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# Generalized Calogero-Moser-Sutherland models from geodesic motion on 𝐺𝐿⁺(𝑛,ℝ) group manifold

## 1 Introduction

Almost twenty years ago a possibility was discovered to maintain the integrability of Calogero-Moser-Sutherland models  (classification and description can be found in ) supposing that the particles moving on a line have additional internal degrees of freedom . Latter it was shown  that the generic elliptic Calogero-Moser-Sutherland type system, which consists of $`n`$-particles on a line interacting with pairwise potential in the form of Weierstrass elliptic function $`V(z)=\mathrm{}(z)`$, admits the following generalization

$$H=\frac{1}{2}\underset{i=1}{\overset{n}{}}p_i^2+\frac{1}{2}\underset{ij}{\overset{n}{}}f_{ij}f_{ji}\mathrm{}(x_ix_j).$$
(1)
Here apart from the canonical pairs $`(x_i,p_i)`$, describing the position and the momenta of particles and obeying nonvanishing Poisson brackets

$$\{x_i,p_j\}=\delta _{ij},$$
(2)
the “internal” degrees of freedom $`f_{ab}`$ which satisfy the algebra

$$\{f_{ab},f_{cd}\}=\delta _{bc}f_{ad}\delta _{ad}f_{cb}$$
(3)
are included. The recent comprehensive discussion of the integrability of generic spin Calogero-Moser-Sutherland systems can be found in the papers . One of the most effective and transparent way to convince in the integrability of a Hamiltonian system is to find a known higher-dimensional exactly solvable model, whose dynamics on a certain invariant submanifold coincides with the dynamics of the given Hamiltonian system. This method is known as symplectic reduction method . The Calogero-Sutherland-Moser systems with the so-called degenerate cases of the potential, when the Weierstrass elliptic function $`\mathrm{}(z)`$ reduces to $`1/\mathrm{sinh}^2z`$, $`1/\mathrm{sin}^2z`$ or to the rational function $`1/z^2`$, have a well-known interpretion as symplectic reductions of geodesic motions on symmetric spaces . Furthermore, it was argued in  that symplectic reduction relates the elliptic Calogero-Moser-Sutherland system with certain integrable Hamiltonian system on the cotangent bundle to the central extension of two-dimensional Lie algebra of $`SL(n,)`$-valued currents on the some elliptic curve. New types of generalizations of the spin Calogero-Moser-Sutherland systems with nonstandard spin interactions have been constructed in  using discrete symmetries of the model.

In the present Letter we shall exploit the idea of symplectic reduction considering certain generalization of the Calogero-Sutherland-Moser model. Namely, we shall consider the integrable finite-dimensional model corresponding to the geodesic motion on the general linear matrix group with a positive determinant $`GL^+(n,)`$,111 Hereafter we shall omit the upper index $`+`$ to simplify the expressions. endowed with the left- and right-invariant metric $`ds^2=\text{tr}\left(g^1dg\right)^2`$, where $`gGL(n,)`$. In terms of this bi-invariant metric on $`GL(n,)`$ group manifold the equations of motion for the corresponding dynamical system are encoded in the Lagrangian

$$L_{GL}=\frac{1}{2}\text{tr}\left(g^1\dot{g}\right)^2,$$
(4)
where overdot denotes differentiation with respect to time. Bellow we shall represent the Hamiltonian corresponding to Lagrangian (4) in terms of a special parameterization, adapted to the action of $`SO(n,)`$ symmetry group of the system. We shall demonstrate that on the Principal orbit stratum of $`SO(n,)`$ group action the resulting Hamiltonian defines a new generalization of the Calogero-Sutherland-Moser model by introducing two internal variables “spin” and “isospin”. Furthermore, performing the Hamiltonian reduction owing to two types of symmetry: continuous and discrete, we show how to arrive at the conventional Hamiltonian of Euler-Calogero-Sutherland model

$$H=\frac{1}{2}\underset{i=1}{\overset{n}{}}p_i^2+\frac{1}{8}\underset{ij}{\overset{n}{}}\frac{l_{ij}^2}{\mathrm{sinh}^2(x_ix_j)}$$
(5)
with internal variables $`l_{ab}=l_{ba}`$, obeying the $`SO(n,)`$ Poisson bracket algebra

$$\{l_{ab},l_{cd}\}=\delta _{ac}l_{bd}\delta _{ad}l_{bc}+\delta _{bd}l_{ac}\delta _{bc}l_{ad}.$$
(6)
Another interesting systems arise when the dynamics takes place on the Singular orbit strata of the $`SO(n,)`$ group action. We found in this case new models representing a certain class of mass deformed Calogero-Moser-Sutherland models. In particular, for the case of $`GL(3,)`$ group, our analysis shows that the dynamics on Singular orbit stratum with isotropy group $`SO(2)Z_2`$, corresponds to Calogero-Moser-Sutherland model, describing two particles, whose mass ratios is $`m_1:m_2=2:1`$ (see eq. (68)). The question of integrability of the mass deformed Calogero-Moser-Sutherland models has been discussed in  and references therein.

## 2 Geodesic motion on the Principal orbit stratum

### 2.1 Symmetries and dynamics

If we choose the elements of the matrix $`gGL(n,)`$ as $`n^2`$ Lagrangian coordinates, the Euler-Lagrange equations obtained from the Lagrangian (4) can be represented in the form of current conservation

$$\frac{d}{dt}\left(g^1\dot{g}\right)=\mathrm{\hspace{0.17em}0}.$$
(7)
This form allows to find the general solution, i.e. the geodesics of the bi-invariant metric are given by

$$g(t)=g(0)\mathrm{exp}(tJ),$$
(8)
where $`g(0)`$ and $`J`$ are two arbitrary constant matrices. The special choice of these matrices corresponds to the particular solutions describing the motion on a certain invariant submanifold.

To show that (7) are equations of motion of many-particle system representing a certain generalization of the Calogero-Moser-Sutherland model, it is useful to pass to the Hamiltonian form of the geodesic motion on $`GL(n,)`$ group. Performing Legendre transformation of the Lagrangian (4)

$$\pi _{ab}^T=\frac{L_{GL}}{\dot{g}_{ab}}=\left(g^1\dot{g}g^1\right)_{ab}$$
(9)
we arrive at the canonical Hamiltonian

$$H_{GL}=\frac{1}{2}\text{tr}\left(\pi ^Tg\right)^2$$
(10)
generating the Hamilton equations of motion

$`\dot{g}=\{g,H_{GL}\}=g\dot{\pi }^Tg,`$ (11)
$`\dot{\pi }=\{\pi ,H_{GL}\}=\pi g^T\pi .`$ (12)
The nonvanishing Poisson brackets between the fundamental phase space variables $`(g_{ab},\pi _{ab})`$ are

$$\{g_{ab},\pi _{cd}\}=\delta _{ac}\delta _{bd}.$$
(13)
From now on the purpose of the present paper will be to rewrite this Hamiltonian in terms of coordinates, adapted to the symmetry possessing the system. At first we would like to analyze the following symmetry action of the $`SO(n,)`$ group on $`GL(n,)`$

$$gg^{}=Rg$$
(14)
with time-independent orthogonal matrix $`R`$. In order to consider the configuration space as manifold with orbit and slice structure with respect to this action, it is convenient to use the polar decomposition  for an arbitrary element of the $`GL(n,)`$ group. For the sake of technical simplicity we investigate in details the $`GL(3,)`$ group hereinafter, i.e.

