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# Structural stability of cooling flows

## 1 Introduction

Data from the Chandra and XMM-Newton X-ray observatories have established beyond reasonable doubt that radio sources associated with the central black holes of X-ray emitting clusters are heating the surrounding ‘cooling flows’ at rates comparable to the radiative cooling rate from within the cooling radius (where the cooling time is equal to the Hubble time). The key observation is that several clusters contain pairs of ‘cavities’ – regions of depressed X-ray surface brightness that in some cases coincide with regions of enhanced brightness in the radio continuum (Böhringer et al., 1993; Churazov et al., 2000; McNamara et al., 2000, 2001; Blanton et al., 2001). It is clear that the observed radio jets are inflating pairs of cavities in the thermal X-ray emitting plasma, and that synchrotron emission from the cavities accounts for the enhanced radio-frequency brightness.

Once a cavity is created, it must rise buoyantly (Gull & Northover, 1973; Churazov et al., 2001; Quilis et al., 2001; Brüggen & Kaiser, 2001, 2002; Brüggen et al., 2002), and it may rise even faster if it is endowed at birth with significant momentum as well as energy (Omma et al., 2004). Simulations of cavity dynamics all affirm that cavities rise at speeds comparable to the sound speed in the X-ray emitting gas, $`1000\mathrm{km}\mathrm{s}^1`$ in a typical cluster. In Perseus (Fabian et al., 2000), Abel 2597 (McNamara et al., 2001) and Abel 4059 (Heinz et al., 2002) more than one pair of cavities is detected. The distance from the cluster centre of the outer cavities, combined with the speed at which cavities rise, yields an estimate $`\tau 50\mathrm{Myr}`$ of the time between successive episodes of cavity inflation.

The crudest estimate of the energy injected during cavity inflation is $`\frac{5}{2}PV`$ if the plasma in the cavity is subrelativistic, or $`4PV`$ in the contrary case. Since cavities must be irreversibly inflated, these estimates for reversible inflation are underestimates. Binney (2003) gives estimates for five clusters of the ratio $`\tau `$ of the estimate $`3PV`$ of the energy injected during the inflation of observed cavities to the X-ray luminosity. The values of $`\tau `$, which are significantly uncertain, range from $`30\mathrm{Myr}`$ to $`120\mathrm{Myr}`$, implying that an outburst needs to occur each $`50`$ to $`100\mathrm{Myr}`$ to maintain a balance between radiative losses and heating by the radio source. It is striking that this estimate of $`\tau `$ from the hypothesis that heating balances cooling coincides to within the uncertainties with the direct estimate of $`\tau `$ yielded by clusters with two pairs of cavities. Arguments from synchrotron aging have long implied that more powerful radio sources have lifetimes of the order $`100\mathrm{Myr}`$ (Pedlar et al., 1990), but here the conclusion is slightly different: individual AGN outbursts might last a significantly shorter time that $`100\mathrm{Myr}`$, but the interval between outbursts is of this order.

It is to be expected that a drop in the central temperature of cooling-flow gas will increase the accretion rate of the embedded black hole, and thus the rate at which the radio source heats the flow (Tabor & Binney 1993). Consequently, the possibility exists for a steady-state balance between heating and cooling, such as occurs in the cores of main-sequence stars. However, there are many observational indications that the luminosities of radio sources are unsteady – for example the existence of cavities and of powerful FR II radio galaxies, which in $`100\mathrm{Myr}`$ can pump as much energy into the intracluster medium as it can radiate in a Hubble time. We need a better understanding of the cause and extent of this unsteadiness.

Another area in which we urgently need a better understanding is in the radial distribution of heat input by the radio source. Tabor & Binney (1993) assumed that heat was applied at very small radii, leading to the development of an adiabatic core. Recent X-ray data show that the specific entropy decreases inwards to the smallest radii probed (Kaiser & Binney 2003). Such a situation arises naturally when the radio source heats the X-ray gas with a collimated outflow, because heating then occurs where the outflow energy thermalizes, which is expected to extend over a significant range in radius (Binney & Tabor 1995).

The radial distribution of energy input by the radio source depends on two factors: (i) the power and degree of collimation of the outflow, and (ii) the radial density profile of the intracluster gas. The more powerful and better collimated the outflow is, the further out it will go before it disrupts. Hence powerful, strongly collimated outflows, such as those of FR II radio galaxies, deposit most of their energy at large radii, and probably outside the cooling radius (Reynolds et al., 2001, 2002; Basson & Alexander, 2003). The more steeply the density of the X-ray gas increases towards the cluster centre, the more readily the gas can disrupt a given jet, and thus the more centrally concentrated the energy injected into the ICM will be.

These considerations raise a question about the stability of cooling flows. Consider two initially identical cooling flows that are both experiencing periods of nuclear quiescence. In flow 1 the radio source switches on at time $`t_1`$, while that in flow 2 switches on at a later time $`t_2`$. On account of the additional period $`t_2t_1`$ of cooling experienced by flow 2, the jet in this system will impact on a more centrally concentrated distribution of gas than that impacted by the jet of flow 1. On the other hand, if heating and cooling are to be in statistical balance in both flows, the luminosity of the jet in flow 2 must be larger than that in flow 1. This greater luminosity will tend to make the energy deposition less centrally concentrated.

If the effect on the radial distribution of energy input from enhanced luminosity is greater than that from increased central concentration of the X-ray gas, the post-outburst density profile of flow 2 will be more concentrated than that of flow 1. A runaway situation will then arise, in which ever more powerful outbursts, driven by a steadily rising central gas density, deposit their energy at larger and larger radii. FR II sources might be the cataclysmic end points of such a runaway.

In the contrary case, the dominating factor is the tendency of the steeper density profile of the pre-outburst gas to concentrate injected energy at small radii, and in flow 2 the post-outburst gas is no more centrally concentrated than that in flow 1. In this case the density profiles of both flows will tend to fluctuate around some stable density profile of the X-ray emitting gas. The fact that many cooling flows have density profiles that differ mainly in an overall scaling, even though their central cooling times are of order a thirtieth of the Hubble time, suggests that there is a significant range of parameters in which such stability is possible.

In this paper we use simulations to investigate the existence of such a stable configuration.

## 2 The simulations

We have used the Eulerian hydrocode ENZO (Bryan & Norman, 1997; Bryan, 1999) to make a suite of five simulations of cooling-flow evolution. The simulations are fully three-dimensional and use an adaptive mesh to achieve an effective (maximum) resolution of $`0.61\mathrm{kpc}`$. The simulations employ the PPM Riemann solver (Colella & Woodward, 1984). The computational volume is a box $`628\mathrm{kpc}`$ on a side, with periodic boundary conditions. The twin jets were imposed by the algorithm described in Omma et al. (2004). Table 1 lists the parameters of the simulations. The quantities $`\dot{m}_{\mathrm{jet}}`$, $`v_{\mathrm{jet}}`$ and $`P_{\mathrm{jet}}`$ quantify the rate at which mass, momentum and energy are injected at the base of the jet through the formulae $`\dot{p}=\dot{m}_{\mathrm{jet}}v_{\mathrm{jet}}`$ and $`P_{\mathrm{jet}}=\frac{1}{2}\dot{m}_{\mathrm{jet}}v_{\mathrm{jet}}^2`$.

The initial conditions are for gas in hydrostatic equilibrium in an NFW (, Navarro, Frenk & White1997) gravitational potential. The gas cools radiatively throughout the simulation. The central cooling time is initially $`380\mathrm{Myr}`$, so cooling steepens the density profile quite rapidly. After $`250\mathrm{Myr}`$ each simulation has a distinctly cooled, high-density core.

In Simulation 1 the jets fire after $`262\mathrm{Myr}`$ of cooling. They have a total power of $`5\times 10^{44}\mathrm{erg}\mathrm{s}^1`$ and run for $`25\mathrm{Myr}`$, during which time they inject $`4\times 10^{59}\mathrm{erg}`$. The jets in Simulations 2 to 4 fire after $`300\mathrm{Myr}`$ of cooling, by which time an extra $`4\times 10^{59}\mathrm{erg}`$ has been lost to radiation, and they inject $`8\times 10^{59}\mathrm{erg}`$. Thus the later ignition of the jets in Simulations 2 to 4 is compensated for by enhanced energy injection.

Simulations 2 to 4 differ in the pattern of their outbursts. The jets in Simulation 2 are twice as powerful as those in Simulation 1 and run for the same time ($`25\mathrm{Myr}`$). The jets in Simulation 3 have the same power as those in Simulation 1 but fire for twice as long ($`50\mathrm{Myr}`$). The jets in Simulation 4 have the same power but fire for two $`25\mathrm{Myr}`$ intervals, separated by a quiescent interlude $`25\mathrm{Myr}`$ long.

In Simulation 5 the jets fire at the same early time as in Simulation 1, but with the power level and duration that are characteristic of Simulation 2.

In Fig. 1 the dotted curve shows the density profile of the cluster gas at the start of all simulations. The data points show the density in the Hydra cluster as deduced by David et al. (2000). The full curve labelled $`t=0`$ shows the density profile at the ignition of the jets in Simulations 1 and 5, while the dashed curve labelled $`t=0`$ shows the density profile at the ignition of the jets in Simulations 2 to 4. The effect on the density profile of $`300\mathrm{Myr}`$ of passive cooling is evident. The bottom full curve shows the spherically averaged density profiles $`42\mathrm{Myr}`$ after the firing of the jet in Simulation 1, while the bottom dashed curve shows the same data for Simulation 2. At that time, $`17\mathrm{Myr}`$ after the jets extinguished, the curves are quite similar to the initial profile and the data. Thus in both simulations the injected energy has effectively reversed the effect of $`300\mathrm{Myr}`$ of cooling.

Most crucially, the dashed curve of Simulation 2 now lies below the full curve, implying that the system that cools for longer and has the most centrally concentrated density profile when its jets ignite, ends up with the less centrally concentrated profile. The density profiles at times later than those shown in Fig. 1 confirm that the greater central concentration of Simulation 1 at $`t=42\mathrm{Myr}`$ is not an aberration: the profile for Simulation 1 remains on top of that of Simulation 2, and moves upwards faster. Consequently, when the profiles are next similar to those labelled $`t=0`$ in Fig. 1, we can expect Simulation 1 to be the scene of the more energetic outburst slamming into the more centrally concentrated ICM. When the dust settles after this second outburst, the profile of Simulation 2 will be the more centrally concentrated and the pair of simulations will have come full cycle. Hence these simulations strongly support the proposition that the density profiles of cooling-flow clusters oscillate around an attracting profile.

Simulations 3 to 5 probe the sensitivity of a cooling flow’s response to the temporal pattern of energy injection. In Fig. 2 the light curves show the temperature profiles just before jet ignition: the full curve applies to simulations 1 and 5 that experience early ignition, while the dashed curve applies to Simulations 2 to 4. The full curves show the spherically averaged temperature profiles $`120\mathrm{Myr}`$ after ignition. Interior to $`r10\mathrm{kpc}`$ the dotted curve of Simulation 5 pretty much tracks the heavy full curve of Simulation 1, showing that the extra energy injected in Simulation 5 does not appear near the centre, but in the radial range 10 to $`30\mathrm{kpc}`$. By contrast, at the centre the heavy dashed curve of Simulation 2 lies distinctly above the curves for Simulations 1 and 5. Since the jets in Simulations 2 and 5 are identical in power and duration, the higher central temperature of Simulation 2 at $`120\mathrm{Myr}`$ must be due to the injected energy being concentrated in the centre by the more centrally concentrated pre-ignition density profile.

