave similar to the envariant property that the transformation refers to; *i.e.,* , that the behavior of probabilities under envariant transformations, in particular swaps, is somehow known. This knowledge, however, is not established by Zurek’s derivation, and we do not see how it could automatically follow from envariance (as suggested by Zurek). To illustrate this point, consider the following two statements regarding the implications derived from envariance in the course of Zurek’s argument:

* Phase envariance implies that the probabilities of $`𝒮`$ must be independent of the phases of the Schmidt coefficients.
* Envariance under swaps implies that the probabilities of $`𝒮`$ cannot be influenced by a swap acting on $``$ alone.

The important difference between (i) and (ii) is that (i) aims at demonstrating the independence of the probabilities from an envariant property, whereas (ii) claims invariance of the probabilities under an envariant transformation. Statement (i) only requires assumption (D) to hold: phase envariance implies that a local description of $`𝒮`$ cannot depend on the phase factors of the Schmidt coefficients, so if we assume that the probabilities are a function of the local properties ascribed to $`𝒮`$ on the basis of the entangled state vector only (and a study of its envariant transformations), (i) follows. But (ii) requires more: Employing a reasoning analogous to (i), envariance of the composite state under swaps solely means that probabilities of $`𝒮`$ will not depend on whether $`|s_1`$ is entangled with $`|e_1`$ or with $`|e_2`$, since this “property” of a specific correlation is not property of $`𝒮`$ alone; but we have said nothing about whether the application of the swap operation itself to $``$ might disturb the probabilities associated with $`𝒮`$.

We might reinforce this concern by drawing attention to the physical interpretation of the swap operation. A swap applied to $`𝒮`$ implies that the existing correlations $`|s_1|e_1`$ and $`|s_2|e_2`$ between the system $`𝒮`$ and the environment $``$ need to be “undone”, and new correlations of the form $`|s_1|e_2`$ and $`|s_2|e_1`$ between $`𝒮`$ and $``$ have to be created. From the form of the swap transformations, $`\widehat{U}_𝒮=\widehat{u}_𝒮\widehat{I}_{}`$ and $`\widehat{U}_{}=\widehat{I}_𝒮\widehat{u}_{}`$, it is clear that swaps can be induced by *local* interactions. But we do not see why shifting features of $``$, that is, doing something to the environment, should not alter the “guess” (to use Zurek’s expression (Zurek:2002:ii, , p. 755); cf. the quote in (IIIb) above) an observer of $`𝒮`$ would make concerning $`𝒮`$-outcomes. Here, if possible, one would like to see some further argument (or motivation) for why the probabilities of one system should be immune to swaps among the basis states of the other system.

### (G)

Let us finally discuss Zurek’s alternative argument based on the ignorance of an observer of $`𝒮`$ with respect to the individual state of the system $`𝒮`$.

In his derivation, Zurek takes the entangled Schmidt state $`|\psi _𝒮`$ describing the correlation between $`𝒮`$ and $``$ as the given starting point and assumes that the observer somehow knows this state exactly already *before* any measurement has taken place. According to Zurek this knowledge seems to imply that the observer is aware of the “menu” of possible outcomes (but cannot attribute a particular outcome state to $`𝒮`$ before the measurement). But since the observer has only access to $`𝒮`$, how is this knowledge established in the first place?

In the case of the composite state $`|\psi _𝒮`$ with coefficients of equal magnitude, Eq. (3), one can choose *any* other orthonormal basis for $`_𝒮`$ and always find a corresponding orthonormal basis of $`_{}`$ such that the composite state $`|\psi _𝒮`$ has again the diagonal Schmidt form of Eq. (3). Therefore, no preferred basis of $`_𝒮`$ or $`_{}`$ has been singled out. On one hand, this implies that Zurek’s argument does not require any a priori knowledge of the environmental states $`|e_k`$ for the observer of $`𝒮`$. On the other hand, however, this also means that there is nothing that would tell the observer of $`𝒮`$ which possible “events” $`|s_k`$ he is dealing with. (Decoherence provides a mechanism, termed environment-induced superselection, in which the interaction of $`𝒮`$ with $``$ singles out a preferred basis in $`_𝒮`$ Zurek:2002:ii ; however, a fundamental derivation of the Born rule must of course be independent of decoherence to avoid circularity of the argument.) Even if one holds that a choice of a particular set of basis vectors is irrelevant to the derivation since the aim is solely to demonstrate the emergence of equal likelihoods for *any* orthonormal basis $`\{|s_k\}`$, one is still left with the question how the observer of $`𝒮`$ establishes the knowledge that the composite state must be described by coefficients of equal magnitude.

