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# Clusters and Recurrence in the Two-Dimensional Zero-Temperature Stochastic Ising Model

## 1 Synopsis

Consider the following Markov process, whose state $`\sigma ^t`$ at (continuous) time $`t`$ is an assignment to each site in $`𝐙^2`$ of $`+1`$ or $`1`$. The initial state is chosen uniformly at random and then with rate one each site changes its value (resp., determines its value by a fair coin toss) if it disagrees with three or four (resp., exactly two) of its four nearest neighbors. This process has been much studied in the physics literature as a model of “domain coarsening” (see, e.g., ): clusters of constant sign (either $`+1`$ or $`1`$) shrink or grow or split or coalesce as their boundaries evolve. A more detailed definition along with some physical motivation will be given in Section 2 below.

One focus of this paper is the study of the asymptotic growth of clusters. Let $`R_{}(t)`$ (resp., $`R^{}(t)`$) denote the Euclidean distance from the origin to the closest (resp., farthest) site in its cluster that is next to the cluster boundary (i.e., that has a neighbor of opposite sign). It was previously proved  that almost surely, each site flips (i.e., changes its value) infinitely often and thus $`lim\; inf_t\mathrm{}R_{}(t)=0`$. Among our main results are the following \[with references in brackets to later in the paper\]:

* For any $`t`$, almost surely, $`R^{}(t)<\mathrm{}`$; i.e., there is no percolation at time $`t`$ \[Proposition 3.2\].
* $`R^{}(t)\mathrm{}`$ almost surely \[Proposition 3.1\].
* $`lim\; sup_t\mathrm{}R_{}(t)=\mathrm{}`$ almost surely \[Corollary 5.1\].

The last of the three results just mentioned is a corollary of our other main focus — the analysis of (local) recurrence of states $`\sigma `$ or (measurable) subsets $``$ of states. We say that $`\sigma `$ is *recurrent* (for a given $`\omega `$ in the underlying probability space) if $`\sigma ^{t_k}\sigma `$ along some subsequence $`t_k\mathrm{}`$. We say that $``$ is recurrent if some $`\sigma `$ is recurrent. (Related notions of recurrence for interacting particle systems are studied in a recent paper by Cox and Klenke .) A non-recurrent $`\sigma `$ or $``$ will naturally be called *transient*. Although it has not yet been proved that the probability distribution $`\mu ^t`$ of $`\sigma ^t`$ has a unique limit as $`t\mathrm{}`$, nevertheless, we will classify a recurrent $`\sigma `$ (or $``$) as *positive recurrent* if some subsequence limit $`\mu `$ of $`\mu ^t`$ (these always exist by compactness) has $`\mu (\{\sigma \})>0`$ (or $`\mu ()>0`$); otherwise it is classified as *null recurrent*.

The formulation of our recurrence results involves the absorbing states of the process, i.e., those states in which every site agrees with at least three of its neighbors. Note that these need not be recurrent, since our definition of recurrence is with respect to a uniformly random initial state. It is easy to see that besides the two constant states (identically $`+1`$ or identically $`1`$), the absorbing states are those whose clusters are all either half spaces or infinite strips, and their cluster boundaries are all doubly-infinite flat lines (either all vertical or all horizontal) separated from each other by distance at least two. We prove the following, where $`\mu `$ denotes *any* subsequence limit of $`\mu ^t`$:

* $`\mu (\{\text{non-absorbing states}\})=\mathrm{\hspace{0.17em}0}`$ \[Theorem 2\] or equivalently, the rate of flips at the origin tends to zero, in probability. Thus, almost surely, the set of non-absorbing states is not positive recurrent.
* Almost surely, each of the two constant states is positive recurrent \[Theorems 34\].

A natural conjecture (see Remark 5.1) is that $`\mu (\{\text{non-constant states}\})=\mathrm{\hspace{0.17em}0}`$ (or equivalently, that the density of cluster boundaries tends to zero, or equivalently that $`R_{}(t)\mathrm{}`$ in probability) and thus that, almost surely, the set of non-constant states is not positive recurrent.

We also prove:

* Almost surely, the set of non-constant absorbing states is recurrent \[Theorem 4\].
* Almost surely, the set of non-absorbing states is null recurrent \[Remark 5.2\].

The non-absorbing states of the last-mentioned result may be restricted to those with a cluster boundary that is flat except for a single step of unit size next to the origin (providing the origin with a tie among its four neighbors). There are two plausible scenarios concerning the exact class of null recurrent states. To explain these, we first note that cluster boundaries in recurrent states must be doubly infinite and monotonic, i.e., with every finite segment either flat or else having a Southwest–Northeast (resp., Northwest–Southeast) orientation \[Lemma 4.2\]. If there were more than a single such “domain wall” in a recurrent state, there would be further restrictions concerning their relative locations (see, e.g., the proof of Lemma 4.3). But we conjecture that this does not occur; indeed, we expect that one of the following two possibilities occurs.

* Scenario 1: Almost surely, the null recurrent states are exactly all states with single infinite monotonic domain walls while the set of all other nonconstant states is transient.
* Scenario 2: Almost surely, the null recurrent states are exactly all states with single infinite domain walls that are either completely flat or else have a single step, with unit size, while the set of all other nonconstant states is transient.

## 2 Introduction

The behavior of different kinds of magnetic systems following a deep quench is a central topic in the study of their nonequilibrium dynamics. Physically, a deep quench is when a system that has reached equilibrium at some high temperature $`T_1`$ has its temperature rapidly reduced to a much lower $`T_2`$. In this paper, as in much of the theoretical physics literature, we take $`T_1=\mathrm{}`$ and $`T_2=0`$. Rigorous and nonrigorous results have been obtained on different questions that arise naturally in this context, such as the formation of domains, their subsequent evolution, spatial and temporal scaling properties and related problems (for a review, see ). In particular, in the context of zero-temperature, stochastic Ising models with nearest-neighbor interactions, the question of whether the spin configuration eventually settles down to a final state has been addressed rigorously and answered for a number of different models . A closely related issue is that of persistence, concerning the fraction of sites that have not flipped at all by time $`t`$, and its asymptotic behavior as $`t\mathrm{}`$ .

In this paper, we consider the zero-temperature, stochastic (homogeneous) Ising model $`\sigma ^t`$ on $`𝐙^d`$ with nearest-neighbor ferromagnetic interactions. In dimension one, the model is the same as the $`d=1`$ voter model, which is well understood (see, e.g., Chapter 2 of  or Chapter V of  and references therein). We study in detail the case $`d=2`$, for which it is known that there is not a unique limiting state , and consider questions about the limits along subsequences of time and the nature of clusters of sites of the same sign. The aim of the paper is to give a picture of the system for very long times, showing what kinds of events and states are seen as $`t\mathrm{}`$ and what are instead “forbidden”. These are basically questions of recurrence and transience.

In the remainder of this section, we define the model precisely and discuss some results and open problems about this and related models. The stochastic process $`\sigma ^t=\sigma ^t(\omega )`$ corresponds to the zero-temperature limit of Glauber dynamics for an Ising model with (formal) Hamiltonian

$$=\underset{\stackrel{\{x,y\}}{xy=1}}{}J_{x,y}\sigma _x\sigma _y.$$
(1)
Here the state space is $`𝒮=\{1,+1\}^{𝐙^d}`$, the space of (infinite-volume) spin configurations $`\sigma `$, and $``$ denotes Euclidean length. The initial spin configuration $`\sigma ^0`$ is chosen from a symmetric Bernoulli product measure (denoted $`\mu ^0`$), corresponding physically to a deep quench from infinite temperature. (We note that the case of an asymmetric initial $`\mu ^0`$ has also been studied, both on $`𝐙^d`$  and on other lattices .) The continuous time dynamics is defined by means of independent (rate $`1`$) Poisson processes at each site $`x`$ corresponding to those times (which we think of as “clock rings”) when a spin flip $`(\sigma _x^{t+0}=\sigma _x^{t0})`$ is *considered*. If the change in energy,

$$\mathrm{\Delta }_x(\sigma )=2\underset{y:xy=1}{}J_{x,y}\sigma _x\sigma _y,$$
(2)
is negative (or zero or positive), then the flip is done with probability $`1`$ (or $`1/2`$ or $`0`$). We think of associating a fair coin toss to each clock ring, which we use as a tie-breaker only when $`\mathrm{\Delta }_x(\sigma )=0`$. Let us denote by $`P_{dyn}`$ the probability measure for the dynamics realizations of clock rings and tie-breaking coin tosses and then denote by $`P=\mu ^0\times P_{dyn}`$ the joint probability measure on the space $`\mathrm{\Omega }`$ of the initial configurations $`\sigma ^0`$ and realizations of the dynamics. An element of $`\mathrm{\Omega }`$ will be denoted by $`\omega `$.

The model that we will study in this paper is the homogeneous ferromagnet, where $`J_{x,y}1`$ for all $`\{x,y\}`$. In this model, when the clock at site $`x`$ rings, $`\sigma _x`$ flips with probability $`1/2`$ if it disagrees with exactly $`d`$ neighbors and with probability $`1`$ if it disagrees with more than $`d`$ neighbors; it does not flip if it disagrees with less than $`d`$ neighbors. In the first case, the spin flip leaves the energy unchanged, $`\mathrm{\Delta }_x(\sigma )=0`$, while in the second case the spin flip lowers the energy, $`\mathrm{\Delta }_x(\sigma )<0`$. A very useful result of Nanda, Newman and Stein (see Theorem 3 and the following remark in ) states that the number of energy lowering spin flips at any site is almost surely finite.