Fig. 2 shows that the weaker, longer-lasting jets of Simulations 3 (long-dashed curve) and 4 (dash-dot curve) produce higher central temperatures than the short-lived powerful jets of Simulation 2. Thus energy injected by a weaker jet is more centrally concentrated than energy injected by a stronger jet since in a given intracluster medium a weaker jet will disrupt at a smaller radius. Another relevant factor is revealed by examination of plots of specific entropy: in part jets heat the core by entraining and carrying upward some of the coldest gas. In Simulation 2 much of what is initially lifted out of the core falls straight back after the jets have died. The weaker but longer lasting jets of Simulation 3, carry cold material further out, thus reducing the amount that falls back.

It is interesting that Simulation 3 with a single sustained $`50\mathrm{Myr}`$ blast yields a higher central temperature than Simulation 4 with two blasts of $`25\mathrm{Myr}`$ duration. Two factors seem to contribute to this phenomenon. First, after a burst lasting only $`25\mathrm{Myr}`$ much of the entrained cold material falls straight back. Second, the later blast in Simulation 4 has little difficulty in linking up with the cavity blown by the first blast, which continued to move outwards over the $`25\mathrm{Myr}`$ of quiescence between the blasts. Consequently, the radii at which most of the cavity’s energy is deposited are larger than the radii heated by the second half of the sustained blast in Simulation 3. That is, a $`25\mathrm{Myr}`$ period of quiescence is not long enough to make two blasts independent of one another.

## 3 Conclusions

A suite of three-dimension hydrodynamical simulations of the reheating of intracluster gas by jets has been used to investigate the structural stability of cooling flows that are episodically reheated by jets.

During a period of quiescence by the AGN, radiative cooling rapidly increases the central concentration of the ICM. At some point the rising central density of the ICM is expected to provoke an outburst by the AGN. The precise instant at which the outburst comes is likely to vary from outburst to outburst, and be correlated with the outburst’s strength in the sense that later outbursts that are fed by a more centrally concentrated ICM are likely to be more powerful. The more powerful a jet is, the further out it deposits its energy.

Simulations in which the time of the outburst is varied along with the strength and/or duration of the outburst, suggest that cooling flows have a tendency to structural stability in the following sense. On occasions when there is an unusually long period of quiescence by the AGN and passive cooling makes the intracluster gas unusually centrally concentrated immediately before an outburst by the AGN, a larger fraction of the AGN’s energy is dissipated at small radii because, notwithstanding the increased power or duration of the outburst, the jets are disrupted near the AGN by the unusually dense ICM. Moreover, entrainment of cold gas by the jets is an important mode of core heating, and the denser ICM increases the mass of cold gas that is entrained.

Hence these simulations provide a framework for understanding why the density profiles of cooling flows do not span a wide range.

Integration of FR II sources into this framework is an important task for the future. There is a tantalizing possibility that these intrinsically rare sources are ones in which the stabilizing feedback loop that we have described has broken down: above some critical power, too little energy is deposited in the immediate vicinity of the black hole to throttle accretion onto the hole, and a runaway growth in accretion rate, jet power and physical source size may ensue. Both observations and simulations indicate that powerful FR II sources deposit nearly all their energy outside the cooling radius. Heating the ICM at such large radii can have little impact on the black hole’s accretion rate. Unfortunately, it is hard for simulations to determine accurately what small fraction of a large FR II power is dissipated near the centre, where the hole’s accretion rate is determined. The computational problem is akin to that involved in simulating a core-collapse supernova, since here again an extremely small fraction of a large energy budget is responsible for driving matter away from the collapsing core.

It is worth noting that, at a given power, a narrower jet will deposit a smaller fraction of its energy in the core because it will entrain less cold gas. Hence FR II sources may be characterized by unusually narrow jets.

The existence of an effective feedback loop in cooling flows is easier to understand if the black hole accretes directly from the hot ICM rather than from an accretion disk fed with gas that has cooled catastrophically to $`<10^5`$K. It is well known that the Bondi-Hoyle accretion rates of black holes at the centres of cooling flows are more than sufficient to power the cooling flow (Fabian & Canizares, 1988). Moreover, the connection between radio sources is well established (Krolik, 1998). This as yet unexplained connection would make sense if energy released by accretion of hot gas is channelled into jets rather than radiation, because elliptical galaxies are, almost by definition, systems in which the interstellar medium is at the virial temperature, rather than made up of cold, centrifugally supported gas. If the black holes in cooling flows do indeed feed off virial-temperature gas, it follows that AGN effectively prevent cooling of virial-temperature gas. This conclusion has radical implications for the theory of galaxy formation and the origin of the galaxy luminosity function (Binney, 2004). It also implies that the filaments of cold gas that have been observed in several systems must be gas that fell in cold (Sparks et al., 1989; Nipoti & Binney, 2004) rather than gas that has cooled from the X-ray emitting phase.


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# Non-equilibrium two-phase coexistence in a confined granular layer

## Abstract

We report the observation of the homogenous nucleation of crystals in a dense layer of steel spheres confined between two horizontal plates vibrated vertically. Above a critical vibration amplitude, two-layer crystals with square symmetry were found to coexist in steady state with a surrounding granular liquid. By analogy to equilibrium hard sphere systems, the phase behavior may be explained through entropy maximization. However, dramatic non-equilibrium effects are present, including a significant difference in the granular temperatures of the two phases.

Statistical mechanics provides a powerful formalism for predicting the behavior of systems at or near equilibrium. Many natural phenomena, however, occur far from equilibrium, and extensions of the machinery of statistical mechanics to situations where significant energy flows are present would have a wide range of potential applications. Some success has been achieved in extending statistical mechanics to far-from-equilibrium situations. For example, techniques for calculating the relative probabilities of different configurations have been successfully developed for non-equilibrium steady states in a few restricted situations onsager ; derrida ; egolf . Also, effective temperatures based on the fluctuations in non-equilibrium steady states have been developed recently and, in some cases, have been found to equilibrate across different fluctuating quantities danna ; makse ; edwards ; ono ; gallavotti ; goldburg ; aumaitre . To generalize these initial successes to a broader spectrum of phenomena and to develop insights into other facets of a statistical theory of far-from-equilibrium systems, new model systems for investigating non-equilibrium steady states must be developed and studied. Here we report our investigations of a simple, far-from-equilibrium granular system that shows that some mechanisms that operate in equilibrium appear to persist into situations far-from-equilibrium, whereas other basic tenets of equilibrium statistical mechanics must be substantially modified.

Granular materials are ubiquitous in nature and show a remarkable range of non-equilibrium behavior jaeger ; kadanoff ; poschel . Dynamic steady-states, achieved when energy input from an external source balances energy lost through inelastic collisions, provide an ideal testing ground for extensions of equilibrium statistical mechanics danna ; makse ; edwards ; aumaitre . In this Letter, we report experimental measurements and computer simulations of the dynamics of spherical particles confined between two horizontal vibrating parallel plates. We observe a freezing transition from a homogeneous, disordered liquid to an ordered solid with square symmetry coexisting with a surrounding liquid. An essentially identical transition is observed in confined hard-sphere colloidal suspensions in equilibrium pansu1 ; pieranski ; pansu2 ; schmidt1 ; schmidt2 , where it is driven by entropy maximization. The presence in both the granular and the colloidal system of a solid phase with the same unexpected symmetry which occurs under the same geometric constraints and at similar densities strongly suggests a common mechanism. Unlike the equilibrium system, however, we find that the coexisting phases have dramatically different granular temperatures, demonstrating that the “zeroth law” of thermodynamics is not followed by the granular temperature. Taken together, these results show that the driving mechanism behind an equilibrium phase transition may still operate far from equilibrium, but that a thermodynamic theory must account for the absence of equipartition in the kinetic energy of the particles.

The granular system is sketched in Fig. 1(a). Previous studies which used a similar geometry at lower shaking amplitude and lower density than what is presented here found a range of complex non-equilibrium phenomena including inelastic collapse olafsen1 ; olafsen2 , hexagonal ordering olafsen1 ; pieranski2 , non-Gaussian velocity distributions olafsen1 ; olafsen2 ; losert , and velocity correlations prevost . In our experiment, stainless steel spheres of diameter $`\sigma =1.59`$ mm were placed between a smooth anodized aluminum plate and an 11 mm thick Plexiglas lid with an anti-static coating. A gap spacing of $`1.75\sigma `$ between the plate and the lid was maintained by circular rings of aluminum and Mylar spacers. Using an electromagnetic shaker, the system was driven sinusoidally in the vertical direction with frequency $`\nu `$ and amplitude $`A`$. The motion of the balls was imaged from above using a high resolution camera (Pulnix TM1040). The results presented here were obtained for densities $`\rho =N/N_{max}`$ ranging from 0.8 to 0.9, where $`N`$ is the number of balls in the system, and $`N_{max}=11377`$ is the maximum number of balls that can fit in a single hexagonally close-packed layer at rest on the bottom plate. For modest vibration amplitude, the system appears liquid-like. As the vibration is increased, small independent unstable crystalline structures form. Increasing the vibration amplitude further causes the crystallites to become stable and eventually coalesce to form a single crystal which coexists with a surrounding granular liquid (see Fig. 1(b) and Supplemental Movie 1 movie  ) The crystal consists of two layers, each with a square symmetry. The balls in the second layer are above the centers of the squares formed by the balls in the bottom layer. The crystals are not densely packed and the balls constantly jitter around in the cage formed by their neighbors and the confining plates. Rearrangements continually occur at the interface, but the average size of the crystal does not change as long as the shaking amplitude and frequency are held constant.

In order to verify that the coexistence was not due to non-uniformities in the experimental apparatus and to measure quantities not readily accessible in the experiment, we performed molecular dynamics simulations using a model that has accurately reproduced many of the phenomena observed in a similar system prevost ; nie . Ball-ball, ball-plate, and ball-lid interactions are characterized by three forces: an elastic restoring force, a dissipative normal force which produces a velocity-independent coefficient of restitution, and a dissipative tangential friction. Periodic boundary conditions in the horizontal plane were used. The simulations reproduced the phase coexistence (Fig. 1(c, d)) and all of the general features of the observed phenomena, such as the existence of a critical threshold to nucleation and evaporation.

Perhaps the most surprising aspect of the transition we observe, the presence of a square symmetry instead of the hexagonal ordering naively expected for hard-sphere interactions, appears to be closely related to the phase behavior of solutions of hard sphere colloidal particles at similarly high densities in similar confining geometries pansu1 ; pieranski ; pansu2 . For hard spheres the equilibrium configuration is determined by entropy maximization. For a range of gap spacings, including the spacing used in our system, two square layers pack more efficiently than two hexagonal layers, thereby maximizing the free volume available for each particle and therefore the entropy of the system schmidt1 ; schmidt2 . The observation of a transition that closely matches an equilibrium, entropy driven phase transition suggests that a generalized free energy functional might be found which describes the behavior of some driven granular materials.

