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# References

Canonical Form and Separability of PPT States in $`𝒞^2𝒞^M𝒞^N`$ Composite Quantum Systems

Xiao-Hong Wang1, Shao-Ming Fei1, 2, Zhi-Xi Wang1, and Ke Wu1

1 Department of Mathematics, Capital Normal University, Beijing, China.
2 Institute of Applied Mathematics, University of Bonn, 53115 Bonn, Germany

Abstract

We investigate the canonical forms of positive partial transposition (PPT) density matrices in $`𝒞^2𝒞^M𝒞^N`$ composite quantum systems with rank $`N`$. A general expression for these PPT states are explicitly obtained. From this canonical form a sufficient separability condition is presented.

Key words: Separability, Quantum entanglement PACS number(s): 03.67.Hk, 03.65.Ta, 89.70.+c

Quantum entangled states have become one of the key resources in the rapidly expanding field of quantum information processing and computation . Nevertheless, the study of physical character and mathematical structure of the quantum entanglement is far from being satisfied. One even does not have a general criterion to judge if a quantum (mixed) state is entangled or not. For bipartite states a number of entanglement measures such as entanglement of formation and distillation , negativity , von Neumann entropy and relative entropy  have been proposed. However most proposed measures of entanglement involve extremizations which are difficult to handle analytically. For instance, explicit analytic formulae for entanglement of formation  have been found only for a pair of qubits system , and for some symmetric states  and a class of special states . For multipartite systems there is no well defined measure of entanglement yet.

The separability problem for pure states is quite well understood . Nevertheless, in real conditions, due to the interactions with environment, one encounters mixed states rather than pure ones. The manifestations of mixed-state entanglement can be very subtle . The Bell inequalities satisfied by a separable system give the first necessary condition for separability . Afterwards the Peres criterion  says that partial transpositions with respect to one or more subsystems of a separable state $`\rho `$ are positive. This criterion was further shown to be also sufficient for bipartite systems in $`𝒞^2𝒞^2`$ and $`𝒞^2𝒞^3`$ . The reduction criterion proposed independently in  and  gives another necessary criterion which is equivalent to the Peres criterion for $`𝒞^2𝒞^N`$ composite systems but is generally weaker. There are many other necessary criteria such as majorization , entanglement witnesses , extension of Peres criterion , matrix realignment , generalized partial transposition criterion (GPT) , generalized reduced criterion . For low rank density matrices there are also some necessary and sufficient criteria of separability .

The separability and entanglement in $`𝒞^2𝒞^2𝒞^N`$ and $`𝒞^2𝒞^3𝒞^N`$ composite quantum systems have been studied in terms of matrix analysis on tensor spaces . It is shown that all such quantum states $`\rho `$ with positive partial transpositions and rank $`r(\rho )N`$ are separable. The canonical form and a sufficient separable condition PPT states in $`𝒞^2𝒞^2𝒞^2𝒞^N`$ with rank $`N`$ are given in . In this article we extend the results in  to the case of composite quantum systems in $`𝒞^2𝒞^M𝒞^N`$. We give a canonical form of positive partial transposition (PPT) states in $`𝒞^2𝒞^M𝒞^N`$ with rank $`N`$ and present a sufficient separability criterion.

A separable state in $`𝒞_\mathrm{a}^2𝒞_\mathrm{b}^M𝒞_\mathrm{c}^N`$ is of the form:

$$\rho _{\mathrm{abc}}=\underset{i}{}p_i\rho _\mathrm{a}^i\rho _\mathrm{b}^i\rho _\mathrm{c}^i,$$
(1)
where $`_ip_i=1`$, $`0<p_i1`$, $`\rho _\alpha ^i`$ are density matrices associated with the subsystems $`\alpha `$, $`\alpha =\mathrm{a},\mathrm{b},\mathrm{c}`$. In the following we denote by $`R(\rho )`$, $`K(\rho )`$, $`r(\rho )`$ and $`k(\rho )`$ the range, kernel, rank, dimension of the kernel of $`\rho `$, respectively.

We first derive a canonical form of PPT states in $`𝒞_\mathrm{a}^2𝒞_\mathrm{b}^4𝒞_\mathrm{c}^N`$ with rank $`N`$, which allows for an explicit decomposition of a given state in terms of convex sum of projectors on product vectors. Let $`|0_A`$, $`|1_A`$; $`|0_B`$, $`|1_B`$, $`|2_B`$, $`|3_B`$ and $`|0_C,\mathrm{},|N1_C`$ be some local bases of the sub-systems $`\mathrm{a}`$, $`\mathrm{b}`$ and $`\mathrm{c}`$ respectively.

Lemma 1.  Every PPT state $`\rho `$ in $`𝒞_\mathrm{a}^2𝒞_\mathrm{b}^4𝒞_\mathrm{c}^N`$ such that $`r(1_A,3_B|\rho |1_A,3_B)=r(\rho )=N`$, can be transformed into the following canonical form by using a reversible local operation:

$$\rho =\sqrt{F}[DCDBDADCBAI]^{}[DCDBDADCBAI]\sqrt{F},$$
(2)
where $`A`$, $`B`$, $`C`$, $`D`$, $`F`$ and the identity $`I`$ are $`N\times N`$ matrices acting on $`𝒞_\mathrm{c}^N`$ and satisfy the following relations: $`[A,A^{}]=[B,B^{}]=[C,C^{}]=[D,D^{}]=[B,A]=[B,A^{}]=[C,A]=[C,A^{}]=[D,A]=[D,A^{}]=[C,B]=[C,B^{}]=[D,B]=[D,B^{}]=[D,C]=[D,C^{}]=0`$ and $`F=F^{}`$ ($``$ stands for the transposition and conjugate).

Proof. In the considered basis a density matrix $`\rho `$ can be always written as:

$$\rho =\left(\begin{array}{cccccccc}E_1& E_{12}& E_{13}& E_{14}& E_{15}& E_{16}& E_{17}& E_{18}\\ E_{12}^{}& E_2& E_{23}& E_{24}& E_{25}& E_{26}& E_{27}& E_{28}\\ E_{13}^{}& E_{23}^{}& E_3& E_{34}& E_{35}& E_{36}& E_{37}& E_{38}\\ E_{14}^{}& E_{24}^{}& E_{34}^{}& E_4& E_{45}& E_{46}& E_{47}& E_{48}\\ E_{15}^{}& E_{25}^{}& E_{35}^{}& E_{45}^{}& E_5& E_{56}& E_{57}& E_{58}\\ E_{16}^{}& E_{26}^{}& E_{36}^{}& E_{46}^{}& E_{56}^{}& E_6& E_{67}& E_{68}\\ E_{17}^{}& E_{27}^{}& E_{37}^{}& E_{47}^{}& E_{57}^{}& E_{67}^{}& E_7& E_{78}\\ E_{18}^{}& E_{28}^{}& E_{38}^{}& E_{48}^{}& E_{58}^{}& E_{68}^{}& E_{78}^{}& E_8\end{array}\right),$$
(3)
where $`E^{}s`$ are $`N\times N`$ matrices, $`r(E_8)=N`$. After the projection $`\stackrel{~}{\rho }=1_A|\rho |1_A`$, we obtain

$$\stackrel{~}{\rho }=1_A|\rho |1_A=\left(\begin{array}{cccc}E_5& E_{56}& E_{57}& E_{58}\\ E_{56}^{}& E_6& E_{67}& E_{68}\\ E_{57}^{}& E_{67}^{}& E_7& E_{78}\\ E_{58}^{}& E_{68}^{}& E_{78}^{}& E_8\end{array}\right).$$
(4)
$`\stackrel{~}{\rho }`$ is now a state in $`𝒞_\mathrm{b}^4𝒞_\mathrm{c}^N`$ with $`r(\stackrel{~}{\rho })=r(\rho )=N`$. As every principal minor determinant of $`\stackrel{~}{\rho }^{t_B}`$ ($`\stackrel{~}{\rho }^{t_C}`$) is some principal minor determinant of $`\rho `$, the fact that $`\rho `$ is PPT implies that $`\stackrel{~}{\rho }`$ is also PPT, $`\stackrel{~}{\rho }0`$. After performing a reversible local non-unitary “filtering” $`\frac{1}{\sqrt{E_8}}`$ on $`𝒞_\mathrm{c}^N`$ and using the Lemma 5 in  we can express the matrix $`\stackrel{~}{\rho }`$ as

$$\stackrel{~}{\rho }=\left(\begin{array}{cccc}C^{}C& C^{}B& C^{}A& C^{}\\ B^{}C& B^{}B& B^{}A& B^{}\\ A^{}C& A^{}B& A^{}A& A^{}\\ C& B& A& I\end{array}\right),$$
(5)
where $`[A,A^{}]=[B,B^{}]=[C,C^{}]=[B,A]=[C,A]=[C,B]=[B,A^{}]=[C,A^{}]=[C,B^{}]=0`$.

Similarly, if we consider the projection $`3_B|\rho |3_B`$ , for the same reasons as above we conclude that the resulting matrix

$$\begin{array}{ccc}\hfill \overline{\rho }& =& 3_B|\rho |3_B\hfill \\ & =& \left(\begin{array}{cc}E_4& E_{48}\\ E_{48}^{}& E_8\end{array}\right)=\left(\begin{array}{cc}D^{}D& D^{}\\ D& I\end{array}\right)\hfill \end{array}$$

where $`[D,D^{}]=0`$.