Disordered models, in which a realization $`𝒥`$ of the $`J_{x,y}`$’s is chosen from the (independent) product measure of some probability measure $`\nu `$, are also studied in the literature (see, e.g., ) and have different properties, but we will not deal with those models here. For the homogeneous ferromagnet in dimensions $`d=1`$  and $`d=2`$ , $`\sigma ^{\mathrm{}}(\omega )=lim_t\mathrm{}\sigma ^t(\omega )`$ does not exist; indeed, for almost every $`\omega `$ and for every $`x`$, $`\sigma _x^t(\omega )`$ flips infinitely many times. For $`d>2`$, little is known rigorously, but numerical studies  suggest that the same is true up to $`d=4`$, while $`\sigma ^{\mathrm{}}(\omega )`$ might perhaps exist for $`d>4`$.

When the limit does not exist, it is natural to ask what happens to the measure describing the state of the system as $`t\mathrm{}`$. A natural way to approach this question is by looking at the clusters of sites with the same sign and at the domain walls between such clusters. The two descriptions are basically equivalent and we will use both, depending on the type of problem.

It is a direct consequence of a result of Harris  that the distribution $`\mu ^t`$ of $`\sigma ^t`$ satisfies the FKG property for any time $`t`$. In dimension $`d=2`$, we will use this and a result of Gandolfi, Keane and Russo  to show that at any time $`t`$, neither $`+1`$ nor $`1`$ spins percolate; i.e., the clusters are almost surely finite. We will also show, however, that the diameter of the cluster at the origin almost surely diverges as $`t\mathrm{}`$, for any $`d`$. In dimension two, it is a natural conjecture that for large enough times the system will be, with $`P`$-probability close to $`1`$, locally in a $`+1`$ or in a $`1`$ phase or, equivalently, that the density of domain walls tends to zero. In fact, it is expected that the density is of order $`t^{1/2}`$ as $`t\mathrm{}`$ (see, e.g., ). Although we are not able to prove this, Theorem 3 in Section 5 below points in that direction.

If the above conjecture is true, then, by symmetry, it automatically follows that the distribution $`\mu ^t`$ of $`\sigma ^t`$ has the unique limit, as $`t\mathrm{}`$, of $`\frac{1}{2}\delta _{+1}+\frac{1}{2}\delta _1`$, where $`\delta _\eta `$ is the probability measure assigning probability one to the constant ($`\eta `$) spin configuration. But $`\mu ^t`$ is the overall distribution of $`\sigma ^t`$, taking into account that the initial state is random and distributed by the Bernoulli product measure $`\mu ^0`$. If instead, we condition on $`\sigma ^0`$ and consider the conditional distribution $`\mu ^t[\sigma ^0]`$ (for almost every $`\sigma ^0`$), it is unclear whether that should still converge as $`t\mathrm{}`$ to $`\frac{1}{2}\delta _{+1}+\frac{1}{2}\delta _1`$, or rather there should be multiple subsequence limits (presumably all of the form $`\alpha \delta _{+1}+(1\alpha )\delta _1`$) along different $`\sigma ^0`$-dependent subsequences of time. The latter situation would be an example of “Chaotic Time Dependence” (CTD)  (see also ). CTD is known not to occur for the $`d=1`$ version of our model (equivalent to the voter model), but has been proved to occur in a disordered $`d=1`$ voter model .

## 3 Percolation results

In this section we present two propositions about clusters of constant sign. For every $`x𝐙^d`$, let us denote by $`C_x(t)=C_x(\sigma ^t)`$ the *cluster at site $`x`$ at time $`t`$*. $`C_x(t)`$ is defined as the maximal subset of $`𝐙^d`$ satisfying the following properties:

* $`xC_x(t)`$,
* $`C_x(t)`$ is connected (in the sense that if $`y`$ and $`z`$ are both in $`C_x(t)`$, there exists a sequence $`\zeta _i`$, $`i=0,1,2,\mathrm{},n`$, of sites of $`C_x(t)`$ with $`\zeta _{i+1}\zeta _i=1`$ and with $`\zeta _0=y`$ and $`\zeta _n=z`$),
* if $`y,zC_x(t)`$, then $`\sigma _y^t=\sigma _z^t`$.

$`|C_x(t)|`$ will denote the number of sites in $`C_x(t)`$. The origin is denoted by $`o`$ and so $`C_o(t)`$ is the cluster at the origin.

Our first result, and the only one valid for all $`d`$, concerns the growth of $`C_o(t)`$ with time. It remains valid in a very general setting (see Theorem 3 and the following remark in ) and in particular applies to our Markov process when the initial state is chosen according to any translation-invariant measure.

###### Proposition 3.1.

For any $`d`$, the size of the cluster at the origin diverges almost surely as $`t\mathrm{}`$: $`lim_t\mathrm{}|C_o(t)|=\mathrm{}`$.

Proof. We will prove the proposition by contradiction. Suppose that the conclusion is not true; then with positive probability, $`lim\; inf_t\mathrm{}|C_o(t)|<\mathrm{}`$ and so there exist $`M<\mathrm{}`$ and a sequence of times $`\{t_k\}_{k𝐍}`$ with $`t_k\mathrm{}`$ such that $`|C_o(t_k)|<M`$ for $`k=1,2,\mathrm{}`$. Without loss of generality, we may assume that $`t_{k+1}>t_k+1`$. There are only finitely many shapes (lattice animals) that the cluster at the origin can have at times $`t_k`$ when $`|C_o(t_k)|<M`$. For each such lattice animal, there is some ordered finite sequence of clock rings and outcomes of tie-breaking coin tosses inside a fixed finite ball that would cause the cluster to shrink to a single site at the origin which would then have an energy lowering spin flip. It follows that for some $`\delta >0`$ and any $`\sigma 𝒮`$ such that $`|C_o(\sigma )|<M`$,

$$P(\text{ origin flips at time }t(t_k,t_k+1)\text{ with }\mathrm{\Delta }_o<0\sigma ^{t_k}=\sigma )\delta .$$
(3)
By the Markov property of the process and our supposition that the conclusion of the proposition is false, this would imply that the spin at the origin $`\sigma _o`$ flips infinitely many times with $`\mathrm{\Delta }_o<0`$ with positive probability, which contradicts a result of Nanda, Newman and Stein  mentioned in Section 2 of the paper.

We set $`d=2`$ now and for the rest of the paper. Our second result is a direct consequence of a result of Harris  and one of Gandolfi, Keane and Russo .

###### Proposition 3.2.

At any (deterministic) time, there is no percolation of clusters of spins of the same sign: $`P(|C_o(t)|=\mathrm{})=0`$ for all $`t0`$.

Proof. First note that the measure $`\mu ^t`$ describing the state $`\sigma ^t`$ of the system at time $`t`$ is invariant and ergodic under $`𝐙^2`$-translations. This is so because the same is true for both $`\mu ^0`$ and $`P_{dyn}`$ and hence also for $`P`$. Applying a result of Harris , we also have that $`\mu ^t`$ satisfies the FKG property, i.e., increasing functions of the spin variables are positively correlated (this follows from the FKG property of $`\mu ^0`$ and the attractivity of the Markov process). Then it follows from a result of Gandolfi, Keane and Russo  that if percolation of, say, $`+1`$ sites were to occur, all the $`1`$ clusters would have to be finite. Because of the symmetry of the model under a global spin flip, however, percolation of $`+1`$ sites with positive probability implies the same for $`1`$ sites. Then, using the ergodicity of the measure, we would see simultaneous percolation of both signs, thus obtaining a contradiction.