$$g=OS,$$
(15)
where $`S`$ is a positive definite $`3\times 3`$ symmetric matrix, and $`O(\varphi _1,\varphi _2,\varphi _3)=e^{\varphi _1J_3}e^{\varphi _2J_1}e^{\varphi _3J_3}`$ is an orthogonal matrix with $`SO(3,)`$ generators in adjoint representation $`(J_a)_{ij}=\epsilon _{iaj}`$. Since the matrix $`g`$ represents an element of $`GL(3,)`$ group, we can treat the polar decomposition (15) as a uniquely invertible transformation from the configuration variables $`g`$ to a new set of Lagrangian variables: six coordinates $`S_{ij}`$ and three coordinates $`\varphi _i`$. In terms of these new variables the Lagrangian (4) can be rewritten as

$$L_{GL}=\frac{1}{2}\text{tr}\left(\mathrm{\Theta }_L+\dot{S}S^1\right)^2,$$
(16)
where $`\mathrm{\Theta }_L:=O^1\dot{O}`$ is a left-invariant 1-form on the $`SO(3,)`$ group. To find the corresponding Hamiltonian we note that the polar decomposition (15) induces the point canonical transformation from variables $`(g_{ab},\pi _{ab})`$ to new canonical pairs $`(S_{ab},P_{ab})`$ and $`(\varphi _a,P_a)`$ obeying the nonvanisning Poisson bracket relations

$`\{S_{ab},P_{cd}\}={\displaystyle \frac{1}{2}}\left(\delta _{ac}\delta _{bd}+\delta _{ad}\delta _{bc}\right),`$ (17)
$`\{\varphi _a,P_b\}=\delta _{ab}.`$ (18)
The expression of the old $`\pi _{ab}`$ as a function of the new coordinates is

$$\pi =O\left(Pk_aJ_a\right),$$
(19)
where

$$k_a=\gamma _{ab}^1\left(\eta _b^L\epsilon _{bmn}\left(SP\right)_{mn}\right),$$
(20)
$`\gamma _{ik}=S_{ik}\delta _{ik}\text{tr}S`$ and $`\eta _a^L`$ are three left-invariant vector fields on $`SO(3,)`$ group

$`\eta _1^L={\displaystyle \frac{\mathrm{sin}\varphi _3}{\mathrm{sin}\varphi _2}}P_1+\mathrm{cos}\varphi _3P_2\mathrm{cot}\varphi _2\mathrm{sin}\varphi _3P_3,`$ (21)
$`\eta _2^L={\displaystyle \frac{\mathrm{cos}\varphi _3}{\mathrm{sin}\varphi _2}}P_1\mathrm{sin}\varphi _3P_2\mathrm{cot}\varphi _2\mathrm{cos}\varphi _3P_3,`$ (22)
$`\eta _3^L=P_3.`$ (23)
Hence, in terms of the new variables, the canonical Hamiltonian (10) takes the form

$$H_{GL}=\frac{1}{2}\text{tr}\left(PS\right)^2+\frac{1}{2}\text{tr}\left(J_aSJ_bS\right)k_ak_b,$$
(24)
where the canonical variables $`(S_{ab},P_{ab})`$ are invariant under the transformation (14), while the angular variables $`(\varphi _a,P_a)`$ undergo changes generating by the right-invariant Killing vector fields $`\eta _a^R`$

$`\eta _1^R=\mathrm{sin}\varphi _1\mathrm{cot}\varphi _2P_1+\mathrm{cos}\varphi _1P_2+{\displaystyle \frac{\mathrm{sin}\varphi _1}{\mathrm{sin}\varphi _2}}P_3,`$ (25)
$`\eta _2^R=\mathrm{cos}\varphi _1\mathrm{cot}\varphi _2P_1+\mathrm{sin}\varphi _1P_2{\displaystyle \frac{\mathrm{cos}\varphi _1}{\mathrm{sin}\varphi _2}}P_3,`$ (26)
$`\eta _3^R=P_1,`$ (27)
whose Poisson brackets with the left-invariant vector fields $`\eta _a^L`$ vanish $`\{\eta _a^L,\eta _b^R\}=0`$.

Now we pass to analysis of another type of symmetry action of the orthogonal group. The Lagrangian (4) is invariant under the transformations

$$gg^{}=R^TgR$$
(28)
with constant orthogonal matrix $`RSO(3,)`$. After implementation of the polar decomposition the symmetry transformation reads

$$S^{}=R^TSR,O^{}=R^TOR.$$
(29)
The orbit space of the action $`SR^TSR`$ of the $`SO(3,)`$ group in the space of $`3\times 3`$ symmetric matrices $`𝒮`$ is given as a quotient $`𝒮/SO(3,)`$. The quotient space $`𝒮/SO(3,)`$ is a stratified manifold; orbits with the same isotropy group are collected into strata and uniquely parameterized by the set of ordered eigenvalues of the matrix $`S`$: $`x_1x_2x_3`$. The strata are classified according to the isotropy groups which are determined by the degeneracies of the matrix eigenvalues:

1. Principal orbit-type stratum, when all eigenvalues are unequal $`x_1<x_2<x_3`$, with the smallest isotropy group $`Z_2Z_2`$ .
2. Singular orbit-type strata forming the boundaries of the orbit space with

1. two coinciding eigenvalues (e.g. $`x_1=x_2`$), when the isotropy group is $`SO(2)Z_2`$ .
    2. all three eigenvalues are equal ($`x_1=x_2=x_3`$), here the isotropy group coincides with the isometry group $`SO(3,)`$.

To write down the Hamiltonian describing the motion on the Principal orbit stratum, we introduce coordinates along the slices $`x`$ and along the orbits $`\chi `$. Namely, since the matrix $`S`$ is positive definite and symmetric, we use the main-axes decomposition in the form

$$S=R^T(\chi )e^{2X}R(\chi ),$$
(30)
where $`R(\chi )SO(3,)`$ is an orthogonal matrix parameterized by three Euler angles $`\chi =(\chi _1,\chi _2,\chi _3)`$, and the matrix $`e^{2X}`$ is diagonal $`e^{2X}=\text{diag}e^{2x_1},e^{2x_2},e^{2x_3}`$. The momenta $`p_i`$ and $`p_{\chi _i}`$, canonically conjugated to the eigenvalues $`x_i`$ and the angles $`\chi _i`$ correspondingly,

$$\{x_i,p_j\}=\delta _{ij},\{\chi _i,p_{\chi _j}\}=\delta _{ij},$$
(31)
can be found using the condition of canonical invariance of the symplectic 1-form

$$\underset{i,j=1}{\overset{3}{}}P_{ij}\dot{S}_{ij}dt=\underset{i=1}{\overset{3}{}}p_i\dot{x}_idt+\underset{i=1}{\overset{3}{}}p_{\chi _i}\dot{\chi }_idt.$$
(32)
The original momenta $`P_{ij}`$ are expressed in terms of the new canonical pairs $`(x_i,p_i)`$ and $`(\chi _i,p_{\chi _i})`$ as

$$P=R^Te^X\left(\underset{a=1}{\overset{3}{}}\overline{𝒫}_a\overline{\alpha }_a+\underset{a=1}{\overset{3}{}}𝒫_a\alpha _a\right)e^XR,$$
(33)
with