Equilibrium two-phase coexistence requires that the two phases have equal temperatures, pressures (apart from surface tension corrections) and chemical potentials. Recent work has focused on extending the concept of the chemical potential to non-equilibrium coexistence in which the first two conditions are satisfied baranyi ; butler . To test whether these two conditions are met in this system, we measured the granular temperature $`T_g=<𝐯_i^2>`$, where $`𝐯_i`$ is a horizontal component of the rapidly fluctuating velocity of a particle. In the experiment, particle displacements were measured using the PIV technique described in Ref. prevost . Using the method described in Ref. losert , we verified that the temporal resolution was sufficient to accurately measure instantaneous velocities. In both the experiments and simulations, we investigated whether the granular temperature equilibrated to the same value in the two phases. As shown in Figs. 2(a) and 2(b), $`T_g`$ is dramatically lower in the crystal than in the surrounding liquid, both in the experiments and in the simulations. The spontaneous separation into phases of different temperatures in a homogeneous system of identical particles is a striking effect that will have to be incorporated into models of non-equilibrium phase coexistence. It is somewhat reminiscent of ‘inelastic collapse’olafsen1 , but in that case the absence of any significant granular temperature in the solid phase arises from the bistability of the ball-plate dynamics at low vibration amplitudes losert99 ; geminard03 . The results described here are observed at high vibration amplitudes where there is continuous energy input from the plate into both coexisting phases. The pressures of the two phases calculated in the simulations have nearly the same value, but is slightly smaller in the solid phase (Fig. 2(c)).

To further study the properties of the phase coexistence, we investigated the nucleation of the crystalline phase. Starting with the vibration amplitude at a low value, we slowly increased the intensity of shaking and measured the amplitude at which the crystalline phase first nucleates. This procedure was repeated for several densities between $`\rho =0.8`$ and $`\rho =0.9`$, and for frequencies between $`\nu =45`$ Hz and $`\nu =100`$ Hz. A typical curve of the frequency dependence is displayed in Fig. 3(a) for $`\rho =0.85`$. In addition to this ‘nucleation line’, we also determined an ‘evaporation line’ by slowly decreasing the amplitude until the crystal disappeared. For $`\nu `$ greater than 60 Hz, we found that the critical amplitudes were roughly independent of frequency. This high frequency behavior was found at all densities, but the cutoff frequency increased as the density increased. One possible explanation for a frequency-independent critical amplitude is that the vibration may effectively compresses the layer. If the balls are moving slowly compared to the plate and lid, then they will be mostly confined between the maximum plate height and minimum lid height. This increase in the density of the system favors nucleation of the crystal. This frequency-independent behavior cannot persist to low frequencies, however, because the acceleration, which is proportional to $`\nu ^2`$, must be significantly larger than that due to gravity for the balls to have enough kinetic energy to reach the second layer. We used the average value of the amplitude in the high frequency plateau (60-100 Hz) to define a critical amplitude, $`A_C`$, and we constructed a “phase diagram” of $`A_C`$ versus $`\rho `$ (Fig. 3(b)). $`A_C`$ varies from roughly $`0.06\sigma `$ at $`\rho =0.9`$ to $`0.1\sigma `$ at $`\rho =0.8`$.

We measured the dependence of the crystal size on the number of particles in the system by analyzing the images to extract $`N_C`$, the number of spheres in the crystal sizecrystal . As shown in Fig. 3(c), $`N_C`$ varies linearly with $`\rho `$ and extrapolates to zero at $`\rho =0.78`$. In steady state coexistence, the edge of the crystal is “in equilibrium” with the surrounding liquid of density $`\rho _L`$. Assuming that the densities of the coexisting crystal and liquid are independent of the size of the crystal, the area A occupied by the crystal of density $`\rho _C`$ should satisfy the relation A/AT $`=(\rho \rho _L)/(\rho _C\rho _L)`$ where AT is the total surface area of the plate, so that $`N_C(\rho \rho _L)`$. The value of $`\rho _L`$ found by extrapolating to $`N_C=0`$ agrees with direct measurements of the density of the granular liquid in the coexistence region.

No formalism exists for incorporating the entropy into a predictive theory on non-equilibrium phase transitions, but our results indicate which parts of the equilibrium framework need modification. The large difference in the granular temperature of the coexisting phases demonstrates that the “zeroth law” of thermodynamics is not satisfied by the granular temperature. An effective temperature that does meet this requirement is probably a necessary ingredient of a quantitative theory of the phase coexistence. By comparing the system described in this Letter with the analogous and well understood equilibrium system, new approaches for incorporating the effects of forcing and dissipation into a statistical mechanics of non-equilibrium phase transitions can be developed and tested.

###### Acknowledgements.

This work was supported by The National Science Foundation with grants DMR-9875529 and DMR-0094178 and by NASA under award number NNC04GA63G. D.A.E. is also supported as an Alfred P. Sloan Research Fellow.


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# Photoemission study of the metal-insulator transition in VO2/TiO2(001) : Evidence for strong electron-electron and electron-phonon interaction

## I Introduction

To elucidate the physical properties of Mott-Hubbard systems has been one of the most challenging subjects in condensed matter physics and has continued to pose controversial theoretical as well as experimental issues. In this respect, the single-particle spectral function of transition-metal oxides, particularly of early transition-metal oxides, is of fundamental importance in the physics of Mott-Hubbard systems. In fact, the coexistence of the coherent part \[the quasi-particle (QP) band\] and the incoherent part (a remnant of the upper and lower Hubbard bands) in the spectral function and spectral weight transfer between them as a function of electron correlation strength $`U/W`$, where $`U`$ is the Coulomb repulsion energy and $`W`$ is the bandwidth, are a remarkable manifestation of electron correlation as identified in the photoemission spectra of V and Ti oxides. Fujimori ; Inoue  Theoretically, dynamical mean-field theory (DMFT) applied to the Hubbard model has successfully reproduced these characteristic features. DMFT  Comparison between experiment and theory, however, has not been straightforward. In DMFT, the self-energy is necessarily local, and therefore the density of states (DOS) at the Fermi level ($`E_\mathrm{F}`$), namely, the spectral intensity at $`E_\mathrm{F}`$ remains the same as that of the non-interacting system and electron correlation effect manifests itself as the narrowing of the coherent QP band. Experimentally, the reduction of the DOS at $`E_\mathrm{F}`$ rather than the narrowing of the coherent part was observed in the photoemission spectra of Ca1-xSrxVO3, suggesting the importance of the momentum dependence of the self-energy. Fujimori ; Inoue  However, a recent “bulk-sensitive” photoemission study of the same compounds has shown that the QP band is indeed narrowed and the DOS at $`E_\mathrm{F}`$ remains unchanged from that predicted by band-structure calculation, indicating that the self-energy is nearly momentum-independent as assumed in DMFT. Sekiyama  In the present work, we have studied another typical Mott-Hubbard system VO2, which undergoes a metal-insulator transition as a function of temperature, and examined the spectral function of the “bulk” to see whether the self-energy is momentum-independent or not. Our results have shown that the self-energy is momentum-dependent, probably due to ferromagnetic fluctuations arising from the multi-orbital nature of the V $`3d`$ band of the rutile structure.

VO2 is well-known for its first-order metal-insulator transition (MIT) at 340 K. Morin  The transition is accompanied by a structural transition. In the high temperature metallic phase it has a rutile structure while in the low temperature insulating phase ($`M_1`$ phase) the V atoms dimerize along the $`c`$-axis and the dimers twist, resulting in a monoclinic structure. The magnetic susceptibility changes from paramagnetic to nonmagnetic in going from the metallic to the insulating phases. Hence, this transition is analogous to a Peierls transition and in fact the importance of electron-phonon interaction has been demonstrated by Raman scattering Raman  and x-ray diffraction XRD  studies. On the basis of local-density approximation (LDA) band-structure calculation, Wentzcovitch et al. Wentzcovitch  concluded that the insulating phase of VO2 is an ordinary band (Peierls) insulator. On the other hand, the magnetic susceptibility of the high-temperature metallic phase is unusually high and temperature dependent, indicating the importance of electron-electron correlation. Furthermore, Cr-doped VO2 or pure VO2 under uniaxial pressure in the  direction of the rutile structure has another monoclinic insulating phase called $`M_2`$ phase. In the $`M_2`$ phase, half of the V atoms form pairs and the other half form zig-zag chains. Marezio  While the V atoms in the pairs are nonmagnetic, those in the zig-zag chains have local moment and are regarded as one-dimensional Heisenberg chains according to an NMR study Pouget . Based on these observations for the $`M_2`$ phase, Rice et al. Rice  objected Wentzcovitch et al.’s argument. Thus it still remains highly controversial whether the MIT of VO2 is driven by electron-phonon interaction (resulting in a Peierls insulator) or electron-electron interaction (resulting in a Mott insulator forming a spin-Peierls-like state).

To deal with the above problems, photoemission spectroscopy is a powerful technique and in fact has been extensively applied to this material. Wertheim ; Blaauw ; Sawatzky ; Shin ; Bermudez ; Goering ; Okazaki  However, detailed photoemission studies of the MIT has been hampered because the transition temperature of bulk VO2 is rather high and therefore it is difficult to keep the surface clean in an ultra-high vacuum for the high-temperature metallic phase. Also, because the transition is strongly first-order with the structural change, the sample is destroyed when it crosses the MIT and one can go through the transition only once for one sample.

In this work, we have avoided those experimental difficulties by using thin film samples epitaxially grown on TiO2(001) surfaces using the pulsed laser deposition technique. Muraoka  After having obtained a clean surface by oxygen annealing, the surface remained fairly stable for several hours even in the high-temperature metallic phase and allowed us to study detailed temperature-induced changes both in the metallic and insulating phases including the hysteretic behavior across the MIT. Spectral weight transfer between the coherent and incoherent parts of the V $`3d`$ spectral function accompanying the metal-insulator transition was clearly observed. We have attempted to deduce the “bulk” photoemission spectrum by subtracting surface contributions from the measured spectra. We compare the “bulk” spectrum with the band-structure calculation to discuss electron correlation in the metallic phase, particularly possible momentum dependence of the self-energy. We have also found a strong temperature dependence in the spectra of the insulating phase and attributed it to strong electron-phonon interaction.

## II Experimental

VO2/TiO2(001) thin films were prepared using the pulsed laser deposition technique as described in Ref. Muraoka, . A V2O3 pellet was used as a target. During the deposition, the substrate temperature was kept at 733 K and oxygen pressure was maintained at 1.0 Pa. The film thickness was about 10 nm. The epitaxial growth was confirmed by four-cycle x-ray diffraction (XRD) measurements and the MIT was confirmed by electrical resistivity measurements showing a jump of about thee orders of magnitude. The transition temperature in the films was 295 K on heating cycle and 285 K on cooling cycle, while the MIT occurs at 340 K in bulk samples. Morin  The reduced MIT temperature of the films is due to the compressive strain from the TiO2 substrate. Muraoka  Bulk VO2 single crystals were prepared by the chemical vapor transport method and measured as described in Ref. Okazaki, .