## 4 Preliminary recurrence results

We now introduce the contour representation in the dual lattice $`𝐙_{}^{2}{}_{}{}^{}𝐙^2+(1/2,1/2)`$, following the notation of . A (dual) site in $`𝐙_{}^{2}{}_{}{}^{}`$ may be identified with the plaquette $`p`$ in $`𝐙^2`$ of which it is the center. The edge $`\{x,y\}^{}`$ of $`𝐙_{}^{2}{}_{}{}^{}`$, dual to (i.e., perpendicular bisector of) the edge $`\{x,y\}`$ of $`𝐙^2`$, is said to be *unsatisfied* (with respect to a given spin configuration $`\sigma 𝒮`$) if $`\sigma _x\sigma _y`$ (and *satisfied* otherwise). Denote by $`\mathrm{\Gamma }`$ the set of unsatisfied (dual) edges. Given a finite rectangle $`\mathrm{\Lambda }`$ of $`𝐙^2`$, $`\mathrm{\Lambda }^{}𝐙_{}^{2}{}_{}{}^{}`$ consists of the dual sites corresponding to the plaquettes contained in $`\mathrm{\Lambda }`$. $`\mathrm{\Gamma }(\mathrm{\Lambda }^{})`$ is the set of unsatisfied (dual) edges bisecting the edges connecting sites in $`\mathrm{\Lambda }`$. Note that the outermost edges of $`\mathrm{\Gamma }(\mathrm{\Lambda }^{})`$ have one endpoint just outside of $`\mathrm{\Lambda }^{}`$. A (site self-avoiding) path in $`𝐙_{}^{2}{}_{}{}^{}`$ using only unsatisfied edges will be called a *domain wall*; it is simply a path along the cluster boundaries of $`\sigma `$. If $`\mathrm{\Gamma }(\mathrm{\Lambda }^{})`$ is not empty, it can contain one or more domain walls. Since domain walls are the boundaries between clusters of sites with different sign, they can always be extended to form a closed loop or a doubly infinite path. Every $`\mathrm{\Gamma }(𝐙_{}^{2}{}_{}{}^{})`$ configuration corresponds to two spin configurations related by a global spin flip. The Markov process $`\sigma ^t`$ determines a process $`\mathrm{\Gamma }^t`$, that is easily seen to also be Markovian. The transition associated with a spin flip at $`x𝐙^2`$ is a local “deformation” of the contour $`\mathrm{\Gamma }^t`$ at the (dual) plaquette that contains $`x`$; this deformation interchanges the satisfied and unsatisfied edges of that plaquette. The only transitions with nonzero rates are those where the number of unsatisfied edges starts at $`k=4`$ or $`3`$ or $`2`$ and ends at $`0`$ or $`1`$ or $`2`$, respectively; transitions with $`k=4`$ or $`3`$ (resp. $`2`$) correspond to energy-lowering (resp., zero-energy) flips and have rate $`1`$ (resp. $`1/2`$). We will continue to use the terms flip, energy-lowering, etc. for the transitions of $`\mathrm{\Gamma }^t`$.

We continue with some definitions and lemmas.

###### Definition 4.1.

Let $`Z_t`$ be a continuous-time Markov process with state space $`𝒵`$ and time homogeneous transition probabilities. For $`A`$ a (measurable) subset of $`𝒵`$ we say that $`A`$ *recurs* if $`\{\tau :Z_\tau A\}`$ is unbounded, and we say that $`A`$ is *eventually absent (e-absent)* if it recurs with zero probability. For our stochastic Ising model, the restriction $`\sigma |_\mathrm{\Lambda }`$ of some $`\sigma 𝒮`$ to $`\mathrm{\Lambda }𝐙^2`$ will be called e-absent if $`\{\sigma ^{}𝒮:\sigma ^{}|_\mathrm{\Lambda }=\sigma |_\mathrm{\Lambda }\}`$ is e-absent.

Note that if a contour event $`A`$, specified by $`\mathrm{\Gamma }(\mathrm{\Lambda }^{})`$, is e-absent, then any $`\sigma |_\mathrm{\Lambda }`$ consistent with $`A`$ is also e-absent. Note further that our definition in Section 1 for recurrence of $`\sigma 𝒮`$ is that for every finite $`\mathrm{\Lambda }`$, the restriction $`\sigma |_\mathrm{\Lambda }`$ recurs. Thus almost sure transience is implied by, but not equivalent to e-absence of $`\sigma |_\mathrm{\Lambda }`$ for all large $`\mathrm{\Lambda }`$ since, a priori, it could be that $`\sigma |_\mathrm{\Lambda }`$ recurs with nonzero probability, tending to zero as $`\mathrm{\Lambda }𝐙^2`$.

By $`Q_L`$ we denote the square of size $`2L+1`$ centered at the origin, that is the set of all $`x=(x_1,x_2)𝐙^2`$ such that $`x_i\{L,\mathrm{},L\}`$. ($`Q_L(x)`$ will be used later to denote the square of size $`2L+1`$ centered at $`x`$; i.e., $`Q_L(x)=Q_L+x`$).

###### Lemma 4.1.

If $`A`$ is e-absent, then $`P(Z_tA)0`$ as $`t\mathrm{}`$. In particular, if we denote by $`S_L`$ the set of $`\sigma 𝒮`$ such that $`\sigma |_{Q_L}`$ is e-absent, then

$$\underset{t\mathrm{}}{lim}P(\sigma ^tS_L)=0.$$
(4)
Proof. Suppose the lemma were false. Then there would exist $`\delta >0`$ and a sequence of times $`t_k\mathrm{}`$ such that for all $`k`$, $`P(Z_{t_k}A)>\delta `$. But then it would follow that

$$P(Z_t\text{ recurs })>\delta ,$$
(5)
contradicting the e-absence of $`A`$, as a consequence of the standard fact that

$$P(B_k)>\epsilon \text{ for all }k𝐍\text{ implies }P(B_k\text{ occurs infinitely often })>\epsilon .$$
(6)
The following lemma is essentially the same as Lemma 8 of  (where a more detailed proof may be found). We say that a domain wall in $`𝐙_{}^{2}{}_{}{}^{}`$ is *monotonic* if, for one of the two directed path versions of the domain wall, either every move is to the North or East or else every move is to the South or East.

###### Lemma 4.2.

The event $`\{\mathrm{\Gamma }^t(Q_L^{})\text{ contains a non-monotonic domain wall}\}`$ is e-absent.

Proof. A non-monotonic domain wall in $`\mathrm{\Gamma }(Q_L^{})`$ can always be modified through local deformations (corresponding to appropriate spin flips of sites in $`Q_L`$) to give a contour configuration $`\mathrm{\Gamma }^{}(Q_L^{})`$ with three (or four) domain wall edges surrounding some plaquette of $`Q_L^{}`$. The corresponding spin configurations then have a site that disagrees with three (or four) neighbors, which can undergo an energy-lowering spin flip. As in the proof of Proposition 3.1, the existence of such local deformations (or sequence of spin flips) means that there is a bounded away from zero probability (corresponding to an appropriate sequence of clock rings and tie-breaking coin tosses) of an energy-lowering spin flip during the next unit time interval. If the claim were not true, then the event that $`\mathrm{\Gamma }(Q_L^{})`$ contains a non-monotonic domain wall would recur and there would be a nonzero probability of infinitely many energy lowering spin flips in $`Q_L`$, which would contradict an already mentioned theorem of Nanda, Newman and Stein .

The next lemma provides a geometric upper bound which is one of the key technical results of this paper. In particular, it will be used in the proof of Theorem 1 below. Before we can state the lemma, we need a definition. For a given $`\sigma 𝒮`$, let $`M_L(\sigma )`$ denote the total number of corners in $`\mathrm{\Gamma }(Q_L^{})`$, i.e., pairs of perpendicular edges that meet at a site in $`Q_L^{}`$. $`S_L^c`$, the complement of $`S_L`$, is the set of $`\sigma `$’s such that $`\sigma |_{Q_L}`$ is not e-absent.

###### Lemma 4.3.

For $`\sigma S_L^c`$, the number $`M_L(\sigma )`$ of corners is bounded by

$$\underset{\sigma S_L^c}{\mathrm{max}}M_L(\sigma )4(2L+1).$$
(7)
Proof. By Lemma 4.2, any $`\mathrm{\Gamma }(Q_L^{})`$ that is not e-absent may be partitioned into edge-disjoint monotonic domain walls, $`\gamma _1,\mathrm{},\gamma _m`$, whose endpoints are just outside of $`Q_L^{}`$. Let us denote by $`M(\gamma _i)`$ the number of corners in $`\gamma _i`$. Clearly, if $`m=1`$, then $`M_L=M(\gamma _1)2(2L+1)`$. When $`m>1`$, we need to consider the geometric constraints on the $`\gamma _i`$’s required for $`\sigma S_L^c`$. First, there are the special $`m=2`$ cases where $`\mathrm{\Gamma }(Q_L^{})`$ is a “cross,” i.e., the union of one flat horizontal and one flat vertical domain wall; here $`M_L=44(2L+1)`$. We claim that in all remaining cases, the $`\gamma _i`$’s are site-disjoint and in fact, their spanning rectangles $`R(\gamma _i)`$, defined so that two of the vertices of $`R(\gamma _i)`$ are the endpoints of $`\gamma _i`$, must also be site-disjoint.

Note that, depending on whether $`\gamma _i`$ connects two opposite or two adjacent sides of the boundary of $`Q_L^{}`$, the rectangle $`R(\gamma _i)`$ can be classified as either vertical or horizontal or as one of four corner-types. The reason the $`R(\gamma _i)`$’s must be site-disjoint (except in a cross configuration) is that otherwise there would exist a sequence of spin flips (corresponding to a sequence of clock-rings and tie-breaking coin tosses) in $`Q_L`$ that would deform $`\mathrm{\Gamma }(Q_L^{})`$ into a contour configuration with a non-monotonic domain wall (see Figure 1 and Lemmas 9 and 10(i) of ). As in the proof of Lemma 4.2, this shows that intersecting $`R(\gamma _i)`$’s must be e-absent.

When the $`\gamma _i`$’s are site-disjoint, $`M_L=_iM(\gamma _i)`$, and if $`R(\gamma _i)`$ has sides of length $`l_1^i`$ and $`l_2^i`$, then $`M(\gamma _i)2\mathrm{min}(l_1^i,l_2^i)`$. Now it is easily seen that the sum of the shorter sides of these non-overlapping $`R(\gamma _i)`$’s is bounded by twice the linear dimension of $`Q_L`$ (i.e. $`2(2L+1)`$), yielding $`M_L4(2L+1)`$ as claimed; indeed the worst case is when $`m=4`$ and each $`\gamma _i`$ is of corner-type, with the $`R(\gamma _i)`$’s almost overlapping.