Hence, after performing the local filtering operation $`\frac{1}{\sqrt{E_8}}`$, the matrix $`\rho `$ now has the form:

$$\rho =\left(\begin{array}{cccccccc}E_1& E_{12}& E_{13}& E_{14}& E_{15}& E_{16}& E_{17}& E_{18}\\ E_{12}^{}& E_2& E_{23}& E_{24}& E_{25}& E_{26}& E_{27}& E_{28}\\ E_{13}^{}& E_{23}^{}& E_3& E_{34}& E_{35}& E_{36}& E_{37}& E_{38}\\ E_{14}^{}& E_{24}^{}& E_{34}^{}& D^{}D& E_{45}& E_{46}& E_{47}& D^{}\\ E_{15}^{}& E_{25}^{}& E_{35}^{}& E_{45}^{}& C^{}C& C^{}B& C^{}A& C^{}\\ E_{16}^{}& E_{26}^{}& E_{36}^{}& E_{46}^{}& B^{}C& B^{}B& B^{}A& B^{}\\ E_{17}^{}& E_{27}^{}& E_{37}^{}& E_{47}^{}& A^{}C& A^{}B& A^{}A& A^{}\\ E_{18}^{}& E_{28}^{}& E_{38}^{}& D& C& B& A& I\end{array}\right).$$
(6)
Owing to that $`\rho 0`$, a vector $`|v`$ in $`𝒞_\mathrm{A}^2𝒞_\mathrm{B}^M𝒞_\mathrm{C}^N`$ satisfying $`v|\rho |v=0`$ is in the kernel of $`\rho `$. It is directly verified that the following vectors are in the kernel:

$$\begin{array}{cc}|10|f|13C|f,\hfill & |11|g|13B|g,\hfill \\ |12|h|13A|h,\hfill & |03|k|13D|k,\hfill \end{array}$$
(7)
for all $`|f,|g,|h,|k𝒞_\mathrm{C}^N`$. This implies

$$\begin{array}{ccc}E_{45}=D^{}C,\hfill & E_{46}=D^{}B,\hfill & E_{47}=D^{}A,\hfill \\ E_{15}=E_{18}C,\hfill & E_{25}=E_{28}C,\hfill & E_{35}=E_{38}C,\hfill \\ E_{16}=E_{18}B,\hfill & E_{26}=E_{28}B,\hfill & E_{36}=E_{38}B,\hfill \\ E_{17}=E_{18}A,\hfill & E_{27}=E_{28}A,\hfill & E_{37}=E_{38}A,\hfill \\ E_{14}=E_{18}D,\hfill & E_{24}=E_{28}D,\hfill & E_{34}=E_{38}D.\hfill \end{array}$$
(8)
Substituting (8) into (6) and taking a partial transposition of $`\rho `$ with respect to the sub-system $`\mathrm{a}`$, we have

$$\rho ^{t_\mathrm{a}}=\left(\begin{array}{cccccccc}E_1& E_{12}& E_{13}& E_{18}D& C^{}E_{18}^{}& C^{}E_{28}^{}& C^{}E_{38}^{}& C^{}D\\ E_{12}^{}& E_2& E_{23}& E_{28}D& B^{}E_{18}^{}& B^{}E_{28}^{}& B^{}E_{38}^{}& B^{}D\\ E_{13}^{}& E_{23}^{}& E_3& E_{38}D& A^{}E_{18}^{}& A^{}E_{28}^{}& A^{}E_{38}^{}& A^{}D\\ D^{}E_{18}^{}& D^{}E_{28}^{}& D^{}E_{38}^{}& D^{}D& E_{18}^{}& E_{28}^{}& E_{38}^{}& D\\ E_{18}C& E_{18}B& E_{18}A& E_{18}& C^{}C& C^{}B& C^{}A& C^{}\\ E_{28}C& E_{28}B& E_{28}A& E_{28}& B^{}C& B^{}B& B^{}A& B^{}\\ E_{38}C& E_{38}B& E_{38}A& E_{38}& A^{}C& A^{}B& A^{}A& A^{}\\ D^{}C& D^{}B& D^{}A& D^{}& C& B& A& I\end{array}\right).$$
(9)
Since the partial transposition with respect to the sub-system $`\mathrm{a}`$ is positive, $`\rho ^{t_\mathrm{a}}0`$, and it does not change $`1_\mathrm{a}|\rho |1_\mathrm{a}`$, we still have $`|10|f|13C|fk(\rho ^{t_\mathrm{a}})`$. This gives rise to the following equalities: $`E_{18}^{}=DC,E_{28}^{}=DB,E_{38}^{}=DA`$, $`E_{18}=C^{}D^{},E_{28}=B^{}D^{},E_{38}=A^{}D^{}`$. $`\rho `$ is then of the following form:

$$\begin{array}{c}\left(\begin{array}{cccccccc}E_1& E_{12}& E_{13}& C^{}D^{}D& C^{}D^{}C& C^{}D^{}B& C^{}D^{}A& C^{}D^{}\\ E_{12}^{}& E_2& E_{23}& B^{}D^{}D& B^{}D^{}C& B^{}D^{}B& B^{}D^{}A& B^{}D^{}\\ E_{13}^{}& E_{23}^{}& E_3& A^{}D^{}D& A^{}D^{}C& A^{}D^{}B& A^{}D^{}A& A^{}D^{}\\ D^{}DC& D^{}DB& D^{}DA& D^{}D& D^{}C& D^{}B& D^{}A& D^{}\\ C^{}DC& C^{}DB& C^{}DA& C^{}D& C^{}C& C^{}B& C^{}A& C^{}\\ B^{}DC& B^{}DB& B^{}DA& B^{}D& B^{}C& B^{}B& B^{}A& B^{}\\ A^{}DC& A^{}DB& A^{}DA& A^{}D& A^{}C& A^{}B& A^{}A& A^{}\\ DC& DB& DA& D& C& B& A& I\end{array}\right).\hfill \end{array}$$

Set

$$X=\left(\begin{array}{cccccc}E_{13}& C^{}D^{}D& C^{}D^{}C& C^{}D^{}B& C^{}D^{}A& C^{}D^{}\\ E_{23}& B^{}D^{}D& B^{}D^{}C& B^{}D^{}B& B^{}D^{}A& B^{}D^{}\end{array}\right),$$

$$Y=\left(\begin{array}{cc}E_1& E_{12}\\ E_{12}^{}& E_2\end{array}\right),$$

and

$$\rho _6=\mathrm{\Sigma }+\mathrm{diag}(\mathrm{\Delta },0,0,0,0,0),$$

where

$$\mathrm{\Sigma }=\left(\begin{array}{cccccc}A^{}D^{}DA& A^{}D^{}D& A^{}D^{}C& A^{}D^{}B& A^{}D^{}A& A^{}D^{}\\ D^{}DA& D^{}D& D^{}C& D^{}B& D^{}A& D^{}\\ C^{}DA& C^{}D& C^{}C& C^{}B& C^{}A& C^{}\\ B^{}DA& B^{}D& B^{}C& B^{}B& B^{}A& B^{}\\ A^{}DA& A^{}D& A^{}C& A^{}B& A^{}A& A^{}\\ DA& D& C& B& A& I\end{array}\right),$$

$$\mathrm{\Delta }=E_3A^{}D^{}DA,$$
(10)
diag$`(A_1,A_2,\mathrm{},A_m)`$ denotes a diagonal block matrix with blocks $`A_1,A_2,\mathrm{},A_m`$. $`\rho `$ can then be written in the following partitioned matrix form:

$$\rho =\left(\begin{array}{cc}Y& X\\ X^{}& \rho _6\end{array}\right).$$

As $`\mathrm{\Sigma }`$ possesses the following 5N kernel vectors:

$$\begin{array}{cc}(f|,0,0,0,0,f|A^{}D^{})^T,\hfill & (0,g|,0,0,0,g|D^{})^T,\hfill \\ (0,0,h|,0,0,h|C^{})^T,\hfill & (0,0,0,i|,0,i|B^{})^T,\hfill \\ (0,0,0,0,j|,j|A^{})^T,\hfill & \end{array}$$
(11)
for arbitrary $`|f,|g,|h,|i,|j𝒞_\mathrm{C}^N`$, so the kernel $`K(\mathrm{\Sigma })`$ has at least dimension $`5N`$. On the other hand $`r(\mathrm{\Sigma })+k(\mathrm{\Sigma })=6N`$, therefore $`r(\mathrm{\Sigma })N`$. While the range of $`\mathrm{\Sigma }`$ has at least dimension $`N`$ due to the identity entry on the diagonal. Hence we have $`r(\mathrm{\Sigma })=N`$.

Taking into account that $`r(\rho _6)r(\rho )=N`$, it is easy to see that $`r(\rho _6)=N`$. As the rank of $`\rho _6`$ is $`N`$, by making the following elementary row transformations on the matrix $`\rho _6`$,

$$\left(\begin{array}{cccccc}I& 0& 0& 0& 0& A^{}D^{}\\ 0& I& 0& 0& 0& D^{}\\ 0& 0& I& 0& 0& C^{}\\ 0& 0& 0& I& 0& B^{}\\ 0& 0& 0& 0& I& A^{}\\ 0& 0& 0& 0& 0& I\end{array}\right)\rho _6=\left(\begin{array}{cccccc}\mathrm{\Delta }& 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0& 0\\ DA& D& C& B& A& I\end{array}\right).$$
(12)
we deduce that $`\mathrm{\Delta }=0`$, i.e., $`E_3=A^{}D^{}DA`$.

Similarly, $`|02|f|13DA|f`$ is also in the kernel for all $`|f𝒞_\mathrm{C}^N`$, from which we have $`E_{13}=C^{}D^{}DA`$, $`E_{23}=B^{}D^{}DA`$ and the matrix $`\rho `$ becomes

$$\left(\begin{array}{cccccccc}E_1& E_{12}& C^{}D^{}DA& C^{}D^{}D& C^{}D^{}C& C^{}D^{}B& C^{}D^{}A& C^{}D^{}\\ E_{12}^{}& E_2& B^{}D^{}DA& B^{}D^{}D& B^{}D^{}C& B^{}D^{}B& B^{}D^{}A& B^{}D^{}\\ A^{}D^{}DC& A^{}D^{}DB& A^{}D^{}DA& A^{}D^{}D& A^{}D^{}C& A^{}D^{}B& A^{}D^{}A& A^{}D^{}\\ D^{}DC& D^{}DB& D^{}DA& D^{}D& D^{}C& D^{}B& D^{}A& D^{}\\ C^{}DC& C^{}DB& C^{}DA& C^{}D& C^{}C& C^{}B& C^{}A& C^{}\\ B^{}DC& B^{}DB& B^{}DA& B^{}D& B^{}C& B^{}B& B^{}A& B^{}\\ A^{}DC& A^{}DB& A^{}DA& A^{}D& A^{}C& A^{}B& A^{}A& A^{}\\ DC& DB& DA& D& C& B& A& I\end{array}\right).$$

Similarly, using the same method as for $`E_3`$ and $`E_{23}`$ respectively, we can derive $`E_2=B^{}D^{}DB`$, $`E_{12}=C^{}D^{}DB`$, $`E_1=C^{}D^{}DC`$. $`\rho `$ then is the following form:

$$\begin{array}{c}\left(\begin{array}{cccccccc}C^{}D^{}DC& C^{}D^{}DB& C^{}D^{}DA& C^{}D^{}D& C^{}D^{}C& C^{}D^{}B& C^{}D^{}A& C^{}D^{}\\ B^{}D^{}DC& B^{}D^{}DB& B^{}D^{}DA& B^{}D^{}D& B^{}D^{}C& B^{}D^{}B& B^{}D^{}A& B^{}D^{}\\ A^{}D^{}DC& A^{}D^{}DB& A^{}D^{}DA& A^{}D^{}D& A^{}D^{}C& A^{}D^{}B& A^{}D^{}A& A^{}D^{}\\ D^{}DC& D^{}DB& D^{}DA& D^{}D& D^{}C& D^{}B& D^{}A& D^{}\\ C^{}DC& C^{}DB& C^{}DA& C^{}D& C^{}C& C^{}B& C^{}A& C^{}\\ B^{}DC& B^{}DB& B^{}DA& B^{}D& B^{}C& B^{}B& B^{}A& B^{}\\ A^{}DC& A^{}DB& A^{}DA& A^{}D& A^{}C& A^{}B& A^{}A& A^{}\\ DC& DB& DA& D& C& B& A& I\end{array}\right)\hfill \\ =[\begin{array}{cccccccc}DC& DB& DA& D& C& B& A& I\end{array}]^{}[DCDBDADCBAI].\hfill \end{array}$$