X-ray photoemission spectroscopy (XPS) and ultra-violet photoemission spectroscopy (UPS) measurements were performed using the Mg $`K\alpha `$ line ($`h\nu `$ = 1253.6 eV) for XPS and the He I resonance line ($`h\nu `$ = 21.2 eV) for UPS with a VSW hemispherical analyzer. Estimation of the instrumental resolution and binding energy calibration were made by measuring gold spectra. The total energy resolution was $``$ 0.8 eV for XPS and $``$ 30 meV for UPS. Clean surfaces were obtained by annealing the films in a preparation chamber connected to the spectrometer at 643 K under $``$ 1 Pa oxygen atmosphere for 1 hour prior to the photoemission measurements.

## III Results

Figure 1 shows the O $`1s`$ and V $`2p`$ core-level XPS spectra of a VO2/TiO2(001) film taken at room temperature. Contributions from the Mg $`K\alpha _3`$ and $`K\alpha _4`$ satellites have been subtracted. The O 1s peak shows a single peak without any contamination signals at higher binding energies, indicating that the surface became sufficiently clean by the above procedure.

Figure 2 shows the valence-band UPS spectra of VO2/TiO2(001) taken at 300 K and 280 K. The secondary electron background has been subtracted following the procedure of Li and Henrich. Henrich  The structures from binding energies $`E_B`$ $``$ 2 to 12 eV are due to the O $`2p`$ band. The region from $`E_B`$ $``$ 2 eV to $`E_\mathrm{F}`$ is the V $`3d`$ band. While the O $`2p`$ band shows no clear temperature dependence, the V $`3d`$ band shows a temperature dependence, indicating that the MIT occurred between 280 and 300 K.

Figure 3 (a) and (b) shows the UPS spectra of VO2/TiO2(001) in the V $`3d`$ band region taken at various temperatures. First the temperature was decreased from 300 K to 150 K, then it was increased again to above 300 K. The spectra showed good reproducibility within this temperature cycle. The tail of the O $`2p`$ band has been subtracted as shown in Fig. 3 (a) and the resulting spectra have been normalized to the integrated intensity from $`E_B`$ = – 0.3 to 2.3 eV, as shown in Fig. 3(b). The MIT is clearly seen as the change in the spectral intensity at $`E_\mathrm{F}`$ accompanied by the spectral weight transfer between the low binding-energy region $`E_B`$ = 0-0.5 eV (coherent part) and the high binding-energy region $`E_B`$ = 0.5-2 eV (incoherent part). The spectra of the films (Fig. 3(b)) are almost identical to that of the bulk sample (Fig. 3(c)) except for the somewhat stronger temperature dependence of the film spectra. Because of the much higher stability of the film surface in vacuum, we could obtain the spectra with much higher signal-to-noise ratio at much smaller temperature intervals in the whole temperature range. Also, the film retained the original spectra after several temperature cycles whereas the bulk single crystal broke into pieces once it crossed the MIT. In the previous study of bulk single crystals, Okazaki  detailed temperature-dependent studies were therefore limited to the low-temperature insulating phase, where the crystal did not break. The present temperature dependence in the insulating phase has reproduced the bulk crystal results.

Here, we have observed a hysteretic behavior in the spectra with temperature across the MIT, as demonstrated by the temperature dependence of the intensity around $`E_\mathrm{F}`$ (integrated from $`E_B`$ = – 0.2 to 0.5 eV) shown in the inset of Fig. 3 (b). The hysteretic behavior is seen over the temperature range of $``$ 10 K. This may indicate the co-existence of metallic and insulating regions with changing volume fractions in this temperature range. Photoemission spectra of another system which shows a first-order temperature-induced metal-insulator transition, $`R`$NiO3, also shows a similarly gradual temperature dependence. Ni1 ; Ni2  In the case of $`R`$NiO3, the hysteretic behavior in the transport and thermodynamic properties extends over a wide temperature range of several tens K, Ni3  and correspondingly the photoemission spectra show a more gradual temperature dependence over the wider temperature range.

Recently, it has been demonstrated that photoemission spectra of transition-metal oxides are strongly influenced by surface contributions. In particular, the incoherent part centered around $`E_B`$ = 1-1.5 eV contains more surface contributions than the coherent part. Maiti ; Sekiyama  Since the surface layer tends to have a smaller bandwidth $`W`$ and hence a larger $`U/W`$, the surface layer tends to have stronger incoherent part and weaker coherent part than in the bulk. Maiti ; Liebsch  In order to remove such surface contributions and to analyze the electronic structure of bulk materials, we attempted to deduce the “bulk” spectrum in the metallic phase under several assumptions. If the thickness of the surface layer is $`d`$ and the photoelectron escape depth is $`\lambda `$, the observed spectrum $`F(\omega )`$ is given by

$$F(\omega )=F^s(\omega )(1e^{d/\lambda })+F^b(\omega )e^{d/\lambda },$$
(1)
where $`F^s(\omega )`$ and $`F^b(\omega )`$ are the “surface” and the “bulk” spectra, respectively. As the electronic properties of the surface layer of VO2 are not precisely known, in the following analyses, we consider the extreme case where the photoemission spectra of the surface layer largely consists of the incoherent part. Therefore, the intensity of the incoherent part in the “bulk” spectrum deduced below should be regarded as the lower bound for the actual bulk one.

Assuming that the spectrum at 280 K ($`<T_{MI}`$) represents the “surface” spectrum, because the photoelectron escape depth $`\lambda `$ is not precisely known, we subtracted the “surface” contribution with various ratios as shown in Fig. 4 (a). Here, “20% subtracted” means that the intensity of the subtracted insulator-like spectrum was 20% of the total intensity. In Fig. 4 (b), we compare the “bulk sensitive” XPS spectrum in the literature Wertheim  with those spectra in (a) after having broadened them with a Gaussian function corresponding to the lower experimental energy resolution of XPS ($`0.55`$ eV). One can see that the XPS spectrum is in best agreement with “20% subtracted” spectrum. According to the “universal curve” of the photoelectron escape depth, Brundle  the escape depth is $``$ 10 Å for $`h\nu `$ = 21.2 eV and $``$ 15 Å for XPS ($`h\nu `$ = 1486.6 eV), respectively. Using the surface layer thickness of $`2c`$ (= 5.7 Å) on the (001) surface of the rutile structure, where $`c`$ is the $`c`$-axis lattice constant, the surface contribution is $``$ 44% for $`h\nu `$ = 21.2 eV and $``$ 32% for $`h\nu `$ = 1486.6 eV, respectively. Hence, the “20% subtracted” spectrum should have 30% surface contribution and therefore it is reasonable that the “20% subtracted” spectrum is in agreement with the XPS spectrum. After all, we consider that the “bulk” spectrum is given by the “40% subtracted” spectrum.

## IV Discussion

### IV.1 Metallic phase

In Fig. 5, we compare the “bulk” spectrum thus deduced with the LDA band-structure calculation. Nikolaev  The calculated density of states (DOS) is multiplied by the Fermi-Dirac distribution function at 350 K and broadened with a Gaussian corresponding to the instrumental energy resolution. The width of the coherent part $``$ 0.5 eV is similar to that given by the band-structure calculation. This means that $`m^{}/m_b`$ is $``$ 1, where $`m^{}`$ is the average effective mass of the QP and $`m_b`$ is the average bare band mass of the V $`3d`$ band. From the spectral weight ratio of the coherent part to the incoherent part, $`1:2`$, the renormalization factor becomes $`Z1/3`$. From the ratio of the intensity at $`E_\mathrm{F}`$ of the spectra to the DOS given by the band-structure calculation, one can estimate the average $`k`$-mass defined by $`m_k/m_b=\left|\frac{\epsilon _k}{k}|_{k=k_F}\right|/\left|\frac{\epsilon _k}{k}|_{k=k_F}+\frac{\mathrm{Re}\mathrm{\Sigma }(k,\omega )}{k}|_{k=k_F}\right|`$, as $`m_k/m_b`$ 0.3. Thus, we again obtain $`m^{}/m_b=(1/Z)(m_k/m_b)`$ 1. Note that we have assumed that the surface layer is without the coherent part around $`E_\mathrm{F}`$. If the surface spectrum has a finite coherent part, the coherent part of the “bulk” spectrum would be further reduced and the deduced $`k`$-mass would be even smaller. Hence, $`m_k/m_b0.3`$ deduced here should be taken as the upper limit for $`m_k/m_b`$, and therefore on can safely conclude the $`m_k/m_b`$ is smaller than unity. That is, the momentum dependence of the self-energy is not negligible in the metallic phase of VO2.

Our finding $`m_k/m_b<1`$ is contrasted with the “bulk” spectra of Sr1-xCaxVO3 reported by Sekiyama et alSekiyama  In their result, the width of the coherent part of the V $`3d`$ band of SrVO3 is reduced by a factor of $``$ 40 % compared with the LDA result, and the spectral weight of the coherent part is also reduced by $``$ 40% due to the transfer of spectral weight to the incoherent part, resulting in almost the same spectral intensity at $`E_\mathrm{F}`$ as that of the LDA value, that is, the self-energy has negligible momentum dependence in Sr1-xCaxVO3. The origin of the momentum dependence of the self-energy in VO2 is not known at this moment. One possibility is poor screening of long-range Coulomb interaction, but it is unlikely that the screening effect is so different between VO2 and Sr1-xCaxVO3. Another possible origin of the momentum dependence is ferromagnetic fluctuations in VO2 considering the enhanced magnetic susceptibility in the metallic phase, corresponding to $`m^{}/m_b6`$ (Ref. susceptibility, ). Recently, Liebsch and Ishida Liebsch2  proposed that the multi-orbital nature of the V $`3d`$ band is important to describe the metallic phase of VO2 (Ref. Laad, ; Liebsch2, ), following the idea originally proposed by Zylbersztejn and Mott. Zylbersztejn  According to these works, the occupancy of the $`t_{2g}`$ orbitals is very different between the metallic and the insulating phases due to lattice distortion in the insulating phase and this affects the role of local Coulomb interaction in each phase. If many orbitals contribute to the metallic conductivity, ferromagnetic correlation may arise from Hund’s coupling between those orbitals. Further studies are necessary to confirm this scenario.

### IV.2 Insulating phase

As stated in Sec. I, it has been controversial whether the insulating band gap is primarily caused by the lattice distortion or the electron-electron interaction. In order address this issue, it is useful to examine the photoemission spectral line shape of the V $`3d`$ band in the insulating phase.