$`\overline{𝒫}_a={\displaystyle \frac{1}{2}}p_a,`$ (34)
$`𝒫_a={\displaystyle \frac{\xi _a^R}{4\mathrm{sinh}(x_bx_c)}},(\text{cyclic}\text{permutation}abc).`$ (35)
In the representation (33), we introduced the orthogonal basis for the symmetric $`3\times 3`$ matrices $`\alpha _A=(\overline{\alpha }_a,\alpha _a),a=1,2,3`$ with the scalar product

$$\text{tr}(\overline{\alpha }_a\overline{\alpha }_b)=\delta _{ab},\text{tr}(\alpha _a\alpha _b)=2\delta _{ab},\text{tr}(\overline{\alpha }_a\alpha _b)=0$$
(36)
and the $`SO(3,)`$ right-invariant Killing vectors

$`\xi _1^R=\mathrm{sin}\chi _1\mathrm{cot}\chi _2p_{\chi _1}+\mathrm{cos}\chi _1p_{\chi _2}+{\displaystyle \frac{\mathrm{sin}\chi _1}{\mathrm{sin}\chi _2}}p_{\chi _3},`$ (37)
$`\xi _2^R=\mathrm{cos}\chi _1\mathrm{cot}\chi _2p_{\chi _1}+\mathrm{sin}\chi _1p_{\chi _2}{\displaystyle \frac{\mathrm{cos}\chi _1}{\mathrm{sin}\chi _2}}p_{\chi _3},`$ (38)
$`\xi _3^R=p_{\chi _1}.`$ (39)
Thus, after passing to main-axes variables $`(x_i,p_i)`$ and $`(\chi _i,p_{\chi _i})`$, the canonical Hamiltonian reads

$$H_{GL}=\frac{1}{8}\underset{a=1}{\overset{3}{}}p_a^2+\frac{1}{16}\underset{(abc)}{}\frac{(\xi _a^R)^2}{\mathrm{sinh}^2(x_bx_c)}\frac{1}{4}\underset{(abc)}{}\frac{\left(R_{am}\eta _m^L+\frac{1}{2}\xi _a^R\right)^2}{\mathrm{cosh}^2(x_bx_c)}.$$
(40)
Here $`(abc)`$ means cyclic permutations $`abc`$. Hence we conclude that the integrable dynamical system describing a free motion on the Principal orbit stratum can be interpreted in the adapted basis, as Generalized Euler-Calogero-Moser-Sutherland model. The generalization consists in the introduction of two types of internal dynamical variables $`\xi `$ and $`\eta `$ — “spin” and “isospin” degrees of freedom. From their explicit expressions (see eqs. (21)-(23) and (37)-(39)) it follows that they satisfy $`SO(3,)SO(3,)`$ Poisson bracket algebra

$`\{\eta _a^L,\eta _b^L\}=\epsilon _{abc}\eta _c^L,`$ (41)
$`\{\xi _a^R,\xi _b^R\}=\epsilon _{abc}\xi _c^R,`$ (42)
$`\{\eta _a^L,\xi _b^R\}=0.`$ (43)
### 2.2 Lax-pair for the Generalized Euler-Calogero-Moser-Sutherland model

In order to find a Lax representation for the generalized Euler-Calogero-Moser-Sutherland model (40) let us consider the integrals of the geodesic motion on the Principal orbit sratum. The integrals of motion can be written in Hamiltonian form, following from (7), as

$$J_{ab}=(\pi ^Tg)_{ab}.$$
(44)
The algebra of this integrals realizes on the symplectic level the $`GL(n,)`$ algebra

$$\{J_{ab},J_{cd}\}=\delta _{bc}J_{ad}\delta _{ad}J_{cb}.$$
(45)
After the transformation to scalar and rotational variables (30), the expression for the current $`J`$ reads

$$J=\frac{1}{2}\underset{a=1}{\overset{3}{}}R^T\left(p_a\overline{\alpha }_ai_a\alpha _aj_aJ_a\right)R,$$
(46)
where

$$i_a=\underset{(abc)}{}\frac{1}{2}\xi _a^R\mathrm{coth}(x_bx_c)+\left(R_{am}\eta _m^L+\frac{1}{2}\xi _a^R\right)\mathrm{tanh}(x_bx_c)$$
(47)
and

$$j_a=R_{am}\eta _m^L+\xi _a^R.$$
(48)
Using expressions (46) for the integrals $`J_{ab}`$ the classical equations of motion for Generalized Euler-Calogero-Moser-Sutherland model can be rewritten in the Lax form222 We set here aside the constructions of the Lax pairs with a spectral parameter. The Lax representations with a spectral parameter for the spin Calogero-Moser-Sutherland models associated with the root systems of simple Lie algebras were constructed in .

$$\dot{L}=[A,L],$$
(49)
where the $`3\times 3`$ matrices are given explicitly as

$$L=\left(\begin{array}{ccc}p_1& L_3^+,& L_2^{}\\ L_3^{},& p_2& L_1^+\\ L_2^+,& L_1^{},& p_3\end{array}\right),A=\frac{1}{4}\left(\begin{array}{ccc}0& A_3,& A_2\\ A_3,& 0,& A_1\\ A_2,& A_1,& 0\end{array}\right).$$
(50)
Entries $`A_a`$ and $`L_a^\pm `$ of the matrices (50) are given as

$`L_a^\pm ={\displaystyle \frac{1}{2}}\xi _a^R\mathrm{coth}(x_bx_c)\left(R_{am}\eta _m^L+{\displaystyle \frac{1}{2}}\xi _a^R\right)\mathrm{tanh}(x_bx_c)\pm \left(R_{am}\eta _m^L+\xi _a^R\right)`$ (51)
and

$`A_a={\displaystyle \frac{\xi _a^R}{2\mathrm{sinh}^2(x_bx_c)}}{\displaystyle \frac{R_{am}\eta _m^L+\frac{1}{2}\xi _a^R}{\mathrm{cosh}^2(x_bx_c)}},`$ (52)
where $`(a,b,c)`$ means cyclic permutations of $`(1,2,3)`$.

Below relations to the standard Euler-Calogero-Moser-Sutherland model (5) will be demonstrated.