The commutative relations $`[A,D]=[B,D]=[C,D]=[A,D^{}]=[B,D^{}]=[C,D^{}]=0`$ follow from the positivity of all partial transpositions of $`\rho `$. We first consider:

$$\rho ^{t_\mathrm{b}}=\left(\begin{array}{cccccccc}C^{}D^{}DC& B^{}D^{}DC& A^{}D^{}DC& D^{}DC& C^{}D^{}C& B^{}D^{}C& A^{}D^{}C& D^{}C\\ C^{}D^{}DB& B^{}D^{}DB& A^{}D^{}DB& D^{}DB& C^{}D^{}B& B^{}D^{}B& A^{}D^{}B& D^{}B\\ C^{}D^{}DA& B^{}D^{}DA& A^{}D^{}DA& D^{}DA& C^{}D^{}A& B^{}D^{}A& A^{}D^{}A& D^{}A\\ C^{}D^{}D& B^{}D^{}D& A^{}D^{}D& D^{}D& C^{}D^{}& B^{}D^{}& A^{}D^{}& D^{}\\ C^{}DC& B^{}DC& A^{}DC& DC& C^{}C& B^{}C& A^{}C& C\\ C^{}DB& B^{}DB& A^{}DB& DB& C^{}B& B^{}B& A^{}B& B\\ C^{}DA& B^{}DA& A^{}DA& DA& C^{}A& B^{}A& A^{}A& A\\ C^{}D& B^{}D& A^{}D& D& C^{}& B^{}& A^{}& I\end{array}\right).$$
(13)
Due to the positivity, the matrix $`\rho ^{t_B}`$ must possess the kernel vector $`|03|h|13D|h`$, which implies that $`[A,D]=[B,D]=[C,D]=0`$.The matrix $`\rho ^{t_B}`$ can be then written as:

$$\rho ^{t_B}=\left(\begin{array}{c}D^{}C\\ D^{}B\\ D^{}A\\ D^{}\\ C\\ B\\ A\\ I\end{array}\right)\left(\begin{array}{cccccccc}C^{}D& B^{}D& A^{}D& D& C^{}& B^{}& A^{}& I\end{array}\right),$$

which implies automatically the positivity.

From the positivity of $`\rho ^{t_{AB}}`$,

$$\rho ^{t_{AB}}=\left(\begin{array}{cccccccc}C^{}D^{}DC& B^{}D^{}DC& A^{}D^{}DC& D^{}DC& C^{}DC& B^{}DC& A^{}DC& DC\\ C^{}D^{}DB& B^{}D^{}DB& A^{}D^{}DB& D^{}DB& C^{}DB& B^{}DB& A^{}DB& DB\\ C^{}D^{}DA& B^{}D^{}DA& A^{}D^{}DA& D^{}DA& C^{}DA& B^{}DA& A^{}DA& DA\\ C^{}D^{}D& B^{}D^{}D& A^{}D^{}D& D^{}D& C^{}D& B^{}D& A^{}D& D\\ C^{}D^{}C& B^{}D^{}C& A^{}D^{}C& D^{}C& C^{}C& B^{}C& A^{}C& C\\ C^{}D^{}B& B^{}D^{}B& A^{}D^{}B& D^{}B& C^{}B& B^{}B& A^{}B& B\\ C^{}D^{}A& B^{}D^{}A& A^{}D^{}A& D^{}A& C^{}A& B^{}A& A^{}A& A\\ C^{}D^{}& B^{}D^{}& A^{}D^{}& D^{}& C^{}& B^{}& A^{}& I\end{array}\right),$$

we have that $`|03|h|13D^{}|h`$ is a kernel vector, which results in $`[A,D^{}]=[B,D^{}]=[C,D^{}]=0`$. $`\rho ^{t_{AB}}`$ is then of the form:

$$\rho ^{t_{AB}}=\left(\begin{array}{c}DC\\ DB\\ DA\\ D\\ C\\ B\\ A\\ I\end{array}\right)\left(\begin{array}{cccccccc}C^{}D^{}& B^{}D^{}& A^{}D^{}& D^{}& C^{}& B^{}& A^{}& I\end{array}\right).$$

This form assures positive definiteness, and concludes the proof of the Lemma. $`\mathrm{}`$

Using Lemma 1 we can prove the following Theorem:

Theorem 1. A PPT-state $`\rho `$ in $`𝒞_\mathrm{A}^2𝒞_\mathrm{B}^4𝒞_\mathrm{C}^N`$ with $`r(\rho )=N`$ is separable if there exists a product vector $`|e_A,f_B`$ of $`𝒞_\mathrm{A}^2𝒞_\mathrm{B}^4`$ such that $`r(e_A,f_B|\rho |e_A,f_B)=N`$.

Proof. According to the Lemma 1 the PPT state $`\rho `$ can be written as

$$\rho =\left(\begin{array}{c}C^{}D^{}\\ B^{}D^{}\\ A^{}D^{}\\ D^{}\\ C^{}\\ B^{}\\ A^{}\\ I\end{array}\right)\left(\begin{array}{cccccccc}DC& DB& DA& D& C& B& A& I\end{array}\right).$$

Since all $`A`$, $`A^{}`$, $`B`$, $`B^{}`$, $`C`$, $`C^{}`$, $`D`$ and $`D^{}`$ commute, they have common eigenvectors $`|f_n`$. Let $`a_n`$, $`b_n`$, $`c_n`$ and $`d_n`$ be the corresponding eigenvalues of $`A`$, $`B`$, $`C`$ and $`D`$ respectively. We have

$$f_n|\rho |f_n=\left(\begin{array}{c}c_n^{}d_n^{}\\ b_n^{}d_n^{}\\ a_n^{}d_n^{}\\ d_n^{}\\ c_n^{}\\ b_n^{}\\ a_n^{}\\ 1\end{array}\right)\left(\begin{array}{cccccccc}d_nc_n& d_nb_n& d_na_n& d_n& c_n& b_n& a_n& 1\end{array}\right)$$

$$=\left[\left(\begin{array}{c}d_n^{}\\ 1\end{array}\right)\left(\begin{array}{c}c_n^{}\\ b_n^{}\\ a_n^{}\\ 1\end{array}\right)\right](d_n\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}1})(c_n,b_n,a_n,\mathrm{\hspace{0.17em}1})=|e_\mathrm{a},f_\mathrm{b}e_\mathrm{a},f_\mathrm{b}|.$$

We can thus write $`\rho `$ as

$$\rho =\underset{n=1}{\overset{N}{}}|\psi _n\psi _n||\varphi _n\varphi _n||f_nf_n|,$$

where

$$|\psi _n=\left(\begin{array}{c}d_n^{}\\ 1\end{array}\right),|\varphi _n=\left(\begin{array}{c}c_n^{}\\ b_n^{}\\ a_n^{}\\ 1\end{array}\right).$$

Since the local transformations are reversible, we can apply the inverse transformations and obtain a decomposition of the initial state $`\rho `$ in a sum of projectors onto the product vectors. Therefore $`\rho `$ is separable. $`\mathrm{}`$

The above approach can be extended to the higher dimensional case $`𝒞_\mathrm{a}^2𝒞_\mathrm{b}^M𝒞_\mathrm{c}^N`$. Similar to Lemma 1, it is straightforward to prove the following conclusion:

Lemma 2.  Every PPT state $`\rho `$ in $`𝒞_\mathrm{a}^2𝒞_\mathrm{b}^M𝒞_\mathrm{c}^N`$ such that $`r(1_A,M1_B|\rho |1_A,M1_B)=r(\rho )=N`$, can be transformed into the following canonical form by using a reversible local operation:

$$\rho =\sqrt{F}[DA_{M1}\mathrm{}DA_1DA_{M1}\mathrm{}A_1I]^{}[DA_{M1}\mathrm{}DA_1DA_{M1}\mathrm{}A_1I]\sqrt{F},$$

where $`A_1`$, $`\mathrm{}`$, $`A_{M1}`$, $`D`$, $`F`$ and the identity $`I`$ are $`N\times N`$ matrices acting on $`𝒞_\mathrm{c}^N`$ and satisfy the following relations: $`[A_i,A_{j}^{}{}_{}{}^{}]=[A_i,A_j]=[D,D^{}]=[D,A_i]=[D,A_{i}^{}{}_{}{}^{}]=0`$, $`i,j=1,2,\mathrm{},M1`$ and $`F=F^{}`$ . Set $`T=(DI)(A_{M1}A_{M2}\mathrm{}A_1I)`$, we have

$$\rho =\sqrt{F}T^{}T\sqrt{F}$$
(14)
Extending Theorem 1 to higher dimensional cases $`𝒞_\mathrm{a}^2𝒞_\mathrm{b}^M𝒞_\mathrm{c}^N`$, we have:

Theorem 2. A PPT-state $`\rho `$ in $`𝒞^2𝒞^M𝒞^N`$ with $`r(\rho )=N`$ is separable if there exists a product vector $`|e_A,f_B`$ such that $`r(e_A,f_B|\rho |e_A,f_B)=N`$.

A separable state is always PPT. But a PPT state in $`𝒞^2𝒞^M𝒞^N`$ is not generally separable. Our canonical form of PPT states in $`𝒞^2𝒞^M𝒞^N`$ composite quantum systems provides a way to investigate the separability of such states and the structures of bound entangled states, as all entangled PPT states are bound entangled states.


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# 1 Introduction

## 1 Introduction

The CPT theorem is a cornerstone of quantum field theory in general and particle physics in particular. It rests on principles whose generality and scope makes them pillars of modern physics, like Lorentz invariance, the spin-statistics theorem, and the local and hermitian nature of the Lagrangian . Tests of CPT invariance thus assume importance not only because of the almost sacrosanct nature of these principles, but because any violation of CPT would signal radical new physics and force a re-thinking of foundational aspects of field theory and particle physics . In particular, Greenberg  has shown that CPT violation necesssarily implies violation of Lorentz invariance.

For over three decades, particle physics has focussed its efforts on testing the predictions of the Standard Model (SM) and seeking the next physics frontier beyond it. One of the conclusions to emerge from this multi-pronged effort over the past decade is that the neutrino sector, both via theory and via experiment, provides us with an almost unmatched window to physics beyond the SM .

The role of neutrinos as probes of Lorentz and CPT invariance was discussed in a general framework by Colladay and Kostelecky  and by Coleman and Glashow . Recent papers  have studied possible mechanisms beyond the SM which could lead to CPTV in the neutrino sector. CPTV, in the form of different masses for neutrinos and anti-neutrinos has been invoked to explain all the neutrino anomalies simultaneously, including the LSND result . Bounds possible on such violations from reactor and solar experiments were discussed in  and the Dirac and Majorana nature of neutrinos in their presence was studied in .