In Fig. 6, we compare the UPS spectrum of the insulating phase with the DOS given by the LDA$`+U`$ band-structure calculation ($`U`$ = 4.0 eV) by Huang et al.LDA+U  where the effect of electron-electron interaction is taken into account on the mean-field (i.e. Hartree-Fock) level. The figure shows that, although the insulating gap can be produced by the LDA$`+U`$ method, the Gaussian-like broad spectrum of V $`3d`$ band cannot be reproduced. This disagreement between theory and experiment cannot be explained by a surface effect because since the bulk component should have finite contribution ($``$ 60 %) even for this low photon energy and therefore the sharp feature should be clearly visible overlapping the surface signals. This means that electron-electron interaction on the mean-field level is not sufficient to understand the photoemission spectrum of the insulating VO2. Here, we point out that the photoemission spectra of a double-layer manganite La1.2Sr1.8Mn2O7 also show a broad Gaussian-like line shape in striking contrast with LDA band-structure calculation, and this discrepancy has been attributed to the strong electron-phonon coupling. Mn  Furthermore, one can recognize that the spectra of VO2 show very strong temperature dependence in the insulating phase as shown in Fig 3. The same temperature dependence was observed in the spectra of bulk single crystal and was attributed to electron-phonon interaction, because the core-level spectra also show a similarly strong temperature dependence. Okazaki

Simple thermal broadening cannot explain the observed temperature dependence as shown in Fig. 7 (a), where the photoemission spectrum taken at 150 K and the same spectrum broadened with a Gaussian, whose FWHM is 200 meV ($``$ $`8k_\mathrm{B}T`$ at 300 K) are compared. In order to simulate the temperature-dependence based on the electron-phonon interaction mechanism, we introduce the spectral function of the independent boson model at finite temperature given by Mahan

$`A(\omega )=e^{g(2N+1)}{\displaystyle \underset{l}{}}{\displaystyle \frac{g^l}{l!}}{\displaystyle \underset{m=0}{\overset{l}{}}}{}_{l}{}^{}C_{m}^{}N^m(N+1)^{lm}`$
$`\times \delta (\omega \epsilon _c+\mathrm{\Delta }(l2m)\omega _0),`$
where $`N`$ is the phonon occupation number, $`g`$ is the electron-phonon coupling constant, $`\omega _0`$ is the average phonon energy, the $`\mathrm{\Delta }=g\omega _0`$ is the electron self-energy shift due to coupling to phonons and $`\epsilon _c`$ gives the peak position of the spectra. This spectral function describes the situation where spectral weight is transfered from the zero-phonon line at the lowest binding energy $`\epsilon _c\mathrm{\Delta }`$ to $`\epsilon _c\mathrm{\Delta }+(l2m)\omega _0`$ by emitting $`(lm)`$ phonons or absorbing $`m`$ phonons. Because this spectral function consists of a series of delta functions, one has to broaden this function to compare with the photoemission spectra. For this purpose, we use a simplified model self-energy $`\mathrm{\Sigma }(\omega )=G\omega /(\omega +i\gamma )^2`$, which simulates the “life time” broadening which increases with increasing binding energy. Saitoh  In Fig. 7 (b) and (c), we compare the spectral function of the independent boson model with the photoemission spectra of VO2/TiO2(001) in the insulating phase. We have chosen the parameters as $`\epsilon _c=1.2`$ eV, $`g=40`$ and $`\omega _0=0.03`$ eV (Ref. Gervais, ) for the independent boson model and $`G=1.5`$ eV2 and $`\gamma =2`$ eV for the broadening. Because the tail of the lower binding energy side of the photoemission spectrum reaches the vicinity of $`E_\mathrm{F}`$, we have chosen the coupling constant $`g`$ so that $`\epsilon _c\mathrm{\Delta }0`$. Hence, $`g=\epsilon _c/\omega _040`$. One can see that the temperature-dependent spectral function of the independent boson model qualitatively reproduces the photoemission spectra.

The extremely large coupling constant $`g=40`$ may appear unphysical at first sight. However, Citrin et al. Citrin  have shown that in ionic crystals the coupling constant can be large and reported $`g=55`$ for KI based on their analysis of temperature-dependent core-level photoemission spectra. They have estimated the value of $`g`$ using the expression $`g=e^2(6/\pi V)^{1/3}(1/\epsilon _{\mathrm{}}1/\epsilon _0)/\omega _0`$, where $`V`$ is the volume of a primitive unite cell, $`\epsilon _{\mathrm{}}`$ and $`\epsilon _0`$ are the high- and low-frequency limits of the dielectric constant. For VO2, $`V`$ 29.5 Å3, $`\epsilon _{\mathrm{}}`$ and $`\epsilon _0`$ have been given as 5 and 30 in Ref. Zylbersztejn, , respectively. From these values, $`g`$ is calculated as $``$ 32. On the other hand, Egdell et al. Egdell  have used $`1/2R`$ in stead of $`(6/\pi V)^{1/3}`$ for perovskite-type V oxides, where $`R`$ is the ionic radius of the transition-metal ion. In this case, $`g`$ becomes as large as 47. ($`R`$ is 0.82 Å for VO2Gervais ) Hence, we can say that $`g=3050`$ is a reasonable value for the electron-phonon coupling constant for VO2.

Finally, we comment on how the strong electron-electron interaction and the strong electron-phonon coupling are related with each other in VO2 (and probably in other transition-metal oxides as well). In ionic crystals, the on-site Coulomb repulsion energy $`U`$ is given by $`U=e^2/2\epsilon _{\mathrm{}}R`$. Therefore, according to Egdell et al.’s expression, Egdell  the large $`U`$ and the large $`g`$ is related with each other though $`\epsilon _{\mathrm{}}`$. This means that the strong electron-phonon interaction is a consequence of strong electron-electron interaction.

## V Conclusion

We have studied the electronic structure of VO2 by measuring the photoemission spectra of VO2/TiO2(001) thin films. The metal-insulator transition was clearly observed as a change in the spectral intensity at $`E_\mathrm{F}`$ accompanied by spectral weight transfer between the coherent and incoherent parts of the spectral function. From comparison of the “bulk” spectrum in the metallic phase and the band-structure calculation, we have concluded that, while the mass enhancement factor $`m^{}/m_b`$ is almost unity, the momentum dependence of the self-energy is important in the metallic phase, possibly due to ferromagnetic fluctuations arising from the multi-orbital character of the V $`3d`$ band. In the insulating phase, the V $`3d`$ band is strongly broadened as the temperature is increased. We attribute this temperature dependence to the electron-phonon interaction and reproduced it using the independent boson model with a very large coupling constant. This indicates that, while electron-electron interaction is necessary to produce the band gap in the insulating phase, electron-phonon interaction is important to fully understand the electronic structure and charge transport in VO2.

## Acknowledgements

The authors would like to thank A. Liebsch, S. Biermann and T. Mizokawa for enlightening discussions. This work was supported by a Grant-in-Aid for Scientific Research in Priority Area “Novel Quantum Phenomena in Transition Metal Oxides” from the Ministry of Education, Culture, Sports, Science and Technology, Japan.


text:
# Quantum dense key distribution

## I Introduction

Quantum dense coding (QDC) and quantum key distribution (QKD) are two direct applications of fundamental quantum mechanics, both involving two parties, Alice and Bob, exchanging some classical information.

By QKD Alice and Bob exchange secret random keys to implement a secure encryption-decryption algorithm (one-time pad) without meeting, and the security of the distributed keys is based on the laws of quantum physics gisinrevmod .

Theoretically proposed in qdcpt , QDC basically doubles the capacity of transmission of a classical channel by local operations on one particle of the EPR pair shared by the two parties. QDC has received only partial experimental verification qdcep  using polarization entangled states of photons because of the inefficiently implemented Bell’s state analysis shihteleporting  and a lack of security in the transmitted information.

Recently, Bostroem and Felbinger bostrom  gave birth to the original idea of a protocol encoding secure information by local operations on an EPR pair, though rather proposing a deterministic and secure transmission than implementing a truly dense coding scheme.

In this paper we propose a protocol for the quantum dense key distribution (QDKD) including the advantages of QKD and QDC in generating shared secret keys and enhancing transmission capacity. In Section II we present the protocol, in Section III we prove the security of QDKD against the individual eavesdropping attack, in Section IV the experiment proves the QDKD feasibility, and in Section V we discuss the practical efficiency of the present protocol versus the most efficient QKD ones.

## II QDKD: the protocol

The basic scheme of QDKD is presented in Fig. 1. Alice produces pairs of particles in the singlet state $`|\psi _{\mathrm{AB}}^{}=\frac{1}{\sqrt{2}}(|0_\mathrm{A}1_\mathrm{B}|1_\mathrm{A}0_\mathrm{B})`$, and stores particle A in her lab, whereas she acts randomly with gate $`\mathrm{𝟏}_\mathrm{B}`$ or $`\widehat{Z}_\mathrm{B}`$ on particle B and then sends it to Bob. As $`\widehat{Z}_\mathrm{B}|0_\mathrm{B}=|0_\mathrm{B}`$, and $`\widehat{Z}_\mathrm{B}|1_\mathrm{B}=|1_\mathrm{B}`$, Alice’s random selection of gate $`\mathrm{𝟏}_\mathrm{B}`$ or $`\widehat{Z}_\mathrm{B}`$ encodes the bits of her secret key on the EPR pair,

$`\mathrm{𝟏}_\mathrm{B}|\psi _{\mathrm{AB}}^{}`$ $`=`$ $`|\psi _{\mathrm{AB}}^{}\mathrm{bit}\mathrm{\hspace{0.33em}0}`$
$`\widehat{Z}_\mathrm{B}|\psi _{\mathrm{AB}}^{}`$ $`=`$ $`|\psi _{\mathrm{AB}}^+\mathrm{bit}\mathrm{\hspace{0.33em}1},`$ (1)
with $`|\psi _{\mathrm{AB}}^+=\frac{1}{\sqrt{2}}(|0_\mathrm{A}1_\mathrm{B}+|1_\mathrm{A}0_\mathrm{B})`$.

Bob randomly switches particle B towards either his measurement or his encoding apparatus. In one case Bob projects particle B on the base $`\{|0_\mathrm{B},|1_\mathrm{B}\}`$ while in the other case, Bob, analogously to Alice, randomly acts with $`\mathrm{𝟏}_\mathrm{B}`$ or $`\widehat{Z}_\mathrm{B}`$ on particle B and then sends it back to Alice. When she receives it, her measurement apparatus performs an incomplete Bell’s state analysis, i.e. a projection on $`|\psi _{\mathrm{AB}}^+`$ or $`|\psi _{\mathrm{AB}}^{}`$ of the two-particle state composed by the previously stored particle A and particle B. When Bob’s apparatus projects particle B, Alice’s measurement apparatus has to project particle A on the base $`\{|0_\mathrm{A},|1_\mathrm{A}\}`$ instead of performing a Bell’s state analysis. As Alice prepares only states $`|\psi _{\mathrm{AB}}^{}`$ and $`|\psi _{\mathrm{AB}}^+`$, Alice and Bob results should be always anticorrelated. The anti-correlation check in Fig. 1, consists in comparing Alice and Bob results, and guarantees the security of the distributed keys against individual eavesdropping attack gisinrevmod .

After repeating this protocol enough times to produce the keys, Alice discloses the results of her measurements ($`|\psi _{\mathrm{AB}}^{}`$, $`|\psi _{\mathrm{AB}}^+`$, $`|0_\mathrm{A}`$, $`|1_\mathrm{A}`$) publicly exposing solely to the possibility of being monitored but not modified. Alice’s measurements of $`|\psi _{\mathrm{AB}}^+`$ and $`|\psi _{\mathrm{AB}}^{}`$ indicates the generation of the keys. In fact because Bob is aware of Alice’s measurement results (as well as of his own operation $`\mathrm{𝟏}_\mathrm{B}`$ or $`\widehat{Z}_\mathrm{B}`$), he can extract the bit encoded by Alice and vice versa. Specifically, measuring $`|\psi _{\mathrm{AB}}^+`$ means that Alice and Bob encoded 0 and 1 or 1 and 0, respectively (Alice performed the operation $`\mathrm{𝟏}_\mathrm{B}`$ and Bob $`\widehat{Z}_\mathrm{B}`$ or vice versa). The measurement of $`|\psi _{\mathrm{AB}}^{}`$, instead, means that Alice and Bob encoded the same bit, 0 or 1 (Alice and Bob performed the same operations on particle B, $`\mathrm{𝟏}_\mathrm{B}`$ or $`\widehat{Z}_\mathrm{B}`$).