### 2.3 Reduction to Euler-Calogero-Moser-Sutherland model

#### 2.3.1 Reduction using discrete symmetries

Now we shall demonstrate how the II$`A_3`$ Euler-Calogero-Moser-Sutherland model arises from the canonical Hamiltonian (10) after projection onto a certain invariant submanifold determined by discrete symmetries. Let us impose the condition of symmetry of the matrices $`gGL(3,)`$

$$\psi ^{(1)}=gg^T=0.$$
(53)
In order to find an invariant submanifold, it is necessary to supplement the constraints (53) with the new ones

$$\psi ^{(2)}=\pi \pi ^T=0.$$
(54)
Indeed, using the Hamilton equations (11) and (12), one can check that the surface defined by the set of constraints $`\mathrm{\Psi }_A=(\psi ^{(1)},\psi ^{(2)})`$ represents an invariant submanifold in the $`GL(3,)`$ phase space

$$\dot{\psi }^{(1)}|_{\mathrm{\Psi }_A=0}=0,\dot{\psi }^{(2)}|_{\mathrm{\Psi }_A=0}=0$$
(55)
and the dynamics of the corresponding induced system is governed by the reduced Hamiltonian

$$H_{GL(3,)}|_{\mathrm{\Psi }_A=0}=\frac{1}{2}\text{tr}\left(\pi g\right)^2.$$
(56)
The matrices $`g`$ and $`\pi `$ are now symmetric nondegenerate matrices, and one can be convinced that this expression leads to the Hamiltonian of the II$`A_3`$ Euler-Calogero-Moser-Sutherland model. To prove this, it is necessary to note that the Poisson matrix $`C_{AB}=\{\psi ^{(1)},\psi ^{(2)}\}`$ is not degenerate and after projection on the invariant submanifold, the canonical Poisson structure is changed according to the Dirac prescription

$$\{F,G\}_D=\{F,G\}_{PB}\{F,\psi _A\}C_{AB}^1\{\psi _B,G\}$$
(57)
for arbitrary functions $`F`$ and $`G`$. The resulting fundamental Dirac brackets are

$$\{g_{ab},\pi _{cd}\}_D=\frac{1}{2}\left(\delta _{ac}\delta _{bd}+\delta _{ad}\delta _{bc}\right).$$
(58)
If now we introduce as in Section (2.1) the main-axes variables $`(x_a,p_a)`$ and $`(\chi _a,p_{\chi _a})`$ instead of the symmetric variables $`(g_{ab},\pi _{ab})`$ and use the representations (30) and (33), then one can convince that the projected Hamiltonian (56), up to the time rescaling $`t4t`$, governs the same dynamics as the Hamiltonian (5) of II$`A_3`$ Euler-Calogero-Moser-Sutherland model with the intrinsic spin variables $`l_{ij}=\epsilon _{ijk}\xi _k^R`$.

#### 2.3.2 Reduction due to continuous symmetry

Let us now derive a reduced Hamiltonian system employing certain continuous symmetries of the model. For the Hamiltonian (10) all angular variables are gathered in the three left-invariant vector fields $`\eta _a^L`$ and thus the corresponding right-invariant fields $`\eta _a^R`$ (25)-(27) are integrals of motion

$$\{\eta _a^R,H_{GL}\}=0.$$
(59)
The surface in the phase space determined by the constraints

$$\eta _a^R=0$$
(60)
defines an invariant submanifold. These constraints obey the algebra $`\{\eta _a^R,\eta _b^R\}=\epsilon _{abc}\eta _c^R`$ and according to the Dirac terminology  are first class constraints, this means that after projection on the constraint shell (60), the corresponding cyclic coordinates disappear from the projected Hamiltonian. To prove this one can use the relation $`\eta _a^R=O_{ab}\eta _b^L`$ between the left and the right-invariant Killing vector fields. Then, after projection to the constraint surface (60), the Hamiltonian (40) reduces to

$$H_{GL}|_{\eta _a^R=0}=\frac{1}{8}\underset{a}{\overset{3}{}}p_a^2+\frac{1}{4}\underset{(abc)}{}\frac{(\xi _a^R)^2}{\mathrm{sinh}^22(x_bx_c)}.$$
(61)
After rescaling of the variables $`2x_ax_a`$, one can be convinced that the derived Hamiltonian coincides with the Euler-Calogero-Moser-Sutherland Hamiltonian (5), where the intrinsic spin variables are $`l_{ij}=\epsilon _{ijk}\xi _k^R`$.

As it was outlined in Section (2.2) apart from the integrals $`\eta _a^R`$ the system (10) possesses the integrals (46). Using these integrals one can choose different invariant submanifold and to derive the corresponding reduced system. Here we would like only to mention that after performing reduction to the surface defined by the vanishing integrals $`j_a=0`$, we again arrive at the Euler-Calogero-Moser-Sutherland system.

## 3 Geodesic motion on the Singular orbit strata

In the previous sections we have investigated the geodesic motion on the Principal orbit stratum, i.e. under the supposition that the symmetric matrix $`S`$ in the polar representation (15) has three different eigenvalues. We now turn our attention to dynamical system corresponding to the geodesic motion on the Singular orbit strata. For the sake of technical simplicity, we restrict ourselves to invariant submanifold of the phase space, defined by $`\eta ^R=0`$ and consider a geodesic motion on the Singular orbit stratum with two coinciding eigenvalues of the matrix $`S`$ in the case of $`GL(3,)`$ group. Below we use two alternative methods. At first a special parameterizations of the subspace of $`3\times 3`$ symmetric matrices with two coinciding eigenvalues are exploited and as a result we find that the Hamiltonian system describing the geodesic motion on the $`4`$-dimensional Singular orbit stratum is II$`A_2`$ Calogero-Moser-Sutherland model with particle mass ratio $`m_1:m_2=2:1`$. Afterwards, based on the observation that the Singular orbits of the configuration space represent the boundary of Principle orbit, using appropriate limiting procedure we derive from the Hamiltonian (40) again a mass deformed II$`A_2`$ Calogero-Moser-Sutherland model with the same particle mass ratio $`m_1:m_2=2:1`$.

### 3.1  Mass deformed Calogero-Moser-Sutherland model via explicit parameterizations of the Singular orbit stratum

The Singular orbits have continuous isotropy groups and this leads to the modification of geodesic motion. For the case we are inteesting in, $`GL(3,)`$ group and two equal eigenvalues of the symmetric matrix $`S`$, it is $`SO(2)Z_2`$.

The linear space of the real symmetric $`n\times n`$ matrices with two coinciding eigenvalues has a real dimension

$$\text{dim}S(n)\text{dim}S(2)+1.$$
(62)
Hence, we are able to parameterize such a subspace of $`GL(3,)`$ group by four real independent parameters

$$S_{ab}=e^{2x}\delta _{ab}2e^{x+y}\mathrm{sinh}(xy)n_an_b,$$
(63)
where $`n_a`$ is a unit 3-dimensional vector

$$n_a=(\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{cos}\theta ).$$
(64)
We infer from the expression for the bi-invariant metric on the $`GL(n,)`$ group that the metric induced on the $`4`$-dimensional Singular orbit stratum parameterizing according to (63) is

$$\text{tr}\left(S^1dS\right)^2=8dx^2+4dy^2+8\mathrm{sinh}^2(xy)\left(d\theta ^2+\mathrm{sin}\theta d\varphi ^2\right).$$
(65)
Therefore the Lagrangian $`L=\frac{1}{2}\text{tr}\left(S^1\dot{S}\right)^2`$ on the Singular orbit stratum can be written as

$$L=4\dot{x}^2+2\dot{y}^2+4\mathrm{sinh}^2(xy)\dot{n}^2,$$
(66)
where

$$\dot{n}^2=\dot{\theta }^2+\mathrm{sin}^2\theta \dot{\varphi }^2.$$
(67)
The Legendre transformation gives the canonical Hamiltonian

$$H_{GL(3,)}^{(2)}=\frac{1}{16}p_x^2+\frac{1}{8}p_y^2+\frac{l^2}{16\mathrm{sinh}^2(xy)},$$
(68)
where

$$l^2=p_\theta ^2+\frac{p_\varphi ^2}{\mathrm{sin}^2\theta }.$$
(69)
Now taking into account that $`l^2`$ is a constant of motion we convince that the geodesic motion with respect to the bi-invariant metric on the $`4`$-dimensional Singular orbit stratum corresponds to 2-particle mass-deformed Calogero-Moser-Sutherland model with particle mass ratio $`m_1:m_2=2:1`$. Following this interpretation of the Hamiltonian system (68) in terms of particles, one can say that the motion on this Singular orbit stratum corresponds to some “gluing” of two particles and formation of a bound particle with double mass. It is apparent that using the center-mass coordinates the obtained 4-dimensional Hamiltonian system (68) can be reduced to 2-dimensional integrable model.