As first proposed in  and also discussed in, for instance, , significant bounds on CPTV parameters can be set in neutrino factory experiments due to their expected high luminosities and low backgrounds . However, with all their advantages, neutrino factories are a tool which may become available to us only about fifteen or twenty years from now.

In contrast to this, detectors capable of accurately detecting the charge, direction and energy of a muon employ well understood and familiar technology. For instance, large mass magnetized iron calorimeter neutrino detectors were considered in  to study atmospheric neutrino interactions in great detail. At least one such detector is being currently actively planned to begin data-taking five years from now . We show that such detectors, or variants thereof, can, in conjunction with the by now well understood atmospheric neutrinos, form an ideal tool to detect CPTV in the neutrino sector. We focus on the survival probabilities for $`\nu _\mu `$ and $`\overline{\nu }_\mu `$. A difference in these quantities is a signal for CPTV. By calculating the ratio of their event-rates, we show that comprehensive tests of CPTV are possible in the atmospheric neutrino sector, with sensitivities which compare very favourably with those projected for neutrino factory experiments.

## 2 CPT Violation in $`\nu `$ Interactions

We consider the effective C and CPT-odd interaction terms $`\overline{\nu }_L^\alpha b_{\alpha \beta }^\mu \gamma _\mu \nu _L^\beta `$, where $`\alpha `$ and $`\beta `$ are flavour indices . In presence of this CPTV term, the neutrino energy acquires an additional term which comes from the matrix $`b_{\alpha \beta }^0`$. For anti-neutrinos, this term has the opposite sign. The energy eigenvalues of neutrinos (in ultra-relativistic limit) are obtained by diagonalizing the Hermitian matrix given by

$`\mathrm{A}`$ $`=`$ $`{\displaystyle \frac{\mathrm{m}^2}{2\mathrm{p}}}+\mathrm{b},`$ (1)
where $`m^2mm^{}`$ is the Hermitian mass squared matrix and we have dropped the superscript $`0`$ from $`b^0`$.

We assume equal masses for neutrinos and anti-neutrinos. For simplicity we have assumed that the two mixing angles that diagonalize the matrices $`m^2`$ and $`b`$ are equal (i.e. $`\theta _m=\theta _b=\theta `$). In addition, the additional phase that arises due to the two different unitary matrices needed to diagonalize the $`\delta m^2`$ and $`\delta `$b matrices111Only one of the two phases can be absorbed by a redefinition of neutrino states. is set to zero.

For atmospheric neutrinos, it is at times (but not always) a good approximation to consider two flavours only, depending on the parameters which one is studying. We adopt this in our calculations. This is tantamount to assuming that $`\mathrm{sin}^22\theta _{13}`$ is small (below the CHOOZ  bound) and so is $`\delta m_{21}^2`$ (compared to $`\delta m_{32}^2`$) and thus matter and related three-flavour effects can be safely neglected. As shown in  matter effects show up in atmospheric neutrinos for $`\mathrm{sin}^22\theta _{13}0.1`$ and baselines above 7000 km. The expression for survival probability for the case of CPTV 2-flavour oscillations then becomes

$`\mathrm{P}_{\alpha \alpha }(\mathrm{L})=1\mathrm{sin}^22\theta \mathrm{sin}^2\left[\left({\displaystyle \frac{\delta \mathrm{m}^2}{4\mathrm{E}}}+{\displaystyle \frac{\delta \mathrm{b}}{2}}\right)\mathrm{L}\right]`$ (2)
where $`\delta m^2`$ and $`\delta b`$ are the differences between the eigenvalues of the matrices $`m^2`$ and $`b`$, respectively and $`\alpha `$ corresponds to $`\mu `$ or $`\tau `$ flavours. Note that $`\delta b`$ has units of energy (GeV). For $`\overline{\nu }`$, the sign of $`\delta b`$ is reversed. The difference between $`\mathrm{P}_{\alpha \alpha }`$ and $`\mathrm{P}_{\overline{\alpha }\overline{\alpha }}`$ is given by,

$`\mathrm{\Delta }\mathrm{P}_{\alpha \alpha }^{\mathrm{CPT}}`$ $`=`$ $`\mathrm{sin}^22\theta \mathrm{sin}\left({\displaystyle \frac{\delta \mathrm{m}^2\mathrm{L}}{2\mathrm{E}}}\right)\mathrm{sin}(\delta \mathrm{bL})`$ (3)
An important consequence of the modified dispersion relation in presence of CPTV is that the characteristic $`L/E`$ behaviour of neutrino oscillations is lost. Hence depending on which term is larger for a given set of parameters and the energy, the mixing angle and oscillation length can vary dramatically with E. Thus precision oscillation measurements can set unprecedented bounds on such effects. Also, in order to see any observable effect of CPTV, one must have both CPT-even and CPT-odd terms to be non-zero.

## 3 Calculations

In order to quantitatively demonstrate the feasibility of using atmospheric neutrinos as a source of detecting and putting bounds on CPT violation, we focus on a typical detector which can detect muon energy and direction and also identify its charge. The simplest choice of a suitable prototype is an iron calorimeter, which employs well-understood technology. Such a detector was proposed for Gran Sasso (MONOLITH)  and is also currently being planned for a location in India (INO) , with initial data-taking by 2007. It is contemplated as both a detector for atmospheric neutrinos and as a future end detector for a neutrino factory beam.

The atmospheric neutrino physics program previously studied in the literature in the context of a Magnetized Iron Tracking Calorimeter includes attempting to obtain conclusive proof that neutrinos oscillate by observation of a $`L/E`$ dip in the up-down ratio of atmospheric neutrino induced muons, and a more accurate pinning down of oscillation parameters. However, its usefulness as a detector for CPTV parameters using atmospheric neutrinos has not been studied earlier.

Our prototype is a 50 kT Iron detector, with detection and charge discrimination capability for muons, provided by a B field of about 1.2 Tesla. We have assumed a (modest) 50% efficiency of the detector for muon detection and a muon energy resolution of within 5%. We have factored in a resolution in $`L/E`$ of 50% at Full Width Half Maximum, and incorporated the requisite smearing in our event-rate calculations. The resolution function is best parameterised by an exponential damping term given by, $`R(\delta m^2,L/E)=\mathrm{exp}(0.25\delta m^2L/E)`$ .

In the calculations presented here, we have assumed that the atmospheric neutrino problem is resolved by $`\nu _\mu \nu _\tau `$ oscillations. Specifically, we use the following input parameters : $`\delta m_{32}^2=0.002\mathrm{eV}^2`$, $`\mathrm{sin}^22\theta _{23}`$ = 1, which are consistent with best fit values determined by the most recent analyses of atmospheric data combined with CHOOZ bounds . In addition we have used the Bartol atmospheric flux  and set a muon detection threshold of $`1`$ GeV. For neutrino energies below $`1.8`$ GeV the quasi-elastic $`\nu `$-nucleon crosssection has been used, while above this energy we have put in the DIS value of the crosssection. The number of muon events have been calculated using

$`N=N_n\times M_d{\displaystyle \sigma _{\nu _\mu N}^{CC}P(\nu _\mu \nu _\mu )\frac{dN_\nu }{dE_\nu }𝑑E_\nu }`$ (4)
where $`N_n=6.023\times 10^{32}`$ is the number of (isoscalar) nucleons in 1kT of target material and $`M_d`$ is the detector mass. Our results are obtained from a simple parton level monte-carlo event generator. We have used CTEQ4LQ  parametrisations for the parton distribution functions to estimate the DIS crosssection.

Finally, we comment on the exposure time necessary to see a dependable signal. Since the number of $`\overline{\nu }`$ atmospheric events will be significantly smaller than the number of $`\nu `$ events, reducing the statistical error in the ratio will require an exposure time that enables observations of a sufficient number of $`\overline{\nu }`$ events. Our calculations indicate that an exposure of $`400`$ kT-yr would be sufficient for statistically significant signals to emerge.

## 4 Results and Discussions

Figure 1 shows the variation of the ratio of total (up + down) muon survival events to those of anti-muons, plotted vs $`L`$ for various values of $`\delta b`$. The solid line in each of the plots is the (CPT conserving) $`\delta b`$ = 0 case, shown for comparison. The overall shape and position of this (solid) curve is representative of the ratio of the two crosssections ($`\nu `$ vs $`\overline{\nu }`$) at the relatively low (few GeV) energies which dominate the event-rates. The small wiggles and variations are a result of the various energies and lengths involved and angular differences in fluxes which characterize the overall atmospheric neutrino spectrum.

From Equation 3, we see that the CPTV difference in probabilities will become zero whenever $`\delta bL=n\pi `$ ($`n`$=integer), resulting in a node (i.e. an intersection with the $`\delta b=0`$ curve). The positions and the number of nodes for the various curves nicely correspond to these expected “zeros” of CPTV and also provide a way of distinguishing between them. Clearly, parameter values of the order of $`\delta b=3\times 10^{22}`$ GeV should be nicely discernible in these observations. We note that here the effects of the CPTV parameters are maximal at baseline length $`L1000`$ km, thus neglecting matter effects is justified even if $`\theta _{13}`$ is close to the CHOOZ upper bound.

In Figure 2, we plot the same ratio of event-rates vs $`L/E`$. The nodal position is now dictated by the term $`\mathrm{sin}(\delta m^2L/2E)`$, resulting in a common node for the various $`\delta b`$ values at $`\delta m^2L/2E=n\pi `$. The plots also show a significant dip near $`L/E310`$ km/GeV. This is explained by the fact that $`\delta m^2L/4E=\pi /4`$ for this value. In Equation 2, the sine function has its maximum slope at this value of its argument, and hence the survival probabilities for $`\nu `$ and $`\overline{\nu }`$ differ maximally here due to the sign difference of the $`\delta b`$ terms, providing highest sensitivity to the presence of CPTV parameters. We note that in the vicinity of the dip the antineutrino event-rate increases and the neutrino rate decreases, which consequently tends to reduce the statistical error in the ratio, aiding detection. This set of curves provides heightened sensitivity to the $`\mathrm{𝑝𝑟𝑒𝑠𝑒𝑛𝑐𝑒}`$ of CPTV, without the same discriminating sensitivity (between various $`\delta b`$ values) of the plots in Figure 1. For instance, CPTV induced by parameter values as low as $`\delta b=3\times 10^{23}`$ can be detected. For a lower value of $`\delta b`$ , say $`10^{23}`$, the curve tends to creep back closer to the $`\delta b=0`$ solid line. Very recently, the authors of ref.  considered the bounds on various types of new physics coming from Super-K and K2K data. They obtain $`\delta b5\times 10^{23}\mathrm{GeV}.`$

Conclusions : Atmospheric neutrinos in a detector capable of measuring muon energy and direction and identifying its charge can allow us to set significant bounds on all types of CPTV in the neutrino sector. These bounds compare very favourably with those possible from future neutrino factories . Specifically, the charge discrimination capability of such a detector when coupled with the significant $`L`$ and $`E`$ ranges which characterize the atmospheric neutrino spectrum provides a potent and sensitive probe of such violations. By calculating the ratios of muon and anti-muon events and studying their variation with $`L`$ and $`L/E`$ we have shown that the presence of CPTV can be detected provided $`\delta b>3\times 10^{23}`$ GeV . For somewhat higher values of $`\delta b`$, it is also possible to obtain a measure of their magnitudes by studying their minima and zeros as discussed in the text.