One of the main results of the paper, Theorem 2 below, concerns the probability that, for large $`t`$, $`\sigma ^t`$ is locally in an absorbing state. As noted in Section 1, the absorbing states are constant either on infinite horizontal lines or infinite vertical lines. The next result of this section is a more technical theorem about the density of domain wall corners, from which Theorem 2 follows easily. For $`t0`$, and $`x^{}𝐙_{}^{2}{}_{}{}^{}`$, we define $`F_x^{}(t)`$ to be the event that there is a corner in $`\mathrm{\Gamma }^t(𝐙_{}^{2}{}_{}{}^{})`$ with vertex $`x^{}`$.

###### Theorem 1.

For any $`x^{}𝐙_{}^{2}{}_{}{}^{}`$, $`lim_t\mathrm{}P(F_x^{}(t))=0`$.

Proof. If $`F_x^{}(t)`$ occurs, then there is at least one (and at most four) corners at $`x^{}`$. Thus $`\stackrel{~}{M}_L(\sigma ^t)`$, the number of $`x^{}`$’s in $`Q_L^{}`$ such that $`F_x^{}(t)`$ occurs, is bounded by the number $`M_L(\sigma ^t)`$ of corners, and so by translation invariance and elementary arguments,

$`P(F_x^{}(t))`$ $`=`$ $`E(1_{F_x^{}(t)})={\displaystyle \frac{1}{(2L)^2}}E(\stackrel{~}{M}_L(\sigma ^t))`$ (8)
$`=`$ $`{\displaystyle \frac{1}{(2L)^2}}\left[P(\sigma ^tS_L)E(\stackrel{~}{M}_L(\sigma ^t)|\sigma ^tS_L)+P(\sigma ^tS_L^c)E(\stackrel{~}{M}_L(\sigma ^t)|\sigma ^tS_L^c)\right]`$
$``$ $`{\displaystyle \frac{1}{(2L)^2}}\left[P(\sigma ^tS_L)(2L)^2+E(M_L(\sigma ^t)|\sigma ^tS_L^c)\right]`$
$``$ $`P(\sigma ^tS_L)+{\displaystyle \frac{1}{(2L)^2}}\underset{\sigma S_L^c}{\mathrm{max}}M_L(\sigma ).`$
The proof is completed by using Lemmas 4.1 and 4.3 to observe that the two terms in the final expression can be made small by appropriate choice of large $`L`$ and $`t`$.

## 5 Main recurrence results

Let us now define two sets of states that play an important role in recurrence:

$$𝒞=\{\sigma 𝒮:\sigma 1\text{ or }\sigma 1\},$$
(9)
the set of constant spin configurations, and

$$𝒜=\{\text{ absorbing states }\},$$
(10)
consisting of the two constant spin configurations in $`𝒞`$ together with all spin configurations corresponding to contour configurations that are unions of doubly infinite flat domain walls (either all horizontal or all vertical) separated by at least two lattice spacings. These are the only absorbing states in $`d=2`$, since only for these does every spin agree with a strict majority of its neighbors.

We also introduce the set of all spin configurations $`\stackrel{~}{\sigma }`$ that agree with a given subset of $`𝒮`$ inside the square $`Q_L`$: for $`𝒰𝒮`$, define

$$𝒰_L=\{\stackrel{~}{\sigma }𝒮:\sigma 𝒰\text{ with }\sigma |_{Q_L}=\stackrel{~}{\sigma }|_{Q_L}\}.$$
(11)
The next theorem states that $`\sigma ^t`$, in any finite region, for large enough $`t`$, agrees with some absorbing state with probability arbitrarily close to $`1`$. It is straightforward to see that this is equivalent to saying that the rate of flips at the origin goes to zero in probability as $`t\mathrm{}`$.

###### Theorem 2.

For all $`L𝐍`$, $`lim_t\mathrm{}P(\sigma ^t𝒜_L)=1.`$

Proof.  We will prove the theorem by contradiction. If the claim is not true, there exist $`L>0`$, $`\delta >0`$ and a sequence $`t_k`$ with $`t_k\mathrm{}`$ such that for all $`k`$, $`P(\sigma ^{t_k}𝒜_L)>\delta `$. Now, the event $`\{\sigma ^t𝒜_L\}`$ corresponds to either having

* at least one non-flat domain wall inside $`Q_L`$, or else
* two flat domain walls at distance one apart.

The first case corresponds to having at least one site $`x^{}Q_L^{}`$ for which the event $`F_x^{}(t)`$, that there is a corner at $`x^{}`$, occurs. The second case corresponds to a configuration that can become non-monotonic with one flip and is therefore e-absent. Thus

$$P(\sigma ^t𝒜_L)\underset{x^{}Q_L^{}}{}P(F_x^{}(t))+P(\sigma ^tS_L),$$
(12)
and the right-hand side goes to zero as $`t\mathrm{}`$ by Theorem 1 and Lemma 4.1. This completes the proof.

The next theorem, combined with the first part of Theorem 4, shows that each of the two constant states is positive recurrent in the sense of Section 1.

###### Theorem 3.

Let $`C_L^+(t)`$ (resp., $`C_L^{}(t)`$) denote the event that $`\sigma ^t`$ is constant and equal to $`+1`$ (resp., to $`1`$) on the square $`Q_L`$. Then for any $`L<\mathrm{}`$,

$$\underset{t\mathrm{}}{lim\; inf}P(C_L^+(t))=\underset{t\mathrm{}}{lim\; inf}P(C_L^{}(t))\mathrm{\hspace{0.17em}1}/4.$$
(13)
Proof. We introduce the following events that, like $`C_L^+(t)`$, are increasing in the FKG sense:

$`V_L^+(t)`$ $`=`$ $`\{\omega :\sigma ^t|_{Q_L}(\omega )\text{ has a vertical line of }2L+1\text{ sites that are }+1\},`$ (14)
$`H_L^+(t)`$ $`=`$ $`\{\omega :\sigma ^t|_{Q_L}(\omega )\text{ has a horizontal line of }2L+1\text{ sites that are }+1\}.`$ (15)
Note that $`C_L^+(t)V_L^+(t),H_L^+(t)`$. We also define the corresponding events with $`+`$ replaced by $``$. With these definitions, we have

$$V_L^+(t)H_L^+(t)C_L^+(t)\{\sigma ^t𝒜_L\}$$
(16)
and therefore

$$P(V_L^+(t)H_L^+(t))P(C_L^+(t))+P(\sigma ^t𝒜_L).$$
(17)
Using the fact that $`V_L^+(t)`$ and $`H_L^+(t)`$ are increasing events and the FKG property of the distribution of $`\sigma ^t`$ (see the proof of Proposition 3.2), we get

$$P(C_L^+(t))P(V_L^+(t))P(H_L^+(t))P(\sigma ^t𝒜_L).$$
(18)
Because of the “striped” nature of the absorbing states,

$$P(\sigma ^t𝒜_L)=P(\{\sigma ^t𝒜_L\}H_L^+(t))+P(\{\sigma ^t𝒜_L\}V_L^{}(t)).$$
(19)
By the symmetries of the model, the two terms in the right hand side of (19) are equal and therefore

$$P(\sigma ^t𝒜_L)=2P(\{\sigma ^t𝒜_L\}H_L^+(t)).$$
(20)
Thus

$`P(H_L^+(t))`$ $`=`$ $`P(\{\sigma ^t𝒜_L\}H_L^+(t))+P(\{\sigma ^t𝒜_L\}^cH_L^+(t))`$ (21)
$`=`$ $`{\displaystyle \frac{1}{2}}P(\sigma ^t𝒜_L)+P(\{\sigma ^t𝒜_L\}^cH_L^+(t)).`$ (22)
Applying Theorem 2 and symmetry, we obtain

$$\underset{t\mathrm{}}{lim}P(V_L^+(t))=\underset{t\mathrm{}}{lim}P(H_L^+(t))=1/2.$$
(23)
Taking the $`lim\; inf`$ of both sides of (18) and using Theorem 2 once more, we have

$$\underset{t\mathrm{}}{lim\; inf}P(C_L^+(t))\underset{t\mathrm{}}{lim}P(V_L^+(t))P(H_L^+(t))=1/4.$$
(24)
###### Remark 5.1.

A natural conjecture is that the system is in a constant ($`+1`$ or $`1`$) state with probability approaching $`1`$ as $`t\mathrm{}`$, i.e., for all $`L`$,

$$\underset{t\mathrm{}}{lim}P(\sigma ^t𝒞_L)=1.$$
(25)
This is equivalent to the conjecture for our $`d=2`$ process that *clustering* occurs:

$$P(\sigma _x^t\sigma _y^t)0\text{ as }t\mathrm{}\text{ for any }x,y𝐙^2.$$
(26)
In $`d=1`$, our process is the same as the one-dimensional voter model, for which clustering is known to occur  (see also, e.g., ).