### 3.2  Mass deformed Calogero-Moser-Sutherland model via limiting procedure from the free motion on the Principal orbit stratum

As it was mentioned above the Singular orbits with two coinciding eigenvalues form the boundary of the Principle orbit stratum. Based on this observation, now we would like to extend the Hamiltonian (40), given on the Principal orbit startum, to its boundary by introducing the constraints that force the dynamics specially to the neighborhood of the boundary and then use a limiting procedure. Since the Hamiltonian (40) has a singularities along the Singular orbits, we impose the following constraints on the phase space variables

$$\chi ^{(1)}=x_1x_2ϵ,\varphi ^{(1)}=\xi _3ϵ^{1+\alpha },$$
(70)
with positive small parameter $`ϵ1`$ and constant $`\alpha 1`$. When $`ϵ`$ goes to zero the system tends to the Singular orbit stratum with two coinciding eigenvalues. Let us at first find the dynamical consistence of the constraints (70) considering instead of the Hamiltonian (40) the modified Hamiltonian 333Here we again restrict consideration by the case $`\eta _a^R=0`$

$$H^{}=\frac{1}{8}\underset{a=1}{\overset{3}{}}p_a^2+\frac{1}{16}\underset{(abc)}{}\xi _a^2V(x_bx_c)+u\left(x_1x_2ϵ\right)+\lambda \left(\xi _3ϵ^{1+\alpha }\right),$$
(71)
with Lagrangian multipliers $`u`$ and $`\lambda `$ and $`V(x)=\mathrm{sinh}^2(x)`$. The conservation in time of the constraints $`\chi ^{(1)}`$ and $`\varphi ^{(1)}`$ leads to the new constraints

$$\chi ^{(2)}=p_1p_2,\varphi ^{(2)}=\xi _2,$$
(72)
while from the maintenance of (72), the Lagrangian multipliers can be found

$`u={\displaystyle \frac{1}{16}}\left[{\displaystyle \frac{1}{2}}\xi _1^2V^{}(x_2x_3){\displaystyle \frac{1}{2}}\xi _2^2V^{}(x_1x_3)\xi _3^2V^{}(x_1x_2)\right],`$ (73)
$`\lambda ={\displaystyle \frac{1}{8}}\xi _3\left[V(x_2x_3)V(x_1x_2)\right].`$ (74)
Hence we conclude that the constraint surface defined by (70) and (72) represents an invariant submanifold for the Hamiltonian (71). Because these constraints are second class in the Dirac terminology  we are able to replace the Poisson brackets by the Dirac ones according to (57) and let the constraint functions to vanish. One can easy verify that for the canonical variables $`(x,p)`$ the corresponding nonzero fundamental Dirac brackets are

$$\{x_i,p_j\}_D=\frac{1}{2},i,j=1,2,\{x_3,p_3\}_D=1,$$
(75)
while for the angular variables we have

$$\{\xi _a^R,\xi _b^R\}_D=0,a,b=1,2,3.$$
(76)
Projecting the Hamiltonian $`H^{}`$ to the constraint shell and then taking the limit $`ϵ0`$ we obtain

$$H^{(2)}:=\underset{ϵ0}{lim}H_T|_{CS}=\frac{1}{4}p_1^2+\frac{1}{8}p_3^2+\frac{\xi _{1}^{}{}_{}{}^{2}}{16\mathrm{sinh}^2(x_1x_3)}.$$
(77)
The quantity $`\xi _1^2`$ in (77) is a constant of motion, that is the reminiscent of conserved total momentum $`\xi _1^2+\xi _2^2+\xi _3^2`$ for the Euler-Calogero-Moser-Sutherland Hamiltonian (61). So, using the appropriate limiting procedure from the Principle orbit stratum we arrive at mass deformed Calogero-Moser-Sutherland model corresponding to the Singular stratum, labeled by two coinciding eigenvalues of $`3\times 3`$ symmetric matrix. Finally, we establish a relation between (77) and the Hamiltonian (68) derived before. To achieve this it is necessary to rescale the momentum $`p_12^1p_1`$ so that variables $`(x_1,p_1,x_3,p_3)`$ obey canonical Poisson bracket relations instead of the Dirac brackets (75), identify variables $`x:=x_1,y:=x_3`$, and constants $`l^2=\xi _1^2`$. As a result we arrive at Hamiltonian system which coincides with the mass deformed II$`A_3`$ Euler-Calogero-Moser-Sutherland model, derived in the previous section using explicit parameterizations of the induced metric on Singular orbit stratum.

## 4 Concluding Remarks

Nowadays we have revival of the interest to matrix models (see e.g. ) connected with the search of relations between the supersymmetric Yang-Mills theory and integrable systems (for a modern review see ). As it has been shown in the recent paper  the Euler-Calogero-Moser-Sutherland model with certain external potential describes the gauge invariant long-wavelength approximation of the $`SU(2)`$ Yang-Mills field theory . In the context of the consideration of higher dimensional gauge groups it is interesting to explore the mechanics on the general linear group manifold. In the present Letter we have considered the simplest version of geodesic motion on $`GL(n,)`$ group manifold and and analyze the dynamics in the context of isometries of the bi-invariant metric. Namely we intensively exploit the slice structure of $`GL(n,)`$ based on the existence of the Principal orbit stratum and Singular orbit strata of the $`SO(n,)`$ group action. We demonstrated that the free motion on the Principal orbit stratum corresponds to the integrable many-body system of free particles on a line with two types of internal variables called “spin” and “isospin”, which is a generalization of the Euler-Calogero-Moser-Sutherland model. To clarify its relation to the known integrable models we have implemented two different types of reduction: due to discrete symmetry and due to continuous symmetry. In both cases we derived II$`A_n`$ Euler-Calogero-Moser-Sutherland model. Concerning the Singular orbit strata, it was shown that in this case the corresponding dynamical system is the certain deformation of the Calogero-Moser-Sutherland model in a sense of description of particles with different masses. The masses of the particles are not arbitrary, their mass ratios depend on the degeneracy of the given Singular orbit stratum. As example was considered the case of $`GL(3,)`$ group, restricted to the Singular orbit stratum with two coinciding eigenvalues. In this case the reduced system coincides with the II$`A_2`$ Calogero-Moser-Sutherland model with particle mass ratio $`m_1=2m_2`$.