Acknowledgments : PM would like to acknowledge Council for Scientific and Industrial Research, India for partial financial support and thank HRI and INO for hospitality.


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# Measurements of Kondo and spin splitting in single-electron transistors

Current address: \]Department of Physics, University of Cincinnati, Cincinnati, OH 45221-0011 Current address: \]Geballe Laboratory for Advanced Materials, McCullough Building, Room 346, 476 Lomita Mall, Stanford, California 94305-4045

## Abstract

We measure the spin splitting in a magnetic field $`B`$ of localized states in single-electron transistors using a new method, inelastic spin-flip cotunneling. Because it involves only internal excitations, this technique gives the most precise value of the Zeeman energy $`\mathrm{\Delta }=|g|\mu _BB`$. In the same devices we also measure the splitting with $`B`$ of the Kondo peak in differential conductance. The Kondo splitting appears only above a threshold field as predicted by theory. However, the magnitude of the Kondo splitting at high fields exceeds $`2|g|\mu _BB`$ in disagreement with theory.

The Kondo state, formed when conduction electrons screen a magnetic impurity, has received new attention since its observation in nanostructures, because it is a spin-entangled state of the many-electron system. While the equilibrium properties of Kondo systems are described quantitatively by theory, non-equilibrium Kondo phenomena have proved harder to understand. Single-electron transistors (SETs) provide the unique possibility of exploring these non-equilibrium phenomena. An SET consists of a confined droplet of electrons, called an artificial atom or a quantum dot, coupled by tunnel barriers to two conducting leads, called the source and the drain. The electrochemical potential of the dot, as well as the coupling between the dot and the leads, can be tuned by changing voltages on electrodes. The Kondo effect in SETs goldhaber98:NaturePaper ; cronenwett98:ScienceKondo ; Glazman and Raikh (1988); Ng and Lee (1988) occurs because a dot in a non-zero spin state coupled to its leads is analogous to a magnetic impurity coupled to the electrons in a host metal. Kondo correlations develop because the dot spin is screened by the spins of electrons in the leads. In an SET the Kondo state can be studied out of equilibrium by applying a DC voltage $`\text{V}_{\text{ds}}`$ between the source and the drain.

Non-equilibrium Kondo physics is probed by the measurement of the splitting of the Kondo peak in differential conductance as a function of magnetic field $`B`$ meir93:nonequil ; Costi (2000); Moore and Wen (2000); rosch03:KondoPertTheory . Meir et al. meir93:nonequil  predict that in a magnetic field the Kondo peaks occur at $`e\text{V}_{\text{ds}}=\pm \mathrm{\Delta }`$. Here $`\mathrm{\Delta }=|g|\mu _BB`$ is the Zeeman energy for spin splitting and $`\mu _B=58`$ $`\mu `$eV/T is the Bohr magneton. Cronenwett et al. cronenwett98:ScienceKondo  have measured the splitting of a Kondo peak and have found good agreement with this prediction, using $`g=0.44`$ for bulk GaAs. However, more recent calculations by Costi Costi (2000) predict that the Kondo peak splitting should appear only above a critical magnetic field, and Moore and Wen Moore and Wen (2000) predict that the splitting should be smaller than $`2\mathrm{\Delta }`$ at all fields.

Here we report measurements comparing the Kondo peak splitting to $`\mathrm{\Delta }`$ in SETs. Using electron addition spectroscopy and a new, more precise method, inelastic spin-flip cotunneling, we determine $`\mathrm{\Delta }`$ and hence the $`g`$-factor of our SETs. We find that the Kondo splitting appears only above a critical field as predicted by theory. However, the magnitude of the Kondo splitting at high fields is noticeably larger than $`2\mathrm{\Delta }`$, contrary to theoretical predictions.

The two SETs we have studied are similar to those used by Goldhaber-Gordon et al. goldhaber98:PRL ; goldhaber98:NaturePaper , and details about the AlGaAs/GaAs heterostructure can be found in the latter references. A two dimensional electron gas (2DEG) is formed at the AlGaAs/GaAs interface with an electron density of $`8.1\times 10^{11}`$ $`\text{cm}^2`$ and a mobility of $`10^5`$ $`\text{cm}^2`$/Vs at $`4.2`$ K. Magneto-transport shows that only one sub-band of the 2DEG is occupied. Electron-beam lithography is used to define the gate electrodes shown in the inset of Fig. 1(c). Applying a negative voltage to these electrodes depletes the 2DEG underneath them and forms an artificial atom of about $`50`$ electrons isolated by two tunnel barriers from the remaining 2DEG regions, the source and drain leads. The voltage on the gate electrode g is denoted $`\text{V}_\text{g}`$.

The two SETs were studied in different dilution refrigerators. SET 1 was measured in a Leiden Cryogenics $`400`$ $`\mu `$W dilution refrigerator with a $`14`$ T magnet and a lowest electron temperature of $`2030`$ mK. The sample was aligned so that the 2DEG was parallel to the magnetic field to better than $`0.5`$ degree. SET 2 was measured in a $`75`$ $`\mu `$W Oxford Instruments dilution refrigerator with an $`8`$ T magnet and a lowest electron temperature of about $`110`$ mK. This sample could only be aligned parallel to the magnetic field to within a few degrees. To measure the differential conductance dI/d$`\text{V}_{\text{ds}}`$ , we added a small sinusoidal modulation to $`\text{V}_{\text{ds}}`$ and measured the resulting current with a preamplifier and a lock-in amplifier.

One way to measure the Zeeman splitting of orbital levels in an SET is electron addition spectroscopy potok03:spincur ; hanson03:spinrelaxPRL . Figure 1(a) shows a plot of dI/d$`\text{V}_{\text{ds}}`$ as a function of $`\text{V}_{\text{ds}}`$ and $`\text{V}_\text{g}`$ while Fig. 1(b) shows dI/d$`\text{V}_{\text{ds}}`$ at the value of $`\text{V}_\text{g}`$ marked on Fig. 1(a) with a dashed line, for which the occupancy of the dot is even. As we increase $`\text{V}_{\text{ds}}`$ at this fixed $`\text{V}_\text{g}`$, we lower the Fermi energy of the drain lead. The first peak in dI/d$`\text{V}_{\text{ds}}`$ occurs when the Fermi energy of the drain aligns with the higher energy state of the spin split orbital state in the SET. Since even occupancy implies both spin states are filled at $`\text{V}_{\text{ds}}=0`$, a second peak appears when the lower energy spin state enters the transport window. The separation of the two peaks is $`\mathrm{\Delta }/e(1\alpha _d)`$, where $`\alpha _d`$ is the ratio of the dot-drain capacitance to the total capacitance. The $`(1\alpha _d)`$ factor arises because applying a positive voltage to the drain slightly lowers the energies of the levels in the dot.

To find the peak splitting we fit data like those in Fig. 1(b) to the sum of two $`\mathrm{cosh}^2`$ functions; the specific form chosen does not affect the measurement of the splitting. Using the slopes of a Coulomb-blockade diamond, part of which is shown in Fig. 1(a), we determine $`\alpha _d=0.15\pm 0.02`$ and hence $`\mathrm{\Delta }`$. Figure 1(c) shows $`\mathrm{\Delta }`$ as a function of $`B`$. At each field we fit several traces like that in Fig. 1(b). The scatter in the data arises because charge fluctuations near the SET are equivalent to gate voltage fluctuations and cause fluctuations in the peak positions. Fitting the data in Fig. 1(c) to a line gives $`|g|=0.18\pm 0.04`$.

We have developed a new, more precise method of measuring $`\mathrm{\Delta }`$ using inelastic spin-flip cotunneling. Although resonant tunneling is prohibited in the Coulomb blockade regime, an electron can tunnel through the SET via a virtual intermediate state, a process known as cotunneling Averin and Nazarov (1992). Cotunneling can proceed elastically and leave the SET in its ground state, or inelastically, leaving it in an excited state. De Franceschi et al. defranceschi01:orbitalcotun  observed inelastic cotunneling through an excited orbital state of an SET with an even number of electrons. In our experiments the ground state has an odd number of electrons and the role of the excited state is played by the higher energy spin state. The elastic and inelastic cotunneling processes are illustrated in Fig. 2(a)-(d). If $`|e\text{V}_{\text{ds}}|<\mathrm{\Delta }`$ only the elastic process is possible, but if $`|e\text{V}_{\text{ds}}|\mathrm{\Delta }`$ both the elastic and inelastic processes are possible and we expect steps in dI/d$`\text{V}_{\text{ds}}`$ at $`|e\text{V}_{\text{ds}}|=\mathrm{\Delta }`$.

This behavior is illustrated in Fig. 3(a) and (b). Note that the spin-flip cotunneling gap is independent of gate voltage and, as shown in Fig. 4(a), is only observed in a magnetic field. This is in contrast to cotunneling features associated with excited orbital states, like those in the Coulomb valley on the far left in Fig. 3(a), which depend on $`\text{V}_\text{g}`$ because changing the gate voltage alters the shape of the confining potential defranceschi01:orbitalcotun ; kogan03:singlettriplet . The orbital cotunneling features are also present at $`B=0`$. To our knowledge, this is the first observation of the threshold for spin-flip cotunneling in an SET.

Increasing the temperature broadens the inelastic cotunneling threshold. Lambe and Jaklevic Lambe and Jaklevic (1968) have shown that for an inelastic process with negligible intrinsic width the lineshape is given by

$$\frac{\text{dI}}{\text{d}\text{V}_{\text{ds}}}=A_e+A_i[F\left(\frac{e\text{V}_{\text{ds}}+\mathrm{\Delta }}{k_B\text{T}}\right)+F\left(\frac{e\text{V}_{\text{ds}}\mathrm{\Delta }}{k_B\text{T}}\right)]$$
(1)
In this equation, $`A_e`$ is the conductance from elastic cotunneling and $`A_i`$ describes the additional contribution from inelastic cotunneling. $`F`$ is a function defined by $`F(x)=[1+(x1)\mathrm{exp}(x)]/[\mathrm{exp}(x)1]^2`$. This lineshape has steps centered at $`\text{V}_{\text{ds}}=\pm \mathrm{\Delta }/e`$ with width $`5.4k_B\text{T}/e`$. A fit to Eq. 1 is shown as the solid line in Fig. 3(b) and is in excellent agreement with the data. Figure 3(c) shows the temperature $`\text{T}_{\text{Fit}}`$ extracted from fits to data taken at different temperatures with SET 2. The sharpest cotunneling step that we have observed (shown in Fig. 3(b)) is for SET 1 and has width $`22`$ $`\mu `$eV. This can be used to place a lower bound on the spin decoherence time because the intrinsic width of the cotunneling step is inversely proportional to the decoherence time.