The next result is a corollary of Theorem 3. Recall that $`R_{}(t)`$ denotes the Euclidean distance from the origin to the closest site in its cluster that is next to the cluster boundary. More precisely, given a subset $`\mathrm{\Lambda }`$ of $`𝐙^2`$ and $`x𝐙^2`$, define the distance $`d(\mathrm{\Lambda },x)=inf_{y\mathrm{\Lambda }}xy`$. The inner boundary of $`\mathrm{\Lambda }`$ is $`\mathrm{\Lambda }=\{x\mathrm{\Lambda }:y\mathrm{\Lambda }\text{ with }xy=1\}`$. Then $`R_{}(t)=d(C_o(t),o)`$.

###### Corollary 5.1.

$`lim\; sup_t\mathrm{}R_{}(t)=\mathrm{}`$ almost surely.

Proof. Define the event

$$A_L=\{\underset{t\mathrm{}}{lim\; sup}R_{}(t)L\}.$$
(27)
By Theorem 3 and (6) (applied for fixed $`L`$ to the events $`\{\sigma ^t𝒞_L\}`$ for a sequence of times), we have $`P(A_L)1/2`$ for every $`L`$. Then, letting $`L\mathrm{}`$, we have

$$P(\underset{t\mathrm{}}{lim\; sup}R_{}(t)=\mathrm{})\mathrm{\hspace{0.17em}1}/2.$$
(28)
It is easy to see that the event $`A_{\mathrm{}}`$ in (28) occurs if and only if its translation, i.e., the event that $`lim\; sup_t\mathrm{}d(C_x(t),x)=\mathrm{}`$, occurs. Thus $`A_{\mathrm{}}`$ is translation-invariant and by the translation-ergodicity of $`P`$, (28) implies that $`P(A_{\mathrm{}})=1`$, as desired.

As mentioned before, in dimension two, the state $`\sigma ^t`$ does not have a unique limit as $`t\mathrm{}`$ ; thus we are interested in the limits along subsequences of $`t`$. Let us introduce the ($`\omega `$-dependent) set of all limiting states,

$$𝒲=𝒲(\omega )=\{\stackrel{~}{\sigma }𝒮:t_k\mathrm{}\text{ so that }\sigma _x^{t_k}\stackrel{~}{\sigma }_xx𝐙^2\}.$$
(29)
The following theorem concerns such subsequence limits. The first statement of the theorem means that there exists an $`\omega `$-dependent sequence $`t_k^{}\mathrm{}`$ so that $`\sigma _o^{t_k^{}}=(1)^k`$ and $`C_o(t_k)Q_k`$.

###### Theorem 4.

$`𝒲𝒞`$ almost surely. Moreover, $`𝒲`$ contains a non-constant absorbing state with a flat domain wall passing next to the origin, almost surely.

Proof.  The proof that the constant $`+1`$ (resp., $`1`$) state is in $`𝒲`$ is essentially the same as the proof of Corollary 5.1, but with the event $`A_L`$ replaced by the event that $`C_L^+(t)`$ (resp., $`C_L^{}(t)`$) occurs for an unbounded set of $`t`$’s.

To prove the second part of the theorem, we consider the square $`Q_L`$ (with L even, for a reason to be seen later) and use the fact  that $`\sigma _o^t`$ flips infinitely many times almost surely. We restrict attention to times $`t`$ greater than $`T_L`$, the almost surely finite time after which $`\mathrm{\Gamma }^t(Q_L^{})`$ is not e-absent and hence satisfies various geometric constraints, including those discussed in the proof of Lemma 4.3.

There will almost surely be a sequence $`t_k\mathrm{}`$, of times (either just before or just after the flips of the origin) when there is a (monotonic) domain wall $`\gamma `$, whose endpoints are just outside $`Q_L^{}`$, passing next to the origin and containing the origin in its spanning rectangle $`R(\gamma )`$. There are two possibilities: (1) $`\gamma `$ connects two opposite sides of the boundary of $`Q_L^{}`$, or (2) two adjacent sides.

Let $`B_L^1`$ (resp., $`B_L^2`$) denote the event that (1) (resp., (2)) occurs for an unbounded set of $`t`$’s. Then $`P(B_L^1)+P(B_L^2)1`$ and so $`lim\; inf_L\mathrm{}P(B_L^i)>0`$ either for $`i=1`$ (we call this case 1) or $`i=2`$ (case 2) or both. The $`\gamma `$ of (1) may be either horizontal or vertical, so we express $`B_L^1`$ as the (not necessarily disjoint) union of events $`B_L^{1,h}`$ and $`B_L^{1,v}`$ according to whether a horizontal or a vertical $`\gamma `$ recurs. By symmetry, these two events have equal probability, so that in case 1, there is a subsequence $`L_j\mathrm{}`$ such that $`P(B_{L_j}^{1,h})>\delta >0`$ for all $`j`$.

Consider a time $`t>T_{L_j}`$ when such a horizontal $`\gamma `$ is present. By the monotonicity and other geometric restrictions on the domain walls that follow because $`\mathrm{\Gamma }^t(Q_L^{})`$ is not e-absent, it follows that there is a sequence of spin flips (with a bounded away from zero probability of occurring in the next unit time interval) that will deform such a $`\mathrm{\Gamma }^t(Q_L^{})`$ into one where there is a horizontal flat domain wall $`\gamma ^{}`$ just under the origin and further such that $`\sigma ^t𝒜_L`$ (i.e., inside $`Q_L`$, $`\sigma ^t`$ agrees with an absorbing state). Thus the event $`\stackrel{~}{A}_{L_j}^h`$, that $`\sigma ^t𝒜_L`$ with a horizontal flat domain wall just under the origin for an unbounded set of $`t`$’s, has $`P(\stackrel{~}{A}_{L_j}^h)P(B_{L_j}^{1,h})>\delta >0`$ for all $`j`$.

Proceeding as in the proof of Corollary 5.1 (but using ergodicity only with respect to translations in the first coordinate), we conclude that $`P(\stackrel{~}{A}_L^h\text{ occurs for all }L)=\mathrm{\hspace{0.17em}1}`$, which, together with standard compactness arguments, completes the proof for case 1.

Case 2 is similar, but with an extra ingredient. Here we express $`B_L^2`$ as the union of $`B_L^{2,NE}`$, where $`\gamma `$ connects the North and East sides of the boundary of $`Q_L^{}`$, and the three other directional possibilities. For a Northeast $`\gamma `$, we use spin flips to deform $`\mathrm{\Gamma }^t(Q_L^{})`$ to a $`\mathrm{\Gamma }^{}`$ containing a contour that is horizontal and flat from the origin to the Eastern side of $`Q_L^{}`$, and such that inside the smaller square $`Q_{L/2}(L/2,0)`$, centered at $`(L/2,0)`$, $`\mathrm{\Gamma }^{}`$ agrees with an absorbing state. By translating $`(L/2,0)`$ to the origin and using translation invariance, we have in case 2 for some subsequence $`L_j^{}`$ that $`P(\stackrel{~}{A}_{L_j^{}/2}^h)P(B_{L_j^{}}^{2,NE})>\delta ^{}>0`$ for all $`j`$. The remainder of the proof is as in case 1.

###### Remark 5.2.

We note that $`𝒲`$ is almost surely strictly larger than $`𝒜`$. Otherwise, it could not be the case that almost surely every site flips infinitely many times. Indeed, by arguments similar to those used for Theorem 4, there almost surely must be recurrent states that have a domain wall passing by the origin that is flat except for a single step right by (or any fixed distance away from) the origin. There are of course also many states that are almost surely transient, such as ones with non-monotonic domain walls or more generally ones that, restricted to some $`Q_L`$, do not satisfy the geometric conditions, such as those in the proof of Lemma 4.3, that prevent non-monotonic domain walls from forming.

###### Remark 5.3.

The proof of Theorem 4 makes it clear that $`𝒲`$ must almost surely contain non-constant absorbing states both with horizontal and with vertical flat domain walls. Similarly, the single step domain walls mentioned in the previous remark will be both horizontal and vertical (and with the steps at all possible distances from the origin). It is a natural conjecture, discussed in Section 1, that almost surely all recurrent states, besides the two constant states, have only a single (monotonic) doubly-infinite domain wall. Two possibilities as to the exact class of recurrent states are discussed at the end of Section 1. We have not been able to show that almost surely some state with a single doubly-infinite domain wall is in fact recurrent. However, by using arguments like those in the proof of Theorem 4, one can show that there are almost surely recurrent (absorbing) states with a flat domain wall next to the origin and no other domain walls in a half-space.

Acknowledgments. The research reported here was supported in part by the U.S. NSF under grants DMS-98-02310 (F.C.) and DMS-98-03267 (C.M.N.) and by the Italian CNR (E.D.S.). E.D.S. thanks the Courant Institute for its kind hospitality.


text:
# Boundary of the Set of Separable States

## I INTRODUCTION

Entanglement and nonlocality are some of the most emblematic concepts embodied in quantum mechanics. Recent developments in quantum computation and quantum information (e.g. ) evoke interest in the properties of quantum entanglement.