Zurek then goes on to claim that (i) because all possible outcome states $`|s_k`$ are envariantly swappable, these states appear as “equivalent” to the observer of $`𝒮`$, and (ii) that this “equivalence of outcomes” translates into an attribution of equal likelihoods for each of these outcomes. With respect to part (i) of the argument, perfect knowledge of the pure composite state implies that the observer (before the measurement) cannot know the individual state of $`𝒮`$, which adds in an ignorance-based probability concept, but without having established equal likelihoods. Now, as mentioned before, envariance under swaps simply means that the question of which $`|e_l`$ of $``$ is correlated with a particular $`|s_k`$ of $`𝒮`$ is irrelevant to a complete local description of $`𝒮`$. But we do not see how this state of affairs forces the observer of $`𝒮`$ to conclude that all the $`|s_k`$ are “equivalent”. For part (ii), we note that even if the previous argument did establish an “equivalence of outcomes”, this epistemic indifference about the occurrence of a particular outcome among a set of possible outcomes would not necessarily, from a general point of view of probability theory, force out the implication of equal likelihoods; this conclusion would be particularly questionable when dealing with a set of continuous cardinality.

## IV Concluding remarks

To summarize, we have pointed out four important assumptions in Zurek’s derivation about the connection between the state vector and probabilities, and about the behavior of probabilities under envariant transformations of the state vector:

* The probability for a particular outcome in a measurement is directly identified with the probability for an eigenstate of the measured observable with an eigenvalue equal to the value of the measured physical quantity, an assumption that would follow from the eigenvalue–eigenstate link.
* For two entangled systems $`𝒮`$ and $``$ described by the Schmidt state $`|\psi _𝒮=_k\lambda _k|s_k|e_k`$, probabilities associated with the “outcome states” $`|s_k`$ and $`|e_k`$ of each individual system are a function of the local properties of the systems only; these properties are exclusively determined by the state vector $`|\psi _𝒮`$ of the composite system.
* In an entangled Schmidt state of the form $`|\psi _𝒮=_k\lambda _k|s_k|e_k`$, the “outcome states” $`|s_k`$ and $`|e_k`$ are equally likely: $`p(|s_k;|\psi _𝒮)=p(|e_k;|\psi _𝒮)`$.
* Probabilities associated with the Schmidt states $`|s_k`$ of a system $`𝒮`$ entangled with another system $``$ remain unchanged under the application of an envariant transformation $`\widehat{U}_{}=\widehat{I}_𝒮\widehat{u}_{}`$ that only acts on $``$ (and similarly for $`𝒮`$ and $``$ symmetrically exchanged): $`p(|s_k;\widehat{U}_{}|\psi _𝒮)=p(|s_k;|\psi _𝒮)`$ and $`p(|s_k;\widehat{U}_𝒮|\psi _𝒮)=p(|e_k;|\psi _𝒮)`$.

The necessity for an assumption like (3) in the derivation of the Born rule can be traced back to a fundamental statement about any probabilistic theory: We cannot derive probabilities from a theory that does not already contain some probabilistic concept; at some stage, we need to “put probabilities in to get probabilities out”. Our analysis suggests that this has been done via assumption (3) above.

We have pointed out that assumption (4) is necessary to have the argument that is contained in the chain of relations in Eqs. (10)–(16) between transformed and untransformed probabilities go through, but we claim that this assumption neither follows from envariance alone nor from assumption (2). We have also questioned whether this assumption is physically plausible.

Furthermore we have expressed doubts that Zurek’s alternative approach that appeals to the information available to a local observer is capable of leading to a derivation of the Born rule. It is neither clear to us how exact knowledge of the composite state is established “within” the local observer before the measurement, nor how envariance under swaps leads the observer to conclude that the possible outcomes must be equally likely.

We hope the questions we raise here will not downplay the interest of Zurek’s derivation in the mind of the reader. To the contrary, because we regard it as significant, we aimed at facilitating a balanced and careful evaluation of Zurek’s approach by bringing out central assumptions implicit in his derivation. We note that Zurek uses both “derivation” and “motivation” to describe his treatment of the emergence of the Born rule. Once the critical assumptions are made explicit, however, as they are here and now in his Zurek:2004:yb , the former term seems more appropriate. Moreover, any derivation of quantum probabilities and Born’s rule will require some set of assumptions that put probabilities into the theory. In the era of the “Copenhagen hegemony”, to use Jim Cushing’s apt phrase, probabilities were put in by positing an “uncontrollable disturbance” between object and apparatus leading to a brute quantum “individuality” that was taken not to be capable of further analysis. Certainly Zurek’s approach improves our understanding of the probabilistic character of quantum theory over that sort of proposal by at least one quantum leap.

###### Acknowledgements.

We would like to thank W. H. Zurek for thoughtful and helpful discussions. If we have misinterpreted his approach to the Born rule, the fault is entirely ours. We are grateful to the referee for useful comments and suggestions.