Thus, two keys are generated in this process, one produced by Alice and one by Bob. The key generation is dense because any travelling particle B carries two exchanged bits, one belonging to key A and one to key B.

Since Alice’s results, disclosed publicly, correspond to the sum (mod 2) of the bits of the two keys, i.e. $`00=11=0`$ and $`01=10=1`$, a possible eavesdropper (Eve) on the public channel can intercept some information by correlating the two keys, though she does not get information on the single key. In other words, key B is used to encrypt key A and viceversa, and the results disclosed by Alice are the ”encrypted key A” sent to Bob. In fact both keys are used twice, first to encrypt the other key, and then to encrypt Alice and Bob messages.

This obviously induces a lack of security if the one-time-pad protocol is implemented with both keys straightforwardly. For this reason only key A is used directly in the implementation of the one-time-pad protocol. The discussion on how Alice and Bob can lower Eve’s information on key B in order to generate a ”new” secret key B is a typical task in the field of computer science and it is outside the scope of this paper.

Here we simply observe that Eve does not have any direct information on the single key but only on the correlation between the random bits in specific position of the two keys. If Alice and Bob have common secret algorithms for the permutation of the position of the bits of one of the two key (e.g. key B), they can strongly reduce Eve’s information on the two key. To guarantee the complete security of the encrypted message we suggest to use only key A for the one time pad, while the scrambled key B can be used as a source for a cipher to generate a new key.

## III QDKD: the security proof

Let’s consider now the individual Eve’s attack (Fig. 1) consisting in coupling particle B with an ancilla system in the initial state $`|e_\mathrm{E}`$ by means of a general unitary operator $`\widehat{J}_{\mathrm{BE}}`$. The Hilbert space A-B is widened by coupling with the N-dimensional Hilbert space E of the ancilla system. After Bob’s operations, Eve couples again her ancilla to system A-B by applying another unitary operator $`\widehat{K}_{\mathrm{BE}}`$. Eventually she performs any POVM measurement allowed by the laws of quantum mechanics on the ancilla system E. Note that this approach is general because any physical non-unitary interaction is equivalent to a unitary one with a higher dimensional ancilla space gisinperes . We represent the coupled system A-B-E after Bob’s and Eve’s operations as

$`\widehat{K}_{\mathrm{BE}}\mathrm{𝟏}_\mathrm{B}\widehat{J}_{\mathrm{BE}}|\psi _{\mathrm{AB}}^+|e_\mathrm{E}`$ $`=`$ $`|\mu _{\mathrm{ABE}}^+,`$
$`\widehat{K}_{\mathrm{BE}}\mathrm{𝟏}_\mathrm{B}\widehat{J}_{\mathrm{BE}}|\psi _{\mathrm{AB}}^{}|e_\mathrm{E}`$ $`=`$ $`|\mu _{\mathrm{ABE}}^{},`$
$`\widehat{K}_{\mathrm{BE}}\widehat{Z}_\mathrm{B}\widehat{J}_{\mathrm{BE}}|\psi _{\mathrm{AB}}^+|e_\mathrm{E}`$ $`=`$ $`|\nu _{\mathrm{ABE}}^+,`$
$`\widehat{K}_{\mathrm{BE}}\widehat{Z}_\mathrm{B}\widehat{J}_{\mathrm{BE}}|\psi _{\mathrm{AB}}^{}|e_\mathrm{E}`$ $`=`$ $`|\nu _{\mathrm{ABE}}^{}.`$ (2)
As Alice prepares only states $`|\psi _{\mathrm{AB}}^\pm `$, with probability $`\frac{1}{2}`$, the results of the anti-correlation check performed by Alice and Bob should always be anticorrelated. Eve’s action induces a bit flip on particle B giving correlated results. This is basically the signature of Eve’s presence.

We estimate now the probability $`\mathrm{P}_{corr}`$ of correlated results in the anti-correlation check

$$\mathrm{P}_{corr}=\mathrm{tr}[\widehat{J}_{\mathrm{BE}}\widehat{\rho }_{\mathrm{AB}}|e_\mathrm{E}e_\mathrm{E}|\widehat{J}_{\mathrm{BE}}^{}(\widehat{P}_{00}+\widehat{P}_{11})],$$
(3)
where $`\widehat{P}_{00}=|0_\mathrm{A}0_\mathrm{B}0_\mathrm{A}0_\mathrm{B}|`$, $`\widehat{P}_{11}=|1_\mathrm{A}1_\mathrm{B}1_\mathrm{A}1_\mathrm{B}|`$ are projection operators and $`\widehat{\rho }_{\mathrm{AB}}=1/2|\psi _{\mathrm{AB}}^{}\psi _{\mathrm{AB}}^{}|+1/2|\psi _{\mathrm{AB}}^+\psi _{\mathrm{AB}}^+|`$. From Eq.s (2) and the properties of unitary operators $`\widehat{K}_{\mathrm{BE}}`$ and $`\widehat{J}_{\mathrm{BE}}`$, it can be demonstrated that

$$\mathrm{P}_{corr}=\frac{1}{2}(1+\mu _{\mathrm{ABE}}^+|\nu _{\mathrm{ABE}}^{}).$$
(4)
The mutual information $`I_{s:r}`$ between the sender ($`s`$), preparing and sending states $`\widehat{\rho }_n`$ with probability $`p_n`$, and the receiver ($`r`$) satisfies the Holevo bound NC00

$$I_{s:r}_{\mathrm{s}:\mathrm{r}}=S(\widehat{\rho })\underset{n}{}p_nS(\widehat{\rho }_n),$$
(5)
where $`S(\widehat{\rho })`$ is the Von Neumann entropy NC00  of the generic state $`\widehat{\rho }`$, and $`\widehat{\rho }=_np_n\widehat{\rho }_n`$. Note that, even if the receiver performs the more general POVM measurements on the quantum state $`\widehat{\rho }`$, there is no guarantee that he can reach the Holevo bound $`_{\mathrm{s}:\mathrm{r}}`$.

Following the same argumentation leading to Eq. (4), the Holevo bounds $`_{\mathrm{B}:\mathrm{E}}`$ and $`_{\mathrm{A}:\mathrm{E}}`$ are expressed in terms of $`\mathrm{P}_{corr}`$ and $`q=\mu _{\mathrm{ABE}}^+|\nu _{\mathrm{ABE}}^+`$. Fig. 2 plots $`_{\mathrm{B}:\mathrm{E}}`$ and $`_{\mathrm{A}:\mathrm{E}}`$ versus $`\mathrm{P}_{corr}`$ and $`q`$, showing that the anti-correlation check provides an estimate of the maximum information obtainable by Eve. From this estimate Alice and Bob establish the security level of the bits exchanged. This also implies that Eve cannot avoid to disclose herself when attacking individually the qubit on the quantum channel.

Moreover Eve’s possibilities have been overestimated in deriving $`_{\mathrm{B}:\mathrm{E}}`$ and $`_{\mathrm{A}:\mathrm{E}}`$. In fact Eve is assumed to perform any POVM on the final state of the whole system A-B-E. This is obviously not the case, as she can perform any POVM on the final state of her system E, but on system A-B she only knows the results disclosed during the public discussion.

In any practical implementation of QKD protocols, Alice and Bob distill from the noisy and possibly insecure key a nearly noise-free and secure key by means of error correction and privacy amplification faint1 . Alice’s and Bob’s capability of recovering two secure cryptographic keys (key A and key B) on the face of Eve’s presence, is given, though in some cases too restrictively wolf , by the condition $`I_{\mathrm{A}:\mathrm{B}}>I_{\mathrm{A}:\mathrm{E}}`$ and $`I_{\mathrm{A}:\mathrm{B}}>I_{\mathrm{B}:\mathrm{E}}`$ ekertperes , where $`I_{\mathrm{A}:\mathrm{B}}`$ is the mutual information between Alice and Bob. $`I_{\mathrm{A}:\mathrm{B}}`$ can be simply calculated considering the capacity of a noisy channel of quantum bit error rate $`𝒬`$, as $`I_{\mathrm{A}:\mathrm{B}}=1H(𝒬)`$, where $`H`$ is the Shannon entropy of a binary channel shannon . To ensure the security of the two generated keys, we replace $`I_{\mathrm{A}:\mathrm{E}}`$ and $`I_{\mathrm{B}:\mathrm{E}}`$ with the maximums of $`_{\mathrm{A}:\mathrm{E}}`$ and $`_{\mathrm{B}:\mathrm{E}}`$ found in $`q=0`$, for any $`\mathrm{P}_{corr}`$. Regardless differences in functions $`_{\mathrm{A}:\mathrm{E}}`$ and $`_{\mathrm{B}:\mathrm{E}}`$, it has been demonstrated that $`_{\mathrm{A}:\mathrm{E}}|_{q=0}=_{\mathrm{B}:\mathrm{E}}|_{q=0}=H(\mathrm{P}_{corr})`$ for any values of $`\mathrm{P}_{corr}`$. This means that Alice and Bob can distill common secret keys when

$$H(𝒬)+H(\mathrm{P}_{corr})<1.$$
(6)
## IV QDKD: the experiment

We implemented experimentally a proof of principle of QDKD protocol by the scheme of Fig. 3.

The source of entangled photons in a singlet state is a 0.5 mm long BBO nonlinear crystal (NLC2) pumped by ultrashort pulses (150 fs) at 415 nm from a second harmonic (obtained from NLC1) of a ultrashort mode-locked Ti-Sapphire with repetition rate 76 MHz pumped by a 532 nm laser (GL). NLC2 realizes a non-collinear type II phase matching, to obtain polarization entangled state $`|\psi ^{}`$ at 830 nm, where $`|0`$ \[$`|1`$\] stands for horizontal \[vertical\] polarization kwiat2 . Alice’s bit encoding procedure consists in taking on and off, in the quantum channel B, an half-wave plate (HWP) with optical axis parallel to the horizontal polarization state. According to Eq. (1) the HWP on means Alice’s encoding bit 1, while off corresponds to bit 0. The same holds for Bob’s encoding apparatus. The Bell’s state analyzer is a Hong-Ou-Mandel interferometer Hong-Ou-Mandel  together with two polarization-measurement systems. To compensate for the optical delays in the interferometer the 50:50 beam splitter (BS) is mounted on a micrometric translation stage. The anti-correlation check consists in polarization measurements performed separately by Alice and Bob on photons A and B respectively, when photon B is reflected by Bob’s BS towards his detection apparatus. As a matter of fact Bob decides the ratio of pairs devoted to this measurement since the reflectivity of his BS sends randomly some photons B towards his polarization measurement system. Note that Alice’s Bell-state-analyzer is also suitable for polarization measurement, namely for the anti-correlation check. Alice’s and Bob’s detection apparatuses are composed by open air-fiber couplers to collect the down-converted light in single-mode optical fibers. The detection of photons according to their polarization is guaranteed by a fiber-integrated polarizing beam splitter (PBS). Photons at the two output ports of PBS are sent to fiber coupled photon counters (Perkin-Elmer SPCM-AQR-14). These are indicated as 1h, 1v, 2h, and 2v in the Alice’s detection apparatus, and as Bh and Bv in the Bob’s anticorrelation check. Interference filters (IF, at 830 nm, 11 nm FWHM) are placed in front of the fiber couplers to reduce stray-light.