Now we have known that a state of a composite quantum system is called entangled (or inseparable) if it cannot be represented as a convex combination of tensor products of its subsystem states. In the case of pure states, one has obtained a complete understanding, that is, a pure state is entangled if and only if it violates Bell’s inequality. But the case for mixed states is much more complicated (e.g.). Besides the above definition of entangled state, another qualitative criterion proposed by Peres is more practicable to determine whether a given state is inseparable, although it is sufficient and necessary only for sone simple quantum system, such as $`2\times 2`$ and $`2\times 3`$ systems. On the other hand, one is more interested in the quantitative measure of entangled states. Various entanglement measure has been proposed. For example, for two-party system, there are following kinds of measure: the entanglement of formation, the relative entropy of entanglement, and the robustness of entanglement, etc.

Consider the relative entropy associated with entangled state $`\rho _e`$ of two-qubit system. In order to obtain the relative entropy of entanglement of $`\rho _e`$, the crucial point is to find a separable state $`\rho _s`$ such that minimizes the relative entropy $`S\left(\rho _e\rho _s\right)`$ defined as

$$S\left(\rho _e\rho _s\right)=tr\left\{\rho _e\mathrm{ln}\frac{\rho _e}{\rho _s}\right\}.$$
(1)
In general case, to find $`\rho _s`$ is a laborious work.

Then recall the robustness of entanglement. It is said that given an entangled state $`\rho _e`$ and a separable state $`\rho _s`$ there always exists a minimal real $`s0`$ for which

$$\rho \left(s\right)=\frac{1}{1+s}\left(\rho _e+s\rho _s\right)$$
(2)
is separable. Such minimal $`s`$, denoted by $`R\left(\rho _e\rho _s\right)`$, is called robustness of $`\rho _e`$ relative to $`\rho _s`$. Then the entanglement embodied in $`\rho _e`$ can be measured by the absolute robustness of $`\rho _e`$, which is obtained by means of finding a separable state $`\rho _s^{}`$ such that $`R\left(\rho _e\rho _s^{}\right)`$ is minimal. We can see that both in relative entropy and in robustness, finding a specific separable state is of essence.

Additionally, let’s consider another useful tool to study entanglement, i.e., Lewenstein-Sanpera (L-S) decomposition. Lewenstein et.al. have shown that any state of two-qubit system can be decomposed as

$$\rho =\lambda \rho _s+\left(1\lambda \right)P_e,\lambda \left[0.1\right],$$
(3)
where $`\rho _s`$is a separable state, and $`P_e`$ denotes a single pure entangled projector $`(P_e=|\mathrm{\Psi }_e\mathrm{\Psi }_e|)`$, that is, $`P_e`$ represents a pure entangled state. It is known that there are many different L-S decomposition with varying values of $`\lambda `$ and various $`P_e`$’s. Among them is the unique optimal decomposition, the one with the largest $`\lambda `$ value in Eq. (3),

$$\rho =S\rho _s^{(opt)}+(1S)P_e^{(opt)},$$
(4)
where

$`S=\mathrm{max}\left\{\lambda \right\}`$

is the degree of separability possessed by $`\rho `$. In other words, the entanglement possessed by $`\rho `$ can be represented as $`\left(1S\right)E\left(\mathrm{\Psi }_e\right)`$, where $`E\left(\mathrm{\Psi }_e\right)`$ is the entanglement of its pure state expressed in terms of the von Neumann entropy of the reduced density matrix of either of its subsystems:

$$E\left(\mathrm{\Psi }_e\right)=tr\left(\rho _A\mathrm{log}\rho _A\right)=tr\left(\rho _B\mathrm{log}\rho _B\right).$$
(5)
Here again, in the sense of maximizing or minimizing some quality, a specific separable state $`\rho _s^{(opt)}`$ appears.

From the above consideration, we show that there are some specific separable states playing an important role in determining the entanglement measure. Then it is meaningful to determine the properties of these separable states. A fact provokes our attention. That is, at least for two-qubit system the set of separable states, denoted by $`𝒮`$, is compact and convex. Then boundary of $`𝒮`$ does exist. We argue in this paper that these special separable states mentioned above are on the boundary of $`𝒮`$. In the following, we give the criterion to determine whether a separable state is on the boundary. Taking this into account, we present more clear interpretations on some concepts concerning quantum entanglement.

## II BOUNDARY OF $`𝒮`$

In this paper, we focus on the two-qubit quantum system. The states can be represented in the Hilbert space $`^2^2`$. So we also call it 2$`\times `$2 quantum system. We know that all $`4\times 4`$ Hermitian matrices span a 16-dimensional real Hilbert space, denoted by $``$. All density matrices of states forms a subset of $``$. We choose Hilber-Schimdt metric, that is, for $`A`$, the norm is defined as $`A=\left[tr\left(A^+A\right)\right]^{\frac{1}{2}}=\left[tr\left(A^2\right)\right]^{\frac{1}{2}}`$, and for $`A,B`$, the distance of $`A`$ and $`B`$ is

$$AB=\left[tr\left(AB\right)^2\right]^{\frac{1}{2}}.$$
(6)
For two-qubit system,a given state $`\rho `$ is separable, i.e. $`\rho 𝒮`$, if and only if the partial transposition of $`\rho `$ ,denoted by $`\rho ^{T_b}`$ or $`\rho ^{T_a}`$ $`(\rho ^{T_b}=(\rho ^{T_a})^{})`$, is also positive, or equivalently, the partial time-reversal of $`\rho `$, denoted by $`\stackrel{~}{\rho }`$, is positive. Consider an arbitrary separable state $`\rho _s𝒮`$. Mixing it with the maximal separable state $`\rho _0=\frac{1}{4}I_{4\times 4}`$, we have

$$\rho _\epsilon =\left(1\epsilon \right)\rho _0+\epsilon \rho _s,\epsilon [0,1].$$
(7)
Obviously, $`\rho _\epsilon 𝒮`$ for each $`\epsilon `$. In the geometrical view, $`\rho _\epsilon `$ is on the line segment connecting $`\rho _s`$ and $`\rho _0`$, Then consider another form of mixture of $`\rho _s`$ and $`\rho _0`$,

$$\rho _\epsilon ^{^{}}=\left(1\epsilon ^{}\right)\rho _0+\epsilon ^{}\rho _s\epsilon ^{}>1.$$
(8)
At this time, $`\rho _\epsilon ^{}`$ is on the extension line from $`\rho _0`$ to $`\rho _s`$. From the theorems in , we know that $`\rho _\epsilon ^{}`$ can be in the interior of $`𝒮`$, on the boundary of $`𝒮`$, or outside of $`𝒮`$. That depends on the values of $`\epsilon ^{}`$. So for sufficiently large $`\epsilon ^{}>1`$, $`\rho _\epsilon ^{}`$ may be outside of $`𝒮`$.

Let us now obtain our main result, which refer to the boundary of $`𝒮`$.

THEOREM For a given separable state $`\rho _b𝒮`$, if and only if either of the following conditions is satisfied, $`\rho _b`$ is on the boundary of $`𝒮`$ ,

$`\left(i\right)`$ there exists at least one vanishing eigenvalue for $`\rho _b`$;

$`\left(ii\right)`$ there exists at least one vanishing eigenvalues for $`\stackrel{~}{\rho }_b`$.

or in the other words, the rank of $`\rho _b`$ or $`\stackrel{~}{\rho }_b`$ is no larger than 3.

Proof  Note that $`𝒮`$ and $`𝒮`$ is compact and convex and that $`\rho _0`$ is in the interior of $`𝒮`$. If $`\rho _b`$ is on the boundary of $`𝒮`$, let us consider the mixture with form of Eq.(8), that is,

$$\rho _\delta =(1\delta )\rho _0+\delta \rho _b,\delta >1.$$
(9)
From , we know that such $`\rho _\delta `$ does not belong to $`𝒮`$. Therefore, for a given $`\delta >1`$, there are two possibilities for $`\rho _\delta `$ . That is, either $`\rho _\delta `$ is positive and thus represents an entangled state, or $`\rho _\delta `$ is non-positive and does not represent any physical state. In the former case, any point on the line segment from $`\rho _0`$ to $`\rho _\delta `$ represents a real physical state, and particularly, all the points (except $`\rho _b`$) on the line segment from $`\rho _b`$ to $`\rho _\delta `$ are entangled states. Let $`\delta 1`$, then $`\rho _\delta \rho _b`$. Correspondingly $`\stackrel{~}{\rho }_\delta \stackrel{~}{\rho }_b`$. Under this condition, the distance between $`\rho _b`$ and $`\rho _\delta `$ can be arbitrarily small. Note that both $`\rho _b`$ and $`\stackrel{~}{\rho }_b`$ are clearly positive and that $`\rho _\delta `$ is also positive. But $`\stackrel{~}{\rho }_\delta `$ is non-positive. So by connectivity of the space and continuity of $`\delta `$ we conclude that $`\stackrel{~}{\rho }_b`$ must have vanishing eigenvalue. For the other case in which $`\rho _\delta `$ is non-positive and does not represent real state, similar analysis shows that $`\rho _b`$ has at least one vanishing eigenvalue.