Figure 4(a) shows the evolution with field of a cotunneling feature in SET 2. The splittings $`\mathrm{\Delta }`$ from fits to Eq. 1 are plotted as functions of $`B`$ in Fig. 4(b). Fitting these data to a line gives $`|g|=0.16\pm 0.02`$, consistent with the value from addition spectroscopy but with greater precision. Measurements for SET 1 in high magnetic fields, shown in Figs. 4(c) and (d), give $`|g|=0.152\pm 0.006`$, consistent with the value for SET 2. The inelastic cotunneling method, which measures the spectrum of internal excitations of the dot, is more precise than electron addition spectroscopy for two reasons. First, the cotunneling spectrum is independent of the chemical potential of the dot, making the splitting insensitive to small charge fluctuations near the SET. Second, the cotunneling method is inherently more precise because its intrinsic width is smaller than the width of the charging peak, which is determined by the coupling to the leads and is approximately $`\mathrm{\Gamma }=35\mu `$eV for SET 2 in Fig. 1.

The splitting of the Kondo peak at high fields is larger than the cotunneling gap, as can be seen, for example, from the data in Fig. 4(a). To compare our findings to theory, we follow Moore and Wen Moore and Wen (2000) who identify the field-induced splitting between the two peaks in their calculated spectral function with the splitting in $`\text{V}_{\text{ds}}`$ between the peaks in dI/d$`\text{V}_{\text{ds}}`$. We define $`\mathrm{\Delta }_\text{K}/e`$ as half the separation in $`\text{V}_{\text{ds}}`$ between the two peaks. Figure 4(b) shows $`\mathrm{\Delta }_\text{K}`$ for SET 2 from data like those shown in Fig. 4(a). There is a clear offset between $`\mathrm{\Delta }_\text{K}`$ and the cotunneling data at high fields; fitting the data above $`3`$ T to a line with $`|g|`$ fixed at the value obtained from cotunneling gives an offset of $`12\pm 1`$ $`\mu `$eV.

The Kondo peak evolves smoothly into a cotunneling threshold with increasing $`B`$ when there is an odd number of electrons in the dot. Figure 4(c) shows this evolution for SET 1. Note that the values of $`\mathrm{\Delta }`$ in Fig. 4(d) are extracted from the high-field data for which the Kondo peak is absent. The $`\mathrm{\Delta }_\text{K}`$ are extracted from the low-field data and are plotted in Fig. 4(d). We fit the data to a line with the slope fixed at the value obtained from the cotunneling data points, $`|g|=0.152`$. The fit gives a y-intercept of $`10\pm 2`$ $`\mu `$eV, similar to the result for SET 2. Note that in contrast to the Kondo data, both the addition spectroscopy and cotunneling measurements extrapolate to zero within the errors at $`B=0`$. Contrary to theoretical predictions Moore and Wen (2000), $`\mathrm{\Delta }_\text{K}`$ is larger than $`|g|\mu _BB`$.

Another feature of the Kondo data is that the splitting only appears above a threshold magnetic field. For example, the $`1.25`$ T data in Fig. 4(a) shows no evidence of splitting. The data for $`\mathrm{\Delta }_\text{K}`$ in Fig. 4(b) shows a threshold for splitting near $`2`$ T, which is where $`|g|\mu _BB/k_B\text{T}_\text{K}300`$ mK. Costi Costi (2000) predicts a threshold field for the Kondo splitting. In this respect our results are consistent with theory.

The value of $`|g|`$ in our SETs is $`0.16`$, much smaller than the bulk GaAs value of $`0.44`$. The small g-factor may arise because the electron density in our SETs is much larger than in typical devices. Variations in the g-factor with density have previously been observed in AlGaAs/GaAs heterostructures stein83:ESRonAlGaAs\_GaAs ; dobers88:ESRin2DEG ; snelling91:ginGaAs\_AlGaAs ; Jiang and Yablonovitch (2001); Salis01:gfactorControl . We believe our small value results from penetration of the electrons into the $`\text{Al}_{0.3}\text{Ga}_{0.7}\text{As}`$ which has $`g=+0.4`$, and the large 2DEG density in our SETs enhances this effect. Linearly extrapolating the results of Jiang and Yablonovitch Jiang and Yablonovitch (2001) gives a change in $`|g|`$ that is about half of that we observe. We plan a more realistic calculation to test this hypothesis more carefully.

The observation that $`\mathrm{\Delta }_\text{K}>|g|\mu _BB`$ is surprising. Moore and Wen Moore and Wen (2000) predict that $`\mathrm{\Delta }_\text{K}<|g|\mu _BB`$ at all $`B`$, whereas we find that $`\mathrm{\Delta }_\text{K}>|g|\mu _BB`$ by $`10`$ $`\mu `$eV at high fields. Our results differ from those of Goldhaber-Gordon et al. goldhaber98:NaturePaper . However, the measurements reported by Goldhaber-Gordon et al. are taken with the magnetic field normal to the 2DEG and could involve effects from the orbital motion of the electrons. Such effects are not considered by Moore and Wen Moore and Wen (2000) and are eliminated in the present experiments by orienting the 2DEG parallel to the magnetic field. One might ask if elastic cotunneling forms a background that could explain our observations. Using zero field data like those in Fig. 4(a), only over a wider range of $`\text{V}_{\text{ds}}`$, we fit the cotunneling conductance outside the Kondo peak region to a parabola and subtract this from our Kondo splitting data from SET 2. This decreases the high-field offset by about $`5`$%, which does not affect our conclusions. However, such a subtraction is not well motivated since elastic and inelastic cotunneling processes contribute coherently to the Kondo correlations. Thus the observation that $`\mathrm{\Delta }_\text{K}>|g|\mu _BB`$ is not understood and suggests that more theoretical analysis of the non-equilibrium Kondo problem is important.

We are grateful to J. Moore, L. Levitov, X.-G. Wen, W. Hofstetter, and J. Folk for discussions and to C. Cross for experimental help. We thank D. Mahalu for electron-beam lithography. We acknowledge support from the NSERC of Canada (G. G.). This work was supported by the US Army Research Office under Contract DAAD19-01-1-0637, by the National Science Foundation under Grant No. DMR-0102153, and in part by the NSEC Program of the National Science Foundation under Award Number DMR-0117795 and the MRSEC Program of the National Science Foundation under award number DMR 02-13282.


text:
# A Macroscopic Scale Model of Bacterial Flagellar Bundling

(August 14, 2003)

## Abstract

Escherichia coli and other bacteria use rotating helical filaments to swim. Each cell typically has about four filaments, which bundle or disperse depending on the sense of motor rotation. To study the bundling process, we built a macroscopic scale model consisting of stepper-motor-driven polymer helices in a tank filled with a high-viscosity silicone oil. The Reynolds number, the ratio of viscous to elastic stresses, and the helix geometry of our experimental model approximately match the corresponding quantities of the full scale E. coli cells. We analyze digital video images of the rotating helices to show that the initial rate of bundling is proportional to the motor frequency and is independent of the characteristic relaxation time of the filament. We also determine which combinations of helix handedness and sense of motor rotation lead to bundling.

Introduction. Escherichia coli and Salmonella typhimurium cells have several helical propellers, or flagella, which they use to swim. Each flagellum consists of a rotary motor embedded in the cell wall, a short (50 nm) flexible hook which acts as a universal joint, and a helical filament about 20 nm in diameter and about $`10`$ $`\mu `$m long MacNab1996 . The trajectory of an individual swimming cell consists of runs interrupted by tumbles. For most of a run, the motors turn counterclockwise when viewed from outside the cell, the filaments wrap into a tight bundle, and the cell swims along a roughly straight path. Near the end of a run, one or more of the motors reverses direction, the corresponding filaments come out of the bundle, and the cell moves erratically, or tumbles. The tumbling process is complex and involves polymorphic transitions of the filament first from the left-handed “normal” state to the right-handed “semi-coiled” state, and then to the “curly-1” state turner\_ryu\_berg2000 . The first transition reorients the cell body. When the motors resume their counterclockwise rotation, the curly-1 filaments transform directly to the normal state and rejoin the bundle, and the cell resumes its initial speed turner\_ryu\_berg2000 .

The chemotaxis strategy of E. coli is to decrease the likelihood of tumbling during runs which happen to carry the cell toward higher concentrations of chemoattractants. Thus, the formation and dispersal of the helical bundle is central to bacterial chemotaxis. Since the radius of the flagellar filament is well below optical wavelengths, and the motor rotation is relatively rapid (100 Hz), it is difficult to study the mechanics of the bundling process directly. Therefore, we built a macroscopic scale-model system consisting of flexible rotating helices in a very viscous fluid. By including the viscous fluid and properly accounting for the relative strengths of viscous and elastic stresses, our scale-model builds upon and extends the work of Macnab, who studied the geometry of rotating flexible helices in a bundle macnab1977 .

Our paper begins with a discussion of the material parameters of bacterial flagella and how we chose the parameters for the experimental model. The next section describes the geometry of bundled helices and the symmetry requirements for bundling, including helix handedness, motor-rotation sense and relative speed, and phase relations. Finally, we describe measurements of the characteristic time scale governing the initial stages of the bundling process.

Scale Model. E. coli usually has several filaments per cell, but for the purpose of studying bundling it is simplest to consider the case with two filaments. Unless the two helices are identical and placed on diametrically opposite sides of the body (an unlikely occurrence), the hydrodynamic torque on the rotating helices causes the cell body to counter-rotate to make the total torque on the cell vanish. This counter-rotation plays some role in bundle formation anderson1975 ; powers2002 , since it tends to wrap the filaments around each other. However, this mechanism for bundling does not lead to tight bundles powers2002 . Furthermore, bundles readily form from filaments of stationary cells bonded to a surface howardlinda\_unpublished . Therefore, we disregard the effects of body rotation and translation and consider two helices rotated by stationary motors. We also neglect the effect of the cell body itself on the flow.