It is a pleasure to thank B. Dimitrov, V.I. Inozemtsev, A.N. Kvinikhidze, M.D. Mateev, and P. Sorba for illuminating discussions. We are grateful to the Referee for his detailed comments allowing us to improve the presentation. The work was supported in part by RFBR grant 01-01-00708 (AK and DM) and INTAS grant 00-00561 (AK).


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# A Model for Ferromagnetic Nanograins with Discrete Electronic States

## Abstract

We propose a simple phenomenological model for an ultrasmall ferromagnetic grain, formulated in terms of the grain’s discrete energy levels. We compare the model’s predictions with recent measurements of the discrete tunneling spectrum through such a grain. The model can qualitatively account for the observed features if we assume (i) that the anisotropy energy varies among different eigenstates of one grain, and (ii) that nonequilibrium spin accumulation occurs.

What are the properties of individual quantum states in the electronic excitation spectrum of a nanometer-scale ferromagnetic particle? This is becoming an increasingly important question, since the size of memory elements in magnetic storage technologies is decreasing extremely rapidly , and particles as small as 4 nm are coming under investigation . In this size regime, the excitation spectrum becomes *discrete*; indeed, Guéron, Deshmukh, Myers and Ralph (GDMR)  have recently succeeded to resolve individual quantum states in the spectrum of ferromagnetic Cobalt nanograins, using single-electron tunneling spectroscopy. They found *complex nonmonotonic and hysteretic energy level shifts* in an applied magnetic field and an unexpected *abundance of low-energy excitations*, which could not be fully understood within the simple models used for ferromagnetic nanograins so far .

In this Letter, we propose a phenomenological model for ferromagnetic nanograins that is explicitly formulated in terms of the discrete states occupied by the itinerant conduction electrons and capable of qualitatively explaining the observed features. The model is similar in spirit to that advanced independently by Canali and MacDonald , but our analysis includes two further ingredients beyond theirs: (i) mesoscopic fluctuations of the anisotropy energy (i.e. it may vary among different eigenstates), and (ii) nonequilibrium spin accumulation.

Experimental Results.— GDMR studied Co-particles 1-4 nm in diameter. Assuming a hemispherical shape, the number of atoms in such grains is in the range $`N_\mathrm{a}20`$–1500, and the total spin, $`s_00.83N_\mathrm{a}`$ , thus is $`s_0171250`$. In GDMR’s devices, a grain is connected to two aluminum electrodes via aluminum oxide barriers. Its tunneling conductance consists of a series of distinct peaks (see Fig. 2 in ), whose positions yield a set of tunneling energies of the form  $`\mathrm{\Delta }E_{fi}^\pm E_f^{N\pm 1}E_i^N`$ each corresponding to the energy cost of some rate-limiting electron tunneling process $`|i^N|f^{N\pm 1}`$ onto or off the grain. Here $`|i^N`$ denotes a discrete eigenstate, with eigenenergy $`E_i^N`$, of a grain with $`N`$ electrons, etc.

As the magnetic field is swept, the resonances for Co-grains undergo energy shifts and crossings (Fig. 3 in ,). The resulting tunneling spectra have several properties that differ strikingly from those of previously-studied nonmagnetic Al and Au grains :
(P1): Many *more low-energy excitations* are observed than expected: For all values of magnetic field, the mean level spacing is $`\overline{d}_{\mathrm{obs}}0.2`$ meV. This is much *smaller* than expected from the naive single-particle estimates $`\overline{d}_{\mathrm{maj}}4.6\mathrm{eV}/s_0`$ or $`\overline{d}_{\mathrm{min}}1.2\mathrm{eV}/s_0`$ (with $`s_01250`$) for the majority- and minority-spin mean level spacings near the Fermi energy of Co .
(P2): In the small-field regime ($`\mu _0H<0.2`$ T), discontinuous hysteretic switching occurs at a certain switching field $`H_{\mathrm{sw}}`$, due to a sudden change in direction (henceforth called “reversal”) of the magnetic moment. Moreover, the $`H`$-dependence of tunneling resonance energies has continuous non-monotonic variations, which differ seemingly randomly from level to level (Fig.3 in ,).
(P3): In the large-field regime ($`|H||H_{\mathrm{sw}}|`$), the resonance energies depend roughly *linearly* on $`H`$, with $`H`$-slopes that almost all have the *same sign* for a given grain; in particular, slopes of opposite signs due to Zeeman-splitting of spin-up and spin-down levels  are not observed (Fig. 4 in ,).

Point (P2) indicates immediately that an independent-electron approach to the energy levels is not sufficient, because the energy of a given state depends on the orientation of the magnetic moment produced by all the electrons within the particle. We shall argue that points (P1) and (P3), too, are related to the many-electron spin structure within the particle.

Model Hamiltonian.—We propose to model a nanoscale magnet with discrete excitations by the following “minimal” Hamiltonian: $`=_0+_\mathrm{C}+_{\mathrm{exch}}+_{\mathrm{Zee}}+_{\mathrm{anis}}`$, where $`_\mathrm{C}`$ is the Coulomb charging energy for a nanoparticle containing $`N`$ electrons, and

$`_0`$ $`=`$ $`{\displaystyle \underset{j\sigma }{}}\epsilon _jc_{j\sigma }^{}c_{j\sigma },_{\mathrm{exch}}={\displaystyle \frac{U}{2}}\stackrel{}{S}\stackrel{}{S},`$ (1)
$`_{\mathrm{Zee}}`$ $`=`$ $`hS^z,_{\mathrm{anis}}={\displaystyle \underset{ab}{}}{\displaystyle \underset{ij}{}}S_i^a𝒦_{ij}^{ab}S_j^b,`$ (2)
with $`h=g_{\text{eff}}\mu _\mathrm{B}\mu _0H`$. Here $`_0`$ describes the kinetic energy of a single band of single-electron states $`|j,\sigma `$, labeled by a discrete index $`j`$ and a spin index $`\sigma =(,)`$, with the spin quantization axis chosen in the $`z`$-direction. The exchange, Zeeman, and anisotropy terms, $`_{\mathrm{exch}}`$, $`_{\mathrm{Zee}}`$ and $`_{\mathrm{anis}}`$, are functions of the level-$`j`$ spin operators $`S_j^a=\frac{1}{2}_{\sigma ^{}\sigma }c_{j\sigma }^{}\sigma _{\sigma \sigma ^{}}^ac_{j\sigma ^{}}`$ (where $`\sigma ^a`$ are Pauli matrices, with $`a=x,y,z)`$, so that $`\stackrel{}{S}=_j\stackrel{}{S}_j`$ is the total spin vector. $`_{\mathrm{exch}}`$ is a rotationally invariant term which models the effects of an exchange field and forces the system to adopt a non-zero total ground state spin, say $`s_0`$. On account of this term, spins aligned parallel or antiparallel to $`\stackrel{}{S}`$ may be thought of as forming “majority” and “minority” bands, which effectively rotate rigidly together with the magnetization direction. We shall take the mean level spacings $`(\overline{d}_{\mathrm{maj}},\overline{d}_{\mathrm{min}}`$) near the respective Fermi energies, and the exchange-splitting of the Fermi energies, $`\mathrm{\Delta }_\mathrm{F}\epsilon _{\mathrm{F},\mathrm{maj}}\epsilon _{\mathrm{F},\mathrm{min}}`$ ($`2`$ eV for Co), as characteristic parameters of the model. The magnitude of $`U`$ may then be estimated as $`U\mathrm{\Delta }_\mathrm{F}/s_0`$, since stability of the ground state spin $`s_0`$ implies  the relation $`\mathrm{\Delta }_\mathrm{F}=U(s_0+1/2)+d_0`$, where $`d_0(1/s_0)`$ is a small, grain-dependent energy satisfying $`(\overline{d}_{\mathrm{maj}}U/2)<d_0<\overline{d}_{\mathrm{min}}U/2`$. $`_{\mathrm{Zee}}`$ describes the spin Zeeman energy in an external magnetic field $`\stackrel{}{H}=H\widehat{z}`$. Finally, $`_{\mathrm{anis}}`$ models the combined effects of crystalline, shape and surface anisotropies, etc, in terms of a hermitian, traceless tensor \[$`_a𝒦_{ij}^{aa}=0`$\], which describes the energy cost for rotating the various spins $`\stackrel{}{S}_j`$. We split the tensor into an “average” and a “fluctuating” part by writing $`𝒦_{ij}^{ab}=K^{ab}+k_{ij}^{ab}`$. The $`K^{ab}`$ part dominates since all levels contribute coherently, and, assuming $`K^{ab}1/\mathrm{Vol}`$, it makes an extensive ($`\mathrm{Vol}`$) contribution to the total energy. The simplest non-trivial form that this term might take is a uniaxial anisotropy