Fig. 4 shows the interference profiles when both Alice and Bob encode bit 0 (a), Alice encodes bit 1 and Bob bit 0 (b), both Alice and Bob encode bit 1 (c). Cases (a) and (c), corresponding to a final state $`|\psi _{\mathrm{AB}}^{}`$, present peaks in the coincidence counts from detectors 1h 2v or 1v 2h and dips in the coincidence from detectors 1h 1v or 2h 2v, since $`|\psi _{\mathrm{AB}}^{}`$ is spatially antisymmetric. By contrary case (b), corresponding to the spatially symmetric final state $`|\psi _{\mathrm{AB}}^+`$, presents the complementary behavior. When the paths of photons A and B differ more than their coherence length, no interference occurs, and one obtains classical statistics for the coincidence count rates at the detectors. For optimal positioning of BS, i.e. indistinguishable photon paths, interferences enables Alice and Bob to read the encoded information. We measured $`\mathrm{P}_{corr}`$ as the ratio between the sum of coincidences from detectors Bh 1h and Bv 1v corresponding to correlated results, and the sum of coincidences between Bh 1h, Bv 1v, Bh 1v, and Bv 1h, corresponding to both correlated and anticorrelated results. We obtained $`\mathrm{P}_{corr}<0.05`$. The presence of correlated counts together with the reduction of the visibility of the interferometric profiles are basically due to losses in optics, detection, electronics, and noise pranostro2 . From the visibility in Fig. 4 we estimated $`𝒬=3.3\%`$, and according with Eq. (6) $`H(0.033)+H(0.05)=0.49<1`$.

## V Further discussion

According to Ref. cabello , the theoretical efficiency of a QKD protocol is defined as $`=b_s/(q_t+b_t)`$, where, for every step, $`b_s`$ is the expected number of secret bits exchanged by the two parties, $`q_t`$ is the number of qubits exchanged on the quantum channel, and $`b_s`$ is the number of bits exchanged on the public channel. Any QKD protocol satisfies $`1`$, while DQKD reaches the limit value $`=1`$ as $`b_s=2`$, $`q_t=1`$ and $`b_t=1`$, and the bits used for eavesdrop checking are neglected cabello .

To our knowledge only two other protocols reach the limit value of $`=1`$, one proposed by Cabello (high capacity Cabello protocol, HCCP) cabello , and one by Long and Liu (high capacity Long Liu protocol, HCLLP) long . Both protocols exploit the fact that a possible eavesdropper, with no access to the whole quantum system at the same time, cannot recover the whole information without being detected, and both employ a larger alphabet, a four dimensional orthogonal basis of pure states.

HCLLP appears hardly implementable as the detection system should perform a complete discrimination between the four Bell’s states shihteleporting . As to HCCP the detection system is completely analogous to the interferometer implemented in the DQKD experiment. On the contrary, in DQKD the source of photons and the encoding apparatuses are quite simple (a type II parametric down-conversion (PDC) source and two local operations), while they are much more complicated in HCCP, where they could be implemented by using a system to switch between two PDC sources (one type I, and one type II) and three local operations. In conclusion DQKD is a new maximally efficient QKD protocol fully exploiting QDC instead of a larger alphabet, and incorporating the practical advantages of HCCP and HCLLP.

In order to evaluate the effective potential applications of DQKD we analyze the effects of losses, considering the length $`L`$ of the communication channel between Alice and Bob. As the photon sent from Alice to Bob and backwards travels over a distance $`2L`$, the other photon of the pair should be stored by Alice for a time $`2L/c`$ ($`c`$ is the speed of light in the quantum channel), for example in a storage fiber ring of length $`2L`$. Thus, for DQKD the two photons should be kept decoherence-free for a time $`2L/c`$, as for HCCP, while for HCLLP they should be kept decoherence-free for a time $`3L/c`$.

In this respect we define a probability $`𝒫`$ that a photon is transmitted over the distance $`L`$ nota . The practical efficiency, $`\eta `$, of a QKD protocol can be evaluated by the product between the theoretical efficiency $``$ and the probability that the photons are not lost in the communication channels. In the case of DQKD (as well as of HCCP) $`\eta =𝒫^2𝒫^2`$, because both photons travel for a time $`2L/c`$. In the case of BB84 protocol bennet&brassard  $`\eta =0.25𝒫`$, as there is only one photon travelling for the path $`L`$, and the theoretical efficiency is only $`=0.25`$. An optimized version of the BB84 exploits the possibility that Bob measures the photon sent by Alice only after Alice has disclosed the measurement basis. In this case $`=0.5`$, but after travelling for the distance $`L`$, the photon should be stored by Bob for an additional time $`L/c`$, waiting for Alice classical bits, resulting $`\eta =0.5𝒫^2`$.

Eventually, the practical efficiency of a QKD protocol depends on the quality of the quantum channel: if $`𝒫71\%`$ the most efficient protocols is still DQKD (as well as HCCP), if $`50\%𝒫<71\%`$ the more efficient is the optimized BB84, while if $`𝒫<50\%`$ the best performance are obtainable by the original BB84 protocol. For example, if we consider 1550 nm commercial telecommunication fiber, whose attenuation factor is 0.2 dB$`/`$km, DQKD protocol is more efficient than BB84 protocols for distance $`L`$ shorter than 7.4 km, for $`L>15`$ km the most efficient is the original BB84, while for intermediate distances the more suitable choice is the optimized BB84. However, the forthcoming advent of a new generation of optical fibers, such as photonic-cristal fibers (PCF) and Bragg fibers with predicted attenuation factors between $`10^2`$ dB$`/`$km and $`10^4`$ dB$`/`$km or less, will lead DKQD protocol advantageous over much longer distances, namely up to $`L150`$ km corresponding to attenuation of $`10^2`$ dB$`/`$km and up to $`L15000`$ km for attenuation of $`10^4`$ dB$`/`$km.

## VI Conclusion

In conclusion the proposed protocol embeds the main advantages of two quantum communication applications, namely QKD and QDC, as it allows the generation of secure cryptographic keys using only one travelling-qubit for two bit of classical information.

The protocol has been proved to be secure against individual eavesdropping attack by using a non-local measurement. We proved also that QDKD reaches the maximum of the efficiency of QKD protocols.

We performed a experimental implementation establishing the conditions for a secure QDKD. The experiment in fact proved the feasibility of QDKD by showing high-visibility interferometric profiles as well as low-noise anticorrelation check. This is only the proof of principle of the system described above for QDKD, as we are aware that the actual system is not yet fast enough in switching the encoding operations. We are now focused on the realization of fast switching $`\widehat{Z}_\mathrm{B}`$ gates by using Pockell’s cells and HWPs.

###### Acknowledgements.

We are indebted with M. Genovese, P. Varisco, A. Martinoli, P. De Nicolo, and S. Bruzzo. The work was carried out within a project entitled ”Quantum Cryptographic Key Distribution” co-funded by the Italian Ministry of Education, University and Research (MIUR) - grant n. 67679/ L. 488.


text:
# MODERNAS TEORIAS SOBRE EL TIEMPO DISCRETO

## 1 Introducción

En las explicaciones físicas del Universo el tiempo aparece como una magnitud fundamental que es imprescindible para describir los procesos naturales. Clásicamente el tiempo era una entidad absoluta, independiente de las cosas y que de alguna manera acompañaba su devenir.

La teoría de la relatividad introdujo un carácter relativo en el tiempo dependiente del observador, aunque esto no suponía un rechazo de la existencia de un tiempo independiente de las cosas. Modernamente se han propuesto teorías alternativas del tiempo como un concepto derivado de las relaciones entre las cosas de modo que niega toda entidad al tiempo que no sea la misma realidad de las cosas.

Aunque estas teorías puedan parecer nuevas, hay que remontarse hasta Leibniz (y aún más lejos) ya que éste propuso y defendió acérrimamente contra los discípulos de Newton una teoría relacional del tiempo . Obviamente estas teorías del tiempo están unidas a las del espacio por lo que es prácticamente imposible hablar de unas sin mencionar a las otras .

Siguiendo un orden epistemológico nos parece más conveniente empezar por las teorías físicas que describen el tiempo como una magnitud discreta, cuya finalidad es puramente pragmática: resolver un conjunto de problemas físico-matemáticos sin preocuparse de su interpretación filosófica.

Otro bloque de teorías intentan dar un contenido físico a los modelos discretos, buscando una estructura relacional de las cosas como substrato material a las propiedades espacio-temporales.

Por último se encuentran las posturas filosóficas que tratan de dar una fundamentación ontológica a las teorías relacionales del espacio-tiempo.

## 2 Modelos físicos con tiempo discreto

El uso de retículos espaciales ha sido muy utilizado en Física para poder contar las partículas en cada celdilla y describir así las propiedades estadísticas de un sistema con un número muy elevado de elementos. Hoy día se está poniendo de moda el introducir valores discretos de las coordenadas espacio-temporales en las ecuaciones que rigen la evolución de las funciones de onda que representan partículas elementales en estado libre o en interacción. Estos modelos tienen un interés matemático: resolver por métodos numéricos ecuaciones diferenciales que no tienen una solución analítica exacta y por otra parte evitar los valores infinitos que aparecen en los desarrollos perturbativos de dichas ecuaciones. La literatura reciente en esta dirección es muy amplia.

Para fenómenos locales donde se usa la relatividad especial, encontramos las teorías gauge en retículos rectangulares espacio-temporales que han sido muy útiles para calcular factores de forma y masas de partículas elementales.

El trabajo pionero en esta línea fue escrito por K. Wilson en 1974 que intentaba explicar el confinamiento de los quarks en los hadrones y fue seguido por otros físicos en la descripción de las interacciones fuertes y electrodébiles.

Al extender estos modelos a las interacciones gravitacionales, el retículo cúbico resulta insuficiente ya que es necesario adaptar al modelo las propiedades geométricas de los espacios curvos riemannianos usados en la relatividad general. Uno de los primeros en proponer una teoría de espacio-tiempo discreto fue Wheeler  que introdujo la discretización del espacio-tiempo para abordar el problema de la gravitación cúantica. Entre sus más inmediatos seguidores se encuentran Ponzano y Regge  que construyen un modelo de espacio-tiempo discreto, donde una red de triángulos adyacentes da lugar a superficies de curvatura arbitraria. Recientemente han proliferado los autores que han seguido el cálculo de Regge .