At the characteristic length and time scales of bacteria, viscous effects dominate inertial effects purcell1977 . To see why, recall that the Reynolds number $`Re=\rho v\mathrm{}/\eta `$ determines the relative importance of inertia to viscous stresses, where $`\rho `$ is the density of the fluid, $`\eta `$ is the viscosity, $`v`$ is a characteristic flow velocity, and $`\mathrm{}`$ is a characteristic length over which the flow varies. Using $`30`$ $`\mu `$m/s as a typical swimming speed, $`1`$ $`\mu `$m as a typical cell-body size, and the density and viscosity of water ($`\rho 1000`$ kg$`/`$m3, $`\eta 10^3`$ N-s/m2) yields a Reynolds number of $`Re3\times 10^5`$. (Using the typical helix radius $`\mathrm{}0.2`$ $`\mu `$m and the linear azimuthal helix velocity $`v2\pi \times 100`$ Hz$`\times \mathrm{}`$ yields approximately the same Reynolds number.) At low Reynolds number, the flow field induced by a point force falls off inversely with distance happel\_brenner1965 , leading to a long-range hydrodynamic interaction between two rotating helices. (Since the net force on a swimming bacterium vanishes, the far field flow induced by a swimming bacterium falls off faster than $`1/r`$, roughly like a dipole, $`1/r^2`$.) Another characteristic of low Reynolds number flow is that the drag per unit length on a long slender body depends weakly on the filament diameter and the shape of the cross section lighthill1975 .

Elastic stresses balance the viscous stresses on rotating bacterial flagella, causing the filaments to bend and twist as they wrap into a bundle. Filaments can also undergo polymorphic transformations when the motors turn clockwise; for simplicity, we do not attempt to include polymorphic transformations in our macroscopic model. The bending modulus $`A=EI`$ determines the resistance of an elastic rod to bending, where $`E`$ is the Young’s modulus and $`I`$ is the moment of inertia of the cross section landau\_lifshitz\_elas . There are few measurements of the bending resistance, with reported values ranging from $`10^{24}`$ N-m2 fushime\_maruyama\_asakura1972  to $`10^{22}`$ N-m2 hoshikawa\_kamiya1985 . Likewise, the value of twist modulus $`C`$ of the filament is not precisely characterized, although the twist compliance of approximately $`0.2`$ $`\mu `$m-long filaments attached to the hook and a locked motor has been measured blockblairberg1989 . Since it is difficult to separate the twist modulus of the hook from the modulus of the filament in this measurement, we will simply assume that $`CA`$ for the filament. For a filament with axial length $`L`$, the product of the characteristic filament relaxation time and the motor angular velocity, $`M=\eta \omega L^4/A`$, determines the importance of viscous drag relative to flexibility (see machin1958  and wiggins\_goldstein1998 ). Since $`A=EIEa^4`$, where $`a`$ is the filament radius, $`M`$ depends sensitively on the aspect ratio $`L/a`$. To estimate $`M`$ for the bacteria, we will use $`L=7`$ $`\mu `$m, the typical length of the filaments of reference turner\_ryu\_berg2000 . Using $`\omega =100\times 2\pi `$ rad/s, $`\eta =10^3`$ N-s/m2, and $`A=10^{23}`$ N-m2 yields $`M150`$ for the bacterial filaments. Note that the persistence length doi\_edwards1986  $`\xi _\mathrm{P}=A/(k_\mathrm{B}T)2.5`$ mm is large, allowing us to disregard thermal fluctuations.

There are three dimensionless numbers which determine the helix shape: $`P/L`$, $`R/L`$, and $`a/L`$, where $`P`$ is the helical pitch, and $`R`$ is the helical radius. Note that the ratio $`R/P`$ determines the pitch angle $`\alpha `$ via $`\mathrm{tan}\alpha =2\pi R/P`$, and that $`P`$ and $`L`$ determine the number of turns (which need not be an integer). If we consider two helices with initially parallel axes, then the final geometrical parameter of interest is the spacing $`h`$ between the two motors.

Methods. Figure 1 shows the macroscopic model. Two stationary stepper motors under independent control rotate flexible polymer helices in a tank of silicone oil. The viscosity of the silicone oil is $`100`$ N-s/m2, or about $`10^5`$ times the viscosity of water. The motors typically rotate at about $`0.1`$ Hz, and the helix radius is about $`13`$ mm. For these parameters, the Reynolds number $`Re10^3`$, not quite as low as $`10^5`$ but low enough to justify our neglect of inertial effects. To minimize the effects of the walls of the tank on the flow near the helices, all experiments are carried out with the helices near the center of the tank. The base of the tank is 420 mm by 420 mm, and the depth of the silicone oil is 330 mm. The helices are made by wrapping a TygonTM tube around a cylindrical mandrel and filling the tube with epoxy. Food coloring is added to provide contrast in the video images. Once the epoxy hardens, the tube maintains its helical shape but is also flexible. We vary the flexibility by varying the radius of the TygonTM tube. To get appropriate values of $`M`$ in our model, we use helices with a filament radius of a few millimeters. The bending stiffness of each helix is approximately determined by measuring the deflection under a known force of a straight tube filled with hardened epoxy; for $`2a=4.0`$ mm, $`4.7`$ mm, and $`5.6`$ mm, we found $`A=(3.46\pm 0.14)\times 10^3`$ N-m2, $`(10.53\pm 0.14)\times 10^3`$ N-m2, and $`(22.50\pm 0.14)\times 10^3`$ N-m2, respectively. As in the case of the bacterial filaments, we assume $`CA`$. Since the aspect ratio $`L/a`$ for our model is much smaller than that of the full-scale bacterial flagella, our model is not a true scale model. However, since the drag of a slender body depends only weakly on the filament radius lighthill1975 , it is not necessary to attain exact geometric similarity. We used two representative helical geometries for our filaments (see Table 1 for a comparison of the dimensions of our model helices and bacterial flagella). We systematically varied the stiffness of the “semi-coiled” model. Note that the (inner) radii of our model helices are all the same, since both types of helices were formed from the same mandrel, whereas the helical radius of the bacterial filament varies from polymorph to polymorph. All experiments reported here were carried out with a motor shaft-to-shaft separation of $`h=61`$ mm, which would roughly correspond to the typical spacing of one micron in the full scale bacteria. To allay concerns about effects of fatigue and plastic deformation of the helices during the experiments, we compared the deflection of the helices under a known weight before and after some representative trials and found that these effects were insignificant.

Bundling in the Scale Model. Figure 1 shows a sequence of snapshots of two rotating left-handed helices (with four turns each) at $`M170`$ (see Movie 1, which is published as supporting information on the PNAS website, www.pnas.org). The induced flows cause large deflections, and a bundle forms when the motors turn counterclockwise. Note that the helices wrap around each other in a right-handed sense; the flow field generated by each helix tilts the other helix, causing the helices to roll around each other and form a right-handed wrapping. In contrast with the case of two helices, the deflection of a single rotating helix with $`M170`$ is small, with the axial compression or extension less than ten percent of the axial length. But an understanding of the flow induced by a single helix sheds light on the flows that cause bundling. Consider a left-handed helix. As the helix rotates counterclockwise as viewed from the helix-side of the motor, apparent helical waves travel along the filament away from the motor and push fluid elements in the same direction. These fluid elements also rotate about the vertical axis of the helix in the same sense as the helix, counterclockwise, leading to a right-handed trajectory for each fluid element.

Early scale-model experiments by Macnab using steel helices in air showed that left-handed helices twisted around each other in a right-handed manner can rotate indefinitely without jamming, but that left-handed wrapping leads to jamming for clockwise rotation and unwinding for counterclockwise rotation macnab1977 . Macnab also pointed out that the state of lowest elastic stress of two left-handed helices with right-handed intertwisting is one in which the helices are coaxial, in phase, and in contact. Since this interwound state is unstable in the absence of external torque, Macnab used a guide at the end of the bundle to keep the helices from unravelling. In our experiment, viscous drag provides the stabilizing torques that keep the helices interwound. Note that the helices rotate against each other, leading to a region of high shear between the filaments. When the motors turn counterclockwise, we find that the bundle persists indefinitely as long as the motor speeds are sufficiently low. If the motor speed is greater than $`0.1`$ Hz, then the Y-shaped junction in the top right panel of Fig. 1 migrates up to the motors, causing a jam. Jams can also form when the motors turning the helices in a steady-state bundle reverse; if a jam fails to form, the filaments simply unwind.

In the example shown in Fig. 1, the two helices have no initial phase difference. Since the motors run at a common constant velocity and do not slip, the phase difference between the motor shafts is constant. If there is an initial phase difference, then the helices must bend and twist to attain the in-phase interwound state. Typically one helix bends more than the other, leading to a bundle which is tilted relative to the axis of rotation of each motor. The motor characteristic in the scale model, constant speed, differs from that of the bacterial motor, which for typical loads and temperatures is roughly constant torque berg\_turner1993 ; washizu\_et\_al1993 . Thus, the phase-locking observed in the bacterial flagella may arise from a different mechanism than that observed here.

In the scale model, it is crucial for the rotation speeds of the two motors to be close for bundling to occur. If the motors speeds differ by as little as $`8\%`$, left-handed helices rotated counter-clockwise do not bundle. The helices cross each other, with the faster helix bending more than the slower helix. The axis of the faster helix waves back and forth, but never wraps around the slower helix.

Since left-handed helices turning counter-clockwise bundle, symmetry implies that right-handed helices turning clockwise will also bundle. Indeed, bundles of semi-coiled or curly flagella have been observed in fluorescently labeled filaments turner\_ryu\_berg2000 . On the other hand, left-handed helices turning clockwise do not bundle. When the motors driving a bundle reverse, the bundle unwinds. Once the bundle has unwound, or if the (left-handed) helices are initially stationary, then the flow induced by the clockwise rotation causes the helices to roll around each other and wrap in a left-handed sense. However, the wrapping is not nearly as tight as the counter-clockwise sense. The helices cross, and the crossing point migrates up to the motors; see Fig. 2. When the crossing point reaches the motors, instead of jamming, the helices distort at the proximal ends to allow the rotation to continue. None of the other combinations of handedness and sense of rotation led to bundling in our scale-model experiment. Helices of the same handedness but turning in opposite directions tilt away from each other and also tilt away from the plane containing the initial helix axes. Helices of opposite handedness turning in the same sense cross and do not bundle; helices of opposite handedness turning in opposite senses tilt away from each other.