To prove the reverse. We first consider a separable state $`\rho _s`$ the eigenvalues of which can be denoted by $`\lambda _1\lambda _2\lambda _3\lambda _4=0`$, that is, $`\rho _s`$ has at least one vanishing eigenvalue. We assume that $`\rho _s`$ is in the interior of $`𝒮`$. Due to the compactness and convexity of $`𝒮`$ and with the help of , we know that there always exists a $`\epsilon ^{}>1`$ such that the mixture $`\rho _\epsilon ^{}`$ in the form $`\rho _\epsilon ^{}=(1\epsilon ^{})\rho _0+\epsilon ^{}\rho _b(\epsilon ^{}>1)`$ is also in the interior of $`𝒮`$. The eigenvalues of $`\rho _\epsilon ^{}`$, denoted by $`\lambda _i^{}`$, can be easily calculated, that is,

$$\lambda _i^{}=\epsilon ^{}\lambda _i+\frac{1\epsilon ^{}}{4},\left(i=1,\mathrm{},4\right).$$
(10)
Obviously, for $`\lambda _4=0`$, we have $`\lambda _4^{}=\frac{1\epsilon ^{}}{4}<0`$. Then $`\rho _\epsilon ^{}`$ is non-positive and can not belong to $`𝒮`$. This result contradicts with the assumption made above. Hence $`\rho _s`$ can not be in the interior and can only be on the boundary of $`𝒮`$, i.e. $`\rho _s=\rho _b`$. On the other hand, let’s consider a separable state $`\rho _s`$ such that $`\stackrel{~}{\rho }_s`$ has one vanishing eigenvalue, i.e. $`\stackrel{~}{\lambda }_1\stackrel{~}{\lambda }_2\stackrel{~}{\lambda }_3>\stackrel{~}{\lambda }_4=0`$. Also assume that $`\rho _s`$ is in the interior of $`𝒮`$. Then $`\rho _\epsilon ^{}`$ is the interior point of $`𝒮`$ for some $`\epsilon ^{}>1`$. So $`\stackrel{~}{\rho }_\epsilon ^{}`$ is necessarily positive. Denote the eigenvalues of $`\stackrel{~}{\rho }_\epsilon ^{}`$ by $`\stackrel{~}{\lambda }_i^{},i=1,\mathrm{}4`$. Similar analysis will demonstrate that one of the eigenvalues of $`\stackrel{~}{\rho }_\epsilon ^{}`$, which is actually $`\stackrel{~}{\lambda }_4`$, is negative. It is contrary to the assumption. So $`\rho _s=\rho _b`$.

## III DISCUSSION

Having obtained the description of the boundary of $`𝒮`$, we now return to think about some concepts of quantum entanglement.

### A Relative Entropy of Entanglement

In , Vedrel et.al. propose the concept of relative entropy of entanglement and give the numberical results for some examples of two-qubit entangled states. For instance, given entangled state $`\rho _e`$ as

$$\rho _e=\lambda |\mathrm{\Phi }^+\mathrm{\Phi }^+\left|+\left(1\lambda \right)\right|0101|,\lambda (0,1),$$
(11)
where $`|\mathrm{\Phi }^+=\frac{1}{\sqrt{2}}\left(|00+|11\right)`$. The separable state which minimize the relative entropy $`S\left(\rho _e\rho _s\right)`$ (cf. Eq.(1)) is said to be

$`\rho _s`$ $`=`$ $`{\displaystyle \frac{\lambda }{2}}(1{\displaystyle \frac{\lambda }{2}})|0000|+{\displaystyle \frac{\lambda }{2}}(1{\displaystyle \frac{\lambda }{2}})\left(\right|0011|+H.C.)`$ (13)
$`+\left(1{\displaystyle \frac{\lambda }{2}}\right)^2|0101\left|+{\displaystyle \frac{\lambda ^2}{4}}\right|1010\left|+{\displaystyle \frac{\lambda }{2}}\left(1{\displaystyle \frac{\lambda }{2}}\right)\right|1111|`$
Straightforward computation shows that $`\rho _s`$ has a vanishing eigenvalue. Then $`\rho _s`$ is on the boundary of $`𝒮`$. This result also holds in the other examples mentioned in . So we can say, at least for these specific cases, the relative entropy of entanglement can be achieved on the boundary of the set of separable states. It is possible to generalize this result.

### B Robustness of Entanglement

Recall that the robustness of entanglement proposed by Vidal et al.. The geometrical interpretation has been obtained in , in which the boundary of $`𝒮`$ is not yet explicitly defined. The discussion in this Letter can be supplementary to . We can say that for a given entangled state $`\rho _e`$ of two-qubit system, if $`s`$ in Eq.(2) is minimal among all separable states $`\rho _s`$, i.e. $`s`$ is the absolute robustness of $`\rho _e`$, then $`\rho _s`$ and $`\rho \left(s\right)`$ in Eq.(2) are necessarily on the boundary of $`𝒮`$.

### C Lewenstein-Sanpera Decomposition

Now let us give our interpretation for L-S decomposition. Recall the form of L-S decomposition represented by Eq.(3). Using Hilbert-Schmidt metric defined by Eq.(6), we can express the $`\lambda `$ in Eq. (3) as

$$\lambda =\frac{\rho P_e}{\rho _sP_e}.$$
(14)
As shown in Fig.1, $`\lambda `$ can be regarded as the ratio of the length of line segment $`AB`$ to that of $`AC`$. With $`P_e`$ (point $`A`$ in Fig. 1) and $`\rho `$ (point $`B`$) fixed, $`\lambda `$ reaches the maximal when $`\rho _s`$ is on the boundary of $`𝒮`$, i.e., the length of $`AC`$ is minimal. In the geometrical view, this result is straightforward. So we can always rewrite Eq. (5) as

$$\rho =\eta \rho _b+\left(1\eta \right)P_e,\lambda [0,1],$$
(15)
where $`\rho _b`$ is on the boundary and $`\eta `$ is the maximal $`\lambda `$ associated with $`P_e`$. Obviously,for Eq.(4) $`\rho _s^{(opt)}`$ is on the boundary of $`𝒮`$ and can be written as $`\rho _b^{(opt)}`$ while $`S`$ can be expressed as $`S=\mathrm{max}\left\{\eta \right\}`$.

In , Englert et al. have erred to what is involved in L-S decomposition, that is, if $`\rho =S\rho _b^{(opt)}+(1S)P_e^{(opt)}`$ is the optimal decomposition, then (a) the state $`(1+\epsilon )^1(\rho _b^{(opt)}+\epsilon P_e^{(opt)})`$ is non-separable for $`\epsilon >0`$; and (b) the state $`\rho _b^{(opt)}+(\frac{1}{S}1)(P_e^{(opt)}P_e^{})`$ is either non-positive or non-separable for each $`P_e^{}P_e^{(opt)}`$. It is said in  that their verification is rather complicated even in seemingly simple cases. But in our view, it is easy to understand. Now we give our explanation as follows.

For conclusion (a), since the optimal decomposition of $`\rho `$ has been obtained, $`\rho _b^{(opt)}`$ is necessarily on the boundary of $`𝒮`$. Thus the convexity of $`𝒮`$ guarantees that all points on the line segment AD (cf Fig. 1) can not belong to $`𝒮`$ and without choice represent entangled states. These states are expressed as the convex sum of $`P_e^{(opt)}`$ and $`\rho _b^{(opt)}`$, i.e., $`(1+\epsilon )^1(\rho _b^{(opt)}+\epsilon P_e^{(opt)}),\epsilon >0`$. In addition, this conclusion also holds without the “optimal” condition. That is, for any decomposition determined by Eq. (14), conclusion (a) is valid.

For conclusion (b), let

$$\rho _x=\rho _b^{(opt)}+\frac{1S}{S}(P_e^{(opt)}P_e^{}),$$
(16)
or equivalently,

$$S\rho _x+(1S)P_e^{^{}}=S\rho _b^{(opt)}+(1S)P_e^{(opt)}.$$
(17)
The right-handed of Eq. (16) is just the optimal decomposition of $`\rho `$. We already know that $`S`$ is the largest $`\eta `$ of all possible decomposition (cf Eq.(14)). If the mixture on the left-hand of Eq.(16) does represent $`\rho `$, the weight of $`\rho _x`$ must be less than $`S`$. In other words, the left-hand of Eq.(16) can not be a real L-S decomposition about $`\rho `$. Hence $`\rho _x𝒮`$. Theore, either $`\rho _x`$ can not be positive, or can represent a non-separable state. The conclusion (b) can be demonstrated in Fig. 2. Of course the “optimal” condition is necessary in this case.

So far we have discussed the boundary of the set of all separable states. Using this concept, we give straightforward explanations for some entanglement measure of the mixed states, mainly for L-S decomposition. We feel that introducing boundary may be helpful for better understanding of entanglement.

###### Acknowledgement 1

This project is supported by the National Nature Science Foundation of China (10075041 and 10075044) and the Science Foundation of USTC for Young Scientists.

Figure Caption

Fig. 1 $`P_e`$ (point $`A`$) denotes an entangled pure state. $`\rho `$ (point $`B`$) represents a given non-separable mixed state. $`𝒮`$ is the set of all separable states. $`\rho _s`$ (point $`C`$) is in the interior of $`𝒮`$ and $`\rho _b`$ (point $`D`$) is on the boundary of $`𝒮`$.