La técnica general de estos modelos consiste en aproximar una superficie Riemanniana por triangulaciones hechas de figuras simpliciales de lados iguales (un simplicial es un conjunto de puntos donde cada uno de ellos está relacionado por aristas con todos los demás). Cada capa formada de simpliciales está enlazada a otra capa próxima de la misma estructura de modo que hay una conexión uno a uno entre los puntos correspondientes de cada capa. La aplicación sucesiva de las diferentes capas define una línea del universo (en la terminología relativista) cuyo parámetro para enumerar las diferentes capas toma valores discretos y se puede identificar con el tiempo .

## 3 Teorías relacionales del espacio-tiempo

Estas teorías dan un paso más en la explicación del Universo. Intentan encontrar un modelo donde el espacio-tiempo es un concepto derivado de las propiedades de las cosas y de las relaciones entre ellas. También aquí Wheeler  fue precursor con su Pregeometría basada en un conjunto de constantes fundamentales con las que se describen las interacciones entre los “ladrillos” o entidades básicas del Universo. En la misma dirección Marlow  ha desarrollado una teoría axiomática de la relatividad general cuántica basada en el cálculo de proposiciones donde el tiempo toma valores discretos.

Un autor que recogió las sugerencias de Wheeler fue Penrose  que utilizó las entidades básicas como unidades provistas de un valor de spin, que interaccionan entre sí siguiendo la ley de suma de dos momentos angulares. El resultado es una red que no requiere un substrato espacial, porque ella es el mismo substrato. El tiempo es un parámetro que enumera las diferentes interacciones que se producen sucesivamente.

El programa de Penrose se prolonga en redes muy complejas que dan lugar a objetos matemáticos quebautizó con el nombre de “twistors” y que él mismo utiliza en el formalismo de la teoría de la gravitación. Un enfoque paralelo se puede encontrar en las ideas de D. Finkelstein . Recientemente Penrose ha manifestado su intención de no renunciar a su modelo de espacio-tiempo basado en una red de spines: “Tengo todavía aspiraciones en mis ideas que he desarrollado hace varios años con la teoría de la red de spines (1971, Quantum theory and Beyond; 1972, Magic without magic). Los experimentos ideales del tipo de Bohm, Einstein, Podolsky y Rosen han jugado un papel muy importante en esa teoría, y la idea fue construir los conceptos de espacio y tiempo como una estructura límite implícita cuando el número de partículas se hace muy grande. Sin embargo, ni la teoría de los ‘twistors’ ni la teoría de las ‘redes de spin’ tienen entre sus ingredientes una asimetría temporal. Por eso me resulta evidente que es necesario una idea esencialmente nueva” .

García Sucre y Bunge también han introducido una teoría relacional del espacio tiempo . Las entidades fundamentales son todas las cosas del Universo cuyas relaciones son descritas con un formalismo basado en la teoría de conjuntos. Las unidades fundamentales o prepartículas se describen por elementos de un conjunto finito. El papel crucial que juega el tiempo se representa por la sucesión de subconjuntos enlazados por la relación lógica de la inclusión que implica un orden entre los mismos. El espacio no es más que la suma de todas las cadenas de subconjuntos ordenados por la inclusión y que pueden tomar todas las configuraciones posibles. Si escogemos unas determinadas líneas entre todas las cadenas posibles habremos definido un sistema de referencia determinado. El concepto de tiempo y de espacio emana de una manera natural de un determinado sistema referencial.

Klapunosky y Weinstein  han propuesto recientemente una teoría de campos cuantificados en los que los valores de las coordenadas espacio-temporales son números enteros y no representan ninguna referencia al espacio tiempo, sino unos parámetros para distinguir los valores del campo. Las interacciones entre los campos están producidas por acoplamientos entre los campos fundamentales, de manera que éstos son la única realidad subyacente y las relaciones producidas por las conexiones entre ellos da lugar a un retículo de estructura simplicial que se nos presenta a los sentidos como una “ilusión” que llamamos espacio-tiempo.

El autor de este trabajo también ha propuesto una teoría relacional del espacio-tiempo  con el fin de justificar de una manera axiomática los fundamentos de la geometría, más allá todavía de los postulados formulados por Hilbert. Siguiendo el espíritu de este matemático, según el cual, se deben considerar los puntos, líneas y superficies como sillas, mesas y jarros de cerveza, (es decir, sin referencia a una intuición espacial) se postula un retículo n-dimensional cúbico donde cada punto está relacionado con 2n-puntos diferentes y solamente con éstos, de cuyo único postulado se deducen lógicamente todos los axiomas de Hilbert en su libro Fundamentos de la Geometría.

## 4 Concepciones ontológicas subyacentes a las teorías relacionales del espacio-tiempo

Las teorías relacionales mencionadas anteriormente se pueden analizar a un nivel puramente lógico (el tiempo que percibimos, se puede interpretar como la impresión sensible que nos produce la sucesión temporal de relaciones entre los objetos físicos). Pero también se puede preguntar sobre el substrato ontológico de estas relaciones, que no suponga ninguna entidad fuera de las cosas mismas.

Se puede citar a Leibniz entre los que han propuesto una explicación filosófica de la teoría relacional del espacio-tiempo. En su obra Initia rerum mathematicarum metaphysica, defiende que el tiempo es el orden de las cosas existentes que no son simultáneas, mientras que el espacio es el orden de las cosas que coexisten o el orden de las cosas existentes que son simultáneas. El fundamento del orden temporal es la conexión causal. Cuando una cosa es el principio de otra, aquella se dice anterior y ésta posterior. Esta idea la vuelve a repetir en su Monadología y en numerosas cartas.

Max Jammer  indica que Leibniz se inspiró para su Monadología en la Guía de perplejos de Maimónides y recientemente Pannenberg  recuerda la influencia de los filósofos árabes en la teoría atomista del tiempo de Leibniz. Según estos filósofos la creencia en la creación implicaba que no existía nada antes de la creación y que los primeros seres existentes serían unos átomos o partículas indivisibles. El tiempo comenzó también en ese instante pero no como distinto de la materia sino concomitante con ella. “El tiempo, dice Maimónides , consta de instantes, a saber, que hay mucha unidad de temporaneidad, los cuales por su efímera duración, excluyen la división”. Hablar de átomos de materia es hablar de átomos de tiempo y por consiguiente, añade Maimónides “el tiempo se inserta en ‘instantes’ que no admiten división”.

Dos autores contemporáneos que se pueden adscribir a una concepción atomista del tiempo son Whitehead y Weizsäecker. Whitehead , el colaborador más estrecho de Russel, desarrolla en su edad madura una filosofía del Cosmos, donde la última verdad es el atomismo metafísico. Las entidades actuales —denominadas también ocasiones actuales— son las últimas cosas de que está compuesto el mundo. Las entidades actuales se relacionan entre sí por nexos extrínsecos e intrínsecos para formar estructuras más complejas a través de las prehensiones o sentires físicos. Las entidades actuales producen su tiempo y su espacio. La entidad actual es indivisible. La región que ocupa la entidad actual es divisible sólo mentalmente. El tiempo y el espacio son una abstracción a partir de las actualidades y las relaciones entre ellos.

Para Weizsäecker  los conceptos de espacio y tiempo son una consecuencia de las relaciones entre las entidades más fundamentales del Universo: los procesos que el observador percibe como una simple alternativa (experimento si-no). Los procesos constituyen un entramado de simples alternativas (“urs”) y el tiempo es un parámetro que diversifica la realidad presente y futura de estos procesos.

Para Weizsäecker la estructura actual del Universo está compuesta de un número finito de procesos elementales pero el número de posibilidades de interacciones entre estos entes elementales es infinita, de donde se sigue el carácter discreto para la descripción de los entes actuales y continuo para las leyes de evolución de estos procesos. Durante varios años Weizsäecker ha organizado unos Encuentros para trabajar en la unificación de la Mecánica Cúantica y la Relatividad de modo que los postulados de la última se derivan de los postulados de la primera.

Como resumen de esta exposición podemos decir que la hipótesis de un tiempo discreto, como consecuencia de un concepto relacional del espacio-tiempo, se ha desarrollado recientemente por numerosos autores en sus aspectos epistemológicos y ontológicos, como alternativa a la concepción absolutista, y que se corrobora con la extensa bibliografía.

Las consecuencias físicas de esta hipótesis están todavía muy lejos de ser comprobadas experimentalmente aunque han progresado los modelos matemáticos que permitirían hacer una predicción detectable, por lo menos indirectamente, de la hipótesis, y ciertamente mucho más cercana a los hechos que las primitivas especulaciones defendidas por Leibniz.

Referencias

1. J. Earman, World enough and Space-time: Absolute versus Relational Theories of Space and Time, MIT Press, Cambridge 1989.
2. M. Lorente, “Modernas teorías sobre la estructura del espacio-tiempo” en Actas de la Reunión Matemática en honor de A. Dou, Ed. Universidad Complutense, Madrid 1989, pp. 353–363.
3. A. Wheeler, Geometrodynamics, Academic Press, N.Y. 1962.
4. G. Ponzano, R. Regge, en Spectroscopy and Group Theoretical Methods in Physics (ed. F. Bloch), North Holland, Amsterdam 1968.
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Coloquio a la comunicación de M. Lorente

En el coloquio subsiguiente, Alberto Dou manifestó su simpatía por estas teorías modernas del tiempo discreto, porque eran coherentes con la progresiva cuantificación que la ciencia ha ido ampliando en su descripción de la naturaleza. Primero el atomismo de la materia fue introduciendo unidades naturales en la composición de los cuerpos, que se ha ido completando con las teorías de partículas elementales, últimos elementos invisibles de la materia. Por otro lado, la mecánica cuántica ha introducido valores discretos naturales en ciertas magnitudes físicas, como la carga, el momento angular, la acción. A. Dou describió a continuación un modelo de estructura de la materia, de acuerdo con la hipótesis de un espacio-tiempo discreto. Un conjunto de lámparas luminosas están conectadas entre sí formando una estructura cúbica. Utilizando procedimientos digitales de encendido y apagado de las lámparas se puede obtener señales luminosas que se propagan por el retículo y que podía interpretarse como la función de onda que utiliza la mecánica cuántica para la descripción de un sistema elemental.

También Alberto Galindo se interesó por la comunicación haciendo dos preguntas:

1) ¿Se han de dar en el retículo, antes de tomar el límite continuo, las propiedades de simetría y leyes de conservación que se demuestran en el modelo continuo de las leyes físicas? El autor respondió que parece razonable que también en el modelo discreto se den unas simetrías análogas, y se refirió a los trabajos de investigación que está realizando sobre subgrupos discretos de los grupos de Lie.

2) ¿Qué papel pueden jugar en estos espacios discretos las teorías recientes de geometría no conmutativa? El autor respondió que se están publicando recientemente hipótesis físicas donde las coordenadas espacio-temporales no conmutan entre sí (cfr. A. Connes, “Geometrie non-commutative”, Intereditions, Paris 1990). En esta obra Connes propone la idea de un espacio no conmutativo con el objeto de suprimir las divergencias ultravioletas introduciendo un corte (cut-off) natural. Pero esta hipótesis lleva a la deformación de los grupos de simetría por los grupos cuánticos. Precisamente las realizaciones de los grupos cuánticos para construir las ecuaciones de onda llevan a introducir de una manera natural los operadores diferencias finitas equivalentes a las que el autor ha empleado en sus modelos discretos.