Characteristic Time Scale. There are two natural time scales governing the dynamics of our system: the motor period $`2\pi /\omega `$, and the elastic relaxation time scale $`\eta L^4/A`$. To determine which combination of these controls the initial rate of bundling, we measured the deflection of each helix as a function of time. More precisely, we measured the position of the projection of the tip of each helix onto the local axis of rotation for the corresponding helix. Figure 3 shows the trajectories of these points projected to the $`xy`$-plane. In contrast to the case of Fig. 1, we used helices with three turns ($`L=240`$ mm) since with short helices it is easier to attain small values of $`M`$. For $`M<70`$, the viscous stresses induced by the rotating helices are too weak to deflect the helices much. The helices cross when $`M70`$, and begin to wrap around each other when $`M130`$. Since we focus on the early stages of bundling, we do not show the complete trajectories for moderate to large $`M`$ ($`M>50`$). Defining $`\mathrm{\Delta }`$ as the distance between ends of the helices in the side view ($`yz`$-plane, where $`z`$ is parallel to the initial helix axes, and $`x`$ is parallel to the line connecting the two motors; Fig. 1), dimensional analysis implies

$$\frac{\mathrm{\Delta }}{h}=f(\omega t,M,Re,a/L,R/L,P/L,h/L).$$
(1)
Since we approximate $`C=A`$, we omit $`A/C`$ from the list of dimensionless groups. In this paper we do not report how $`f`$ depends on the geometrical parameters $`R/L`$, $`P/L`$, and $`h/L`$; we present results for semi-coiled helices ($`P/R5`$) with three turns, $`h=61`$ mm, and $`L=240`$ mm. We varied rotation speed $`\omega `$ and filament radius $`a`$. The function $`f`$ depends on $`\omega `$ implicitly through $`M`$ and $`Re`$, and explicitly through $`\omega t`$. Since $`Re1`$, we can approximate $`Re0`$ and consider $`f`$ to depend on $`\omega `$ only through $`M`$ and $`\omega t`$. Likewise, $`f`$ depends on $`a`$ implicitly through $`M`$ and explicitly through $`a/L`$. The explicit $`a/L`$-dependence of $`f`$ arises from viscous drag because the Young’s modulus $`E=\pi a^4/4`$ enters through $`M`$. Since the drag on a slender body depends weakly on $`a/L`$, and since $`M`$ depends sensitively on $`a/L`$, we consider $`f`$ to depend on $`a`$ only through $`M`$. Thus, for the fixed geometrical parameters described above, we measure $`f`$ as a function of $`\omega t`$ and $`M`$.

Figure 4 shows $`\mathrm{\Delta }`$ as a function of $`\omega t`$ for various rotation speeds and bending moduli, and Table 2 shows the speed corresponding to each $`\mathrm{\Delta }`$ vs. $`\omega t`$ curve. The ratio of the speeds for the overlapping gold and blue curves is roughly constant (see Table 2). Note that the gold and blue curves labeled V do not overlap as closely as those labeled I, II, and III; correspondingly, $`\omega _1/\omega _2`$ for the pair V noticeably differs from the ratios for I, II, and III. Likewise, the blue and green curves labeled IV do not overlap as closely as those labeled III, leading to the discrepancy between the $`\omega _2/\omega _3`$ values for pairs III and IV. Although $`M`$ systematically increases as the curve label varies from I to VII, there is a significant spread in the values of $`M`$ for overlapping curves. This spread implies that our identification of the bending modulus of a straight tube with that of a helix with the same diameter tube leads to an uncertainty greater than that of our measurements of $`A`$. Such an uncertainty is not unexpected since we neglect the effects of the helix twist modulus $`C`$ for simplicity. Despite the uncertainty in the helix bending modulus, the data of Fig. 4 and Table 2 are strong evidence for the scaling behavior of the bundling helices: two helices of different stiffness but the same shape will yield the same $`\mathrm{\Delta }`$ vs. $`\omega t`$ curves for the proper ratio of rotation speeds. In fact, if we assume that the closely overlapping curves of Fig. 4 have the same $`M`$, then we can get a better estimate of elasticity ratios using $`A_1/A_2=\omega _1/\omega _2`$, since we can measure the rotation speeds to high accuracy.

A characteristic time of the early stages of the bundling process is the time at which the separation $`\mathrm{\Delta }`$ reaches a maximum. Figure 4 reveals that the position of this maximum is proportional to the motor period, and depends only weakly on the elastic relaxation time scale. Thus, in the early stages of bundling, the helices follow the induced flow and the motor period determines the characteristic time scale. The helices begin to bundle after about six revolutions, in rough agreement with the corresponding time for bacterial flagella turner\_ryu\_berg2000 .

Conclusion. Our macroscopic scale model demonstrates that the bundling of bacterial flagella is a purely mechanical phenomenon, arising from the interplay of hydrodynamic interactions, bending and twisting elasticity, and geometry. Our model allows us to study how the bundling phenomenon is affected by parameters which are difficult to control in the full-scale bacteria, such as the rate and direction of motor rotation. For fixed values of the geometrical parameters, we quantitatively characterized the early stages of the bundling process, and found that the initial rate of bundling is mainly determined by the motor period. Future work should address the role of twisting vs. bending stiffness, the effect on bundling of the translational and rotational flow fields induced by a swimming bacterium, and bundle formation when there are more than two filaments.

###### Acknowledgements.

We are grateful to H. Berg, N. Darnton, G. Huber, and L. Turner for discussions, and C. Bull, E. Chan, F. Choi, S. Koehler, M. Muller, and J. Simon for assistance and advice on constructing the apparatus and collecting the data. This work is supported by NSF grant no. CMS-0093658 (TRP) and the DARPA BioMolecular Motors Program (KSB and TRP).


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# 1 Fluctuation of dust grains in dusty plasmas

## 1 Fluctuation of dust grains in dusty plasmas

As a result of fluctuating dust charges in dusty plasmas, many new problems can appear which are in partly treatment by Verheest . We consider a specific problem when the temperature of electrons is much greater than the temperature of ions and we also assume that the mass of grains with fluctuating charges may be approximated by constant values. In this case the continuity equations for specimens of dusty plasmas can be written in the form:

$$n_d/t+(n_du_d)/x=0,$$

$$n_i/t+(n_iu_i)/x=0,$$
(2.1)
$$n_{e/}t+(n_eu_e)/x=S_e.$$

Due to the possible fluctuations of the dust charges we can express the conservation of charge in the dusty plasma by:

$$\frac{}{t}\left(n_ee+n_dq_d+n_ie\right)+\frac{}{x}\left(n_eeu_e+n_dq_du_d+n_ieu_i\right)=0,$$
(2.2)
where $`q_d`$ is the charge of grain of dust. This can be rewritten with the help of the continuity equation (2.1 - 2.3) as:

$$n_d\left(\frac{}{t}+u_d\frac{}{x}\right)q_d=eS_e.$$
(2.3)
On the other hand, the charge of grain of dust fluctuation is given by:

$$\frac{dq_d}{dt}=\left(\frac{}{t}+u_d\frac{}{x}\right)q_d=I_i\left(n_{i,}q_d\right)+I_e(n_e,q_d),$$
(2.4)
where $`I_i(n_i,q_d)`$ and $`I_e(n_e,q_d)`$ are the ionic and electronic charging current, respectively. When we combine (2. 3) and (2.4), we get

$$eS_e=n_dI_e(n_e,q_d)+n_dI_i\left(n_{i,}q_d\right).$$
(2.5)
In equilibrium dusty plasma, the total charging current vanishes:

$$I_{i0}+I_{e0}=0,$$
(2.6)
where $`I_{i0}`$ and $`I_{e0}`$ denotes the equilibrium charging current for ions and electrons, respectively. Therefore we can expand (2.5) as a function of $`n_e`$, $`q_d`$ and $`n_d`$ using (2.6) and hence in linear approximation for $`S_e`$ vanishing at equilibrium, it is given by:

$$S_e=\nu _e\delta n_e\mu _e\delta q_d,$$
(2.7)
where $`\nu _e`$, $`\mu _e`$ denotes charging fluctuation coefficients while $`\delta n_e`$ and $`\delta q_d`$ denotes fluctuation electron number density and fluctuation charges of grains from their equilibrium values respectively.

## 2  Dumping dust-acoustic wave

Now we add to the continuity equations (2.1), (2.3) the equations of motion written explicitly for a three-component dusty plasma.

$$\left(\frac{}{t}+u_d\frac{}{x}\right)u_d=\frac{q_d}{m_d}\frac{\varphi }{x},$$

$$\left(\frac{}{t}+u_i\frac{}{x}\right)u_i+\frac{c_{si}^2}{n_i}\frac{n_i}{x}=\frac{e}{m_i}\frac{\varphi }{x},$$

$$\left(\frac{}{t}+u_e\frac{}{x}\right)u_e+\frac{c_{se}^2}{n_e}\frac{n_e}{x}=\frac{e}{m_i}\frac{\varphi }{x}.$$

Here $`\varphi `$, $`c_{se}`$, $`c_{si}\left(c_{si}^2=\frac{k_BT_i}{m_i}\text{}c_{se}^2=\frac{k_BT_e}{m_e}\text{-if the electron obeys an ideal gas law}\right)`$, $`m_i`$, $`m_e`$, $`k_B`$, $`T_e`$, $`T_i`$-are electric potential, thermal velocity of electrons and ion, mass of ion and electron, Boltzmann constant, temperature of electrons and ions, respectively. The fluid equations are supplemented by Poisson’s equation:

$$\epsilon _0\frac{^2\varphi }{x^2}=en_een_iq_dn_d,$$
(3.2)
where $`\epsilon _0`$ denotes free space permittivity.

Assuming sufficiently small disturbances of plasma equilibrium, we linearize the relevant equations around the equilibrium and Fourier transform. Taking into account the conservation of total charge and the fact that the phase velocities of wave are smaller than the thermal velocity of electrons and larger than the thermal velocities of ions and dust:$`c_{sd},c_{si}\frac{\omega }{k}c_{se},`$where $`\omega `$ and $`k`$ denotes the wave frequency and wave number, we obtain - after some calculations - dispersion relation for the dust-ion-acoustic waves including the charge fluctuation of dust:

$$\omega =\omega _0i\frac{k^2\lambda _{De}^2\omega _{pi}^2}{2\omega _0^2\left(1+k^2\lambda _{De}^2\right)^2}\nu _e,$$
(3.3)
where

$$\omega _0=\sqrt{\frac{k^2\lambda _{De}^2\omega _{pi}^2}{1+k^2\lambda _{De}^2}+k^2c_{si}^2},$$
(3.4)
$`\lambda _{De}=\sqrt{\epsilon _0k_BT_e/N_{0e}e^2}`$ is the electron Debye length, $`\omega _{pi}=\sqrt{N_{0i}e^2/\epsilon _0m_i}`$ is the ion plasma frequency. The equilibrium number density is related by quasi-neutrality of dusty plasma relation: $`N_{0i}=N_{0e}+Z_dN_{0d},`$ where $`q_d=eZ_d`$ and $`Z_d`$ \- is the atomic number grain of dust.

For $`k0`$ we have the following dispersion relation for the dust-ion-acoustic waves (DIAW):

$$\omega =\omega _0i\nu _e\frac{\lambda _{De}^2}{2\left(\lambda _{De}^2+\lambda _{Di}^2\right)}kc_s\frac{1}{2}i\nu _e.$$
(3.5)
This equation describes the dumped dust-ion-acoustic waves including the charge fluctuation. In our approximation: $`T_e>>T_i`$, the dumping of dust-ion- acoustic waves is independent of the parameter $`\mu _e`$.

## 3 Conclusions

The paper deals with a small dust charge fluctuations. In the case considered here , when the temperature of electrons is much greater than the temperature of the ions: $`T_e>>T_i`$ and $`T_e`$ is not great enough for further ionization of the ions, we show that attenuation of the acoustic wave depends only on one phenomenological coefficient $`\nu _e`$. The value of this coefficient depends mainly on the temperature of electrons.

*This research is supported by KBN grant 2PO3B-126- 24,