$$_{\mathrm{uni}}=k_N(\stackrel{}{S}\widehat{n})^2/s_0,$$
(3)
where $`\widehat{n}`$ is the unit vector in the easy-axis direction (at, say, an angle $`\theta `$ from $`\widehat{z}`$) and $`k_N(>0)`$ is a volume-independent constant. The fluctuating term $`k_{ij}^{ab}`$ causes the total anisotropy energy to depend on which single-particle levels are occupied. It is a new ingredient relative to previous models of magnetic switching, which required only a single anisotropy energy function for the whole system, as is appropriate when only the ground state magnetic properties are pertinent .

Basis states.— It is convenient to use the eigenstates of $`(𝒦=0)`$ to construct a set of “bare” basis states. Since $`[,\stackrel{}{S}]=0`$, these states can be grouped into spin multiplets that are labeled by their $`\stackrel{}{S}\stackrel{}{S}`$ and $`S_z`$ eigenvalues, say $`s(s+1)`$ and $`m`$. For example, the bare ground state of $`(𝒦=0)`$ for given $`N`$, $`s`$ and $`h(>0)`$, say

$`|s,s_0^N`$ $``$ $`{\displaystyle \underset{j=1}{\overset{n_{}}{}}}c_j^{}{\displaystyle \underset{j=1}{\overset{n_{}}{}}}c_j^{}|\text{vac},`$ (4)
is a member of a spin multiplet of $`2s+1`$ states, $`|s,m_0^N(S_{})^{(sm)}|s,s_0^N`$, Here $`n_/=N/2\pm s`$, and $`S_{}=S_xiS_y`$ is the spin-lowering operator. For $`K^{ab}0`$ (but still $`k_{ij}^{ab}=0`$) the true low-energy eigenstates, $`|s,m^N`$, are linear superpositions of the bare states in the multiplet $`|s,m_0^N`$ (with $`|s,m^N|s,m_0^N`$ as $`|K^{ab}|/h0^+`$). We shall call the states $`|s,m^N`$ the *spin wave multiplet*, since each can be viewed as a homogeneous spin wave. By creating additional single-particle excitations, other, higher-energy multiplets can be built. However, their eigenenergies lie higher than those of the spin wave multiplet $`|s,m^N`$ by an amount which is at least of order the single-electron level spacing, i.e. rather large compared to $`\overline{d}_{\mathrm{obs}}`$ \[cf. (P1)\]; thus the mechanism causing the observed abundance of low-energy excitations, whatever it is, must have its origin in spin excitations, not purely in single-particle excitations.

Anisotropy fluctuations.— Let us first turn to the behavior of the tunneling resonances for small magnetic fields \[see (P2)\]. The jumps at the switching field have been attributed to a sudden reversal of the nanoparticle’s magnetic moment , which occurs when the energy barrier between a metastable state and the true ground state is tuned to zero by the applied field. To illustrate how such jumps arise in our model, let us (for simplicity) take the anisotropy to be uniaxial \[Eq. (3)\] and consider the case in which the changing magnetic field only rotates the total spin moment, without changing its magnitude . We have numerically diagonalized $`_{\mathrm{Zee}}+_{\mathrm{uni}}`$ as function of $`h/k_N`$ for $`s_i=1000`$ and $`s_f=s_i\pm 1/2`$ to determine the groundstate energies and the corresponding tunneling energies $`\mathrm{\Delta }E_{fi}^\pm `$ (Fig. 1). The latter indeed show a jump at $`h_{\mathrm{sw}}`$. However, if we neglect anisotropy fluctuations by choosing $`k_N=k_{N+1}`$ (Fig. 1, solid lines), the $`\mathrm{\Delta }E_{fi}^\pm `$ lines also have two unsatisfactory features: (i) An upward (downward) jump in $`\mathrm{\Delta }E_{fi}^+(h)`$ as $`|h|`$ increases past $`|h_{\mathrm{sw}}|`$ is *always* followed by a positive (negative) large-$`h`$ slope, whereas it is observed experimentally (e.g. Fig. 3(a) in ) that *either upward or downward* jumps can occur for states having a given large-$`h`$ slope; and (ii), beyond the switching field, the dependence on $`h`$ is monotonic (close to linear), in disagreement with recent data (P3) . All attempts we made to explain such behavior by choices of $`K^{ab}`$ corresponding to more complicated than uniaxial anisotropies, or by higher order terms such as $`K^{abcd}S_aS_bS_cS_d`$ , were unsuccessful.

Now, the very fact that the field-dependence of each resonance in  differs so strikingly from that of all others implies that the anisotropy energy fluctuates significantly from eigenstate to eigenstate, which we associate with $`k_{ij}^{ab}0`$ in our model. Although the contribution of such random fluctuations to the total energy is non-extensive, their effect on energy differences in which extensive contributions largely cancel, can be very significant. A detailed statistical analysis of anisotropy fluctuations is beyond the scope of this paper. Instead, we shall mimic the effects of $`k_{ij}^{ab}0`$ by simply using two different anisotropy constants in $`_{\mathrm{uni}}`$, say $`k_N`$ and $`k_{N\pm 1}k_N+\delta k_\pm `$, for $`N`$\- or $`(N\pm 1)`$-electron states. $`k_N`$ can be estimated from the switching field $`k_N\mu _0\mu _BH_{\mathrm{sw}}`$ \[cf. Fig.1\] yielding $`k_N0.01`$meV. Now, as illustrated in Fig. 1, $`\delta k_\pm /k_N`$ in the range of a few percent is *sufficient to reverse the sign of the energy jumps at $`H_{\mathrm{SW}}`$*. Note that $`\delta k_\pm 0`$ also causes the spectral lines to exhibit rather strong non-monotonic “kinks” near $`h_{\mathrm{sw}}`$, whose amplitudes are of order $`s_0\delta k_\pm `$. Qualitatively similar non-monotonicities have indeed been observed recently , with kink amplitudes on the scale of a few $`0.1`$ meV, in rough agreement with $`s_0\delta k_\pm `$ for $`s_01000`$.