Fig. 2 $`P_e^{(opt)}`$ and $`P_e^{}`$ are two different entangled pure states. $`P_e^{(opt)}`$ and $`\rho _b^{(opt)}`$ construct the optimal L-S decomposition of $`\rho `$. $`\rho _x`$ is outside of set $`𝒮`$. $`P_e^{}`$ and $`\rho _x`$ does not construct the L-S decomposition of $`\rho `$.


text:
# Resonance absolute quantum reflection at selected energies

(27 March 2001)

## Abstract

The possibility of the resonance reflection (100 % at maximum) is revealed. The corresponding exactly solvable models with the controllable numbers of resonances, their positions and widths are presented.

Laboratory of Theoretical Physics,

Joint Institute for Nuclear Research,

141980 Dubna, Russia

email: zakharev@thsun1.jinr.ru

The foundation of quantum mechanics is, after all, the laws of wave motion in different potentials. The most interesting are the potentials with the especial qualitative properties because they give a deeper insight into the peculiarities of the microworld. We have revealed the phenomenon of total reflection at selected energy points by specific potentials. It is remarkable that this occurs even for above-barrier motion. The possibility itself of such a resonance reflection has surprisingly never been mentioned since the very beginning of the wave mechanics.

Let us consider the one-dimensional Schrödinger equation on the whole axis ($`\mathrm{}<x<\mathrm{}`$) with time-independent potentials. For our purpose, we shall need the potentials of Neumann-Wigner type which have bound states embedded into continuum (BSEC) on the semi-axis $`0x<\mathrm{}`$ . The expression for the potential in the simplest case of the only bound state is the following

$`V(x)=2{\displaystyle \frac{d}{dx}}\{{\displaystyle \frac{c^2\mathrm{sin}(kx)^2}{k^2[1+\frac{c^2}{k^2}(\frac{x}{2}\frac{\mathrm{sin}(2kx)}{4k})]}}\},`$
$`k=\sqrt{E_{BSEC}}.`$ (1)
The BSEC wave function normalized to unity at the positive energy value $`E=E_{BSEC}>0`$ has the form

$`\mathrm{\Psi }(x,k)={\displaystyle \frac{c\mathrm{sin}(kx)}{k[1+\frac{c^2}{k^2}(\frac{x}{2}\frac{\mathrm{sin}(2kx)}{4k})]}},`$ (2)
see the right-hand-side of Fig.1 for $`x0`$. The parameter $`c`$ is the derivative of the BSEC function (2) at the origin. Both the functions, $`V(x)`$ (1) and $`\mathrm{\Psi }(x,k)`$ (2), decrease asymtotically $`\frac{1}{x}`$, as $`x\mathrm{}`$. Every antinode of the BSEC corresponds to well-barrier block of the potential confining the wave from the right . Besides BSEC, there is another linear independent solution at $`E=E_{BSEC}`$ which diverges asymptotically as $`x\mathrm{}`$. This solution is unphysical and must be omitted.

If continued to the whole axis with $`V(x<0)0`$, these potentials (1) lose their confinement property because the waves now leak out to the left semi-axis where they move freely. Instead this potentials acquire the new remarkable feature : they give a total reflection at the BSEC energies for the waves incident from the left.

This can be explained in the following way. The BSEC-potentials confine wave on the semi-axis $`0x<\mathrm{}`$ at the chosen energy $`E=E_{BSEC}`$. They forbid the wave propagation to the right. So, it is natural to expect complete reflection of the waves incident on these potentials from the left. To be more precise, the only physically acceptable solution on the whole axis must coincide with the BSEC (2) on the semi-axis $`x0`$ which asymptotically decreases. Its smooth continuation to the negative semi-axis is a free wave $`c\mathrm{sin}(kx)/k`$ as shown in Fig.1. This sine is a combination of incident and outgoing waves: $`c[\mathrm{exp}(ikx)\mathrm{exp}(ikx)]/2ik`$. The normalized solution has a unit amplitude of incident wave and the reflected wave with the reflection coefficient $`|R(E)_{BSEC}|=1`$.

At the energies differing from $`E=E_{BSEC}`$ (pinned out point) the potentials (1) do not confine the waves on half-axis and cannot be totally reflective. The modulus of reflection coefficient $`|R(E)|`$ is shown in Fig.2. Pay also attention to the dependence of $`|R(E)|`$ on the parameter $`c`$. A physical sense of this parameter is that it determines the measure of localization of the BSEC near the origin. With increase in $`c`$, the BSEC function (2) is concentrated at $`x=0`$ and becomes $`delta`$-function in the limiting case. Large $`c`$ values correspond to a width of the reflection resonance. On the contrary, for the smaller $`c`$ the resonance peak occurs narrower. Thus, one can control the width of the resonance peak at $`E=E_{BSEC}`$ by varying the parameter $`c`$. We can also control the number of the resonance points including their positions. Indeed, they are associated with the BSEC energies on the half-axis which can be created by using the inverse problem formalism (exact solutions generalizing Eqs. (1, 2). So we get a new class of potentials corresponding to the exactly solvable models with resonance reflection.

It is worth to mention that tails of BSEC-potentials on $`ax\mathrm{}`$ for any $`a`$ are responsible for the wave confinement. So, there can be added almost arbitrary potentials at the left side which would not change the position of the reflection resonance, but deform its shape. Particularly, one can expect a tunneling resonance (with 100% penetrability) near the non-penetrability point. But this details will be considered elsewhere.

There is possible the additional control of BSEC. The space-localization of wave accumulation can be shifted by different combinations of abovementioned potential blocks : well-barrier block shifts maximum of the corresponding wave bump to the left ($`<`$) and barrier-well pushes one to the right ($`>`$) . It is important that wave function knots at $`E=E_{BSEC}`$ coincide with even knots of the potential. The change of wave derivatives at the knots for each bump and smooth connections of the neighbor wave-bumps result in decreasing (see Fig.1) (or increasing in the case $`>`$) in their relative amplitudes. So, for example, the maximum of BSEC’s bump amplitudes can be shifted to the right substituting some ($`<`$)-blocks by ($`>`$)-blocks:

$$(>\mathrm{}>max|ampl.\mathrm{\Psi }_{BSEC}|<\mathrm{}<..)$$

Of course, the periodic potentials on the half-axis also have the property of total reflection. This occures at the energy values belonging to the forbidden spectral zones of the same periodic potential continued to the whole axis, which seems to be almost evident. However periodic potentials are not quadratically integrable as potentials with BSEC and have whole bands of total reflection, unlike our case when absolute non-penetrability occures at the chosen energy points.

One should not confuse the phenomenon with the total reflection of the waves incident at some angle to a plane of demarcation of different optical mediums. In our case, the total reflection is even for incident waves perpendicular to this plane. The same also concerns the Bragg reflection from parallel crystal lattice planes.

The resonance reflection is also possible in multichannel case on the whole axis: e.g., for M coupled Schrödinger equations . Here, the phenomenon appears to be even more diversified. Unlike the one-channel case there is possibility for short range (exponentially decreasing) BSEC potential matrices. There can be different kinds of BSEC states on the half-axis at the fixed energy value. In the case of M degenerated BSEC states there will be resonance 100% reflection for any combination of incident waves in different channels. There can also coexist M-m BSEC and m scattering states at $`E=E_{BSEC}`$ on the half-axis. Then on the whole axis there will be m linearly independent combinations of incident waves with total reflection at $`E_{BSEC}`$ and M-m combinations with the comparatively weak reflection. More details will be published elsewhere.

One might be somewhat surprised that the resonance reflection was not known before in spite of long and intensive investigations of quantum scattering. Maybe it was because of the fact that the possibility itself of this phenomenon is due to existence of potentials with BSEC which were better understood in the inverse problem approach. Particularly, striking was the property of wave confinement with positive energy above the potential barriers, as in Fig.1. Besides it was necessary to transform BSEC potentials so that they lose the property to keep BSEC, to admit the wave leakage to the left. Only at the expense of this transformation, the potential acquires the new ability of absolute selective reflectivity.

The classes of exact solvable models considered above contribute significantly to our theoretical notions in wave dynamics and interference for quantum design , optics, acoustics, radiowave propagation and possible applications.

In conclusion we want to mention an interesting paper  about special potentials with reflection resonances, but with $`|R(E)|<1`$ at maximum.

Figure Captions

FIG.1. The only acceptable solution at $`E=E_{BSEC}=1;c=1`$ (solid line) and the corresponding potential which is zero at the negative semi-axis and equal to BSEC-potential at the positive semi-axis. Pay attention to the coincidence of BSEC knots with the even knots of BSEC-potential. It is this exact correlation that provides the confinement the waves from the right at the pinned out point $`E_{BSEC}`$.

FIG.2. The modulus of the reflection coefficient $`|R(E)|`$ for potentials having bound states embedded into continuum spectrum (BSEC) on the half-axis $`0x<\mathrm{}`$ at energy $`E_{bound}=10`$ with resonance nonpenetrability at this point for waves on the whole axis. With increasing of BSEC spectral weight parameter $`C`$ the width of resonance in $`|R(E)|`$ near the $`E_{bound}=10`$ becomes greater. For $`C0`$ this width converges to zero: the dashed line corresponds to the limiting peak in $`R(E)`$.