Anisotropy fluctuations in the range of a few percent are not unreasonable in nm-scale devices. Calculations for transition-metal clusters show that single spin flips can produce a significant change in the magnetic anisotropy energy , and measurements of Gd clusters indicate that anisotropy energies can vary significantly for clusters differing only by a single atom .

We now turn to the low-energy excitations observed in  (P1). It is natural to ask  whether these might correspond to spin wave transitions of the form $`|s_i,s_i_N|s_f,m_f_{N\pm 1}`$ for different $`m_f`$ values. However this does not seem to be the case, for three reasons: (i) It can be shown that only two transitions (namely $`|s_0,s_0|s_0\pm 1/2,s_0\pm 1/2`$) have significant weight . Resonances associated with final states $`|s_f,m_f`$ that differ only in $`m_f`$ would (ii) have a spacing of order $`k_N[0.01`$meV\], which is significantly smaller than observed, and would (iii) exhibit a systematic increase in the magnitude of their slope ($`|s_im_f|`$) for high magnetic fields that was not observed in experiment.

Nonequilibrium.—Since the large density of resonances (P1) cannot be explained by equilibrium transitions (neither single particle excitations nor spin wave excitations), we must explore nonequilibrium effects: In general, $`N`$-electron states other than the ground state can be populated during the process of current flow, and this may affect the experimental tunneling spectrum . Figure 2 illustrates the consequences as applied to a ferromagnetic grain. Even if a first tunneling event causes a “charging” transition from the $`N`$-electron ground state $`|\mathrm{G}^N`$ to the $`(N\pm 1)`$-electron ground state $`|\mathrm{G}^{N\pm 1}`$, it may be energetically possible for the subsequent “discharging” tunneling transition to return the particle to an excited $`N`$-electron state $`|\alpha ^N`$ instead of $`|\mathrm{G}^N`$, provided the applied voltage is sufficiently large, $`eVE_\alpha ^NE_\mathrm{G}^N`$. Likewise, further charging and discharging transitions may allow any of a large ensemble of states to be occupied at higher and higher levels of an energy ladder, terminating only when an energy-increasing transition requires more energy than the applied voltage provides. As the voltage is increased, the total current (conductance) may increase stepwise (show peaks) when thresholds are crossed to allow higher-energy transitions up the nonequilibrium ladder, thereby changing the occupation probabilities of the ensemble of nonequilibrium states and opening new tunneling channels.

In a ferromagnetic particle, in addition to the nonequilibrium occupation of single-electron states discussed previously for nonmagnetic particles , nonequilibrium spin excitations are possible, too, if the spin-flip rate $`\mathrm{\Gamma }_{\mathrm{sf}}`$ is smaller than the tunneling rate $`\mathrm{\Gamma }_{\mathrm{tun}}`$ . Fig.2A illustrates a ladder of transitions between ground states $`|s,s`$  of multiplets with different total spin $`s`$, leading to spin accumulation on the grain. Fig 2B shows the corresponding differential conductance, calculated by solving a master equation for the population of the states of the ladder. The resonance peak spacing ($`\delta E_{\mathrm{res}}`$) and the number of peaks ($`n_{\mathrm{res}}`$) for such a ladder can readily be calculated (using Eq.(2) of ), and depend on whether the charging transition adds/removes an electron to/from the grain (to be distinguished by an index $`p=\pm 1`$), and on whether it is a majority/minority electron (to be distinguished by an index $`\alpha =\pm 1`$). One finds $`\delta E_{\mathrm{res}}=\overline{d}_{\mathrm{min}}U/2`$ for $`p\alpha =1`$, and $`\overline{d}_{\mathrm{maj}}U/2`$ for $`p\alpha =1`$. Using the model parameters estimated above with $`s_01000`$, the first quantity gives a spacing of $`0.2`$ meV, as is observed. The second quantity is larger, $``$ 3.6 meV . A detailed analysis  shows that $`n_{\mathrm{res}}1`$ equals the smallest integer larger or equal to

$$\frac{2E_C^{\mathrm{thresh}}2B_p\mathrm{\Delta }E_{0,\mathrm{tot}}^{\alpha p}}{(B_pB_p)(\overline{d}_{\mathrm{maj}}+\overline{d}_{\mathrm{min}}U)\alpha (\overline{d}_{\mathrm{maj}}\overline{d}_{\mathrm{min}})},$$
(5)
where $`B_p=[1+C_p/C_p]^1`$ contains the ratio of junction capacitances involved in processes $`p`$ and $`p`$, $`\mathrm{\Delta }E_{0,\mathrm{tot}}^{\alpha p}`$ is the energy difference between states $`|s_0+\alpha p,s_0+\alpha p`$ and $`|s_0,s_0`$, and $`E_C^{\mathrm{thresh}}`$ is the threshold charging energy (energy of the first peak in the differential conductance). The prediction that $`n_{\mathrm{res}}`$ increases linearly with $`E_C^{\mathrm{thresh}}`$  is in qualitative agreement with Fig. 2 of , and could be checked explicitly in future devices with gate electrodes, which would allow $`E_C^{\mathrm{thresh}}`$ to be tuned.

A nonequilibrium scenario can also account naturally for the fact (P3) that the vast majority of the observed transitions within a given sample shift in energy with a similar slope for large magnetic fields. This will happen when all the nonequilibrium threshold transitions correspond to tunneling events with the same change of $`S_z`$ (see Fig. 2), and therefore the same Zeeman shift.

In conclusion, we have proposed a phenomenological model for nanoscale magnets that treats magnetic interactions within a many-electron picture. Its parameters were estimated from bulk properties of Co or experiment, except for the total spin $`s_0`$ and the strength of anisotropy fluctuations, which were used as free parameters. The model offers a framework for understanding recent experiments measuring the discrete excitations of magnetic nanograins, provided that we assume (i) anisotropy fluctuations of a few percent between different eigenstates within the same nanograin, and (ii) nonequilibrium spin accumulation.

We thank C. Canali and A. MacDonald for advance communication of their work, which significantly influenced parts of ours. Moreover, we acknowledge helpful discussions with J. Becker, D. Boese, E. Bonet Orozco, A. Brataas, E. Chudnovsky, A. Garg, S. Guéron, C. Henley, T. Korb, D. Loss, E. Myers, W. Mörke, A. Pasupathy, J. Petta, and G. Schön. This work was supported in part by the DFG through SFB195, the DFG-Program “Semiconductor and Metallic Clusters”, the DAAD-NSF, by US-NSF (DMR-0071631) and the Packard Foundation.

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